0000035402-26-002597.txt : 20260424
0000035402-26-002597.hdr.sgml : 20260424
20260424170001
ACCESSION NUMBER: 0000035402-26-002597
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 SALEM STREET TRUST
CENTRAL INDEX KEY: 0000035315
ORGANIZATION NAME:
EIN: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02105
FILM NUMBER: 26895412
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FIXED INCOME TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FLEXIBLE BOND FUND
DATE OF NAME CHANGE: 19860904
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY CORPORATE BOND FUND INC
DATE OF NAME CHANGE: 19851225
0000035315
S000090603
Fidelity SAI Enhanced Core Bond Fund
C000257875
Fidelity SAI Enhanced Core Bond Fund
FECBX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000035315
XXXXXXXX
S000090603
C000257875
Fidelity Salem Street Trust
811-02105
0000035315
S4W85DGKOEJ24DPRB829
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity SAI Enhanced Core Bond Fund
S000090603
2549002BBZXSDISY9L21
2026-08-31
2026-02-28
N
2921447952.69
327777822.22
2593670130.47
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
291230730.08000000
0.00000000
0.00000000
3118446.92000000
USD
N
Bloomberg US Aggregate Bond Index
19808143
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.65% 06/15/2042
031162BH2
2500000.00000000
PA
USD
2582488.25000000
0.099568878079
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
0.05650000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 8.2% 01/15/2039
03523TBF4
5000000.00000000
PA
USD
6518930.90000000
0.251340015193
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
0.08200000
N
N
N
N
N
N
ARCELORMITTAL SA LUXEMBOURG
2EULGUTUI56JI9SAL165
ARCELORMITTAL SA LUXEMBOURG VAR 10/15/2039
03938LAP9
5000000.00000000
PA
USD
5775660.95000000
0.222682941911
Long
DBT
CORP
LU
N
2
2039-10-15
Variable
0.07000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 6.875% 03/15/2039
097023AX3
2500000.00000000
PA
USD
2856676.43000000
0.110140314161
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.06875000
N
N
N
N
N
N
CALIFORNIA ST
9845007J7054602FF597
CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA
13063A5G5
1400000.00000000
PA
USD
1729682.50000000
0.066688607763
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
0.07550000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC 6.3% 04/01/2038
144141CY2
500000.00000000
PA
USD
556188.94000000
0.021444089341
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
0.06300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 8.125% 07/15/2039
172967EW7
3250000.00000000
PA
USD
4177121.42000000
0.161050604351
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
0.08125000
N
N
N
N
N
N
CITIBANK CR CARD ISSUANCE TR
R8AG6FXVDQAMDKCSJJ64
CITIBANK CR CARD ISSUANCE TR 2007-A3 A3 6.15% 06/15/2039
17305EDT9
5000000.00000000
PA
USD
5691926.00000000
0.219454507075
Long
ABS-CBDO
CORP
US
N
2
2039-06-15
Fixed
0.06150000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 8.5% 01/18/2031
233835AQ0
796000.00000000
PA
USD
945870.24000000
0.036468409335
Long
DBT
CORP
US
N
2
2031-01-18
Fixed
0.08500000
N
N
N
N
N
N
DEUTSCHE TELEKOM INTL FIN BV
529900ERDFHS6C1M4U58
DEUTSCHE TELEKOM INTL FIN BV VAR 06/15/2030
25156PAC7
1400000.00000000
PA
USD
1642768.19000000
0.063337591419
Long
DBT
CORP
NL
N
2
2030-06-15
Variable
0.08750000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 5.625% 07/15/2037
31398AFD9
1250000.00000000
PA
USD
1402526.04000000
0.054074958242
Long
DBT
USGSE
US
N
2
2037-07-15
Fixed
0.05625000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
99019953.22500000
NS
USD
99039757.22000000
3.818517862256
Long
STIV
RF
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 5.45% 03/15/2043
35671DBC8
5000000.00000000
PA
USD
4946924.70000000
0.190730680894
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.05450000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 4.8% 04/01/2044
375558AX1
10000000.00000000
PA
USD
9356009.30000000
0.360724719388
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
0.04800000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL INC
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE CAPITAL INC 6.375% 05/15/2038
377372AE7
5900000.00000000
PA
USD
6727525.45000000
0.259382462363
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
0.06375000
N
N
N
N
N
N
GRUPO TELEVISA SAB DE CV
549300O4AF0C816ILN62
GRUPO TELEVISA SAB DE CV 6.125% 01/31/2046
40049JBC0
750000.00000000
PA
USD
580950.00000000
0.022398762015
Long
DBT
CORP
MX
N
2
2046-01-31
Fixed
0.06125000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 7.625% 03/29/2041
445545AF3
1850000.00000000
PA
USD
2199761.00000000
0.084812674293
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
0.07625000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 7.75% 05/14/2038
59023VAA8
650000.00000000
PA
USD
797265.69000000
0.030738900858
Long
DBT
CORP
US
N
2
2038-05-14
Fixed
0.07750000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 6.125% 04/01/2036
59562VAM9
1000000.00000000
PA
USD
1096998.79000000
0.042295231653
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
0.06125000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 6.125% 07/08/2039
68389XAH8
1253000.00000000
PA
USD
1244008.47000000
0.047963249273
Long
DBT
CORP
US
N
2
2039-07-08
Fixed
0.06125000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 6.25% 10/15/2037
695114CG1
750000.00000000
PA
USD
798163.76000000
0.030773526310
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
0.06250000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 6% 01/15/2039
695114CL0
2500000.00000000
PA
USD
2562781.60000000
0.098809080225
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
0.06000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 4.1% 02/01/2042
695114CN6
1000000.00000000
PA
USD
813194.29000000
0.031353034468
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
0.04100000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC 6.8% 05/15/2038
71644EAJ1
2500000.00000000
PA
USD
2830230.73000000
0.109120689510
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
0.06800000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 6.375% 05/16/2038
718172AC3
2900000.00000000
PA
USD
3261173.28000000
0.125735853672
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
0.06375000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 5.95% 02/01/2038
842400FH1
1250000.00000000
PA
USD
1304134.58000000
0.050281435741
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
0.05950000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 3.9% 03/15/2043
842400FW8
2500000.00000000
PA
USD
1972248.80000000
0.076040849483
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.03900000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 6.15% 01/15/2038
880591CP5
500000.00000000
PA
USD
590946.35000000
0.022784175329
Long
DBT
USGSE
US
N
2
2038-01-15
Fixed
0.06150000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 4.625% 09/15/2060
880591EJ7
150000.00000000
PA
USD
139293.15000000
0.005370503687
Long
DBT
USGSE
US
N
2
2060-09-15
Fixed
0.04625000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 7.625% 01/15/2039
8935268Z9
750000.00000000
PA
USD
909195.98000000
0.035054418421
Long
DBT
CORP
CA
N
2
2039-01-15
Fixed
0.07625000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 6.2% 10/15/2037
89352HAD1
500000.00000000
PA
USD
544132.92000000
0.020979264618
Long
DBT
CORP
CA
N
2
2037-10-15
Fixed
0.06200000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 7.25% 08/15/2038
89352HAE9
500000.00000000
PA
USD
585814.39000000
0.022586310538
Long
DBT
CORP
CA
N
2
2038-08-15
Fixed
0.07250000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 4.625% 03/01/2034
89352HAM1
4250000.00000000
PA
USD
4225848.14000000
0.162929282731
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
0.04625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.375% 05/15/2040
912810QH4
13500000.00000000
PA
USD
13606523.37000000
0.524605007018
Long
DBT
UST
US
N
2
2040-05-15
Fixed
0.04375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2043
912810RB6
21000000.00000000
PA
USD
16840195.26000000
0.649280533486
Long
DBT
UST
US
N
2
2043-05-15
Fixed
0.02875000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 6.625% 06/15/2037
91913YAL4
7500000.00000000
PA
USD
8434856.18000000
0.325209288602
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
0.06625000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL 7.875% 07/30/2030
925524AH3
1000000.00000000
PA
USD
1053487.55000000
0.040617638211
Long
DBT
CORP
US
N
2
2030-07-30
Fixed
0.07875000
N
N
N
N
N
N
VODAFONE GRP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 6.15% 02/27/2037
92857WAQ3
1000000.00000000
PA
USD
1102591.00000000
0.042510841569
Long
DBT
CORP
GB
N
2
2037-02-27
Fixed
0.06150000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 2.832% 08/10/2049
17291CBR5
214594.00000000
PA
USD
213200.38000000
0.008220026806
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
0.02832000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 3.625%/VAR 09/15/2031
891160MJ9
3450000.00000000
PA
USD
3437115.87000000
0.132519391329
Long
DBT
CORP
CA
N
2
2031-09-15
Variable
0.03625000
N
N
N
N
N
N
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C30
N/A
MSBAM 2016-C30 A5 2.86% 09/15/49
61766NBB0
900000.00000000
PA
USD
889918.02000000
0.034311148883
Long
ABS-MBS
CORP
US
N
2
2049-09-15
Fixed
0.02860000
N
N
N
N
N
N
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C31
N/A
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C31 A5 3.102% 10/15/2026
61766RAZ9
450000.00000000
PA
USD
445420.76000000
0.017173377399
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
0.03102000
N
N
N
N
N
N
JPMDB COML MTG SECS TR 2016-C4
N/A
JPMDB COML MTG SECS TR 2016-C4 A3 3.1413% 12/15/2049
46646RAJ2
300000.00000000
PA
USD
296011.23000000
0.011412832592
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
0.03141300
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2016-BNK2
N/A
MORGAN STANLEY CAP I TR 2016-BNK2 3.049% 11/15/2049
61690YBU5
500000.00000000
PA
USD
491861.95000000
0.018963936247
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
0.03049000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 4.322%/VAR 11/23/2031
961214DF7
800000.00000000
PA
USD
800449.51000000
0.030861654325
Long
DBT
CORP
AU
N
2
2031-11-23
Variable
0.04322000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 4.346% 12/08/2026
345370CR9
1250000.00000000
PA
USD
1249684.60000000
0.048182094759
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
0.04346000
N
N
N
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
JOHNSON CTLS INTL PLC STEP 07/02/2044
478375AL2
100000.00000000
PA
USD
90355.93000000
0.003483709394
Long
DBT
CORP
IE
N
2
2044-07-02
Variable
0.04625000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.563% 06/15/2048
031162CD0
4000000.00000000
PA
USD
3498361.20000000
0.134880729777
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.04563000
N
N
N
N
N
N
UTAH ACQUISITION SUB INC
254900JOFV74IJ7H9933
UTAH ACQUISITION SUB INC 3.95% 06/15/2026
62854AAN4
1250000.00000000
PA
USD
1248584.30000000
0.048139672247
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03950000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
MANULIFE FINANCIAL CORP 4.061%/VAR 02/24/2032
56501RAE6
7000000.00000000
PA
USD
6980503.39000000
0.269136129070
Long
DBT
CORP
CA
N
2
2032-02-24
Variable
0.04061000
N
N
N
N
N
N
JPMDB COML MTG SECS TR 2017-C5
N/A
JPMDB 2017-C5 A5 3.6939% 03/50
46590TAE5
350000.00000000
PA
USD
345543.52000000
0.013322570050
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
0.03693900
N
N
N
N
N
N
GS MTG SECS TR 2017-GS5
N/A
GS MTG SECS TR 2017-GS5 3.674% 03/10/2050
36252HAD3
400000.00000000
PA
USD
396237.64000000
0.015277102332
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Fixed
0.03674000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.54%/VAR 05/01/2028
46647PAF3
1250000.00000000
PA
USD
1243100.73000000
0.047928250990
Long
DBT
CORP
US
N
2
2028-05-01
Variable
0.03540000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 3.2% 05/11/2027
037833CR9
250000.00000000
PA
USD
249066.53000000
0.009602860713
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
0.03200000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028
95000U2A0
2000000.00000000
PA
USD
1989426.50000000
0.076703142648
Long
DBT
CORP
US
N
2
2028-05-22
Variable
0.03584000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-H1
N/A
MORGAN STANLEY CAPITAL I TRUST 2017-H1 3.53% 06/15/2050
61691JAV6
450000.00000000
PA
USD
445915.49000000
0.017192451914
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
0.03530000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.668%/VAR 07/24/2028
172967LP4
2650000.00000000
PA
USD
2637446.98000000
0.101687834124
Long
DBT
CORP
US
N
2
2028-07-24
Variable
0.03668000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 5.25%/VAR 08/16/2077
29379VBN2
1525000.00000000
PA
USD
1526220.00000000
0.058844028855
Long
DBT
CORP
US
N
2
2077-08-16
Variable
0.05250000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2017-C39
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 3.418% 09/15/2050
95000XAF4
500000.00000000
PA
USD
493754.05000000
0.019036886927
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
0.03418000
N
N
N
N
N
N
GS MTG SECS TR 2017-GS7
N/A
GS MTG SECS TR 2017-GS7 A4 3.43% 08/10/2050
36254CAV2
670000.00000000
PA
USD
663120.98000000
0.025566897355
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
0.03430000
N
N
N
N
N
N
CD 2017-CD5 MTG TR
N/A
CD 2017-CD5 MTG TR A4 3.431% 08/15/2050
12515HAZ8
400000.00000000
PA
USD
395024.40000000
0.015230325374
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
0.03431000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 4.5%/VAR 09/15/2047
744320AW2
2000000.00000000
PA
USD
1970333.20000000
0.075966992751
Long
DBT
CORP
US
N
2
2047-09-15
Variable
0.04500000
N
N
N
N
N
N
UBS COML MTG TR 2017-C3
N/A
UBS COML MTG TR 2017-C3 3.426% 08/15/2050
90276GAS1
150000.00000000
PA
USD
147815.63000000
0.005699091347
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
0.03426000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.52%/VAR 10/27/2028
172967LS8
1250000.00000000
PA
USD
1240474.01000000
0.047826976739
Long
DBT
CORP
US
N
2
2028-10-27
Variable
0.03520000
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC 3.823%/VAR 11/03/2028
80281LAG0
1000000.00000000
PA
USD
995799.48000000
0.038393451360
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
0.03823000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 3.815% 11/02/2027
345397YT4
4700000.00000000
PA
USD
4661703.04000000
0.179733844533
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
0.03815000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 3.574%/VAR 11/07/2028
539439AQ2
5000000.00000000
PA
USD
4966849.30000000
0.191498881899
Long
DBT
CORP
GB
N
2
2028-11-07
Variable
0.03574000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 4.8%/VAR 12/01/2077
65339KAV2
1200000.00000000
PA
USD
1190134.44000000
0.045886114275
Long
DBT
CORP
US
N
2
2077-12-01
Variable
0.04800000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 3.2% 11/02/2027
031162CQ1
500000.00000000
PA
USD
495544.41000000
0.019105914980
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
0.03200000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 4.875%/VAR 12/01/2032
251526BN8
1500000.00000000
PA
USD
1505273.94000000
0.058036445048
Long
DBT
CORP
US
N
2
2032-12-01
Variable
0.04875000
N
N
N
N
N
N
GS MTG SECS TR 2017-GS8
N/A
GS MTG SECS CORP TR 2017-GS8 A4 3.469% 11/10/2050
36254KAL6
800000.00000000
PA
USD
791270.08000000
0.030507737692
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Fixed
0.03469000
N
N
N
N
N
N
CSAIL 2017-CX10 COML MTG TR
N/A
CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.4578% 11/15/2027
12595JAJ3
450000.00000000
PA
USD
439950.65000000
0.016962475097
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
0.03457800
N
N
N
N
N
N
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
N/A
BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047
05723KAF7
1000000.00000000
PA
USD
812643.46000000
0.031331796995
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
0.04080000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 5.375%/VAR 02/15/2078
29379VBR3
1500000.00000000
PA
USD
1504207.50000000
0.057995328022
Long
DBT
CORP
US
N
2
2078-02-15
Variable
0.05375000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.5% 04/15/2038
55336VAM2
1050000.00000000
PA
USD
974254.19000000
0.037562763998
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
0.04500000
N
N
N
N
N
N
UBS COML MTG TR 2018-C9
N/A
UBS COML MTG TR 2018-C9 A4 4.117% 03/15/2051
90291JAW7
100000.00000000
PA
USD
99316.75000000
0.003829197430
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Fixed
0.04117000
N
N
N
N
N
N
PSNH FUNDING LLC 3
N/A
PSNH FUNDING LLC 3 2018-1 A3 3.81% 02/01/2035
69363PAC4
500000.00000000
PA
USD
495152.10000000
0.019090789309
Long
ABS-CBDO
CORP
US
N
2
2035-02-01
Fixed
0.03814000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 05/15/2028
9128284N7
55000000.00000000
PA
USD
54404882.95000000
2.097602247520
Long
DBT
UST
US
N
2
2028-05-15
Fixed
0.02875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 05/15/2048
912810SC3
50000000.00000000
PA
USD
39386719.00000000
1.518570867485
Long
DBT
UST
US
N
2
2048-05-15
Fixed
0.03125000
N
N
N
N
N
N
COMM 2018-COR3 MORTGAGE TRUST
N/A
COMM 2018-COR3 MORTGAGE TRUST 4.228% 05/10/2051
12595VAD9
200000.00000000
PA
USD
197801.44000000
0.007626314452
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Fixed
0.04228000
N
N
N
N
N
N
UBS COML MTG TR 2018-C10
N/A
UBS COML MTG TR 2018-C10 A4 4.3134% 05/15/2051
90276FAW4
350000.00000000
PA
USD
352035.67000000
0.013572877516
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Fixed
0.04313400
N
N
N
N
N
N
ENEL CHILE SA
549300YM5CWCAUVOPB53
ENEL CHILE SA 4.875% 06/12/2028
29278DAA3
200000.00000000
PA
USD
203100.00000000
0.007830602574
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
0.04875000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.583%/VAR 06/19/2029
404280BT5
1000000.00000000
PA
USD
1010303.60000000
0.038952663568
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
0.04583000
N
N
N
N
N
N
BANK 2018-BNK12
N/A
BANK 2018-BNK12 VAR 05/15/2061
06541KBD9
665000.00000000
