0001145549-22-051020.txt : 20220825
0001145549-22-051020.hdr.sgml : 20220825
20220825152127
ACCESSION NUMBER: 0001145549-22-051020
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220825
DATE AS OF CHANGE: 20220825
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TOUCHSTONE VARIABLE SERIES TRUST
CENTRAL INDEX KEY: 0000920547
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08416
FILM NUMBER: 221197031
BUSINESS ADDRESS:
STREET 1: 303 BROADWAY
STREET 2: SUITE 1100
CITY: CINCINNATI
STATE: OH
ZIP: 45202-4203
BUSINESS PHONE: 513-362-8000
MAIL ADDRESS:
STREET 1: 303 BROADWAY
STREET 2: SUITE 1100
CITY: CINCINNATI
STATE: OH
ZIP: 45202-4203
FORMER COMPANY:
FORMER CONFORMED NAME: SELECT ADVISORS VARIABLE INSURANCE TRUST
DATE OF NAME CHANGE: 19950912
FORMER COMPANY:
FORMER CONFORMED NAME: IFS VARIABLE INSURANCE TRUST
DATE OF NAME CHANGE: 19940318
0000920547
S000059067
Touchstone Bond Fund
C000193690
Touchstone Bond Fund - Class I
C000213075
Class SC
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000920547
XXXXXXXX
S000059067
C000193690
C000213075
Touchstone Variable Series Trust
811-08416
0000920547
549300PPYZ5OV9N1T150
303 Broadway
Suite 1100
Cincinnati
45202
8006388194
Touchstone Variable Series Trust-Touchstone Bond Fund
S000059067
54930015RF6Y0VBDNM85
2022-12-31
2022-06-30
N
94866847.770000000000
1383703.360000000000
93483144.410000000000
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
0.000000000000
USD
N
Short-Term Invts T
549300UJV6OHYATSFU27
Short-Term Invts T INVSCO GOVT INST
825252885
285256.2
NS
USD
285256.2
0.3051418540
Long
STIV
RF
US
N
1
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TFC 2.85 10/26/24 MTN
05531FBB8
210000
PA
USD
206050.84
0.2204149650
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
2.850000000000
N
N
N
N
N
N
Starbucks Corporation
OQSJ1DU9TAOC51A47K68
SBUX 3.35 03/12/50
855244AX7
164000
PA
USD
124901.81
0.1336089097
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.350000000000
N
N
N
N
N
N
STORE Capital Corp.
5493004EA6C9IHDZ7N66
STOR 4.5 03/15/28
862121AA8
96000
PA
USD
93791.41
0.1003297553
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2015-51 KC
3136APJX1
13131.47
PA
USD
12874.35
0.0137718410
Long
ABS-O
USGSE
US
N
2
2045-06-25
Fixed
3.000000000000
N
N
N
N
N
N
STORE Capital Corp.
5493004EA6C9IHDZ7N66
STOR 4.625 03/15/29
862121AB6
188000
PA
USD
183779.91
0.1965914937
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.625000000000
N
N
N
N
N
N
SunTrust Capital I
549300DRQQI75D2JP341
TFC F 05/15/27 A
86787XAA3
518000
PA
USD
476560.11
0.5097818575
Long
DBT
CORP
US
N
2
2027-05-15
Floating
2.081290000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2017-90 KA
3136AYQK2
250306.74
PA
USD
245182.54
0.2622745967
Long
ABS-O
USGSE
US
N
2
2047-11-25
Fixed
3.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2019-35 KB
3136B5GY5
450000
PA
USD
399458.03
0.4273048714
Long
ABS-O
USGSE
US
N
2
2049-07-25
Fixed
3.000000000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
TMUS 3.875 04/15/30
87264ABF1
335000
PA
USD
313494.15
0.3353483154
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875000000000
N
N
N
N
N
N
TAL ADVANTAGE VII LLC
N/A
TAL 2020-1A A
87407RAA4
269362.5
PA
USD
244499.45
0.2615438874
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
2.050000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2022-16 KB
3136BMNW4
675000
PA
USD
562461.03
0.6016710644
Long
ABS-O
USGSE
US
N
2
2049-11-25
Fixed
2.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN 561741
31386FBJ3
2934.62
PA
USD
3124.04
0.0033418217
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
7.500000000000
N
N
N
N
N
N
Egypt (Arab Republic of)
529900GFIVH4086NMH82
EGYPT 5.875 02/16/31 144a
03846JAB6
210000
PA
USD
130268.46
0.1393496772
Long
DBT
NUSS
EG
Y
2
2031-02-16
Fixed
5.875000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AH2666
3138A36C6
2599.24
PA
USD
2633.61
0.0028172031
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AH3493
3138A43B9
4912.57
PA
USD
4975.6
0.0053224568
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
4.000000000000
N
N
N
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
DE 2.45 01/09/30 MTN
24422EVD8
298000
PA
USD
267396.07
0.2860366665
Long
DBT
CORP
US
N
2
2030-01-09
Fixed
2.450000000000
N
N
N
N
N
N
HONO 2021-LULU MORTGAGE TRUST
N/A
HONO 2021-LULU B
40390MAG0
210000
PA
USD
202390.82
0.2164997993
Long
ABS-O
CORP
US
Y
2
2036-12-15
Floating
2.402500100000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC 3.9 05/25/26
404280BB4
205000
PA
USD
200592.69
0.2145763188
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.900000000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
ABBV 4.45 05/14/46
00287YAW9
283000
PA
USD
258362.53
0.2763733843
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.450000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AL0054
3138EGBY9
96628.59
PA
USD
99862.35
0.1068239099
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AL5718
3138ENK81
200256.87
PA
USD
197102.75
0.2108430897
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Credit Suisse Commercial Mortgage Trust
N/A
CSMC 2013-IVR3 B2
12646XAX0
177024.58
PA
USD
174483.53
0.1866470486
Long
ABS-O
CORP
US
Y
2
2043-05-25
Floating
3.398344700000
N
N
N
N
N
N
Credit Suisse Mortgage Capital LLC
N/A
CSMC 2015-WIN1 B3
12649KAW7
153268.96
PA
USD
148447.47
0.1587959743
Long
ABS-O
CORP
US
Y
2
2044-12-25
Floating
3.783434500000
N
N
N
N
N
N
Toll Brothers Finance Corp.
N/A
TOL 3.8 11/01/29
88947EAU4
358000
PA
USD
304251.66
0.3254615171
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.800000000000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
TD 1.15 06/12/25 MTN
89114QCH9
304000
PA
USD
280739.49
0.3003102771
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.150000000000
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
HD 5.95 04/01/41
437076AV4
227000
PA
USD
259277.24
0.2773518602
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.950000000000
N
N
N
N
N
N
Host Hotels & Resorts, L.P.
FXB7X4WXVA8QPMNOGS12
HST 4.5 02/01/26 F
44107TAW6
338000
PA
USD
332482.95
0.3556608543
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AR9195
3138W7GD0
258900.23
PA
USD
247790.87
0.2650647575
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AT2016
3138WPG24
213522.69
PA
USD
204265.7
0.2185053801
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Mc Brazil Downstream Trading Sarl
213800T2A7R9TYNXZI63
MCBRAC 7.25 06/30/31 144A
55292WAA8
193000
PA
USD
153375.17
0.1640671920
Long
DBT
CORP
LU
Y
2
2031-06-30
Fixed
7.250000000000
N
N
N
N
N
N
MasterCard Incorporated
AR5L2ODV9HN37376R084
MA 2 11/18/31
57636QAU8
374000
PA
USD
316181.75
0.3382232722
Long
DBT
CORP
US
N
2
2031-11-18
Fixed
2.000000000000
N
N
N
N
N
N
Csmc Tr
N/A
CSMC 2015-1 B3
12649NAU5
233065.27
PA
USD
226263.75
0.2420369484
Long
ABS-O
CORP
US
Y
2
2045-01-25
Floating
3.931342000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS 5.125 07/20/45
126650CN8
240000
PA
USD
232324.22
0.2485199032
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.125000000000
N
N
N
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
MSFT 3.5 02/12/35
594918BC7
148000
PA
USD
142313.66
0.1522345669
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.500000000000
N
N
N
N
N
N
Microchip Technology Incorporated
5493007PTFULNYZJ1R12
MCHP 0.983 09/01/24
595017BC7
370000
PA
USD
345363.35
0.3694391670
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.983000000000
N
N
N
N
N
N
Aercap Ireland Capital DAC
549300TI38531ODB1G63
AER 2.45 10/29/26
00774MAV7
400000
PA
USD
348764.92
0.3730778657
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.450000000000
N
N
N
N
N
N
Agate Bay Mortgage Trust 2013-1
549300FEDPP088KAOR45
ABMT 2013-1 B3
008414AF1
65442.19
PA
USD
64558.9
0.0690594015
Long
ABS-O
CORP
US
Y
2
2043-07-25
Floating
3.564397800000
N
N
N
N
N
N
Huntington Bancshares Incorporated
549300XTVCVV9I7B5T19
HBAN 2.55 02/04/30
446150AS3
349000
PA
USD
299207.47
0.3200656887
Long
DBT
CORP
US
N
2
2030-02-04
Fixed
2.550000000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYNMTR 2.65 02/10/25 144A
44891ABF3
316000
PA
USD
301672.84
0.3227029235
Long
DBT
CORP
US
Y
2
2025-02-10
Fixed
2.650000000000
N
N
N
N
N
N
DH Europe Finance II SARL
222100KDGL314CKTZ511
DHR 3.25 11/15/39
23291KAJ4
293000
PA
USD
244213.5
0.2612380034
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.250000000000
N
N
N
N
N
N
Dbubs 2017 Brbk
N/A
DBUBS 2017-BRBK B
23305JAE2
360000
PA
USD
347679.11
0.3719163622
Long
ABS-O
CORP
US
Y
2
2034-10-12
Floating
3.647666800000
N
N
N
N
N
N
Deutsche Alt-A Secs Inc
N/A
DBALT 2003-2XS A6
251510AW3
287.24
PA
USD
280.16
0.0002996904
Long
ABS-O
CORP
US
N
2
2033-09-25
Floating
4.957649000000
N
N
N
N
N
N
Dreyfus Government Cash Management Funds
549300F7IDB6WRO7VJ11
Dreyfus Government Cash Management Funds SH BEN INT
262006208
2638255.71
NS
USD
2638255.71
2.8221726244
Long
STIV
RF
US
N
1
N
N
N
United Air Lines, Inc.
549300MKG4NHSVSIVR18
UAL 4.625 09/03/22 B
90932QAB2
1198.99
PA
USD
1199.25
0.0012828516
Long
ABS-O
CORP
US
N
2
2024-03-03
Fixed
4.625000000000
N
N
N
N
N
N
Agate Bay Mortgage Trust
N/A
ABMT 2015-4 B2
00842ACC1
316321.32
PA
USD
308154.16
0.3296360664
Long
ABS-O
CORP
US
Y
2
2045-06-25
Floating
3.527906100000
N
N
N
N
N
N
Agate Bay Mortgage Trust
549300LK2ZDVY7I44B84
ABMT 2015-7 B1
00842CAS4
304318.07
PA
USD
294074.57
0.3145749663
Long
ABS-O
CORP
US
Y
2
2045-10-25
Floating
3.655099200000
N
N
N
N
N
N
Mid-America Apartments, L.P.
549300FXWGE3QSYCUJ38
MAA 3.75 06/15/24
59523UAL1
186000
PA
USD
185494.38
0.1984254821
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.750000000000
N
N
N
N
N
N
Midwest Connector Capital Company LLC
N/A
MWXCAP 3.9 04/01/24 144A
59833CAA0
248000
PA
USD
243548.2
0.2605263243
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
3.900000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN 725423
31402C4G4
186960.77
PA
USD
200375.56
0.2143440524
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN 725610
31402DDP2
167552.5
PA
USD
179680.97
0.1922068103
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.500000000000
N
N
N
N
N
N
MILL CITY MORTGAGE LOAN TRUST
N/A
MCMLT 2018-3 M3
59980XAJ6
289383.07
PA
USD
256133.19
0.2739886336
Long
ABS-O
CORP
US
Y
2
2058-08-25
Floating
3.249999800000
N
N
N
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
MHK 3.625 05/15/30
608190AL8
272000
PA
USD
243273.09
0.2602320360
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.625000000000
N
N
N
N
N
N
Invitation Homes Operating Partnership Lp
549300147YMUQB3GW319
INVH 4.15 04/15/32
46188BAD4
256000
PA
USD
233071.38
0.2493191489
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.150000000000
N
N
N
N
N
N
Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc
P77IMDGVZE8EFBTF2M92
JBSSBZ 4.375 02/02/52 144A
46590XAE6
120000
PA
USD
84866.4
0.0907825689
Long
DBT
CORP
LU
Y
2
2052-02-02
Fixed
4.375000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MS V5.297 04/20/37
61747YES0
196000
PA
USD
190308.34
0.2035750308
Long
DBT
CORP
US
N
2
2037-04-20
Fixed
5.297000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MS 3.95 04/23/27
61761JZN2
311000
PA
USD
301844.25
0.3228862828
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.950000000000
N
N
N
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
ALCSW 3.8 09/23/49 144A
01400EAC7
232000
PA
USD
185432.01
0.1983587642
Long
DBT
CORP
US
Y
2
2049-09-23
Fixed
3.800000000000
N
N
N
N
N
N
The Allstate Corporation
OBT0W1ED8G0NWVOLOJ77
ALL 1.45 12/15/30
020002BJ9
288000
PA
USD
229422.12
0.2454154933
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.450000000000
N
N
N
N
N
N
7-Eleven Inc.
549300K23JPL0SS3LB18
SVELEV 0.95 02/10/26 144A
817826AC4
380000
PA
USD
335627.5
0.3590246157
Long
DBT
CORP
US
Y
2
2026-02-10
Fixed
0.950000000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES
94988U128
2450
NS
USD
47358.5
0.0506599348
Long
EP
CORP
US
N
1
N
N
N
Driven Brands Funding Llc
N/A
HONK 2019-1A A2
26208LAD0
701437.5
PA
USD
670650.71
0.7174028155
Long
ABS-O
CORP
US
Y
2
2049-04-20
Fixed
4.641000000000
N
N
N
N
N
N
DRIVEN BRANDS FUNDING LLC
N/A
HONK 2021-1A A2
26209XAD3
348250
PA
USD
293826.88
0.3143100094
Long
ABS-O
CORP
US
Y
2
2051-10-20
Fixed
2.791000000000
N
N
N
N
N
N
Wells Fargo & Co New
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co New DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES
95002Y400
3663
NS
USD
64395.54
0.0688846534
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley Cap I Tst 2018-H3
N/A
MSC 2018-H3 A5
61767YAZ3
355000
PA
USD
351272.64
0.3757604028
Long
ABS-O
CORP
US
N
2
2051-07-17
Fixed
4.177000000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
VTRS 4.55 04/15/28
628530BK2
234000
PA
USD
223440.02
0.2390163718
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.550000000000
N
N
N
N
N
N
Duke Energy Progress Inc
0NIFZ782LS46WOC9QK20
DUK 4.15 12/01/44
26442RAD3
93000
PA
USD
83604.71
0.0894329245
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.150000000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
EDF 4.875 09/21/38 144A
268317AV6
224000
PA
USD
199090.78
0.2129697083
Long
DBT
CORP
FR
Y
2
2038-09-21
Fixed
4.875000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BC1158
3140EVJC2
168499.68
PA
USD
165027.14
0.1765314389
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN BV4148
3140MHTE9
621743.53
PA
USD
581773.01
0.6223293126
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.000000000000
N
N
N
N
N
N
JBS Finance Luxembourg S A R L
N/A
JBSSBZ 2.5 01/15/27 144A
46592QAB5
374000
PA
USD
324534.76
0.3471585836
Long
DBT
CORP
LU
Y
2
2027-01-15
Fixed
2.500000000000
N
N
N
N
N
N
Jpmcc Commercial Mortgage Securities
N/A
JPMCC 2017-JP7 A5
465968AE5
805000
PA
USD
774955.95
0.8289793362
Long
ABS-O
CORP
US
N
2
2050-09-16
Fixed
3.454000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM5279
3140X82M8
265065.57
PA
USD
257322.46
0.2752608094
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM4996
3140X8RS8
340634.08
PA
USD
298161.02
0.3189462891
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.000000000000
N
N
N
N
N
N
NGPL Pipe Co LLC
549300K3NT1HSQFEM073
NGPLCO 7.768 12/15/37 144A
62912XAC8
189000
PA
USD
206343.72
0.2207282621
Long
DBT
CORP
US
Y
2
2037-12-15
Fixed
7.768000000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
NFLX 6.375 05/15/29
64110LAX4
434000
PA
USD
436213.4
0.4666225155
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.375000000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
EIX 4.125 03/15/28
281020AM9
207000
PA
USD
193293.6
0.2067683979
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.125000000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER LLC
N/A
EHGVT 2019-A B
28416TAB1
305984.91
PA
USD
288102.45
0.3081865205
Long
ABS-O
CORP
US
Y
2
2034-01-25
Fixed
2.910000000000
N
N
N
N
N
N
JACK IN THE BOX FUNDING LLC
5493002OJW26P0SUUP68
JACK 2022-1A A2I
466365AD5
298500
PA
USD
272289.91
0.2912716637
Long
ABS-O
CORP
US
Y
2
2052-02-25
Fixed
3.445000000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM V3.509 01/23/29
46647PAM8
336000
PA
USD
314787.1
0.3367313990
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.509000000000
N
N
N
N
N
N
Enable Midstream Partners LP
549300TLGDBYE711G509
ET 4.15 09/15/29
292480AM2
395000
PA
USD
362338.16
0.3875973174
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.150000000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
EQIX 2.9 11/18/26
29444UBD7
236000
PA
USD
219617.19
0.2349270464
Long
DBT
CORP
US
N
2
2026-11-18
Fixed
2.900000000000
N
N
N
N
N
N
NEW MOUNTAIN CLO 1 LTD
5493000BYT2KQ1EMLL07
NMC CLO-1A AR
64755RAN3
350000
PA
USD
336311.85
0.3597566728
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-16
Floating
1.441290200000
N
N
N
N
N
N
NEW YORK N Y CITY HSG DEV CORP
N/A
NY NYCMFH 3.86 02/15/2048
64966TFE9
320000
PA
USD
315723.46
0.3377330341
Long
DBT
MUN
US
N
2
2048-02-15
Fixed
3.864000000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM V2.956 05/13/31
46647PBP0
256000
PA
USD
221556.69
0.2370017519
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.956000000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JPMMT 2017-1 B2
46648CAX2
492846.32
PA
USD
453138.53
0.4847275227
Long
ABS-O
CORP
US
Y
2
2047-01-25
Floating
3.458153800000
N
N
N
N
N
N
Ecuador (Republic Of)
5299003Y2U5XK0A35H71
ECUA 5 07/31/30 144A
N/A
226000
PA
USD
145492.39
0.1556348911
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
5.000000000000
N
N
N
N
N
N
J P Morgan Chase Coml Mtg Secs Tr 2018-Minn
N/A
JPMCC 2018-MINN A
46650GAA8
350000
PA
USD
345257.85
0.3693263124
Long
ABS-O
CORP
US
Y
2
2035-11-15
Floating
2.345666600000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST 2022-2
N/A
JPMMT 2022-2 A25A
46655DBY7
436580.17
PA
USD
365795.24
0.3912953959
Long
ABS-O
CORP
US
Y
2
2052-08-25
Floating
2.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FR SD0881
3132DM6S9
637813.23
PA
USD
575677.53
0.6158089072
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FR QD2143
3133AYLY4
579964.63
PA
USD
506750.98
0.5420773800
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3859 JB
3137AAM26
528014.43
PA
USD
551470.47
0.5899143353
Long
ABS-O
USGSE
US
N
2
2041-05-15
Fixed
5.000000000000
N
N
N
N
N
N
Nigeria (Federal Republic of)
549300GSBZD84TNEQ285
NGERIA 7.625 11/28/47 144A
65412JAB9
205000
PA
USD
122487.5
0.1310262944
Long
DBT
NUSS
NG
Y
2
2047-11-28
Fixed
7.625000000000
N
N
N
N
N
N
Norfolk Southern Corporation
54930036C8MWP850MI84
NSC 4.837 10/01/41
655844BH0
243000
PA
USD
238682.01
0.2553209046
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.837000000000
N
N
N
N
N
N
JERSEY MIKES FUNDING LLC
N/A
JMIKE 2019-1A A2
476681AA9
266660
PA
USD
253742.46
0.2714312421
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
4.433000000000
N
N
N
N
N
N
Jimmy John's Funding Llc
N/A
JIMMY 2017-1A A2II
47760QAB9
153125
PA
USD
150394.93
0.1608791948
Long
ABS-O
CORP
US
Y
2
2047-07-30
Fixed
4.846000000000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co.
1DU7IM20QESYGDO4HO54
NWMLIC 3.85 09/30/47 144A
668138AA8
395000
PA
USD
329927.48
0.3529272385
Long
DBT
CORP
US
Y
2
2047-09-30
Fixed
3.850000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4991 HB
3137FUUM4
230000
PA
USD
182122.19
0.1948182115
Long
ABS-O
USGSE
US
N
2
2050-07-25
Fixed
2.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 5178 CV
3137H53J4
725000
PA
USD
586796.51
0.6277030086
Long
ABS-O
USGSE
US
N
2
2040-11-25
Fixed
2.000000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM5166
3140X8W45
323754.79
PA
USD
302787.15
0.3238949138
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM5468
3140X9CE3
229233.63
PA
USD
219758.33
0.2350780254
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Jimmy John's Funding Llc
N/A
JIMMY 2022-1A A2I
47760QAC7
300000
PA
USD
280148.4
0.2996779813
Long
ABS-O
CORP
US
Y
2
2052-04-30
Fixed
4.077000000000
N
N
N
N
N
N
The Kroger Co.
6CPEOKI6OYJ13Q6O7870
KR 5 04/15/42
501044CR0
213000
PA
USD
206821.32
0.2212391563
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
5.000000000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS V3.574 11/07/28
539439AQ2
343000
PA
USD
321441.62
0.3438498160
Long
DBT
CORP
GB
N
2
2028-11-07
Fixed
3.574000000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN FM5682
3140X9J48
303395.7
PA
USD
274217.43
0.2933335541
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN 889734
31410KPT5
4004.77
PA
USD
4303.79
0.0046038139
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
5.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 MA1157
36179NJA7
88738.26
PA
USD
88231.07
0.0943817953
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 AD1745
36180C5E5
145996.19
PA
USD
137517.93
0.1471045191
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 AB1149
31416WH39
25598.4
PA
USD
26970.59
0.0288507518
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AB1800
31416XAA8
25246.1
PA
USD
25563.85
0.0273459458
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA1175
31418AJV1
97685.07
PA
USD
93521.14
0.1000406443
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA2177
31418BM37
62978.6
PA
USD
64114.67
0.0685842035
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
4.000000000000
N
N
N
N
N
N
United States Treasury Bonds
254900HROIFWPRGM1V77
T 1.75 08/15/41
912810TA6
1695000
PA
USD
1297006.05
1.3874223617
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.750000000000
N
N
N
N
N
N
United States Treasury Bonds
254900HROIFWPRGM1V77
T 2.25 02/15/52
912810TD0
1865000
PA
USD
1547950
1.6558600053
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.250000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 4883
36202FM86
59326.53
PA
USD
62073
0.0664002055
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 4853
36202FMA1
79246.48
PA
USD
80655.24
0.0862778424
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA4166
31418DTY8
376670.71
PA
USD
356519.85
0.3813734040
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA4571
31418ECH1
675423.89
PA
USD
622887.54
0.6663100005
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 5175
36202FXC5
239544.79
PA
USD
250833.7
0.2683197079
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GN 736696
3620AQNM1
17815.76
PA
USD
18520.38
0.0198114645
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
4.500000000000
N
N
N
N
N
N
United States Treasury Bonds
254900HROIFWPRGM1V77
TII 0.125 02/15/52
912810TE8
2019999.2
PA
USD
1604426.44
1.7162735059
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.125000000000
N
N
N
N
N
N
United States Treasury Bonds
254900HROIFWPRGM1V77
T 2.375 02/15/42
912810TF5
5140000
PA
USD
4382653.13
4.6881747054
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.375000000000
N
N
N
N
N
N
General Motors Financial Company Inc
5493008B6JBRUJ90QL97
GM 5.65 01/17/29
37045XCS3
169000
PA
USD
168909.65
0.1806846048
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
5.650000000000
N
N
N
N
N
N
General Motors Financial Company Inc
5493008B6JBRUJ90QL97
GM 3.1 01/12/32
37045XDS2
505000
PA
USD
407025.54
0.4353999243
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.100000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AD3795
31418RGD7
42468.11
PA
USD
43772.98
0.0468244626
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AD9150
31418XEY0
57980.46
PA
USD
61077.19
0.0653349760
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.000000000000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 1.5 01/31/27
912828Z78
3670000
PA
USD
3431593.35
3.6708150669
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.500000000000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 0.25 10/31/25
91282CAT8
825000
PA
USD
752651.37
0.8051198692
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.250000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AD9193
31418XGB8
106816.02
PA
USD
112498.49
0.1203409349
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
5.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AE0548
31419ATE7
72168.08
PA
USD
74582.74
0.0797820190
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Ghana (Republic of)
213800PP4399SNNXZ126
GHANA 7.625 05/16/29 144A
374422AG8
210000
PA
USD
102018
0.1091298337
Long
DBT
NUSS
GH
Y
2
2029-05-16
Fixed
7.625000000000
N
N
N
N
N
N
Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
GS V3.691 06/05/28
38141GWL4
182000
PA
USD
172839.93
0.1848888707
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.691000000000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 0.75 05/31/26
91282CCF6
3685000
PA
USD
3375949.4
3.6112920905
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.750000000000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 0.875 01/31/24
91282CDV0
3710000
PA
USD
3592468.35
3.8429049137
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.875000000000
N
N
N
N
N
N
Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
GS V2.615 04/22/32
38141GYB4
352000
PA
USD
293027.49
0.3134548927
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.615000000000
N
N
N
N
N
N
Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
GS V3.615 03/15/28
38141GZR8
510000
PA
USD
483353.08
0.5170483760
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.615000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AE4429
31419E4P1
62924.2
PA
USD
63712.19
0.0681536660
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.000000000000
N
N
N
N
N
N
FedEx Corporation
549300E707U7WNPZN687
FDX 5.1 01/15/44
31428XAW6
340000
PA
USD
328995.25
0.3519300213
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.100000000000
N
N
N
N
N
N
Firstenergy Transmission Llc
549300AINIIPOLYX2R63
FE 5.45 07/15/44 144A
33767BAA7
278000
PA
USD
259503.97
0.2775943959
Long
DBT
CORP
US
Y
2
2044-07-15
Fixed
5.450000000000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
F 3.25 02/12/32
345370DA5
202000
PA
USD
149788.05
0.1602300082
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.250000000000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 1.875 02/15/32
91282CDY4
5920000
PA
USD
5377950
5.7528552703
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.875000000000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UNH 3.5 08/15/39
91324PDT6
312000
PA
USD
273294.68
0.2923464778
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.500000000000
N
N
N
N
N
N
Fortis Inc
549300MQYQ9Y065XPR71
FTSCN 3.055 10/04/26
349553AM9
85000
PA
USD
80079.24
0.0856616885
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.055000000000
N
N
N
N
N
N
Valero Energy Corporation
549300XTO5VR8SKV1V74
VLO 4 06/01/52
91913YBE9
182000
PA
USD
146132.17
0.1563192712
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
VZ 2.987 10/30/56
92343VFW9
339000
PA
USD
237173.14
0.2537068490
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.987000000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
V 4.15 12/14/35
92826CAE2
220000
PA
USD
219449.9
0.2347480943
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.150000000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMW 1.4 08/15/26
928563AJ4
332000
PA
USD
294104.56
0.3146070469
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.400000000000
N
N
N
N
N
N
Wf-Rbs Com Mg Tst
N/A
WFRBS 2014-C19 A3
92938VAN5
133665.72
PA
USD
133266.97
0.1425572180
Long
ABS-O
CORP
US
N
2
2047-03-15
Fixed
3.660000000000
N
N
N
N
N
N
Washington Mut Mtg
N/A
WMALT 2005-9 2A4
93934FEQ1
23141.98
PA
USD
21646.68
0.0231557038
Long
ABS-O
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Weir Group PLC
549300KDR56WHY9I3D10
WEIRLN 2.2 05/13/26 144A
94876QAA4
423000
PA
USD
372335.46
0.3982915448
Long
DBT
CORP
GB
Y
2
2026-05-13
Fixed
2.200000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-C53
N/A
WFCM 2019-C53 A4
95002BAE3
700000
PA
USD
641998.84
0.6867535790
Long
ABS-O
CORP
US
N
2
2052-10-18
Fixed
3.040000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
SORT 2020-1 A1
12530MAA3
230125.87
PA
USD
208726.95
0.2232776308
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.690000000000
N
N
N
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS V4.75 06/01/50
125896BU3
315000
PA
USD
276009.3
0.2952503382
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.750000000000
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNHI 1.45 07/15/26
12592BAM6
384000
PA
USD
339559.15
0.3632303472
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.450000000000
N
N
N
N
N
N
WEC Energy Group Inc.
549300IGLYTZUK3PVP70
WEC V0 05/15/67
976657AH9
578000
PA
USD
446175.41
0.4772789927
Long
DBT
CORP
US
N
2
2067-05-15
Floating
3.523790000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP22
N/A
50
NC
USD
25257
0.0270177048
N/A
DIR
CORP
US
N
1
Wells Fargo Securities LLC
VYVVCKR63DVZZN70PB21
Long
United States Treasury Notes
United States Treasury Notes
2022-09-30
5612500
USD
25257
N
N
N
Commercial Mortgage Trust 2015-Dc1
N/A
COMM 2015-DC1 A5
12629NAF2
390000
PA
USD
381560.56
0.4081597409
Long
ABS-O
CORP
US
N
2
2048-02-12
Fixed
3.350000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014-CR14 A2
12630DAV6
333876.34
PA
USD
332172.64
0.3553289121
Long
ABS-O
CORP
US
N
2
2047-02-12
Fixed
3.147000000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP22
N/A
-9
NC
USD
-15275.83
-0.0163407319
N/A
DIR
CORP
US
N
1
Wells Fargo Securities LLC
VYVVCKR63DVZZN70PB21
Short
United States Treasury Notes
United States Treasury Notes
2022-09-21
1389093.75
USD
-15275.83
N
N
N
Carrier Global Corporation
549300JE3W6CWY2NAN77
CARR 3.577 04/05/50
14448CAS3
200000
PA
USD
152358.4
0.1629795414
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.577000000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
CVECN 5.25 06/15/37
15135UAP4
207000
PA
USD
202945.13
0.2170927511
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
5.250000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
T 4.5 05/15/35
00206RCP5
238000
PA
USD
226391.87
0.2421739998
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.500000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
T 3.85 06/01/60
00206RKB7
266000
PA
USD
207082.31
0.2215183403
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.850000000000
N
N
N
N
N
N
Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
549300TPZNMN50BJ3745
CHTR 6.484 10/23/45
161175BA1
293000
PA
USD
285533.33
0.3054383031
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.484000000000
N
N
N
N
N
N
Chile (Republic of)
549300FLZTJM5YJF8D34
CHILE 3.1 01/22/61
168863DQ8
306000
PA
USD
206883.9
0.2213060989
Long
DBT
NUSS
CL
N
2
2061-01-22
Fixed
3.100000000000
N
N
N
N
N
N
Chile (Republic of)
549300FLZTJM5YJF8D34
CHILE 3.1 05/07/41
168863DS4
202000
PA
USD
153691.77
0.1644058627
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.100000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
C 4.75 05/18/46
172967KR1
141000
PA
USD
126598.06
0.1354234079
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.750000000000
N
N
N
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARCC 3.25 07/15/25
04010LAY9
283000
PA
USD
261870.19
0.2801255688
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.250000000000
N
N
N
N
N
N
Ashtead Capital Incorporated
213800J1134IW58IC398
AHTLN 4 05/01/28 144A
045054AJ2
306000
PA
USD
276642.08
0.2959272302
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
C 3.2 10/21/26
172967KY6
225000
PA
USD
214377.68
0.2293222820
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.200000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
C V0.981 05/01/25
172967MX6
323000
PA
USD
302853.01
0.3239653650
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.981000000000
N
N
N
N
N
N
BBCMS MORTGAGE TRUST
N/A
BBCMS 2021-C11 A5
05493MAF1
275000
PA
USD
234074.89
0.2503926151
Long
ABS-O
CORP
US
N
2
2054-09-17
Fixed
2.322000000000
N
N
N
N
N
N
B.A.T. Capital Corporation
2138005GYEXN7XRHFA84
BATSLN 3.557 08/15/27
05526DBB0
464000
PA
USD
425127.44
0.4547637359
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.557000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CGCMT 2020-GC46 A5
17328RAZ2
250000
PA
USD
223051.15
0.2386003931
Long
ABS-O
CORP
US
N
2
2053-02-18
Fixed
2.717000000000
N
N
N
N
N
N
Colombia (Republic of)
549300MHDRBVRF6B9117
COLOM 3.25 04/22/32
195325DZ5
206000
PA
USD
148852.69
0.1592294428
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.250000000000
N
N
N
N
N
N
BBCMS MORTGAGE TRUST
N/A
BBCMS 2021-C12 A5
05552XBG2
810000
PA
USD
709220.85
0.7586617400
Long
ABS-O
CORP
US
N
2
2054-11-18
Fixed
2.689000000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP 4.625 03/13/27 144A
05581KAC5
134000
PA
USD
131333.4
0.1404888559
Long
DBT
CORP
FR
Y
2
2027-03-13
Fixed
4.625000000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
CMCSA 4 03/01/48
20030NCK5
243000
PA
USD
212640.71
0.2274642251
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.000000000000
N
N
N
N
N
N
CommonSpirit Health
N/A
CATMED 4.187 10/01/49
20268JAC7
263000
PA
USD
222241.16
0.2377339374
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.187000000000
N
N
N
N
N
N
BPR TRUST 2021-KEN
N/A
BPR 2021-KEN B
05591QAG1
500000
PA
USD
493324.15
0.5277145448
Long
ABS-O
CORP
US
Y
2
2029-02-15
Floating
2.919166700000
N
N
N
N
N
N
Bahamas (Commonwealth of)
549300W13SXC7EKNJC20
BAHAMA 6 11/21/28 144A
056732AJ9
210000
PA
USD
148713.39
0.1590804320
Long
DBT
NUSS
BS
Y
2
2028-11-21
Fixed
6.000000000000
N
N
N
N
N
N
Bank 2018-Bnk14
N/A
BANK 2018-BN14 A3
06035RAR7
675000
PA
USD
663504.08
0.7097579828
Long
ABS-O
CORP
US
N
2
2060-09-17
Fixed
3.966000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC 4 01/22/25 MTN
06051GFM6
401000
PA
USD
399538.84
0.4273913148
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.000000000000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
CLR 5.75 01/15/31 144A
212015AT8
200000
PA
USD
192738
0.2061740662
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.750000000000
N
N
N
N
N
N
Corestates Capital III
N/A
WFC F 02/15/27 144A
21869MAA5
393000
PA
USD
364315.53
0.3897125330
Long
DBT
CORP
US
Y
2
2027-02-15
Floating
1.981290000000
N
N
N
N
N
N
NXP BV/NXP Funding LLC
724500RKKW4NOJ9YQF60
NXPI 5.35 03/01/26
62947QBB3
328000
PA
USD
334581.08
0.3579052482
Long
DBT
CORP
NL
N
2
2026-03-01
Fixed
5.350000000000
N
N
N
N
N
N
Ohio Power Company
06ZODLC132CY1O2Y7D77
AEP 2.9 10/01/51 R
677415CU3
338000
PA
USD
243447.36
0.2604184546
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.900000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC V3.705 04/24/28
06051GGL7
250000
PA
USD
238710.91
0.2553518193
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.705000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC V2.687 04/22/32
06051GJT7
200000
PA
USD
168352.94
0.1800890856
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.687000000000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
RABOBK V1.106 02/24/27 144A
74977RDK7
318000
PA
USD
280828.58
0.3004055777
Long
DBT
CORP
NL
Y
2
2027-02-24
Fixed
1.106000000000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
SCHW 1.15 05/13/26
808513BR5
464000
PA
USD
419091.01
0.4483064970
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.150000000000
N
N
N
N
N
N
Bank Montreal Que
NQQ6HPCNCCU6TUTQYE16
BMO V3.803 12/15/32
06368BGS1
335000
PA
USD
311001.89
0.3326823161
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.803000000000
N
N
N
N
N
N
Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
BNS V3.625 10/27/81 2
0641598N9
374000
PA
USD
283184.65
0.3029258930
Long
DBT
CORP
CA
N
2
2081-10-27
Fixed
3.625000000000
N
N
N
N
N
N
Lowes Companies, Inc.
WAFCR4OKGSC504WU3E95
LOW 4.5 04/15/30
548661DU8
308000
PA
USD
305049.94
0.3263154464
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.500000000000
N
N
N
N
N
N
MADISON PARK FUNDING XLIX LTD
N/A
MDPK 2021-49A B1
55820VAC7
375000
PA
USD
356543.63
0.3813988417
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-19
Floating
0.000000000000
N
N
N
N
N
N
GS Mortgage Securities Corp
CU46ESEFJB81SUVBJO28
GSMS 2017-FARM B
36254XAE4
250000
PA
USD
225512
0.2412327927
Long
ABS-O
CORP
US
Y
2
2043-01-12
Floating
3.784779300000
N
N
N
N
N
N
GS Mortgage Securities Corp
N/A
GSMS 2017-SLP B
36255MAG2
375000
PA
USD
373572.26
0.3996145641
Long
ABS-O
CORP
US
Y
2
2032-10-12
Fixed
3.772000000000
N
N
N
N
N
N
U.S. Bancorp.
N1GZ7BBF3NP8GI976H15
U.S. Bancorp. DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH INTEREST IN A SHARE OF SERIES M NON-CUMULATIVE PERPETUAL PREFERRED STOCK
902973718
7704
NS
USD
142986.24
0.1529540335
Long
EP
CORP
US
N
1
N
N
N
U.S. Bancorp.
N1GZ7BBF3NP8GI976H15
U.S. Bancorp. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES L NON-CUMULATIVE PERPETUAL PREFERRED STOCK
902973734
2203
NS
USD
38075.99
0.0407303266
Long
EP
CORP
US
N
1
N
N
N
Magallanes Inc.
N/A
WBD 4.279 03/15/32 144A
55903VAL7
218000
PA
USD
195540.1
0.2091715049
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.279000000000
N
N
N
N
N
N
Magallanes Inc.
N/A
WBD 5.141 03/15/52 144A
55903VAQ6
218000
PA
USD
184176.2
0.1970154097
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.141000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GSMS 2020-GC47 A5
36258RBA0
390000
PA
USD
339665.63
0.3633442501
Long
ABS-O
CORP
US
N
2
2053-05-14
Fixed
2.377200000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GSMBS 2021-PJ6 A2
36262LAB6
292155.84
PA
USD
250169.83
0.2676095585
Long
ABS-O
CORP
US
Y
2
2051-11-25
Floating
2.500000000000
N
N
N
N
N
N
Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
BNS F 09/19/22 BKNT
064159KE5
230000
PA
USD
230050.33
0.2460874968
Long
DBT
CORP
CA
N
2
2022-09-19
Floating
2.683430000000
N
N
N
N
N
N
BANK 2022-BNK39
N/A
BANK 2022-BNK39 A4
06539VAJ7
365000
PA
USD
328122.01
0.3509959063
Long
ABS-O
CORP
US
N
2
2055-02-18
Floating
2.928000000000
N
N
N
N
N
N
Mars Inc. (Del)
54930073HKEO6GZBSS03
MARS 3.875 04/01/39 144A
571676AD7
336000
PA
USD
305146.64
0.3264188875
Long
DBT
CORP
US
Y
2
2039-04-01
Fixed
3.875000000000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
SCHW V5 PERP
808513CB9
350000
PA
USD
313442.17
0.3352927118
Long
DBT
CORP
US
N
2
N/A
Fixed
5.000000000000
N
N
N
N
N
N
BANK 2020-BNK26
N/A
BANK 2020-BN26 A4
06540JBG6
285000
PA
USD
250156.56
0.2675953634
Long
ABS-O
CORP
US
N
2
2063-03-16
Fixed
2.403000000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BACR V2.894 11/24/32
06738EBV6
377000
PA
USD
303869.06
0.3250522454
Long
DBT
CORP
GB
N
2
2032-11-24
Fixed
2.894000000000
N
N
N
N
N
N
BBCMS MORTGAGE TRUST 2022-C14
N/A
BBCMS 2022-C14 A5
07336AAE7
210000
PA
USD
187694.87
0.2007793717
Long
ABS-O
CORP
US
N
2
2055-02-18
Floating
2.946000000000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
BDX 4.685 12/15/44
075887BG3
221000
PA
USD
205184.86
0.2194886162
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.685000000000
N
N
N
N
N
N
EverBank Mortgage Loan Trust
N/A
EVER 2013-1 B1
29977JAL0
47328.47
PA
USD
46814.1
0.0500775838
Long
ABS-O
CORP
US
Y
2
2043-03-25
Floating
3.352424800000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA 5.375 09/01/26
404121AH8
184000
PA
USD
182451.64
0.1951706280
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.375000000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corporation
549300RLHFT5RU20WM87
BRK 4.25 01/15/49
084664CR0
176000
PA
USD
163133.24
0.1745055122
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.250000000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BWP 4.8 05/03/29
096630AG3
333000
PA
USD
323280.9
0.3458173150
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.800000000000
N
N
N
N
N
N
EverBank Mortgage Loan Trust
N/A
EVER 2018-1 B2
29978CCC2
418847.94
PA
USD
382984.25
0.4096826785
Long
ABS-O
CORP
US
Y
2
2048-02-25
Floating
3.578972700000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BA 5.805 05/01/50
097023CW3
153000
PA
USD
141581.58
0.1514514524
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805000000000
N
N
N
N
N
N
Braskem America Finance Company
254900QMQAJ26H49CL75
BRASKM 7.125 07/22/41 144A
10554CAA0
83000
PA
USD
77799.05
0.0832225429
Long
DBT
CORP
US
Y
2
2041-07-22
Fixed
7.125000000000
N
N
N
N
N
N
Braskem Netherlands Finance B V
2549000TLMHFQ74DS330
BRASKM 5.875 01/31/50 144A
10554TAE5
176000
PA
USD
139024.16
0.1487157507
Long
DBT
CORP
NL
Y
2
2050-01-31
Fixed
5.875000000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITEL 3.25 11/08/29 144A
11102AAE1
355000
PA
USD
317381.23
0.3395063698
Long
DBT
CORP
GB
Y
2
2029-11-08
Fixed
3.250000000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
AVGO 4.15 11/15/30
11135FAQ4
432000
PA
USD
396765.15
0.4244242665
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.150000000000
N
N
N
N
N
N
Brunswick Corporation
YM4O38W15AX4YLLQKU27
BC 4.4 09/15/32
117043AU3
218000
PA
USD
188882.45
0.2020497398
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.400000000000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
AXP 2.25 03/04/25
025816CQ0
280000
PA
USD
269215.79
0.2879832420
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
2.250000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG G03217
3128M44A8
10652.01
PA
USD
11184.45
0.0119641354
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG G03781
3128M5RA0
5897.55
PA
USD
6472.47
0.0069236760
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
6.000000000000
N
N
N
N
N
N
American Financial Group, Inc.
549300AFOM7IVKIU1G39
AFG 5.25 04/02/30
025932AP9
572579
PA
USD
575477.26
0.6155946761
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
5.250000000000
N
N
N
N
N
N
Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc
5493002J2SVENP0PVK27
ABIBB 4.9 02/01/46 *
03522AAJ9
439000
PA
USD
414938.55
0.4438645626
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.900000000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
AAPL 4.65 02/23/46
037833BX7
234000
PA
USD
242070.13
0.2589452158
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.650000000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
AAPL 2.75 01/13/25
037833DF4
344000
PA
USD
339990.07
0.3636913073
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
2.750000000000
N
N
N
N
N
N
Ishares Trust
5493000860OXIC4B5K91
Ishares Trust J.P. MORGAN USD EMERG MKTS
464288281
45431
NS
USD
3876172.92
4.1463869711
Long
EC
RF
US
N
1
N
N
N
Amcor Flexibles North America Inc
PTVU09TE3QPJPL7K4E13
AMCR 2.63 06/19/30
081437AT2
250000
PA
USD
205490.44
0.2198154986
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.630000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG G05624
3128M7SM9
217616.82
PA
USD
225115.12
0.2408082456
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG A95946
312944TB7
43902.06
PA
USD
44495.94
0.0475978213
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG A96485
312945F29
33871.57
PA
USD
34946.5
0.0373826749
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG Q29260
3132M95V2
130648.46
PA
USD
131848.29
0.1410396396
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FG Q29056
3132M9WR1
275355.67
PA
USD
277884.73
0.2972565073
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.000% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES P
74460W461
3348
NS
USD
61167.96
0.0654320738
Long
EP
CORP
US
N
1
N
N
N
Credit Suisse AG New York Branch
549300D0YARF5HYP1809
CS 3.7 02/21/25
22550L2H3
250000
PA
USD
244635.05
0.2616889403
Long
DBT
CORP
CH
N
2
2025-02-21
Fixed
3.700000000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
CCI 3.65 09/01/27
22822VAH4
361000
PA
USD
341237.17
0.3650253446
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.650000000000
N
N
N
N
N
N
Sabra Health Care Ltd Partnership / Sabra Capital Corp
5493001YP3WEETKSV608
SBRA 5.125 08/15/26
14162VAB2
290000
PA
USD
282507.8
0.3022018587
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.125000000000
N
N
N
N
N
N
Indymac MBS Inc
N/A
RAST 2006-A1 1A3
45660L6K0
77706.34
PA
USD
42388.79
0.0453437786
Long
ABS-O
CORP
US
N
2
2036-04-25
Fixed
6.000000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORCL 2.65 07/15/26
68389XBM6
174000
PA
USD
160566.89
0.1717602580
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.650000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORCL 3.6 04/01/40
68389XBW4
120000
PA
USD
89811.05
0.0960719182
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.600000000000
N
N
N
N
N
N
PNC Capital Trust C
N/A
PNC F 06/01/28
69349AAA0
326000
PA
USD
303177.07
0.3243120157
Long
DBT
CORP
US
N
2
2028-06-01
Floating
2.167860000000
N
N
N
N
N
N
Pacific Gas and Electric Company
1HNPXZSMMB7HMBMVBS46
PCG 3.5 08/01/50
694308JJ7
372000
PA
USD
250051.11
0.2674825623
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BNSF 5.75 05/01/40
12189LAA9
272000
PA
USD
299673.22
0.3205639069
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.750000000000
N
N
N
N
N
N
PacifiCorp.
SGY07Y7FNYBNLM6Z1M11
BRKHEC 5.75 04/01/37
695114CD8
127000
PA
USD
134856.19
0.1442572250
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.750000000000
N
N
N
N
N
N
Parker-Hannifin Corporation
5493002CONDB4N2HKI23
PH 4.25 09/15/27
701094AR5
334000
PA
USD
332784.34
0.3559832546
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.250000000000
N
N
N
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
CNQCN 6.25 03/15/38
136385AL5
227000
PA
USD
240924.98
0.2577202356
Long
DBT
CORP
CA
N
2
2038-03-15
Fixed
6.250000000000
N
N
N
N
N
N
Pemex Project Funding Master Trust
549300CAZKPF4HKMPX17
PEMEX 6.625 06/15/35
706451BG5
206000
PA
USD
140621.78
0.1504247433
Long
DBT
NUSS
MX
N
2
2035-06-15
Fixed
6.625000000000
N
N
N
N
N
N
Planet Fitness Incorporation
549300LLE5HUPF6H8G33
PLNT 2018-1A A2II
72703PAB9
413875
PA
USD
402479.78
0.4305372723
Long
ABS-O
CORP
US
Y
2
2048-09-05
Fixed
4.666000000000
N
N
N
N
N
N
Planet Fitness Incorporation
549300NX9W3U2DO53T22
PLNT 2022-1A A2I
72703PAD5
299250
PA
USD
268095.38
0.2867847265
Long
ABS-O
CORP
US
Y
2
2051-12-05
Fixed
3.251000000000
N
N
N
N
N
N
The Procter & Gamble Company
2572IBTT8CCZW6AU4141
PG 1.2 10/29/30
742718FM6
490000
PA
USD
401220.62
0.4291903343
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
1.200000000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
PRU V5.125 03/01/52
744320BJ0
345000
PA
USD
318486.75
0.3406889574
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.125000000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
O 4.6 02/06/24
756109BD5
250000
PA
USD
252260.24
0.2698456942
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
4.600000000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROP 2.95 09/15/29
776743AG1
197000
PA
USD
174390.49
0.1865475227
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.950000000000
N
N
N
N
N
N
Uzbekistan (The Republic of)
213800L6VDKUM3TCM927
UZBEK 3.7 11/25/30 144A
91822Q2C0
200000
PA
USD
144323.2
0.1543841950
Long
DBT
NUSS
UZ
Y
2
2030-11-25
Fixed
3.700000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARA 4.95 05/19/50
92556HAC1
100000
PA
USD
84376.24
0.0902582391
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.950000000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
SGCMS 2019-787E A
78426RAA0
675000
PA
USD
639456.59
0.6840341048
Long
ABS-O
CORP
US
Y
2
2041-02-15
Fixed
4.163000000000
N
N
N
N
N
N
Sequoia Mtg Trust
N/A
SEMT 2013-5 B1
81745AAE7
86769.98
PA
USD
84937.88
0.0908590319
Long
ABS-O
CORP
US
Y
2
2043-05-25
Floating
3.495451900000
N
N
N
N
N
N
Sequoia Mtg Trust
N/A
SEMT 2013-10 B2
81745GAP9
58927.38
PA
USD
57682.72
0.0617038722
Long
ABS-O
CORP
US
Y
2
2043-08-25
Floating
3.531947700000
N
N
N
N
N
N
Sequoia Mtg Trust
549300FECQ7XLTBL1027
.SEMT2 2018-CH3 B1B
81746WCE6
449350.42
PA
USD
448307.16
0.4795593503
Long
ABS-O
CORP
US
Y
2
2048-08-25
Floating
4.756186600000
N
N
N
N
N
N
Sequoia Mtg Trust
549300FECQ7XLTBL1027
SEMT 2018-CH3 B2B
81746WCG1
407223.82
PA
USD
405490.02
0.4337573608
Long
ABS-O
CORP
US
Y
2
2048-08-25
Floating
4.756185900000
N
N
N
N
N
N
The Sherwin-Williams Company
Z15BMIOX8DDH0X2OBP21
SHW 4.5 06/01/47
824348AX4
301000
PA
USD
267999.27
0.2866819165
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.500000000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.20% NON-CUMULATIVE PREFERRED STOCK,
48128B523
6309
NS
USD
116968.86
0.1251229414
Long
EP
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.55% NON-CUMULATIVE PREFERRED STOCK,
48128B580
8750
NS
USD
171675
0.1836427316
Long
EP
CORP
US
N
1
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.375% NON-CUMULATIVE
06055H400
5801
NS
USD
110741.09
0.1184610239
Long
EP
CORP
US
N
1
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.250% NON-CUMULATIVE
06055H806
6085
NS
USD
112572.5
0.1204201043
Long
EP
CORP
US
N
1
N
N
N
2022-08-25
Touchstone Variable Series Trust
Terrie A. Wiedenheft
Terrie A. Wiedenheft
Controller & Treasurer