0001752724-25-211230.txt : 20250828
0001752724-25-211230.hdr.sgml : 20250828
20250828120434
ACCESSION NUMBER: 0001752724-25-211230
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20250630
FILED AS OF DATE: 20250828
DATE AS OF CHANGE: 20250828
PERIOD START: 20250630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SSGA Active Trust
CENTRAL INDEX KEY: 0001516212
ORGANIZATION NAME:
EIN: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22542
FILM NUMBER: 251270242
BUSINESS ADDRESS:
STREET 1: ONE IRON STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 6176643920
MAIL ADDRESS:
STREET 1: ONE IRON STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: SSgA Active Trust
DATE OF NAME CHANGE: 20141208
FORMER COMPANY:
FORMER CONFORMED NAME: SSgA Active ETF Trust
DATE OF NAME CHANGE: 20110322
0001516212
S000052162
SPDR DoubleLine Short Duration Total Return Tactical ETF
C000164160
SPDR DoubleLine Short Duration Total Return Tactical ETF
STOT
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001516212
XXXXXXXX
S000052162
C000164160
SSGA Active Trust
811-22542
0001516212
549300MAXSRPQ75ICU67
One Iron Street
Boston
02210
617-664-8594
SPDR DoubleLine Short Duration Total Return Tactical ETF
S000052162
549300JKQUMR3G362R19
2025-06-30
2025-06-30
N
258126866.02
4057081.98
254069784.04
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2967074.42000000
0.00000000
0.00000000
4844.73000000
USD
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust
92925GAC7
1387455.15000000
PA
USD
1209819.73000000
0.476176155528
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
4.47000000
N
N
N
N
N
N
Bridge Street CLO Ltd
N/A
Bridge Street CLO I Ltd
10805YAL5
1000000.00000000
PA
USD
1002900.00000000
0.394734070322
Long
ABS-CBDO
CORP
KY
N
2
2037-07-20
Floating
5.82000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2020-FL4 Ltd
58003UAA6
117549.23000000
PA
USD
117647.15000000
0.046305053725
Long
ABS-CBDO
CORP
US
N
2
2035-12-15
Floating
6.13000000
N
N
N
N
N
N
COLOSSUS ACQUIRECO LLC
2549009FT92RXWA46910
COLOSSUS ACQUIRECO LLC TERM LOAN B
000000000
145000.00000000
PA
USD
144220.63000000
0.056764180181
Long
LON
CORP
US
N
2
2032-06-11
None
0.00000000
N
N
N
N
N
N
Affirm Master Trust
N/A
Affirm Master Trust
00833BAC2
200000.00000000
PA
USD
200944.30000000
0.079090199867
Long
ABS-O
CORP
US
N
2
2033-02-15
Fixed
5.28000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
91282CFR7
498097.20000000
PA
USD
504313.69000000
0.198494162501
Long
DBT
UST
US
N
2
2027-10-15
Fixed
1.63000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361A24
485000.00000000
PA
USD
487735.40000000
0.191969069381
Long
DBT
CORP
US
N
2
2028-07-10
Fixed
4.95000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc 2023 Term Loan B
46284NAV1
157095.95000000
PA
USD
157161.14000000
0.061857469826
Long
LON
US
N
2
2031-01-31
Floating
6.33000000
N
N
N
N
N
N
Verus Securitization Trust
213800D3C9UXVQ7TZF09
Verus Securitization Trust 2023-INV2
92540BAA7
863050.17000000
PA
USD
868150.17000000
0.341697527425
Long
ABS-MBS
CORP
US
N
2
2068-08-25
Variable
6.44000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
254900S0KCA0ULKWBW61
Pret 2025-NPL2 LLC
69392JAA7
968556.77000000
PA
USD
964743.56000000
0.379715975925
Long
ABS-O
CORP
US
N
2
2055-03-25
Variable
5.84000000
N
N
N
N
N
N
Greystone Commercial Real Estate Notes
N/A
Greystone CRE Notes 2021-FL3 Ltd
39809PAA3
138308.15000000
PA
USD
138046.33000000
0.054334021072
Long
ABS-CBDO
CORP
KY
N
2
2039-07-15
Floating
5.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H4YN4
761168.18000000
PA
USD
649054.00000000
0.255462884912
Long
ABS-MBS
USGSE
US
N
2
2047-12-25
Fixed
2.00000000
N
N
N
N
N
N
Steele Creek CLO Ltd
N/A
Steele Creek CLO 2019-2 LTD
85817EAU7
919450.61000000
PA
USD
919199.60000000
0.361790207943
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
5.26000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BW7
488000.00000000
PA
USD
489947.12000000
0.192839586120
Long
DBT
CORP
US
N
2
2027-04-04
Floating
5.40000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAG4
10000.00000000
PA
USD
10005.40000000
0.003938051916
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.55000000
N
N
N
N
N
N
Flutter Financing BV
635400VFWPBIKJK6GN11
Flutter Financing BV 2024 Term Loan B
000000000
231529.91000000
PA
USD
231240.50000000
0.091014561559
Long
LON
CORP
NL
N
2
2030-11-30
Floating
6.05000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PAX0
339853.78000000
PA
USD
217.76000000
0.000085708735
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.86000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300RVQJTKIK3XGD11
Wells Fargo Commercial Mortgage Trust 2018-C43
95001LAT9
159449.32000000
PA
USD
156490.13000000
0.061593365221
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Fixed
3.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RBC6
2101867.22000000
PA
USD
84230.67000000
0.033152572754
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Variable
1.24000000
N
N
N
N
N
N
CEDR TRUST
N/A
CEDR Commercial Mortgage Trust 2022-SNAI
12524AAA7
200000.00000000
PA
USD
194611.36000000
0.076597601220
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
5.30000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2025-C64
95004BAS0
69782.59000000
PA
USD
69953.49000000
0.027533179620
Long
ABS-MBS
CORP
US
N
2
2058-02-15
Fixed
5.02000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
846000.00000000
PA
USD
831595.77000000
0.327309984200
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.12000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2017-PFHP
12595KAA9
129024.40000000
PA
USD
128624.09000000
0.050625496646
Long
ABS-MBS
CORP
US
N
2
2030-12-15
Floating
5.31000000
N
N
N
N
N
N
VASA Trust
N/A
VASA Trust 2021-VASA
92230AAA4
315000.00000000
PA
USD
305663.37000000
0.120306856305
Long
ABS-MBS
CORP
US
N
2
2039-07-15
Floating
5.33000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
168000.00000000
PA
USD
166792.08000000
0.065648137038
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.56000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAW3
284000.00000000
PA
USD
286044.80000000
0.112585131317
Long
DBT
CORP
US
N
2
2029-03-04
Fixed
4.79000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BVPV4
644480.74000000
PA
USD
641293.36000000
0.252408354036
Long
ABS-MBS
USGSE
US
N
2
2055-04-25
Floating
5.51000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS Trust 2024-3AL
00092KAA2
277074.08000000
PA
USD
277445.15000000
0.109200372271
Long
ABS-O
CORP
US
N
2
2031-12-26
Fixed
5.01000000
N
N
N
N
N
N
Reach Financial LLC
N/A
Reach ABS Trust 2025-1
75525PAA0
537959.48000000
PA
USD
537253.28000000
0.211458943073
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
4.96000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31427MG96
628416.71000000
PA
USD
633666.50000000
0.249406477985
Long
ABS-MBS
USGSE
US
N
2
2055-02-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCP4
18450000.00000000
PA
USD
17798484.38000000
7.005352662163
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.63000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2021-FL9 Ltd
05493NAA0
22956.86000000
PA
USD
22879.79000000
0.009005317214
Long
ABS-CBDO
CORP
KY
N
2
2038-11-16
Floating
5.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAS2
167000.00000000
PA
USD
168389.44000000
0.066276846196
Long
DBT
CORP
US
N
2
2028-03-06
Fixed
4.45000000
N
N
N
N
N
N
Peace Park CLO, Ltd.
549300XHXTUZ93V6SK42
Peace Park CLO Ltd
70470MAC9
1000000.00000000
PA
USD
1001787.00000000
0.394296001700
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.66000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-BXMF
05609RAA2
242407.79000000
PA
USD
242146.21000000
0.095306968876
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Floating
5.06000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-PSB
05606DAS7
85990.35000000
PA
USD
85940.35000000
0.033825490238
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
6.76000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS Commercial Mortgage Trust 2014-C23
92939HBA2
199734.88000000
PA
USD
195185.07000000
0.076823409260
Long
ABS-MBS
CORP
US
N
2
2057-10-15
Variable
4.21000000
N
N
N
N
N
N
ACREC LLC
N/A
Acrec 2025 Fl 3 LLC
00112HAA5
210000.00000000
PA
USD
209217.75000000
0.082346568991
Long
ABS-CBDO
CORP
US
N
2
2042-08-18
Floating
5.62000000
N
N
N
N
N
N
Six Flags Entertainment Corporation
529900AS2CYWYFHRS781
Six Flags Entertainment Corporation 2024 Term Loan B
15018LAN1
69475.00000000
PA
USD
69622.63000000
0.027402955555
Long
LON
CORP
US
N
2
2031-05-01
Floating
6.33000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZE3
3000000.00000000
PA
USD
2841796.89000000
1.118510373336
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.63000000
N
N
N
N
N
N
Allegro CLO Ltd
N/A
Allegro CLO XV Ltd
01749WAL7
1000000.00000000
PA
USD
996987.00000000
0.392406756973
Long
ABS-CBDO
CORP
JE
N
2
2038-04-20
Floating
5.49000000
N
N
N
N
N
N
1011778 BC Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 BC Unlimited Liability Company 2024 Term Loan B6
000000000
189600.64000000
PA
USD
189028.05000000
0.074400051432
Long
LON
CORP
CA
N
2
2030-09-20
Floating
6.08000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-LGCY
12434DAG7
210000.00000000
PA
USD
209498.57000000
0.082457097679
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.28000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAK8
295000.00000000
PA
USD
297492.75000000
0.117090960313
Long
DBT
CORP
US
N
2
2027-08-09
Fixed
4.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WF5YRKNHB1FX69
GS Mortgage Securities Trust 2013-GC13
36198EAP0
138198.61000000
PA
USD
136626.28000000
0.053775099827
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
4.01000000
N
N
N
N
N
N
PFP III
N/A
PFP 2024-11 Ltd
69291WAA0
608129.29000000
PA
USD
609538.93000000
0.239910043731
Long
ABS-CBDO
CORP
KY
N
2
2039-09-17
Floating
6.14000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2022-CRE6 Trust
04002VAA9
254306.47000000
PA
USD
254467.19000000
0.100156416065
Long
ABS-CBDO
CORP
KY
N
2
2037-01-20
Floating
5.55000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AY9
316000.00000000
PA
USD
325293.56000000
0.128033154839
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FUY81
680190.20000000
PA
USD
654600.17000000
0.257645816669
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Floating
4.77000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810PS1
668039.40000000
PA
USD
679338.66000000
0.267382704545
Long
DBT
UST
US
N
2
2027-01-15
Fixed
2.38000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2023-4CP
00092CAC6
29614.75000000
PA
USD
29663.91000000
0.011675496994
Long
ABS-O
CORP
US
N
2
2030-11-25
Fixed
7.71000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES
46651CAA6
207837.25000000
PA
USD
201270.54000000
0.079218605534
Long
ABS-MBS
CORP
US
N
2
2032-05-05
Fixed
3.81000000
N
N
N
N
N
N
Exeter Select Automobile Receivables Trust
N/A
Exeter Select Automobile Receivables Trust 2025-1
30185AAB7
1000000.00000000
PA
USD
1001257.67000000
0.394087661302
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.83000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
54930025J96YEH8FQE77
CSAIL 2015-C4 Commercial Mortgage Trust
12635RAX6
359034.84000000
PA
USD
357756.59000000
0.140810364897
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.81000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BK5
220000.00000000
PA
USD
221141.80000000
0.087039787448
Long
DBT
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN NATIONAL GROUP
549300RK5RZQ740FPL83
American National Group Inc
025676AN7
148000.00000000
PA
USD
151596.40000000
0.059667229053
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.75000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAJ1
198000.00000000
PA
USD
200170.08000000
0.078785472564
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
2574116.84000000
PA
USD
128616.75000000
0.050622607676
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.70000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABD3
29000.00000000
PA
USD
27967.31000000
0.011007727701
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.88000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
68000.00000000
PA
USD
69047.20000000
0.027176470535
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.13000000
N
N
N
N
N
N
Washington Mutual Asset-Backed CTFS
N/A
Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust
93934XAC7
252651.32000000
PA
USD
84282.02000000
0.033172783736
Long
ABS-O
CORP
US
N
2
2036-10-25
Floating
4.13000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2024-2PL
00092HAA9
91348.49000000
PA
USD
91506.38000000
0.036016238745
Long
ABS-O
CORP
US
N
2
2031-10-27
Fixed
5.07000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AQ7
1003000.00000000
PA
USD
975246.99000000
0.383850048790
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XPPG8
615875.61000000
PA
USD
621947.79000000
0.244794079843
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-VIEW
05606GAA9
269000.00000000
PA
USD
267623.81000000
0.105334765017
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Floating
5.71000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAS4
489000.00000000
PA
USD
502026.96000000
0.197594122377
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.20000000
N
N
N
N
N
N
Dynasty Acquisition Co Inc
549300L1RCRPOAUCB870
Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1
26812CAN6
176962.76000000
PA
USD
177243.25000000
0.069761640751
Long
LON
CORP
US
N
2
2031-10-31
Floating
6.33000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
33000.00000000
PA
USD
32555.82000000
0.012813731519
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-41CB
02149CAC5
223868.28000000
PA
USD
111172.42000000
0.043756647576
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599CB8
487000.00000000
PA
USD
498473.72000000
0.196195593223
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.25000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS RIALTO
30319YAA6
156092.30000000
PA
USD
154940.81000000
0.060983564253
Long
ABS-CBDO
CORP
US
N
2
2038-05-16
Floating
5.65000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAN2
116000.00000000
PA
USD
118118.16000000
0.046490439800
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZV5
9060000.00000000
PA
USD
8501535.98000000
3.346142089317
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
AMRIZE FINANCE US LLC
529900FB2F1WKLFNGY62
Amrize Finance US LLC
43475RAB2
272000.00000000
PA
USD
274434.40000000
0.108015363195
Long
DBT
CORP
US
N
2
2028-04-07
Fixed
4.70000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS12
61691EBB0
1213728.59000000
PA
USD
7584.59000000
0.002985238889
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.77000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS1
52474JAA4
318996.95000000
PA
USD
318973.06000000
0.125545452484
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
5.89000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAE5
200000.00000000
PA
USD
199601.34000000
0.078561620680
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EVE7
663342.07000000
PA
USD
666314.81000000
0.262256612889
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
5.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAQ5
818000.00000000
PA
USD
884986.02000000
0.348323994269
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-V Ltd
12565EAJ0
1000000.00000000
PA
USD
1002050.00000000
0.394399516568
Long
ABS-CBDO
CORP
KY
N
2
2038-01-15
Floating
5.52000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BE9
243000.00000000
PA
USD
240327.00000000
0.094590941188
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
4.20000000
N
N
N
N
N
N
Carval CLO LTD
2549009HBUYMF23IOB57
CarVal CLO IX-C Ltd
14688HAA0
500000.00000000
PA
USD
501029.00000000
0.197201332654
Long
ABS-CBDO
CORP
JE
N
2
2037-04-20
Floating
5.95000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2025-5C34
07337BAG9
5299841.77000000
PA
USD
263129.72000000
0.103565924218
Long
ABS-MBS
CORP
US
N
2
2058-05-15
Variable
1.39000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P5
14687RAB7
20916.60000000
PA
USD
20922.55000000
0.008234961933
Long
ABS-O
CORP
US
N
2
2027-04-12
Fixed
5.77000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBT5
660000.00000000
PA
USD
656759.40000000
0.258495673730
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.55000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448BE2
240000.00000000
PA
USD
241833.60000000
0.095183927877
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.70000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AQ2
205000.00000000
PA
USD
205237.80000000
0.080780089917
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
4.65000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C16
90276YAC7
289631.97000000
PA
USD
285255.19000000
0.112274346624
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.46000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2025-A
567920AB9
300000.00000000
PA
USD
303799.12000000
0.119573101204
Long
ABS-O
CORP
US
N
2
2038-05-20
Fixed
5.33000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AW6
456000.00000000
PA
USD
477349.92000000
0.187881420769
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.88000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAH5
606000.00000000
PA
USD
605739.42000000
0.238414584516
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
4.26000000
N
N
N
N
N
N
Bank5
N/A
BANK5 Trust 2025-5YR13
06650CAM5
7597550.19000000
PA
USD
322942.23000000
0.127107688629
Long
ABS-MBS
CORP
US
N
2
2058-01-15
Variable
1.28000000
N
N
N
N
N
N
Shackleton CLO LTD
549300S9WB2KLCOJR134
Shackleton 2013-III CLO Ltd
81881QAS5
26904.54000000
PA
USD
26893.78000000
0.010585194182
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.64000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PBA9
92000.00000000
PA
USD
92555.68000000
0.036429235514
Long
DBT
CORP
US
N
2
2027-02-19
Fixed
4.70000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900O44XNRXAW7W466
OBX 2023-NQM10 Trust
67449CAA9
541692.10000000
PA
USD
546519.34000000
0.215105996199
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
6.47000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCN8
840000.00000000
PA
USD
852272.40000000
0.335448153829
Long
DBT
US
N
2
2030-03-15
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BWKS4
986955.39000000
PA
USD
991165.15000000
0.390115319594
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
5.81000000
N
N
N
N
N
N
DELTA 2 LUX SARL
549300BBG8Z3D6QSYP53
DELTA 2 LUX SARL 2024 TERM LOAN B2
000000000
16666.67000000
PA
USD
16714.59000000
0.006578739799
Long
LON
CORP
LU
N
2
2031-09-30
None
0.00000000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC 2025 Incremental Term Loan B
03765VAQ3
309225.00000000
PA
USD
307131.55000000
0.120884721164
Long
LON
CORP
US
N
2
2032-03-07
None
0.00000000
N
N
N
N
N
N
ACREC LLC
N/A
ACREC 2023-FL2 LLC
00501BAA7
171838.62000000
PA
USD
172060.64000000
0.067721803539
Long
ABS-CBDO
CORP
US
N
2
2038-02-19
Floating
6.54000000
N
N
N
N
N
N
MTN Commercial Mortgage Trust 2022-LPFL
N/A
MTN Commercial Mortgage Trust 2022-LPFL
62475WAA3
280000.00000000
PA
USD
279761.00000000
0.110111873813
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
5.72000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAS0
230000.00000000
PA
USD
239724.40000000
0.094353762257
Long
DBT
CORP
KY
N
2
2028-05-04
Fixed
6.38000000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE Inc 2025 Term Loan
00186XAN3
135651.50000000
PA
USD
135835.31000000
0.053463779848
Long
LON
CORP
US
N
2
2029-01-03
Floating
6.08000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAZ4
525000.00000000
PA
USD
534560.25000000
0.210398986254
Long
DBT
CORP
KY
N
2
2030-05-30
Fixed
5.38000000
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABA9
236000.00000000
PA
USD
238723.44000000
0.093959791756
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
5.13000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AV2
80000.00000000
PA
USD
78407.20000000
0.030860497755
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.90000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2022-Fl4 Issuer LLC
30326MAC9
250000.00000000
PA
USD
250204.25000000
0.098478554207
Long
ABS-CBDO
CORP
US
N
2
2039-01-19
Floating
6.70000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FCB5
204000.00000000
PA
USD
203251.32000000
0.079998225986
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.35000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR5
46591EAY3
1020882.22000000
PA
USD
40634.75000000
0.015993539000
Long
ABS-MBS
CORP
US
N
2
2052-06-13
Variable
1.61000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36266GAA5
638000.00000000
PA
USD
647117.02000000
0.254700503818
Long
DBT
CORP
US
N
2
2029-08-14
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac - STACR
529900MBUPRSJMB6GN48
Freddie Mac Stacr Remic Trust 2025-Hqa1
35564NGY3
1950000.00000000
PA
USD
1946967.26000000
0.766312006505
Long
ABS-MBS
USGSE
US
N
2
2045-02-25
Floating
5.26000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WFF5
36000.00000000
PA
USD
36521.64000000
0.014374649129
Long
DBT
CORP
US
N
2
2029-01-29
Fixed
4.70000000
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT 2021-FL3 Ltd
36264BAA8
95890.08000000
PA
USD
94127.14000000
0.037047750623
Long
ABS-CBDO
CORP
KY
N
2
2035-07-16
Floating
5.93000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCZ2
10000000.00000000
PA
USD
9632421.90000000
3.791250477263
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.88000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2025-1
69544NAC1
499957.31000000
PA
USD
497425.84000000
0.195783155356
Long
ABS-O
CORP
US
N
2
2032-07-15
Fixed
5.63000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-XL2
05609KAG4
126000.00000000
PA
USD
125885.37000000
0.049547556580
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
5.82000000
N
N
N
N
N
N
Oak Hill Credit
N/A
OHA Credit Funding 7 Ltd
67098WAY7
1000000.00000000
PA
USD
1001900.00000000
0.394340477670
Long
ABS-CBDO
CORP
KY
N
2
2038-07-19
Floating
0.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AF4
50000.00000000
PA
USD
52361.50000000
0.020609101628
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.35000000
N
N
N
N
N
N
Corpay Technologies Operating Company LLC
549300FKKKZCXLK48427
Corpay Technologies Operating Company LLC Term Loan B5
33903RAZ2
129504.36000000
PA
USD
129666.24000000
0.051035679228
Long
LON
CORP
US
N
2
2028-04-28
Floating
6.08000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2024-1 Ltd
92920DAA3
500000.00000000
PA
USD
501900.00000000
0.197544151854
Long
ABS-CBDO
CORP
KY
N
2
2037-04-15
Floating
5.78000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ARSE9
175060.77000000
PA
USD
170625.98000000
0.067157131905
Long
ABS-MBS
USGSE
US
N
2
2046-03-25
Floating
4.87000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2024-WOLF
39152MAA3
200000.00000000
PA
USD
199883.96000000
0.078672857835
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
5.85000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust 2018-2
92259BAA8
134126.81000000
PA
USD
130905.43000000
0.051523415306
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
4.05000000
N
N
N
N
N
N
Walker & Dunlop, Inc.
N/A
Walker & Dunlop Inc 2025 Term Loan B
93148QAK6
19950.00000000
PA
USD
20049.75000000
0.007891434267
Long
LON
CORP
US
N
2
2032-03-14
Floating
6.31000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-CIP
12434FAA5
219911.27000000
PA
USD
219794.46000000
0.086509484325
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
5.35000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2022-FL8 Ltd
55284JAA7
252671.25000000
PA
USD
252669.99000000
0.099449051352
Long
ABS-CBDO
CORP
KY
N
2
2037-02-19
Floating
5.67000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B2EN8
139321.93000000
PA
USD
134374.57000000
0.052888843318
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Floating
4.72000000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AK9
18000.00000000
PA
USD
17817.48000000
0.007012829198
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.38000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C7
90276WAQ0
380564.81000000
PA
USD
376934.97000000
0.148358834335
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.59000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
4659802.01000000
NS
USD
4659802.01000000
1.834063829198
Long
STIV
RF
US
N
1
N
N
N
BrightSpire Capital, Inc
N/A
BRSP 2021-FL1 Ltd
05591XAA9
144683.47000000
PA
USD
143257.18000000
0.056384973341
Long
ABS-CBDO
CORP
KY
N
2
2038-08-19
Floating
5.58000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680CQ4
480000.00000000
PA
USD
490204.80000000
0.192941007074
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C51
95001VAV2
862862.11000000
PA
USD
36075.41000000
0.014199016280
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Variable
1.41000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-LBA3 Mortgage Trust
05609PAA6
210000.00000000
PA
USD
209541.99000000
0.082474187472
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.12000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797PG6
6000000.00000000
PA
USD
5979266.46000000
2.353395340808
Long
STIV
UST
US
N
2
2025-07-31
None
0.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-RISE
12434EAC4
194425.69000000
PA
USD
194091.72000000
0.076393074734
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
5.68000000
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Company LLC 1st Lien Term Loan B3
88233FAK6
104915.14000000
PA
USD
105304.90000000
0.041447234820
Long
LON
CORP
US
N
2
2030-12-20
Floating
6.08000000
N
N
N
N
N
N
VIDEOTRON LTD / LTEE
549300LW4GNJRBECSD81
Videotron Ltd
92660FAK0
651000.00000000
PA
USD
651071.61000000
0.256257001382
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
5.13000000
N
N
N
N
N
N
Lamar Media Corporation
N/A
Lamar Media Corporation 2020 Term Loan B
513076BB4
175000.00000000
PA
USD
175109.38000000
0.068921765199
Long
LON
CORP
US
N
2
2027-02-05
Floating
5.93000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AY1
562000.00000000
PA
USD
569339.72000000
0.224087930074
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.80000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PBB7
277000.00000000
PA
USD
283922.23000000
0.111749703363
Long
DBT
CORP
US
N
2
2030-02-19
Fixed
5.05000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
03836WAB9
10000.00000000
PA
USD
9694.00000000
0.003815487164
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140W1TA1
1023593.92000000
PA
USD
1025248.04000000
0.403530094644
Long
ABS-MBS
USGSE
US
N
2
2055-04-01
Fixed
5.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-STAR
36264LAA6
210000.00000000
PA
USD
208957.36000000
0.082244081400
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
5.38000000
N
N
N
N
N
N
KREF 2022-Fl3 Ltd
549300DG0FGL1EU1CT79
KREF 2022-FL3 Ltd
48275EAA4
153627.63000000
PA
USD
153579.08000000
0.060447597332
Long
ABS-CBDO
CORP
KY
N
2
2039-02-17
Floating
5.77000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-21M
05609CAA5
53850.71000000
PA
USD
53824.43000000
0.021184900126
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.16000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBJ9
15500000.00000000
PA
USD
14379882.89000000
5.659816236839
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2022-FL11 LLC
054980AA5
166679.30000000
PA
USD
166640.30000000
0.065588397545
Long
ABS-CBDO
CORP
US
N
2
2039-03-19
Floating
6.12000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3M3
482000.00000000
PA
USD
484646.18000000
0.190753175089
Long
DBT
CORP
US
N
2
2028-04-22
Floating
5.42000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-XL2
05609KAA7
246070.71000000
PA
USD
245653.37000000
0.096687361280
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
5.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140W0V28
975926.93000000
PA
USD
977655.29000000
0.384797937973
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
5.50000000
N
N
N
N
N
N
WELLFLEET CLO LTD
254900T94H3OWOGPUI54
Wellfleet CLO 2020-2 Ltd
94950AAN0
1000000.00000000
PA
USD
999600.00000000
0.393435214571
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
5.74000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEU6
381000.00000000
PA
USD
386071.11000000
0.151954751903
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.92000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAD9
270000.00000000
PA
USD
266204.58000000
0.104776166518
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Fixed
3.84000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2024-P3
146919AD7
300000.00000000
PA
USD
299613.36000000
0.117925616826
Long
ABS-O
CORP
US
N
2
2030-09-10
Fixed
4.31000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp
92338CAB9
509000.00000000
PA
USD
515102.91000000
0.202740720210
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
5.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2025-NQM2
36272EAC8
600000.00000000
PA
USD
602165.52000000
0.237007923738
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
5.90000000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-IND
78473JAG7
200000.00000000
PA
USD
199128.75000000
0.078375612728
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
5.52000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
307000.00000000
PA
USD
295398.47000000
0.116266667095
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AY7
632000.00000000
PA
USD
648292.96000000
0.255163345161
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.20000000
N
N
N
N
N
N
Trestles CLO LTD
254900837GHK5VH7YU15
Trestles CLO VI Ltd
894940AQ8
500000.00000000
PA
USD
498765.00000000
0.196310238891
Long
ABS-CBDO
CORP
KY
N
2
2038-04-25
Floating
5.45000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAA8
257318.33000000
PA
USD
257229.82000000
0.101243766932
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
5.51000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2024-X1
00834XAA7
50961.19000000
PA
USD
51004.19000000
0.020074874386
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
6.27000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2025-1 Trust
83406YAB7
750000.00000000
PA
USD
757586.28000000
0.298180392785
Long
ABS-O
CORP
US
N
2
2034-02-27
Fixed
5.12000000
N
N
N
N
N
N
TTAN
N/A
TTAN 2021-MHC
87303TAG2
261475.13000000
PA
USD
261350.40000000
0.102865596941
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
5.53000000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP 2024-FL2 Ltd
05613BAA1
219000.00000000
PA
USD
218973.94000000
0.086186533683
Long
ABS-CBDO
CORP
KY
N
2
2037-08-19
Floating
6.26000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2025-ROIC
05593VAJ2
230000.00000000
PA
USD
227816.22000000
0.089666790114
Long
ABS-MBS
CORP
US
N
2
2030-03-15
Floating
5.86000000
N
N
N
N
N
N
Verus Securitization Trust
2138005NRONUFED1TZ38
Verus Securitization Trust 2024-3
92540MAA3
407256.28000000
PA
USD
410609.46000000
0.161612866146
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.34000000
N
N
N
N
N
N
Axalta Coating Systems U.S. Holdings, Inc.
549300NZ43V4QV4UGN28
Axalta Coating Systems US Holdings Inc 2024 Term Loan B
90347BAP3
49784.31000000
PA
USD
50012.57000000
0.019684580041
Long
LON
CORP
US
N
2
2029-12-20
Floating
6.05000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBN5
309000.00000000
PA
USD
314058.33000000
0.123611050871
Long
DBT
CORP
US
N
2
2029-03-20
Fixed
5.47000000
N
N
N
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611AJ8
52000.00000000
PA
USD
52787.80000000
0.020776890175
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
4.88000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BT7
238000.00000000
PA
USD
244497.40000000
0.096232379983
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.50000000
N
N
N
N
N
N
Verus Securitization Trust
213800278TKDEXPH6140
Verus Securitization Trust 2024-6
92540JAC6
259699.95000000
PA
USD
260728.90000000
0.102620979108
Long
ABS-MBS
CORP
US
N
2
2069-07-25
Variable
6.15000000
N
N
N
N
N
N
Space Coast Credit Union
N/A
SCCU Auto Receivables Trust 2024-1
78436RAC4
223252.08000000
PA
USD
223643.16000000
0.088024304363
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
5.45000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
HERC HOLDINGS INC TERM LOAN B
000000000
20000.00000000
PA
USD
20100.00000000
0.007911212297
Long
LON
CORP
US
N
2
2032-06-02
Floating
6.32000000
N
N
N
N
N
N
Upgrade Master Pass-Thru Trust
N/A
Upgrade Master Pass-Thru Trust Series 2025-ST4
91533MAA4
1000000.00000000
PA
USD
1000241.00000000
0.393687507461
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
5.50000000
N
N
N
N
N
N
Laurel Road Prime Student Loan Trust
N/A
Laurel Road Prime Student Loan Trust 2019-A
51889RAA7
2074.60000000
PA
USD
2074.60000000
0.000816547315
Long
ABS-O
CORP
US
N
2
2048-10-25
Fixed
2.34000000
N
N
N
N
N
N
ReadyCap Commercial Mortgage Trust
N/A
Ready Capital Mortgage Financing 2021-FL7 LLC
75575WAA4
120293.98000000
PA
USD
120228.66000000
0.047321117091
Long
ABS-CBDO
CORP
US
N
2
2036-11-25
Floating
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398SXN8
97749.63000000
PA
USD
96874.36000000
0.038129036227
Long
ABS-MBS
USGSE
US
N
2
2040-12-25
Floating
4.89000000
N
N
N
N
N
N
Verus Securitization Trust
984500BADC7CFE3B0756
Verus Securitization Trust 2023-5
924934AA0
662595.24000000
PA
USD
666126.62000000
0.262182542688
Long
ABS-MBS
CORP
US
N
2
2068-06-25
Variable
6.48000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ADG9
344000.00000000
PA
USD
341062.24000000
0.134239591413
Long
DBT
CORP
US
N
2
2029-09-26
Fixed
4.55000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807CN0
524000.00000000
PA
USD
528747.44000000
0.208111106953
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.65000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2021-FL3
30323CAA8
165586.45000000
PA
USD
164925.26000000
0.064913370404
Long
ABS-CBDO
CORP
KY
N
2
2036-11-16
Floating
5.68000000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization
N/A
Credit-Based Asset Servicing and Securitization LLC
17307GLP1
419650.01000000
PA
USD
378819.03000000
0.149100386506
Long
ABS-O
CORP
US
N
2
2034-10-25
Floating
3.58000000
N
N
N
N
N
N
ATLASSIAN CORPORATION
549300V7ZY5P02D2MY38
Atlassian Corp
049468AA9
233000.00000000
PA
USD
239169.84000000
0.094135491516
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAZ5
342000.00000000
PA
USD
339660.72000000
0.133687963440
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.35000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2025-CRE10 Ltd
00193DAA6
320000.00000000
PA
USD
315958.72000000
0.124359030411
Long
ABS-CBDO
CORP
KY
N
2
2029-12-17
Floating
5.70000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BS4
111000.00000000
PA
USD
111972.36000000
0.044071498081
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.55000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2021-4 CLO Ltd
97316UAJ7
1500000.00000000
PA
USD
1500000.00000000
0.590388977448
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
0.00000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BF9
14000.00000000
PA
USD
13624.52000000
0.005362510954
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
Merit
N/A
MHP 2022-MHIL
55293DAA9
79657.87000000
PA
USD
79444.71000000
0.031268854067
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
5.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BHKL0
308797.14000000
PA
USD
292900.41000000
0.115283449036
Long
ABS-MBS
USGSE
US
N
2
2043-12-15
Fixed
2.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549008GB179CC65SK60
OBX 2025-NQM7 Trust
67121DAA2
3868082.56000000
PA
USD
3890378.23000000
1.531224283399
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
5.56000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2025-NQM2 Trust
693983AA6
3817654.65000000
PA
USD
3817857.79000000
1.502680771121
Long
ABS-MBS
CORP
US
N
2
2070-04-25
Variable
5.69000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDZ9
191000.00000000
PA
USD
195645.12000000
0.077004481559
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.88000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BA1
238000.00000000
PA
USD
237716.78000000
0.093563577777
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
115000.00000000
PA
USD
115615.25000000
0.045505312816
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
131000.00000000
PA
USD
131085.15000000
0.051594151778
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
BLP Commercial Mortgage Trust
N/A
BLP Commercial Mortgage Trust 2024-IND2
05625AAA9
237206.85000000
PA
USD
237437.54000000
0.093453670965
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Floating
5.65000000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP
78472UAA6
151830.15000000
PA
USD
151736.52000000
0.059722379256
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
5.16000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAN3
483000.00000000
PA
USD
491689.17000000
0.193525244199
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.05000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR4
48128YAX9
387709.09000000
PA
USD
385086.79000000
0.151567330784
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Fixed
3.94000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-CX10 Commercial Mortgage Trust
12595JAN4
715040.42000000
PA
USD
10348.46000000
0.004073077811
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.98000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
784400.00000000
PA
USD
786039.40000000
0.309379331733
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2024-1
57108VAA0
92510.25000000
PA
USD
92624.34000000
0.036456259586
Long
ABS-O
CORP
US
N
2
2034-07-17
Fixed
5.95000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2022-6 Ltd
05685LAN4
500000.00000000
PA
USD
500900.00000000
0.197150559202
Long
ABS-CBDO
CORP
JE
N
2
2038-01-22
Floating
5.64000000
N
N
N
N
N
N
Marble Point CLO XXI Ltd.
N/A
Marble Point CLO XXI Ltd
56606KAA3
2000000.00000000
PA
USD
2004058.00000000
0.788782502245
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Floating
5.78000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation 2024 Term Loan B10
13134MBW2
112435.32000000
PA
USD
112550.00000000
0.044298852941
Long
LON
CORP
US
N
2
2031-01-31
Floating
6.08000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2025-C64
95004BAX9
2242658.93000000
PA
USD
159046.30000000
0.062599454949
Long
ABS-MBS
CORP
US
N
2
2058-02-15
Variable
1.24000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A4C2
763000.00000000
PA
USD
760794.93000000
0.299443293847
Long
DBT
CORP
US
N
2
2029-10-08
Fixed
4.72000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AB7
75000.00000000
PA
USD
74946.75000000
0.029498490063
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
ACREC 2021-FL1 Ltd.
N/A
ACREC 2021-FL1 Ltd
00500RAA3
184792.09000000
PA
USD
184348.96000000
0.072558395992
Long
ABS-CBDO
CORP
KY
N
2
2036-10-16
Floating
5.58000000
N
N
N
N
N
N
Froneri Lux Finco Sarl
N/A
Froneri Lux Finco Sarl 2024 USD Term Loan B4
000000000
179696.63000000
PA
USD
178125.18000000
0.070108761918
Long
LON
CORP
US
N
2
2031-09-30
Floating
6.24000000
N
N
N
N
N
N
American Homes 4 Rent
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAA5
167000.00000000
PA
USD
166029.73000000
0.065348081680
Long
DBT
US
N
2
2028-02-15
Fixed
4.25000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2024-5C5 Mortgage Trust
05593RAD4
3592148.68000000
PA
USD
144804.76000000
0.056994089457
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Variable
1.39000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2025-FL17 LLC
55287HAA8
320000.00000000
PA
USD
319010.88000000
0.125560338158
Long
ABS-CBDO
CORP
US
N
2
2040-02-18
Floating
5.63000000
N
N
N
N
N
N
APA CORP
549300VCIWLRHYVSHC79
APA Corp
03743QAF5
267000.00000000
PA
USD
255396.18000000
0.100522059703
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AUDH1
661101.56000000
PA
USD
651978.11000000
0.256613793121
Long
ABS-MBS
USGSE
US
N
2
2046-11-25
Floating
4.92000000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc 2023 Term Loan B
72766TAH2
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2030-12-18
Floating
6.08000000
N
N
N
N
N
N
APPLOVIN CORP
549300LLVXMUAOL3SQ07
AppLovin Corp
03831WAB4
303000.00000000
PA
USD
307090.50000000
0.120868564186
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.13000000
N
N
N
N
N
N
Starwood Commercial Mortgage Trust
N/A
STWD 2022-FL3 Ltd
78485KAA3
165248.42000000
PA
USD
164653.69000000
0.064806482448
Long
ABS-CBDO
CORP
KY
N
2
2038-11-15
Floating
5.65000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 20-C9 Mortgage Trust
233063AF3
154622.48000000
PA
USD
153405.15000000
0.060379139762
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
1.90000000
N
N
N
N
N
N
Verus Securitization Trust
213800LFRCPWSTP6LX39
Verus Securitization Trust 2024-9
92540RAC8
933471.77000000
PA
USD
934041.44000000
0.367631847104
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Variable
5.44000000
N
N
N
N
N
N
JACOBS ENGINEERING GROUP
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814AB3
762000.00000000
PA
USD
801326.82000000
0.315396347908
Long
DBT
CORP
US
N
2
2028-08-18
Fixed
6.35000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CL2
335000.00000000
PA
USD
339214.30000000
0.133512255808
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.80000000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP2
85236WCE4
260000.00000000
PA
USD
259600.43000000
0.102176821608
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
5.25000000
N
N
N
N
N
N
Greensky Home Improvement Issuer Trust
N/A
GreenSky Home Improvement Issuer Trust 2025-1
39571NAD8
469718.72000000
PA
USD
473503.37000000
0.186367446955
Long
ABS-O
CORP
US
N
2
2060-03-25
Fixed
5.22000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust
93934FCQ3
228720.53000000
PA
USD
214588.01000000
0.084460263864
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
4.84000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK6
060352AG6
851094.94000000
PA
USD
10345.66000000
0.004071975752
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
0.92000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-SOAR
05608WAG9
184114.94000000
PA
USD
184067.11000000
0.072447461903
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
5.30000000
N
N
N
N
N
N
Standard Industries Inc
54930064UHXCIUWVI755
Standard Industries Inc 2021 Term Loan B
85350EAB2
68981.46000000
PA
USD
69225.65000000
0.027246707144
Long
LON
CORP
US
N
2
2028-09-22
Floating
6.07000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBC8
371000.00000000
PA
USD
383918.22000000
0.151107390219
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
5.75000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Mortgage Loan Trust 2007-AR8
17313FAR3
2510212.41000000
PA
USD
2037571.14000000
0.801973027882
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
5.13000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
369000.00000000
PA
USD
367214.04000000
0.144532747720
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.88000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp 2024 Term Loan J
92929LBA5
110000.00000000
PA
USD
110412.50000000
0.043457548648
Long
LON
CORP
US
N
2
2031-01-24
Floating
6.08000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3G6
229000.00000000
PA
USD
242064.45000000
0.095274788741
Long
DBT
CORP
US
N
2
2029-10-23
Fixed
6.30000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AQ5
193000.00000000
PA
USD
192816.65000000
0.075891216552
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.45000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
254900ZARLSVK41DKO78
Dell International LLC / EMC Corp
24703DBP5
495000.00000000
PA
USD
490871.70000000
0.193203494014
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.35000000
N
N
N
N
N
N
LFT CRE LLC
N/A
LFT CRE 2021-FL1 Ltd
50203JAA6
138199.91000000
PA
USD
138026.19000000
0.054326094116
Long
ABS-CBDO
CORP
KY
N
2
2039-06-15
Floating
5.60000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2021-FL7 Ltd
55284AAA6
120246.78000000
PA
USD
120129.78000000
0.047282198650
Long
ABS-CBDO
CORP
KY
N
2
2036-10-16
Floating
5.51000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-SAVE
95003LAA8
26170.53000000
PA
USD
26173.09000000
0.010301535894
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Floating
5.68000000
N
N
N
N
N
N
Regatta VI Funding Ltd.
2549001NU08X5ZRD6A39
Regatta VI Funding Ltd
75887NAW9
1000000.00000000
PA
USD
999700.00000000
0.393474573837
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
5.69000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759BL3
479000.00000000
PA
USD
488005.20000000
0.192075260678
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.75000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO IV Ltd
14687EAA8
500000.00000000
PA
USD
499850.00000000
0.196737286918
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
5.71000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FTUF2
775932.28000000
PA
USD
753403.40000000
0.296534041954
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Floating
4.82000000
N
N
N
N
N
N
Avant Loans Funding Trust
N/A
Avant Loans Funding Trust 2025-REV1
05352BAB4
250000.00000000
PA
USD
251051.67000000
0.098812092492
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
5.42000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BY3
99000.00000000
PA
USD
99967.23000000
0.039346367132
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.91000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBN7
231000.00000000
PA
USD
236775.00000000
0.093192900090
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.13000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-1 Ltd
53948PAA6
266751.54000000
PA
USD
221207.37000000
0.087065595318
Long
ABS-O
CORP
US
N
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
N/A
Rockford Tower CLO 2024-1 Ltd
77342BAA8
1000000.00000000
PA
USD
1004803.00000000
0.395483077138
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
5.88000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BCC73
884496.32000000
PA
USD
815902.92000000
0.321133393757
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.30000000
N
N
N
N
N
N
DARDEN RESTAURANTS INC
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194AP0
140000.00000000
PA
USD
140294.00000000
0.055218687468
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.35000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
51000.00000000
PA
USD
55229.43000000
0.021737897801
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2024-5YR10
06604AAM6
195000.00000000
PA
USD
199720.27000000
0.078608430654
Long
ABS-MBS
CORP
US
N
2
2057-10-15
Fixed
5.64000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-GW
12433UAA3
200000.00000000
PA
USD
199528.78000000
0.078533061597
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
5.41000000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO 2021-FL2 Ltd
40390JAA0
213074.86000000
PA
USD
212384.28000000
0.083592891930
Long
ABS-CBDO
CORP
KY
N
2
2036-09-17
Floating
5.43000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 20-C9 Mortgage Trust
233063AM8
350000.00000000
PA
USD
329097.49000000
0.129530353734
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
1.88000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc 2025 Repriced Term Loan B
44969CBP4
124375.00000000
PA
USD
125055.33000000
0.049220858935
Long
LON
CORP
US
N
2
2031-01-02
Floating
6.05000000
N
N
N
N
N
N
280 Park Avenue Mortgage Trust
N/A
280 Park Avenue 2017-280P Mortgage Trust
90205FAA8
200000.00000000
PA
USD
198126.98000000
0.077981323418
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
5.49000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust 2021-ELP
26863LAG9
279674.47000000
PA
USD
279286.60000000
0.109925153459
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
5.75000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2021-1
25273CAA8
195312.95000000
PA
USD
193792.51000000
0.076275307877
Long
ABS-O
CORP
US
N
2
2033-11-21
Fixed
1.51000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAS9
480000.00000000
PA
USD
484478.40000000
0.190687138114
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GMK2
477000.00000000
PA
USD
483926.04000000
0.190469733277
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.98000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2
46590MAR1
850000.00000000
PA
USD
833402.93000000
0.328021269096
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.82000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2025-NQM2
36272EAA2
600000.00000000
PA
USD
601435.85000000
0.236720730988
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
5.65000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55282XAC4
131132.27000000
PA
USD
130818.08000000
0.051489034988
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
5.63000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-CX9 Commercial Mortgage Trust
12595FAG7
896442.74000000
PA
USD
6328.97000000
0.002491036084
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
0.72000000
N
N
N
N
N
N
VEGAS Trust
N/A
VEGAS Trust 2024-TI
92254AAA5
146000.00000000
PA
USD
147882.69000000
0.058205540087
Long
ABS-MBS
CORP
US
N
2
2039-11-10
Fixed
5.52000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAN1
77000.00000000
PA
USD
80193.96000000
0.031563753361
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAR1
566000.00000000
PA
USD
577925.62000000
0.227467277222
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
6.05000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DW4
263000.00000000
PA
USD
267131.73000000
0.105141085945
Long
DBT
CORP
US
N
2
2030-05-07
Fixed
4.85000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAK3
960000.00000000
PA
USD
995558.40000000
0.391844470511
Long
DBT
US
N
2
2030-07-01
Fixed
5.50000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
03880XAA4
200630.63000000
PA
USD
200608.96000000
0.078958212507
Long
ABS-CBDO
CORP
KY
N
2
2037-01-15
Floating
5.75000000
N
N
N
N
N
N
EQUS 2021-EQAZ Mortgage Trust
N/A
EQUS 2021-EQAZ Mortgage Trust
29478JAA8
180979.56000000
PA
USD
180922.66000000
0.071209829489
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
5.33000000
N
N
N
N
N
N
Burlington Coat Factory Warehouse Corporation
549300SIFDMGE3Y2SW49
Burlington Coat Factory Warehouse Corporation 2024 Term Loan B
121575AL8
124284.57000000
PA
USD
123973.86000000
0.048795200290
Long
LON
CORP
US
N
2
2031-09-24
Floating
6.08000000
N
N
N
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc 2024 Term Loan
98310CAF9
99184.03000000
PA
USD
99697.31000000
0.039240128603
Long
LON
CORP
US
N
2
2030-05-24
Floating
6.08000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
358000.00000000
PA
USD
365281.72000000
0.143772200767
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BM9
764000.00000000
PA
USD
769844.60000000
0.303005177458
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac - STACR
529900PGKDI4ZEXFQ523
Freddie Mac STACR REMIC Trust 2024-HQA1
35564NBX0
1006874.65000000
PA
USD
1009170.66000000
0.397202156019
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Floating
5.56000000
N
N
N
N
N
N
ROCC Trust
N/A
ROCK Trust 2024-CNTR
74970WAA8
146000.00000000
PA
USD
149202.20000000
0.058724889527
Long
ABS-MBS
CORP
US
N
2
2041-11-13
Fixed
5.39000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2021-FL7 Issuer Ltd
05602CAA2
63808.21000000
PA
USD
63663.49000000
0.025057481841
Long
ABS-CBDO
CORP
KY
N
2
2038-12-15
Floating
5.75000000
N
N
N
N
N
N
RESIDEO FUNDING INC
5493000IFJ6XJKH66598
Resideo Funding Inc 2024 M&A 1st lien Term Loan B
76090LAK0
44662.50000000
PA
USD
44676.57000000
0.017584369652
Long
LON
CORP
US
N
2
2031-06-13
Floating
6.07000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900AIRPH5Q5COT575
OBX 2024-NQM16 Trust
67120GAA6
840414.99000000
PA
USD
842059.13000000
0.331428285808
Long
ABS-MBS
CORP
US
N
2
2064-10-25
Variable
5.53000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
Aligned Data Centers Issuer LLC
01627AAA6
500000.00000000
PA
USD
483247.45000000
0.190202645240
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.94000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2022-ONL
95003WAA4
500000.00000000
PA
USD
471901.43000000
0.185736935142
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Fixed
3.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396YGR7
738050.58000000
PA
USD
733894.82000000
0.288855608223
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
4.92000000
N
N
N
N
N
N
CPI HOLDCO B LLC
N/A
CPI Holdco B LLC 2024 Term Loan
1261MAAB6
239382.75000000
PA
USD
238963.83000000
0.094054407493
Long
LON
CORP
US
N
2
2031-05-19
Floating
6.33000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
161000.00000000
PA
USD
160980.68000000
0.063360812702
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BN6
283000.00000000
PA
USD
289741.06000000
0.114039952092
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.20000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKW8
15000.00000000
PA
USD
15387.15000000
0.006056269169
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.25000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2021-FL6 Ltd
55283TAA6
49958.30000000
PA
USD
49919.98000000
0.019648137297
Long
ABS-CBDO
CORP
KY
N
2
2036-07-16
Floating
5.53000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L6
61692CAX6
142409.01000000
PA
USD
135111.17000000
0.053178763665
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.13000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BAC7
399327.86000000
PA
USD
389943.36000000
0.153478841048
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.96000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc 2024 Term Loan
62937NBC0
190997.69000000
PA
USD
191594.56000000
0.075410210908
Long
LON
CORP
US
N
2
2031-04-16
Floating
6.03000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2020-1
76119CAA9
156657.13000000
PA
USD
154303.11000000
0.060732570220
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.38000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
3IFG42XD94UUZ7FL2766
MSC Trust 2021-ILP
62479WAA9
180403.44000000
PA
USD
180258.93000000
0.070948590239
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
5.20000000
N
N
N
N
N
N
MASTEC INC
549300TMDIT8WREDOF45
MasTec Inc
576323AP4
501000.00000000
PA
USD
494276.58000000
0.194543629762
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCU7
677000.00000000
PA
USD
676972.92000000
0.266451566666
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
4.99000000
N
N
N
N
N
N
Retained Vantage Data Centers Issuer, LLC
254900N4NW6XZ9B4HM15
Retained Vantage Data Centers Issuer LLC
76134KAA2
250000.00000000
PA
USD
248213.43000000
0.097694982084
Long
ABS-O
CORP
US
N
2
2048-09-15
Fixed
5.00000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2023-8
694960AA3
274330.74000000
PA
USD
276315.61000000
0.108755793627
Long
ABS-O
CORP
US
N
2
2031-06-16
Fixed
7.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QWCK6
625402.82000000
PA
USD
631191.31000000
0.248432261390
Long
ABS-MBS
USGSE
US
N
2
2055-02-01
Fixed
5.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B1 Mortgage Trust
08162PAY7
1427794.60000000
PA
USD
14065.56000000
0.005536101057
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
0.67000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-3
92538UAA9
625368.31000000
PA
USD
593628.55000000
0.233647835079
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
4.13000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P3
29429CAC9
254944.26000000
PA
USD
252293.95000000
0.099301044771
Long
ABS-MBS
CORP
US
N
2
2049-04-15
Fixed
3.06000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBD4
76000.00000000
PA
USD
76143.64000000
0.029969577172
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBG1
150000.00000000
PA
USD
155203.50000000
0.061086957107
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.40000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AP9
191000.00000000
PA
USD
198781.34000000
0.078238874705
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.75000000
N
N
N
N
N
N
Dynasty Acquisition Co Inc
549300L1RCRPOAUCB870
Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2
26812CAP1
67310.99000000
PA
USD
67417.68000000
0.026535103438
Long
LON
CORP
US
N
2
2031-10-31
Floating
6.33000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B15 Mortgage Trust
08160KAH7
3796916.00000000
PA
USD
107530.94000000
0.042323387807
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
0.92000000
N
N
N
N
N
N
SOMNIGROUP INTERNATIONAL INC
549300HFEKVR3US71V91
SOMNIGROUP INTERNATIONAL INC TERM LOAN B
88025BAP6
121304.56000000
PA
USD
121709.11000000
0.047903811332
Long
LON
CORP
US
N
2
2031-10-24
Floating
6.52000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP
466317AA2
183540.57000000
PA
USD
181360.18000000
0.071382034146
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
5.16000000
N
N
N
N
N
N
Wellington Management CLO
213800VJVBC3KZIDZU56
Wellington Management Clo 4 Ltd
94957LAA7
1000000.00000000
PA
USD
997493.00000000
0.392605914854
Long
ABS-CBDO
CORP
KY
N
2
2038-04-18
Floating
5.43000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBM3
1245230.50000000
PA
USD
52320.24000000
0.020592861995
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
1.31000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HLC1
69000.00000000
PA
USD
70198.53000000
0.027629625563
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLA5
44000.00000000
PA
USD
44000.44000000
0.017318249852
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
4.83000000
N
N
N
N
N
N
COREBRIDGE GLOB FUNDING
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAU2
309000.00000000
PA
USD
312939.75000000
0.123170786003
Long
DBT
CORP
US
N
2
2026-07-02
Fixed
5.75000000
N
N
N
N
N
N
INCREF LLC
N/A
INCREF LLC
45339NAA4
390000.00000000
PA
USD
390913.38000000
0.153860633792
Long
ABS-CBDO
CORP
US
N
2
2042-10-19
Floating
6.05000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAF8
384000.00000000
PA
USD
390289.92000000
0.153615244518
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
5.15000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA/New York NY
38151LAE0
364000.00000000
PA
USD
364364.00000000
0.143410992919
Long
DBT
CORP
US
N
2
2027-03-18
Floating
5.17000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust Series 2025-NQM1
46593QAE8
1051969.46000000
PA
USD
1056991.30000000
0.416024008519
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
5.97000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2021-FL4 Ltd
05609GAA6
86834.61000000
PA
USD
86429.96000000
0.034018197136
Long
ABS-CBDO
CORP
US
N
2
2038-05-15
Floating
5.48000000
N
N
N
N
N
N
Asplundh Tree Expert LLC
N/A
Asplundh Tree Expert LLC 2021 Term Loan B
04538FAD1
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-09-07
None
0.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
699000.00000000
PA
USD
694680.18000000
0.273421014082
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Starwood Commercial Mortgage Trust
N/A
STWD 2021-FL2 Ltd
78486BAA2
402659.61000000
PA
USD
400410.35000000
0.157598571397
Long
ABS-CBDO
CORP
KY
N
2
2038-04-18
Floating
5.63000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C11
90276XAS4
201048.01000000
PA
USD
200007.15000000
0.078721344513
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
4.12000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
23000.00000000
PA
USD
23307.28000000
0.009173574137
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.91000000
N
N
N
N
N
N
SREIT Trust
N/A
STWD Trust 2021-FLWR
78485GAG9
160000.01000000
PA
USD
159766.73000000
0.062883010903
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
5.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HHFS5
354653.51000000
PA
USD
352990.82000000
0.138934592845
Long
ABS-MBS
USGSE
US
N
2
2054-11-25
Floating
5.46000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC
466330AA5
181848.94000000
PA
USD
181819.31000000
0.071562744340
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
5.48000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS7
36254CAX8
365447.15000000
PA
USD
6023.35000000
0.002370746298
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
1.22000000
N
N
N
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Asset Trust 2025-1
76089YAA7
716022.35000000
PA
USD
714581.21000000
0.281253913250
Long
ABS-O
CORP
US
N
2
2033-06-27
Fixed
5.04000000
N
N
N
N
N
N
LoanCore Issuer, Ltd.
N/A
LoanCore 2025 2025-CRE8 Issuer LLC
53947FAA9
320000.00000000
PA
USD
316493.44000000
0.124569492273
Long
ABS-CBDO
CORP
US
N
2
2042-08-17
Floating
5.70000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-GC37
17290XAY6
356491.21000000
PA
USD
1494.07000000
0.000588054973
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.80000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
Barclays Commercial Mortgage Trust 2019-C3
05550MAT1
363096.46000000
PA
USD
357688.55000000
0.140783584853
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.46000000
N
N
N
N
N
N
LoanCore 2022-CRE7 Issuer Ltd.
N/A
LoanCore 2022-CRE7 Issuer Ltd
53946PAA8
409246.67000000
PA
USD
409013.40000000
0.160984668659
Long
ABS-CBDO
CORP
KY
N
2
2037-01-17
Floating
5.85000000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AG8
29000.00000000
PA
USD
28643.88000000
0.011274020682
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCF6
14500000.00000000
PA
USD
14071796.88000000
5.538555847233
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
Katayma CLO Ltd
254900HW0KYG9AOGVP97
Katayma CLO II Ltd
485862AA4
500000.00000000
PA
USD
501750.00000000
0.197485112956
Long
ABS-CBDO
CORP
JE
N
2
2037-04-20
Floating
5.92000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300XQII222AK58E79
Madison Park Funding LXIII Ltd
55817GAN1
2000000.00000000
PA
USD
2009100.00000000
0.790766996394
Long
ABS-CBDO
CORP
KY
N
2
2038-07-21
Floating
5.72000000
N
N
N
N
N
N
Storm King Park CLO, Ltd
N/A
Storm King Park CLO LTD
86217RAL2
1000000.00000000
PA
USD
1002762.00000000
0.394679754536
Long
ABS-CBDO
CORP
JE
N
2
2037-10-15
Floating
5.62000000
N
N
N
N
N
N
SLAM LLC
N/A
Slam Ltd
83100AAA0
333382.81000000
PA
USD
335509.46000000
0.132054058009
Long
ABS-O
CORP
US
N
2
2049-09-15
Fixed
5.34000000
N
N
N
N
N
N
Verus Securitization Trust
213800Z7TIVJRAYLRV98
Verus Securitization Trust 2025-5
92540XAA9
1000000.00000000
PA
USD
1003182.64000000
0.394845315349
Long
ABS-MBS
CORP
US
N
2
2070-06-25
Variable
5.43000000
N
N
N
N
N
N
Freddie Mac - STACR
529900WZAMS87JCAOC53
Freddie Mac STACR REMIC Trust 2025-DNA1
35564NFZ1
1063470.60000000
PA
USD
1064028.58000000
0.418793830214
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Floating
5.36000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HL4A7
870706.36000000
PA
USD
871322.36000000
0.342946078099
Long
ABS-MBS
USGSE
US
N
2
2055-05-25
Floating
5.71000000
N
N
N
N
N
N
Avant Loans Funding Trust
N/A
Avant Loans Funding Trust 2024-REV1
05352UAA4
250000.00000000
PA
USD
252843.63000000
0.099517394780
Long
ABS-O
CORP
US
N
2
2033-10-15
Fixed
5.92000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137APJB7
20491.00000000
PA
USD
20304.34000000
0.007991639020
Long
ABS-MBS
USGSE
US
N
2
2027-04-15
Fixed
1.75000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAJ9
218000.00000000
PA
USD
211257.26000000
0.083149305140
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAQ4
25000.00000000
PA
USD
24995.50000000
0.009838045123
Long
DBT
CORP
US
N
2
2027-09-09
Fixed
4.20000000
N
N
N
N
N
N
Avant Loans Funding Trust
N/A
Avant Loans Funding Trust 2025-REV1
05352BAA6
750000.00000000
PA
USD
749826.30000000
0.295126121680
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
5.12000000
N
N
N
N
N
N
Trans Union LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC 2024 Term Loan B8
89334GBF0
37309.33000000
PA
USD
37398.50000000
0.014719774782
Long
LON
CORP
US
N
2
2031-06-24
Floating
6.08000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300ZNOS7Q8W8H3S38
Anchorage Capital CLO 19 Ltd
03328JAA5
1500000.00000000
PA
USD
1499100.00000000
0.590034744062
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
5.73000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAU8
152000.00000000
PA
USD
153254.00000000
0.060319648233
Long
DBT
CORP
US
N
2
2029-01-16
Fixed
4.83000000
N
N
N
N
N
N
REYNOLDS CONSUMER PRODUCTS LLC
549300DWNZYMOSR1X343
Reynolds Consumer Products LLC 2025 Term Loan B
76171JAE1
96679.23000000
PA
USD
97242.87000000
0.038274079055
Long
LON
CORP
US
N
2
2032-03-04
Floating
6.08000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2024-FL13 LLC
05555MAA7
300000.00000000
PA
USD
300738.90000000
0.118368621100
Long
ABS-CBDO
CORP
US
N
2
2039-09-19
Floating
5.89000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2025-C32
07337AAJ5
2437621.97000000
PA
USD
202773.73000000
0.079810250072
Long
ABS-MBS
CORP
US
N
2
2062-02-15
Variable
1.36000000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF 2021-FL2 Ltd
48275RAA5
146479.75000000
PA
USD
145917.41000000
0.057432020321
Long
ABS-CBDO
CORP
KY
N
2
2039-02-15
Floating
5.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C21
46642EBE5
103849.24000000
PA
USD
103109.85000000
0.040583279270
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.71000000
N
N
N
N
N
N
1211 Avenue of the Americas Trust
N/A
1211 Avenue of the Americas Trust 2015-1211
90117PAC9
170000.00000000
PA
USD
169464.56000000
0.066700005528
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Fixed
3.90000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2025-2 Trust
83407HAB3
400000.00000000
PA
USD
402626.39000000
0.158470788457
Long
ABS-O
CORP
US
N
2
2034-06-25
Fixed
4.97000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P3
29429CAD7
270000.00000000
PA
USD
266432.09000000
0.104865712783
Long
ABS-MBS
CORP
US
N
2
2049-04-15
Fixed
3.33000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2022-A
63942MAA8
214657.31000000
PA
USD
196491.95000000
0.077337787624
Long
ABS-O
CORP
US
N
2
2070-07-15
Fixed
2.23000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFW7
371000.00000000
PA
USD
375989.95000000
0.147986881407
Long
DBT
CORP
US
N
2
2028-02-07
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XMXN1
340375.48000000
PA
USD
347811.58000000
0.136896082040
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6.00000000
N
N
N
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust 2006-A6
76113FAD2
2586839.16000000
PA
USD
516446.22000000
0.203269437155
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.00000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
254900AV7V87H3A2WM57
Stack Infrastructure Issuer LLC
85236KAF9
500000.00000000
PA
USD
506678.22000000
0.199424824134
Long
ABS-O
CORP
US
N
2
2048-03-25
Fixed
5.90000000
N
N
N
N
N
N
Chase Auto Owner Trust
N/A
Chase Auto Owner Trust 2024-5
16144QAD7
525000.00000000
PA
USD
524029.18000000
0.206254034489
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
4.15000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KDJ6
713000.00000000
PA
USD
730218.95000000
0.287408812802
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.05000000
N
N
N
N
N
N
SFO Commerical Mortgage Trust
N/A
SFO Commercial Mortgage Trust 2021-555
78432WAA1
280000.00000000
PA
USD
278168.28000000
0.109484990925
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
5.58000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAQ3
232000.00000000
PA
USD
243481.68000000
0.095832600055
Long
DBT
CORP
GB
N
2
2029-02-02
Fixed
5.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1M50
126431.42000000
PA
USD
121470.23000000
0.047809789920
Long
ABS-MBS
USGSE
US
N
2
2047-12-25
Floating
4.72000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEE9
28000.00000000
PA
USD
28048.16000000
0.011039549667
Long
DBT
CORP
US
N
2
2026-06-09
Floating
4.87000000
N
N
N
N
N
N
Affirm Master Trust
N/A
Affirm Master Trust
00833BAB4
200000.00000000
PA
USD
200833.96000000
0.079046770854
Long
ABS-O
CORP
US
N
2
2033-02-15
Fixed
5.13000000
N
N
N
N
N
N
Sapphire Aviation Finance I Limited
N/A
SAPPHIRE AVIATION FINANCE II LTD
80307AAA7
254439.76000000
PA
USD
243005.24000000
0.095645076772
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.23000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAD4
225000.00000000
PA
USD
223704.70000000
0.088048526055
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.51000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607PVQ4
239000.00000000
PA
USD
244721.66000000
0.096320647071
Long
DBT
CORP
CA
N
2
2031-01-13
Fixed
5.25000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc 2025 Term Loan B
66877AAG3
60000.00000000
PA
USD
59970.00000000
0.023603751318
Long
LON
CORP
US
N
2
2032-04-16
Floating
6.08000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBM2
302000.00000000
PA
USD
309936.56000000
0.121988752488
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.15000000
N
N
N
N
N
N
EDWARDS LIFESCIENCES COR
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176EAD0
265000.00000000
PA
USD
264737.65000000
0.104198793650
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.30000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2017-3 Ltd
14314FAY4
500000.00000000
PA
USD
501900.00000000
0.197544151854
Long
ABS-CBDO
CORP
KY
N
2
2037-10-21
Floating
5.67000000
N
N
N
N
N
N
Delta 2 (LUX) S.a.r.l.
549300BBG8Z3D6QSYP53
Delta 2 (LUX) Sarl 2024 Term Loan B1
000000000
33333.33000000
PA
USD
33429.16000000
0.013157471726
Long
LON
CORP
LU
N
2
2031-09-30
Floating
6.30000000
N
N
N
N
N
N
Katayma CLO Ltd
254900I6JJYMZNFX8987
Katayma CLO I Ltd
48585JAA8
1000000.00000000
PA
USD
1002200.00000000
0.394458555466
Long
ABS-CBDO
CORP
JE
N
2
2036-10-20
Floating
6.27000000
N
N
N
N
N
N
Vestis Corporation
254900QDW0TA2TMFAP59
Vestis Corporation Term Loan
92550HAE3
41562.50000000
PA
USD
40003.91000000
0.015745245012
Long
LON
CORP
US
N
2
2031-02-22
Floating
6.58000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AJ0
74000.00000000
PA
USD
74646.76000000
0.029380416204
Long
DBT
CORP
US
N
2
2028-06-23
Fixed
4.70000000
N
N
N
N
N
N
Verus Securitization Trust
984500A3F1D749452747
Verus Securitization Trust 2024-1
92540EAA1
512697.78000000
PA
USD
514248.40000000
0.202404391353
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
5.71000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AX3
336000.00000000
PA
USD
338882.88000000
0.133381811332
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.80000000
N
N
N
N
N
N
Upgrade Master Pass-Thru Trust
N/A
Upgrade Master Pass-Thru Trust Series 2025-ST2
91534JAB8
480475.00000000
PA
USD
483829.68000000
0.190431806689
Long
ABS-O
CORP
US
N
2
2032-06-15
Fixed
6.11000000
N
N
N
N
N
N
Park Avenue Institutional Advisers CLO
N/A
Park Avenue Institutional Advisers CLO Ltd 2021-1
70015QAA6
1500000.00000000
PA
USD
1499700.00000000
0.590270899653
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
5.92000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2023-NQM3 Trust
55286MAA8
457533.27000000
PA
USD
460376.77000000
0.181200913654
Long
ABS-MBS
CORP
US
N
2
2068-07-25
Variable
6.62000000
N
N
N
N
N
N
PINNACLE WEST CAPITAL
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484AM3
133000.00000000
PA
USD
134799.49000000
0.053056088707
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.90000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78017FZU0
476000.00000000
PA
USD
476495.04000000
0.187544946283
Long
DBT
CORP
CA
N
2
2028-10-18
Floating
5.21000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2024-2PL
00092HAB7
283192.55000000
PA
USD
284012.76000000
0.111785335305
Long
ABS-O
CORP
US
N
2
2031-10-27
Fixed
5.43000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-PLND
61691XAL7
127000.00000000
PA
USD
14381.14000000
0.005660311026
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
6.18000000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC 2024 Term Loan B9
89334GBG8
154225.00000000
PA
USD
154555.04000000
0.060831728016
Long
LON
CORP
US
N
2
2031-06-24
Floating
6.08000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C1
90276EAF4
512425.10000000
PA
USD
10025.71000000
0.003946045783
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.62000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VE8
411173.50000000
PA
USD
398397.10000000
0.156806170991
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
3.00000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BE3
95000.00000000
PA
USD
97304.70000000
0.038298414889
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.27000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR2
06211CAG0
421000.00000000
PA
USD
444172.82000000
0.174823158006
Long
ABS-MBS
CORP
US
N
2
2056-07-15
Variable
6.66000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2025-C11 Mortgage Trust
05613XAE5
2057171.62000000
PA
USD
166402.31000000
0.065494726430
Long
ABS-MBS
CORP
US
N
2
2058-02-15
Variable
1.33000000
N
N
N
N
N
N
Luminent Mortgage Trust
N/A
Luminent Mortgage Trust 2007-1
55028CAA3
2188056.44000000
PA
USD
1935983.15000000
0.761988741524
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.75000000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2022-FL5 Issuer Ltd
87277JAA9
282795.42000000
PA
USD
282793.72000000
0.111305530119
Long
ABS-CBDO
CORP
KY
N
2
2039-02-15
Floating
5.96000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
494553AD2
233000.00000000
PA
USD
236721.01000000
0.093171650023
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.00000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2025-1
91684PAA4
1556342.47000000
PA
USD
1558231.53000000
0.613308479750
Long
ABS-O
CORP
US
N
2
2035-04-20
Fixed
5.45000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2025-1
36271KAJ0
550000.00000000
PA
USD
553227.03000000
0.217746093692
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
5.07000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust 2021-IP
36262MAA6
181000.00000000
PA
USD
180036.67000000
0.070861110336
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.38000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2024-GPA3
123910AA9
187542.81000000
PA
USD
187706.28000000
0.073879812473
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Floating
5.60000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
30036FAE1
480000.00000000
PA
USD
485174.40000000
0.190961078600
Long
DBT
CORP
US
N
2
2028-03-13
Fixed
4.70000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd.
N/A
LoanCore 2021-CRE6 Issuer Ltd
53948HAA4
184881.28000000
PA
USD
184874.62000000
0.072765291905
Long
ABS-CBDO
CORP
KY
N
2
2038-11-15
Floating
5.73000000
N
N
N
N
N
N
Merck Sharp & Dohme Corp
MZK1AT00SJV4XB7WNL71
Merck Sharp & Dohme Corp
589331AE7
298000.00000000
PA
USD
315978.34000000
0.124366752699
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEF9
506000.00000000
PA
USD
507821.60000000
0.199874850100
Long
DBT
CORP
US
N
2
2028-04-22
Floating
5.27000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300EJIXF1G1X7PN20
Commonbond Student Loan Trust 2018-BGS
20268MAC0
69386.54000000
PA
USD
66759.74000000
0.026276143088
Long
ABS-O
CORP
US
N
2
2045-09-25
Fixed
3.99000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AF2
565000.00000000
PA
USD
573836.60000000
0.225857868997
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.95000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2024-MF
05612EAC2
199227.27000000
PA
USD
199353.22000000
0.078463962471
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
6.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DBB3
143524.68000000
PA
USD
138828.46000000
0.054641861693
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
2.04000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2025-1 Trust
83406YAA9
587796.95000000
PA
USD
588573.59000000
0.231658239968
Long
ABS-O
CORP
US
N
2
2034-02-27
Fixed
4.80000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc 2024 Term Loan B8
03852JAV3
115532.97000000
PA
USD
116014.16000000
0.045662320861
Long
LON
CORP
US
N
2
2030-06-22
Floating
6.33000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-PSB
05606DAC2
168000.00000000
PA
USD
167878.54000000
0.066075759710
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
7.26000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc 2024 Term Loan B8
78466DBJ2
177950.77000000
PA
USD
179007.80000000
0.070456154664
Long
LON
CORP
US
N
2
2031-05-09
Floating
6.33000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust 2024-5
92261ABA5
879645.00000000
PA
USD
876638.37000000
0.345038420571
Long
ABS-MBS
CORP
US
N
2
2054-10-25
Variable
5.49000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BR3
321000.00000000
PA
USD
324139.38000000
0.127578878072
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.80000000
N
N
N
N
N
N
PAYCHEX INC
529900K900DW6SUBM174
Paychex Inc
704326AA5
140000.00000000
PA
USD
143358.60000000
0.056424891508
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.10000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT C LLC
91835DAA9
172302.76000000
PA
USD
172056.92000000
0.067720339374
Long
ABS-O
CORP
US
N
2
2051-05-25
Variable
5.99000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2024-NSTB
61690BAA0
142365.70000000
PA
USD
141951.91000000
0.055871228661
Long
ABS-MBS
CORP
US
N
2
2057-09-24
Variable
3.90000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
377000.00000000
PA
USD
372909.55000000
0.146774458603
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549006UJL1L84XG2C80
OBX 2025-NQM8 Trust
67449AAA3
982960.66000000
PA
USD
986397.97000000
0.388238992577
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
5.47000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2022-FL8 Issuer Ltd
055983AA8
101933.34000000
PA
USD
101743.44000000
0.040045470335
Long
ABS-CBDO
CORP
KY
N
2
2037-02-15
Floating
5.80000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-J7
23244FAX2
414756.81000000
PA
USD
197880.86000000
0.077884452394
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B6 Mortgage Trust
08162CAB6
148348.78000000
PA
USD
146624.58000000
0.057710357236
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Fixed
4.20000000
N
N
N
N
N
N
MOLEX ELECTRONICS TECH
549300WTBVUFUPSIWI20
Molex Electronic Technologies LLC
60856BAE4
298000.00000000
PA
USD
299779.06000000
0.117990835129
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.75000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-C8 Commercial Mortgage Trust
12595BAF8
231025.94000000
PA
USD
3375.20000000
0.001328453917
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAV3
6000000.00000000
PA
USD
5147343.78000000
2.025956687234
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BTQ22
831024.59000000
PA
USD
831972.93000000
0.327458431605
Long
ABS-MBS
USGSE
US
N
2
2054-12-25
Floating
5.71000000
N
N
N
N
N
N
Generate CLO Ltd.
549300OHYOREA2V0F579
Generate Clo 13 Ltd
370918AA2
500000.00000000
PA
USD
502100.00000000
0.197622870384
Long
ABS-CBDO
CORP
JE
N
2
2037-01-20
Floating
6.07000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AP7
738000.00000000
PA
USD
744546.06000000
0.293047858017
Long
DBT
CORP
CA
N
2
2030-03-25
Fixed
5.04000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBJ2
563000.00000000
PA
USD
571996.74000000
0.225133713621
Long
DBT
CORP
CA
N
2
2030-03-30
Fixed
4.80000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AR5
248000.00000000
PA
USD
249125.92000000
0.098054131443
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.75000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBX2
129000.00000000
PA
USD
135487.41000000
0.053326848964
Long
DBT
CORP
CA
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BU0
243000.00000000
PA
USD
249147.90000000
0.098062782609
Long
DBT
CORP
US
N
2
2030-09-23
Fixed
5.10000000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2G3
25000.00000000
PA
USD
25077.50000000
0.009870319721
Long
DBT
CORP
US
N
2
2026-06-04
Floating
5.01000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2025-X1
00834MAA1
369345.21000000
PA
USD
369632.16000000
0.145484501983
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
5.08000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBQ5
80000.00000000
PA
USD
84452.00000000
0.033239686615
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.20000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBA7
280000.00000000
PA
USD
278695.20000000
0.109692382765
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.20000000
N
N
N
N
N
N
Tesla Sustainable Energy Trust
N/A
Tesla Sustainable Energy Trust 2024-1
88164AAB0
435010.14000000
PA
USD
438922.77000000
0.172756776906
Long
ABS-O
CORP
US
N
2
2050-06-21
Fixed
5.08000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680CC5
244000.00000000
PA
USD
242135.84000000
0.095302887320
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.40000000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA PLC
76720AAS5
333000.00000000
PA
USD
339566.76000000
0.133650981474
Long
DBT
CORP
GB
N
2
2030-03-14
Fixed
4.88000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
440000.00000000
PA
USD
437465.60000000
0.172183245502
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2024-N1
14687QAB9
67229.34000000
PA
USD
67265.75000000
0.026475304906
Long
ABS-O
CORP
US
N
2
2027-04-12
Fixed
5.76000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816ED7
780000.00000000
PA
USD
788470.80000000
0.310336312906
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
4.73000000
N
N
N
N
N
N
Bridge Street CLO Ltd
N/A
Bridge Street CLO Ltd
107921AA6
1000000.00000000
PA
USD
1000246.00000000
0.393689475424
Long
ABS-CBDO
CORP
KY
N
2
2038-04-20
Floating
5.48000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAT0
623000.00000000
PA
USD
619922.38000000
0.243996893350
Long
DBT
CORP
US
N
2
2030-09-19
Fixed
4.54000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2022-FL9 LLC
55285AAA5
226472.50000000
PA
USD
226771.44000000
0.089255572384
Long
ABS-CBDO
CORP
US
N
2
2037-06-19
Floating
6.47000000
N
N
N
N
N
N
Regatta XXIII Funding Ltd
N/A
Regatta XXIII Funding Ltd
75889FAC8
2265000.00000000
PA
USD
2264773.50000000
0.891398207212
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
5.68000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DUGS0
375335.86000000
PA
USD
382336.72000000
0.150484923441
Long
ABS-MBS
USGSE
US
N
2
2054-08-01
Fixed
6.00000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAC8
341000.00000000
PA
USD
340055.43000000
0.133843318395
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
HB FULLER COMPANY
JSMX3Z5FOYM8V0Q52357
HB Fuller Company 2025 Term Loan B
40409VAW4
99080.02000000
PA
USD
99637.84000000
0.039216721648
Long
LON
CORP
US
N
2
2030-02-15
Floating
6.08000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAE6
159000.00000000
PA
USD
157852.02000000
0.062129395117
Long
DBT
US
N
2
2029-02-15
Fixed
4.38000000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF 2021-FL2 Ltd
48275RAC1
250000.00000000
PA
USD
248245.25000000
0.097707506202
Long
ABS-CBDO
CORP
KY
N
2
2039-02-15
Floating
5.73000000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2025-FL6 Issuer Ltd
897764AA4
240000.00000000
PA
USD
239917.68000000
0.094429835844
Long
ABS-CBDO
CORP
KY
N
2
2042-09-18
Floating
5.85000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2024-5
30165BAC7
650000.00000000
PA
USD
648782.71000000
0.255356107162
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
4.45000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2023-4
96041AAC0
61550.54000000
PA
USD
61623.55000000
0.024254576447
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
6.23000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCF0
497000.00000000
PA
USD
499012.85000000
0.196407790830
Long
DBT
CORP
US
N
2
2025-11-10
Fixed
5.80000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4
46645UAV9
1296133.72000000
PA
USD
7618.27000000
0.002998495090
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.70000000
N
N
N
N
N
N
Go Daddy Operating Company LLC
5493005GJOH8HLL11157
Go Daddy Operating Company LLC 2024 Term Loan B8
38017BAX4
189043.26000000
PA
USD
189402.44000000
0.074547408585
Long
LON
CORP
US
N
2
2029-11-09
Floating
6.08000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDW6
281000.00000000
PA
USD
286760.50000000
0.112866825578
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.00000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc 2025 Term Loan B
29267YAW2
98965.46000000
PA
USD
99357.36000000
0.039106326781
Long
LON
CORP
US
N
2
2032-03-19
Floating
6.32000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
91282CEJ6
988372.20000000
PA
USD
967871.20000000
0.380946992046
Long
DBT
UST
US
N
2
2027-04-15
Fixed
0.13000000
N
N
N
N
N
N
Brant Point CLO Ltd
254900ONWQ51D1IGDN52
Brant Point Clo 2024-3 Ltd
835937AA1
1000000.00000000
PA
USD
1004688.00000000
0.395437813983
Long
ABS-CBDO
CORP
JE
N
2
2037-02-20
Floating
5.92000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS2
52476DAA5
249146.97000000
PA
USD
249089.09000000
0.098039635425
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
5.75000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT CI LLC
92873EAA8
272503.38000000
PA
USD
272051.76000000
0.107077573599
Long
ABS-O
CORP
US
N
2
2051-05-25
Variable
5.99000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
357000.00000000
PA
USD
362155.08000000
0.142541578239
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
EFMT 2025-NQM2
281917AE4
806000.00000000
PA
USD
810010.35000000
0.318814121506
Long
ABS-MBS
CORP
US
N
2
2070-06-25
Variable
5.95000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-TY
05592AAA8
192000.00000000
PA
USD
191594.19000000
0.075410065279
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
5.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDJ0
118554.55000000
PA
USD
112064.20000000
0.044107645631
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
arbor multifamily mortgage securities trust
N/A
Arbor Multifamily Mortgage Securities Trust 2021-MF2
03881VAC3
139000.00000000
PA
USD
134772.65000000
0.053045524681
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Fixed
2.02000000
N
N
N
N
N
N
RESIDEO FUNDING INC
5493000IFJ6XJKH66598
Resideo Funding Inc 2024 1st Lien Term Loan B
76090LAL8
135832.64000000
PA
USD
136002.43000000
0.053529557052
Long
LON
CORP
US
N
2
2028-02-11
Floating
6.06000000
N
N
N
N
N
N
2025-07-29
SSGA Active Trust
Arthur Jensen
Arthur Jensen
Deputy Treasurer