0001752724-23-239276.txt : 20231027
0001752724-23-239276.hdr.sgml : 20231027
20231027092657
ACCESSION NUMBER: 0001752724-23-239276
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230831
FILED AS OF DATE: 20231027
DATE AS OF CHANGE: 20231027
PERIOD START: 20230831
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: 231352664
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
S000071949
Fidelity Education Income Fund
C000227568
Fidelity Education Income Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000803013
XXXXXXXX
S000071949
C000227568
Fidelity Garrison Street Trust
811-04861
0000803013
GZF76QJ38YQDHAIO0Y79
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Education Income Fund
S000071949
549300P87JWB9HLN4A98
2023-08-31
2023-08-31
N
701201900.53
2503728.78
698698171.75
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.18000000
USD
N
GS MTG SECS TR 2017-GS7
N/A
GS MTG SECS TR 2017-GS7 3.203% 08/10/2050
36254CAW0
2116373.96300000
PA
USD
1997663.58000000
0.285912238040
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
0.03203000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 04/30/2025
91282CGX3
5000000.00000000
PA
USD
4909179.70000000
0.702618082956
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.03875000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.4% 09/08/2025
548661EK9
2275000.00000000
PA
USD
2233725.20000000
0.319698160137
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
0.04400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 1.5% 01/01/2032#
3140XL7M4
2315093.26000000
PA
USD
2079137.33000000
0.297573031398
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.01500000
N
N
N
N
N
N
CARMX 2023-3 A3
N/A
CARMX 2023-3 A3 5.28% 05/15/2028
14319BAC6
1274000.00000000
PA
USD
1273408.35000000
0.182254427088
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.05280000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 12/32#G18670
3128MMW82
1371252.14500000
PA
USD
1290902.25000000
0.184758212085
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 1.007%/VAR 12/10/2024
06738EBQ7
750000.00000000
PA
USD
739632.64000000
0.105858676880
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
0.01007000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028
446150BB9
2261000.00000000
PA
USD
2126896.63000000
0.304408500837
Long
DBT
CORP
US
N
2
2028-08-04
Variable
0.04443000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A
29449WAB3
700000.00000000
PA
USD
595408.61000000
0.085216855299
Long
DBT
CORP
US
N
2
2027-08-27
Fixed
0.01400000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 5.03% 10/15/2027
254683CX1
1613000.00000000
PA
USD
1605949.25000000
0.229848783771
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.05030000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032
46647PCC8
3000000.00000000
PA
USD
2455830.42000000
0.351486595971
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02580000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 1.65% 02/01/2028
00206RKG6
2750000.00000000
PA
USD
2351286.52000000
0.336523926219
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.01650000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2019-XL
N/A
BX TRUST 2019-XL A TSFR1M+103.448 10/15/2036 144A
056054AA7
1303871.18600000
PA
USD
1300571.74000000
0.186142141569
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.06344960
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 12/31/2023
91282CDR9
8521000.00000000
PA
USD
8389190.78000000
1.200688812307
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.00750000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028
46647PCW4
3318000.00000000
PA
USD
3045736.33000000
0.435915886593
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02947000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA 1.605/VAR 03/30/2028 144A
25601B2B0
2250000.00000000
PA
USD
1952686.73000000
0.279475002075
Long
DBT
CORP
NO
N
2
2028-03-30
Variable
0.01605000
N
N
N
N
N
N
BX TR 2021-ACNT
N/A
BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A
05609QAA4
100000.00000000
PA
USD
98150.05000000
0.014047560730
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.06274480
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.456% VAR 03/15/2025
06051GHR3
393000.00000000
PA
USD
387401.77000000
0.055446226376
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 03/01/2033#SB0181
3132CWFW9
64113.63100000
PA
USD
60276.33000000
0.008626948292
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC SOFR+ 12/02/2028
693475BK0
1020000.00000000
PA
USD
1004973.12000000
0.143835086541
Long
DBT
CORP
US
N
2
2028-12-02
Variable
0.05354000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 3.4% 06/06/2025
24422EWF2
252000.00000000
PA
USD
244252.90000000
0.034958285261
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
0.03400000
N
N
N
N
N
N
FORD CR FLOORPLN MAST OWN TR A
5493001DTG5N7T8BG747
FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A
34528QHV9
1171000.00000000
PA
USD
1156975.05000000
0.165590106970
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.04920000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 1.95% 02/01/2024
097023CZ6
307000.00000000
PA
USD
301843.54000000
0.043200848693
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.01950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 02/01/2033#SB0621
3132CWVN1
20736.72700000
PA
USD
19646.55000000
0.002811879405
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 2.226%/VAR 01/21/2026 144A
83368RBG6
2500000.00000000
PA
USD
2351894.50000000
0.336610942334
Long
DBT
CORP
FR
N
2
2026-01-21
Variable
0.02226000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 2.8% 03/15/2027
14041NFZ9
148000.00000000
PA
USD
142195.00000000
0.020351420076
Long
ABS-CBDO
CORP
US
N
2
2027-03-15
Fixed
0.02800000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.757%/VAR 01/24/2025
38141GZH0
500000.00000000
PA
USD
490725.00000000
0.070234189789
Long
DBT
CORP
US
N
2
2025-01-24
Variable
0.01757000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.239%/VAR 07/21/2032
61747YED3
2750000.00000000
PA
USD
2163233.82000000
0.309609200004
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02239000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.355% 03/15/2032
92343VGN8
2000000.00000000
PA
USD
1581876.46000000
0.226403406214
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.02355000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 03/15/2026
91282CGR6
2155800.00000000
PA
USD
2154199.99000000
0.308316248288
Long
DBT
UST
US
N
2
2026-03-15
Fixed
0.04625000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 2.992% 03/19/2025
30231GBH4
210000.00000000
PA
USD
203315.43000000
0.029099178761
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
0.02992000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP SOFR 1.343%/VAR 12/06/2024
14040HCK9
850000.00000000
PA
USD
837804.44000000
0.119909350542
Long
DBT
CORP
US
N
2
2024-12-06
Variable
0.01343000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 3.75% 03/24/2025
615369AS4
750000.00000000
PA
USD
729883.56000000
0.104463356211
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
0.03750000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 4.3% 03/15/2028
26441CBS3
1341000.00000000
PA
USD
1291089.00000000
0.184784940365
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04300000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 2.65% 01/15/2025
92277GAT4
2000000.00000000
PA
USD
1905294.16000000
0.272692020250
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02650000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 0.9% 11/15/2026
02582JJR2
100000.00000000
PA
USD
94592.52000000
0.013538395236
Long
ABS-CBDO
CORP
US
N
2
2026-11-15
Fixed
0.00900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 6/1/31#MA2675
31418B6M3
420081.98000000
PA
USD
390404.24000000
0.055875949842
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
0.02500000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.25% 01/08/2026
37045XDD5
500000.00000000
PA
USD
449794.45000000
0.064376073701
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
0.01250000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 6.373%/VAR 07/15/2026 144A
225401AY4
300000.00000000
PA
USD
301248.29000000
0.043115654538
Long
DBT
CORP
CH
N
2
2026-07-15
Variable
0.06373000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 0.79/VAR 05/30/2025
61747YEA9
750000.00000000
PA
USD
719086.08000000
0.102917985057
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.00790000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A
09659W2N3
750000.00000000
PA
USD
674410.16000000
0.096523819192
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
0.01323000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028
38141GZU1
2500000.00000000
PA
USD
2405445.98000000
0.344275407788
Long
DBT
CORP
US
N
2
2028-08-23
Variable
0.04482000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2035#
3140XC4X3
29932.49400000
PA
USD
28358.73000000
0.004058795506
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 04/15/2025
91282CEH0
12839100.00000000
PA
USD
12358636.74000000
1.768809085194
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.02625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 01/15/2026
91282CGE5
12900000.00000000
PA
USD
12656109.38000000
1.811384356180
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2031#FS1234
3140XGLQ0
81494.40600000
PA
USD
77401.77000000
0.011077998072
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 02/01/2033#FM9794
3140XD3C8
390869.71400000
PA
USD
377169.77000000
0.053981788596
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03500000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026
95000U2K8
750000.00000000
PA
USD
709099.28000000
0.101488641114
Long
DBT
CORP
US
N
2
2026-02-11
Variable
0.02164000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 3.5% 01/23/2024
693475AV7
200000.00000000
PA
USD
197840.21000000
0.028315547113
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
0.03500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.1% 03/22/2028
92343VGH1
500000.00000000
PA
USD
436945.77000000
0.062537127999
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.02100000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.7% 05/15/2027
91324PEG3
399000.00000000
PA
USD
383562.31000000
0.054896710125
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 02/15/2024
912828B66
8435800.00000000
PA
USD
8334306.78000000
1.192833632171
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.02750000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 3.95% 06/06/2025 144A
928668BR2
227000.00000000
PA
USD
220326.79000000
0.031533901033
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
0.03950000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.95% 10/15/2025
20030NCS8
725000.00000000
PA
USD
706151.92000000
0.101066805174
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.188%/VAR 04/28/2026
6174468Q5
750000.00000000
PA
USD
706836.17000000
0.101164737304
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 02/15/2026
91282CGL9
11900000.00000000
PA
USD
11712203.13000000
1.676289362639
Long
DBT
UST
US
N
2
2026-02-15
Fixed
0.04000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A
233853AF7
500000.00000000
PA
USD
449478.12000000
0.064330799503
Long
DBT
CORP
US
N
2
2026-12-14
Fixed
0.02000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.15% 03/02/2028
031162DP2
378000.00000000
PA
USD
377605.23000000
0.054044113075
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
0.05150000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.591/VAR 07/22/2028
61744YAK4
1050000.00000000
PA
USD
971377.94000000
0.139026832940
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.03591000
N
N
N
N
N
N
CSAIL 2017-CX9 COML MTG TR
N/A
CSAIL 2017-CX9 A2 3.0538% 09/15/2050
12595FAB8
5238.53000000
PA
USD
5224.24000000
0.000747710558
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
0.03053800
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028
38141GZK3
2563000.00000000
PA
USD
2319545.27000000
0.331981013230
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02640000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 2.797%/VAR 01/19/2028 144A
83368RBH4
950000.00000000
PA
USD
850982.53000000
0.121795442496
Long
DBT
CORP
FR
N
2
2028-01-19
Variable
0.02797000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 3.39% 05/15/2027
02582JJT8
600000.00000000
PA
USD
580408.68000000
0.083070015561
Long
ABS-CBDO
CORP
US
N
2
2027-05-15
Fixed
0.03390000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026
06051GJK6
500000.00000000
PA
USD
453107.73000000
0.064850281326
Long
DBT
CORP
US
N
2
2026-10-24
Variable
0.01197000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/15/2032
91282CFF3
7291700.00000000
PA
USD
6545155.26000000
0.936764331815
Long
DBT
UST
US
N
2
2032-08-15
Fixed
0.02750000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 0.8% 08/15/2025
30040WAJ7
43000.00000000
PA
USD
39252.19000000
0.005617903636
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00800000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026
251526CE7
750000.00000000
PA
USD
680451.14000000
0.097388424288
Long
DBT
CORP
US
N
2
2026-11-24
Variable
0.02129000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 1.305%/VAR 02/02/2027 144A
225401AT5
1300000.00000000
PA
USD
1155783.38000000
0.165419551206
Long
DBT
CORP
CH
N
2
2027-02-02
Variable
0.01305000
N
N
N
N
N
N
KEYBANK NATL ASSN
HUX2X73FUCYHUVH1BK78
KEYBANK NATL ASSN 4.15% 08/08/2025
49327M3E2
250000.00000000
PA
USD
236546.82000000
0.033855365530
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
0.04150000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 1.122%/VAR 01/28/2027
17327CAM5
3000000.00000000
PA
USD
2688622.02000000
0.384804501959
Long
DBT
CORP
US
N
2
2027-01-28
Variable
0.01122000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 3.53% 11/15/2027
05522RDE5
2624000.00000000
PA
USD
2541896.35000000
0.363804637363
Long
ABS-CBDO
CORP
US
N
2
2027-11-15
Fixed
0.03530000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 5.16% 06/20/2029
92348KBS1
1806000.00000000
PA
USD
1804659.23000000
0.258288815251
Long
ABS-CBDO
CORP
US
N
2
2029-06-20
Fixed
0.05160000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1
N/A
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 06/20/2028
92867WAD0
823000.00000000
PA
USD
819357.16000000
0.117269114637
Long
ABS-CBDO
CORP
US
N
2
2028-06-20
Fixed
0.05020000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
95000U2V4
3288000.00000000
PA
USD
3059230.07000000
0.437847155423
Long
DBT
CORP
US
N
2
2028-03-24
Variable
0.03526000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.5% 12/25/2042
3137H8AZ4
2706038.49000000
PA
USD
2641556.03000000
0.378068261347
Long
ABS-CBDO
USGSE
US
N
2
2042-12-25
Fixed
0.04500000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA GLOBAL FUNDING 2% 11/30/2026 144A
76209PAA1
30000.00000000
PA
USD
26693.07000000
0.003820400722
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
0.02000000
N
N
N
N
N
N
GS MTG SECS TR 2015-GC32
54930066YOFVQE068N73
GS MTG SECS TR 2015-GC32 AAB 3.513% 07/10/2048
36250PAE5
219334.13200000
PA
USD
213817.31000000
0.030602242662
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
0.03513000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028
02582JJZ4
1003000.00000000
PA
USD
997201.16000000
0.142722737845
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.04870000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
HUNTINGTON NATL BK COLUMBUS OH 5.699%/VAR 11/18/2025
44644MAH4
1490000.00000000
PA
USD
1461411.98000000
0.209162130242
Long
DBT
CORP
US
N
2
2025-11-18
Variable
0.05699000
N
N
N
N
N
N
CSAIL 2015-C2 COML MTG TR
549300D5DIOOMKWXVZ20
CSAIL 2015-C2 COML MTG TR 3.2241% 06/15/2057
12634NAU2
363035.67200000
PA
USD
354709.96000000
0.050767266087
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Fixed
0.03224100
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2019-C50
N/A
WELLS FARGO COML MTG TR 2019-C50 3.635% 05/15/2052
95001XAZ9
1000000.00000000
PA
USD
945768.70000000
0.135361553563
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
0.03635000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027
606822BZ6
1300000.00000000
PA
USD
1152674.00000000
0.164974526427
Long
DBT
CORP
JP
N
2
2027-10-13
Variable
0.01640000
N
N
N
N
N
N
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
N/A
BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026
05724BAD1
15000.00000000
PA
USD
13567.79000000
0.001941867110
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.02061000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3% 10/01/2035#K93321
3132LPSJ9
103458.58400000
PA
USD
95496.50000000
0.013667775852
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2032#BM5109
3140J9VB4
108875.10900000
PA
USD
102852.53000000
0.014720595266
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.375% 05/15/2033
91282CHC8
4000000.00000000
PA
USD
3768125.00000000
0.539306549287
Long
DBT
UST
US
N
2
2033-05-15
Fixed
0.03375000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.824/VAR 06/01/2025
46647PCH7
63000.00000000
PA
USD
60497.04000000
0.008658537040
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.00824000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.65% 04/05/2027
21871XAD1
2762000.00000000
PA
USD
2598187.99000000
0.371861283605
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
0.03650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 12/01/2030#ZS8591
3132A9RL3
21874.87100000
PA
USD
20702.42000000
0.002962999022
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
0.03000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II 4.15% 08/26/2025 144A
57629WDK3
463000.00000000
PA
USD
451614.11000000
0.064636509477
Long
DBT
CORP
US
N
2
2025-08-26
Fixed
0.04150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/01/2034#FS1799
3140XG7M5
43908.33900000
PA
USD
41600.23000000
0.005953962910
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.03000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.679%/VAR 07/17/2026
61747YET8
1842000.00000000
PA
USD
1803489.97000000
0.258121466882
Long
DBT
CORP
US
N
2
2026-07-17
Variable
0.04679000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 04/30/2029
91282CEM9
19656500.00000000
PA
USD
18295133.86000000
2.618460245026
Long
DBT
UST
US
N
2
2029-04-30
Fixed
0.02875000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 1.04% 11/15/2026
14041NFY2
97000.00000000
PA
USD
91950.55000000
0.013160267726
Long
ABS-CBDO
CORP
US
N
2
2026-11-15
Fixed
0.01040000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO 1.75% 01/13/2026
254687FV3
306000.00000000
PA
USD
283244.00000000
0.040538820831
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
0.01750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 12/01/2036#MA2832
31418CEE0
349404.70000000
PA
USD
321111.41000000
0.045958530161
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
0.03000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 1.734%/VAR 07/22/2027
06051GJS9
500000.00000000
PA
USD
447394.62000000
0.064032602071
Long
DBT
CORP
US
N
2
2027-07-22
Variable
0.01734000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 12/15/2025
91282CGA3
18200000.00000000
PA
USD
17905671.78000000
2.562719140247
Long
DBT
UST
US
N
2
2025-12-15
Fixed
0.04000000
N
N
N
N
N
N
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
N/A
BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 1.231% 12/15/2023
05724BAB5
16000.00000000
PA
USD
15793.69000000
0.002260445302
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.01231000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 3.091%/VAR 05/14/2032 144A
225401AU2
250000.00000000
PA
USD
206021.37000000
0.029486461870
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
0.03091000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2028#FS3867
3140XKJM3
250207.73600000
PA
USD
238474.24000000
0.034131224274
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.02500000
N
N
N
N
N
N
FORD CR AUTO OWNER TR 2021-A
N/A
FORD CREDIT AUTO OWNER TRUST 2021-A A3 0.3% 08/15/2025
34532NAC9
196703.04000000
PA
USD
192491.49000000
0.027550020564
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.00300000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 3.25% 07/01/2026
842587CV7
500000.00000000
PA
USD
473027.30000000
0.067701236259
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.03250000
N
N
N
N
N
N
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3
N/A
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028
36267KAD9
312000.00000000
PA
USD
313667.61000000
0.044893148813
Long
ABS-CBDO
CORP
US
N
2
2028-06-16
Fixed
0.05450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 05/01/2035#BM5385
3140J96X4
1498445.15300000
PA
USD
1382726.68000000
0.197900429098
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 06/15/2026
91282CHH7
22000000.00000000
PA
USD
21745625.00000000
3.112305982644
Long
DBT
UST
US
N
2
2026-06-15
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2029#
3140XLYD4
520817.13000000
PA
USD
493343.30000000
0.070608929570
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
0.02500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2.5% 02/25/2052
3136BMM70
441980.29500000
PA
USD
399419.94000000
0.057166306732
Long
ABS-CBDO
USGSE
US
N
2
2052-02-25
Fixed
0.02500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032
06051GJP5
2750000.00000000
PA
USD
2247918.09000000
0.321729493633
Long
DBT
CORP
US
N
2
2032-03-11
Variable
0.02651000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 4.26%/VAR 07/28/2026
89788MAH5
2960000.00000000
PA
USD
2859422.81000000
0.409250077589
Long
DBT
CORP
US
N
2
2026-07-28
Variable
0.04260000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 0.95% 08/15/2025
65473PAK1
1500000.00000000
PA
USD
1374976.10000000
0.196791140379
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 02/01/2028#FS3865
3140XKJK7
213135.50800000
PA
USD
200856.45000000
0.028747241387
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.02000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.589%/VAR 05/24/2027
404280CM9
550000.00000000
PA
USD
488678.27000000
0.069941255002
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
0.01589000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 03/31/2030
91282CGS4
5000000.00000000
PA
USD
4829687.50000000
0.691240895607
Long
DBT
UST
US
N
2
2030-03-31
Fixed
0.03625000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.2% 01/15/2027
00914AAR3
2530000.00000000
PA
USD
2260800.99000000
0.323573337015
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02200000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
06738EBL8
750000.00000000
PA
USD
708841.51000000
0.101451748216
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 1.642/VAR 06/14/2027
639057AC2
3300000.00000000
PA
USD
2929631.40000000
0.419298563879
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
0.01642000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 09/15/2025
91282CFK2
18426600.00000000
PA
USD
17947220.58000000
2.568665742325
Long
DBT
UST
US
N
2
2025-09-15
Fixed
0.03500000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-A
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.58% 04/15/2027
448979AD6
533000.00000000
PA
USD
526232.82000000
0.075316186770
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.04580000
N
N
N
N
N
N
S and P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S and P GLOBAL INC 2.45% 03/01/2027
78409VBH6
2814000.00000000
PA
USD
2594605.96000000
0.371348611590
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.02450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 12/01/2028#AV1907
3138XDDM9
7122.94000000
PA
USD
6881.29000000
0.000984873050
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
0.03500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027
60687YBP3
2050000.00000000
PA
USD
1814360.25000000
0.259677257413
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
0.01234000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2023-B
N/A
FORD CREDIT AUTO OWNER TRUST 2023-B 5.23% 05/15/2028
344930AD4
1127000.00000000
PA
USD
1126389.17000000
0.161212554367
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.05230000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC T1Y 2.651%/VAR 05/22/2026
60687YCA5
500000.00000000
PA
USD
470925.88000000
0.067400474058
Long
DBT
CORP
JP
N
2
2026-05-22
Variable
0.02651000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2% 04/25/2045
3137FVE99
633015.49800000
PA
USD
553107.10000000
0.079162522869
Long
ABS-CBDO
USGSE
US
N
2
2045-04-25
Fixed
0.02000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION SOFR+0 02/04/2028
06051GKJ7
850000.00000000
PA
USD
768746.72000000
0.110025580584
Long
DBT
CORP
US
N
2
2028-02-04
Variable
0.02551000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 2.4% 03/07/2025
20826FAU0
4000.00000000
PA
USD
3833.81000000
0.000548707604
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
0.02400000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 3.65% 01/25/2024
316773CX6
168000.00000000
PA
USD
166412.75000000
0.023817544789
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.03650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 11/01/2030#AL7688
3138EQRJ3
218721.41200000
PA
USD
211943.80000000
0.030334099697
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
0.03500000
N
N
N
N
N
N
BX TR 2021-LGCY
N/A
BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A
05608UAA6
17000.00000000
PA
USD
16999.98000000
0.002433093528
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Variable
0.07475480
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 1.96% 02/15/2027
254683CR4
49000.00000000
PA
USD
46622.70000000
0.006672795476
Long
ABS-CBDO
CORP
US
N
2
2027-02-15
Fixed
0.01960000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 07/15/2026
91282CHM6
24000000.00000000
PA
USD
23956874.88000000
3.428787400430
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.04500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 1% 09/17/2024 144A
44891ABY2
74000.00000000
PA
USD
70339.75000000
0.010067258344
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
0.01000000
N
N
N
N
N
N
MSCCG TR 2018-SELF
N/A
MSCCG TR 2018-SELF TSFR1M+94.7 10/15/2037 144A
55358PAA4
1919130.41000000
PA
USD
1910028.55000000
0.273369621852
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
0.06258000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028
404280DG1
2827000.00000000
PA
USD
2758591.15000000
0.394818715940
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
0.05210000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025
404280BZ1
2250000.00000000
PA
USD
2221841.30000000
0.317997296949
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 2.696% 07/16/2024
86562MBM1
500000.00000000
PA
USD
486616.54000000
0.069646173365
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
0.02696000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3% 03/22/2027
92343VFF6
78000.00000000
PA
USD
72501.82000000
0.010376700974
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
0.03000000
N
N
N
N
N
N
JPMCC COML MTG SECS TR 2019-COR4
N/A
JPMCC COML MTG SECS TR 2019-COR4 3.9381% 03/10/2052
48128YAX9
1000000.00000000
PA
USD
954576.60000000
0.136622169428
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Fixed
0.03938100
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 01/01/2028#SB0799
3132CW3G7
245596.96800000
PA
USD
234413.44000000
0.033550029108
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.02500000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 1.45% 03/02/2026 144A
233851EC4
2500000.00000000
PA
USD
2278678.28000000
0.326131994061
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.01450000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4.35% 06/15/2029
45866FAV6
2500000.00000000
PA
USD
2392895.75000000
0.342479177239
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04350000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 2.35% 02/26/2027
37045XDR4
3000000.00000000
PA
USD
2667027.69000000
0.381713849818
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
0.02350000
N
N
N
N
N
N
BANK 2017-BNK9
N/A
BANK 2017-BNK9 3.47% 11/15/2054
06540RAC8
2875144.16000000
PA
USD
2727764.85000000
0.390406753629
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
0.03470000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.25% 03/01/2025
00912XBA1
97000.00000000
PA
USD
92832.91000000
0.013286554016
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.03250000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A
361886CR3
1660000.00000000
PA
USD
1657871.55000000
0.237280075579
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
0.05340000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1% 09/15/2025
776743AM8
2076000.00000000
PA
USD
1901460.45000000
0.272143326958
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 08/15/2025
91282CFE6
30934800.00000000
PA
USD
29928210.69000000
4.283424789138
Long
DBT
UST
US
N
2
2025-08-15
Fixed
0.03125000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.7% 04/02/2027
05526DBP9
801000.00000000
PA
USD
776847.87000000
0.111185044044
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
0.04700000
N
N
N
N
N
N
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP
N/A
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A
26863LAA2
770000.00000000
PA
USD
753574.98000000
0.107854150829
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.06126480
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026
86562MCH1
750000.00000000
PA
USD
663644.84000000
0.094983050884
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
0.01402000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 4.35% 06/08/2027 144A
928668BS0
200000.00000000
PA
USD
192611.38000000
0.027567179618
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
0.04350000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 5% 04/15/2028
05522RDF2
1294000.00000000
PA
USD
1288571.41000000
0.184424614533
Long
ABS-CBDO
CORP
US
N
2
2028-04-15
Fixed
0.05000000
N
N
N
N
N
N
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2
N/A
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028
362583AD8
440000.00000000
PA
USD
432557.09000000
0.061909005560
Long
ABS-CBDO
CORP
US
N
2
2028-02-16
Fixed
0.04470000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA 3.3% 04/01/2025
816851BN8
28000.00000000
PA
USD
26974.69000000
0.003860707110
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03300000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.35% 01/15/2027
20030NBW0
500000.00000000
PA
USD
458718.65000000
0.065653334808
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02350000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 08/01/2032#MA3090
31418CNG5
682632.24700000
PA
USD
642842.23000000
0.092005712336
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 09/01/2029#AL5878
3138ENQ85
247172.23500000
PA
USD
238605.42000000
0.034149999190
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
0.03500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 2.593%/VAR 09/11/2025 144A
225401AM0
2500000.00000000
PA
USD
2410533.83000000
0.345003597757
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.083/VAR 04/22/2026
46647PBK1
500000.00000000
PA
USD
470292.18000000
0.067309776812
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044
3137H9AA7
358570.60400000
PA
USD
347678.09000000
0.049760841527
Long
ABS-CBDO
USGSE
US
N
2
2044-10-25
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 03/01/2032#SB0878
3132CW6P4
2084318.53000000
PA
USD
1928859.22000000
0.276064729805
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
0.02500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.827%/VAR 07/22/2026
06051GLA5
2500000.00000000
PA
USD
2453357.63000000
0.351132682064
Long
DBT
CORP
US
N
2
2026-07-22
Variable
0.04827000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 0.848%/VAR 09/15/2024
606822BV5
750000.00000000
PA
USD
748895.54000000
0.107184413854
Long
DBT
CORP
JP
N
2
2024-09-15
Variable
0.00848000
N
N
N
N
N
N
BX 2021-BXMF
N/A
BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A
05609RAA2
100000.00000000
PA
USD
97709.77000000
0.013984546396
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Variable
0.06060410
N
N
N
N
N
N
CD 2017-CD5 MTG TR
N/A
CD MTG TR 2017-CD5 AAB 3.22% 08/15/2050
12515HBA2
549329.89000000
PA
USD
520872.13000000
0.074548947036
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
0.03220000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.2% 09/15/2023
29278NAC7
73000.00000000
PA
USD
72963.95000000
0.010442842553
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.05% 03/08/2024
37045XDG8
18000.00000000
PA
USD
17546.39000000
0.002511297540
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
0.01050000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026
14040HCU7
2701000.00000000
PA
USD
2640041.89000000
0.377851552607
Long
DBT
CORP
US
N
2
2026-07-24
Variable
0.04985000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 2.625% 08/06/2024
446150AQ7
450000.00000000
PA
USD
434649.53000000
0.062208482514
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
0.02625000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 4.79% 05/15/2028
05522RDG0
729000.00000000
PA
USD
722825.01000000
0.103453113121
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.04790000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 3.72% 07/20/2027
92348KAV5
277000.00000000
PA
USD
274688.85000000
0.039314379385
Long
ABS-CBDO
CORP
US
N
2
2027-07-20
Fixed
0.03720000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 3.945% 08/04/2025
13607H6M9
495000.00000000
PA
USD
479690.78000000
0.068654935620
Long
DBT
CORP
CA
N
2
2025-08-04
Fixed
0.03945000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A
04685A3D1
573000.00000000
PA
USD
498740.20000000
0.071381351800
Long
DBT
CORP
US
N
2
2026-10-02
Fixed
0.01730000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.04% 05/01/2027
097023CU7
500000.00000000
PA
USD
494496.32000000
0.070773953617
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05040000
N
N
N
N
N
N
CSMC 2019-ICE4
N/A
CSMC 2019-ICE4 TSFR1M+102.701 535 05/15/2036 144A
12653VAA4
3112257.09000000
PA
USD
3108691.69000000
0.444926266547
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.06338010
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR 3.97% 09/15/2027
161571HS6
560000.00000000
PA
USD
546174.27000000
0.078170273242
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.03970000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 04/15/2026
91282CGV7
38000000.00000000
PA
USD
37179140.72000000
5.321201947169
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2036#FS1970
3140XHFL6
842576.03000000
PA
USD
761827.59000000
0.109035291747
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
0.02500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.948/VAR 07/22/2028
06051GKW8
3750000.00000000
PA
USD
3671633.40000000
0.525496351422
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.04948000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 2.5% 02/14/2025
29250NBL8
12000.00000000
PA
USD
11464.60000000
0.001640851581
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
0.02500000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A
928668BL5
1000000.00000000
PA
USD
911592.88000000
0.130470196840
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
0.01250000
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATION LLC 3.25% 06/01/2025
30161MAS2
178000.00000000
PA
USD
170375.53000000
0.024384711008
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03250000
N
N
N
N
N
N
BMW VECHILE OWNER TRUST 2023-A
N/A
BMW VECHILE OWNER TRUST 2023-A 5.47% 02/25/2028
05592XAD2
272000.00000000
PA
USD
272874.18000000
0.039054657795
Long
ABS-CBDO
CORP
US
N
2
2028-02-25
Fixed
0.05470000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027
06738EBU8
1300000.00000000
PA
USD
1154449.22000000
0.165228601802
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
0.02279000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 3.75% 08/15/2027
02582JJV3
3570000.00000000
PA
USD
3467274.32000000
0.496247802010
Long
ABS-CBDO
CORP
US
N
2
2027-08-15
Fixed
0.03750000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.54% 05/01/2028
46647PAF3
350000.00000000
PA
USD
326627.89000000
0.046748067077
Long
DBT
CORP
US
N
2
2028-05-01
Variable
0.03540000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 11/30/2027
91282CFZ9
15500000.00000000
PA
USD
15215429.61000000
2.177682757046
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.03875000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028
80282KBC9
773000.00000000
PA
USD
677755.19000000
0.097002570981
Long
DBT
CORP
US
N
2
2028-01-06
Variable
0.02490000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2015-C27
5493001SKB2HKIF64L70
WELLS FARGO COML MTG TR 15-C27 ASB 3.278% 02/15/2048
94989DAX7
217018.02500000
PA
USD
211566.29000000
0.030280069213
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
0.03278000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 02/29/2028
91282CGP0
15000000.00000000
PA
USD
14815429.65000000
2.120433435927
Long
DBT
UST
US
N
2
2028-02-29
Fixed
0.04000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 1.716% 01/07/2025 144A
04685A3F6
600000.00000000
PA
USD
561998.95000000
0.080435153936
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
0.01716000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 2.15% 02/16/2024
29250NBK0
12000.00000000
PA
USD
11800.83000000
0.001688973934
Long
DBT
CORP
CA
N
2
2024-02-16
Fixed
0.02150000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
8049798.52300000
NS
USD
8051408.48000000
1.152344289070
Long
STIV
RF
US
N
1
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028
46647PDG8
3750000.00000000
PA
USD
3674823.64000000
0.525952949153
Long
DBT
CORP
US
N
2
2028-07-25
Variable
0.04851000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A
05609PAA6
100000.00000000
PA
USD
97678.41000000
0.013980058049
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.06113580
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 4.95% 10/15/2027
14041NGB1
1603000.00000000
PA
USD
1591402.78000000
0.227766844732
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.04950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 03/01/2036#BM5018
3140J9SG7
2011178.04700000
PA
USD
1853977.94000000
0.265347472622
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
0.03000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028
45866FAJ3
125000.00000000
PA
USD
117962.71000000
0.016883214350
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
0.03750000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.8% 04/01/2026
548661EP8
261000.00000000
PA
USD
257975.83000000
0.036922356523
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.04800000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A
78472UAA6
200000.00000000
PA
USD
195984.70000000
0.028049980366
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.06155760
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 1.668% 03/25/2026
05530QAN0
2750000.00000000
PA
USD
2490363.32000000
0.356429059169
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC(UNGTD 3ML+176.2 03/22/2025
780097BK6
200000.00000000
PA
USD
197744.10000000
0.028301791531
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
0.04269000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 3.32% 05/15/2027
254683CS2
540000.00000000
PA
USD
521440.52000000
0.074630296898
Long
ABS-CBDO
CORP
US
N
2
2027-05-15
Fixed
0.03320000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025
606822BW3
750000.00000000
PA
USD
716789.73000000
0.102589323828
Long
DBT
CORP
JP
N
2
2025-07-19
Variable
0.00953000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3.65% 05/23/2025
45866FAT1
314000.00000000
PA
USD
304394.68000000
0.043565976312
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
0.03650000
N
N
N
N
N
N
GS MTG SECS TR 2015-GC28
5493002EPQ51IPGGFX73
GS MTG SECS TR 2015-GC28 AAB 3.206% 02/10/2048
36251FAX4
60502.11800000
PA
USD
59401.29000000
0.008501709665
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
0.03206000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 0.849%/VAR 09/08/2024
60687YBJ7
500000.00000000
PA
USD
499827.76000000
0.071537006995
Long
DBT
CORP
JP
N
2
2024-09-08
Variable
0.00849000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 10/31/2027
91282CFU0
50177900.00000000
PA
USD
49709442.14000000
7.114580250796
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.04125000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 3.45% 04/07/2027
13607HR61
1150000.00000000
PA
USD
1074023.03000000
0.153717738706
Long
DBT
CORP
CA
N
2
2027-04-07
Fixed
0.03450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 05/31/2028
91282CHE4
13000000.00000000
PA
USD
12643515.56000000
1.809581886887
Long
DBT
UST
US
N
2
2028-05-31
Fixed
0.03625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 06/30/2028
91282CHK0
7000000.00000000
PA
USD
6916328.16000000
0.989887828484
Long
DBT
UST
US
N
2
2028-06-30
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2033#BM5464
3140JACA4
483304.80700000
PA
USD
457096.83000000
0.065421214550
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PAC RY CO 1.75% 12/02/2026
13645RBE3
1517000.00000000
PA
USD
1363253.28000000
0.195113331495
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
0.01750000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027
45866FAU8
1981000.00000000
PA
USD
1896482.81000000
0.271430910610
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 2.55% 03/04/2027
025816CS6
54000.00000000
PA
USD
49102.03000000
0.007027645410
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
0.02550000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2023-2
N/A
CARMAX AUTO OWNER TR 2023-2 5.05% 01/18/2028
142921AD7
1732000.00000000
PA
USD
1719569.96000000
0.246110556679
Long
ABS-CBDO
CORP
US
N
2
2028-01-18
Fixed
0.05050000
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE 4.754% 04/21/2026
61690U4T4
1062000.00000000
PA
USD
1048247.38000000
0.150028642178
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
0.04754000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL PARIS
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL PARIS 4.524% 07/13/2025 144A
06675DCD2
449000.00000000
PA
USD
438608.27000000
0.062775070514
Long
DBT
CORP
FR
N
2
2025-07-13
Fixed
0.04524000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027
539439AY5
901000.00000000
PA
USD
900077.65000000
0.128822098925
Long
DBT
CORP
GB
N
2
2027-08-07
Variable
0.05985000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 11/15/2025
91282CFW6
21200000.00000000
PA
USD
21070812.50000000
3.015724579216
Long
DBT
UST
US
N
2
2025-11-15
Fixed
0.04500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC 3.2% 03/15/2027
775109CG4
19000.00000000
PA
USD
17563.99000000
0.002513816510
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
0.03200000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 1.5% 05/01/2025
718172CN7
750000.00000000
PA
USD
703844.47000000
0.100736555276
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.070%/VAR 02/24/28
172967NG2
3000000.00000000
PA
USD
2753881.17000000
0.394144607978
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.03070000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.5% 04/04/2025
21871XAB5
508000.00000000
PA
USD
488169.02000000
0.069868369453
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
0.03500000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP 3.878%/VAR 05/23/2025
49326EEL3
177000.00000000
PA
USD
168897.27000000
0.024173137533
Long
DBT
CORP
US
N
2
2025-05-23
Variable
0.03878000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO 4.65% 05/16/2028
373334KS9
948000.00000000
PA
USD
924465.61000000
0.132312584657
Long
DBT
CORP
US
N
2
2028-05-16
Fixed
0.04650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 07/32#G18652
3128MMWN9
475656.93800000
PA
USD
449123.13000000
0.064279992156
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.03000000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 4.89% 04/13/2028
92348KBL6
1342000.00000000
PA
USD
1329008.90000000
0.190212162237
Long
ABS-CBDO
CORP
US
N
2
2028-04-13
Fixed
0.04890000
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
700000.00000000
PA
USD
629822.66000000
0.090142308290
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
0.02450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 04/30/2027
91282CEN7
16773900.00000000
PA
USD
15832333.86000000
2.265976139646
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.02750000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.3% 02/15/2030
00206RGQ9
250000.00000000
PA
USD
233091.26000000
0.033360794320
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04300000
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
445000.00000000
PA
USD
437206.94000000
0.062574507516
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.06605720
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.3% 03/25/2028
126650CX6
110000.00000000
PA
USD
105650.66000000
0.015121072914
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.04300000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025
86562MCA6
2500000.00000000
PA
USD
2314526.93000000
0.331262771763
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
0.01474000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 03/01/2032#BM3061
3140J7MK8
1343066.80500000
PA
USD
1225868.38000000
0.175450348886
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
0.02000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA .856/VAR 09/30/2025 144A
25601B2A2
2500000.00000000
PA
USD
2368205.98000000
0.338945495458
Long
DBT
CORP
NO
N
2
2025-09-30
Variable
0.00856000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 3.95% 08/16/2025
913017DD8
116000.00000000
PA
USD
112776.39000000
0.016140931028
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
0.03950000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
KENVUE INC 5.05% 03/22/2028 144A
49177JAE2
1262000.00000000
PA
USD
1265349.11000000
0.181100961926
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.05050000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048
3137H8BP5
1676692.79800000
PA
USD
1647729.27000000
0.235828478822
Long
ABS-CBDO
USGSE
US
N
2
2048-04-25
Fixed
0.05000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027
14040HCH6
3400000.00000000
PA
USD
2980593.37000000
0.426592410072
Long
DBT
CORP
US
N
2
2027-11-02
Variable
0.01878000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2033#BM5108
3140J9VA6
82006.71100000
PA
USD
77226.61000000
0.011052928592
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 4.25% 09/15/2027
701094AR5
217000.00000000
PA
USD
210505.55000000
0.030128252586
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04250000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 2.25% 03/04/2025
025816CQ0
35000.00000000
PA
USD
33279.30000000
0.004763043807
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
0.02250000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 3.7% 03/23/2029
444859BT8
2500000.00000000
PA
USD
2314613.90000000
0.331275219198
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
0.03700000
N
N
N
N
N
N
GM FINANCIAL LEASING TRUST 2023-3
N/A
GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026
379929AD4
147000.00000000
PA
USD
146927.12000000
0.021028696787
Long
ABS-CBDO
CORP
US
N
2
2026-11-20
Fixed
0.05380000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2021-1 OWNER TR
N/A
HONDA AUTO RECEIVABLES 2021-1 A3 OWNER TR A3 0.27% 04/21/2025
43813GAC5
263491.71000000
PA
USD
258555.11000000
0.037005264999
Long
ABS-CBDO
CORP
US
N
2
2025-04-21
Fixed
0.00270000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 4.75% 06/08/2026
24422EWX3
804000.00000000
PA
USD
800003.62000000
0.114499171794
Long
DBT
CORP
US
N
2
2026-06-08
Fixed
0.04750000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027
251526CP2
3300000.00000000
PA
USD
2893324.90000000
0.414102257166
Long
DBT
CORP
US
N
2
2027-11-16
Variable
0.02311000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.106%/VAR 04/08/2026
172967MQ1
1100000.00000000
PA
USD
1052714.04000000
0.150667925373
Long
DBT
CORP
US
N
2
2026-04-08
Variable
0.03106000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 07/01/2034#FM8940
3140XC5A2
89223.89200000
PA
USD
84607.55000000
0.012109313208
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 04/30/2028
91282CHA2
23000000.00000000
PA
USD
22229904.80000000
3.181617714029
Long
DBT
UST
US
N
2
2028-04-30
Fixed
0.03500000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A
05610HAA1
81006.96000000
PA
USD
78771.52000000
0.011274041236
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.06323380
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 1.75% 03/01/2026
55336VBR0
2000000.00000000
PA
USD
1821558.74000000
0.260707529180
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01750000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1.75% 02/15/2031
776743AL0
750000.00000000
PA
USD
588700.46000000
0.084256762619
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.01750000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 2021-1 A 0.5% 05/20/2027
92348KAA1
59000.00000000
PA
USD
56773.51000000
0.008125613075
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
0.00500000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-B
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028
44933XAD9
314000.00000000
PA
USD
315586.92000000
0.045167846827
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.05480000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032
927804GG3
500000.00000000
PA
USD
402908.92000000
0.057665661123
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
0.02400000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 5.304%/VAR 08/09/2026
06738EBZ7
2500000.00000000
PA
USD
2463092.53000000
0.352525973244
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
0.05304000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 5.05% 07/20/2026
362548AD1
1165000.00000000
PA
USD
1155785.78000000
0.165419894702
Long
ABS-CBDO
CORP
US
N
2
2026-07-20
Fixed
0.05050000
N
N
N
N
N
N
DOLLAR GEN CORP NEW
OPX52SQVOZI8IVSWYU66
DOLLAR GEN CORP NEW 4.625% 11/01/2027
256677AK1
2406000.00000000
PA
USD
2343406.25000000
0.335396075837
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.04625000
N
N
N
N
N
N
DLLAA 2023-1A
N/A
DLLAA 2023-1A 5.64% 02/22/2028 144A
23292HAC5
146000.00000000
PA
USD
146589.11000000
0.020980319675
Long
ABS-CBDO
CORP
US
N
2
2028-02-22
Fixed
0.05640000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND COOP CENTL 1.98%/VAR 12/15/2027 144A
74977RDL5
3050000.00000000
PA
USD
2691894.93000000
0.385272931694
Long
DBT
CORP
NL
N
2
2027-12-15
Variable
0.01980000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 2.875% 04/15/2027
437076CN0
2028000.00000000
PA
USD
1903006.37000000
0.272364584157
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.02875000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024 144A
29449WAK3
500000.00000000
PA
USD
471892.97000000
0.067538887187
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
0.01100000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C
N/A
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028
98164FAD4
181000.00000000
PA
USD
180704.77000000
0.025863066100
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.05150000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4% 03/15/2028
55336VAR1
760000.00000000
PA
USD
713477.08000000
0.102115206372
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.251%/VAR 11/22/2027
404280CX5
1300000.00000000
PA
USD
1159269.10000000
0.165918439015
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
0.02251000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 3.755% 03/15/2027
55903VBA0
1000000.00000000
PA
USD
937917.72000000
0.134237895263
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03755000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.456%/VAR 10/22/2025
06051GHW2
500000.00000000
PA
USD
480602.92000000
0.068785484123
Long
DBT
CORP
US
N
2
2025-10-22
Variable
0.02456000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 09/30/2027
91282CFM8
7162000.00000000
PA
USD
7095695.56000000
1.015559485754
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.04125000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 2021-1 A 0.99% 04/20/2028
92348KAD5
90000.00000000
PA
USD
85304.56000000
0.012209071591
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Fixed
0.00990000
N
N
N
N
N
N
FORD CR AUTO OWNER TR 2019-REV1
N/A
FORD CR AUTO OWNER TR 2019-1 A 3.52% 07/15/2030 144A
34532PAA8
320000.00000000
PA
USD
317057.66000000
0.045378344014
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Fixed
0.03520000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 3.56% 07/15/2027
254683CW3
2540000.00000000
PA
USD
2458429.93000000
0.351858646465
Long
ABS-CBDO
CORP
US
N
2
2027-07-15
Fixed
0.03560000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 0.44% 09/15/2026
05522RDD7
37000.00000000
PA
USD
35814.51000000
0.005125891471
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
0.00440000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 04/30/2024
91282CEK3
11749900.00000000
PA
USD
11528212.40000000
1.649955999044
Long
DBT
UST
US
N
2
2024-04-30
Fixed
0.02500000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025
026874DQ7
383000.00000000
PA
USD
362538.73000000
0.051887745618
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
0.02500000
N
N
N
N
N
N
WFRBS COML MTG TR 2014-C20
549300UVB571ELWL8972
WFRBS COML MTG TR 2014-C20 ASB 3.638% 05/15/2047
92890FAV8
261984.26800000
PA
USD
259522.98000000
0.037143789764
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
0.03638000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027
46647PCP9
3080000.00000000
PA
USD
2720586.33000000
0.389379340035
Long
DBT
CORP
US
N
2
2027-09-22
Variable
0.01470000
N
N
N
N
N
N
ALABAMA POWER and LIGHT
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO 3.05% 03/15/2032
010392FX1
2526000.00000000
PA
USD
2167551.35000000
0.310227139219
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.03050000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 4.703%/VAR 08/05/2027 144A
902613AS7
2500000.00000000
PA
USD
2423571.00000000
0.346869520773
Long
DBT
CORP
CH
N
2
2027-08-05
Variable
0.04703000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.808%/VAR 07/25/2028
95000U3A9
1250000.00000000
PA
USD
1212469.53000000
0.173532661029
Long
DBT
CORP
US
N
2
2028-07-25
Variable
0.04808000
N
N
N
N
N
N
DELL EQUIP FIN TR 2023-2
N/A
DELL EQUIP FIN TR 2023-2 5.65% 01/22/2029 144A
24703GAC8
578000.00000000
PA
USD
579664.64000000
0.082963526088
Long
ABS-CBDO
CORP
US
N
2
2029-01-22
Fixed
0.05650000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.25% 03/01/2027
00206RDQ2
400000.00000000
PA
USD
385517.64000000
0.055176563441
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04250000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.14%/VAR 05/24/2025
172967NQ0
2500000.00000000
PA
USD
2466424.20000000
0.353002812905
Long
DBT
CORP
US
N
2
2025-05-24
Variable
0.04140000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 3.49% 05/15/2027
14041NGA3
5671000.00000000
PA
USD
5497595.56000000
0.786834112679
Long
ABS-CBDO
CORP
US
N
2
2027-05-15
Fixed
0.03490000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A
29449WAL1
799000.00000000
PA
USD
700406.40000000
0.100244487293
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
0.01700000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 2.8% 03/10/2027
89114TZT2
64000.00000000
PA
USD
58705.91000000
0.008402184573
Long
DBT
CORP
CA
N
2
2027-03-10
Fixed
0.02800000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 4.95% 10/15/2027
02582JJX9
1122000.00000000
PA
USD
1114178.54000000
0.159464928498
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.04950000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 2.75% 03/15/2027
30161NBB6
1006000.00000000
PA
USD
923320.29000000
0.132148662660
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.02750000
N
N
N
N
N
N
GS MTG SECS TR 2016-GS2
N/A
GS MTG SECS TR 2016-GS2 2.922% 05/10/2049
36252TAS4
529834.68200000
PA
USD
508411.98000000
0.072765609036
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
0.02922000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
KENVUE INC 5.35% 03/22/2026 144A
49177JAC6
598000.00000000
PA
USD
601102.46000000
0.086031777998
Long
DBT
CORP
US
N
2
2026-03-22
Fixed
0.05350000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 07/31/2028
91282CHQ7
7000000.00000000
PA
USD
6958984.34000000
0.995992922461
Long
DBT
UST
US
N
2
2028-07-31
Fixed
0.04125000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.188/VAR 04/30/2026
95000U2N2
2676000.00000000
PA
USD
2516554.96000000
0.360177693566
Long
DBT
CORP
US
N
2
2026-04-30
Variable
0.02188000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025
136385AZ4
315000.00000000
PA
USD
295097.86000000
0.042235384595
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 4.054% 03/15/2029
55903VBB8
6000.00000000
PA
USD
5517.58000000
0.000789694352
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04054000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 09/01/2035#FS0112
3140XFDS7
180984.08000000
PA
USD
171090.64000000
0.024487059923
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.03000000
N
N
N
N
N
N
2023-09-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer