NPORT-P
false
0001722478
XXXXXXXX
S000061235
C000198333
PPM Funds
811-23308
0001722478
549300UPJLTA0X102E93
225 W. Wacker Drive
Suite 1200
Chicago
60606
312-634-2500
PPM Core Plus Fixed Income Fund
S000061235
549300MDZOMM4ZCFYT38
2022-12-31
2022-03-31
N
60328266.260000000000
4433096.970000000000
55895169.290000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
1186943.360000000000
0.000000000000
0.000000000000
99539.690000000000
USD
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
01F020448
80000
PA
USD
77678.78
0.1389722600
Long
ABS-MBS
USGA
US
N
2
2037-04-15
Fixed
2
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
01F022444
305000
PA
USD
301306.79
0.5390569415
Long
ABS-MBS
USGA
US
N
2
2037-04-15
Fixed
2.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
01F030447
130000
PA
USD
130842.91
0.2340862577
Long
ABS-MBS
USGA
US
N
2
2037-04-15
Fixed
3
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
01F030645
295000
PA
USD
288616.02
0.5163523497
Long
ABS-MBS
USGA
US
N
2
2052-04-15
Fixed
3
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
01F032641
185000
PA
USD
185332.43
0.3315714620
Long
ABS-MBS
USGA
US
N
2
2052-04-15
Fixed
3.5
N
N
N
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247XAS0
268000
PA
USD
242044.58
0.4330330923
Long
DBT
CORP
US
N
2
2032-02-25
Fixed
2.1
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3135G05Q2
229000
PA
USD
199786.91
0.3574314427
Long
DBT
USGA
US
N
2
2030-08-05
Fixed
0.88
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3138ERYP9
4703.03
PA
USD
4862.63
0.0086995532
Long
ABS-MBS
USGA
US
N
2
2047-01-01
Fixed
4
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3138WG5Q3
622731.73
PA
USD
618190.71
1.1059823556
Long
ABS-MBS
USGA
US
N
2
2046-05-01
Fixed
3
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3138WJA40
33575.72
PA
USD
34045.49
0.0609095391
Long
ABS-MBS
USGA
US
N
2
2046-10-01
Fixed
3.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3138WJMK1
6861.36
PA
USD
6955.22
0.0124433293
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
3.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3138WJQ27
30019.16
PA
USD
30429.79
0.0544408227
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
3.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3138WK4Q5
2992.7
PA
USD
3087.71
0.0055241089
Long
ABS-MBS
USGA
US
N
2
2047-06-01
Fixed
4
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140FPDN6
240893.12
PA
USD
251917.52
0.4506964076
Long
ABS-MBS
USGA
US
N
2
2047-06-01
Fixed
4.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140FVWP7
126936.07
PA
USD
130767.61
0.2339515412
Long
ABS-MBS
USGA
US
N
2
2047-07-01
Fixed
4
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140GSPD8
31099.73
PA
USD
32019.03
0.0572840738
Long
ABS-MBS
USGA
US
N
2
2047-09-01
Fixed
4
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140GSPP1
59611.6
PA
USD
60266.2
0.1078200509
Long
ABS-MBS
USGA
US
N
2
2032-09-01
Fixed
3
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140HJ5U1
53440.52
PA
USD
54861.56
0.0981508075
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140HJHS3
71665.47
PA
USD
73408.76
0.1313329236
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
4
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140J7TS4
93426.15
PA
USD
94382.96
0.1688570966
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
3.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140JAFK9
78771.67
PA
USD
81007.83
0.1449281414
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
4
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140JGLW3
25061.3
PA
USD
26053.55
0.0466114520
Long
ABS-MBS
USGA
US
N
2
2048-12-01
Fixed
4.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140K0W61
45063.052
PA
USD
44340.15
0.0793273382
Long
ABS-MBS
USGA
US
N
2
2049-11-01
Fixed
3
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140K4SS0
16266.046
PA
USD
16025.44
0.0286705277
Long
ABS-MBS
USGA
US
N
2
2050-02-01
Fixed
3
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140K4UB4
111195.39
PA
USD
109376.83
0.1956820802
Long
ABS-MBS
USGA
US
N
2
2050-03-01
Fixed
3
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140KABJ4
232142.48
PA
USD
222610.83
0.3982648820
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
2.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140KFPW9
67140.4964
PA
USD
63825.94
0.1141886514
Long
ABS-MBS
USGA
US
N
2
2035-11-01
Fixed
1.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140KRCZ0
48829.4536
PA
USD
46744.43
0.0836287475
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
2.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140KUHT2
254020.0526
PA
USD
236839.94
0.4237216615
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140KUVQ2
216559.5189
PA
USD
201912.97
0.3612350988
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
2
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140KVGN4
234307.0331
PA
USD
218313.73
0.3905770978
Long
ABS-MBS
USGA
US
N
2
2051-01-01
Fixed
2
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140KYCT9
177754.358
PA
USD
170039.25
0.3042109938
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140LYNG4
172871.131
PA
USD
169328.1
0.3029387014
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
3
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140M7SF9
193034.89
PA
USD
184641.48
0.3303353087
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140M9X77
98796.283
PA
USD
94469.62
0.1690121368
Long
ABS-MBS
USGA
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140Q7HV2
28864.34
PA
USD
30131.19
0.0539066084
Long
ABS-MBS
USGA
US
N
2
2047-08-01
Fixed
4.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140Q7LE5
6071.63
PA
USD
6336.21
0.0113358812
Long
ABS-MBS
USGA
US
N
2
2047-09-01
Fixed
4.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140Q83V5
19526.82
PA
USD
20364.01
0.0364325044
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140QBQ68
117019.5401
PA
USD
117587.17
0.2103708988
Long
ABS-MBS
USGA
US
N
2
2049-08-01
Fixed
3.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140QFAX7
290972.8248
PA
USD
271475.35
0.4856866049
Long
ABS-MBS
USGA
US
N
2
2050-10-01
Fixed
2
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140QKLF3
155757.4568
PA
USD
144979.76
0.2593779782
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140QLYW0
116181.32
PA
USD
111056.99
0.1986879929
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
2.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140QMZG2
34325.0166
PA
USD
32811.07
0.0587010835
Long
ABS-MBS
USGA
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140X5KH5
119412.2484
PA
USD
117405.2
0.2100453429
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140X8L54
213108.7184
PA
USD
198695.56
0.3554789484
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
2
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140XAJW3
196954.5974
PA
USD
183326.25
0.3279822788
Long
ABS-MBS
USGA
US
N
2
2051-03-01
Fixed
2
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140XBDY3
206967.4075
PA
USD
201356.21
0.3602390199
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
2
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140XCNV6
39304.2287
PA
USD
39010.24
0.0697917915
Long
ABS-MBS
USGA
US
N
2
2036-04-01
Fixed
2.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
3140XDWQ5
175287.7076
PA
USD
166579.41
0.2980211208
Long
ABS-MBS
USGA
US
N
2
2036-11-01
Fixed
1.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
31418CKW3
8329.95
PA
USD
8711.17
0.0155848352
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
4.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
31418CR89
46927.36
PA
USD
47525.28
0.0850257377
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
31418CRC0
12840.26
PA
USD
13003.86
0.0232647296
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
31418CV27
32480.4528
PA
USD
32762.34
0.0586139024
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
3.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
31418DFS6
41995.66
PA
USD
42938.48
0.0768196618
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
4
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
31418DTN2
216806.5255
PA
USD
214642.84
0.3840096429
Long
ABS-MBS
USGA
US
N
2
2035-10-01
Fixed
2.5
N
N
N
N
N
N
Federal National Mortgage Association, Inc.
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Inc.
31418ECA6
94991.4316
PA
USD
93044.56
0.1664626142
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
3
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company LLC
345397A60
75000
PA
USD
76877.72
0.1375391129
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.13
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company LLC
345397C27
200000
PA
USD
203338.81
0.3637860169
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEG4
119000
PA
USD
104281.95
0.1865670170
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
1.85
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
35000
PA
USD
33075.44
0.0591740582
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.88
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
00909DAA1
23606.02
PA
USD
24333.12
0.0435334937
Long
ABS-CBDO
CORP
US
N
2
2029-04-01
Fixed
5.25
N
N
N
N
N
N
Ascension Health
549300IMOY6ECI21DH68
Ascension Health
04352EAA3
28000
PA
USD
26974.6
0.0482592688
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53
N
N
N
N
N
N
Avid Automobile Receivables Trust 2021-1
N/A
Avid Automobile Receivables Trust 2021-1
05369LAA5
44550.27
PA
USD
44176.44
0.0790344507
Long
ABS-CBDO
CORP
US
N
2
2025-01-15
Fixed
0.61
N
N
N
N
N
N
CCG Receivables Trust 2019-2
N/A
CCG Receivables Trust 2019-2
12510FAB0
18368.88
PA
USD
18400.31
0.0329193206
Long
ABS-CBDO
CORP
US
N
2
2023-03-14
Fixed
2.11
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
295000
PA
USD
270080.47
0.4831910761
Long
DBT
CORP
US
N
2
2035-09-23
Fixed
3.56
N
N
N
Y
Y
Barclays PLC
Barclays PLC
USD
XXXX
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135FBH3
90000
PA
USD
79927.34
0.1429950763
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135FBL4
160000
PA
USD
148112.7
0.2649830064
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.47
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
200000
PA
USD
184696.68
0.3304340650
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
5.25
N
N
N
N
N
N
CNH Equipment Trust 2022-A
N/A
CNH Equipment Trust 2022-A
12660DAB3
150000
PA
USD
149996.64
0.2683534944
Long
ABS-CBDO
CORP
US
N
2
2024-01-16
Fixed
2.53
N
N
N
N
N
N
Magnum Management Corporation
549300TUVLNQQ6BVKH61
Magnum Management Corporation
150190AF3
83000
PA
USD
85254.21
0.1525251843
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.5
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAA4
250000
PA
USD
256399.5
0.4587149538
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
6.5
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
150000
PA
USD
154900.5
0.2771268107
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
7.5
N
N
N
Y
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
Dell International L.L.C.
N/A
Dell International L.L.C.
24703TAC0
6000
PA
USD
6416.6
0.0114797040
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85
N
N
N
N
N
N
Dell International L.L.C.
N/A
Dell International L.L.C.
24703TAD8
67000
PA
USD
72689.37
0.1300458893
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AV0
75000
PA
USD
79049.24
0.1414240998
Long
DBT
CORP
US
N
2
2029-03-12
Fixed
4.88
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
The Goldman Sachs Group, Inc.
38141GFD1
70000
PA
USD
87977.86
0.1573979668
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75
N
N
N
N
N
N
Dell International L.L.C.
N/A
Dell International L.L.C.
24703TAK2
25000
PA
USD
36802.24
0.0658415396
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35
N
N
N
N
N
N
Foundation Finance Trust 2017-1
N/A
Foundation Finance Trust 2017-1
35040UAA9
5450.56
PA
USD
5461.9
0.0097716852
Long
ABS-CBDO
CORP
US
N
2
2022-08-15
Fixed
3.3
N
N
N
N
N
N
The Hartford Financial Services Group, Inc.
IU7C3FTM7Y3BQM112U94
The Hartford Financial Services Group, Inc.
416518AD0
66000
PA
USD
54539.88
0.0975753016
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.9
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AB4
100000
PA
USD
88507.3
0.1583451685
Long
DBT
CORP
US
N
2
2035-11-28
Fixed
3.03
N
N
N
N
Y
NatWest Group PLC
NatWest Group PLC
USD
XXXX
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
The Goldman Sachs Group, Inc.
38141GXH2
211000
PA
USD
212667.79
0.3804761533
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.8
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
The Goldman Sachs Group, Inc.
38141GXJ8
82000
PA
USD
82548.25
0.1476840504
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.5
N
N
N
N
N
N
Northwestern University
OBWWNZE695DUK77DTI34
Northwestern University
668444AS1
38000
PA
USD
31521.97
0.0563948019
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
2.64
N
N
N
N
N
N
NOVA Chemicals Corporation
5493007M1XGU5E55ZJ25
NOVA Chemicals Corporation
66977WAQ2
130000
PA
USD
131443.84
0.2351613595
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.88
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
The Goldman Sachs Group, Inc.
38141GYB4
39000
PA
USD
35448.84
0.0634202212
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.62
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
The Goldman Sachs Group, Inc.
38141GYJ7
170000
PA
USD
151066.44
0.2702674344
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38
N
N
N
N
N
N
NOVA Chemicals Corporation
5493007M1XGU5E55ZJ25
NOVA Chemicals Corporation
66977WAS8
39000
PA
USD
35983.17
0.0643761714
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25
N
N
N
N
N
N
Prestige Auto Receivables Trust 2021-1
N/A
Prestige Auto Receivables Trust 2021-1
74113XAC0
95000
PA
USD
92542.73
0.1655648085
Long
ABS-CBDO
CORP
US
N
2
2025-07-15
Fixed
0.83
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BP5
200000
PA
USD
191836.6
0.3432078343
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.07
N
N
N
N
Y
NatWest Group PLC
NatWest Group PLC
USD
XXXX
N
N
N
Transocean Proteus Limited
5493000CTMQ2LH21VM89
Transocean Proteus Limited
893829AA9
87500
PA
USD
86834.67
0.1553527274
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
6.25
N
N
N
N
N
N
CSC Holdings, LLC
N/A
CSC Holdings, LLC
64072UAE2
42969.95
PA
USD
42191.33
0.0754829631
Long
LON
CORP
US
N
2
2025-07-15
Floating
2.65
N
N
N
N
N
N
Traverse Midstream Partners LLC
N/A
Traverse Midstream Partners LLC
89435TAB0
30120.93
PA
USD
29957.67
0.0535961701
Long
LON
CORP
US
N
2
2024-09-22
Floating
5.25
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
The Goldman Sachs Group, Inc.
38141GZK3
183000
PA
USD
175144.62
0.3133448243
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.64
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
The Goldman Sachs Group, Inc.
38141GZM9
127000
PA
USD
119837.31
0.2143965418
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.1
N
N
N
N
N
N
JBS USA Lux S.A.
N/A
JBS USA Lux S.A.
46611VAU9
93155.72
PA
USD
92204.6
0.1649598725
Long
LON
CORP
US
N
2
2026-04-27
Floating
2.8
N
N
N
N
N
N
PCI Gaming Authority
N/A
PCI Gaming Authority
70455DAG9
109652.97
PA
USD
108675.96
0.1944281794
Long
LON
CORP
US
N
2
2026-05-15
Floating
2.71
N
N
N
N
N
N
Mars, Incorporated
54930073HKEO6GZBSS03
Mars, Incorporated
571676AD7
200000
PA
USD
203710.6
0.3644511728
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
3.88
N
N
N
N
N
N
Nevada Power Company
MJZFGXRJ52U8U4MKJ519
Nevada Power Company
641423CC0
140000
PA
USD
144084.91
0.2577770348
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.7
N
N
N
N
N
Nexstar Broadcasting, Inc.
N/A
Nexstar Broadcasting, Inc.
65336RAW8
67769.11
PA
USD
67442.46
0.1206588348
Long
LON
CORP
US
N
2
2026-07-15
Floating
2.73
N
N
N
N
N
N
Genesee & Wyoming Inc. (New)
N/A
Genesee & Wyoming Inc. (New)
55316HAB1
49980
PA
USD
49370.74
0.0883273825
Long
LON
CORP
US
N
2
2026-10-29
Floating
2.22
N
N
N
N
N
N
Owl Rock Capital Corporation
2549000BD79OOCPF2L94
Owl Rock Capital Corporation
69121KAE4
87000
PA
USD
81789.82
0.1463271711
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.4
N
N
N
N
N
N
Tampa Electric Company
WS423EPRKJIIJUITXD73
Tampa Electric Company
875127BJ0
87000
PA
USD
81311.49
0.1454714084
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.45
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
N/A
Marriott Ownership Resorts, Inc.
57163KAH1
100000
PA
USD
96925
0.1734049672
Long
LON
CORP
US
N
2
2025-08-29
Floating
1.96
N
N
N
N
N
N
CenturyLink, Inc.
N/A
CenturyLink, Inc.
15669GAH7
97750
PA
USD
95031.57
0.1700175010
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.46
N
N
N
N
N
N
Caesars Resort Collection, LLC
N/A
Caesars Resort Collection, LLC
12769LAD1
80770
PA
USD
80406.54
0.1438523955
Long
LON
CORP
US
N
2
2025-06-19
Floating
3.71
N
N
N
N
N
N
INEOS Styrolution US Holding LLC
N/A
INEOS Styrolution US Holding LLC
G4770MAH7
26797.5
PA
USD
26288.35
0.0470315241
Long
LON
CORP
US
N
2
2026-01-21
Floating
3.25
N
N
N
N
N
N
UFC Holdings, LLC
N/A
UFC Holdings, LLC
90266UAJ2
53176.84
PA
USD
52578.6
0.0940664474
Long
LON
CORP
US
N
2
2026-04-29
Floating
3.5
N
N
N
N
N
N
Peraton Corp.
N/A
Peraton Corp.
71360HAB3
68961.66
PA
USD
68379.62
0.1223354735
Long
LON
CORP
US
N
2
2028-02-22
Floating
4.5
N
N
N
N
N
N
Berry Global, Inc.
N/A
Berry Global, Inc.
08579JBG6
116168.51
PA
USD
114371.38
0.2046176467
Long
LON
CORP
US
N
2
2026-07-01
Floating
2.07
N
N
N
N
N
N
Cimpress Public Limited Company
N/A
Cimpress Public Limited Company
N2014AAE2
23288.09
PA
USD
23011.66
0.0411693180
Long
LON
CORP
US
N
2
2028-04-29
Floating
4
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Company LLC
92840VAD4
71000
PA
USD
70367.04
0.1258910938
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Company LLC
92840VAG7
110000
PA
USD
105753.85
0.1892003394
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.7
N
N
N
N
N
N
Cimpress Public Limited Company
N/A
Cimpress Public Limited Company
N2014AAE2
12741.66
PA
USD
12590.42
0.0225250592
Long
LON
CORP
US
N
2
2028-04-29
Floating
4
N
N
N
N
N
N
Hertz Corporation, (The)
N/A
Hertz Corporation, (The)
42804VBC4
2026.53
PA
USD
2008.23
0.0035928507
Long
LON
CORP
US
N
2
2028-06-11
Floating
3.75
N
N
N
N
N
N
Air Canada
N/A
Air Canada
C0102MAP0
24000
PA
USD
23749.92
0.0424901119
Long
LON
CORP
US
N
2
2028-07-27
Floating
4.25
N
N
N
N
N
N
Sylvamo Corporation
N/A
Sylvamo Corporation
87133DAC2
80000
PA
USD
78000
0.1395469429
Long
LON
CORP
US
N
3
2028-08-18
Floating
5
N
N
N
N
N
N
NAC Aviation 29 DAC
N/A
NAC Aviation 29 DAC
N/A
2822.54
PA
USD
2878.99
0.0051506956
Long
LON
CORP
US
N
2
2022-09-07
Floating
9
N
N
N
N
N
N
NAC Aviation 29 DAC
N/A
NAC Aviation 29 DAC
N/A
2822.54
PA
USD
2878.99
0.0051506956
Long
LON
CORP
US
N
2
2022-09-07
Floating
9
N
N
N
N
N
N
Diamond Sports Group, LLC
N/A
Diamond Sports Group, LLC
25277BAG3
33235
PA
USD
11237.75
0.0201050469
Long
LON
CORP
US
N
2
2026-08-24
Floating
3.44
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
00253XAA9
31000
PA
USD
30976.85
0.0554195477
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.5
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
00253XAB7
11000
PA
USD
10962.33
0.0196123031
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.75
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023765AA8
152900
PA
USD
145107.45
0.2596064237
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
3.2
N
N
N
N
N
N
Anglo American Capital PLC
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
50000
PA
USD
45391.89
0.0812089677
Long
DBT
CORP
US
N
2
2030-09-10
Fixed
2.63
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CX6
21000
PA
USD
22015.8
0.0393876614
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.3
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS Health Corporation
126650CY4
190000
PA
USD
207741.93
0.3716634776
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NBU4
50000
PA
USD
46991.12
0.0840700916
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.4
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NDH1
35000
PA
USD
35032.32
0.0626750405
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation
20030NDR9
65000
PA
USD
55349.16
0.0990231548
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.89
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
134000
PA
USD
143380
0.2565159062
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAF6
47000
PA
USD
46904.68
0.0839154449
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.9
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation
26884LAM1
10000
PA
USD
9696.56
0.0173477603
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.13
N
N
N
N
N
N
Essential Properties, L.P.
254900XX9FNFCDE1NX02
Essential Properties, L.P.
29670VAA7
78000
PA
USD
68393.62
0.1223605204
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95
N
N
N
N
N
N
Hilton Domestic Operating Company Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company Inc.
432833AG6
33000
PA
USD
33761.49
0.0604014451
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38
N
N
N
N
N
N
Hilton Domestic Operating Company Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company Inc.
432833AH4
33000
PA
USD
34151.02
0.0610983390
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75
N
N
N
N
N
N
Markel Corporation
549300SCNO12JLWIK605
Markel Corporation
570535AW4
78000
PA
USD
81377.51
0.1455895224
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
6
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAD0
242000
PA
USD
221607.61
0.3964700578
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
1.6
N
N
N
N
N
N
Resorts World Las Vegas LLC
N/A
Resorts World Las Vegas LLC
76120HAC1
200000
PA
USD
175536.44
0.3140458151
Long
DBT
CORP
US
N
2
2031-04-06
Fixed
4.63
N
N
N
N
N
N
Transocean Poseidon Limited
N/A
Transocean Poseidon Limited
89383JAA6
45937.5
PA
USD
45475.22
0.0813580504
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.88
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
95000U2V4
239000
PA
USD
238683.62
0.4270201218
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.53
N
N
N
N
N
N
Safeway Inc.
549300YKWOC0AOR16R51
Safeway Inc.
013092AD3
100000
PA
USD
100092.98
0.1790726842
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.5
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BZ8
115000
PA
USD
106932.11
0.1913083212
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.1
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie Inc.
00287YAR0
55000
PA
USD
59010.17
0.1055729337
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.5
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie Inc.
00287YBX6
135000
PA
USD
133420.41
0.2386975685
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.2
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CA2
90000
PA
USD
83037.7
0.1485597075
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.88
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CB0
55000
PA
USD
51662.67
0.0924277906
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.1
N
N
N
N
N
N
BP Capital Markets America Inc.
5493009NTB34VXE1T760
BP Capital Markets America Inc.
10373QBT6
110000
PA
USD
103662.42
0.1854586386
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967KA8
76000
PA
USD
78376.06
0.1402197381
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45
N
N
N
N
N
N
American Tower Trust #1
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAJ1
265000
PA
USD
265061.67
0.4742121249
Long
ABS-MBS
CORP
US
N
2
2023-03-15
Fixed
3.07
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc.
03523TBU1
141000
PA
USD
164589.43
0.2944609205
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAA5
52000
PA
USD
48822.64
0.0873467969
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
1.75
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAC1
99000
PA
USD
88846.1
0.1589513032
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.63
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAJ6
141000
PA
USD
129455.19
0.2316035386
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.25
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAQ0
60000
PA
USD
55477.18
0.0992521907
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967LS8
131000
PA
USD
129983.48
0.2325486829
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MG3
83000
PA
USD
82260.1
0.1471685318
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
5
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967ML2
224000
PA
USD
207042.68
0.3704124750
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.67
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MS7
142000
PA
USD
129606.08
0.2318734904
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer LP
29273VAL4
102000
PA
USD
99208.92
0.1774910449
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
6.75
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer LP
29273VAM2
119000
PA
USD
115992.38
0.2075177184
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
7.13
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967NN7
78000
PA
USD
77512.52
0.1386748103
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.79
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
17327CAQ6
135000
PA
USD
126359.21
0.2260646342
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.06
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer LP
29273VAN0
110000
PA
USD
108386.97
0.1939111579
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
6.5
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer LP
29278NAD5
45000
PA
USD
48759.53
0.0872338891
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.8
N
N
N
N
N
N
Commonwealth Edison Company
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Company
202795JL5
79000
PA
USD
78741.48
0.1408734977
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75
N
N
N
N
N
N
Commonwealth Edison Company
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Company
202795JV3
49000
PA
USD
50940.88
0.0911364625
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
Energy Transfer LP
29278NAQ6
142000
PA
USD
139917.81
0.2503218288
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75
N
N
N
N
N
N
EnLink Midstream Partners, LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAE7
71000
PA
USD
70768.71
0.1266097069
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15
N
N
N
N
N
N
Dell Equipment Finance Trust 2022-1
N/A
Dell Equipment Finance Trust 2022-1
24703WAB5
84000
PA
USD
83561.65
0.1494970872
Long
ABS-CBDO
CORP
US
N
2
2023-11-22
Fixed
2.11
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3128MJ3A6
98848.62
PA
USD
100122.53
0.1791255510
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.5
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3128MJ4B3
14075.15
PA
USD
14442.96
0.0258393707
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
4
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3128MJXR6
202540.18
PA
USD
205973.24
0.3684991791
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
3.5
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3131Y1GX2
22242.3339
PA
USD
22833.78
0.0408510794
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3132DWCM3
109886.0307
PA
USD
98155.08
0.1756056583
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
1.5
N
N
N
N
N
N
General Motors Financial Company, Inc.
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDH6
100000
PA
USD
90676.24
0.1622255396
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.4
N
N
N
N
N
N
General Motors Financial Company, Inc.
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDS2
161000
PA
USD
144873.49
0.2591878544
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.1
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3132XUU37
41684.88
PA
USD
42222.09
0.0755379947
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.5
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3132Y33P7
13585.93
PA
USD
14156.47
0.0253268219
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
4.5
N
N
N
N
N
N
Hilton Grand Vacations Trust 2019-A
N/A
Hilton Grand Vacations Trust 2019-A
43284HAA7
66410.65
PA
USD
65941
0.1179726278
Long
ABS-CBDO
CORP
US
N
2
2033-07-25
Fixed
2.34
N
N
N
N
N
N
Meritage Homes Corporation
52990044W9UMFJO2FB97
Meritage Homes Corporation
59001ABD3
80000
PA
USD
76174.8
0.1362815445
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.88
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133A7PW3
48817.5
PA
USD
46843.59
0.0838061510
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
2.5
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133GBGD0
175552.4437
PA
USD
170820.39
0.3056085028
Long
ABS-MBS
USGA
US
N
2
2035-12-01
Fixed
2
N
N
N
N
N
N
Alaska Air Pass Through Trust 2020-1A
PG4W4UTDTMMEBRGLO537
Alaska Air Pass Through Trust 2020-1A
01166VAA7
82947.26
PA
USD
83860.81
0.1500323034
Long
ABS-CBDO
CORP
US
N
2
2027-08-15
Fixed
4.8
N
N
N
N
N
N
Cenovus Energy Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc.
15135UAW9
217000
PA
USD
196182.11
0.3509822271
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133KKD48
129077.4296
PA
USD
120428.22
0.2154537173
Long
ABS-MBS
USGA
US
N
2
2050-10-01
Fixed
2
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133KLRF6
197709.0186
PA
USD
184028.46
0.3292385770
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2
N
N
N
N
N
N
Northwestern Memorial HealthCare
549300SYNDSEG3SY2U05
Northwestern Memorial HealthCare
668103AC8
55000
PA
USD
46019.48
0.0823317660
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.63
N
N
N
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296AB9
99000
PA
USD
102953.86
0.1841909798
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.6
N
N
N
N
N
Sequoia Mortgage Trust 2020-4
N/A
Sequoia Mortgage Trust 2020-4
81748RAB3
90549.65
PA
USD
84752.35
0.1516273250
Long
ABS-MBS
CORP
US
N
2
2043-10-25
Variable
2.5
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2021-3
N/A
Westlake Automobile Receivables Trust 2021-3
96043JAE5
192000
PA
USD
188200.24
0.3367021558
Long
ABS-CBDO
CORP
US
N
2
2025-06-16
Fixed
0.95
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
210795PZ7
43623.07
PA
USD
43773.1
0.0783128499
Long
ABS-CBDO
CORP
US
N
2
2024-04-11
Fixed
4.15
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
210795QB9
39077.58
PA
USD
38885.47
0.0695685700
Long
ABS-CBDO
CORP
US
N
2
2024-10-29
Fixed
4
N
N
N
N
N
N
AAdvantage Loyalty IP Ltd.
N/A
AAdvantage Loyalty IP Ltd.
02376CBJ3
21000
PA
USD
21242.76
0.0380046438
Long
LON
CORP
US
N
2
2028-03-10
Floating
5.5
N
N
N
N
N
N
Adient US LLC
N/A
Adient US LLC
00687MAC5
78591.64
PA
USD
77216.29
0.1381448361
Long
LON
CORP
US
N
2
2028-04-30
Floating
3.46
N
N
N
N
N
N
Hertz Corporation, (The)
N/A
Hertz Corporation, (The)
42804VBB6
10699.26
PA
USD
10602.65
0.0189688128
Long
LON
CORP
US
N
2
2028-06-11
Floating
3.75
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC
25460HAB8
34686.05
PA
USD
34609.39
0.0619183919
Long
LON
CORP
US
N
2
2027-07-22
Floating
5.75
N
N
N
N
N
N
M.D.C. Holdings, Inc.
5299005FV4VNV75R8R35
M.D.C. Holdings, Inc.
552676AQ1
11000
PA
USD
11430.16
0.0204492806
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6
N
N
N
N
N
N
Vodafone Group Public Limited Company
213800TB53ELEUKM7Q61
Vodafone Group Public Limited Company
92857WBL3
120000
PA
USD
130689.91
0.2338125310
Long
DBT
CORP
US
N
2
2038-05-30
Fixed
5
N
N
N
N
N
N
San Diego Gas & Electric Company
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Company
797440BZ6
72000
PA
USD
63439.64
0.1134975362
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.7
N
N
N
N
N
N
San Diego Gas & Electric Company
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Company
797440CA0
60000
PA
USD
52709.33
0.0943003316
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95
N
N
N
N
N
N
NAC Aviation 29 DAC
N/A
NAC Aviation 29 DAC
N/A
2352.12
PA
USD
2399.16
0.0042922493
Long
LON
CORP
US
N
2
2022-09-07
Floating
0
N
N
N
N
N
N
Venture Global Calcasieu Pass, LLC
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass, LLC
92328MAC7
70000
PA
USD
66906.41
0.1196998074
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.88
N
N
N
N
N
N
Baylor Scott & White Holdings
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AJ2
54000
PA
USD
46814.52
0.0837541430
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.84
N
N
N
N
N
N
Blackstone Holdings Finance Co. L.L.C.
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. L.L.C.
09261BAD2
142000
PA
USD
123665.64
0.2212456668
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
2
N
N
N
N
N
N
CEMEX S.A.B. de C.V.
549300RIG2CXWN6IV731
CEMEX S.A.B. de C.V.
151290BV4
130000
PA
USD
131668.23
0.2355628074
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
5.45
N
N
N
N
N
N
CEMEX S.A.B. de C.V.
549300RIG2CXWN6IV731
CEMEX S.A.B. de C.V.
151290BX0
75000
PA
USD
74601.17
0.1334662207
Long
DBT
CORP
US
N
2
2030-09-17
Fixed
5.2
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AT8
95000
PA
USD
103821.96
0.1857440658
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75
N
N
N
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
The Walt Disney Company
254687FR2
80000
PA
USD
89228.13
0.1596347791
Long
DBT
CORP
US
N
2
2040-03-23
Fixed
4.63
N
N
N
N
N
N
GM Financial Automobile Leasing Trust 2020-1
N/A
GM Financial Automobile Leasing Trust 2020-1
36259KAD9
16683.6292
PA
USD
16686.88
0.0298538858
Long
ABS-CBDO
CORP
US
N
2
2022-12-20
Fixed
1.67
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company
37045VAU4
39000
PA
USD
44021.23
0.0787567701
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.8
N
N
N
N
N
N
Indiana University Health, Inc.
5493005H76YOO81B8D75
Indiana University Health, Inc.
455170AB6
51000
PA
USD
43529.09
0.0778763005
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.85
N
N
N
N
N
N
Public Service Electric and Gas Company
549300RUHPVD434XUK18
Public Service Electric and Gas Company
74456QCJ3
36000
PA
USD
35612.49
0.0637130014
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.1
N
N
N
N
N
N
United Rentals (North America), Inc.
NGIZXNT70J2LYT3FBI09
United Rentals (North America), Inc.
911365BP8
30000
PA
USD
27980.22
0.0500583867
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75
N
N
N
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
The AES Corporation
00130HCB9
133000
PA
USD
130671.44
0.2337794870
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.3
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, L.P.
16411QAG6
125000
PA
USD
125609.97
0.2247241964
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.5
N
N
N
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, L.P.
16411QAL5
33000
PA
USD
30055.09
0.0537704606
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25
N
N
N
N
N
N
Endeavor Energy Resources, L.P.
549300WY5QI80P9WHD46
Endeavor Energy Resources, L.P.
29260FAE0
14000
PA
USD
14445.09
0.0258431814
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75
N
N
N
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
Exelon Corporation
30161NAS0
75000
PA
USD
83590.59
0.1495488627
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.1
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust 2021-B
N/A
Hyundai Auto Lease Securitization Trust 2021-B
44891VAC5
265000
PA
USD
259293.81
0.4638930578
Long
ABS-CBDO
CORP
US
N
2
2024-06-17
Fixed
0.33
N
N
N
N
N
N
Manhattan West 2020-1MW Mortgage Trust
N/A
Manhattan West 2020-1MW Mortgage Trust
563136AA8
201074
PA
USD
186254.5
0.3332211037
Long
ABS-MBS
CORP
US
N
2
2027-09-10
Fixed
2.13
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
155000
PA
USD
151714.61
0.2714270516
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.75
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
206000
PA
USD
205209.5
0.3671327999
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
200000
PA
USD
184031.7
0.3292443736
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.99
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
135000
PA
USD
124351.13
0.2224720518
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
90000
PA
USD
77230.35
0.1381699903
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAK5
65000
PA
USD
65388.24
0.1169837051
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.63
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2C5
120000
PA
USD
107380.41
0.1921103583
Long
DBT
CORP
US
N
2
2028-09-20
Fixed
2
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3128MJY61
24290.79
PA
USD
24116.1
0.0431452312
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3132ACM80
52474.0804
PA
USD
53142.67
0.0950756043
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.5
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
300000
PA
USD
271656.26
0.4860102643
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
64000
PA
USD
59969.21
0.1072887170
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.94
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3132D6A67
74755.6644
PA
USD
73939.53
0.1322825048
Long
ABS-MBS
USGA
US
N
2
2036-11-01
Fixed
2.5
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3132DWCG6
161558.1332
PA
USD
144310.9
0.2581813452
Long
ABS-MBS
USGA
US
N
2
2051-10-01
Fixed
1.5
N
N
N
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
80007RAM7
200000
PA
USD
170742.94
0.3054699398
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
2.55
N
N
N
N
N
N
Santos Finance Ltd
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
153000
PA
USD
143598.14
0.2569061724
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
3.65
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3132DWDC4
373760.78
PA
USD
347314.25
0.6213672029
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
2
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3132L7F95
16773.05
PA
USD
17423.64
0.0311719961
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
4
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBD6
45000
PA
USD
41835.61
0.0748465575
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBR5
76000
PA
USD
68325.51
0.1222386673
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.26
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBS3
75000
PA
USD
66169.15
0.1183808026
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.73
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc.
071734AN7
78000
PA
USD
74699.35
0.1336418709
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.88
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3132XSE22
175789.1225
PA
USD
181234.26
0.3242395762
Long
ABS-MBS
USGA
US
N
2
2047-08-01
Fixed
4
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3132XTKV9
29544.47
PA
USD
29943.69
0.0535711590
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
3.5
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3132XTMS4
13532.53
PA
USD
13715.39
0.0245377019
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
3.5
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3132XYXM4
19839.25
PA
USD
19995.73
0.0357736281
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
3.5
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc.
071734AP2
77000
PA
USD
77567.9
0.1387738887
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.13
N
N
N
N
N
DLLAA 2021-1 LLC
N/A
DLLAA 2021-1 LLC
23291YAC9
190000
PA
USD
183201.14
0.3277584491
Long
ABS-CBDO
CORP
US
N
2
2026-04-17
Fixed
0.67
N
N
N
N
N
N
Siemens Financieringsmaatschappij N.V.
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij N.V.
82620KBE2
46000
PA
USD
42287.52
0.0756550531
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
2.15
N
N
N
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AT6
60000
PA
USD
59929.99
0.1072185499
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133A45H5
142229.55
PA
USD
136389.68
0.2440097807
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
2.5
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133APVS5
137103.7719
PA
USD
127488.29
0.2280846299
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
2
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AH8
61000
PA
USD
54796.31
0.0980340711
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.53
N
N
N
N
N
N
EQM Midstream Partners, LP
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAB6
113000
PA
USD
108483.39
0.1940836594
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.13
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133APVZ9
177037.981
PA
USD
169353.97
0.3029849845
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
2.5
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133AQXA0
202579.7517
PA
USD
188372.25
0.3370098926
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
2
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133ARSC0
105191.2805
PA
USD
97813.91
0.1749952836
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
2
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133ARVS1
161949.9991
PA
USD
150591.98
0.2694185954
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
2
N
N
N
N
N
N
EQM Midstream Partners, LP
549300NELT611CL6XM83
EQM Midstream Partners, LP
26885BAK6
49000
PA
USD
46045
0.0823774229
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.5
N
N
N
N
N
N
Enel Finance International N.V.
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAP3
200000
PA
USD
177139.77
0.3169142741
Long
DBT
CORP
US
N
2
2031-07-12
Fixed
2.25
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA Inc.
404119BR9
130000
PA
USD
135503.55
0.2424244380
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA Inc.
404119BS7
30000
PA
USD
31911.23
0.0570912127
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.88
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133AUTC2
166795.0894
PA
USD
159907.49
0.2860846331
Long
ABS-MBS
USGA
US
N
2
2051-10-01
Fixed
2.5
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133AXTV4
122432.1863
PA
USD
117070.42
0.2094464003
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.5
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133GCVL3
85602.6231
PA
USD
83268.44
0.1489725160
Long
ABS-MBS
USGA
US
N
2
2036-04-01
Fixed
2
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133KHW69
48035.5089
PA
USD
48227.23
0.0862815707
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
3.5
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA Inc.
404119CF4
117000
PA
USD
114657.03
0.2051286926
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.63
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBE5
215000
PA
USD
203216.5
0.3635671966
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.74
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBH8
132000
PA
USD
127266.94
0.2276886207
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCJ3
249000
PA
USD
228380.38
0.4085869725
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.07
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3133KMVL6
203149.0733
PA
USD
194188.92
0.3474162839
Long
ABS-MBS
USGA
US
N
2
2051-10-01
Fixed
2.5
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
31346Y5R0
72282
PA
USD
71122.44
0.1272425523
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3
N
N
N
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace Inc.
443201AA6
4000
PA
USD
4333.22
0.0077524052
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88
N
N
N
N
N
N
Hudson Yards 2019-30HY Mortgage Trust
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAA1
150000
PA
USD
145644
0.2605663456
Long
ABS-MBS
CORP
US
N
2
2029-07-12
Fixed
3.23
N
N
N
N
N
N
Icahn Enterprises L.P.
549300T0G4GS0SINS786
Icahn Enterprises L.P.
451102BT3
69000
PA
USD
70808.49
0.1266808758
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25
N
N
N
N
N
N
Icahn Enterprises L.P.
549300T0G4GS0SINS786
Icahn Enterprises L.P.
451102BW6
100000
PA
USD
100501.5
0.1798035524
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCW4
86000
PA
USD
83944.88
0.1501827100
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.95
N
N
N
N
N
N
Magallanes, Inc.
N/A
Magallanes, Inc.
55903VAL7
107000
PA
USD
107602.61
0.1925078882
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.28
N
N
N
N
N
N
Lowe`s Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe`s Companies, Inc.
548661DZ7
36000
PA
USD
30605.6
0.0547553579
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3
N
N
N
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106AL7
74000
PA
USD
71918.45
0.1286666646
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
3.25
N
N
N
N
N
N
Rattler Midstream LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419TAA1
15000
PA
USD
15207.19
0.0272066266
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.63
N
N
N
N
N
N
Magallanes, Inc.
N/A
Magallanes, Inc.
55903VAN3
205000
PA
USD
209139.53
0.3741638726
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05
N
N
N
N
N
N
Magallanes, Inc.
N/A
Magallanes, Inc.
55903VAQ6
128000
PA
USD
131038.25
0.2344357333
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14
N
N
N
N
N
N
Magallanes, Inc.
N/A
Magallanes, Inc.
55903VAS2
44000
PA
USD
45461.64
0.0813337549
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903AW3
60000
PA
USD
60553.33
0.1083337447
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BD4
6000
PA
USD
6371.34
0.0113987310
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc.
91911KAN2
22000
PA
USD
21952.56
0.0392745210
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
5.5
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc.
91911XAW4
21000
PA
USD
20938.6
0.0374604823
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.5
N
N
N
N
N
Anheuser-Busch Companies, LLC
5493002J2SVENP0PVK27
Anheuser-Busch Companies, LLC
03522AAH3
200000
PA
USD
217371.14
0.3888907445
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.7
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BQ4
51000
PA
USD
47538
0.0850484945
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAT8
60000
PA
USD
60583.73
0.1083881322
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAV3
238000
PA
USD
224362.6
0.4013989095
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAW1
192000
PA
USD
176726.4
0.3161747290
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3
N
N
N
N
N
N
First Investors Auto Owner Trust 2021-2
N/A
First Investors Auto Owner Trust 2021-2
32057JAA1
107232.99
PA
USD
104757.27
0.1874173946
Long
ABS-CBDO
CORP
US
N
2
2024-10-15
Fixed
0.48
N
N
N
N
N
N
Helmerich & Payne, Inc.
254900NAOGHJ88RZ4C73
Helmerich & Payne, Inc.
423452AE1
45000
PA
USD
41311.74
0.0739093208
Long
DBT
CORP
US
N
2
2031-09-29
Fixed
2.9
N
N
N
N
N
N
Kohl's Corporation
549300JF6LPRTRJ0FH50
Kohl's Corporation
500255AX2
85000
PA
USD
81600
0.1459875711
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
3.38
N
N
N
N
N
Mileage Plus Holdings, LLC
N/A
Mileage Plus Holdings, LLC
599191AA1
35026
PA
USD
36466.91
0.0652416129
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.5
N
N
N
N
N
N
SkyMiles IP Ltd.
Q2CCMS6R0AS67HJMBN42
SkyMiles IP Ltd.
830867AA5
10000
PA
USD
10071.11
0.0180178540
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.5
N
N
N
N
N
N
SkyMiles IP Ltd.
Q2CCMS6R0AS67HJMBN42
SkyMiles IP Ltd.
830867AB3
16000
PA
USD
16142.88
0.0288806353
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75
N
N
N
N
N
N
VICI Properties Inc.
254900RKH6RY9KCJQH63
VICI Properties Inc.
92564RAA3
55000
PA
USD
54824.41
0.0980843438
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.25
N
N
N
N
N
N
ZF North America Capital, Inc.
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAC9
144000
PA
USD
143971.2
0.2575736004
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.75
N
N
N
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
Aircastle Limited
00928QAT8
108000
PA
USD
110326.95
0.1973819051
Long
DBT
CORP
US
N
2
2025-08-11
Fixed
5.25
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAF9
135000
PA
USD
117146.36
0.2095822617
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
2.85
N
N
N
N
N
N
Energy Transfer Operating, L.P.
5493008K8W3OKZE54J59
Energy Transfer Operating, L.P.
29279FAA7
40000
PA
USD
45881.05
0.0820841060
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932AH0
69000
PA
USD
69388.13
0.1241397618
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.4
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932AL1
39000
PA
USD
35449.26
0.0634209726
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65
N
N
N
N
N
N
JBS USA Food Company
P77IMDGVZE8EFBTF2M92
JBS USA Food Company
46590XAA4
84000
PA
USD
89018.47
0.1592596840
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.5
N
N
N
N
N
N
JBS USA Food Company
P77IMDGVZE8EFBTF2M92
JBS USA Food Company
46590XAB2
50000
PA
USD
50986.82
0.0912186521
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.5
N
N
N
N
N
N
JBS USA Food Company
P77IMDGVZE8EFBTF2M92
JBS USA Food Company
46590XAD8
144000
PA
USD
128694.33
0.2302423119
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3
N
N
N
N
N
N
Jane Street Group, LLC
5493002N1IVX6KHGYO08
Jane Street Group, LLC
47077WAA6
34000
PA
USD
32207.49
0.0576212406
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.5
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LAX4
20000
PA
USD
20257.36
0.0362417008
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.63
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
Kraft Heinz Foods Company
50077LBC9
69000
PA
USD
70071.06
0.1253615668
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.88
N
N
N
N
N
N
McKesson Corporation
549300WZWOM80UCFSF54
McKesson Corporation
581557BR5
175000
PA
USD
160929.18
0.2879125013
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.3
N
N
N
N
N
N
NuStar Logistics, L.P.
N62BF2PKP51FIIOIUN20
NuStar Logistics, L.P.
67059TAG0
11000
PA
USD
11234.49
0.0200992146
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AZ5
13000
PA
USD
14283.75
0.0255545339
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
11.5
N
N
N
N
N
N
Sun Communities Operating Limited Partnership
549300PUNBPJCGT6X741
Sun Communities Operating Limited Partnership
866677AE7
87000
PA
USD
78503.97
0.1404485772
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.7
N
N
N
N
N
N
Sun Communities Operating Limited Partnership
549300PUNBPJCGT6X741
Sun Communities Operating Limited Partnership
866677AF4
65000
PA
USD
58967.99
0.1054974710
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
2.3
N
N
N
N
N
N
Targa Resource Corporation
6OQWTZ1SPC04IFT4T704
Targa Resource Corporation
87612BBQ4
140000
PA
USD
145465.48
0.2602469620
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.5
N
N
N
N
N
N
Targa Resource Corporation
6OQWTZ1SPC04IFT4T704
Targa Resource Corporation
87612BBS0
56000
PA
USD
56433.72
0.1009635013
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GCY4
140000
PA
USD
141666.54
0.2534504176
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.88
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
The Toronto-Dominion Bank
89114TZV7
96000
PA
USD
94321.06
0.1687463536
Long
DBT
CORP
US
N
2
2032-03-10
Fixed
3.2
N
N
N
N
Y
The Toronto-Dominion Bank
The Toronto-Dominion Bank
USD
XXXX
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
961214EP4
48000
PA
USD
41780.21
0.0747474433
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
2.67
N
N
N
N
Y
Westpac Banking Corporation
Westpac Banking Corporation
USD
XXXX
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc.
037833EF3
70000
PA
USD
60724.46
0.1086399071
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc.
037833EK2
28000
PA
USD
24397.49
0.0436486557
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.7
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
09659T2B6
150000
PA
USD
130033.8
0.2326387086
Long
DBT
CORP
US
N
2
2035-08-12
Fixed
2.59
N
N
N
N
Y
BNP Paribas
BNP Paribas
USD
XXXX
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
09659W2R4
200000
PA
USD
178342.31
0.3190656943
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.16
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc.
09857LAR9
180000
PA
USD
195476.27
0.3497194346
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.63
N
N
N
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC
161175AY0
140000
PA
USD
145031.71
0.2594709200
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91
N
N
N
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC
161175BC7
51000
PA
USD
60495.38
0.1082300685
Long
DBT
CORP
US
N
2
2055-10-23
Fixed
6.83
N
N
N
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC
161175BM5
45000
PA
USD
46360.46
0.0829418009
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.38
N
N
N
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC
161175BT0
50000
PA
USD
47546.68
0.0850640236
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.8
N
N
N
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC
161175CD4
45000
PA
USD
40446.2
0.0723608149
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
21H022648
200000
PA
USD
193966.82
0.3470189329
Long
ABS-MBS
USGA
US
N
2
2052-04-15
Fixed
2.5
N
N
N
N
N
N
DPL Inc.
N/A
DPL Inc.
233293AR0
102000
PA
USD
101368.16
0.1813540621
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
4.13
N
N
N
N
N
N
Booz Allen Hamilton Inc.
549300D7XCH2480XU542
Booz Allen Hamilton Inc.
09951LAB9
22000
PA
USD
21486.75
0.0384411574
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR53
110000
PA
USD
109532.45
0.1959604942
Long
DBT
CORP
US
N
2
2032-04-07
Fixed
3.6
N
N
N
N
Y
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce
USD
XXXX
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
5493000860OXIC4B5K91
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
4450
NS
USD
538183
0.9628434923
Long
EC
RF
US
N
1
N
N
iShares Broad USD High Yield Corporate Bond ETF
5493000860OXIC4B5K91
iShares Broad USD High Yield Corporate Bond ETF
46435U853
5200
NS
USD
202072
0.3615196135
Long
EC
RF
US
N
1
N
N
N
Newell Brands Inc.
549300LWGYFM1TVO1Z12
Newell Brands Inc.
651229BB1
46000
PA
USD
47522.34
0.0850204778
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.88
N
N
N
N
N
N
DIRECTV Financing, LLC
N/A
DIRECTV Financing, LLC
25461LAA0
37000
PA
USD
36475.27
0.0652565695
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.88
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
61000
PA
USD
55455.68
0.0992137258
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.6
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179S5L7
336886.3
PA
USD
342857.31
0.6133934548
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.5
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179SNU7
18343.92
PA
USD
18345.72
0.0328216557
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3
N
N
N
N
N
N
Southern California Edison Company
9R1Z5I36FERIBVKW4P77
Southern California Edison Company
842400GK3
46000
PA
USD
45153.12
0.0807817931
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.13
N
N
N
N
N
N
Southern California Edison Company
9R1Z5I36FERIBVKW4P77
Southern California Edison Company
842400GT4
92000
PA
USD
85941.78
0.1537552906
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179SSP3
120379.6406
PA
USD
120240.99
0.2151187509
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
3
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179TCY9
154688.94
PA
USD
159656.11
0.2856348984
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179UH54
22622.93
PA
USD
23508.36
0.0420579458
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
4.5
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179UKW1
41571.65
PA
USD
42100.61
0.0753206593
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
3.5
N
N
N
N
N
N
Rassman, Joel H.
N/A
Rassman, Joel H.
88947EAU4
190000
PA
USD
184022.44
0.3292278069
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.8
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179UKY7
3850.37
PA
USD
4000.17
0.0071565576
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
4.5
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179UMM1
38914.99
PA
USD
40428.94
0.0723299357
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
4.5
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VDP2
22096.57
PA
USD
22294.87
0.0398869353
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.5
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VFP0
63095.4393
PA
USD
62648.14
0.1120814925
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VKL3
38965.8111
PA
USD
38665.22
0.0691745288
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3
N
N
N
N
N
N
Ginnie Mae II
549300M8ZYFG0OCMTT87
Ginnie Mae II
36179WBY3
386112.3581
PA
USD
375380.64
0.6715797533
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.5
N
N
N
N
N
N
Ginnie Mae II
549300M8ZYFG0OCMTT87
Ginnie Mae II
36179WBZ0
98510.1804
PA
USD
97657.89
0.1747161539
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3
N
N
N
N
N
N
Ginnie Mae II
549300M8ZYFG0OCMTT87
Ginnie Mae II
36179WDR6
103146.9024
PA
USD
100271.95
0.1793928729
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.5
N
N
N
N
N
N
Ginnie Mae II
549300M8ZYFG0OCMTT87
Ginnie Mae II
36179WDS4
117744.4456
PA
USD
116652.15
0.2086980887
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3
N
N
N
N
N
N
Ginnie Mae II
549300M8ZYFG0OCMTT87
Ginnie Mae II
36179WJR0
120916.9582
PA
USD
117508.93
0.2102309224
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.5
N
N
N
N
N
N
Ginnie Mae II
549300M8ZYFG0OCMTT87
Ginnie Mae II
36179WJS8
112268.5263
PA
USD
111165.63
0.1988823568
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3
N
N
N
N
N
N
Ginnie Mae II
549300M8ZYFG0OCMTT87
Ginnie Mae II
36179WJT6
141492.8704
PA
USD
142431.01
0.2548181029
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.5
N
N
N
N
N
N
Ginnie Mae II
549300M8ZYFG0OCMTT87
Ginnie Mae II
36179WND6
131388.1061
PA
USD
125096.09
0.2238048325
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2
N
N
N
N
N
N
Ginnie Mae II
549300M8ZYFG0OCMTT87
Ginnie Mae II
36179WP93
254894.7416
PA
USD
242668.23
0.4341488416
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2
N
N
N
N
N
N
Ginnie Mae II
549300M8ZYFG0OCMTT87
Ginnie Mae II
36179WXK9
89678
PA
USD
88790.03
0.1588509904
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3
N
N
N
N
N
N
Ginnie Mae II
549300M8ZYFG0OCMTT87
Ginnie Mae II
36179WY85
179982
PA
USD
171334.76
0.3065287433
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2
N
N
N
N
N
N
Marathon Oil Corporation
1FRVQX2CRLGC1XLP5727
Marathon Oil Corporation
565849AP1
103000
PA
USD
106504.15
0.1905426736
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.4
N
N
N
N
N
N
Aon Corporation
LTS3U8DGK38SETRUWX71
Aon Corporation
03740LAE2
49000
PA
USD
48311.12
0.0864316552
Long
DBT
CORP
US
N
2
2052-02-28
Fixed
3.9
N
N
N
N
N
N
Burlington Northern Santa FE, LLC
N/A
Burlington Northern Santa FE, LLC
12189LBH3
67000
PA
USD
59289.09
0.1060719392
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.88
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAP3
80000
PA
USD
78296.67
0.1400777044
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.38
N
N
N
N
N
N
FS KKR Capital Corp.
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AG2
102000
PA
USD
98877.57
0.1768982387
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.4
N
N
N
N
N
N
FS KKR Capital Corp.
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AK3
90000
PA
USD
80400.69
0.1438419295
Long
DBT
CORP
US
N
2
2028-10-12
Fixed
3.13
N
N
N
N
N
First Investors Auto Owner Trust 2021-1
N/A
First Investors Auto Owner Trust 2021-1
32059FAA7
69393.37
PA
USD
68892.59
0.1232532093
Long
ABS-CBDO
CORP
US
N
2
2023-12-15
Fixed
0.45
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc.
35671DBJ3
35000
PA
USD
38920.13
0.0696305790
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.4
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc.
35671DCC7
61000
PA
USD
62756.2
0.1122748187
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5
N
N
N
N
N
N
Macquarie Group Limited
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Limited
55608JAZ1
82000
PA
USD
72742.76
0.1301414074
Long
DBT
CORP
US
N
2
2033-01-14
Fixed
2.87
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599CX1
20000
PA
USD
18875.54
0.0337695372
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.3
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
200000
PA
USD
192436.75
0.3442815407
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
4.88
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EU4
45000
PA
USD
47855.25
0.0856160749
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
6.3
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFL8
165000
PA
USD
169653.38
0.3035206479
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GFM6
46000
PA
USD
46842.26
0.0838037716
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GGR4
150000
PA
USD
150273.53
0.2688488682
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHM4
333000
PA
USD
343683.67
0.6148718653
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GHT9
115000
PA
USD
115415.46
0.2064855719
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.56
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJB6
100000
PA
USD
92376.21
0.1652668937
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJE0
65000
PA
USD
55072.78
0.0985286934
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.68
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GJS9
103000
PA
USD
95744.88
0.1712936578
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06051GKA6
265000
PA
USD
235836.74
0.4219268731
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.3
N
N
N
N
N
N
CIM Trust 2021-J2
N/A
CIM Trust 2021-J2
12564EAA0
155938.1
PA
USD
143810.26
0.2572856686
Long
ABS-MBS
CORP
US
N
2
2042-11-25
Variable
2.5
N
N
N
N
N
N
Dallas/Fort Worth International Airport
N/A
Dallas/Fort Worth International Airport
2350368N3
55000
PA
USD
48036.48
0.0859403068
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
2.84
N
N
N
N
N
N
JBS Finance Luxembourg S.a r.l.
N/A
JBS Finance Luxembourg S.a r.l.
46592QAB5
68000
PA
USD
63351.08
0.1133390967
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.5
N
N
N
N
N
N
Transocean Pontus Limited
N/A
Transocean Pontus Limited
89382PAA3
12300
PA
USD
12222.28
0.0218664335
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.13
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C38
N/A
Wells Fargo Commercial Mortgage Trust 2017-C38
95001MAK6
57000
PA
USD
56792.24
0.1016049163
Long
ABS-MBS
CORP
US
N
2
2027-06-17
Variable
3.92
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities Trust
95002TAA2
43643.99
PA
USD
42701.89
0.0763963873
Long
ABS-MBS
CORP
US
N
2
2042-12-25
Variable
3
N
N
N
N
N
N
CCG Receivables Trust 2021-2
N/A
CCG Receivables Trust 2021-2
12511EAC0
192000
PA
USD
186862.56
0.3343089615
Long
ABS-CBDO
CORP
US
N
2
2029-03-14
Fixed
0.54
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AZ0
100000
PA
USD
100897.62
0.1805122362
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.5
N
N
N
N
N
N
CNO Global Funding
N/A
CNO Global Funding
18977W2A7
150000
PA
USD
138566.28
0.2479038560
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
1.75
N
N
N
N
N
N
Consolidated Edison Company of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Company of New York, Inc.
209111FB4
57000
PA
USD
57836.81
0.1034737183
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.2
N
N
N
N
N
N
Equifax Inc.
5493004MCF8JDC86VS77
Equifax Inc.
294429AT2
190000
PA
USD
170019.75
0.3041761071
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.35
N
N
N
N
N
N
Ineos Quattro Finance 2 PLC
213800V48W4Y5MT5Q131
Ineos Quattro Finance 2 PLC
45674GAA2
110000
PA
USD
101816.74
0.1821566001
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.38
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
109000
PA
USD
116630
0.2086584610
Long
DBT
CORP
US
N
2
2500-12-31
Fixed
7.5
N
N
N
Y
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC
USD
XXXX
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAL7
200000
PA
USD
201718
0.3608862851
Long
DBT
CORP
US
N
2
2025-07-09
Fixed
3.87
N
N
N
Y
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC
USD
XXXX
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944TAF2
134000
PA
USD
125141.45
0.2238859844
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3
N
N
N
N
N
N
The Dormitory Authority of the State of New York
549300C8XO7EXTX2XU71
The Dormitory Authority of the State of New York
64990FXE9
100000
PA
USD
94094.52
0.1683410592
Long
DBT
MUN
US
N
2
2043-02-15
Fixed
3.19
N
N
N
N
N
N
Piedmont Healthcare, Inc.
N/A
Piedmont Healthcare, Inc.
72014TAC3
43000
PA
USD
37752.98
0.0675424737
Long
DBT
CORP
US
N
2
2032-01-01
Fixed
2.04
N
N
N
N
N
N
Southwest Gas Corporation
OQQR1IQTGBKH0UR88X59
Southwest Gas Corporation
845011AE5
50000
PA
USD
49842.85
0.0891720172
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABU8
306000
PA
USD
292738.51
0.5237277456
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.63
N
N
N
N
N
Trinity Healthcare Group Pte. Ltd.
TWSRHFGEDJDX0GKMGJ67
Trinity Healthcare Group Pte. Ltd.
896517AB5
11000
PA
USD
9175.3
0.0164151931
Long
DBT
CORP
US
N
2
2040-12-01
Fixed
2.63
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810QS0
461000
PA
USD
541458.88
0.9687042492
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810QT8
316000
PA
USD
340391.25
0.6089815172
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.13
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810RK6
321000
PA
USD
312573.75
0.5592142469
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.5
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810RQ3
435000
PA
USD
425688.3
0.7615833450
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.5
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810SA7
317000
PA
USD
344886.11
0.6170231066
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810SS8
81000
PA
USD
66445.31
0.1188748703
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.63
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810TB4
85000
PA
USD
74454.69
0.1332041587
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912810TC2
125000
PA
USD
112988.28
0.2021431931
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
9128282A7
441000
PA
USD
422602.01
0.7560617767
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.5
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
9128284V9
375000
PA
USD
384140.63
0.6872519305
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912828M56
980000
PA
USD
969893.75
1.7352013820
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912828YM6
385000
PA
USD
375555.49
0.6718925710
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.5
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
912828ZE3
420000
PA
USD
383906.25
0.6868326098
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.63
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CAB7
252000
PA
USD
233611.86
0.4179464218
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CAV3
164000
PA
USD
145268.12
0.2598938725
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.88
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CBC4
655000
PA
USD
604749.19
1.0819346246
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.38
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CBH3
845000
PA
USD
778588.24
1.3929437014
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.38
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CBR1
90000
PA
USD
86456.25
0.1546757101
Long
DBT
UST
US
N
2
2024-03-15
Fixed
0.25
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CBZ3
290000
PA
USD
270153.13
0.4833210695
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CCH2
905000
PA
USD
841932.81
1.5062711513
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CCZ2
200000
PA
USD
186187.5
0.3331012364
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.88
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CDJ7
429000
PA
USD
393674.51
0.7043086460
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CDK4
50000
PA
USD
47296.88
0.0846171156
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CDY4
85000
PA
USD
81613.28
0.1460113298
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88
N
N
N
N
N
N
Treasury, United States Department of
254900HROIFWPRGM1V77
Treasury, United States Department of
91282CDZ1
85000
PA
USD
82635.94
0.1478409334
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.5
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RBH4
155000
PA
USD
156562.62
0.2801004487
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.3
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RDR0
116000
PA
USD
131703.71
0.2356262834
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RFW7
16000
PA
USD
17401.06
0.0311315991
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.9
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RKD3
131000
PA
USD
113428.52
0.2029308104
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.1
N
N
N
N
N
N
BMW US Capital, LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital, LLC
05565ECB9
97000
PA
USD
98032.54
0.1753864265
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
3.7
N
N
N
N
N
N
CCO Holdings, LLC
N/A
CCO Holdings, LLC
1248EPCD3
295000
PA
USD
283553.6
0.5072953595
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75
N
N
N
N
N
N
COMM 2014-UBS3 Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YBC8
49000
PA
USD
49581.79
0.0887049644
Long
ABS-MBS
CORP
US
N
2
2024-05-10
Fixed
3.82
N
N
N
N
N
N
Cheniere Corpus Christi Holdings, LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings, LLC
16412XAC9
54000
PA
USD
57152.77
0.1022499274
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.88
N
N
N
N
N
N
Macys Retail Holdings
N/A
Macys Retail Holdings
55617LAQ5
69000
PA
USD
68104.43
0.1218431411
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.88
N
N
N
N
N
Macys Retail Holdings
N/A
Macys Retail Holdings
55617LAR3
65000
PA
USD
64192.32
0.1148441284
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.13
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BE1
63000
PA
USD
61780.22
0.1105287287
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.38
N
N
N
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC
74166MAF3
57000
PA
USD
52267.58
0.0935100129
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.38
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MBE2
39000
PA
USD
41196.76
0.0737036143
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.88
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corporation
25179MBF9
34000
PA
USD
34904.92
0.0624471138
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.5
N
N
N
N
N
N
GLP Financing, LLC
2549005PXW31DRW8EC44
GLP Financing, LLC
361841AK5
15000
PA
USD
16136.78
0.0288697220
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75
N
N
N
N
N
N
GLP Financing, LLC
2549005PXW31DRW8EC44
GLP Financing, LLC
361841AL3
100000
PA
USD
105032.5
0.1879097985
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.3
N
N
N
N
N
N
GLP Financing, LLC
2549005PXW31DRW8EC44
GLP Financing, LLC
361841AR0
37000
PA
USD
33543
0.0600105527
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust 2021-4
N/A
GM Financial Consumer Automobile Receivables Trust 2021-4
362554AE7
85000
PA
USD
80321.16
0.1436996453
Long
ABS-CBDO
CORP
US
N
2
2027-10-18
Fixed
1.25
N
N
N
N
N
N
Grace Trust
N/A
Grace Trust
38406JAA6
177000
PA
USD
160359.5
0.2868933077
Long
ABS-MBS
CORP
US
N
2
2030-12-12
Fixed
2.35
N
N
N
N
N
N
Hyatt Hotels Corporation
T27JQIMTYSH41TCD5186
Hyatt Hotels Corporation
448579AH5
45000
PA
USD
47162.4
0.0843765223
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.38
N
N
N
N
N
N
Hyundai Auto Receivables Trust 2021-C
N/A
Hyundai Auto Receivables Trust 2021-C
44935FAF1
53000
PA
USD
50681.11
0.0906717175
Long
ABS-CBDO
CORP
US
N
2
2025-11-15
Fixed
1.49
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAD5
90000
PA
USD
82234.62
0.1471229465
Long
DBT
CORP
US
N
2
2031-04-06
Fixed
2.5
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAE3
28000
PA
USD
25282.04
0.0452311717
Long
DBT
CORP
US
N
2
2041-04-06
Fixed
3.2
N
N
N
N
N
N
Pacific Gas And Electric Company
1HNPXZSMMB7HMBMVBS46
Pacific Gas And Electric Company
694308HW0
46000
PA
USD
43463.22
0.0777584549
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.3
N
N
N
N
N
N
Pacific Gas And Electric Company
1HNPXZSMMB7HMBMVBS46
Pacific Gas And Electric Company
694308JQ1
181000
PA
USD
165016.54
0.2952250473
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.5
N
N
N
N
N
N
Santander Retail Auto Lease Trust 2021-B
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAC2
101000
PA
USD
97880.88
0.1751150971
Long
ABS-CBDO
CORP
US
N
2
2024-08-20
Fixed
0.51
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612GAA9
46000
PA
USD
46426.88
0.0830606304
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.2
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612GAB7
64000
PA
USD
63360
0.1133550552
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.95
N
N
N
N
N
N
United Airlines Pass Through Certificates, Series 2015-1
K1OQBWM7XEOO08LDNP29
United Airlines Pass Through Certificates, Series 2015-1
90932LAG2
52000
PA
USD
51199.22
0.0915986491
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.38
N
N
N
N
N
N
United Airlines Pass Through Certificates, Series 2015-1
K1OQBWM7XEOO08LDNP29
United Airlines Pass Through Certificates, Series 2015-1
90932LAH0
37000
PA
USD
35223.96
0.0630178966
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AerCap Ireland Capital Designated Activity Company
00774MAN5
50000
PA
USD
53026.41
0.0948676078
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.5
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AerCap Ireland Capital Designated Activity Company
00774MAV7
165000
PA
USD
152531.04
0.2728876966
Long
DBT
CORP
US
N
2
2026-10-29
Fixed
2.45
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AerCap Ireland Capital Designated Activity Company
00774MAW5
163000
PA
USD
150259.58
0.2688239107
Long
DBT
CORP
US
N
2
2028-10-29
Fixed
3
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AerCap Ireland Capital Designated Activity Company
00774MAX3
195000
PA
USD
176259.82
0.3153399878
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
3.3
N
N
N
N
N
N
Ares Finance Co. IV LLC
N/A
Ares Finance Co. IV LLC
039936AA7
66000
PA
USD
56102.04
0.1003701048
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.65
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Corporation
125523AJ9
50000
PA
USD
54948.22
0.0983058477
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.8
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
Cigna Corporation
125523CB4
114000
PA
USD
114983.2
0.2057122314
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.4
N
N
N
N
N
N
DLLMT 2021-1 LLC
N/A
DLLMT 2021-1 LLC
23345FAC6
223000
PA
USD
216029.27
0.3864900540
Long
ABS-CBDO
CORP
US
N
2
2025-07-20
Fixed
1
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CT4
200000
PA
USD
182079.48
0.3257517283
Long
DBT
CORP
US
N
2
2032-05-24
Fixed
2.8
N
N
N
N
N
N
Kubota Credit Owner Trust 2020-1
N/A
Kubota Credit Owner Trust 2020-1
50117TAC5
100000
PA
USD
96790.18
0.1731637657
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.62
N
N
N
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation
594918BC7
90000
PA
USD
93921.13
0.1680308535
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.5
N
N
N
N
N
N
Prosus N.V.
635400Z5LQ5F9OLVT688
Prosus N.V.
74365PAH1
73000
PA
USD
64004.64
0.1145083570
Long
DBT
CORP
US
N
2
2032-01-19
Fixed
4.19
N
N
N
N
N
N
State Street U.S. Government Money Market Fund
N/A
State Street U.S. Government Money Market Fund
857492706
1407895.64
NS
USD
1407895.64
2.5188145199
Long
STIV
RF
US
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VER1
105000
PA
USD
110753.17
0.1981444397
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.33
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VGH1
175000
PA
USD
163472.89
0.2924633597
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.1
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VGJ7
74000
PA
USD
68710.21
0.1229269199
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VGK4
58000
PA
USD
54697.56
0.0978574011
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.4
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen Inc.
031162CR9
64000
PA
USD
58599.02
0.1048373603
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen Inc.
031162DE7
97000
PA
USD
96197.21
0.1721029048
Long
DBT
CORP
US
N
2
2032-02-22
Fixed
3.35
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen Inc.
031162DF4
37000
PA
USD
38319.84
0.0685566221
Long
DBT
CORP
US
N
2
2052-02-22
Fixed
4.2
N
N
N
N
N
N
Berkshire Hathaway Finance Corporation
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corporation
084664CV1
123000
PA
USD
106629.76
0.1907673979
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank Aktiengesellschaft
251526CF4
100000
PA
USD
88702.3
0.1586940359
Long
DBT
CORP
US
N
2
2032-01-14
Fixed
3.73
N
N
N
N
Y
Deutsche Bank Aktiengesellschaft
Deutsche Bank Aktiengesellschaft
USD
XXXX
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank Aktiengesellschaft
251526CK3
110000
PA
USD
98351.55
0.1759571556
Long
DBT
CORP
US
N
2
2032-05-28
Fixed
3.04
N
N
N
N
Y
Deutsche Bank Aktiengesellschaft
Deutsche Bank Aktiengesellschaft
USD
XXXX
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
General Electric Company
369604BQ5
419000
PA
USD
402501.88
0.7201013703
Long
DBT
CORP
US
N
2
2500-12-31
Floating
4.16
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
60000
PA
USD
63860.88
0.1142511613
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.5
N
N
N
N
N
N
OPG Trust 2021-PORT
N/A
OPG Trust 2021-PORT
67118AAA3
165000
PA
USD
159173.37
0.2847712459
Long
ABS-MBS
CORP
US
N
2
2023-10-16
Floating
0.88
N
N
N
N
N
N
Restaurant Brands International Limited Partnership
549300RHSHNRWI5LLA86
Restaurant Brands International Limited Partnership
68245XAH2
19000
PA
USD
18021.69
0.0322419455
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.88
N
N
N
N
N
N
Restaurant Brands International Limited Partnership
549300RHSHNRWI5LLA86
Restaurant Brands International Limited Partnership
68245XAP4
16000
PA
USD
14783.87
0.0264492803
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.5
N
N
N
N
N
N
Pilgrim's Pride Corporation
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corporation
72147KAG3
89000
PA
USD
77809.07
0.1392053571
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.5
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAL7
309000
PA
USD
264250.34
0.4727606041
Long
DBT
CORP
US
N
2
2040-09-02
Fixed
3.3
N
N
N
N
N
N
S&P Global Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global Inc.
78409VAZ7
73000
PA
USD
76815.55
0.1374278868
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.25
N
N
N
N
N
N
Sabine Pass Liquefaction, LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AU0
300000
PA
USD
308168.7
0.5513333333
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.2
N
N
N
N
N
N
Sabine Pass Liquefaction, LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction, LLC
785592AX4
80000
PA
USD
83835.36
0.1499867718
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.5
N
N
N
N
N
N
STERIS Irish FinCo Unlimited Company
N/A
STERIS Irish FinCo Unlimited Company
85917PAB3
56000
PA
USD
52365.25
0.0936847507
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.75
N
N
N
N
N
N
Nordic Aviation Capital DAC
N/A
Nordic Aviation Capital DAC
N/A
139295.25
PA
USD
107675.23
0.1926378100
Long
DBT
CORP
US
N
3
2025-03-14
Fixed
0
Y
N
Y
N
N
N
State Street Navigator Securities Lending Government Money Market Portfolio
N/A
State Street Navigator Securities Lending Government Money Market Portfolio
N/A
2560315
NS
USD
2560315
4.5805657851
Long
STIV
RF
US
N
1
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - PHYSICALLY DELIVERED
N/A
34
NC
USD
-87858.12
-0.1571837443
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States 5 Year Note
United States 5 Year Note
2022-07-06
3987233.12
USD
-87858.12
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - PHYSICALLY DELIVERED
N/A
11
NC
USD
-28162.81
-0.0503850518
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States 2 Year Note
United States 2 Year Note
2022-07-06
2359303.45
USD
-28162.81
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - PHYSICALLY DELIVERED
N/A
13
NC
USD
-33425.25
-0.0597998904
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States 10 Year Note
United States 10 Year Note
2022-06-30
1630800.25
USD
-33425.25
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - PHYSICALLY DELIVERED
N/A
11
NC
USD
-45347.43
-0.0811294260
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States Long Bond
United States Long Bond
2022-06-30
1696034.93
USD
-45347.43
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - PHYSICALLY DELIVERED
N/A
-43
NC
USD
179704.97
0.3215035794
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
United States 10 Year Ultra Bond
United States 10 Year Ultra Bond
2022-06-30
-6004861.22
USD
179704.97
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
FUTURE - PHYSICALLY DELIVERED
N/A
7
NC
USD
-48786.91
-0.0872828737
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States Ultra Bond
United States Ultra Bond
2022-06-30
1288661.91
USD
-48786.91
N
N
N
2022-05-25
PPM Funds
Andrew Tedeschi
Andrew Tedeschi
Principal Financial Officer
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