PA
USD
658210.62000000
0.025377576441
Long
ABS-MBS
CORP
US
N
2
2061-05-15
Variable
0.04340334
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.85% 05/25/2028
3137FG6Y6
465000.00000000
PA
USD
466184.12000000
0.017973917134
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Fixed
0.03850000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 4.55% 08/16/2028
539439AT6
1250000.00000000
PA
USD
1267418.20000000
0.048865820873
Long
DBT
CORP
GB
N
2
2028-08-16
Fixed
0.04550000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX CORP 4.625% 11/16/2048
913017CX5
4000000.00000000
PA
USD
3563016.44000000
0.137373538683
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
0.04625000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.459% 11/25/2032
3137FDET5
250000.00000000
PA
USD
242453.65000000
0.009347898452
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Fixed
0.03459000
N
N
N
N
N
N
GS MTG SECS TR 2018-GS10
N/A
GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051
36250SAE9
100000.00000000
PA
USD
100024.70000000
0.003856492729
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Fixed
0.04155000
N
N
N
N
N
N
FORD CR FLOORPLAN MAST OWN TR
N/A
FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030
34528PAK2
2025000.00000000
PA
USD
2041632.34000000
0.078715959906
Long
ABS-CBDO
CORP
US
N
2
2030-11-15
Fixed
0.04060000
N
N
N
N
N
N
BROOKFIELD FIN INC
549300XH8D8K6OYWGD17
BROOKFIELD FIN INC 4.85% 03/29/2029
11271LAD4
200000.00000000
PA
USD
203679.96000000
0.007852963166
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
0.04850000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 5.8% 02/14/2039
02209SBE2
5000000.00000000
PA
USD
5213670.05000000
0.201015155657
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
0.05800000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC 4.35% 03/01/2029
902494BK8
566000.00000000
PA
USD
571356.75000000
0.022028890385
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04350000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCO INC 4% 03/15/2028
96145DAH8
1000000.00000000
PA
USD
1001698.57000000
0.038620893159
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04000000
N
N
N
N
N
N
GS MTG SECS TR 2019-GC38
N/A
GS MTG SECS TR 2019-GC38 3.968% 02/10/2052
36252SAV9
413000.00000000
PA
USD
410745.64000000
0.015836464135
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
0.03968000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.95% 03/15/2029
03027XAU4
2200000.00000000
PA
USD
2192936.22000000
0.084549542142
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03950000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.98%/VAR 03/20/2030
172967ME8
4000000.00000000
PA
USD
3986409.48000000
0.153697628436
Long
DBT
CORP
US
N
2
2030-03-20
Variable
0.03980000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 4.05% 04/09/2029
456837AQ6
1500000.00000000
PA
USD
1501885.56000000
0.057905804687
Long
DBT
CORP
NL
N
2
2029-04-09
Fixed
0.04050000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV 3.625% 04/22/2029
02364WBH7
2000000.00000000
PA
USD
1970730.00000000
0.075982291535
Long
DBT
CORP
MX
N
2
2029-04-22
Fixed
0.03625000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.702%/VAR 05/06/2030
46647PBD7
1500000.00000000
PA
USD
1485767.07000000
0.057284349792
Long
DBT
CORP
US
N
2
2030-05-06
Variable
0.03702000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 5.113% 05/03/2029
345397ZR7
1500000.00000000
PA
USD
1514574.35000000
0.058395026114
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
0.05113000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 4.445%/VAR 05/08/2030
780097BL4
7000000.00000000
PA
USD
7058867.34000000
0.272157482829
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
0.04445000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 3.5% 05/15/2029
459200KA8
1500000.00000000
PA
USD
1478882.12000000
0.057018897762
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.03500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.973%/VAR 05/22/2030
404280CC1
5500000.00000000
PA
USD
5470269.31000000
0.210908443820
Long
DBT
CORP
GB
N
2
2030-05-22
Variable
0.03973000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
AVANGRID INC 3.8% 06/01/2029
05351WAB9
1200000.00000000
PA
USD
1191296.94000000
0.045930934932
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.03800000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
FLEX LTD 4.875% 06/15/2029
33938XAA3
2200000.00000000
PA
USD
2241296.38000000
0.086414087654
Long
DBT
CORP
SG
N
2
2029-06-15
Fixed
0.04875000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
CAMDEN PROPERTY TRUST 3.15% 07/01/2029
133131AX0
750000.00000000
PA
USD
730123.28000000
0.028150198108
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.03150000
N
N
N
N
N
N
GS MTG SECS TR 2019-GC39
N/A
GS MTG SECS TR 2019-GC39 3.567% 05/10/2052
36260JAD9
200000.00000000
PA
USD
194763.14000000
0.007509171567
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Fixed
0.03567000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 5.088%/VAR 06/20/2030
06738EBK0
1750000.00000000
PA
USD
1784863.33000000
0.068816126963
Long
DBT
CORP
GB
N
2
2030-06-20
Variable
0.05088000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2019-C51
N/A
WELLS FARGO COML MTG TR 2019-C51 3.311% 06/15/2052
95001VAU4
750000.00000000
PA
USD
724616.63000000
0.027937886992
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
0.03311000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 3.195% 07/18/2029
606822BM5
1000000.00000000
PA
USD
974513.04000000
0.037572744064
Long
DBT
CORP
JP
N
2
2029-07-18
Fixed
0.03195000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
961214EF6
4000000.00000000
PA
USD
3965606.28000000
0.152895552653
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
0.04110000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 3.16% 01/23/2030
698299BK9
2500000.00000000
PA
USD
2375000.00000000
0.091569084753
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
0.03160000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP 3.5% 08/18/2026
517834AE7
1250000.00000000
PA
USD
1244890.75000000
0.047997265935
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
0.03500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 08/15/2049
912810SJ8
50000000.00000000
PA
USD
32626953.00000000
1.257945357688
Long
DBT
UST
US
N
2
2049-08-15
Fixed
0.02250000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 2.375% 08/26/2029
88579YBJ9
500000.00000000
PA
USD
474876.73000000
0.018309064226
Long
DBT
CORP
US
N
2
2029-08-26
Fixed
0.02375000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 2.95% 09/15/2029
776743AG1
1000000.00000000
PA
USD
958697.78000000
0.036962980324
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.02950000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.059% 04/25/2034
3137FMTT9
750000.00000000
PA
USD
694714.43000000
0.026784995587
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Fixed
0.03059000
N
N
N
N
N
N
HOST HOTELS and RESORTS LP
FXB7X4WXVA8QPMNOGS12
HOST HOTELS and RESORTS LP 3.375% 12/15/2029
44107TAY2
3250000.00000000
PA
USD
3146869.44000000
0.121328822930
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.03375000
N
N
N
N
N
N
BANK 2019-BNK20
N/A
BANK 2019-BNK20 3.011% 09/15/2062
06540AAD3
350000.00000000
PA
USD
335200.01000000
0.012923771842
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
0.03011000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029
681936BL3
2000000.00000000
PA
USD
1948897.16000000
0.075140517566
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03625000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP 3.9% 10/15/2029
78572XAG6
1000000.00000000
PA
USD
984901.93000000
0.037973291916
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.03900000
N
N
N
N
N
N
BANK 2019-BNK21
N/A
BANK 2019-BN21 A5 2.851% 10/17/2052
06540BBD0
350000.00000000
PA
USD
335246.42000000
0.012925561198
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
0.02851000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST 2019 C-17
N/A
UBS COMMERCIAL MORTGAGE TRUST 2019 C-17 2.921% 10/15/2052
90278MBA4
150000.00000000
PA
USD
143938.49000000
0.005549606648
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
0.02921000
N
N
N
N
N
N
BANK 2019-BNK22
N/A
BANK 2019-BNK22 2.978% 11/15/2062
06540XBG5
160000.00000000
PA
USD
153578.91000000
0.005921296937
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
0.02978000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP 3.031%/VAR 11/01/2034
857477BF9
8212000.00000000
PA
USD
7847708.70000000
0.302571580240
Long
DBT
CORP
US
N
2
2034-11-01
Variable
0.03031000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
HASBRO INC 3.9% 11/19/2029
418056AZ0
500000.00000000
PA
USD
495704.50000000
0.019112087315
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
0.03900000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
CORNING INC 5.45% 11/15/2079
219350BQ7
1750000.00000000
PA
USD
1660584.91000000
0.064024522258
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
0.05450000
N
N
N
N
N
N
CSAIL 2019-C18 COML MTG TR
N/A
CSAIL 2019-C18 COML MTG TR 2.968% 12/15/2052
12597DAD7
175000.00000000
PA
USD
167754.67000000
0.006467849092
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
0.02968000
N
N
N
N
N
N
BENCHMARK 2019-B14 MTG TR
N/A
BENCHMARK 2019-B14 MTG TR 2.7946% 12/15/2062
08162YAD4
400000.00000000
PA
USD
382590.20000000
0.014750919768
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Fixed
0.02794600
N
N
N
N
N
N
BANK 2019-BN24
N/A
BANK 2019-BN24 2.96% 11/15/2062
06540VBB0
1127000.00000000
PA
USD
1081136.40000000
0.041683650796
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
0.02960000
N
N
N
N
N
N
BENCHMARK 2019-B9 MTG TR
N/A
BENCHMARK 2019-B9 MTG TR 2.928% 12/15/2072
08160KAE4
450000.00000000
PA
USD
426075.39000000
0.016427508841
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
0.02928000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP STEP 02/01/2030
26884LAG4
2000000.00000000
PA
USD
2189900.34000000
0.084432492562
Long
DBT
CORP
US
N
2
2030-02-01
Variable
0.07000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.699%/VAR 01/22/2031
6174468L6
2500000.00000000
PA
USD
2365545.80000000
0.091204574252
Long
DBT
CORP
US
N
2
2031-01-22
Variable
0.02699000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 01/20/2050#MA6408
36179VDM9
454991.01800000
PA
USD
403618.85000000
0.015561687866
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
0.02500000
N
N
N
N
N
N
BANK 2020-BNK25
N/A
BANK 2020-BNK25 2.649% 01/15/2063
06539WBB1
800000.00000000
PA
USD
752928.96000000
0.029029480316
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
0.02649000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 02/15/2050
912810SL3
6250000.00000000
PA
USD
3822265.63000000
0.147368995968
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.02000000
N
N
N
N
N
N
NOVARTIS CAP CORP
5493002KF87V5RSRQS84
NOVARTIS CAP CORP 2.2% 08/14/2030
66989HAR9
250000.00000000
PA
USD
233076.28000000
0.008986350163
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
0.02200000
N
N
N
N
N
N
OSHKOSH CORP
549300FEKNPCFSA2B506
OSHKOSH CORP 3.1% 03/01/2030
688225AH4
2000000.00000000
PA
USD
1921851.50000000
0.074097761215
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.03100000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.559% 02/25/2030
606822BR4
2250000.00000000
PA
USD
2123587.69000000
0.081875781544
Long
DBT
CORP
JP
N
2
2030-02-25
Fixed
0.02559000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 2.2% 03/01/2030
202795JR2
1500000.00000000
PA
USD
1403009.12000000
0.054093583587
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02200000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC 2.3% 03/01/2030
760759AV2
1000000.00000000
PA
USD
937816.50000000
0.036157894135
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02300000
N
N
N
N
N
N
BANK 2020-BNK25
N/A
BANK 2020-BNK25 2.841% 01/15/2063
06539WBE5
355000.00000000
PA
USD
331780.98000000
0.012791949758
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
0.02841000
N
N
N
N
N
N
DELTA AIR LINES PASS THROUGH TRUST
N/A
DELTA AIR LINES PASS THROUGH TRUST 2% 12/10/2029
247361ZV3
1006700.06700000
PA
USD
965112.10000000
0.037210287023
Long
DBT
CORP
US
N
2
2029-12-10
Fixed
0.02000000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 3.05% 04/15/2030
88579YBN0
750000.00000000
PA
USD
722657.15000000
0.027862338448
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03050000
N
N
N
N
N
N
BANK 2020-BNK26
N/A
BANK 2020-BNK26 2.403% 03/15/2063
06540JBG6
250000.00000000
PA
USD
232677.20000000
0.008970963472
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
0.02403000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 4.709% 01/25/2029
35137LAH8
1200000.00000000
PA
USD
1218252.82000000
0.046970229779
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
0.04709000
N
N
N
N
N
N
ISRAEL, STATE OF
213800T8ZHTFZIBYPE21
ISRAEL STATE OF 2.75% 07/03/2030
46513JB34
2500000.00000000
PA
USD
2338571.65000000
0.090164574998
Long
DBT
NUSS
IL
N
2
2030-07-03
Fixed
0.02750000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 3.125% 04/06/2030
29446MAF9
100000.00000000
PA
USD
96946.05000000
0.003737794134
Long
DBT
CORP
NO
N
2
2030-04-06
Fixed
0.03125000
N
N
N
N
N
N
CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST
N/A
CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST 2.5608% 03/15/2053
12597NAS2
250000.00000000
PA
USD
230770.55000000
0.008897451811
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
0.02560800
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032
91087BAK6
3000000.00000000
PA
USD
2952150.00000000
0.113821336233
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
0.04750000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 2.1% 05/01/2030
718172CP2
750000.00000000
PA
USD
694275.70000000
0.026768080175
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.02100000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 1.7% 05/15/2027
459200KH3
1250000.00000000
PA
USD
1218599.11000000
0.046983581130
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.01700000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV 2.875% 05/07/2030
02364WBJ3
1500000.00000000
PA
USD
1419225.00000000
0.054718793393
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
0.02875000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031
46647PBP0
4000000.00000000
PA
USD
3806276.16000000
0.146752515490
Long
DBT
CORP
US
N
2
2031-05-13
Variable
0.02956000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL INC
5493003T8SZSHOGGAW52
BRIGHTHOUSE FINANCIAL INC 5.625% 05/15/2030
10922NAG8
2500000.00000000
PA
USD
2524211.00000000
0.097321975155
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.05625000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
SOUTHWEST GAS CORP 2.2% 06/15/2030
845011AC9
1000000.00000000
PA
USD
924365.14000000
0.035639271514
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.02200000
N
N
N
N
N
N
AFFILIATED MANAGERS GROUP INC
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP INC 3.3% 06/15/2030
008252AP3
2000000.00000000
PA
USD
1919398.40000000
0.074003180953
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.03300000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 2.201%/VAR 07/10/2031
60687YBH1
7000000.00000000
PA
USD
6438628.14000000
0.248243909831
Long
DBT
CORP
JP
N
2
2031-07-10
Variable
0.02201000
N
N
N
N
N
N
BANK 2020-BNK27
N/A
BANK 2020-BNK27 2.144% 04/15/2063
06539XAH7
642000.00000000
PA
USD
583866.39000000
0.022511204610
Long
ABS-MBS
CORP
US
N
2
2063-04-15
Fixed
0.02144000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.048% 07/17/2030
606822BU7
1250000.00000000
PA
USD
1148358.33000000
0.044275419472
Long
DBT
CORP
JP
N
2
2030-07-17
Fixed
0.02048000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 06/20/2050#MA6709
36179VN22
1148058.51000000
PA
USD
1016639.56000000
0.039196949066
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 08/15/2030
91282CAE1
10000000.00000000
PA
USD
8826171.90000000
0.340296624320
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.00625000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 1.3% 08/21/2027
126650DM9
450000.00000000
PA
USD
433266.61000000
0.016704769234
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
0.01300000
N
N
N
N
N
N
DOW CHEMICAL CO
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO 2.1% 11/15/2030
260543DC4
1150000.00000000
PA
USD
1024937.05000000
0.039516862146
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.02100000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 2.7% 08/20/2027
37045XDA1
1000000.00000000
PA
USD
981597.04000000
0.037845870547
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
0.02700000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 07/20/2050#MA6765
36179VQS2
5385809.85000000
PA
USD
4769292.96000000
0.183882017376
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 08/20/2050#MA6819
36179VSG6
9791760.75000000
PA
USD
8661712.25000000
0.333955816055
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
0.02500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 3.564%/VAR 09/23/2035
06738EBP9
1000000.00000000
PA
USD
952477.39000000
0.036723150674
Long
DBT
CORP
GB
N
2
2035-09-23
Variable
0.03564000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 0.743% 11/25/2029
3137FVYT3
80899.54800000
PA
USD
76506.86000000
0.002949752904
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Fixed
0.00743000
N
N
N
N
N
N
ANGLOGOLD ASHANTI HLDGS PLC
213800745ZIXC4L6A131
ANGLOGOLD ASHANTI HLDGS PLC 3.75% 10/01/2030
03512TAE1
1500000.00000000
PA
USD
1449350.46000000
0.055880292677
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
0.03750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 10/20/2050#MA6931
36179VVY3
581017.41500000
PA
USD
513781.73000000
0.019809062222
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA GTD MTG PASS THRU CTF 1.27% 07/25/2030
3136BBN73
250000.00000000
PA
USD
225624.53000000
0.008699044930
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Fixed
0.01270000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.493% 09/25/2030
3137F62M8
700000.00000000
PA
USD
635355.70000000
0.024496395765
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Fixed
0.01493000
N
N
N
N
N
N
UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST
N/A
UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST 5.875% 04/15/2029
90931GAA7
610511.70300000
PA
USD
625185.17000000
0.024104266870
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05875000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 11/20/2050#MA6995
36179VXY1
7915958.68000000
PA
USD
6999919.19000000
0.269884713085
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 11/20/2050#MA6994
36179VXX3
3517203.73300000
PA
USD
2981555.41000000
0.114955073699
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
1612380.34800000
PA
USD
1366522.50000000
0.052686827208
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
0.02000000
N
N
N
N
N
N
BANK 2020-BN29
N/A
BANK 2020-BN29 1.997% 11/15/2053
06541TBF5
1805000.00000000
PA
USD
1617492.99000000
0.062363095869
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Fixed
0.01997000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 12/20/2050#MA7052
36179VZR4
233547.48000000
PA
USD
206338.78000000
0.007955475045
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
0.02500000
N
N
N
N
N
N
BLUE OWL CAPITAL CORP
2549000BD79OOCPF2L94
BLUE OWL CAPITAL CORP 3.4% 07/15/2026
69121KAE4
1000000.00000000
PA
USD
991286.73000000
0.038219460460
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03400000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 12/20/2050#MA7051
36179VZQ6
5316094.43600000
PA
USD
4505240.12000000
0.173701353424
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 11/01/2050#FM4862
3140X8ML8
660985.30900000
PA
USD
575072.49000000
0.022172152242
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02500000
N
N
N
N
N
N
GS MTG SECS TR 2020-GSA2
N/A
GS MTG SECS TR 2020-GSA2 2.012% 12/12/2053
36264KAV2
1000000.00000000
PA
USD
894233.70000000
0.034477541669
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
0.02012000
N
N
N
N
N
N
BENCHMARK 2020 MORTGAGE TRUST
N/A
BENCHMARK 2020 MORTGAGE TRUST 1.973% 01/15/2054
08163BBA8
1400000.00000000
PA
USD
1259433.42000000
0.048557964453
Long
ABS-MBS
CORP
US
N
2
2054-01-15
Fixed
0.01973000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 4% 01/15/2032
87612BBU5
1400000.00000000
PA
USD
1358336.31000000
0.052371205344
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.04000000
N
N
N
N
N
N
BANK 2021-BNK31
N/A
BANK 2021-BNK31 2.036% 02/15/2054
06541ABG4
300000.00000000
PA
USD
271184.91000000
0.010455643792
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
0.02036000
N
N
N
N
N
N
BENCHMARK 2021-B23 MTG TR
N/A
BENCHMARK 2021-B23 MORTGAGE TRUST 2.07% 02/15/2054
08162RAD9
1500000.00000000
PA
USD
1340353.20000000
0.051677859271
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
0.02070000
N
N
N
N
N
N
FANNIE MAE-ACES
B1V7KEBTPIMZEU4LTD58
FANNIE MAE-ACES VAR 11/25/2030
3136BDUC0
150000.00000000
PA
USD
135217.41000000
0.005213361884
Long
ABS-MBS
CORP
US
N
2
2030-11-25
Variable
0.01385687
N
N
N
N
N
N
NATIONAL FUEL GAS CO NJ
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS CO NJ 2.95% 03/01/2031
636180BR1
1000000.00000000
PA
USD
928259.99000000
0.035789439030
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.02950000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 2.5% 03/01/2031
15135BAX9
2000000.00000000
PA
USD
1735765.38000000
0.066923135660
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% 02/20/2051#MA7192
36179V7D6
5910170.50000000
PA
USD
5008472.34000000
0.193103675026
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 03/01/2036#MA4279
31418DXH0
510223.39000000
PA
USD
476573.34000000
0.018374477710
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
0.02000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFORMN SVCS INC 1.65% 03/01/2028
31620MBS4
1000000.00000000
PA
USD
954235.99000000
0.036790954207
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.01650000
N
N
N
N
N
N
BENCHMARK 2021-B24 MTG TR
N/A
BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054
08163CBC2
1500000.00000000
PA
USD
1370662.20000000
0.052846435014
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
0.02584300
N
N
N
N
N
N
CSAIL 2021-C20
N/A
CSAIL 2021-C20 2.8048% 03/15/2054
22945EAU5
150000.00000000
PA
USD
140265.95000000
0.005408010384
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
0.02804800
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 05/01/2036#MA4329
31418DY30
548991.41800000
PA
USD
512698.80000000
0.019767309419
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 04/20/2051#MA7313
36179WDS4
670954.61900000
PA
USD
616165.00000000
0.023756490571
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
0.03000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 21-C59 A5 2.626% 04/15/2054
95003CAJ9
500000.00000000
PA
USD
459808.75000000
0.017728112168
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
0.02626000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 09/20/2050#MA6864
36179VTV2
10282994.06000000
PA
USD
8736238.43000000
0.336829203041
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 08/20/2050#MA6818
36179VSF8
8462451.42800000
PA
USD
7189539.64000000
0.277195606162
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 05/20/2051#MA7367
36179WFG8
1542146.38800000
PA
USD
1361278.68000000
0.052484649609
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
0.02500000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 3.75%/VAR 09/15/2051
842587DJ3
2075000.00000000
PA
USD
2059173.77000000
0.079392276828
Long
DBT
CORP
US
N
2
2051-09-15
Variable
0.03750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 06/01/2036#SB8107
3132D6AG5
2053663.70400000
PA
USD
1915333.43000000
0.073846454392
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
0.02000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC 1.75% 05/28/2028
04636NAE3
1025000.00000000
PA
USD
981304.71000000
0.037834599645
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
0.01750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 05/01/2051#RA5152
3133KLWM5
1705950.57500000
PA
USD
1543685.84000000
0.059517431375
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA VAR 03/25/2031
3136BF4D2
200000.00000000
PA
USD
178464.70000000
0.006880778627
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
0.01456960
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027
38141GYG3
2000000.00000000
PA
USD
1973712.26000000
0.076097273774
Long
DBT
CORP
US
N
2
2027-09-10
Variable
0.01542000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 07/01/2036#MA4383
31418D2R2
1449902.72200000
PA
USD
1352240.46000000
0.052136177384
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.02000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 8.1% 07/15/2036
24703TAJ5
1500000.00000000
PA
USD
1823981.99000000
0.070324362707
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
0.08100000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER OP LLC 2.05% 01/15/2029
95040QAN4
1250000.00000000
PA
USD
1188011.46000000
0.045804261923
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.02050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 07/36#SB8111
3132D6AL4
3275029.10900000
PA
USD
3054430.35000000
0.117764796460
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 08/01/2036#MA4403
31418D3M2
3389257.38000000
PA
USD
3160964.46000000
0.121872262122
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.02000000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMWARE LLC 1.8% 08/15/2028
928563AK1
1750000.00000000
PA
USD
1664171.69000000
0.064162812011
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.01800000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 08/31/2026
91282CCW9
47500000.00000000
PA
USD
46827578.13000000
1.805456198144
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.00750000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BN35 2.457% 06/15/2064
06540CCL9
360000.00000000
PA
USD
318567.85000000
0.012282512192
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
0.02457000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 1.722%/VAR 09/14/2027
05964HAN5
2200000.00000000
PA
USD
2173681.73000000
0.083807177499
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
0.01722000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 10/01/2036#
3132D6AY6
1165019.08000000
PA
USD
1086545.96000000
0.041892218568
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
0.02000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.482%/VAR 09/21/2036
06051GKC2
10000000.00000000
PA
USD
8848567.70000000
0.341160103439
Long
DBT
CORP
US
N
2
2036-09-21
Variable
0.02482000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 3.25%/VAR 01/15/2082
26441CBP9
7600000.00000000
PA
USD
7438218.04000000
0.286783502366
Long
DBT
CORP
US
N
2
2082-01-15
Variable
0.03250000
N
N
N
N
N
N
BENCHMARK 2021-B29 MORTGAGE TRUST
N/A
BENCHMARK 2021-B29 MORTGAGE TRUST 2.284% 09/15/2054
08163JAC8
710000.00000000
PA
USD
668503.34000000
0.025774416420
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
0.02284000
N
N
N
N
N
N
ANGLOGOLD ASHANTI HLDGS PLC
213800745ZIXC4L6A131
ANGLOGOLD ASHANTI HLDGS PLC 3.375% 11/01/2028
03512TAF8
2000000.00000000
PA
USD
1946694.78000000
0.075055603915
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
0.03375000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 2.491%/VAR 11/03/2036
91159HJB7
6400000.00000000
PA
USD
5666759.87000000
0.218484216764
Long
DBT
CORP
US
N
2
2036-11-03
Variable
0.02491000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 2.7% 06/22/2030
92556VAD8
1000000.00000000
PA
USD
923366.59000000
0.035600772016
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
0.02700000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER INC 3.875%/VAR 02/15/2062
025537AU5
5000000.00000000
PA
USD
4927264.85000000
0.189972687432
Long
DBT
CORP
US
N
2
2062-02-15
Variable
0.03875000
N
N
N
N
N
N
BANK 2021-BNK37
N/A
BANK 2021-BNK37 2.618% 11/15/2064
06540LBF3
148000.00000000
PA
USD
134874.75000000
0.005200150490
Long
ABS-MBS
CORP
US
N
2
2064-11-15
Fixed
0.02618000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA 4.125%/VAR 04/01/2052
816851BM0
3500000.00000000
PA
USD
3454595.90000000
0.133193340950
Long
DBT
CORP
US
N
2
2052-04-01
Variable
0.04125000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 3.8%/VAR 03/15/2082
65339KCB4
7650000.00000000
PA
USD
7524961.52000000
0.290127932291
Long
DBT
CORP
US
N
2
2082-03-15
Variable
0.03800000
N
N
N
N
N
N
GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV
N/A
GOLDEN ST TOBAC 4.214% 6/1/2050
38122ND66
1000000.00000000
PA
USD
765139.20000000
0.029500251053
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
0.04214000
N
N
N
N
N
N
GS MTG SECS TR 2021-GSA3
N/A
GS MTG SECS TR 2021-GSA3 2.6183% 12/15/2054
36263UAN9
195000.00000000
PA
USD
176538.73000000
0.006806522075
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Fixed
0.02618300
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028
38141GZK3
1000000.00000000
PA
USD
986313.06000000
0.038027698604
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02640000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.475%/VAR 01/21/2028
61747YEK7
2000000.00000000
PA
USD
1973382.96000000
0.076084577480
Long
DBT
CORP
US
N
2
2028-01-21
Variable
0.02475000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 07/36#MA4384
31418D2S0
7938546.13800000
PA
USD
7580781.27000000
0.292280085310
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.02500000
N
N
N
N
N
N
BANK 2022-BNK39
N/A
BANK 2022-BNK39 2.675% 02/15/2055
06539VAD0
750000.00000000
PA
USD
686306.10000000
0.026460809026
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Fixed
0.02675000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.846%/VAR 03/08/2037
06051GKL2
3000000.00000000
PA
USD
2839159.65000000
0.109464947629
Long
DBT
CORP
US
N
2
2037-03-08
Variable
0.03846000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN CORP
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052
084664DB4
2450000.00000000
PA
USD
1904085.66000000
0.073412792075
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
0.03850000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032
3137H6LZ6
1000000.00000000
PA
USD
914110.50000000
0.035243899725
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Fixed
0.02250000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
95000U2V4
1250000.00000000
PA
USD
1243539.54000000
0.047945169487
Long
DBT
CORP
US
N
2
2028-03-24
Variable
0.03526000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP 3.9% 04/01/2029
30225VAH0
350000.00000000
PA
USD
348227.00000000
0.013426032705
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.03900000
N
N
N
N
N
N
BENCHMARK 2022-B34 MORTGAGE TRUST
N/A
BENCHMARK 2022-B34 MORTGAGE TRUST 3.786% 04/15/2055
08161YBG7
500000.00000000
PA
USD
474375.85000000
0.018289752595
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
0.03786000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 4.95% 02/15/2030
925650AC7
2000000.00000000
PA
USD
2033037.74000000
0.078384591630
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04950000
N
N
N
N
N
N
ALBEMARL CORP
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP US 5.05% 06/01/2032
012653AE1
250000.00000000
PA
USD
254598.03000000
0.009816129931
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
0.05050000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TR 2022-3
N/A
SANTANDER DRIVE AUTO RECEIVABLES TR 2022-3 4.49% 08/15/2029
80285UAF8
395203.64000000
PA
USD
395670.61000000
0.015255240261
Long
ABS-CBDO
CORP
US
N
2
2029-08-15
Fixed
0.04490000
N
N
N
N
N
N
BANK 2022-BNK42
N/A
BANK 2022-BNK42 A5 CSTR 06/15/2055
06541MBN3
1230000.00000000
PA
USD
1227187.11000000
0.047314694940
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Variable
0.04493000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.755%/VAR 06/09/2028
404280DF3
625000.00000000
PA
USD
630219.24000000
0.024298357474
Long
DBT
CORP
GB
N
2
2028-06-09
Variable
0.04755000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 4.626%/VAR 06/06/2033
693475BE4
5250000.00000000
PA
USD
5237628.01000000
0.201938864486
Long
DBT
CORP
US
N
2
2033-06-06
Variable
0.04626000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TR 2022-4
N/A
SANTANDER DRIVE AUTO RECEIVABLES TR 2022-4 5% 11/15/2029
80286FAE3
187795.38000000
PA
USD
188718.73000000
0.007276126897
Long
ABS-CBDO
CORP
US
N
2
2029-11-15
Fixed
0.05000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX CORP 1.75% 08/09/2026
87162WAF7
200000.00000000
PA
USD
197831.90000000
0.007627488849
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
0.01750000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 4.967%/VAR 07/22/2033
91159HJG6
1000000.00000000
PA
USD
1018228.81000000
0.039258223242
Long
DBT
CORP
US
N
2
2033-07-22
Variable
0.04967000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FIN CORP 5.247%/VAR 07/26/2030
14040HCV5
200000.00000000
PA
USD
206667.10000000
0.007968133556
Long
DBT
CORP
US
N
2
2030-07-26
Variable
0.05247000
N
N
N
N
N
N
KINDER MORGAN INC DEL
549300WR7IX8XE0TBO16
KINDER MORGAN INC DEL 4.8% 02/01/2033
49456BAV3
500000.00000000
PA
USD
508984.42000000
0.019624099997
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
0.04800000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.39% 02/25/2032
3137H8BH3
401865.50500000
PA
USD
396066.14000000
0.015270490080
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Fixed
0.03390000
N
N
N
N
N
N
BENCHMARK 2022-B36 MTG TR
N/A
BENCHMARK 2022-B36 MTG TR 4.4699% 07/15/2055
08163QBH0
300000.00000000
PA
USD
298144.86000000
0.011495095559
Long
ABS-MBS
CORP
US
N
2
2055-07-15
Fixed
0.04469900
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 5.294% 08/18/2027
05964HAS4
2000000.00000000
PA
USD
2035213.36000000
0.078468473538
Long
DBT
CORP
ES
N
2
2027-08-18
Fixed
0.05294000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 05/01/2037#SB8155
3132D6BY5
1533398.34000000
PA
USD
1485015.79000000
0.057255383888
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
0.03000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033
46647PDK9
1500000.00000000
PA
USD
1589351.70000000
0.061278097061
Long
DBT
CORP
US
N
2
2033-09-14
Variable
0.05717000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2052#MA4784
31418EJ68
456916.74800000
PA
USD
453662.04000000
0.017491123280
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.04500000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP 5.75% 10/15/2052
049560AY1
250000.00000000
PA
USD
256649.75000000
0.009895234825
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
0.05750000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 5.7% 11/15/2054
539830BX6
2500000.00000000
PA
USD
2582314.15000000
0.099562165583
Long
DBT
CORP
US
N
2
2054-11-15
Fixed
0.05700000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 7.437%/VAR 11/02/2033
06738ECE3
307000.00000000
PA
USD
352362.95000000
0.013585495929
Long
DBT
CORP
GB
N
2
2033-11-02
Variable
0.07437000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 7.35% 11/04/2027
345397C35
700000.00000000
PA
USD
730329.00000000
0.028158129725
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
0.07350000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4% 11/15/2052
912810TL2
6000000.00000000
PA
USD
5390625.00000000
0.207837725263
Long
DBT
UST
US
N
2
2052-11-15
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 11/15/2032
91282CFV8
11500000.00000000
PA
USD
11787500.00000000
0.454471825908
Long
DBT
UST
US
N
2
2032-11-15
Fixed
0.04125000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 6.9% 11/09/2052
68389XCK9
7500000.00000000
PA
USD
7422078.98000000
0.286161254386
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
0.06900000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 5.85% 11/01/2027
842400HS5
1250000.00000000
PA
USD
1284488.85000000
0.049523986682
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05850000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 6.4% 02/14/2035
698299BT0
1300000.00000000
PA
USD
1391968.50000000
0.053667908021
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
0.06400000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 5.125% 11/17/2027
718172CV9
1900000.00000000
PA
USD
1939892.65000000
0.074793345044
Long
DBT
CORP
US
N
2
2027-11-17
Fixed
0.05125000
N
N
N
N
N
N
ARCELORMITTAL SA LUXEMBOURG
2EULGUTUI56JI9SAL165
ARCELORMITTAL SA LUXEMBOURG 6.55% 11/29/2027
03938LBE3
2000000.00000000
PA
USD
2079716.00000000
0.080184290807
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
0.06550000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TR 2022-3
N/A
ALLY AUTO RECEIVABLES TR 2022-3 5.07% 10/16/2028
02008DAD1
218621.48000000
PA
USD
219069.81000000
0.008446325052
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.05070000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2053#
31418EMR8
715601.34100000
PA
USD
710280.34000000
0.027385145537
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2053#
3132DWF40
829054.35000000
PA
USD
822889.75000000
0.031726846846
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.04500000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 5.71% 01/13/2030
86562MCW8
750000.00000000
PA
USD
792894.86000000
0.030570381741
Long
DBT
CORP
JP
N
2
2030-01-13
Fixed
0.05710000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 7.35% 03/06/2030
345397C68
2000000.00000000
PA
USD
2167461.24000000
0.083567343994
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
0.07350000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 6.125% 03/15/2033
87612GAC5
7500000.00000000
PA
USD
8114569.43000000
0.312860503526
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.06125000
N
N
N
N
N
N
CARMAX OWNER TR 2023-1
N/A
CARMAX OWNER TR 2023-1 4.65% 01/16/2029
14318DAD1
221000.00000000
PA
USD
222110.59000000
0.008563563553
Long
ABS-CBDO
CORP
US
N
2
2029-01-16
Fixed
0.04650000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 5.25% 02/28/2053
65339KCQ1
4000000.00000000
PA
USD
3733126.08000000
0.143932184596
Long
DBT
CORP
US
N
2
2053-02-28
Fixed
0.05250000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 5.625% 02/10/2043
458140CH1
1500000.00000000
PA
USD
1469949.23000000
0.056674486579
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
0.05625000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 5.125% 02/15/2030
718172DA4
750000.00000000
PA
USD
779240.59000000
0.030043935843
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.05125000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2023-1 OWNER TRUST
N/A
HONDA AUTO RECEIVABLES 2023-1 A4 OWNER TRUST 4.97% 06/21/2029
43815JAD5
100000.00000000
PA
USD
100418.67000000
0.003871682401
Long
ABS-CBDO
CORP
US
N
2
2029-06-21
Fixed
0.04970000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.65% 03/15/2033
969457CJ7
7500000.00000000
PA
USD
7936250.85000000
0.305985358614
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.05650000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 5.3% 03/01/2028
842400HU0
1750000.00000000
PA
USD
1790630.14000000
0.069038468653
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.05300000
N
N
N
N
N
N
S and P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S and P GLOBAL INC 2.7% 03/01/2029
78409VBJ2
783000.00000000
PA
USD
756887.00000000
0.029182084148
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.02700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 03/31/2030
91282CGS4
5000000.00000000
PA
USD
5029296.90000000
0.193906574352
Long
DBT
UST
US
N
2
2030-03-31
Fixed
0.03625000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 6% 11/20/2052#MA8430
36179XLK0
208986.89000000
PA
USD
214943.66000000
0.008287239671
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
0.06000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-A
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.48% 07/17/2028
448979AE4
108000.00000000
PA
USD
108218.88000000
0.004172422650
Long
ABS-CBDO
CORP
US
N
2
2028-07-17
Fixed
0.04480000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2023-A
N/A
FORD CREDIT AUTO OWNER TRUST 2023-A 4.56% 12/15/2028
344928AE6
250000.00000000
PA
USD
251558.20000000
0.009698928057
Long
ABS-CBDO
CORP
US
N
2
2028-12-15
Fixed
0.04560000
N
N
N
N
N
N
BBCMS MTG TR 2023-C19
N/A
BBCMS MTG TR 2023-C19 5.753% 04/15/2056
05553RAZ3
350000.00000000
PA
USD
357006.93000000
0.013764546455
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
0.05753000
N
N
N
N
N
N
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2
N/A
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.82% 10/16/2028
362583AF3
500000.00000000
PA
USD
504320.10000000
0.019444265254
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.04820000
N
N
N
N
N
N
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2
N/A
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.43% 10/16/2028
362583AE6
400000.00000000
PA
USD
401898.64000000
0.015495364475
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.04430000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES 2023-A OWNER TRUST
N/A
NISSAN AUTO RECEIVABLES 2023-A A4 OWNER TRUST 4.85% 06/17/2030
65480WAE1
500000.00000000
PA
USD
504058.35000000
0.019434173377
Long
ABS-CBDO
CORP
US
N
2
2030-06-17
Fixed
0.04850000
N
N
N
N
N
N
BENCHMARK 2023-B38 MTG TR
N/A
BENCHMARK 2023-B38 MTG TR 5.626% 04/15/2056
081916AB4
2500000.00000000
PA
USD
2552919.00000000
0.098428823696
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
0.05626000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2023-2
N/A
CARMAX AUTO OWNER TR 2023-2 5.01% 11/15/2028
142921AE5
567000.00000000
PA
USD
573667.64000000
0.022117987683
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.05010000
N
N
N
N
N
N
EIDP INC
GLU7INWNWH88J9XBXD45
EIDP INC 4.8% 05/15/2033
263534CR8
750000.00000000
PA
USD
759183.92000000
0.029270642826
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
0.04800000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 5.4% 06/30/2033
65473PAP0
1150000.00000000
PA
USD
1205967.07000000
0.046496547723
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
0.05400000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 6.992%/VAR 06/13/2029
02005NBT6
1800000.00000000
PA
USD
1895959.28000000
0.073099476210
Long
DBT
CORP
US
N
2
2029-06-13
Variable
0.06992000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029
80282KBG0
750000.00000000
PA
USD
783735.28000000
0.030217230433
Long
DBT
CORP
US
N
2
2029-06-12
Variable
0.06565000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2053#SD8340
3132DWHR7
676598.61300000
PA
USD
670933.32000000
0.025868105281
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.04500000
N
N
N
N
N
N
UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST
N/A
UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037
90932LAJ6
364251.20400000
PA
USD
386488.01000000
0.014901201407
Long
DBT
CORP
US
N
2
2037-07-15
Fixed
0.05800000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 7.119%/VAR 06/27/2034
06738ECH6
6675000.00000000
PA
USD
7495922.41000000
0.289008317670
Long
DBT
CORP
GB
N
2
2034-06-27
Variable
0.07119000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 07/01/2053#SD8342
3132DWHT3
538758.13100000
PA
USD
549963.71000000
0.021204073083
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 08/01/2036#MA4404
31418D3N0
8187556.65000000
PA
USD
7818569.67000000
0.301448113163
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.02500000
N
N
N
N
N
N
BMW VECHILE OWNER TRUST 2023-A
N/A
BMW VECHILE OWNER TRUST 2023-A 5.25% 11/26/2029
05592XAE0
79000.00000000
PA
USD
80056.85000000
0.003086624203
Long
ABS-CBDO
CORP
US
N
2
2029-11-26
Fixed
0.05250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 07/31/2030
91282CHR5
8500000.00000000
PA
USD
8675312.50000000
0.334480179190
Long
DBT
UST
US
N
2
2030-07-31
Fixed
0.04000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-B
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.31% 08/15/2029
44933XAE7
75000.00000000
PA
USD
76217.69000000
0.002938603838
Long
ABS-CBDO
CORP
US
N
2
2029-08-15
Fixed
0.05310000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027
025816DG1
1000000.00000000
PA
USD
1005359.47000000
0.038762040638
Long
DBT
CORP
US
N
2
2027-07-28
Variable
0.05389000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 7% 01/15/2027
04010LBE2
1250000.00000000
PA
USD
1279019.54000000
0.049313115225
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.07000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 6.921% 08/08/2033
05964HAV7
3565000.00000000
PA
USD
3964777.57000000
0.152863601404
Long
DBT
CORP
ES
N
2
2033-08-08
Fixed
0.06921000
N
N
N
N
N
N
BANK 2023-BNK46
N/A
BANK 2023-BNK46 A4 5.745% 08/15/2056
06541DBH6
430000.00000000
PA
USD
462936.80000000
0.017848715399
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Fixed
0.05745000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 7.079% 08/02/2043
054989AC2
6250000.00000000
PA
USD
7104844.63000000
0.273930155825
Long
DBT
CORP
US
N
2
2043-08-02
Fixed
0.07079000
N
N
N
N
N
N
SYNCHRONY CARD ISSUANCE TRUST
N/A
SYNCHRONY CARD ISSUANCE TRUST 23-A1 A 5.54% 07/15/2029
87166PAK7
1500000.00000000
PA
USD
1509096.45000000
0.058183823465
Long
ABS-CBDO
CORP
US
N
2
2029-07-15
Fixed
0.05540000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 02/01/2052#FS2660
3140XH5W3
16558446.53300000
PA
USD
14406230.98000000
0.555438057089
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.375% 08/15/2043
912810TU2
3950000.00000000
PA
USD
3885349.60000000
0.149801223924
Long
DBT
UST
US
N
2
2043-08-15
Fixed
0.04375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 08/31/2028
91282CHX2
10000000.00000000
PA
USD
10234375.00000000
0.394590463905
Long
DBT
UST
US
N
2
2028-08-31
Fixed
0.04375000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 5.55% 10/15/2053
375558CA9
450000.00000000
PA
USD
452069.59000000
0.017429725726
Long
DBT
CORP
US
N
2
2053-10-15
Fixed
0.05550000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 09/01/2053#SD8360
3132DWJD6
415668.97700000
PA
USD
412188.50000000
0.015892094185
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
0.04500000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST
N/A
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 5.15% 09/15/2030
02589BAC4
1500000.00000000
PA
USD
1556016.00000000
0.059992825676
Long
ABS-CBDO
CORP
US
N
2
2030-09-16
Fixed
0.05150000
N
N
N
N
N
N
BANK5 2023-5YR3
N/A
BANK5 2023-5YR3 6.255% 09/15/2056
06211EAA9
1438361.87200000
PA
USD
1496173.66000000
0.057685580075
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Fixed
0.06255000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 5.926% 10/02/2026
13607LWT6
1000000.00000000
PA
USD
1011573.88000000
0.039001639727
Long
DBT
CORP
CA
N
2
2026-10-02
Fixed
0.05926000
N
N
N
N
N
N
CNH EQUIPMENT TRUST 2023-B
N/A
CNH EQUIPMENT TRUST 2023-B 5.46% 03/17/2031
12666DAD3
350000.00000000
PA
USD
360574.48000000
0.013902094786
Long
ABS-CBDO
CORP
US
N
2
2031-03-17
Fixed
0.05460000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 10/01/2053#MA5164
31418EW22
331285.98700000
PA
USD
334049.64000000
0.012879418861
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
0.05000000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 6.787%/VAR 10/26/2027
91159HJP6
750000.00000000
PA
USD
764051.63000000
0.029458319353
Long
DBT
CORP
US
N
2
2027-10-26
Variable
0.06787000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 6.561%/VAR 10/24/2034
38141GA53
3000000.00000000
PA
USD
3345907.77000000
0.129002826176
Long
DBT
CORP
US
N
2
2034-10-24
Variable
0.06561000
N
N
N
N
N
N
BMO 2023-5C2 MORTGAGE TRUST
N/A
BMO 2023-5C2 MORTGAGE TRUST VAR 11/15/2056
05610QAC7
500000.00000000
PA
USD
535083.70000000
0.020630368284
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Variable
0.07054806
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TR 2023-5
N/A
SANTANDER DRIVE AUTO RECEIVABLES TR 2023-5 6.16% 12/17/2029
80286PAD3
150000.00000000
PA
USD
151713.17000000
0.005849362577
Long
ABS-CBDO
CORP
US
N
2
2029-12-17
Fixed
0.06160000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 7.161%/VAR 10/30/2029
89788MAQ5
1125000.00000000
PA
USD
1211109.62000000
0.046694820816
Long
DBT
CORP
US
N
2
2029-10-30
Variable
0.07161000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2
N/A
MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 6.01% 01/15/2031
58769FAD7
800000.00000000
PA
USD
828745.84000000
0.031952630763
Long
ABS-CBDO
CORP
US
N
2
2031-01-15
Fixed
0.06010000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 11/15/2026
91282CJK8
20000000.00000000
PA
USD
20137843.80000000
0.776422705548
Long
DBT
UST
US
N
2
2026-11-15
Fixed
0.04625000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 6.82% 11/17/2033
961214FP3
3575000.00000000
PA
USD
4033503.65000000
0.155513363191
Long
DBT
CORP
AU
N
2
2033-11-17
Fixed
0.06820000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 11/01/2053#MA5189
31418EXT2
284535.51500000
PA
USD
286909.17000000
0.011061898991
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 12/01/2053#SD8383
3132DWJ46
1180679.28800000
PA
USD
1206711.97000000
0.046525267643
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
0.05500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 11/15/2043
912810TW8
7500000.00000000
PA
USD
7719726.60000000
0.297637178656
Long
DBT
UST
US
N
2
2043-11-15
Fixed
0.04750000
N
N
N
N
N
N
BROOKFIELD FIN INC
549300XH8D8K6OYWGD17
BROOKFIELD FIN INC 6.35% 01/05/2034
11271LAK8
1300000.00000000
PA
USD
1409137.46000000
0.054329864212
Long
DBT
CORP
CA
N
2
2034-01-05
Fixed
0.06350000
N
N
N
N
N
N
BANK5 2023-5YR4
N/A
BANK5 2023-5YR4 6.5% 12/15/2056
06211FAV0
1298420.38400000
PA
USD
1367562.57000000
0.052726927527
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Fixed
0.06500000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 6.1% 01/07/2034
37045XEP7
2000000.00000000
PA
USD
2144412.48000000
0.082678689738
Long
DBT
CORP
US
N
2
2034-01-07
Fixed
0.06100000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC 5.6% 06/01/2029
22822VBD2
1000000.00000000
PA
USD
1041712.53000000
0.040163647557
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 01/01/2054#
31418EZK9
3943610.66400000
PA
USD
3978973.81000000
0.153410943174
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 01/01/2054#SD8395
3132DWKG7
399889.14300000
PA
USD
407831.50000000
0.015724108289
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
0.05500000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 6.174%/VAR 01/09/2030
80282KBJ4
500000.00000000
PA
USD
522163.36000000
0.020132219354
Long
DBT
CORP
US
N
2
2030-01-09
Variable
0.06174000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 5.5% 03/26/2036 144A
445545AU0
3100000.00000000
PA
USD
3140300.00000000
0.121075535516
Long
DBT
NUSS
HU
N
2
2036-03-26
Fixed
0.05500000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 4.5% 01/16/2029
24422EXH7
1000000.00000000
PA
USD
1021749.31000000
0.039393957542
Long
DBT
CORP
US
N
2
2029-01-16
Fixed
0.04500000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 5.1% 02/15/2029
695114DB1
500000.00000000
PA
USD
514236.00000000
0.019826576786
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.05100000
N
N
N
N
N
N
REGENCY CTRS LP
5493008PTR2GAOYBXW28
REGENCY CTRS LP 5.25% 01/15/2034
75884RBB8
1000000.00000000
PA
USD
1038093.68000000
0.040024121333
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
0.05250000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1
N/A
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 4.86% 06/18/2029
36268GAE5
178000.00000000
PA
USD
180958.61000000
0.006976932335
Long
ABS-CBDO
CORP
US
N
2
2029-06-18
Fixed
0.04860000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2024-1
N/A
CARMAX AUTO OWNER TRUST 2024-1 4.92% 10/16/2028
14318WAD9
195998.64000000
PA
USD
197367.16000000
0.007609570611
Long
ABS-CBDO
CORP
US
N
2
2028-10-16
Fixed
0.04920000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.466%/VAR 01/18/2035
61747YFL4
2500000.00000000
PA
USD
2617039.63000000
0.100901020498
Long
DBT
CORP
US
N
2
2035-01-18
Variable
0.05466000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2024-1
N/A
CARMAX AUTO OWNER TRUST 2024-1 4.94% 08/15/2029
14318WAE7
250000.00000000
PA
USD
254654.05000000
0.009818289805
Long
ABS-CBDO
CORP
US
N
2
2029-08-15
Fixed
0.04940000
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST 2024-A
N/A
NISSAN AUTO LEASE TRUST 2024-A 4.97% 09/15/2028
65481CAE4
700000.00000000
PA
USD
702575.86000000
0.027088096197
Long
ABS-CBDO
CORP
US
N
2
2028-09-15
Fixed
0.04970000
N
N
N
N
N
N
CITIZENS FINANCIAL GRP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GRP INC 5.841%/VAR 01/23/2030
174610BF1
200000.00000000
PA
USD
209127.67000000
0.008063001826
Long
DBT
CORP
US
N
2
2030-01-23
Variable
0.05841000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 01/31/2031
91282CJX0
10000000.00000000
PA
USD
10210156.20000000
0.393656698284
Long
DBT
UST
US
N
2
2031-01-31
Fixed
0.04000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 5.435%/VAR 01/24/2030
89788MAR3
200000.00000000
PA
USD
207552.07000000
0.008002253932
Long
DBT
CORP
US
N
2
2030-01-24
Variable
0.05435000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 4% 07/15/2029
756109CB8
1400000.00000000
PA
USD
1401235.84000000
0.054025214060
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5.15% 12/25/2033
3137HBP73
1500000.00000000
PA
USD
1603981.35000000
0.061842149129
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Fixed
0.05150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 05/01/2037#MA4604
31418EDJ6
3203285.76500000
PA
USD
3104132.86000000
0.119681096818
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
0.03000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC 5.3% 02/15/2034
775109DF5
1500000.00000000
PA
USD
1532922.80000000
0.059102458018
Long
DBT
CORP
CA
N
2
2034-02-15
Fixed
0.05300000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 4.875% 02/13/2029
718172DG1
988000.00000000
PA
USD
1015592.05000000
0.039156561895
Long
DBT
CORP
US
N
2
2029-02-13
Fixed
0.04875000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2024-1 OWNER TR
N/A
HONDA AUTO RECEIVABLES 2024-1 OWNER TR 5.17% 05/15/2030
437918AD7
120000.00000000
PA
USD
122171.89000000
0.004710386589
Long
ABS-CBDO
CORP
US
N
2
2030-05-15
Fixed
0.05170000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
CUMMINS INC 5.15% 02/20/2034
231021AW6
5335000.00000000
PA
USD
5565126.77000000
0.214565711522
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
0.05150000
N
N
N
N
N
N
GM FINANCIAL LEASING TRUST 2024-1
N/A
GM FINANCIAL LEASING TRUST 2024-1 5.09% 02/22/2028
36269FAE6
270000.00000000
PA
USD
270892.43000000
0.010444367108
Long
ABS-CBDO
CORP
US
N
2
2028-02-22
Fixed
0.05090000
N
N
N
N
N
N
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC
549300S8SEQBOJLKHW63
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.15% 03/01/2034
15189XBE7
500000.00000000
PA
USD
518086.94000000
0.019975051334
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
0.05150000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP 6.401%/VAR 03/06/2035
49326EEP4
3500000.00000000
PA
USD
3816924.83000000
0.147163079265
Long
DBT
CORP
US
N
2
2035-03-06
Variable
0.06401000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 6.475%/VAR 06/01/2034
639057AP3
1950000.00000000
PA
USD
2058925.52000000
0.079382705449
Long
DBT
CORP
GB
N
2
2034-06-01
Variable
0.06475000
N
N
N
N
N
N
ISRAEL, STATE OF
213800T8ZHTFZIBYPE21
ISRAEL STATE OF 5.75% 03/12/2054
46514BRM1
2000000.00000000
PA
USD
1954876.22000000
0.075371042640
Long
DBT
NUSS
IL
N
2
2054-03-12
Fixed
0.05750000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARGENTARIA S.A
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ ARGENTARIA SA 6.033%/VAR 03/13/2035
05946KAR2
3000000.00000000
PA
USD
3208550.19000000
0.123706949172
Long
DBT
CORP
ES
N
2
2035-03-13
Variable
0.06033000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 5.335%/VAR 03/19/2030
456837BL6
2750000.00000000
PA
USD
2848852.77000000
0.109838669788
Long
DBT
CORP
NL
N
2
2030-03-19
Variable
0.05335000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 5.552%/VAR 03/14/2028
05964HBA2
1400000.00000000
PA
USD
1420887.64000000
0.054782897150
Long
DBT
CORP
ES
N
2
2028-03-14
Variable
0.05552000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 03/01/2054#SD8408
3132DWKV4
3201867.92800000
PA
USD
3255462.39000000
0.125515668000
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
0.05500000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA 6.875%/VAR 10/01/2054
816851BS7
2500000.00000000
PA
USD
2575180.03000000
0.099287106704
Long
DBT
CORP
US
N
2
2054-10-01
Variable
0.06875000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH 5.318% 12/01/2034
20268JAS2
1250000.00000000
PA
USD
1290873.15000000
0.049770135948
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
0.05318000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2053#MA5163
31418EWZ9
875896.70000000
PA
USD
868562.64000000
0.033487783577
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 11/01/2053#MA5190
31418EXU9
3920574.30000000
PA
USD
3998442.39000000
0.154161562144
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.05500000
N
N
N
N
N
N
BENCHMARK 2024-V6 MTG TR
N/A
BENCHMARK 2024-V6 MTG TR 6.38427% 03/15/2057
081927AE5
420000.00000000
PA
USD
444099.26000000
0.017122426432
Long
ABS-MBS
CORP
US
N
2
2057-03-15
Fixed
0.06384270
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2
N/A
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 5.04% 09/17/2029
379931AE8
160000.00000000
PA
USD
163514.40000000
0.006304363769
Long
ABS-CBDO
CORP
US
N
2
2029-09-17
Fixed
0.05040000
N
N
N
N
N
N
PUBLIC SERVICE CO OF COLORADO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF COLORADO 5.35% 05/15/2034
744448CZ2
2750000.00000000
PA
USD
2870677.65000000
0.110680136856
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
0.05350000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
REGAL REXNORD CORP 6.4% 04/15/2033
758750AP8
2500000.00000000
PA
USD
2718314.38000000
0.104805709410
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
0.06400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2054#SD8429
3132DWLJ0
10265439.27400000
PA
USD
10176276.75000000
0.392350462398
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
0.04500000
N
N
N
N
N
N
CITIZENS FINANCIAL GRP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GRP INC 6.645%/VAR 04/25/2035
174610BG9
1500000.00000000
PA
USD
1660225.86000000
0.064010678940
Long
DBT
CORP
US
N
2
2035-04-25
Variable
0.06645000
N
N
N
N
N
N
DAIMLER TRUCKS RETAIL TRUST 2024-1
N/A
DAIMLER TRUCKS RETAIL TRUST 2024-1 5.56% 07/15/2031
233874AD8
240000.00000000
PA
USD
244073.28000000
0.009410343942
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Fixed
0.05560000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 5.54% 04/22/2030
92348KCS0
100000.00000000
PA
USD
101747.66000000
0.003922922148
Long
ABS-CBDO
CORP
US
N
2
2030-04-22
Fixed
0.05540000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 05/15/2034
91282CKQ3
47000000.00000000
PA
USD
48797382.93000000
1.881402818220
Long
DBT
UST
US
N
2
2034-05-15
Fixed
0.04375000
N
N
N
N
N
N
KINROSS GOLD CORP
254900O9KHF2A1ZXPT47
KINROSS GOLD CORP 6.25% 07/15/2033
496902AT4
750000.00000000
PA
USD
824870.75000000
0.031803225102
Long
DBT
CORP
CA
N
2
2033-07-15
Fixed
0.06250000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 6.875%/VAR 02/01/2055
25746UDT3
4000000.00000000
PA
USD
4188420.00000000
0.161486225668
Long
DBT
CORP
US
N
2
2055-02-01
Variable
0.06875000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 5.414% 05/10/2029
251526CW7
3450000.00000000
PA
USD
3597213.95000000
0.138692037500
Long
DBT
CORP
US
N
2
2029-05-10
Fixed
0.05414000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP 6% 08/15/2029
517834AK3
1000000.00000000
PA
USD
1046447.78000000
0.040346217034
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.06000000
N
N
N
N
N
N
WISCONSIN ELEC PWR CO
AENKIFMULUAWOUU8Q584
WISCONSIN ELEC PWR CO 5% 05/15/2029
976656CQ9
1250000.00000000
PA
USD
1290036.23000000
0.049737868160
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.05000000
N
N
N
N
N
N
WORLD FINL NETWORK CC MASTR TR
N/A
WORLD FINL NETWORK CC MASTR TR 5.47% 02/15/2031
981464HR4
4000000.00000000
PA
USD
4072528.00000000
0.157017962776
Long
ABS-CBDO
CORP
US
N
2
2031-02-15
Fixed
0.05470000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
HASBRO INC 6.05% 05/14/2034
418056BA4
250000.00000000
PA
USD
268445.58000000
0.010350027817
Long
DBT
CORP
US
N
2
2034-05-14
Fixed
0.06050000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 5.625% 07/01/2034
92277GAX5
500000.00000000
PA
USD
527105.03000000
0.020322747438
Long
DBT
CORP
US
N
2
2034-07-01
Fixed
0.05625000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 6.95%/VAR 11/30/2054
65473PAR6
1625000.00000000
PA
USD
1697848.75000000
0.065461244668
Long
DBT
CORP
US
N
2
2054-11-30
Variable
0.06950000
N
N
N
N
N
N
JOHNSON and JOHNSON
549300G0CFPGEF6X2043
JOHNSON and JOHNSON 4.8% 06/01/2029
478160CU6
250000.00000000
PA
USD
258826.07000000
0.009979143722
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.04800000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 05/15/2044
912810UB2
10000000.00000000
PA
USD
10113671.90000000
0.389936707108
Long
DBT
UST
US
N
2
2044-05-15
Fixed
0.04625000
N
N
N
N
N
N
ENTERGY CORP NEW
4XM3TW50JULSLG8BNC79
ENTERGY CORP NEW 7.125%/VAR 12/01/2054
29364GAQ6
1500000.00000000
PA
USD
1569307.50000000
0.060505284830
Long
DBT
CORP
US
N
2
2054-12-01
Variable
0.07125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 05/31/2029
91282CKT7
55000000.00000000
PA
USD
56821875.00000000
2.190790352730
Long
DBT
UST
US
N
2
2029-05-31
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 05/31/2031
91282CKU4
43000000.00000000
PA
USD
45176875.00000000
1.741812671907
Long
DBT
UST
US
N
2
2031-05-31
Fixed
0.04625000
N
N
N
N
N
N
ENACT HOLDINGS INC
9845003CA5664B741N19
ENACT HOLDINGS INC 6.25% 05/28/2029
29249EAA7
3600000.00000000
PA
USD
3777807.13000000
0.145654880534
Long
DBT
CORP
US
N
2
2029-05-28
Fixed
0.06250000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A
N/A
HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A 5.29% 12/15/2031
412922AD8
180000.00000000
PA
USD
184249.71000000
0.007103822025
Long
ABS-CBDO
CORP
US
N
2
2031-12-15
Fixed
0.05290000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC 5.15% 09/02/2029
78081BAQ6
2600000.00000000
PA
USD
2688400.91000000
0.103652383486
Long
DBT
CORP
GB
N
2
2029-09-02
Fixed
0.05150000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC 5.9% 09/02/2054
78081BAS2
2950000.00000000
PA
USD
2963604.43000000
0.114262966411
Long
DBT
CORP
GB
N
2
2054-09-02
Fixed
0.05900000
N
N
N
N
N
N
BRITISH COLUMBIA PROVINCE CDA
54930058TO7MEKUHWL16
BRITISH COLUMBIA PROVINCE CDA 4.75% 06/12/2034
110709AN2
2500000.00000000
PA
USD
2610063.45000000
0.100632051059
Long
DBT
NUSS
CA
N
2
2034-06-12
Fixed
0.04750000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC 5.4% 09/02/2034
78081BAR4
500000.00000000
PA
USD
517434.98000000
0.019949914752
Long
DBT
CORP
GB
N
2
2034-09-02
Fixed
0.05400000
N
N
N
N
N
N
MASTEC INC
549300TMDIT8WREDOF45
MASTEC INC 5.9% 06/15/2029
576323AT6
3950000.00000000
PA
USD
4145880.54000000
0.159846099598
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.05900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 07/01/2054#MA5419
31418FAV9
757904.14000000
PA
USD
762331.97000000
0.029392017166
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
0.05000000
N
N
N
N
N
N
PLAINS ALL AM PIPELN/PAA FIN C
N/A
PLAINS ALL AM PIPELN/PAA FIN C 5.7% 09/15/2034
72650RBP6
2500000.00000000
PA
USD
2610962.65000000
0.100666720078
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
0.05700000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC 5% 11/15/2029
760759BJ8
750000.00000000
PA
USD
777598.65000000
0.029980630183
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.05000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD 5.4% 06/21/2034
67077MBD9
1000000.00000000
PA
USD
1044396.53000000
0.040267130261
Long
DBT
CORP
CA
N
2
2034-06-21
Fixed
0.05400000
N
N
N
N
N
N
BROOKFIELD FIN INC
549300XH8D8K6OYWGD17
BROOKFIELD FIN INC 5.675% 01/15/2035
11271LAM4
3640000.00000000
PA
USD
3760513.99000000
0.144988136533
Long
DBT
CORP
CA
N
2
2035-01-15
Fixed
0.05675000
N
N
N
N
N
N
ESSENT GROUP LTD
254900QUO860OUT6ZF83
ESSENT GROUP LTD 6.25% 07/01/2029
29669JAA7
750000.00000000
PA
USD
789236.51000000
0.030429332578
Long
DBT
CORP
BM
N
2
2029-07-01
Fixed
0.06250000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 5.316% 07/09/2029
86562MDM9
2000000.00000000
PA
USD
2080375.80000000
0.080209729663
Long
DBT
CORP
JP
N
2
2029-07-09
Fixed
0.05316000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.95%/VAR 03/10/2055
00774MBK0
950000.00000000
PA
USD
1004031.08000000
0.038710824025
Long
DBT
CORP
IE
N
2
2055-03-10
Variable
0.06950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2054#
31418FBL0
7472759.46000000
PA
USD
7405518.08000000
0.285522742194
Long
ABS-MBS
USGSE
US
N
2
2054-08-01
Fixed
0.04500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030
46647PEJ1
2750000.00000000
PA
USD
2832855.99000000
0.109221907470
Long
DBT
CORP
US
N
2
2030-07-22
Variable
0.04995000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 5.049%/VAR 07/23/2030
38141GB29
1500000.00000000
PA
USD
1538828.99000000
0.059330173560
Long
DBT
CORP
US
N
2
2030-07-23
Variable
0.05049000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2024-3
N/A
CARMAX AUTO OWNER TRUST 2024-3 4.89% 07/16/2029
14319GAD3
597000.00000000
PA
USD
603588.73000000
0.023271607399
Long
ABS-CBDO
CORP
US
N
2
2029-07-16
Fixed
0.04890000
N
N
N
N
N
N
SYNCHRONY CARD ISSUANCE TRUST
N/A
SYNCHRONY CARD ISSUANCE TRUST 4.93% 07/15/2030
87166PAN1
2160000.00000000
PA
USD
2192867.42000000
0.084546889530
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Fixed
0.04930000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC 4.65% 08/15/2029
171239AL0
250000.00000000
PA
USD
256604.19000000
0.009893478240
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.04650000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 5.935%/VAR 08/02/2030
87165BAV5
1500000.00000000
PA
USD
1556658.72000000
0.060017606005
Long
DBT
CORP
US
N
2
2030-08-02
Variable
0.05935000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 08/15/2027
91282CLG4
50000000.00000000
PA
USD
50214844.00000000
1.936053602579
Long
DBT
UST
US
N
2
2027-08-15
Fixed
0.03750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/15/2034
91282CLF6
1000000.00000000
PA
USD
1001454.30000000
0.038611475230
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
400000.00000000
PA
USD
374781.25000000
0.014449842545
Long
DBT
UST
US
N
2
2054-08-15
Fixed
0.04250000
N
N
N
N
N
N
WORLD FINL NETWORK CC MASTR TR
N/A
WORLD FINL NETWORK CC MASTR TR 4.62% 05/15/2031
981464HU7
2130000.00000000
PA
USD
2152583.54000000
0.082993728258
Long
ABS-CBDO
CORP
US
N
2
2031-05-15
Fixed
0.04620000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC 5.55% 08/15/2064
30303M8W5
1250000.00000000
PA
USD
1177734.83000000
0.045408042301
Long
DBT
CORP
US
N
2
2064-08-15
Fixed
0.05550000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.45% 09/15/2034
404121AK1
2500000.00000000
PA
USD
2595780.23000000
0.100081355740
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
0.05450000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 4.375% 08/01/2034
880591FB3
1500000.00000000
PA
USD
1546015.11000000
0.059607237321
Long
DBT
USGSE
US
N
2
2034-08-01
Fixed
0.04375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 03/01/2054#SD8409
3132DWKW2
922517.84600000
PA
USD
948511.72000000
0.036570252664
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
0.06000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
EQUIFAX INC 4.8% 09/15/2029
294429AX3
500000.00000000
PA
USD
509011.63000000
0.019625149089
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.04800000
N
N
N
N
N
N
BENCHMARK 2024-V9 MORTGAGE TRUST
N/A
BENCHMARK MORTGAGE TRUST 2024-V9 AS 6.06412% 08/15/2057
081919AS1
885000.00000000
PA
USD
926122.41000000
0.035707023769
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
0.06064120
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.125% 08/15/2044
912810UD8
8900000.00000000
PA
USD
8428578.13000000
0.324967235847
Long
DBT
UST
US
N
2
2044-08-15
Fixed
0.04125000
N
N
N
N
N
N
WORLD OMNI AUTO TRUST 2024-C
N/A
WORLD OMNI AUTO TRUST 2024-C 4.44% 05/15/2030
98164NAE5
130000.00000000
PA
USD
131971.97000000
0.005088232634
Long
ABS-CBDO
CORP
US
N
2
2030-05-15
Fixed
0.04440000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 5.303% 09/06/2029
345397G23
500000.00000000
PA
USD
507584.02000000
0.019570107009
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
0.05303000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 5.353%/VAR 09/06/2030
80282KBM7
1250000.00000000
PA
USD
1286102.99000000
0.049586220502
Long
DBT
CORP
US
N
2
2030-09-06
Variable
0.05353000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 5.146%/VAR 09/10/2034
89116CQJ9
3600000.00000000
PA
USD
3671409.60000000
0.141552680769
Long
DBT
CORP
CA
N
2
2034-09-10
Variable
0.05146000
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
750000.00000000
PA
USD
766242.52000000
0.029542790002
Long
DBT
CORP
US
N
2
2030-09-11
Variable
0.04999000
N
N
N
N
N
N
CADENCE DESIGN SYSTEMS INC
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYSTEMS INC 4.3% 09/10/2029
127387AN8
1000000.00000000
PA
USD
1010175.35000000
0.038947718837
Long
DBT
CORP
US
N
2
2029-09-10
Fixed
0.04300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 09/30/2026
91282CLP4
45000000.00000000
PA
USD
44960009.85000000
1.733451348412
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.03500000
N
N
N
N
N
N
JOHN DEERE OWNER TR 2024-C
N/A
JOHN DEERE OWNER TR 2024-C 4.15% 08/15/2031
477911AE1
45000.00000000
PA
USD
45400.83000000
0.001750447347
Long
ABS-CBDO
CORP
US
N
2
2031-08-15
Fixed
0.04150000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2024-C
N/A
FORD CREDIT AUTO OWNER TRUST 2024-C 4.11% 07/15/2030
34532UAE9
400000.00000000
PA
USD
403798.64000000
0.015568619742
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Fixed
0.04110000
N
N
N
N
N
N
BENCHMARK 2024-V10 COML MTG TR
N/A
BENCHMARK 2024-V10 COML MTG TR 5.7253% 10/15/2029
08163UAF6
145000.00000000
PA
USD
150660.71000000
0.005808784557
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
0.05725300
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 01/01/2037#SB8138
3132D6BF6
593182.47200000
PA
USD
566264.27000000
0.021832547761
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
0.02500000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 4.45% 10/22/2027
02665WFT3
1000000.00000000
PA
USD
1009657.41000000
0.038927749451
Long
DBT
CORP
US
N
2
2027-10-22
Fixed
0.04450000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC 6.7%/VAR 05/15/2055
15189TBP1
1000000.00000000
PA
USD
1033708.00000000
0.039855029668
Long
DBT
CORP
US
N
2
2055-05-15
Variable
0.06700000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.5% 11/15/2054
912810UE6
62000000.00000000
PA
USD
60571093.44000000
2.335342984769
Long
DBT
UST
US
N
2
2054-11-15
Fixed
0.04500000
N
N
N
N
N
N
MAREX GROUP PLC
549300DWX0SVICJAL507
MAREX GROUP PLC 6.404% 11/04/2029
566539AA0
1875000.00000000
PA
USD
1962859.88000000
0.075678855878
Long
DBT
CORP
GB
N
2
2029-11-04
Fixed
0.06404000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 4.45% 08/25/2034
3136BTHF3
1500000.00000000
PA
USD
1521145.35000000
0.058648373674
Long
ABS-MBS
USGSE
US
N
2
2034-08-25
Fixed
0.04450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 11/01/2054#MA5531
31418FED5
6275844.73500000
PA
USD
6390195.65000000
0.246376575607
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 12/01/2054#SD8493
3132DWNJ8
1256114.94300000
PA
USD
1277824.75000000
0.049267049613
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 11/01/2054#MA5530
31418FEC7
2260649.20000000
PA
USD
2273856.36000000
0.087669450840
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 10/01/2054#MA5496
31418FDA2
4474111.05000000
PA
USD
4497481.57000000
0.173402219394
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 10/01/2054#SD8468
3132DWMR1
8948732.00000000
PA
USD
9001012.28000000
0.347037665825
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 08/01/2054#MA5443
31418FBM8
9158151.90000000
PA
USD
9217379.50000000
0.355379791428
Long
ABS-MBS
USGSE
US
N
2
2054-08-01
Fixed
0.05000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 5.1% 06/15/2035
375558CC5
1400000.00000000
PA
USD
1449350.29000000
0.055880286123
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
0.05100000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUSTRIES INC
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIES INC 5.353% 01/15/2030
446413BA3
2500000.00000000
PA
USD
2594084.83000000
0.100015988907
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05353000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 6.625%/VAR 05/15/2055
25746UDV8
1000000.00000000
PA
USD
1038047.00000000
0.040022321566
Long
DBT
CORP
US
N
2
2055-05-15
Variable
0.06625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 11/15/2044
912810UF3
44150000.00000000
PA
USD
44565630.75000000
1.718245902840
Long
DBT
UST
US
N
2
2044-11-15
Fixed
0.04625000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.592%/VAR 11/19/2034
172967PN5
750000.00000000
PA
USD
773813.17000000
0.029834679472
Long
DBT
CORP
US
N
2
2034-11-19
Variable
0.05592000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA 6.625%/VAR 04/01/2055
816851BU2
500000.00000000
PA
USD
508234.00000000
0.019595167250
Long
DBT
CORP
US
N
2
2055-04-01
Variable
0.06625000
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1
N/A
CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.62% 07/16/2029
14043NAD1
500000.00000000
PA
USD
504510.75000000
0.019451615842
Long
ABS-CBDO
CORP
US
N
2
2029-07-16
Fixed
0.04620000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 5.59%/VAR 11/26/2035
539439BA6
750000.00000000
PA
USD
788982.21000000
0.030419527939
Long
DBT
CORP
GB
N
2
2035-11-26
Variable
0.05590000
N
N
N
N
N
N
APPLOVIN CORP
549300LLVXMUAOL3SQ07
APPLOVIN CORP 5.125% 12/01/2029
03831WAB4
1850000.00000000
PA
USD
1889307.86000000
0.072843028024
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.05125000
N
N
N
N
N
N
APPLOVIN CORP
549300LLVXMUAOL3SQ07
APPLOVIN CORP 5.375% 12/01/2031
03831WAC2
500000.00000000
PA
USD
515338.32000000
0.019869077179
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.05375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 11/30/2031
91282CLZ2
10000000.00000000
PA
USD
10266015.60000000
0.395810380024
Long
DBT
UST
US
N
2
2031-11-30
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#FS6925
3140XNVT8
14681075.42700000
PA
USD
12754523.41000000
0.491755804262
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 10/01/2050#SD8082
3132DV6T7
3371578.50000000
PA
USD
2684711.76000000
0.103510146817
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.01500000
N
N
N
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
CENCORA INC 4.85% 12/15/2029
03073EAW5
1000000.00000000
PA
USD
1028954.82000000
0.039671768892
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04850000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
EVERGY INC 6.65%/VAR 06/01/2055
30034WAE6
500000.00000000
PA
USD
514808.00000000
0.019848630477
Long
DBT
CORP
US
N
2
2055-06-01
Variable
0.06650000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
TAPESTRY INC 5.1% 03/11/2030
876030AK3
750000.00000000
PA
USD
774370.83000000
0.029856180279
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
0.05100000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
TAPESTRY INC 5.5% 03/11/2035
876030AL1
1000000.00000000
PA
USD
1037259.71000000
0.039991967282
Long
DBT
CORP
US
N
2
2035-03-11
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 12/20/2054#MB0091
3618N5C56
2775421.80000000
PA
USD
2788700.53000000
0.107519475866
Long
ABS-MBS
USGA
US
N
2
2054-12-20
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 11/20/2054#MB0025
3618N5A33
4608088.60000000
PA
USD
4630135.54000000
0.178516746813
Long
ABS-MBS
USGA
US
N
2
2054-11-20
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 12/31/2029
91282CMD0
30000000.00000000
PA
USD
30983203.20000000
1.194569919899
Long
DBT
UST
US
N
2
2029-12-31
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 01/01/2055#MA5586
31418FF44
699857.58300000
PA
USD
711953.43000000
0.027449652198
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
0.05500000
N
N
N
N
N
N
SOLVENTUM CORP
254900I70403OSGY4M28
SOLVENTUM CORP 5.6% 03/23/2034
83444MAR2
1500000.00000000
PA
USD
1568318.16000000
0.060467140426
Long
DBT
CORP
US
N
2
2034-03-23
Fixed
0.05600000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.35% 01/07/2030
37045XFB7
500000.00000000
PA
USD
518996.08000000
0.020010103594
Long
DBT
CORP
US
N
2
2030-01-07
Fixed
0.05350000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 5.45% 03/01/2035
842400JG9
4000000.00000000
PA
USD
4115703.84000000
0.158682624735
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
0.05450000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 5.245%/VAR 01/13/2031
13607PVQ4
4000000.00000000
PA
USD
4156537.96000000
0.160257000733
Long
DBT
CORP
CA
N
2
2031-01-13
Variable
0.05245000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 5.565% 01/17/2030
05964HBJ3
600000.00000000
PA
USD
628990.78000000
0.024250993702
Long
DBT
CORP
ES
N
2
2030-01-17
Fixed
0.05565000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 6.033% 01/17/2035
05964HBK0
1000000.00000000
PA
USD
1077593.93000000
0.041547069434
Long
DBT
CORP
ES
N
2
2035-01-17
Fixed
0.06033000
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC 5.694%/VAR 04/15/2031
80281LAV7
475000.00000000
PA
USD
498729.18000000
0.019228705074
Long
DBT
CORP
GB
N
2
2031-04-15
Variable
0.05694000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.23%/VAR 01/15/2031
61748UAE2
750000.00000000
PA
USD
776687.12000000
0.029945485776
Long
DBT
CORP
US
N
2
2031-01-15
Variable
0.05230000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST 2025-A
N/A
FORD CREDIT AUTO LEASE TRUST 2025-A 4.72% 06/15/2028
345282AD9
240000.00000000
PA
USD
241908.02000000
0.009326861467
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
0.04720000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 01/31/2030
91282CMG3
25000000.00000000
PA
USD
25718750.00000000
0.991596799371
Long
DBT
UST
US
N
2
2030-01-31
Fixed
0.04250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 12/01/2054#SD8495
3132DWNL3
731770.90000000
PA
USD
751189.47000000
0.028962413576
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
0.06000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 6.125% 08/03/2065
68389XDC6
2750000.00000000
PA
USD
2389434.27000000
0.092125603866
Long
DBT
CORP
US
N
2
2065-08-03
Fixed
0.06125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 07/01/2054#RJ1974
3142GSFQ6
321690.77000000
PA
USD
331031.51000000
0.012763053640
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
0.06000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO NJ
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS CO NJ 5.5% 03/15/2030
636180BT7
750000.00000000
PA
USD
780488.33000000
0.030092042963
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.05500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 02/15/2055
912810UG1
25000000.00000000
PA
USD
24933595.00000000
0.961324831060
Long
DBT
UST
US
N
2
2055-02-15
Fixed
0.04625000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINANCE BV
724500PBR8LR26XBSP67
EMBRAER NETHERLANDS FINANCE BV 5.98% 02/11/2035
29082HAE2
1350000.00000000
PA
USD
1448955.00000000
0.055865045557
Long
DBT
CORP
NL
N
2
2035-02-11
Fixed
0.05980000
N
N
N
N
N
N
SYNCHRONY CARD ISSUANCE TRUST
N/A
SYNCHRONY CARD ISSUANCE TRUST 4.78% 02/15/2031
87166PAP6
2000000.00000000
PA
USD
2038559.00000000
0.078597466040
Long
ABS-CBDO
CORP
US
N
2
2031-02-15
Fixed
0.04780000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 5.25% 02/01/2055
880591FC1
5000000.00000000
PA
USD
5132108.05000000
0.197870499787
Long
DBT
USGSE
US
N
2
2055-02-01
Fixed
0.05250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.75% 02/15/2045
912810UJ5
13000000.00000000
PA
USD
13325000.00000000
0.513750759723
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.04750000
N
N
N
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX CORP 5.4% 02/25/2035
686329AB9
1000000.00000000
PA
USD
1043812.31000000
0.040244605423
Long
DBT
CORP
JP
N
2
2035-02-25
Fixed
0.05400000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS LTD
EK6GB9U3U58PDI411C94
RENAISSANCERE HOLDINGS LTD 5.8% 04/01/2035
75968NAG6
1350000.00000000
PA
USD
1414606.46000000
0.054540723717
Long
DBT
CORP
BM
N
2
2035-04-01
Fixed
0.05800000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.875% 03/15/2030
00287YDZ9
1500000.00000000
PA
USD
1551056.90000000
0.059801625572
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.04875000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.25% 03/01/2030
404119CZ0
500000.00000000
PA
USD
518936.43000000
0.020007803764
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 02/20/2055#MB0204
3618N5GN3
1250174.00900000
PA
USD
1256155.34000000
0.048431576754
Long
ABS-MBS
USGA
US
N
2
2055-02-20
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 11/20/2054#MB0026
3618N5A41
8732473.50800000
PA
USD
8863747.04000000
0.341745349027
Long
ABS-MBS
USGA
US
N
2
2054-11-20
Fixed
0.05500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 02/28/2027
91282CMP3
70000000.00000000
PA
USD
70404687.50000000
2.714481177575
Long
DBT
UST
US
N
2
2027-02-28
Fixed
0.04125000
N
N
N
N
N
N
BBCMS MTG TR 2025-5C33
N/A
BBCMS MTG A4 TR 2025-5C33 5.839% 03/15/2058
072924AD5
140000.00000000
PA
USD
148228.11000000
0.005714994681
Long
ABS-MBS
CORP
US
N
2
2058-03-15
Fixed
0.05839000
N
N
N
N
N
N
ENTERGY TEX INC
LWXX58X12AJXISQ28573
ENTERGY TEX INC 5.25% 04/15/2035
29365TAQ7
750000.00000000
PA
USD
778333.06000000
0.030008945657
Long
DBT
CORP
US
N
2
2035-04-15
Fixed
0.05250000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 5.5% 04/15/2037
571903BU6
2500000.00000000
PA
USD
2583529.10000000
0.099609008472
Long
DBT
CORP
US
N
2
2037-04-15
Fixed
0.05500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.13%/VAR 03/03/2031
404280ER6
1750000.00000000
PA
USD
1805696.36000000
0.069619352853
Long
DBT
CORP
GB
N
2
2031-03-03
Variable
0.05130000
N
N
N
N
N
N
JOHN DEERE OWNER TRUST 2025
N/A
JOHN DEERE OWNER TRUST 2025 4.23% 09/17/2029
47800DAD6
245000.00000000
PA
USD
247000.94000000
0.009523221056
Long
ABS-CBDO
CORP
US
N
2
2029-09-17
Fixed
0.04230000
N
N
N
N
N
N
BBCMS MTG TR 2025-5C33
N/A
BBCMS MTG TR 2025-5C33 6.168% 03/15/2058
072924AE3
400000.00000000
PA
USD
423052.56000000
0.016310962409
Long
ABS-MBS
CORP
US
N
2
2058-03-15
Fixed
0.06168000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC 5.25% 05/15/2035
858119BS8
2500000.00000000
PA
USD
2569148.23000000
0.099054548217
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
0.05250000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 6.25% 08/15/2055
05526DCD5
1000000.00000000
PA
USD
1043763.13000000
0.040242709268
Long
DBT
CORP
US
N
2
2055-08-15
Fixed
0.06250000
N
N
N
N
N
N
CARMAX SELECT RECEIVABLES TR 2025-A
N/A
CARMAX SELECT RECEIVABLES TR 2025-A 4.77% 09/17/2029
14319UAC4
225000.00000000
PA
USD
227292.55000000
0.008763356115
Long
ABS-CBDO
CORP
US
N
2
2029-09-17
Fixed
0.04770000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 5.741%/VAR 03/20/2031
80282KBQ8
200000.00000000
PA
USD
208297.07000000
0.008030977708
Long
DBT
CORP
US
N
2
2031-03-20
Variable
0.05741000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 5.473%/VAR 03/20/2029
80282KBN5
3000000.00000000
PA
USD
3066720.09000000
0.118238632352
Long
DBT
CORP
US
N
2
2029-03-20
Variable
0.05473000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 5.066%/VAR 03/25/2031
456837BR3
1750000.00000000
PA
USD
1804194.21000000
0.069561436853
Long
DBT
CORP
NL
N
2
2031-03-25
Variable
0.05066000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 7.375%/VAR 09/15/2055
695114DF2
650000.00000000
PA
USD
658301.74000000
0.025381089609
Long
DBT
CORP
US
N
2
2055-09-15
Variable
0.07375000
N
N
N
N
N
N
CNH EQUIP TR 2025-A
N/A
CNH EQUIP TR 2025-A 4.54% 09/15/2032
12674BAE5
740000.00000000
PA
USD
756966.20000000
0.029185137736
Long
ABS-CBDO
CORP
US
N
2
2032-09-15
Fixed
0.04540000
N
N
N
N
N
N
TR FINANCE LLC
254900OWSTRTOV8P5W25
TR FINANCE LLC 3.35% 05/15/2026
87268LAA5
250000.00000000
PA
USD
249562.43000000
0.009621980338
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03350000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 03/31/2032
91282CMT5
14500000.00000000
PA
USD
14881191.37000000
0.573750346860
Long
DBT
UST
US
N
2
2032-03-31
Fixed
0.04125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 11/01/2053#SD6736
3132DUPV3
884290.29000000
PA
USD
876885.95000000
0.033808692157
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 09/01/2051#FM8745
3140XCWF1
3757705.40000000
PA
USD
3262244.80000000
0.125777166559
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 02/01/2052#FS6380
3140XNCS1
118155.66900000
PA
USD
102650.47000000
0.003957730352
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 06/01/2052#FS7944
3140XPZJ1
8875525.90000000
PA
USD
7705270.95000000
0.297079835229
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
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
75000.00000000
PA
USD
77572.78000000
0.002990849880
Long
DBT
CORP
KY
N
2
2030-05-30
Fixed
0.05375000
N
N
N
N
N
N
SAN DIEGO GAS and ELECTRIC CO
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS and ELECTRIC CO 5.4% 04/15/2035
797440CG7
2500000.00000000
PA
USD
2605284.88000000
0.100447811361
Long
DBT
CORP
US
N
2
2035-04-15
Fixed
0.05400000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056
00774MBQ7
950000.00000000
PA
USD
984846.95000000
0.037971172140
Long
DBT
CORP
IE
N
2
2056-01-31
Variable
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 05/01/2037#FS6377
3140XNCP7
733407.36000000
PA
USD
700813.42000000
0.027020144611
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
0.02500000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC 4.9% 04/03/2028
50212YAN4
1000000.00000000
PA
USD
1011571.94000000
0.039001564929
Long
DBT
CORP
US
N
2
2028-04-03
Fixed
0.04900000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 5.125% 04/15/2035
756109CT9
2500000.00000000
PA
USD
2572072.05000000
0.099167277279
Long
DBT
CORP
US
N
2
2035-04-15
Fixed
0.05125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 05/01/37 #FS9492
3140XRRN7
412995.05500000
PA
USD
394640.81000000
0.015215535906
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 01/01/2055#SL0019
31427MAV3
9124149.01500000
PA
USD
9282557.02000000
0.357892737050
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
0.05500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 30YR 5.5% 01/01/2055#FA0445
3140W0P74
22264838.76900000
PA
USD
22642376.96000000
0.872985993631
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
0.05500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2031
38141GC93
2000000.00000000
PA
USD
2070417.48000000
0.079825782611
Long
DBT
CORP
US
N
2
2031-04-23
Variable
0.05218000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 04/30/2032
91282CNA5
10000000.00000000
PA
USD
10191796.90000000
0.392948848053
Long
DBT
UST
US
N
2
2032-04-30
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 5.016%/VAR 04/25/2031
025816EF2
1054000.00000000
PA
USD
1089020.73000000
0.041987634325
Long
DBT
CORP
US
N
2
2031-04-25
Variable
0.05016000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 6.05% 11/01/2035
595112CH4
3500000.00000000
PA
USD
3801984.27000000
0.146587039937
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
0.06050000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC 5.25% 05/15/2055
02079KAM9
1500000.00000000
PA
USD
1459886.18000000
0.056286501619
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
0.05250000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 4.375% 04/30/2030
718172DT3
1500000.00000000
PA
USD
1519409.09000000
0.058581431468
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
0.04375000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP 4.95% 08/15/2035
369550BR8
700000.00000000
PA
USD
723957.68000000
0.027912480908
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
0.04950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 05/01/2051#FS3235
3140XJSZ7
1987865.72500000
PA
USD
1798786.10000000
0.069352924987
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.03000000
N
N
N
N
N
N
WEIR GROUP INC
2138009WEPEV2V98AV65
WEIR GROUP INC 5.35% 05/06/2030 144A
94877DAA2
750000.00000000
PA
USD
776496.13000000
0.029938122079
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
0.05350000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP 5.625% 06/15/2028
517834AM9
1000000.00000000
PA
USD
1024508.73000000
0.039500348096
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 05/15/2035
91282CNC1
30500000.00000000
PA
USD
31282753.83000000
1.206119215489
Long
DBT
UST
US
N
2
2035-05-15
Fixed
0.04250000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.643%/VAR 05/07/2028
172967PZ8
1000000.00000000
PA
USD
1006958.28000000
0.038823683404
Long
DBT
CORP
US
N
2
2028-05-07
Variable
0.04643000
N
N
N
N
N
N
MAREX GROUP PLC
549300DWX0SVICJAL507
MAREX GROUP PLC 5.829% 05/08/2028
566539AB8
2650000.00000000
PA
USD
2702817.36000000
0.104208215541
Long
DBT
CORP
GB
N
2
2028-05-08
Fixed
0.05829000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 05/01/2037#FS6376
3140XNCN2
3667515.45000000
PA
USD
3504524.46000000
0.135118356757
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
0.02500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 5.35% 04/15/2028
37045VBC3
1250000.00000000
PA
USD
1280820.18000000
0.049382539628
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.05350000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029
06051GMT3
1250000.00000000
PA
USD
1267741.39000000
0.048878281594
Long
DBT
CORP
US
N
2
2029-05-09
Variable
0.04623000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 5.297%/VAR 05/09/2031
251526DA4
1945000.00000000
PA
USD
2008510.49000000
0.077438933594
Long
DBT
CORP
US
N
2
2031-05-09
Variable
0.05297000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
CUMMINS INC 4.7% 02/15/2031
231021AZ9
900000.00000000
PA
USD
926134.97000000
0.035707508025
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.04700000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
CUMMINS INC 5.3% 05/09/2035
231021BA3
2000000.00000000
PA
USD
2097628.68000000
0.080874921423
Long
DBT
CORP
US
N
2
2035-05-09
Fixed
0.05300000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.24%/VAR 05/13/2031
404280EW5
1250000.00000000
PA
USD
1294957.13000000
0.049927595448
Long
DBT
CORP
GB
N
2
2031-05-13
Variable
0.05240000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 04/01/2055#FA1377
3140W1Q71
3252381.96000000
PA
USD
3338688.47000000
0.128724483147
Long
ABS-MBS
USGSE
US
N
2
2055-04-01
Fixed
0.06000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC 5.2% 05/15/2035
149123CL3
1000000.00000000
PA
USD
1047606.79000000
0.040390903133
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
0.05200000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.737%/VAR 05/15/2029
02005NBZ2
136000.00000000
PA
USD
139637.65000000
0.005383786024
Long
DBT
CORP
US
N
2
2029-05-15
Variable
0.05737000
N
N
N
N
N
N
EIDP INC
GLU7INWNWH88J9XBXD45
EIDP INC 5.125% 05/15/2032
263534CS6
1500000.00000000
PA
USD
1558650.80000000
0.060094411455
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
0.05125000
N
N
N
N
N
N
WOODSIDE FIN LTD
254900AIZKU6TGRRNZ98
WOODSIDE FIN LTD 4.9% 05/19/2028
980236AX1
2800000.00000000
PA
USD
2851131.05000000
0.109926509794
Long
DBT
CORP
AU
N
2
2028-05-19
Fixed
0.04900000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
MAGNA INTL INC 5.875% 06/01/2035
559222BD5
1000000.00000000
PA
USD
1070974.36000000
0.041291849237
Long
DBT
CORP
CA
N
2
2035-06-01
Fixed
0.05875000
N
N
N
N
N
N
FORDF 2025-1 A1
N/A
FORDF 2025-1 A1 4.63% 04/15/2030
34529BAA4
1500000.00000000
PA
USD
1527092.55000000
0.058877670373
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Fixed
0.04630000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 5.115%/VAR 05/23/2031
639057AV0
1000000.00000000
PA
USD
1031319.98000000
0.039762958592
Long
DBT
CORP
GB
N
2
2031-05-23
Variable
0.05115000
N
N
N
N
N
N
GMF LEASING LLC
N/A
GMF LEASING LLC 2025-2 A3 4.58% 05/22/2028
362962AD4
869000.00000000
PA
USD
876383.02000000
0.033789301488
Long
ABS-CBDO
CORP
US
N
2
2028-05-22
Fixed
0.04580000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST 2025-A
N/A
NISSAN AUTO RECEIVABLES OWNER TRUST 2025-A 4.57% 11/15/2030
65481GAE5
750000.00000000
PA
USD
768059.70000000
0.029612852111
Long
ABS-CBDO
CORP
US
N
2
2030-11-15
Fixed
0.04570000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A 4.78% 07/16/2029
30166XAC8
350000.00000000
PA
USD
352391.83000000
0.013586609409
Long
ABS-CBDO
CORP
US
N
2
2029-07-16
Fixed
0.04780000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 05/31/2032
91282CNF4
8000000.00000000
PA
USD
8207905.60000000
0.316459117278
Long
DBT
UST
US
N
2
2032-05-31
Fixed
0.04125000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 4.574% 06/02/2028
89115KAD2
2000000.00000000
PA
USD
2028760.06000000
0.078219663949
Long
DBT
CORP
CA
N
2
2028-06-02
Fixed
0.04574000
N
N
N
N
N
N
DRIVE 2025-1 A2
N/A
DRIVE 2025-1 A2 4.73% 09/15/2032
262102AC0
1750000.00000000
PA
USD
1759558.15000000
0.067840475522
Long
ABS-CBDO
CORP
US
N
2
2032-09-15
Fixed
0.04730000
N
N
N
N
N
N
SYNCHRONY CARD ISSUANCE TRUST
N/A
SYNCHRONY CARD ISSUANCE TRUST 2025-A2 A 4.49% 05/15/2031
87166PAQ4
1000000.00000000
PA
USD
1016330.10000000
0.039185017711
Long
ABS-CBDO
CORP
US
N
2
2031-05-15
Fixed
0.04490000
N
N
N
N
N
N
ONTARIO PROVINCE CDA
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE CDA 4.85% 06/11/2035
683234C97
2500000.00000000
PA
USD
2625123.83000000
0.101212710096
Long
DBT
NUSS
CA
N
2
2035-06-11
Fixed
0.04850000
N
N
N
N
N
N
GMF LEASING LLC
N/A
GMF LEASING LLC 4.64% 04/20/2029
362962AE2
3750000.00000000
PA
USD
3798258.75000000
0.146443401008
Long
ABS-CBDO
CORP
US
N
2
2029-04-20
Fixed
0.04640000
N
N
N
N
N
N
AUSTRALIA and NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH
JHE42UYNWWTJB8YTTU19
AUSTRALIA and NZ BKG GRP LTD NEW YORK BRH 4.362% 06/18/2028
05253JB75
2500000.00000000
PA
USD
2536817.23000000
0.097808013447
Long
DBT
CORP
US
N
2
2028-06-18
Fixed
0.04362000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 4.818%/VAR 06/13/2029
539439BD0
500000.00000000
PA
USD
508462.40000000
0.019603973305
Long
DBT
CORP
GB
N
2
2029-06-13
Variable
0.04818000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 5.2% 07/01/2030
681936BP4
2000000.00000000
PA
USD
2051201.94000000
0.079084919701
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.05200000
N
N
N
N
N
N
HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC
254900ZZRL7MWL1X8E92
HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6.15% 01/15/2031
40408AAA9
1700000.00000000
PA
USD
1764558.74000000
0.068033275290
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.06150000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 6% 09/26/2035 144A
445545AW6
750000.00000000
PA
USD
789847.50000000
0.030452889545
Long
DBT
NUSS
HU
N
2
2035-09-26
Fixed
0.06000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 4.6% 06/20/2028
29250NCH6
439000.00000000
PA
USD
444898.31000000
0.017153234128
Long
DBT
CORP
CA
N
2
2028-06-20
Fixed
0.04600000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC 4.4% 07/15/2028
26875PAX9
3300000.00000000
PA
USD
3343787.63000000
0.128921083321
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04400000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 4.6% 01/15/2031
29379VCK7
2500000.00000000
PA
USD
2556024.83000000
0.098548570227
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.04600000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
254900WVU0BM7ZCJ9E93
MARVELL TECHNOLOGY INC 4.75% 07/15/2030
573874AR5
324000.00000000
PA
USD
330314.47000000
0.012735407873
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04750000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 5.85% 07/02/2032
91087BBE9
1500000.00000000
PA
USD
1560000.00000000
0.060146430406
Long
DBT
NUSS
MX
N
2
2032-07-02
Fixed
0.05850000
N
N
N
N
N
N
WASTE MANAGEMENT INC DEL
549300YX8JIID70NFS41
WASTE MANAGEMENT INC DEL 3.875% 01/15/2029
94106LCA5
3250000.00000000
PA
USD
3255620.00000000
0.125521744718
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03875000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
CORP ANDINA DE FOMENTO 4.125% 06/30/2028
219868CN4
1750000.00000000
PA
USD
1767482.50000000
0.068146002039
Long
DBT
CORP
VE
N
2
2028-06-30
Fixed
0.04125000
N
N
N
N
N
N
HONDA MOTOR CO LTD
549300P7ZYCQJ36CCS16
HONDA MOTOR CO LTD 4.436% 07/08/2028
438127AD4
4500000.00000000
PA
USD
4551949.04000000
0.175502234710
Long
DBT
CORP
JP
N
2
2028-07-08
Fixed
0.04436000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER OP LLC 4.5% 07/01/2030
95041AAF5
2300000.00000000
PA
USD
2342342.75000000
0.090309971282
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 4.711%/VAR 07/08/2031
60687YDL0
2448000.00000000
PA
USD
2496190.54000000
0.096241634997
Long
DBT
CORP
JP
N
2
2031-07-08
Variable
0.04711000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.3% 09/30/2035
969457CS7
1500000.00000000
PA
USD
1540214.73000000
0.059383601326
Long
DBT
CORP
US
N
2
2035-09-30
Fixed
0.05300000
N
N
N
N
N
N
PUBLIC STORAGE OPERATING CO
549300LMZF40TKJ6DM64
PUBLIC STORAGE OPERATING CO 4.375% 07/01/2030
74464AAC5
3000000.00000000
PA
USD
3048784.11000000
0.117547103395
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 04/01/2051#FM6799
3140XARV6
1897452.28600000
PA
USD
1647269.60000000
0.063511145100
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 03/20/2055#MB0258
3618N5JC4
6776952.38900000
PA
USD
6809376.04000000
0.262538244937
Long
ABS-MBS
USGA
US
N
2
2055-03-20
Fixed
0.05000000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 4.66%/VAR 07/08/2031
86562MDY3
2800000.00000000
PA
USD
2848661.34000000
0.109831289127
Long
DBT
CORP
JP
N
2
2031-07-08
Variable
0.04660000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 4.55% 07/09/2027
02665WGD7
1800000.00000000
PA
USD
1817361.23000000
0.070069096630
Long
DBT
CORP
US
N
2
2027-07-09
Fixed
0.04550000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 4.51% 07/15/2032
02582JKT6
2200000.00000000
PA
USD
2267911.36000000
0.087440238963
Long
ABS-CBDO
CORP
US
N
2
2032-07-15
Fixed
0.04510000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.615%/VAR 07/23/2036
46647PFC5
4500000.00000000
PA
USD
4679983.17000000
0.180438642332
Long
DBT
CORP
US
N
2
2036-07-23
Variable
0.05576000
N
N
N
N
N
N
PNC BANK NA PITTSBURGH PA
AD6GFRVSDT01YPT1CS68
PNC BANK NA PITTSBURGH PA 4.429%/VAR 07/21/2028
69353RFZ6
2000000.00000000
PA
USD
2013857.02000000
0.077645071219
Long
DBT
CORP
US
N
2
2028-07-21
Variable
0.04429000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 4.351%/VAR 07/20/2029
025816EJ4
2700000.00000000
PA
USD
2725412.32000000
0.105079373355
Long
DBT
CORP
US
N
2
2029-07-20
Variable
0.04351000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK 4.42%/VAR 07/24/2028
89788JAF6
2500000.00000000
PA
USD
2515597.13000000
0.096989863917
Long
DBT
CORP
US
N
2
2028-07-24
Variable
0.04420000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 5.019%/VAR 07/29/2029
87165BAX1
1800000.00000000
PA
USD
1823155.61000000
0.070292501293
Long
DBT
CORP
US
N
2
2029-07-29
Variable
0.05019000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 07/31/2030
91282CNN7
7750000.00000000
PA
USD
7871699.18000000
0.303496542892
Long
DBT
UST
US
N
2
2030-07-31
Fixed
0.03875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 07/31/2032
91282CNR8
15500000.00000000
PA
USD
15787597.70000000
0.608697209199
Long
DBT
UST
US
N
2
2032-07-31
Fixed
0.04000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 4.498%/VAR 08/06/2029
78017DAK4
2500000.00000000
PA
USD
2529794.85000000
0.097537262749
Long
DBT
CORP
CA
N
2
2029-08-06
Variable
0.04498000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031
251526DB2
1500000.00000000
PA
USD
1527704.54000000
0.058901265895
Long
DBT
CORP
US
N
2
2031-08-04
Variable
0.04950000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027
65339KCL2
700000.00000000
PA
USD
707937.76000000
0.027294826419
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.04685000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5% 07/01/2040#MA5771
31418FMV6
4198045.85000000
PA
USD
4263706.65000000
0.164388932883
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 08/15/2055
912810UM8
6000000.00000000
PA
USD
6109687.50000000
0.235561470528
Long
DBT
UST
US
N
2
2055-08-15
Fixed
0.04750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 08/15/2028
91282CNU1
25000000.00000000
PA
USD
25142578.00000000
0.969382255076
Long
DBT
UST
US
N
2
2028-08-15
Fixed
0.03625000
N
N
N
N
N
N
M and T BANK CORP
549300WYXDDBYRASEG81
M and T BANK CORP 5.4%/VAR 07/30/2035
55261FAZ7
4820000.00000000
PA
USD
4889094.07000000
0.188500997584
Long
DBT
CORP
US
N
2
2035-07-30
Variable
0.05400000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 6%/VAR 02/15/2056
25746UDZ9
1000000.00000000
PA
USD
1014753.00000000
0.039124211983
Long
DBT
CORP
US
N
2
2056-02-15
Variable
0.06000000
N
N
N
N
N
N
PUBLIC SERVICE CO OF COLORADO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF COLORADO 5.15% 09/15/2035
744448DC2
2500000.00000000
PA
USD
2552661.20000000
0.098418884113
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
0.05150000
N
N
N
N
N
N
WOART 2025-C
N/A
WOART 2025-C A4 4.19% 11/17/2031
981936AD9
1000000.00000000
PA
USD
1014883.60000000
0.039129247319
Long
ABS-CBDO
CORP
US
N
2
2031-11-17
Fixed
0.04190000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 11/01/2054#SL0454
31427MQG9
6631429.84000000
PA
USD
6571758.91000000
0.253376820467
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
0.04500000
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 4.3% 08/19/2028
62954HBF4
1019000.00000000
PA
USD
1025818.83000000
0.039550859531
Long
DBT
CORP
NL
N
2
2028-08-19
Fixed
0.04300000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 4.375% 10/01/2030
828807DZ7
3000000.00000000
PA
USD
3038332.23000000
0.117144126938
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.04375000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
MAIN STR CAP CORP 5.4% 08/15/2028
56035LAK0
2000000.00000000
PA
USD
2006896.40000000
0.077376701702
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.05400000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 6% 05/01/2055#SL1194
31427NKG3
2524206.09000000
PA
USD
2595314.99000000
0.100063418223
Long
ABS-MBS
USGSE
US
N
2
2055-05-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/31/2032
91282CNW7
6325000.00000000
PA
USD
6394673.80000000
0.246549232490
Long
DBT
UST
US
N
2
2032-08-31
Fixed
0.03875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 08/31/2027
91282CNV9
10000000.00000000
PA
USD
10026171.90000000
0.386563109248
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.03625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 08/31/2030
91282CNX5
12500000.00000000
PA
USD
12564941.38000000
0.484446392484
Long
DBT
UST
US
N
2
2030-08-31
Fixed
0.03625000
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC 5.7% 09/15/2055
58933YBT1
2500000.00000000
PA
USD
2556741.70000000
0.098576209440
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
0.05700000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.741%/VAR 09/10/2036
404280FB0
1800000.00000000
PA
USD
1863385.24000000
0.071843570934
Long
DBT
CORP
GB
N
2
2036-09-10
Variable
0.05741000
N
N
N
N
N
N
DOW CHEMICAL CO
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO 5.65% 03/15/2036
260543DP5
5000000.00000000
PA
USD
5011335.00000000
0.193214046039
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
0.05650000
N
N
N
N
N
N
VOLKSWAGEN AUTO LEASE TRUST 2025-B
N/A
VOLKSWAGEN AUTO LEASE TRUST 2025-B 4.01% 01/22/2029 144A
92868BAD5
2300000.00000000
PA
USD
2310059.51000000
0.089065277918
Long
ABS-CBDO
CORP
US
N
2
2029-01-22
Fixed
0.04010000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.174%/VAR 09/11/2036
172967QH7
2410000.00000000
PA
USD
2452070.96000000
0.094540586761
Long
DBT
CORP
US
N
2
2036-09-11
Variable
0.05174000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.85% 02/15/2033
11120VAP8
1348000.00000000
PA
USD
1359880.17000000
0.052430729491
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
0.04850000
N
N
N
N
N
N
SIERRA PACIFIC POWER CO
QB888G5GSVGE1LD1WV84
SIERRA PACIFIC POWER CO 6.375%/VAR 12/15/2055
826418BR5
1600000.00000000
PA
USD
1591030.88000000
0.061342838524
Long
DBT
CORP
US
N
2
2055-12-15
Variable
0.06200000
N
N
N
N
N
N
WEBSTER FINANCIAL CORP
KMRURHT0VWKYS6Z5KU67
WEBSTER FINANCIAL CORP 5.784%/VAR 09/11/2035
947890AK5
1700000.00000000
PA
USD
1749320.43000000
0.067445756090
Long
DBT
CORP
US
N
2
2035-09-11
Variable
0.05784000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.375% 09/15/2028
91282CNY3
7500000.00000000
PA
USD
7497363.30000000
0.289063871766
Long
DBT
UST
US
N
2
2028-09-15
Fixed
0.03375000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 4.02% 09/15/2032
14041NGG0
2300000.00000000
PA
USD
2325168.90000000
0.089647826556
Long
ABS-CBDO
CORP
US
N
2
2032-09-15
Fixed
0.04020000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2054#SD8467
3132DWMQ3
3386164.98800000
PA
USD
3355695.60000000
0.129380199917
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 08/20/2054#MA9849
36179Y5J9
4776003.45000000
PA
USD
4729406.85000000
0.182344192287
Long
ABS-MBS
USGA
US
N
2
2054-08-20
Fixed
0.04500000
N
N
N
N
N
N
WORLD OMNI SELECT AUTO TRUST 2025-A
N/A
WORLD OMNI SELECT AUTO TRUST 2025-A 4.08% 08/15/2031
98164UAE9
2000000.00000000
PA
USD
2010538.60000000
0.077517128195
Long
ABS-CBDO
CORP
US
N
2
2031-08-15
Fixed
0.04080000
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC 4.32%/VAR 09/22/2029
80281LAX3
2250000.00000000
PA
USD
2257816.82000000
0.087051039894
Long
DBT
CORP
GB
N
2
2029-09-22
Variable
0.04320000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 5.375% 03/22/2033
91087BBK5
2100000.00000000
PA
USD
2107560.00000000
0.081257827479
Long
DBT
NUSS
MX
N
2
2033-03-22
Fixed
0.05375000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.625% 03/22/2033
054989AF5
2500000.00000000
PA
USD
2510513.85000000
0.096793876002
Long
DBT
CORP
US
N
2
2033-03-22
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 09/30/2032
91282CNZ0
10000000.00000000
PA
USD
10106250.00000000
0.389650552754
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
15000000.00000000
PA
USD
15076757.85000000
0.581290491527
Long
DBT
UST
US
N
2
2030-09-30
Fixed
0.03625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 09/30/2027
91282CPB1
10000000.00000000
PA
USD
10010937.50000000
0.385975740800
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.03500000
N
N
N
N
N
N
VOLKSWAGEN AUTO LEASE TRUST 2025-B
N/A
VOLKSWAGEN AUTO LEASE TRUST 2025-B 4% 05/20/2030
92868BAE3
2980000.00000000
PA
USD
2993657.94000000
0.115421691634
Long
ABS-CBDO
CORP
US
N
2
2030-05-20
Fixed
0.04000000
N
N
N
N
N
N
NATIONAL HEALTH INVESTORS INC
549300ZPKZIG6DKDEC02
NATIONAL HEALTH INVESTORS INC 5.35% 02/01/2033
63633DAG9
1300000.00000000
PA
USD
1314721.11000000
0.050689603683
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
0.05350000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELEC PWR CO INC 5.80%/VAR 03/15/2056
02557TAE9
1000000.00000000
PA
USD
1004863.00000000
0.038742899036
Long
DBT
CORP
US
N
2
2056-03-15
Variable
0.05800000
N
N
N
N
N
N
ALLIANT ENERGY CORP
5493009ML300G373MZ12
ALLIANT ENERGY CORP 5.75%/VAR 04/01/2056
018802AF5
1750000.00000000
PA
USD
1744345.40000000
0.067253941798
Long
DBT
CORP
US
N
2
2056-04-01
Variable
0.05750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 06/01/2055#MA5736
31418FLS4
4938950.79100000
PA
USD
5066925.92000000
0.195357376424
Long
ABS-MBS
USGSE
US
N
2
2055-06-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 03/01/2056 #TBA
21H020634
25000.00000000
PA
USD
21175.75000000
0.000816439598
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
-25000.00000000
PA
USD
-21175.75000000
-0.00081643959
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 2.5% 03/01/2056 #TBA
21H022630
10000000.00000000
PA
USD
8822402.00000000
0.340151274302
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 03/01/2056 #TBA
21H032639
-2350000.00000000
PA
USD
-2204777.52000000
-0.08500608824
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 03/01/2056 #TBA
21H032639
2350000.00000000
PA
USD
2204777.52000000
0.085006088249
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 03/01/2056 #TBA
21H040632
30000000.00000000
PA
USD
28855077.00000000
1.112519154267
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 03/01/2056 #TBA
21H050631
-2950000.00000000
PA
USD
-2960371.02000000
-0.11413830098
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% 03/01/2056 #TBA
21H050631
12950000.00000000
PA
USD
12995527.02000000
0.501047795836
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 5.5% 03/01/2056 #TBA
21H052637
5000000.00000000
PA
USD
5064379.50000000
0.195259198172
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 6% 03/01/2056 #TBA
21H060630
8900000.00000000
PA
USD
9080540.06000000
0.350103891521
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% 03/01/2056 #TBA
21H060630
-6350000.00000000
PA
USD
-6478812.29000000
-0.24979322597
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 6.5% 03/01/2056 #TBA
21H062636
4000000.00000000
PA
USD
4156986.00000000
0.160274275096
Long
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
-4000000.00000000
PA
USD
-4156986.00000000
-0.16027427509
Short
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 2% 03/01/2041 #TBA
01F020430
1600000.00000000
PA
USD
1490500.00000000
0.057466829821
Long
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 4% 03/01/2041 #TBA
01F040438
22500000.00000000
PA
USD
22301367.75000000
0.859838245735
Long
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 5% 03/01/2041 #TBA
01F050437
7450000.00000000
PA
USD
7563204.99000000
0.291602424731
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 15YR 5% 03/01/2041 #TBA
01F050437
-2450000.00000000
PA
USD
-2487228.49000000
-0.09589609953
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 30YR 2% 03/01/2056 #TBA
01F020638
-1450000.00000000
PA
USD
-1200837.95000000
-0.04629879242
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
38250000.00000000
PA
USD
31677276.83000000
1.221330209183
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
50000000.00000000
PA
USD
43298830.00000000
1.669403888001
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
25000000.00000000
PA
USD
22606445.00000000
0.871600622393
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 3.5% 03/01/2056 #TBA
01F032633
29700000.00000000
PA
USD
27989930.43000000
1.079163078649
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 4% 03/01/2056 #TBA
01F040636
30000000.00000000
PA
USD
29159766.00000000
1.124266561789
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
7500000.00000000
PA
USD
7416210.75000000
0.285935002407
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
6240000.00000000
PA
USD
6268274.69000000
0.241675863725
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 6% 03/01/2056 #TBA
01F060634
2325000.00000000
PA
USD
2384850.62000000
0.091948879388
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 6.5% 03/01/2056 #TBA
01F062630
4250000.00000000
PA
USD
4413525.55000000
0.170165261115
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 10/15/2028
91282CPC9
35000000.00000000
PA
USD
35095704.00000000
1.353129050132
Long
DBT
UST
US
N
2
2028-10-15
Fixed
0.03500000
N
N
N
N
N
N
BMW VEHICLE LEASE TRUST 2025-2
N/A
BMW VEHICLE LEASE TRUST 2025-2 3.97% 09/25/2028
05594HAD5
2500000.00000000
PA
USD
2509515.50000000
0.096755384214
Long
ABS-CBDO
CORP
US
N
2
2028-09-25
Fixed
0.03970000
N
N
N
N
N
N
CRH AMERICA FINANCE INC
549300WEVUODRJ4CWK56
CRH AMER FIN INC 4.4% 02/09/2031
12636YAH5
408000.00000000
PA
USD
411041.14000000
0.015847857257
Long
DBT
CORP
US
N
2
2031-02-09
Fixed
0.04400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 09/01/2055#SL2817
31427QDX7
2278736.09000000
PA
USD
2318120.17000000
0.089376059922
Long
ABS-MBS
USGSE
US
N
2
2055-09-01
Fixed
0.05500000
N
N
N
N
N
N
BENCHMARK 2025-V17 MORTGAGE TRUST
N/A
BENCHMARK 2025-V17 MORTGAGE TRUST 5.42451% 09/15/2058
081934AU5
156000.00000000
PA
USD
161654.67000000
0.006232661127
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
0.05424510
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 10/31/2032
91282CPF2
3500000.00000000
PA
USD
3509843.75000000
0.135323444132
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
20000000.00000000
PA
USD
20098437.60000000
0.774903383583
Long
DBT
UST
US
N
2
2030-10-31
Fixed
0.03625000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 4.65% 10/15/2037
14041NGH8
2000000.00000000
PA
USD
2044818.80000000
0.078838815159
Long
ABS-CBDO
CORP
US
N
2
2037-10-15
Fixed
0.04650000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO 4.375% 11/15/2028
844741BL1
1250000.00000000
PA
USD
1260703.08000000
0.048606916708
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04375000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO 5.25% 11/15/2035
844741BM9
1500000.00000000
PA
USD
1487732.46000000
0.057360126198
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
0.05250000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 4.425%/VAR 11/04/2031
53944YBD4
1950000.00000000
PA
USD
1959428.23000000
0.075546547225
Long
DBT
CORP
GB
N
2
2031-11-04
Variable
0.04425000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 3.995%/VAR 11/03/2028
78017DAN8
2500000.00000000
PA
USD
2503585.18000000
0.096526738330
Long
DBT
CORP
CA
N
2
2028-11-03
Variable
0.03995000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.619%/VAR 11/06/2031
404280FE4
1000000.00000000
PA
USD
1011457.56000000
0.038997154962
Long
DBT
CORP
GB
N
2
2031-11-06
Variable
0.04619000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 04/01/2056 #TBA
21H020642
25000.00000000
PA
USD
21178.68000000
0.000816552565
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 3.5% 04/01/2056 #TBA
21H032647
2350000.00000000
PA
USD
2197433.77000000
0.084722947000
Long
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 04/01/2056 #TBA
21H050649
2950000.00000000
PA
USD
2956337.78000000
0.113982797784
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 6% 04/01/2056 #TBA
21H060648
3950000.00000000
PA
USD
4027350.09000000
0.155276110199
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
4000000.00000000
PA
USD
4151986.00000000
0.160081498075
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
1650000.00000000
PA
USD
1674105.35000000
0.064545808286
Long
ABS-MBS
USGA
US
N
2
2041-04-01
Fixed
0.05000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC 5.45% 11/15/2055
02079KBA4
2000000.00000000
PA
USD
1987971.80000000
0.076647056101
Long
DBT
CORP
US
N
2
2055-11-15
Fixed
0.05450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 11/15/2035
91282CPJ4
10000000.00000000
PA
USD
10035937.50000000
0.386939625903
Long
DBT
UST
US
N
2
2035-11-15
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 11/15/2028
91282CPK1
20000000.00000000
PA
USD
20057031.20000000
0.773306943098
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.03500000
N
N
N
N
N
N
POLARIS INC
549300QJSN8UVWN1EI78
POLARIS INC 5.6% 03/01/2031
731068AB8
1976000.00000000
PA
USD
2012049.57000000
0.077575384254
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.05600000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC 4.5% 11/15/2028
37940XAV4
2800000.00000000
PA
USD
2806440.11000000
0.108203432542
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04500000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 4.35% 01/15/2029
87612GAR2
497000.00000000
PA
USD
501046.56000000
0.019318052597
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04350000
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LTD
GLS7OQD0WOEDI8YAP031
FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035
303901BX9
1000000.00000000
PA
USD
1042940.97000000
0.040211010557
Long
DBT
CORP
CA
N
2
2035-05-20
Fixed
0.05750000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.875% 11/30/2045
92343VHH0
2350000.00000000
PA
USD
2375553.92000000
0.091590441363
Long
DBT
CORP
US
N
2
2045-11-30
Fixed
0.05875000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
FLEX LTD 5.375% 11/13/2035
33938XAG0
1800000.00000000
PA
USD
1819728.59000000
0.070160371152
Long
DBT
CORP
SG
N
2
2035-11-13
Fixed
0.05375000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
ILLUMINA INC 4.75% 12/12/2030
452327AR0
2250000.00000000
PA
USD
2285810.55000000
0.088130349466
Long
DBT
CORP
US
N
2
2030-12-12
Fixed
0.04750000
N
N
N
N
N
N
SCHWAB CHARLES CORP
549300VSGCJ7E698NM85
SCHWAB CHARLES CORP 4.914%/VAR 11/14/2036
808513CL7
2500000.00000000
PA
USD
2500750.13000000
0.096417431832
Long
DBT
CORP
US
N
2
2036-11-14
Variable
0.04914000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
NORTHERN TRUST CORP 5.117%/VAR 11/19/2040
665859AZ7
1000000.00000000
PA
USD
1002497.61000000
0.038651700469
Long
DBT
CORP
US
N
2
2040-11-19
Variable
0.05117000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 11/15/2045
912810UQ9
31500000.00000000
PA
USD
31706718.75000000
1.222465354306
Long
DBT
UST
US
N
2
2045-11-15
Fixed
0.04625000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 4.5% 02/15/2031
29250NCN3
2300000.00000000
PA
USD
2323069.23000000
0.089566872930
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
0.04500000
N
N
N
N
N
N
VOYA GLOBAL FUNDING
N/A
VOYA GLOBAL FUNDING 4.6% 11/24/2030 144A
92921LAA4
2300000.00000000
PA
USD
2335198.12000000
0.090034507186
Long
DBT
CORP
US
N
2
2030-11-24
Fixed
0.04600000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC 5.4% 03/20/2036
15135UBB4
3308000.00000000
PA
USD
3369574.45000000
0.129915304587
Long
DBT
CORP
CA
N
2
2036-03-20
Fixed
0.05400000
N
N
N
N
N
N
ASCENSION HEALTH
N/A
ASCENSION HEALTH 4.923% 11/15/2035
04351LAE0
498000.00000000
PA
USD
507397.71000000
0.019562923751
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
0.04923000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 11/30/2030
91282CPN5
22650000.00000000
PA
USD
22637613.17000000
0.872802323782
Long
DBT
UST
US
N
2
2030-11-30
Fixed
0.03500000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TR 2025-P4
N/A
CARVANA AUTO RECEIVABLES TR 2025-P4 4.25% 11/10/2031
14689AAD8
2500000.00000000
PA
USD
2531475.25000000
0.097602051250
Long
ABS-CBDO
CORP
US
N
2
2031-11-10
Fixed
0.04250000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 5.5% 12/15/2035
958667AJ6
3000000.00000000
PA
USD
3025863.12000000
0.116663375363
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
0.05500000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 5% 02/15/2036
92277GBC0
2900000.00000000
PA
USD
2899419.86000000
0.111788304377
Long
DBT
CORP
US
N
2
2036-02-15
Fixed
0.05000000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 4.469%/VAR 12/10/2031
251526DD8
2750000.00000000
PA
USD
2765766.63000000
0.106635250084
Long
DBT
CORP
US
N
2
2031-12-10
Variable
0.04469000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 12/15/2028
91282CPP0
20000000.00000000
PA
USD
20059375.00000000
0.773397309254
Long
DBT
UST
US
N
2
2028-12-15
Fixed
0.03500000
N
N
N
N
N
N
SHELL FINANCE US INC
N/A
SHELL FINANCE US INC 3.125% 11/07/2049 144A
822905AZ8
250000.00000000
PA
USD
173407.86000000
0.006685810117
Long
DBT
CORP
US
N
2
2049-11-07
Fixed
0.03125000
N
N
N
N
N
N
SHELL FINANCE US INC
N/A
SHELL FINANCE US INC 6.375% 12/15/2038 144A
822905AT2
1750000.00000000
PA
USD
1985072.18000000
0.076535260081
Long
DBT
CORP
US
N
2
2038-12-15
Fixed
0.06375000
N
N
N
N
N
N
AFFILIATED MANAGERS GROUP INC
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP INC 5.5% 02/15/2036
008252AS7
3000000.00000000
PA
USD
3024568.86000000
0.116613474646
Long
DBT
CORP
US
N
2
2036-02-15
Fixed
0.05500000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.45% 01/08/2036
37045XFN1
3000000.00000000
PA
USD
3052108.02000000
0.117675258088
Long
DBT
CORP
US
N
2
2036-01-08
Fixed
0.05450000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 5.753% 04/06/2033
345397J38
2000000.00000000
PA
USD
2038038.14000000
0.078577384072
Long
DBT
CORP
US
N
2
2033-04-06
Fixed
0.05753000
N
N
N
N
N
N
EXPORT IMPORT BANK KOREA
549300APVP4R32PI3Y06
EXPORT IMPORT BANK KOREA 3.75% 01/13/2029
302154EQ8
3500000.00000000
PA
USD
3515516.41000000
0.135542155831
Long
DBT
CORP
KR
N
2
2029-01-13
Fixed
0.03750000
N
N
N
N
N
N
EXPORT IMPORT BANK KOREA
549300APVP4R32PI3Y06
EXPORT IMPORT BANK KOREA 3.875% 01/13/2031
302154ER6
3000000.00000000
PA
USD
3023228.91000000
0.116561812332
Long
DBT
CORP
KR
N
2
2031-01-13
Fixed
0.03875000
N
N
N
N
N
N
ISRAEL, STATE OF
213800T8ZHTFZIBYPE21
ISRAEL STATE OF 4.5% 01/13/2031
46515CJY1
2500000.00000000
PA
USD
2505454.40000000
0.096598806863
Long
DBT
NUSS
IL
N
2
2031-01-13
Fixed
0.04500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 4.95% 01/15/2036
11135FDB4
2300000.00000000
PA
USD
2333692.75000000
0.089976467037
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
0.04950000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.75% 01/15/2033
00774MBU8
2800000.00000000
PA
USD
2805482.62000000
0.108166516128
Long
DBT
CORP
IE
N
2
2033-01-15
Fixed
0.04750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 01/15/2029
91282CPT2
5000000.00000000
PA
USD
5015234.40000000
0.193364388982
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.03500000
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 5.5% 01/15/2036
472140AF9
1750000.00000000
PA
USD
1795831.80000000
0.069239020756
Long
DBT
CORP
NL
N
2
2036-01-15
Fixed
0.05500000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
JABIL INC 4.2% 02/01/2029
46656PAC8
2300000.00000000
PA
USD
2304299.85000000
0.088843211899
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04200000
N
N
N
N
N
N
CNH EQUIPMENT TRUST 2026-A
N/A
CNH EQUIPMENT TRUST 2026-A A3 4.23% 05/15/2031
189920AD3
2500000.00000000
PA
USD
2520286.00000000
0.097170645194
Long
ABS-CBDO
CORP
US
N
2
2031-05-15
Fixed
0.04000000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.182%/VAR 01/23/2030
95000U4D2
5000000.00000000
PA
USD
5017717.70000000
0.193460133617
Long
DBT
CORP
US
N
2
2030-01-23
Variable
0.04182000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.148%/VAR 01/21/2029
38145GAP5
5000000.00000000
PA
USD
5002070.95000000
0.192856866848
Long
DBT
CORP
US
N
2
2029-01-21
Variable
0.04148000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.516%/VAR 01/21/2032
38145GAR1
2000000.00000000
PA
USD
2012349.74000000
0.077586957429
Long
DBT
CORP
US
N
2
2032-01-21
Variable
0.04516000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 5.065%/VAR 01/21/2037
38145GAS9
2000000.00000000
PA
USD
2014067.12000000
0.077653171709
Long
DBT
CORP
US
N
2
2037-01-21
Variable
0.05065000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.238%/VAR 01/09/2030
61748UAR3
5000000.00000000
PA
USD
5017492.20000000
0.193451439373
Long
DBT
CORP
US
N
2
2030-01-09
Variable
0.04238000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST 2026-A
N/A
FORD CREDIT AUTO LEASE TRUST 2026-A 4.3% 07/15/2029
345276AD1
165000.00000000
PA
USD
166060.27000000
0.006402520815
Long
ABS-CBDO
CORP
US
N
2
2029-07-15
Fixed
0.04000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST 2026-A
N/A
CNH EQUIPMENT TRUST 2026-A A4 4.37% 07/15/2033
189920AE1
1000000.00000000
PA
USD
1014220.10000000
0.039103665808
Long
ABS-CBDO
CORP
US
N
2
2033-07-15
Fixed
0.04140000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK 4% 01/28/2031
500630ER5
5000000.00000000
PA
USD
5063338.40000000
0.195219058141
Long
DBT
CORP
KR
N
2
2031-01-28
Fixed
0.04000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 5.423%/VAR 01/25/2041
693475CF0
2500000.00000000
PA
USD
2527400.50000000
0.097444947617
Long
DBT
CORP
US
N
2
2041-01-25
Variable
0.05423000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP 5.305%/VAR 01/28/2037
49326EER0
1104000.00000000
PA
USD
1113771.11000000
0.042941895228
Long
DBT
CORP
US
N
2
2037-01-28
Variable
0.05305000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 01/31/2031
91282CPW5
2500000.00000000
PA
USD
2525390.63000000
0.097367456267
Long
DBT
UST
US
N
2
2031-01-31
Fixed
0.03750000
N
N
N
N
N
N
FEDEX FREIGHT HOLDING CO INC
984500Y1DA5A58ICE336
FEDEX FREIGHT HOLDING CO INC 4.95% 03/15/2033 144A
314352AE5
2250000.00000000
PA
USD
2249934.55000000
0.086747135789
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.04950000
N
N
N
N
N
N
FEDEX FREIGHT HOLDING CO INC
984500Y1DA5A58ICE336
FEDEX FREIGHT HOLDING CO INC 5.25% 03/15/2036 144A
314352AG0
1800000.00000000
PA
USD
1794432.22000000
0.069185059384
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
0.05250000
N
N
N
N
N
N
MORGAN STANLEY PRIVATE BANK NA
549300GS0W0TEUQS8571
MORGAN STANLEY PRIVATE BANK NA 4.213%/VAR 02/08/2030
61776NU43
2000000.00000000
PA
USD
2009511.90000000
0.077477543361
Long
DBT
CORP
US
N
2
2030-02-08
Variable
0.04213000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1 A3 4.07% 01/22/2029
36273VAD7
2500000.00000000
PA
USD
2507111.75000000
0.096662706662
Long
ABS-CBDO
CORP
US
N
2
2029-01-22
Fixed
0.03880000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 6.55% 02/04/2046
68389XEA9
1000000.00000000
PA
USD
974451.53000000
0.037570372521
Long
DBT
CORP
US
N
2
2046-02-04
Fixed
0.06550000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 4.241%/VAR 02/10/2030
53944YBG7
2062000.00000000
PA
USD
2071543.39000000
0.079869192526
Long
DBT
CORP
GB
N
2
2030-02-10
Variable
0.04241000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TR 2026-P1
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TR 2026-P1 A3 4.51% 03/15/2030 144A
96043AAC8
2500000.00000000
PA
USD
2507129.50000000
0.096663391020
Long
ABS-CBDO
CORP
US
N
2
2030-03-15
Fixed
0.03920000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC 5.65% 02/15/2056
02079KBP1
3250000.00000000
PA
USD
3325588.11000000
0.128219393473
Long
DBT
CORP
US
N
2
2056-02-15
Fixed
0.05650000
N
N
N
N
N
N
TOYOTA LEASE OWNER TR 2026-A
N/A
TOYOTA LEASE OWNER TR 2026-A A3 4.22% 02/20/2029 144A
89240MAD6
2500000.00000000
PA
USD
2506179.50000000
0.096626763386
Long
ABS-CBDO
CORP
US
N
2
2029-02-20
Fixed
0.03820000
N
N
N
N
N
N
CITADEL FINANCE LLC
549300BQL283NCR7P163
CITADEL FINANCE LLC 5.15% 02/14/2031 144A
17287HAF7
2500000.00000000
PA
USD
2489917.28000000
0.095999766922
Long
DBT
CORP
US
N
2
2031-02-14
Fixed
0.05150000
N
N
N
N
N
N
CONCENTRIX CORP
5493000EAJN1KMPVA737
CONCENTRIX CORP 6.5% 03/01/2029
20602DAD3
3693000.00000000
PA
USD
3650077.41000000
0.140730209563
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06500000
N
N
N
N
N
N
NISSAN AUTO LEASE TR 2026-A
N/A
NISSAN AUTO LEASE TR 2026-A A3 4.3% 03/15/2029
65481HAD5
1100000.00000000
PA
USD
1101934.68000000
0.042485536886
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Fixed
0.03870000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 A3 4.18% 07/15/2030
80288FAC5
1640000.00000000
PA
USD
1643449.74000000
0.063363868854
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Fixed
0.03930000
N
N
N
N
N
N
HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC
254900ZZRL7MWL1X8E92
HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6% 03/15/2036
41068XAK6
2100000.00000000
PA
USD
2087326.69000000
0.080477724035
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
0.06000000
N
N
N
N
N
N
JACOBS SOLUTIONS INC
254900E3KHXCC2C8K272
JACOBS SOLUTIONS INC 4.75% 03/03/2031
46982LAA6
3500000.00000000
PA
USD
3505326.34000000
0.135149273564
Long
DBT
CORP
US
N
2
2031-03-03
Fixed
0.04750000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 6.05% 05/15/2056
87612GAU5
2485000.00000000
PA
USD
2479723.55000000
0.095606743543
Long
DBT
CORP
US
N
2
2056-05-15
Fixed
0.06050000
N
N
N
N
N
N
RLI CORP
529900AMTJE5ECN9PS55
RLI CORP 5.6% 06/01/2036
749607AD9
2500000.00000000
PA
USD
2495879.35000000
0.096229636941
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
0.05375000
N
N
N
N
N
N
2026-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer