0001752724-23-188764.txt : 20230824
0001752724-23-188764.hdr.sgml : 20230824
20230824125128
ACCESSION NUMBER: 0001752724-23-188764
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230824
DATE AS OF CHANGE: 20230824
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PACIFIC SELECT FUND
CENTRAL INDEX KEY: 0000813900
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05141
FILM NUMBER: 231200956
BUSINESS ADDRESS:
STREET 1: 700 NEWPORT CTR DR
STREET 2: P O BOX 7500
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 9492193233
MAIL ADDRESS:
STREET 1: 700 NEWPORT CTR DR
STREET 2: P O BOX 7500
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
0000813900
S000069842
Intermediate Bond Portfolio
C000222604
I
C000222605
P
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000813900
XXXXXXXX
S000069842
C000222605
C000222604
PACIFIC SELECT FUND
811-05141
0000813900
549300KH2YJL0X2VEL27
700 NEWPORT CTR DR
P O BOX 7500
NEWPORT BEACH
92660
949-219-3233
Intermediate Bond Portfolio
S000069842
549300WJRLQXABEYCS78
2023-12-31
2023-06-30
N
1314204316.59
11292218.49
1302912098.10
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
855000.00000000
0.00000000
0.00000000
58.64000000
USD
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617QPD68
1283614.46000000
PA
USD
1105716.53000000
0.084865013657
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKP3
740000.00000000
PA
USD
710975.87000000
0.054568214619
Long
DBT
CORP
US
N
2
2028-04-27
Fixed
4.37600000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AW5
259000.00000000
PA
USD
192558.07000000
0.014779053036
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.80000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAD5
960000.00000000
PA
USD
832437.79000000
0.063890556486
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380QXR8
4759359.02000000
PA
USD
4755272.63000000
0.364972636061
Long
ABS-MBS
USGA
US
N
2
2071-01-20
Floating
6.37400000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AC5
1125000.00000000
PA
USD
907591.13000000
0.069658661649
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAB2
1160000.00000000
PA
USD
1013333.80000000
0.077774533023
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAD0
1000000.00000000
PA
USD
877599.03000000
0.067356733526
Long
DBT
CORP
GB
N
2
2026-09-29
Fixed
1.60000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAG8
290000.00000000
PA
USD
291959.39000000
0.022408218514
Long
DBT
CORP
FR
N
2
2033-07-05
Fixed
5.51400000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
148000.00000000
PA
USD
111934.57000000
0.008591106810
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
UNITED AIR 2018-1 A PTT
N/A
United Airlines 2018-1 Class A Pass Through Trust
90931VAA4
1188261.45000000
PA
USD
1031327.28000000
0.079155553279
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DC6
1130000.00000000
PA
USD
1093591.23000000
0.083934382956
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YCL1
2440000.00000000
PA
USD
2422413.82000000
0.185923042969
Long
DBT
CORP
JP
N
2
2028-09-13
Fixed
5.41400000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AJ4
800000.00000000
PA
USD
625546.92000000
0.048011444587
Long
DBT
CORP
US
N
2
2032-01-07
Fixed
2.77500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAJ3
1650000.00000000
PA
USD
1433166.08000000
0.109997142715
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.53800000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CJ6
1530000.00000000
PA
USD
1234460.92000000
0.094746293460
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAD8
615000.00000000
PA
USD
525664.44000000
0.040345349526
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
127000.00000000
PA
USD
71484.63000000
0.005486527456
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAJ0
295000.00000000
PA
USD
296294.41000000
0.022740936278
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.55000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
2537000.00000000
PA
USD
2384577.32000000
0.183019048136
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
Pagaya AI Technology in Housing Trust 2021-1
N/A
Pagaya AI Technology in Housing Trust 2022-1
69547NAA2
3000000.00000000
PA
USD
2838112.80000000
0.217828417138
Long
ABS-O
CORP
US
N
2
2025-08-25
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
4210000.00000000
PA
USD
3476703.51000000
0.266840987590
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460DAH2
382000.00000000
PA
USD
327969.60000000
0.025172043492
Long
DBT
US
N
2
2028-11-09
Fixed
1.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
6445000.00000000
PA
USD
6045341.30000000
0.463986888203
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.70500000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-3
35563PTN9
5235193.37000000
PA
USD
4635410.35000000
0.355773068402
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
3.00000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AE7
215000.00000000
PA
USD
240633.45000000
0.018468893669
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.50000000
N
N
N
N
N
N
CVS PASS-THROUGH TR 2014
N/A
CVS Pass-Through Trust Series 2014
12665VAA0
478253.42000000
PA
USD
412955.71000000
0.031694825046
Long
DBT
CORP
US
N
2
2036-08-11
Fixed
4.16300000
N
N
N
N
N
N
SCENTRE GROUP TRUST 1/2
N/A
Scentre Group Trust 1 / Scentre Group Trust 2
80622GAD6
1225000.00000000
PA
USD
1162095.88000000
0.089192193525
Long
DBT
AU
N
2
2026-01-28
Fixed
3.62500000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BC6
850000.00000000
PA
USD
798922.93000000
0.061318252487
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
3.55000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLBL
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2D0
490000.00000000
PA
USD
418708.93000000
0.032136391289
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
1.70000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AK9
1000000.00000000
PA
USD
828910.48000000
0.063619831392
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.40000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CJ7
270000.00000000
PA
USD
274865.53000000
0.021096245126
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAT7
1000000.00000000
PA
USD
956060.15000000
0.073378714603
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEV9
7400000.00000000
PA
USD
7081453.09000000
0.543509658120
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.25000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
2555000.00000000
PA
USD
2423053.41000000
0.185972132236
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
910000.00000000
PA
USD
786032.48000000
0.060328895644
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp
N/A
TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE
88258MAB1
745000.00000000
PA
USD
768185.96000000
0.058959154736
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
5.16900000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
1970000.00000000
PA
USD
1564382.32000000
0.120068139844
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
200000.00000000
PA
USD
173778.01000000
0.013337661861
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72200000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H9PB9
2900000.00000000
PA
USD
2756024.86000000
0.211528073460
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
Variable
3.82000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAH9
660000.00000000
PA
USD
691614.93000000
0.053082240237
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2022-2
96042VAG4
3300000.00000000
PA
USD
3209300.49000000
0.246317498677
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.48000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617YMPE6
2856964.32000000
PA
USD
2670101.63000000
0.204933366870
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNNT6
2247211.54000000
PA
USD
1992575.33000000
0.152932445166
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAA6
207000.00000000
PA
USD
185989.31000000
0.014274893162
Long
DBT
CORP
NO
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BP0
1125000.00000000
PA
USD
889684.57000000
0.068284312602
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300XDUXW4MOV3QH87
FREMF 2014-K39 Mortgage Trust
30292GAQ1
2000000.00000000
PA
USD
1945365.00000000
0.149308998115
Long
ABS-MBS
USGSE
US
N
2
2047-08-25
Variable
4.28200000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-KBX1 Mortgage Trust
30307LAA8
2100000.00000000
PA
USD
1771157.01000000
0.135938334795
Long
ABS-MBS
USGSE
US
N
2
2026-01-25
Variable
3.69000000
N
N
N
N
N
N
Continental Credit Card llc
N/A
Continental Finance Credit Card ABS Master Trust
66981PAH1
2870000.00000000
PA
USD
2756970.22000000
0.211600630926
Long
ABS-O
CORP
US
N
2
2030-10-15
Fixed
6.19000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1 Trust
02666AAF5
2135000.00000000
PA
USD
2083605.21000000
0.159919093010
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
5.88500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR3 Trust
00180UAE5
1342000.00000000
PA
USD
1145524.22000000
0.087920299586
Long
ABS-O
CORP
US
N
2
2038-10-17
Fixed
2.32700000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AK2
1140000.00000000
PA
USD
1082761.48000000
0.083103187204
Long
DBT
CORP
AU
N
2
2026-05-19
Fixed
4.40000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BR3
300000.00000000
PA
USD
273244.50000000
0.020971829212
Long
DBT
CORP
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CJ3
875000.00000000
PA
USD
763296.26000000
0.058583864645
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
Diversified ABS Phase VI LLC
549300N7EGAMCATEDO05
Diversified Abs Phase VI LLC
25512VAA7
1792761.84000000
PA
USD
1759427.23000000
0.135038060707
Long
ABS-O
CORP
US
N
2
2039-11-28
Fixed
7.50000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAD9
935000.00000000
PA
USD
846358.61000000
0.064958995409
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QM6G4
2144804.02000000
PA
USD
1891939.54000000
0.145208532698
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
S6XOOCT0IEG5ABCC6L87
Seasoned Credit Risk Transfer Trust Series 2018-2
35563PFF1
2367279.59000000
PA
USD
2112553.20000000
0.162140884491
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
3.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
645000.00000000
PA
USD
488063.75000000
0.037459453382
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AF7
283000.00000000
PA
USD
189642.84000000
0.014555305785
Long
DBT
CORP
US
N
2
2041-02-10
Fixed
2.50000000
N
N
N
N
N
N
PIEDMONT HEALTHCARE INC
254900D1I6W7J0DSAY11
Piedmont Healthcare Inc
72014TAE9
515000.00000000
PA
USD
333041.72000000
0.025561334527
Long
DBT
CORP
US
N
2
2052-01-01
Fixed
2.86400000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AF2
2415000.00000000
PA
USD
2306324.66000000
0.177013066603
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
1935000.00000000
PA
USD
1846057.78000000
0.141687054920
Long
DBT
CORP
FR
N
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2H7
200000.00000000
PA
USD
183033.20000000
0.014048008324
Long
DBT
CORP
SA
N
2
2025-11-24
Fixed
1.62500000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350AV7
300000.00000000
PA
USD
302912.45000000
0.023248878450
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HWNB4
905000.00000000
PA
USD
796209.94000000
0.061110027388
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
2.55000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CF3
400000.00000000
PA
USD
277157.50000000
0.021272156456
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR1 Trust
00179DAE6
3650000.00000000
PA
USD
3003119.63000000
0.230492880861
Long
ABS-O
CORP
US
N
2
2038-06-17
Variable
2.75100000
N
N
N
N
N
N
UNITED AIR 2016-2 A PTT
N/A
United Airlines 2016-2 Class A Pass Through Trust
90932DAA3
453925.94000000
PA
USD
385240.27000000
0.029567633193
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617NS5R8
896500.87000000
PA
USD
802898.54000000
0.061623385120
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
3.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCR9
1600000.00000000
PA
USD
1607642.10000000
0.123388377646
Long
DBT
CORP
JP
N
2
2028-01-13
Fixed
5.52000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXWQ1
3907374.84000000
PA
USD
3390296.81000000
0.260209174121
Long
ABS-MBS
USGSE
US
N
2
2062-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXUL4
3352465.48000000
PA
USD
3299427.00000000
0.253234811835
Long
ABS-MBS
USGSE
US
N
2
2061-12-01
Fixed
5.00000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAQ8
560000.00000000
PA
USD
482894.91000000
0.037062738975
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.67300000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214FG3
780000.00000000
PA
USD
739572.00000000
0.056763000441
Long
DBT
CORP
AU
N
2
2033-08-10
Fixed
5.40500000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
780000.00000000
PA
USD
687334.21000000
0.052753690061
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617QPEE0
1052401.21000000
PA
USD
978376.68000000
0.075091533912
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2021-MH1
14731QAB5
1420000.00000000
PA
USD
1100870.76000000
0.084493095244
Long
ABS-O
CORP
US
N
2
2046-02-25
Fixed
2.70800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6C1
3093413.26000000
PA
USD
2630231.91000000
0.201873320067
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWL4
1785000.00000000
PA
USD
1678248.75000000
0.128807519129
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69100000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BLW22
3500000.00000000
PA
USD
2831809.40000000
0.217344623948
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Variable
1.76400000
N
N
N
N
N
N
HF SINCLAIR CORP
N/A
HF Sinclair Corp
403949AB6
842000.00000000
PA
USD
846083.83000000
0.064937905729
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617QX4L8
2943162.96000000
PA
USD
2729230.74000000
0.209471593976
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
3025000.00000000
PA
USD
2199151.37000000
0.168787393501
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLG2
1060000.00000000
PA
USD
1049078.01000000
0.080517942195
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
5.20200000
N
N
N
N
N
N
FEDERAL REALTY OP LP
549300LI6XZ51GOCJ427
Federal Realty OP LP
313747BB2
785000.00000000
PA
USD
701480.83000000
0.053839459394
Long
DBT
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617YMPC0
1471112.94000000
PA
USD
1369431.17000000
0.105105415169
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.50000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAA8
791000.00000000
PA
USD
693528.58000000
0.053229115073
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.71100000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2021-2
22537CAE9
3815000.00000000
PA
USD
3543177.05000000
0.271942908133
Long
ABS-O
CORP
US
N
2
2030-06-17
Fixed
1.64000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAM4
520000.00000000
PA
USD
492964.16000000
0.037835565478
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
5.12200000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAD1
580000.00000000
PA
USD
573037.47000000
0.043981283989
Long
DBT
CORP
FI
N
2
2027-09-22
Fixed
5.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
495000.00000000
PA
USD
414571.78000000
0.031818860274
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BJ0
1120000.00000000
PA
USD
914001.12000000
0.070150635743
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617VUEX1
2494282.53000000
PA
USD
2574208.32000000
0.197573445188
Long
ABS-MBS
USGA
US
N
2
2071-10-20
Floating
6.19200000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBL3
1685000.00000000
PA
USD
1567778.14000000
0.120328772929
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
3.63300000
N
N
N
N
N
N
Consumer Receivables Asset Investment Trust
N/A
Consumer Receivables Asset Investment Trust 2021-1
21056K104
453971.26000000
PA
USD
455882.89000000
0.034989535415
Long
ABS-O
CORP
US
N
2
2024-12-15
Floating
8.73600000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-2
682696AD1
675000.00000000
PA
USD
574252.74000000
0.044074557357
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
3.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
8070000.00000000
PA
USD
5330613.32000000
0.409130694831
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH
6789084E1
445000.00000000
PA
USD
429513.20000000
0.032965631421
Long
DBT
MUN
US
N
2
2052-05-01
Fixed
4.71400000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAN2
285000.00000000
PA
USD
277913.54000000
0.021330183394
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAJ4
285000.00000000
PA
USD
231950.03000000
0.017802431210
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
DELTA AIRLINES 2015B
N/A
Delta Air Lines 2015-1 Class B Pass Through Trust
24737AAA5
475742.49000000
PA
USD
474381.15000000
0.036409298117
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
4.25000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAA3
1100000.00000000
PA
USD
960818.50000000
0.073743923431
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
505000.00000000
PA
USD
503293.66000000
0.038628366467
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAA6
1455552.87000000
PA
USD
1344476.43000000
0.103190110212
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
2.24000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAM6
1200000.00000000
PA
USD
993068.95000000
0.076219182510
Long
DBT
US
N
2
2031-06-01
Fixed
2.80000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
1500000.00000000
PA
USD
1136298.33000000
0.087212201932
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAH0
1135000.00000000
PA
USD
1065638.58000000
0.081788984963
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.90000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K54 Mortgage Trust
30288RAG5
2000000.00000000
PA
USD
1898785.40000000
0.145733960316
Long
ABS-MBS
USGSE
US
N
2
2048-04-25
Variable
4.19100000
N
N
N
N
N
N
Multifamily Structured Credit Risk
N/A
Freddie Mac Multifamily Structured Credit Risk
35563JAA1
3638480.75000000
PA
USD
3381116.82000000
0.259504599345
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Floating
6.86700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F8WF6
2815329.78000000
PA
USD
2209832.86000000
0.169607210127
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Fixed
1.50000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
1130000.00000000
PA
USD
861274.28000000
0.066103790213
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FRAU6
3606712.94000000
PA
USD
3763669.15000000
0.288865930056
Long
ABS-MBS
USGA
US
N
2
2072-07-20
Floating
6.29700000
N
N
N
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAC7
625000.00000000
PA
USD
403753.49000000
0.030988544092
Long
DBT
CORP
US
N
2
2051-09-17
Fixed
3.07500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
470000.00000000
PA
USD
420143.34000000
0.032246483904
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAJ3
750000.00000000
PA
USD
729182.70000000
0.055965609734
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
7.36200000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust 2020-1
75907QAC2
2000000.00000000
PA
USD
1783828.20000000
0.136910863181
Long
ABS-O
CORP
US
N
2
2030-10-15
Fixed
3.80000000
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GR
N/A
PeaceHealth Obligated Group
70462GAC2
655000.00000000
PA
USD
442572.41000000
0.033967940787
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.21800000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAU2
895000.00000000
PA
USD
652203.25000000
0.050057348531
Long
DBT
CORP
XX
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust 2021-1
75907VAB3
895000.00000000
PA
USD
792035.44000000
0.060789629719
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
2.42000000
N
N
N
N
N
N
LP LMS 2021 1 ASSET
N/A
LP LMS 2021 1 ASSET
50214GAA9
108761.54000000
PA
USD
109194.63000000
0.008380813268
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.22800000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
905000.00000000
PA
USD
794384.98000000
0.060969959612
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TQ1
12435000.00000000
PA
USD
12128010.94000000
0.930838769375
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAH2
325000.00000000
PA
USD
244318.49000000
0.018751724721
Long
DBT
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
460000.00000000
PA
USD
407660.33000000
0.031288398549
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVII LLC
91835EAA7
1176478.75000000
PA
USD
1077251.94000000
0.082680323681
Long
ABS-O
CORP
US
N
2
2051-04-25
Variable
2.24000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AR0
1130000.00000000
PA
USD
969116.91000000
0.074380835930
Long
DBT
US
N
2
2031-08-15
Fixed
3.37500000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-1
69547JAA1
113265.81000000
PA
USD
113019.73000000
0.008674394087
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.18000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBA5
1870000.00000000
PA
USD
1524994.76000000
0.117045099375
Long
DBT
CORP
XX
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
950000.00000000
PA
USD
694594.72000000
0.053310942542
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
522417.50000000
PA
USD
420390.52000000
0.032265455253
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AU2
745000.00000000
PA
USD
602961.45000000
0.046277983824
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2022-SFR3 Trust
74331UAJ7
1685000.00000000
PA
USD
1543595.47000000
0.118472725232
Long
ABS-O
CORP
US
N
2
2039-04-17
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHVH0
4000000.00000000
PA
USD
4033992.64000000
0.309613568396
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.60000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
Pretium Mortgage Credit Partners I 2021-NPL1 LLC
741389AA8
1656332.27000000
PA
USD
1565761.54000000
0.120173996563
Long
ABS-O
CORP
US
N
2
2060-09-27
Variable
2.24000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FRC91
1707498.85000000
PA
USD
1672353.23000000
0.128355031198
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAD3
975000.00000000
PA
USD
823052.55000000
0.063170228536
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380QJ37
40504854.32000000
PA
USD
748683.63000000
0.057462328509
Long
ABS-MBS
USGA
US
N
2
2071-03-20
Variable
0.10300000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
1500000.00000000
PA
USD
1312967.81000000
0.100771787437
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
2120000.00000000
PA
USD
1846862.97000000
0.141748854177
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Continental Credit Card llc
N/A
Continental Finance Credit Card ABS Master Trust
66981PAA6
2170000.00000000
PA
USD
2078824.63000000
0.159552178004
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
2.24000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-3
26253KAD6
1015160.06000000
PA
USD
1007367.69000000
0.077316627228
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.96000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FGL46
1970350.56000000
PA
USD
1937669.03000000
0.148718323578
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
5.00000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDK2
1000000.00000000
PA
USD
744060.09000000
0.057107466504
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
3.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QX9
5700000.00000000
PA
USD
4699716.80000000
0.360708662299
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
244000.00000000
PA
USD
253680.46000000
0.019470266671
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JY4
420000.00000000
PA
USD
412855.33000000
0.031687120766
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.70000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAS9
475000.00000000
PA
USD
375689.51000000
0.028834601393
Long
DBT
NUSS
MX
N
2
2052-02-12
Fixed
4.40000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-4
36261EAD9
425000.00000000
PA
USD
405354.63000000
0.031111433426
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
1.64000000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAD6
1230000.00000000
PA
USD
976339.88000000
0.074935207173
Long
DBT
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AG4
886000.00000000
PA
USD
839316.81000000
0.064418529171
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N5UA0
1431858.40000000
PA
USD
1448591.67000000
0.111181074464
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X6NW1
1279297.35000000
PA
USD
1230369.74000000
0.094432290696
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.00000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
330000.00000000
PA
USD
284891.92000000
0.021865782075
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
913366KD1
675000.00000000
PA
USD
453108.40000000
0.034776590121
Long
DBT
MUN
US
N
2
2120-05-15
Fixed
3.70600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXVK5
2770077.68000000
PA
USD
2270936.88000000
0.174297013843
Long
ABS-MBS
USGSE
US
N
2
2062-03-01
Fixed
2.50000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAX9
2000000.00000000
PA
USD
1404884.36000000
0.107826488221
Long
DBT
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
PHYSICIANS REALTY LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
315000.00000000
PA
USD
245592.07000000
0.018849473449
Long
DBT
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAK9
800000.00000000
PA
USD
799346.43000000
0.061350756598
Long
DBT
CORP
CA
N
2
2028-03-14
Fixed
5.70000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEF4
760000.00000000
PA
USD
772341.47000000
0.059278094901
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.35000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2022-3
33845PAJ3
3148000.00000000
PA
USD
3078107.79000000
0.236248308269
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
6.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
1125000.00000000
PA
USD
1084221.54000000
0.083215248486
Long
DBT
CORP
FR
N
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882926AA6
670000.00000000
PA
USD
671900.63000000
0.051569145069
Long
DBT
CORP
US
N
2
2063-05-18
Fixed
5.05000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AF5
1115000.00000000
PA
USD
1008953.69000000
0.077438354549
Long
DBT
CORP
CH
N
2
2029-01-12
Fixed
3.86900000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
3050000.00000000
PA
USD
2455349.83000000
0.188450919565
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
7498800.00000000
PA
USD
4969126.69000000
0.381386180790
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
1020000.00000000
PA
USD
860432.90000000
0.066039213332
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHDT1
2701141.11000000
PA
USD
2437086.12000000
0.187049158846
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.00000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
415000.00000000
PA
USD
322654.72000000
0.024764120347
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
360000.00000000
PA
USD
306194.57000000
0.023500784929
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J2TT3
1400000.00000000
PA
USD
1116701.46000000
0.085708119652
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
1.44000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HF3
1000000.00000000
PA
USD
805104.79000000
0.061792717342
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LJTA8
1764199.29000000
PA
USD
1597442.34000000
0.122605534351
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LDGZ6
6400000.00000000
PA
USD
5251054.40000000
0.403024456343
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
1.87000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J1S58
2881620.04000000
PA
USD
2457720.02000000
0.188632834370
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
1.09000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617QPEC4
1393465.06000000
PA
USD
1249451.18000000
0.095896813132
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.00000000
N
N
N
N
N
N
MYMICHIGAN HEALTH
N/A
MyMichigan Health
597861AA1
1000000.00000000
PA
USD
716546.16000000
0.054995740775
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.40900000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CB4
780000.00000000
PA
USD
720552.03000000
0.055303195898
Long
DBT
CORP
US
N
2
2052-08-05
Fixed
4.90000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
205000.00000000
PA
USD
235174.79000000
0.018049935244
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines 2016-2 Class AA Pass Through Trust
023765AA8
1449760.00000000
PA
USD
1300914.74000000
0.099846700471
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKF78
2502011.03000000
PA
USD
2217016.64000000
0.170158573493
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAJ4
2530000.00000000
PA
USD
2185251.57000000
0.167720567886
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.42500000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAD8
1115000.00000000
PA
USD
1094782.07000000
0.084025781293
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617NS4K4
2071554.89000000
PA
USD
1913021.16000000
0.146826571246
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BQ7
660000.00000000
PA
USD
461116.73000000
0.035391238647
Long
DBT
CORP
AU
N
2
2041-03-11
Fixed
3.30500000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2022-GT1
69354WAF3
1730000.00000000
PA
USD
1731835.36000000
0.132920352994
Long
ABS-O
CORP
US
N
2
2027-05-25
Floating
9.31700000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAP0
3000000.00000000
PA
USD
2955293.10000000
0.226822139752
Long
ABS-O
CORP
US
N
2
2027-07-25
Fixed
7.90000000
N
N
N
N
N
N
JONAH 7.8 10NOV37 144A
N/A
JONAH 7.8 10NOV37 144A
000000000
1805292.36000000
PA
USD
1767381.22000000
0.135648538575
Long
ABS-O
CORP
US
N
2
2037-11-10
Fixed
7.80000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBJ2
853000.00000000
PA
USD
768346.42000000
0.058971470225
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAM7
3000000.00000000
PA
USD
2773466.70000000
0.212866754713
Long
ABS-O
CORP
US
N
2
2027-04-25
Fixed
6.19000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAK5
455000.00000000
PA
USD
430968.72000000
0.033077344252
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
6.10000000
N
N
N
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines 2020-1 Class A Pass Through Trust
247361ZW1
1858025.39000000
PA
USD
1603517.68000000
0.123071823673
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N5T87
2182206.64000000
PA
USD
2197190.50000000
0.168636894476
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.50000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2022-3
96043PAN1
2900000.00000000
PA
USD
2885983.14000000
0.221502520715
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
6.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXTC6
1948047.49000000
PA
USD
1600656.90000000
0.122852255523
Long
ABS-MBS
USGSE
US
N
2
2061-07-01
Fixed
2.50000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CD2
1135000.00000000
PA
USD
992516.24000000
0.076176761383
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.37500000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
805000.00000000
PA
USD
676134.58000000
0.051894105595
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CN0
430000.00000000
PA
USD
386021.51000000
0.029627594260
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACG0
3024000.00000000
PA
USD
3006838.59000000
0.230778315312
Long
DBT
CORP
US
N
2
2026-06-26
Fixed
5.65000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEN9
115000.00000000
PA
USD
96463.04000000
0.007403649113
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.78900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N5T95
1883458.71000000
PA
USD
1893780.37000000
0.145349818515
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PES7
420000.00000000
PA
USD
466956.61000000
0.035839456144
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QK7
2000000.00000000
PA
USD
1986054.68000000
0.152431977790
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.87500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAH6
600000.00000000
PA
USD
536046.11000000
0.041142154622
Long
DBT
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BG5
1400000.00000000
PA
USD
1333248.43000000
0.102328348316
Long
DBT
CORP
GB
N
2
2029-05-18
Fixed
4.89200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KRF46
2267600.43000000
PA
USD
2005465.32000000
0.153921766704
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.00000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAM7
1000000.00000000
PA
USD
890947.75000000
0.068381263118
Long
DBT
CORP
GB
N
2
2026-08-21
Fixed
1.53200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXS52
2510201.07000000
PA
USD
2091735.01000000
0.160543064497
Long
ABS-MBS
USGSE
US
N
2
2061-03-01
Fixed
2.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAR6
400000.00000000
PA
USD
393072.36000000
0.030168755096
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.14700000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGT5
1255000.00000000
PA
USD
1241700.83000000
0.095301964868
Long
DBT
CORP
US
N
2
2033-05-09
Fixed
5.05000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
315000.00000000
PA
USD
286590.59000000
0.021996156948
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86100000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-B
00970LAA7
1247969.35000000
PA
USD
1177250.05000000
0.090355293478
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
2.23900000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAS4
706000.00000000
PA
USD
708011.00000000
0.054340657442
Long
DBT
CORP
GB
N
2
2026-11-21
Fixed
6.83300000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
1130000.00000000
PA
USD
860168.86000000
0.066018947959
Long
DBT
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACY9
895000.00000000
PA
USD
879174.57000000
0.067477658030
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.05000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
550000.00000000
PA
USD
450219.33000000
0.034554850680
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Crossroads Asset Trust
N/A
Crossroads Asset Trust 2021-A
22767CAC4
340086.47000000
PA
USD
337808.64000000
0.025927201113
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
1.12000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXJR4
2195739.50000000
PA
USD
2243331.71000000
0.172178285340
Long
ABS-MBS
USGSE
US
N
2
2058-05-01
Fixed
5.50000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2022-SFR3 Trust
66981YAF6
3000000.00000000
PA
USD
2556477.30000000
0.196212569038
Long
ABS-O
CORP
US
N
2
2039-10-17
Fixed
4.00000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage 2021-FL4 Ltd
00489TAE6
1198000.00000000
PA
USD
1125015.44000000
0.086346227166
Long
ABS-CBDO
CORP
KY
N
2
2037-12-18
Floating
6.60500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
1290000.00000000
PA
USD
1048369.21000000
0.080463540980
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAC1
790000.00000000
PA
USD
684904.32000000
0.052567193212
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBZB5
3298285.98000000
PA
USD
2662815.02000000
0.204374111183
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Variable
1.75400000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
868000.00000000
PA
USD
729180.47000000
0.055965438578
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617XXC23
1957332.53000000
PA
USD
2023050.36000000
0.155271438721
Long
ABS-MBS
USGA
US
N
2
2072-02-20
Floating
6.19700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
1600000.00000000
PA
USD
1426936.96000000
0.109519050600
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617YMPF3
1954203.74000000
PA
USD
1804624.59000000
0.138507009999
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QM4X9
2288881.04000000
PA
USD
1949193.29000000
0.149602823770
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CV1
825000.00000000
PA
USD
810166.60000000
0.062181217073
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.00000000
N
N
N
N
N
N
JETBLUE 2020-1 CLASS B
N/A
JetBlue 2020-1 Class B Pass Through Trust
477164AB3
1056989.42000000
PA
USD
1061831.70000000
0.081496802550
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
7.75000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAP1
500000.00000000
PA
USD
362458.76000000
0.027819126135
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.25000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CM0
850000.00000000
PA
USD
808360.32000000
0.062042583009
Long
DBT
CORP
US
N
2
2035-07-20
Fixed
4.87500000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
357000.00000000
PA
USD
378738.92000000
0.029068647113
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
995000.00000000
PA
USD
622097.60000000
0.047746705315
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
1685000.00000000
PA
USD
1548497.73000000
0.118848979317
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes Series 2020-1
14576AAC6
424625.01000000
PA
USD
360840.86000000
0.027694950451
Long
ABS-O
CORP
US
N
2
2050-12-15
Fixed
3.10000000
N
N
N
N
N
N
BG ENERGY CAPITAL PLC
S2M8QDKEE05NZN8JD460
BG Energy Capital PLC
05541VAF3
280000.00000000
PA
USD
263141.02000000
0.020196375517
Long
DBT
CORP
GB
N
2
2041-10-15
Fixed
5.12500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAZ1
600000.00000000
PA
USD
479760.37000000
0.036822159430
Long
DBT
CORP
AU
N
2
2033-01-14
Fixed
2.87100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LDBN2
800000.00000000
PA
USD
730385.74000000
0.056057944435
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
3.26000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CM7
555000.00000000
PA
USD
349268.91000000
0.026806789998
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FUPG4
4508976.23000000
PA
USD
4702816.22000000
0.360946546344
Long
ABS-MBS
USGA
US
N
2
2072-08-20
Floating
6.38400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHA2
52000000.00000000
PA
USD
50535468.88000000
3.878655279484
Long
DBT
UST
US
N
2
2028-04-30
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H5FP7
2317690.96000000
PA
USD
1990367.17000000
0.152762966350
Long
ABS-MBS
USGSE
US
N
2
2051-12-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F3UR3
4819592.26000000
PA
USD
4302877.03000000
0.330250754158
Long
ABS-MBS
USGSE
US
N
2
2048-01-15
Fixed
3.50000000
N
Y
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAT5
1140000.00000000
PA
USD
872347.22000000
0.066953651076
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1
433674AA6
947062.73000000
PA
USD
880184.38000000
0.067555162108
Long
ABS-O
CORP
US
N
2
2025-12-25
Fixed
3.84400000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAW0
400000.00000000
PA
USD
335268.61000000
0.025732250893
Long
DBT
CORP
NL
N
2
2029-12-13
Fixed
2.47000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLH0
1460000.00000000
PA
USD
1447087.54000000
0.111065630759
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.28800000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAD0
1539000.00000000
PA
USD
1509282.37000000
0.115839155396
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
4.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHLD0
4916406.00000000
PA
USD
4633814.13000000
0.355650556684
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.73000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
2115000.00000000
PA
USD
1934255.59000000
0.148456338138
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
260000.00000000
PA
USD
193435.94000000
0.014846430567
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BJ5
750000.00000000
PA
USD
734206.70000000
0.056351207504
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2S9
772000.00000000
PA
USD
749267.50000000
0.057507141202
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
13750000.00000000
PA
USD
13200000.00000000
1.013115160972
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-3
35563PSB6
5283759.93000000
PA
USD
4322310.59000000
0.331742302209
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp
N/A
TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE
88258MAA3
445000.00000000
PA
USD
447060.93000000
0.034312439853
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
5.10200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXSJ2
2739826.92000000
PA
USD
2422142.43000000
0.185902213474
Long
ABS-MBS
USGSE
US
N
2
2061-01-01
Fixed
3.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBW4
1930000.00000000
PA
USD
1775215.54000000
0.136249831633
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.80000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BR4
810000.00000000
PA
USD
784159.75000000
0.060185161465
Long
DBT
US
N
2
2030-03-15
Fixed
4.85000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
1130000.00000000
PA
USD
909563.86000000
0.069810070942
Long
DBT
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJK6
1385000.00000000
PA
USD
1246778.69000000
0.095691696455
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.19700000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KM8
765000.00000000
PA
USD
761348.90000000
0.058434402528
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.40000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
805000.00000000
PA
USD
611402.97000000
0.046925880179
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21700000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBD7
840000.00000000
PA
USD
770934.01000000
0.059170070730
Long
DBT
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAH7
1125000.00000000
PA
USD
864684.35000000
0.066365517003
Long
DBT
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DU1
900000.00000000
PA
USD
896900.14000000
0.068838115887
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLE7
900000.00000000
PA
USD
886495.14000000
0.068039520186
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
5.08000000
N
N
N
N
N
N
Jonah Energy LLC
2549003KXV9PPFRCPA79
Jonah Energy Abs I LLC
47987EAC1
1451596.20000000
PA
USD
1424903.96000000
0.109363015515
Long
ABS-O
CORP
US
N
2
2037-12-10
Fixed
7.20000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BM6
503000.00000000
PA
USD
482536.30000000
0.037035215246
Long
DBT
CORP
US
N
2
2034-01-24
Fixed
5.06800000
N
N
N
N
N
N
PHILLIPS 66 CO
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AF9
560000.00000000
PA
USD
525684.77000000
0.040346909877
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617QPD84
648586.59000000
PA
USD
560664.65000000
0.043031655843
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
2.50000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AT2
705000.00000000
PA
USD
554355.55000000
0.042547425172
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50000000
N
N
N
N
N
N
BAPTIST HEALTHCARE
N/A
Baptist Healthcare System Obligated Group
06684QAB8
540000.00000000
PA
USD
400345.18000000
0.030726952384
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.54000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
1234000.00000000
PA
USD
1073520.95000000
0.082393965914
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
64830YAC1
1201435.83000000
PA
USD
1084768.72000000
0.083257245180
Long
ABS-O
CORP
US
N
2
2026-03-25
Fixed
2.98100000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
LendingPoint 2020-REV1 Asset Securitization Trust
52606YAA2
193334.32000000
PA
USD
192331.71000000
0.014761679646
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
2.73100000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBS9
5485000.00000000
PA
USD
4801624.73000000
0.368530212974
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
980000.00000000
PA
USD
860235.68000000
0.066024076471
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-1 LLC
693577AA6
1312204.76000000
PA
USD
1228905.21000000
0.094319886337
Long
ABS-MBS
CORP
US
N
2
2026-01-25
Variable
2.11500000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY
N/A
PG&E Wildfire Recovery Funding LLC
693342AJ6
225000.00000000
PA
USD
224817.13000000
0.017254972943
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.21200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LJZP8
1710000.00000000
PA
USD
1552077.23000000
0.119123710054
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.14000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AC4
1225000.00000000
PA
USD
1036076.58000000
0.079520067509
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
3.97000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR9 Trust
74333QAJ4
1000000.00000000
PA
USD
818442.80000000
0.062816424929
Long
ABS-O
CORP
US
N
2
2040-11-17
Fixed
2.81100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXLW0
2092307.99000000
PA
USD
2090843.94000000
0.160474673851
Long
ABS-MBS
USGSE
US
N
2
2059-01-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEM9
15475000.00000000
PA
USD
14515066.41000000
1.114048018371
Long
DBT
UST
US
N
2
2029-04-30
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJR47
3153270.34000000
PA
USD
2930990.29000000
0.224956871171
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL5 Trust
12597XAC5
1503116.71000000
PA
USD
1465624.47000000
0.112488361428
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617XXDD8
2006668.23000000
PA
USD
2075033.01000000
0.159261166814
Long
ABS-MBS
USGA
US
N
2
2072-03-20
Floating
6.18500000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FX9
600000.00000000
PA
USD
522586.35000000
0.040109102583
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAS2
2330000.00000000
PA
USD
2219043.96000000
0.170314172631
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
190000.00000000
PA
USD
168325.97000000
0.012919211529
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LKSW4
4000000.00000000
PA
USD
3885775.88000000
0.298237761831
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
4.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
9755000.00000000
PA
USD
8837610.83000000
0.678296781715
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LGRH7
5000000.00000000
PA
USD
4629696.15000000
0.355334496989
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.51000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2021-1 LLC
783897AE1
2055000.00000000
PA
USD
1829640.48000000
0.140427008289
Long
ABS-O
CORP
US
N
2
2030-10-21
Fixed
1.54000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-KEN
05591QAA4
1790000.00000000
PA
USD
1757352.37000000
0.134878812819
Long
ABS-MBS
CORP
US
N
2
2029-02-15
Floating
6.51100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N1PJ6
1930412.57000000
PA
USD
1894104.96000000
0.145374731170
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR1
74331FAJ0
3250000.00000000
PA
USD
2818646.03000000
0.216334320182
Long
ABS-O
CORP
US
N
2
2038-04-17
Fixed
2.10600000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
400000.00000000
PA
USD
358981.77000000
0.027552263159
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LEUY1
3100000.00000000
PA
USD
2552678.48000000
0.195921005240
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
2.16000000
N
N
N
N
N
N
LP LMS 2021-2 Asset Securitization Trust
N/A
LP LMS 2021-2 Asset Securitization Trust
50214JAA3
680538.97000000
PA
USD
668694.87000000
0.051323099307
Long
ABS-O
CORP
US
N
2
2029-01-15
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
1075000.00000000
PA
USD
921014.65000000
0.070688932226
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBD1
351000.00000000
PA
USD
229491.71000000
0.017613752327
Long
DBT
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAH8
4600000.00000000
PA
USD
3749093.84000000
0.287747258273
Long
ABS-O
CORP
US
N
2
2026-07-25
Variable
3.62000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAJ3
2550000.00000000
PA
USD
2236427.01000000
0.171648341684
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
2.54700000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
1245000.00000000
PA
USD
1295380.46000000
0.099421938125
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
1285000.00000000
PA
USD
870236.57000000
0.066791656265
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
750000.00000000
PA
USD
691408.17000000
0.053066371170
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHVW7
1030000.00000000
PA
USD
1035358.80000000
0.079464977070
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FLA62
1596674.04000000
PA
USD
1589909.49000000
0.122027379461
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
5.00000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
62955MAB2
2587024.22000000
PA
USD
2306705.40000000
0.177042288836
Long
ABS-O
CORP
US
N
2
2026-07-25
Fixed
3.10400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEB3
7300000.00000000
PA
USD
6493292.99000000
0.498367694909
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAW2
1060000.00000000
PA
USD
933704.73000000
0.071662910442
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFJ5
1900000.00000000
PA
USD
1805000.00000000
0.138535823148
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.12500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
1000000.00000000
PA
USD
912671.69000000
0.070048600464
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
1185000.00000000
PA
USD
934483.48000000
0.071722680398
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2021-A
80282YAG1
1400000.00000000
PA
USD
1278585.28000000
0.098132888770
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.57000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622ABML3
2959897.95000000
PA
USD
2558328.30000000
0.196354635414
Long
ABS-MBS
USGA
US
N
2
2071-12-20
Variable
3.09300000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AC4
819000.00000000
PA
USD
838823.67000000
0.064380680110
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.80000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
430000.00000000
PA
USD
396655.90000000
0.030443795907
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHM72
2500000.00000000
PA
USD
2375551.65000000
0.182326317597
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.83000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAF3
560000.00000000
PA
USD
449477.73000000
0.034497932028
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.75000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2022-2
67578XAC2
2613000.00000000
PA
USD
2578475.74000000
0.197900974575
Long
ABS-O
CORP
US
N
2
2028-07-20
Fixed
6.29000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FLK20
2966642.79000000
PA
USD
2865237.27000000
0.219910251365
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
MEDSTAR HEALTH INC
549300ICFOCGDEPVJE31
MedStar Health Inc
58506YAS1
520000.00000000
PA
USD
393649.78000000
0.030213072744
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.62600000
N
N
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAG8
745000.00000000
PA
USD
720014.99000000
0.055261977461
Long
DBT
CORP
CA
N
2
2025-08-23
Fixed
4.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMT6
400000.00000000
PA
USD
400884.33000000
0.030768332766
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.40000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-SBX Mortgage Trust
12598EAH5
1900000.00000000
PA
USD
1543289.06000000
0.118449207912
Long
ABS-MBS
CORP
US
N
2
2038-01-10
Variable
2.39800000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JBL1
2736000.00000000
PA
USD
2733922.25000000
0.209831672757
Long
DBT
CORP
AU
N
2
2024-11-22
Fixed
6.20700000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CX0
560000.00000000
PA
USD
558314.28000000
0.042851262246
Long
DBT
CORP
JP
N
2
2034-02-22
Fixed
5.44100000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Z5
780000.00000000
PA
USD
684711.67000000
0.052552407103
Long
DBT
CORP
US
N
2
2053-04-25
Fixed
4.61100000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
3125000.00000000
PA
USD
2680499.75000000
0.205731434523
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
765000.00000000
PA
USD
713212.42000000
0.054739872401
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGC2
600000.00000000
PA
USD
436708.35000000
0.033517867447
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAF6
270000.00000000
PA
USD
243193.75000000
0.018665399634
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114DA3
29000.00000000
PA
USD
27248.29000000
0.002091337553
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.50000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
835000.00000000
PA
USD
651638.48000000
0.050014001784
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
13162000.00000000
PA
USD
10147336.43000000
0.778819725812
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL RE-Remic Trust 2014-FRR8
05525QAA5
1955000.00000000
PA
USD
1801943.83000000
0.138301258590
Long
ABS-MBS
CORP
US
N
2
2047-11-26
Variable
1.97600000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-SAVE
95003LAA8
1099916.42000000
PA
USD
1036814.10000000
0.079576673016
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Floating
6.34300000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AL0
825000.00000000
PA
USD
654835.85000000
0.050259403604
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.75000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460DAJ8
320000.00000000
PA
USD
261737.46000000
0.020088650675
Long
DBT
US
N
2
2031-11-09
Fixed
2.25000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CL4
835000.00000000
PA
USD
681819.56000000
0.052330434339
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.00000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAB5
1212000.00000000
PA
USD
1049713.32000000
0.080566702967
Long
DBT
CORP
IE
N
2
2027-09-30
Fixed
2.02900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286F2
270000.00000000
PA
USD
255972.66000000
0.019646195654
Long
DBT
UST
US
N
2
2026-02-28
Fixed
2.50000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CB4
2520000.00000000
PA
USD
2423775.54000000
0.186027556543
Long
DBT
CORP
GB
N
2
2025-03-23
Fixed
1.21400000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
14383070.60000000
PA
USD
14383070.60000000
1.103917188348
Long
RA
CORP
US
N
2
Repurchase
N
4.70000000
2023-07-03
14868600.00000000
USD
14670745.68000000
USD
UST
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
1600000.00000000
PA
USD
1445142.27000000
0.110916329053
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FLA88
3044153.73000000
PA
USD
3031256.72000000
0.232652434835
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
480000.00000000
PA
USD
421441.56000000
0.032346123780
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2H3
500000.00000000
PA
USD
478107.29000000
0.036695283641
Long
DBT
CORP
CH
N
2
2025-02-21
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7A7
3774527.54000000
PA
USD
3226710.50000000
0.247653736940
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AT4
167000.00000000
PA
USD
155711.74000000
0.011951054889
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.55000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
430000.00000000
PA
USD
390694.70000000
0.029986266960
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAB2
3879876.33000000
PA
USD
3440948.64000000
0.264096760250
Long
ABS-O
CORP
US
N
2
2036-04-15
Fixed
2.91800000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAE3
565000.00000000
PA
USD
564367.71000000
0.043315869951
Long
DBT
CORP
FR
N
2
2026-07-05
Fixed
5.58900000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AZ2
2000000.00000000
PA
USD
1704933.54000000
0.130855607410
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CX8
600000.00000000
PA
USD
665752.51000000
0.051097269798
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
6.35000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
1825000.00000000
PA
USD
1633764.56000000
0.125393306454
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HA8
191000.00000000
PA
USD
132359.19000000
0.010158719854
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AM2
605000.00000000
PA
USD
557317.66000000
0.042774770516
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BC7
186000.00000000
PA
USD
175756.58000000
0.013489519381
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FLA54
1869551.52000000
PA
USD
1819515.35000000
0.139649892932
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.50000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBF4
480000.00000000
PA
USD
400324.27000000
0.030725347518
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
4.60000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
1110000.00000000
PA
USD
1097276.36000000
0.084217220916
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.16400000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BA1
705000.00000000
PA
USD
514375.29000000
0.039478894297
Long
DBT
US
N
2
2033-03-15
Fixed
1.80000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAU2
375000.00000000
PA
USD
338349.92000000
0.025968744974
Long
DBT
CORP
CA
N
2
2049-04-01
Fixed
5.00000000
N
N
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI Inc
12532HAF1
925000.00000000
PA
USD
725689.17000000
0.055697477293
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AM0
339000.00000000
PA
USD
323265.29000000
0.024810982296
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617QPEH3
481377.05000000
PA
USD
444538.86000000
0.034118868083
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AATP9
5700293.62000000
PA
USD
4984264.35000000
0.382548013581
Long
ABS-MBS
USGA
US
N
2
2070-09-20
Variable
3.07500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
225000.00000000
PA
USD
181411.09000000
0.013923509518
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEEC2
2101909.80000000
PA
USD
1933482.95000000
0.148397037130
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
43715000.00000000
PA
USD
39031005.95000000
2.995674536057
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAXX7
3616552.01000000
PA
USD
3268633.81000000
0.250871399134
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.50000000
N
N
N
N
N
N
FELLS POINT FUNDING TR
N/A
Fells Point Funding Trust
314382AA0
1370000.00000000
PA
USD
1260324.94000000
0.096731386701
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2M5
550000.00000000
PA
USD
469022.48000000
0.035998014039
Long
DBT
CORP
FR
N
2
2028-09-30
Fixed
1.90400000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JL2
475000.00000000
PA
USD
448711.71000000
0.034439139114
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F83U5
18945000.00000000
PA
USD
1372421.27000000
0.105334908778
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.29000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAB0
600000.00000000
PA
USD
586410.91000000
0.045007710869
Long
DBT
CORP
IE
N
2
2025-04-10
Fixed
4.26300000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
305000.00000000
PA
USD
271293.54000000
0.020822090791
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2022-2
43283GAA0
1877483.44000000
PA
USD
1798667.81000000
0.138049820292
Long
ABS-O
CORP
US
N
2
2037-01-25
Fixed
4.30000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
575000.00000000
PA
USD
470466.35000000
0.036108832720
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
550000.00000000
PA
USD
446974.28000000
0.034305789366
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen 2023-1
38217DAA8
2038454.06000000
PA
USD
1936531.36000000
0.148631006099
Long
ABS-O
CORP
US
N
3
2061-01-17
Fixed
5.90000000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
475000.00000000
PA
USD
378284.27000000
0.029033752204
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAN2
470000.00000000
PA
USD
470406.67000000
0.036104252212
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.04700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TS7
260000.00000000
PA
USD
253743.75000000
0.019475124252
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHKC3
3958878.00000000
PA
USD
3723480.54000000
0.285781408080
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.70000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2021-R1
89179TAA2
3293986.61000000
PA
USD
2710111.34000000
0.208004158066
Long
ABS-MBS
CORP
US
N
2
2060-11-30
Variable
2.91800000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECR0
604000.00000000
PA
USD
612520.71000000
0.047011668008
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
5.15000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
5605000.00000000
PA
USD
4731635.96000000
0.363158494490
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BQ2
930000.00000000
PA
USD
925959.62000000
0.071068464353
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.25000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAH9
695000.00000000
PA
USD
722590.06000000
0.055459617041
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHGA2
4566000.00000000
PA
USD
4275626.69000000
0.328159259265
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.65000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
736000.00000000
PA
USD
487836.55000000
0.037442015521
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
1000000.00000000
PA
USD
979351.32000000
0.075166338652
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-NP1
14687PAG0
1694971.21000000
PA
USD
1675362.60000000
0.128586003802
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
3.43000000
N
N
N
N
N
N
EIDP INC
GLU7INWNWH88J9XBXD45
EIDP Inc
263534CR8
825000.00000000
PA
USD
808136.98000000
0.062025441407
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.80000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
1028000.00000000
PA
USD
908271.29000000
0.069710864710
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAP6
1081000.00000000
PA
USD
1044008.06000000
0.080128817709
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
4.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LAE43
3612602.37000000
PA
USD
2931989.82000000
0.225033586246
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
1.27500000
N
N
N
N
N
N
FMC GMSR ISSUER TRUST
N/A
FMC GMSR Issuer Trust
30259RAE5
2700000.00000000
PA
USD
2322189.81000000
0.178230735088
Long
ABS-O
CORP
US
N
2
2026-01-25
Variable
4.45000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-3
38014QAE6
2000000.00000000
PA
USD
1983710.20000000
0.152252036257
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
6.42000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
1220000.00000000
PA
USD
1086021.66000000
0.083353409764
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.12900000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CL1
4175000.00000000
PA
USD
3580899.38000000
0.274838140287
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01300000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AU2
530000.00000000
PA
USD
416959.42000000
0.032002114387
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
700000.00000000
PA
USD
660190.01000000
0.050670341534
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECG8
945000.00000000
PA
USD
941869.80000000
0.072289588942
Long
DBT
CORP
GB
N
2
2034-05-09
Fixed
6.22400000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBM6
530000.00000000
PA
USD
537324.58000000
0.041240278663
Long
DBT
CORP
US
N
2
2053-05-17
Fixed
5.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2021-1 Receivables Funding LLC
82652QAB7
498217.28000000
PA
USD
458974.60000000
0.035226827709
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.34000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
325000.00000000
PA
USD
232411.07000000
0.017837816560
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAU2
755000.00000000
PA
USD
744581.02000000
0.057147448479
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617NS5E7
524245.52000000
PA
USD
470055.63000000
0.036077309488
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.00000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2021-RTL1
501894AA7
539090.29000000
PA
USD
531978.29000000
0.040829944765
Long
ABS-MBS
CORP
US
N
2
2026-02-25
Variable
2.09000000
N
N
N
N
N
N
Anchor Mortgage Trust
N/A
Anchor Mortgage Trust 2021-RTL1
03333HAA2
1301275.30000000
PA
USD
1240682.72000000
0.095223823756
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Fixed
2.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
20000000.00000000
PA
USD
18336718.80000000
1.407364228695
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
HEALTHPEAK OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
42250PAD5
813000.00000000
PA
USD
686077.72000000
0.052657253010
Long
DBT
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CV8
450000.00000000
PA
USD
348572.49000000
0.026753338963
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
4.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
6500000.00000000
PA
USD
6332421.88000000
0.486020652447
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MMQ27
1421939.10000000
PA
USD
1336945.92000000
0.102612134920
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBH3
115000.00000000
PA
USD
103273.14000000
0.007926332110
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
515000.00000000
PA
USD
384785.37000000
0.029532719096
Long
DBT
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-2
22535MAE9
2500000.00000000
PA
USD
2466435.00000000
0.189301719094
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
2.73000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-4
36261EAC1
350832.28000000
PA
USD
346351.45000000
0.026582871592
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.14000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
860000.00000000
PA
USD
709932.42000000
0.054488128633
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
6815000.00000000
PA
USD
4648042.97000000
0.356742636496
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAA9
664626.49000000
PA
USD
597796.50000000
0.045881567979
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.14000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
480000.00000000
PA
USD
458462.95000000
0.035187557984
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FXL98
1994220.98000000
PA
USD
1986320.39000000
0.152452371337
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
5.50000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865BC8
265000.00000000
PA
USD
206074.16000000
0.015816428468
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFH9
1925000.00000000
PA
USD
1841345.22000000
0.141325360527
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPP30
2909638.61000000
PA
USD
2593147.15000000
0.199027022143
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
360000.00000000
PA
USD
309919.85000000
0.023786704448
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063BBU5
1000000.00000000
PA
USD
1218657.00000000
0.093533324448
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
7.35000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BZ2
565000.00000000
PA
USD
501266.87000000
0.038472808006
Long
DBT
CORP
GB
N
2
2027-01-14
Fixed
1.45600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JB2H8
3651424.52000000
PA
USD
3168167.07000000
0.243160461447
Long
ABS-MBS
USGSE
US
N
2
2061-03-01
Fixed
3.00000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BN9
750000.00000000
PA
USD
637723.85000000
0.048946037950
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J2VV5
2700000.00000000
PA
USD
2174396.51000000
0.166887429564
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
1.56000000
N
N
N
N
N
N
CRH America Inc
549300RN11MJ182CNF63
CRH America Inc
12626PAM5
450000.00000000
PA
USD
433521.45000000
0.033273269212
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
3.87500000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
995000.00000000
PA
USD
996744.05000000
0.076501250656
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
260000.00000000
PA
USD
171864.06000000
0.013190764000
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HX4
841000.00000000
PA
USD
858581.39000000
0.065897107813
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.87500000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAQ9
875000.00000000
PA
USD
602082.33000000
0.046210510354
Long
DBT
CORP
CA
N
2
2051-05-13
Fixed
3.62500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBU3
860000.00000000
PA
USD
847907.08000000
0.065077842260
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.81200000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
1675000.00000000
PA
USD
1515731.79000000
0.116334155789
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDM5
1600000.00000000
PA
USD
1505879.15000000
0.115577954352
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2020-1
67592LAC0
2600000.00000000
PA
USD
2501346.90000000
0.191981247518
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
2.89000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
2430000.00000000
PA
USD
2404294.12000000
0.184532335182
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAJ2
5500000.00000000
PA
USD
4709092.85000000
0.361428284906
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.38900000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
1025000.00000000
PA
USD
804426.52000000
0.061740659340
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2L4
1418000.00000000
PA
USD
1325458.88000000
0.101730491407
Long
DBT
CORP
US
N
2
2025-01-14
Fixed
2.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DQ1
1300000.00000000
PA
USD
1020277.27000000
0.078307452320
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFC0
28130000.00000000
PA
USD
25991680.61000000
1.994891339784
Long
DBT
UST
US
N
2
2029-07-31
Fixed
2.62500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
600000.00000000
PA
USD
581439.74000000
0.044626167862
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
CFIN 2022-RTL1 ISSUER LLC
N/A
CFIN 2022-RTL1 Issuer LLC
12531CAA4
2000000.00000000
PA
USD
1878988.00000000
0.144214487127
Long
ABS-O
CORP
US
N
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2V2
885000.00000000
PA
USD
748701.20000000
0.057463677027
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
855000.00000000
PA
USD
762437.52000000
0.058517955364
Long
DBT
CORP
US
N
2
2039-04-22
Fixed
4.45700000
N
N
N
N
N
N
AMER AIRLINE 21-1B PTT
N/A
American Airlines 2021-1 Class B Pass Through Trust
02376LAA3
2159255.00000000
PA
USD
1884558.25000000
0.144642010212
Long
DBT
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84J9
8830000.00000000
PA
USD
529906.84000000
0.040670958599
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Variable
1.46700000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAL5
300000.00000000
PA
USD
272796.73000000
0.020937462350
Long
DBT
CORP
US
N
2
2029-03-24
Fixed
3.37500000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
650000.00000000
PA
USD
503122.15000000
0.038615202877
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXUN0
2789847.00000000
PA
USD
2928241.60000000
0.224745906056
Long
ABS-MBS
USGSE
US
N
2
2061-12-01
Fixed
6.00000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAV5
715000.00000000
PA
USD
747656.85000000
0.057383521965
Long
DBT
CORP
US
N
2
2032-11-16
Fixed
5.60000000
N
N
N
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAH9
240000.00000000
PA
USD
237464.73000000
0.018225690769
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
5.11200000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAN2
1810000.00000000
PA
USD
1793794.80000000
0.137675811178
Long
DBT
CORP
FR
N
2
2027-01-18
Fixed
5.97500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
300000.00000000
PA
USD
285468.07000000
0.021910002249
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAP8
590000.00000000
PA
USD
522313.93000000
0.040088194035
Long
DBT
CORP
GB
N
2
2027-05-11
Fixed
1.62700000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAX4
640000.00000000
PA
USD
578973.86000000
0.044436908740
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617VUD53
2367858.61000000
PA
USD
2454604.16000000
0.188393688536
Long
ABS-MBS
USGA
US
N
2
2071-08-20
Floating
6.29400000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BL5
1500000.00000000
PA
USD
1352580.41000000
0.103812099985
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J2RQ1
5000000.00000000
PA
USD
4002560.45000000
0.307201111712
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
1.46000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
300000.00000000
PA
USD
301678.55000000
0.023154175207
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAR9
1075000.00000000
PA
USD
957396.89000000
0.073481310933
Long
DBT
CORP
AU
N
2
2027-01-12
Fixed
1.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHVU1
4160000.00000000
PA
USD
4162324.86000000
0.319463213678
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.51000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFB2
71080000.00000000
PA
USD
67026218.75000000
5.144339272598
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2019-A
56847MAA8
411041.44000000
PA
USD
408109.73000000
0.031322890515
Long
ABS-O
CORP
US
N
2
2032-07-20
Fixed
2.96000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
440000.00000000
PA
USD
434206.98000000
0.033325884427
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12300000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAF0
660000.00000000
PA
USD
510095.37000000
0.039150405521
Long
DBT
CORP
FR
N
2
2032-10-19
Fixed
3.11600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHSL5
3930000.00000000
PA
USD
3728139.36000000
0.286138977866
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.81000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QB7
2000000.00000000
PA
USD
2093203.12000000
0.160655743626
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LE2A4
4006670.01000000
PA
USD
3205638.51000000
0.246036437506
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
2.29000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FLA39
2026560.25000000
PA
USD
1971070.23000000
0.151281904042
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
United Auto Credit Securitization Trust
N/A
United Auto Credit Securitization Trust
90943UAD6
627391.53000000
PA
USD
619755.17000000
0.047566921122
Long
ABS-O
CORP
US
N
2
2026-06-10
Fixed
1.14000000
N
N
N
N
N
N
PHILLIPS 66 CO
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AR3
620000.00000000
PA
USD
618541.51000000
0.047473771323
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AD2G2
1204911.71000000
PA
USD
1140939.87000000
0.087568445458
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LH3X6
3045000.00000000
PA
USD
3117869.56000000
0.239300069785
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
4.90000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867229AD8
690000.00000000
PA
USD
693406.47000000
0.053219742990
Long
DBT
CORP
CA
N
2
2034-12-01
Fixed
5.95000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
675000.00000000
PA
USD
601630.86000000
0.046175859513
Long
DBT
CORP
NL
N
2
2027-04-01
Fixed
1.72600000
N
N
N
N
N
N
Antler Mortgage Trust 2018-RTL1
N/A
ANTLR Mortgage Trust 2021-RTL1
00201QAA7
1416672.42000000
PA
USD
1406160.43000000
0.107924428060
Long
ABS-MBS
CORP
US
N
2
2024-11-25
Variable
2.11500000
N
N
N
N
N
N
UNITED AIR 2016-1 B PTT
N/A
United Airlines 2016-1 Class B Pass Through Trust
90933HAA3
1738148.14000000
PA
USD
1601916.43000000
0.122948925897
Long
DBT
CORP
US
N
2
2026-01-07
Fixed
3.65000000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AG8
495000.00000000
PA
USD
466894.82000000
0.035834713691
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2L4
1117000.00000000
PA
USD
1140226.81000000
0.087513717284
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AZ0
682000.00000000
PA
USD
616735.73000000
0.047335175634
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY
N/A
PG&E Wildfire Recovery Funding LLC
693342AB3
325000.00000000
PA
USD
309661.00000000
0.023766837413
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
4.26300000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CT7
625000.00000000
PA
USD
621236.32000000
0.047680601086
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHKD1
2000000.00000000
PA
USD
1925834.14000000
0.147809982178
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
4.09000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAK8
1063000.00000000
PA
USD
1043476.84000000
0.080088045964
Long
DBT
CORP
US
N
2
2024-05-13
Fixed
4.87500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AX7
565000.00000000
PA
USD
414855.84000000
0.031840662206
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.35000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
1065000.00000000
PA
USD
896115.65000000
0.068777905378
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617W8GP4
2434337.74000000
PA
USD
2080385.03000000
0.159671940496
Long
ABS-MBS
USGA
US
N
2
2071-07-20
Variable
2.80800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXS45
1719982.72000000
PA
USD
1559162.67000000
0.119667525712
Long
ABS-MBS
USGSE
US
N
2
2061-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LGWT5
2484000.00000000
PA
USD
2358318.00000000
0.181003615166
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
4.09000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIII LLC
92873CAA2
2089497.81000000
PA
USD
1899151.66000000
0.145762071191
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
Upstart Securitization Trust
549300MM4LHW6AKJUZ51
Upstart Securitization Trust 2022-4
91678YAA3
2690644.51000000
PA
USD
2656660.06000000
0.203901710934
Long
ABS-O
CORP
US
N
2
2032-08-20
Fixed
5.98000000
N
N
N
N
N
N
UNITED AIR 2016-2 B PTT
N/A
United Airlines 2016-2 Class B Pass Through Trust
90933JAA9
1155723.41000000
PA
USD
1072769.17000000
0.082336265935
Long
DBT
CORP
US
N
2
2025-10-07
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GR5A8
272935.80000000
PA
USD
262512.01000000
0.020148098277
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AN7
255000.00000000
PA
USD
255180.03000000
0.019585360391
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AX0
1100000.00000000
PA
USD
975639.40000000
0.074881444528
Long
DBT
US
N
2
2029-07-01
Fixed
3.15000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDL7
230000.00000000
PA
USD
183596.47000000
0.014091239943
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J2TS5
10170000.00000000
PA
USD
8108943.33000000
0.622370714173
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
1.41000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CU4
520000.00000000
PA
USD
425129.72000000
0.032629194296
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAF0
329000.00000000
PA
USD
297634.52000000
0.022843791260
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
62955WAA2
1415387.83000000
PA
USD
1276092.15000000
0.097941538179
Long
ABS-O
CORP
US
N
2
2026-05-25
Fixed
3.22800000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAF9
1200000.00000000
PA
USD
796442.78000000
0.061127898126
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
21300000.00000000
PA
USD
17661527.40000000
1.355542513248
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K62 Mortgage Trust
302949AQ5
2385000.00000000
PA
USD
2231350.67000000
0.171258726759
Long
ABS-MBS
USGSE
US
N
2
2050-01-25
Variable
4.00900000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HP5
1490000.00000000
PA
USD
1365642.92000000
0.104814662630
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-4
33845XAD9
1762000.00000000
PA
USD
1634255.88000000
0.125431015828
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
2.18000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BL4
515000.00000000
PA
USD
473846.89000000
0.036368293048
Long
DBT
CORP
GB
N
2
2030-05-08
Fixed
4.44500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL1 Trust
12660KAC5
2479977.99000000
PA
USD
2289860.89000000
0.175749453346
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
EIDP INC
GLU7INWNWH88J9XBXD45
EIDP Inc
263534CQ0
788000.00000000
PA
USD
773929.51000000
0.059399978795
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9TK7
2408707.40000000
PA
USD
2107085.78000000
0.161721253726
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGZ8
10800000.00000000
PA
USD
10487812.50000000
0.804951655241
Long
DBT
UST
US
N
2
2030-04-30
Fixed
3.50000000
N
N
N
N
N
N
FHF Trust 2021-1
N/A
FHF Trust 2021-1
30260WAA9
139338.11000000
PA
USD
133890.56000000
0.010276254261
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LJWL6
3000000.00000000
PA
USD
2940375.84000000
0.225677222913
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
4.21000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2R4
874000.00000000
PA
USD
728700.16000000
0.055928574234
Long
DBT
CORP
FR
N
2
2029-09-15
Fixed
2.15900000
N
N
N
N
N
N
PFP III
N/A
PFP 2021-7 Ltd
69290LAE7
1570921.61000000
PA
USD
1487466.40000000
0.114164754642
Long
ABS-CBDO
CORP
KY
N
2
2038-04-14
Floating
6.55800000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AH5
535000.00000000
PA
USD
533448.17000000
0.040942759743
Long
DBT
CORP
CA
N
2
2026-06-26
Fixed
6.27100000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEF5
525000.00000000
PA
USD
392175.58000000
0.030099926201
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJJ46
2943523.80000000
PA
USD
2893729.68000000
0.222097076557
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617XUSA4
2699244.18000000
PA
USD
2515528.63000000
0.193069711584
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
4.00000000
N
N
N
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer
23802WAA9
1300000.00000000
PA
USD
1140960.99000000
0.087570066442
Long
ABS-O
CORP
US
N
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
872882AG0
1385000.00000000
PA
USD
1087041.42000000
0.083431677515
Long
DBT
CORP
VG
N
2
2030-09-28
Fixed
1.37500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
1434000.00000000
PA
USD
1004946.10000000
0.077130767414
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
AMERN AIRLINE 16-2 A PTT
N/A
American Airlines 2016-2 Class A Pass Through Trust
023764AA1
1129140.00000000
PA
USD
972080.69000000
0.074608309449
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.65000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F72T1
15300000.00000000
PA
USD
1092061.98000000
0.083817011262
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.30600000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
610000.00000000
PA
USD
564641.30000000
0.043336868298
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DA0
162000.00000000
PA
USD
150925.24000000
0.011583685516
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHFY1
2610000.00000000
PA
USD
2468916.79000000
0.189492199327
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
3.79000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-2
23345EAE5
1155000.00000000
PA
USD
1117483.41000000
0.085768135212
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.10000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AR4
575000.00000000
PA
USD
518184.78000000
0.039771277030
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAT6
2470000.00000000
PA
USD
2348828.00000000
0.180275246766
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LFD76
1912000.00000000
PA
USD
1533159.47000000
0.117671750245
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.32000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644MAJ0
1293000.00000000
PA
USD
1235889.79000000
0.094855960874
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
5.65000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAN3
84000.00000000
PA
USD
65887.26000000
0.005056922880
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FLA47
1409253.43000000
PA
USD
1374149.77000000
0.105467573138
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.50000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AJ9
1455000.00000000
PA
USD
1092589.44000000
0.083857494422
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
5200000.00000000
PA
USD
3810015.61000000
0.292423074093
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B32G4
3926826.29000000
PA
USD
3670792.90000000
0.281737571195
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617YMPK2
1956156.50000000
PA
USD
1878663.40000000
0.144189573704
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
6945000.00000000
PA
USD
4471115.02000000
0.343163213122
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BNX43
4798000.00000000
PA
USD
4139004.30000000
0.317673333913
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Variable
2.68000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
1440000.00000000
PA
USD
1269330.45000000
0.097422569937
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
1.98200000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JJ0
1300000.00000000
PA
USD
1018906.51000000
0.078202244916
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AQ0
760000.00000000
PA
USD
616390.11000000
0.047308648902
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
PG&E RECOVERY FND LLC
N/A
PG&E Recovery Funding LLC
71710TAF5
975000.00000000
PA
USD
1018651.83000000
0.078182697933
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.53600000
N
N
N
N
N
N
SIGECO SECURITIZATION I
N/A
Sigeco Securitization I LLC
82655KAA9
604000.00000000
PA
USD
603754.40000000
0.046338843647
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
5.02600000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H7ZB2
2100000.00000000
PA
USD
1860394.20000000
0.142787391621
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
2.92000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
2046000.00000000
PA
USD
1424113.21000000
0.109302324544
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AUCC0
2486578.81000000
PA
USD
2212945.36000000
0.169846098077
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
MULTICARE HEALTH SYSTEM
549300OSCVFLGLKTTI33
MultiCare Health System
62548LAA0
560000.00000000
PA
USD
340777.19000000
0.026155040735
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.80300000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAT0
1150000.00000000
PA
USD
1117923.80000000
0.085801935650
Long
DBT
CORP
GB
N
2
2026-08-11
Fixed
4.71600000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AH3
895000.00000000
PA
USD
839846.28000000
0.064459166602
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
5.15000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AN3
1135000.00000000
PA
USD
951569.21000000
0.073034029800
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAL7
260000.00000000
PA
USD
202152.29000000
0.015515420441
Long
DBT
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
1850000.00000000
PA
USD
1783690.69000000
0.136900309130
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAF4
1500000.00000000
PA
USD
1366767.33000000
0.104900962389
Long
DBT
CORP
CA
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
1125000.00000000
PA
USD
897285.72000000
0.068867709595
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
3100000.00000000
PA
USD
2616664.77000000
0.200832026490
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-4
30166BAF9
3400000.00000000
PA
USD
3338696.64000000
0.256248801808
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.98000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518CZ7
265000.00000000
PA
USD
195937.24000000
0.015038408215
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.25000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAL1
500000.00000000
PA
USD
386667.04000000
0.029677139429
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
3.11200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FGMN3
1399902.16000000
PA
USD
1384462.63000000
0.106259096988
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXTQ5
3106217.32000000
PA
USD
3105355.13000000
0.238339572909
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
5.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR4 Trust
66981FAD2
2120000.00000000
PA
USD
1895605.00000000
0.145489860963
Long
ABS-O
CORP
US
N
2
2037-11-17
Fixed
2.00600000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAA3
2470000.00000000
PA
USD
1985792.81000000
0.152411878966
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.58500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617YMMB5
2129571.01000000
PA
USD
1900676.67000000
0.145879117460
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAY3
1365000.00000000
PA
USD
1205933.64000000
0.092556791955
Long
DBT
CORP
FR
N
2
2026-10-04
Fixed
1.60400000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BZ0
775000.00000000
PA
USD
779024.09000000
0.059790993662
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.25000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CY8
210000.00000000
PA
USD
206771.48000000
0.015869948579
Long
DBT
CORP
JP
N
2
2029-04-19
Fixed
5.24200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXQS4
2417743.46000000
PA
USD
2206356.57000000
0.169340400877
Long
ABS-MBS
USGSE
US
N
2
2060-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAUG7
1876462.18000000
PA
USD
1634250.32000000
0.125430589092
Long
ABS-MBS
USGA
US
N
2
2070-10-20
Variable
2.93100000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LNT9
750000.00000000
PA
USD
748356.17000000
0.057437195578
Long
DBT
CORP
CA
N
2
2026-06-05
Fixed
5.30000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CS6
365000.00000000
PA
USD
365803.08000000
0.028075806536
Long
DBT
CORP
DE
N
2
2029-01-18
Fixed
6.72000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617FQTU8
4653901.62000000
PA
USD
4634183.92000000
0.355678938491
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-3
35563PSX8
5111138.34000000
PA
USD
4699705.50000000
0.360707795011
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHGP9
2686777.71000000
PA
USD
2500976.20000000
0.191952795867
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.54000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617QPD76
1045275.31000000
PA
USD
900405.50000000
0.069107156293
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
400000.00000000
PA
USD
336594.92000000
0.025834046708
Long
DBT
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
1126000.00000000
PA
USD
893188.93000000
0.068553276257
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BS1
675000.00000000
PA
USD
489350.47000000
0.037558210620
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
860000.00000000
PA
USD
544071.52000000
0.041758114057
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
730000.00000000
PA
USD
695730.37000000
0.053398104984
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCP8
850000.00000000
PA
USD
825409.87000000
0.063351155554
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DP9
770000.00000000
PA
USD
651340.41000000
0.049991124570
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
2713000.00000000
PA
USD
2414311.26000000
0.185301162182
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
800000.00000000
PA
USD
731163.28000000
0.056117621523
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LDLA5
3750000.00000000
PA
USD
2979402.08000000
0.228672531657
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
1.96000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DU8
1000000.00000000
PA
USD
972838.56000000
0.074666476842
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380QZT2
3213522.86000000
PA
USD
3231142.93000000
0.247993931034
Long
ABS-MBS
USGA
US
N
2
2071-02-20
Floating
4.65500000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EQ9
930000.00000000
PA
USD
945991.10000000
0.072605903451
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.40000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EQ9
2000000.00000000
PA
USD
1764141.60000000
0.135399894019
Long
DBT
CORP
US
N
2
2052-08-08
Fixed
3.95000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAA4
1215583.85000000
PA
USD
1169231.21000000
0.089739838297
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
2.28900000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FD5
765000.00000000
PA
USD
643559.51000000
0.049393931558
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAC3
903000.00000000
PA
USD
897371.25000000
0.068874274120
Long
DBT
CORP
IE
N
2
2026-09-16
Fixed
6.25300000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
685000.00000000
PA
USD
679661.02000000
0.052164763915
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.31900000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBK5
229000.00000000
PA
USD
144693.34000000
0.011105380033
Long
DBT
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2022-SFR1 Trust
33768NAG7
915000.00000000
PA
USD
856766.84000000
0.065757839016
Long
ABS-O
CORP
US
N
2
2039-05-17
Fixed
5.19700000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
596000.00000000
PA
USD
496947.38000000
0.038141282188
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDU7
390000.00000000
PA
USD
376328.28000000
0.028883627725
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LJUJ7
2987622.31000000
PA
USD
2670168.86000000
0.204938526850
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.04000000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust 2021-1
75907VAA5
1217000.00000000
PA
USD
1126150.46000000
0.086433341254
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
1.68000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
760000.00000000
PA
USD
622881.40000000
0.047806862865
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LF5F7
1875000.00000000
PA
USD
1680823.33000000
0.129005121101
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.08000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QZ4
368000.00000000
PA
USD
321137.50000000
0.024647671970
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LFB94
2200000.00000000
PA
USD
1814233.12000000
0.139244475712
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.01000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
800000.00000000
PA
USD
782578.27000000
0.060063781059
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
1130000.00000000
PA
USD
1126051.23000000
0.086425725238
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132XHSM7
5000000.00000000
PA
USD
4676767.65000000
0.358947288678
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
3.70000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABF7
460000.00000000
PA
USD
459156.81000000
0.035240812535
Long
DBT
CORP
DK
N
2
2026-01-09
Fixed
6.46600000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
525000.00000000
PA
USD
438670.76000000
0.033668484669
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
FMC GMSR ISSUER TR
N/A
FMC GMSR ISSUER TR
30259RAG0
4260000.00000000
PA
USD
4068768.60000000
0.312282663268
Long
ABS-MBS
CORP
US
N
2
2024-02-25
Fixed
3.69000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
11770000.00000000
PA
USD
6846140.08000000
0.525449114332
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
1909000.00000000
PA
USD
1594652.00000000
0.122391372551
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.05700000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2020-1 LLC
12327FAA5
937603.58000000
PA
USD
886531.38000000
0.068042301648
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-3
02528GAG8
1617000.00000000
PA
USD
1575487.08000000
0.120920442929
Long
ABS-O
CORP
US
N
2
2028-10-13
Fixed
5.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LFW91
2730000.00000000
PA
USD
2372612.78000000
0.182100755949
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
2.51000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AE0
1780000.00000000
PA
USD
1408602.70000000
0.108111875087
Long
DBT
CORP
US
N
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
NATIONWIDE CHILDREN HOSP
549300P18KU1WR8JWZ05
Nationwide Children's Hospital Inc
63861UAA7
150000.00000000
PA
USD
139129.63000000
0.010678358901
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.55600000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
535000.00000000
PA
USD
542185.05000000
0.041613325318
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MHL64
1200711.38000000
PA
USD
1128075.77000000
0.086581111008
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140NMGY7
4000000.00000000
PA
USD
3921865.24000000
0.301007661661
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
LFT CRE 2021-FL1, LLC
N/A
LFT CRE 2021-FL1 Ltd
50203JAG3
2590000.00000000
PA
USD
2353046.08000000
0.180598989251
Long
ABS-CBDO
CORP
KY
N
2
2039-06-15
Floating
7.14300000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BH6
2065000.00000000
PA
USD
1887682.85000000
0.144881826851
Long
DBT
CORP
JP
N
2
2029-03-07
Fixed
3.74100000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
6175000.00000000
PA
USD
5726468.25000000
0.439513015371
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAD1
985000.00000000
PA
USD
920558.57000000
0.070653927562
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage 2021-FL4 Ltd
00489TAA4
970947.34000000
PA
USD
958543.49000000
0.073569313800
Long
ABS-CBDO
CORP
KY
N
2
2037-12-18
Floating
6.03500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAX8
200000.00000000
PA
USD
204231.50000000
0.015675002196
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.33800000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDY5
945000.00000000
PA
USD
702747.21000000
0.053936655513
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Bon Secours Mercy Health Inc
09778PAC9
700000.00000000
PA
USD
488955.26000000
0.037527877798
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHBH2
2210061.00000000
PA
USD
2095014.66000000
0.160794781401
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.80000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
310000.00000000
PA
USD
265276.59000000
0.020360282968
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCII LLC
91835MAA9
576700.57000000
PA
USD
523670.59000000
0.040192319248
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAH5
890000.00000000
PA
USD
701009.37000000
0.053803274297
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8Q8
760000.00000000
PA
USD
781096.37000000
0.059950043532
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.60000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVI LLC
92873FAA5
1128391.46000000
PA
USD
1061459.68000000
0.081468249588
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
2.11600000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CA0
1100000.00000000
PA
USD
746056.12000000
0.057260664099
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EY5
541000.00000000
PA
USD
367191.23000000
0.028182348643
Long
DBT
CORP
AU
N
2
2041-11-18
Fixed
3.13300000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
2000000.00000000
PA
USD
1790778.22000000
0.137444285198
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
340000.00000000
PA
USD
235232.88000000
0.018054393718
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust 2021-1
89615BAD7
725230.81000000
PA
USD
718670.73000000
0.055158803962
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
1.92000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5DQ7
3800000.00000000
PA
USD
3111150.44000000
0.238784369608
Long
ABS-MBS
USGSE
US
N
2
2031-12-25
Variable
1.98100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHKK5
546000.00000000
PA
USD
508781.85000000
0.039049591353
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.67000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LAEE1
5617061.63000000
PA
USD
4857190.93000000
0.372794982645
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.97000000
N
N
N
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAG1
595000.00000000
PA
USD
580077.10000000
0.044521583677
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
4.69700000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2G5
1175000.00000000
PA
USD
1012382.56000000
0.077701524260
Long
DBT
CORP
CH
N
2
2026-08-07
Fixed
1.25000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAF1
3060000.00000000
PA
USD
2793209.62000000
0.214382046499
Long
ABS-O
CORP
US
N
2
2026-12-18
Fixed
1.21000000
N
N
N
N
N
N
UNIVERSITY OF MIAMI
5493008ZSVWUNRYQE312
University of Miami
914453AA3
240000.00000000
PA
USD
203998.47000000
0.015657116876
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
6000000.00000000
PA
USD
5140664.04000000
0.394551869423
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N4C54
1616077.34000000
PA
USD
1585681.72000000
0.121702893258
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2021-RN4 LLC
69359QAA2
3296971.36000000
PA
USD
3000537.04000000
0.230294664112
Long
ABS-O
CORP
US
N
2
2051-10-25
Variable
2.48700000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2021-HB5 LLC
12526PAB0
3815000.00000000
PA
USD
3579887.65000000
0.274760488848
Long
ABS-MBS
CORP
US
N
2
2031-02-25
Variable
1.37400000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYA6
925000.00000000
PA
USD
826952.71000000
0.063469570296
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.43100000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CR9
1125000.00000000
PA
USD
861202.71000000
0.066098297134
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BF5
1200000.00000000
PA
USD
1185756.72000000
0.091008190171
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.80000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
1695000.00000000
PA
USD
1284252.99000000
0.098567892022
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHBD1
2610000.00000000
PA
USD
2466696.54000000
0.189321792590
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BK3
845000.00000000
PA
USD
837224.68000000
0.064257955791
Long
DBT
CORP
US
N
2
2028-05-08
Fixed
5.40000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DS6
500000.00000000
PA
USD
501855.71000000
0.038518002153
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHPV6
4592000.00000000
PA
USD
4404488.02000000
0.338049514347
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
3.87000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BY8
1125000.00000000
PA
USD
918795.88000000
0.070518639080
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.65000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-3
26209WAG8
1757939.26000000
PA
USD
1746194.47000000
0.134022431179
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.18000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
272000.00000000
PA
USD
232902.64000000
0.017875545122
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBQ7
1341000.00000000
PA
USD
1307580.98000000
0.100358342048
Long
DBT
CORP
GB
N
2
2024-12-10
Fixed
1.00700000
N
N
N
N
N
N
APA INFRASTRUCTURE LTD
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd
00205GAB3
450000.00000000
PA
USD
436423.91000000
0.033496036350
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
4.20000000
N
N
N
N
N
N
Credito Real USA Auto Receivables Trust
N/A
Credito Real USA Auto Receivables Trust 2021-1
22551EAA4
170692.51000000
PA
USD
168424.01000000
0.012926736212
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.35000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
1140000.00000000
PA
USD
1059700.36000000
0.081333219757
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J2H66
3584150.30000000
PA
USD
2947878.39000000
0.226253052243
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
1.37000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBE0
2800000.00000000
PA
USD
2423384.96000000
0.185997579079
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617FDDV2
1944613.19000000
PA
USD
1949009.53000000
0.149588719979
Long
ABS-MBS
USGA
US
N
2
2052-09-15
Fixed
5.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AT5
940000.00000000
PA
USD
823597.92000000
0.063212086310
Long
DBT
CORP
CH
N
2
2027-02-02
Fixed
1.30500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AN5
250000.00000000
PA
USD
165427.19000000
0.012696726835
Long
DBT
CORP
FR
N
2
2041-01-11
Fixed
2.81100000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BY9
500000.00000000
PA
USD
441585.29000000
0.033892178194
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.53800000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AR6
1792000.00000000
PA
USD
1765417.54000000
0.135497823880
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
600000.00000000
PA
USD
540738.28000000
0.041502284059
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAU4
185000.00000000
PA
USD
135571.57000000
0.010405273709
Long
DBT
US
N
2
2033-03-15
Fixed
1.90000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBN4
410000.00000000
PA
USD
419137.03000000
0.032169248455
Long
DBT
CORP
US
N
2
2063-05-17
Fixed
5.15000000
N
N
N
N
N
N
FRR Re-Remic Trust
N/A
FRR Re-REMIC Trust 2018-C1
30307WAA4
688008.12000000
PA
USD
683675.04000000
0.052472844560
Long
ABS-MBS
CORP
US
N
2
2046-10-27
Variable
0.30100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617QPED2
1368321.99000000
PA
USD
1272507.30000000
0.097666396824
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
555000.00000000
PA
USD
384644.29000000
0.029521891043
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-2 LLC
69359UAA3
863939.53000000
PA
USD
818835.49000000
0.062846564337
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
740000.00000000
PA
USD
713866.58000000
0.054790079932
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGKS7
2570650.35000000
PA
USD
2303220.56000000
0.176774823363
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.00000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2022-MH1
14732KAA9
3356509.36000000
PA
USD
2956247.97000000
0.226895427121
Long
ABS-O
CORP
US
N
2
2054-08-25
Variable
4.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2022-SFR2
64830RAJ1
2537000.00000000
PA
USD
2183315.31000000
0.167571957707
Long
ABS-O
CORP
US
N
2
2039-09-04
Fixed
4.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAH5
1670000.00000000
PA
USD
1498571.96000000
0.115017119127
Long
DBT
CORP
FR
N
2
2026-10-06
Fixed
1.65200000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AC2
1135000.00000000
PA
USD
1049874.90000000
0.080579104417
Long
DBT
CORP
CH
N
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
565000.00000000
PA
USD
480294.14000000
0.036863126890
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
455000.00000000
PA
USD
398074.54000000
0.030552678156
Long
DBT
CORP
FR
N
2
2027-06-09
Fixed
1.79200000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAM5
860000.00000000
PA
USD
667420.52000000
0.051225291481
Long
DBT
CORP
NL
N
2
2046-09-15
Fixed
3.30000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GV9
540000.00000000
PA
USD
482637.66000000
0.037042994742
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LH3Z1
1470000.00000000
PA
USD
1393940.85000000
0.106986561260
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.80500000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
594000.00000000
PA
USD
529703.70000000
0.040655367370
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DB4
1285000.00000000
PA
USD
1063403.56000000
0.081617444611
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABT3
395000.00000000
PA
USD
333302.18000000
0.025581325132
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LJWD4
3600000.00000000
PA
USD
3439173.10000000
0.263960485516
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.89500000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAB5
335000.00000000
PA
USD
242538.72000000
0.018615125329
Long
DBT
CORP
US
N
2
2039-12-30
Fixed
4.31700000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
25601B2B0
805000.00000000
PA
USD
695281.23000000
0.053363632973
Long
DBT
CORP
NO
N
2
2028-03-30
Fixed
1.60500000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIX LLC
92872VAA1
998675.40000000
PA
USD
910814.14000000
0.069906031368
Long
ABS-O
CORP
US
N
2
2051-04-25
Variable
2.11600000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZK3
716000.00000000
PA
USD
650207.38000000
0.049904163216
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.64000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAT2
1400000.00000000
PA
USD
1411046.67000000
0.108299452592
Long
DBT
CORP
GB
N
2
2029-01-10
Fixed
6.53400000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBR5
700000.00000000
PA
USD
709930.54000000
0.054487984341
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LG4Q6
2506861.44000000
PA
USD
2353398.23000000
0.180626017168
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.61000000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY
N/A
PG&E Wildfire Recovery Funding LLC
693342AK3
415000.00000000
PA
USD
420395.51000000
0.032265838241
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.09900000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2022-1
35563P7E3
1648874.02000000
PA
USD
1439504.45000000
0.110483619892
Long
ABS-MBS
USGSE
US
N
2
2061-11-25
Fixed
3.25000000
N
N
N
N
N
N
DEUTSCHE TELEKOM AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
251566AA3
700000.00000000
PA
USD
531310.10000000
0.040778660415
Long
DBT
CORP
DE
N
2
2050-01-21
Fixed
3.62500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBV6
358000.00000000
PA
USD
282000.16000000
0.021643836173
Long
DBT
CORP
GB
N
2
2032-11-24
Fixed
2.89400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AS9
1200000.00000000
PA
USD
1166765.00000000
0.089550553847
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LB4R1
1015803.75000000
PA
USD
845257.27000000
0.064874466299
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
1.81500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
4790000.00000000
PA
USD
3731522.28000000
0.286398620861
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBP3
515000.00000000
PA
USD
452807.82000000
0.034753520261
Long
DBT
CORP
JP
N
2
2027-05-22
Fixed
1.23400000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR4
74333EAE2
1570000.00000000
PA
USD
1358543.61000000
0.104269782434
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
2.40900000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BL7
1365000.00000000
PA
USD
1214738.49000000
0.093232574305
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAK1
2100000.00000000
PA
USD
1717671.06000000
0.131833226700
Long
ABS-O
CORP
US
N
2
2026-10-25
Variable
3.85000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAC7
1160000.00000000
PA
USD
995685.07000000
0.076419972725
Long
DBT
CORP
GB
N
2
2028-04-06
Fixed
2.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAV1
338000.00000000
PA
USD
272705.16000000
0.020930434247
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABF3
600000.00000000
PA
USD
568962.64000000
0.043668536106
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.65000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CH1
160000.00000000
PA
USD
162596.12000000
0.012479438961
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
5.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MYJA1
2469971.33000000
PA
USD
2453557.28000000
0.188313339294
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAB2
395000.00000000
PA
USD
283513.80000000
0.021760009782
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175GAK2
751769.34000000
PA
USD
695813.64000000
0.053404496052
Long
ABS-MBS
CORP
US
N
2
2047-11-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LEUX3
2550000.00000000
PA
USD
2096000.78000000
0.160870467244
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
2.14000000
N
N
N
N
N
N
HEALTHPEAK OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
42250PAB9
1130000.00000000
PA
USD
956017.81000000
0.073375464959
Long
DBT
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
1900000.00000000
PA
USD
1335278.54000000
0.102484161590
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
6885000.00000000
PA
USD
4279592.28000000
0.328463622852
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
580000.00000000
PA
USD
499847.99000000
0.038363907337
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-3
38014QAD8
1889000.00000000
PA
USD
1846660.90000000
0.141733345073
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
5.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHBP4
1300000.00000000
PA
USD
1239384.06000000
0.095124150110
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.91000000
N
N
N
N
N
N
2023-07-17
PACIFIC SELECT FUND
Trevor Smith
Trevor Smith
Assistant Vice President