0001450011-24-000257.txt : 20240227
0001450011-24-000257.hdr.sgml : 20240227
20240227132547
ACCESSION NUMBER: 0001450011-24-000257
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240227
DATE AS OF CHANGE: 20240227
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO ETF Trust
CENTRAL INDEX KEY: 0001450011
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22250
FILM NUMBER: 24684768
BUSINESS ADDRESS:
STREET 1: 650 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 949.720.6000
MAIL ADDRESS:
STREET 1: 650 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
0001450011
S000026751
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
C000080241
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001450011
XXXXXXXX
S000026751
C000080241
PIMCO ETF Trust
811-22250
0001450011
5493004M9TBGFQUJ6D27
650 Newport Center Drive
Newport Beach
92660
(888) 400-4383
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
S000026751
VOYE9Z80GB9431LFS645
2024-06-30
2023-12-31
N
10361618677.590000
60368872.200000
10301249805.390000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
5926236.460000
USD
N
Fund Securities Portfolio
0
NSLT-2021-BA
N/A
NELNET STUDENT LOAN TRUST NSLT 2021 BA AFX 144A
64034QAB4
688644.500000
PA
USD
625893.700000
0.0060759
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.42
N
N
N
N
N
N
FANNIE MAE 1998-22
N/A
FANNIE MAE FNR 1998 22 FA
31359RY63
20171.340000
PA
USD
20170.440000
0.0001958
Long
ABS-MBS
USGSE
US
N
2
2028-04-18
Floating
5.85258
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED 144A 01/25 VAR
09659W2G8
13830000.000000
PA
USD
13828981.140000
0.134246
Long
DBT
CORP
FR
N
2
2025-01-10
Floating
4.705
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2
N/A
CAPITAL ONE PRIME AUTO RECEIVA COPAR 2023 2 A2B
14044EAC2
33100000.000000
PA
USD
33133536.920000
0.321646
Long
ABS-O
CORP
US
N
2
2026-10-15
Floating
5.92844
N
N
N
N
N
N
FANNIE MAE REMICS 2007-22
N/A
FANNIE MAE FNR 2007 22 FY
31396PT76
139688.850000
PA
USD
137268.550000
0.0013325
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
5.87191
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FK
38376RQN9
7685255.350000
PA
USD
7671235.140000
0.074469
Long
ABS-MBS
USGSE
US
N
2
2066-02-20
Floating
6.48719
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST 2021-ESH
N/A
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A
30227FAA8
2240256.030000
PA
USD
2221249.700000
0.0215629
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.55648
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC SR UNSECURED 11/24 1.322
071813CH0
16951000.000000
PA
USD
16331822.350000
0.158542
Long
DBT
CORP
US
N
2
2024-11-29
Fixed
1.322
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED 144A 03/24 2.514
04685A3J8
1287000.000000
PA
USD
1278600.880000
0.0124121
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.514
N
N
N
N
N
N
CRESTLINE DENALI CLO XV 2017-1A
N/A
CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A
22616CAJ2
14241852.800000
PA
USD
14231035.830000
0.138149
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
6.70743
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 04/24 3.95
37045XBW5
22051000.000000
PA
USD
21923769.260000
0.212826
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL SR UNSECURED 144A 11/24 2.375
06675FAT4
1650000.000000
PA
USD
1608231.880000
0.015612
Long
DBT
CORP
FR
N
2
2024-11-21
Fixed
2.375
N
N
N
N
N
N
BAT CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 09/24 2.789
05526DBG9
4700000.000000
PA
USD
4606390.620000
0.0447168
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.789
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP LL
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A A 144A
05377RDL5
15710000.000000
PA
USD
15523179.820000
0.150692
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35
N
N
N
N
N
N
TPMT-2019-1
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 1 A1 144A
89177BAA3
9005507.220000
PA
USD
8631334.700000
0.0837892
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75
N
N
N
N
N
N
FANNIE MAE 2007-16
N/A
FANNIE MAE FNR 2007 16 FC
31396PXY2
34905.170000
PA
USD
34738.780000
0.0003372
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
6.20191
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 569554 GN 01/32 FIXED 7
36200QWP5
1003.710000
PA
USD
1033.030000
0.00001
Long
ABS-MBS
USGSE
US
N
2
2032-01-15
Fixed
7
N
N
N
N
N
N
N/A
N/A
3 MONTH SOFR FUT MAR25 XCME 20250617
000000000
-4479.000000
NC
USD
-8260664.490000
-0.0801909
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2025-06-17
-1081314581.250000
USD
-8260664.490000
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC SR UNSECURED REGS 08/24 0.8
G6382GVA7
4500000.000000
PA
USD
4369359.420000
0.0424158
Long
DBT
CORP
GB
N
2
2024-08-12
Fixed
0.8
N
N
N
N
N
N
GALAXY XV CLO LTD 2013-15A
N/A
GALAXY CLO LTD GALXY 2013 15A ARR 144A
36318WAK6
6005117.210000
PA
USD
5998577.880000
0.0582316
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.62548
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST 2017-AGS
N/A
COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A2 144A
20267VAB3
247762.520000
PA
USD
243714.920000
0.0023659
Long
ABS-O
CORP
US
N
2
2041-05-25
Floating
6.32043
N
N
N
N
N
N
VENTURE CDO LTD 2016-25A
N/A
VENTURE CDO LTD VENTR 2016 25A ARR 144A
92329VAS1
6510113.700000
PA
USD
6515372.960000
0.0632484
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
6.69743
N
N
N
N
N
N
ARES XL CLO LTD 2016-40A
N/A
ARES CLO LTD ARES 2016 40A A1RR 144A
04016GBB3
4305118.290000
PA
USD
4296214.490000
0.0417058
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
6.52548
N
N
N
N
N
N
RESIMAC PREMIER SERIES 2021-1A
N/A
RESIMAC RESI 2021 1A A1 144A
76123EAA9
2758500.000000
PA
USD
2753424.940000
0.026729
Long
ABS-MBS
CORP
AU
N
2
2052-07-10
Floating
6.17187
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LIMITED
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/24 VAR
86563VAX7
2000000.000000
PA
USD
1998556.180000
0.0194011
Long
DBT
CORP
JP
N
2
2024-09-16
Floating
5.77295
N
N
N
N
N
N
FANNIE MAE 2007-42
N/A
FANNIE MAE FNR 2007 42 AF
31396VN53
8964.490000
PA
USD
8746.580000
0.0000849
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
5.70191
N
N
N
N
N
N
KKR CLO LTD 18
N/A
KKR FINANCIAL CLO LTD KKR 18 AR 144A
48251JAL7
2809854.840000
PA
USD
2807887.940000
0.0272577
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
6.59665
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2023-3
N/A
DELL EQUIPMENT FINANCE TRUST DEFT 2023 3 A2 144A
24702EAB6
21000000.000000
PA
USD
21138381.600000
0.205202
Long
ABS-O
CORP
US
N
2
2029-04-23
Fixed
6.1
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST 2018-ASHF
N/A
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A
04410RAA4
1483550.690000
PA
USD
1465751.050000
0.0142289
Long
ABS-MBS
CORP
US
N
2
2035-04-15
Floating
6.434
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC SR UNSECURED 144A 03/25 3.479
63906YAG3
6805000.000000
PA
USD
6670146.740000
0.0647508
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
3.479
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + SR UNSECURED 06/25 VAR
46647PCL8
24049000.000000
PA
USD
24009034.650000
0.233069
Long
DBT
CORP
US
N
2
2025-06-23
Floating
5.94174
N
N
N
N
N
N
BARINGS CLO LTD 2018-III 2018-3A
N/A
BABSON CLO LTD BABSN 2018 3A A1 144A
06760PAC5
2558843.260000
PA
USD
2560890.330000
0.02486
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.62743
N
N
N
N
N
N
FREDDIE MAC REMICS 4344
N/A
FREDDIE MAC FHR 4344 FA
3137BAJK9
904072.440000
PA
USD
883003.660000
0.0085718
Long
ABS-MBS
USGSE
US
N
2
2037-12-15
Floating
5.39901
N
N
N
N
N
N
APIDOS CLO 2017-27A
N/A
APIDOS CLO LTD APID 2017 27A A1R 144A
03767JAF2
13509817.160000
PA
USD
13485677.550000
0.130913
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
6.59444
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NETAPP INC SR UNSECURED 09/24 3.3
64110DAF1
7300000.000000
PA
USD
7176831.850000
0.0696695
Long
DBT
CORP
US
N
2
2024-09-29
Fixed
3.3
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2019-3A
N/A
NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A
64031DAA8
13378821.730000
PA
USD
13267006.890000
0.12879
Long
ABS-O
CORP
US
N
2
2067-08-25
Floating
6.27043
N
N
N
N
N
N
JERSEY CENTRAL POWER & LIGHT COMPANY
549300W9UGH9ZPLNPF79
JERSEY CENTRAL PWR + LT SR UNSECURED 144A 04/24 4.7
476556DB8
1482000.000000
PA
USD
1476902.390000
0.0143371
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.7
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED 144A 01/24 3.8
05581KAB7
46021000.000000
PA
USD
46001463.170000
0.446562
Long
DBT
CORP
FR
N
2
2024-01-10
Fixed
3.8
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA SR UNSECURED 08/25 VAR
06428CAD6
1275000.000000
PA
USD
1278381.890000
0.01241
Long
DBT
CORP
US
N
2
2025-08-18
Floating
6.13211
N
N
N
N
N
N
CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A5
N/A
CITIBANK CREDIT CARD ISSUANCE CCCIT 2018 A5 A5
17305EGP4
34100000.000000
PA
USD
34230473.420000
0.332294
Long
ABS-MBS
CORP
US
N
2
2027-08-07
Floating
6.08409
N
N
N
N
N
N
FANNIE MAE REMICS 2010-89
N/A
FANNIE MAE FNR 2010 89 CF
31398TNX5
229074.990000
PA
USD
226462.710000
0.0021984
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
5.90191
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 06/25 VAR
46647PDD5
9001000.000000
PA
USD
9016294.590000
0.0875262
Long
DBT
CORP
US
N
2
2025-06-14
Floating
6.31778
N
N
N
N
N
N
APIDOS CLO XV 2013-15A
N/A
APIDOS CLO LTD APID 2013 15A A1RR 144A
03764QBC5
8939211.630000
PA
USD
8939515.210000
0.0867809
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.68743
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR REGS 03/24 3.5
ACI19T8T9
12638000.000000
PA
USD
12572396.140000
0.122047
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
3.5
N
N
N
N
N
N
GNRT-3A
N/A
GENERATE CLO LTD. GNRT 3A AR 144A
98625UAU6
16272279.020000
PA
USD
16272279.020000
0.157964
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
6.92743
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC SR UNSECURED 05/24 VAR
15189TAZ0
7081000.000000
PA
USD
7081100.200000
0.0687402
Long
DBT
CORP
US
N
2
2024-05-13
Floating
6.00311
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR
853254CF5
50400000.000000
PA
USD
50154321.670000
0.486876
Long
DBT
CORP
GB
N
2
2025-11-23
Floating
6.28199
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 03/24 VAR
38141GZQ0
16600000.000000
PA
USD
16627223.670000
0.16141
Long
DBT
CORP
US
N
2
2024-03-15
Floating
6.73879
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H15 FC
38375B4J8
253345.910000
PA
USD
252215.530000
0.0024484
Long
ABS-MBS
USGSE
US
N
2
2063-07-20
Floating
5.93719
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 06/25 VAR
46647PCG9
10249000.000000
PA
USD
10217272.680000
0.0991848
Long
DBT
CORP
US
N
2
2025-06-01
Floating
5.8883
N
N
N
N
N
N
TESLA AUTO LEASE TRUST 2023-A
N/A
TESLA AUTO LEASE TRUST TESLA 2023 A A1 144A
88167PAA6
363717.090000
PA
USD
363734.690000
0.003531
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
5.634
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 05/24 3.9
292480AH3
11669000.000000
PA
USD
11583472.060000
0.112447
Long
DBT
CORP
US
N
2
2024-05-15
Variable
3.9
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 04/24 4.5
29278NAH6
36982000.000000
PA
USD
36850468.710000
0.357728
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.5
N
N
N
N
N
N
OZLM VII LTD 2014-7RA
N/A
OZLM LTD OZLM 2014 7RA A1R 144A
67108WBE8
1413644.720000
PA
USD
1412136.840000
0.0137084
Long
ABS-CBDO
CORP
KY
N
2
2029-07-17
Floating
6.67444
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 05/26 VAR
60687YBY4
36640000.000000
PA
USD
36629091.910000
0.355579
Long
DBT
CORP
JP
N
2
2026-05-22
Floating
6.30246
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
SWEDBANK AB SR UNSECURED 144A 04/25 VAR
87020PAR8
5300000.000000
PA
USD
5308607.200000
0.0515336
Long
DBT
CORP
SE
N
2
2025-04-04
Floating
6.31027
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB CAPITAL INC COMPANY GUAR 144A 04/25 VAR
22411VAV0
43250000.000000
PA
USD
43760072.770000
0.424804
Long
DBT
CORP
CA
N
2
2025-04-04
Floating
6.63993
N
N
N
N
N
N
ICG US CLO LTD 2014-3A
N/A
ICG US CLO LTD ICG 2014 3A A1RR 144A
44929FBA9
1905969.220000
PA
USD
1907619.100000
0.0185183
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
6.66983
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC
N/A
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A
74143EAA0
4204158.830000
PA
USD
4064245.260000
0.0394539
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Fixed
1.8677
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO SR UNSECURED 03/25 VAR
025816CR8
2000000.000000
PA
USD
2005022.360000
0.0194639
Long
DBT
CORP
US
N
2
2025-03-04
Floating
6.28378
N
N
N
N
N
N
FANNIE MAE REMICS 2014-86
N/A
FANNIE MAE FNR 2014 86 PA
3136AMHN2
886764.930000
PA
USD
783334.890000
0.0076043
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Fixed
2
N
N
N
N
N
N
MADISON PARK FUNDING XXXV LTD
N/A
MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A
55819MAN6
4500000.000000
PA
USD
4504360.140000
0.0437263
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
6.66743
N
N
N
N
N
N
ELFI GRADUATE LOAN PROGRAM 2021-A LLC
N/A
ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A
28628BAA6
6430991.040000
PA
USD
5594229.710000
0.0543063
Long
ABS-O
CORP
US
N
2
2046-12-26
Fixed
1.53
N
N
N
N
N
N
SBNA AUTO LEASE TRUST 2023-A
N/A
SBNA AUTO LEASE TRUST SBALT 2023 A A2 144A
78436TAB2
28000000.000000
PA
USD
28202512.800000
0.273778
Long
ABS-O
CORP
US
N
2
2026-04-20
Fixed
6.27
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL SR UNSECURED 03/24 VAR
06368FAH2
8279000.000000
PA
USD
8284063.110000
0.080418
Long
DBT
CORP
CA
N
2
2024-03-08
Floating
6.0559
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-31
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 31 CF
38381RYA1
4118284.840000
PA
USD
4020815.330000
0.0390323
Long
ABS-MBS
USGSE
US
N
2
2049-03-20
Floating
5.9224
N
N
N
N
N
N
BANK OF AMERICA CREDIT CARD TRUST 2021-A1
N/A
BANK OF AMERICA CREDIT CARD TR BACCT 2021 A1 A1
05522RDD7
6210000.000000
PA
USD
6119851.910000
0.0594088
Long
ABS-MBS
CORP
US
N
2
2026-09-15
Fixed
0.44
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SO. CALIF EDISON
8424C0A83
9500000.000000
PA
USD
9485153.310000
0.0920777
Long
DBT
CORP
US
N
2
2024-01-08
None
0
N
N
N
N
N
N
SOUND POINT CLO XV LTD 2017-1A
N/A
SOUND POINT CLO LTD SNDPT 2017 1A ARR 144A
83609RAL5
1334490.710000
PA
USD
1335439.390000
0.0129639
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
6.57354
N
N
N
N
N
N
DAIMLER TRUCKS RETAIL TRUST 2022-1
N/A
DAIMLER TRUCKS RETAIL TRUST DTRT 2022 1 A2
233869AB2
119050.800000
PA
USD
118908.050000
0.0011543
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
5.07
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATIO
21038PBC9
63000000.000000
PA
USD
62521200.000000
0.606928
Long
DBT
CORP
US
N
2
2024-02-12
None
0
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD
N/A
NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A
64132JAN5
850000.000000
PA
USD
849385.730000
0.0082455
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.71743
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A1 144A
78471AAA1
167792.220000
PA
USD
167567.500000
0.0016267
Long
ABS-O
CORP
US
N
2
2040-02-25
Floating
6.77043
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC SR UNSECURED 01/25 2.648
65535HAP4
100795000.000000
PA
USD
97861364.550000
0.949995
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.648
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC SR UNSECURED 08/24 3.95
902494AX1
28105000.000000
PA
USD
27794731.760000
0.269819
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H02
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H02 FB
38380LPZ0
4959677.630000
PA
USD
4883629.900000
0.0474081
Long
ABS-MBS
USGSE
US
N
2
2068-12-20
Floating
3.64272
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 09/24 5.125
02005NAV2
12115000.000000
PA
USD
12024283.360000
0.116727
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.125
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 09/24 VAR
36143L2E4
50720000.000000
PA
USD
50388122.810000
0.489146
Long
DBT
CORP
US
N
2
2024-09-13
Floating
5.84733
N
N
N
N
N
N
ARES XXXIX CLO LTD 2016-39A
N/A
ARES CLO LTD ARES 2016 39A A1R2 144A
04015WBA1
2200000.000000
PA
USD
2198882.640000
0.0213458
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
6.70665
N
N
N
N
N
N
ENEL FINANCE INTERNATIONAL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV SR UNSECURED 144A 06/25 4.25
29278GAV0
1275000.000000
PA
USD
1257818.930000
0.0122104
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
4.25
N
N
N
N
N
N
FANNIE MAE REMICS 2008-3
N/A
FANNIE MAE FNR 2008 3 FG
31396YJK9
571881.750000
PA
USD
573525.110000
0.0055675
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
6.23191
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA SR UNSECURED 05/24 3.892
05971KAM1
24500000.000000
PA
USD
24334620.590000
0.23623
Long
DBT
CORP
ES
N
2
2024-05-24
Fixed
3.892
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFORMATION SVCS
31621YAG4
38100000.000000
PA
USD
37995110.700000
0.36884
Long
DBT
CORP
US
N
2
2024-01-16
None
0
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 354798 GN 04/24 FIXED 7
36203PDB6
31.000000
PA
USD
30.960000
0.0000003
Long
ABS-MBS
USGSE
US
N
2
2024-04-15
Fixed
7
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2023-A
N/A
WORLD OMNI AUTO RECEIVABLES TR WOART 2023 A A2B
98164JAC8
16718601.570000
PA
USD
16716714.040000
0.162278
Long
ABS-O
CORP
US
N
2
2026-07-15
Floating
5.76844
N
N
N
N
N
N
CHASE AUTO OWNER TRUST 2023-AA
N/A
CHASE AUTO OWNER TRUST CHAOT 2023 AA A2 144A
16144KAB4
47700000.000000
PA
USD
47951412.390000
0.465491
Long
ABS-O
CORP
US
N
2
2027-03-25
Fixed
5.9
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC JR SUBORDINA 08/24 VAR
25746UDB2
25000000.000000
PA
USD
24595976.500000
0.238767
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.071
N
N
N
N
N
N
VENTURE XXVIII CLO LTD 2017-28A
N/A
VENTURE CDO LTD VENTR 2017 28A A2R 144A
92331AAW4
30036224.980000
PA
USD
29907057.800000
0.290325
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.66743
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/24 1.433
097023DE2
105173000.000000
PA
USD
104732286.220000
1.01669
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.433
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED REGS 02/24 3.559
J4706DKF6
7000000.000000
PA
USD
6970944.470000
0.0676709
Long
DBT
CORP
JP
N
2
2024-02-28
Fixed
3.559
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC COMPANY GUAR 03/24 0.75
49271VAL4
11074000.000000
PA
USD
10965220.760000
0.106446
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75
N
N
N
N
N
N
FREDDIE MAC-3279
N/A
FREDDIE MAC FHR 3279 FB
31397FB50
530861.200000
PA
USD
520762.310000
0.0050553
Long
ABS-MBS
USGSE
US
N
2
2037-02-15
Floating
5.77292
N
N
N
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP SR UNSECURED 12/24 3.25
686330AK7
902000.000000
PA
USD
884676.750000
0.0085881
Long
DBT
CORP
JP
N
2
2024-12-04
Fixed
3.25
N
N
N
N
N
N
PHEAA STUDENT LOAN TRUST 2016-2A
N/A
PENNSYLVANIA HIGHER EDUCATION PHEAA 2016 2A A 144A
69343VAA0
3838959.460000
PA
USD
3807192.840000
0.0369586
Long
ABS-O
CORP
US
N
2
2065-11-25
Floating
6.40191
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SO. CALIF EDISON
8424C0A42
7000000.000000
PA
USD
6993440.860000
0.0678892
Long
DBT
CORP
US
N
2
2024-01-04
None
0
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 01/24 5.875
29278NAM5
35918000.000000
PA
USD
35910675.960000
0.348605
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.875
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB CAPITAL INC COMPANY GUAR REGS 03/26 VAR
22411WAS5
36000000.000000
PA
USD
36646747.560000
0.355751
Long
DBT
CORP
CA
N
2
2026-03-11
Floating
6.58284
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR
853254CE8
17531000.000000
PA
USD
16888517.070000
0.163946
Long
DBT
CORP
GB
N
2
2025-11-23
Floating
1.822
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125
45262BAA1
17097000.000000
PA
USD
16819413.790000
0.163275
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.125
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
04273LAP0
600000.000000
PA
USD
597498.610000
0.0058003
Long
DBT
CORP
US
N
2
2024-01-23
None
0
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3
N/A
GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A2B
36267KAC1
14000000.000000
PA
USD
14011820.200000
0.136021
Long
ABS-O
CORP
US
N
2
2026-09-16
Floating
5.80777
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2012-3
N/A
SLM STUDENT LOAN TRUST SLMA 2012 3 A
78447AAA2
1751128.740000
PA
USD
1725498.170000
0.0167504
Long
ABS-O
CORP
US
N
2
2038-12-27
Floating
6.10191
N
N
N
N
N
N
READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC
N/A
READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A
75574PAA0
21029407.220000
PA
USD
21075888.520000
0.204596
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
6.98743
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 605375 GN 09/34 FIXED 6.5
36200NQ46
6744.250000
PA
USD
6975.170000
0.0000677
Long
ABS-MBS
USGSE
US
N
2
2034-09-15
Fixed
6.5
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SO. CALIF EDISON
8424C0A26
18750000.000000
PA
USD
18738299.060000
0.181903
Long
DBT
CORP
US
N
2
2024-01-02
None
0
N
N
N
N
N
N
MADISON PARK FUNDING XXXIV LTD 2019-34A
N/A
MADISON PARK FUNDING LTD MDPK 2019 34A AR 144A
55819GAL3
6800000.000000
PA
USD
6800157.280000
0.0660129
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
6.75983
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 05/25 5.52
3134GYSQ6
11800000.000000
PA
USD
11796202.760000
0.114512
Long
DBT
USGSE
US
N
2
2025-05-28
Fixed
5.52
N
N
N
N
N
N
OZLM VIII LTD 2014-8A
N/A
OZLM LTD OZLM 2014 8A A1R3 144A
67107FBL0
18465142.610000
PA
USD
18454507.060000
0.179148
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Floating
6.64444
N
N
N
N
N
N
CSMC 2020-FACT TRUST
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2020 FACT A 144A
126395AA0
8700000.000000
PA
USD
8366124.450000
0.0812147
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
7.07648
N
N
N
N
N
N
NORTHSTAR EDUCATION FINANCE INC 2012-1
N/A
NORTHSTAR EDUCATION FINANCE I NEF 2012 1 A 144A
66705EAA6
130847.780000
PA
USD
130669.910000
0.0012685
Long
ABS-O
CORP
US
N
2
2031-12-26
Floating
6.15191
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65
00774MAU9
5140000.000000
PA
USD
4963536.090000
0.0481838
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65
N
N
N
N
N
N
ENEL FINANCE INTERNATIONAL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65
29278GAL2
39906000.000000
PA
USD
38982943.090000
0.378429
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
2.65
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2017-3A
N/A
NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A
64032KAA1
6927123.100000
PA
USD
6853130.340000
0.0665272
Long
ABS-O
CORP
US
N
2
2066-02-25
Floating
6.30191
N
N
N
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP SR UNSECURED 01/24 4.05
686330AL5
7292000.000000
PA
USD
7287509.510000
0.0707439
Long
DBT
CORP
JP
N
2
2024-01-16
Fixed
4.05
N
N
N
N
N
N
CNH INDUSTRIAL CAPITAL LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL CAP LLC COMPANY GUAR 01/24 4.2
12592BAJ3
41801000.000000
PA
USD
41769876.650000
0.405484
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.2
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED REGS 01/25 VAR
09659X2G6
530000.000000
PA
USD
529960.950000
0.0051446
Long
DBT
CORP
FR
N
2
2025-01-10
Floating
4.705
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-C
N/A
HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 C A2B 144A
448978AC0
4982729.860000
PA
USD
4984823.600000
0.0483905
Long
ABS-O
CORP
US
N
2
2025-01-15
Floating
6.03844
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 508472 GN 04/31 FIXED 7
36211B2D5
93.770000
PA
USD
96.490000
0.0000009
Long
ABS-MBS
USGSE
US
N
2
2031-04-15
Fixed
7
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 06/24 VAR
06051GJY6
20045000.000000
PA
USD
20018101.410000
0.194327
Long
DBT
CORP
US
N
2
2024-06-14
Floating
5.76599
N
N
N
N
N
N
BAT CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 08/24 3.222
05526DAZ8
51746000.000000
PA
USD
50923049.730000
0.494339
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.222
N
N
N
N
N
N
FREDDIE MAC 3898
N/A
FREDDIE MAC FHR 3898 TF
3137ADYR2
20162.300000
PA
USD
19886.560000
0.000193
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Floating
5.95292
N
N
N
N
N
N
BEAR STEARNS ADJ RATE MTGE TR 2003-5
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 1A2
07384MWG3
277183.680000
PA
USD
256912.860000
0.002494
Long
ABS-MBS
CORP
US
N
3
2033-08-25
Floating
4.39307
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 37 FG
38376XJP9
3968748.290000
PA
USD
3970297.690000
0.0385419
Long
ABS-MBS
USGSE
US
N
2
2040-03-20
Floating
6.2724
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER JR SUBORDINA 03/24 2.031
025537AK7
7533000.000000
PA
USD
7472178.930000
0.0725366
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.031
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST 2023-3
N/A
HONDA AUTO RECEIVABLES OWNER T HAROT 2023 3 A2
43815QAB3
64500000.000000
PA
USD
64704490.800000
0.628123
Long
ABS-O
CORP
US
N
2
2026-03-18
Fixed
5.71
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC SR UNSECURED 07/24 2.75
337738AS7
22792000.000000
PA
USD
22458032.010000
0.218013
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST 2023-A
N/A
NISSAN AUTO RECEIVABLES OWNER NAROT 2023 A A2B
65480WAC5
10658396.310000
PA
USD
10663233.090000
0.103514
Long
ABS-O
CORP
US
N
2
2026-02-17
Floating
5.98844
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA SR UNSECURED 06/24 VAR
05971KAK5
49200000.000000
PA
USD
49194701.650000
0.477561
Long
DBT
CORP
ES
N
2
2024-06-30
Floating
5.85
N
N
N
N
N
N
FREDDIE MAC REMICS 4736
N/A
FREDDIE MAC FHR 4736 AF
3137FCHA5
3378426.900000
PA
USD
3374890.360000
0.032762
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
5.36269
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S REGS 01/24 5.375
23636BAT6
29390000.000000
PA
USD
29383864.250000
0.285246
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.375
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SR SECURED REGS 05/24 VAR
04686E3A8
6100000.000000
PA
USD
6095626.300000
0.0591737
Long
DBT
CORP
US
N
2
2024-05-24
Floating
6.052
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H10
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H10 FA
38375UFM7
328665.140000
PA
USD
327582.520000
0.00318
Long
ABS-MBS
USGSE
US
N
2
2064-04-20
Floating
5.93719
N
N
N
N
N
N
SIGNAL PEAK CLO 6 LTD 2018-5A
N/A
SIGNAL PEAK CLO, LLC SPEAK 2018 5A A 144A
56844YAA5
1531753.160000
PA
USD
1533910.040000
0.0148905
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
6.74983
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/24 VAR
89236THV0
515000.000000
PA
USD
514994.370000
0.0049993
Long
DBT
CORP
US
N
2
2024-01-11
Floating
5.68863
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H22
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB
38383KEF5
10201995.360000
PA
USD
10185320.200000
0.0988746
Long
ABS-MBS
USGSE
US
N
2
2073-09-20
Floating
6.28774
N
N
N
N
N
N
SOUND POINT CLO XVIII LTD 2017-4A
N/A
SOUND POINT CLO LTD SNDPT 2017 4A A1 144A
83609TAA5
9863532.660000
PA
USD
9855008.600000
0.0956681
Long
ABS-CBDO
CORP
KY
N
2
2031-01-21
Floating
6.79743
N
N
N
N
N
N
FREDDIE MAC REMICS 4367
N/A
FREDDIE MAC FHR 4367 GF
3137BCL48
4769611.200000
PA
USD
4701314.180000
0.0456383
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
5.13848
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AL7183 FN 01/36 FLOATING VAR
3138EP6V1
1448192.680000
PA
USD
1483575.790000
0.0144019
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
5.615
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA SR UNSECURED 05/24 VAR
05971KAN9
2600000.000000
PA
USD
2608380.320000
0.025321
Long
DBT
CORP
ES
N
2
2024-05-24
Floating
6.5822
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORPORATION
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/24 VAR
654740BR9
39530000.000000
PA
USD
39513705.730000
0.383582
Long
DBT
CORP
US
N
2
2024-03-08
Floating
6.28174
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC 2022-3A
N/A
HERTZ VEHICLE FINANCING LLC HERTZ 2022 3A A 144A
42806MAS8
950000.000000
PA
USD
946494.030000
0.0091881
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
3.37
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) MAR24 XCBT 20240328
000000000
-295.000000
NC
USD
-577878.370000
-0.0056098
N/A
DIR
US
N
2
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2024-03-28
-60736581.810000
USD
-577878.370000
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SVCS INC DISC COML PAPE
74767GAG7
26800000.000000
PA
USD
26722058.900000
0.259406
Long
DBT
CORP
US
N
2
2024-01-16
None
0
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE SR UNSECURED 10/25 VAR
02665WES6
7900000.000000
PA
USD
7918271.120000
0.0768671
Long
DBT
CORP
US
N
2
2025-10-03
Floating
6.1747
N
N
N
N
N
N
APIDOS CLO XX 2015-20A
N/A
APIDOS CLO LTD APID 2015 20A A1RA 144A
03765LAP7
993142.100000
PA
USD
993722.460000
0.0096466
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
6.75548
N
N
N
N
N
N
BANK OF AMERICA AUTO TRUST 2023-1A
N/A
BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A
06428AAB4
20500000.000000
PA
USD
20532082.500000
0.199316
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
5.83
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2022-4
N/A
CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B
14318UAC5
13077248.730000
PA
USD
13093012.050000
0.127101
Long
ABS-O
CORP
US
N
2
2025-12-15
Floating
6.23844
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE
38380TV37
269980.800000
PA
USD
256890.860000
0.0024938
Long
ABS-MBS
USGSE
US
N
2
2046-07-20
Fixed
3
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4
N/A
GM FINANCIAL SECURITIZED TERM GMCAR 2023 4 A2B
379930AC4
18500000.000000
PA
USD
18515639.900000
0.179742
Long
ABS-O
CORP
US
N
2
2026-11-16
Floating
5.8681
N
N
N
N
N
N
MADISON PARK FUNDING XIX LTD 2015-19A
N/A
MADISON PARK FUNDING LTD MDPK 2015 19A A1R2 144A
55819QAY3
353095.180000
PA
USD
353095.180000
0.0034277
Long
ABS-CBDO
CORP
KY
N
2
2028-01-22
Floating
6.59354
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
VW CR INC
91842JA58
24700000.000000
PA
USD
24673944.960000
0.239524
Long
DBT
CORP
US
N
2
2024-01-05
None
0
N
N
N
N
N
N
APIDOS CLO XXVI LLC 2017-26A
N/A
APIDOS CLO LTD APID 2017 26A A1AR 144A
03766GAL6
23344443.710000
PA
USD
23310540.810000
0.226289
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
6.55665
N
N
N
N
N
N
FANNIE MAE 2010-4
N/A
FANNIE MAE FNR 2010 4 AF
31398GS83
10634.200000
PA
USD
10601.210000
0.0001029
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
6.20191
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H15 FA
38376RWY8
1731511.910000
PA
USD
1724529.240000
0.016741
Long
ABS-MBS
USGSE
US
N
2
2066-07-20
Floating
6.23719
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2016-1A
N/A
NELNET STUDENT LOAN TRUST NSLT 2016 1A A 144A
64033UAA8
8361765.060000
PA
USD
8317739.530000
0.080745
Long
ABS-O
CORP
US
N
2
2065-09-25
Floating
6.25191
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK SR UNSECURED 03/24 VAR
89114TZS4
44480000.000000
PA
USD
44533240.780000
0.432309
Long
DBT
CORP
CA
N
2
2024-03-08
Floating
6.25589
N
N
N
N
N
N
CIFC FUNDING LTD 2017-4A
N/A
CIFC FUNDING LTD CIFC 2017 4A A1R 144A
12551JAL0
37123902.840000
PA
USD
37096059.910000
0.360112
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
6.61008
N
N
N
N
N
N
CITIBANK CREDIT CARD ISSUANCE TRUST 2023-A2
N/A
CITIBANK CREDIT CARD ISSUANCE CCCIT 2023 A2 A2
17305EGX7
35000000.000000
PA
USD
35067539.500000
0.34042
Long
ABS-MBS
CORP
US
N
2
2027-12-08
Floating
5.97628
N
N
N
N
N
N
ROMARK CLO LTD 2017-1A
N/A
ROMARK CLO LTD RMRK 2017 1A A1R 144A
77587UAL6
33007632.410000
PA
USD
32938330.580000
0.319751
Long
ABS-CBDO
CORP
KY
N
2
2030-10-23
Floating
6.70354
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE AMERICAN HONDA FINANCE
02665WEU1
9500000.000000
PA
USD
9516386.740000
0.0923809
Long
DBT
CORP
US
N
2
2024-11-22
Floating
6.05181
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SR UNSECURED 144A 03/24 3.875
83368RAT9
71912000.000000
PA
USD
71579721.970000
0.694864
Long
DBT
CORP
FR
N
2
2024-03-28
Fixed
3.875
N
N
N
N
N
N
OSCAR US FUNDING XIV LLC 2022-1A
N/A
OSCAR US FUNDING TRUST OSCAR 2022 1A A2 144A
68784HAB7
2620681.130000
PA
USD
2610168.580000
0.0253384
Long
ABS-O
CORP
JP
N
2
2025-03-10
Fixed
1.6
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED 144A 01/24 0.95
04685A2S9
24040000.000000
PA
USD
24022651.530000
0.233201
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.95
N
N
N
N
N
N
TESLA ELECTRIC VEHICLE TRUST 2023-1
N/A
TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2B 144A
881943AC8
11800000.000000
PA
USD
11804902.900000
0.114597
Long
ABS-O
CORP
US
N
2
2026-12-21
Floating
5.85844
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2022 A A 144A
63942MAA8
24744857.190000
PA
USD
21841275.850000
0.212026
Long
ABS-O
CORP
US
N
2
2070-07-15
Fixed
2.23
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A
14310BAU5
28149263.290000
PA
USD
28103041.640000
0.272812
Long
ABS-CBDO
CORP
KY
N
2
2030-08-14
Floating
6.58925
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H01
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H01 FC
38380QUG5
2622484.000000
PA
USD
2543354.740000
0.0246898
Long
ABS-MBS
USGSE
US
N
2
2070-11-20
Floating
5.83719
N
N
N
N
N
N
CNH EQUIPMENT TRUST 2023-B
N/A
CNH EQUIPMENT TRUST CNH 2023 B A2
12666DAB7
34400000.000000
PA
USD
34626083.680000
0.336135
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
5.9
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-115
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 115 FP
38377KEE6
2951311.840000
PA
USD
2845079.080000
0.0276188
Long
ABS-MBS
USGSE
US
N
2
2040-09-20
Floating
6
N
N
N
N
N
N
VMC FINANCE 2021-FL4 LLC
N/A
VMC FINANCE LLC VMC 2021 FL4 A 144A
91835RAA8
10515303.020000
PA
USD
10422102.210000
0.101173
Long
ABS-MBS
CORP
US
N
2
2036-06-16
Floating
6.57273
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC SR UNSECURED 05/24 3.75
06739FHV6
1494000.000000
PA
USD
1482308.020000
0.0143896
Long
DBT
CORP
GB
N
2
2024-05-15
Fixed
3.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU
38382CP47
1200526.100000
PA
USD
1064726.670000
0.0103359
Long
ABS-MBS
USGSE
US
N
2
2049-10-20
Fixed
2.5
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES 2022-1
N/A
PAWNEE EQUIPMENT RECEIVABLES PWNE 2022 1 A2 144A
70410DAB4
896704.420000
PA
USD
895608.290000
0.0086942
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.84
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 568048 GN 08/31 FIXED 7
36213YBR2
550.180000
PA
USD
555.860000
0.0000054
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
7
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H13
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H13 FT
38375B2L5
223978.350000
PA
USD
223307.000000
0.0021678
Long
ABS-MBS
USGSE
US
N
2
2063-05-20
Floating
5.86
N
N
N
N
N
N
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 01/24 0.6
03027XBH2
26389000.000000
PA
USD
26338389.590000
0.255682
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.6
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC SR UNSECURED REGS 08/24 VAR
G6382GVB5
1680000.000000
PA
USD
1679861.600000
0.0163074
Long
DBT
CORP
GB
N
2
2024-08-12
Floating
5.88311
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/24 VAR
00206RGD8
23507000.000000
PA
USD
23590208.200000
0.229003
Long
DBT
CORP
US
N
2
2024-06-12
Floating
6.80765
N
N
N
N
N
N
AGL CLO 6 LTD 2020-6A
N/A
AGL CLO 6 LTD AGL 2020 6A AR 144A
00119VAN9
400000.000000
PA
USD
399918.080000
0.0038822
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.87743
N
N
N
N
N
N
USAA AUTO OWNER TRUST 2023-A
N/A
USAA AUTO OWNER TRUST USAOT 2023 A A2 144A
90291VAB6
18600000.000000
PA
USD
18646518.600000
0.181012
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
5.83
N
N
N
N
N
N
WELLFLEET CLO LTD 2015-1
N/A
WELLFLEET CLO LTD WELF 2015 1A AR4 144A
949496BJ1
4977316.940000
PA
USD
4975797.660000
0.0483029
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.56743
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2023-3
N/A
CARMAX AUTO OWNER TRUST CARMX 2023 3 A2B
14319BAH5
27100000.000000
PA
USD
27122956.410000
0.263298
Long
ABS-O
CORP
US
N
2
2026-11-16
Floating
5.93844
N
N
N
N
N
N
BCP TRUST 2021-330N
N/A
BCP TRUST BCP 2021 330N A 144A
05553BAA3
5500000.000000
PA
USD
4949654.600000
0.0480491
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.27548
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 4 FM
38376TX98
2149012.050000
PA
USD
2141578.620000
0.0207895
Long
ABS-MBS
USGSE
US
N
2
2040-01-16
Floating
6.17273
N
N
N
N
N
N
FANNIE MAE REMICS 2014-50
N/A
FANNIE MAE FNR 2014 50 FC
3136AKXJ7
4867205.850000
PA
USD
4801265.430000
0.0466086
Long
ABS-MBS
USGSE
US
N
2
2044-08-25
Floating
4.9167
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 621752 GN 11/33 FIXED 6.5
36290YWM6
2270.000000
PA
USD
2262.330000
0.000022
Long
ABS-MBS
USGSE
US
N
2
2033-11-15
Fixed
6.5
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 03/25 3.65
06738EAE5
4600000.000000
PA
USD
4501087.950000
0.0436946
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2023-4
N/A
CARMAX AUTO OWNER TRUST CARMX 2023 4 A2B
14318XAH8
29400000.000000
PA
USD
29473682.280000
0.286118
Long
ABS-O
CORP
US
N
2
2026-12-15
Floating
6.13844
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 781690 GN 12/33 FIXED 6
36225B2X5
8561.040000
PA
USD
8875.290000
0.0000862
Long
ABS-MBS
USGSE
US
N
2
2033-12-15
Fixed
6
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 07/24 2.696
86562MBM1
4000000.000000
PA
USD
3942487.880000
0.0382719
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
2.696
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 03/25 VAR
404280BZ1
51731000.000000
PA
USD
51526034.020000
0.500192
Long
DBT
CORP
GB
N
2
2025-03-11
Floating
3.803
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
SWEDBANK AB SR UNSECURED REGS 04/25 VAR
ACI24PBS8
715000.000000
PA
USD
716161.160000
0.0069522
Long
DBT
CORP
SE
N
2
2025-04-04
Floating
6.31027
N
N
N
N
N
N
N/A
N/A
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
000000000
137200000.000000
PA
USD
137200000.000000
1.33188
Long
RA
US
N
2
Repurchase
N
5.330000
2024-01-02
162536500.000000
USD
139944016.460000
USD
UST
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 09/24 VAR
38141GYE8
16449000.000000
PA
USD
16424491.320000
0.159442
Long
DBT
CORP
US
N
2
2024-09-10
Floating
5.85106
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SR SECURED 144A 04/24 1
04685A2W0
6865000.000000
PA
USD
6759466.140000
0.0656179
Long
DBT
CORP
US
N
2
2024-04-16
Fixed
1
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2017-5
N/A
TOWD POINT MORTGAGE TRUST TPMT 2017 5 A1 144A
89169EAA7
444699.120000
PA
USD
449344.270000
0.004362
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
6.07043
N
N
N
N
N
N
BACARDI-MARTINI BV
5493002XXBV8B88K2408
BACARDI MARTINI B V
05634EAJ1
12300000.000000
PA
USD
12260165.100000
0.119016
Long
DBT
CORP
US
N
2
2024-01-18
None
0
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 11/24 5.7
38141GZV9
2400000.000000
PA
USD
2407166.180000
0.0233677
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.7
N
N
N
N
N
N
DAIMLER TRUCKS RETAIL TRUST 2023-1
N/A
DAIMLER TRUCKS RETAIL TRUST DTRT 2023 1 A2
233868AB4
23200000.000000
PA
USD
23251302.160000
0.225713
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
6.03
N
N
N
N
N
N
RESIMAC BASTILLE TRUST SERIES 2021-2NCA
N/A
RESIMAC RESI 2021 2NCA A1A 144A
76120BAA8
11235753.530000
PA
USD
11190670.070000
0.108634
Long
ABS-MBS
CORP
AU
N
2
2053-02-03
Floating
6.1192
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AN6870 FN 10/27 FLOATING VAR
3138LKT49
36343071.670000
PA
USD
36139609.340000
0.350827
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Floating
5.865
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 622628 GN 11/33 FIXED 6.5
36291AVV8
872.660000
PA
USD
892.680000
0.0000087
Long
ABS-MBS
USGSE
US
N
2
2033-11-15
Fixed
6.5
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED REGS 03/25 VAR
ACI1WK7C0
5000000.000000
PA
USD
4966500.000000
0.0482126
Long
DBT
CORP
GB
Y
2
2025-03-23
Floating
1.214
N
N
N
N
N
N
EDUCATIONAL SERVICES OF AMERICA INC 2012-2
N/A
EDUCATIONAL SERVICES OF AMERIC EDUSA 2012 2 A 144A
28137QAA7
259809.980000
PA
USD
258797.710000
0.0025123
Long
ABS-O
CORP
US
N
2
2039-04-25
Floating
6.18191
N
N
N
N
N
N
VENTURE XXVII CLO LTD 2017-27A
N/A
VENTURE CDO LTD VENTR 2017 27A AR 144A
92331LBC3
7647130.380000
PA
USD
7642727.770000
0.0741922
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.72743
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC SR UNSECURED REGS 03/25 VAR
G6382GYW6
40433000.000000
PA
USD
40705023.920000
0.395147
Long
DBT
CORP
GB
N
2
2025-03-22
Floating
6.80878
N
N
N
N
N
N
CITIBANK CREDIT CARD ISSUANCE TRUST 2017-A6
N/A
CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A6 A6
17305EGE9
5550000.000000
PA
USD
5579040.930000
0.0541589
Long
ABS-MBS
CORP
US
N
2
2029-05-14
Floating
6.24931
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BANK NA SR UNSECURED 08/25 VAR
94988J6C6
9300000.000000
PA
USD
9327974.310000
0.0905519
Long
DBT
CORP
US
N
2
2025-08-01
Floating
6.15569
N
N
N
N
N
N
AOZORA BANK LTD
X0XUGKC9FD2CYUQNC010
AOZORA BANK SR UNSECURED REGS 09/24 1.05
ACI208763
61955000.000000
PA
USD
59955787.120000
0.582024
Long
DBT
CORP
JP
N
2
2024-09-09
Fixed
1.05
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4
694308HK6
11881000.000000
PA
USD
11686397.770000
0.113446
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.4
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS CLO LTD 2017-24A
N/A
NEUBERGER BERMAN CLO LTD NEUB 2017 24A AR 144A
64130HAL5
1268509.300000
PA
USD
1267183.990000
0.0123013
Long
ABS-CBDO
CORP
KY
N
2
2030-04-19
Floating
6.67842
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H12 FD
38376RBP0
6081237.910000
PA
USD
6029934.150000
0.0585359
Long
ABS-MBS
USGSE
US
N
2
2065-05-20
Floating
6.03719
N
N
N
N
N
N
FANNIE MAE REMICS 2015-87
N/A
FANNIE MAE FNR 2015 87 BF
3136AQWE6
1573099.660000
PA
USD
1527052.830000
0.014824
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Floating
5.75191
N
N
N
N
N
N
PSP CAPITAL INC
549300B456N0WEIC5249
PSP CAPITAL INC COMPANY GUAR REGS 03/25 VAR
69376Q2C6
68100000.000000
PA
USD
68074612.320000
0.660838
Long
DBT
MUN
CA
N
2
2025-03-03
Floating
5.58147
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 78 FJ
38381WUF3
4173903.640000
PA
USD
4067570.940000
0.0394862
Long
ABS-MBS
USGSE
US
N
2
2049-06-20
Floating
5.9224
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 08/24 4.75
22550L2J9
33667000.000000
PA
USD
33472809.420000
0.324939
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
4.75
N
N
N
N
N
N
FANNIE MAE REMICS 2019-28
N/A
FANNIE MAE FNR 2019 28 FJ
3136B4UP1
4861643.830000
PA
USD
4711690.800000
0.045739
Long
ABS-MBS
USGSE
US
N
2
2059-06-25
Floating
5.90191
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A
63874AAA6
3000000.000000
PA
USD
2813488.800000
0.0273121
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
6.42648
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SR UNSECURED 04/24 3.55
456837AP8
7197000.000000
PA
USD
7158134.260000
0.069488
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55
N
N
N
N
N
N
FANNIE MAE 2005-79
N/A
FANNIE MAE FNR 2005 79 NF
31394FHD0
199508.940000
PA
USD
197357.460000
0.0019159
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
5.86191
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST 2023-1A
N/A
KUBOTA CREDIT OWNER TRUST KCOT 2023 1A A2 144A
50117KAB6
9398492.750000
PA
USD
9393793.500000
0.0911908
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
5.4
N
N
N
N
N
N
VIBRANT CLO VI LTD 2017-6A
N/A
VIBRANT CLO LTD VIBR 2017 6A AR 144A
92558EAJ1
1917427.570000
PA
USD
1917192.610000
0.0186113
Long
ABS-CBDO
CORP
KY
N
2
2029-06-20
Floating
6.582
N
N
N
N
N
N
GPMT LLC 2021-FL3
N/A
GPMT LTD. GPMT 2021 FL3 A 144A
36264BAA8
21020863.100000
PA
USD
20760955.890000
0.201538
Long
ABS-MBS
CORP
KY
N
2
2035-07-16
Floating
6.72273
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR 03/24 VAR
ACI23SGL3
25000000.000000
PA
USD
25036000.000000
0.243038
Long
DBT
CORP
KY
N
2
2024-03-21
Floating
6.88623
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED 144A 01/25 3.375
09659W2D5
26131000.000000
PA
USD
25599987.250000
0.248513
Long
DBT
CORP
FR
N
2
2025-01-09
Fixed
3.375
N
N
N
N
N
N
CRSNT TRUST 2021-MOON
N/A
CRSNT TRUST CRSNT 2021 MOON A 144A
22877LAA5
52400000.000000
PA
USD
50237462.480000
0.487683
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
6.30448
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 11/24 3.5
37045XCD6
22223000.000000
PA
USD
21826853.470000
0.211886
Long
DBT
CORP
US
N
2
2024-11-07
Fixed
3.5
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 09/25 VAR
606822CP7
6110000.000000
PA
USD
6129871.490000
0.0595061
Long
DBT
CORP
JP
N
2
2025-09-12
Floating
6.71543
N
N
N
N
N
N
BXMT 2020-FL3 LTD
N/A
BXMT LTD BXMT 2020 FL3 A 144A
05608XAA0
47489212.480000
PA
USD
45988878.670000
0.44644
Long
ABS-MBS
CORP
KY
N
2
2037-11-15
Floating
6.87629
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AL5548 FN 05/38 FLOATING VAR
3138ENEW5
191485.620000
PA
USD
196995.140000
0.0019123
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Floating
5.549
N
N
N
N
N
N
MILL CITY MORTGAGE LOAN TRUST 2019-GS1
N/A
MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 A1 144A
59981BAC8
493397.810000
PA
USD
471637.440000
0.0045784
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Fixed
2.75
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2017-2
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A
63939RAA2
13464272.400000
PA
USD
13420271.160000
0.130278
Long
ABS-O
CORP
US
N
2
2066-12-27
Floating
6.50191
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FC
38376RXT8
689165.550000
PA
USD
686177.740000
0.0066611
Long
ABS-MBS
USGSE
US
N
2
2066-08-20
Floating
6.26719
N
N
N
N
N
N
DRYDEN 47 SENIOR LOAN FUND 2017-47A
N/A
DRYDEN SENIOR LOAN FUND DRSLF 2017 47A A1R 144A
26245EAJ8
2880954.760000
PA
USD
2883712.610000
0.0279938
Long
ABS-CBDO
CORP
KY
N
2
2028-04-15
Floating
6.63548
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST
N/A
TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 C A3
89231CAD9
8100000.000000
PA
USD
7967621.700000
0.0773462
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
3.76
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
N/A
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 02/24 3.9
709599BB9
25250000.000000
PA
USD
25201294.520000
0.244643
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.9
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 11/24 3.55
281020AQ0
1150000.000000
PA
USD
1129478.560000
0.0109645
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55
N
N
N
N
N
N
FANNIE MAE 2001-57
N/A
FANNIE MAE FNR 2001 57 F
313921JD1
43680.000000
PA
USD
43808.590000
0.0004253
Long
ABS-MBS
USGSE
US
N
2
2031-06-25
Floating
5.95191
N
N
N
N
N
N
VOYA CLO LTD 2017-1A
N/A
VOYA CLO LTD VOYA 2017 1A A1R 144A
92916MAF8
20933496.320000
PA
USD
20917796.200000
0.203061
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
6.61444
N
N
N
N
N
N
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 02/24 5
03027XAD2
36426000.000000
PA
USD
36382742.300000
0.353188
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5
N
N
N
N
N
N
JDE PEETS NV
724500EHG519SE5ZRT89
JDE PEET S NV COMPANY GUAR 144A 09/24 0.8
47216QAA1
3050000.000000
PA
USD
2934515.810000
0.028487
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.8
N
N
N
N
N
N
NEWARK BSL CLO 2 LTD 2017 1A
N/A
NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A
65023PAN0
3475565.110000
PA
USD
3469637.950000
0.0336817
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
6.60983
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
04273LAN5
15400000.000000
PA
USD
15338410.320000
0.148898
Long
DBT
CORP
US
N
2
2024-01-22
None
0
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST 2023-B
N/A
NISSAN AUTO RECEIVABLES OWNER NAROT 2023 B A2B
65480MAC7
33750000.000000
PA
USD
33812775.000000
0.32824
Long
ABS-O
CORP
US
N
2
2026-05-15
Floating
5.89844
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PMTS INC 01/24 ZCP
37961CA51
102600000.000000
PA
USD
102480599.250000
0.994837
Long
DBT
CORP
US
N
2
2024-01-05
None
0
N
N
N
N
N
N
STRATUS CLO 2021-2A LTD
N/A
STRATUS CLO STRAS 2021 2A A 144A
86315TAA3
3656623.950000
PA
USD
3637101.130000
0.0353074
Long
ABS-CBDO
CORP
KY
N
2
2029-12-28
Floating
6.57743
N
N
N
N
N
N
FREDDIE MAC REMICS 4875
N/A
FREDDIE MAC FHR 4875 F
3137FLA87
2927496.320000
PA
USD
2854893.530000
0.0277141
Long
ABS-MBS
USGSE
US
N
2
2049-04-15
Floating
5.90292
N
N
N
N
N
N
CITIBANK CREDIT CARD ISSUANCE TRUST 2017-A5
N/A
CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A5 A5
17305EGD1
57584000.000000
PA
USD
57653918.490000
0.559679
Long
ABS-MBS
CORP
US
N
2
2026-04-22
Floating
6.09137
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES BENZ FIN NA COMPANY GUAR REGS 08/25 VAR
U5876JAH8
5000000.000000
PA
USD
5005614.800000
0.0485923
Long
DBT
CORP
US
N
2
2025-08-01
Floating
5.92569
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL SR UNSECURED 144A 02/25 VAR
06675FAW7
10290000.000000
PA
USD
10240006.550000
0.0994055
Long
DBT
CORP
FR
N
2
2025-02-04
Floating
5.76468
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP A 144A
12651QAA7
5758188.770000
PA
USD
5496921.320000
0.0533617
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
6.194
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SR UNSECURED REGS 10/24 2.625
83368TAU2
14300000.000000
PA
USD
13968826.590000
0.135603
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
2.625
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LIMITED
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/25 2.55
86563VAZ2
4100000.000000
PA
USD
3974672.920000
0.0385844
Long
DBT
CORP
JP
N
2
2025-03-10
Fixed
2.55
N
N
N
N
N
N
MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2021-W10
N/A
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 W10 A 144A
55284DAA0
2700000.000000
PA
USD
2636735.760000
0.0255963
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
6.43233
N
N
N
N
N
N
MP CLO VII LTD 2015-1A
N/A
MP CLO VII, LTD MP7 2015 1A AR3 144A
55320RAQ0
15111512.140000
PA
USD
15092175.600000
0.146508
Long
ABS-CBDO
CORP
KY
N
2
2028-10-18
Floating
6.54665
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 05/25 VAR
853254BN9
9307000.000000
PA
USD
9227325.940000
0.0895748
Long
DBT
CORP
GB
N
2
2025-05-21
Floating
3.785
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST 2023-A
N/A
FORD CREDIT AUTO LEASE TRUST FORDL 2023 A A2B
345287AC0
5549406.170000
PA
USD
5553290.750000
0.0539089
Long
ABS-O
CORP
US
N
2
2025-06-15
Floating
5.98844
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 02/24 VAR
22550UAB7
69140000.000000
PA
USD
69115285.910000
0.670941
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
5.74562
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 02/26 VAR
46647PCX2
12682000.000000
PA
USD
12691533.310000
0.123204
Long
DBT
CORP
US
N
2
2026-02-24
Floating
6.27199
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-HY3
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A
89177XAA5
1329539.970000
PA
USD
1337841.480000
0.0129872
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
6.47043
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2023-P3
N/A
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A2 144A
14688GAB0
6000000.000000
PA
USD
6013368.000000
0.0583751
Long
ABS-O
CORP
US
N
2
2026-11-10
Fixed
6.09
N
N
N
N
N
N
FREDDIE MAC REMICS 4678
N/A
FREDDIE MAC FHR 4678 AF
3137BWWX8
1296426.200000
PA
USD
1291383.750000
0.0125362
Long
ABS-MBS
USGSE
US
N
2
2042-12-15
Floating
5.1303
N
N
N
N
N
N
AREIT TRUST 2022-CRE6
N/A
AREIT CRE TRUST AREIT 2022 CRE6 A 144A
04002VAA9
36478251.140000
PA
USD
36240124.760000
0.351803
Long
ABS-MBS
CORP
KY
N
2
2037-01-20
Floating
6.58777
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 03/25 VAR
780097BK6
46794000.000000
PA
USD
46635649.100000
0.452718
Long
DBT
CORP
GB
N
2
2025-03-22
Floating
4.269
N
N
N
N
N
N
TOWD POINT HE TRUST 2021-HE1
N/A
TOWD POINT ASSET FUNDING, LLC TPHT 2021 HE1 A1 144A
89180DAA4
5797774.750000
PA
USD
5514887.990000
0.0535361
Long
ABS-MBS
CORP
US
N
2
2063-02-25
Variable
0.918
N
N
N
N
N
N
FANNIE MAE REMICS 2019-53
N/A
FANNIE MAE FNR 2019 53 FA
3136B5K95
6057092.500000
PA
USD
5897702.530000
0.0572523
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Floating
5.32177
N
N
N
N
N
N
FANNIE MAE 2002-34
N/A
FANNIE MAE FNR 2002 34 FA
31392CM92
43693.860000
PA
USD
43755.750000
0.0004248
Long
ABS-MBS
USGSE
US
N
2
2032-05-18
Floating
5.95258
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA FOODS INC.
20600GA55
1000000.000000
PA
USD
998894.580000
0.0096968
Long
DBT
CORP
US
N
2
2024-01-05
None
0
N
N
N
N
N
N
STEELE CREEK CLO LTD 2014-1
N/A
STEELE CREEK CLO LTD STCR 2014 1RA A 144A
85816WAC8
1040144.700000
PA
USD
1041660.440000
0.010112
Long
ABS-CBDO
CORP
KY
N
2
2031-04-21
Floating
6.74354
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSECURED 01/24 5.1
37045XCR5
28357000.000000
PA
USD
28347179.970000
0.275182
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.1
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 402398 GN 08/24 FIXED 7
36205V7K8
3308.740000
PA
USD
3302.450000
0.0000321
Long
ABS-MBS
USGSE
US
N
2
2024-08-15
Fixed
7
N
N
N
N
N
N
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD
N/A
BROADCOM CRP / CAYMN FI COMPANY GUAR 01/24 3.625
11134LAF6
12330000.000000
PA
USD
12318916.070000
0.119587
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.625
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 06/24 VAR
928668BQ4
10707000.000000
PA
USD
10722764.020000
0.104092
Long
DBT
CORP
US
N
2
2024-06-07
Floating
6.29611
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED REGS 01/25 VAR
ACI1TZM67
10000000.000000
PA
USD
9988260.000000
0.0969616
Long
DBT
CORP
GB
N
2
2025-01-12
Floating
0.991
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST 2023-B
N/A
FORD CREDIT AUTO LEASE TRUST FORDL 2023 B A2B
34529NAC4
54500000.000000
PA
USD
54513614.100000
0.529194
Long
ABS-O
CORP
US
N
2
2026-02-15
Floating
5.92844
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1
N/A
GM FINANCIAL SECURITIZED TERM GMCAR 2023 1 A2B
38013JAC7
14665105.880000
PA
USD
14686153.240000
0.142567
Long
ABS-O
CORP
US
N
2
2026-03-16
Floating
5.9581
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD
38376R5D4
736526.180000
PA
USD
728201.150000
0.0070691
Long
ABS-MBS
USGSE
US
N
2
2067-06-20
Floating
5.90719
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1
N/A
VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 1 A2B
92867WAC2
42249360.700000
PA
USD
42277253.730000
0.410409
Long
ABS-O
CORP
US
N
2
2026-12-21
Floating
5.85777
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA SR UNSECURED 144A 06/25 VAR
830505AY9
43850000.000000
PA
USD
43946355.990000
0.426612
Long
DBT
CORP
SE
N
2
2025-06-09
Floating
6.30606
N
N
N
N
N
N
SOUNDS POINT CLO IV-R LTD 2013-3RA
N/A
SOUND POINT CLO LTD SNDPT 2013 3RA A 144A
83609YAC0
1000000.000000
PA
USD
999225.420000
0.0097
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
6.80665
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2023-D
N/A
WORLD OMNI AUTO RECEIVABLES TR WOART 2023 D A2B
98164DAC1
16300000.000000
PA
USD
16318761.300000
0.158415
Long
ABS-O
CORP
US
N
2
2027-02-16
Floating
5.91844
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2016-C
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2B 144A
78449KAC4
1058975.170000
PA
USD
1059311.080000
0.0102833
Long
ABS-O
CORP
US
N
2
2034-09-15
Floating
6.57629
N
N
N
N
N
N
MAGNETITE XVIII LTD 2016-18A
N/A
MAGNETITE CLO LTD MAGNE 2016 18A AR2 144A
55953TAS6
2548911.020000
PA
USD
2550070.650000
0.024755
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
6.52133
N
N
N
N
N
N
FREDDIE MAC REMICS 4722
N/A
FREDDIE MAC FHR 4722 FA
3137FAWH7
1651738.590000
PA
USD
1634972.450000
0.0158716
Long
ABS-MBS
USGSE
US
N
2
2038-05-15
Floating
5.2046
N
N
N
N
N
N
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 05/24 3.375
03027XAT7
14544000.000000
PA
USD
14410973.010000
0.139895
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.375
N
N
N
N
N
N
JFIN CLO LTD 2017-2A
N/A
APEX CREDIT CLO LLC JFIN 2017 2A AR 144A
46593CAA7
4445106.580000
PA
USD
4440869.370000
0.04311
Long
ABS-CBDO
CORP
KY
N
2
2029-09-20
Floating
6.622
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2005-3
N/A
NELNET STUDENT LOAN TRUST NSLT 2005 3 A5
64031QCD1
1693826.190000
PA
USD
1666862.680000
0.0161812
Long
ABS-O
CORP
US
N
2
2035-12-24
Floating
5.73378
N
N
N
N
N
N
ARROYO MORTGAGE TRUST 2021-1R
N/A
ARROYO MORTGAGE TRUST ARRW 2021 1R A1 144A
042853AA9
12710536.370000
PA
USD
10437251.860000
0.10132
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
1.175
N
N
N
N
N
N
FREDDIE MAC REMICS 4600
N/A
FREDDIE MAC FHR 4600 FA
3137BQX77
2901927.600000
PA
USD
2849363.240000
0.0276604
Long
ABS-MBS
USGSE
US
N
2
2044-11-15
Floating
5.62293
N
N
N
N
N
N
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 2017-2A
N/A
GOLDENTREE LOAN MANAGEMENT US GLM 2017 2A AR 144A
38136MAU2
37465466.290000
PA
USD
37437367.190000
0.363426
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.58743
N
N
N
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
REVVITY INC SR UNSECURED 09/24 0.85
714046AL3
6384000.000000
PA
USD
6165391.030000
0.0598509
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.85
N
N
N
N
N
N
MARUBENI CORPORATION
4P4N3ORD02UGQT1T1W12
MARUBENI CORP SR UNSECURED REGS 04/24 3.56
BJMXRWII4
15025000.000000
PA
USD
14918751.910000
0.144825
Long
DBT
CORP
JP
N
2
2024-04-26
Fixed
3.56
N
N
N
N
N
N
CARDS II TRUST 2023-2A
N/A
CARDS II TRUST CARD2 2023 2A A 144A
14161GCF5
12600000.000000
PA
USD
12642177.240000
0.122725
Long
ABS-MBS
CORP
CA
N
2
2028-07-15
Floating
6.18891
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-72
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 72 AF
38377WGH1
5697512.040000
PA
USD
5528728.940000
0.0536705
Long
ABS-MBS
USGSE
US
N
2
2041-05-20
Floating
6
N
N
N
N
N
N
MELLON RESIDENTIAL FUNDING CO 2001-TBC1
N/A
MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1
585525FC7
216863.100000
PA
USD
205641.950000
0.0019963
Long
ABS-MBS
CORP
US
N
2
2031-11-15
Floating
6.17629
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2023-1
N/A
CARMAX AUTO OWNER TRUST CARMX 2023 1 A2B
14318DAH2
12848575.030000
PA
USD
12858596.920000
0.124826
Long
ABS-O
CORP
US
N
2
2026-01-15
Floating
6.03844
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2
N/A
CAPITAL ONE PRIME AUTO RECEIVA COPAR 2022 2 A2B
14043GAC8
16742037.030000
PA
USD
16751174.830000
0.162613
Long
ABS-O
CORP
US
N
2
2025-09-15
Floating
5.98844
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC 2023-A
N/A
MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A
55317WAB7
15500000.000000
PA
USD
15559622.300000
0.151046
Long
ABS-O
CORP
US
N
2
2026-11-13
Fixed
5.79
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I INC 2021-230P
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A
61772WAA5
47200000.000000
PA
USD
44112039.120000
0.42822
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
6.64549
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S 144A 01/24 5.375
23636AAT8
21349000.000000
PA
USD
21344542.970000
0.207203
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.375
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 05/25 VAR
61747YEA9
15000000.000000
PA
USD
14668162.500000
0.142392
Long
DBT
CORP
US
N
2
2025-05-30
Floating
0.79
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST 2018-KEYS
N/A
ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A
04410CAA7
2177698.820000
PA
USD
2147126.110000
0.0208434
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
6.534
N
N
N
N
N
N
NEUBERGER BERMAN CLO XV 2013-15A
N/A
NEUBERGER BERMAN CLO LTD NEUB 2013 15A A1R2 144A
64129KBE6
947915.490000
PA
USD
946091.070000
0.0091842
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
6.57548
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2019-CA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A
63940YAB2
2120789.880000
PA
USD
2037197.890000
0.0197762
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2016-C
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A
78449KAB6
1356441.290000
PA
USD
1325102.480000
0.0128635
Long
ABS-O
CORP
US
N
2
2034-09-15
Fixed
2.34
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/24 VAR
035240AK6
2150000.000000
PA
USD
2150179.120000
0.020873
Long
DBT
CORP
US
N
2
2024-01-12
Floating
6.42738
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS GROUP HOLDINGS LTD SR UNSECURED 144A 09/25 VAR
24023KAK4
50000000.000000
PA
USD
50063580.500000
0.485995
Long
DBT
CORP
SG
N
2
2025-09-12
Floating
5.94043
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR
89236TKY0
94200000.000000
PA
USD
94297721.200000
0.915401
Long
DBT
CORP
US
N
2
2024-08-22
Floating
5.92
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 01/25 VAR
853254BY5
10700000.000000
PA
USD
10687438.200000
0.103749
Long
DBT
CORP
GB
N
2
2025-01-12
Floating
0.991
N
N
N
N
N
N
FANNIE MAE 2002-13
N/A
FANNIE MAE FNR 2002 13 FB
31392B4V5
8396.670000
PA
USD
8461.640000
0.0000821
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Floating
6.35191
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF60
N/A
FHLMC MULTIFAMILY STRUCTURED P FHMS KF60 A
3137FL7L2
2341441.180000
PA
USD
2341833.840000
0.0227335
Long
ABS-MBS
USGSE
US
N
2
2026-02-25
Floating
5.93522
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 15 AF
38376WXM2
1832447.150000
PA
USD
1830788.790000
0.0177725
Long
ABS-MBS
USGSE
US
N
2
2040-02-20
Floating
6.2124
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 03/24 5
404119BN8
84346000.000000
PA
USD
84200463.510000
0.817381
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5
N
N
N
N
N
N
TESLA AUTO LEASE TRUST 2023-B
N/A
TESLA AUTO LEASE TRUST TESLA 2023 B A2 144A
88167QAB2
29200000.000000
PA
USD
29316221.840000
0.284589
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
6.02
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA FOODS INC.
20600GAJ5
17400000.000000
PA
USD
17343342.120000
0.168362
Long
DBT
CORP
US
N
2
2024-01-18
None
0
N
N
N
N
N
N
LAD AUTO RECEIVABLES TRUST 2023-2A
N/A
LAD AUTO RECEIVABLES TRUST LADAR 2023 2A A2 144A
505713AB3
11488032.630000
PA
USD
11498475.250000
0.111622
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.93
N
N
N
N
N
N
READY CAPITAL MORTGAGE FINANCING 2021-FL5 LLC
N/A
READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL5 A 144A
75574YAA1
8144099.210000
PA
USD
8130294.960000
0.0789253
Long
ABS-MBS
CORP
US
N
2
2038-04-25
Floating
6.47043
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SVCS INC DISC COML PAPE
74767GAJ1
30800000.000000
PA
USD
30700250.810000
0.298025
Long
DBT
CORP
US
N
2
2024-01-18
None
0
N
N
N
N
N
N
DRYDEN 80 CLO LTD 2019-80A
N/A
DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A
26245JAQ1
3400000.000000
PA
USD
3375519.660000
0.0327681
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
6.65283
N
N
N
N
N
N
FREDDIE MAC STRIPS 328
N/A
FREDDIEMAC STRIP FHS 328 F4
31351DC90
3784314.000000
PA
USD
3733811.380000
0.0362462
Long
ABS-MBS
USGSE
US
N
2
2038-02-15
Floating
5.173
N
N
N
N
N
N
FANNIE MAE 2020-12
N/A
FANNIE MAE FNR 2020 12 WF
3136B8D55
6765581.100000
PA
USD
6717053.620000
0.0652062
Long
ABS-MBS
USGSE
US
N
2
2060-03-25
Floating
5.33623
N
N
N
N
N
N
LCM XV LP 15A
N/A
LCM LTD PARTNERSHIP LCM 15A AR2 144A
50184NAR3
465679.840000
PA
USD
464917.200000
0.0045132
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.67743
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST
N/A
TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 C A2B
89231CAC1
3908700.400000
PA
USD
3910776.700000
0.0379641
Long
ABS-O
CORP
US
N
2
2025-08-15
Floating
5.9081
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA COMPANY GUAR 08/24 VAR
63307A2Q7
7112000.000000
PA
USD
7112492.080000
0.0690449
Long
DBT
CORP
CA
N
2
2024-08-06
Floating
5.84468
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1
N/A
MERCEDES BENZ AUTO RECEIVABLES MBART 2023 1 A2
58770AAB9
7382612.910000
PA
USD
7371059.120000
0.071555
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.09
N
N
N
N
N
N
PSP CAPITAL INC
549300B456N0WEIC5249
PSP CAPITAL INC COMPANY GUAR 144A 03/25 VAR
69376P2C8
3747000.000000
PA
USD
3745603.120000
0.0363607
Long
DBT
MUN
CA
N
2
2025-03-03
Floating
5.58147
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 04/24 1.1
842400HB2
12000000.000000
PA
USD
11869566.360000
0.115224
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.1
N
N
N
N
N
N
MARATHON OIL CORPORATION
1FRVQX2CRLGC1XLP5727
MARATHON OIL CORPORAT
56584TA36
154500000.000000
PA
USD
154383649.140000
1.49869
Long
DBT
CORP
US
N
2
2024-01-03
None
0
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A
78449XAA0
12976779.100000
PA
USD
11714536.880000
0.11372
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 03/25 VAR
404280CA5
10251000.000000
PA
USD
10268687.690000
0.0996839
Long
DBT
CORP
GB
N
2
2025-03-11
Floating
6.86344
N
N
N
N
N
N
BMW VEHICLE LEASE TRUST 2023-2
N/A
BMW VEHICLE LEASE TRUST BMWLT 2023 2 A2
055979AB4
50000000.000000
PA
USD
50152250.000000
0.486856
Long
ABS-O
CORP
US
N
2
2025-08-25
Fixed
5.95
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC SR UNSECURED 144A 02/24 0.8
817826AB6
67338000.000000
PA
USD
66960993.390000
0.650028
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.8
N
N
N
N
N
N
BSST 2021-1818 MORTGAGE TRUST
N/A
BSST MORTGAGE TRUST BSST 2021 1818 A 144A
07403PAA0
600000.000000
PA
USD
524056.560000
0.0050873
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
6.52648
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD 2015-6A
N/A
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A
03328QAY7
2940923.670000
PA
USD
2939278.340000
0.0285332
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
6.70548
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING 2021-1 LTD
N/A
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 1A A1 144A
69701YAA0
1682973.130000
PA
USD
1680246.760000
0.0163111
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
6.57743
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSECURED 03/24 VAR
06418BAD0
27100000.000000
PA
USD
27122770.500000
0.263296
Long
DBT
CORP
CA
N
2
2024-03-11
Floating
6.30606
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR
31300MNY5
1069851.210000
PA
USD
1093989.000000
0.01062
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
5.75
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 402453 GN 09/24 FIXED 7
36205WBW5
5302.020000
PA
USD
5291.040000
0.0000514
Long
ABS-MBS
USGSE
US
N
2
2024-09-15
Fixed
7
N
N
N
N
N
N
ELEVATION CLO LTD 2017-8A
N/A
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A
28622VAN0
11292869.230000
PA
USD
11273549.050000
0.109439
Long
ABS-CBDO
CORP
KY
N
2
2030-10-25
Floating
6.58983
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-A
N/A
HYUNDAI AUTO RECEIVABLES TRUST HART 2023 A A2B
448979AC8
20205759.040000
PA
USD
20232424.580000
0.196408
Long
ABS-O
CORP
US
N
2
2025-12-15
Floating
6.08844
N
N
N
N
N
N
FANNIE MAE 2002-39
N/A
FANNIE MAE FNR 2002 39 FB
31392DQA3
60260.760000
PA
USD
60416.350000
0.0005865
Long
ABS-MBS
USGSE
US
N
2
2032-03-18
Floating
6.00258
N
N
N
N
N
N
MAGNETITE XVII LTD 2016-17A
N/A
MAGNETITE CLO LTD MAGNE 2016 17A AR 144A
55954EAQ2
5665912.830000
PA
USD
5666856.260000
0.0550113
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.77743
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/24 2.85
928668BA9
1500000.000000
PA
USD
1471023.690000
0.0142801
Long
DBT
CORP
US
N
2
2024-09-26
Fixed
2.85
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C
N/A
WORLD OMNI AUTO RECEIVABLES TR WOART 2023 C A2B
98164FAC6
36000000.000000
PA
USD
36005392.800000
0.349525
Long
ABS-O
CORP
US
N
2
2026-12-15
Floating
5.74844
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 545862 GN 08/31 FIXED 7
36212WMK0
83.250000
PA
USD
84.050000
0.0000008
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
7
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/25 VAR
928668BY7
20100000.000000
PA
USD
20148443.610000
0.195592
Long
DBT
CORP
US
N
2
2025-09-12
Floating
6.27627
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SVCS INC DISC COML PAPE
74767GAH5
34400000.000000
PA
USD
34294280.200000
0.332914
Long
DBT
CORP
US
N
2
2024-01-17
None
0
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 543868 GN 01/31 FIXED 7
36212UFH9
414.520000
PA
USD
418.650000
0.0000041
Long
ABS-MBS
USGSE
US
N
2
2031-01-15
Fixed
7
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SVCS INC DISC COML PAPE 01/24 ZCP
74767GA93
600000.000000
PA
USD
598941.980000
0.0058143
Long
DBT
CORP
US
N
2
2024-01-09
None
0
N
N
N
N
N
N
VF CORPORATION
CWAJJ9DJ5Z7P057HV541
VF CORPORATION
91820LAH3
35800000.000000
PA
USD
35697403.290000
0.346535
Long
DBT
CORP
US
N
2
2024-01-17
None
0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-69
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 69 FB
38377VE28
1575911.700000
PA
USD
1534061.470000
0.014892
Long
ABS-MBS
USGSE
US
N
2
2041-05-20
Floating
6
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC SR UNSECURED 09/24 3.25
042735BG4
2228000.000000
PA
USD
2188876.100000
0.0212486
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.25
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 01/25 VAR
38141GZH0
14644000.000000
PA
USD
14593607.950000
0.141668
Long
DBT
CORP
US
N
2
2025-01-24
Floating
1.757
N
N
N
N
N
N
RACE POINT IX CLO LTD 2015-9A
N/A
RACE POINT CLO LTD RACEP 2015 9A A1A2 144A
74982WAA4
5880775.950000
PA
USD
5867227.820000
0.0569565
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.59548
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD
N/A
NEUBERGER BERMAN CLO LTD NEUB 2017 25A AR 144A
64131JAL0
1927023.370000
PA
USD
1922390.190000
0.0186617
Long
ABS-CBDO
CORP
KY
N
2
2029-10-18
Floating
6.58665
N
N
N
N
N
N
LOCKWOOD GROVE CLO LTD 2014-1A
N/A
LOCKWOOD GROVE CLO LTD LWCLO 2014 1A A1RR 144A
54008PAW3
1322998.820000
PA
USD
1324376.800000
0.0128565
Long
ABS-CBDO
CORP
KY
N
2
2030-01-25
Floating
6.80983
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2021-D
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1B 144A
78449MAB2
5247859.050000
PA
USD
5144604.800000
0.0499416
Long
ABS-O
CORP
US
N
2
2053-03-17
Floating
6.07629
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 10/25 VAR
46647PBF2
30000000.000000
PA
USD
29238507.900000
0.283835
Long
DBT
CORP
US
N
2
2025-10-15
Floating
2.301
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2
N/A
VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 2 A2B
92867YAC8
39800000.000000
PA
USD
39887042.600000
0.387206
Long
ABS-O
CORP
US
N
2
2027-03-22
Floating
5.96774
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/24 VAR
89236TKW4
78158000.000000
PA
USD
78233481.870000
0.759456
Long
DBT
CORP
US
N
2
2024-06-13
Floating
6.02
N
N
N
N
N
N
BHP TRUST 2019-BXHP
N/A
BHP TRUST BHPT 2019 BXHP A 144A
05550TAA7
359691.860000
PA
USD
357954.370000
0.0034749
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.38402
N
N
N
N
N
N
COLT 2021-4 MORTGAGE LOAN TRUST
N/A
COLT FUNDING LLC COLT 2021 4 A1 144A
19688GAA1
25131310.220000
PA
USD
20228450.450000
0.196369
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.397
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORPORATION
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/24 1.125
65480CAB1
8600000.000000
PA
USD
8299131.580000
0.0805643
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
1.125
N
N
N
N
N
N
WELLMAN PARK CLO LTD 2021-1A
N/A
WELLMAN PARK CLO LTD WLLMN 2021 1A A 144A
949723AA8
15000000.000000
PA
USD
14954496.450000
0.145172
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.75548
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 03/24 2.8
097023CC7
7796000.000000
PA
USD
7753250.240000
0.0752651
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
2.8
N
N
N
N
N
N
SOUND POINT CLO LTD 2018-2A
N/A
SOUND POINT CLO LTD SNDPT 2018 2A A 144A
83611JAA3
595602.750000
PA
USD
595170.110000
0.0057776
Long
ABS-CBDO
CORP
KY
N
2
2031-07-26
Floating
6.74121
N
N
N
N
N
N
FREDDIE MAC STRIPS 330
N/A
FREDDIEMAC STRIP FHS 330 F4
31351DDT5
2418794.040000
PA
USD
2386435.780000
0.0231665
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
5.6
N
N
N
N
N
N
FANNIE MAE 2007-109
N/A
FANNIE MAE FNR 2007 109 GF
31396X2G8
231658.400000
PA
USD
230632.710000
0.0022389
Long
ABS-MBS
USGSE
US
N
2
2037-12-25
Floating
6.13191
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A
14315LAA2
4442826.640000
PA
USD
4439904.150000
0.0431006
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
6.6991
N
N
N
N
N
N
CATAMARAN CLO LTD 2014-1A
N/A
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A
14889DAJ7
14177816.600000
PA
USD
14176152.120000
0.137616
Long
ABS-CBDO
CORP
KY
N
2
2030-04-22
Floating
6.77354
N
N
N
N
N
N
MITSUBISHI CORPORATION
KVIPTY4PULAPGC1VVD26
MITSUBISHI CORP SR UNSECURED REGS 07/24 2.5
ACI1CZTY7
5000000.000000
PA
USD
4922270.000000
0.0477832
Long
DBT
CORP
JP
N
2
2024-07-09
Fixed
2.5
N
N
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
549300B2Q47IR0CR5B54
FED CAISSES DESJARDINS SR UNSECURED 144A 05/24 VAR
31429KAF0
5897000.000000
PA
USD
5895072.680000
0.0572268
Long
DBT
CORP
CA
N
2
2024-05-21
Floating
5.782
N
N
N
N
N
N
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 04/24 VAR
233853AK6
5933000.000000
PA
USD
5939285.120000
0.057656
Long
DBT
CORP
US
N
2
2024-04-05
Floating
6.43618
N
N
N
N
N
N
SANTANDER HOLDINGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA SR UNSECURED 06/24 3.5
80282KAW6
39775000.000000
PA
USD
39362687.580000
0.382116
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC STRIPS 242
N/A
FREDDIEMAC STRIP FHS 242 F29
3128HWDU8
2012.920000
PA
USD
1993.830000
0.0000194
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
5.70292
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-A
N/A
SLM STUDENT LOAN TRUST SLMA 2005 A A4
78443CBV5
3946420.590000
PA
USD
3830775.860000
0.0371875
Long
ABS-O
CORP
US
N
2
2038-12-15
Floating
5.95624
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC SR UNSECURED 02/24 0.972
595017BB9
13163000.000000
PA
USD
13085168.230000
0.127025
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.972
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 511872 GN 01/31 FIXED 7
36211FT54
132.140000
PA
USD
133.530000
0.0000013
Long
ABS-MBS
USGSE
US
N
2
2031-01-15
Fixed
7
N
N
N
N
N
N
MASTER CREDIT CARD TRUST II 2023-2A
N/A
MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A
576339DJ1
74400000.000000
PA
USD
74710939.920000
0.725261
Long
ABS-MBS
CORP
CA
N
2
2027-01-21
Floating
6.1881
N
N
N
N
N
N
FANNIE MAE REMICS 2007-7
N/A
FANNIE MAE FNR 2007 7 F
31396PSL6
16015.100000
PA
USD
15661.580000
0.000152
Long
ABS-MBS
USGSE
US
N
2
2037-02-25
Floating
5.78191
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 09/24 VAR
38141GYF5
2237000.000000
PA
USD
2234502.550000
0.0216916
Long
DBT
CORP
US
N
2
2024-09-10
Floating
5.84606
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2021-GS1
N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A
52474JAA4
4909144.950000
PA
USD
4820568.270000
0.046796
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Fixed
1.892
N
N
N
N
N
N
CATERPILLAR FINANCIAL SERVICES CORPORATION
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SERVICE SR UNSECURED 09/24 VAR
14913R2R7
125000.000000
PA
USD
125011.580000
0.0012136
Long
DBT
CORP
US
N
2
2024-09-13
Floating
5.61733
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST 2023-B
N/A
TOYOTA LEASE OWNER TRUST TLOT 2023 B A2B 144A
89240HAC9
41400000.000000
PA
USD
41417897.220000
0.402067
Long
ABS-O
CORP
US
N
2
2026-04-20
Floating
5.88777
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-3
N/A
GM FINANCIAL SECURITIZED TERM GMCAR 2022 3 A2B
36265WAC7
12770128.400000
PA
USD
12775167.490000
0.124016
Long
ABS-O
CORP
US
N
2
2025-09-16
Floating
5.9381
N
N
N
N
N
N
WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)
06BTX5UWZD0GQ5N5Y745
WESTINGHOUSE AIR BRAKE COMPANY GUAR 03/24 4.15
960386AN0
23463000.000000
PA
USD
23367335.250000
0.22684
Long
DBT
CORP
US
N
2
2024-03-15
Variable
4.4
N
N
N
N
N
N
LCM LTD 26A
N/A
LCM LTD PARTNERSHIP LCM 26A A1 144A
50200FAC3
11853049.590000
PA
USD
11868924.850000
0.115218
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.74743
N
N
N
N
N
N
FREDDIE MAC 4615
N/A
FREDDIE MAC FHR 4615 AF
3137BRYG4
334548.660000
PA
USD
331700.650000
0.00322
Long
ABS-MBS
USGSE
US
N
2
2038-10-15
Floating
5.33344
N
N
N
N
N
N
ING INVESTMENT MANAGEMENT CLO LTD 2012-4A
N/A
VOYA CLO LTD INGIM 2012 4A A1R3 144A
92916GBE3
11751960.190000
PA
USD
11728148.490000
0.113852
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.65548
N
N
N
N
N
N
FANNIE MAE 2008-1
N/A
FANNIE MAE FNR 2008 1 LF
31396YCM2
46642.080000
PA
USD
46699.740000
0.0004533
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
6.15191
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 10/24 3.625
11135FAY7
36173000.000000
PA
USD
35679215.760000
0.346358
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.625
N
N
N
N
N
N
SYMPHONY STATIC CLO 2021-1A
N/A
SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A
87190TAA1
3081953.460000
PA
USD
3061233.890000
0.0297171
Long
ABS-CBDO
CORP
KY
N
2
2029-10-25
Floating
6.46983
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST 2023-2A
N/A
KUBOTA CREDIT OWNER TRUST KCOT 2023 2A A2 144A
500945AB6
37600000.000000
PA
USD
37730923.200000
0.366275
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
5.61
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A
N/A
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2023 A A2B
41285JAC2
2306285.120000
PA
USD
2306099.000000
0.0223866
Long
ABS-O
CORP
US
N
2
2026-06-15
Floating
5.86844
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO ENTERPRISES INC SR SECURED 09/24 3.7
462613AM2
6156000.000000
PA
USD
6060566.430000
0.0588333
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.7
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
50248BBL5
73550000.000000
PA
USD
72940841.980000
0.708078
Long
DBT
CORP
US
N
2
2024-02-20
None
0
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/24 4.875
00774MAK1
31390000.000000
PA
USD
31370797.800000
0.304534
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.875
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORPORATION
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/24 1.05
654740BQ1
2100000.000000
PA
USD
2080452.050000
0.0201961
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05
N
N
N
N
N
N
TRILLIUM CREDIT CARD TRUST II 2023-3A
N/A
TRILLIUM CREDIT CARD TRUST II TCCT 2023 3A A 144A
89621ABT5
95000000.000000
PA
USD
95370633.000000
0.925816
Long
ABS-MBS
CORP
CA
N
2
2028-08-26
Floating
6.18808
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2023-2
N/A
DELL EQUIPMENT FINANCE TRUST DEFT 2023 2 A2 144A
24703GAB0
23000000.000000
PA
USD
23061147.800000
0.223868
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
5.84
N
N
N
N
N
N
SOUND POINT CLO XVI LTD 2017-2A
N/A
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A
83610KAJ2
16829145.360000
PA
USD
16809329.710000
0.163178
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
6.61983
N
N
N
N
N
N
FREDDIE MAC REMICS 4794
N/A
FREDDIE MAC FHR 4794 WF
3137F5MJ5
4067937.000000
PA
USD
4024395.430000
0.0390671
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Floating
5.1231
N
N
N
N
N
N
ENEL FINANCE INTERNATIONAL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 6.8
29278GAZ1
699000.000000
PA
USD
716962.380000
0.00696
Long
DBT
CORP
NL
N
2
2025-10-14
Fixed
6.8
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL SR UNSECURED 144A 02/24 0.65
06675FAV9
1135000.000000
PA
USD
1126400.990000
0.0109346
Long
DBT
CORP
FR
N
2
2024-02-27
Fixed
0.65
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 02/25 VAR
06051GKF5
13934000.000000
PA
USD
13924630.220000
0.135174
Long
DBT
CORP
US
N
2
2025-02-04
Floating
6.0168
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC
38382DMC0
1413600.960000
PA
USD
1251513.800000
0.0121491
Long
ABS-MBS
USGSE
US
N
2
2049-01-20
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE 2007-3
N/A
FANNIE MAE FNR 2007 3 FG
31396PRM5
201411.920000
PA
USD
197800.260000
0.0019202
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Floating
5.74257
N
N
N
N
N
N
DLLAD 2023-1A LLC
N/A
DLLAD LLC DLLAD 2023 1A A2 144A
233258AB8
14610312.260000
PA
USD
14565195.620000
0.141393
Long
ABS-O
CORP
US
N
2
2026-04-20
Fixed
5.19
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY 05/24 3.7
251526BY4
34579000.000000
PA
USD
34229165.290000
0.332282
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.7
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY 05/24 0.898
251526CJ6
28948000.000000
PA
USD
28437789.180000
0.276062
Long
DBT
CORP
DE
Y
2
2024-05-28
Fixed
0.898
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB CAPITAL INC COMPANY GUAR REGS 04/25 VAR
22411WAU0
29500000.000000
PA
USD
29847910.910000
0.28975
Long
DBT
CORP
CA
N
2
2025-04-04
Floating
6.63993
N
N
N
N
N
N
COMM 2021-2400 MORTGAGE TRUST
N/A
COMM MORTGAGE TRUST COMM 2021 2400 A 144A
20048FAA6
8220778.550000
PA
USD
7536974.190000
0.0731656
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
6.77648
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2023-D
N/A
WORLD OMNI AUTO RECEIVABLES TR WOART 2023 D A2A
98164DAB3
12500000.000000
PA
USD
12583347.500000
0.122154
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
5.91
N
N
N
N
N
N
MISSISSIPPI POWER COMPANY
LNZ0J6YZ5SC6ILIRU850
MISSISSIPPI POWE SR UNSECURED 06/24 VAR
605417CC6
18190000.000000
PA
USD
18177960.220000
0.176464
Long
DBT
CORP
US
N
2
2024-06-28
Floating
5.68471
N
N
N
N
N
N
LVMH MOET HENNESSY LOUIS VUITTON
IOG4E947OATN0KJYSD45
LVMH MOET HEN LV SE
50244LAV6
25000000.000000
PA
USD
24885357.500000
0.241576
Long
DBT
CORP
FR
N
2
2024-01-29
None
0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH
38376RPV2
3111740.100000
PA
USD
3105900.610000
0.0301507
Long
ABS-MBS
USGSE
US
N
2
2066-01-20
Floating
6.43719
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA SR UNSECURED 01/26 VAR
78016EZP5
31476000.000000
PA
USD
31241602.630000
0.30328
Long
DBT
CORP
CA
N
2
2026-01-20
Floating
5.88114
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA FOODS INC.
20600GAB2
55200000.000000
PA
USD
55085901.600000
0.53475
Long
DBT
CORP
US
N
2
2024-01-11
None
0
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 09/24 3.625
22546QAP2
19234000.000000
PA
USD
18970680.190000
0.184159
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.625
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC 2023-1A
N/A
CHESAPEAKE FUNDING II LLC CFII 2023 1A A2 144A
165183CV4
10839643.250000
PA
USD
10873267.820000
0.105553
Long
ABS-O
CORP
US
N
2
2035-05-15
Floating
6.58844
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SVCS INC DISC COML PAPE
74767GA44
8500000.000000
PA
USD
8491873.410000
0.0824354
Long
DBT
CORP
US
N
2
2024-01-04
None
0
N
N
N
N
N
N
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2017-A5
N/A
CAPITAL ONE MULTI ASSET EXECUT COMET 2017 A5 A5
14041NFP1
38600000.000000
PA
USD
38679500.560000
0.375484
Long
ABS-MBS
CORP
US
N
2
2027-07-15
Floating
6.05629
N
N
N
N
N
N
FANNIE MAE REMICS 2014-61
N/A
FANNIE MAE FNR 2014 61 FA
3136ALFX4
3194430.300000
PA
USD
3159458.950000
0.0306706
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Floating
5.65884
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN
38376R5Y8
990286.260000
PA
USD
982589.660000
0.0095385
Long
ABS-MBS
USGSE
US
N
2
2067-07-20
Floating
5.93719
N
N
N
N
N
N
LCM LP 13A
N/A
LCM LTD PARTNERSHIP LCM 13A AR3 144A
50184KBL1
973110.260000
PA
USD
974012.710000
0.0094553
Long
ABS-CBDO
CORP
KY
N
2
2027-07-19
Floating
6.52842
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL SR SECURED 144A 01/24 3.25
46849LSS1
62700000.000000
PA
USD
62584156.730000
0.60754
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
3.25
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 10/28 4.875
91282CJF9
23100000.000000
PA
USD
24117843.750000
0.234125
Long
DBT
UST
US
N
2
2028-10-31
Fixed
4.875
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE SR UNSECURED 01/25 VAR
02665WEP2
15500000.000000
PA
USD
15516266.320000
0.150625
Long
DBT
CORP
US
N
2
2025-01-10
Floating
6.02898
N
N
N
N
N
N
LCM XXII LTD 22A
N/A
LCM LTD PARTNERSHIP LCM 22A A1R 144A
50189GAK8
2658922.160000
PA
USD
2661452.420000
0.0258362
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
6.83743
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED 144A 02/24 3.559
60682LAE2
515000.000000
PA
USD
512862.340000
0.0049786
Long
DBT
CORP
JP
N
2
2024-02-28
Fixed
3.559
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 551599 GN 08/31 FIXED 7
36213DX45
739.360000
PA
USD
744.470000
0.0000072
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
7
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2023-3
N/A
CARMAX AUTO OWNER TRUST CARMX 2023 3 A1
14319BAA0
4442083.530000
PA
USD
4442085.750000
0.0431218
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
5.631
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
04273LA21
27731000.000000
PA
USD
27713315.940000
0.269029
Long
DBT
CORP
US
N
2
2024-01-02
None
0
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 10/24 VAR
38141GYQ1
31240000.000000
PA
USD
31197792.260000
0.302854
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.84609
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 07/25 VAR
53944YAL7
63293000.000000
PA
USD
62707508.740000
0.608737
Long
DBT
CORP
GB
N
2
2025-07-09
Floating
3.87
N
N
N
N
N
N
CBAM LTD 2017-1A
N/A
CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A
12480VAC9
5209377.290000
PA
USD
5209888.640000
0.0505753
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.92743
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1B 144A
78449XAB8
1636368.040000
PA
USD
1621694.070000
0.0157427
Long
ABS-O
CORP
US
N
2
2053-07-15
Floating
6.57629
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR
44891ACL9
45400000.000000
PA
USD
45390361.130000
0.44063
Long
DBT
CORP
US
N
2
2025-08-04
Floating
6.50468
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC SR UNSECURED 144A 03/25 VAR
63906YAF5
3880000.000000
PA
USD
3906103.750000
0.0379187
Long
DBT
CORP
GB
N
2
2025-03-22
Floating
6.80878
N
N
N
N
N
N
VERIZON MASTER TRUST 23-5
N/A
VERIZON MASTER TRUST VZMT 2023 5 A1B
92348KCA9
26000000.000000
PA
USD
26037086.400000
0.252757
Long
ABS-O
CORP
US
N
2
2028-09-08
Floating
6.01774
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL FUNDING
635400EVYITCJYWL2I50
PROTECTIVE LIFE GLOBAL SECURED 144A 12/24 VAR
743672AB3
1130000.000000
PA
USD
1134879.800000
0.0110169
Long
DBT
CORP
US
N
2
2024-12-11
Floating
6.39627
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA SR UNSECURED 144A 09/25 VAR
25601B2A2
19300000.000000
PA
USD
18643858.090000
0.180986
Long
DBT
CORP
NO
N
2
2025-09-30
Floating
0.856
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H07
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H07 FA
38380L8G1
33355493.160000
PA
USD
32651969.100000
0.316971
Long
ABS-MBS
USGSE
US
N
2
2070-04-20
Floating
6.13719
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2012-2
N/A
SLM STUDENT LOAN TRUST SLMA 2012 2 A
78446YAA1
2050101.310000
PA
USD
1966742.760000
0.0190923
Long
ABS-O
CORP
US
N
2
2029-01-25
Floating
6.15191
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL SR UNSECURED 03/24 VAR
65339KCE8
39160000.000000
PA
USD
39175288.850000
0.380296
Long
DBT
CORP
US
N
2
2024-03-21
Floating
6.37628
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO SR UNSECURED 05/24 VAR
025816CU1
4710000.000000
PA
USD
4712920.480000
0.045751
Long
DBT
CORP
US
N
2
2024-05-03
Floating
6.07491
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC 2022-1A
N/A
HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A
42806MAJ8
11500000.000000
PA
USD
10995704.300000
0.106742
Long
ABS-O
CORP
US
N
2
2026-06-25
Fixed
1.99
N
N
N
N
N
N
FANNIE MAE 2006-112
N/A
FANNIE MAE FNR 2006 112 DF
31396LQH6
35802.140000
PA
USD
35089.560000
0.0003406
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
5.80191
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR
95000U2H5
97927000.000000
PA
USD
95284635.760000
0.924981
Long
DBT
CORP
US
N
2
2025-10-30
Floating
2.406
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE
38376R5H5
4314712.360000
PA
USD
4321351.840000
0.0419498
Long
ABS-MBS
USGSE
US
N
2
2067-06-20
Floating
5.61565
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO XVI LTD
N/A
BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A
08181VAN5
16600000.000000
PA
USD
16600118.360000
0.161147
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
6.69444
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
4363479.620000
PA
USD
4363479.620000
0.0423587
Long
RA
US
N
2
Repurchase
N
2.600000
2024-01-02
4486900.000000
USD
4450794.450000
USD
UST
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1
N/A
STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A
85573EAA5
3781687.080000
PA
USD
3405025.000000
0.0330545
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
1.027
N
N
N
N
N
N
HALSEYPOINT CLO 2 LTD
N/A
HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A
40638TAA0
11806653.900000
PA
USD
11791968.780000
0.114471
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.77743
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SVCS INC DISC COML PAPE
74767GA85
900000.000000
PA
USD
898558.880000
0.0087228
Long
DBT
CORP
US
N
2
2024-01-08
None
0
N
N
N
N
N
N
PANASONIC HOLDINGS CORPORATION
254900GE1G59KGWPHX32
PANASONIC HOLDINGS CORP SR UNSECURED 144A 07/24 2.679
69832AAB2
13125000.000000
PA
USD
12914802.470000
0.125371
Long
DBT
CORP
JP
N
2
2024-07-19
Fixed
2.679
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 571205 GN 09/31 FIXED 7
36200SR28
408.570000
PA
USD
415.780000
0.000004
Long
ABS-MBS
USGSE
US
N
2
2031-09-15
Fixed
7
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
04273LAQ8
700000.000000
PA
USD
696962.790000
0.0067658
Long
DBT
CORP
US
N
2
2024-01-24
None
0
N
N
N
N
N
N
FREDDIE MAC REMICS 4521
N/A
FREDDIE MAC FHR 4521 AF
3137BLN53
1707688.200000
PA
USD
1682565.890000
0.0163336
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
5.23863
N
N
N
N
N
N
GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A
N/A
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A
36361UAL4
5964173.320000
PA
USD
5954837.480000
0.0578069
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.74548
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-B
N/A
HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A2B
44933XAC1
14000000.000000
PA
USD
14021562.800000
0.136115
Long
ABS-O
CORP
US
N
2
2026-05-15
Floating
5.8181
N
N
N
N
N
N
FREDDIE MAC REMICS 4842
N/A
FREDDIE MAC FHR 4842 FW
3137FJG52
9527278.800000
PA
USD
9378603.710000
0.0910434
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
5.566
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST 2023-B
N/A
NISSAN AUTO LEASE TRUST NALT 2023 B A2B
65473FAC1
25146674.380000
PA
USD
25186227.580000
0.244497
Long
ABS-O
CORP
US
N
2
2025-08-15
Floating
5.95844
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A
N/A
SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A2B 144A
78398AAC7
4334492.350000
PA
USD
4340653.400000
0.0421372
Long
ABS-O
CORP
US
N
2
2027-03-22
Floating
6.13774
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 01/25 4
37045XAS5
5768000.000000
PA
USD
5677453.710000
0.0551142
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A
63941HAA0
6916853.120000
PA
USD
6299827.630000
0.061156
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69
N
N
N
N
N
N
HILTON USA TRUST 2016-SFP
N/A
HILTON USA TRUST HILT 2016 SFP A 144A
43289VAA1
11600000.000000
PA
USD
9322083.640000
0.0904947
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
2.82844
N
N
N
N
N
N
MARATHON CLO IX LTD 2017-9A
N/A
MARATHON CLO LTD MCLO 2017 9A A1AR 144A
56577PAL3
5577318.880000
PA
USD
5583373.670000
0.0542009
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
6.80548
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H11 FA
38375BLN0
510126.990000
PA
USD
508313.030000
0.0049345
Long
ABS-MBS
USGSE
US
N
2
2061-03-20
Floating
5.93719
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED REGS 01/24 VAR
F1066WTY8
4000000.000000
PA
USD
4000993.600000
0.0388399
Long
DBT
CORP
FR
N
2
2024-01-15
Floating
6.88548
N
N
N
N
N
N
VOLKSWAGEN AUTO LEASE TRUST 2023-A
N/A
VOLKSWAGEN AUTO LEASE TRUST VWALT 2023 A A2B
92867UAC6
29300000.000000
PA
USD
29329179.870000
0.284715
Long
ABS-O
CORP
US
N
2
2026-01-20
Floating
5.90777
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875
00774MAM7
27800000.000000
PA
USD
27279989.880000
0.264822
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.875
N
N
N
N
N
N
DBCG 2017-BBG MORTGAGE TRUST
N/A
DBCG MORTGAGE TRUST DBCG 2017 BBG A 144A
233062AA6
78640000.000000
PA
USD
78477616.260000
0.761826
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
8.5
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.75
00774MBB0
23800000.000000
PA
USD
22994044.890000
0.223216
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.75
N
N
N
N
N
N
CITIBANK CREDIT CARD ISSUANCE TRUST 2023-A1
N/A
CITIBANK CREDIT CARD ISSUANCE CCCIT 2023 A1 A1
17305EGW9
11600000.000000
PA
USD
11694008.720000
0.11352
Long
ABS-MBS
CORP
US
N
2
2027-12-08
Fixed
5.23
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMWARE LLC SR UNSECURED 08/24 1
928563AH8
16270000.000000
PA
USD
15807912.150000
0.153456
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1
N
N
N
N
N
N
FREDDIE MAC REMICS 4102
N/A
FREDDIE MAC FHR 4102 LF
3137AUMR7
6694.520000
PA
USD
6680.300000
0.0000648
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
Floating
5.70292
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/25 VAR
06051GJR1
5000000.000000
PA
USD
4920864.300000
0.0477696
Long
DBT
CORP
US
N
2
2025-04-22
Floating
0.976
N
N
N
N
N
N
CDP FINANCIAL INC
549300OXMGVYFCBFV096
CDP FINANCIAL INC COMPANY GUAR 144A 05/25 VAR
125094BD3
9250000.000000
PA
USD
9251999.200000
0.0898143
Long
DBT
CORP
CA
N
2
2025-05-19
Floating
5.74299
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 01/25 VAR
61747YEJ0
5000000.000000
PA
USD
4993379.350000
0.0484735
Long
DBT
CORP
US
N
2
2025-01-24
Floating
5.9838
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 03/25 VAR
06051GHR3
13109000.000000
PA
USD
13048422.660000
0.126668
Long
DBT
CORP
US
N
2
2025-03-15
Floating
3.458
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH SR SECURED 10/24 2.76
20268JAA1
47551000.000000
PA
USD
46513865.610000
0.451536
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76
N
N
N
N
N
N
STWD 2022-FL3 LTD
N/A
STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A
78485KAA3
23200000.000000
PA
USD
22538702.330000
0.218796
Long
ABS-CBDO
CORP
KY
N
2
2038-11-15
Floating
6.68844
N
N
N
N
N
N
TCW CLO LTD 2018-1A
N/A
TCW CLO TCW 2018 1A A1R 144A
87240UAR1
16335835.480000
PA
USD
16345995.720000
0.15868
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
6.60983
N
N
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
549300B2Q47IR0CR5B54
FED CAISSES DESJARDINS SR UNSECURED 144A 05/24 0.7
31429KAE3
6012000.000000
PA
USD
5899547.100000
0.0572702
Long
DBT
CORP
CA
N
2
2024-05-21
Fixed
0.7
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 09/25 VAR
606822CQ5
18692000.000000
PA
USD
18625814.060000
0.180811
Long
DBT
CORP
JP
N
2
2025-09-12
Floating
5.063
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC COMPANY GUAR REGS 04/24 VAR
U09513JA8
1755000.000000
PA
USD
1755820.670000
0.0170447
Long
DBT
CORP
US
N
2
2024-04-01
Floating
5.91789
N
N
N
N
N
N
ARI FLEET LEASE TRUST 2023-B
N/A
ARI FLEET LEASE TRUST ARIFL 2023 B A1 144A
04033GAA5
15898647.480000
PA
USD
15913255.160000
0.154479
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
5.924
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2
N/A
GM FINANCIAL SECURITIZED TERM GMCAR 2023 2 A2B
362583AC0
20374917.000000
PA
USD
20414705.140000
0.198177
Long
ABS-O
CORP
US
N
2
2026-05-18
Floating
6.0881
N
N
N
N
N
N
BLUEMOUNTAIN CLO LTD 2013-2A
N/A
BLUEMOUNTAIN CLO LTD BLUEM 2013 2A A1R 144A
09626YAN0
3145618.230000
PA
USD
3147088.960000
0.0305506
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
6.85354
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 10/24 VAR
172967MT5
66156000.000000
PA
USD
66201316.200000
0.642653
Long
DBT
CORP
US
N
2
2024-10-30
Floating
6.03886
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 12/25 VAR
46647PDM5
15000000.000000
PA
USD
15015094.200000
0.14576
Long
DBT
CORP
US
N
2
2025-12-15
Floating
5.546
N
N
N
N
N
N
NASSAU LTD 2017-IA
N/A
NASSAU LTD NCC 2017 IA A1AS 144A
631707AL0
4418344.390000
PA
USD
4418308.420000
0.042891
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
6.80548
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/24 1.95
097023CZ6
8198000.000000
PA
USD
8171713.360000
0.0793274
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-C
N/A
HYUNDAI AUTO RECEIVABLES TRUST HART 2023 C A2B
44918CAC6
46600000.000000
PA
USD
46720791.860000
0.453545
Long
ABS-O
CORP
US
N
2
2027-01-15
Floating
5.96844
N
N
N
N
N
N
OZLM XVI LTD 2017-16A
N/A
OZLM LTD OZLM 2017 16A A1R 144A
67111KAJ9
4640292.600000
PA
USD
4634769.350000
0.0449923
Long
ABS-CBDO
CORP
KY
N
2
2030-05-16
Floating
6.68182
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 07/25 VAR
606822CJ1
4863000.000000
PA
USD
4882765.030000
0.0473997
Long
DBT
CORP
JP
N
2
2025-07-18
Floating
7.00652
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2022-C
N/A
FORD CREDIT AUTO OWNER TRUST FORDO 2022 C A2B
34535AAC4
5101645.620000
PA
USD
5102568.510000
0.0495335
Long
ABS-O
CORP
US
N
2
2025-04-15
Floating
5.85844
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB
38375UZZ6
1154752.970000
PA
USD
1157462.140000
0.0112361
Long
ABS-MBS
USGSE
US
N
2
2067-04-20
Floating
6.464
N
N
N
N
N
N
HYATT HOTELS CORPORATION
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP SR UNSECURED 10/24 1.8
448579AN2
3148000.000000
PA
USD
3055830.680000
0.0296647
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.8
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 557712 GN 08/31 FIXED 7
36213LR93
361.840000
PA
USD
366.520000
0.0000036
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
7
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LIMITED
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 09/24 VAR
J7771YLH8
4100000.000000
PA
USD
4097040.170000
0.0397723
Long
DBT
CORP
JP
N
2
2024-09-16
Floating
5.77295
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 04/26 VAR
606822CZ5
2897000.000000
PA
USD
2915658.300000
0.0283039
Long
DBT
CORP
JP
N
2
2026-04-17
Floating
6.79066
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2018-DA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2018 DA A2A 144A
63940UAB0
568364.150000
PA
USD
548868.010000
0.0053282
Long
ABS-O
CORP
US
N
2
2059-12-15
Fixed
4
N
N
N
N
N
N
BACARDI-MARTINI BV
5493002XXBV8B88K2408
BACARDI MARTINI B V
05634EAP7
23450000.000000
PA
USD
23354535.280000
0.226716
Long
DBT
CORP
US
N
2
2024-01-23
None
0
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST 2023-2
N/A
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A2B 144A
17295FAC8
38900000.000000
PA
USD
38925331.680000
0.37787
Long
ABS-O
CORP
US
N
2
2026-10-15
Floating
6.06844
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL SECURED 144A 06/24 VAR
46849CJL6
44000000.000000
PA
USD
44090771.120000
0.428014
Long
DBT
CORP
US
N
2
2024-06-28
Floating
6.53471
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875
52206AAD2
2000000.000000
PA
USD
1955523.520000
0.0189834
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
2.875
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H25
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H25 FD
38376RJN7
6943070.930000
PA
USD
6890718.790000
0.0668921
Long
ABS-MBS
USGSE
US
N
2
2065-10-20
Floating
6.08719
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2023-B
N/A
WORLD OMNI AUTO RECEIVABLES TR WOART 2023 B A2B
98164QAC2
20166396.610000
PA
USD
20191233.540000
0.196008
Long
ABS-O
CORP
US
N
2
2026-11-16
Floating
6.04844
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 462512 GN 02/28 FIXED 7.5
36208VYH2
4908.950000
PA
USD
4926.620000
0.0000478
Long
ABS-MBS
USGSE
US
N
2
2028-02-15
Fixed
7.5
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSECURED 03/24 VAR
37045XDF0
6281000.000000
PA
USD
6281446.640000
0.0609775
Long
DBT
CORP
US
N
2
2024-03-08
Floating
6.10589
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2021 GA A 144A
63942KAA2
31178570.590000
PA
USD
27065116.300000
0.262736
Long
ABS-O
CORP
US
N
2
2070-04-15
Fixed
1.58
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 04/24 1
36143L2B0
63900000.000000
PA
USD
62973411.660000
0.611318
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
1
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 06/24 VAR
BK1M80II9
1900000.000000
PA
USD
1902118.500000
0.0184649
Long
DBT
CORP
KR
N
2
2024-06-13
Floating
6.39078
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 462765 GN 06/28 FIXED 7.5
36208WCA9
5139.960000
PA
USD
5236.380000
0.0000508
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
7.5
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO XII LTD 2017-12A
N/A
BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A
08179HAE0
18067899.810000
PA
USD
18048832.940000
0.17521
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.60548
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA/NEW YORK BRANCH
DG3RU1DBUFHT4ZF9WN62
COOPERAT RABOBANK UA/NY SR UNSECURED 01/24 VAR
21688AAR3
1480000.000000
PA
USD
1480061.480000
0.0143678
Long
DBT
CORP
NL
N
2
2024-01-12
Floating
5.65775
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A
N/A
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A
67590QBK2
3900000.000000
PA
USD
3894499.050000
0.0378061
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
6.63925
N
N
N
N
N
N
FANNIE MAE 2002-65
N/A
FANNIE MAE FNR 2002 65 FC
31392EG53
35348.130000
PA
USD
35304.130000
0.0003427
Long
ABS-MBS
USGSE
US
N
2
2026-06-25
Floating
5.85191
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK SR UNSECURED 03/24 VAR
500630DK1
500000.000000
PA
USD
501477.250000
0.0048681
Long
DBT
CORP
KR
N
2
2024-03-09
Floating
5.59027
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2022-B
N/A
WORLD OMNI AUTO RECEIVABLES TR WOART 2022 B A2B
98163QAC3
1911615.290000
PA
USD
1912035.080000
0.0185612
Long
ABS-O
CORP
US
N
2
2025-10-15
Floating
5.90844
N
N
N
N
N
N
MOUNTAIN VIEW CLO LLC 2017-1A
N/A
MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A
62432HAJ9
3863041.980000
PA
USD
3864159.640000
0.0375116
Long
ABS-CBDO
CORP
KY
N
2
2029-10-16
Floating
6.74548
N
N
N
N
N
N
LCM 29 LTD
N/A
LCM LTD PARTNERSHIP LCM 29A AR 144A
50201MAQ6
1000000.000000
PA
USD
995018.490000
0.0096592
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.72548
N
N
N
N
N
N
BANK OF AMERICA AUTO TRUST 2023-2A
N/A
BANK OF AMERICA AUTO TRUST BAAT 2023 2A A2 144A
06054YAB3
19600000.000000
PA
USD
19719230.720000
0.191426
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.85
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE SR UNSECURED 06/24 VAR
02665WEN7
73250000.000000
PA
USD
73301171.720000
0.711576
Long
DBT
CORP
US
N
2
2024-06-07
Floating
5.96612
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST
N/A
TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 C A2B
89231FAC4
35300000.000000
PA
USD
35296261.730000
0.342641
Long
ABS-O
CORP
US
N
2
2026-08-17
Floating
5.73844
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR
853254CL2
9115000.000000
PA
USD
9292791.170000
0.0902103
Long
DBT
CORP
GB
N
2
2025-11-16
Floating
7.776
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 02/26 VAR
61747YEN1
66700000.000000
PA
USD
66733305.310000
0.647818
Long
DBT
CORP
US
N
2
2026-02-18
Floating
6.30546
N
N
N
N
N
N
NASSAU LTD 2017-IIA
N/A
NASSAU 2017 II LTD NCC 2017 IIA AL 144A
631709AA0
3802262.090000
PA
USD
3807537.610000
0.0369619
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
6.90548
N
N
N
N
N
N
LCM LOAN INCOME FUND I LTD
N/A
LCM LOAN INCOME FUND LTD LCMLF 1A A 144A
50189XAA3
7007302.850000
PA
USD
7004688.000000
0.0679984
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.70743
N
N
N
N
N
N
MADISON AVENUE MORTGAGE TRUST 2017-330M
N/A
MADISON AVENUE TRUST MAD 2017 330M A 144A
55282MAA2
3527800.000000
PA
USD
3172805.250000
0.0308002
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Variable
3.1881
N
N
N
N
N
N
TRESTLES CLO V LTD 2021-5A
N/A
TRESTLES CLO LTD TREST 2021 5A A1 144A
89532UAA1
7700000.000000
PA
USD
7694150.850000
0.0746914
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.84743
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 04/24 4.25
86765BAN9
20899000.000000
PA
USD
20823025.870000
0.202141
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25
N
N
N
N
N
N
FREDDIE MAC REMICS 4903
N/A
FREDDIE MAC FHR 4903 F
3137FN4L1
797784.300000
PA
USD
775875.230000
0.0075319
Long
ABS-MBS
USGSE
US
N
2
2048-09-15
Floating
5.90292
N
N
N
N
N
N
VOYA CLO 2017-2A
N/A
VOYA CLO LTD VOYA 2017 2A A1R 144A
92915UAG9
7035279.900000
PA
USD
7027570.150000
0.0682206
Long
ABS-CBDO
CORP
KY
N
2
2030-06-07
Floating
6.63548
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 05/25 VAR
172967MX6
3987000.000000
PA
USD
3920292.150000
0.0380565
Long
DBT
CORP
US
Y
2
2025-05-01
Floating
0.981
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2017-5A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A
63940CAA2
5010448.260000
PA
USD
5000545.610000
0.0485431
Long
ABS-O
CORP
US
N
2
2066-07-26
Floating
6.25191
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 485867 GN 10/31 FIXED 7
36209YW46
420.920000
PA
USD
425.880000
0.0000041
Long
ABS-MBS
USGSE
US
N
2
2031-10-15
Fixed
7
N
N
N
N
N
N
FANNIE MAE 2001-46
N/A
FANNIE MAE FNR 2001 46 F
313920ZH6
141972.160000
PA
USD
142057.680000
0.001379
Long
ABS-MBS
USGSE
US
N
2
2031-09-18
Floating
5.85258
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED 144A 01/24 VAR
04685A2T7
11702000.000000
PA
USD
11701988.180000
0.113598
Long
DBT
CORP
US
N
2
2024-01-08
Floating
6.39781
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 10/24 VAR
38141GYL2
15954000.000000
PA
USD
15936104.560000
0.154701
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.84209
N
N
N
N
N
N
FLORIDA POWER & LIGHT COMPANY
A89MY1K3YLIGJMYWVX50
FLORIDA POWER + LIGHT CO SR UNSECURED 01/24 VAR
341081GH4
8064000.000000
PA
USD
8063988.710000
0.0782817
Long
DBT
CORP
US
N
2
2024-01-12
Floating
5.73775
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) MAR24 XCBT 20240328
000000000
-2410.000000
NC
USD
-325563.410000
-0.0031604
N/A
DIR
US
N
2
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2024-03-28
-261927461.540000
USD
-325563.410000
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 02/24 0.495
22550L2E0
4978000.000000
PA
USD
4956228.370000
0.0481129
Long
DBT
CORP
CH
N
2
2024-02-02
Fixed
0.495
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/25 VAR
06051GJU4
40315000.000000
PA
USD
40316007.470000
0.39137
Long
DBT
CORP
US
N
2
2025-04-22
Floating
6.04878
N
N
N
N
N
N
MARBLE POINT CLO XI LTD 2017-2A
N/A
MARBLE POINT CLO XI LTD MP11 2017 2A A 144A
56607FAA3
4520862.920000
PA
USD
4521910.130000
0.0438967
Long
ABS-CBDO
CORP
KY
N
2
2030-12-18
Floating
6.83665
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 02/25 VAR
06051GKG3
41000000.000000
PA
USD
40843368.520000
0.396489
Long
DBT
CORP
US
N
2
2025-02-04
Floating
1.843
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SVCS INC DISC COML PAPE
74767GAC6
11100000.000000
PA
USD
11075004.350000
0.107511
Long
DBT
CORP
US
N
2
2024-01-12
None
0
N
N
N
N
N
N
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL2
N/A
ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL2 A 144A
03881EAA5
6400000.000000
PA
USD
6327571.840000
0.0614253
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
6.57629
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 07/25 VAR
60687YAW9
12723000.000000
PA
USD
12533396.510000
0.121669
Long
DBT
CORP
JP
N
2
2025-07-16
Floating
2.839
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2017-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2017 A A2B 144A
78448WAC9
3055986.820000
PA
USD
3046032.550000
0.0295695
Long
ABS-O
CORP
US
N
2
2034-09-15
Floating
6.37629
N
N
N
N
N
N
VENTURE CLO LTD 2013-4A
N/A
VENTURE CDO LTD VENTR 2013 14A ARR 144A
92328GBA3
4668001.140000
PA
USD
4670734.860000
0.0453414
Long
ABS-CBDO
CORP
KY
N
2
2029-08-28
Floating
6.67819
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 388562 GN 07/24 FIXED 7.5
36205ETT3
3108.080000
PA
USD
3105.570000
0.0000301
Long
ABS-MBS
USGSE
US
N
2
2024-07-15
Fixed
7.5
N
N
N
N
N
N
TIAA CLO III LTD 2017-2A
N/A
TEACHERS INSURANCE AND ANNUITY TIA 2017 2A A 144A
87272HAA8
1612884.570000
PA
USD
1613378.810000
0.015662
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
6.80548
N
N
N
N
N
N
FANNIE MAE REMICS 2018-39
N/A
FANNIE MAE FNR 2018 39 FW
3136B2CD2
6867380.340000
PA
USD
6809134.650000
0.0661001
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Floating
5.67174
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
N/A
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/24 3.45
709599BF0
6095000.000000
PA
USD
6023040.780000
0.058469
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.45
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC 2022-1
N/A
ENTERPRISE FLEET FINANCING LLC EFF 2022 1 A2 144A
29375JAB0
11879478.890000
PA
USD
11685863.580000
0.113441
Long
ABS-O
CORP
US
N
2
2028-01-20
Fixed
3.03
N
N
N
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO SR UNSECURED 05/25 VAR
373334KU4
92057000.000000
PA
USD
92281376.050000
0.895827
Long
DBT
CORP
US
N
2
2025-05-08
Floating
6.10369
N
N
N
N
N
N
CDP FINANCIAL INC
549300OXMGVYFCBFV096
CDP FINANCIAL INC COMPANY GUAR REGS 05/25 VAR
C23264AU5
6000000.000000
PA
USD
6001296.780000
0.0582579
Long
DBT
CORP
CA
N
2
2025-05-19
Floating
5.74299
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST
N/A
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2023 1S A 144A
83407EAA2
4234272.340000
PA
USD
4229432.990000
0.0410575
Long
ABS-O
CORP
US
N
2
2031-05-15
Fixed
5.81
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2020-IA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A
63942AAB2
8068297.110000
PA
USD
7997685.790000
0.077638
Long
ABS-O
CORP
US
N
2
2069-04-15
Floating
6.47629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H19
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H19 FA
38376RZN9
952393.690000
PA
USD
947881.440000
0.0092016
Long
ABS-MBS
USGSE
US
N
2
2066-09-20
Floating
6.21719
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 50 GF
38376YGD7
3784384.560000
PA
USD
3784493.550000
0.0367382
Long
ABS-MBS
USGSE
US
N
2
2040-04-20
Floating
6.2424
N
N
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
549300B2Q47IR0CR5B54
FED CAISSES DESJARDINS SR UNSECURED 144A 02/25 2.05
31429KAD5
2530000.000000
PA
USD
2441531.140000
0.0237013
Long
DBT
CORP
CA
N
2
2025-02-10
Fixed
2.05
N
N
N
N
N
N
JPMCC-2019-BKWD
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 BKWD A 144A
46591JAA4
30852213.040000
PA
USD
28524469.100000
0.276903
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
6.97648
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2
N/A
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 2 A2B
362548AC3
14313094.890000
PA
USD
14340551.700000
0.139212
Long
ABS-O
CORP
US
N
2
2025-10-20
Floating
6.15774
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 04/24 VAR
842400HC0
30175000.000000
PA
USD
30184489.130000
0.293018
Long
DBT
CORP
US
N
2
2024-04-01
Floating
6.21789
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2021 A A 144A
63942BAA2
4481617.380000
PA
USD
3951911.720000
0.0383634
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84
N
N
N
N
N
N
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A1
N/A
CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A1 A1
14041NFZ9
13000000.000000
PA
USD
12675179.400000
0.123045
Long
ABS-MBS
CORP
US
N
2
2027-03-15
Fixed
2.8
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 429790 GN 12/33 FIXED 6.5
36207ENF7
1088.170000
PA
USD
1125.860000
0.0000109
Long
ABS-MBS
USGSE
US
N
2
2033-12-15
Fixed
6.5
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2023-2
N/A
CARMAX AUTO OWNER TRUST CARMX 2023 2 A2B
142921AC9
15141903.900000
PA
USD
15167617.880000
0.147241
Long
ABS-O
CORP
US
N
2
2026-06-15
Floating
6.18844
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST 2023-2
N/A
HONDA AUTO RECEIVABLES OWNER T HAROT 2023 2 A2
437927AB2
9000000.000000
PA
USD
9001338.300000
0.087381
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
5.41
N
N
N
N
N
N
BABSON CLO LTD 2016-2A
N/A
BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A
06761CAL3
4000000.000000
PA
USD
3988337.080000
0.038717
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.74743
N
N
N
N
N
N
GCAT LLC 2019-RPL1
N/A
GCAT GCAT 2019 RPL1 A1 144A
36167CAA4
1615735.250000
PA
USD
1539975.690000
0.0149494
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 05/25 VAR
06738EBH7
68873000.000000
PA
USD
68408010.830000
0.664075
Long
DBT
CORP
GB
N
2
2025-05-07
Floating
3.932
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/24 2.875
ACI1B8GJ5
4809000.000000
PA
USD
4768171.590000
0.0462873
Long
DBT
CORP
SA
N
2
2024-04-16
Fixed
2.875
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST 2017-A5
N/A
DISCOVER CARD EXECUTION NOTE T DCENT 2017 A5 A5
254683CA1
34100000.000000
PA
USD
34157874.520000
0.33159
Long
ABS-MBS
CORP
US
N
2
2026-12-15
Floating
6.07629
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSECURED 04/25 VAR
37045XDT0
7410000.000000
PA
USD
7423005.070000
0.0720593
Long
DBT
CORP
US
N
2
2025-04-07
Floating
6.65898
N
N
N
N
N
N
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/24 VAR
233853AE0
3655000.000000
PA
USD
3654047.140000
0.0354719
Long
DBT
CORP
US
N
2
2024-12-13
Floating
6.07966
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC SR UNSECURED 144A 08/24 0.8
63906YAB4
4040000.000000
PA
USD
3922713.790000
0.03808
Long
DBT
CORP
GB
N
2
2024-08-12
Fixed
0.8
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A 11/25 VAR
09659W2J2
8000000.000000
PA
USD
7798154.000000
0.075701
Long
DBT
CORP
FR
N
2
2025-11-19
Floating
2.819
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSECURED 05/24 4.3
205887CA8
30480000.000000
PA
USD
30324317.000000
0.294375
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.3
N
N
N
N
N
N
M&T EQUIPMENT 2023-LEAF1 LLC
N/A
M+T EQUIPMENT NOTES MTLRF 2023 1A A2 144A
551925AA8
25000000.000000
PA
USD
25067210.000000
0.243341
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
6.09
N
N
N
N
N
N
MARATHON STATIC CLO 2022-18A LTD
N/A
MARATHON STATIC CLO LTD MSTAT 2022 18A A1R 144A
56586PAN8
9294951.290000
PA
USD
9283628.180000
0.0901214
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
7.16582
N
N
N
N
N
N
LAD AUTO RECEIVABLES TRUST 2022-1A
N/A
LAD AUTO RECEIVABLES TRUST LADAR 2022 1A A 144A
501687AA5
2159658.210000
PA
USD
2149097.270000
0.0208625
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.21
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED 144A 06/24 2.75
04685A2J9
4450000.000000
PA
USD
4378842.590000
0.0425079
Long
DBT
CORP
US
N
2
2024-06-25
Fixed
2.75
N
N
N
N
N
N
DLLMT-2021-1A
N/A
DLLMT LLC DLLMT 2021 1A A3 144A
23345FAC6
1820998.700000
PA
USD
1784260.600000
0.0173208
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
1
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 441967 GN 06/31 FIXED 7
36207T6C0
571.020000
PA
USD
575.170000
0.0000056
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
Fixed
7
N
N
N
N
N
N
BEAST MORTGAGE TRUST 2022-1700
N/A
BSST MORTGAGE TRUST BSST 2022 1700 A 144A
055742AA8
8000000.000000
PA
USD
6984128.000000
0.0677988
Long
ABS-MBS
CORP
US
N
2
2037-02-15
Floating
6.662
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL SR UNSECURED REGS 02/25 0.998
06675GAX3
2000000.000000
PA
USD
1909012.400000
0.0185319
Long
DBT
CORP
FR
N
2
2025-02-04
Fixed
0.998
N
N
N
N
N
N
OBX 2022-NQM2 TRUST
N/A
ONSLOW BAY FINANCIAL LLC OBX 2022 NQM2 A1A 144A
67448DAL4
43385302.770000
PA
USD
39743674.950000
0.385814
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
2.783
N
N
N
N
N
N
ENEL FINANCE INTERNATIONAL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV COMPANY GUAR REGS 09/24 2.65
N30707AM0
2059000.000000
PA
USD
2011373.720000
0.0195255
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
2.65
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A
N/A
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2023 A A2A
41285JAB4
2673953.760000
PA
USD
2669187.170000
0.0259113
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
5.32
N
N
N
N
N
N
MADISON PARK FUNDING XVII LTD 2015-17A
N/A
MADISON PARK FUNDING LTD MDPK 2015 17A AR2 144A
55818YBN0
3829488.570000
PA
USD
3838314.050000
0.0372607
Long
ABS-CBDO
CORP
KY
N
2
2030-07-21
Floating
6.67354
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA SR UNSECURED REGS 01/25 VAR
05578BAW6
4165000.000000
PA
USD
4156002.430000
0.0403446
Long
DBT
CORP
FR
N
2
2025-01-14
Floating
5.92731
N
N
N
N
N
N
MADISON PARK FUNDING XXIII LTD 2017-23A
N/A
MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A
55820TAJ7
7180685.000000
PA
USD
7177073.980000
0.0696719
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
6.6191
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-44
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 44 FE
38381TQQ1
4385608.780000
PA
USD
4282415.410000
0.0415718
Long
ABS-MBS
USGSE
US
N
2
2049-04-20
Floating
5.9224
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 02/24 3.15
00774MAQ8
10500000.000000
PA
USD
10459246.770000
0.101534
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.15
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2023-A
N/A
FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A2B
344928AC0
30256536.000000
PA
USD
30317569.480000
0.29431
Long
ABS-O
CORP
US
N
2
2026-03-15
Floating
6.05844
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SR UNSECURED 144A 10/24 2.625
83368RAU6
29651000.000000
PA
USD
28964313.080000
0.281173
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
2.625
N
N
N
N
N
N
GCAT 2022-HX1 TRUST
N/A
GCAT GCAT 2022 HX1 A1 144A
36168XAA7
23332467.590000
PA
USD
20881765.190000
0.202711
Long
ABS-MBS
CORP
US
N
2
2066-12-27
Variable
2.885
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 04/25 VAR
172967MF5
10000000.000000
PA
USD
9925681.200000
0.0963541
Long
DBT
CORP
US
N
2
2025-04-24
Floating
3.352
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 455301 GN 09/27 FIXED 7.5
36208MX67
1133.290000
PA
USD
1137.170000
0.000011
Long
ABS-MBS
USGSE
US
N
2
2027-09-15
Fixed
7.5
N
N
N
N
N
N
DEUTSCHE BANK AG/LONDON BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG LONDON 05/24 3.7
25152RXA6
16770000.000000
PA
USD
16588590.020000
0.161035
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.7
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/24 0.8
44891ABR7
2500000.000000
PA
USD
2498320.800000
0.0242526
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.8
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP 144A 06/25 VAR
65558RAB5
12940000.000000
PA
USD
12994712.520000
0.126147
Long
DBT
CORP
FI
N
2
2025-06-06
Floating
6.30768
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H06 FD
38376RSG2
2875252.760000
PA
USD
2867692.000000
0.0278383
Long
ABS-MBS
USGSE
US
N
2
2065-07-20
Floating
6.35719
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A
63935BAA1
12187680.780000
PA
USD
11162738.260000
0.108363
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 07/25 VAR
606822CH5
11071000.000000
PA
USD
11019831.610000
0.106976
Long
DBT
CORP
JP
N
2
2025-07-18
Floating
4.788
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-4
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A
89178BAA2
13683239.440000
PA
USD
12867206.620000
0.124909
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.9
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C
N/A
HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A2B 144A
44935VAC3
29300000.000000
PA
USD
29324559.260000
0.28467
Long
ABS-O
CORP
US
N
2
2026-03-16
Floating
5.93844
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SR SECURED 144A 08/24 VAR
04685A3B5
11980000.000000
PA
USD
11933564.200000
0.115846
Long
DBT
CORP
US
N
2
2024-08-19
Floating
5.91223
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H04 FA
38378U8L4
5081662.200000
PA
USD
5043730.640000
0.0489623
Long
ABS-MBS
USGSE
US
N
2
2064-12-20
Floating
6.08719
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST 2023-1
N/A
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A
17331KAC3
14388168.960000
PA
USD
14414880.600000
0.139933
Long
ABS-O
CORP
US
N
2
2026-07-15
Floating
6.28844
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR
853254CK4
5300000.000000
PA
USD
5325706.750000
0.0516996
Long
DBT
CORP
GB
N
2
2026-03-30
Floating
7.12887
N
N
N
N
N
N
FREDDIE MAC REMICS 5104
N/A
FREDDIE MAC FHR 5104 DC
3137FYYN0
4210406.480000
PA
USD
3430039.220000
0.0332973
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
1
N
N
N
N
N
N
SOUND POINT CLO VIII-R LTD 2015-1RA
N/A
SOUND POINT CLO LTD SNDPT 2015 1RA AR 144A
83607HAL9
1494307.250000
PA
USD
1492287.860000
0.0144865
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
6.73548
N
N
N
N
N
N
FANNIE MAE REMICS 2014-49
N/A
FANNIE MAE FNR 2014 49 AF
3136AKWD1
2466208.500000
PA
USD
2404584.360000
0.0233426
Long
ABS-MBS
USGSE
US
N
2
2044-08-25
Floating
5.48664
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS INC
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HOLDINGS SR UNSECURED 11/24 1.45
98956PAU6
4625000.000000
PA
USD
4461275.420000
0.0433081
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
1.45
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORPORATION
7D6DIU2QXTUJRFNNJA49
NISSAN MTR ACCP CP
65475LAC6
19500000.000000
PA
USD
19456193.840000
0.188872
Long
DBT
CORP
US
N
2
2024-01-12
None
0
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 C AFX 144A
83390UAF4
11143605.040000
PA
USD
10145242.780000
0.0984856
Long
ABS-O
CORP
US
N
2
2046-02-15
Fixed
1.95
N
N
N
N
N
N
FREDDIE MAC REMICS 4913
N/A
FREDDIE MAC FHR 4913 FC
3137FNJC5
5370777.420000
PA
USD
5337954.450000
0.0518185
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Floating
5.14249
N
N
N
N
N
N
FIFTH THIRD AUTO TRUST 2023-1
N/A
FIFTH THIRD AUTO TRUST FITAT 2023 1 A2B
31680EAC5
52300000.000000
PA
USD
52318472.360000
0.507885
Long
ABS-O
CORP
US
N
2
2026-11-16
Floating
5.86844
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SO. CALIF EDISON
8424C0AH3
25400000.000000
PA
USD
25323454.310000
0.245829
Long
DBT
CORP
US
N
2
2024-01-17
None
0
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
BAYER US FINANCE LLC COMPANY GUAR 144A 10/24 3.375
07274EAG8
10350000.000000
PA
USD
10145189.650000
0.098485
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
3.375
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL SR UNSECURED 12/24 VAR
06368LGW0
9175000.000000
PA
USD
9191883.100000
0.0892308
Long
DBT
CORP
CA
N
2
2024-12-12
Floating
6.05627
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 02/24 4.5
161175BQ6
19730000.000000
PA
USD
19698883.230000
0.191228
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.5
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45
53944YAF0
1300000.000000
PA
USD
1285390.180000
0.012478
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 05/26 VAR
902613AN8
21200000.000000
PA
USD
21302599.310000
0.206796
Long
DBT
CORP
CH
N
2
2026-05-12
Floating
6.93311
N
N
N
N
N
N
FANNIE MAE REMICS 2019-60
N/A
FANNIE MAE FNR 2019 60 WF
3136B6VA8
3899237.640000
PA
USD
3864118.380000
0.0375112
Long
ABS-MBS
USGSE
US
N
2
2059-10-25
Floating
5.37219
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/24 VAR
89236TJJ5
1200000.000000
PA
USD
1199229.560000
0.0116416
Long
DBT
CORP
US
N
2
2024-06-18
Floating
5.60996
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/25 VAR
06051GKT5
9635000.000000
PA
USD
9650204.510000
0.0936799
Long
DBT
CORP
US
N
2
2025-04-25
Floating
6.45602
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 628408 GN 11/33 FIXED 6.5
36291HDM3
2480.040000
PA
USD
2566.150000
0.0000249
Long
ABS-MBS
USGSE
US
N
2
2033-11-15
Fixed
6.5
N
N
N
N
N
N
GECU AUTO RECEIVABLES TRUST 2023-1A
N/A
GECU AUTO RECEIVABLES TRUST GECU 2023 1A A2 144A
36169EAB6
10200000.000000
PA
USD
10212885.660000
0.0991422
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.95
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC 2020-1A
N/A
CHESAPEAKE FUNDING II LLC CFII 2020 1A A2 144A
165183CK8
1569875.820000
PA
USD
1569996.070000
0.0152408
Long
ABS-O
CORP
US
N
2
2032-08-15
Floating
6.10292
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 04/25 VAR
36143L2K0
17100000.000000
PA
USD
17074029.200000
0.165747
Long
DBT
CORP
US
N
2
2025-04-11
Floating
6.71863
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037CA97
20000000.000000
PA
USD
19964732.800000
0.193809
Long
DBT
CORP
US
N
2
2024-01-09
None
0
N
N
N
N
N
N
WELLFLEET CLO LTD 2017-1A
N/A
WELLFLEET CLO LTD WELF 2017 1A A1RR 144A
94950GAL1
1688066.730000
PA
USD
1689535.690000
0.0164013
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
6.56743
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-ASHF
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF A 144A
61691KAA9
4331913.250000
PA
USD
4296782.730000
0.0417113
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
6.509
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 AF
3136ASK88
225304.250000
PA
USD
223739.560000
0.002172
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
5.4779
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
04273LAK1
15400000.000000
PA
USD
15346225.820000
0.148974
Long
DBT
CORP
US
N
2
2024-01-19
None
0
N
N
N
N
N
N
STARWOOD PROPERTY MORTGAGE TRUST 2021-LIH
N/A
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH A 144A
78486EAA6
17200000.000000
PA
USD
16823326.880000
0.163314
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
6.334
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSECURED 03/24 1.05
37045XDG8
882000.000000
PA
USD
874179.860000
0.0084862
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
04273LAC9
38600000.000000
PA
USD
38512777.900000
0.373865
Long
DBT
CORP
US
N
2
2024-01-12
None
0
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-4
N/A
GM FINANCIAL SECURITIZED TERM GMCAR 2022 4 A2B
36265QAC0
5884013.950000
PA
USD
5888331.640000
0.0571613
Long
ABS-O
CORP
US
N
2
2025-11-17
Floating
5.9881
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2021-R1
N/A
VERUS SECURITIZATION TRUST VERUS 2021 R1 A1 144A
92538BAA1
5429286.540000
PA
USD
4938678.290000
0.0479425
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC 2020-1A
N/A
CHESAPEAKE FUNDING II LLC CFII 2020 1A A1 144A
165183CJ1
1441632.440000
PA
USD
1431800.650000
0.0138993
Long
ABS-O
CORP
US
N
2
2032-08-15
Fixed
0.87
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL SR UNSECURED REGS 02/25 VAR
06675GAW5
3000000.000000
PA
USD
2985424.650000
0.0289812
Long
DBT
CORP
FR
N
2
2025-02-04
Floating
5.76468
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST 2023-4
N/A
HONDA AUTO RECEIVABLES OWNER T HAROT 2023 4 A2
438123AB7
31500000.000000
PA
USD
31708133.100000
0.307809
Long
ABS-O
CORP
US
N
2
2026-06-22
Fixed
5.87
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 DF
3136ASL61
2848010.790000
PA
USD
2793393.350000
0.027117
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
5.40617
N
N
N
N
N
N
SOUND POINT CLO XVII 2017-3A
N/A
SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A
83611GAL5
3525062.000000
PA
USD
3519540.410000
0.0341661
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
6.65743
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-129
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 129 FJ
38377MAP1
5355608.670000
PA
USD
5209969.320000
0.0505761
Long
ABS-MBS
USGSE
US
N
2
2040-10-20
Floating
6
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2023-P4
N/A
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A2 144A
14687NAB6
17600000.000000
PA
USD
17667657.920000
0.17151
Long
ABS-O
CORP
US
N
2
2027-01-11
Fixed
6.23
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D A2FX 144A
78471CAB5
789289.950000
PA
USD
759840.830000
0.0073762
Long
ABS-O
CORP
US
N
2
2040-09-25
Fixed
2.65
N
N
N
N
N
N
SARANAC CLO LTD 2018-6A
N/A
SARANAC CLO LTD SRANC 2018 6A A1R 144A
80317LAJ2
15607110.620000
PA
USD
15609540.180000
0.151531
Long
ABS-CBDO
CORP
JE
N
2
2031-08-13
Floating
6.78078
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 02/26 VAR
606822CW2
22463000.000000
PA
USD
22469582.110000
0.218125
Long
DBT
CORP
JP
N
2
2026-02-20
Floating
6.28298
N
N
N
N
N
N
ATLAS SENIOR LOAN FUND XIII
N/A
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A
04942VAW4
1782883.910000
PA
USD
1781963.820000
0.0172985
Long
ABS-CBDO
CORP
KY
N
2
2031-04-22
Floating
6.75354
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 01/24 0.55
63859UBG7
10950000.000000
PA
USD
10921807.360000
0.106024
Long
DBT
CORP
GB
N
2
2024-01-22
Fixed
0.55
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 10/25 VAR
06051GGT0
1000000.000000
PA
USD
980770.560000
0.0095209
Long
DBT
CORP
US
N
2
2025-10-01
Floating
3.093
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC COMPANY GUAR 144A 07/24 3.375
07274NAW3
7681000.000000
PA
USD
7574672.610000
0.0735316
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.375
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
04273LAB1
1300000.000000
PA
USD
1297275.340000
0.0125934
Long
DBT
CORP
US
N
2
2024-01-11
None
0
N
N
N
N
N
N
CHUGOKU ELECTRIC POWER CO INC
353800MV866ELME96Q46
CHUGOKU ELECTRIC POWER SR SECURED REGS 08/24 2.401
ACI1F2P70
11600000.000000
PA
USD
11340624.000000
0.11009
Long
DBT
CORP
JP
N
2
2024-08-27
Fixed
2.401
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PARTNERS
29277EA46
47700000.000000
PA
USD
47654395.460000
0.462608
Long
DBT
CORP
US
N
2
2024-01-04
None
0
N
N
N
N
N
N
MOUNTAIN VIEW CLO LLC 2017-2A
N/A
MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A
62432LAL5
14288231.350000
PA
USD
14284659.290000
0.138669
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
6.69548
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC SR UNSECURED 10/24 0.95
74762EAG7
21803000.000000
PA
USD
21021557.800000
0.204068
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 EF
3136ASL87
4764108.400000
PA
USD
4736641.410000
0.0459812
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
5.37232
N
N
N
N
N
N
CARLYLE US CLO LTD 2017-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A
14314BAL1
9096261.200000
PA
USD
9098131.300000
0.0883207
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.67743
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 09/24 5.72
3130AX3B2
37000000.000000
PA
USD
36998249.900000
0.359163
Long
DBT
USGSE
US
N
2
2024-09-27
Fixed
5.72
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 590330 GN 07/32 FIXED 7
36201QY31
539.980000
PA
USD
551.730000
0.0000054
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
7
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
04273LA47
33419000.000000
PA
USD
33386937.810000
0.324106
Long
DBT
CORP
US
N
2
2024-01-04
None
0
N
N
N
N
N
N
AREIT TRUST 2021-CRE5
N/A
AREIT CRE TRUST AREIT 2021 CRE5 A 144A
04002PAA2
21327471.550000
PA
USD
21156573.450000
0.205379
Long
ABS-MBS
CORP
KY
N
2
2038-11-17
Floating
6.55273
N
N
N
N
N
N
FANNIE MAE 2008-53
N/A
FANNIE MAE FNR 2008 53 LF
31397LC31
11194.340000
PA
USD
11193.410000
0.0001087
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
6.30191
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2
N/A
MERCEDES BENZ AUTO RECEIVABLES MBART 2023 2 A2
58769FAB1
35000000.000000
PA
USD
35275870.000000
0.342443
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.92
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SR SECURED 144A 05/24 VAR
04685A2X8
48439000.000000
PA
USD
48404269.240000
0.469887
Long
DBT
CORP
US
N
2
2024-05-24
Floating
6.052
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/24 3.4
44891ABB2
8165000.000000
PA
USD
8069235.160000
0.0783326
Long
DBT
CORP
US
N
2
2024-06-20
Fixed
3.4
N
N
N
N
N
N
FANNIE MAE REMICS 2014-42
N/A
FANNIE MAE FNR 2014 42 FA
3136AKPQ0
1948439.200000
PA
USD
1912897.720000
0.0185696
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Floating
5.35487
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
HALEON US CAPITAL LLC COMPANY GUAR 03/24 3.024
36264FAH4
32264000.000000
PA
USD
32066012.930000
0.311283
Long
DBT
CORP
US
N
2
2024-03-24
Fixed
3.024
N
N
N
N
N
N
FREDDIE MAC 3850
N/A
FREDDIE MAC FHR 3850 FC
3137A96V3
147760.470000
PA
USD
145906.330000
0.0014164
Long
ABS-MBS
USGSE
US
N
2
2041-04-15
Floating
5.87292
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSECURED 03/24 2.44
06418BAC2
4647000.000000
PA
USD
4619273.020000
0.0448419
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
2.44
N
N
N
N
N
N
BLACK HILLS CORPORATION
3MGELCRSTNSAMJ962671
BLACK HILLS CORP SR UNSECURED 08/24 1.037
092113AU3
35348000.000000
PA
USD
34320081.220000
0.333164
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.037
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 02/24 VAR
161175BP8
61246000.000000
PA
USD
61246000.000000
0.594549
Long
DBT
CORP
US
N
2
2024-02-01
Floating
7.28873
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1
44891ABY2
23729000.000000
PA
USD
22979034.280000
0.22307
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
1
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/24 3.428
55903VAW3
3000000.000000
PA
USD
2984480.760000
0.028972
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.428
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK HYNIX INC SR UNSECURED 144A 01/24 1
78392BAA5
3700000.000000
PA
USD
3692399.720000
0.0358442
Long
DBT
CORP
KR
N
2
2024-01-19
Fixed
1
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 385437 GN 02/24 FIXED 7
36205BEJ7
3.210000
PA
USD
3.200000
0
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Fixed
7
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2018-SUN
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2018 SUN A 144A
61691MAA5
2300000.000000
PA
USD
2281195.430000
0.0221448
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
6.55883
N
N
N
N
N
N
MADISON PARK FUNDING XXVI LTD 2017-26A
N/A
MADISON PARK FUNDING LTD MDPK 2017 26A AR 144A
55819YAA8
3857241.460000
PA
USD
3857276.100000
0.0374447
Long
ABS-CBDO
CORP
KY
N
2
2030-07-29
Floating
6.85159
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 402438 GN 09/24 FIXED 7
36205WBF2
2681.400000
PA
USD
2676.500000
0.000026
Long
ABS-MBS
USGSE
US
N
2
2024-09-15
Fixed
7
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC SR UNSECURED 11/24 VAR
071813DB2
38362000.000000
PA
USD
38274857.650000
0.371555
Long
DBT
CORP
US
N
2
2024-11-29
Floating
5.79302
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSECURED 04/24 VAR
0641593W4
18025000.000000
PA
USD
18027542.250000
0.175003
Long
DBT
CORP
CA
N
2
2024-04-15
Floating
5.80232
N
N
N
N
N
N
2024-02-21
PIMCO ETF Trust
/s/ Bijal Parikh
Bijal Parikh
Treasurer