0001145549-22-066976.txt : 20221116
0001145549-22-066976.hdr.sgml : 20221116
20221116165749
ACCESSION NUMBER: 0001145549-22-066976
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221116
DATE AS OF CHANGE: 20221116
PERIOD START: 20230331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NORTHERN FUNDS
CENTRAL INDEX KEY: 0000916620
IRS NUMBER: 391777365
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08236
FILM NUMBER: 221395917
BUSINESS ADDRESS:
STREET 1: NORTHERN FUNDS
STREET 2: 50 SOUTH LASALLE STREET
CITY: CHICAGO
STATE: IL
ZIP: 60603
BUSINESS PHONE: 800-595-9111
MAIL ADDRESS:
STREET 1: NORTHERN FUNDS
STREET 2: 50 SOUTH LASALLE STREET
CITY: CHICAGO
STATE: IL
ZIP: 60603
0000916620
S000038895
NORTHERN CORE BOND FUND
C000119673
NORTHERN CORE BOND FUND
NOCBX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000916620
XXXXXXXX
S000038895
C000119673
Northern Funds
811-08236
0000916620
5493004ZY1PEJR3C0A81
50 South LaSalle Street
Chicago
60603
800-595-9111
Northern Core Bond Fund
S000038895
549300VLPNL1PHV9X402
2023-03-31
2022-09-30
N
129726665.160000000000
140912.440000000000
129585752.720000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
USD
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
FUT DEC 22 US 2YR T-NOTE
000000000
29
NC
USD
5956328.13
4.5964374979
N/A
DIR
CORP
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 2yr 6%
TU
2022-12-30
5956328.13
USD
12805.03
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
FUT DEC 22 CBT ULT TNOTE
000000000
-56
NC
USD
-6635125
-5.1202580999
N/A
DIR
CORP
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10YR 6%
TY
2022-12-20
-6635125
USD
341664.44
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM3727
3140X7D97
315910.35
PA
USD
277186.83
0.2139022417
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN BP6499
3140KEGH5
334547.82
PA
USD
293513.36
0.2265012579
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN CA6422
3140QED41
382743.3
PA
USD
335570.42
0.2589562610
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FR ZT1333
3132ADPS1
708855.2
PA
USD
657712.45
0.5075499707
Long
ABS-MBS
USGA
US
N
2
2031-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 MA3666
36179SCB1
158813.46
PA
USD
160340.87
0.1237334094
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 MA0782
36179M2P4
383698.58
PA
USD
345079.79
0.2662945445
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AD0925
31418NA34
111171.41
PA
USD
112049.53
0.0864674763
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 784801
3622AAGJ7
312723.4
PA
USD
288482.85
0.2226192648
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
3.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FR ZK7457
3131XBJA8
147321.29
PA
USD
139653.26
0.1077689924
Long
ABS-MBS
USGA
US
N
2
2029-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA2232
31418BPS9
219779.84
PA
USD
206298.5
0.1591984425
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM1472
3140X4T63
69280.75
PA
USD
66105.3
0.0510127839
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
B1V7KEBTPIMZEU4LTD58
FR SB0084
3132CWCV4
409474.13
PA
USD
388027.8
0.2994370846
Long
ABS-MBS
USGA
US
N
2
2032-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FR SB0216
3132CWGZ1
109519.69
PA
USD
103422.38
0.0798099929
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
3.000000000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP V3.052 01/13/31 144A
09659W2K9
150000
PA
USD
119319.32
0.0920774989
Long
DBT
CORP
FR
Y
2
2031-01-13
Fixed
3.052000000000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
AL 3 02/01/30 MTN
00914AAG7
130000
PA
USD
102948.93
0.0794446363
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AQ5150
3138MLWL4
721847.45
PA
USD
613464.89
0.4734045812
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
2.500000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM2053
3140X5H71
736068.56
PA
USD
676319.36
0.5219087329
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BM1761
3140J55X3
138130.9
PA
USD
131236.95
0.1012742121
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AL6041
3138ENWB1
787921.48
PA
USD
751677.15
0.5800615687
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AS7088
3138WG2W3
113135.94
PA
USD
104975.42
0.0810084579
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2017-95 QG
38380FMH6
243368.93
PA
USD
225128.33
0.1737292297
Long
ABS-O
USGA
US
N
2
2046-08-20
Fixed
2.500000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM3201
3140X6RX1
178587.9
PA
USD
170383.24
0.1314830037
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA4186
31418DUL4
140534.39
PA
USD
130867.42
0.1009890495
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM4491
3140X77D5
963322.06
PA
USD
904531.75
0.6980179001
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
WFC V2.393 06/02/28 MTN
95000U2S1
220000
PA
USD
188671.51
0.1455958746
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.393000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN BP6675
3140KEMZ8
509389.07
PA
USD
439540.99
0.3391892865
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FR RD5026
3133LPSP3
77270.58
PA
USD
72525.09
0.0559668702
Long
ABS-MBS
USGA
US
N
2
2030-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM1572
3140X4XA9
134344.87
PA
USD
119705.57
0.0923755640
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN 555691
31385XKC0
152123.38
PA
USD
152819.24
0.1179290445
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
FR SD0033
3132DMBA2
174206.52
PA
USD
155100.64
0.1196895776
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
B1V7KEBTPIMZEU4LTD58
FR SB0328
3132CWLH5
330888.76
PA
USD
308390.73
0.2379819722
Long
ABS-MBS
USGA
US
N
2
2034-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG G16396
3128MFKH0
86364.44
PA
USD
81999.34
0.0632780520
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AL5119
3138EMVM0
144191.5
PA
USD
138683.35
0.1070205228
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG Q42460
3132WFWW5
66064.01
PA
USD
62697.03
0.0483826568
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM3173
3140X6Q38
414112.18
PA
USD
380446.13
0.2935863874
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Credit Agricole S.A.
969500TJ5KRTCJQWXH05
ACAFP 3.25 01/14/30 144A
225313AM7
125000
PA
USD
98832.48
0.0762680140
Long
DBT
CORP
FR
Y
2
2030-01-14
Fixed
3.250000000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
AVOL 3.25 02/15/27 144A
05401AAJ0
295000
PA
USD
247046.05
0.1906429101
Long
DBT
CORP
KY
Y
2
2027-02-15
Fixed
3.250000000000
N
N
N
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
XYL 2.25 01/30/31
98419MAL4
120000
PA
USD
95943.73
0.0740387952
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.250000000000
N
N
N
N
N
N
The Coca-Cola Company
UWJKFUJFZ02DKWI3RY53
KO 7.375 07/29/93
191216AF7
72000
PA
USD
95975.42
0.0740632500
Long
DBT
CORP
US
N
2
2093-07-29
Fixed
7.375000000000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
PRXNA 3.832 02/08/51 144A
74365PAE8
180000
PA
USD
99885.97
0.0770809814
Long
DBT
CORP
NL
Y
2
2051-02-08
Fixed
3.832000000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG 2.45 12/02/27 144A
629377CP5
115000
PA
USD
94144.46
0.0726503169
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.450000000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CS V2.193 06/05/26 144A
225401AQ1
565000
PA
USD
491261.06
0.3791011355
Long
DBT
CORP
CH
Y
2
2026-06-05
Fixed
2.193000000000
N
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HRL 1.8 06/11/30
440452AF7
165000
PA
USD
131859.19
0.1017543883
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
1.800000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GN 757013
36230RYJ9
312059.2
PA
USD
290872.9
0.2244636419
Long
ABS-MBS
USGA
US
N
2
2040-12-15
Fixed
3.500000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MS V1.794 02/13/32 MTN
6174468U6
202000
PA
USD
147625.86
0.1139213663
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.794000000000
N
N
N
N
N
N
Broadridge Financial Solutions Inc.
549300KZDJZQ2YIHRC28
BR 2.9 12/01/29
11133TAD5
118000
PA
USD
98306.11
0.0758618196
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.900000000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRX 4.05 07/01/30
11120VAJ2
145000
PA
USD
122154.33
0.0942652471
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.050000000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PSX 2.15 12/15/30
718546AW4
200000
PA
USD
154092.46
0.1189115754
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.150000000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROP 2 06/30/30
776743AJ5
175000
PA
USD
133990.86
0.1033993762
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.000000000000
N
N
N
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
ALCSW 2.6 05/27/30 144A
01400EAD5
210000
PA
USD
169420.21
0.1307398433
Long
DBT
CORP
US
Y
2
2030-05-27
Fixed
2.600000000000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NWG V3.073 05/22/28
780097BP5
250000
PA
USD
214835.33
0.1657862269
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.073000000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
WELL 2.7 02/15/27
95040QAK0
100000
PA
USD
89335.41
0.0689392222
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.700000000000
N
N
N
N
N
N
STORE Capital Corp.
5493004EA6C9IHDZ7N66
STOR 2.75 11/18/30
862121AC4
100000
PA
USD
88155.81
0.0680289369
Long
DBT
CORP
US
N
2
2030-11-18
Fixed
2.750000000000
N
N
N
N
N
N
Acuity Brands Lighting, Inc.
549300OTPVPFLUC38K21
AYI 2.15 12/15/30
00510RAD5
147000
PA
USD
108796.11
0.0839568453
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.150000000000
N
N
N
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
TSCO 1.75 11/01/30
892356AA4
195000
PA
USD
146045.62
0.1127019112
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.750000000000
N
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
LMT 2.8 06/15/50
539830BQ1
160000
PA
USD
105869.12
0.0816981171
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.800000000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PM 1.75 11/01/30
718172CS6
160000
PA
USD
116904.34
0.0902138835
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.750000000000
N
N
N
N
N
N
Lenovo Group Ltd.
254900VUZRGD5U73RE46
LENOVO 3.421 11/02/30 144A
526250AB1
105000
PA
USD
79358.02
0.0612397724
Long
DBT
CORP
HK
Y
2
2030-11-02
Fixed
3.421000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MS V2.699 01/22/31 GMTN
6174468L6
270000
PA
USD
218908.03
0.1689290878
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.699000000000
N
N
N
N
N
N
Mileage Plus Hldgs Llc / Mileage Plus Intellectual Property Assets Ltd
N/A
UAL 6.5 06/20/27 144A
599191AA1
294500
PA
USD
288250.71
0.2224401247
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.500000000000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
ANZ V2.95 07/22/30 144A
052528AL0
322000
PA
USD
292589.59
0.2257883941
Long
DBT
CORP
AU
Y
2
2030-07-22
Fixed
2.950000000000
N
N
N
N
N
N
Pacific Gas and Electric Company
1HNPXZSMMB7HMBMVBS46
PCG 4.55 07/01/30
694308JM0
117637
PA
USD
100807.65
0.0777922325
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.550000000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM V4.6 PERP HH
48128BAG6
207000
PA
USD
180317.7
0.1391493248
Long
DBT
CORP
US
N
2
2049-12-31
Fixed
4.600000000000
N
N
N
N
N
N
Simon Property Group, L.P.
MR92GTD0MJTTTTQDVG45
SPG 3.8 07/15/50
828807DJ3
330000
PA
USD
231293
0.1784864425
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
3.800000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC V4.3 PERP MM
060505FQ2
297000
PA
USD
243542.35
0.1879391406
Long
DBT
CORP
US
N
2
2049-12-31
Fixed
4.300000000000
N
N
N
N
N
N
Vale Overseas Limited
254900BA3U6G5DNV5V04
VALEBZ 3.75 07/08/30
91911TAQ6
100000
PA
USD
81000
0.0625068716
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.750000000000
N
N
N
N
N
N
Essex Portfolio Lp
5493003GN3O58H286O74
ESS 2.65 03/15/32
29717PAV9
180000
PA
USD
139592.36
0.1077219965
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.650000000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS V2.438 02/05/26
539439AV1
190000
PA
USD
174564.97
0.1347100019
Long
DBT
CORP
GB
N
2
2026-02-05
Fixed
2.438000000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
KMI 2 02/15/31
49456BAR2
200000
PA
USD
148852.95
0.1148682991
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.000000000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AVB 2.3 03/01/30 MTN
05348EBG3
100000
PA
USD
82361.44
0.0635574809
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.300000000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BPLN 1.749 08/10/30
10373QBM1
130000
PA
USD
101042.37
0.0779733635
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.749000000000
N
N
N
N
N
N
Halliburton Company
ENYF8GB5SMQZ25S06U51
HAL 2.92 03/01/30
406216BL4
100000
PA
USD
83229.29
0.0642271918
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.920000000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MSI 2.3 11/15/30
620076BT5
140000
PA
USD
105195.54
0.0811783223
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.300000000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
ES 1.65 08/15/30 R
30040WAK4
167000
PA
USD
125852.08
0.0971187629
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.650000000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MLM 2.5 03/15/30 CB
573284AV8
150000
PA
USD
120481.56
0.0929743876
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.500000000000
N
N
N
N
N
N
Coca-Cola FEMSA SAB de CV
5493008KEVFYPMGTXO33
KOF 1.85 09/01/32
191241AJ7
205000
PA
USD
150916.9
0.1164610282
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.850000000000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NOC 5.25 05/01/50
666807BU5
160000
PA
USD
152675.13
0.1178178363
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.250000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
C V4.412 03/31/31
172967MP3
192000
PA
USD
172248.77
0.1329226141
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.412000000000
N
N
N
N
N
N
Consolidated Edison Company of New York, Inc.
VZFZPMWDHTQCFKYOBP05
ED 3.35 04/01/30 20A
209111FX6
330000
PA
USD
289934.99
0.2237398664
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.350000000000
N
N
N
N
N
N
Advance Auto Parts Inc.
529900UCNQ5H9FSL0Y70
AAP 1.75 10/01/27
00751YAF3
115000
PA
USD
94846.06
0.0731917344
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.750000000000
N
N
N
N
N
N
Southern Co.
549300FC3G3YU2FBZD92
SO 3.7 04/30/30 A
842587DE4
155000
PA
USD
136417.8
0.1052722210
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.700000000000
N
N
N
N
N
N
San Diego Gas & Electric Company
KNIRVXKVNJJ4P8OTMS63
SRE 1.7 10/01/30 VVV
797440BZ6
200000
PA
USD
154067.88
0.1188926072
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.700000000000
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
549300ZX07JYMI8GHQ39
PENSKE 4 07/15/25 144A
709599BJ2
490000
PA
USD
467011.85
0.3603882682
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
4.000000000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
BRO 2.375 03/15/31
115236AC5
135000
PA
USD
100827.86
0.0778078283
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.375000000000
N
N
N
N
N
N
Ameren Corporation
XRZQ5S7HYJFPHJ78L959
AEE 3.5 01/15/31
023608AJ1
250000
PA
USD
215659.44
0.1664221841
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.500000000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CS V4.194 04/01/31 144A
225401AP3
117000
PA
USD
92027.88
0.0710169738
Long
DBT
CORP
CH
Y
2
2031-04-01
Fixed
4.194000000000
N
N
N
N
N
N
Pernod Ricard International Finance Llc
5493009254WI1A8WXT48
RIFP 1.25 04/01/28 144A
71427QAA6
200000
PA
USD
163791.92
0.1263965494
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
1.250000000000
N
N
N
N
N
N
Aercap Ireland Capital DAC
549300TI38531ODB1G63
AER 4.625 10/15/27
00774MAR6
185000
PA
USD
166123.3
0.1281956515
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
4.625000000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
GILD 2.6 10/01/40
375558BS1
185000
PA
USD
122165.47
0.0942738437
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.600000000000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NI 3.6 05/01/30
65473PAJ4
200000
PA
USD
174442.76
0.1346156937
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.600000000000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
ETR 1.75 03/15/31
29365TAK0
145000
PA
USD
109466.07
0.0844738466
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.750000000000
N
N
N
N
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
SNLN 2.032 10/14/30
83192PAA6
142000
PA
USD
106337
0.0820591753
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.032000000000
N
N
N
N
N
N
Campbell Soup Company
5493007JDSMX8Z5Z1902
CPB 2.375 04/24/30
134429BJ7
160000
PA
USD
126985.04
0.0979930566
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.375000000000
N
N
N
N
N
N
V.F. Corp
CWAJJ9DJ5Z7P057HV541
VFC 2.95 04/23/30
918204BC1
120000
PA
USD
98579.09
0.0760724755
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.950000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC V2.592 04/29/31
06051GJB6
100000
PA
USD
79306.1
0.0611997062
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.592000000000
N
N
N
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
OHI 3.375 02/01/31
681936BM1
100000
PA
USD
76239.36
0.0588331344
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.375000000000
N
N
N
N
N
N
Equifax Inc.
5493004MCF8JDC86VS77
EFX 3.1 05/15/30
294429AS4
135000
PA
USD
112074.4
0.0864866682
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.100000000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CAG 1.375 11/01/27
205887CF7
200000
PA
USD
161307.43
0.1244792939
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.375000000000
N
N
N
N
N
N
Jefferies Group LLC/Jefferies Group Capital Finance Inc
NY9Q8VBNB6D1L6YV0J84
JEF 2.75 10/15/32
47233JDX3
225000
PA
USD
160299.85
0.1237017547
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.750000000000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
DHI 1.4 10/15/27
23331ABP3
150000
PA
USD
121080.73
0.0934367610
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.400000000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM V2.083 04/22/26
46647PBK1
300000
PA
USD
273326.59
0.2109233340
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.083000000000
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNHI 1.875 01/15/26
12592BAL8
615000
PA
USD
547607.77
0.4225833153
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.875000000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
STZ 2.875 05/01/30
21036PBF4
195000
PA
USD
161742.26
0.1248148478
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.875000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MS V2.188 04/28/26
6174468Q5
275000
PA
USD
252251.09
0.1946595862
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.188000000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XEL 2.6 12/01/29
98389BAW0
115000
PA
USD
95538.9
0.0737263920
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.600000000000
N
N
N
N
N
N
NOV Inc.
549300EHF3IW1AR6U008
NOV 3.6 12/01/29
637071AM3
155000
PA
USD
131031.44
0.1011156221
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.600000000000
N
N
N
N
N
N
Baker Hughes Holdings Llc
549300XU3XH6F05YEQ93
BHI 3.138 11/07/29
05723KAG5
330000
PA
USD
280061.68
0.2161207340
Long
DBT
CORP
US
N
2
2029-11-07
Fixed
3.138000000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEE 2.25 06/01/30
65339KBR0
155000
PA
USD
123657.47
0.0954252049
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.250000000000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
AMGN 2.3 02/25/31
031162CW8
135000
PA
USD
107362.24
0.0828503425
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
2.300000000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
ABBV 4.25 11/21/49
00287YCB3
115000
PA
USD
92318.24
0.0712410416
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.250000000000
N
N
N
N
N
N
FS KKR Capital Corp
549300TYRSI1T21B1360
FSK 4.125 02/01/25
302635AE7
635000
PA
USD
600969.38
0.4637619240
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.125000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARA 3.7 06/01/28
124857AX1
145000
PA
USD
129264.42
0.0997520308
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.700000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BA 5.805 05/01/50
097023CW3
145000
PA
USD
126003.81
0.0972358514
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805000000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GPN 2.9 05/15/30
37940XAD4
125000
PA
USD
99640.62
0.0768916474
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.900000000000
N
N
N
N
N
N
Walt Disney Company
549300GZKULIZ0WOW665
DIS 2.2 01/13/28
254687FW1
127000
PA
USD
110578.59
0.0853323669
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
2.200000000000
N
N
N
N
N
N
Discovery Communications, LLC
L2Z2MO2EQURH3BREWI15
WBD 3.625 05/15/30
25470DBJ7
150000
PA
USD
123185.83
0.0950612451
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.625000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARA 4.95 05/19/50
92556HAC1
135000
PA
USD
95937.83
0.0740342422
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.950000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG Q44452
3132WH5N1
478251.24
PA
USD
424786.22
0.3278031814
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.000000000000
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2022-6
N/A
JPMMT 2022-6 A3
46655KAD8
1080734.59
PA
USD
892830.51
0.6889881729
Long
ABS-O
CORP
US
Y
2
2052-05-25
Floating
3.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FH 1G2296
3128QSRR9
9369.52
PA
USD
9229.84
0.0071225731
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Variable
2.335000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FH 1B3575
3128JN2H7
3921.15
PA
USD
3870.39
0.0029867404
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Variable
4.045000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AS6730
3138WGPQ1
325653.64
PA
USD
300169.63
0.2316378334
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
R 4.3 06/15/27 MTN
78355HKU2
180000
PA
USD
170274.92
0.1313994142
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.300000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC V2.687 04/22/32
06051GJT7
510000
PA
USD
398174.51
0.3072671969
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.687000000000
N
N
N
N
N
N
Protective Life Corp.
549300ZWIT8J8Y2EXL07
PL 8.45 10/15/39
743674AY9
430000
PA
USD
498905.57
0.3850003257
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
8.450000000000
N
N
N
N
N
N
FMR Corp.
6X064LF7Y6B4DKF2GZ26
FIDINV 6.45 11/15/39 144A
30251BAB4
175000
PA
USD
179447.68
0.1384779393
Long
DBT
CORP
US
Y
2
2039-11-15
Fixed
6.450000000000
N
N
N
N
N
N
Barrick (PD) Australia Finance Pty Ltd
5493008DX0TK7OFLV260
ABXCN 5.95 10/15/39
06849UAD7
50000
PA
USD
48632.52
0.0375292183
Long
DBT
CORP
AU
N
2
2039-10-15
Fixed
5.950000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN 535714
31384WDT4
2810.88
PA
USD
2897.76
0.0022361718
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
7.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN 712130
31401MEB3
3832.09
PA
USD
4008.48
0.0030933030
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
7.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN 555599
31385XGG6
8279.05
PA
USD
8524.26
0.0065780843
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
7.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AS8576
3138WJQ68
163006.85
PA
USD
158378.45
0.1222190300
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
AL 2.2 01/15/27
00914AAR3
314000
PA
USD
265857.5
0.2051595136
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.200000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA3088
31418CNE0
230105.98
PA
USD
217662.13
0.1679676395
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.000000000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST 2022-4
N/A
JPMMT 2022-4 A3
46655GAD7
1070651.94
PA
USD
883246.1
0.6815919817
Long
ABS-O
CORP
US
Y
2
2052-10-25
Floating
3.000000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GN 604183
36200MFY4
1569.07
PA
USD
1643.02
0.0012679017
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GN 633627
36291N4L2
2411.12
PA
USD
2434.05
0.0018783315
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
5.500000000000
N
N
N
N
N
N
Societe Generale S.A.
O2RNE8IBXP4R0TD8PU41
SOCGEN V4.027 01/21/43 144A
83368RBK7
328100
PA
USD
203247.78
0.1568442331
Long
DBT
CORP
FR
Y
2
2043-01-21
Fixed
4.027000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AS5722
3138WFLC8
73117.8
PA
USD
67184.29
0.0518454294
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BD7081
3140FE2P8
386005.24
PA
USD
364521.85
0.2812977834
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Jpmcc Commercial Mortgage Securities
N/A
JPMCC 2017-JP5 A5
46647TAS7
1370000
PA
USD
1284625.16
0.9913320971
Long
ABS-O
CORP
US
N
2
2050-03-17
Fixed
3.723200000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BH6175
3140GU2H9
84069.55
PA
USD
76880.13
0.0593276100
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG Q15842
3132J65C4
373242.58
PA
USD
335138.88
0.2586232460
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA3448
31418CZN7
123837.11
PA
USD
122305.2
0.0943816719
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.000000000000
N
N
N
N
N
N
Gnma Pass-Thru M Single Family
549300M8ZYFG0OCMTT87
G2 MA1996
36179QGD7
82804.56
PA
USD
78581.06
0.0606402003
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
4.000000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
CGCMT 2015-GC27 A5
17323CAE7
920000
PA
USD
878164.38
0.6776704704
Long
ABS-O
CORP
US
N
2
2048-02-12
Fixed
3.137000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
MSBAM 2015-C25 A5
61765TAF0
375000
PA
USD
357177.38
0.2756301310
Long
ABS-O
CORP
US
N
2
2048-10-19
Fixed
3.635000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA2864
31418CFE9
324667.99
PA
USD
298367.3
0.2302469938
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM1303
3140X4NV4
509835.98
PA
USD
454243.47
0.3505350399
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
UNP 2.375 05/20/31
907818FU7
107500
PA
USD
87387.45
0.0674360014
Long
DBT
CORP
US
N
2
2031-05-20
Fixed
2.375000000000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BHF 1.55 05/24/26 144A
10921U2C1
315000
PA
USD
271060.65
0.2091747313
Long
DBT
CORP
US
Y
2
2026-05-24
Fixed
1.550000000000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
AL 1.875 08/15/26
00914AAM4
185000
PA
USD
156783.72
0.1209883932
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.875000000000
N
N
N
N
N
N
DBJPM 2016-SFC MORTGAGE TRUST
N/A
DBJPM 2016-C3 A5
23312VAF3
320000
PA
USD
291696.45
0.2250991671
Long
ABS-O
CORP
US
N
2
2049-08-12
Fixed
2.890000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2022-4
N/A
TPMT 2022-4 A1
89180YAA8
490000
PA
USD
464488.54
0.3584410556
Long
ABS-O
CORP
US
Y
2
2062-09-25
Fixed
3.750000000000
N
N
N
N
N
N
Societe Generale S.A.
O2RNE8IBXP4R0TD8PU41
SOCGEN V2.889 06/09/32 144A
83368RBD3
310000
PA
USD
226454.56
0.1747526678
Long
DBT
CORP
FR
Y
2
2032-06-09
Fixed
2.889000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AS7568
3138WHMS8
460718.77
PA
USD
448318.04
0.3459624462
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.500000000000
N
N
N
N
N
N
AstraZeneca Finance LLC
549300C3HATU4Q460S18
AZN 1.75 05/28/28
04636NAE3
330000
PA
USD
277346.18
0.2140252105
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.750000000000
N
N
N
N
N
N
MELLO MORTGAGE CAPITAL ACCEPTANCE
N/A
MELLO 2021-MTG2 A1
585494AA5
869335.47
PA
USD
690341.04
0.5327291199
Long
ABS-O
CORP
US
Y
2
2051-06-25
Floating
2.500000000000
N
N
N
N
N
N
Deutsche Bank AG New York Branch
N/A
DB V3.035 05/28/32
251526CK3
367000
PA
USD
263012.91
0.2029643726
Long
DBT
CORP
DE
N
2
2032-05-28
Fixed
3.035000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AL8352
3138ETH66
278906.57
PA
USD
249738.88
0.1927209394
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 MA0089
36179MC24
469406.02
PA
USD
451347.68
0.3483003884
Long
ABS-MBS
USGA
US
N
2
2042-05-20
Fixed
4.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG G60948
31335BBR6
196991.75
PA
USD
175166.32
0.1351740576
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AS8984
3138WJ6W3
99795.69
PA
USD
96809.85
0.0747071711
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.500000000000
N
N
N
N
N
N
IMPERIAL FUND MORTGAGE TRUST 2022-NQM6
N/A
IMPRL 2022-NQM6 A1
45276RAA0
480000
PA
USD
479668.18
0.3701550286
Long
ABS-O
CORP
US
Y
2
2067-10-25
Floating
6.819000000000
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2022-7
N/A
JPMMT 2022-7 1A2
46655NAB6
1173478.63
PA
USD
968074.1
0.7470528817
Long
ABS-O
CORP
US
Y
2
2052-12-25
Floating
3.000000000000
N
N
N
N
N
N
Philippines (Republic Of)
529900RAHBALMYIJ3T08
PHILIP 3.75 01/14/29
718286CG0
125000
PA
USD
116708.83
0.0900630104
Long
DBT
NUSS
PH
N
2
2029-01-14
Fixed
3.750000000000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QPETRO 3.125 07/12/41 144A
74730DAE3
30970
PA
USD
22585.99
0.0174293775
Long
DBT
CORP
QA
Y
2
2041-07-12
Fixed
3.125000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BM5168
3140J9W64
319989.5
PA
USD
272188.92
0.2100454057
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
2.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BM5969
3140JAT32
994950.27
PA
USD
890812.39
0.6874308103
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FS1251
3140XGL98
1613676.39
PA
USD
1457432.3
1.1246855996
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 MA2755
36179RBY4
63574.94
PA
USD
60332.24
0.0465577725
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
4.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA3183
31418CRD8
451745.72
PA
USD
428195.21
0.3304338641
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
B1V7KEBTPIMZEU4LTD58
FR RA3913
3133KKK24
2796231.02
PA
USD
2373474.28
1.8315858265
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
2.500000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN CA5700
3140QDKN3
1873303.54
PA
USD
1586071.95
1.2239555018
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FR SB8502
3132D6NT3
3274443.73
PA
USD
2888990.16
2.2294041585
Long
ABS-MBS
USGA
US
N
2
2035-08-01
Fixed
2.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AS3655
3138WDBZ3
154521.56
PA
USD
151396.27
0.1168309531
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FR ZM5332
3131XY4R7
256480.73
PA
USD
226135.32
0.1745063136
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHMS K730 A2
3137FEUA6
459984.24
PA
USD
449546.83
0.3469106908
Long
ABS-O
USGSE
US
N
2
2025-01-25
Floating
3.590000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
2549001DPIFGXC1TOL40
FR ZS4687
3132A5F42
165493.64
PA
USD
141074.93
0.1088660806
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
2.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AS6520
3138WGG65
259290.92
PA
USD
236896.5
0.1828106061
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Bank 2019-Bnk16
N/A
BANK 2019-BN16 A4
065405AE2
1000000
PA
USD
928516.5
0.7165266864
Long
ABS-O
CORP
US
N
2
2052-02-16
Floating
4.005000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM2921
3140X6G70
3072336.08
PA
USD
2598083.65
2.0049145801
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BJ0686
3140H1XQ8
142917.05
PA
USD
134690.4
0.1039392041
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.000000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCEGP 3.5 10/23/27 144A
05583JAC6
185000
PA
USD
162655.7
0.1255197401
Long
DBT
CORP
FR
Y
2
2027-10-23
Fixed
3.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA3184
31418CRE6
427326.59
PA
USD
413981.16
0.3194650271
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BM5996
3140JAUW6
51596.41
PA
USD
51228.01
0.0395321314
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
5.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BM5984
3140JAUJ5
81011.69
PA
USD
80048.38
0.0617725161
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
5.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA3211
31418CR97
469480.31
PA
USD
445093.12
0.3434738084
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG Q63667
3132VQCD6
103307.26
PA
USD
99907.43
0.0770975419
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Duke Energy Progress Inc
0NIFZ782LS46WOC9QK20
DUK 3.4 04/01/32
26442UAN4
330000
PA
USD
282811.25
0.2182425491
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.400000000000
N
N
N
N
N
N
Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
549300TPZNMN50BJ3745
CHTR 5.05 03/30/29
161175BR4
125000
PA
USD
115052.46
0.0887848067
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.050000000000
N
N
N
N
N
N
Fresenius Medical Care US Finance III Inc
5493008GJ5TVVTY4UM62
FMEGR 1.875 12/01/26 144A
35805BAC2
209000
PA
USD
174606.67
0.1347421814
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
1.875000000000
N
N
N
N
N
N
Office Properties Income Trust
529900A38AW14ELBTL34
OPI 2.65 06/15/26
67623CAD1
275000
PA
USD
206224.6
0.1591414146
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.650000000000
N
N
N
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
SWKS 1.8 06/01/26
83088MAK8
45000
PA
USD
38970.6
0.0300732134
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.800000000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
SPGI 2.9 03/01/32 144A
78409VBC7
330000
PA
USD
275315.99
0.2124585336
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.900000000000
N
N
N
N
N
N
Enbridge Incorporation
98TPTUM4IVMFCZBCUR27
ENBCN 1.6 10/04/26
29250NBH7
64000
PA
USD
55216.04
0.0426096533
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
1.600000000000
N
N
N
N
N
N
TotalEnergies Capital International S.A.
549300U37G2I8G4RUG09
TTEFP 2.829 01/10/30
89153VAT6
200000
PA
USD
172164.69
0.1328577304
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
2.829000000000
N
N
N
N
N
N
Magallanes Inc.
N/A
WBD 5.141 03/15/52 144A
55903VAQ6
110000
PA
USD
79950.04
0.0616966282
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.141000000000
N
N
N
N
N
N
Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
549300TPZNMN50BJ3745
CHTR 5.5 04/01/63
161175CL6
105000
PA
USD
79328.34
0.0612168686
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
5.500000000000
N
N
N
N
N
N
The Williams Companies, Inc.
D71FAKCBLFS2O0RBPG08
WMB 3.5 10/15/51
88339WAA4
100000
PA
USD
66541.54
0.0513494258
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
3.500000000000
N
N
N
N
N
N
Oaktree Specialty Lending Corp.
549300J6MGCEU5928620
OCSL 2.7 01/15/27
67401PAC2
300000
PA
USD
252612.96
0.1949388376
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.700000000000
N
N
N
N
N
N
Jefferies Group LLC/Jefferies Group Capital Finance Inc
NY9Q8VBNB6D1L6YV0J84
JEF 2.625 10/15/31
47233JGT9
185000
PA
USD
134210.48
0.1035688547
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.625000000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NWIDE 1.5 10/13/26 144A
63859UBH5
330000
PA
USD
280605.01
0.2165400163
Long
DBT
CORP
GB
Y
2
2026-10-13
Fixed
1.500000000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
WSTP V4.11 07/24/34
961214EF6
135000
PA
USD
114884.37
0.0886550933
Long
DBT
CORP
AU
N
2
2034-07-24
Fixed
4.110000000000
N
N
N
N
N
N
President & Fellows of Harvard College
6S3X7J22E861RNTJSA74
HARVRD 4.875 10/15/40
740816AH6
50000
PA
USD
48648.39
0.0375414650
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
4.875000000000
N
N
N
N
N
N
Spectrum Management Holding Company LLC
B1WXCWLJVJXMWJX6O298
TWC 5.875 11/15/40
88732JAY4
200000
PA
USD
164642.79
0.1270531571
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.875000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
C V2.561 05/01/32
172967MY4
275000
PA
USD
211107.41
0.1629094291
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.561000000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CS V6.537 08/12/33 144A
225401AZ1
295000
PA
USD
265130.87
0.2045987807
Long
DBT
CORP
CH
Y
2
2033-08-12
Fixed
6.537000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
BCRED 2.625 12/15/26
09261HAD9
320000
PA
USD
262691.53
0.2027163670
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.625000000000
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
BMY 2.95 03/15/32
110122DU9
330000
PA
USD
281920.84
0.2175554288
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.950000000000
N
N
N
N
N
N
Norfolk Southern Corporation
54930036C8MWP850MI84
NSC 3.7 03/15/53
655844CN6
106000
PA
USD
76948.84
0.0593806328
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
3.700000000000
N
N
N
N
N
N
Public Service Company of Colorado
5BANEF6PGSEK0SNMQF44
XEL 3.7 06/15/28
744448CP4
330000
PA
USD
308129.36
0.2377802756
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.700000000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BPLN 3.001 03/17/52
10373QBS8
330000
PA
USD
211249.44
0.1630190322
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.001000000000
N
N
N
N
N
N
Kimco Realty Corporation
549300EA7I6T15IBYS12
KIM 3.2 04/01/32
49446RAZ2
211000
PA
USD
171405.08
0.1322715471
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.200000000000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
SUCN 5.95 05/15/35
71644EAG7
310000
PA
USD
296455.09
0.2287713609
Long
DBT
CORP
CA
N
2
2035-05-15
Fixed
5.950000000000
N
N
N
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
EXC 5.625 06/15/35
30161NAC5
380000
PA
USD
370806.73
0.2861477610
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.625000000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
NRUC 4.15 12/15/32
637432NZ4
100000
PA
USD
91501.89
0.0706110727
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.150000000000
N
N
N
N
N
N
Baker Hughes Holdings Llc
549300XU3XH6F05YEQ93
BHI 4.08 12/15/47
05723KAF7
85000
PA
USD
62974.06
0.0485964380
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.080000000000
N
N
N
N
N
N
GATX Corporation
549300IHYHCQP2PIR591
GMT 3.5 06/01/32
361448BJ1
275000
PA
USD
221140.19
0.1706516229
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARCC 4.25 03/01/25
04010LAV5
215000
PA
USD
203104.93
0.1567339972
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.250000000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
EQIX 2.5 05/15/31
29444UBS4
140000
PA
USD
107856.36
0.0832316499
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.500000000000
N
N
N
N
N
N
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
CME 2.65 03/15/32
12572QAK1
136000
PA
USD
111803.64
0.0862777255
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.650000000000
N
N
N
N
N
N
The Progressive Corporation
529900TACNVLY9DCR586
PGR 3.7 03/15/52
743315BA0
265000
PA
USD
199061.09
0.1536134072
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.700000000000
N
N
N
N
N
N
Moodys Corp
549300GCEDD8YCF5WU84
MCO 4.25 02/01/29
615369AP0
157500
PA
USD
148779.1
0.1148113098
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.250000000000
N
N
N
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
AYR 4.25 06/15/26
00928QAS0
215000
PA
USD
192843.85
0.1488156267
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
4.250000000000
N
N
N
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
UNP 3.5 02/14/53
907818FZ6
159000
PA
USD
115147.88
0.0888584413
Long
DBT
CORP
US
N
2
2053-02-14
Fixed
3.500000000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS V4.703 08/05/27 144A
902613AS7
610000
PA
USD
578280.96
0.4462535023
Long
DBT
CORP
CH
Y
2
2027-08-05
Fixed
4.703000000000
N
N
N
N
N
N
Moodys Corp
549300GCEDD8YCF5WU84
MCO 3.75 02/25/52
615369AY1
106000
PA
USD
78419.65
0.0605156418
Long
DBT
CORP
US
N
2
2052-02-25
Fixed
3.750000000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BACR V5.501 08/09/28
06738EBY0
200000
PA
USD
187487.32
0.1446820473
Long
DBT
CORP
GB
N
2
2028-08-09
Fixed
5.501000000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
PEAK 3.25 07/15/26
40414LAQ2
165000
PA
USD
153671.94
0.1185870644
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.250000000000
N
N
N
N
N
N
ANZ Bank New Zealand Limited
HZSN7FQBPO5IEWYIGC72
ANZNZ V5.548 08/11/32 144A
00182YAA3
200000
PA
USD
193089.2
0.1490049608
Long
DBT
CORP
NZ
Y
2
2032-08-11
Fixed
5.548000000000
N
N
N
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
BIO 3.3 03/15/27
090572AR9
34000
PA
USD
30859.66
0.0238140840
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.300000000000
N
N
N
N
N
N
Imperial Brands Finance Plc
2138008L3B3MCG1DFS50
IMBLN 6.125 07/27/27 144A
45262BAF0
113300
PA
USD
111641.47
0.0861525806
Long
DBT
CORP
GB
Y
2
2027-07-27
Fixed
6.125000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
T 3.55 09/15/55
00206RLJ9
105000
PA
USD
68967.78
0.0532217304
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.550000000000
N
N
N
N
N
N
PNC Financial Services Group Inc
CFGNEKW0P8842LEUIA51
PNC V3.4 PERP T
693475BC8
304000
PA
USD
226868.37
0.1750720008
Long
DBT
CORP
US
N
2
2049-12-31
Fixed
3.400000000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUK 4.2 06/15/49
26441CBF1
92000
PA
USD
69647.59
0.0537463329
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.200000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MS V4.889 07/20/33
61747YEU5
150000
PA
USD
138984.39
0.1072528323
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.889000000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM V4.912 07/25/33
46647PDH6
510000
PA
USD
470299.31
0.3629251674
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.912000000000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
SFD 2.625 09/13/31 144A
832248BD9
155000
PA
USD
113606.97
0.0876693368
Long
DBT
CORP
US
Y
2
2031-09-13
Fixed
2.625000000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT 4.372 07/27/27 144A
62954WAK1
324000
PA
USD
314255.52
0.2425077706
Long
DBT
CORP
JP
Y
2
2027-07-27
Fixed
4.372000000000
N
N
N
N
N
N
Oneok Inc.
2T3D6M0JSY48PSZI1Q41
OKE 4 07/13/27
682680AS2
150000
PA
USD
137643.92
0.1062184053
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.000000000000
N
N
N
N
N
N
Oncor Electric Delivery Company LLC
549300SP2X2BS1KERD24
ONCRTX 4.95 09/15/52 144A
68233JCL6
47000
PA
USD
44370.92
0.0342405851
Long
DBT
CORP
US
Y
2
2052-09-15
Fixed
4.950000000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM V5 PERP FF
48128BAF8
320000
PA
USD
288560
0.2226788007
Long
DBT
CORP
US
N
2
2049-12-31
Fixed
5.000000000000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UNH 2.3 05/15/31
91324PED0
155000
PA
USD
124695.81
0.0962264812
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.300000000000
N
N
N
N
N
N
Target Corporation
8WDDFXB5T1Z6J0XC1L66
TGT 4.5 09/15/32
87612EBP0
275000
PA
USD
262233.8
0.2023631414
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.500000000000
N
N
N
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
SANTAN V4.175 03/24/28
05964HAQ8
200000
PA
USD
180224.23
0.1390771950
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.175000000000
N
N
N
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
HUM 3.7 03/23/29
444859BT8
190000
PA
USD
170382.74
0.1314826178
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.700000000000
N
N
N
N
N
N
Lowes Companies, Inc.
WAFCR4OKGSC504WU3E95
LOW 4.25 04/01/52
548661EJ2
95000
PA
USD
72741.6
0.0561339487
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.250000000000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
INTNED V4.017 03/28/28
456837BB8
200000
PA
USD
181594.79
0.1401348421
Long
DBT
CORP
NL
N
2
2028-03-28
Fixed
4.017000000000
N
N
N
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
HLNLN 4 03/24/52 144A
36264FAE1
173600
PA
USD
128476.37
0.0991439007
Long
DBT
CORP
US
Y
2
2052-03-24
Fixed
4.000000000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
TOYOTA 3.05 03/22/27
89236TJZ9
290000
PA
USD
267053.34
0.2060823311
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.050000000000
N
N
N
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
HLNLN 3.375 03/24/27 144A
36264FAB7
280000
PA
USD
253932.57
0.1959571671
Long
DBT
CORP
US
Y
2
2027-03-24
Fixed
3.375000000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
WELL 3.85 06/15/32
95040QAR5
90000
PA
USD
76909.8
0.0593505060
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
3.850000000000
N
N
N
N
N
N
Corebridge Financial Inc.
549300XY1661QCIA7J65
CRBG 4.4 04/05/52 144A
21871XAL3
106000
PA
USD
80565.9
0.0621718810
Long
DBT
CORP
US
Y
2
2052-04-05
Fixed
4.400000000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
WDAY 3.7 04/01/29
98138HAH4
140000
PA
USD
125559.89
0.0968932829
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.700000000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
TMUS 3.6 11/15/60
87264ABY0
277000
PA
USD
177777.77
0.1371892868
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.600000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX 4.5 04/15/38
55336VAM2
200000
PA
USD
160987.31
0.1242322606
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.500000000000
N
N
N
N
N
N
Aercap Ireland Capital DAC
549300TI38531ODB1G63
AER 3.4 10/29/33
00774MAY1
52500
PA
USD
38090.8
0.0293942808
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.400000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC V2.572 10/20/32
06051GKD0
294000
PA
USD
224859.5
0.1735217763
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.572000000000
N
N
N
N
N
N
Stellantis Finance Us Inc
549300QZ0AI8Q7LNON33
STLA 6.375 09/12/32 144A
85855CAE0
600000
PA
USD
555062.37
0.4283359539
Long
DBT
CORP
US
Y
2
2032-09-12
Fixed
6.375000000000
N
N
N
N
N
N
Nestle Holdings, Inc.
549300EAEU8YV8MQXP30
NESNVX 4.7 01/15/53 144A
641062BE3
286200
PA
USD
267168.95
0.2061715462
Long
DBT
CORP
US
Y
2
2053-01-15
Fixed
4.700000000000
N
N
N
N
N
N
Oncor Electric Delivery Company LLC
549300SP2X2BS1KERD24
ONCRTX 3.7 11/15/28
68233JBH6
330000
PA
USD
305994.15
0.2361325559
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.700000000000
N
N
N
N
N
N
Take-Two Interactive Software Inc.
BOMSTHHJK882EWYX3334
TTWO 3.7 04/14/27
874054AG4
94000
PA
USD
87264.36
0.0673410141
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.700000000000
N
N
N
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
AMT 3.125 01/15/27
03027XAM2
230000
PA
USD
206593.75
0.1594262839
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.125000000000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
TSN 4.35 03/01/29
902494BK8
155000
PA
USD
146245.96
0.1128565116
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.350000000000
N
N
N
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
KMB 2 11/02/31
494368CD3
330000
PA
USD
259525.01
0.2002727959
Long
DBT
CORP
US
N
2
2031-11-02
Fixed
2.000000000000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANUK V1.673 06/14/27
80281LAQ8
226500
PA
USD
188304.77
0.1453128651
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.673000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
C V2.52 11/03/32
172967NE7
277000
PA
USD
209893.28
0.1619724974
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.520000000000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
ALLY 2.2 11/02/28
02005NBP4
138000
PA
USD
106614.53
0.0822733424
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.200000000000
N
N
N
N
N
N
Bank of Nova Scotia Halifax
L3I9ZG2KFGXZ61BMYR72
BNS V4.588 05/04/37
06417XAG6
220000
PA
USD
184458.28
0.1423445681
Long
DBT
CORP
CA
N
2
2037-05-04
Fixed
4.588000000000
N
N
N
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
HUM 3.95 08/15/49
444859BL5
160000
PA
USD
120854.67
0.0932623128
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.950000000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
OFC 2.9 12/01/33
22003BAP1
311000
PA
USD
215372.15
0.1662004854
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.900000000000
N
N
N
N
N
N
Bayport Polymers LLC
N/A
BRLS 4.743 04/14/27 144A
073096AA7
350000
PA
USD
324302.39
0.2502608375
Long
DBT
CORP
US
Y
2
2027-04-14
Fixed
4.743000000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
O 3.4 01/15/28
756109BH6
90000
PA
USD
81782.37
0.0631106185
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.400000000000
N
N
N
N
N
N
VICI Properties LP
254900X4QE7SGKQLLN38
VICI 5.125 05/15/32
925650AD5
100000
PA
USD
88639.97
0.0684025583
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.125000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC V4.571 04/27/33
06051GKQ1
511000
PA
USD
457695.84
0.3531991985
Long
DBT
CORP
US
N
2
2033-04-27
Fixed
4.571000000000
N
N
N
N
N
N
Appalachian Power Company
3SCHO1ABYYIG382BEI70
AEP 4.5 03/01/49 Y
037735CX3
160000
PA
USD
129899.11
0.1002418146
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.500000000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FITB V4.337 04/25/33
316773DF4
298000
PA
USD
264096.12
0.2038002747
Long
DBT
CORP
US
N
2
2033-04-25
Fixed
4.337000000000
N
N
N
N
N
N
Pfizer Inc.
765LHXWGK1KXCLTFYQ30
PFE 3.45 03/15/29
717081ET6
330000
PA
USD
303877.04
0.2344988038
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.450000000000
N
N
N
N
N
N
RPM International Inc.
549300TJCKW4BRXPJ474
RPM 4.55 03/01/29
749685AX1
130000
PA
USD
118456.48
0.0914116541
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.550000000000
N
N
N
N
N
N
Safehold Operating Partnership LP
549300MHMP6BIE0XV355
SAFE 2.85 01/15/32
78646UAB5
154000
PA
USD
114649.46
0.0884738157
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.850000000000
N
N
N
N
N
N
Weyerhaeuser Company
08IRJODWFYBI7QWRGS31
WY 4 11/15/29
962166BX1
205000
PA
USD
184419.61
0.1423147268
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MS V5.297 04/20/37
61747YES0
159000
PA
USD
142870.69
0.1102518502
Long
DBT
CORP
US
N
2
2037-04-20
Fixed
5.297000000000
N
N
N
N
N
N
Primerica, Inc.
254900621R686KJR7022
PRI 2.8 11/19/31
74164MAB4
130000
PA
USD
102075.48
0.0787706039
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
2.800000000000
N
N
N
N
N
N
Dell International L.L.C. and EMC Corporation
N/A
DELL 8.1 07/15/36
24703TAJ5
54000
PA
USD
57141.35
0.0440953954
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.100000000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC V2.871 11/22/32
404280CY3
154400
PA
USD
112469.28
0.0867913931
Long
DBT
CORP
GB
N
2
2032-11-22
Fixed
2.871000000000
N
N
N
N
N
N
Elevance Health Inc.
8MYN82XMYQH89CTMTH67
ELV 4.55 05/15/52
036752AU7
316000
PA
USD
266576.96
0.2057147135
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.550000000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
CMCSA 1.5 02/15/31
20030NDN8
147500
PA
USD
110723.59
0.0854442619
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.500000000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO 3.125 01/15/32 DM3N
86964WAK8
211000
PA
USD
151856.7
0.1171862622
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.125000000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CB 3.35 05/03/26
00440EAV9
100000
PA
USD
94508.81
0.0729314821
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.350000000000
N
N
N
N
N
N
Rogers Communications Inc.
54930030NVF3Y2OL0A78
RCICN 2.9 11/15/26
775109BF7
200000
PA
USD
180965.12
0.1396489322
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
2.900000000000
N
N
N
N
N
N
The Clorox Company
54930044KVSC06Z79I06
CLX 4.6 05/01/32
189054AZ2
264000
PA
USD
245777.04
0.1896636280
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.600000000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS V4.751 05/12/28 144A
902613AP3
360000
PA
USD
337938.04
0.2607833291
Long
DBT
CORP
CH
Y
2
2028-05-12
Fixed
4.751000000000
N
N
N
N
N
N
Canadian Pacific Railway Company
54930036474DURYNB481
CP 3.1 12/02/51
13645RBH6
103000
PA
USD
67614.4
0.0521773409
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.100000000000
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
CI 3.4 03/15/50
125523CK4
160000
PA
USD
108199.26
0.0834962623
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.400000000000
N
N
N
N
N
N
Southern Company Gas Capital Corporation
E8CD46SWUD2TSN8PA636
SO 1.75 01/15/31 20-A
8426EPAD0
190000
PA
USD
140838.93
0.1086839618
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.750000000000
N
N
N
N
N
N
Ares Finance Co III LLC
N/A
ARES V4.125 06/30/51 144A
04018VAA1
513000
PA
USD
399833.14
0.3085471447
Long
DBT
CORP
US
Y
2
2051-06-30
Fixed
4.125000000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
GLENLN 3.875 10/27/27 144A
378272AQ1
115000
PA
USD
104595.22
0.0807150615
Long
DBT
CORP
US
Y
2
2027-10-27
Fixed
3.875000000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
ICE 5.2 06/15/62
45866FAY0
209000
PA
USD
188811.62
0.1457039960
Long
DBT
CORP
US
N
2
2062-06-15
Fixed
5.200000000000
N
N
N
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
AMP 4.5 05/13/32
03076CAL0
176000
PA
USD
165617.16
0.1278050685
Long
DBT
CORP
US
N
2
2032-05-13
Fixed
4.500000000000
N
N
N
N
N
N
Xiaomi Best Time International Limited
254900IGJCVEY8WNJT74
XIAOMI 4.1 07/14/51 144A
98422HAE6
259000
PA
USD
149439.46
0.1153209028
Long
DBT
CORP
HK
Y
2
2051-07-14
Fixed
4.100000000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BNSF 2.875 06/15/52
12189LBH3
330000
PA
USD
215511.85
0.1663082904
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.875000000000
N
N
N
N
N
N
NXP B V / NXP Funding LLC & NXP USA Inc
724500RKKW4NOJ9YQF60
NXPI 5 01/15/33
62954HBB3
326000
PA
USD
292576.98
0.2257786631
Long
DBT
CORP
NL
N
2
2033-01-15
Fixed
5.000000000000
N
N
N
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
STT V4.421 05/13/33
857477BU6
294000
PA
USD
271255.17
0.2093248404
Long
DBT
CORP
US
N
2
2033-05-13
Fixed
4.421000000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DLTR 3.375 12/01/51
256746AK4
159000
PA
USD
102938.18
0.0794363407
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.375000000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
CMCSA 4.15 10/15/28
20030NCT6
330000
PA
USD
311672.85
0.2405147506
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.150000000000
N
N
N
N
N
N
TotalEnergies Capital S.A.
529900QI55ZLJVCMPA71
TTEFP 3.883 10/11/28
89152UAH5
330000
PA
USD
309411.34
0.2387695665
Long
DBT
CORP
FR
N
2
2028-10-11
Fixed
3.883000000000
N
N
N
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
WDC 2.85 02/01/29
958102AQ8
211000
PA
USD
163976.59
0.1265390574
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.850000000000
N
N
N
N
N
N
GLP Capital L.P. and GLP Financing II, Inc.
2549005PXW31DRW8EC44
GLPI 3.25 01/15/32
361841AR0
106000
PA
USD
79682.43
0.0614901163
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.250000000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NTRCN 4 12/15/26
67077MAE8
100000
PA
USD
94814.11
0.0731670789
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
4.000000000000
N
N
N
N
N
N
Dell International L.L.C. and EMC Corporation
N/A
DELL 3.45 12/15/51 144A
24703DBG5
173000
PA
USD
98352.52
0.0758976338
Long
DBT
CORP
US
Y
2
2051-12-15
Fixed
3.450000000000
N
N
N
N
N
N
Paypal Holdings Incorporation
5493005X2GO78EFZ3E94
PYPL 4.4 06/01/32
70450YAL7
330000
PA
USD
307571.65
0.2373498965
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.400000000000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UNH 4 05/15/29
91324PEH1
270000
PA
USD
251569.17
0.1941333555
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.000000000000
N
N
N
N
N
N
Relx Capital Inc.
2R15C3RTKJN1RCBOV146
RELLN 4.75 05/20/32
74949LAE2
200000
PA
USD
188170.53
0.1452092734
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
4.750000000000
N
N
N
N
N
N
KLA Corporation
549300H0BF5JCG96TJ81
KLAC 5.65 11/01/34
482480AF7
115000
PA
USD
114142.43
0.0880825458
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
5.650000000000
N
N
N
N
N
N
Halliburton Company
ENYF8GB5SMQZ25S06U51
HAL 5 11/15/45
406216BK6
100000
PA
USD
83037.99
0.0640795676
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.000000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
C V3.52 10/27/28
172967LS8
190000
PA
USD
169600.09
0.1308786548
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.520000000000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
SCHW V5 PERP F
808513AR6
92000
PA
USD
73543.24
0.0567525661
Long
DBT
CORP
US
N
2
2049-12-31
Fixed
5.000000000000
N
N
N
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES 1.375 01/15/26
00130HCE3
340000
PA
USD
292880.61
0.2260129712
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.375000000000
N
N
N
N
N
N
Southern California Gas Company
XY0N0J73VHV5F4CUJV89
SRE 2.6 06/15/26 TT
842434CQ3
200000
PA
USD
183486.05
0.1415943081
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.600000000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMW 1.8 08/15/28
928563AK1
180000
PA
USD
142700.17
0.1101202617
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.800000000000
N
N
N
N
N
N
Jackson Financial Inc
213800WXW2KG1N4CO374
JXN 5.67 06/08/32
46817MAS6
321000
PA
USD
293528.99
0.2265133194
Long
DBT
CORP
US
N
2
2032-06-08
Fixed
5.670000000000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
DHI 1.3 10/15/26
23331ABQ1
185000
PA
USD
154867.58
0.1195097275
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.300000000000
N
N
N
N
N
N
Agilent Technologies Inc.
QUIX8Y7A2WP0XRMW7G29
A 2.3 03/12/31
00846UAN1
510000
PA
USD
397844.3
0.3070123772
Long
DBT
CORP
US
N
2
2031-03-12
Fixed
2.300000000000
N
N
N
N
N
N
Parker-Hannifin Corporation
5493002CONDB4N2HKI23
PH 4.5 09/15/29
701094AS3
74000
PA
USD
69760.64
0.0538335724
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.500000000000
N
N
N
N
N
N
O'Reilly Automotive Inc.
549300K2RLMQL149Q332
ORLY 4.7 06/15/32
67103HAL1
87000
PA
USD
81411.23
0.0628242135
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
4.700000000000
N
N
N
N
N
N
PNC Financial Services Group Inc
CFGNEKW0P8842LEUIA51
PNC V4.626 06/06/33
693475BE4
110000
PA
USD
98127.99
0.0757243663
Long
DBT
CORP
US
N
2
2033-06-06
Fixed
4.626000000000
N
N
N
N
N
N
Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
549300TPZNMN50BJ3745
CHTR 6.384 10/23/35
161175AZ7
575000
PA
USD
527311.3
0.4069207370
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.384000000000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TFC V4.123 06/06/28 MTN
89788MAG7
260000
PA
USD
244285.01
0.1885122437
Long
DBT
CORP
US
N
2
2028-06-06
Fixed
4.123000000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BACR V3.564 09/23/35
06738EBP9
251000
PA
USD
184439.72
0.1423302455
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.564000000000
N
N
N
N
N
N
Keysight Technologies, Inc.
549300GLKVIO8YRCYN02
KEYS 3 10/30/29
49338LAF0
140000
PA
USD
118439.7
0.0913987051
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.000000000000
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
CI 2.375 03/15/31
125523CM0
120000
PA
USD
95412.17
0.0736285957
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.375000000000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
QRVO 3.375 04/01/31 144A
74736KAJ0
155000
PA
USD
116118.25
0.0896072659
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
3.375000000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROP 3.8 12/15/26
776743AD8
110000
PA
USD
104562.7
0.0806899661
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.800000000000
N
N
N
N
N
N
Deutsche Bank AG New York Branch
N/A
DB V2.552 01/07/28
25160PAH0
138830
PA
USD
112707.79
0.0869754488
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
2.552000000000
N
N
N
N
N
N
M.D.C. Holdings Inc.
5299005FV4VNV75R8R35
MDC 6 01/15/43
552676AQ1
105000
PA
USD
78786.42
0.0607986745
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.000000000000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG 4.375 04/15/30
26875PAU5
330000
PA
USD
314260.18
0.2425113667
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.375000000000
N
N
N
N
N
N
KLA Corporation
549300H0BF5JCG96TJ81
KLAC 4.95 07/15/52
482480AM2
500000
PA
USD
454214.77
0.3505128924
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.950000000000
N
N
N
N
N
N
Reynolds American Inc.
02S2RPPVO9RP4NEU2740
BATSLN 5.85 08/15/45
761713BB1
155000
PA
USD
121580.64
0.0938225364
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.850000000000
N
N
N
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
AL 2.1 09/01/28
00914AAQ5
120000
PA
USD
93504.56
0.0721565126
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
2.100000000000
N
N
N
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
UHS 2.65 01/15/32 144A
913903AY6
155000
PA
USD
109577.08
0.0845595119
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
2.650000000000
N
N
N
N
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
DKS 4.1 01/15/52
253393AG7
116000
PA
USD
71684.57
0.0553182495
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
4.100000000000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
D 2.4 03/30/32
927804GG3
330000
PA
USD
263154.03
0.2030732735
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
2.400000000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
VZ 2.1 03/22/28
92343VGH1
180000
PA
USD
151958.4
0.1172647431
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.100000000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BWP 4.8 05/03/29
096630AG3
120000
PA
USD
110196.9
0.0850378207
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.800000000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings, LLC
549300I7CIEWU1BBLQ53
CHCOCH 3.7 11/15/29
16412XAJ4
190000
PA
USD
164770.92
0.1271520337
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.700000000000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
AMGN 3 01/15/52
031162DC1
165000
PA
USD
103144.23
0.0795953474
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MS V2.943 01/21/33
61747YEL5
183000
PA
USD
144673.07
0.1116427284
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.943000000000
N
N
N
N
N
N
Vontier Corporation
549300VVSQLG4P5K4639
VNT 1.8 04/01/26
928881AB7
250000
PA
USD
212517.5
0.1639975812
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.800000000000
N
N
N
N
N
N
Vontier Corporation
549300VVSQLG4P5K4639
VNT 2.4 04/01/28
928881AD3
125000
PA
USD
97608.75
0.0753236741
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.400000000000
N
N
N
N
N
N
Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
GS V3.102 02/24/33
38141GZM9
510000
PA
USD
405069.87
0.3125882757
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.102000000000
N
N
N
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
HII 2.043 08/16/28
446413AZ9
255000
PA
USD
206246.6
0.1591583918
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.043000000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM V2.963 01/25/33
46647PCU8
510000
PA
USD
400903.18
0.3093728837
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
2.963000000000
N
N
N
N
N
N
GlaxoSmithKline Capital Inc.
5493007Q8VD7Q3ZYZS59
GSK 3.875 05/15/28
377372AN7
330000
PA
USD
310202.85
0.2393803667
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.875000000000
N
N
N
N
N
N
Orange S.A.
969500MCOONR8990S771
ORAFP 5.375 01/13/42
35177PAX5
100000
PA
USD
93556.22
0.0721963781
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
5.375000000000
N
N
N
N
N
N
Marathon Petroleum Company
3BNYRYQHD39K4LCKQF12
MPC 3.8 04/01/28
56585ABD3
157000
PA
USD
140476.79
0.1084045021
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.800000000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
EQIX 3.2 11/18/29
29444UBE5
123000
PA
USD
103981.71
0.0802416221
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.200000000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITEL 3.25 11/08/29 144A
11102AAE1
165000
PA
USD
134607.41
0.1038751616
Long
DBT
CORP
GB
Y
2
2029-11-08
Fixed
3.250000000000
N
N
N
N
N
N
Energy Transfer LP
5493006LL0CKP8WQW329
ET 3.9 07/15/26
86765BAT6
285000
PA
USD
265610.26
0.2049687210
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.900000000000
N
N
N
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
AGR 3.8 06/01/29
05351WAB9
132000
PA
USD
117298.17
0.0905177981
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.800000000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
TMUS 3.4 10/15/52
87264ACT0
160000
PA
USD
105630.04
0.0815136215
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.400000000000
N
N
N
N
N
N
Packaging Corporation of America
549300XZP8MFZFY8TJ84
PKG 3.4 12/15/27
695156AT6
109000
PA
USD
98919.37
0.0763350661
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.400000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2022-1
N/A
TPMT 2022-1 A1
89170VAA6
2017802.74
PA
USD
1864719.92
1.4389852903
Long
ABS-O
CORP
US
Y
2
2062-07-25
Fixed
3.750000000000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 3.125 08/31/27
91282CFH9
3915000
PA
USD
3755341.41
2.8979585573
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.125000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3013 HZ
31395XRF4
249015.58
PA
USD
249050.94
0.1921900632
Long
ABS-O
USGSE
US
N
2
2035-08-15
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 MA1287
36179NNC8
83586.24
PA
USD
83418.44
0.0643731570
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
4.500000000000
N
N
N
N
N
N
United States Treasury Bonds
254900HROIFWPRGM1V77
XIT 3.375 08/15/42
912810TK4
10184000
PA
USD
9224476.25
7.1184339763
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375000000000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 3.25 08/31/24
91282CFG1
4941000
PA
USD
4851830.37
3.7441078731
Long
DBT
UST
US
N
2
2024-08-31
Fixed
3.250000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM5237
3140X8ZB6
183689.32
PA
USD
185118.67
0.1428541843
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
5.000000000000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 3.125 08/15/25
91282CFE6
6053000
PA
USD
5867154.01
4.5276227416
Long
DBT
UST
US
N
2
2025-08-15
Fixed
3.125000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN 889641
31410KLW2
128781.4
PA
USD
132784.25
0.1024682476
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AD0248
31418MH21
231488.49
PA
USD
238492.78
0.1840424391
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
5.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AD0494
31418MRQ7
134715.56
PA
USD
138285.78
0.1067137221
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AL0065
3138EGCB8
421757.12
PA
USD
413217.54
0.3188757493
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BM4056
3140J8QJ5
164513.8
PA
USD
156851.9
0.1210410070
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.000000000000
N
N
N
N
N
N
United States Treasury Bonds
254900HROIFWPRGM1V77
T 3 08/15/52
912810TJ7
1174000
PA
USD
1013125.31
0.7818184397
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.000000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM3266
3140X6TY7
886018.41
PA
USD
793860.91
0.6126143448
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FR ZM4714
3131XYGX1
517114.07
PA
USD
472387.14
0.3645363245
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 2.75 08/15/32
91282CFF3
746000
PA
USD
682123.75
0.5263879213
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.750000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AB5209
31417BYF8
252383.18
PA
USD
232544.91
0.1794525286
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.000000000000
N
N
N
N
N
N
Indonesia (Republic of)
529900FWX0GRR7WG5W79
INDON 3.85 10/15/30
455780CS3
200000
PA
USD
178971.49
0.1381104684
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
3.850000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN 995802
31416CGK6
127693.33
PA
USD
131609.83
0.1015619597
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.500000000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 0 10/06/22
912796M89
1500000
PA
USD
1499693.43
1.1572980814
Long
DBT
UST
US
N
2
2022-10-06
None
0.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AL7497
3138EQKK7
236021.92
PA
USD
217760.73
0.1680437281
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANLN V1.456 01/14/27 144A
853254BZ2
165000
PA
USD
139653.98
0.1077695480
Long
DBT
CORP
GB
Y
2
2027-01-14
Fixed
1.456000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCEGP V2.277 01/20/32 144A
05583JAJ1
167000
PA
USD
120394.26
0.0929070191
Long
DBT
CORP
FR
Y
2
2032-01-20
Fixed
2.277000000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM V1.953 02/04/32
46647PBX3
217000
PA
USD
160521.59
0.1238728692
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.953000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM5383
3140X86V4
515018.02
PA
USD
490915.89
0.3788347713
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM2671
3140X56H1
111621.41
PA
USD
105951.34
0.0817615654
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.000000000000
N
N
N
N
N
N
McCormick & Company, Incorporated
549300JQQA6MQ4OJP259
MKC 1.85 02/15/31
579780AS6
220000
PA
USD
163927.33
0.1265010439
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.850000000000
N
N
N
N
N
N
U.S. Treasury Bond Stripped Principal Payment
254900HROIFWPRGM1V77
SP 0 02/15/51
912803FV0
7762100
PA
USD
2702507.69
2.0854975437
Long
DBT
UST
US
N
2
2051-02-15
None
0.000000000000
N
N
N
N
N
N
Peru (Republic of)
254900STKLK2DBJJZ530
PERU 2.844 06/20/30
715638DA7
150000
PA
USD
122933.2
0.0948662931
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.844000000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC V4 PERP .
404280CP2
165000
PA
USD
132000
0.1018630499
Long
DBT
CORP
GB
N
2
2049-12-31
Fixed
4.000000000000
N
N
N
N
N
N
Boston Properties Limited Partnership
BVHHEFJI6SHNOKQT2572
BXP 2.55 04/01/32
10112RBE3
220000
PA
USD
162211.33
0.1251768243
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.550000000000
N
N
N
N
N
N
Northern Inst Fds
549300Y178DO5JBR1S04
Northern Inst Fds GOVT PTFL
665278404
955525.32
NS
USD
955525.32
0.7373691165
Long
STIV
RF
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NDAQ 1.65 01/15/31
63111XAD3
160000
PA
USD
119139.67
0.0919388648
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.650000000000
N
N
N
N
N
N
Schlumberger Investment SA
529900EZ29I5KXPV2J32
SLB 2.65 06/26/30
806854AJ4
100000
PA
USD
83176.95
0.0641868016
Long
DBT
CORP
LU
N
2
2030-06-26
Fixed
2.650000000000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
LUV 5.125 06/15/27
844741BK3
175000
PA
USD
171327.75
0.1322118724
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.125000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MS V1.593 05/04/27
61772BAB9
187000
PA
USD
161584.02
0.1246927356
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.593000000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
GLENLN 1.625 04/27/26 144A
378272BD9
315000
PA
USD
272363.37
0.2101800270
Long
DBT
CORP
US
Y
2
2026-04-27
Fixed
1.625000000000
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
CCEP 1.5 01/15/27 144A
19123MAF0
161250
PA
USD
137969.72
0.1064698218
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
1.500000000000
N
N
N
N
N
N
Santos Finance Ltd.
213800BKUBSWG53XNS94
STOAU 3.649 04/29/31 144A
803014AA7
210000
PA
USD
163194.55
0.1259355651
Long
DBT
CORP
AU
Y
2
2031-04-29
Fixed
3.649000000000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
JBL 1.7 04/15/26
466313AL7
260000
PA
USD
225870.01
0.1743015766
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.700000000000
N
N
N
N
N
N
Aercap Ireland Capital DAC
549300TI38531ODB1G63
AER 1.75 01/30/26
00774MAS4
205000
PA
USD
175314.76
0.1352886072
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.750000000000
N
N
N
N
N
N
Centerpoint Energy Inc
21TPXMRRHFKOBHDC8J74
CNP 2.95 03/01/30
15189TAX5
207000
PA
USD
173677.98
0.1340255208
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.950000000000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
AMGN 2.2 02/21/27
031162CT5
315000
PA
USD
279694.69
0.2158375316
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.200000000000
N
N
N
N
N
N
7-Eleven Inc.
549300K23JPL0SS3LB18
SVELEV 1.8 02/10/31 144A
817826AE0
120000
PA
USD
89151.85
0.0687975708
Long
DBT
CORP
US
Y
2
2031-02-10
Fixed
1.800000000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
BABA 2.7 02/09/41
01609WAY8
280000
PA
USD
170796.29
0.1318017501
Long
DBT
CORP
KY
N
2
2041-02-09
Fixed
2.700000000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
MO 3.4 02/04/41
02209SBM4
485000
PA
USD
305819.23
0.2359975719
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.400000000000
N
N
N
N
N
N
Sabine Pass Liquefaction, LLC
549300KJYBG7C6WJYZ11
SPLLLC 4.5 05/15/30
785592AX4
160000
PA
USD
145755.12
0.1124777354
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.500000000000
N
N
N
N
N
N
GATX Corporation
549300IHYHCQP2PIR591
GMT 1.9 06/01/31
361448BG7
190000
PA
USD
137195.11
0.1058720632
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
1.900000000000
N
N
N
N
N
N
Entergy Louisiana, LLC
0V5453U14HDZO63CGH17
ETR 2.9 03/15/51
29364WBD9
300000
PA
USD
189791.66
0.1464602829
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.900000000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS V2.095 02/11/32 144A
902613AE8
200000
PA
USD
145353.49
0.1121678016
Long
DBT
CORP
CH
Y
2
2032-02-11
Fixed
2.095000000000
N
N
N
N
N
N
GATX Corporation
549300IHYHCQP2PIR591
GMT 3.1 06/01/51
361448BH5
125000
PA
USD
72701.07
0.0561026721
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.100000000000
N
N
N
N
N
N
Crown Castle Inc.
54930012H97VSM0I2R19
CCI 1.05 07/15/26
22822VAV3
370000
PA
USD
312538.53
0.2411827870
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.050000000000
N
N
N
N
N
N
Masco Corporation
5GCSNMQXHEYA1JO8QN11
MAS 1.5 02/15/28
574599BS4
110000
PA
USD
88757.26
0.0684930698
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.500000000000
N
N
N
N
N
N
The Western Union Company
28ID94QU1140NC23S047
WU 2.75 03/15/31
959802BA6
180000
PA
USD
135474.08
0.1045439619
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.750000000000
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
FTNT 1 03/15/26
34959EAA7
120000
PA
USD
103259.4
0.0796842229
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.000000000000
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
FTNT 2.2 03/15/31
34959EAB5
205000
PA
USD
155483.43
0.1199849727
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.200000000000
N
N
N
N
N
N
Newmarket Corporation
54930082CG88ERDREQ47
NEU 2.7 03/18/31
651587AG2
165000
PA
USD
125179.79
0.0965999636
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
2.700000000000
N
N
N
N
N
N
Flowers Foods, Inc.
7YNCQQNDK8FBM9BBTK25
FLO 2.4 03/15/31
343498AC5
120000
PA
USD
93990.25
0.0725313146
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.400000000000
N
N
N
N
N
N
Hubbell Incorporated
54930088VDQ6840Y6597
HUBB 2.3 03/15/31
443510AK8
120000
PA
USD
94535
0.0729516926
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.300000000000
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
CI 1.25 03/15/26
125523CP3
330000
PA
USD
289029.47
0.2230410859
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.250000000000
N
N
N
N
N
N
B.A.T. Capital Corporation
2138005GYEXN7XRHFA84
BATSLN 4.7 04/02/27
05526DBP9
630000
PA
USD
587832.29
0.4536241660
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.700000000000
N
N
N
N
N
N
Berkshire Hathaway Energy Company
549300JD0S5IZJE9LY15
BRKHEC 1.65 05/15/31
084659BD2
170000
PA
USD
128516.91
0.0991751850
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.650000000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TDY 2.25 04/01/28
879360AD7
110000
PA
USD
91747.16
0.0708003450
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.250000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC V2.651 03/11/32 N
06051GJP5
120000
PA
USD
93335.5
0.0720260507
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.651000000000
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB 2.25 10/01/30
50249AAG8
100000
PA
USD
77780.73
0.0600225938
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.250000000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
VZ 2.55 03/21/31
92343VGJ7
215000
PA
USD
171662.04
0.1324698405
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.550000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORCL 2.3 03/25/28
68389XCD5
150000
PA
USD
125274.79
0.0966732742
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.300000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORCL 3.65 03/25/41
68389XBZ7
245000
PA
USD
166458.87
0.1284546075
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.650000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORCL 3.95 03/25/51
68389XCA1
115000
PA
USD
76268.62
0.0588557140
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.950000000000
N
N
N
N
N
N
MIAMI-DADE CNTY FLA
549300QG0NBD9HULR263
FL MDCTRN 1.86 10/01/2030
59335KDX2
100000
PA
USD
79453.96
0.0613138083
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
1.862000000000
N
N
N
N
N
N
2022-11-01
Northern Funds
Randal E. Rein
Randal E. Rein
Treasurer and Principal Financial Officer