0001752724-22-196413.txt : 20220826
0001752724-22-196413.hdr.sgml : 20220826
20220826125729
ACCESSION NUMBER: 0001752724-22-196413
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220826
DATE AS OF CHANGE: 20220826
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY GARRISON STREET TRUST
CENTRAL INDEX KEY: 0000803013
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04861
FILM NUMBER: 221202708
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 ADVISOR SERIES V
DATE OF NAME CHANGE: 19930706
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY INVESTMENT SERIES
DATE OF NAME CHANGE: 19930706
FORMER COMPANY:
FORMER CONFORMED NAME: PLYMOUTH INVESTMENT SERIES /NY/
DATE OF NAME CHANGE: 19920206
0000803013
S000013236
Fidelity VIP Investment Grade Central Fund
C000035576
Fidelity VIP Investment Grade Central Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000803013
XXXXXXXX
S000013236
C000035576
Fidelity Garrison Street Trust
811-04861
0000803013
GZF76QJ38YQDHAIO0Y79
245 Summer Street
Boston
02210
1-800-FIDELITY
VIP Investment Grade Central Fund
S000013236
OWUVAQDA1170JQA75H59
2022-12-31
2022-06-30
N
2618953616.81
353691409.79
2265262207.02
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
233777540.79000000
0.00000000
0.00000000
132657.96000000
USD
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/51#BT1461
3140LPTT9
53074.35700000
PA
USD
46314.21000000
0.002044540797
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/38 #889371
31410KCG7
58711.48690000
PA
USD
64268.71000000
0.002837142199
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
0.06000000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
N/A
KITE RLTY GROUP TRUST 4% 03/15/2025
76131VAA1
1912000.00000000
PA
USD
1872412.98000000
0.082657670895
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.04000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.2% 02/23/2023
38141GWT7
2193000.00000000
PA
USD
2193763.41000000
0.096843685609
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
0.03200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AQ5772
3138MMMW9
22593.73800000
PA
USD
21595.32000000
0.000953325400
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/48#BJ8805
3140HAYB0
13452.24780000
PA
USD
13457.20000000
0.000594068093
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR1584
3138NXXN2
208113.36460000
PA
USD
198916.84000000
0.008781183890
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK9019
3138EEAV1
50785.57470000
PA
USD
51466.27000000
0.002271978486
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
AASET 2021-2 TR
N/A
AASET 2021-2 TR 2.798% 01/15/2047 144A
00258BAA2
3501901.58000000
PA
USD
2990819.71000000
0.132029735927
Long
ABS-CBDO
CORP
US
N
2
2047-01-15
Fixed
0.02798000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 1.494%/VAR 08/10/2027 144A
902613AH1
1788000.00000000
PA
USD
1564647.92000000
0.069071382339
Long
DBT
CORP
CH
N
2
2027-08-10
Variable
0.01494000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 02/45#AS4469
3138WD6F3
6990.26250000
PA
USD
6849.36000000
0.000302364996
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.03500000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG 4.5% 04/01/2025
251525AP6
3669000.00000000
PA
USD
3492861.33000000
0.154192363214
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2044#AV6611
3138XJKZ9
63964.87320000
PA
USD
65825.38000000
0.002905861396
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR2904
3138W0GN3
112025.34800000
PA
USD
107074.95000000
0.004726823661
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 9/41 #773113
36176QVE1
2006.25450000
PA
USD
2026.47000000
0.000089458518
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 09/01/2032#BM1884
3140J6CW5
75511.37760000
PA
USD
74761.66000000
0.003300353476
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2046#BC1823
3140EWAZ8
9937.17920000
PA
USD
9968.78000000
0.000440071792
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #479607
36209RYC1
16282.34750000
PA
USD
16461.37000000
0.000726687177
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 03/20/2047#MA4322
36179SYT8
123720.22750000
PA
USD
124388.66000000
0.005491137388
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/29 #517793
31384AGA0
82.01580000
PA
USD
88.35000000
0.000003900210
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
0.07500000
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
1183000.00000000
PA
USD
1126070.14000000
0.049710366266
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
0.03112000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 07/01/2052 #TBA
01F022675
48025000.00000000
PA
USD
43162444.74000000
1.905406120591
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.02500000
N
N
N
N
N
N
BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA
N/A
BLACKBIRD AIRCRAF 2016-1A A STEP 12/16/2041 144A
09228YAB8
2034758.60550000
PA
USD
1798022.58000000
0.079373706691
Long
ABS-CBDO
CORP
KY
N
2
2041-12-16
Variable
0.04213000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/31 #545176
36212VT90
576.84280000
PA
USD
620.37000000
0.000027386233
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2049#CA4142
3140QBS82
304305.58270000
PA
USD
286412.60000000
0.012643684210
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2042#Q12164
3132HNMM8
7092.08880000
PA
USD
7180.80000000
0.000316996415
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.242% 9/1/41#1B8659
3128UHAK1
8884.68670000
PA
USD
9124.30000000
0.000402792222
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Variable
0.02130000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 4.5% 05/02/2043
02209SAQ6
1137000.00000000
PA
USD
853092.46000000
0.037659766598
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
0.04500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.75% 04/15/2027
87264ABD6
1871000.00000000
PA
USD
1801622.52000000
0.079532626042
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.03750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #479494
36209RUT8
147929.06140000
PA
USD
149581.01000000
0.006603253677
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 11/40 #004853
36202FMA1
472359.42420000
PA
USD
476633.90000000
0.021041003488
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 7/38 #889733
31410KPS7
9593.26940000
PA
USD
10467.17000000
0.000462073219
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/27 #393574
31378BFP4
280.89050000
PA
USD
297.09000000
0.000013115038
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2045#AS4797
3138WEKK4
15921.46130000
PA
USD
15595.55000000
0.000688465553
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.03500000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035
136385AG6
766000.00000000
PA
USD
777059.96000000
0.034303311889
Long
DBT
CORP
CA
N
2
2035-02-01
Fixed
0.05850000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 4.279% 03/15/2032 144A
55903VAL7
1970000.00000000
PA
USD
1760672.67000000
0.077724894916
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.04279000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2048#BM5106
3140J9U82
684149.11610000
PA
USD
699558.82000000
0.030882024069
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04500000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC 5.17% 06/08/2027
46817MAR8
1014000.00000000
PA
USD
1005213.82000000
0.044375164026
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
0.05170000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 3.85% 06/22/2040
92556VAE6
668000.00000000
PA
USD
473148.11000000
0.020887123289
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
0.03850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 5/42 #AK9784
3138EE2S7
167541.88360000
PA
USD
165643.20000000
0.007312319054
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 08/01/2052 #TBA
21H020683
13800000.00000000
PA
USD
12239882.40000000
0.540329607851
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 12/01/2046#G60989
31335BC20
1590561.48010000
PA
USD
1507710.09000000
0.066557861837
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03000000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
CORP ANDINA DE FOMENTO 2.375% 05/12/2023
219868CC8
1810000.00000000
PA
USD
1797637.70000000
0.079356716164
Long
DBT
CORP
VE
N
2
2023-05-12
Fixed
0.02375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 7/39 #AA9611
31416TVD8
1274.48540000
PA
USD
1290.84000000
0.000056984131
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 4/41 #738240
3620ASEM7
4783.97060000
PA
USD
4981.92000000
0.000219926858
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 03/31/2029
91282CEE7
20000000.00000000
PA
USD
19144531.20000000
0.845135328734
Long
DBT
UST
US
N
2
2029-03-31
Fixed
0.02375000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.5% 04/19/2026
06051GFX2
1541000.00000000
PA
USD
1501313.90000000
0.066275502030
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AB7766
31417ETY7
201645.00250000
PA
USD
192734.31000000
0.008508256103
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FLATIRON CLO LT
N/A
FLATIRON CLO LT 3ML+111 07/19/2034 144A
33883PAC1
1392832.00000000
PA
USD
1342965.83000000
0.059285226488
Long
ABS-CBDO
CORP
KY
N
2
2034-07-19
Variable
0.02154290
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #773499
36176RDC3
15988.11900000
PA
USD
16165.35000000
0.000713619374
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
CSMC 2019-ICE4
N/A
CSMC 2019-ICE4 1ML+143 05/15/2036 144A
12653VAE6
243000.00000000
PA
USD
237027.81000000
0.010463592658
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.02754000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 02/01/2052#RA6823
3133KNSL8
1471318.70000000
PA
USD
1281615.99000000
0.056576937805
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3.5% 11/01/2033#G16677
3128MFUA4
21730.78040000
PA
USD
21753.98000000
0.000960329445
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
0.03500000
N
N
N
N
N
N
PIEDMONT OPERATING PARTNERSHIP LP
549300WKGDPAS39FBD10
PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032
720198AF7
451000.00000000
PA
USD
348416.28000000
0.015380836660
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
0.02750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2052#
3133KNWK5
249499.11600000
PA
USD
241000.20000000
0.010638953815
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #464693
36208YGA1
1921.62440000
PA
USD
1968.62000000
0.000086904729
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #745236
3620C04V7
60280.98600000
PA
USD
62329.36000000
0.002751529593
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/28 #780717
36225AYN4
93.78310000
PA
USD
99.20000000
0.000004379183
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.75% 09/21/2047
71654QCC4
3713000.00000000
PA
USD
2274212.50000000
0.100395110683
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
0.06750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.50% 4/35 #637141
36291SZE3
3841.89000000
PA
USD
4206.98000000
0.000185717131
Long
ABS-MBS
USGA
US
N
2
2035-04-15
Fixed
0.06500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.431/VAR 01/23/2030
6174468G7
1348000.00000000
PA
USD
1309748.92000000
0.057818865998
Long
DBT
CORP
US
N
2
2030-01-23
Variable
0.04431000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 11/01/2050#SD7530
3132DVLK9
3064264.20200000
PA
USD
2784277.17000000
0.122911915511
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 4/42 #G06973
3128M9CJ9
673068.60300000
PA
USD
682058.91000000
0.030109490543
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 3% 05/15/2032 144A
46590XAD8
3400000.00000000
PA
USD
2611066.75000000
0.115265541530
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AR1624
3138NXYW1
36063.44830000
PA
USD
34469.80000000
0.001521669319
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/46#BC6150
3140F1ZQ8
31269.36260000
PA
USD
31368.81000000
0.001384776115
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 10/01/2051#RA5715
3133KMK46
4407922.41400000
PA
USD
3834082.32000000
0.169255563798
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02000000
N
N
N
N
N
N
BETHP 2021
N/A
BETHP 2021 3ML+113 01/15/2035 144A
087598AA6
1953217.00000000
PA
USD
1880906.95000000
0.083032637200
Long
ABS-CBDO
CORP
US
N
2
2035-01-15
Variable
0.02174290
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96783
312945RC4
18917.81750000
PA
USD
19607.11000000
0.000865555869
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.737%/VAR 04/24/2024
61744YAQ1
1534000.00000000
PA
USD
1528659.18000000
0.067482659414
Long
DBT
CORP
US
N
2
2024-04-24
Variable
0.03737000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 10/01/2033#BM5832
3140JAPS1
347488.55310000
PA
USD
343386.94000000
0.015158816446
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
0.03000000
N
N
N
N
N
N
ARES XXXIV CLO LTD
549300VDFIIXSFET0S73
ARES XXXIV CLO LTD 3ML+125 04/17/2033 144A
04015GAP4
665897.00000000
PA
USD
649326.15000000
0.028664502854
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Variable
0.02294290
N
N
N
N
N
N
BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA
N/A
BBIRD 2016-1A AA 2.487% 12/16/2041 144A
09228YAA0
245807.40640000
PA
USD
229536.19000000
0.010132875094
Long
ABS-CBDO
CORP
KY
N
2
2041-12-16
Variable
0.02487000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 03/01/2033#BJ0673
3140H1XB1
390457.37100000
PA
USD
386458.66000000
0.017060217523
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2044#AX8858
3138YAZY4
26640.02020000
PA
USD
27381.58000000
0.001208759847
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.50% 8/42 #Q10323
3132HLLC5
15668.52570000
PA
USD
15405.44000000
0.000680073147
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
0.03500000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 3.8% 03/22/2030
254687FQ4
7061000.00000000
PA
USD
6826990.90000000
0.301377512892
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
0.03800000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 03/15/2045#AL2282
36183XRB8
7128.34430000
PA
USD
6860.17000000
0.000302842204
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2018-WPT
N/A
J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A
46645WBE2
386779.00000000
PA
USD
380609.10000000
0.016801988697
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
0.05350300
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.8% 02/15/2029
55336VAS9
345000.00000000
PA
USD
339246.41000000
0.014976032750
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/31 #545304
31385HX98
5282.06070000
PA
USD
5806.07000000
0.000256308959
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.07500000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 5.476% 01/25/2039
35137LAJ4
555000.00000000
PA
USD
538809.06000000
0.023785725923
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
0.05476000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 5/39 #698329
36296QY29
5717.73830000
PA
USD
5906.10000000
0.000260724784
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 05/01/2037#C91938
3128P8EK3
1080531.09000000
PA
USD
1093324.90000000
0.048264827648
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q20360
3132JMMH9
4997.35310000
PA
USD
5058.30000000
0.000223298653
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1
N/A
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A
14855MAA6
1253804.93340000
PA
USD
1106055.31000000
0.048826811597
Long
ABS-CBDO
CORP
US
N
2
2039-04-15
Fixed
0.03967000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 4.375% 03/15/2029
571748BG6
1220000.00000000
PA
USD
1205744.91000000
0.053227608983
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2047#BE4784
3140FQJ65
89798.20200000
PA
USD
87763.59000000
0.003874323675
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 01/15/2043#AC9441
36179KP24
16407.49870000
PA
USD
16466.33000000
0.000726906136
Long
ABS-MBS
USGA
US
N
2
2043-01-15
Fixed
0.04000000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.75% 04/01/2033 144A
46590XAH9
2700000.00000000
PA
USD
2571183.00000000
0.113504873388
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
0.05750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2048#BK3836
3140HHHN8
57016.19730000
PA
USD
57054.99000000
0.002518692530
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 09/20/2051#MA7590
36179WNF1
1349967.54900000
PA
USD
1276780.68000000
0.056363483045
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2041#AI7563
3138AMMM4
6200.56390000
PA
USD
6400.29000000
0.000282540801
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.04500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 1.95% 02/15/2028 144A
11135FBE0
510000.00000000
PA
USD
434258.56000000
0.019170344106
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.01950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 05/01/2045#Q33442
3132QPZG2
19098.94120000
PA
USD
18223.46000000
0.000804474640
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040
494550BF2
141000.00000000
PA
USD
146559.01000000
0.006469847488
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
0.06550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 08/01/2043#AS0203
3138W9GM6
250395.77960000
PA
USD
239330.79000000
0.010565257710
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2047#Q48095
3132WM7H1
144847.03970000
PA
USD
148424.37000000
0.006552193805
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 02/01/2043#Q15789
3132J62X1
56628.45190000
PA
USD
54174.21000000
0.002391520497
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 3.869%/VAR 01/12/2029 144A
225401AF5
1233000.00000000
PA
USD
1107994.39000000
0.048912412283
Long
DBT
CORP
CH
N
2
2029-01-12
Variable
0.03869000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2046#AS7010
3138WGYG3
295543.79290000
PA
USD
289216.91000000
0.012767480475
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
961214EF6
1139000.00000000
PA
USD
1041049.64000000
0.045957136298
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
0.04110000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 6.25% 6/36 #886983
31410EM88
2273.74850000
PA
USD
2343.85000000
0.000103469258
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Variable
0.01803000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21524
3132JNVR5
2555.84870000
PA
USD
2584.62000000
0.000114098049
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/29 #511255
31383R5Q1
85.38580000
PA
USD
91.90000000
0.000004056925
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07500000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.5% 07/01/2027
58013MFP4
517000.00000000
PA
USD
506568.29000000
0.022362457133
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.03500000
N
N
N
N
N
N
AFFILIATED MANAGERS GROUP INC
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP INC 3.5% 08/01/2025
008252AN8
1700000.00000000
PA
USD
1677213.91000000
0.074040607961
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR2880
3138W0FW4
19148.89730000
PA
USD
18302.71000000
0.000807973131
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.50% 11/35 #600498
36200GDB9
2882.89670000
PA
USD
3164.57000000
0.000139699942
Long
ABS-MBS
USGA
US
N
2
2035-11-15
Fixed
0.06500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/31 #781324
36225BPH5
1209.69200000
PA
USD
1303.72000000
0.000057552719
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #250990
31371FXT4
93.14140000
PA
USD
99.53000000
0.000004393751
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 5/42 #AO0693
3138LQXX7
23141.32170000
PA
USD
22870.69000000
0.001009626608
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 03/01/2043#Q16049
3132J7EX6
12939.62140000
PA
USD
13097.44000000
0.000578186488
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 1/41 #737901
3620ARX63
43931.13410000
PA
USD
43578.06000000
0.001923753456
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 10/01/2049#RA1544
3133KGWD6
276774.63340000
PA
USD
269314.31000000
0.011888880199
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/01/2046#BC4760
3140F0JE5
804807.04640000
PA
USD
787075.05000000
0.034745428037
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.03500000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019 1ML+145 10/15/2036 144A
056054AG4
1436279.87000000
PA
USD
1389314.24000000
0.061331277045
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.02774000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AQ8934
3138MQ4U4
8242.10800000
PA
USD
7877.89000000
0.000347769453
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2050#CA5122
3140QCVQ6
746048.88300000
PA
USD
701482.24000000
0.030966933444
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 05/01/2045#AX9659
3138YBWV1
3399.95470000
PA
USD
3423.52000000
0.000151131290
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.04000000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO 4.85% 11/15/2035
406216BJ9
661000.00000000
PA
USD
635584.59000000
0.028057881689
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
0.04850000
N
N
N
N
N
N
BFLD TR 2020 -OBRK
N/A
BFLD TR 2020 - OBRK A 1ML+225 11/15/2022 144A
05553JAA6
1079000.00000000
PA
USD
1064872.33000000
0.047008788947
Long
ABS-MBS
CORP
US
N
2
2028-11-15
Variable
0.03374000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.125% 12/15/2026
46625HJZ4
4319000.00000000
PA
USD
4280200.13000000
0.188949434495
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.04125000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+172.21 10/15/2036 144A
05609PAN8
1789733.00000000
PA
USD
1661148.56000000
0.073331403086
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.03272500
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 5.6% 02/15/2041
42809HAD9
3671000.00000000
PA
USD
3576627.80000000
0.157890234027
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
0.05600000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 03/15/2042#796180
36177Q2N2
5868.30470000
PA
USD
5934.39000000
0.000261973646
Long
ABS-MBS
USGA
US
N
2
2042-03-15
Fixed
0.04000000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024
681936BB5
415000.00000000
PA
USD
416418.71000000
0.018382803929
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04950000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 4% 10/01/2023
29250NAF2
863000.00000000
PA
USD
866378.98000000
0.038246300022
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
0.04000000
N
N
N
N
N
N
VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC
N/A
VOYA CLO 2020-2 LTD/LLC 3ML+116 07/19/2034 144A
92918HAF7
1277198.00000000
PA
USD
1235800.18000000
0.054554398875
Long
ABS-CBDO
CORP
US
N
2
2034-07-19
Variable
0.02204290
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 3/41 #783261
36241LTS5
243814.62480000
PA
USD
252150.40000000
0.011131179393
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/31 #567088
36213W6Z4
1210.44750000
PA
USD
1316.57000000
0.000058119982
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #471043
36209GHU4
263.10610000
PA
USD
278.64000000
0.000012300562
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 3.4% 01/15/2028
756109BH6
489000.00000000
PA
USD
461938.52000000
0.020392275939
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03400000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 3.05% 06/05/2023
02005NBK5
2954000.00000000
PA
USD
2922381.89000000
0.129008548367
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
0.03050000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 0.0% 05/01/2041#1B8124
3128UGMY0
17815.28380000
PA
USD
18340.13000000
0.000809625037
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Variable
0.03220000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.875% 11/01/2022
6174824M3
2377000.00000000
PA
USD
2393721.77000000
0.105670847400
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.04875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 12/39 #728451
3620AFH42
16414.05680000
PA
USD
17285.66000000
0.000763075459
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 2/27 #444741
36207XBJ0
386.43640000
PA
USD
409.61000000
0.000018082233
Long
ABS-MBS
USGA
US
N
2
2027-02-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 01/15/2042#794559
36177PB53
4709.64370000
PA
USD
4762.24000000
0.000210229084
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AB9239
31417GHR0
31840.09070000
PA
USD
30433.08000000
0.001343468314
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AR0532
3138NWSW0
12505.21480000
PA
USD
11952.61000000
0.000527647967
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13425
3132HPYW8
34642.94610000
PA
USD
35065.46000000
0.001547964729
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP
549300KH0PNTJK9NTE57
RETAIL OPPTY INVTS PRTNRSHP LP 5% 12/15/2023
76132FAA5
226000.00000000
PA
USD
227436.23000000
0.010040172360
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 3/26 #303780
31373UM53
205.74540000
PA
USD
215.33000000
0.000009505742
Long
ABS-MBS
USGSE
US
N
2
2026-03-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 03/01/2041#MA4287
31418DXR8
21407.32100000
PA
USD
19229.21000000
0.000848873474
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.5% 01/43 #Q16224
3132J7LE0
7709.76890000
PA
USD
7580.32000000
0.000334633225
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2013-H06 HA 1.65% 01/20/2063
38375BJ60
8571.93160000
PA
USD
8555.72000000
0.000377692258
Long
ABS-CBDO
USGA
US
N
2
2063-01-20
Fixed
0.01650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/01/2048#G67713
3132XCSA4
1054914.45460000
PA
USD
1058220.24000000
0.046715132434
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.04000000
N
N
N
N
N
N
GS MTG SECS CORP TR 2021-IP
N/A
GSMS 2021-IP B 1ML+125 10/15/2036 144A
36262MAC2
241085.00000000
PA
USD
227426.86000000
0.010039758721
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.02474000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.85% 04/05/2029 144A
21871XAE9
904000.00000000
PA
USD
835413.88000000
0.036879345685
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
0.03850000
N
N
N
N
N
N
ILLINOIS ST
N/A
IL ST TAXM 7.35% 7/01/35
452152GS4
1700000.00000000
PA
USD
1854356.09000000
0.081860549487
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
0.07350000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION
N/A
CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A
14856CAA7
917138.00690000
PA
USD
824277.33000000
0.036387722685
Long
ABS-CBDO
CORP
US
N
2
2043-06-15
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #401788
31378LJ94
143.45060000
PA
USD
153.16000000
0.000006761248
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 8.50% 6/25 #307158
31373YE70
113.46640000
PA
USD
119.57000000
0.000005278417
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
0.08500000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 3.25% 01/15/2031
756109AX2
313000.00000000
PA
USD
284538.89000000
0.012560969282
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 02/15/2052
912810TD0
36300000.00000000
PA
USD
29873765.63000000
1.318777382036
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.02250000
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2049#FM1534
3140X4V45
1001255.75240000
PA
USD
1023807.94000000
0.045196001453
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/29 #252874
31371H2F4
307.80230000
PA
USD
335.92000000
0.000014829188
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 5/27 #447696
36208DKH7
388.19890000
PA
USD
409.40000000
0.000018072962
Long
ABS-MBS
USGA
US
N
2
2027-05-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/43#AL7261
3138EQB76
115265.77770000
PA
USD
113953.41000000
0.005030473277
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03500000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 5.125% 05/15/2032
925650AD5
280000.00000000
PA
USD
263855.20000000
0.011647887788
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
0.05125000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 5.5% 09/01/2041
88732JBB3
521000.00000000
PA
USD
454787.74000000
0.020076604756
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 5/41 #005055
36202FTL0
20523.59400000
PA
USD
21362.76000000
0.000943059038
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 01/01/2034#J40154
31307YE30
62307.02930000
PA
USD
61486.93000000
0.002714340521
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
0.03000000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019 IMC B 1ML+130 04/15/2034
05608BAG5
1007281.00000000
PA
USD
966683.45000000
0.042674240845
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.02624000
N
N
N
N
N
N
TEACHERS INS and ANNUITY ASSN AMER
O06XD7BJ4EPXNABVFN69
TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A
878091BD8
1640000.00000000
PA
USD
1572397.92000000
0.069413506088
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
0.04900000
N
N
N
N
N
N
VOYA CLO 2019-2 LLC
N/A
VOYA CLO 2019-2 LLC 3ML+127 07/20/2032 144A
92917RAC3
2009654.00000000
PA
USD
1964897.00000000
0.086740377953
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Variable
0.02332710
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #779843
36176YEQ6
22887.97460000
PA
USD
23139.63000000
0.001021498965
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96766
312945QT8
10507.27130000
PA
USD
10894.71000000
0.000480946972
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
N/A
KITE RLTY GROUP TRUST 4.75% 09/15/2030
76131VAB9
2980000.00000000
PA
USD
2774352.29000000
0.122473781684
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.04750000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.125% 07/27/2026
61761J3R8
6737000.00000000
PA
USD
6426729.96000000
0.283707993718
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
0.03125000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.627% 6/1/41#1B8372
3128UGVQ7
23207.72300000
PA
USD
24009.66000000
0.001059906439
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Variable
0.03131000
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
754916.60020000
PA
USD
667987.95000000
0.029488328014
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
578000.00000000
PA
USD
514926.05000000
0.022731410447
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.02150000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037
38141GFD1
689000.00000000
PA
USD
763013.70000000
0.033683239743
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
0.06750000
N
N
N
N
N
N
BARINGS CLO LTD 2021-1
N/A
BARINGS CLO LTD 2021-1A A 3ML+102 04/25/2034 144A
06762EAA2
2282638.00000000
PA
USD
2200469.88000000
0.097139742727
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Variable
0.02204000
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
TOLEDO HOSPITAL/THE 5.325% 11/15/2028
889184AC1
647000.00000000
PA
USD
611796.08000000
0.027007737916
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05325000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 9/41 #773473
36176RCJ9
16966.59530000
PA
USD
17152.20000000
0.000757183868
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 12/20/2049#BR8987
3617M76Y9
13299.03620000
PA
USD
13029.52000000
0.000575188159
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2044#AX9232
3138YBHJ5
24958.15770000
PA
USD
25637.30000000
0.001131758607
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC
N/A
SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC 21-25A A 3ML+98 04/19/2034 144A
87167WAC9
2313924.00000000
PA
USD
2223329.25000000
0.098148869614
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Variable
0.02024290
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2042#AL2607
3138EJ3R7
2928.30700000
PA
USD
2962.33000000
0.000130772057
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A97152
3129455M6
19476.79530000
PA
USD
20194.21000000
0.000891473399
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#MB0249
3138MTH34
13276.17540000
PA
USD
12689.50000000
0.000560177976
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 01/01/2046#G60393
31335ANJ3
6138.82800000
PA
USD
6018.49000000
0.000265686240
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3.5% 08/01/2037#MA3089
31418CNF7
32707.16540000
PA
USD
32589.58000000
0.001438667007
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/28 #780732
36225AY53
400.43700000
PA
USD
423.59000000
0.000018699380
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 4/26 #343081
31375SCS7
530.07160000
PA
USD
559.60000000
0.000024703541
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21255
3132JNMC8
17891.64900000
PA
USD
18109.86000000
0.000799459768
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 21-BMR E 1ML+185.6 03/15/2036 144A
53218CAJ9
405819.23000000
PA
USD
378302.49000000
0.016700163399
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.03074000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 07/20/2044#MA2074
36179QJT9
3949.51960000
PA
USD
3991.84000000
0.000176219776
Long
ABS-MBS
USGA
US
N
2
2044-07-20
Fixed
0.04000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE
N/A
SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A
80307AAA7
1468822.76460000
PA
USD
1285742.09000000
0.056759084489
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 30YR 3.5% 05/01/2045#AY8779
3138YNXH5
25542.40820000
PA
USD
25027.53000000
0.001104840310
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK 3.35% 02/06/2023
25466AAK7
983000.00000000
PA
USD
983035.92000000
0.043396120632
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
0.03350000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 4.8% 02/14/2029
02209SBD4
311000.00000000
PA
USD
295503.55000000
0.013045004197
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
0.04800000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A
46590XAB2
380000.00000000
PA
USD
359593.72000000
0.015874264748
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2033#741529
31402XY26
9706.47020000
PA
USD
9972.77000000
0.000440247931
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 1/26 #420660
36206TJD5
31.58130000
PA
USD
33.16000000
0.000001463848
Long
ABS-MBS
USGA
US
N
2
2026-01-15
Fixed
0.07500000
N
N
N
N
N
N
SYMP 2022-32A A1
N/A
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A
87168NAC8
2727000.00000000
PA
USD
2607398.14000000
0.115103590741
Long
ABS-CBDO
CORP
KY
N
2
2035-04-23
Variable
0.01632580
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AL2884
3138EKF26
48306.95760000
PA
USD
46172.27000000
0.002038274856
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/25 #325499
31374VRU0
129.11110000
PA
USD
135.73000000
0.000005991800
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.07500000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP 4.1% 10/01/2024
105340AN3
1555000.00000000
PA
USD
1540096.24000000
0.067987548427
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.04100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/24 #313987
31374GXQ5
359.24380000
PA
USD
368.36000000
0.000016261252
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 12/15/2041#792596
36177L3E2
1272.45720000
PA
USD
1286.63000000
0.000056798281
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/26 #345142
31375ULX1
508.27670000
PA
USD
532.32000000
0.000023499266
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 12/49#BR8986
3617M76X1
8176.87410000
PA
USD
7995.83000000
0.000352975914
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/32 #572976
36200UQ57
9200.77180000
PA
USD
10020.79000000
0.000442367773
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 06/01/2045#AZ4601
3138YWDF1
2178.00510000
PA
USD
2191.74000000
0.000096754362
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.04000000
N
N
N
N
N
N
BPR TRUST 2022
N/A
BPR TRUST 2022 TSFR1M+229.667 04/15/2024 144A
05592DAG9
1341000.00000000
PA
USD
1311677.43000000
0.057904000072
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Variable
0.03725650
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 3.75% 03/24/2025
615369AS4
1557000.00000000
PA
USD
1555886.71000000
0.068684618724
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
0.03750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 05/48#ZA5379
31329N6Q6
579194.91320000
PA
USD
578683.95000000
0.025546002939
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL EST EQUITS INC 4.9% 12/15/2030
015271AU3
1278000.00000000
PA
USD
1268501.57000000
0.055998001735
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
0.04900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/25 #303347
31373T5G1
23.70800000
PA
USD
24.28000000
0.000001071840
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 03/15/2045#AL2277
36183XQ60
3766.89300000
PA
USD
3625.18000000
0.000160033570
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE SERVICES INC 2.5% 04/01/2031
12505BAE0
1708000.00000000
PA
USD
1389538.21000000
0.061341164201
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.02500000
N
N
N
N
N
N
TANGER PROPERTIES LP
PQPGJDNFN35EXH363L31
TANGER PROPERTIES LP 2.75% 09/01/2031
875484AL1
1346000.00000000
PA
USD
1053561.11000000
0.046509455141
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.02750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 2/41 #737995
3620AR3C3
84286.01530000
PA
USD
83590.88000000
0.003690119392
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.05% 7/34 #801635
31405WSY2
2213.73740000
PA
USD
2267.14000000
0.000100082895
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
0.01855000
N
N
N
N
N
N
ROCKLAND PARK CLO LTD
N/A
ROCKLAND PARK CLO LTD 3ML+112 04/20/2034 144A
773663AA7
2604698.00000000
PA
USD
2526473.71000000
0.111531181784
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.02182710
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
2570651.00000000
PA
USD
2423550.38000000
0.106987631387
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
0.03170000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 1/41 #A96413
312945DS4
380598.02650000
PA
USD
386011.08000000
0.017040459104
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/32 #569233
36200QLN2
37.10450000
PA
USD
40.43000000
0.000001784782
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 10/31/2026
91282CDG3
18403400.00000000
PA
USD
16963477.68000000
0.748852721218
Long
DBT
UST
US
N
2
2026-10-31
Fixed
0.01125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 03/01/2041#MA4286
31418DXQ0
128782.98500000
PA
USD
111086.99000000
0.004903935167
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.01500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/29 #510989
36211EUN6
25.51130000
PA
USD
25.90000000
0.000001143355
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
0.07000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A
05401AAL5
485000.00000000
PA
USD
449132.58000000
0.019826957718
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
0.04250000
N
N
N
N
N
N
BX TR 2018-IND
N/A
BX TR 2018-EXCL 1ML+262.5 7/19 144A
12433WAG6
455392.69910000
PA
USD
379308.87000000
0.016744590044
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Variable
0.03949000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 03/15/2045#AL2575
36183X2G4
6350.20090000
PA
USD
6111.30000000
0.000269783338
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
ARES LVIII CLO LLC
N/A
ARES LVIII CLO LLC SOFR90A+133 01/15/2035 144A
04018AAQ2
2545000.00000000
PA
USD
2439793.52000000
0.107704684801
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Variable
0.02176350
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 07/01/2033#
3140JAUL0
260023.88350000
PA
USD
257442.21000000
0.011364786345
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.03000000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 5.125% 05/28/2024
780099CH8
6295000.00000000
PA
USD
6307878.56000000
0.278461298672
Long
DBT
CORP
GB
N
2
2024-05-28
Fixed
0.05125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 11/42 #AQ0170
3138MFFL6
41287.31660000
PA
USD
40558.28000000
0.001790445268
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03500000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030
92277GAU1
2340000.00000000
PA
USD
2047312.31000000
0.090378601808
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.03000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 5.375% 01/31/2044
02209SAR4
1030000.00000000
PA
USD
875629.06000000
0.038654644803
Long
DBT
CORP
US
N
2
2044-01-31
Fixed
0.05375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2049#BO8254
3140K4E48
9672.43200000
PA
USD
9097.65000000
0.000401615758
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.03000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 4.25% 12/01/2026
29250NAL9
544000.00000000
PA
USD
538371.90000000
0.023766427494
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC 4% 02/01/2025
92936UAC3
1644000.00000000
PA
USD
1632976.86000000
0.072087763391
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2043#Q17646
3132J85G1
582124.35320000
PA
USD
572350.08000000
0.025266394249
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2047#AL9846
3138ER5G1
247693.22630000
PA
USD
254742.92000000
0.011245626188
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 10/15/2041#775540
36176TLV8
5800.72050000
PA
USD
5865.59000000
0.000258936470
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC
N/A
CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC 3ML+113 10/25/2034 144A
15033TAN5
1198676.00000000
PA
USD
1153235.39000000
0.050909576225
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Variable
0.02314000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK 4.682%/VAR 08/09/2028
25466AAN1
847000.00000000
PA
USD
823411.24000000
0.036349489142
Long
DBT
CORP
US
N
2
2028-08-09
Variable
0.04682000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6% 11/35 #AD0687
31418MXR8
34394.40950000
PA
USD
37217.37000000
0.001642960796
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/32 #582976
36201GT96
5321.14380000
PA
USD
5752.12000000
0.000253927337
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.88% 1/35 #848084
3128JR6V3
1916.73540000
PA
USD
1977.85000000
0.000087312188
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
0.02372000
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
256728.00000000
PA
USD
249738.32000000
0.011024698122
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Variable
0.02104290
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 08/15/2043#AD5682
36180HJ33
3095.30300000
PA
USD
3106.40000000
0.000137132027
Long
ABS-MBS
USGA
US
N
2
2043-08-15
Fixed
0.04000000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 6.1% 06/10/2023
780097AY7
4101000.00000000
PA
USD
4153560.02000000
0.183358906846
Long
DBT
CORP
GB
N
2
2023-06-10
Fixed
0.06100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/26 #366201
31376UX66
1814.51070000
PA
USD
1917.33000000
0.000084640532
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/32 #582134
36201FV38
370.70670000
PA
USD
404.78000000
0.000017869013
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
0.07000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050
25470DBH1
2883000.00000000
PA
USD
2267080.44000000
0.100080265894
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.04650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/29 #509663
31383QFC3
217.26120000
PA
USD
235.42000000
0.000010392615
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2048#G67710
3132XCR72
356906.40000000
PA
USD
348794.56000000
0.015397535831
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 02/01/2052#CB2842
3140QNEQ1
5746168.18600000
PA
USD
5005292.89000000
0.220958654344
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/28 #313983
31374GXL6
161.52560000
PA
USD
172.45000000
0.000007612805
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07500000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031
95000U2L6
4386000.00000000
PA
USD
4289297.12000000
0.189351021118
Long
DBT
CORP
US
N
2
2031-04-04
Variable
0.04478000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 10/01/2049#SD0114
3132DMDT9
1430459.82620000
PA
USD
1394137.59000000
0.061544203831
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03500000
N
N
N
N
N
N
ILLINOIS ST
N/A
IL ST 4.95% 06/01/23
452151LE1
414545.46210000
PA
USD
417603.90000000
0.018435124141
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
0.04950000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.224% 4/41#1B8179
3128UGPP6
2232.18360000
PA
USD
2297.01000000
0.000101401506
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Variable
0.03255000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 01/01/2044#V80950
3132L6BT7
19665.49180000
PA
USD
19886.90000000
0.000877907199
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
0.04000000
N
N
N
N
N
N
MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC
N/A
MADISON PK FDG XLV LLC 2020-45A AR 3ML+112 07/15/2034 144A
55820BAJ6
1390072.00000000
PA
USD
1347189.67000000
0.059471687905
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Variable
0.02164290
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 01/31/2024
9128285Z9
23709700.00000000
PA
USD
23531877.25000000
1.038814719862
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.02500000
N
N
N
N
N
N
COMM 14-CCRE18 MTG TR
N/A
COMM 14-CCRE18 MTG TR 3.828% 07/15/2047
12632QAX1
387699.00000000
PA
USD
385007.55000000
0.016996158272
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
0.03828000
N
N
N
N
N
N
MAGNETITE XXIII LTD
N/A
MAGNETITE XXIII LTD 3ML+113 01/25/2035 144A
55954NAJ8
5340000.00000000
PA
USD
5139947.58000000
0.226902985626
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Variable
0.02314000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/31 #564296
36213T3D3
260.79550000
PA
USD
281.21000000
0.000012414015
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2046#BD0997
3140F8DB0
176766.50840000
PA
USD
172982.36000000
0.007636306272
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/48#BK4838
3140HJLU3
4571.61790000
PA
USD
4573.30000000
0.000201888328
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
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
528889.10410000
PA
USD
471075.39000000
0.020795623064
Long
ABS-CBDO
CORP
US
N
2
2046-01-15
Fixed
0.03474000
N
N
N
N
N
N
BX TRUST 2022-IND
N/A
BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A
05609WAL7
262000.00000000
PA
USD
249654.04000000
0.011020977581
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Variable
0.04172820
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/32#MA3218
31418CSG0
270066.57220000
PA
USD
267300.79000000
0.011799993359
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 8/41 #768137
36176KEJ2
19906.79900000
PA
USD
20127.11000000
0.000888511269
Long
ABS-MBS
USGA
US
N
2
2041-08-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 07/51#QC4163
3133ANTU8
75047.32470000
PA
USD
65488.45000000
0.002890987621
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2045#Q33623
3132QQAZ5
9792.53710000
PA
USD
9603.63000000
0.000423952245
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 3.95% 12/01/2027
87165BAM5
2356000.00000000
PA
USD
2147717.54000000
0.094810990681
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03950000
N
N
N
N
N
N
SWISS RE FINANCE LUXEMBOURG
549300CLQZ6TM98LW631
SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A
87089NAA8
600000.00000000
PA
USD
567750.00000000
0.025063323717
Long
DBT
CORP
LU
N
2
2049-04-02
Variable
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/32 #539799
36212PUY6
7279.53030000
PA
USD
7910.53000000
0.000349210346
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 4/41 #A97945
312946ZJ8
138262.12640000
PA
USD
142843.41000000
0.006305822326
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 06/01/2043#Q19744
3132JBHW6
14144.94260000
PA
USD
14317.46000000
0.000632044270
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2047#784303
3622A2X80
226934.60110000
PA
USD
228657.10000000
0.010094067666
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 03/01/2033#BK4845
3140HJL33
37295.96650000
PA
USD
36914.01000000
0.001629568969
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 8/40 #719262
3620A5B73
31337.95480000
PA
USD
33008.84000000
0.001457175239
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2045#AY9077
3138YPCP5
14168.57990000
PA
USD
13887.40000000
0.000613059272
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #779846
36176YET0
12004.84520000
PA
USD
12136.17000000
0.000535751223
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2019-MEAD
N/A
MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A
61771LAG7
356413.00000000
PA
USD
323273.36000000
0.014270902458
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
0.03283000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 2.55% 12/01/2033
00206RMM1
4584000.00000000
PA
USD
3718695.10000000
0.164161794977
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
0.02550000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.93% 05/01/2060
097023CX1
908000.00000000
PA
USD
826661.23000000
0.036492959951
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
0.05930000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/44#Q28370
3132M86F8
27628.64820000
PA
USD
27853.37000000
0.001229587017
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 07/01/2052 #TBA
01F032674
-50000.00000000
PA
USD
-48068.34000000
-0.00212197686
Short
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.03500000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC FRN 3ML+211.25 05/15/2067
976657AH9
437000.00000000
PA
USD
337333.31000000
0.014891578950
Long
DBT
CORP
US
N
2
2067-05-15
Variable
0.03523790
N
N
N
N
N
N
CLECO CORPORATE HLDGS LLC
5493002H80P81B3HXL31
CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026
18551PAC3
4043000.00000000
PA
USD
3900226.63000000
0.172175504359
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.03743000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.25% 01/15/2023
00914AAD4
407000.00000000
PA
USD
402865.57000000
0.017784500564
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.02250000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 2.6% 05/11/2023
14040HCD5
2292000.00000000
PA
USD
2276020.29000000
0.100474915572
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.02600000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 5.017% 06/26/2024 144A
46115HAT4
1330000.00000000
PA
USD
1270036.96000000
0.056065781526
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
0.05017000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 6/40 #743475
3620AX6L7
11987.51950000
PA
USD
12625.38000000
0.000557347399
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.05000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 2.219%/VAR 06/09/2026 144A
09659W2L7
2313000.00000000
PA
USD
2135298.46000000
0.094262750395
Long
DBT
CORP
FR
N
2
2026-06-09
Variable
0.02219000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 12/40 #G06185
3128M8F25
35135.88030000
PA
USD
36399.96000000
0.001606876232
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/29 #507037
31383MHN6
411.79110000
PA
USD
447.26000000
0.000019744292
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS 3.95% 11/06/2024
254709AK4
873000.00000000
PA
USD
860216.44000000
0.037974254694
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
0.03950000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2021-ESH
N/A
EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A
30227FAE0
685779.37040000
PA
USD
665111.83000000
0.029361361697
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.02705000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 05/50#FM3269
3140X6T35
202583.60790000
PA
USD
190481.89000000
0.008408823023
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
0.03000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 4.375% 10/15/2028
125523AH3
1860000.00000000
PA
USD
1845645.67000000
0.081476027997
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP 5.75% 08/15/2042
91529YAJ5
2232000.00000000
PA
USD
2086458.67000000
0.092106717868
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
0.05750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/42#G60517
31335ASE9
484986.76300000
PA
USD
502865.46000000
0.022198995703
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 11/1/42 #Q13148
3132HPP99
21868.27910000
PA
USD
20920.52000000
0.000923536354
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 09/01/2031#
31292HMA9
2392.61730000
PA
USD
2647.33000000
0.000116866382
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2045#AY2657
3138YF5T7
15347.05550000
PA
USD
15042.49000000
0.000664050720
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/35 #745092
31403CXV8
6817.04300000
PA
USD
7464.49000000
0.000329519910
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 7.00% 12/25 #331012
31375CVD4
35.23510000
PA
USD
35.94000000
0.000001586571
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
0.07000000
N
N
N
N
N
N
KINDER MORGAN INC DEL
549300WR7IX8XE0TBO16
KINDER MORGAN INC DEL 5.55% 06/01/2045
49456BAH4
747000.00000000
PA
USD
703519.92000000
0.031056886828
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
0.05550000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8% 04/01/2027#
3128FMF97
244.65520000
PA
USD
261.55000000
0.000011546124
Long
ABS-MBS
USGSE
US
N
2
2027-04-01
Fixed
0.08000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888544
31410GER0
50875.25740000
PA
USD
55536.27000000
0.002451648635
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2047#BE3663
3140FPB99
255022.01670000
PA
USD
261084.88000000
0.011525592012
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 144A
21871XAJ8
245000.00000000
PA
USD
208931.53000000
0.009223282379
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
0.04350000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 1/24 #368294
36204FC77
104.20330000
PA
USD
106.53000000
0.000004702766
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
0.07500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.1% 03/22/2028
92343VGH1
1835000.00000000
PA
USD
1629886.62000000
0.071951344747
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.02100000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96695
312945NL8
12942.66640000
PA
USD
13430.78000000
0.000592901782
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 05/01/2044#AV8078
3138XK6Q2
3654.43000000
PA
USD
3786.99000000
0.000167176673
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2051#RA6241
3133KM5A9
3169734.29900000
PA
USD
2763029.49000000
0.121973936678
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 4/40 #A91937
312940EJ4
84757.33380000
PA
USD
89059.47000000
0.003931530298
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
0.05000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
HASBRO INC 3% 11/19/2024
418056AX5
1348000.00000000
PA
USD
1312336.81000000
0.057933108402
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #443941
36207WEN0
109.26040000
PA
USD
114.49000000
0.000005054161
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 08/01/2051#QC5848
3133AQP92
346989.68730000
PA
USD
312709.33000000
0.013804553355
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.02500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030
38141GXH2
4751000.00000000
PA
USD
4405459.01000000
0.194478987745
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.03800000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 1ML+70 03/15/2038 144A
53218CAA8
2199143.09000000
PA
USD
2128397.32000000
0.093958099570
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.02024000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063
161175CL6
1073000.00000000
PA
USD
911404.63000000
0.040233957339
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
0.05500000
N
N
N
N
N
N
SPGN 2022-TFLM MTG TR
N/A
SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A
78473HAG1
642000.00000000
PA
USD
612331.58000000
0.027031377564
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.03278650
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC B 1ML+92.21 10/15/2036 144A
05609PAG3
396287.00000000
PA
USD
373380.98000000
0.016482903340
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.02223800
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 05/01/2044#AS9099
3138WKDD4
13321.09440000
PA
USD
13960.12000000
0.000616269496
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 0.0% 07/01/2041#AI6050
3138AKWL9
11767.73580000
PA
USD
12166.06000000
0.000537070718
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Variable
0.02050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 06/01/2050#RA2677
3133KH6N1
569597.77470000
PA
USD
498293.36000000
0.021997160348
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2042#Q11868
3132HNCD9
4612.78140000
PA
USD
4670.48000000
0.000206178339
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 5/25 #AB1004
31416WDJ8
10324.35490000
PA
USD
10423.28000000
0.000460135695
Long
ABS-MBS
USGSE
US
N
2
2025-05-01
Fixed
0.04500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026
14040HCM5
1495000.00000000
PA
USD
1411534.69000000
0.062312198809
Long
DBT
CORP
US
N
2
2026-03-03
Variable
0.02636000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2045#AZ1192
3138YSKE5
77527.24060000
PA
USD
75964.48000000
0.003353451965
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 09/01/2051#CB1549
3140QLWK8
956327.30600000
PA
USD
865733.37000000
0.038217799569
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 3/40 #AD2341
31418PS71
1334.78920000
PA
USD
1381.77000000
0.000060998236
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 06/20/2045#MA2893
36179RGA1
76418.10790000
PA
USD
77189.19000000
0.003407516788
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
0.04000000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 6.125% 12/15/2022
780099CE5
2527000.00000000
PA
USD
2538155.87000000
0.112046890736
Long
DBT
CORP
GB
N
2
2022-12-15
Fixed
0.06125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 12/01/2051#RA6359
3133KNB44
1501055.50400000
PA
USD
1351588.05000000
0.059665854390
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
REGIONS BANK OF ALABAMA
EQTWLK1G7ODGC2MGLV11
REGIONS BANK OF ALABAMA 6.45% 06/26/2037
75913MAA7
2368000.00000000
PA
USD
2632106.90000000
0.116194358950
Long
DBT
CORP
US
N
2
2037-06-26
Fixed
0.06450000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 03/15/2045#AL9282
36184HJ39
12445.15020000
PA
USD
11976.96000000
0.000528722898
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.78% 03/25/2038
126650CY4
1830000.00000000
PA
USD
1732196.62000000
0.076467819691
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
0.04780000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A
33834DAA2
3419000.00000000
PA
USD
2974321.54000000
0.131301424214
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02850000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2045#Q34164
3132QQTW2
619619.72440000
PA
USD
607279.56000000
0.026808356141
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2046#Q40046
3132WDBQ6
199493.87520000
PA
USD
195396.13000000
0.008625762147
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2045#Q31974
3132QNFQ7
7601.78840000
PA
USD
7459.90000000
0.000329317285
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 0.0% 09/01/2041#AI9813
3138AP3X4
6191.89400000
PA
USD
6394.78000000
0.000282297562
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Variable
0.02068000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030
11120VAJ2
1554000.00000000
PA
USD
1402126.32000000
0.061896866316
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04050000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.3% 03/25/2028
68389XCD5
3147000.00000000
PA
USD
2707648.31000000
0.119529134490
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.02300000
N
N
N
N
N
N
ARES LV CLO LTD
N/A
ARES LV CLO LTD 2020-55A A1R 3ML+113 07/15/2034 144A
04018BAL1
1931133.00000000
PA
USD
1870452.94000000
0.082571144929
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Variable
0.02174290
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 3.5% 11/15/2030
969457BX7
2609000.00000000
PA
USD
2351412.28000000
0.103803094966
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.03500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.8% 04/01/2027
68389XBU8
1797000.00000000
PA
USD
1638877.30000000
0.072348238315
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.02800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2049#CA4628
3140QCEA0
1521564.42840000
PA
USD
1516418.19000000
0.066942280911
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 5/42 #766751
36176HTG9
184424.13320000
PA
USD
182861.69000000
0.008072429294
Long
ABS-MBS
USGA
US
N
2
2042-05-15
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 05/01/2046#V82275
3132L7Q44
417832.02950000
PA
USD
396981.42000000
0.017524744763
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.25% 10/22/2026
06051GFL8
1307000.00000000
PA
USD
1288582.97000000
0.056884495137
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
0.04250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/25 #318376
31374MT95
268.91140000
PA
USD
281.72000000
0.000012436529
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 10/39 #710924
36297FYV8
17731.90300000
PA
USD
18661.61000000
0.000823816772
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/48#BK2485
3140HFXP9
13522.57860000
PA
USD
13527.55000000
0.000597173693
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 4.125% 09/24/2025 144A
90351DAB3
1614000.00000000
PA
USD
1601148.07000000
0.070682681459
Long
DBT
CORP
CH
N
2
2025-09-24
Fixed
0.04125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 04/48#Q55724
3132XYLE5
52466.68960000
PA
USD
53516.54000000
0.002362487655
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2043#Q22499
3132JPX49
32370.88700000
PA
USD
32735.34000000
0.001445101582
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.04000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.3% 11/20/2026
172967JC6
532000.00000000
PA
USD
524336.98000000
0.023146855952
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
0.04300000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.2% 08/26/2024
06051GFH7
6127000.00000000
PA
USD
6138715.87000000
0.270993611731
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
0.04200000
N
N
N
N
N
N
CHICAGO IL
N/A
CHICAGO ILL TAXABLE PROJ C1
167486MM8
900000.00000000
PA
USD
1062942.03000000
0.046923575853
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
0.07781000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025
681936BD1
821000.00000000
PA
USD
813698.25000000
0.035920709199
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.04500000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032
02666TAE7
989000.00000000
PA
USD
866945.43000000
0.038271305958
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.03625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2050#RA2457
3133KHWS1
386254.31400000
PA
USD
363180.68000000
0.016032611097
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 06/01/2050#SD7518
3132DVK79
1350416.16650000
PA
USD
1272700.53000000
0.056183364824
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 05/15/2042#766754
36176HTK0
53789.52730000
PA
USD
53321.34000000
0.002353870551
Long
ABS-MBS
USGA
US
N
2
2042-05-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.50% 9/35 #550659
36213CWU0
8955.19240000
PA
USD
9777.41000000
0.000431623763
Long
ABS-MBS
USGA
US
N
2
2035-09-15
Fixed
0.06500000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES INC
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPERTIES 3.25% 07/15/2026
40414LAQ2
176000.00000000
PA
USD
169443.11000000
0.007480066081
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03250000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 144A
21871XAC3
2280000.00000000
PA
USD
2143269.36000000
0.094614625775
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
0.03650000
N
N
N
N
N
N
TOLL BROTHERS FINANCE CORP
N/A
TOLL BROS FIN CORP 4.875% 03/15/2027
88947EAS9
1135000.00000000
PA
USD
1074021.32000000
0.047412671110
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.04875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 12/22 #339158
36224UWT0
206.52350000
PA
USD
208.01000000
0.000009182601
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 07/01/2045#Q34979
3132QRQ94
11132.37120000
PA
USD
10608.15000000
0.000468296781
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 12/40#V82128
3132L7LH0
25973.08180000
PA
USD
25447.69000000
0.001123388273
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.03500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.875% 11/15/2051
912810TB4
21856800.00000000
PA
USD
16399430.25000000
0.723952847453
Long
DBT
UST
US
N
2
2051-11-15
Fixed
0.01875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 03/15/2045#AH7281
36182QCS3
4759.90590000
PA
USD
4580.84000000
0.000202221181
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
PINE STREET TRUST II
N/A
PINE STR TR II 5.568% 02/15/2049 144A
72284LAA7
1748000.00000000
PA
USD
1712375.08000000
0.075592797809
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
0.05568000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2021-ESH
N/A
EXTENDED STAY AMER TR 2021-ESH C 1ML+170 07/15/2038 144A
30227FAG5
505886.52200000
PA
USD
489371.15000000
0.021603289388
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.03025000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 4% 04/15/2030
053332AZ5
1629000.00000000
PA
USD
1546727.55000000
0.068280287606
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2041#
3132GEQJ2
7305.97710000
PA
USD
7548.06000000
0.000333209108
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 03/31/2026
91282CBT7
52072200.00000000
PA
USD
47827095.13000000
2.111327111792
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.00750000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-IMC D 1ML+185 04/15/2034 144A
05608BAL4
699023.00000000
PA
USD
663809.16000000
0.029303855330
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.03224000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 10/20/2051#MA7650
36179WQB7
1372346.85100000
PA
USD
1297732.35000000
0.057288394516
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/46#BC1443
3140EVS99
296031.51250000
PA
USD
297435.53000000
0.013130291454
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.04000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.125% 01/23/2023
61744YAN8
7975000.00000000
PA
USD
7972254.05000000
0.351935154583
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
0.03125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 05/01/2048#Q55992
3132XYUS4
395940.09490000
PA
USD
396438.46000000
0.017500775794
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.344% 7/35 #834917
31407MSE6
2089.26520000
PA
USD
2157.68000000
0.000095250783
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.01815000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2032#MA3187
31418CRH9
50128.49070000
PA
USD
48473.47000000
0.002139861330
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.02500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.875% 03/25/2031
68389XCE3
3303000.00000000
PA
USD
2721384.18000000
0.120135504471
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
0.02875000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 6.1% 07/15/2027
24703TAF3
729000.00000000
PA
USD
764325.39000000
0.033741144298
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.06100000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/40 #729562
3620AGQP3
16919.04790000
PA
USD
17831.84000000
0.000787186575
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.05000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 3.95% 06/01/2025
958254AE4
266000.00000000
PA
USD
251037.50000000
0.011082050423
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNR 1999-54 PH 6.5% 11/29
31359XBH1
12574.68800000
PA
USD
12874.38000000
0.000568339504
Long
ABS-CBDO
USGSE
US
N
2
2029-11-18
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19988
3132JBRJ4
16514.98200000
PA
USD
16716.40000000
0.000737945477
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.875% 12/01/2024
55336VAG5
839000.00000000
PA
USD
844722.10000000
0.037290257056
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.04875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.00% 9/25 #AE0552
31419ATJ6
11701.73860000
PA
USD
11826.92000000
0.000522099382
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #711189
36297GC24
17359.42210000
PA
USD
17946.84000000
0.000792263250
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 12/01/2051#RA6434
3133KNEF6
1228396.86000000
PA
USD
1107327.05000000
0.048882952559
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 3/41 #A97661
312946QN9
84490.06810000
PA
USD
87597.58000000
0.003866995164
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 1/41 #004922
36202FPF7
238990.71590000
PA
USD
241156.02000000
0.010645832489
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 09/01/2044#AX3195
3138Y4RR2
2216.16600000
PA
USD
2232.22000000
0.000098541351
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
0.04000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 3.625% 04/15/2025
053332AY8
350000.00000000
PA
USD
345645.94000000
0.015258540001
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03625000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 07/15/2040#783030
36241LLK0
18974.53570000
PA
USD
19176.01000000
0.000846524960
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/31 #567100
36213W7M2
2715.62520000
PA
USD
2895.09000000
0.000127803747
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
0.07000000
N
N
N
N
N
N
HORIZON 2018
N/A
HORIZON 2018-1 A 4.458% 12/15/2038 144A
440405AE8
750921.61350000
PA
USD
653339.35000000
0.028841665568
Long
ABS-CBDO
CORP
US
N
2
2038-12-15
Fixed
0.04458000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028
06051GHD4
5817000.00000000
PA
USD
5417128.25000000
0.239139126288
Long
DBT
CORP
US
N
2
2028-12-20
Variable
0.03419000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2045#BA3565
3140E76B1
73357.03990000
PA
USD
73704.96000000
0.003253705455
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2038#AB8124
31417FA24
17984.82730000
PA
USD
18454.88000000
0.000814690676
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 1.5% 07/01/2052 #TBA
01F012676
10625000.00000000
PA
USD
8810951.25000000
0.388959442429
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 7/38 #909209
31411JDN3
35507.64890000
PA
USD
36757.91000000
0.001622677934
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 11/40 #737674
3620ARQ38
16884.31940000
PA
USD
17753.71000000
0.000783737526
Long
ABS-MBS
USGA
US
N
2
2040-11-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 9/41 #772063
36176PQQ2
22584.21870000
PA
USD
22833.35000000
0.001007978234
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
0.04000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC 5.67% 06/08/2032
46817MAS6
1281000.00000000
PA
USD
1237556.33000000
0.054631924117
Long
DBT
CORP
US
N
2
2032-06-08
Fixed
0.05670000
N
N
N
N
N
N
AASET 2018-1 TR
N/A
AASET 2018-1A A 3.844% 1/38 144A
000367AA0
859034.10670000
PA
USD
578462.57000000
0.025536230119
Long
ABS-CBDO
CORP
US
N
2
2038-01-16
Fixed
0.03844000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 10/27 #353881
36203NCS5
264.32070000
PA
USD
281.26000000
0.000012416222
Long
ABS-MBS
USGA
US
N
2
2027-10-15
Fixed
0.07500000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE CO LLC
N/A
TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050
893574AR4
1007000.00000000
PA
USD
835852.93000000
0.036898727547
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.03950000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 2.6% 02/15/2033 144A
11135FBF7
4340000.00000000
PA
USD
3337060.16000000
0.147314520573
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
0.02600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/41 #AB3872
31417AJS9
161750.81530000
PA
USD
163908.43000000
0.007235737633
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 5/42 #AO2138
3138LSLU2
242522.78620000
PA
USD
239820.35000000
0.010586869337
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
0.03500000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031
02666TAC1
231000.00000000
PA
USD
184196.47000000
0.008131353157
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.02375000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2048#BG3507
3617GM3Q3
220243.44230000
PA
USD
221158.07000000
0.009763022987
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/26 #313264
31374F5Z8
116.15650000
PA
USD
121.93000000
0.000005382599
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
0.07000000
N
N
N
N
N
N
COLUMBIA CENT CLO 32 LTD / COLUMBIA CENT CLO 32 CORP
N/A
COLUMBIA CENT CLO 32 LTD / COLUMBIA CENT CLO 32 CORP TSFR3M+170 07/24/2034 144A
19737TAE6
2607000.00000000
PA
USD
2583291.94000000
0.114039422544
Long
ABS-CBDO
CORP
KY
N
2
2034-07-24
Variable
0.01750000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.805% 05/01/2050
097023CW3
920000.00000000
PA
USD
844993.99000000
0.037302259640
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.05805000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 07/01/2052 #TBA
21H030674
6050000.00000000
PA
USD
5700468.51000000
0.251647182049
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/26 #323242
31374TBK4
65.77640000
PA
USD
68.62000000
0.000003029229
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 03/01/2044#AS2238
3138WBPY5
58330.43900000
PA
USD
55679.90000000
0.002457989182
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 04/01/2051#FM6540
3140XAHS4
1388935.78500000
PA
USD
1268971.04000000
0.056018726488
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 07/01/2045#AZ5987
3138YXUM5
23939.44310000
PA
USD
22791.79000000
0.001006143568
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #745138
3620C0ZB7
25299.92550000
PA
USD
26157.84000000
0.001154737845
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
ILLINOIS ST
N/A
ILLINOIS ST BUILD AMERICA BONDS-TAXABLE-SE
452152FA4
2910000.00000000
PA
USD
3083327.75000000
0.136113503348
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
0.06725000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 2/36 #880258
31409V5T6
1697.29150000
PA
USD
1883.26000000
0.000083136512
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
0.06500000
N
N
N
N
N
N
AASET 2019-2 TR
N/A
AASET 2019-2 B TR 4.458% 10/16/2039 144A
00038RAB2
315409.71450000
PA
USD
200408.81000000
0.008847046906
Long
ABS-CBDO
CORP
US
N
2
2039-10-16
Fixed
0.04458000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 3.638% 03/15/2025 144A
55903VAE3
694000.00000000
PA
USD
672145.59000000
0.029671867032
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.03638000
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
2552194.16020000
PA
USD
2184644.77000000
0.096441143247
Long
ABS-CBDO
CORP
US
N
2
2046-07-15
Fixed
0.02443000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 01/01/2045#AY0356
3138YDME6
62119.56660000
PA
USD
62550.07000000
0.002761272836
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #552552
36213EZR0
40412.54930000
PA
USD
40859.08000000
0.001803724084
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2046#BC6168
3140F12A9
97803.54160000
PA
USD
95679.24000000
0.004223760044
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 10/15/2041#757458
36230SJB1
92878.38700000
PA
USD
93907.93000000
0.004145565564
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.83% 10/33 #879911
31409VR88
23471.71180000
PA
USD
24383.19000000
0.001076395921
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
0.01870000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 08/01/2040#V81886
3132L7CX5
40865.00030000
PA
USD
40038.37000000
0.001767493841
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 02/01/2035#QN1578
3133G7XF5
195497.71900000
PA
USD
188004.66000000
0.008299465705
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984
3617M76V5
11753.56250000
PA
USD
11460.27000000
0.000505913618
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049
03523TBV9
3287000.00000000
PA
USD
3357080.58000000
0.148198322013
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
0.05550000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #733234
3620ALSX3
4013.21840000
PA
USD
4153.09000000
0.000183338157
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 07/01/2052 #TBA
01F020679
-22000000.00000000
PA
USD
-19089813.60000000
-0.84271982028
Short
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2042#AK2717
3138E7AT1
8275.84310000
PA
USD
8378.08000000
0.000369850341
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 03/01/2033#BJ8569
3140HAQX1
95654.98940000
PA
USD
94675.38000000
0.004179444644
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 04/01/2048#Q55660
3132XYJE8
124484.58350000
PA
USD
126975.50000000
0.005605333440
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2034#FM0046
3140X3BQ0
813919.87700000
PA
USD
799988.74000000
0.035315502881
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03000000
N
N
N
N
N
N
BRISTOL PARK CLO LTD 2016
549300XRS6MFERKEPO61
BRISTOL PARK CLO LTD 2016 3ML+99 04/15/2029 144A
11014PAJ4
1983909.18000000
PA
USD
1952999.87000000
0.086215179150
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Variable
0.02034290
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.375% 04/15/2040
87264AAX3
404000.00000000
PA
USD
360621.31000000
0.015919627709
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.04375000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040
674599DJ1
521000.00000000
PA
USD
513185.00000000
0.022654551795
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
0.06200000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 07/15/2045#AN7590
36186QNF5
8084.87270000
PA
USD
7768.08000000
0.000342921891
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
0.03000000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-XL C 1ML+130 10/15/2036 144A
056054AF6
1014181.74000000
PA
USD
983567.95000000
0.043419607096
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.02574000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 02/01/2052#FS0605
3140XFU74
2251458.82000000
PA
USD
2029380.78000000
0.089587014417
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2045#AS4796
3138WEKJ7
37635.46160000
PA
USD
36865.06000000
0.001627408071
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 11/46#MA4126
36179SSP3
429452.36000000
PA
USD
409927.82000000
0.018096263590
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
0.03000000
N
N
N
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028
866677AF4
512000.00000000
PA
USD
437969.39000000
0.019334158696
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.02300000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.283 6/1/41
3128UGXF9
5938.91950000
PA
USD
6159.75000000
0.000271922163
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Variable
0.02160000
N
N
N
N
N
N
TANGER PROPERTIES LP
PQPGJDNFN35EXH363L31
TANGER PROPERTIES LP 3.125% 09/01/2026
875484AJ6
1874000.00000000
PA
USD
1758988.22000000
0.077650534871
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.03125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 12/01/2051#RA6496
3133KNGD9
776577.32000000
PA
USD
699735.07000000
0.030889804625
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC 3.8% 03/15/2032 144A
775109CC3
1275000.00000000
PA
USD
1165872.75000000
0.051467452482
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
0.03800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 11/01/2049#QA4396
31339U3D0
17610.86940000
PA
USD
15959.08000000
0.000704513585
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.02500000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 4.1% 03/15/2052 144A
30161NBF7
404000.00000000
PA
USD
348277.65000000
0.015374716839
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
0.04100000
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
2856000.00000000
PA
USD
2855167.22000000
0.126041356764
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
0.03300000
N
N
N
N
N
N
CEDF 2016-6A
N/A
CEDF 2016-6A ARR 3ML+105 04/20/2034 144A
15032DAR2
1887884.00000000
PA
USD
1805838.45000000
0.079718738272
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.02112710
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 04/01/2041#
3132GDGH9
21368.40710000
PA
USD
22076.44000000
0.000974564442
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.04500000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A 1ML+120 12/31/2049 144A
95003EAA4
1349000.00000000
PA
USD
1288206.24000000
0.056867864391
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Variable
0.02524000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2048#BG7744
3617GSS91
182047.09490000
PA
USD
182803.10000000
0.008069842839
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2045#AY5352
3138YJ5N2
39760.84480000
PA
USD
38971.79000000
0.001720409667
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
MADISON PK FDG L LTD / MADISON PK FDG L LLC
N/A
MADISON PK FDG L LTD / MADISON PK FDG L LLC 3ML+114 04/19/2034 144A
55821FAA5
2186940.00000000
PA
USD
2121428.03000000
0.093650440263
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Variable
0.02184290
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AQ6625
3138MNLF5
9805.95770000
PA
USD
9372.63000000
0.000413754750
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2045#AY4820
3138YJLA2
28929.43510000
PA
USD
29743.77000000
0.001313038724
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #738885
3620AS2S7
72301.73680000
PA
USD
73095.36000000
0.003226794663
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.889% 3/33 #847126
3128HD4K2
256.30850000
PA
USD
261.42000000
0.000011540385
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Variable
0.02271000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 9/41 #Q03090
3132GJC31
63737.91950000
PA
USD
65849.86000000
0.002906942065
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 06/01/2043#Q19747
3132JBHZ9
11019.87580000
PA
USD
11154.28000000
0.000492405689
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
0.04000000
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER LLC 18-1A
N/A
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A
72703PAC7
1448850.00000000
PA
USD
1288074.01000000
0.056862027098
Long
ABS-CBDO
CORP
US
N
2
2049-12-05
Fixed
0.03858000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 07/01/2052 #TBA
01F022675
-31000000.00000000
PA
USD
-27861234.50000000
-1.22993419541
Short
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21845
3132JPBN1
21255.04860000
PA
USD
21494.35000000
0.000948868079
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 3/29 #323688
31374TRH4
211.51940000
PA
USD
225.64000000
0.000009960877
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
0.07500000
N
N
N
N
N
N
MADISON PARK FUNDING 2015
N/A
MADISON PARK FUNDING 2015-19A A1R2 3ML+92 01/22/2028 144A
55819QAY3
1337194.72700000
PA
USD
1317616.86000000
0.058166196209
Long
ABS-CBDO
CORP
KY
N
2
2028-01-22
Variable
0.02056290
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/25 #250329
31371FA69
34.46570000
PA
USD
35.68000000
0.000001575093
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
0.07000000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP 4.25% 02/01/2026
23317HAE2
906000.00000000
PA
USD
889776.61000000
0.039279188397
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.04250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2044#Q25265
3132M5QS4
69790.88240000
PA
USD
71885.29000000
0.003173376122
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2047#Q49393
3132WPNK9
100024.48470000
PA
USD
102463.56000000
0.004523253850
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
PARK PL SECS INC
N/A
PPSI 2005-WCH1 M4 1ML+83 1/36
70069FFL6
64734.55270000
PA
USD
64266.62000000
0.002837049936
Long
ABS-CBDO
CORP
US
N
2
2036-01-25
Variable
0.02868570
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 12/01/2032#J38057
31307U5S3
104067.76650000
PA
USD
103088.25000000
0.004550830790
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/29 #509683
31383QFY5
76.44450000
PA
USD
81.40000000
0.000003593402
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/47#BM1277
3140J5M30
291795.70400000
PA
USD
292358.96000000
0.012906186272
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2048#Q54192
3132XWUS8
17023.93970000
PA
USD
17050.69000000
0.000752702709
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 7/25 #250328
31371FA51
18.37380000
PA
USD
18.64000000
0.000000822862
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2046#BM4548
3140J9BS9
231117.90690000
PA
USD
239236.18000000
0.010561081152
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 01/31/2029
91282CDW8
24900000.00000000
PA
USD
22957605.53000000
1.013463494815
Long
DBT
UST
US
N
2
2029-01-31
Fixed
0.01750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 10/01/2027#
31283G3D7
50.59980000
PA
USD
54.17000000
0.000002391334
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AQ6832
3138MNSW1
14477.98420000
PA
USD
13838.20000000
0.000610887338
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/27 #391266
31377YTX3
2817.91200000
PA
USD
3024.97000000
0.000133537300
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 07/01/2052 #TBA
01F030678
-7900000.00000000
PA
USD
-7352549.75000000
-0.32457830829
Short
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/32 #569702
36200Q3K8
361.13730000
PA
USD
391.89000000
0.000017299984
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 05/01/2034#C91764
3128P75Z2
185472.59580000
PA
USD
185775.25000000
0.008201048400
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/28 #490635
36210FBC9
148.43140000
PA
USD
158.34000000
0.000006989919
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 04/01/2044#AV7161
3138XJ5X1
105180.47050000
PA
USD
106106.62000000
0.004684076733
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/28 #436199
36207MRU2
8773.82130000
PA
USD
9291.94000000
0.000410192690
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 3/28 #251570
31371GMT4
378.65840000
PA
USD
408.60000000
0.000018037646
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 4/42 #C03856
31292LH99
382795.22650000
PA
USD
387850.42000000
0.017121656768
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 3.75% 02/15/2051 144A
11135FBG5
1645000.00000000
PA
USD
1218725.31000000
0.053800628740
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 12/01/2040#MA4204
31418DU67
19579.93200000
PA
USD
17587.75000000
0.000776411222
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 03/20/2046#MA3520
36179R4D8
74975.28420000
PA
USD
71683.77000000
0.003164480022
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
0.03000000
N
N
N
N
N
N
CORPOARATE OFFICE PPTYS LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PPTYS LP 2.25% 03/15/2026
22003BAL0
510000.00000000
PA
USD
462223.42000000
0.020404852849
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.02250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 11/01/2049#QA4483
31339U6U9
9146.61500000
PA
USD
8603.08000000
0.000379782966
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 01/01/2033#J38387
31307VJ80
45201.34880000
PA
USD
44606.40000000
0.001969149525
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.03000000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.75% 04/15/2058
035240AP5
1764000.00000000
PA
USD
1578624.86000000
0.069688394354
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
0.04750000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 7.375% 11/15/2031
337932AC1
1645000.00000000
PA
USD
1846512.50000000
0.081514294207
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.07375000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #745068
3620C0W53
31915.15830000
PA
USD
32995.13000000
0.001456570011
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 02/35#BO9279
3140K5JZ1
87928.14330000
PA
USD
84558.02000000
0.003732813788
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545759
31385JJC3
16666.68160000
PA
USD
18154.01000000
0.000801408770
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 ARM 5.30% 8/36 #888199
31410FX42
24515.41090000
PA
USD
25376.10000000
0.001120227933
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
0.02571000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 4.375% 05/15/2025
925650AA1
256000.00000000
PA
USD
250029.84000000
0.011037567272
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.04375000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.6% 06/01/2060
035240AU4
1135000.00000000
PA
USD
992121.94000000
0.043797222984
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
0.04600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 4/1/43 #AB8881
31417F2P2
107446.86730000
PA
USD
102698.79000000
0.004533638078
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 3.75% 05/15/2030
29278NAQ6
710000.00000000
PA
USD
639865.21000000
0.028246849659
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 5/30 #479341
36209RP23
454.51600000
PA
USD
498.98000000
0.000022027472
Long
ABS-MBS
USGA
US
N
2
2030-05-15
Fixed
0.08000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 07/01/2052 #TBA
21H042679
4800000.00000000
PA
USD
4869768.96000000
0.214975950462
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.04500000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 4.75% 08/15/2028
958254AK0
354000.00000000
PA
USD
323421.48000000
0.014277441216
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.65% 7/37 #942609
31413DVA2
4951.00960000
PA
USD
5132.29000000
0.000226564941
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Variable
0.03496000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 07/01/2045#Q34759
3132QRJD3
36557.82480000
PA
USD
34836.34000000
0.001537850227
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 05/01/2043#Q18481
3132J92P2
20422.43910000
PA
USD
20671.52000000
0.000912544249
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 04/01/2033#G18684
3128MMXN8
38896.04610000
PA
USD
38529.94000000
0.001700904199
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.03000000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
95000U2V4
2893000.00000000
PA
USD
2740097.23000000
0.120961592062
Long
DBT
CORP
US
N
2
2028-03-24
Variable
0.03526000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIES LP
5493007NTUGLGZ8T3526
HUDSON PAC PPTYS LP 4.65% 04/01/2029
44409MAB2
2374000.00000000
PA
USD
2278069.06000000
0.100565358524
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.04650000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 8/41 #430354
36207FBX8
190043.57340000
PA
USD
192143.44000000
0.008482172147
Long
ABS-MBS
USGA
US
N
2
2041-08-15
Fixed
0.04000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.875% 09/10/2024
46625HJY7
13419000.00000000
PA
USD
13392643.34000000
0.591218239482
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.03875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2051#SD8134
3132DWBB8
2969380.47680000
PA
USD
2590238.69000000
0.114346086822
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.95% 01/28/2060
71654QDF6
2417000.00000000
PA
USD
1487663.50000000
0.065672905122
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
0.06950000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 8/40 #737311
3620ARDQ1
25755.14210000
PA
USD
27125.58000000
0.001197458727
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 5/41 #Q00753
3132GDZS4
20630.95930000
PA
USD
21314.56000000
0.000940931249
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/28 #506236
31383LLR4
5386.58670000
PA
USD
5692.35000000
0.000251288790
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
0.07500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 11/15/2031
91282CDJ7
26562900.00000000
PA
USD
23039165.30000000
1.017063950857
Long
DBT
UST
US
N
2
2031-11-15
Fixed
0.01375000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #464695
36208YGC7
1865.55720000
PA
USD
1961.41000000
0.000086586444
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 06/01/2033#MA3391
31418CXV1
7216.56650000
PA
USD
7131.39000000
0.000314815211
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
0.03000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2018-H4
N/A
MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051
61691RAE6
1895246.00000000
PA
USD
1875028.27000000
0.082773122872
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
0.04310000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 9/41 #Q03358
3132GJMF3
33703.70800000
PA
USD
34190.57000000
0.001509342710
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 7/41 #AL0913
3138EHAP7
168568.54070000
PA
USD
183867.13000000
0.008116814443
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 7/27 #411814
36206HN79
1643.53420000
PA
USD
1731.78000000
0.000076449428
Long
ABS-MBS
USGA
US
N
2
2027-07-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/31 #559037
36213NBE5
2502.14940000
PA
USD
2706.12000000
0.000119461667
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2051#RA6302
3133KNAB9
961111.83570000
PA
USD
837792.73000000
0.036984360018
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PTNRS LP 3.45% 02/15/2023
494550BM7
521000.00000000
PA
USD
521527.92000000
0.023022849998
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03450000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032
46188BAD4
1453000.00000000
PA
USD
1319226.33000000
0.058237246262
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.04150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/28 #251822
31371GVP2
449.40170000
PA
USD
486.18000000
0.000021462416
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
0.07500000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029
105340AP8
1792000.00000000
PA
USD
1709259.94000000
0.075455279954
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04550000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q20358
3132JMMF3
8181.60070000
PA
USD
8281.39000000
0.000365581961
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/51#BQ1010
3140KLDQ2
69751.78600000
PA
USD
60867.41000000
0.002686991810
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-IMC C 1ML+160 04/15/34 144A
05608BAJ9
665897.00000000
PA
USD
637382.89000000
0.028137267642
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.02924000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 4/42 #AK4826
3138E9LG3
96305.46700000
PA
USD
95217.06000000
0.004203357108
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.03500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A
53079EBG8
1255000.00000000
PA
USD
1233987.99000000
0.054474399748
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04569000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES INC
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPERTIES 3.5% 07/15/2029
40414LAR0
201000.00000000
PA
USD
185276.79000000
0.008179043884
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 02/15/2045#AL2187
36183XNC0
3145.51900000
PA
USD
3027.18000000
0.000133634860
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2040#V81750
3132L65K3
67333.37200000
PA
USD
66013.42000000
0.002914162422
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.03500000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
MYLAN INC 4.55% 04/15/2028
628530BK2
1227000.00000000
PA
USD
1169694.49000000
0.051636163194
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04550000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+107.21 10/15/2036 144A
05609PAJ7
530325.00000000
PA
USD
493546.43000000
0.021787607124
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.02423600
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 1/24 #382114
36204WN78
145.22550000
PA
USD
148.85000000
0.000006570983
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 02/01/2041#
31418DW65
20930.44200000
PA
USD
18800.85000000
0.000829963522
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.02000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN INC
5493000EYEKDT0FBSQ91
ANHEUSER-BUSCH INBEV FIN INC 4.7% 02/01/2036
035242AM8
2842000.00000000
PA
USD
2722713.08000000
0.120194168761
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
0.04700000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC 3.4% 04/15/2030 144A
05523RAD9
696000.00000000
PA
USD
635344.94000000
0.028047302340
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
0.03400000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028
681936BK5
1958000.00000000
PA
USD
1854909.19000000
0.081884966087
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2033#MA3283
31418CUH5
819257.17690000
PA
USD
810867.08000000
0.035795727200
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 4.65% 07/01/2026
958254AF1
2778000.00000000
PA
USD
2618265.00000000
0.115583308276
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.04650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 02/34#G30703
3132J4AD1
4279642.94520000
PA
USD
4281276.91000000
0.188996968948
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
0.03500000
N
N
N
N
N
N
PROJECT SILVER 2019
N/A
SILVER AIRCRAFT LEASE INVT LTD 2019-1 A 3.967% 07/15/2044 144A
827304AA4
1410408.94270000
PA
USD
1210436.09000000
0.053434701124
Long
ABS-CBDO
CORP
KY
N
2
2044-07-15
Fixed
0.03967000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2047#BD5294
3140FC3C0
214267.20870000
PA
USD
209412.43000000
0.009244511710
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2018-WPT
N/A
J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A
46645WBC6
223602.00000000
PA
USD
220329.67000000
0.009726453269
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
0.04949800
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.8% 05/01/2025
02005NBJ8
1606000.00000000
PA
USD
1640237.22000000
0.072408271983
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 12/27 #251336
31371GEH9
260.01700000
PA
USD
278.84000000
0.000012309391
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 2/1/43 #Q15635
3132J6V50
13165.74810000
PA
USD
12595.15000000
0.000556012896
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2046#Q40085
3132WDCX0
367508.34520000
PA
USD
360074.31000000
0.015895480394
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 6/41 #Q01208
3132GEKV1
13397.10960000
PA
USD
13841.02000000
0.000611011827
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 01/01/2052#FS0288
3140XFKA8
2452225.67100000
PA
USD
2137583.54000000
0.094363625251
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 07/01/2052 #TBA
01F030678
21900000.00000000
PA
USD
20382384.75000000
0.899780373628
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.03000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 3.7% 01/15/2023
969457BU3
371000.00000000
PA
USD
371594.20000000
0.016404025937
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03700000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/40 #739706
3620ATYB7
16630.66310000
PA
USD
17524.44000000
0.000773616402
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2048#BM3877
3140J8JX2
121258.16260000
PA
USD
121302.76000000
0.005354910333
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 07/01/2048#Q59935
3132Y4BD3
147064.33410000
PA
USD
147663.06000000
0.006518585775
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/32 #587033
36201MEE8
1684.26600000
PA
USD
1825.96000000
0.000080607004
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
0.07000000
N
N
N
N
N
N
BEECHWOOD PARK CLO LTD
N/A
BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A
07355TAU6
2560000.00000000
PA
USD
2469939.97000000
0.109035499835
Long
ABS-CBDO
CORP
KY
N
2
2035-01-17
Variable
0.02146350
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2048#G67716
3132XCSD8
881647.83650000
PA
USD
906177.31000000
0.040003197298
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 4.25% 08/09/2042
02209SAM5
1696000.00000000
PA
USD
1266285.26000000
0.055900162730
Long
DBT
CORP
US
N
2
2042-08-09
Fixed
0.04250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AB7567
31417EMR9
11129.81390000
PA
USD
10637.99000000
0.000469614067
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 2/23 #342527
36224YPL7
8.59630000
PA
USD
8.68000000
0.000000383178
Long
ABS-MBS
USGA
US
N
2
2023-02-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #443873
36207WCJ1
337.46550000
PA
USD
359.36000000
0.000015863947
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 08/01/2052 #TBA
01F022683
14000000.00000000
PA
USD
12566086.40000000
0.554729883412
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.0% 8/45#Q35372
3132QR6J4
18494.62590000
PA
USD
17623.73000000
0.000777999559
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 5/40 #004696
36202FGD2
71459.57900000
PA
USD
73454.63000000
0.003242654637
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/32 #552505
36213EYA8
1430.61380000
PA
USD
1556.74000000
0.000068722287
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 06/01/2045#Q34103
3132QQRZ7
9151.26940000
PA
USD
8743.22000000
0.000385969446
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 08/01/2050#SD7523
3132DVLC7
729497.40740000
PA
USD
664209.80000000
0.029321541583
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
0.02500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.705% 05/01/2040
097023CV5
920000.00000000
PA
USD
858145.20000000
0.037882819805
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.05705000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2018-BOP
N/A
MORGAN STANLEY CAP I TR 2018-BOP 1ML+125 06/15/2035 144A
61768FAG5
1071355.04560000
PA
USD
1057744.23000000
0.046694118973
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Variable
0.02574000
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
505094.08010000
PA
USD
423662.91000000
0.018702599137
Long
ABS-CBDO
CORP
US
N
2
2040-01-16
Fixed
0.03351000
N
N
N
N
N
N
DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC
N/A
DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC 3ML+115 10/15/2035 144A
26246BAL8
1717039.00000000
PA
USD
1654212.54000000
0.073025212484
Long
ABS-CBDO
CORP
KY
N
2
2035-10-15
Variable
0.02194290
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2052#
31418EAQ3
717047.98100000
PA
USD
690544.24000000
0.030484075435
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2043#AU8060
3138X75W9
6302.85880000
PA
USD
6494.06000000
0.000286680278
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2044#AW6964
3138XWW20
42888.49610000
PA
USD
44109.16000000
0.001947198865
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
0.04500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.84% 01/23/2030
71654QDC3
5684000.00000000
PA
USD
4476150.00000000
0.197599641495
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
0.06840000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AB7273
31417ECK5
36090.05460000
PA
USD
34495.24000000
0.001522792367
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AR0530
3138NWSU4
37127.34910000
PA
USD
35486.69000000
0.001566559928
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2049#CA4860
3140QCMJ2
755839.55570000
PA
USD
710924.24000000
0.031383750534
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.03000000
N
N
N
N
N
N
PEACE PARK CLO LTD
N/A
PEACE PARK CLO LTD 3ML+113 10/20/2034 144A
70470MAC9
760982.00000000
PA
USD
736955.52000000
0.032532901388
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Variable
0.02192710
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026
674599DC6
1587000.00000000
PA
USD
1575938.61000000
0.069569809848
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #AE0746
31419AZL4
40541.54600000
PA
USD
44208.68000000
0.001951592176
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026
92277GAG2
478000.00000000
PA
USD
472869.64000000
0.020874830230
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.04125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/2043#Q20707
3132JMYC7
19352.26120000
PA
USD
19588.29000000
0.000864725060
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
MAGNETITE XXI LTD 2019-21A A
N/A
MAGNETITE XXI LTD 2019-21A A 3ML+102 04/20/2034 144A
55954PAN4
1823166.00000000
PA
USD
1757949.53000000
0.077604681901
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.02082710
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC 7.25% 06/15/2037
761713AT3
909000.00000000
PA
USD
945346.82000000
0.041732335315
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
0.07250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/40 #AD0732
31418MY63
56544.11730000
PA
USD
61722.65000000
0.002724746380
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13654
3132HQBX9
7471.51840000
PA
USD
7562.64000000
0.000333852742
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 2.937% 11/01/2056
20030NDU2
2100000.00000000
PA
USD
1459278.68000000
0.064419857245
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
0.02937000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 5/42 #AO2123
3138LSLD0
17969.22470000
PA
USD
17775.83000000
0.000784714014
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 11/15/2042#AB9201
36178WGJ2
3907.68570000
PA
USD
3921.70000000
0.000173123446
Long
ABS-MBS
USGA
US
N
2
2042-11-15
Fixed
0.04000000
N
N
N
N
N
N
EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC
N/A
EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC 3ML+125 01/15/2034 144A
27830BBN3
444749.00000000
PA
USD
432232.87000000
0.019080920021
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Variable
0.02294290
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/30 #527717
31384MG22
38.89170000
PA
USD
42.54000000
0.000001877928
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
0.07500000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 4% 06/22/2050
92556VAF3
1153000.00000000
PA
USD
772033.94000000
0.034081438237
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2048#BN2842
3140JKEQ5
3713.27900000
PA
USD
3773.71000000
0.000166590427
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/25 #319647
31374PBQ9
610.76880000
PA
USD
637.87000000
0.000028158771
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 1.5% 03/01/2041#RB5104
3133KYU56
128967.35800000
PA
USD
111246.03000000
0.004910955988
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.01500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #457782
36208QRB4
54.86180000
PA
USD
58.41000000
0.000002578509
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 4.5% 03/01/2028
958254AH7
613000.00000000
PA
USD
554765.00000000
0.024490100893
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 10/45#MA3174
36179RQ36
2833.09100000
PA
USD
2859.91000000
0.000126250726
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
0.04000000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 6% 12/19/2023
780097AZ4
3200000.00000000
PA
USD
3256819.10000000
0.143772278984
Long
DBT
CORP
GB
N
2
2023-12-19
Fixed
0.06000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD 3.2% 09/16/2040 144A
00131LAK1
1070000.00000000
PA
USD
854732.09000000
0.037732148064
Long
DBT
CORP
HK
N
2
2040-09-16
Fixed
0.03200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2047#BE5602
3140FRGL3
720828.89780000
PA
USD
704947.16000000
0.031119892338
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5% 04/48#784805
3622AAGN8
537780.61130000
PA
USD
565594.95000000
0.024968189035
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.05000000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050
035240AT7
1534000.00000000
PA
USD
1379029.03000000
0.060877236450
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/47#BH4269
3140GSW73
14385.35240000
PA
USD
14413.12000000
0.000636267181
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 01/01/2035#FM2286
3140X5RG0
593908.68410000
PA
USD
583743.28000000
0.025769347062
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.03000000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029
11120VAH6
1549000.00000000
PA
USD
1443014.17000000
0.063701860452
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04125000
N
N
N
N
N
N
POST APT HOMES LP
5493005D04NMMCMCB212
POST APT HOMES LP 3.375% 12/01/2022
737415AL3
121000.00000000
PA
USD
121036.85000000
0.005343171736
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.03375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.0% 08/45#AS5634
3138WFHL3
121262.77650000
PA
USD
115297.86000000
0.005089824023
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A
12530MAE5
2986767.33240000
PA
USD
2635978.38000000
0.116365265435
Long
ABS-MBS
CORP
US
N
2
2061-03-15
Fixed
0.01530000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 02/01/2033#ZS8686
3132A9UK1
43051.00810000
PA
USD
42610.12000000
0.001881023744
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8% 05/01/2027#
31283HA70
85.75550000
PA
USD
91.67000000
0.000004046772
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.08000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.25% 04/15/2029
29278NAG8
629000.00000000
PA
USD
622997.18000000
0.027502210475
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 08/15/2051
912810SZ2
108411200.00000000
PA
USD
83785765.04000000
3.698722592923
Long
DBT
UST
US
N
2
2051-08-15
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 6/41 #AE1246
31419BL45
44963.09960000
PA
USD
45567.61000000
0.002011582140
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 05/01/2051#SD7540
3132DVLV5
665874.77230000
PA
USD
604304.33000000
0.026677014613
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/29 #502726
31383GPK6
6155.67300000
PA
USD
6736.88000000
0.000297399567
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
0.07500000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP 3.2% 12/01/2031
78574MAA1
2870000.00000000
PA
USD
2277676.74000000
0.100548039557
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.03200000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 4/41 #Q00114
3132GDDT6
23009.39920000
PA
USD
23771.81000000
0.001049406551
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2044#AW9240
3138XZHS3
27595.62620000
PA
USD
28381.04000000
0.001252881009
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
0.04500000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 5.576% 01/25/2049
35137LAK1
368000.00000000
PA
USD
358969.95000000
0.015846728422
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
0.05576000
N
N
N
N
N
N
THUNDERBOLT III AIRCRAFT LEASE LTD
N/A
THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A
88607AAA7
2169402.21280000
PA
USD
1860514.05000000
0.082132392631
Long
ABS-CBDO
CORP
KY
N
2
2039-11-15
Fixed
0.03671000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 4.25% 02/01/2024
00914AAA0
1761000.00000000
PA
USD
1739694.96000000
0.076798833910
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 01/20/2050#BR8995
3617M77G7
100532.27670000
PA
USD
98306.42000000
0.004339736905
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
0.03500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.956/VAR 05/13/2031
46647PBP0
1324000.00000000
PA
USD
1143119.93000000
0.050463029244
Long
DBT
CORP
US
N
2
2031-05-13
Variable
0.02956000
N
N
N
N
N
N
UTAH ACQUISITION SUB INC
254900JOFV74IJ7H9933
UTAH ACQUISITION SUB INC 3.95% 06/15/2026
62854AAN4
782000.00000000
PA
USD
736716.51000000
0.032522350292
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03950000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 3/28 #456712
36208PKZ0
2380.87590000
PA
USD
2548.82000000
0.000112517658
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2043#Q15107
3132J6DM3
7889.77490000
PA
USD
7986.00000000
0.000352541969
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 08/01/2034#C91782
3128P76T5
304558.11320000
PA
USD
305055.09000000
0.013466656930
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
0.03500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046
674599DL6
1751000.00000000
PA
USD
1859562.00000000
0.082090364384
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
0.06600000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2015-C26
N/A
WELLS FARGO COML MTG TR 2015-C26 A4 3.166% 02/15/2048
94989CAX9
1026911.00000000
PA
USD
1002968.88000000
0.044276061150
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
0.03166000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2047#BJ4279
3140H5XH9
35946.71170000
PA
USD
35993.63000000
0.001588938794
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.04000000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 1ML+88 03/15/2036 144A
53218CAC4
530640.71000000
PA
USD
507983.89000000
0.022424948795
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.02204000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2045#Q33724
3132QQD66
7707.91320000
PA
USD
7564.04000000
0.000333914545
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 6/40 #A92350
312940TF6
28286.84430000
PA
USD
29710.89000000
0.001311587237
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 04/15/2043#AD7475
36180KJU6
8226.93240000
PA
USD
8256.43000000
0.000364480101
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
0.04000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 1.65% 03/25/2026
68389XCC7
1992000.00000000
PA
USD
1784351.27000000
0.078770186712
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
0.01650000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 03/15/2041#738107
3620ASAG4
4690.03570000
PA
USD
4740.89000000
0.000209286588
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
0.04000000
N
N
N
N
N
N
SEQUOIA MTG TR
N/A
SEMT 2004-6 A3B 6ML+44 7/34
81744FCU9
537.39310000
PA
USD
491.65000000
0.000021703889
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Variable
0.03627570
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.228% 7/41#AI3469
3138AG2B3
14965.62130000
PA
USD
15529.58000000
0.000685553308
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Variable
0.02245000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD 3.375% 04/07/2030 144A
00131LAJ4
2257000.00000000
PA
USD
2112063.83000000
0.093237057655
Long
DBT
CORP
HK
N
2
2030-04-07
Fixed
0.03375000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 3.428% 03/15/2024 144A
55903VAC7
1267000.00000000
PA
USD
1242080.62000000
0.054831648899
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03428000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 7.3% 08/15/2031
023551AJ3
411000.00000000
PA
USD
459978.74000000
0.020305761451
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.07300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2047#AL9776
3138ER2J8
707789.29540000
PA
USD
692194.86000000
0.030556942055
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR0739
3138NWZD4
60082.58070000
PA
USD
57427.53000000
0.002535138308
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC 4.35% 04/20/2028
054561AJ4
1304000.00000000
PA
USD
1257909.31000000
0.055530406418
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
0.04350000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/40#V81744
3132L65D9
36642.69800000
PA
USD
35924.38000000
0.001585881753
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13121
3132HPPE8
32283.58810000
PA
USD
32677.33000000
0.001442540730
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
BOSTON PPTY LTD PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031
10112RBD5
1190000.00000000
PA
USD
1020670.12000000
0.045057482389
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.03250000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.5% 04/15/2050
87264AAZ8
793000.00000000
PA
USD
703631.73000000
0.031061822680
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #475908
36209MU93
117.01480000
PA
USD
124.35000000
0.000005489430
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
CHC COML MTG TR 2019-CHC
N/A
CHC COML MTG TR 2019-CHC 1ML+175 06/15/2034 144A
162665AJ2
538223.81480000
PA
USD
517784.87000000
0.022857613056
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.03074000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19606
3132JBDL4
13449.84370000
PA
USD
13613.88000000
0.000600984731
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND 2018
N/A
DRSLF 2020-78A A 3ML+118 04/17/2033 144A
26253LAA0
1318912.00000000
PA
USD
1281286.08000000
0.056562373928
Long
ABS-CBDO
CORP
US
N
2
2033-04-17
Variable
0.02224290
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2041#
3132GDVM1
2848.56630000
PA
USD
2942.95000000
0.000129916527
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.04500000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 3.8% 06/09/2023
225433AT8
2632000.00000000
PA
USD
2607009.82000000
0.115086448355
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
0.03800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.5% 09/13/2025
172967HB0
1694000.00000000
PA
USD
1740359.22000000
0.076828157667
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 8/28 #482687
36209VF41
706.00790000
PA
USD
747.73000000
0.000033008540
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 01/20/2050#BR8994
3617M77F9
114400.75490000
PA
USD
111724.84000000
0.004932093055
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #778681
36176W2N0
11392.33500000
PA
USD
11519.56000000
0.000508530975
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2348
3140QMTE4
679535.18500000
PA
USD
592344.84000000
0.026149062928
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/35 #AD0723
31418MYV8
60324.93200000
PA
USD
65785.10000000
0.002904083235
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2047#Q48759
3132WNWV0
186147.29180000
PA
USD
190744.63000000
0.008420421680
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #582173
36201FXA0
107.55000000
PA
USD
116.82000000
0.000005157018
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 11/40 #734042
3620AMP30
47316.08280000
PA
USD
47839.74000000
0.002111885319
Long
ABS-MBS
USGA
US
N
2
2040-11-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.0% 5/45#Q33470
3132QP2C7
10444.00780000
PA
USD
9971.79000000
0.000440204668
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03000000
N
N
N
N
N
N
CRPT 2021
N/A
CRPT 2021 1ML+220 07/15/2034 144A
12566BAL0
105628.35000000
PA
USD
99982.65000000
0.004413734078
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
0.03625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19690
3132JBF81
24709.36140000
PA
USD
25010.72000000
0.001104098232
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO ENTERPRISES INC 3.7% 09/01/2024
462613AM2
662000.00000000
PA
USD
654559.49000000
0.028895528648
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.03700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#FM9865
3140XD6B7
3505416.24700000
PA
USD
3166497.88000000
0.139785048732
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
DUQUESNE LIGHT HLDGS INC
4CUJ1D8WDXK9X7QI6B93
DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A
266233AH8
405000.00000000
PA
USD
332757.71000000
0.014689589089
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.02532000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/26 #339193
31375MXW8
531.32190000
PA
USD
553.10000000
0.000024416599
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 12/29 #535033
31384VLN0
172.24200000
PA
USD
188.10000000
0.000008303674
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2047#BE6917
3140FSVK6
33785.54860000
PA
USD
33020.05000000
0.001457670105
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #552619
36213E4C7
181.44380000
PA
USD
196.80000000
0.000008687735
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 05/01/2040#
312940LA5
9947.49980000
PA
USD
10450.52000000
0.000461338204
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.05000000
N
N
N
N
N
N
OREILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
OREILLY AUTOMOTIVE INC 4.2% 04/01/2030
67103HAJ6
361000.00000000
PA
USD
348533.82000000
0.015386025464
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.04200000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 11/01/2029#
31292G6T8
1288.06740000
PA
USD
1407.11000000
0.000062116870
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2044#Q24546
3132M4WF8
11549.55650000
PA
USD
11679.59000000
0.000515595499
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
0.04000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047
161175BL7
5574000.00000000
PA
USD
4746046.40000000
0.209514218057
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
0.05375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/40 #A93459
312941ZY6
3957.90380000
PA
USD
4100.04000000
0.000180996265
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
0.04500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.352%/VAR 04/24/2025
172967MF5
1521000.00000000
PA
USD
1489742.52000000
0.065764683460
Long
DBT
CORP
US
N
2
2025-04-24
Variable
0.03352000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #552550
36213EZP4
63092.23720000
PA
USD
63791.61000000
0.002816080619
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 5.584% 03/18/2024
345397ZQ9
1916000.00000000
PA
USD
1906420.00000000
0.084158910791
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
0.05584000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 144A
21871XAA7
646000.00000000
PA
USD
627643.39000000
0.027707317415
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 4/26 #303856
31373UQH3
2882.66900000
PA
USD
3013.77000000
0.000133042876
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 10/01/2051#CB1801
3140QMAB0
1645121.18800000
PA
USD
1435065.86000000
0.063350982308
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.50% 7/42 #Q09199
3132GURU0
46509.98650000
PA
USD
45729.05000000
0.002018708909
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 9/41 #G06719
3128M8YQ1
334152.49980000
PA
USD
345224.58000000
0.015239939064
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 5.95% 02/14/2049
02209SBF9
407000.00000000
PA
USD
356637.25000000
0.015743751380
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
0.05950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2047#BE1526
3140FLVU9
136820.15420000
PA
USD
133720.14000000
0.005903075572
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 05/31/2028
91282CCE9
118957700.00000000
PA
USD
107154865.70000000
4.730351540229
Long
DBT
UST
US
N
2
2028-05-31
Fixed
0.01250000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 4.063% 11/01/2024
345397ZX4
5400000.00000000
PA
USD
5122940.53000000
0.226152209405
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04063000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 08/01/2042#Q10217
3132HLG23
7523.10300000
PA
USD
7197.06000000
0.000317714213
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2037#AB8009
31417E3T6
10490.98500000
PA
USD
10706.29000000
0.000472629171
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.0% 12/20/2042#AA5872
36178DQZ7
847246.74020000
PA
USD
809786.74000000
0.035748035591
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/32 #582105
36201FU62
215.55780000
PA
USD
234.77000000
0.000010363921
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/01/2046#BD3322
3140FAVQ2
78300.52350000
PA
USD
76575.36000000
0.003380419262
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21835
3132JPBC5
26639.55330000
PA
USD
26939.48000000
0.001189243343
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 10/01/2050#CA7323
3140QFD55
241195.97590000
PA
USD
210851.40000000
0.009308035041
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/20/2050#MA6657
36179VME7
544829.98630000
PA
USD
532426.55000000
0.023503970019
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 10/27 #451506
36208HR32
554.75800000
PA
USD
590.75000000
0.000026078658
Long
ABS-MBS
USGA
US
N
2
2027-10-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2043#Q22677
3132JP6N7
13496.46260000
PA
USD
13648.42000000
0.000602509500
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #552554
36213EZT6
24281.78720000
PA
USD
24550.95000000
0.001083801686
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 4.875% 02/15/2024
615369AC9
687000.00000000
PA
USD
700199.04000000
0.030910286580
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.04875000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.875% 08/14/2024
00774MAM7
1839000.00000000
PA
USD
1751828.35000000
0.077334462411
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
0.02875000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 4.054% 03/15/2029 144A
55903VAJ2
470000.00000000
PA
USD
430508.96000000
0.019004818014
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04054000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 02/01/2047#Q46222
3132WK4G0
59587.75450000
PA
USD
61078.03000000
0.002696289630
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/29 #505849
31383K5J2
474.11200000
PA
USD
518.83000000
0.000022903750
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
0.07500000
N
N
N
N
N
N
INGERSOLL-RAND GLOBAL HLDG CO LTD
549300UCF0D858BIOV83
INGERSOLL RAND GLB HLDG CO LTD 4.25% 06/15/2023
45687AAJ1
899000.00000000
PA
USD
900808.03000000
0.039766170433
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.04250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.99% 5/34 #725828
31402DLH1
11081.16590000
PA
USD
11261.23000000
0.000497126997
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Variable
0.02438000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.95% 06/15/2028
29278NAF0
1242000.00000000
PA
USD
1223848.96000000
0.054026812269
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545762
31385JJF6
3231.03880000
PA
USD
3517.43000000
0.000155276947
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 1ML+140 03/15/2026 144A
53218CAG5
464310.86000000
PA
USD
440988.39000000
0.019467432451
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.02724000
N
N
N
N
N
N
CENOVUS ENERGY INC
N/A
CENOVUS ENERGY INC 4.25% 04/15/2027
15135UAM1
1963000.00000000
PA
USD
1924022.48000000
0.084935972270
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.04250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2043#Q15893
3132J67F5
14503.01650000
PA
USD
14679.90000000
0.000648044184
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 12/30 #493530
36210JHF8
4247.68740000
PA
USD
4602.82000000
0.000203191488
Long
ABS-MBS
USGA
US
N
2
2030-12-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 07/45#AZ5847
3138YXP90
28013.51970000
PA
USD
26670.55000000
0.001177371428
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.50% 12/40 #004881
36202FM60
71729.30380000
PA
USD
71280.72000000
0.003146687380
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 08/01/2050#SD0430
3132DMPP4
3058975.58940000
PA
USD
2771824.35000000
0.122362185773
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 08/01/2032#J37406
31307UGP7
19591.81950000
PA
USD
19413.54000000
0.000857010722
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/40 #747153
3620C3BW1
19431.97740000
PA
USD
20478.33000000
0.000904015876
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
0.05000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FIN II LLC 4.25% 12/15/2025 144A
07274NAJ2
1338000.00000000
PA
USD
1320521.08000000
0.058294403001
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2042#Q12215
3132HNN88
3598.60360000
PA
USD
3643.62000000
0.000160847604
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.21% 3/36 #1G1851
3128QSBU9
16405.94240000
PA
USD
16558.53000000
0.000730976305
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
0.01684000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 08/15/2023
91282CAF8
35017700.00000000
PA
USD
33912453.84000000
1.497065272837
Long
DBT
UST
US
N
2
2023-08-15
Fixed
0.00125000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.375% 08/01/2023
681936BJ8
381000.00000000
PA
USD
382171.67000000
0.016870968350
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.04375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 02/01/2044#Q25157
3132M5ME9
90380.14770000
PA
USD
93088.91000000
0.004109409926
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
0.04500000
N
N
N
N
N
N
STORE CAPITAL CORP
5493004EA6C9IHDZ7N66
STORE CAP CORP 2.75% 11/18/2030
862121AC4
2676000.00000000
PA
USD
2180932.75000000
0.096277276124
Long
DBT
CORP
US
N
2
2030-11-18
Fixed
0.02750000
N
N
N
N
N
N
FLATIRON CLO LTD
N/A
FLATIRON CLO LTD 3ML+109 11/16/2034 144A
33883JAN1
1993704.00000000
PA
USD
1931366.86000000
0.085260189924
Long
ABS-CBDO
CORP
KY
N
2
2034-11-16
Variable
0.02491290
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053
161175CK8
1073000.00000000
PA
USD
906699.32000000
0.040026241429
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
0.05250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 6/41 #Q01393
3132GERN2
20987.21710000
PA
USD
21682.62000000
0.000957179258
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 3.7% 02/15/2026
29379VBH5
1472000.00000000
PA
USD
1446657.24000000
0.063862683777
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.03700000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 06/01/2045#Q34030
3132QQPQ9
48874.95910000
PA
USD
46695.65000000
0.002061379466
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03000000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 3.95% 07/15/2030 144A
00130HCC7
2298000.00000000
PA
USD
2072106.60000000
0.091473145739
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.03950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2046#Q39975
3132QXCM7
16881.46460000
PA
USD
16950.19000000
0.000748266136
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.04000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.125% 09/30/2024
02005NAV2
656000.00000000
PA
USD
662364.80000000
0.029240094058
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
0.05125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 10/01/2041#AL4242
3138ELWC3
222134.84730000
PA
USD
233152.31000000
0.010292508711
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2320
3140QMSJ4
964574.78800000
PA
USD
871315.65000000
0.038464229319
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/24 #436781
31380DFW1
93.85690000
PA
USD
95.48000000
0.000004214964
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
0.07000000
N
N
N
N
N
N
CEDAR FUNDING LTD
549300ZKTUZSV15HAV29
CEDAR FUNDING LTD 3ML+110 10/20/2032 144A
15033XAJ5
1561530.00000000
PA
USD
1515264.99000000
0.066891372897
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Variable
0.02162710
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.05% 07/30/2022
172967GK1
552000.00000000
PA
USD
552526.74000000
0.024391292905
Long
DBT
CORP
US
N
2
2022-07-30
Fixed
0.04050000
N
N
N
N
N
N
TERWIN MORTGAGE TRUST
N/A
TMTS 2003-4HE A 1ML+43 9/34
881561BU7
2296.73630000
PA
USD
2247.05000000
0.000099196022
Long
ABS-CBDO
CORP
US
N
2
2034-09-25
Variable
0.02483570
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/25 #330740
31375CLV5
304.14890000
PA
USD
311.08000000
0.000013732626
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
0.07000000
N
N
N
N
N
N
DRYDEN 76 CLO LTD
N/A
DRYDEN 76 CLO LTD 3ML+115 10/20/2034 144A
26252WAU3
1290693.00000000
PA
USD
1246107.30000000
0.055009406687
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Variable
0.02212710
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 02/01/2050#SD7512
3132DVKZ7
1889026.09570000
PA
USD
1780313.78000000
0.078591951716
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.03000000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
06738EBL8
2482000.00000000
PA
USD
2343742.30000000
0.103464503700
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.69% 01/23/2050
71654QDD1
4972000.00000000
PA
USD
3318810.00000000
0.146508867261
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
0.07690000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR1910
3138NYDQ5
90095.34840000
PA
USD
86114.03000000
0.003801503849
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/28 #466052
36209AWM8
1735.72140000
PA
USD
1853.87000000
0.000081839091
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
0.07000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 2.2% 06/15/2028
756109BJ2
244000.00000000
PA
USD
213944.68000000
0.009444587886
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.02200000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036
674599DF9
1412000.00000000
PA
USD
1447300.00000000
0.063891058417
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/47#Q47942
3132WMZG2
48307.68400000
PA
USD
49500.75000000
0.002185210605
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2046#BD8012
3140FF3W9
64552.39680000
PA
USD
63150.31000000
0.002787770431
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 06/01/2033#BJ6880
3140H8UE3
336699.64490000
PA
USD
332725.38000000
0.014688161881
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 06/01/2033#MA3397
31418CX33
35435.44520000
PA
USD
34199.08000000
0.001509718384
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
0.02500000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2022-DKLX
N/A
BAMLL COML MTG SECS TR 2022-DKLX C VAR 01/15/2039 144A
05530SAJ5
191000.00000000
PA
USD
183579.13000000
0.008104100683
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.03429000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 01/01/2045#AX7918
3138Y9YQ5
9085.02970000
PA
USD
9147.99000000
0.000403838018
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2047#Q45635
3132WKHM3
14435.24020000
PA
USD
14800.77000000
0.000653379990
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR1270
3138NXMU8
11681.88080000
PA
USD
11165.66000000
0.000492908060
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
GS MTG SECS CORP TR 2021-IP
N/A
GSMS 2021-IP A 1ML+105 10/15/2036 144A
36262MAA6
1559690.00000000
PA
USD
1502571.97000000
0.066331039530
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.02274000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 08/01/2042#Q10538
3132HLS38
9049.65020000
PA
USD
8657.44000000
0.000382182688
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 01/20/2050#BR8996
3617M77H5
123154.32120000
PA
USD
120658.51000000
0.005326469917
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
0.03500000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.35% 06/01/2040
035240AS9
1082000.00000000
PA
USD
968219.59000000
0.042742053745
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
0.04350000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.0% 8/45#Q35579
3132QSFV5
23621.61650000
PA
USD
22538.82000000
0.000994976207
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
PACIFIC LIFECORP
VFN8KLUEIK7XMVX1JM30
PACIFIC LIFECORP 5.125% 01/30/2043 144A
694476AD4
1611000.00000000
PA
USD
1546189.02000000
0.068256514199
Long
DBT
CORP
US
N
2
2043-01-30
Fixed
0.05125000
N
N
N
N
N
N
CORPOARATE OFFICE PPTYS LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031
22003BAM8
373000.00000000
PA
USD
301582.00000000
0.013313337372
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/27 #395783
31378DUG3
45.03290000
PA
USD
47.83000000
0.000002111455
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 2% 07/01/2037 #TBA
01F020471
15250000.00000000
PA
USD
14233557.00000000
0.628340372955
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/44#Q28495
3132M9C85
18395.94660000
PA
USD
18545.57000000
0.000818694186
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.293% 3/35 #815586
31406PCX5
1742.12380000
PA
USD
1801.02000000
0.000079506027
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Variable
0.02583000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-XL B 1ML+110 10/15/2036 144A
056054AE9
806652.55000000
PA
USD
786361.04000000
0.034713908066
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.02404000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 09/30/2026
912828YG9
31567200.00000000
PA
USD
29777980.89000000
1.314548964694
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.01625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 02/01/2045#Q31307
3132QMNZ0
4183.30900000
PA
USD
4105.22000000
0.000181224936
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 04/01/2051#MA4305
31418DYB2
2296932.59380000
PA
USD
2002215.93000000
0.088387822115
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 04/15/2042#792254
36177LQG2
7471.29730000
PA
USD
7555.08000000
0.000333519006
Long
ABS-MBS
USGA
US
N
2
2042-04-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 12/51#RA6435
3133KNEG4
1638950.87800000
PA
USD
1477929.36000000
0.065243191513
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.50% #MA0022
31417YAY3
872.75540000
PA
USD
891.32000000
0.000039347321
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
0.04500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.875% 02/01/2029
404119BW8
1020000.00000000
PA
USD
1020780.30000000
0.045062346285
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 1/41 #AE9338
31419LLU5
11483.50780000
PA
USD
11633.98000000
0.000513582046
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 11/25 #408838
36206EEK7
24.85330000
PA
USD
26.04000000
0.000001149535
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
0.07500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.3% 01/11/2023
06051GEU9
1332000.00000000
PA
USD
1334129.88000000
0.058895163476
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
0.03300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.15% 05/01/2030
097023CY9
909000.00000000
PA
USD
872529.15000000
0.038517799277
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05150000
N
N
N
N
N
N
VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC
N/A
VOYA CLO 2020-3 LTD / LLC 3ML+115 10/20/2034 144A
92918NAQ0
2613900.00000000
PA
USD
2520155.09000000
0.111252246304
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Variable
0.02212710
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/41 #AH4545
3138A6BP4
10249.63450000
PA
USD
10374.56000000
0.000457984950
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP 1ML+132.9 11/15/2038 144A
78472UAE8
878763.00000000
PA
USD
823599.71000000
0.036357809151
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.02653000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #479596
36209RXZ1
2419.06770000
PA
USD
2446.16000000
0.000107985733
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A
05401AAF8
640000.00000000
PA
USD
612752.07000000
0.027049940095
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
0.03950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2045#Q32328
3132QNSS9
16140.26420000
PA
USD
15833.95000000
0.000698989721
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #436779
36207NFU3
220.45120000
PA
USD
233.86000000
0.000010323749
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2021-ESH
N/A
EXTENDED STAY AMER TR 2021-ESH D 1ML+225 07/15/2038 144A
30227FAJ9
1019724.09720000
PA
USD
983874.88000000
0.043433156521
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.03575000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 09/01/2040#AE3951
31419EL98
13421.20740000
PA
USD
13601.53000000
0.000600439541
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.04000000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.6% 07/01/2030
58013MFQ2
615000.00000000
PA
USD
585443.92000000
0.025844421815
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.03600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.7% 10/27/2022
172967LQ2
3067000.00000000
PA
USD
3069524.39000000
0.135504154021
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
0.02700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2044#AV8482
3138XLM82
18287.29570000
PA
USD
18819.21000000
0.000830774024
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.125% 05/15/2040
912810SR0
12353900.00000000
PA
USD
8599472.58000000
0.379623716554
Long
DBT
UST
US
N
2
2040-05-15
Fixed
0.01125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2043#AQ9328
3138MRLJ8
98358.29280000
PA
USD
96621.52000000
0.004265356994
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.5% 02/43 #Q15871
3132J66H2
38761.27260000
PA
USD
38110.44000000
0.001682385371
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5% 05/15/2050
29278NAR4
2045000.00000000
PA
USD
1740181.22000000
0.076820299857
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2046#BD2536
3140F9ZA6
62224.11660000
PA
USD
60892.05000000
0.002688079543
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03500000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMERICA HOLDINGS LP
549300IYGAS4GE6VDL07
HEALTHCARE TRUST OF AMERICA HOLDINGS LP 3.1% 02/15/2030
42225UAG9
402000.00000000
PA
USD
346365.76000000
0.015290316455
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03100000
N
N
N
N
N
N
AIMCO CLO 11 LTD
549300VLRW0CEQ83RF89
AIMCO CLO 11 LTD 3ML+113 10/17/2034 144A
00140NAN0
1280878.00000000
PA
USD
1231219.64000000
0.054352190937
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Variable
0.02174290
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/48#BJ5454
3140H7BY2
49542.23940000
PA
USD
50472.34000000
0.002228101446
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04500000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-IMC A 1ML+105 04/15/34 144A
05608BAA8
1656308.00000000
PA
USD
1614582.79000000
0.071275757172
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.02324000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2050#FM3897
3140X7KK4
226608.87360000
PA
USD
198241.11000000
0.008751353789
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2043#AV3928
3138XFLJ2
88920.57530000
PA
USD
91562.53000000
0.004042027881
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 05/01/2041#MA4333
31418DY71
22263.16000000
PA
USD
19956.22000000
0.000880967330
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.02000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 8% 11/01/2031
36186CBY8
829000.00000000
PA
USD
921570.03000000
0.040682708921
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.08000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2039#AB0050
31416VBU7
237623.75130000
PA
USD
244126.49000000
0.010776963887
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
0.04500000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP B 1ML+107.98 11/15/2038 144A
78472UAC2
1414917.00000000
PA
USD
1333199.03000000
0.058854071103
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.02403800
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.5% 11/15/2023
96950FAL8
537000.00000000
PA
USD
540730.09000000
0.023870529792
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04500000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021
N/A
BX COMMERCIAL MORTGAGE TRUST 2021 SR1M+156.27 02/15/2039 144A
05610HAE3
1011332.51000000
PA
USD
950717.89000000
0.041969441199
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.02895700
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 3.482% 03/19/2030
30231GBK7
4122000.00000000
PA
USD
3953225.99000000
0.174515161103
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
0.03482000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.5% 01/15/2025
00774MAC9
2546000.00000000
PA
USD
2431522.14000000
0.107339544731
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
0.03500000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026
11120VAC7
1425000.00000000
PA
USD
1391099.19000000
0.061410073663
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2044#AV5414
3138XHAQ4
18998.39190000
PA
USD
19562.86000000
0.000863602453
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
0.04500000
N
N
N
N
N
N
MILOS CLO LTD
254900GFWI4EEB8IJS18
MILOS CLO LTD 3ML+107 10/20/2030 144A
60162PAE2
1997385.00000000
PA
USD
1959570.51000000
0.086505240052
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Variable
0.02132710
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 9/40 #004801
36202FKN5
243653.01550000
PA
USD
250412.44000000
0.011054457149
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2046#BC6383
3140F2CV0
35751.58180000
PA
USD
34986.23000000
0.001544467121
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.0% 7/45#Q34956
3132QRQJ2
9859.16980000
PA
USD
9394.91000000
0.000414738301
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.875% 04/15/2030
87264ABF1
2705000.00000000
PA
USD
2524457.70000000
0.111442185022
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 02/01/2043#Q15786
3132J62U7
34466.73890000
PA
USD
32972.97000000
0.001455591758
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
DUQUESNE LIGHT HLDGS INC
4CUJ1D8WDXK9X7QI6B93
DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A
266233AJ4
1402000.00000000
PA
USD
1148959.53000000
0.050720818386
Long
DBT
CORP
US
N
2
2032-01-07
Fixed
0.02775000
N
N
N
N
N
N
BARINGS CLO LTD 2020-IV
549300Q89L7I93JSRH83
BARINGS CLO LTD 2020-IV 3ML+122 01/20/2032 144A
06762BAC4
2070385.00000000
PA
USD
2026428.66000000
0.089456693080
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Variable
0.02282710
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 05/01/2033#G18687
3128MMXR9
13155.54230000
PA
USD
12707.37000000
0.000560966847
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AB9238
31417GHQ2
29485.71620000
PA
USD
28182.74000000
0.001244127055
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2346
3140QMTC8
386970.54200000
PA
USD
337318.82000000
0.014890939289
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
INVESCO CLO LTD
N/A
INVESCO CLO LTD 3ML+113 10/22/2034 144A
46146JAA4
1367988.00000000
PA
USD
1313910.07000000
0.058002559965
Long
ABS-CBDO
CORP
KY
N
2
2034-10-22
Variable
0.02266290
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028
00774MAW5
1295000.00000000
PA
USD
1090802.88000000
0.048153493075
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AB7280
31417ECS8
91136.75470000
PA
USD
87109.42000000
0.003845445340
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2045#Q33801
3132QQGK2
7755.17840000
PA
USD
7600.73000000
0.000335534225
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/28 #449499
36208FKL3
1112.25100000
PA
USD
1178.75000000
0.000052035918
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/29 #501816
31383FN95
2959.45690000
PA
USD
3246.15000000
0.000143301291
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
0.07500000
N
N
N
N
N
N
BENCHMARK 2019-B10 MTG TR
N/A
BENCHMARK 2019-B10 MORTGAGE TRUST 3.717% 03/15/2062
08162VAE8
389846.00000000
PA
USD
376423.33000000
0.016617207881
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Fixed
0.03717000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3% 03/22/2027
92343VFF6
397000.00000000
PA
USD
377077.70000000
0.016646095045
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 10/37 #995073
31416BMW5
59293.78140000
PA
USD
64797.66000000
0.002860492697
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
0.06000000
N
N
N
N
N
N
MAGNETITE XXIX LTD / MAGNETITE XXIX LLC
N/A
MAGNETITE CLO LTD 2021-29A A 3ML+100 01/15/2034 144A
55955KAA2
1904754.00000000
PA
USD
1855942.77000000
0.081930593476
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Variable
0.02034290
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 144A
775109CB5
1461000.00000000
PA
USD
1385770.28000000
0.061174828931
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
0.03200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/47#AL9779
3138ER2M1
1081845.26820000
PA
USD
1084947.78000000
0.047895019686
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/42 #AK7441
3138ECHT3
19699.91330000
PA
USD
19942.57000000
0.000880364751
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/29 #511414
31383SDT4
38.86820000
PA
USD
42.48000000
0.000001875279
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07500000
N
N
N
N
N
N
MAGNE 2020-27A AR
N/A
MAGNE 2020-27A AR 3ML+114 10/20/2034 144A
55955EAL2
461006.00000000
PA
USD
444667.49000000
0.019629846320
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Variable
0.02202710
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #772072
36176PQZ2
5259.14150000
PA
USD
5318.04000000
0.000234764875
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2376
3140QMUA0
861662.92400000
PA
USD
777007.39000000
0.034300991187
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
BPR TRUST 2021-TY
N/A
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A
05592DAA2
5047000.00000000
PA
USD
4943744.44000000
0.218241598022
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Variable
0.03176650
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 6/27 #780580
36225AUD0
644.52100000
PA
USD
684.25000000
0.000030206216
Long
ABS-MBS
USGA
US
N
2
2027-06-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2052#
3133KNWJ8
240653.98700000
PA
USD
232305.96000000
0.010255146590
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2046#BD3432
3140FAY63
59555.87210000
PA
USD
58243.70000000
0.002571168133
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.25% 03/15/2023
29278NAL7
312000.00000000
PA
USD
311838.87000000
0.013766126898
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.04250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2048#BK2527
3140HFYZ6
9875.73490000
PA
USD
9879.37000000
0.000436124788
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04000000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039
03523TBU1
1439000.00000000
PA
USD
1463027.64000000
0.064585355084
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
0.05450000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 08/01/2052 #TBA
01F020687
15850000.00000000
PA
USD
13737244.14000000
0.606430641778
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 08/31/2026
91282CCW9
15336200.00000000
PA
USD
13959536.50000000
0.616243737998
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.00750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 02/01/2046#AS6620
3138WGLA0
132625.53250000
PA
USD
129786.34000000
0.005729417971
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2046#BC4754
3140F0H80
288856.04440000
PA
USD
290226.03000000
0.012812028077
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/24 #279712
31372QVD6
175.53170000
PA
USD
179.06000000
0.000007904603
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 02/15/2042#778869
36176XCE7
4775.40510000
PA
USD
4828.08000000
0.000213135591
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/28 #412599
31378YKL7
485.55550000
PA
USD
521.67000000
0.000023029122
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2050#CA7616
3140QFPA1
166431.98900000
PA
USD
145493.38000000
0.006422805251
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02000000
N
N
N
N
N
N
PLAINS ALL AM PIPELN/PAA FIN C
N/A
PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029
72650RBM3
405000.00000000
PA
USD
356829.01000000
0.015752216626
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.03550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 01/01/2035#CA5039
3140QCS56
111479.71220000
PA
USD
109467.10000000
0.004832425123
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 07/15/2045#670029
36295GLJ9
6148.93960000
PA
USD
5908.01000000
0.000260809101
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
0.03000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 4.8% 08/15/2038
125523AJ9
1158000.00000000
PA
USD
1126359.94000000
0.049723159487
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
0.04800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 01/01/2046#G08687
3128MJXR6
25034.61760000
PA
USD
24528.21000000
0.001082797829
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.03500000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 2.85% 12/15/2032
756109BL7
301000.00000000
PA
USD
258721.18000000
0.011421246476
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
0.02850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 10/01/2051#CB1799
3140QL7M2
1236365.01560000
PA
USD
1078501.23000000
0.047610436736
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP 3.55% 06/15/2026
29103DAJ5
580000.00000000
PA
USD
555104.69000000
0.024505096508
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/25 #303237
31373TZA1
134.84980000
PA
USD
138.27000000
0.000006103929
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 03/01/2033#AB0066
31416VCC6
10694.77110000
PA
USD
11174.21000000
0.000493285499
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2051#MA4281
31418DXK3
2356955.97890000
PA
USD
2056010.88000000
0.090762600180
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR3691
3138W1C54
34833.30190000
PA
USD
33294.02000000
0.001469764511
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 02/01/2041#MA4266
31418DW40
126444.79500000
PA
USD
109070.09000000
0.004814899116
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/27 #250912
31371FVD1
173.86050000
PA
USD
184.96000000
0.000008165059
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.07500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031
674599DD4
2356000.00000000
PA
USD
2532700.00000000
0.111806041355
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2045#AY9287
3138YPJ94
31311.28010000
PA
USD
30680.12000000
0.001354373895
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2045#AS4972
3138WEQ28
56811.95400000
PA
USD
54070.64000000
0.002386948399
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03000000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2022-DKLX
N/A
BAMLL COML MTG SECS TR 2022-DKLX SOFR30A+115 01/15/2039 144A
05530SAA4
1415000.00000000
PA
USD
1374670.94000000
0.060684848568
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.02429000
N
N
N
N
N
N
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC
N/A
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A 3ML+99 04/20/2034 144A
00144GAC5
3132569.00000000
PA
USD
2991155.44000000
0.132044556728
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.02052710
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/27 #313644
31374GLZ8
130.16230000
PA
USD
138.02000000
0.000006092892
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 03/15/2043#AB3930
36178QLK6
56528.33310000
PA
USD
55821.07000000
0.002464221131
Long
ABS-MBS
USGA
US
N
2
2043-03-15
Fixed
0.03500000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 2.45% 07/15/2028
15135BAY7
3009000.00000000
PA
USD
2511341.49000000
0.110863169933
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.02450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 11/01/2031#
31298YN64
62.71700000
PA
USD
69.97000000
0.000003088825
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/44#Q27794
3132M8KF2
15118.59310000
PA
USD
15241.56000000
0.000672838665
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/40 #737454
3620ARH79
20053.22450000
PA
USD
21120.26000000
0.000932353876
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 08/15/2042#AB2759
36178NB40
77095.81920000
PA
USD
76155.32000000
0.003361876597
Long
ABS-MBS
USGA
US
N
2
2042-08-15
Fixed
0.03500000
N
N
N
N
N
N
CSMC 2018-SITE
N/A
CSMC 2018-SITE 4.284% 04/15/2036 144A
12690CAA1
1129357.00000000
PA
USD
1096611.86000000
0.048409930497
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Fixed
0.04284000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2047#G61047
31335BEU6
113204.37570000
PA
USD
116262.00000000
0.005132385983
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
VLS COMMERCIAL MORTGAGE TRUST 2020
N/A
VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A
92858TAC0
113488.00000000
PA
USD
92158.82000000
0.004068351103
Long
ABS-MBS
CORP
US
N
2
2042-10-10
Fixed
0.02453000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21258
3132JNMF1
27364.08620000
PA
USD
27697.82000000
0.001222720262
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.412%/VAR 03/31/2031
172967MP3
3258000.00000000
PA
USD
3111614.38000000
0.137362216628
Long
DBT
CORP
US
N
2
2031-03-31
Variable
0.04412000
N
N
N
N
N
N
AFFILIATED MANAGERS GROUP INC
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP INC 4.25% 02/15/2024
008252AM0
1315000.00000000
PA
USD
1323197.09000000
0.058412535462
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.04250000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 5.95% 01/28/2031
71654QDE9
1097000.00000000
PA
USD
800371.20000000
0.035332386578
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
0.05950000
N
N
N
N
N
N
CENOVUS ENERGY INC
N/A
CENOVUS ENERGY INC 3.75% 02/15/2052
15135UAX7
2600000.00000000
PA
USD
1975087.97000000
0.087190258323
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
0.03750000
N
N
N
N
N
N
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP
N/A
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+70.1 11/15/2036 144A
26863LAA2
3658294.00000000
PA
USD
3492930.33000000
0.154195409219
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.02026000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/25 #303450
31373UBT3
661.78570000
PA
USD
687.40000000
0.000030345272
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 10/28 #446737
36208CHN0
3300.63770000
PA
USD
3543.98000000
0.000156448996
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2045#AY5052
3138YJTJ5
13652.08640000
PA
USD
14091.84000000
0.000622084275
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2052
912810TG3
17100000.00000000
PA
USD
16151484.38000000
0.713007277036
Long
DBT
UST
US
N
2
2052-05-15
Fixed
0.02875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 2/42 #AJ9901
3138E3AB9
40708.46980000
PA
USD
40246.02000000
0.001776660550
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2043#BM1167
3140J5JM2
131788.42090000
PA
USD
133319.51000000
0.005885389761
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.04000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.25% 10/21/2025
38141GVR2
696000.00000000
PA
USD
690626.72000000
0.030487716515
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
0.04250000
N
N
N
N
N
N
TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12
N/A
WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052
95001RAX7
850545.00000000
PA
USD
849054.68000000
0.037481518800
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
0.04302000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/40 #741372
3620AVT51
18953.29510000
PA
USD
19602.59000000
0.000865356334
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 05/51#SD7541
3132DVLW3
1168210.33320000
PA
USD
1020509.06000000
0.045050372395
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02000000
N
N
N
N
N
N
MADISON PK FDG LII LTD / MADISON PK FDG LII LLC
N/A
MADISON PK FDG LII LTD / MADISON PK FDG LII LLC 3ML+110 01/22/2035 144A
55822BAC9
2223747.00000000
PA
USD
2131843.98000000
0.094110252375
Long
ABS-CBDO
CORP
KY
N
2
2035-01-22
Variable
0.02236290
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.78% 10/35 #1N0063
3128QGB84
3034.81850000
PA
USD
3153.03000000
0.000139190509
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Variable
0.03239000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 12/01/2033#C91737
3128P74W0
165992.77510000
PA
USD
166056.15000000
0.007330548732
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.03500000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 3.75% 04/01/2032
548661EH6
649000.00000000
PA
USD
602120.44000000
0.026580606789
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
0.03750000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO 3.8% 11/15/2025
406216BG5
18000.00000000
PA
USD
17820.95000000
0.000786705836
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.03800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 06/01/2041#MA4364
31418DZ62
22565.47800000
PA
USD
20227.21000000
0.000892930184
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.02000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC 4.45% 06/12/2025
761713BG0
718000.00000000
PA
USD
713677.07000000
0.031505274214
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
0.04450000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC 3.85% 07/15/2029
92936UAF6
391000.00000000
PA
USD
363995.87000000
0.016068597660
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.03850000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030
785592AX4
2447000.00000000
PA
USD
2345003.51000000
0.103520179815
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04500000
N
N
N
N
N
N
RR 7 LTD
N/A
RR 7 LTD 3ML+134 01/15/2037 144A
74980EAQ1
2626000.00000000
PA
USD
2530182.77000000
0.111694918237
Long
ABS-CBDO
CORP
KY
N
2
2037-01-15
Variable
0.01520310
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2044#Q24973
3132M5FN7
6914.08520000
PA
USD
6981.13000000
0.000308181983
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
0.04000000
N
N
N
N
N
N
AASET 2021-1 TR
N/A
AASET 2021-1 TR 2.95% 11/16/2041 144A
00038PAA8
1888692.49460000
PA
USD
1581750.50000000
0.069826375732
Long
ABS-CBDO
CORP
US
N
2
2041-11-16
Fixed
0.02950000
N
N
N
N
N
N
CEDAR FUNDING LTD 2022
N/A
CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A
15032QAA0
2429000.00000000
PA
USD
2324176.02000000
0.102600750270
Long
ABS-CBDO
CORP
US
N
2
2035-04-20
Variable
0.02032730
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 4.03% 01/25/2024
35137LAG0
389000.00000000
PA
USD
389033.61000000
0.017173888691
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.04030000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 4.05% 04/15/2030
30161NAX9
534000.00000000
PA
USD
512418.51000000
0.022620715094
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04050000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 02/28/2027
91282CEC1
10000000.00000000
PA
USD
9492187.50000000
0.419032616647
Long
DBT
UST
US
N
2
2027-02-28
Fixed
0.01875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2043#AU2854
3138X2E42
106138.77600000
PA
USD
107338.71000000
0.004738467346
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER LLC 18-1A
N/A
PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A
72703PAE3
1402485.00000000
PA
USD
1250708.77000000
0.055212538580
Long
ABS-CBDO
CORP
US
N
2
2051-12-05
Fixed
0.04008000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 4.25% 09/15/2024
00912XAN4
1093000.00000000
PA
USD
1072522.03000000
0.047346484953
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.04250000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.625% 01/20/2027
61746BEF9
3374000.00000000
PA
USD
3267917.29000000
0.144262208581
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
0.03625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19764
3132JBJJ3
7450.40440000
PA
USD
7541.27000000
0.000332909363
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
BANK 2019-BNK21
N/A
BANK 2019-BN21 A5 2.851% 10/17/2052
06540BBD0
201824.00000000
PA
USD
184171.46000000
0.008130249091
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
0.02851000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 08/01/2032#MA3090
31418CNG5
343858.32300000
PA
USD
340444.29000000
0.015028913162
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 07/15/2045#AN7592
36186QNH1
4656.50680000
PA
USD
4474.05000000
0.000197506936
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2044#Q25146
3132M5L34
79635.56150000
PA
USD
82025.41000000
0.003621011719
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/28 #313946
31374GWF0
215.62450000
PA
USD
229.85000000
0.000010146728
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07000000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 2.593%/VAR 09/11/2025 144A
225401AM0
3245000.00000000
PA
USD
3052976.87000000
0.134773663752
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 5.875% 11/15/2040
88732JAY4
460000.00000000
PA
USD
421537.58000000
0.018608776445
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
0.05875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 02/15/2045#AK6887
36183QUL7
5884.61060000
PA
USD
5663.23000000
0.000250003288
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
0.03000000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP 3.625% 02/01/2025
23317HAD4
694000.00000000
PA
USD
674533.79000000
0.029777294121
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19597
3132JBDB6
30036.02780000
PA
USD
30402.35000000
0.001342111739
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
BENCHMARK 2018-B4 MTG TR
N/A
BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051
08161HAF7
420518.00000000
PA
USD
417505.62000000
0.018430785571
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
0.04121000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR0938
3138NXBG1
8366.43200000
PA
USD
7996.72000000
0.000353015203
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/31 #550143
36213CEQ9
616.14220000
PA
USD
666.69000000
0.000029431030
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
0.07000000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026
00774MAL9
959000.00000000
PA
USD
915770.92000000
0.040426707211
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
0.04450000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.6% 03/09/2026
172967KJ9
673000.00000000
PA
USD
673850.87000000
0.029747146617
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
0.04600000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.0% 8/45#Q35375
3132QR6M7
14390.15120000
PA
USD
13712.53000000
0.000605339636
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2044#AX6333
3138Y8BB5
7760.72330000
PA
USD
8000.04000000
0.000353161765
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY
R6ZXK5P01NP6HXSY1S07
MASSACHUSETTS MUTUAL LIFE INS 3.729% 10/15/2070 144A
575767AN8
1782000.00000000
PA
USD
1299184.67000000
0.057352507183
Long
DBT
CORP
US
N
2
2070-10-15
Fixed
0.03729000
N
N
N
N
N
N
AUTONATION INC DEL
N/A
AUTONATION INC DEL 4.75% 06/01/2030
05329WAQ5
234000.00000000
PA
USD
220121.23000000
0.009717251685
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04750000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 3.375% 02/15/2030
15135BAV3
1564000.00000000
PA
USD
1326350.20000000
0.058551729503
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03375000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025
95000U2H5
1400000.00000000
PA
USD
1332804.91000000
0.058836672676
Long
DBT
CORP
US
N
2
2025-10-30
Variable
0.02406000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC VAR 08/28/2028
28414HAG8
409000.00000000
PA
USD
389327.10000000
0.017186844807
Long
DBT
CORP
US
N
2
2028-08-28
Variable
0.06400000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 08/20/2043#MA1225
36179NLE6
29179.82700000
PA
USD
29510.73000000
0.001302751174
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 11/27 #461022
36208UD38
368.09870000
PA
USD
388.21000000
0.000017137530
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
0.07500000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028
780097BP5
1427000.00000000
PA
USD
1297215.39000000
0.057265573317
Long
DBT
CORP
GB
N
2
2028-05-22
Variable
0.03073000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 4% 07/01/2052 #TBA
01F040677
4700000.00000000
PA
USD
4633169.76000000
0.204531278791
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/44#Q28991
3132M9UQ5
42629.41200000
PA
USD
42976.15000000
0.001897182139
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 4/42 #AO1215
3138LRK50
77102.83560000
PA
USD
76210.62000000
0.003364317815
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 04/30/2026
91282CBW0
41407700.00000000
PA
USD
37959214.98000000
1.675709543132
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.00750000
N
N
N
N
N
N
EATON VANCE CLO 2020-2 LTD
N/A
EATON VANCE CLO 2020-2 LTD 3ML+114 01/15/2035 144A
27829PAL0
2283000.00000000
PA
USD
2207928.11000000
0.097468986290
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Variable
0.02194290
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 04/01/2041#
3133KYU98
21817.05200000
PA
USD
19556.34000000
0.000863314628
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 3/41 #004978
36202FQ74
10598.72260000
PA
USD
10894.95000000
0.000480957567
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 05/01/2043#Q18363
3132J9WZ7
4128.15610000
PA
USD
4178.50000000
0.000184459882
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 02/15/2042#616913
36290TK24
66953.94770000
PA
USD
66381.43000000
0.002930408223
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 06/15/2045#AN5721
36186NLA5
4420.66580000
PA
USD
4247.45000000
0.000187503680
Long
ABS-MBS
USGA
US
N
2
2045-06-15
Fixed
0.03000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 3.9% 01/15/2025
96950FAQ7
373000.00000000
PA
USD
368481.95000000
0.016266635661
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.03900000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 01/01/2033#ZS8682
3132A9UF2
68325.88430000
PA
USD
67626.15000000
0.002985356387
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.03000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.35% 02/12/2048
71654QCL4
4049000.00000000
PA
USD
2352469.00000000
0.103849743871
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
0.06350000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 03/31/2027
91282CEF4
25000000.00000000
PA
USD
24391601.50000000
1.076767246829
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2321
3140QMSK1
968353.40000000
PA
USD
872913.26000000
0.038534755813
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2041#AH4043
3138A5P55
29985.58500000
PA
USD
30951.46000000
0.001366352199
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 08/31/2028
91282CCV1
38104900.00000000
PA
USD
33911872.62000000
1.497039614880
Long
DBT
UST
US
N
2
2028-08-31
Fixed
0.01125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2046#BC6149
3140F1ZP0
148654.56700000
PA
USD
145425.77000000
0.006419820608
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 08/01/2045#AZ8288
3140E1F65
54918.82190000
PA
USD
52217.37000000
0.002305135795
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045
161175BA1
842000.00000000
PA
USD
818566.87000000
0.036135634429
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
0.06484000
N
N
N
N
N
N
LUCALI CLO LTD
N/A
LUCALI CLO LTD 2020-1A A 3ML+121 01/15/2033 144A
54929JAC7
981516.00000000
PA
USD
957705.40000000
0.042277904828
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Variable
0.02254290
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 3/41 #783262
36241LTT3
82850.86180000
PA
USD
85666.17000000
0.003781733069
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
0.04500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3% 09/15/2023
00912XAT1
269000.00000000
PA
USD
262981.96000000
0.011609338609
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.03000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 6.2% 07/15/2030
24703TAH9
631000.00000000
PA
USD
656678.98000000
0.028989093534
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.06200000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 3.25% 01/15/2028
615369AM7
732000.00000000
PA
USD
692862.66000000
0.030586422086
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #439864
36207RTV7
279.18040000
PA
USD
297.29000000
0.000013123867
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032
00774MAX3
1385000.00000000
PA
USD
1108680.52000000
0.048942701492
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
0.03300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 11/36 #995606
31416CAF3
29196.67700000
PA
USD
29877.47000000
0.001318940911
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
0.02240000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK 4.2% 08/08/2023
25466AAD3
874000.00000000
PA
USD
877014.41000000
0.038715801079
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
0.04200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2046#BE0548
3140FKTE0
101442.39360000
PA
USD
99207.35000000
0.004379508460
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
0.03500000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO 5% 05/01/2042
60871RAD2
4016000.00000000
PA
USD
3712532.37000000
0.163889741262
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
0.05000000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 5.2% 05/12/2026
06738EAP0
1908000.00000000
PA
USD
1899856.66000000
0.083869172147
Long
DBT
CORP
GB
N
2
2026-05-12
Fixed
0.05200000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2044#Q25069
3132M5JN3
73408.25100000
PA
USD
75611.22000000
0.003337857302
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04500000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLBL FDG I 3% 01/10/2023 144A
59217GAX7
809000.00000000
PA
USD
808526.75000000
0.035692413332
Long
DBT
CORP
US
N
2
2023-01-10
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 8/40 #G05969
3128M76E1
46084.08910000
PA
USD
48346.41000000
0.002134252266
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/28 #422181
31379K6S7
393.17960000
PA
USD
419.10000000
0.000018501169
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.753% 10/33 #746320
31403EDZ7
3511.09510000
PA
USD
3638.41000000
0.000160617609
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
0.02408000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP 4% 03/15/2024
91529YAK2
1819000.00000000
PA
USD
1818537.48000000
0.080279336951
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AP4325
3138M7YX7
9997.15700000
PA
USD
9555.38000000
0.000421822249
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND
N/A
DRYDEN SENIOR LOAN FUND 3ML+113 02/20/2035 144A
262484AC2
1021083.00000000
PA
USD
982506.48000000
0.043372748503
Long
ABS-CBDO
CORP
KY
N
2
2035-02-20
Variable
0.02608000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A
80413TAU3
736000.00000000
PA
USD
677120.00000000
0.029891462361
Long
DBT
NUSS
SA
N
2
2060-04-22
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #447529
36208DEA9
165.34490000
PA
USD
174.53000000
0.000007704626
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/26 #313182
31374F2P3
1832.17520000
PA
USD
1943.82000000
0.000085809933
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
0.07500000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 2.8% 05/01/2023
664397AK2
1567000.00000000
PA
USD
1557279.80000000
0.068746116682
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.02800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/29 #514340
31383VLV3
27.52720000
PA
USD
29.28000000
0.000001292565
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 12/20/2049#BR8985
3617M76W3
32756.03330000
PA
USD
31989.85000000
0.001412191926
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+132.21 10/15/2036 144A
05609PAL2
514682.00000000
PA
USD
474381.68000000
0.020941579236
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.02623300
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 2.45% 02/15/2031 144A
11135FBH3
4340000.00000000
PA
USD
3486922.92000000
0.153930212104
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 08/31/2023
91282CCU3
35211900.00000000
PA
USD
34066137.87000000
1.503849654332
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.00125000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 04/20/2047#MA4381
36179S2N6
24059.87920000
PA
USD
22958.51000000
0.001013503422
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 02/52#RA6820
3133KNSH7
3249281.26000000
PA
USD
2830339.08000000
0.124945318525
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/46#BC6151
3140F1ZR6
14804.38730000
PA
USD
14851.47000000
0.000655618142
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/47#BE3749
3140FPEX3
220897.37450000
PA
USD
226079.94000000
0.009980298938
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LEXINGTON CORP PPTYS TR REIT 2.7% 09/15/2030
529043AE1
560000.00000000
PA
USD
459647.11000000
0.020291121644
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.02700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2049#CA4536
3140QCBE5
848073.19890000
PA
USD
797676.96000000
0.035213449353
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.358% 10/33 #754672
31403QMV9
1384.59370000
PA
USD
1422.46000000
0.000062794496
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
0.02002000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2048#Q58998
3132Y27L4
35846.57180000
PA
USD
36463.04000000
0.001609660898
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/27 #399910
31378JGT8
512.67620000
PA
USD
528.82000000
0.000023344758
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
0.07000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.2% 09/15/2023
29278NAC7
364000.00000000
PA
USD
364540.58000000
0.016092643883
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR5360
3138W25W1
29151.55230000
PA
USD
27863.35000000
0.001230027584
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 5.5% 02/15/2049
55336VAT7
1036000.00000000
PA
USD
960915.42000000
0.042419611161
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
0.05500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS 4.5% 01/30/2026
254709AP3
1437000.00000000
PA
USD
1408011.95000000
0.062156687452
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 04/15/2046#784232
3622A2VZ2
600811.12680000
PA
USD
602965.52000000
0.026617912846
Long
ABS-MBS
USGA
US
N
2
2046-04-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR4275
3138W1XD4
6701.55120000
PA
USD
6405.41000000
0.000282766824
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 05/51#QC1514
3133AKVF4
129075.93650000
PA
USD
112675.70000000
0.004974068770
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3.5% 04/39#FM1039
3140X4EM4
7516.36400000
PA
USD
7489.34000000
0.000330616913
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
0.03500000
N
N
N
N
N
N
ILLINOIS ST
N/A
ILLINOIS ST BUILD AMERICA BONDS-IL ST
452152BM2
3770000.00000000
PA
USD
4014697.88000000
0.177228837684
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
0.06630000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030
06738EBK0
2253000.00000000
PA
USD
2126601.02000000
0.093878801906
Long
DBT
CORP
GB
N
2
2030-06-20
Variable
0.05088000
N
N
N
N
N
N
BABSON CLO LTD/CAYMAN ISLANDS
N/A
BABSON CLO LTD/CAYMAN ISLANDS 2020-1A AR 3ML+115 10/15/2036 144A
06762LAM0
1292534.00000000
PA
USD
1247553.82000000
0.055073263312
Long
ABS-CBDO
CORP
KY
N
2
2036-10-15
Variable
0.02194290
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 2.9% 03/30/2023
89236TGW9
2377000.00000000
PA
USD
2377282.60000000
0.104945140241
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
0.02900000
N
N
N
N
N
N
PEACHTREE CORNERS FDG TR
N/A
PEACHTREE CORNERS FDG TR 3.976% 02/15/2025 144A
70466WAA7
1534000.00000000
PA
USD
1517515.22000000
0.066990709300
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03976000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 5/42 #766750
36176HTF1
120788.36040000
PA
USD
119765.04000000
0.005287027683
Long
ABS-MBS
USGA
US
N
2
2042-05-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/32 #552578
36213E2K1
431.53270000
PA
USD
464.59000000
0.000020509325
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
0.07000000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 2.836% 01/15/2050 144A
78403DAN0
1902000.00000000
PA
USD
1837248.50000000
0.081105334927
Long
ABS-CBDO
CORP
US
N
2
2050-01-15
Fixed
0.02836000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #443199
36207VKL9
160.74510000
PA
USD
169.53000000
0.000007483901
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031
681936BM1
1027000.00000000
PA
USD
833877.47000000
0.036811520865
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.03375000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #711188
36297GCZ1
1979.40240000
PA
USD
2046.38000000
0.000090337444
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 10/22 #332060
36224LZZ3
226.99580000
PA
USD
227.73000000
0.000010053140
Long
ABS-MBS
USGA
US
N
2
2022-10-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2047#Q47935
3132WMY99
102306.10810000
PA
USD
104832.79000000
0.004627843508
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/29 #487575
36210BT88
1460.44980000
PA
USD
1565.41000000
0.000069105024
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 5/46#Q40310
3132WDKY9
65141.99350000
PA
USD
61891.28000000
0.002732190552
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 06/01/2045#AU2444
3138X1WE2
17949.99830000
PA
USD
17067.04000000
0.000753424479
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2045#G07949
3128MAEW5
259665.32750000
PA
USD
261777.37000000
0.011556161983
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13381
3132HPXJ8
1031.46420000
PA
USD
1044.04000000
0.000046089145
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 3.8% 04/15/2024
136385AT8
2081000.00000000
PA
USD
2066546.41000000
0.091227691151
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
0.03800000
N
N
N
N
N
N
PRIMA CAPITAL LTD 2021
N/A
PRIMA CAPITAL LTD 2021-9A A 1ML+145 12/15/2037 144A
74167CAA5
139305.80700000
PA
USD
139305.81000000
0.006149654974
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.02377290
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2045#AY8424
3138YNLE5
850368.44970000
PA
USD
832695.58000000
0.036759346331
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #738886
3620AS2T5
31748.21760000
PA
USD
32093.10000000
0.001416749897
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 12/01/2044#AX5347
3138Y65H3
48487.10850000
PA
USD
48838.29000000
0.002155966309
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.25% 04/15/2049
29279FAA7
432000.00000000
PA
USD
418744.46000000
0.018485474162
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.06250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 7/37 #G03508
3128M5GR5
2571.20200000
PA
USD
2803.72000000
0.000123770219
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/42 #AL2128
3138EJLJ5
6524.87230000
PA
USD
7128.98000000
0.000314708821
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/25 #328844
31375AHV4
211.80300000
PA
USD
222.56000000
0.000009824911
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/45#AY8537
3138YNPX9
16839.00760000
PA
USD
16945.18000000
0.000748044970
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/28 #251409
31371GGS3
231.26220000
PA
USD
246.96000000
0.000010902049
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031
46647PBJ4
3926000.00000000
PA
USD
3834183.66000000
0.169260037452
Long
DBT
CORP
US
N
2
2031-03-24
Variable
0.04493000
N
N
N
N
N
N
BX TRUST 2021
N/A
BX TRUST 2022-IND A TSFR1M+139.8 04/15/2024 144A
05609WAA1
2719000.00000000
PA
USD
2645656.06000000
0.116792486618
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Variable
0.02824820
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2044#AX4256
3138Y5WS1
22471.97990000
PA
USD
23097.52000000
0.001019640019
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.04% 05/01/2027
097023CU7
909000.00000000
PA
USD
897881.42000000
0.039636975234
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05040000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP VAR 05/15/2024
292480AH3
405000.00000000
PA
USD
401854.64000000
0.017739873059
Long
DBT
CORP
US
N
2
2024-05-15
Variable
0.03900000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2041#
312946BR6
25761.78440000
PA
USD
26709.36000000
0.001179084695
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.451% 11/35 #1G1790
3128QJ7B6
4449.55400000
PA
USD
4545.85000000
0.000200676547
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Variable
0.02410000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
KIMCO REALTY CORP 3.375% 10/15/2022
948741AH6
249000.00000000
PA
USD
249039.12000000
0.010993831938
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
0.03375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/26 #250551
31371FH47
1548.87700000
PA
USD
1627.41000000
0.000071842014
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 09/32#MA3125
31418CPK4
59734.98040000
PA
USD
59141.90000000
0.002610819172
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
0.03000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 5.05% 03/15/2042 144A
55903VAN3
996000.00000000
PA
USD
847386.89000000
0.037407894210
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
0.05050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3.5% 02/01/2034#G16752
3128MFWM6
228315.77260000
PA
USD
228077.89000000
0.010068498441
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
0.03500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.375% 07/01/2025
00914AAH5
1977000.00000000
PA
USD
1861696.30000000
0.082184583057
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.03375000
N
N
N
N
N
N
ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC
N/A
ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC TSFR3M+150 07/20/2035 144A
01749WAA1
1736000.00000000
PA
USD
1691825.57000000
0.074685639691
Long
ABS-CBDO
CORP
XX
N
2
2035-07-20
Variable
0.03180730
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNR 1999-57 PH 6.5% 12/29
31359XGQ6
25841.99440000
PA
USD
27011.76000000
0.001192434143
Long
ABS-CBDO
USGSE
US
N
2
2029-12-25
Fixed
0.06500000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2019
N/A
BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A
05492PAE8
265000.00000000
PA
USD
244163.24000000
0.010778586215
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
0.03465000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.8% 12/01/2057
00206RMN9
4678000.00000000
PA
USD
3612925.82000000
0.159492610118
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
0.03800000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 3/30 #479229
36209RLJ0
904.37420000
PA
USD
989.38000000
0.000043676180
Long
ABS-MBS
USGA
US
N
2
2030-03-15
Fixed
0.08000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028
14040HBW4
2165000.00000000
PA
USD
2036350.74000000
0.089894703301
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.03800000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 6.02% 06/15/2026
24703TAD8
480000.00000000
PA
USD
498219.28000000
0.021993890087
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06020000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 12/22 #336788
36224SCZ3
22.61540000
PA
USD
22.78000000
0.000001005623
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
0.07500000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 7.125% 03/15/2033
023551AM6
308000.00000000
PA
USD
342803.31000000
0.015133052100
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.07125000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023
00774MAF2
1286000.00000000
PA
USD
1273186.77000000
0.056204829889
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AQ8634
3138MQSY0
38289.91150000
PA
USD
36597.88000000
0.001615613410
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 5.15% 03/19/2029
87165BAP8
2576000.00000000
PA
USD
2410008.79000000
0.106389837897
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
0.05150000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 10/01/2047#Q51124
3132XTHA9
6683.26300000
PA
USD
6700.03000000
0.000295772823
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
0.04000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CREDIT FUND
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 144A
09261HAS6
5035000.00000000
PA
USD
4836871.44000000
0.213523689443
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
0.04700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/25 #319653
31374PBW6
54.87150000
PA
USD
57.25000000
0.000002527301
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.0% 8/45#Q35367
3132QR6D7
20842.55570000
PA
USD
19887.15000000
0.000877918235
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2044#AS2751
3138WCBV4
40236.88450000
PA
USD
41407.23000000
0.001827922165
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 05/01/2036#745512
31403DGV5
449850.48510000
PA
USD
489789.25000000
0.021621746413
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
0.06000000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 4.194/VAR 04/01/2031 144A
225401AP3
2950000.00000000
PA
USD
2610275.96000000
0.115230632105
Long
DBT
CORP
CH
N
2
2031-04-01
Variable
0.04194000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.012% 04/15/2049
92343VDS0
89000.00000000
PA
USD
90344.62000000
0.003988263244
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.05012000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A
83368RAZ5
2986000.00000000
PA
USD
2633734.26000000
0.116266198757
Long
DBT
CORP
FR
N
2
2026-12-14
Variable
0.01488000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/29 #510172
31383QW91
474.59770000
PA
USD
511.26000000
0.000022569572
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/01/2046#BE1891
3140FMC53
71201.00230000
PA
USD
69632.26000000
0.003073916113
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.03500000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PETROLEO
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PETROLEO 4.375% 10/30/2024 144A
29245JAH5
1086000.00000000
PA
USD
1080773.63000000
0.047710751834
Long
DBT
CORP
CL
N
2
2024-10-30
Fixed
0.04375000
N
N
N
N
N
N
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD
549300PXR5FKNXF0OH19
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022
225433AH4
2221000.00000000
PA
USD
2222775.80000000
0.098124437564
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
0.03800000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 11/22 #339989
36224VUN3
199.52760000
PA
USD
200.96000000
0.000008871379
Long
ABS-MBS
USGA
US
N
2
2022-11-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2048#BM3700
3140J8DE0
268918.37740000
PA
USD
269437.47000000
0.011894317097
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 6.55% 05/01/2037
88732JAJ7
6199000.00000000
PA
USD
6206902.55000000
0.274003712716
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
0.06550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2042#AJ6217
3138AX4B4
3514.68540000
PA
USD
3561.81000000
0.000157236102
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.04000000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 4.709% 01/25/2029
35137LAH8
563000.00000000
PA
USD
551975.25000000
0.024366947379
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
0.04709000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC 6.15% 09/15/2043
761713AZ9
1227000.00000000
PA
USD
1135710.65000000
0.050135946579
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
0.06150000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC 4.55% 03/23/2030
59156RBZ0
3527000.00000000
PA
USD
3556289.65000000
0.156992406396
Long
DBT
CORP
US
N
2
2030-03-23
Fixed
0.04550000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.5% 04/15/2030
548661DU8
1170000.00000000
PA
USD
1155963.25000000
0.051029997605
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 8/39 #664574
36295AJT3
2118.88550000
PA
USD
2226.15000000
0.000098273391
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 11/1/42 #Q13634
3132HQBB7
106209.86600000
PA
USD
101606.79000000
0.004485431738
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
DB MASTER FIN LLC
549300F17UZJL70BPB08
DNKN 2017-1A A2II 4.03% 11/20/2047 144A
233046AF8
1770417.50000000
PA
USD
1694370.99000000
0.074798007257
Long
ABS-CBDO
CORP
US
N
2
2047-11-20
Fixed
0.04030000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 11/01/2041#MA4473
31418D6K3
2204577.69500000
PA
USD
1895447.62000000
0.083674535077
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.01500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #782989
36241LKA3
45063.93860000
PA
USD
46598.38000000
0.002057085482
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2045#AZ0727
3138YRYZ5
50716.26910000
PA
USD
49709.80000000
0.002194439118
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP D 1ML+157.82 11/15/2038 144A
78472UAG3
577561.00000000
PA
USD
539857.18000000
0.023831995180
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.02902200
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 02/15/2045#AL3843
36184AHU6
8076.49990000
PA
USD
7772.66000000
0.000343124075
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 4/41 #738229
3620ASEA3
7587.09540000
PA
USD
7901.03000000
0.000348790968
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
0.05000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.375% 03/19/2024
87165BAN3
1677000.00000000
PA
USD
1666791.20000000
0.073580497429
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/29 #518567
31384BCC8
118.61480000
PA
USD
128.23000000
0.000005660713
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2042#AL6997
3138EPX33
94535.19530000
PA
USD
97900.65000000
0.004321824188
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04500000
N
N
N
N
N
N
ENTERGY CORP NEW
4XM3TW50JULSLG8BNC79
ENTERGY CORP NEW 2.8% 06/15/2030
29364GAL7
876000.00000000
PA
USD
751314.48000000
0.033166777676
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.02800000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 3/41 #783295
36241LUU8
323112.52100000
PA
USD
334332.12000000
0.014759091418
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #399572
31378H2D2
311.26010000
PA
USD
335.33000000
0.000014803142
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 09/01/2051#
3133KMR72
9152093.36100000
PA
USD
8841053.06000000
0.390288286830
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 11/01/2051#FM9501
3140XDRX6
2369010.71800000
PA
USD
2139964.81000000
0.094468746415
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 9/41 #754197
36230NUW3
6807.66940000
PA
USD
6881.75000000
0.000303794853
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
0.04000000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 3.375% 03/25/2027
191216CR9
1742000.00000000
PA
USD
1727174.85000000
0.076246133654
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
0.03375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2033#MA3246
31418CTC8
43248.09740000
PA
USD
41739.15000000
0.001842574774
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.02500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.864%/VAR 07/23/2024
06051GHL6
1340000.00000000
PA
USD
1334115.38000000
0.058894523374
Long
DBT
CORP
US
N
2
2024-07-23
Variable
0.03864000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 07/31/2025
91282CAB7
83520600.00000000
PA
USD
76685613.19000000
3.385286389908
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 30YR 2.5% 03/01/2052#FS1082
3140XGFY0
1350537.57500000
PA
USD
1224076.75000000
0.054036868059
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02500000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 4.9% 12/15/2048
125523AK6
1157000.00000000
PA
USD
1110544.82000000
0.049025001015
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
0.04900000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 1/1/43 #Q14696
3132HRGD6
81625.32840000
PA
USD
78087.74000000
0.003447183277
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
ZOETIS INC 3.25% 02/01/2023
98978VAB9
506000.00000000
PA
USD
504205.58000000
0.022258155300
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/42 #AK3548
3138E75J9
6591.64120000
PA
USD
6672.31000000
0.000294549124
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 4.927/VAR 05/10/2028
14040HCS2
2300000.00000000
PA
USD
2277879.27000000
0.100556980244
Long
DBT
CORP
US
N
2
2028-05-10
Variable
0.04927000
N
N
N
N
N
N
CSMC 2018-SITE
N/A
CREDIT SUISSE MORTGAGE TRUST 2017-RPL3 4.5349% 04/15/2036 144A
12690CAE3
347211.00000000
PA
USD
333752.30000000
0.014733495264
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Fixed
0.04534900
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 03/01/2043#AB8610
31417FR83
44588.78270000
PA
USD
42618.40000000
0.001881389265
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03000000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028
80282KBC9
1754000.00000000
PA
USD
1548064.18000000
0.068339293138
Long
DBT
CORP
US
N
2
2028-01-06
Variable
0.02490000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/29 #510166
31383QW34
855.67310000
PA
USD
935.12000000
0.000041280872
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07500000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2019
N/A
BAMLL COML MTG SECS TR 2019-BPR CNM CSTR 11/05/2032 144A
05492PAG3
110000.00000000
PA
USD
94180.09000000
0.004157580067
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
0.03842502
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2045#AY9324
3138YPLE0
102433.37190000
PA
USD
100368.56000000
0.004430770075
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 3.875% 03/15/2023
23311VAD9
543000.00000000
PA
USD
537825.21000000
0.023742293864
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.03875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 5/40 #AL2129
3138EJLK2
79344.00190000
PA
USD
86488.73000000
0.003818044980
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 4.50% 7/25 #G13844
3128MCP58
15940.20720000
PA
USD
16127.08000000
0.000711929945
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2047#Q49499
3132WPRV1
52455.47440000
PA
USD
53767.38000000
0.002373560987
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 4/41 #738218
3620ASDX4
6014.64380000
PA
USD
6263.51000000
0.000276502648
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
0.05000000
N
N
N
N
N
N
CSMC 2020-NET
N/A
CSMC 2020-NET 2.2569% 08/15/2037 144A
126438AA8
592056.46000000
PA
USD
546534.60000000
0.024126769885
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
0.02256900
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AR1680
3138NX2N6
3833.96150000
PA
USD
3664.54000000
0.000161771118
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/39 #723339
3620A9S44
12851.56600000
PA
USD
13522.43000000
0.000596947671
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 11/01/2051#BU8959
3140MA5V2
74127.26000000
PA
USD
61601.84000000
0.002719413223
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 06/01/2050#CA5966
3140QDTY0
488700.44230000
PA
USD
444963.37000000
0.019642907943
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
0.02500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.8% 06/15/2038
29278NAD5
692000.00000000
PA
USD
648181.25000000
0.028613961244
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
0.05800000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 4.75% 02/15/2028
925650AB9
2029000.00000000
PA
USD
1936619.63000000
0.085492073456
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/42 #AK1510
3138E5VC9
19184.41130000
PA
USD
19419.71000000
0.000857283096
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 09/01/2046#G61420
31335BSH0
134582.96850000
PA
USD
131986.77000000
0.005826555954
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032
38141GYJ7
2893000.00000000
PA
USD
2339442.70000000
0.103274697858
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02383000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR3682
3138W1CU9
16488.80190000
PA
USD
15760.16000000
0.000695732262
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/40 #783143
36241LP42
16752.23030000
PA
USD
16932.89000000
0.000747502428
Long
ABS-MBS
USGA
US
N
2
2040-10-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 01/01/2027#
31283GW60
334.30420000
PA
USD
354.01000000
0.000015627771
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
0.07500000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
157747347.87100000
NS
USD
157778897.34000000
6.965149414096
Long
STIV
RF
US
N
1
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2044#AX6700
3138Y8NS5
7435.93610000
PA
USD
7642.93000000
0.000337397144
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 07/15/2043#AF0101
36181FDE8
83264.96340000
PA
USD
82197.17000000
0.003628594064
Long
ABS-MBS
USGA
US
N
2
2043-07-15
Fixed
0.03500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.625% 09/01/2028
404121AJ4
1311000.00000000
PA
USD
1289624.15000000
0.056930458028
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.05625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2046#BD4423
3140FB4H0
107291.45430000
PA
USD
104961.07000000
0.004633506429
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 12/01/2042#Q13420
3132HPYR9
14966.34670000
PA
USD
15148.88000000
0.000668747306
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.04000000
N
N
N
N
N
N
LIFE FINANCIAL SERVICES TRUST 2022
N/A
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A
53218DAJ7
1187000.00000000
PA
USD
1133557.22000000
0.050040883412
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.03820560
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+71.21 10/15/2036 144A
05609PAA6
2648253.00000000
PA
USD
2513900.24000000
0.110976125951
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.02014100
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 3.5% 02/01/2025
92277GAE7
1976000.00000000
PA
USD
1927577.25000000
0.085092897591
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03500000
N
N
N
N
N
N
JBS FINANCE LUXEMBOURG SARL
N/A
JBS FINANCE LUXEMBOURG SARL 2.5% 01/15/2027 144A
46592QAB5
4189000.00000000
PA
USD
3634962.86000000
0.160465435247
Long
DBT
CORP
LU
N
2
2027-01-15
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 3/1/43 #AT0170
3138WMFL0
115625.17620000
PA
USD
113583.51000000
0.005014144042
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/40 #743665
3620AYFE1
12170.27050000
PA
USD
12817.85000000
0.000565843987
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.05000000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 4.25% 05/15/2023
37045XAL0
638000.00000000
PA
USD
640172.84000000
0.028260429985
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.04250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 10/40 #004833
36202FLN4
116885.83730000
PA
USD
117942.20000000
0.005206558412
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 4.5% 10/01/2040#
3129424K8
4440.22740000
PA
USD
4595.33000000
0.000202860842
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2045#AY5060
3138YJTS5
34781.62320000
PA
USD
34091.38000000
0.001504963968
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/32 #735415
31402RAQ2
6023.77240000
PA
USD
6557.93000000
0.000289499819
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
678000.00000000
PA
USD
655368.14000000
0.028931226503
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.01450000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051
95000U2M4
6470000.00000000
PA
USD
6345767.27000000
0.280133895773
Long
DBT
CORP
US
N
2
2051-04-04
Variable
0.05013000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 4.65% 07/15/2042
20030NBE0
779000.00000000
PA
USD
744464.94000000
0.032864404733
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
0.04650000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 03/15/2045#AL5046
36184BTB3
7018.36920000
PA
USD
6754.34000000
0.000298170338
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
CSMC 2018-SITE
N/A
CSMC 2018-SITE D CSTR 04/15/2036 144A
12690CAJ2
465913.00000000
PA
USD
435873.45000000
0.019241633425
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
0.04941441
N
N
N
N
N
N
CSMC 2018-SITE
N/A
CSMC 2018-SITE C CSTR 04/15/2036 144A
12690CAG8
233110.00000000
PA
USD
222891.62000000
0.009839550552
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
0.04941441
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
1538000.00000000
PA
USD
1529961.01000000
0.067540128699
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
0.04875000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2019-MEAD
N/A
MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A
61771LAE2
371442.00000000
PA
USD
344535.48000000
0.015209518744
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
0.03283000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.45% 09/29/2027
172967KA8
5245000.00000000
PA
USD
5136593.56000000
0.226754922413
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
0.04450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2042#Q11138
3132HMHP9
16893.62200000
PA
USD
17104.94000000
0.000755097575
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.5% 02/43 #Q15869
3132J66F6
82351.55580000
PA
USD
80968.82000000
0.003574368554
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 12/15/2042#AB8144
36178VBM2
3039.59410000
PA
USD
3050.49000000
0.000134663880
Long
ABS-MBS
USGA
US
N
2
2042-12-15
Fixed
0.04000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 2.45% 09/13/2029
828807DF1
499000.00000000
PA
USD
423936.88000000
0.018714693543
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
0.02450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AB7497
31417EKK6
11799.43240000
PA
USD
11278.02000000
0.000497868192
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028
92277GAM9
688000.00000000
PA
USD
656982.80000000
0.029002505668
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 03/01/2044#Q25226
3132M5PK2
15520.41490000
PA
USD
15670.90000000
0.000691791879
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04000000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 3.35% 04/01/2027
548661EG8
211000.00000000
PA
USD
203051.21000000
0.008963695653
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03350000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2046#BC8095
3140F37H5
111433.36930000
PA
USD
111787.76000000
0.004934870658
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 12/01/2042#Q13899
3132HQKL5
10031.78360000
PA
USD
10154.13000000
0.000448254068
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.04000000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP 1ML+73.08 11/15/2038 144A
78472UAA6
2470353.00000000
PA
USD
2346285.45000000
0.103576771056
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.02054800
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 3.05% 10/15/2027
125523AZ3
982000.00000000
PA
USD
922550.56000000
0.040725994418
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.03050000
N
N
N
N
N
N
NEW JERSEY ECO DEV AUTH ST PEN
N/A
NEW JERSEY ECO DEV AUTH ST PENSER A MBIA
645913AA2
2221000.00000000
PA
USD
2495224.87000000
0.110151701744
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
0.07425000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.25% 01/15/2029
161175CD4
1100000.00000000
PA
USD
903834.21000000
0.039899761149
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.02250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 10/41 #005280
36202F2M7
803227.31700000
PA
USD
810655.08000000
0.035786368460
Long
ABS-MBS
USGA
US
N
2
2042-01-20
Fixed
0.04000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 7.3% 07/01/2038
88732JAN8
1160000.00000000
PA
USD
1211224.83000000
0.053469520051
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
0.07300000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032
06051GKA6
4656000.00000000
PA
USD
3762496.75000000
0.166095418814
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02299000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 12/01/2044#Q30848
3132QL5J8
15127.47300000
PA
USD
14410.40000000
0.000636147107
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 1.5% 12/01/2040#RB5089
3133KYUN7
75381.89300000
PA
USD
65023.71000000
0.002870471674
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.01500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5% 11/24/2025
6174467X1
4489000.00000000
PA
USD
4561009.35000000
0.201345757496
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
0.05000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 2.75% 03/15/2027 144A
30161NAZ4
449000.00000000
PA
USD
419719.13000000
0.018528500969
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.02750000
N
N
N
N
N
N
COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP
N/A
CENT CLO 20 LTD / CENT CLO 20-29A AR 3ML+117 10/20/2034 144A
197363AU8
1944015.00000000
PA
USD
1868359.77000000
0.082478741940
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Variable
0.02232710
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2043#AQ9316
3138MRK67
692421.24840000
PA
USD
637051.44000000
0.028122635782
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2041#
3132GET67
19576.48050000
PA
USD
20225.14000000
0.000892838804
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 06/01/2045#Q34104
3132QQR20
22897.64550000
PA
USD
21848.03000000
0.000964481283
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 03/01/2033#G18681
3128MMXK4
83204.91200000
PA
USD
82421.76000000
0.003638508590
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
SPGN 2022-TFLM MTG TR
N/A
SPGN 2022-TFLM C TSFR1M+265 02/15/2039 144A
78473HAJ5
334000.00000000
PA
USD
318253.90000000
0.014049318397
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.03928650
N
N
N
N
N
N
AASET 2019-2 TR
N/A
AASET 2019-2 TR 3.376% 10/16/2039 144A
00038RAA4
1635186.69030000
PA
USD
1243267.11000000
0.054884026500
Long
ABS-CBDO
CORP
US
N
2
2039-10-16
Fixed
0.03376000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 144A
21871XAL3
724000.00000000
PA
USD
603571.43000000
0.026644660743
Long
DBT
CORP
US
N
2
2052-04-05
Fixed
0.04400000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #435836
36207MEH5
886.07600000
PA
USD
944.25000000
0.000041683916
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 02/01/2035#FM2502
3140X5X81
255180.63840000
PA
USD
245400.05000000
0.010833185193
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.02500000
N
N
N
N
N
N
ARES XLI CLO LTD / ARES XLI CLO LLC
549300X38KZ67Q2FQG11
ARES XLI CLO LTD / ARES XLI CLO LLC 1ML+107 04/15/2034 144A
04016DAS4
2173138.00000000
PA
USD
2091723.56000000
0.092339136437
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Variable
0.02114290
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 01/01/2041#MA4231
31418DVZ2
124604.98800000
PA
USD
107483.09000000
0.004744841001
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.01500000
N
N
N
N
N
N
ALLEGRO CLO LTD
N/A
ALLEGRO CLO LTD 3ML+114 07/20/2034 144A
01750WAC3
1532085.00000000
PA
USD
1473897.94000000
0.065065224477
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Variable
0.02202710
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/47#784304
3622A2X98
240235.96250000
PA
USD
242059.43000000
0.010685713523
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
0.04000000
N
N
N
N
N
N
BX TRUST 2022-IND
N/A
BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A
05609WAG8
1386000.00000000
PA
USD
1343108.57000000
0.059291527746
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Variable
0.03273820
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.409% 5/35 #829985
31407GCW6
5282.44040000
PA
USD
5468.47000000
0.000241405607
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
0.02750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 11/15/2042#AB9211
36178WGU7
158368.72700000
PA
USD
156387.28000000
0.006903716466
Long
ABS-MBS
USGA
US
N
2
2042-11-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 7/40 #004746
36202FHX7
54062.67100000
PA
USD
55558.23000000
0.002452618060
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/27 #190289
31368HKA0
1148.35570000
PA
USD
1220.76000000
0.000053890450
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 12/01/2040#MA4202
31418DU42
120781.48800000
PA
USD
104184.98000000
0.004599245936
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2034#CA4890
3140QCNG7
117214.52440000
PA
USD
115208.27000000
0.005085869072
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025
084659AT8
3813000.00000000
PA
USD
3836295.79000000
0.169353277431
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2044#AX4421
3138Y54F0
107595.13910000
PA
USD
110590.20000000
0.004882004372
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2033#727139
31402EZC5
57719.32830000
PA
USD
59295.33000000
0.002617592339
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/28 #457547
31381DHY4
147.69280000
PA
USD
154.24000000
0.000006808924
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 4/41 #762904
36176DKR3
30190.38210000
PA
USD
31074.50000000
0.001371783800
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
0.04500000
N
N
N
N
N
N
STRATUS STATIC CLO 2022-1 LTD
N/A
STRATUS STATIC CLO 2022-1 LTD TSFR3M+175 07/20/2030 144A
86317WAA4
417000.00000000
PA
USD
413207.80000000
0.018241058307
Long
ABS-CBDO
CORP
JE
N
2
2030-07-20
Variable
0.01750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 07/15/2045#AN8980
36186S6R4
10645.97940000
PA
USD
10228.84000000
0.000451552141
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR0910
3138NXAL1
13000.80700000
PA
USD
12426.30000000
0.000548559012
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 7/41 #769093
36176LGA7
13738.29350000
PA
USD
13889.60000000
0.000613156391
Long
ABS-MBS
USGA
US
N
2
2041-07-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 03/15/2045#AK7286
36183RCX9
2411.86160000
PA
USD
2321.13000000
0.000102466283
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13653
3132HQBW1
15355.05340000
PA
USD
15542.33000000
0.000686116156
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 12/01/2051#RA6510
3133KNGT4
1263138.58000000
PA
USD
1101066.78000000
0.048606592940
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2350
3140QMTG9
964785.19500000
PA
USD
840994.76000000
0.037125713632
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.5% 07/15/2023
55336VAE0
606000.00000000
PA
USD
607722.77000000
0.026827921647
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/47#Q48876
3132WN2J0
65147.69910000
PA
USD
66797.39000000
0.002948770777
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2047#BE5530
3140FREC5
90374.43410000
PA
USD
88326.77000000
0.003899185256
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2045#AY7630
3138YMPQ6
6135.01950000
PA
USD
5844.74000000
0.000258016046
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2043#Q16935
3132J8EH9
130670.89780000
PA
USD
128476.84000000
0.005671610094
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029
681936BL3
1814000.00000000
PA
USD
1539457.96000000
0.067959371556
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03625000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 5.6% 04/01/2044
23311VAF4
376000.00000000
PA
USD
303851.24000000
0.013413512972
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
0.05600000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 5.141% 03/15/2052 144A
55903VAQ6
1583000.00000000
PA
USD
1328691.05000000
0.058655066326
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
0.05141000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 2.45% 06/01/2030
26441CBH7
854000.00000000
PA
USD
719824.00000000
0.031776630439
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02450000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 9/41 #772060
36176PQM1
18322.26620000
PA
USD
18523.72000000
0.000817729618
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
0.04000000
N
N
N
N
N
N
JBS FINANCE LUXEMBOURG SARL
N/A
JBS FINANCE LUXEMBOURG SARL 3.625% 01/15/2032 144A
46592QAA7
320000.00000000
PA
USD
258400.00000000
0.011407067985
Long
DBT
CORP
LU
N
2
2032-01-15
Fixed
0.03625000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 1.038/VAR 06/18/2025 144A
83368RBE1
4852000.00000000
PA
USD
4537646.93000000
0.200314423466
Long
DBT
CORP
FR
N
2
2025-06-18
Variable
0.01038000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.15% 4/35 #1N0006
3128QGAF9
15001.11660000
PA
USD
15409.46000000
0.000680250610
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
0.02184000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #415853
31379C5N7
704.22310000
PA
USD
754.57000000
0.000033310492
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 11/01/2032#G18665
3128MMW33
18179.53020000
PA
USD
17594.29000000
0.000776699931
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 3/39 #697924
36296QLD9
10574.84270000
PA
USD
11114.16000000
0.000490634592
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 12/40 #AH1016
3138A2DW6
3380.18000000
PA
USD
3420.42000000
0.000150994440
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 11/15/2041
912810TC2
16500000.00000000
PA
USD
13104609.38000000
0.578502980334
Long
DBT
UST
US
N
2
2041-11-15
Fixed
0.02000000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE CO LLC
N/A
TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030
893574AP8
312000.00000000
PA
USD
280188.76000000
0.012368932794
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03250000
N
N
N
N
N
N
BOSTON PPTY LTD PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028
10112RBA1
1193000.00000000
PA
USD
1159897.88000000
0.051203691846
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21605
3132JNYA9
25481.08680000
PA
USD
25791.86000000
0.001138581658
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 02/15/2032
91282CDY4
40000000.00000000
PA
USD
36190624.00000000
1.597635094420
Long
DBT
UST
US
N
2
2032-02-15
Fixed
0.01875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 3/38 #889219
31410G4C4
20556.67010000
PA
USD
22444.42000000
0.000990808919
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
0.06000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.91%/VAR 05/24/2033
172967NU1
3286000.00000000
PA
USD
3242380.16000000
0.143134871978
Long
DBT
CORP
US
N
2
2033-05-24
Variable
0.04910000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS 4.1% 02/09/2027
254709AM0
875000.00000000
PA
USD
839170.41000000
0.037045177701
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
0.04100000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 06/01/2044#Q26541
3132M65A4
11203.95790000
PA
USD
11312.59000000
0.000499394284
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/28 #428795
31379TKG8
1579.67380000
PA
USD
1700.09000000
0.000075050472
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/39 #698474
36296Q6K0
59084.15700000
PA
USD
61048.75000000
0.002694997065
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/41 #Q02511
3132GFYG6
3825.26680000
PA
USD
3952.02000000
0.000174461922
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.04500000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.7% 04/06/2023
718546AU8
146000.00000000
PA
USD
145989.11000000
0.006444689252
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.03700000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 5/39 #G05457
3128M7ME3
71482.46250000
PA
USD
73968.09000000
0.003265321328
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
0.04500000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027
105340AQ6
1415000.00000000
PA
USD
1334724.79000000
0.058921425778
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.03950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/42 #AK2525
3138E6YX8
13768.85610000
PA
USD
13950.55000000
0.000615847028
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/29 #511104
31383RX98
667.33900000
PA
USD
728.71000000
0.000032168902
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028
38141GWL4
12774000.00000000
PA
USD
12113356.70000000
0.534744130832
Long
DBT
CORP
US
N
2
2028-06-05
Variable
0.03691000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 3.125% 05/12/2023 144A
928668BD3
1531000.00000000
PA
USD
1520037.09000000
0.067102037251
Long
DBT
CORP
US
N
2
2023-05-12
Fixed
0.03125000
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
529405.00000000
PA
USD
515286.83000000
0.022747337081
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Variable
0.02144290
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 3.75% 03/26/2025
225433AC5
1429000.00000000
PA
USD
1384184.76000000
0.061104836151
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/46#BC0287
3140EUJ91
20475.22150000
PA
USD
20993.99000000
0.000926779687
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2047#Q53017
3132XVK77
238914.18340000
PA
USD
243769.47000000
0.010761203239
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/27 #366829
31376VPN6
916.81550000
PA
USD
970.51000000
0.000042843163
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
0.07000000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2018-BOP
N/A
MORGAN STANLEY CAP I TR 2018-BOP C 1ML+150 06/15/2035 144A
61768FAJ9
2580383.00110000
PA
USD
2539467.67000000
0.112104800147
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Variable
0.02824000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 06/47#MA4511
36179TAL9
319256.40810000
PA
USD
320881.52000000
0.014165314682
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/31 #533678
36212G2K7
1090.18550000
PA
USD
1146.20000000
0.000050598998
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
0.07000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.75% 08/15/2041
912810TA6
43542800.00000000
PA
USD
33121443.03000000
1.462146100674
Long
DBT
UST
US
N
2
2041-08-15
Fixed
0.01750000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.55% 03/21/2031
92343VGJ7
1698000.00000000
PA
USD
1451802.80000000
0.064089834523
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
0.02550000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 08/20/2045#MA3035
36179RLQ0
566863.69550000
PA
USD
572229.23000000
0.025261059325
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 1.5% 07/01/2037 #TBA
01F012478
2700000.00000000
PA
USD
2456717.85000000
0.108451809348
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 8/37 #G06089
3128M8C28
25656.19520000
PA
USD
28040.25000000
0.001237836834
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.06000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.7% 02/16/2032
71643VAB1
1810000.00000000
PA
USD
1371075.00000000
0.060526105796
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
0.06700000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 07/01/2052 #TBA
21H040673
3400000.00000000
PA
USD
3383581.74000000
0.149368215719
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 02/01/2028#
31292GUK0
84.18550000
PA
USD
90.54000000
0.000003996888
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2046#Q45028
3132WJSS1
20692.68140000
PA
USD
21216.67000000
0.000936609895
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #353415
36203MSC5
1311.92090000
PA
USD
1391.70000000
0.000061436596
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 11/41 #489862
36210EFB0
41983.79110000
PA
USD
42446.93000000
0.001873819722
Long
ABS-MBS
USGA
US
N
2
2041-11-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2043#Q23023
3132M3AY3
165723.31910000
PA
USD
167589.15000000
0.007398223017
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/47#Q48877
3132WN2K7
289620.95480000
PA
USD
290709.55000000
0.012833373068
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #404846
31378PWF6
559.86090000
PA
USD
600.96000000
0.000026529379
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2045#AZ0814
3138YR3Y2
473880.34230000
PA
USD
464031.88000000
0.020484687316
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AQ1978
3138MHFU2
28559.86080000
PA
USD
27297.80000000
0.001205061379
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/2043#Q20763
3132JMZ44
14857.07190000
PA
USD
15038.27000000
0.000663864428
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 08/01/2039#MA3761
31418DFB3
25852.54900000
PA
USD
24237.66000000
0.001069971499
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
0.02500000
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
2419569.55340000
PA
USD
2363539.10000000
0.104338433435
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.02444000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 3.5% 09/01/2030
404119CA5
1046000.00000000
PA
USD
889842.66000000
0.039282104175
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 03/01/2033#G18683
3128MMXM0
51885.24590000
PA
USD
50117.65000000
0.002212443656
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/45#AY3962
3138YHML1
24273.73730000
PA
USD
24388.86000000
0.001076646223
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 03/15/2045#AL2303
36183XRY8
2127.26340000
PA
USD
2047.23000000
0.000090374968
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP 4% 06/15/2029
91529YAN6
1353000.00000000
PA
USD
1274931.81000000
0.056281864679
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/29 #323500
31374TKM0
138.49170000
PA
USD
147.22000000
0.000006499026
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 11/1/42 #Q13479
3132HP2L7
6542.29820000
PA
USD
6258.76000000
0.000276292959
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 04/01/2043#Q16749
3132J75K4
8268.86930000
PA
USD
8369.72000000
0.000369481288
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.04000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.797%/VAR 07/23/2024
46647PAU0
1754000.00000000
PA
USD
1747469.98000000
0.077142062167
Long
DBT
CORP
US
N
2
2024-07-23
Variable
0.03797000
N
N
N
N
N
N
KKR CLO 41 LTD
N/A
KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A
48255PAA3
3167000.00000000
PA
USD
3039521.60000000
0.134179680859
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Variable
0.02022320
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/25 #329280
31375AXH7
374.80160000
PA
USD
393.07000000
0.000017352075
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 07/45#AO0257
3617A0JA5
7252.42670000
PA
USD
6968.26000000
0.000307613837
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
0.03000000
N
N
N
N
N
N
EMIRATE OF ABU DHABI
213800FER4348CINTA77
EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A
29135LAJ9
1748000.00000000
PA
USD
1554955.25000000
0.068643499422
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
0.03875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 03/01/2033#ZS8690
3132A9UP0
83212.81580000
PA
USD
82360.63000000
0.003635810006
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3.625% 04/01/2027
126650DH0
551000.00000000
PA
USD
536747.87000000
0.023694734690
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/25 #328609
31375AAJ8
235.84180000
PA
USD
247.33000000
0.000010918382
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/01/2046#BC2847
3140EXEV1
15005.08780000
PA
USD
15048.12000000
0.000664299256
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 01/01/2052#RA6622
3133KNLB7
1803695.59500000
PA
USD
1625783.75000000
0.071770223551
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/49#CA4421
3140QB4F2
283927.13800000
PA
USD
267143.67000000
0.011793057296
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 07/01/2052 #TBA
01F020679
30050000.00000000
PA
USD
26074949.94000000
1.151078663617
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 03/01/2033#BH6415
3140GVDV4
79964.17770000
PA
USD
79145.26000000
0.003493867498
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA
13063A5G5
1100000.00000000
PA
USD
1492136.80000000
0.065870378951
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
0.07550000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/29 #508736
36211CEH1
1516.36420000
PA
USD
1607.02000000
0.000070941897
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 04/20/2050#MA6599
36179VKL3
2041683.47990000
PA
USD
1938971.49000000
0.085595896315
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 4/32 #C01344
31292HP57
58966.39720000
PA
USD
63309.66000000
0.002794804937
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 03/01/2033#BM4614
3140J9DU2
117610.33610000
PA
USD
116479.38000000
0.005141982223
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 6/41 #768770
36176K2B2
4722.21240000
PA
USD
4774.47000000
0.000210768977
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/31 #550985
36213DCW6
3185.59920000
PA
USD
3458.52000000
0.000152676365
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
0.07000000
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
1204586.36140000
PA
USD
1174335.83000000
0.051841055148
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.02405000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 10/01/2039#FM1486
3140X4UL8
136085.79520000
PA
USD
127159.86000000
0.005613472012
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 9/37 #942981
31413ECS2
5378.63730000
PA
USD
5887.57000000
0.000259906777
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3% 2/43 #Q15438
3132J6PY4
242970.85130000
PA
USD
232440.64000000
0.010261092039
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.5% 03/13/2027
71654QCG5
1481000.00000000
PA
USD
1278473.25000000
0.056438201548
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2033#727060
31402EWV6
25549.30380000
PA
USD
26243.00000000
0.001158497233
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2046#Q39717
3132QWYP8
21041.96540000
PA
USD
19991.93000000
0.000882543748
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 01/15/2045#AL1871
36183XCG3
1670.44660000
PA
USD
1607.60000000
0.000070967501
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 02/20/2050#MA6474
36179VFP0
404847.97240000
PA
USD
384575.94000000
0.016977104849
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.24% 9/33 #555935
31385XSY4
18985.88190000
PA
USD
19223.68000000
0.000848629352
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
0.01571000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 0.0% 10/01/2041#AI6819
3138ALSH1
5738.02550000
PA
USD
5804.73000000
0.000256249805
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Variable
0.02080000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/26 #336195
31375JNL0
102.64600000
PA
USD
108.47000000
0.000004788408
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/32 #634194
31389SRP1
327.28620000
PA
USD
353.90000000
0.000015622915
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 08/01/2045#AZ3728
3138YVEA3
21565.29990000
PA
USD
20504.50000000
0.000905171151
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.95% 03/31/2030
404280CF4
437000.00000000
PA
USD
431741.32000000
0.019059220546
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
0.04950000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #444633
36207W4S0
413.80120000
PA
USD
440.65000000
0.000019452494
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 06/20/2050#MA6711
36179VN48
4600198.70540000
PA
USD
4495112.69000000
0.198436749444
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 04/01/2041#
31418DYH9
21952.83400000
PA
USD
19678.05000000
0.000868687516
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.02000000
N
N
N
N
N
N
AASET 2019-1 TRUST
549300TXM3PCKZJKD061
AASET 2019-1 TRUST 3.844% 05/15/2039 144A
00256DAA0
818871.77490000
PA
USD
562656.70000000
0.024838479989
Long
ABS-CBDO
CORP
US
N
2
2039-05-15
Fixed
0.03844000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 4/1/43 #AT0668
3138WMW64
6857.23190000
PA
USD
6736.15000000
0.000297367341
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK6409
3138EBDP7
25212.28580000
PA
USD
25526.59000000
0.001126871314
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 3.35% 03/15/2032 144A
30161NBC4
546000.00000000
PA
USD
489361.20000000
0.021602850146
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.03350000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/2043#Q20785
3132JM2S7
12931.78150000
PA
USD
13089.50000000
0.000577835976
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2041#
3129444V0
10385.50450000
PA
USD
10746.45000000
0.000474402034
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2045#AY3425
3138YGYX4
34862.83530000
PA
USD
34149.19000000
0.001507515990
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
COLUMBIA CENT CLO 31 LTD
N/A
COLUMBIA CENT CLO 31A A1 LTD 3ML+120 04/20/2034 144A
19737LAC7
2085721.00000000
PA
USD
2009485.81000000
0.088708750968
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.02262710
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026
00774MAV7
1236000.00000000
PA
USD
1076262.85000000
0.047511623452
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
0.02450000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 2.625% 08/01/2031
15135BAZ4
1403000.00000000
PA
USD
1116086.50000000
0.049269638478
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
0.02625000
N
N
N
N
N
N
RABOBANK NEDERLAND COOPERATIEV E CENTRALE RAIFEISEN-BOERNELEE NBANK B.A.
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND COOP CENTL 4.375% 08/04/2025
21684AAC0
2285000.00000000
PA
USD
2265820.60000000
0.100024650258
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
0.04375000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 2.7% 06/22/2030
92556VAD8
1533000.00000000
PA
USD
1230326.12000000
0.054312746497
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
0.02700000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC 3.9% 04/20/2023
054561AC9
208000.00000000
PA
USD
209033.57000000
0.009227786935
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
0.03900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/26 #358481
31376LFW9
73.28730000
PA
USD
75.33000000
0.000003325442
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 05/01/2045#Q33468
3132QP2A1
20033.96930000
PA
USD
19084.32000000
0.000842477305
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2048#BJ2731
3140H4A95
690288.81290000
PA
USD
690542.70000000
0.030484007452
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04000000
N
N
N
N
N
N
MAGNETITE IX LTD / MAGNETITE IX LLC
N/A
MAGNETITE IX LTD /LLC 3ML+113 10/25/2034 144A
55953UAA2
2357478.00000000
PA
USD
2275791.39000000
0.100464810782
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Variable
0.02314000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 4/42 #AK6572
3138EBJS5
271973.84090000
PA
USD
268858.63000000
0.011868764206
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 10/41 #Q03643
3132GJWC9
125218.70230000
PA
USD
129367.80000000
0.005710941523
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04500000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 1.65% 06/22/2025
92556VAB2
302000.00000000
PA
USD
273387.77000000
0.012068703091
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
0.01650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 07/01/2046#Q41359
3132WEQM7
9994.22300000
PA
USD
9792.06000000
0.000432270488
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21526
3132JNVT1
14827.66930000
PA
USD
14994.61000000
0.000661937057
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 07/01/2052 #TBA
21H022671
22800000.00000000
PA
USD
20853224.28000000
0.920565584654
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2045#G61796
31335B7H3
37020.83950000
PA
USD
38322.00000000
0.001691724687
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04500000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.3% 02/15/2030
00206RGQ9
859000.00000000
PA
USD
838298.80000000
0.037006700478
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 7/40#V81831
3132L7A82
13059.12040000
PA
USD
12794.96000000
0.000564833508
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 06/01/2032#C91456
3128P7TM5
2091867.82830000
PA
USD
2090051.67000000
0.092265330853
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.03500000
N
N
N
N
N
N
COMMONWEALTH BANK AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A
202712BK0
802000.00000000
PA
USD
713704.51000000
0.031506485553
Long
DBT
CORP
AU
N
2
2034-09-12
Variable
0.03610000
N
N
N
N
N
N
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC
N/A
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC 3ML+120 01/22/2031 144A
55817AAQ7
573573.00000000
PA
USD
549522.51000000
0.024258671172
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Variable
0.02336290
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2044#AX8928
3138YA4N2
33396.20790000
PA
USD
34304.97000000
0.001514392898
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 01/15/2045#AK3531
36183L4Q6
7356.42720000
PA
USD
7079.68000000
0.000312532473
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
0.03000000
N
N
N
N
N
N
LIFE FINANCIAL SERVICES TRUST 2022
N/A
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A
53218DAE8
2383000.00000000
PA
USD
2311465.20000000
0.102039631122
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.03072560
N
N
N
N
N
N
LIFE FINANCIAL SERVICES TRUST 2022
N/A
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A
53218DAA6
3430000.00000000
PA
USD
3344200.61000000
0.147629735738
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.02573890
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 7.875% 10/01/2029
023551AF1
1346000.00000000
PA
USD
1547636.22000000
0.068320400843
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.07875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/45#AZ9583
3140E2UH2
6102.41660000
PA
USD
6131.36000000
0.000270668886
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3% 08/15/2026
126650DF4
192000.00000000
PA
USD
183626.89000000
0.008106209048
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.85% 04/09/2025
718546AV6
188000.00000000
PA
USD
186837.12000000
0.008247924651
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
0.03850000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2047
912810RV2
25251500.00000000
PA
USD
23579574.45000000
1.040920312753
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/29 #499474
36210Q2F8
2112.32190000
PA
USD
2254.72000000
0.000099534614
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #719232
3620A5A90
21001.35400000
PA
USD
21722.24000000
0.000958928283
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2049#FM1277
3140X4M37
416681.92980000
PA
USD
413710.07000000
0.018263231016
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
0.04000000
N
N
N
N
N
N
THUNDERBOLT AIRCRAFT LEASE LIM
N/A
THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A
886065AA9
1739912.49030000
PA
USD
1534436.65000000
0.067737705826
Long
ABS-CBDO
CORP
KY
N
2
2038-09-15
Variable
0.04147000
N
N
N
N
N
N
ARES CLO
N/A
ARES CLO 2019-54A A 3ML+132 10/15/2032 144A
04017WAC6
1676859.00000000
PA
USD
1637927.36000000
0.072306303213
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Variable
0.02364290
N
N
N
N
N
N
PINE STR TR I
N/A
PINE STR TR I 4.572% 02/15/2029 144A
722844AA5
1750000.00000000
PA
USD
1690265.76000000
0.074616781879
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04572000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/01/2051#
3140QMKN3
2898140.78300000
PA
USD
2797607.47000000
0.123500381603
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/28 #190294
31368HKF9
140.00390000
PA
USD
149.64000000
0.000006605857
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 03/15/2045#AL9337
36184HLS1
8064.45340000
PA
USD
7761.07000000
0.000342612434
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 01/01/2052#FS0286
3140XFJ85
5687018.95700000
PA
USD
4957324.38000000
0.218841084473
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.59% 9/36 #893081
31410PFW8
13160.95220000
PA
USD
13432.64000000
0.000592983892
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
0.02401000
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
885205.00000000
PA
USD
863191.72000000
0.038105598430
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Variable
0.02144290
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 12/20/2051#MA7767
36179WTY4
96668.38000000
PA
USD
88680.93000000
0.003914819649
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 11/01/2045#Q37070
3132QT2C9
7652.45280000
PA
USD
7502.44000000
0.000331195213
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/37 #AE0265
31419AJK4
100168.76670000
PA
USD
108134.07000000
0.004773578513
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2049#CA4406
3140QB3Q9
358033.17320000
PA
USD
337652.35000000
0.014905662971
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 02/01/2047#BE5696
3140FRKJ3
56700.56160000
PA
USD
55415.86000000
0.002446333136
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2045#AY9074
3138YPCL4
27238.61090000
PA
USD
26698.06000000
0.001178585857
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2045#AS5366
3138WE6C8
20452.23410000
PA
USD
20027.18000000
0.000884099859
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2349
3140QMTF1
3320908.12100000
PA
USD
2894806.39000000
0.127791227921
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
CA ST BUILD AMERICA BONDS
13063BBU5
245000.00000000
PA
USD
319146.31000000
0.014088713836
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
0.07350000
N
N
N
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031
866677AE7
1323000.00000000
PA
USD
1066162.04000000
0.047065723195
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.02700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2047#AS9968
3138WLCE1
151416.21490000
PA
USD
151661.18000000
0.006695082782
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 07/47#MA4587
36179TCY9
95147.31280000
PA
USD
95631.64000000
0.004221658742
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
0.04000000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 3.3% 07/15/2025 144A
00130HCB9
2635000.00000000
PA
USD
2471577.30000000
0.109107779767
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03300000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030
209111FX6
242000.00000000
PA
USD
225440.07000000
0.009952051877
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03350000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 04/01/2034#G16829
3128MFY28
198563.61970000
PA
USD
195639.81000000
0.008636519401
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 07/01/2032#J37270
31307UCF3
14401.89420000
PA
USD
14270.84000000
0.000629986230
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2045#Q33791
3132QQF98
100695.12020000
PA
USD
98721.17000000
0.004358046044
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3% 2/1/43 #Q15788
3132J62W3
32586.79110000
PA
USD
31174.50000000
0.001376198300
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 2.95% 09/01/2029
65473PAH8
2624000.00000000
PA
USD
2324223.06000000
0.102602826851
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.02950000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 144A
21871XAG4
1076000.00000000
PA
USD
965301.83000000
0.042613249230
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
0.03900000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.5% 04/15/2024
29278NAH6
387000.00000000
PA
USD
387176.76000000
0.017091918048
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.04500000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030
92277GAV9
3072000.00000000
PA
USD
3004606.74000000
0.132638364366
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.04750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 07/45#AL2996
36183YKH0
6119.69620000
PA
USD
5879.91000000
0.000259568626
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 08/01/2052 #TBA
01F030686
7900000.00000000
PA
USD
7343291.74000000
0.324169613444
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A97151
3129455L8
11351.27520000
PA
USD
11762.62000000
0.000519260859
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC 4.224% 03/15/2032
745310AN2
1875000.00000000
PA
USD
1728494.85000000
0.076304405054
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.04224000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/25 #303505
31373UDJ3
135.00650000
PA
USD
140.54000000
0.000006204138
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2045#AY0364
3138YDMN6
43622.78790000
PA
USD
44809.83000000
0.001978129942
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 3/40 #727841
3620AES68
46385.72320000
PA
USD
46873.18000000
0.002069216528
Long
ABS-MBS
USGA
US
N
2
2040-03-15
Fixed
0.04000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO 3% 07/15/2026
60871RAG5
2300000.00000000
PA
USD
2160287.70000000
0.095365900393
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 10/01/2049#QA3907
31339UKU3
6165.29300000
PA
USD
5798.92000000
0.000255993323
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 10/01/2040#V81966
3132L7FF1
17795.76160000
PA
USD
17435.79000000
0.000769702948
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #251298
31371GDB3
33.64050000
PA
USD
35.95000000
0.000001587012
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 11/40 #749953
3620C6E27
9803.18130000
PA
USD
9908.90000000
0.000437428389
Long
ABS-MBS
USGA
US
N
2
2040-11-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2046#Q40165
3132WDFF6
28383.37250000
PA
USD
26966.99000000
0.001190457772
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 08/01/2051#CB1384
3140QLRE8
505546.03820000
PA
USD
456549.22000000
0.020154365290
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.02500000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2022-DKLX
N/A
BAMLL COML MTG SECS TR 2022-DKLX B SOFR30A+155 01/15/2039 144A
05530SAG1
267000.00000000
PA
USD
258353.23000000
0.011405003323
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.02829000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 7/40 #A92914
312941GX9
12146.32300000
PA
USD
12781.99000000
0.000564260947
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 07/15/2045#AM8979
36185B6Q4
5917.73690000
PA
USD
5685.86000000
0.000251002289
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 10/01/2041#
31418D5G3
2010457.29300000
PA
USD
1798361.49000000
0.079388667873
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.02000000
N
N
N
N
N
N
ILLINOIS ST
N/A
ILLINOIS ST TXBL
452151LF8
1475000.00000000
PA
USD
1483982.01000000
0.065510385747
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
0.05100000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 4.4% 04/16/2050 144A
74727PBE0
2181000.00000000
PA
USD
2091033.75000000
0.092308684774
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
0.04400000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033
681936BN9
1945000.00000000
PA
USD
1472984.11000000
0.065024883452
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/29 #323542
31374TLX5
11616.00430000
PA
USD
12415.75000000
0.000548093283
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 12/22 #336156
36224RMD3
11.63500000
PA
USD
11.70000000
0.000000516496
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 09/45#MA3106
36179RNX3
2671.00600000
PA
USD
2696.29000000
0.000119027721
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
0.04000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 3.7% 03/23/2029
444859BT8
827000.00000000
PA
USD
782874.91000000
0.034560012857
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
0.03700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/01/2049#CA4557
3140QCB39
1981706.51390000
PA
USD
1927671.32000000
0.085097050311
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.03500000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030
035240AV2
1135000.00000000
PA
USD
1063907.22000000
0.046966184166
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/45#AZ0560
3138YRTS7
41693.58610000
PA
USD
41891.33000000
0.001849292760
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 7.50% 8/26 #G00529
31283GSS7
43.18260000
PA
USD
45.73000000
0.000002018750
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
0.07500000
N
N
N
N
N
N
PROVIDENCE PLACE GROUP LTD PARTNERSHIP
N/A
PPGLP 2000-C1 A2 7.75% 7/28
743784AB6
959667.17010000
PA
USD
1038985.20000000
0.045866001594
Long
ABS-MBS
CORP
US
N
2
2028-07-20
Fixed
0.07750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3% 03/20/2043#AD8812
36180MYH4
241881.95080000
PA
USD
231187.43000000
0.010205769084
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21900
3132JPDD1
8463.26720000
PA
USD
8558.55000000
0.000377817189
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 11/41 #AJ3402
3138AUX85
12894.81440000
PA
USD
13310.17000000
0.000587577453
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2046#BC0824
3140EU4J5
531727.14860000
PA
USD
520510.31000000
0.022977927605
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 07/31#BC1465
3140EVTX5
3545290.12520000
PA
USD
3443750.89000000
0.152024382843
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.21% 5/36 #872503
31409JKQ2
17725.55950000
PA
USD
18234.75000000
0.000804973037
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Variable
0.03105000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/32#BJ6650
3140H8L86
21555.80840000
PA
USD
21341.79000000
0.000942133318
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/27 #250932
31371FVZ2
423.15300000
PA
USD
452.22000000
0.000019963251
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
0.07500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.49% 01/23/2027
71654QDB5
1175000.00000000
PA
USD
1006270.00000000
0.044421789092
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
0.06490000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2043#Q15992
3132J7C67
25360.91480000
PA
USD
25670.22000000
0.001133211860
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #719228
3620A5A58
26975.98670000
PA
USD
27892.64000000
0.001231320591
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AB7458
31417EJC6
10926.47400000
PA
USD
10443.63000000
0.000461034045
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 6/46#V82414
3132L7VF3
418179.98010000
PA
USD
397312.00000000
0.017539338217
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.03000000
N
N
N
N
N
N
ARES LIX CLO LTD
N/A
ARES LIX CLO LTD 2021-59A A 3ML+103 04/25/2034 144A
04018EAA9
1039487.00000000
PA
USD
998311.88000000
0.044070477885
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Variable
0.02214000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 9/40 #004800
36202FKM7
184803.79960000
PA
USD
186472.28000000
0.008231818789
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2045#Q33547
3132QP5H3
471675.61140000
PA
USD
462429.26000000
0.020413939656
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
45466672.09100000
NS
USD
45471218.76000000
2.007326949572
Long
STIV
RF
US
N
1
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/31 #550867
36213C6C9
3252.46000000
PA
USD
3522.66000000
0.000155507825
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2048#Q56870
3132Y0T42
9902.43820000
PA
USD
9661.90000000
0.000426524574
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 04/20/2050#MA6600
36179VKM1
321331.73920000
PA
USD
314016.40000000
0.013862253960
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #464690
36208YF79
1233.51520000
PA
USD
1308.16000000
0.000057748723
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/15/2031
91282CBL4
73821600.00000000
PA
USD
63434670.56000000
2.800323528261
Long
DBT
UST
US
N
2
2031-02-15
Fixed
0.01125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2046#BC9079
3140F5CR2
17984.93240000
PA
USD
18423.74000000
0.000813316001
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.04500000
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER LLC 18-1A
N/A
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A
72703PAD5
1570065.00000000
PA
USD
1406607.10000000
0.062094670349
Long
ABS-CBDO
CORP
US
N
2
2051-12-05
Fixed
0.03251000
N
N
N
N
N
N
RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP
549300KH0PNTJK9NTE57
RETAIL OPPTY INVTS PRTNRSHP LP 4% 12/15/2024
76132FAB3
300000.00000000
PA
USD
291603.84000000
0.012872851500
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/32 #567624
36213XSM7
11715.88180000
PA
USD
12792.83000000
0.000564739479
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 12/01/2049#QA5521
3133A0D27
10221.11800000
PA
USD
9613.73000000
0.000424398110
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 12/28 #490998
36210FNP7
309.09380000
PA
USD
327.80000000
0.000014470730
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 06/01/2031#J34653
31307RE27
44382.45320000
PA
USD
44006.32000000
0.001942658993
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2033#727221
31402E4E5
21060.28550000
PA
USD
21623.30000000
0.000954560577
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 4.375% 01/12/2026
06738EAN5
1908000.00000000
PA
USD
1888355.96000000
0.083361473746
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
0.04375000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 01/15/2045#AI6880
36198TUD2
6109.57790000
PA
USD
5879.73000000
0.000259560680
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
0.03000000
N
N
N
N
N
N
BX TRUST 2022-IND
N/A
BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A
05609WAJ2
313000.00000000
PA
USD
299991.31000000
0.013243116362
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Variable
0.03623820
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.625% 12/15/2029
15135BAT8
2738000.00000000
PA
USD
2553185.00000000
0.112710351679
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 5.25% 05/15/2024 144A
05401AAD3
1170000.00000000
PA
USD
1149485.81000000
0.050744051017
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
0.05250000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 3.875% 01/15/2026
04010LAZ6
3822000.00000000
PA
USD
3509895.48000000
0.154944335764
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.464% 5/1/41#1B8304
3128UGTL1
18691.35800000
PA
USD
19310.83000000
0.000852476589
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Variable
0.03568000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST
N/A
CASCADE FUNDING MORTGAGE TRUST 0.8983% 06/25/2036 144A
12527LAA0
1200621.04740000
PA
USD
1177145.18000000
0.051965073904
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Fixed
0.00898300
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 03/15/2045#AL5244
36184BZH3
2827.55410000
PA
USD
2721.18000000
0.000120126490
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS LTD
635400CPI3EOIFF6OC33
PARK AEROSPACE HOLDINGS LTD 5.5% 02/15/2024 144A
70014LAB6
1871000.00000000
PA
USD
1855809.22000000
0.081924697911
Long
DBT
CORP
KY
N
2
2024-02-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 8/39 #710776
36297FT93
17957.07300000
PA
USD
18892.37000000
0.000834003672
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 07/01/2045#AZ1783
3138YS6V3
135343.32510000
PA
USD
136196.71000000
0.006012403755
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #471698
36209G7K7
6632.68200000
PA
USD
6993.11000000
0.000308710840
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2044#AX1002
3138Y2DG5
72620.81420000
PA
USD
74687.70000000
0.003297088512
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
0.04500000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC 2.4% 02/01/2031
92936UAG4
1166000.00000000
PA
USD
952280.12000000
0.042038405843
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.02400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/01/2045#Q38812
3132QVYJ4
33890.56380000
PA
USD
34081.49000000
0.001504527374
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.04000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A
05610HAA1
3356167.15000000
PA
USD
3222064.11000000
0.142238019952
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.02346900
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #471672
36209G6H5
68.01970000
PA
USD
71.51000000
0.000003156808
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/48#CA1545
3140Q8WF8
61456.45050000
PA
USD
61498.26000000
0.002714840684
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.273%/VAR 03/01/2030
14040HCN3
1912000.00000000
PA
USD
1692034.67000000
0.074694870410
Long
DBT
CORP
US
N
2
2030-03-01
Variable
0.03273000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 03/15/2042#733816
3620AMGZ9
23728.63880000
PA
USD
23992.86000000
0.001059164803
Long
ABS-MBS
USGA
US
N
2
2042-03-15
Fixed
0.04000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.25% 08/15/2024
87165BAD5
2051000.00000000
PA
USD
2038264.40000000
0.089979181822
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/29 #458552
36208RL93
1177.45950000
PA
USD
1207.54000000
0.000053306853
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 02/01/2042#AJ5602
3138AXGL9
86726.08260000
PA
USD
87788.68000000
0.003875431273
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 11/40 #734032
3620AMPR7
4680.37820000
PA
USD
4947.04000000
0.000218387080
Long
ABS-MBS
USGA
US
N
2
2040-11-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 07/01/2052 #TBA
01F032674
300000.00000000
PA
USD
288410.04000000
0.012731861199
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 06/01/2043#AT3665
3138WRCB4
44482.44940000
PA
USD
42516.77000000
0.001876902809
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2035#AB8197
31417FDB1
108764.22930000
PA
USD
111987.54000000
0.004943689946
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #442336
36207ULR7
596.16370000
PA
USD
632.24000000
0.000027910234
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
CHC COML MTG TR 2019-CHC
N/A
CHC COML MTG TR 2019-CHC B 1ML+140 06/15/2034 144A
162665AG8
476425.45850000
PA
USD
460644.91000000
0.020335169525
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.02824000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.45% 03/03/2026
06051GFU8
465000.00000000
PA
USD
462751.18000000
0.020428150814
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
0.04450000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #563599
36213TDC4
97.90380000
PA
USD
106.81000000
0.000004715127
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #440301
36207SDE0
282.05000000
PA
USD
299.67000000
0.000013228932
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 03/01/2033#G18680
3128MMXJ7
114760.02810000
PA
USD
110850.44000000
0.004893492667
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.58% 7/35 #995273
31416BT65
1988.28760000
PA
USD
2027.06000000
0.000089484563
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.02281000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2032#C91403
3128P7RY1
458296.33830000
PA
USD
457325.57000000
0.020188637261
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 02/01/2051#SD7535
3132DVLQ6
704118.28140000
PA
USD
641982.17000000
0.028340302858
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2049#FM1338
3140X4PY6
705161.16970000
PA
USD
721484.88000000
0.031849949986
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2045#AY5622
3138YKG80
1197987.78650000
PA
USD
1173839.23000000
0.051819132741
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 11/01/2040#MA4175
31418DT93
120171.36400000
PA
USD
103658.69000000
0.004576012864
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.01500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 07/15/2045#AK8998
36183S7K1
4816.11560000
PA
USD
4627.41000000
0.000204277014
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
0.03000000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.45% 04/01/2062
548661EF0
2720000.00000000
PA
USD
2323447.53000000
0.102568591079
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
0.04450000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.25% 04/01/2052
548661EJ2
2647000.00000000
PA
USD
2292163.77000000
0.101187569496
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
0.04250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2043#Q15400
3132J6NS9
20291.24400000
PA
USD
20538.72000000
0.000906681793
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 01/01/2043#Q15372
3132J6MW1
4375.30340000
PA
USD
4428.67000000
0.000195503636
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 06/01/2042#AO2244
3138LSP61
17751.16760000
PA
USD
18297.15000000
0.000807727685
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Variable
0.03183000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 04/01/2043#Q17518
3132J8YQ7
11809.62710000
PA
USD
11953.66000000
0.000527694320
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.04000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 4.5% 01/23/2026
71654QBW1
1632000.00000000
PA
USD
1414128.00000000
0.062426680479
Long
DBT
CORP
MX
N
2
2026-01-23
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/27 #251335
31371GEG1
276.63910000
PA
USD
295.15000000
0.000013029396
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 06/01/2045#AY8494
3138YNNL7
5343.93210000
PA
USD
5377.63000000
0.000237395476
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.04000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS 3.85% 11/21/2022
254709AJ7
1546000.00000000
PA
USD
1549782.75000000
0.068415159410
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
0.03850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 02/01/2035#AB0067
31416VCD4
23048.62740000
PA
USD
24085.26000000
0.001063243801
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.05000000
N
N
N
N
N
N
CITIZENS FINANCIAL GRP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032
174610AW5
1490000.00000000
PA
USD
1188468.67000000
0.052464949369
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
0.02638000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 12/30 #443191
36207VKC9
157.50230000
PA
USD
159.44000000
0.000007038478
Long
ABS-MBS
USGA
US
N
2
2030-12-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AQ3751
3138MKEZ5
15656.84160000
PA
USD
14964.97000000
0.000660628599
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 9/40#V81958
3132L7E70
28025.89360000
PA
USD
27458.98000000
0.001212176670
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/23 #050946
313615TB2
97.24280000
PA
USD
99.02000000
0.000004371237
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.30% 12/35 #850837
31408GHN0
7153.89270000
PA
USD
7329.11000000
0.000323543560
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
0.02195000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 5/33 #G01785
31283H6W0
23364.27320000
PA
USD
24968.62000000
0.001102239728
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2045#BC0532
3140EUSW0
39161.90010000
PA
USD
39347.64000000
0.001737001565
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/34#FM0045
3140X3BP2
237930.85600000
PA
USD
233858.41000000
0.010323679496
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 2/41 #004945
36202FP67
7878.33740000
PA
USD
7949.87000000
0.000350947010
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
0.04000000
N
N
N
N
N
N
FIRST CITIZENS BANK and TRUST COMPANY
L9VVX1KT5TFTKS0MLF66
FIRST CITIZENS BANK and TRUST CO 3.929/VAR 06/19/2024
125581HA9
512000.00000000
PA
USD
508712.05000000
0.022457093418
Long
DBT
CORP
US
N
2
2024-06-19
Variable
0.03929000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025
161175AY0
1184000.00000000
PA
USD
1186746.88000000
0.052388940950
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
0.04908000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 11/15/2040#749947
3620C6EU5
3264.53160000
PA
USD
3300.72000000
0.000145710284
Long
ABS-MBS
USGA
US
N
2
2040-11-15
Fixed
0.04000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC 2.375% 05/21/2023 144A
63906YAA6
2667000.00000000
PA
USD
2629153.16000000
0.116063966098
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
0.02375000
N
N
N
N
N
N
THOMSON REUTERS CORP
549300561UZND4C7B569
THOMSON REUTERS CORP 3.85% 09/29/2024
884903BT1
317000.00000000
PA
USD
314706.61000000
0.013892723280
Long
DBT
CORP
CA
N
2
2024-09-29
Fixed
0.03850000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.5% 01/23/2029
71654QCP5
1705000.00000000
PA
USD
1386591.25000000
0.061211070652
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
0.06500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 05/46#MA3664
36179SB97
672289.24420000
PA
USD
678232.48000000
0.029940572791
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AB8529
31417FPP7
444558.72640000
PA
USD
424913.68000000
0.018757814379
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 2.85% 04/15/2025
91913YAY6
72000.00000000
PA
USD
69581.57000000
0.003071678403
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2347
3140QMTD6
778844.54200000
PA
USD
678911.93000000
0.029970567111
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
VOYA 2020
N/A
VOYA 2020 3ML+115 07/16/2034 144A
92918EAL1
1289773.00000000
PA
USD
1246172.22000000
0.055012272580
Long
ABS-CBDO
CORP
KY
N
2
2034-07-16
Variable
0.02194290
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 07/01/2041#
3133KYVK2
22565.92900000
PA
USD
20227.62000000
0.000892948283
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2044#AW1064
3138XQFE6
27571.50030000
PA
USD
28373.46000000
0.001252546390
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
0.04500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A
46115HAW7
3922000.00000000
PA
USD
3735894.59000000
0.164921066462
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
0.05710000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 3.9% 03/01/2038
20030NCJ8
329000.00000000
PA
USD
297542.92000000
0.013135032186
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
0.03900000
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
419000.00000000
PA
USD
398721.64000000
0.017601566775
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.03500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027
14040HCE3
4134000.00000000
PA
USD
3937438.88000000
0.173818239133
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
0.03650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/45#Q34074
3132QQQ47
9411.41700000
PA
USD
9229.86000000
0.000407452169
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP
N/A
COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP 3ML+131 01/20/2034 144A
19736WAC4
2729841.00000000
PA
USD
2658149.92000000
0.117344028067
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Variable
0.02372710
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LEXINGTON CORP PPTYS TR REIT 4.4% 06/15/2024
529043AD3
442000.00000000
PA
USD
440155.58000000
0.019430668054
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.04400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 1.5% 02/01/2041#RB5099
3133KYUY3
126893.96500000
PA
USD
109457.54000000
0.004832003097
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.01500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 09/15/2040#783095
36241LNL6
8630.05110000
PA
USD
8723.12000000
0.000385082131
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
0.04000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.6% 04/01/2040
68389XBW4
1797000.00000000
PA
USD
1342897.96000000
0.059282230367
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.03600000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/45#G60179
31335AFU7
14422.70040000
PA
USD
14535.50000000
0.000641669646
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/2044#Q27808
3132M8KV7
5693.32510000
PA
USD
5739.63000000
0.000253375966
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
0.04000000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 4.7% 03/23/2050
254687FS0
2229000.00000000
PA
USD
2198397.39000000
0.097048252656
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
0.04700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 03/01/2045#AL6541
3138EPHT4
706682.89650000
PA
USD
711580.42000000
0.031412717600
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AB9341
31417GLX2
39483.83960000
PA
USD
37739.05000000
0.001665990360
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/46#AS7188
3138WG7A6
68481.52140000
PA
USD
68699.31000000
0.003032731036
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 05/15/2032
91282CEP2
5400000.00000000
PA
USD
5339250.00000000
0.235701190946
Long
DBT
UST
US
N
2
2032-05-15
Fixed
0.02875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR1276
3138NXM20
30249.37370000
PA
USD
28912.65000000
0.001276348932
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #713686
31401N2T5
11642.44400000
PA
USD
11953.85000000
0.000527702707
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
STORE CAPITAL CORP
5493004EA6C9IHDZ7N66
STORE CAP CORP 4.625% 03/15/2029
862121AB6
550000.00000000
PA
USD
536610.97000000
0.023688691240
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04625000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC 4.1% 06/15/2030
745310AK8
1032000.00000000
PA
USD
959221.42000000
0.042344829531
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/45#BA6404
3140EBDJ7
13101.36570000
PA
USD
13163.50000000
0.000581102706
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 07/01/2052 #TBA
21H032670
6150000.00000000
PA
USD
5973170.28000000
0.263685601670
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.03500000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 4.7% 04/15/2050
30161NAY7
238000.00000000
PA
USD
223005.84000000
0.009844592794
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.04700000
N
N
N
N
N
N
NAKILAT INC
2549006RMTDJWLLWF072
NAKILAT INC 6.067% 12/31/2033 144A
62983PAA3
510645.41550000
PA
USD
542496.92000000
0.023948526502
Long
DBT
CORP
MH
N
2
2033-12-31
Fixed
0.06067000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2045#AZ3198
3138YURU7
113290.12700000
PA
USD
111006.47000000
0.004900380611
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AB7767
31417ETZ4
512417.39270000
PA
USD
489773.67000000
0.021621058634
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2045#Q32008
3132QNGS2
46100.88510000
PA
USD
45240.38000000
0.001997136572
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/46#BC2843
3140EXER0
310658.05160000
PA
USD
312131.44000000
0.013779042401
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/41 #AI7910
3138AMYG4
19697.85860000
PA
USD
20332.35000000
0.000897571589
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AL2860
3138EKFA8
34200.14820000
PA
USD
32688.84000000
0.001443048839
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/41 #Q02592
3132GF2Z9
43454.50270000
PA
USD
44894.36000000
0.001981861519
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.04500000
N
N
N
N
N
N
CLECO CORPORATE HLDGS LLC
5493002H80P81B3HXL31
CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029
18551PAE9
1057000.00000000
PA
USD
943096.71000000
0.041633004209
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.03375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 01/01/2028#
31283G7J0
519.43220000
PA
USD
556.22000000
0.000024554331
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.08500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 01/46#MA3377
36179RXE4
3196.86700000
PA
USD
3225.13000000
0.000142373363
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
0.04000000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 3.25% 10/22/2030 144A
80413TAT6
966000.00000000
PA
USD
908040.00000000
0.040085425748
Long
DBT
NUSS
SA
N
2
2030-10-22
Fixed
0.03250000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 TSFR1M+196.27 02/15/2039 144A
05610HAG8
1011332.51000000
PA
USD
940618.73000000
0.041523613782
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.03294800
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 3/41 #A97528
312946LH7
16622.58090000
PA
USD
17173.37000000
0.000758118417
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #534007
36212HGQ7
5123.38720000
PA
USD
5594.34000000
0.000246962138
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 4.375% 02/01/2045
92277GAF4
234000.00000000
PA
USD
199504.84000000
0.008807141150
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
0.04375000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1
N/A
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A
14855MAB4
666261.37450000
PA
USD
527738.57000000
0.023297019142
Long
ABS-CBDO
CORP
US
N
2
2039-04-15
Fixed
0.05095000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 04/30/2024
9128286R6
17808000.00000000
PA
USD
17575661.16000000
0.775877560908
Long
DBT
UST
US
N
2
2024-04-30
Fixed
0.02250000
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 07/01/2043#AB9814
31417G3Y0
27980.20180000
PA
USD
26743.76000000
0.001180603283
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/40 #AE4428
31419E4N6
18814.37430000
PA
USD
19061.20000000
0.000841456672
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.55% 06/24/2024
969457BW9
4091000.00000000
PA
USD
4123409.84000000
0.182027927152
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
0.04550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2045#AL7619
3138EQPD8
158781.11230000
PA
USD
159683.04000000
0.007049207791
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.0% 8/45#Q35578
3132QSFU7
14063.75060000
PA
USD
13436.66000000
0.000593161354
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN INC
5493000EYEKDT0FBSQ91
ANHEUSER-BUSCH INBEV FIN INC 4.9% 02/01/2046
035242AN6
3531000.00000000
PA
USD
3318750.95000000
0.146506260498
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
0.04900000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/42#G60488
31335ARH3
989408.83020000
PA
USD
1003740.42000000
0.044310120783
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/24 #282104
31372TKR1
167.43130000
PA
USD
171.46000000
0.000007569101
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 05/20/2047#MA4452
36179S5M5
65662.42750000
PA
USD
66017.19000000
0.002914328848
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
0.04000000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2018-WPT
N/A
J P MORGAN CHASE COML MTG SECS TR 2018-WPT EFX 5.5422% 07/05/2033 144A
46645WBG7
470207.00000000
PA
USD
456106.90000000
0.020134839074
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
0.05542200
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP 3.95% 02/15/2023
105340AM5
1690000.00000000
PA
USD
1685913.72000000
0.074424661073
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03950000
N
N
N
N
N
N
CRPT 2021
N/A
CRPT 2021-RETL D 1ML+295 07/15/2034 144A
12566BAN6
352500.00000000
PA
USD
330334.41000000
0.014582612510
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 11/01/2040#AB1801
31416XAB6
1494509.31520000
PA
USD
1514225.33000000
0.066845477106
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.50% 10/42 #Q11886
3132HNCX5
89570.43230000
PA
USD
88066.48000000
0.003887694754
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 08/01/2032#G18654
3128MMWQ2
12836.62340000
PA
USD
12423.38000000
0.000548430109
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 10/01/2041#
3133KYVY2
23533.04200000
PA
USD
21050.39000000
0.000929269465
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 7/23 #355342
36203PWB5
26.11150000
PA
USD
26.14000000
0.000001153950
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
0.07500000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 4.75% 03/15/2039
571748BH4
560000.00000000
PA
USD
547915.27000000
0.024187719562
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.04750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2040#V81792
3132L67D7
78137.76930000
PA
USD
76557.18000000
0.003379616706
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/28 #436662
31380DB70
1551.19860000
PA
USD
1635.96000000
0.000072219454
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
0.07500000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A
05610HAC7
1011332.51000000
PA
USD
960819.59000000
0.042415380745
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.02646300
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AQ8767
3138MQW58
17093.26360000
PA
USD
16337.91000000
0.000721237036
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 06/45#AN5733
36186NLN7
3462.14490000
PA
USD
3326.49000000
0.000146847900
Long
ABS-MBS
USGA
US
N
2
2045-06-15
Fixed
0.03000000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 6.5% 04/15/2029 144A
46590XAA4
49000.00000000
PA
USD
49294.00000000
0.002176083627
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2045#AS6020
3138WFVN3
137879.48170000
PA
USD
138662.68000000
0.006121264000
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/29 #252492
31371HNH7
488.06920000
PA
USD
530.98000000
0.000023440112
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
0.07500000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033
161175CJ1
1073000.00000000
PA
USD
958015.00000000
0.042291572120
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
0.04400000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 3.755% 03/15/2027 144A
55903VAG8
1357000.00000000
PA
USD
1272854.74000000
0.056190172424
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03755000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR2943
3138W0HV4
49508.16100000
PA
USD
47320.40000000
0.002088959055
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 03/01/2033#MA3312
31418CVE1
314232.85330000
PA
USD
311014.76000000
0.013729746562
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 11/22 #321719
36223YK82
271.70020000
PA
USD
273.12000000
0.000012056882
Long
ABS-MBS
USGA
US
N
2
2022-11-15
Fixed
0.07500000
N
N
N
N
N
N
SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC
N/A
SYMPHONY CLO XXVI LTD 2021-26A AR 3ML+108 04/20/2033 144A
87190GAC5
2177375.00000000
PA
USD
2106150.89000000
0.092976030919
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Variable
0.02142710
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC 2.875% 04/15/2030
370334CL6
220000.00000000
PA
USD
194877.39000000
0.008602862370
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.02875000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 12/20/2045#MA3311
36179RVC0
3790.84800000
PA
USD
3824.36000000
0.000168826371
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 08/01/2032#J37452
31307UH50
13761.54620000
PA
USD
13636.32000000
0.000601975345
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #748242
3620C4HT0
8482.63600000
PA
USD
8577.36000000
0.000378647556
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 10/01/2050#CA7229
3140QFA74
3554877.64410000
PA
USD
3236727.83000000
0.142885349871
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.50% 4/42 #G06993
3128M9C67
33428.26150000
PA
USD
33084.51000000
0.001460515692
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2045#AS4992
3138WERN1
33980.28350000
PA
USD
33284.70000000
0.001469353079
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2046#V82292
3132L7RM3
77599.02660000
PA
USD
77914.95000000
0.003439555463
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 04/01/2048#Q55500
3132XYDE4
87281.90730000
PA
USD
89028.40000000
0.003930158712
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2047#BE6903
3140FSU50
69407.68650000
PA
USD
67835.07000000
0.002994579161
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 12/25 #418624
36206RAZ9
365.93900000
PA
USD
381.11000000
0.000016824100
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 6/27 #443920
36207WDZ4
132.93840000
PA
USD
140.56000000
0.000006205021
Long
ABS-MBS
USGA
US
N
2
2027-06-15
Fixed
0.07500000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025
00774MAN5
1112000.00000000
PA
USD
1137773.56000000
0.050227013741
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
0.06500000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 4.2% 06/10/2024
04010LAX1
2732000.00000000
PA
USD
2682363.47000000
0.118412935230
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
0.04200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2044#AX3008
3138Y4KW8
3713.57100000
PA
USD
3740.47000000
0.000165123047
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025
026874DQ7
3650000.00000000
PA
USD
3478623.56000000
0.153563836858
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2047#MA4383
36179S2Q9
446538.78210000
PA
USD
448951.34000000
0.019818956878
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2046#AS7009
3138WGYF5
444947.26600000
PA
USD
435561.06000000
0.019227842968
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
DRYDEN 98 CLO LTD
N/A
DRYDEN 98 CLO LTD TSFR3M+130 04/20/2035 144A
26248AAA2
1361000.00000000
PA
USD
1307928.35000000
0.057738496936
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Variable
0.02204010
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/28 #323327
31374TD89
674.75650000
PA
USD
721.84000000
0.000031865626
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
0.07000000
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP INC
549300SRP1TQM9JJBG80
COLUMBIA PIPELINE GROUP INC 4.5% 06/01/2025
198280AF6
410000.00000000
PA
USD
413375.04000000
0.018248441117
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.31% 2/36 #822116
31406WK52
11759.13850000
PA
USD
11994.78000000
0.000529509562
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Variable
0.02163000
N
N
N
N
N
N
FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC
N/A
FLATIRON CLO 20 LTD / LLC 3ML+130 11/20/2033 144A
33883MAA2
2529561.00000000
PA
USD
2459254.38000000
0.108563784465
Long
ABS-CBDO
CORP
KY
N
2
2033-11-20
Variable
0.02778000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 3.45% 03/25/2030
191216CT5
1064000.00000000
PA
USD
1034950.81000000
0.045687903448
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
0.03450000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 2/41 #738002
3620AR3K5
7191.06930000
PA
USD
7268.90000000
0.000320885590
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
0.04000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030
25470DBJ7
1066000.00000000
PA
USD
947816.88000000
0.041841376113
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2050#CA6275
3140QD6M1
187150.49890000
PA
USD
163722.29000000
0.007227520482
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02000000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059
03523TBW7
3472000.00000000
PA
USD
3611175.33000000
0.159415334737
Long
DBT
CORP
US
N
2
2059-01-23
Fixed
0.05800000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 4.55% 04/17/2026
225433AR2
790000.00000000
PA
USD
772116.75000000
0.034085093884
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
0.04550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/28 #457257
31381C5S2
883.66110000
PA
USD
926.94000000
0.000040919766
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 4/39 #AB0042
31416VBL7
1242902.32060000
PA
USD
1277783.26000000
0.056407741939
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/01/2045#AZ7012
3138YYYJ6
122704.02080000
PA
USD
123401.02000000
0.005447538020
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 9/30 #479580
36209RXH1
921.36560000
PA
USD
1009.76000000
0.000044575855
Long
ABS-MBS
USGA
US
N
2
2030-09-15
Fixed
0.08000000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.125% 02/01/2028 144A
46590XAG1
1340000.00000000
PA
USD
1308536.80000000
0.057765356961
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05125000
N
N
N
N
N
N
ALABAMA POWER and LIGHT
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO 3.05% 03/15/2032
010392FX1
2030000.00000000
PA
USD
1854769.71000000
0.081878808742
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.03050000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3% 03/20/2043#AA6146
36178DZK0
549820.20430000
PA
USD
525510.56000000
0.023198663641
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #726923
31402ESL3
24467.38990000
PA
USD
25103.29000000
0.001108184735
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/32 #553440
36213FZD8
1578.34200000
PA
USD
1697.43000000
0.000074933047
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 01/20/2050#BR8993
3617M77E2
268679.08260000
PA
USD
261974.68000000
0.011564872233
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/23 #050930
313615ST4
27.42080000
PA
USD
27.97000000
0.000001234735
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/26 #303884
31373URD1
306.37500000
PA
USD
321.28000000
0.000014182905
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
0.07000000
N
N
N
N
N
N
CSMC 2019-ICE4
N/A
CSMC 2019-ICE4 B 1ML+123 05/15/2036 144A
12653VAC0
1290000.00000000
PA
USD
1261275.57000000
0.055679009965
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.02554000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2046#AS7594
3138WHNL2
80964.82060000
PA
USD
79206.26000000
0.003496560343
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 1ML+110 03/15/2036 144A
53218CAE0
333760.63000000
PA
USD
318671.35000000
0.014067746727
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.02424000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC 5.7% 08/15/2035
761713BA3
373000.00000000
PA
USD
353772.01000000
0.015617265361
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
0.05700000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #565960
36213VWV6
1372.43350000
PA
USD
1489.31000000
0.000065745589
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 12/31/2025
91282CBC4
17431400.00000000
PA
USD
15886406.04000000
0.701305393731
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.00375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2040#AE0675
31419AXD4
273078.43060000
PA
USD
282928.59000000
0.012489882589
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.622/VAR 04/01/2031
6174468P7
3078000.00000000
PA
USD
2827279.69000000
0.124810261754
Long
DBT
CORP
US
N
2
2031-04-01
Variable
0.03622000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2048#Q55839
3132XYPZ4
104400.87030000
PA
USD
106090.25000000
0.004683354080
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 5.85% 07/15/2025
24703TAC0
397000.00000000
PA
USD
409428.64000000
0.018074227289
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05850000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.875% 07/03/2023
00912XBC7
1712000.00000000
PA
USD
1696886.17000000
0.074909039878
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
0.03875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 06/45#AN5715
36186NK40
2911.34160000
PA
USD
2797.27000000
0.000123485483
Long
ABS-MBS
USGA
US
N
2
2045-06-15
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96876
312945T99
15701.60740000
PA
USD
16278.07000000
0.000718595399
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/26 #331637
31375DLS0
198.80230000
PA
USD
206.26000000
0.000009105347
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 10/39 #723228
3620A9PM7
7328.92100000
PA
USD
7707.18000000
0.000340233460
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 12/01/2032#G18669
3128MMW74
593984.63010000
PA
USD
574862.78000000
0.025377317390
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.02500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046
92343VCK8
2282000.00000000
PA
USD
2245866.81000000
0.099143790199
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
0.04862000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 12/22 #338522
36224UAX5
10.96050000
PA
USD
11.02000000
0.000000486477
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.50% 9/42 #Q11420
3132HMSH5
8357.43150000
PA
USD
8217.10000000
0.000362743879
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.25% 03/14/2024
404280AP4
675000.00000000
PA
USD
671788.86000000
0.029656119186
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
0.04250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2045#AY9863
3138YP5Z1
17145.57500000
PA
USD
16799.96000000
0.000741634233
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
NUVEEN FINANCE LLC
N/A
NUVEEN FINANCE LLC 4.125% 11/01/2024 144A
87246YAC0
543000.00000000
PA
USD
539038.88000000
0.023795871326
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04125000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 12/25 #780453
36225AQE3
97.79710000
PA
USD
102.47000000
0.000004523538
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 10/01/2051#RA6076
3133KMXD2
1684899.35240000
PA
USD
1468711.94000000
0.064836288507
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A
05401AAG6
1433000.00000000
PA
USD
1327502.60000000
0.058602602201
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
0.04375000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024
00774MAU9
3388000.00000000
PA
USD
3128248.17000000
0.138096515286
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
0.01650000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6% 06/15/2048
29278NAE3
451000.00000000
PA
USD
423673.26000000
0.018703056038
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.06000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 4.5% 09/15/2042
88732JBD9
283000.00000000
PA
USD
220915.49000000
0.009752314293
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
0.04500000
N
N
N
N
N
N
BANK 2018-BNK10
N/A
BANK 2018-BNK10 3.688% 02/15/2061
065404BB0
118089.00000000
PA
USD
114877.70000000
0.005071276059
Long
ABS-MBS
CORP
US
N
2
2061-02-15
Fixed
0.03688000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026
681936BH2
1744000.00000000
PA
USD
1726860.98000000
0.076232277863
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 01/01/2045#AY3020
3138YGLA8
45653.39790000
PA
USD
45969.79000000
0.002029336376
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #479430
36209RST1
136706.30540000
PA
USD
138209.39000000
0.006101253513
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 07/01/2052 #TBA
21H020675
25850000.00000000
PA
USD
22950832.03000000
1.013164478658
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.02000000
N
N
N
N
N
N
PLAINS ALL AM PIPELN/PAA FIN C
N/A
PLAINS ALL AM PIPELN/PAA FIN C 3.6% 11/01/2024
72650RBF8
426000.00000000
PA
USD
416661.10000000
0.018393504235
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.03600000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 9/27 #453633
36208K4S5
1659.38660000
PA
USD
1770.95000000
0.000078178587
Long
ABS-MBS
USGA
US
N
2
2027-09-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 1.5% 04/01/2041#RB5107
3133KYU80
129771.78500000
PA
USD
111777.71000000
0.004934427001
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.01500000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 2.328% 07/15/2052 144A
78403DAR1
560000.00000000
PA
USD
497352.69000000
0.021955634471
Long
ABS-CBDO
CORP
US
N
2
2052-07-15
Fixed
0.02328000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2050#CA6312
3140QEAN2
1199194.72740000
PA
USD
1127183.80000000
0.049759528786
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888034
31410FSX4
10360.94290000
PA
USD
11261.01000000
0.000497117285
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 5/41 #Q00736
3132GDY97
20152.64930000
PA
USD
20820.40000000
0.000919116556
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 07/01/2052 #TBA
21H020675
-15700000.00000000
PA
USD
-13939190.05000000
-0.61534554396
Short
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 06/01/2031#J34598
31307RDB8
12222.41660000
PA
USD
12118.83000000
0.000534985749
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 3/41 #783276
36241LT97
3832.10170000
PA
USD
3963.38000000
0.000174963409
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
0.04500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.95% 04/21/2025
06051GFP9
1265000.00000000
PA
USD
1247673.43000000
0.055078543496
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
0.03950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK8237
3138EDEK3
159037.59450000
PA
USD
160974.67000000
0.007106226797
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2046#Q39899
3132QW7M5
14755.18880000
PA
USD
14838.32000000
0.000655037635
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.04000000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027 REGS
681936BF6
4967000.00000000
PA
USD
4708644.82000000
0.207863125310
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2044#Q25336
3132M5SZ6
23102.31190000
PA
USD
23795.61000000
0.001050457202
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04500000
N
N
N
N
N
N
DRYDEN 83 CLO LTD
2549001LFFVBUD1OX384
DRYDEN 83 CLO LTD 3ML+122 01/18/2032 144A
26246EAC2
1582694.00000000
PA
USD
1548351.12000000
0.068351960104
Long
ABS-CBDO
CORP
KY
N
2
2032-01-18
Variable
0.02264290
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/31 #564604
36213UGM6
191.66780000
PA
USD
206.02000000
0.000009094752
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 11/40 #AE0504
31419AR25
133398.38600000
PA
USD
138157.33000000
0.006098955324
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04500000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019 1ML+185 10/15/2036 144A
056054AH2
2018195.80000000
PA
USD
1947125.03000000
0.085955834338
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.03124000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.25% 12/15/2027
15135BAR2
1762000.00000000
PA
USD
1644774.14000000
0.072608554316
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #709061
36297DWW3
7986.90260000
PA
USD
8073.82000000
0.000356418783
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.75% 05/15/2046
00206RCQ3
4816000.00000000
PA
USD
4457525.04000000
0.196777442637
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
0.04750000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.4% 10/01/2047
86765BAV1
414000.00000000
PA
USD
363232.86000000
0.016034914584
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
0.05400000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/28 #458374
36208RFP4
57.70660000
PA
USD
61.00000000
0.000002692844
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 4/40 #733601
3620AMAA0
1962.69440000
PA
USD
2068.78000000
0.000091326292
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 11/01/2040#
31418DUA8
19079.80100000
PA
USD
17138.50000000
0.000756579081
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 09/01/2047#Q50433
3132XSPT1
12033.49940000
PA
USD
12063.69000000
0.000532551594
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
0.04000000
N
N
N
N
N
N
VLS COMMERCIAL MORTGAGE TRUST 2020
N/A
VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A
92858TAA4
1766729.00000000
PA
USD
1453920.97000000
0.064183341137
Long
ABS-MBS
CORP
US
N
2
2042-10-10
Fixed
0.02130000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 7/25 #307018
31373YAT6
372.44540000
PA
USD
386.87000000
0.000017078376
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
0.07000000
N
N
N
N
N
N
GS MTG SECS CORP TR 2021-IP
N/A
GSMS 2021-IP B 1ML+170 10/15/2036 144A
36262MAE8
198757.00000000
PA
USD
186063.36000000
0.008213767016
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.02874000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 4.95% 02/15/2030
925650AC7
2648000.00000000
PA
USD
2509536.08000000
0.110783470108
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04950000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3% 07/45#AK8997
36183S7J4
1656.27050000
PA
USD
1591.37000000
0.000070251028
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 6/41 #AB3143
31416YP51
44796.01150000
PA
USD
45367.54000000
0.002002750050
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP 3.875% 11/05/2025
91529YAL0
1491000.00000000
PA
USD
1465116.67000000
0.064677575313
Long
DBT
CORP
US
N
2
2025-11-05
Fixed
0.03875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2289
3140QMRK2
1591553.42300000
PA
USD
1434691.19000000
0.063334442500
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/32 #552668
36213E6D3
717.29120000
PA
USD
783.23000000
0.000034575688
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/50#CA5126
3140QCVU7
1189787.95030000
PA
USD
1118341.90000000
0.049369203111
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/26 #303913
31373USA6
837.54970000
PA
USD
880.03000000
0.000038848924
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 12/27 #417005
36206PGN4
722.86590000
PA
USD
773.86000000
0.000034162049
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
0.07500000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 1.884% 07/15/2050 144A
78403DAP5
733000.00000000
PA
USD
677634.24000000
0.029914163486
Long
ABS-CBDO
CORP
US
N
2
2050-07-15
Fixed
0.01884000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 3.5% 02/15/2041 144A
11135FBJ9
3505000.00000000
PA
USD
2643189.55000000
0.116683602534
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2046#BC0791
3140EU2Z1
257033.81370000
PA
USD
251531.34000000
0.011103850989
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 04/01/2043#AB9247
31417GHZ2
79987.86690000
PA
USD
76453.20000000
0.003375026509
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03000000
N
N
N
N
N
N
LIFE FINANCIAL SERVICES TRUST 2022
N/A
LIFE FINANCIAL SERVICES TRUST 2022-BMR2 C TSFR1M+209.31 05/15/2039 144A
53218DAG3
1335000.00000000
PA
USD
1288248.43000000
0.056869726869
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.03371770
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.3% 03/04/2024
96950FAM6
1671000.00000000
PA
USD
1678229.77000000
0.074085453101
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
0.04300000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #449564
36208FMM9
803.43370000
PA
USD
853.20000000
0.000037664513
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.00% 3/23 #889342
31410KBK9
65.59800000
PA
USD
65.97000000
0.000002912245
Long
ABS-MBS
USGSE
US
N
2
2023-03-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2046#G60553
31335ATJ7
326274.08610000
PA
USD
320081.99000000
0.014130019430
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 4/29 #323645
31374TP60
88.15170000
PA
USD
94.12000000
0.000004154927
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
0.07500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 6.45% 11/03/2036 144A
26439XAH6
760000.00000000
PA
USD
744800.00000000
0.032879195957
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
0.06450000
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A
453140AF2
4751000.00000000
PA
USD
4652202.48000000
0.205371478214
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
0.04250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/31 #547493
36212YGA5
1551.51530000
PA
USD
1651.95000000
0.000072925332
Long
ABS-MBS
USGA
US
N
2
2031-04-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2047#BH0561
3140GNTT0
52610.60570000
PA
USD
53664.08000000
0.002369000808
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 10/01/2047#Q51189
3132XTKB3
24708.47630000
PA
USD
24770.46000000
0.001093491955
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 6/41 #G06596
3128M8UV4
150136.77540000
PA
USD
158148.00000000
0.006981443451
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 06/01/2031#J34571
31307RCG8
15350.79790000
PA
USD
15220.70000000
0.000671917800
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/29 #480551
36209SZQ7
1033.49770000
PA
USD
1094.00000000
0.000048294629
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/46#Q38783
3132QVXM8
116393.56880000
PA
USD
117049.30000000
0.005167141341
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 4/26 #343282
31375SJ35
159.77130000
PA
USD
168.53000000
0.000007439756
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 12/28 #323424
31374TG94
57.19990000
PA
USD
61.29000000
0.000002705647
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2041#
3132GKK96
6829.07050000
PA
USD
7055.35000000
0.000311458425
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 11/01/2040#V82091
3132L7KC2
34886.97250000
PA
USD
34181.27000000
0.001508932162
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.03500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.875% 03/26/2025
172967JL6
2914000.00000000
PA
USD
2873307.13000000
0.126842143090
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
0.03875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 05/01/2027#
31283GYN1
170.26770000
PA
USD
180.42000000
0.000007964640
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.08500000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 4.3% 04/01/2027
42809HAG2
1500000.00000000
PA
USD
1462181.85000000
0.064548017685
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04300000
N
N
N
N
N
N
BENCHMARK 2018-B8 MTG TR
N/A
BENCHMARK 2018-B8 A5 MORTGAGE TRUST 4.2317% 01/15/2052
08162UAW0
2882896.00000000
PA
USD
2873074.84000000
0.126831888648
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
0.04231700
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #726949
31402ETE8
57972.87450000
PA
USD
59478.52000000
0.002625679262
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 10/34 #AL2130
3138EJLL0
23373.84700000
PA
USD
25292.43000000
0.001116534320
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AQ1886
3138MHCY7
10982.83390000
PA
USD
10497.50000000
0.000463412136
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 1/40 #A90893
3129387E7
48631.12630000
PA
USD
51029.09000000
0.002252679175
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/29 #510978
36211EUB2
2865.95160000
PA
USD
3062.89000000
0.000135211278
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2043#Q17578
3132J82L3
62310.84160000
PA
USD
61264.60000000
0.002704525763
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
2022-07-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer