0000035402-26-002596.txt : 20260424
0000035402-26-002596.hdr.sgml : 20260424
20260424165959
ACCESSION NUMBER: 0000035402-26-002596
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260424
DATE AS OF CHANGE: 20260424
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Fidelity Merrimack Street Trust
CENTRAL INDEX KEY: 0001562565
ORGANIZATION NAME:
EIN: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22796
FILM NUMBER: 26895410
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
0001562565
S000071131
Fidelity Investment Grade Bond ETF
C000225826
Fidelity Investment Grade Bond ETF
FIGB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001562565
XXXXXXXX
S000071131
C000225826
Fidelity Merrimack Street Trust
811-22796
0001562565
549300782HVYOIE6CE74
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Investment Grade Bond ETF
S000071131
549300X4MUYWBSV82480
2026-08-31
2026-02-28
N
523084107.59
82092136.57
440991971.02
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
56827738.84000000
0.00000000
0.00000000
5161.34000000
USD
N
Bloomberg US Aggregate Bond Index
19808143
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.45% 09/29/2027
172967KA8
236000.00000000
PA
USD
237424.92000000
0.053838830546
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
0.04450000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC 8.25% 09/15/2030
205887AX0
100000.00000000
PA
USD
115017.15000000
0.026081461241
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.08250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/01/2045#AS6262
3138WF5Y8
58874.08000000
PA
USD
56421.35000000
0.012794189851
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.03500000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
58989051.93400000
NS
USD
59000849.74000000
13.37912107640
Long
STIV
RF
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.9% 05/15/2035
68389XBE4
200000.00000000
PA
USD
175505.99000000
0.039798001218
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
0.03900000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.625% 06/15/2035
706451BG5
500000.00000000
PA
USD
478450.00000000
0.108494038767
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
0.06625000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 5.5% 09/01/2041
88732JBB3
60000.00000000
PA
USD
53668.82000000
0.012170022024
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
0.05500000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 4.3% 04/01/2027
42809HAG2
155000.00000000
PA
USD
155619.37000000
0.035288481475
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04300000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.183% 11/25/2027
06051GGC7
254000.00000000
PA
USD
254212.55000000
0.057645618674
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
0.04183000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055
161175BC7
100000.00000000
PA
USD
98109.47000000
0.022247450395
Long
DBT
CORP
US
N
2
2055-10-23
Fixed
0.06834000
N
N
N
N
N
N
HILTON USA TR 2016-HHV
N/A
HILTON USA TR 2016-HHV B CSTR 11/05/2038 144A
43300LAG5
128000.00000000
PA
USD
127723.57000000
0.028962788076
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
0.04193500
N
N
N
N
N
N
CLECO CORPORATE HLDGS LLC
5493002H80P81B3HXL31
CLECO CORPORATE HLDGS LLC 4.973% 05/01/2046
18551PAD1
100000.00000000
PA
USD
88678.71000000
0.020108917129
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
0.04973000
N
N
N
N
N
N
CLECO CORPORATE HLDGS LLC
5493002H80P81B3HXL31
CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026
18551PAC3
60000.00000000
PA
USD
59907.13000000
0.013584630545
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.03743000
N
N
N
N
N
N
TANGER PROPERTIES LP
PQPGJDNFN35EXH363L31
TANGER PROPERTIES LP 3.875% 07/15/2027
875484AK3
74000.00000000
PA
USD
73819.94000000
0.016739520184
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.03875000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.5% 08/10/2033
92343VEA8
100000.00000000
PA
USD
99746.86000000
0.022618747404
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 08/20/2047#MA4652
36179TEZ4
143833.79700000
PA
USD
138038.59000000
0.031301837464
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
0.03500000
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC
N/A
DOMINOS PIZZA MASTER ISR LLC 2017-1A A23 4.118% 07/25/2047 144A
25755TAH3
188000.00000000
PA
USD
187538.82000000
0.042526583775
Long
ABS-CBDO
CORP
US
N
2
2047-07-25
Fixed
0.04118000
N
N
N
N
N
N
DB MASTER FIN LLC
549300F17UZJL70BPB08
DNKN 2017-1A A2II 4.03% 11/20/2047 144A
233046AF8
46000.00000000
PA
USD
45830.83000000
0.010392667670
Long
ABS-CBDO
CORP
US
N
2
2047-11-20
Fixed
0.04030000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047
161175BL7
426000.00000000
PA
USD
355066.70000000
0.080515456818
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
0.05375000
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC
N/A
DOMINOS PIZZA MASTER ISR LLC 2018-1A A2II 4.328% 07/25/2048 144A
25755TAK6
94750.00000000
PA
USD
94637.98000000
0.021460250122
Long
ABS-CBDO
CORP
US
N
2
2048-07-25
Fixed
0.04328000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.95% 06/15/2028
29278NAF0
148000.00000000
PA
USD
150957.26000000
0.034231294427
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04950000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FIN II LLC 4.375% 12/15/2028 144A
07274NAL7
658000.00000000
PA
USD
660358.67000000
0.149743921294
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.04375000
N
N
N
N
N
N
THUNDERBOLT AIRCRAFT LEASE LIM
N/A
THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A
886065AA9
18787.46000000
PA
USD
18796.65000000
0.004262356513
Long
ABS-CBDO
CORP
KY
N
2
2038-09-15
Variable
0.05960000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.8% 02/15/2029
55336VAS9
148000.00000000
PA
USD
150862.56000000
0.034209820113
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04800000
N
N
N
N
N
N
HORIZON 2018
N/A
HORIZON 2018-1 A 4.458% 12/15/2038 144A
440405AE8
91720.33800000
PA
USD
90803.50000000
0.020590737693
Long
ABS-CBDO
CORP
US
N
2
2038-12-15
Fixed
0.04458000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.3% 02/15/2030
00206RGQ9
310000.00000000
PA
USD
312941.93000000
0.070963180866
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 01/01/2048#ZS4751
3132A5H40
12739.88100000
PA
USD
12164.50000000
0.002758440243
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.03500000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029
161175BR4
20000.00000000
PA
USD
20312.14000000
0.004606011296
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
0.05050000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC 5% 04/20/2048
054561AM7
34000.00000000
PA
USD
30155.03000000
0.006837999778
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
0.05000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.431%/VAR 01/23/2030
6174468G7
538000.00000000
PA
USD
543028.03000000
0.123137849594
Long
DBT
CORP
US
N
2
2030-01-23
Variable
0.04431000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A
53079EBG8
300000.00000000
PA
USD
301937.97000000
0.068467906411
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04569000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC 4.572% 02/15/2029 144A
054561AN5
450000.00000000
PA
USD
451653.27000000
0.102417572128
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04572000
N
N
N
N
N
N
DB MASTER FIN LLC
549300F17UZJL70BPB08
DB MASTER FIN LLC 4.352% 05/20/2049
233046AL5
46750.00000000
PA
USD
46705.43000000
0.010590993276
Long
ABS-CBDO
CORP
US
N
2
2049-05-20
Fixed
0.04352000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP 4% 06/15/2029
91529YAN6
56000.00000000
PA
USD
55550.31000000
0.012596671515
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2049#MA3663
31418DB92
14723.45800000
PA
USD
14007.88000000
0.003176447854
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 08/01/2049#MA3744
31418DES7
100406.18100000
PA
USD
92016.80000000
0.020865867418
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03000000
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 4.8% 08/15/2038
125523AJ9
376000.00000000
PA
USD
364503.12000000
0.082655273554
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
0.04800000
N
N
N
N
N
N
HEALTHCARE REALTY HOLDINGS LP
549300IYGAS4GE6VDL07
HEALTHCARE REALTY HOLDINGS LP 3.1% 02/15/2030
42225UAG9
300000.00000000
PA
USD
287322.45000000
0.065153669200
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03100000
N
N
N
N
N
N
PLAINS ALL AM PIPELN/PAA FIN C
N/A
PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029
72650RBM3
516000.00000000
PA
USD
506028.02000000
0.114747671897
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.03550000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 10/01/2049#SD8016
3132DV3Z6
29378.79900000
PA
USD
26924.07000000
0.006105342448
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031
674599DD4
619000.00000000
PA
USD
704824.35000000
0.159827025505
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.07500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036
674599DF9
310000.00000000
PA
USD
337668.74000000
0.076570269345
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029
681936BL3
74000.00000000
PA
USD
72109.19000000
0.016351587951
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03625000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.879%/VAR 10/30/2030
95000U2G7
506000.00000000
PA
USD
484295.75000000
0.109819629795
Long
DBT
CORP
US
N
2
2030-10-30
Variable
0.02879000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.976%/VAR 11/05/2030
17308CC53
588000.00000000
PA
USD
563490.40000000
0.127777927270
Long
DBT
CORP
US
N
2
2030-11-05
Variable
0.02976000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2049#MA3870
31418DJQ6
277283.50600000
PA
USD
243842.59000000
0.055294111009
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.02500000
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC
N/A
DOMINOS PIZZA MASTER ISR LLC 3.668% 10/25/2049 144A
25755TAL4
48000.00000000
PA
USD
46955.87000000
0.010647783425
Long
ABS-CBDO
CORP
US
N
2
2049-10-25
Fixed
0.03668000
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER LLC 18-1A
N/A
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A
72703PAC7
1034000.00000000
PA
USD
1001652.65000000
0.227136255493
Long
ABS-CBDO
CORP
US
N
2
2049-12-05
Fixed
0.03858000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP STEP 02/01/2030
958667AC1
1120000.00000000
PA
USD
1106382.65000000
0.250884987189
Long
DBT
CORP
US
N
2
2030-02-01
Variable
0.04050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 02/01/2050#SD8043
3132DV5C5
125162.05600000
PA
USD
110067.27000000
0.024959019037
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.02500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 3% 01/22/2030 144A
83368RAW2
100000.00000000
PA
USD
95241.49000000
0.021597102953
Long
DBT
CORP
FR
N
2
2030-01-22
Fixed
0.03000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.496%/VAR 02/13/2031
06051GHZ5
948000.00000000
PA
USD
890390.64000000
0.201906315423
Long
DBT
CORP
US
N
2
2031-02-13
Variable
0.02496000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 03/01/2050#MA3964
31418DMN9
184593.91500000
PA
USD
161985.42000000
0.036732056510
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 03/20/2050#MA6541
36179VHS2
44881.27800000
PA
USD
41286.44000000
0.009362174985
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
0.03000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030
38141GXH2
1036000.00000000
PA
USD
1025958.23000000
0.232647825226
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.03800000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031
46647PBJ4
1080000.00000000
PA
USD
1094885.76000000
0.248277935189
Long
DBT
CORP
US
N
2
2031-03-24
Variable
0.04493000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031
95000U2L6
472000.00000000
PA
USD
476874.52000000
0.108136780562
Long
DBT
CORP
US
N
2
2031-04-04
Variable
0.04478000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.412%/VAR 03/31/2031
172967MP3
450000.00000000
PA
USD
452345.61000000
0.102574568184
Long
DBT
CORP
US
N
2
2031-03-31
Variable
0.04412000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 4.194%/VAR 04/01/2031 144A
225401AP3
400000.00000000
PA
USD
398858.36000000
0.090445719244
Long
DBT
CORP
CH
N
2
2031-04-01
Variable
0.04194000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 3.6% 05/01/2030
65473PAJ4
403000.00000000
PA
USD
395314.50000000
0.089642108241
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.03600000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.8% 04/01/2031
161175BU7
565000.00000000
PA
USD
513595.45000000
0.116463673661
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.02800000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.15% 05/01/2030
097023CY9
398000.00000000
PA
USD
412224.37000000
0.093476615695
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05150000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.805% 05/01/2050
097023CW3
200000.00000000
PA
USD
200808.02000000
0.045535527446
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.05805000
N
N
N
N
N
N
WILLIS ENGINE STRUCTURED TR V
N/A
WILLIS ENGINE STRUCTURED TR V 3.228% 03/15/2045 144A
97064FAA3
254951.95600000
PA
USD
248584.05000000
0.056369291582
Long
ABS-CBDO
CORP
US
N
2
2045-03-15
Fixed
0.03228000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 3.375% 02/15/2030
15135BAV3
524000.00000000
PA
USD
485902.04000000
0.110183874521
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03375000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.625% 12/15/2029
15135BAT8
478000.00000000
PA
USD
466416.29000000
0.105765256660
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
LINCOLN NATIONAL CORP IND
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP IND 3.4% 01/15/2031
534187BK4
440000.00000000
PA
USD
413980.20000000
0.093874770337
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03400000
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE 2.65% 01/13/2031
254687FX9
186000.00000000
PA
USD
176157.65000000
0.039945772616
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
0.02650000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 3.5% 11/15/2030
969457BX7
340000.00000000
PA
USD
329448.43000000
0.074706219534
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.03500000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 3.95% 07/15/2030 144A
00130HCC7
370000.00000000
PA
USD
363595.25000000
0.082449403593
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.03950000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 3.073%/VAR 05/22/2028
780097BP5
871000.00000000
PA
USD
862131.06000000
0.195498130726
Long
DBT
CORP
GB
N
2
2028-05-22
Variable
0.03073000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A
33834DAA2
300000.00000000
PA
USD
284541.64000000
0.064523088559
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02850000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030
11120VAJ2
56000.00000000
PA
USD
55498.36000000
0.012584891255
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 08/01/2050#MA4100
31418DRW4
24213.55500000
PA
USD
20285.32000000
0.004599929552
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 08/01/2050#RA3205
3133KJR20
18771.08800000
PA
USD
15807.92000000
0.003584627621
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 10/01/2050#MA4158
31418DTQ5
15376.54500000
PA
USD
12872.35000000
0.002918953370
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.02000000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
N/A
KITE RLTY GROUP TRUST 4.75% 09/15/2030
76131VAB9
74000.00000000
PA
USD
75444.75000000
0.017107964534
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 09/01/2050#MA4119
31418DSH6
25599.13000000
PA
USD
21446.11000000
0.004863152032
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
0.02000000
N
N
N
N
N
N
BX TRUST 2020-VIV3 B
N/A
BX TRUST 2020-VIV3 B 3.543% 03/09/2044 144A
05608EAA2
500000.00000000
PA
USD
481061.05000000
0.109086124377
Long
ABS-MBS
CORP
US
N
2
2044-03-09
Variable
0.03543875
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 09/01/2050#SD8090
3132DV7B5
296802.97600000
PA
USD
248651.74000000
0.056384641068
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
0.02000000
N
N
N
N
N
N
DUQUESNE LIGHT HLDGS INC
4CUJ1D8WDXK9X7QI6B93
DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A
266233AH8
124000.00000000
PA
USD
114779.95000000
0.026027673414
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.02532000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 11/01/2040#
31418DUA8
20463.26600000
PA
USD
18403.33000000
0.004173166680
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2049#FM4216
3140X7VJ5
9630.61100000
PA
USD
9195.66000000
0.002085221637
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.03500000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 3% 10/15/2030
15135BAW1
113000.00000000
PA
USD
101768.58000000
0.023077195660
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.03000000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031
681936BM1
425000.00000000
PA
USD
401074.71000000
0.090948302090
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.03375000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.69% 01/23/2050
71654QDD1
1985000.00000000
PA
USD
1802777.00000000
0.408800413266
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
0.07690000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 5.95% 01/28/2031
71654QDE9
946000.00000000
PA
USD
926134.00000000
0.210011533284
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
0.05950000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 11/20/2050#MA6994
36179VXX3
68401.53300000
PA
USD
57984.40000000
0.013148629410
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 10/20/2050#MA6930
36179VVX5
991813.47200000
PA
USD
840580.46000000
0.190611284385
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
0.02000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.3% 02/01/2032
161175BX1
1618000.00000000
PA
USD
1411622.89000000
0.320101721293
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.02300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2050#MA4182
31418DUG5
28232.72800000
PA
USD
23634.80000000
0.005359462655
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 12/20/2050#MA7051
36179VZQ6
84670.80900000
PA
USD
71756.12000000
0.016271525269
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
0.02000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC 4.1% 06/15/2030
745310AK8
400000.00000000
PA
USD
394805.74000000
0.089526741062
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04100000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031
674599EF8
300000.00000000
PA
USD
322472.70000000
0.073124392549
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
0.06125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2050#MA4077
31418DQ70
205313.86600000
PA
USD
172005.18000000
0.039004152298
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2050#SD8106
3132DWAF0
250683.38200000
PA
USD
209857.59000000
0.047587621496
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 1.5% 12/01/2035#SB8078
3132D56P2
20182.30800000
PA
USD
18505.82000000
0.004196407466
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.01500000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 2.5% 03/01/2031
15135BAX9
329000.00000000
PA
USD
285533.41000000
0.064747983810
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 01/20/2051#MA7135
36179V4U1
449408.91800000
PA
USD
380966.73000000
0.086388586422
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
0.02000000
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 2.375% 03/15/2031
125523CM0
297000.00000000
PA
USD
272215.71000000
0.061728042206
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.02375000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033
681936BN9
674000.00000000
PA
USD
608606.56000000
0.138008535301
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
0.03250000
N
N
N
N
N
N
COPT DEFENSE PROPERTIES LP
H0TWO5VRNEP6CQAWPX27
COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031
22003BAM8
962000.00000000
PA
USD
888410.19000000
0.201457225614
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.02750000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A
12530MAE5
92691.21000000
PA
USD
75801.36000000
0.017188829951
Long
ABS-MBS
CORP
US
N
2
2061-03-15
Fixed
0.01530000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 04/01/2051#SD8139
3132DWBG7
62718.46600000
PA
USD
49843.30000000
0.011302541378
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.01500000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE SERVICES INC 2.5% 04/01/2031
12505BAE0
8000.00000000
PA
USD
7298.81000000
0.001655089089
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 02/01/2050#SD0265
3132DMJJ5
50880.12000000
PA
USD
46851.46000000
0.010624107257
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.03000000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 21-BMR E TSFR1M+186.448 6 03/15/2036 144A
53218CAJ9
70000.01000000
PA
USD
68687.51000000
0.015575682668
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.05524480
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 08/35#MA4095
31418DRR5
44012.43600000
PA
USD
41185.39000000
0.009339260736
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.02000000
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC
N/A
DOMINOS PIZZA MASTER ISR LLC 2.662% 04/25/2051 144A
25755TAN0
141985.00000000
PA
USD
136347.80000000
0.030918431391
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Fixed
0.02662000
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC
N/A
DOMINOS PIZZA MASTER ISR LLC 3.151% 04/25/2051 144A
25755TAP5
48625.00000000
PA
USD
45490.62000000
0.010315521140
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Fixed
0.03151000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 09/20/2050#MA6864
36179VTV2
92935.84600000
PA
USD
78956.55000000
0.017904305563
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
0.02000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 3.091%/VAR 05/14/2032 144A
225401AU2
150000.00000000
PA
USD
140365.12000000
0.031829404892
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
0.03091000
N
N
N
N
N
N
VORNADO REALTY L P
549300BMOJ05INE4YK86
VORNADO REALTY LP 3.4% 06/01/2031
929043AL1
3000.00000000
PA
USD
2742.67000000
0.000621931958
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.03400000
N
N
N
N
N
N
VORNADO REALTY L P
549300BMOJ05INE4YK86
VORNADO REALTY LP 2.15% 06/01/2026
929043AK3
1000.00000000
PA
USD
992.19000000
0.000224990490
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.02150000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.5% 04/15/2050
87264AAZ8
126000.00000000
PA
USD
105723.04000000
0.023973914934
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.04500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.875% 04/15/2030
87264ABF1
208000.00000000
PA
USD
206400.98000000
0.046803795434
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03875000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.25% 11/15/2031
87264ABX2
290000.00000000
PA
USD
260432.03000000
0.059055957276
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.02250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 05/01/2051#RA5077
3133KLUA3
65442.51500000
PA
USD
57754.53000000
0.013096503745
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 05/51#MA7368
36179WFH6
90311.45700000
PA
USD
82885.90000000
0.018795330855
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
0.03000000
N
N
N
N
N
N
BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L
N/A
BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A
09229CAA7
309858.49700000
PA
USD
297266.99000000
0.067408707989
Long
ABS-CBDO
CORP
US
N
2
2046-07-15
Fixed
0.02443000
N
N
N
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031
866677AE7
518000.00000000
PA
USD
475369.83000000
0.107795574803
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.02700000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 6.2% 07/15/2030
24703TAH9
140000.00000000
PA
USD
150420.87000000
0.034109661827
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.06200000
N
N
N
N
N
N
DUQUESNE LIGHT HLDGS INC
4CUJ1D8WDXK9X7QI6B93
DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A
266233AJ4
6000.00000000
PA
USD
5440.79000000
0.001233761691
Long
DBT
CORP
US
N
2
2032-01-07
Fixed
0.02775000
N
N
N
N
N
N
CITIZENS FINANCIAL GRP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032
174610AW5
200000.00000000
PA
USD
175871.32000000
0.039880843996
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
0.02638000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 2.45% 07/15/2028
15135BAY7
13000.00000000
PA
USD
12252.87000000
0.002778479157
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.02450000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031
02666TAC1
51000.00000000
PA
USD
45971.81000000
0.010424636506
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.02375000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 3.375% 07/15/2051
02666TAD9
2000.00000000
PA
USD
1350.15000000
0.000306162036
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
0.03375000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032
38141GYJ7
884000.00000000
PA
USD
797327.05000000
0.180803076336
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02383000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032
06051GKA6
160000.00000000
PA
USD
144350.67000000
0.032733174181
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02299000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMWARE LLC 1.4% 08/15/2026
928563AJ4
7000.00000000
PA
USD
6917.22000000
0.001568559169
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.01400000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 08/20/2051#MA7534
36179WLP1
258587.09600000
PA
USD
228259.20000000
0.051760398147
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
0.02500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FIN CORP 2.359%/VAR 07/29/2032
14040HCG8
16000.00000000
PA
USD
14098.93000000
0.003197094488
Long
DBT
CORP
US
N
2
2032-07-29
Variable
0.02359000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 07/51#MA7473
36179WJS8
146925.30300000
PA
USD
134927.50000000
0.030596362035
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
0.03000000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 2.625% 08/01/2031
15135BAZ4
5000.00000000
PA
USD
4331.87000000
0.000982301330
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
0.02625000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 06/20/2051#MA7419
36179WG44
24145.71600000
PA
USD
22162.68000000
0.005025642518
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
0.03000000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031
46188BAA0
834000.00000000
PA
USD
735030.90000000
0.166676708036
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.02000000
N
N
N
N
N
N
TANGER PROPERTIES LP
PQPGJDNFN35EXH363L31
TANGER PROPERTIES LP 2.75% 09/01/2031
875484AL1
376000.00000000
PA
USD
343900.73000000
0.077983444733
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.02750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 02/01/2051#SD7535
3132DVLQ6
122500.51200000
PA
USD
108224.38000000
0.024541122540
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02500000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 2.5% 09/01/2031
92277GAW7
140000.00000000
PA
USD
127389.26000000
0.028886979439
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.02500000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 2.45% 01/15/2031
00130HCG8
425000.00000000
PA
USD
394100.07000000
0.089366722275
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02450000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 09/20/2051#MA7588
36179WND6
149542.51700000
PA
USD
126721.39000000
0.028735532238
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
0.02000000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 2.55% 12/01/2033
00206RMM1
1084000.00000000
PA
USD
940123.61000000
0.213183838205
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
0.02550000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 06/01/2050#SD8080
3132DV6R1
388883.94600000
PA
USD
326037.19000000
0.073932681641
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
0.02000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTNERSHIP LP
549300WKGDPAS39FBD10
PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032
720198AF7
2000.00000000
PA
USD
1742.40000000
0.000395109234
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2050#FM7147
3140XA5H1
218555.91500000
PA
USD
208343.69000000
0.047244327264
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
0.03500000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP 3.2% 12/01/2031
78574MAA1
672000.00000000
PA
USD
621470.37000000
0.140925552127
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.03200000
N
N
N
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028
866677AF4
2000.00000000
PA
USD
1910.29000000
0.000433180222
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.02300000
N
N
N
N
N
N
DB MASTER FIN LLC
549300F17UZJL70BPB08
DB MASTER FIN LLC 2.045% 11/20/2051 144A
233046AN1
368637.50000000
PA
USD
363054.23000000
0.082326721087
Long
ABS-CBDO
CORP
US
N
2
2051-11-20
Fixed
0.02045000
N
N
N
N
N
N
DB MASTER FIN LLC
549300F17UZJL70BPB08
DB MASTER FIN LLC 21-1A A23 2.791% 11/20/2051 144A
233046AS0
47875.00000000
PA
USD
43519.52000000
0.009868551551
Long
ABS-CBDO
CORP
US
N
2
2051-11-20
Fixed
0.02791000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A
05609PAG3
100000.00000000
PA
USD
99750.32000000
0.022619531999
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.04673280
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A
05609PAJ7
100000.00000000
PA
USD
99687.90000000
0.022605377546
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.04873080
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A
05609PAA6
100000.00000000
PA
USD
99812.50000000
0.022633632029
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.04463580
N
N
N
N
N
N
DB MASTER FIN LLC
549300F17UZJL70BPB08
DB MASTER FIN LLC 2.493% 11/20/2051 144A
233046AQ4
207777.50000000
PA
USD
197974.77000000
0.044893055431
Long
ABS-CBDO
CORP
US
N
2
2051-11-20
Fixed
0.02493000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3% 10/29/2028
00774MAW5
1002000.00000000
PA
USD
974764.81000000
0.221039128613
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
0.03000000
N
N
N
N
N
N
AASET 2021-1 TR
N/A
AASET 2021-1 TR 2.95% 11/16/2041 144A
00038PAA8
85206.57600000
PA
USD
82947.60000000
0.018809322040
Long
ABS-CBDO
CORP
US
N
2
2041-11-16
Fixed
0.02950000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A
78472UAG3
503304.95500000
PA
USD
503492.54000000
0.114172722654
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.05352330
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A
78472UAA6
277656.53900000
PA
USD
277569.77000000
0.062942136873
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.04504930
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A
78472UAC2
167768.29800000
PA
USD
167715.87000000
0.038031501936
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.04853930
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
TAPESTRY INC 3.05% 03/15/2032
876030AA5
18000.00000000
PA
USD
16726.63000000
0.003792955677
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.03050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 12/01/2051#RA6510
3133KNGT4
46045.03300000
PA
USD
38718.90000000
0.008779955768
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 12/20/2051#MA7767
36179WTY4
526458.66800000
PA
USD
464713.96000000
0.105379233759
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2052#FS0208
3140XFGS4
19567.52200000
PA
USD
17256.56000000
0.003913123397
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 01/01/2052#QD4275
3133B1XC0
19379.35100000
PA
USD
17632.94000000
0.003998471890
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2052#CB2622
3140QM4G6
26811.68200000
PA
USD
23645.17000000
0.005361814172
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 01/01/2052#RA6623
3133KNLC5
192943.98200000
PA
USD
169795.16000000
0.038503004852
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.963%/VAR 01/25/2033
46647PCU8
1300000.00000000
PA
USD
1205734.21000000
0.273414095773
Long
DBT
CORP
US
N
2
2033-01-25
Variable
0.02963000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.057%/VAR 01/25/2033
17327CAQ6
250000.00000000
PA
USD
231175.97000000
0.052421809282
Long
DBT
CORP
US
N
2
2033-01-25
Variable
0.03057000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033
38141GZM9
400000.00000000
PA
USD
371142.17000000
0.084160754478
Long
DBT
CORP
US
N
2
2033-02-24
Variable
0.03102000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 01/01/2052#RA6694
3133KNNK5
277907.36800000
PA
USD
231605.78000000
0.052519273642
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.943%/VAR 01/21/2033
61747YEL5
690000.00000000
PA
USD
635543.69000000
0.144116839254
Long
DBT
CORP
US
N
2
2033-01-21
Variable
0.02943000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 11/01/2051#SD7548
3132DVL52
62549.48500000
PA
USD
55201.37000000
0.012517545358
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 12/01/2051#RA6388
3133KNCZ4
33408.27500000
PA
USD
29462.69000000
0.006681003722
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A
05610HAA1
24243.46400000
PA
USD
24235.89000000
0.005495766724
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.04672550
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A
05610HAC7
95899.99100000
PA
USD
95870.02000000
0.021739629358
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.04971950
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX COMMERCIAL MORTGAGE TRUST 2021 SR1M+156.27 02/15/2039 144A
05610HAE3
1400000.00000000
PA
USD
1399562.50000000
0.317366889189
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.05221350
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2051#FS0002
3140XFAC5
27474.29100000
PA
USD
25049.91000000
0.005680355118
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2052#CB3174
3140QNQ47
1624.31000000
PA
USD
1535.72000000
0.000348242167
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 03/20/2052#
36179WY85
2306115.35200000
PA
USD
1954908.28000000
0.443297930227
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
0.02000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053
161175CK8
600000.00000000
PA
USD
483941.62000000
0.109739326745
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
0.05250000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC 4.224% 03/15/2032
745310AN2
100000.00000000
PA
USD
97737.99000000
0.022163213034
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.04224000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 08/20/2051#MA7535
36179WLQ9
411948.32300000
PA
USD
377922.75000000
0.085698328957
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 03/20/2052#
36179WY93
499950.28600000
PA
USD
441353.61000000
0.100082005796
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
0.02500000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 3.35% 04/01/2027
548661EG8
2000.00000000
PA
USD
1989.29000000
0.000451094380
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03350000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 3.75% 04/01/2032
548661EH6
662000.00000000
PA
USD
641301.91000000
0.145422581848
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
0.03750000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR
N/A
BX TRUST 2022-IND A TSFR1M+139.8 04/15/2024 144A
05609WAA1
8246.00700000
PA
USD
8246.01000000
0.001869877580
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Variable
0.05150650
N
N
N
N
N
N
BX TRUST 2022-IND
N/A
BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A
05609WAG8
6999.97000000
PA
USD
7002.16000000
0.001587820291
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Variable
0.05599650
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032
02666TAE7
213000.00000000
PA
USD
202177.01000000
0.045845961669
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.03625000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 4.3% 04/15/2052
02666TAF4
22000.00000000
PA
USD
17456.71000000
0.003958509711
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
0.04300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 05/01/2051#SD0702
3132DMX75
19320.73300000
PA
USD
17207.97000000
0.003902105056
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 11/01/2050#CA7597
3140QFNP0
17804.37800000
PA
USD
15835.18000000
0.003590809139
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 04/20/2052#MA7988
36179W2V9
526305.37400000
PA
USD
482916.55000000
0.109506880336
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 04/20/2052#
36179W2U1
299999.31600000
PA
USD
264837.90000000
0.060055038958
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
0.02500000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 4.75% 02/15/2028
925650AB9
57000.00000000
PA
USD
57566.63000000
0.013053895259
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 4.95% 02/15/2030
925650AC7
683000.00000000
PA
USD
694282.39000000
0.157436514863
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04950000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.355% 03/15/2032
92343VGN8
845000.00000000
PA
USD
754577.50000000
0.171109124335
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.02355000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 05/20/2052#MA8042
36179W5B0
426072.51400000
PA
USD
376134.68000000
0.085292863525
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 04/01/2042#RB5154
3133KYWP0
109172.31300000
PA
USD
100055.50000000
0.022688735073
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.02500000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC 5.17% 06/08/2027
46817MAR8
4000.00000000
PA
USD
4048.64000000
0.000918075671
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
0.05170000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC 5.67% 06/08/2032
46817MAS6
34000.00000000
PA
USD
34769.59000000
0.007884404316
Long
DBT
CORP
US
N
2
2032-06-08
Fixed
0.05670000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 07/01/2052#SD8226
3132DWD75
138799.07700000
PA
USD
131099.07000000
0.029728221513
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
0.03500000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033
95000U3B7
450000.00000000
PA
USD
458906.72000000
0.104062375316
Long
DBT
CORP
US
N
2
2033-07-25
Variable
0.04897000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033
46647PDH6
260000.00000000
PA
USD
266582.06000000
0.060450547293
Long
DBT
CORP
US
N
2
2033-07-25
Variable
0.04912000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.889%/VAR 07/20/2033
61747YEU5
400000.00000000
PA
USD
407998.51000000
0.092518353351
Long
DBT
CORP
US
N
2
2033-07-20
Variable
0.04889000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033
06051GKY4
1152000.00000000
PA
USD
1185849.96000000
0.268905113455
Long
DBT
CORP
US
N
2
2033-07-22
Variable
0.05015000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 07/20/2052#MA8149
36179XBS4
185892.46200000
PA
USD
176325.90000000
0.039983925238
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
0.03500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FIN CORP 5.247%/VAR 07/26/2030
14040HCV5
185000.00000000
PA
USD
191167.07000000
0.043349331181
Long
DBT
CORP
US
N
2
2030-07-26
Variable
0.05247000
N
N
N
N
N
N
HEALTHCARE REALTY HOLDINGS LP
549300IYGAS4GE6VDL07
HEALTHCARE REALTY HOLDINGS LP 2.4% 03/15/2030
42225UAL8
200000.00000000
PA
USD
185476.59000000
0.042058949411
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.02400000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.65% 08/15/2032
969457BZ2
224000.00000000
PA
USD
226741.64000000
0.051416273968
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
0.04650000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.3% 08/15/2052
969457CA6
2000.00000000
PA
USD
1868.66000000
0.000423740141
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
0.05300000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 08/20/2052#MA8199
36179XDC7
92656.18100000
PA
USD
87829.92000000
0.019916444237
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 09/20/2052#MA8266
36179XFF8
372776.83400000
PA
USD
353359.67000000
0.080128368138
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
0.03500000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC 3.125% 11/23/2031
46817MAL1
316000.00000000
PA
USD
287844.56000000
0.065272063646
Long
DBT
CORP
US
N
2
2031-11-23
Fixed
0.03125000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 6.342%/VAR 10/18/2033
61747YEY7
160000.00000000
PA
USD
176093.15000000
0.039931146499
Long
DBT
CORP
US
N
2
2033-10-18
Variable
0.06342000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 10/20/2052#MA8346
36179XHX7
40883.35300000
PA
USD
39646.16000000
0.008990222635
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2047#FS1789
3140XG7B9
37852.98900000
PA
USD
36647.12000000
0.008310155832
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 10/01/2052#BX1225
3140N5LF9
51700.88300000
PA
USD
53067.02000000
0.012033556955
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.05500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4% 11/15/2052
912810TL2
676000.00000000
PA
USD
607343.75000000
0.137722178613
Long
DBT
UST
US
N
2
2052-11-15
Fixed
0.04000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 7.1% 11/15/2027
02005NBR0
98000.00000000
PA
USD
102725.95000000
0.023294290316
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.07100000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 04/01/2052#SD7554
3132DVMB8
255496.07100000
PA
USD
225321.50000000
0.051094240894
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2052#CB2550
3140QMZQ0
32642.34100000
PA
USD
28787.22000000
0.006527833133
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 6.27%/VAR 11/17/2033
172967PA3
865000.00000000
PA
USD
949200.84000000
0.215242204479
Long
DBT
CORP
US
N
2
2033-11-17
Variable
0.06270000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.75% 02/15/2033
29273VAQ3
643000.00000000
PA
USD
683378.70000000
0.154963977783
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
0.05750000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP 8.3% 03/15/2028
105340AR4
9000.00000000
PA
USD
9497.69000000
0.002153710412
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.08300000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 6.125% 03/15/2033
87612GAC5
100000.00000000
PA
USD
108194.26000000
0.024534292483
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.06125000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 5.75% 02/01/2033
24703DBL4
200000.00000000
PA
USD
212382.12000000
0.048160087701
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
0.05750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 02/15/2053
912810TN8
1211000.00000000
PA
USD
1016577.73000000
0.230520688993
Long
DBT
UST
US
N
2
2053-02-15
Fixed
0.03625000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 5.05% 07/15/2033
87264ACY9
100000.00000000
PA
USD
103152.84000000
0.023391092532
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
0.05050000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.15% 03/02/2028
031162DP2
7000.00000000
PA
USD
7168.57000000
0.001625555672
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
0.05150000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 5.3% 03/15/2033
30161NBK6
387000.00000000
PA
USD
405534.46000000
0.091959601682
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.05300000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.65% 03/15/2033
969457CJ7
100000.00000000
PA
USD
105816.68000000
0.023995148881
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.05650000
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 5.4% 03/15/2033
125523CS7
150000.00000000
PA
USD
157848.33000000
0.035793923783
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.05400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 03/01/2053#SD7559
3132DVMG7
36260.78500000
PA
USD
37592.88000000
0.008524617786
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 06/01/2035#BP5615
3140KDGZ7
47407.73100000
PA
USD
44540.38000000
0.010100043294
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.02000000
N
N
N
N
N
N
AMERICAN TOWER TR I
5493004YGM0MQZJOEJ36
AMERICAN TOWER TR I 5.49% 03/15/2053 144A
03027WAM4
220000.00000000
PA
USD
224279.26000000
0.050857900991
Long
ABS-CBDO
CORP
US
N
2
2053-03-15
Fixed
0.05490000
N
N
N
N
N
N
BX 2021-LBA
N/A
BX 2021-LBA TSFR1M+91.45 02/15/2036 144A
05609BCD9
51000.00000000
PA
USD
50968.56000000
0.011557707021
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Floating
0.04824480
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.85% 04/06/2030
37045XEG7
5000.00000000
PA
USD
5284.08000000
0.001198225896
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
0.05850000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 6.8% 05/12/2028
345397C92
1087000.00000000
PA
USD
1137057.85000000
0.257840941496
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
0.06800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2053#SD7561
3132DVMJ1
129240.35700000
PA
USD
126941.96000000
0.028785549021
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4.5% 04/20/2053#MA8799
36179XX43
41829.73900000
PA
USD
41617.71000000
0.009437294267
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
0.04500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 5.288%/VAR 04/25/2034
06051GLH0
100000.00000000
PA
USD
103784.44000000
0.023534315094
Long
DBT
CORP
US
N
2
2034-04-25
Variable
0.05288000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A
05401AAS0
369000.00000000
PA
USD
384588.25000000
0.087209807722
Long
DBT
CORP
KY
N
2
2028-05-04
Fixed
0.06375000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.9% 04/05/2032
21871XAH2
805000.00000000
PA
USD
764485.76000000
0.173355936216
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
0.03900000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 6.224%/VAR 05/09/2034
06738ECG8
100000.00000000
PA
USD
108195.31000000
0.024534530583
Long
DBT
CORP
GB
N
2
2034-05-09
Variable
0.06224000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 05/15/2053
912810TR9
300000.00000000
PA
USD
251683.59000000
0.057072147916
Long
DBT
UST
US
N
2
2053-05-15
Fixed
0.03625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 02/01/2035#SB0307
3132CWKU7
733717.06000000
PA
USD
706612.23000000
0.160232447852
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 10/01/2050#BQ3004
3140KNKS6
44517.69600000
PA
USD
37267.63000000
0.008450863609
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2050#BQ5112
3140KQVE8
28534.19700000
PA
USD
23887.17000000
0.005416690454
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 5.55% 07/15/2033
03027XCD0
100000.00000000
PA
USD
105595.71000000
0.023945041392
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
0.05550000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034
46647PDR4
1461000.00000000
PA
USD
1528973.42000000
0.346712303279
Long
DBT
CORP
US
N
2
2034-06-01
Variable
0.05350000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 4.35% 04/05/2042
21871XAK5
2000.00000000
PA
USD
1703.54000000
0.000386297282
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
0.04350000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 5.3% 06/01/2033
126650DY3
1163000.00000000
PA
USD
1205740.32000000
0.273415481286
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
0.05300000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 5.25% 01/30/2031
126650DX5
162000.00000000
PA
USD
168841.28000000
0.038286701594
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.05250000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FIN CORP 6.312%/VAR 06/08/2029
14040HCZ6
430000.00000000
PA
USD
450082.25000000
0.102061325279
Long
DBT
CORP
US
N
2
2029-06-08
Variable
0.06312000
N
N
N
N
N
N
PIEDMONT OPERATING PARTNERSHIP LP
549300WKGDPAS39FBD10
PIEDMONT OPERATING PARTNERSHIP LP 9.25% 07/20/2028
720198AG5
99000.00000000
PA
USD
109033.30000000
0.024724554451
Long
DBT
CORP
US
N
2
2028-07-20
Fixed
0.09250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/15/2033
91282CHT1
5614000.00000000
PA
USD
5654789.19000000
1.282288468182
Long
DBT
UST
US
N
2
2033-08-15
Fixed
0.03875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.125% 08/15/2053
912810TT5
10775000.00000000
PA
USD
9884799.78000000
2.241492006563
Long
DBT
UST
US
N
2
2053-08-15
Fixed
0.04125000
N
N
N
N
N
N
COLUMBIA PIPELINES OPERATING CO LLC
N/A
COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A
19828TAA4
23000.00000000
PA
USD
24569.34000000
0.005571380345
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.05927000
N
N
N
N
N
N
COLUMBIA PIPELINES OPERATING CO LLC
N/A
COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A
19828TAE6
3000.00000000
PA
USD
3241.52000000
0.000735051931
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
0.06497000
N
N
N
N
N
N
COLUMBIA PIPELINES OPERATING CO LLC
N/A
COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A
19828TAC0
5000.00000000
PA
USD
5452.87000000
0.001236500970
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
0.06544000
N
N
N
N
N
N
COLUMBIA PIPELINES OPERATING CO LLC
N/A
COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A
19828TAD8
3000.00000000
PA
USD
3329.31000000
0.000754959323
Long
DBT
CORP
US
N
2
2063-08-15
Fixed
0.06714000
N
N
N
N
N
N
COLUMBIA PIPELINES OPERATING CO LLC
N/A
COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A
19828TAB2
470000.00000000
PA
USD
509225.73000000
0.115472789407
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
0.06036000
N
N
N
N
N
N
CELANESE US HLDGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDGS LLC VAR 11/15/2028
15089QAW4
91000.00000000
PA
USD
95763.40000000
0.021715452047
Long
DBT
CORP
US
N
2
2028-11-15
Variable
0.06850000
N
N
N
N
N
N
CELANESE US HLDGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDGS LLC VAR 11/15/2030
15089QAX2
147000.00000000
PA
USD
156727.87000000
0.035539846595
Long
DBT
CORP
US
N
2
2030-11-15
Variable
0.07050000
N
N
N
N
N
N
CELANESE US HLDGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDGS LLC VAR 11/15/2033
15089QAY0
69000.00000000
PA
USD
74129.87000000
0.016809800375
Long
DBT
CORP
US
N
2
2033-11-15
Variable
0.07200000
N
N
N
N
N
N
JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS
N/A
JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 3% 05/15/2032
46590XAP1
108000.00000000
PA
USD
98339.88000000
0.022299698512
Long
DBT
CORP
NL
N
2
2032-05-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 02/01/2037#FS3607
3140XKAH3
154878.54300000
PA
USD
147898.66000000
0.033537721709
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
0.02500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 6.49%/VAR 09/13/2029
06738ECK9
845000.00000000
PA
USD
892423.35000000
0.202367255788
Long
DBT
CORP
GB
N
2
2029-09-13
Variable
0.06490000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029
06051GLS6
1333000.00000000
PA
USD
1390204.86000000
0.315244936724
Long
DBT
CORP
US
N
2
2029-09-15
Variable
0.05819000
N
N
N
N
N
N
BBCMS MORTGAGE TRUST 2023-C21
N/A
BBCMS MORTGAGE TRUST 2023-C21 A3 CSTR 09/15/2056
05553WAC3
14000.00000000
PA
USD
15063.59000000
0.003415842235
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
0.06296076
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 6.246%/VAR 09/22/2029 144A
225401BE7
865000.00000000
PA
USD
910565.69000000
0.206481239985
Long
DBT
CORP
CH
N
2
2029-09-22
Variable
0.06246000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.1% 01/15/2027
00774MBD6
150000.00000000
PA
USD
152544.60000000
0.034591242023
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
0.06100000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 09/30/2030
91282CHZ7
5395000.00000000
PA
USD
5648522.87000000
1.280867508071
Long
DBT
UST
US
N
2
2030-09-30
Fixed
0.04625000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.55% 12/01/2033
29273VAU4
150000.00000000
PA
USD
166127.27000000
0.037671268621
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
0.06550000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029
95000U3G6
1290000.00000000
PA
USD
1360462.02000000
0.308500405767
Long
DBT
CORP
US
N
2
2029-10-23
Variable
0.06303000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 6.25% 11/01/2028
053332BG6
410000.00000000
PA
USD
433051.48000000
0.098199402360
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06250000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FIN CORP 7.624%/VAR 10/30/2031
14040HDC6
30000.00000000
PA
USD
33814.47000000
0.007667819874
Long
DBT
CORP
US
N
2
2031-10-30
Variable
0.07624000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 05/01/2042#FS4603
3140XLDH8
101568.35200000
PA
USD
91228.46000000
0.020687102259
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 11/15/2033
91282CJJ1
1289000.00000000
PA
USD
1350277.85000000
0.306191028121
Long
DBT
UST
US
N
2
2033-11-15
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 11/15/2053
912810TV0
270000.00000000
PA
USD
274366.41000000
0.062215738160
Long
DBT
UST
US
N
2
2053-11-15
Fixed
0.04750000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029
251526CU1
200000.00000000
PA
USD
213000.90000000
0.048300403181
Long
DBT
CORP
US
N
2
2029-11-20
Variable
0.06819000
N
N
N
N
N
N
BX COML MTG TR 2023-XL3
N/A
BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A
12434GAA3
39300.36000000
PA
USD
39300.36000000
0.008911808509
Long
ABS-MBS
CORP
US
N
2
2040-12-09
Variable
0.05421070
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 5.75% 01/15/2034
21871XAS8
100000.00000000
PA
USD
103440.78000000
0.023456386237
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
0.05750000
N
N
N
N
N
N
DTP COML MTG TR 2023-STE2
N/A
DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A
23346GAA7
100000.00000000
PA
USD
103141.56000000
0.023388534662
Long
ABS-MBS
CORP
US
N
2
2041-01-15
Variable
0.06038046
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 12/31/2030
91282CJQ5
1900000.00000000
PA
USD
1918851.57000000
0.435121656650
Long
DBT
UST
US
N
2
2030-12-31
Fixed
0.03750000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 5.428%/VAR 02/08/2030 144A
902613BJ6
226000.00000000
PA
USD
234249.26000000
0.053118713127
Long
DBT
CORP
CH
N
2
2030-02-08
Variable
0.05428000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A
04685A3Q2
475000.00000000
PA
USD
485566.76000000
0.110107845926
Long
DBT
CORP
US
N
2
2029-01-09
Fixed
0.05583000
N
N
N
N
N
N
SIXTH STREET SPECIALTY LENDING INC
549300TX61566GJWCN05
SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029
83012AAC3
15000.00000000
PA
USD
15216.99000000
0.003450627449
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06125000
N
N
N
N
N
N
COREBRIDGE GLOBAL FUNDING
54930057MDZ7KOVOTV71
COREBRIDGE GBL FUNDING 5.2% 01/12/2029 144A
00138CAX6
100000.00000000
PA
USD
102947.59000000
0.023344549734
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
0.05200000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A
04685A3R0
62000.00000000
PA
USD
62642.46000000
0.014204898074
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.05339000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP 5.4% 02/01/2034
30225VAS6
100000.00000000
PA
USD
103155.24000000
0.023391636759
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
0.05400000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035
95000U3K7
200000.00000000
PA
USD
209501.25000000
0.047506817304
Long
DBT
CORP
US
N
2
2035-01-23
Variable
0.05499000
N
N
N
N
N
N
BX COML MTG TR 2024-XL4
N/A
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A
05611VAA9
246148.39000000
PA
USD
246148.39000000
0.055816977672
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.05101680
N
N
N
N
N
N
BX COML MTG TR 2024-XL4
N/A
BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A
05611VAC5
612973.45100000
PA
USD
612973.45000000
0.138998777819
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.05451190
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.25% 02/15/2054
912810TX6
2220000.00000000
PA
USD
2079602.34000000
0.471573742077
Long
DBT
UST
US
N
2
2054-02-15
Fixed
0.04250000
N
N
N
N
N
N
AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC
N/A
AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC ARR TSFR3M+150 04/16/2037 144A
00900PAQ8
250000.00000000
PA
USD
250307.50000000
0.056760103686
Long
ABS-CBDO
CORP
KY
N
2
2037-04-16
Variable
0.05171130
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 6.2% 03/15/2054
14448CBD5
2000.00000000
PA
USD
2200.92000000
0.000499083916
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
0.06200000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 5.9% 03/15/2034
14448CBC7
54000.00000000
PA
USD
58423.03000000
0.013248093806
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.05900000
N
N
N
N
N
N
BLP COML MTG 2024-INDS
N/A
BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A
05625AAA9
218447.23500000
PA
USD
218447.24000000
0.049535423398
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Variable
0.05001800
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.45% 04/01/2031
404119CT4
300000.00000000
PA
USD
314157.32000000
0.071238784523
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.05450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 02/28/2031
91282CKC4
1140000.00000000
PA
USD
1177050.00000000
0.266909621342
Long
DBT
UST
US
N
2
2031-02-28
Fixed
0.04250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 09/01/2042#ZL3774
3131XKFP9
15074.82300000
PA
USD
14589.89000000
0.003308425313
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 07/01/2042#ZA1228
31329JLH8
12112.52200000
PA
USD
11735.41000000
0.002661139152
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/01/2046#BM5096
3140J9UW9
45211.40300000
PA
USD
43711.15000000
0.009912005857
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2050#FS3728
3140XKEA4
120622.49900000
PA
USD
116668.76000000
0.026455982799
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
0.03500000
N
N
N
N
N
N
BX COML MTG TR 2024-XL4
N/A
BX COML MTG TR 2024-XL5 C TSFR1M+194.087 03/15/2039 144A
05612GAE3
70000.00000000
PA
USD
70000.00000000
0.015873304867
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Variable
0.05600520
N
N
N
N
N
N
BX COML MTG TR 2024-XL5
N/A
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2041 144A
05612GAA1
374106.89400000
PA
USD
374223.80000000
0.084859549513
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Variable
0.05051300
N
N
N
N
N
N
BX COML MTG TR 2024-XL4
N/A
BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A
05612GAC7
70000.00000000
PA
USD
70000.00000000
0.015873304867
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Variable
0.05350880
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 5.69%/VAR 03/12/2030
06738ECR4
836000.00000000
PA
USD
871531.13000000
0.197629704682
Long
DBT
CORP
GB
N
2
2030-03-12
Variable
0.05690000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 5.8% 03/08/2029
345397E58
200000.00000000
PA
USD
206024.48000000
0.046718419730
Long
DBT
CORP
US
N
2
2029-03-08
Fixed
0.05800000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 5.75% 04/01/2034
925650AF0
76000.00000000
PA
USD
78954.27000000
0.017903788546
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
0.05750000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP 5.5% 04/01/2034
29717PBA4
300000.00000000
PA
USD
312903.08000000
0.070954371181
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 01/01/2051#BQ9687
3140KVXR6
30441.48700000
PA
USD
25474.33000000
0.005776597233
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02000000
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS
N/A
OAK HILL CREDIT PARTNERS A1 TSFR3M+150 04/20/2037 144A
67706JAA2
250000.00000000
PA
USD
250543.00000000
0.056813506019
Long
ABS-CBDO
CORP
BM
N
2
2037-04-20
Variable
0.05167630
N
N
N
N
N
N
AIMCO CLO 22 LTD / AIMCO CLO 22 LLC
N/A
AIMCO CLO 22 LTD / AIMCO CLO 22 LLC A TSFR3M+150 04/19/2037 144A
00901UAA1
250000.00000000
PA
USD
250420.50000000
0.056785727735
Long
ABS-CBDO
CORP
JE
N
2
2037-04-19
Variable
0.05167630
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 5.375% 04/15/2031
444859CA8
31000.00000000
PA
USD
31947.83000000
0.007244537791
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.05375000
N
N
N
N
N
N
LINCOLN NATIONAL CORP IND
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP IND 5.852% 03/15/2034
534187BT5
100000.00000000
PA
USD
103148.69000000
0.023390151471
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.05852000
N
N
N
N
N
N
BX 2024-CNYN
N/A
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A
05612HAA9
142592.33800000
PA
USD
142636.90000000
0.032344557128
Long
ABS-MBS
CORP
US
N
2
2041-04-15
Variable
0.05101528
N
N
N
N
N
N
BX 2024-CNYN
N/A
BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A
05612HAC5
71296.16000000
PA
USD
71340.72000000
0.016177328542
Long
ABS-MBS
CORP
US
N
2
2041-04-15
Variable
0.05351170
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP 5.85% 03/18/2029
117043AW9
260000.00000000
PA
USD
270320.86000000
0.061298363182
Long
DBT
CORP
US
N
2
2029-03-18
Fixed
0.05850000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 03/31/2031
91282CKF7
3350000.00000000
PA
USD
3439900.40000000
0.780036968029
Long
DBT
UST
US
N
2
2031-03-31
Fixed
0.04125000
N
N
N
N
N
N
DRYDEN 78 CLO LTD
N/A
DRYDEN 78 CLO LTD A1R TSFR3M+153 04/17/2037 144A
26253LAJ1
250000.00000000
PA
USD
250355.00000000
0.056770874857
Long
ABS-CBDO
CORP
KY
N
2
2037-04-17
Variable
0.05197630
N
N
N
N
N
N
AIMCO CLO 21 LTD / AIMCO CLO 21 LLC
N/A
AIMCO CLO 21 LTD / AIMCO CLO 21 LLC A1 TSFR3M+150 04/18/2037 144A
00901WAA7
250000.00000000
PA
USD
250450.75000000
0.056792587271
Long
ABS-CBDO
CORP
JE
N
2
2037-04-18
Variable
0.05167630
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 05/01/2054#MA5354
31418E5Q9
74500.52300000
PA
USD
76455.39000000
0.017337138774
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 04/01/2054#SD7569
3132DVMS1
80478.07600000
PA
USD
84191.80000000
0.019091458696
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 04/30/2031
91282CKN0
1500000.00000000
PA
USD
1575644.54000000
0.357295516368
Long
DBT
UST
US
N
2
2031-04-30
Fixed
0.04625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 04/01/2052#FS5385
3140XL6X1
196108.42000000
PA
USD
172702.51000000
0.039162279893
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 05/01/2054#
3140QUNN2
21133.24900000
PA
USD
21766.69000000
0.004935847233
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
0.06000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 05/15/2054
912810UA4
1670000.00000000
PA
USD
1664650.79000000
0.377478706959
Long
DBT
UST
US
N
2
2054-05-15
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 05/15/2034
91282CKQ3
2590000.00000000
PA
USD
2689047.27000000
0.609772387415
Long
DBT
UST
US
N
2
2034-05-15
Fixed
0.04375000
N
N
N
N
N
N
BX COML MTG TR 2024-MDHS
N/A
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A
12433BAA5
72883.29900000
PA
USD
72928.85000000
0.016537455280
Long
ABS-MBS
CORP
US
N
2
2041-05-15
Floating
0.05300950
N
N
N
N
N
N
INVESCO US CLO 2024-3 LTD
254900GU4U8LUX3GA959
INVESCO US CLO 2024-3 LTD A TSFR3M+151 07/20/2037 144A
46148HAB4
250000.00000000
PA
USD
250699.00000000
0.056848880812
Long
ABS-CBDO
CORP
JE
N
2
2037-07-20
Variable
0.05177630
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
AGREE LP 5.625% 06/15/2034
008513AE3
506000.00000000
PA
USD
534046.99000000
0.121101295509
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
0.05625000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 5.375% 05/15/2034
209111GH0
160000.00000000
PA
USD
168505.70000000
0.038210604970
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
0.05375000
N
N
N
N
N
N
Phillips Edison Grocery Center Operating Partnership I LP
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034
71845JAB4
407000.00000000
PA
USD
430863.41000000
0.097703232329
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
0.05750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 07/01/2035#FM3159
3140X6QM6
38611.37400000
PA
USD
36276.05000000
0.008226011443
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.02000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029
161175CQ5
36000.00000000
PA
USD
37730.89000000
0.008555913141
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.06100000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034
161175CR3
1034000.00000000
PA
USD
1099686.18000000
0.249366485620
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
0.06550000
N
N
N
N
N
N
EATON VANCE CLO 2019-1 LTD
5493007R7GEORNX00105
EATON VANCE CLO 2019-1 LTD AR2 TSFR3M+151 07/15/2037 144A
27830XAW6
250000.00000000
PA
USD
250458.25000000
0.056794287982
Long
ABS-CBDO
CORP
KY
N
2
2037-07-15
Variable
0.05182190
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT INC 5.5% 06/15/2034
637417AT3
121000.00000000
PA
USD
126490.52000000
0.028683179811
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
0.05500000
N
N
N
N
N
N
BMP 2024-MF23
N/A
BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A
05593JAC4
100000.00000000
PA
USD
100062.50000000
0.022690322403
Long
ABS-MBS
CORP
US
N
2
2041-06-15
Variable
0.05301210
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 5.75% 02/15/2035
11120BAA5
160000.00000000
PA
USD
169609.91000000
0.038460997284
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
0.05750000
N
N
N
N
N
N
SUBWAY FDG LLC ISSUER
N/A
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A
864300AA6
122450.00000000
PA
USD
123828.38000000
0.028079508956
Long
ABS-CBDO
CORP
US
N
2
2054-07-30
Fixed
0.06028000
N
N
N
N
N
N
SUBWAY FDG LLC ISSUER
N/A
SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A
864300AC2
55300.00000000
PA
USD
56650.21000000
0.012846086487
Long
ABS-CBDO
CORP
US
N
2
2054-07-30
Fixed
0.06268000
N
N
N
N
N
N
SUBWAY FDG LLC ISSUER
N/A
SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A
864300AE8
48387.50000000
PA
USD
50117.86000000
0.011364801015
Long
ABS-CBDO
CORP
US
N
2
2054-07-30
Fixed
0.06505000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP 6% 06/15/2054
91529YAT3
230000.00000000
PA
USD
226722.77000000
0.051411994979
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
0.06000000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 5.45% 06/15/2034
26441CCE3
440000.00000000
PA
USD
461742.89000000
0.104705509474
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
0.05450000
N
N
N
N
N
N
AASET 2024-1 US LTD / AASET 2024-1 INTL LTD
N/A
AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A
00255JAA8
226848.05000000
PA
USD
233753.74000000
0.053006348269
Long
ABS-CBDO
CORP
US
N
2
2049-05-16
Fixed
0.06261000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 08/01/2041#RB5122
3133KYVP1
126358.16100000
PA
USD
116171.47000000
0.026343216574
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.02500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.25% 07/01/2029
29273VAZ3
23000.00000000
PA
USD
23848.80000000
0.005407989615
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.05250000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.6% 09/01/2034
29273VBA7
256000.00000000
PA
USD
267470.38000000
0.060651984067
Long
DBT
CORP
US
N
2
2034-09-01
Fixed
0.05600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 06/01/2054#CB8711
3140QUVD5
41112.24200000
PA
USD
42344.54000000
0.009602111326
Long
ABS-MBS
USGSE
US
N
2
2054-06-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 06/01/2054#CB8729
3140QUVX1
11499.33200000
PA
USD
12000.44000000
0.002721237752
Long
ABS-MBS
USGSE
US
N
2
2054-06-01
Fixed
0.06500000
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD AR2 TSFR3M+140 07/18/2038 144A
64131JAU0
250000.00000000
PA
USD
250287.75000000
0.056755625146
Long
ABS-CBDO
CORP
KY
N
2
2038-07-18
Variable
0.05067630
N
N
N
N
N
N
CARLYLE US CLO 2021-11 LTD
N/A
CARLYLE US CLO 2021-11 LTD A1R TSFR3M+141 07/25/2037 144A
143122AJ8
250000.00000000
PA
USD
250294.75000000
0.056757212477
Long
ABS-CBDO
CORP
KY
N
2
2037-07-25
Variable
0.05078020
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 5.5% 07/15/2034
02666TAH0
131000.00000000
PA
USD
135260.93000000
0.030671971121
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
0.05500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 06/30/2031
91282CKW0
3200000.00000000
PA
USD
3305875.01000000
0.749645169809
Long
DBT
UST
US
N
2
2031-06-30
Fixed
0.04250000
N
N
N
N
N
N
DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC
N/A
DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC A1R2 TSFR3M+138 07/15/2037 144A
26246BAU8
250000.00000000
PA
USD
250254.25000000
0.056748028636
Long
ABS-CBDO
CORP
KY
N
2
2037-07-15
Variable
0.05052190
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 06/01/2051#FS4922
3140XLPG7
355547.21900000
PA
USD
326950.77000000
0.074139846411
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2047#CA0257
3140Q7JB4
13042.13000000
PA
USD
12554.99000000
0.002846988341
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/01/2047#CA0526
3140Q7SQ1
19656.18400000
PA
USD
18922.01000000
0.004290783334
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2048#CA0990
3140Q8C45
21492.07400000
PA
USD
20675.89000000
0.004688495791
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 11/01/2047#ZM4961
3131XYQN2
9395.86300000
PA
USD
9039.05000000
0.002049708519
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 08/01/2047#ZA4942
31329NP36
16966.94700000
PA
USD
16333.22000000
0.003703745436
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 07/01/2047#ZA4926
31329NPK8
11000.57600000
PA
USD
10589.69000000
0.002401333968
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.03500000
N
N
N
N
N
N
AASET 2024-1 US LTD / AASET 2024-1 INTL LTD
N/A
AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A
00255JAB6
226848.05000000
PA
USD
233753.74000000
0.053006348269
Long
ABS-CBDO
CORP
US
N
2
2049-05-16
Fixed
0.06261000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 5.15% 11/15/2031
11135FBY6
225000.00000000
PA
USD
235597.59000000
0.053424462457
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.05150000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 02/01/2043#ZS3684
3132A4CV8
19563.71400000
PA
USD
18944.45000000
0.004295871862
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 09/01/2042#ZS3589
3132A37A2
27018.37900000
PA
USD
26159.22000000
0.005931903916
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
AIMCO CLO 17 LTD / AIMCO CLO 17 LLC
N/A
AIMCO CLO 17 LTD / AIMCO CLO 17 LLC A1R TSFR3M+135 07/20/2037 144A
00889JAK0
250000.00000000
PA
USD
250340.75000000
0.056767643506
Long
ABS-CBDO
CORP
JE
N
2
2037-07-20
Variable
0.05019200
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS
N/A
OAK HILL CREDIT PARTNERS AR TSFR3M+135 07/20/2037 144A
67116CAL7
250000.00000000
PA
USD
250256.50000000
0.056748538850
Long
ABS-CBDO
CORP
BM
N
2
2037-07-20
Variable
0.05017630
N
N
N
N
N
N
ALLEGRO CLO XII LTD
N/A
ALLEGRO CLO XII LTD A1R TSFR3M+144 07/21/2037 144A
01750TAN6
250000.00000000
PA
USD
250568.75000000
0.056819345127
Long
ABS-CBDO
CORP
KY
N
2
2037-07-21
Variable
0.05109690
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.32%/VAR 07/19/2035
61747YFT7
480000.00000000
PA
USD
497016.12000000
0.112704119952
Long
DBT
CORP
US
N
2
2035-07-19
Variable
0.05320000
N
N
N
N
N
N
DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC
N/A
DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC A1R TSFR3M+136 07/18/2037 144A
26253MAN0
250000.00000000
PA
USD
250250.00000000
0.056747064900
Long
ABS-CBDO
CORP
JE
N
2
2037-07-18
Variable
0.05027630
N
N
N
N
N
N
CITIZENS FINANCIAL GRP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GRP INC 5.718%/VAR 07/23/2032
174610BH7
235000.00000000
PA
USD
247558.38000000
0.056136709116
Long
DBT
CORP
US
N
2
2032-07-23
Variable
0.05718000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 07/31/2031
91282CLD1
2400000.00000000
PA
USD
2465326.80000000
0.559041198482
Long
DBT
UST
US
N
2
2031-07-31
Fixed
0.04125000
N
N
N
N
N
N
EATON VANCE CLO 2020-1 LTD
N/A
EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A
278300AS7
250000.00000000
PA
USD
250745.25000000
0.056859368532
Long
ABS-CBDO
CORP
KY
N
2
2037-10-15
Variable
0.05062190
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 5.375% 01/01/2032
674599EK7
153000.00000000
PA
USD
159270.94000000
0.036116516958
Long
DBT
CORP
US
N
2
2032-01-01
Fixed
0.05375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 06/01/2052#SD1082
3132DNFX6
32237.90400000
PA
USD
29332.72000000
0.006651531530
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 03/01/2052#RA6926
3133KNVT7
17964.24400000
PA
USD
16345.36000000
0.003706498320
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2051#CB1872
3140QMCJ1
25473.91300000
PA
USD
23226.05000000
0.005266773893
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2052#FS0840
3140XF5A5
36228.75400000
PA
USD
32963.93000000
0.007474950150
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03000000
N
N
N
N
N
N
BLUEBERRY PARK CLO LTD
N/A
BLUEBERRY PARK CLO LTD A TSFR3M+135 10/20/2037 144A
09609QAA6
250000.00000000
PA
USD
250605.75000000
0.056827735303
Long
ABS-CBDO
CORP
JE
N
2
2037-10-20
Variable
0.05017630
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 5% 08/05/2034
615369BA2
320000.00000000
PA
USD
329372.55000000
0.074689012872
Long
DBT
CORP
US
N
2
2034-08-05
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/15/2034
91282CLF6
2880000.00000000
PA
USD
2884188.38000000
0.654022877860
Long
DBT
UST
US
N
2
2034-08-15
Fixed
0.03875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.25% 08/15/2054
912810UC0
579000.00000000
PA
USD
542495.86000000
0.123017173928
Long
DBT
UST
US
N
2
2054-08-15
Fixed
0.04250000
N
N
N
N
N
N
AIMCO CLO 11 LTD
549300VLRW0CEQ83RF89
AIMCO CLO 11 LTD A1R2 TSFR3M+134 07/17/2037 144A
00140NAW0
250000.00000000
PA
USD
250788.00000000
0.056869062586
Long
ABS-CBDO
CORP
KY
N
2
2037-07-17
Variable
0.05007630
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.8% 11/15/2029
969457CL2
148000.00000000
PA
USD
151694.48000000
0.034398467538
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04800000
N
N
N
N
N
N
REGENCY CTRS LP
5493008PTR2GAOYBXW28
REGENCY CTRS LP 5.1% 01/15/2035
75884RBC6
52000.00000000
PA
USD
53168.33000000
0.012056530162
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
0.05100000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR INC 5.125% 09/01/2034
90265EAW0
55000.00000000
PA
USD
56178.12000000
0.012739034651
Long
DBT
CORP
US
N
2
2034-09-01
Fixed
0.05125000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 6.05% 09/15/2033
21871XAR0
22000.00000000
PA
USD
23472.73000000
0.005322711419
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
0.06050000
N
N
N
N
N
N
COREBRIDGE GLOBAL FUNDING
54930057MDZ7KOVOTV71
COREBRIDGE GBL FUNDING 4.65% 08/20/2027 144A
00138CBB3
104000.00000000
PA
USD
104972.44000000
0.023803707753
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
0.04650000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO 5.5% 09/15/2054
501044DW8
300000.00000000
PA
USD
290011.01000000
0.065763331094
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
0.05500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 08/31/2031
91282CLJ8
800000.00000000
PA
USD
806562.50000000
0.182897320813
Long
DBT
UST
US
N
2
2031-08-31
Fixed
0.03750000
N
N
N
N
N
N
BARINGS CLO LTD 2020-IV
549300Q89L7I93JSRH83
BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A
06762BAS9
250000.00000000
PA
USD
250632.50000000
0.056833801173
Long
ABS-CBDO
CORP
KY
N
2
2037-10-20
Variable
0.05037630
N
N
N
N
N
N
FLATIRON CLO LT
N/A
FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A
33883PAQ0
250000.00000000
PA
USD
250805.25000000
0.056872974222
Long
ABS-CBDO
CORP
KY
N
2
2037-10-19
Variable
0.05027630
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 4.85% 03/15/2035
842587EA1
724000.00000000
PA
USD
722684.90000000
0.163877110580
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
0.04850000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030
251526CX5
976000.00000000
PA
USD
997136.93000000
0.226112264060
Long
DBT
CORP
US
N
2
2030-09-11
Variable
0.04999000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/01/2048#FS6649
3140XNL77
85557.97600000
PA
USD
82175.15000000
0.018634160120
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2048#FS8330
3140XQHG5
280404.95800000
PA
USD
260568.58000000
0.059086921559
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.03000000
N
N
N
N
N
N
SUBWAY FDG LLC ISSUER
N/A
SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A
864300AG3
950962.50000000
PA
USD
948725.36000000
0.215134383922
Long
ABS-CBDO
CORP
US
N
2
2054-07-30
Fixed
0.05246000
N
N
N
N
N
N
SUBWAY FDG LLC ISSUER
N/A
SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A
864300AL2
107637.50000000
PA
USD
107635.34000000
0.024407550947
Long
ABS-CBDO
CORP
US
N
2
2054-07-30
Fixed
0.05914000
N
N
N
N
N
N
SUBWAY FDG LLC ISSUER
N/A
SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A
864300AJ7
213300.00000000
PA
USD
213038.64000000
0.048308961160
Long
ABS-CBDO
CORP
US
N
2
2054-07-30
Fixed
0.05566000
N
N
N
N
N
N
Phillips Edison Grocery Center Operating Partnership I LP
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP 4.95% 01/15/2035
71845JAC2
204000.00000000
PA
USD
204057.59000000
0.046272404807
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
0.04950000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 4.25% 09/24/2027
682680CB7
32000.00000000
PA
USD
32153.07000000
0.007291078321
Long
DBT
CORP
US
N
2
2027-09-24
Fixed
0.04250000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 4.4% 10/15/2029
682680CC5
33000.00000000
PA
USD
33278.64000000
0.007546314261
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04400000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 4.75% 10/15/2031
682680CD3
65000.00000000
PA
USD
65932.89000000
0.014951040910
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 09/01/2054#CB9216
3140QVG24
169510.58600000
PA
USD
174538.51000000
0.039578614004
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
0.06000000
N
N
N
N
N
N
EATON VANCE CLO 2020-2 LTD
N/A
EATON VANCE CLO 2020-2 LTD AR2 TSFR3M+138 10/15/2037 144A
27829PAU0
250000.00000000
PA
USD
250365.75000000
0.056773312543
Long
ABS-CBDO
CORP
KY
N
2
2037-10-15
Variable
0.05052190
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 09/30/2031
91282CLM1
2500000.00000000
PA
USD
2504199.23000000
0.567855968943
Long
DBT
UST
US
N
2
2031-09-30
Fixed
0.03625000
N
N
N
N
N
N
AIMCO CLO 19 LTD / AIMCO CLO 19 LLC
N/A
AIMCO CLO 19 LTD / AIMCO CLO 19 LLC A TSFR3M+135 10/20/2037 144A
00140HAA1
250000.00000000
PA
USD
250788.00000000
0.056869062586
Long
ABS-CBDO
CORP
JE
N
2
2037-10-20
Variable
0.05017630
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.2% 10/01/2029
87264ADL6
400000.00000000
PA
USD
403221.03000000
0.091435004829
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 02/01/2052#FS8764
3140XQW29
131105.57400000
PA
USD
110368.54000000
0.025027335473
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 4.721% 10/08/2029 144A
04685A4C2
470000.00000000
PA
USD
470249.65000000
0.106634515116
Long
DBT
CORP
US
N
2
2029-10-08
Fixed
0.04721000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 07/01/2054#CB8840
3140QUZE9
243691.21500000
PA
USD
248664.54000000
0.056387543615
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
0.05500000
N
N
N
N
N
N
OHA CR FDG 6 LTD / OHA CR FDG 6 LLC
N/A
OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A
67098UAY1
250000.00000000
PA
USD
251072.50000000
0.056933576232
Long
ABS-CBDO
CORP
KY
N
2
2037-10-20
Variable
0.04997630
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2048#SD4470
3132E06F4
55858.85700000
PA
USD
53336.08000000
0.012094569403
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.03500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.654%/VAR 10/18/2030
61747YFU4
462000.00000000
PA
USD
469541.26000000
0.106473879538
Long
DBT
CORP
US
N
2
2030-10-18
Variable
0.04654000
N
N
N
N
N
N
HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A
N/A
HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A
407907AA2
250000.00000000
PA
USD
250854.75000000
0.056884198916
Long
ABS-CBDO
CORP
JE
N
2
2037-10-20
Variable
0.05007630
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2052#FS5486
3140XMCY0
98702.53600000
PA
USD
94059.73000000
0.021329125285
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
0.03500000
N
N
N
N
N
N
BPR COML MTG TR 2024-PK
N/A
BPR COML MTG TR 2024-PARK A VAR 11/05/2039 144A
05593UAA3
231000.00000000
PA
USD
237643.68000000
0.053888436891
Long
ABS-MBS
CORP
US
N
2
2039-11-05
Variable
0.05391892
N
N
N
N
N
N
BPR COML MTG TR 2024-PK
N/A
BPR COML MTG TR 2024-PARK B VAR 11/05/2039 144A
05593UAE5
100000.00000000
PA
USD
103342.54000000
0.023434109188
Long
ABS-MBS
CORP
US
N
2
2039-11-05
Variable
0.05990884
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING 2024-2 LTD
N/A
PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A
69703RAA3
171287.49000000
PA
USD
171287.49000000
0.038841407838
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Variable
0.04672190
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.5% 11/15/2054
912810UE6
4463000.00000000
PA
USD
4360141.77000000
0.988712279707
Long
DBT
UST
US
N
2
2054-11-15
Fixed
0.04500000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 4.65% 03/15/2030
571748CA8
400000.00000000
PA
USD
407979.49000000
0.092514040347
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.04650000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 11/15/2034
91282CLW9
4434000.00000000
PA
USD
4555415.38000000
1.032992816051
Long
DBT
UST
US
N
2
2034-11-15
Fixed
0.04250000
N
N
N
N
N
N
RR 34 LTD
N/A
RR 34 LTD A1R TSFR3M+135 10/15/2039 144A
74988WAA8
250000.00000000
PA
USD
250000.00000000
0.056690374525
Long
ABS-CBDO
CORP
KY
N
2
2039-10-15
Variable
0.05022190
N
N
N
N
N
N
OHACP 2024-17A
N/A
OHACP 2024-17A A TSFR3M+132 01/18/2038 144A
67120MAA3
250000.00000000
PA
USD
250000.00000000
0.056690374525
Long
ABS-CBDO
CORP
KY
N
2
2038-01-18
Variable
0.04987630
N
N
N
N
N
N
FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC
N/A
FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A
33888AAC9
250000.00000000
PA
USD
251045.25000000
0.056927396981
Long
ABS-CBDO
CORP
JE
N
2
2038-01-15
Variable
0.05002190
N
N
N
N
N
N
BLACKSTONE PRIVATE CREDIT FUND
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028
09261HBC0
190000.00000000
PA
USD
198683.06000000
0.045053668333
Long
DBT
CORP
US
N
2
2028-11-27
Fixed
0.07300000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 5% 01/31/2030
03027XCL2
420000.00000000
PA
USD
432536.65000000
0.098082658738
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
0.05000000
N
N
N
N
N
N
VOLOFIN FINANCE DESIGNATED ACTIVITY CO
N/A
VOLOFIN FINANCE DESIGNATED ACTIVITY CO 5.935% 06/15/2037 144A
92873RAA9
120063.47000000
PA
USD
122354.32000000
0.027745248902
Long
ABS-CBDO
CORP
US
N
2
2037-06-15
Fixed
0.05935000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A
361886DQ4
100000.00000000
PA
USD
101579.39000000
0.023034294652
Long
ABS-CBDO
CORP
US
N
2
2029-11-15
Fixed
0.04730000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 4.98% 11/15/2029 144A
361886DS0
120000.00000000
PA
USD
121665.29000000
0.027589003427
Long
ABS-CBDO
CORP
US
N
2
2029-11-15
Fixed
0.04980000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 6.528% 05/01/2034
097023DS1
1120000.00000000
PA
USD
1255718.04000000
0.284748503945
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
0.06528000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 06/01/2054#SD5521
3132DTD23
162501.87000000
PA
USD
172604.77000000
0.039140116224
Long
ABS-MBS
USGSE
US
N
2
2054-06-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 09/01/2054#SD6620
3132DUK97
194697.16600000
PA
USD
206801.68000000
0.046894658767
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
0.06500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 11/30/2031
91282CLZ2
450000.00000000
PA
USD
461970.70000000
0.104757168011
Long
DBT
UST
US
N
2
2031-11-30
Fixed
0.04125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2053#SD6527
3132DUHC4
350980.12600000
PA
USD
344738.33000000
0.078173380164
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
0.04000000
N
N
N
N
N
N
OHA CR FDG 4 LTD / OHA CR FDG 4 LLC
N/A
OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A
67098DBC6
250000.00000000
PA
USD
250687.25000000
0.056846216365
Long
ABS-CBDO
CORP
KY
N
2
2038-01-22
Variable
0.04959200
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV 4.988%/VAR 12/03/2028 144A
00084DBD1
500000.00000000
PA
USD
508432.05000000
0.115292813341
Long
DBT
CORP
NL
N
2
2028-12-03
Variable
0.04988000
N
N
N
N
N
N
COREBRIDGE GLOBAL FUNDING
54930057MDZ7KOVOTV71
COREBRIDGE GBL FUNDING 4.9% 12/03/2029 144A
00138CBC1
300000.00000000
PA
USD
306625.02000000
0.069530748891
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
0.04900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 07/01/2049#SD3738
3132E0EK4
465662.46700000
PA
USD
414159.31000000
0.093915385589
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 07/01/2054#SD5851
3132DTQC7
1077088.20700000
PA
USD
1105670.25000000
0.250723442298
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
0.06000000
N
N
N
N
N
N
MAGNETITE XLI LTD
529900IDXPZZY6034K03
MAGNETITE XLI LTD A TSFR3M+129 01/25/2038 144A
55956AAA3
250000.00000000
PA
USD
250810.50000000
0.056874164720
Long
ABS-CBDO
CORP
KY
N
2
2038-01-25
Variable
0.04958020
N
N
N
N
N
N
MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC
N/A
MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A
55820BAS6
250000.00000000
PA
USD
250181.00000000
0.056731418356
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Variable
0.04752190
N
N
N
N
N
N
CARLYLE US CLO 2021-10 LTD
N/A
CARLYLE US CLO 2021-10 LTD A1R TSFR3M+131 01/20/2038 144A
14316YAL9
250000.00000000
PA
USD
250346.75000000
0.056769004075
Long
ABS-CBDO
CORP
KY
N
2
2038-01-20
Variable
0.04977630
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 10/01/2054#CB9320
3140QVLA0
133614.18800000
PA
USD
138303.48000000
0.031361904317
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 09/01/2054#RJ2412
3142GSVE5
133839.27300000
PA
USD
138285.52000000
0.031357831681
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
0.05500000
N
N
N
N
N
N
SAMMONS FINANCIAL GROUP GLOBAL FUNDING
635400IPRNPM6HDHRS48
SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A
79587J2A0
306000.00000000
PA
USD
313875.87000000
0.071174962499
Long
DBT
CORP
US
N
2
2029-12-10
Fixed
0.05100000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 5.15% 01/15/2030 144A
05401AAX9
235000.00000000
PA
USD
240652.59000000
0.054570741830
Long
DBT
CORP
KY
N
2
2030-01-15
Fixed
0.05150000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 4.95% 01/15/2028 144A
05401AAW1
400000.00000000
PA
USD
405312.41000000
0.091909249291
Long
DBT
CORP
KY
N
2
2028-01-15
Fixed
0.04950000
N
N
N
N
N
N
BX COML MTG TR 2024-GPA3
N/A
BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A
123910AA9
629652.42700000
PA
USD
629849.19000000
0.142825545903
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
0.04952470
N
N
N
N
N
N
TCO COML MTG TR 2024-DPM
N/A
TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A
87231EAA5
468000.00000000
PA
USD
468585.37000000
0.106257120490
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
0.04902560
N
N
N
N
N
N
TCO COML MTG TR 2024-DPM
N/A
TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2024-DPM B TSFR1M+179.21 12/15/2029 144A
87231EAC1
100000.00000000
PA
USD
100250.02000000
0.022732844720
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
0.05252070
N
N
N
N
N
N
TCO COML MTG TR 2024-DPM
N/A
TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM C TSFR1M+219.158 12/15/2039 144A
87231EAE7
670000.00000000
PA
USD
673351.01000000
0.152690083776
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
0.05651510
N
N
N
N
N
N
JERSEY MIKES FUNDING LLC
N/A
JERSEY MIKES FDG LLC 5.636% 02/15/2055 144A
476681AD3
99000.00000000
PA
USD
101815.48000000
0.023087830774
Long
ABS-CBDO
CORP
US
N
2
2055-02-15
Fixed
0.05636000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 11/20/2054#MB0024
3618N5A25
595070.06500000
PA
USD
589171.37000000
0.133601382500
Long
ABS-MBS
USGA
US
N
2
2054-11-20
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 12/31/2031
91282CMC2
4965000.00000000
PA
USD
5194049.40000000
1.177810423166
Long
DBT
UST
US
N
2
2031-12-31
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6% 12/20/2054#MB0093
3618N5C72
64230.01900000
PA
USD
65694.46000000
0.014896974166
Long
ABS-MBS
USGA
US
N
2
2054-12-20
Fixed
0.06000000
N
N
N
N
N
N
MAGNETITE XXVIII LTD
N/A
MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A
55955LAS1
250000.00000000
PA
USD
250510.75000000
0.056806192960
Long
ABS-CBDO
CORP
KY
N
2
2038-01-15
Variable
0.04912190
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2051#SD2903
3132DQGL4
119283.47000000
PA
USD
99931.75000000
0.022660673338
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 5.38% 01/07/2030 144A
04685A4G3
100000.00000000
PA
USD
101510.29000000
0.023018625433
Long
DBT
CORP
US
N
2
2030-01-07
Fixed
0.05380000
N
N
N
N
N
N
SAMMONS FINANCIAL GROUP GLOBAL FUNDING
635400IPRNPM6HDHRS48
SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A
79587J2B8
200000.00000000
PA
USD
203434.25000000
0.046131055295
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
0.05050000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A
83368RCC4
396000.00000000
PA
USD
406345.65000000
0.092143548341
Long
DBT
CORP
FR
N
2
2029-04-13
Variable
0.05500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 5.786%/VAR 01/13/2033 144A
09659W3A0
186000.00000000
PA
USD
197001.40000000
0.044672332592
Long
DBT
CORP
FR
N
2
2033-01-13
Variable
0.05786000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5.375% 12/15/2031
00774MBP9
100000.00000000
PA
USD
104373.13000000
0.023667807320
Long
DBT
CORP
IE
N
2
2031-12-15
Fixed
0.05375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 05/01/2054#SD7570
3132DVMT9
192203.94500000
PA
USD
201313.60000000
0.045650173524
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
0.06000000
N
N
N
N
N
N
GREEN LAKES PARK CLO LLC
N/A
GREEN LAKES PARK CLO LLC ARR TSFR3M+118 01/25/2038 144A
39310AAC4
250000.00000000
PA
USD
249625.00000000
0.056605338964
Long
ABS-CBDO
CORP
US
N
2
2038-01-25
Variable
0.04848020
N
N
N
N
N
N
BX TRUST 2025-DIME
N/A
BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A
05613UAA9
278000.00000000
PA
USD
277624.26000000
0.062954493107
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Variable
0.04809650
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 01/31/2032
91282CMK4
980000.00000000
PA
USD
1018778.90000000
0.231019829599
Long
DBT
UST
US
N
2
2032-01-31
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 04/01/2051#BR4435
3140L24V2
48660.97300000
PA
USD
40690.52000000
0.009227043273
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 06/01/2052#SD7151
3132DU5L7
58534.28400000
PA
USD
53570.32000000
0.012147686017
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2052#CB3233
3140QNSX1
48750.42400000
PA
USD
44616.17000000
0.010117229548
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.03000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 30YR 3% 06/01/2052#FA0115
3140W0DV4
77130.08500000
PA
USD
70974.76000000
0.016094342905
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 30YR 2.5% 04/01/2052#FA0349
3140W0L78
52991.19800000
PA
USD
46732.84000000
0.010597208809
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02500000
N
N
N
N
N
N
AASET 2025-1 LTD / AASET 2025-1 LLC
N/A
AASET 2025-1 LTD / AASET 2025-1 LLC 5.943% 02/16/2050 144A
00258PAA1
231354.62000000
PA
USD
238106.13000000
0.053993302746
Long
ABS-CBDO
CORP
US
N
2
2050-02-16
Fixed
0.05943000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION LLC
549300AINIIPOLYX2R63
FIRSTENERGY TRANSMISSION LLC 4.55% 01/15/2030
33767BAG4
320000.00000000
PA
USD
324770.20000000
0.073645377091
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04550000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION LLC
549300AINIIPOLYX2R63
FIRSTENERGY TRANSMISSION LLC 5% 01/15/2035
33767BAH2
290000.00000000
PA
USD
294060.12000000
0.066681513343
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
0.05000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 5.085%/VAR 01/30/2031
025816DY2
121000.00000000
PA
USD
125013.23000000
0.028348187317
Long
DBT
CORP
US
N
2
2031-01-30
Variable
0.05085000
N
N
N
N
N
N
MAGNETITE XXVI LTD / MAGNETITE XXVI LLC
N/A
MAGNETITE XXVI LTD / MAGNETITE XXVI LLC AR2 TSFR3M+115 01/25/2038 144A
55954YAW5
250000.00000000
PA
USD
250263.75000000
0.056750182870
Long
ABS-CBDO
CORP
KY
N
2
2038-01-25
Variable
0.05007980
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 04/01/2052#FS8195
3140XQC96
74157.57200000
PA
USD
62010.90000000
0.014061684582
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02000000
N
N
N
N
N
N
OHA CREDIT PARTNERS VII LTD
N/A
OHA CREDIT PARTNERS VII LTD AR4 TSFR3M+114 02/20/2038 144A
67102QBK3
500000.00000000
PA
USD
499637.00000000
0.113298434627
Long
ABS-CBDO
CORP
KY
N
2
2038-02-20
Variable
0.05028960
N
N
N
N
N
N
OCP CLO 2018-15 LTD
N/A
OCP CLO 2018-15 LTD AR TSFR3M+125 01/20/2038 144A
67112KAG4
250000.00000000
PA
USD
250794.00000000
0.056870423155
Long
ABS-CBDO
CORP
KY
N
2
2038-01-20
Variable
0.04917630
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 02/15/2055
912810UG1
2960000.00000000
PA
USD
2952137.65000000
0.669431156121
Long
DBT
UST
US
N
2
2055-02-15
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 02/15/2035
91282CMM0
1000000.00000000
PA
USD
1055156.20000000
0.239268800644
Long
DBT
UST
US
N
2
2035-02-15
Fixed
0.04625000
N
N
N
N
N
N
HEALTHPEAK OP LLC
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK OP LLC 5.375% 02/15/2035
42250GAA1
500000.00000000
PA
USD
515802.69000000
0.116964190710
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
0.05375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2050#SD0516
3132DMSD8
53371.91800000
PA
USD
48779.03000000
0.011061205918
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 03/01/2050#SD0517
3132DMSE6
53001.19100000
PA
USD
48440.21000000
0.010984374588
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 30YR 2.5% 06/01/2052#FA0543
3140W0S97
98794.91900000
PA
USD
87188.80000000
0.019771062905
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.02500000
N
N
N
N
N
N
GILEAD AVIATION LLC
N/A
GILEAD AVIATION LLC 0% 03/15/2050 144A
37556TAA4
238550.95000000
PA
USD
245213.20000000
0.055604912586
Long
ABS-CBDO
CORP
US
N
2
2050-03-15
Fixed
0.05789000
N
N
N
N
N
N
CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC
N/A
CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC ARR TSFR3M+120 01/25/2038 144A
15033TBA2
120000.00000000
PA
USD
119880.00000000
0.027184168392
Long
ABS-CBDO
CORP
KY
N
2
2038-01-25
Variable
0.04868020
N
N
N
N
N
N
BX TRUST 2025-ROIC
N/A
BX Trust 2025-ROIC VAR 03/15/2030 144A
05593VAA1
782764.54900000
PA
USD
781786.09000000
0.177278984964
Long
ABS-MBS
CORP
US
N
2
2030-03-15
Variable
0.04803480
N
N
N
N
N
N
BX TRUST 2025-ROIC
N/A
BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A
05593VAG8
54656.88000000
PA
USD
54520.24000000
0.012363091299
Long
ABS-MBS
CORP
US
N
2
2030-03-15
Variable
0.05053130
N
N
N
N
N
N
BX TRUST 2025-ROIC
N/A
BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A
05593VAJ2
181064.56300000
PA
USD
180612.83000000
0.040956035907
Long
ABS-MBS
CORP
US
N
2
2030-03-15
Floating
0.05202920
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING 2025-1 LTD
N/A
PALMER SQUARE LOAN FUNDING 2025-1 LTD A1 TSFR3M+80 02/15/2033 144A
69704CAA5
195139.36000000
PA
USD
195011.74000000
0.044221154310
Long
ABS-CBDO
CORP
KY
N
2
2033-02-15
Variable
0.04452530
N
N
N
N
N
N
SIXTH STREET SPECIALTY LENDING INC
549300TX61566GJWCN05
SIXTH STREET SPECIALTY LENDING INC 5.625% 08/15/2030
83012AAD1
500000.00000000
PA
USD
496830.19000000
0.112661958187
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.05625000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 02/20/2055#MB0205
3618N5GP8
163493.39800000
PA
USD
165797.89000000
0.037596577918
Long
ABS-MBS
USGA
US
N
2
2055-02-20
Fixed
0.05500000
N
N
N
N
N
N
ALTDE 2025-1 TR
N/A
ALTDE 2025-1 TR 5.9% 08/15/2050 144A
00166NAA7
232860.46000000
PA
USD
239455.09000000
0.054299194936
Long
ABS-CBDO
CORP
US
N
2
2050-08-15
Fixed
0.05900000
N
N
N
N
N
N
CLOVER CLO 2019-1 LTD.
N/A
CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A
102875AA9
250000.00000000
PA
USD
250059.50000000
0.056703866834
Long
ABS-CBDO
CORP
KY
N
2
2035-04-18
Variable
0.04667630
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 5.2% 04/01/2032
11120VAN3
193000.00000000
PA
USD
199340.17000000
0.045202675581
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
0.05200000
N
N
N
N
N
N
COLUMBIA PIPELINES OPERATING CO LLC
N/A
COLUMBIA PIPELINES OPERATING CO LLC 5.439% 02/15/2035 144A
19828TAG1
500000.00000000
PA
USD
520787.68000000
0.118094594510
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
0.05439000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
MARS INC 5% 03/01/2032 144A
571676AZ8
181000.00000000
PA
USD
187491.41000000
0.042515833013
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
0.05000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
MARS INC 5.2% 03/01/2035 144A
571676BA2
284000.00000000
PA
USD
294071.34000000
0.066684057607
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
0.05200000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
MARS INC 4.8% 03/01/2030 144A
571676AY1
135000.00000000
PA
USD
138779.28000000
0.031469797438
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04800000
N
N
N
N
N
N
LAKESIDE PK CLO LTD / LAKESIDE PK CLO LLC
N/A
LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A
51218YAA4
250000.00000000
PA
USD
250000.00000000
0.056690374525
Long
ABS-CBDO
CORP
KY
N
2
2038-04-15
Variable
0.04822190
N
N
N
N
N
N
MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC
N/A
MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A
617921AA9
163000.00000000
PA
USD
163000.00000000
0.036962124190
Long
ABS-CBDO
CORP
KY
N
2
2038-04-15
Variable
0.04842190
N
N
N
N
N
N
MAGNETITE CLO LTD
N/A
MAGNETITE CLO LTD A1 TSFR3M+115 04/15/2038 144A
55956CAA9
100000.00000000
PA
USD
100023.30000000
0.022681433353
Long
ABS-CBDO
CORP
KY
N
2
2038-04-15
Variable
0.04822190
N
N
N
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
STELLANTIS FINANCE US INC 5.35% 03/17/2028 144A
85855CAM2
500000.00000000
PA
USD
508947.75000000
0.115409754246
Long
DBT
CORP
US
N
2
2028-03-17
Fixed
0.05350000
N
N
N
N
N
N
ARES LVIII CLO LTD / ARES LVIII CLO LLC
N/A
ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A
04018AAY5
142000.00000000
PA
USD
141889.52000000
0.032175080120
Long
ABS-CBDO
CORP
KY
N
2
2038-04-15
Variable
0.04912190
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2025-SPOT
N/A
BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A
12433FAA6
371723.27000000
PA
USD
372187.92000000
0.084397890315
Long
ABS-MBS
CORP
US
N
2
2040-04-15
Variable
0.05103010
N
N
N
N
N
N
FLAT 2025-30A
N/A
FLAT 2025-30A A1 TSFR3M+116 04/15/2038 144A
33882MAA3
150000.00000000
PA
USD
150000.00000000
0.034014224715
Long
ABS-CBDO
CORP
KY
N
2
2038-04-15
Variable
0.04832190
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2051#CB2095
3140QMKH6
47351.75100000
PA
USD
42847.80000000
0.009716231318
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 10/01/2051#FM9068
3140XDCE4
45910.99100000
PA
USD
40230.57000000
0.009122744322
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02500000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A
05401AAZ4
149000.00000000
PA
USD
154111.26000000
0.034946500192
Long
DBT
CORP
KY
N
2
2030-05-30
Fixed
0.05375000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 30YR 2% 03/01/2052#
3140W04U6
98360.38100000
PA
USD
82249.39000000
0.018650994894
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 30YR 2.5% 04/01/2052#FA0063
3140W0B95
496506.07500000
PA
USD
436626.50000000
0.099010079251
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02500000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 4.75% 04/01/2028
925650AJ2
83000.00000000
PA
USD
83815.46000000
0.019006119273
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04750000
N
N
N
N
N
N
OHA CREDIT FUNDING 14-R LTD
N/A
OHA CREDIT FUNDING 14-R LTD A TSFR3M+123 04/20/2038 144A
67706QAC2
250000.00000000
PA
USD
250426.25000000
0.056787031614
Long
ABS-CBDO
CORP
KY
N
2
2038-04-20
Variable
0.04897630
N
N
N
N
N
N
HPS CORPORATE LENDING FUND
549300ZS7IHUA6FKFV61
HPS CORPORATE LENDING FUND 5.45% 01/14/2028
40440VAH8
340000.00000000
PA
USD
341361.13000000
0.077407561233
Long
DBT
CORP
US
N
2
2028-01-14
Fixed
0.05450000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC 4.9% 04/03/2028
50212YAN4
210000.00000000
PA
USD
212430.11000000
0.048170969985
Long
DBT
CORP
US
N
2
2028-04-03
Fixed
0.04900000
N
N
N
N
N
N
PAYCHEX INC
529900K900DW6SUBM174
PAYCHEX INC 5.1% 04/15/2030
704326AA5
92000.00000000
PA
USD
93955.47000000
0.021305483132
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05100000
N
N
N
N
N
N
PAYCHEX INC
529900K900DW6SUBM174
PAYCHEX INC 5.35% 04/15/2032
704326AB3
554000.00000000
PA
USD
568156.35000000
0.128835985082
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.05350000
N
N
N
N
N
N
PAYCHEX INC
529900K900DW6SUBM174
PAYCHEX INC 5.6% 04/15/2035
704326AC1
389000.00000000
PA
USD
398781.72000000
0.090428340243
Long
DBT
CORP
US
N
2
2035-04-15
Fixed
0.05600000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 5.165% 06/15/2030
053332BM3
107000.00000000
PA
USD
110903.15000000
0.025148564438
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.05165000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.192%/VAR 04/17/2031
61747YFZ3
203000.00000000
PA
USD
210290.52000000
0.047685793352
Long
DBT
CORP
US
N
2
2031-04-17
Variable
0.05192000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.664%/VAR 04/17/2036
61747YGA7
105000.00000000
PA
USD
110963.56000000
0.025162263100
Long
DBT
CORP
US
N
2
2036-04-17
Variable
0.05664000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031
46647PEY8
146000.00000000
PA
USD
151411.87000000
0.034334382471
Long
DBT
CORP
US
N
2
2031-04-22
Variable
0.05103000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036
46647PEX0
224000.00000000
PA
USD
236870.55000000
0.053713120774
Long
DBT
CORP
US
N
2
2036-04-22
Variable
0.05572000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.78% 02/15/2035
92343VGY4
100000.00000000
PA
USD
99567.63000000
0.022578104941
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
0.04780000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.15%/VAR 04/23/2031
95000U3W1
298000.00000000
PA
USD
308500.02000000
0.069955926700
Long
DBT
CORP
US
N
2
2031-04-23
Variable
0.05150000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.605%/VAR 04/23/2036
95000U3V3
235000.00000000
PA
USD
247156.49000000
0.056045575938
Long
DBT
CORP
US
N
2
2036-04-23
Variable
0.05605000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 10/01/2051#QC9148
3133AUEV6
47656.52400000
PA
USD
41760.13000000
0.009469589639
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 05/15/2035
91282CNC1
9797000.00000000
PA
USD
10048430.80000000
2.278597221794
Long
DBT
UST
US
N
2
2035-05-15
Fixed
0.04250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 05/15/2055
912810UK2
5554000.00000000
PA
USD
5652279.75000000
1.281719423808
Long
DBT
UST
US
N
2
2055-05-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 05/01/2055#CC0404
3140Y6NW6
185362.11100000
PA
USD
193915.79000000
0.043972635046
Long
ABS-MBS
USGSE
US
N
2
2055-05-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2052#CB3114
3140QNN81
287649.73700000
PA
USD
264154.68000000
0.059900110967
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2052#CB3239
3140QNS52
245528.72800000
PA
USD
225934.46000000
0.051233236622
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 12/01/2052#RA8306
3133KQGP5
57848.80900000
PA
USD
60464.06000000
0.013710920827
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 07/01/2053#FS5067
3140XLTZ1
92210.85800000
PA
USD
96293.11000000
0.021835569880
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2052#SD3489
3132DQ2W5
48764.17700000
PA
USD
40913.97000000
0.009277713130
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2052#FS7527
3140XPLH0
49542.98900000
PA
USD
41706.75000000
0.009457485111
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
BCRED BSL STATIC CLO 2025-1 LTD / LLC
N/A
BCRED BSL STATIC CLO 2025-1 A AR LTD / LLC AR TSFR3M+125 07/15/2035 144A
05556KAA0
185219.13000000
PA
USD
185409.54000000
0.042043745053
Long
ABS-CBDO
CORP
KY
N
2
2035-07-24
Variable
0.04918020
N
N
N
N
N
N
REGENCY CTRS LP
5493008PTR2GAOYBXW28
REGENCY CTRS LP 5% 07/15/2032
75884RBD4
137000.00000000
PA
USD
141211.21000000
0.032021265528
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
0.05000000
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
AGREE LP 5.6% 06/15/2035
008513AF0
235000.00000000
PA
USD
248001.38000000
0.056237164460
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
0.05600000
N
N
N
N
N
N
BLACKSTONE PRIVATE CREDIT FUND
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND 5.6% 11/22/2029
09261HBU0
56000.00000000
PA
USD
55625.22000000
0.012613658219
Long
DBT
CORP
US
N
2
2029-11-22
Fixed
0.05600000
N
N
N
N
N
N
BX TR 2025-TAIL
N/A
BX TR 2025-TAIL A VAR 06/15/2035 144A
123912AA5
100000.00000000
PA
USD
100000.00000000
0.022676149810
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Variable
0.05059650
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 05/31/2032
91282CNF4
4956000.00000000
PA
USD
5084797.52000000
1.153036303186
Long
DBT
UST
US
N
2
2032-05-31
Fixed
0.04125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 05/31/2030
91282CNG2
2160000.00000000
PA
USD
2204043.74000000
0.499792260367
Long
DBT
UST
US
N
2
2030-05-31
Fixed
0.04000000
N
N
N
N
N
N
ARES STRATEGIC INCOME FUND
549300IANZJVZPTICV54
ARES STRATEGIC INCOME FUND 5.7% 03/15/2028
04020EAG2
455000.00000000
PA
USD
458576.60000000
0.103987516811
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05700000
N
N
N
N
N
N
ARES STRATEGIC INCOME FUND
549300IANZJVZPTICV54
ARES STRATEGIC INCOME FUND 5.6% 02/15/2030
04020EAD9
200000.00000000
PA
USD
197672.04000000
0.044824407923
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.05600000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 1.5% 02/01/2037#SB1503
3132CXU42
447755.90500000
PA
USD
408393.19000000
0.092607851579
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
0.01500000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 5.375% 08/15/2035
00206RMY5
100000.00000000
PA
USD
103869.04000000
0.023553499116
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
0.05375000
N
N
N
N
N
N
MAGNE 2023-36A
N/A
MAGNE 2023-36A AR TSFR3M+132 07/25/2038 144A
559922AL3
250000.00000000
PA
USD
251058.00000000
0.056930288190
Long
ABS-CBDO
CORP
KY
N
2
2038-07-25
Variable
0.04988020
N
N
N
N
N
N
ARES STRATEGIC INCOME FUND
549300IANZJVZPTICV54
ARES STRATEGIC INCOME FUND 5.45% 09/09/2028 144A
04020EAL1
122000.00000000
PA
USD
121993.37000000
0.027663399339
Long
DBT
CORP
US
N
2
2028-09-09
Fixed
0.05450000
N
N
N
N
N
N
ARES STRATEGIC INCOME FUND
549300IANZJVZPTICV54
ARES STRATEGIC INCOME FUND 5.8% 09/09/2030 144A
04020EAK3
98000.00000000
PA
USD
97332.14000000
0.022071181879
Long
DBT
CORP
US
N
2
2030-09-09
Fixed
0.05800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 06/01/2055#CC0577
3140Y6UB4
378803.51300000
PA
USD
396905.17000000
0.090002810954
Long
ABS-MBS
USGSE
US
N
2
2055-06-01
Fixed
0.06000000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 4.9% 09/15/2030
87612GAP6
355000.00000000
PA
USD
364561.81000000
0.082668582186
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.04900000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 5.65% 02/15/2036
87612GAQ4
224000.00000000
PA
USD
232908.96000000
0.052814784691
Long
DBT
CORP
US
N
2
2036-02-15
Fixed
0.05650000
N
N
N
N
N
N
WESTF 2025-A
N/A
WESTF 2025-A 5.582% 06/15/2050 144A
97063RAA8
244081.99000000
PA
USD
249922.80000000
0.056672868538
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Fixed
0.05582000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 01/01/2052#SD2072
3132DPJR0
80539.64100000
PA
USD
67725.14000000
0.015357454205
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02000000
N
N
N
N
N
N
SIXTH STREET CLO XX LTD
N/A
SIXTH STREET CLO XX LTD 2021-20A A1R TSFR3M+132 07/17/2038 144A
83012QAN4
250000.00000000
PA
USD
250931.75000000
0.056901659551
Long
ABS-CBDO
CORP
KY
N
2
2038-07-17
Variable
0.04987630
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 07/01/2054#FS8627
3140XQSR9
132429.33100000
PA
USD
139907.34000000
0.031725598014
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
0.06500000
N
N
N
N
N
N
ARES CLO
N/A
ARES CLO AR2 TSFR3M+131 07/15/2038 144A
04017WAW2
250000.00000000
PA
USD
250922.25000000
0.056899505317
Long
ABS-CBDO
CORP
KY
N
2
2038-07-15
Variable
0.04982190
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 06/30/2032
91282CNJ6
2740000.00000000
PA
USD
2791589.05000000
0.633024915066
Long
DBT
UST
US
N
2
2032-06-30
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 06/30/2030
91282CNK3
400000.00000000
PA
USD
406234.38000000
0.092118316589
Long
DBT
UST
US
N
2
2030-06-30
Fixed
0.03875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 05/01/2051#CB0506
3140QKR42
318660.94000000
PA
USD
281225.64000000
0.063771147431
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02500000
N
N
N
N
N
N
PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC
N/A
PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A
69704AAA9
222922.67000000
PA
USD
223058.88000000
0.050581165794
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Variable
0.04612190
N
N
N
N
N
N
FLATIRON CLO 32 LTD
N/A
FLATIRON CLO 32 LTD 32A A1 TSFR3M+129 10/22/2038 144A
33882RAA2
250000.00000000
PA
USD
250701.50000000
0.056849447716
Long
ABS-CBDO
CORP
KY
N
2
2038-10-22
Variable
0.04959200
N
N
N
N
N
N
CENT TRUST 2025-CITY
N/A
CENT TRUST 2025-CITY A VAR 07/10/2040 144A
12517TAA5
874000.00000000
PA
USD
895972.45000000
0.203172055021
Long
ABS-MBS
CORP
US
N
2
2040-07-10
Variable
0.04919988
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 07/01/2055#CC0730
3140Y6Y46
291411.81300000
PA
USD
300682.61000000
0.068183239097
Long
ABS-MBS
USGSE
US
N
2
2055-07-01
Fixed
0.06000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC 5.725% 03/15/2035
745310AQ5
570000.00000000
PA
USD
589762.16000000
0.133735350926
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
0.05725000
N
N
N
N
N
N
FHLMC MFD HSG COP GTD (FREDMAC
N/A
FHLMC REMI 30YR 6% 04/01/2055#RJ4028
3142GUPN7
185184.74500000
PA
USD
193614.50000000
0.043904314074
Long
ABS-MBS
USGSE
US
N
2
2055-04-01
Fixed
0.06000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 4.62% 07/16/2028 144A
62954WAQ8
200000.00000000
PA
USD
203021.46000000
0.046037450416
Long
DBT
CORP
JP
N
2
2028-07-16
Fixed
0.04620000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 4.567% 07/16/2027 144A
62954WAP0
200000.00000000
PA
USD
201814.29000000
0.045763710739
Long
DBT
CORP
JP
N
2
2027-07-16
Fixed
0.04567000
N
N
N
N
N
N
OCP CLO 2025-44
N/A
OCP CLO 2025-44 LTD A TSFR3M+130 10/24/2038 144A
67570UAA0
250000.00000000
PA
USD
250575.00000000
0.056820762387
Long
ABS-CBDO
CORP
KY
N
2
2038-10-24
Variable
0.05562200
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC 5% 08/01/2030
205887CK6
430000.00000000
PA
USD
438847.22000000
0.099513653045
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
0.05000000
N
N
N
N
N
N
JERSEY MIKES FUNDING LLC
N/A
JERSEY MIKES FDG LLC 5.61% 08/16/2055 144A
476681AE1
94525.00000000
PA
USD
98019.31000000
0.022227005578
Long
ABS-CBDO
CORP
US
N
2
2055-08-16
Fixed
0.05610000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 01/20/2055#MB0141
3618N5EP0
187931.80600000
PA
USD
165934.63000000
0.037627585286
Long
ABS-MBS
USGA
US
N
2
2055-01-20
Fixed
0.02500000
N
N
N
N
N
N
BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC
N/A
BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC A1R TSFR3M+ 07/18/2038 144A
05684GAS5
250000.00000000
PA
USD
250934.75000000
0.056902339836
Long
ABS-CBDO
CORP
JE
N
2
2038-07-18
Variable
0.04987630
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 07/31/2032
91282CNR8
2800000.00000000
PA
USD
2851953.13000000
0.646713164279
Long
DBT
UST
US
N
2
2032-07-31
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 08/15/2055
912810UM8
15970000.00000000
PA
USD
16261951.56000000
3.687584497828
Long
DBT
UST
US
N
2
2055-08-15
Fixed
0.04750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 08/15/2035
91282CNT4
15755000.00000000
PA
USD
16146413.28000000
3.661384864367
Long
DBT
UST
US
N
2
2035-08-15
Fixed
0.04250000
N
N
N
N
N
N
SIXTH STREET CLO XIX LTD
N/A
SIXTH STREET CLO XIX LTD A1R TSFR3M+128 07/17/2038 144A
83012KAL1
250000.00000000
PA
USD
250947.50000000
0.056905231045
Long
ABS-CBDO
CORP
KY
N
2
2038-07-17
Variable
0.04947630
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 08/01/2055#RJ4642
3142GVEQ0
240978.43000000
PA
USD
252418.62000000
0.057238824420
Long
ABS-MBS
USGSE
US
N
2
2055-08-01
Fixed
0.06000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 5.25% 09/01/2035
55354GAR1
742000.00000000
PA
USD
742936.09000000
0.168469300763
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
0.05250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 02/01/2052#SD2298
3132DPRT7
21275.07000000
PA
USD
17916.63000000
0.004062801859
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 08/01/2050#BQ0233
3140KKHK3
13281.65000000
PA
USD
11122.57000000
0.002522170635
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2052#FS3863
3140XKJH4
68282.35200000
PA
USD
57503.44000000
0.013039566200
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2052#FS9368
3140XRMS1
60915.24600000
PA
USD
51280.25000000
0.011628386313
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP 4.95% 01/15/2033
30225VAV9
303000.00000000
PA
USD
307838.58000000
0.069805937574
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
0.04950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 02/01/2052#CB2856
3140QNE65
20647.01700000
PA
USD
18208.57000000
0.004129002611
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 5.45% 09/15/2035
126650EK2
200000.00000000
PA
USD
206569.52000000
0.046842013817
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
0.05450000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION LLC
549300AINIIPOLYX2R63
FIRSTENERGY TRANSMISSION LLC 4.75% 01/15/2033
33767BAK5
95000.00000000
PA
USD
95798.91000000
0.021723504348
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
0.04750000
N
N
N
N
N
N
NXP B V/NXP FDG LLC/NXP USA INC
N/A
NXP B V/NXP FDG LLC/NXP USA INC 4.85% 08/19/2032
62954HBG2
228000.00000000
PA
USD
231951.08000000
0.052597574387
Long
DBT
CORP
NL
N
2
2032-08-19
Fixed
0.04850000
N
N
N
N
N
N
NXP B V/NXP FDG LLC/NXP USA INC
N/A
NXP B V/NXP FDG LLC/NXP USA INC 5.25% 08/19/2035
62954HBH0
254000.00000000
PA
USD
259460.60000000
0.058835674354
Long
DBT
CORP
NL
N
2
2035-08-19
Fixed
0.05250000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP 4.95% 01/15/2033
46188BAH5
200000.00000000
PA
USD
201398.79000000
0.045669491336
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
0.04950000
N
N
N
N
N
N
CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC
N/A
CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC A1R2 TSFR3M+127 10/15/2038 144A
12554XAY8
250000.00000000
PA
USD
250329.25000000
0.056765035749
Long
ABS-CBDO
CORP
KY
N
2
2038-10-15
Variable
0.04942190
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
ASSURANT INC 5.55% 02/15/2036
04621XAQ1
237000.00000000
PA
USD
240793.53000000
0.054602701596
Long
DBT
CORP
US
N
2
2036-02-15
Fixed
0.05550000
N
N
N
N
N
N
MHP 2025-MHIL2
N/A
MHP 2025-MHIL2 A 5.85/VAR 09/15/2030 144A
59317DAA3
141000.00000000
PA
USD
141117.10000000
0.031999925003
Long
ABS-MBS
CORP
US
N
2
2040-09-15
Variable
0.05159650
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.7% 12/01/2055
161175CT9
650000.00000000
PA
USD
633971.77000000
0.143760388320
Long
DBT
CORP
US
N
2
2055-12-01
Fixed
0.06700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/31/2032
91282CNW7
5580000.00000000
PA
USD
5641467.16000000
1.279267544701
Long
DBT
UST
US
N
2
2032-08-31
Fixed
0.03875000
N
N
N
N
N
N
SIXTH STREET CLO XVIII LTD
N/A
SIXTH STREET CLO XVIII LTD 2021-18A A1R TSFR3M+125 10/17/2038 144A
83012HAL8
250000.00000000
PA
USD
250887.25000000
0.056891568665
Long
ABS-CBDO
CORP
KY
N
2
2038-10-17
Variable
0.04917630
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 5.73% 09/05/2030
345397H48
300000.00000000
PA
USD
308508.02000000
0.069957740792
Long
DBT
CORP
US
N
2
2030-09-05
Fixed
0.05730000
N
N
N
N
N
N
PLAINS ALL AM PIPELN/PAA FIN C
N/A
PLAINS ALL AM PIPELN/PAA FIN C 4.7% 01/15/2031
72650RBR2
519000.00000000
PA
USD
527145.18000000
0.119536230734
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.04700000
N
N
N
N
N
N
PLAINS ALL AM PIPELN/PAA FIN C
N/A
PLAINS ALL AM PIPELN/PAA FIN C 5.6% 01/15/2036
72650RBS0
100000.00000000
PA
USD
102517.93000000
0.023247119389
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
0.05600000
N
N
N
N
N
N
TACO BELL FDG LLC
N/A
TACO BELL FDG LLC 4.821% 08/25/2055 144A
87342RAK0
224437.50000000
PA
USD
226981.32000000
0.051470624164
Long
ABS-CBDO
CORP
US
N
2
2055-08-25
Fixed
0.04821000
N
N
N
N
N
N
HPS CORPORATE LENDING FUND
549300ZS7IHUA6FKFV61
HPS CORPORATE LENDING FUND 5.45% 11/15/2030 144A
40440VAS4
830000.00000000
PA
USD
815608.48000000
0.184948600790
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.05450000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 4.95% 10/15/2032 144A
05401ABC4
100000.00000000
PA
USD
100239.39000000
0.022730434245
Long
DBT
CORP
KY
N
2
2032-10-15
Fixed
0.04950000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.85% 02/15/2033
11120VAP8
204000.00000000
PA
USD
205797.89000000
0.046667037842
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
0.04850000
N
N
N
N
N
N
PK ALIFT LOAN FUNDING 7 LP
N/A
PK ALIFT LOAN FUNDING 7 LP 4.75% 03/15/2043 144A
69291NAA0
237707.92000000
PA
USD
239257.49000000
0.054254386864
Long
ABS-CBDO
CORP
US
N
2
2043-03-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 08/01/2055#CC0868
3140Y66E5
119486.37900000
PA
USD
125084.18000000
0.028364276045
Long
ABS-MBS
USGSE
US
N
2
2055-08-01
Fixed
0.06000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 4.15% 01/15/2031
90353TAT7
111000.00000000
PA
USD
110565.31000000
0.025071955333
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.04150000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 4.8% 09/15/2035
90353TAU4
127000.00000000
PA
USD
126419.73000000
0.028667127364
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
0.04800000
N
N
N
N
N
N
CIFC FUNDING 2025-VI LTD
N/A
CIFC FUNDING 2025-VI LTD A1 TSFR3M+125 10/23/2038 144A
171933AA2
105000.00000000
PA
USD
105218.40000000
0.023859482012
Long
ABS-CBDO
CORP
KY
N
2
2038-10-23
Variable
0.05109800
N
N
N
N
N
N
NAVIGATOR AIRCRAFT ABS LTD
N/A
NAVIGATOR AIRCRAFT ABS LTD 1 A 0% 10/15/2050 144A
63943GAA0
244983.43000000
PA
USD
247655.49000000
0.056158729925
Long
ABS-CBDO
CORP
KY
N
2
2050-10-15
Fixed
0.05107000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 02/01/2054#CB8013
3140QT3X5
92937.93800000
PA
USD
98331.16000000
0.022297721151
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
0.06500000
N
N
N
N
N
N
HAVN TR 2025-MOB
N/A
HAVN TR 2025-MOB A TSFR1M+175 10/15/2027 144A
40408XAA9
35000.00000000
PA
USD
34934.38000000
0.007921772344
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Variable
0.05359650
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 09/30/2032
91282CNZ0
1175000.00000000
PA
USD
1187484.38000000
0.269275736983
Long
DBT
UST
US
N
2
2032-09-30
Fixed
0.03875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 09/30/2030
91282CPA3
1460000.00000000
PA
USD
1467471.10000000
0.332765945059
Long
DBT
UST
US
N
2
2030-09-30
Fixed
0.03625000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 4.15% 02/15/2029
24703DBR1
118000.00000000
PA
USD
118422.33000000
0.026853624959
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04150000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.375% 11/15/2030
00774MBR5
331000.00000000
PA
USD
331873.44000000
0.075256118435
Long
DBT
CORP
IE
N
2
2030-11-15
Fixed
0.04375000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 4.5% 02/15/2031
24703DBS9
280000.00000000
PA
USD
281359.52000000
0.063801506260
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.04500000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 4.75% 10/06/2032
24703DBT7
845000.00000000
PA
USD
852904.54000000
0.193405911229
Long
DBT
CORP
US
N
2
2032-10-06
Fixed
0.04750000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 5.1% 02/15/2036
24703DBU4
270000.00000000
PA
USD
270993.27000000
0.061450839881
Long
DBT
CORP
US
N
2
2036-02-15
Fixed
0.05100000
N
N
N
N
N
N
GILDAN ACTIVEWEAR INC
549300SB3IBI34M00Z45
GILDAN ACTIVEWEAR INC 4.7% 10/07/2030 144A
375916AF0
25000.00000000
PA
USD
25160.27000000
0.005705380517
Long
DBT
CORP
CA
N
2
2030-10-07
Fixed
0.04700000
N
N
N
N
N
N
COPT DEFENSE PROPERTIES LP
H0TWO5VRNEP6CQAWPX27
COPT DEFENSE PROPERTIES LP 4.5% 10/15/2030
12713UAA4
124000.00000000
PA
USD
124541.35000000
0.028241183101
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.45% 09/26/2030
68389XDH5
89000.00000000
PA
USD
87287.08000000
0.019793349025
Long
DBT
CORP
US
N
2
2030-09-26
Fixed
0.04450000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.8% 09/26/2032
68389XDK8
339000.00000000
PA
USD
331245.46000000
0.075113716749
Long
DBT
CORP
US
N
2
2032-09-26
Fixed
0.04800000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 5.2% 09/26/2035
68389XDM4
416000.00000000
PA
USD
402002.79000000
0.091158754902
Long
DBT
CORP
US
N
2
2035-09-26
Fixed
0.05200000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 5.875% 09/26/2045
68389XDP7
84000.00000000
PA
USD
76109.48000000
0.017258699704
Long
DBT
CORP
US
N
2
2045-09-26
Fixed
0.05875000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 5.95% 09/26/2055
68389XDR3
105000.00000000
PA
USD
92399.34000000
0.020952612762
Long
DBT
CORP
US
N
2
2055-09-26
Fixed
0.05950000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 6.1% 09/26/2065
68389XDT9
108000.00000000
PA
USD
93584.63000000
0.021221390898
Long
DBT
CORP
US
N
2
2065-09-26
Fixed
0.06100000
N
N
N
N
N
N
OCP CLO 2020-8R LTD
N/A
OCP CLO 2020-8R LTD AR2 TSFR3M+122 10/17/2038 144A
670898AW5
250000.00000000
PA
USD
250303.50000000
0.056759196640
Long
ABS-CBDO
CORP
KY
N
2
2038-10-17
Variable
0.04887630
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST 2025-ESH
N/A
EXTENDED STAY AMERICA TRUST 2025-ESH VAR 10/15/2042 144A
30227TAA8
409000.00000000
PA
USD
409511.25000000
0.092861384540
Long
ABS-MBS
CORP
US
N
2
2042-10-15
Variable
0.04959650
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST 2025-ESH
N/A
EXTENDED STAY AMERICA TRUST 2025-ESH B TSFR1M+160 10/15/2042 144A
30227TAC4
60000.00000000
PA
USD
60112.40000000
0.013631177878
Long
ABS-MBS
CORP
US
N
2
2042-10-15
Variable
0.05259650
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST 2025-ESH
N/A
EXTENDED STAY AMERICA TRUST 2025-ESH C TSFR1M+185 10/15/2042 144A
30227TAE0
30000.00000000
PA
USD
30075.20000000
0.006819897407
Long
ABS-MBS
CORP
US
N
2
2042-10-15
Variable
0.05509650
N
N
N
N
N
N
DB MASTER FIN LLC
549300F17UZJL70BPB08
DB MASTER FIN LLC 4.891% 08/20/2055 144A
233046AU5
139650.00000000
PA
USD
141096.44000000
0.031995240111
Long
ABS-CBDO
CORP
US
N
2
2055-08-20
Fixed
0.04891000
N
N
N
N
N
N
DB MASTER FIN LLC
549300F17UZJL70BPB08
DB MASTER FIN LLC 0% 08/20/2055 144A
233046AW1
114712.50000000
PA
USD
116335.79000000
0.026380478023
Long
ABS-CBDO
CORP
US
N
2
2055-08-20
Fixed
0.05165000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 03/01/2056 #TBA
21H020634
600000.00000000
PA
USD
508217.94000000
0.115244261437
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 03/01/2056 #TBA
21H020634
-325000.00000000
PA
USD
-275284.72000000
-0.06242397551
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 03/01/2056 #TBA
21H050631
900000.00000000
PA
USD
901662.12000000
0.204462253114
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 03/01/2056 #TBA
21H050631
-900000.00000000
PA
USD
-901662.12000000
-0.20446225311
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 03/01/2056 #TBA
21H052637
6600000.00000000
PA
USD
6684980.94000000
1.515896292746
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 03/01/2056 #TBA
21H052637
-5975000.00000000
PA
USD
-6051933.50000000
-1.37234550688
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6% 03/01/2056 #TBA
21H060630
-1375000.00000000
PA
USD
-1402892.43000000
-0.31812198910
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6% 03/01/2056 #TBA
21H060630
1925000.00000000
PA
USD
1964049.40000000
0.445370784292
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.5% 03/01/2056 #TBA
21H062636
-550000.00000000
PA
USD
-569204.96000000
-0.12907376945
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.5% 03/01/2056 #TBA
21H062636
550000.00000000
PA
USD
569204.96000000
0.129073769457
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 5% 03/01/2041 #TBA
01F050437
-2700000.00000000
PA
USD
-2741027.31000000
-0.62155945915
Short
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 5% 03/01/2041 #TBA
01F050437
3900000.00000000
PA
USD
3959261.67000000
0.897808107671
Long
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 03/01/2056 #TBA
01F020638
-5800000.00000000
PA
USD
-4803351.78000000
-1.08921524554
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 03/01/2056 #TBA
01F020638
9250000.00000000
PA
USD
7660517.93000000
1.737110522053
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 03/01/2056 #TBA
01F022634
2475000.00000000
PA
USD
2143292.09000000
0.486016125201
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 03/01/2056 #TBA
01F030637
950000.00000000
PA
USD
859044.91000000
0.194798310729
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 4% 03/01/2056 #TBA
01F040636
25000.00000000
PA
USD
24299.81000000
0.005510261319
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 4.5% 03/01/2056 #TBA
01F042632
100000.00000000
PA
USD
98882.81000000
0.022422814132
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 5% 03/01/2056 #TBA
01F050635
650000.00000000
PA
USD
652945.28000000
0.148062849872
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 5.5% 03/01/2056 #TBA
01F052631
-2600000.00000000
PA
USD
-2641843.88000000
-0.59906847598
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 5.5% 03/01/2056 #TBA
01F052631
7350000.00000000
PA
USD
7468289.43000000
1.693520499415
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 6% 03/01/2056 #TBA
01F060634
325000.00000000
PA
USD
333366.22000000
0.075594623464
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 6% 03/01/2056 #TBA
01F060634
-325000.00000000
PA
USD
-333366.22000000
-0.07559462346
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 6.5% 03/01/2056 #TBA
01F062630
6100000.00000000
PA
USD
6334707.26000000
1.436467708323
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 6.5% 03/01/2056 #TBA
01F062630
-700000.00000000
PA
USD
-726933.62000000
-0.16484055669
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06500000
N
N
N
N
N
N
PALMER SQUARE CLO 2025-5 LTD
N/A
PALMER SQUARE CLO 2025-5 LTD A TSFR3M+121 10/20/2038 144A
696914AA8
250000.00000000
PA
USD
250370.00000000
0.056774276280
Long
ABS-CBDO
CORP
KY
N
2
2038-10-20
Variable
0.05093740
N
N
N
N
N
N
CIFC FUNDING 2021-III LTD
N/A
CIFC FUNDING 2021-III LTD A1R TSFR3M+ 10/15/2038 144A
12564DAJ3
307000.00000000
PA
USD
307034.38000000
0.069623575978
Long
ABS-CBDO
CORP
KY
N
2
2038-10-15
Variable
0.04902190
N
N
N
N
N
N
INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA
N/A
INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA VAR 11/05/2037 144A
44989YAA6
100000.00000000
PA
USD
102070.47000000
0.023145652689
Long
ABS-MBS
CORP
US
N
2
2037-11-05
Variable
0.05041458
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 05/01/2055#QY3801
31426NGK0
147560.09300000
PA
USD
150594.59000000
0.034149054834
Long
ABS-MBS
USGSE
US
N
2
2055-05-01
Fixed
0.05500000
N
N
N
N
N
N
OCP CLO 2025-46 LTD / LLC
213800J27YESIODUZS34
OCP CLO 2025-46 LTD / LLC A TSFR3M+120 10/15/2038 144A
671023AA7
250000.00000000
PA
USD
250427.25000000
0.056787258375
Long
ABS-CBDO
CORP
KY
N
2
2038-10-15
Variable
0.05047260
N
N
N
N
N
N
GGAM MASTER TR INTERNATIONA LTD / LLC
N/A
GGAM MASTER TR INTERNATIONA LTD / LLC 5.923% 09/30/2060 144A
36173XAA0
364331.42000000
PA
USD
372490.95000000
0.084466605851
Long
ABS-CBDO
CORP
US
N
2
2060-09-30
Fixed
0.05923000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 10/20/2055#MB0683
3618N5XM6
545435.20000000
PA
USD
524923.95000000
0.119032541292
Long
ABS-MBS
USGA
US
N
2
2055-10-20
Fixed
0.04000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 2.6% 02/15/2033
11135FCR0
290000.00000000
PA
USD
258153.88000000
0.058539360569
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
0.02600000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 2.45% 02/15/2031
11135FCQ2
745000.00000000
PA
USD
688635.71000000
0.156156065246
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02450000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 3.419% 04/15/2033
11135FCU3
600000.00000000
PA
USD
561989.00000000
0.127437467557
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
0.03419000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 08/01/2052#CB4354
3140QPZU4
121334.27000000
PA
USD
123711.48000000
0.028053000537
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 10/31/2032
91282CPF2
10120000.00000000
PA
USD
10148462.50000000
2.301280559944
Long
DBT
UST
US
N
2
2032-10-31
Fixed
0.03750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 10/31/2030
91282CPD7
9445000.00000000
PA
USD
9491487.16000000
2.152303847629
Long
DBT
UST
US
N
2
2030-10-31
Fixed
0.03625000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 5.15% 03/15/2036
55354GAS9
63000.00000000
PA
USD
62427.76000000
0.014156212380
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
0.05150000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 04/01/2056 #TBA
21H020642
325000.00000000
PA
USD
275322.81000000
0.062432612857
Long
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 04/01/2056 #TBA
21H050649
900000.00000000
PA
USD
901933.56000000
0.204523805255
Long
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 04/01/2056 #TBA
21H052645
5900000.00000000
PA
USD
5969745.08000000
1.353708337635
Long
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6% 04/01/2056 #TBA
21H060648
800000.00000000
PA
USD
815665.84000000
0.184961607830
Long
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.5% 04/01/2056 #TBA
21H062644
275000.00000000
PA
USD
285449.04000000
0.064728851942
Long
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 5% 04/01/2041 #TBA
01F050445
2700000.00000000
PA
USD
2739445.11000000
0.621200677115
Long
ABS-MBS
USGA
US
N
2
2041-04-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 04/01/2056 #TBA
01F020646
5800000.00000000
PA
USD
4803804.76000000
1.089317963973
Long
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.02000000
N
N
N
N
N
N
OCP AEGIS CLO 2025-47 LTD
N/A
OCP AEGIS CLO 2025-47 LTD A1 TSFR3M+111 01/21/2038 144A
67122UAA3
250000.00000000
PA
USD
250288.75000000
0.056755851908
Long
ABS-CBDO
CORP
KY
N
2
2038-01-21
Variable
0.04857430
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 09/01/2035#RC1546
3133L7WF0
676772.76800000
PA
USD
633301.76000000
0.143608455849
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.02000000
N
N
N
N
N
N
RR 27 LTD
N/A
RR 27 LTD A1AR TSFR3M+123 10/15/2040 144A
78110VAS3
378000.00000000
PA
USD
377622.00000000
0.085630130436
Long
ABS-CBDO
CORP
BM
N
2
2040-10-15
Variable
0.04902190
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 11/15/2055
912810UP1
8350000.00000000
PA
USD
8335648.44000000
1.890204127916
Long
DBT
UST
US
N
2
2055-11-15
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 11/15/2035
91282CPJ4
6720000.00000000
PA
USD
6744150.00000000
1.529313557433
Long
DBT
UST
US
N
2
2035-11-15
Fixed
0.04000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC 5% 11/17/2030
577081BG6
309000.00000000
PA
USD
313744.19000000
0.071145102545
Long
DBT
CORP
US
N
2
2030-11-17
Fixed
0.05000000
N
N
N
N
N
N
ELP 2025-ELP
N/A
ELP COML MTG TR 2025-ELP 4.71318% 11/13/2042 144A
290154AA1
120000.00000000
PA
USD
120945.77000000
0.027425843994
Long
ABS-MBS
CORP
US
N
2
2042-11-13
Fixed
0.04757312
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 4.35% 01/15/2029
87612GAR2
119000.00000000
PA
USD
119968.90000000
0.027204327489
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04350000
N
N
N
N
N
N
AUTONATION INC DEL
N/A
AUTONATION INC DEL 4.45% 01/15/2029
05329WAU6
550000.00000000
PA
USD
554122.10000000
0.125653557528
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04450000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 5% 12/15/2029
136385BD2
125000.00000000
PA
USD
129005.72000000
0.029253530331
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
0.05000000
N
N
N
N
N
N
COLUMBIA PIPELINES HOLDING CO LLC
N/A
COLUMBIA PIPELINES HOLDING CO LLC 4.999% 11/17/2032 144A
19828AAF4
519000.00000000
PA
USD
529462.29000000
0.120061662069
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
0.04999000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO 44 LTD / LLC
N/A
BENEFIT STREET PARTNERS CLO 44 LTD / LLC A1 TSFR3M+122 01/15/2039 144A
08187NAA5
250000.00000000
PA
USD
250489.00000000
0.056801260898
Long
ABS-CBDO
CORP
KY
N
2
2039-01-15
Variable
0.04943960
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO 2023-4 LTD
N/A
BAIN CAPITAL CREDIT CLO 2023-4 LTD A1R TSFR3M+123 01/21/2039 144A
05685EAN0
250000.00000000
PA
USD
251001.75000000
0.056917532856
Long
ABS-CBDO
CORP
KY
N
2
2039-01-21
Variable
0.04959710
N
N
N
N
N
N
MORGAN STANLEY PRIVATE BANK NA
549300GS0W0TEUQS8571
MORGAN STANLEY PRIVATE BANK NA 4.465%/VAR 11/19/2031
61776NZW6
330000.00000000
PA
USD
332031.10000000
0.075291869652
Long
DBT
CORP
US
N
2
2031-11-19
Variable
0.04465000
N
N
N
N
N
N
MORGAN STANLEY PRIVATE BANK NA
549300GS0W0TEUQS8571
MORGAN STANLEY PRIVATE BANK NA 4.204%/VAR 11/17/2028
61776NZU0
280000.00000000
PA
USD
281041.74000000
0.063729445991
Long
DBT
CORP
US
N
2
2028-11-17
Variable
0.04204000
N
N
N
N
N
N
CARLYLE US CLO 2025-6 LTD
N/A
CARLYLE US CLO 2025-6 LTD A1 TSFR3M+122 01/20/2039 144A
14320LAA5
250000.00000000
PA
USD
250526.50000000
0.056809764454
Long
ABS-CBDO
CORP
KY
N
2
2039-01-20
Variable
0.04878910
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC 4.65% 03/20/2031
15135UBA6
56000.00000000
PA
USD
56710.60000000
0.012859780614
Long
DBT
CORP
CA
N
2
2031-03-20
Fixed
0.04650000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC 5.4% 03/20/2036
15135UBB4
193000.00000000
PA
USD
196592.46000000
0.044579600745
Long
DBT
CORP
CA
N
2
2036-03-20
Fixed
0.05400000
N
N
N
N
N
N
VSP OPTICAL GROUP INC
549300PHX8USLM2BT742
VSP OPTICAL GROUP INC 5.45% 12/01/2035 144A
91836LAA0
188000.00000000
PA
USD
191242.42000000
0.043366417660
Long
DBT
CORP
US
N
2
2035-12-01
Fixed
0.05450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 11/30/2030
91282CPN5
2680000.00000000
PA
USD
2678534.36000000
0.607388464194
Long
DBT
UST
US
N
2
2030-11-30
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 11/30/2032
91282CPM7
8300000.00000000
PA
USD
8322371.07000000
1.887193331604
Long
DBT
UST
US
N
2
2032-11-30
Fixed
0.03750000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 4.8% 03/01/2031
958667AH0
460000.00000000
PA
USD
463896.80000000
0.105193933333
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04800000
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER LLC 18-1A
N/A
PLANET FITNESS MASTER ISSUER LLC 25-1A A2I 5.5% 12/06/2055 144A
72703PAH6
130000.00000000
PA
USD
132078.09000000
0.029950225555
Long
ABS-CBDO
CORP
US
N
2
2055-12-06
Fixed
0.05274000
N
N
N
N
N
N
FLATIRON CLO 31 LTD
N/A
FLATIRON CLO 31 LTD A1 TSFR3M+120 01/18/2039 144A
33883WAC6
250000.00000000
PA
USD
250487.25000000
0.056800864065
Long
ABS-CBDO
CORP
KY
N
2
2039-01-18
Variable
0.04896850
N
N
N
N
N
N
SAMMONS FINANCIAL GROUP GLOBAL FUNDING
635400IPRNPM6HDHRS48
SAMMONS FINANCIAL GROUP GLOBAL FUNDING 4.8% 12/12/2030 144A
79587J2E2
400000.00000000
PA
USD
404445.80000000
0.091712735509
Long
DBT
CORP
US
N
2
2030-12-12
Fixed
0.04800000
N
N
N
N
N
N
WILLIS ENGINE SECURITIZATION TRUST 2025-B
N/A
WILLIS ENGINE SECURITIZATION TRUST 2025-B A 0% 12/15/2050 144A
970910AA3
342504.86000000
PA
USD
346264.40000000
0.078519434083
Long
ABS-CBDO
CORP
US
N
2
2050-12-15
Fixed
0.05159000
N
N
N
N
N
N
ARES LXX CLO LTD / ARES LXX CLO LLC
N/A
ARES LXX CLO LTD / ARES LXX CLO LLC A1R TSFR3M+125 01/25/2039 144A
039951AS7
250000.00000000
PA
USD
250138.25000000
0.056721724302
Long
ABS-CBDO
CORP
JE
N
2
2039-01-25
Variable
0.04918020
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 12/31/2032
91282CPQ8
12600000.00000000
PA
USD
12724031.25000000
2.885320388162
Long
DBT
UST
US
N
2
2032-12-31
Fixed
0.03875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 12/31/2030
91282CPR6
11140000.00000000
PA
USD
11191348.49000000
2.537766949387
Long
DBT
UST
US
N
2
2030-12-31
Fixed
0.03625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 05/01/2055#SL3009
31427QKX9
288518.67200000
PA
USD
305261.53000000
0.069221561856
Long
ABS-MBS
USGSE
US
N
2
2055-05-01
Fixed
0.06500000
N
N
N
N
N
N
AMRIZE FINANCE US LLC
529900FB2F1WKLFNGY62
AMRIZE FINANCE US LLC 4.6% 04/07/2027
43475RAP1
178000.00000000
PA
USD
179301.10000000
0.040658586047
Long
DBT
CORP
US
N
2
2027-04-07
Fixed
0.04600000
N
N
N
N
N
N
AMRIZE FINANCE US LLC
529900FB2F1WKLFNGY62
AMRIZE FINANCE US LLC 4.7% 04/07/2028
43475RAQ9
128000.00000000
PA
USD
129981.58000000
0.029474817806
Long
DBT
CORP
US
N
2
2028-04-07
Fixed
0.04700000
N
N
N
N
N
N
SIXTH STREET LENDING PAR
549300S9P1HMDERGCR64
SIXTH STREET LENDING PAR 6.125% 07/15/2030
829932AF9
108000.00000000
PA
USD
109346.00000000
0.024795462771
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.06125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2050#FM5215
3140X8YM3
22966.73300000
PA
USD
19319.72000000
0.004380968650
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2051#FM9500
3140XDRW8
50518.97500000
PA
USD
42449.43000000
0.009625896340
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 02/01/2051#FM5984
3140X9UJ2
16605.01800000
PA
USD
13978.59000000
0.003169806009
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 01/01/2051#QB7563
3133AEML5
17293.55600000
PA
USD
14542.01000000
0.003297567973
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 01/01/2051#BQ8400
3140KUKN1
16462.04500000
PA
USD
13842.80000000
0.003139014065
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 08/01/2051#FM8176
3140XCCN6
17626.86200000
PA
USD
14877.37000000
0.003373614709
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 01/01/2051#BQ9683
3140KVXM7
61890.16700000
PA
USD
51791.52000000
0.011744322664
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2051#BT0491
3140LNRM1
80484.46600000
PA
USD
67226.02000000
0.015244273006
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 07/01/2051#QC4827
3133APLG2
50166.49900000
PA
USD
41902.42000000
0.009501855533
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 04/01/2051#BR7792
3140L6US1
32784.72800000
PA
USD
27414.74000000
0.006216607512
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 07/01/2051#QC4665
3133APFE4
18422.09300000
PA
USD
15387.37000000
0.003489263073
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2050#BQ5162
3140KQWY3
29060.16100000
PA
USD
24318.40000000
0.005514476815
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
0.02000000
N
N
N
N
N
N
HPS CORPORATE LENDING FUND
549300ZS7IHUA6FKFV61
HPS CORPORATE LENDING FUND 5.15% 04/02/2029 144A
40440VAU9
324000.00000000
PA
USD
321453.43000000
0.072893261357
Long
DBT
CORP
US
N
2
2029-04-02
Fixed
0.05150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 01/01/2056#CC1868
3140Y8CE4
98617.70800000
PA
USD
103330.29000000
0.023431331359
Long
ABS-MBS
USGSE
US
N
2
2056-01-01
Fixed
0.06000000
N
N
N
N
N
N
ARES COMMERCIAL MORTGAGE TRUST
N/A
ARES COMMERCIAL MORTGAGE TRUST 2026-GCP A TSFR1M+135 02/15/2043 144A
04021QAA7
117000.00000000
PA
USD
117036.47000000
0.026539365269
Long
ABS-MBS
CORP
US
N
2
2043-02-15
Variable
0.04950000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.493%/VAR 01/16/2032
61748UAS1
269000.00000000
PA
USD
270559.84000000
0.061352554644
Long
DBT
CORP
US
N
2
2032-01-16
Variable
0.04493000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2026-ESH2
N/A
EXTENDED STAY AMER TR 2026-ESH2 A TSFR1M+130 02/15/2043 144A
30227WAA1
409000.00000000
PA
USD
409127.81000000
0.092774435111
Long
ABS-MBS
CORP
US
N
2
2043-02-15
Variable
0.04870000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2026-ESH2
N/A
EXTENDED STAY AMERICA TRUST 2026-ESH B TSFR1M+155 02/15/2043 144A
30227WAC7
42000.00000000
PA
USD
42078.75000000
0.009541840388
Long
ABS-MBS
CORP
US
N
2
2043-02-15
Variable
0.05059650
N
N
N
N
N
N
EXTENDED STAY AMER TR 2026-ESH2
N/A
EXTENDED STAY AMER TR 2026-ESH2 C TSFR1M+180 02/15/2043 144A
30227WAE3
28000.00000000
PA
USD
28070.00000000
0.006365195251
Long
ABS-MBS
CORP
US
N
2
2043-02-15
Variable
0.05259650
N
N
N
N
N
N
ARES STRATEGIC INCOME FUND
549300IANZJVZPTICV54
ARES STRATEGIC INCOME FUND 5.55% 04/15/2031 144A
04020EAU1
400000.00000000
PA
USD
392793.40000000
0.089070419829
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.05550000
N
N
N
N
N
N
PHANTOM AVIATION
N/A
PHANTOM AVIATION 5.24% 01/15/2051 144A
71711GAA3
250000.00000000
PA
USD
254412.40000000
0.057690936960
Long
ABS-CBDO
CORP
US
N
2
2051-01-15
Fixed
0.05240000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 01/31/2031
91282CPW5
2090000.00000000
PA
USD
2111226.56000000
0.478744897580
Long
DBT
UST
US
N
2
2031-01-31
Fixed
0.03750000
N
N
N
N
N
N
PALMER SQUARE CLO 2026-1 LTD
254900Y6UZ4R7YTZ7E82
PALMER SQUARE CLO 2026-1 LTD A TSFR3M+119 04/20/2039 144A
69704JAA0
250000.00000000
PA
USD
250113.50000000
0.056716111955
Long
ABS-CBDO
CORP
KY
N
2
2039-04-20
Variable
0.00000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 01/31/2033
91282CPY1
1940000.00000000
PA
USD
1973343.75000000
0.447478385022
Long
DBT
UST
US
N
2
2033-01-31
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 12/01/2053#FS6526
3140XNHC1
297660.24000000
PA
USD
315049.85000000
0.071441175963
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
0.06500000
N
N
N
N
N
N
BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC
N/A
BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC AR TSFR3M+119 01/25/2039 144A
08179DAL3
250000.00000000
PA
USD
250442.75000000
0.056790773179
Long
ABS-CBDO
CORP
JE
N
2
2039-01-25
Variable
0.04854190
N
N
N
N
N
N
CIFC FUNDING 2026-I LTD
N/A
CIFC FUNDING 2026-I LTD A1 TSFR3M+117 04/25/2039 144A
12576MAA8
684000.00000000
PA
USD
684125.86000000
0.155133404904
Long
ABS-CBDO
CORP
KY
N
2
2039-04-25
Variable
0.00000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 02/15/2056
912810UR7
300000.00000000
PA
USD
305718.75000000
0.069325241748
Long
DBT
UST
US
N
2
2056-02-15
Fixed
0.04750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 02/15/2036
91282CPZ8
200000.00000000
PA
USD
202656.25000000
0.045954634849
Long
DBT
UST
US
N
2
2036-02-15
Fixed
0.04125000
N
N
N
N
N
N
RR 44A LTD
N/A
RR 44 LTD A1A TSFR3M+ 04/15/2041 144A
78109WAA3
292000.00000000
PA
USD
292014.31000000
0.066217602403
Long
ABS-CBDO
CORP
KY
N
2
2041-04-15
Variable
0.00000000
N
N
N
N
N
N
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND
N/A
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+155 03/15/2043 144A
69292BAC1
484000.00000000
PA
USD
484302.98000000
0.109821269280
Long
ABS-MBS
CORP
US
N
2
2043-03-15
Variable
0.05200000
N
N
N
N
N
N
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND
N/A
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND A TSFR1M+125 03/15/2043 144A
69292BAA5
425000.00000000
PA
USD
425000.00000000
0.096373636693
Long
ABS-MBS
CORP
US
N
2
2043-03-15
Variable
0.04900000
N
N
N
N
N
N
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND
N/A
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+185 03/15/2043 144A
69292BAE7
466000.00000000
PA
USD
466291.25000000
0.105736902402
Long
ABS-MBS
CORP
US
N
2
2043-03-15
Variable
0.05500000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2026-XL6
N/A
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A
12433NAA9
424000.00000000
PA
USD
424266.70000000
0.096207352487
Long
ABS-MBS
CORP
US
N
2
2043-03-15
Variable
0.05000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2026-XL6
N/A
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+180 03/15/2043 144A
12433NAE1
947000.00000000
PA
USD
947594.05000000
0.214877846371
Long
ABS-MBS
CORP
US
N
2
2043-03-15
Variable
0.05470000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2026-XL6
N/A
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 B VAR 03/15/2043 144A
12433NAC5
196000.00000000
PA
USD
196246.02000000
0.044501041492
Long
ABS-MBS
CORP
US
N
2
2043-03-15
Variable
0.05270000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 4.219%/VAR 05/24/2030
06738EDG7
333000.00000000
PA
USD
333072.81000000
0.075528089373
Long
DBT
CORP
GB
N
2
2030-05-24
Variable
0.04219000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 4.2% 04/15/2029 144A
05401ABE0
412000.00000000
PA
USD
410901.81000000
0.093176710008
Long
DBT
CORP
KY
N
2
2029-04-15
Fixed
0.04200000
N
N
N
N
N
N
BARINGS ISSUER LLC 2026-SBP
N/A
BARINGS ISSUER LLC 2026-SBP 4.82% 02/25/2059
06764UAA4
315000.00000000
PA
USD
315431.80000000
0.071527787517
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Fixed
0.04820000
N
N
N
N
N
N
RR 25 LTD
N/A
RR LTD 2023-25A A1A2 TSFR3M+118 04/15/2041 144A
75000KAY3
250000.00000000
PA
USD
249998.75000000
0.056690091073
Long
ABS-CBDO
CORP
BM
N
2
2041-04-15
Variable
0.00000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC 4.45% 03/15/2031
92345YAP1
56000.00000000
PA
USD
56272.76000000
0.012760495360
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.04450000
N
N
N
N
N
N
Phillips Edison Grocery Center Operating Partnership I LP
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP 4.75% 03/15/2033
71845JAE8
117000.00000000
PA
USD
117205.77000000
0.026577755991
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.04750000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 4.35% 04/15/2031
87612GAT8
126000.00000000
PA
USD
126010.12000000
0.028574243587
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.04350000
N
N
N
N
N
N
2026-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer