0001752724-23-046344.txt : 20230228
0001752724-23-046344.hdr.sgml : 20230228
20230228124618
ACCESSION NUMBER: 0001752724-23-046344
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230228
DATE AS OF CHANGE: 20230228
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Natixis ETF Trust
CENTRAL INDEX KEY: 0001526787
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23146
FILM NUMBER: 23682177
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 617-449-2810
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
0001526787
S000060082
Natixis Loomis Sayles Short Duration Income ETF
C000196706
Natixis Loomis Sayles Short Duration Income ETF
LSST
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001526787
XXXXXXXX
S000060082
C000196706
Natixis ETF Trust
811-23146
0001526787
549300G6FGV97Y95ZL43
888 BOYLSTON STREET
8TH FLOOR
BOSTON
02199-8197
617-449-2810
Natixis Loomis Sayles Short Duration Income ETF
S000060082
549300PEC4O5EVSNX247
2022-12-31
2022-12-31
N
36621623.32
123773.08
36497850.24
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
70194.69000000
USD
N
Fund's Securities Portfolio
N/A
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
15000.00000000
PA
USD
13903.89000000
0.038095093022
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAB1
814.09000000
PA
USD
812.38000000
0.002225829726
Long
ABS-O
CORP
US
N
2
2024-11-18
Fixed
0.26000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
31000.00000000
PA
USD
31262.78000000
0.085656497011
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-3
30166YAD4
70000.00000000
PA
USD
69083.63000000
0.189281367383
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
4.86000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
15000.00000000
PA
USD
14046.61000000
0.038486129751
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2021-1
14316NAC3
14841.32000000
PA
USD
14346.70000000
0.039308342561
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.34000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
30313RAA7
15000.00000000
PA
USD
14059.68000000
0.038521940080
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
4.25000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAG7
70000.00000000
PA
USD
54349.84000000
0.148912441808
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
2.85000000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAB9
90000.00000000
PA
USD
76225.48000000
0.208849232211
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
2.70000000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations Inc
34964CAF3
35000.00000000
PA
USD
30346.45000000
0.083145855990
Long
DBT
CORP
US
N
2
2032-03-25
Fixed
4.00000000
N
N
N
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAC7
20000.00000000
PA
USD
16951.57000000
0.046445393053
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-3
14317DAC4
135000.00000000
PA
USD
128281.19000000
0.351476016139
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.55000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CT7
170000.00000000
PA
USD
170551.73000000
0.467292536076
Long
DBT
CORP
US
N
2
2027-11-21
Fixed
4.80000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDM0
40000.00000000
PA
USD
38854.62000000
0.106457283770
Long
DBT
CORP
US
N
2
2023-09-08
Fixed
0.65000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AK7
60000.00000000
PA
USD
57851.10000000
0.158505499966
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAS4
45000.00000000
PA
USD
44608.26000000
0.122221609510
Long
DBT
US
N
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BNT5
934.44000000
PA
USD
856.12000000
0.002345672400
Long
ABS-MBS
USGA
US
N
3
2061-12-20
Fixed
3.00000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAT9
45000.00000000
PA
USD
44948.83000000
0.123154732962
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AE9
125000.00000000
PA
USD
122076.89000000
0.334476932743
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCB9
45000.00000000
PA
USD
42430.53000000
0.116254874522
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAL6
85000.00000000
PA
USD
83196.30000000
0.227948494097
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2021-B
44934KAB0
20327.63000000
PA
USD
20241.75000000
0.055460115779
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
0.24000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAH0
30000.00000000
PA
USD
26872.26000000
0.073626966583
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AS0
65000.00000000
PA
USD
64699.82000000
0.177270221600
Long
DBT
CORP
US
N
2
2023-11-01
Floating
4.92000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBV7
120000.00000000
PA
USD
117666.56000000
0.322393125146
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.50000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-4
26253WAE8
50000.00000000
PA
USD
46057.00000000
0.126190993982
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLC1
60000.00000000
PA
USD
61948.30000000
0.169731366621
Long
DBT
CORP
US
N
2
2028-11-10
Fixed
6.20400000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2022-A
80287CAB5
25047.55000000
PA
USD
24328.06000000
0.066656145060
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
0.97000000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust 2021-1
12598NAA0
21072.10000000
PA
USD
20727.49000000
0.056790988684
Long
ABS-O
CORP
US
N
2
2025-04-14
Fixed
0.69000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAA1
165000.00000000
PA
USD
165594.04000000
0.453709023712
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.55000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAJ9
65000.00000000
PA
USD
65486.68000000
0.179426129400
Long
DBT
CORP
US
N
2
2027-11-03
Fixed
5.90000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2E1
120000.00000000
PA
USD
117496.84000000
0.321928111456
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
5.15000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFF6
50000.00000000
PA
USD
46459.50000000
0.127293798660
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CC6
235000.00000000
PA
USD
206843.20000000
0.566727077457
Long
DBT
CORP
JP
N
2
2028-01-19
Fixed
2.34100000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAF9
60000.00000000
PA
USD
55697.23000000
0.152604138692
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAD7
100000.00000000
PA
USD
96532.00000000
0.264486810497
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
0.80000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAD4
25000.00000000
PA
USD
25029.65000000
0.068578422661
Long
ABS-O
CORP
US
N
2
2027-08-16
Fixed
6.03000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-1
36261LAC5
13878.68000000
PA
USD
13420.85000000
0.036771617812
Long
ABS-O
CORP
US
N
2
2025-10-16
Fixed
0.35000000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAH1
34000.00000000
PA
USD
33621.15000000
0.092118165258
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
4.20000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDR7
85000.00000000
PA
USD
84250.77000000
0.230837623164
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.37500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214FG3
95000.00000000
PA
USD
88703.43000000
0.243037410194
Long
DBT
CORP
AU
N
2
2033-08-10
Fixed
5.40500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2022-3
33845PAP9
80000.00000000
PA
USD
78855.68000000
0.216055684051
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
4.55000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2021-1
32059FAA7
3451.79000000
PA
USD
3410.00000000
0.009343016034
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
0.45000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
235234.32000000
PA
USD
235234.32000000
0.644515549417
Long
RA
CORP
US
N
2
Repurchase
N
1.80000000
2023-01-03
119200.00000000
USD
240055.72000000
USD
UST
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BC7
30000.00000000
PA
USD
29832.24000000
0.081736978490
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.12500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
55000.00000000
PA
USD
55129.25000000
0.151047937446
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-1
33843WAA9
4943.24000000
PA
USD
4923.02000000
0.013488520467
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
0.31000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R3A3
65000.00000000
PA
USD
62023.86000000
0.169938392513
Long
DBT
CORP
US
N
2
2027-08-12
Fixed
3.60000000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
100000.00000000
PA
USD
100470.51000000
0.275277884421
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust
65341KBN5
100000.00000000
PA
USD
99599.43000000
0.272891223305
Long
ABS-O
CORP
US
N
2
2025-02-15
Fixed
1.55000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FREB3
182.90000000
PA
USD
181.42000000
0.000497070372
Long
ABS-MBS
USGSE
US
N
2
2025-02-25
Fixed
1.76600000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BS1
80000.00000000
PA
USD
83289.57000000
0.228204043395
Long
DBT
CORP
US
N
2
2033-05-20
Fixed
5.40000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAM0
45000.00000000
PA
USD
44926.28000000
0.123092948501
Long
DBT
CORP
US
N
2
2023-01-21
Fixed
2.15000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AG0
175000.00000000
PA
USD
170428.01000000
0.466953557207
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.60000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BP6
125000.00000000
PA
USD
121776.22000000
0.333653130798
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2022-S1
68267HAA5
220000.00000000
PA
USD
207428.94000000
0.568331939103
Long
ABS-O
CORP
US
N
2
2035-05-14
Fixed
4.13000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368EA44
35000.00000000
PA
USD
34874.35000000
0.095551792148
Long
DBT
CORP
CA
N
2
2023-12-08
Floating
4.62300000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BJ3
30000.00000000
PA
USD
31232.99000000
0.085574875765
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.03700000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-3
025286AB1
15918.65000000
PA
USD
15862.05000000
0.043460230933
Long
ABS-O
CORP
US
N
2
2026-02-13
Fixed
0.66000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBR0
80000.00000000
PA
USD
81389.04000000
0.222996805194
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.10000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2021-2
50117XAC6
67721.29000000
PA
USD
66757.89000000
0.182909101662
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
0.26000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788NAA8
50000.00000000
PA
USD
46899.63000000
0.128499705302
Long
DBT
CORP
US
N
2
2033-07-28
Fixed
4.91600000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAW3
80000.00000000
PA
USD
77461.24000000
0.212235075465
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.37500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
125000.00000000
PA
USD
121794.91000000
0.333704339294
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BE4
95000.00000000
PA
USD
88299.90000000
0.241931783432
Long
DBT
CORP
US
N
2
2037-05-21
Fixed
5.64100000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2021-A
98163HAD1
40000.00000000
PA
USD
37110.72000000
0.101679194133
Long
ABS-O
CORP
US
N
2
2027-08-16
Fixed
0.85000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DH0
190000.00000000
PA
USD
177559.56000000
0.486493201195
Long
DBT
CORP
US
N
2
2029-08-18
Fixed
4.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFG1
310000.00000000
PA
USD
303533.59000000
0.831647858720
Long
DBT
UST
US
N
2
2024-08-31
Fixed
3.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DR7
200000.00000000
PA
USD
210190.08000000
0.575897151798
Long
DBT
CORP
GB
N
2
2028-11-03
Fixed
7.39000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTC5
20000.00000000
PA
USD
19200.79000000
0.052608002591
Long
DBT
CORP
US
N
2
2025-06-11
Fixed
3.87500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BY8
30000.00000000
PA
USD
30980.25000000
0.084882396624
Long
DBT
CORP
US
N
2
2028-11-04
Fixed
5.82000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAC3
100000.00000000
PA
USD
89839.84000000
0.246151045634
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
3.95300000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAW5
55000.00000000
PA
USD
54755.84000000
0.150024836092
Long
DBT
CORP
US
N
2
2023-04-12
Fixed
3.45000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N2
14686KAC1
7499.61000000
PA
USD
6825.16000000
0.018700169887
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
0.75000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AX3
45000.00000000
PA
USD
44026.74000000
0.120628310189
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.95000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAA6
130088.62000000
PA
USD
109962.35000000
0.301284457240
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
0.97000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAJ9
15000.00000000
PA
USD
14615.76000000
0.040045536665
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.24000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AZ7
75000.00000000
PA
USD
73601.64000000
0.201660206056
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BP3
40000.00000000
PA
USD
36459.26000000
0.099894267087
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2020-3 Owner Trust
43813KAC6
35110.56000000
PA
USD
34314.43000000
0.094017674395
Long
ABS-O
CORP
US
N
2
2024-10-18
Fixed
0.37000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAF3
25084.96000000
PA
USD
24832.38000000
0.068037925074
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AL1
45000.00000000
PA
USD
37852.38000000
0.103711259022
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFN6
1390000.00000000
PA
USD
1382887.11000000
3.788954968324
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.25000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust 2020-B
65480EAD3
425.15000000
PA
USD
424.64000000
0.001163465785
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
0.43000000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989V2C7
150000.00000000
PA
USD
141628.99000000
0.388047485177
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LNQ2
24887.07000000
PA
USD
24739.24000000
0.067782731961
Long
ABS-MBS
USGA
US
N
2
2068-10-20
Floating
4.24200000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AU2
135000.00000000
PA
USD
129921.93000000
0.355971458991
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.95000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2021-B
44891VAB7
865.46000000
PA
USD
864.00000000
0.002367262713
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
0.19000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
553514AC4
117077.32000000
PA
USD
94247.24000000
0.258226825361
Long
ABS-MBS
CORP
US
N
2
2030-10-15
Fixed
3.27700000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2021-B
98163LAC4
65000.00000000
PA
USD
62342.67000000
0.170811896015
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.42000000
N
N
N
N
N
N
Capital One Prime Auto Receivables Trust
N/A
Capital One Prime Auto Receivables Trust 2022-2
14043GAB0
95000.00000000
PA
USD
93999.75000000
0.257548730629
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
3.74000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAA2
61335.06000000
PA
USD
60900.79000000
0.166861307171
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.99000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
0778FPAC3
85000.00000000
PA
USD
80565.58000000
0.220740617516
Long
DBT
CORP
CA
N
2
2024-03-17
Fixed
0.75000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-4
362554AB3
25149.08000000
PA
USD
24895.15000000
0.068209907806
Long
ABS-O
CORP
US
N
2
2024-11-18
Fixed
0.28000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDM5
265000.00000000
PA
USD
265004.66000000
0.726082928877
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.54600000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-2
96042RAD0
45000.00000000
PA
USD
43439.06000000
0.119018133162
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
0.62000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZV9
135000.00000000
PA
USD
136606.75000000
0.374287113081
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.70000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAL6
40000.00000000
PA
USD
37783.78000000
0.103523302746
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.70000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBG8
20000.00000000
PA
USD
20622.13000000
0.056502314148
Long
DBT
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEN8
95000.00000000
PA
USD
96083.49000000
0.263257943599
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.15000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-3
03066JAE3
55000.00000000
PA
USD
49522.16000000
0.135685142205
Long
ABS-O
CORP
US
N
2
2027-08-18
Fixed
1.41000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAN7
35000.00000000
PA
USD
32521.72000000
0.089105850854
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
1.60000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2020-A
80281MAC7
25000.00000000
PA
USD
24687.25000000
0.067640285215
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
3.71000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AM4
165000.00000000
PA
USD
153325.65000000
0.420095016533
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.80000000
N
N
N
N
N
N
Toyota Lease Owner Trust
5493006AB33TXC4NJ781
Toyota Lease Owner Trust 2021-B
89239CAC3
125000.00000000
PA
USD
121516.10000000
0.332940431288
Long
ABS-O
CORP
US
N
2
2024-10-21
Fixed
0.42000000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAE5
45000.00000000
PA
USD
44902.28000000
0.123027191203
Long
DBT
CORP
SG
N
2
2028-01-15
Fixed
6.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR23
000000000
-27.00000000
NC
USD
17816.43000000
0.048815012070
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note Future
TYH3 Comdty
2023-03-22
-3049832.06000000
USD
17816.43000000
N
N
N
GUARDIAN LIFE GLOB FUND
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LBG7
45000.00000000
PA
USD
45904.16000000
0.125772229592
Long
DBT
CORP
US
N
2
2027-10-28
Fixed
5.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFX4
910000.00000000
PA
USD
910035.54000000
2.493394909606
Long
DBT
UST
US
N
2
2024-11-30
Fixed
4.50000000
N
N
N
N
N
N
United Auto Credit Securitization Trust
N/A
United Auto Credit Securitization Trust 2022-1
90944DAC5
55000.00000000
PA
USD
54169.71000000
0.148418905891
Long
ABS-O
CORP
US
N
2
2025-03-10
Fixed
2.10000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAC0
80000.00000000
PA
USD
80850.42000000
0.221521047043
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P3
14687JAE9
85000.00000000
PA
USD
79373.79000000
0.217475247111
Long
ABS-O
CORP
US
N
2
2026-11-10
Fixed
0.70000000
N
N
N
N
N
N
FEDERAL REALTY INVS TRST
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747AU1
40000.00000000
PA
USD
39479.40000000
0.108169110619
Long
DBT
US
N
2
2024-01-15
Fixed
3.95000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
40000.00000000
PA
USD
39909.84000000
0.109348467752
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEX5
1175000.00000000
PA
USD
1146864.26000000
3.142278935494
Long
DBT
UST
US
N
2
2024-06-30
Fixed
3.00000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2G2
20000.00000000
PA
USD
19164.30000000
0.052508024099
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.20000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AR9
95000.00000000
PA
USD
94190.88000000
0.258072405307
Long
DBT
CORP
GB
N
2
2023-08-17
Fixed
3.50000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-2
40441JAB7
24441.34000000
PA
USD
24360.95000000
0.066746259957
Long
ABS-O
CORP
US
N
2
2028-09-20
Fixed
0.30000000
N
N
N
N
N
N
DLLAA LLC
N/A
DLLAA 2021-1 LLC
23291YAB1
21569.12000000
PA
USD
21477.73000000
0.058846561807
Long
ABS-O
CORP
US
N
2
2024-05-17
Fixed
0.36000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-3
80285UAE1
80000.00000000
PA
USD
78045.88000000
0.213836923234
Long
ABS-O
CORP
US
N
2
2027-08-16
Fixed
4.13000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
55000.00000000
PA
USD
49875.03000000
0.136651966272
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAE6
125000.00000000
PA
USD
115810.63000000
0.317308085924
Long
ABS-O
CORP
US
N
2
2026-09-21
Fixed
2.50000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CP9
175000.00000000
PA
USD
174419.77000000
0.477890530135
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375U6F2
3553.59000000
PA
USD
3517.42000000
0.009637334738
Long
ABS-MBS
USGA
US
N
3
2064-10-20
Floating
4.04200000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
25000.00000000
PA
USD
23023.75000000
0.063082482525
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBR1
60000.00000000
PA
USD
54506.54000000
0.149341782164
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBD6
125000.00000000
PA
USD
124954.13000000
0.342360246366
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
4.56000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-1
262108AD5
1018.23000000
PA
USD
1016.82000000
0.002785972306
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
0.65000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
55000.00000000
PA
USD
54637.04000000
0.149699337469
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2022-2
36266FAB5
72233.84000000
PA
USD
71383.36000000
0.195582368634
Long
ABS-O
CORP
US
N
2
2024-10-21
Fixed
2.93000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDZ6
145000.00000000
PA
USD
147485.75000000
0.404094348105
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAG1
175000.00000000
PA
USD
165790.22000000
0.454246534822
Long
DBT
CORP
XX
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2021-A Owner Trust
65480BAB3
16779.99000000
PA
USD
16743.86000000
0.045876291041
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
0.16000000
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
Hercules Capital Inc
427096AJ1
70000.00000000
PA
USD
60013.78000000
0.164430999648
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.37500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AS7
200000.00000000
PA
USD
193674.00000000
0.530644952309
Long
DBT
CORP
CH
N
2
2027-08-05
Fixed
4.70300000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-5
30167FAD4
80000.00000000
PA
USD
79845.18000000
0.218766802633
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.97000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-4
80286FAD5
135000.00000000
PA
USD
131999.09000000
0.361662643503
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
4.42000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2021-B
58769KAC8
19387.72000000
PA
USD
19336.63000000
0.052980188895
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
0.22000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2021-A
34532NAC9
42149.70000000
PA
USD
40943.21000000
0.112179785194
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.30000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2021-1 Owner Trust
43813GAC5
21037.28000000
PA
USD
20384.09000000
0.055850111351
Long
ABS-O
CORP
US
N
2
2025-04-21
Fixed
0.27000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AL8
90000.00000000
PA
USD
89478.33000000
0.245160548940
Long
DBT
CORP
US
N
2
2023-06-22
Fixed
4.20000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AA8
65000.00000000
PA
USD
64666.82000000
0.177179805316
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
0.62500000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAB9
80000.00000000
PA
USD
78124.96000000
0.214053593530
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAC6
25000.00000000
PA
USD
25139.41000000
0.068879152702
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
5.75000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2022-1 LLC
784033AS1
110000.00000000
PA
USD
103513.56000000
0.283615498774
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
2.92000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
55000.00000000
PA
USD
49838.41000000
0.136551631595
Long
DBT
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAC2
160000.00000000
PA
USD
155380.48000000
0.425725019359
Long
ABS-O
CORP
US
N
2
2024-08-20
Fixed
0.51000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
125000.00000000
PA
USD
103465.58000000
0.283484038976
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EK9
85000.00000000
PA
USD
83730.84000000
0.229413073508
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
4.40000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
20000.00000000
PA
USD
19324.17000000
0.052946049898
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84400000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRK2
15000.00000000
PA
USD
14720.04000000
0.040331252123
Long
DBT
CORP
CA
N
2
2023-06-23
Fixed
0.95000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7M0
60000.00000000
PA
USD
59541.79000000
0.163137800194
Long
DBT
CORP
CA
N
2
2024-01-19
Floating
4.15700000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust 2022-3
02008DAC3
30000.00000000
PA
USD
30103.60000000
0.082480474334
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
5.07000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607H6M9
190000.00000000
PA
USD
185568.45000000
0.508436657994
Long
DBT
CORP
CA
N
2
2025-08-04
Fixed
3.94500000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-3
96043JAJ4
115000.00000000
PA
USD
107616.20000000
0.294856270416
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.58000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
85000.00000000
PA
USD
86341.03000000
0.236564700200
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AU9
60000.00000000
PA
USD
59558.63000000
0.163183939898
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.62500000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AF8
20000.00000000
PA
USD
17533.81000000
0.048040665093
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
30000.00000000
PA
USD
28907.32000000
0.079202801836
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07100000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAC5
70000.00000000
PA
USD
69430.61000000
0.190232053513
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.87500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-3
26253AAC0
35000.00000000
PA
USD
33861.77000000
0.092777436965
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.47000000
N
N
N
N
N
N
COREBRIDGE GLOB FUNDING
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAS7
25000.00000000
PA
USD
23332.24000000
0.063927710389
Long
DBT
CORP
US
N
2
2024-06-17
Fixed
0.65000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAX6
35000.00000000
PA
USD
31745.94000000
0.086980301007
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-3
380140AB9
26042.91000000
PA
USD
25925.69000000
0.071033471367
Long
ABS-O
CORP
US
N
2
2024-08-16
Fixed
0.21000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust 2021-A
65480DAB9
28121.02000000
PA
USD
28033.07000000
0.076807455276
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
0.30000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBD5
100000.00000000
PA
USD
93210.11000000
0.255385205942
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFM8
730000.00000000
PA
USD
732737.50000000
2.007618243764
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214FK4
135000.00000000
PA
USD
137871.43000000
0.377752193878
Long
DBT
CORP
AU
N
2
2027-11-18
Fixed
5.45700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BYE6
406.66000000
PA
USD
389.78000000
0.001067953310
Long
ABS-MBS
USGA
US
N
3
2062-09-20
Floating
4.42200000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P4
14687KAC0
130000.00000000
PA
USD
121660.37000000
0.333335714843
Long
ABS-O
CORP
US
N
2
2027-01-11
Fixed
1.31000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-3
23344QAA7
32446.16000000
PA
USD
32163.52000000
0.088124423187
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.33000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AH5
30000.00000000
PA
USD
29768.53000000
0.081562420263
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.62500000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBE5
40000.00000000
PA
USD
39698.22000000
0.108768652780
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
5.80700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CER8
2915000.00000000
PA
USD
2828119.33000000
7.748728517989
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.50000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JBA5
120000.00000000
PA
USD
110122.94000000
0.301724455757
Long
DBT
CORP
AU
N
2
2025-10-14
Fixed
1.20100000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZR8
17476.57000000
PA
USD
17178.72000000
0.047067758476
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Floating
4.50200000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-P1
14687AAN8
13969.52000000
PA
USD
13785.85000000
0.037771676713
Long
ABS-O
CORP
US
N
2
2025-06-09
Fixed
0.44000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DB2
60000.00000000
PA
USD
62461.83000000
0.171138380998
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
5.85000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBB8
30000.00000000
PA
USD
24054.87000000
0.065907635221
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-3
14315PAD7
2213.11000000
PA
USD
2204.30000000
0.006039533795
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
2.18000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAG2
95000.00000000
PA
USD
93994.10000000
0.257533250265
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-4
30166BAC6
50000.00000000
PA
USD
49602.10000000
0.135904168803
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
4.33000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
225000.00000000
PA
USD
208386.28000000
0.570954942906
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AU1
50000.00000000
PA
USD
49176.60000000
0.134738346715
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBB9
150000.00000000
PA
USD
148155.81000000
0.405930237057
Long
DBT
CORP
US
N
2
2023-04-12
Fixed
0.50200000
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust
65341KBQ8
145000.00000000
PA
USD
135553.40000000
0.371401052688
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
0.85000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-2
33844WAE0
65000.00000000
PA
USD
60272.90000000
0.165140959272
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.27000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDH9
65000.00000000
PA
USD
64871.48000000
0.177740550671
Long
DBT
CORP
US
N
2
2023-09-15
Floating
5.29900000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAG3
45000.00000000
PA
USD
44485.46000000
0.121885151337
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.80000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2020-A
98163DAD0
9931.74000000
PA
USD
9852.64000000
0.026995124192
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
0.55000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAZ3
90000.00000000
PA
USD
86733.65000000
0.237640434791
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.50000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02343JAA8
40000.00000000
PA
USD
38937.60000000
0.106684639626
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LXV0
69773.27000000
PA
USD
69743.56000000
0.191089501275
Long
ABS-MBS
USGA
US
N
2
2069-08-20
Floating
5.01000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BK0
85000.00000000
PA
USD
85668.99000000
0.234723386272
Long
DBT
CORP
US
N
2
2028-12-02
Fixed
5.35400000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAP7
80000.00000000
PA
USD
73665.53000000
0.201835257462
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.80000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2022-1
03066TAD3
85000.00000000
PA
USD
80908.53000000
0.221680261900
Long
ABS-O
CORP
US
N
2
2027-04-19
Fixed
2.77000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2022-D
98163VAB4
105000.00000000
PA
USD
105231.95000000
0.288323693883
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
5.51000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2020-3
30166NAE6
15441.46000000
PA
USD
15267.01000000
0.041829888334
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
1.32000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AS6
75000.00000000
PA
USD
74449.03000000
0.203981959239
Long
DBT
CORP
US
N
2
2023-07-31
Fixed
3.70000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAW5
95000.00000000
PA
USD
89206.48000000
0.244415710551
Long
DBT
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
35000.00000000
PA
USD
35000.00000000
0.095896059000
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AP4
45000.00000000
PA
USD
45560.49000000
0.124830612489
Long
DBT
CORP
US
N
2
2027-12-13
Fixed
5.75000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAM6
130000.00000000
PA
USD
128222.41000000
0.351314965557
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.16500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZX8
20000.00000000
PA
USD
18596.01000000
0.050950973489
Long
DBT
CORP
CA
N
2
2024-10-07
Fixed
0.75000000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAV8
85000.00000000
PA
USD
85561.99000000
0.234430218320
Long
DBT
US
N
2
2028-01-15
Fixed
5.55000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2022-1
33845VAA9
147838.79000000
PA
USD
142628.26000000
0.390785372459
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
1.79000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2C5
200000.00000000
PA
USD
184401.64000000
0.505239729977
Long
DBT
CORP
AU
N
2
2024-10-08
Fixed
0.87500000
N
N
N
N
N
N
Harley-Davidson Motorcycle Trust
N/A
Harley-Davidson Motorcycle Trust 2021-A
41284NAC4
22251.59000000
PA
USD
21661.52000000
0.059350125713
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
0.37000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAM9
150000.00000000
PA
USD
150334.47000000
0.411899520140
Long
DBT
CORP
DE
N
2
2027-09-09
Fixed
5.37100000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAP9
35000.00000000
PA
USD
35076.74000000
0.096106317959
Long
DBT
CORP
US
N
2
2025-10-14
Fixed
5.45000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AL3
145000.00000000
PA
USD
143513.65000000
0.393211241364
Long
DBT
CORP
US
N
2
2023-03-23
Fixed
0.55000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBB4
200000.00000000
PA
USD
185104.97000000
0.507166774982
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKL8
115000.00000000
PA
USD
117575.97000000
0.322144918746
Long
DBT
CORP
US
N
2
2027-11-10
Fixed
5.45000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593X2
145000.00000000
PA
USD
137029.73000000
0.375446030653
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
0.70000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2021-2 LLC
29374YAB8
63453.16000000
PA
USD
59945.22000000
0.164243152968
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
0.48000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZU1
110000.00000000
PA
USD
114668.46000000
0.314178668732
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
6.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2022-2
03065WAD7
40000.00000000
PA
USD
39366.16000000
0.107858845770
Long
ABS-O
CORP
US
N
2
2028-04-18
Fixed
4.38000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAB3
105000.00000000
PA
USD
100421.92000000
0.275144753292
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
1.53000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
110000.00000000
PA
USD
105054.26000000
0.287836843291
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38400000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBK3
200000.00000000
PA
USD
186168.18000000
0.510079850664
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAU5
40000.00000000
PA
USD
32714.25000000
0.089633361375
Long
DBT
CORP
BM
N
2
2028-01-26
Fixed
2.85000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-1
30165XAD7
13011.05000000
PA
USD
12922.73000000
0.035406825100
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.57000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDZ3
120000.00000000
PA
USD
119972.94000000
0.328712346648
Long
DBT
CORP
US
N
2
2023-02-02
Floating
4.27100000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-SSP
05602HAA1
95000.00000000
PA
USD
93112.64000000
0.255118149117
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
7.33600000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAR4
200000.00000000
PA
USD
190006.70000000
0.520596963247
Long
DBT
CORP
GB
N
2
2026-03-18
Fixed
3.51100000
N
N
N
N
N
N
Daimler Trucks Retail Trust
N/A
Daimler Trucks Retail Trust 2022-1
233869AB2
100000.00000000
PA
USD
99824.10000000
0.273506793807
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
5.07000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159TE6
55000.00000000
PA
USD
54871.44000000
0.150341567076
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
1.95000000
N
N
N
N
N
N
PRICOA GLOBAL FUNDING 1
635400IBXEBMD9ADYA79
Pricoa Global Funding I
74153WCP2
200000.00000000
PA
USD
175809.45000000
0.481698096857
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.20000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-2
23343RAE8
12296.98000000
PA
USD
12134.76000000
0.033247876026
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
3.28000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
100000.00000000
PA
USD
96617.83000000
0.264721975033
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAL4
60000.00000000
PA
USD
56955.46000000
0.156051547215
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-4
02529XAC9
20000.00000000
PA
USD
20253.04000000
0.055491049107
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
7.86000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
65000.00000000
PA
USD
63895.95000000
0.175067708316
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
PenFed Auto Receivables Owner Trust
N/A
PenFed Auto Receivables Owner Trust 2022-A
706874AD6
25000.00000000
PA
USD
24281.03000000
0.066527288156
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
4.18000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BK7
30000.00000000
PA
USD
28158.38000000
0.077150790566
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.62500000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-2
96042RAB4
18999.64000000
PA
USD
18800.18000000
0.051510376299
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.32000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2V2
80000.00000000
PA
USD
66661.61000000
0.182645305303
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
2.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJF8
200000.00000000
PA
USD
195321.99000000
0.535160259345
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
4.54800000
N
N
N
N
N
N
GUARDIAN LIFE GLOB FUND
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LAE3
45000.00000000
PA
USD
44787.32000000
0.122712213748
Long
DBT
CORP
US
N
2
2023-04-25
Fixed
3.40000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AC2
110000.00000000
PA
USD
99602.78000000
0.272900401927
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2020-2
30167YAE1
8219.08000000
PA
USD
8180.40000000
0.022413374887
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.28000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKQ1
50000.00000000
PA
USD
49074.67000000
0.134459069992
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.62500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-3
14317DAB6
24798.33000000
PA
USD
24669.43000000
0.067591460422
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
0.29000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2020-4
02530QAC1
6120.41000000
PA
USD
6007.25000000
0.016459188583
Long
ABS-O
CORP
US
N
2
2026-12-14
Fixed
1.31000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N4
14687HAD5
30000.00000000
PA
USD
28636.58000000
0.078461004721
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
1.72000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAP2
140000.00000000
PA
USD
139682.23000000
0.382713581982
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
5.50000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AD4
50000.00000000
PA
USD
47333.86000000
0.129689446607
Long
DBT
CORP
CA
N
2
2025-06-15
Fixed
3.85000000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust 2022-A
98163NAC0
30000.00000000
PA
USD
29355.96000000
0.080432024919
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.21000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BY89
3325.88000000
PA
USD
3180.84000000
0.008715143437
Long
ABS-MBS
USGA
US
N
3
2063-04-20
Fixed
3.50000000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust 2021-A
98163JAB1
16049.98000000
PA
USD
16027.11000000
0.043912476747
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.21000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2022-1
32057KAC4
90000.00000000
PA
USD
84020.27000000
0.230206079118
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
3.13000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAZ2
235000.00000000
PA
USD
205724.17000000
0.563661061260
Long
DBT
CORP
JP
N
2
2027-01-22
Fixed
2.32900000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAD8
85000.00000000
PA
USD
79359.16000000
0.217435162559
Long
DBT
US
N
2
2028-02-15
Fixed
5.95000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBU8
85000.00000000
PA
USD
85000.00000000
0.232890429000
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.20000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642BA0
80000.00000000
PA
USD
82148.20000000
0.225076818113
Long
DBT
CORP
US
N
2
2027-11-22
Fixed
5.95000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBB1
55000.00000000
PA
USD
52408.96000000
0.143594649151
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEJ4
175000.00000000
PA
USD
167160.05000000
0.457999714779
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-3
80285WAF4
28774.94000000
PA
USD
28513.58000000
0.078123998571
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.12000000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAL5
65000.00000000
PA
USD
63011.21000000
0.172643620338
Long
DBT
CORP
US
N
2
2025-03-21
Fixed
5.50000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2020-2 Owner Trust
43813DAC2
40916.97000000
PA
USD
40315.63000000
0.110460286660
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
0.82000000
N
N
N
N
N
N
MORGAN STANLEY DIRECT
549300QEX22T2J8IB029
Morgan Stanley Direct Lending Fund
61774AAD5
55000.00000000
PA
USD
50791.34000000
0.139162552495
Long
DBT
CORP
US
N
2
2027-02-11
Fixed
4.50000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AU1
125000.00000000
PA
USD
122306.75000000
0.335106723261
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.70000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2022-4 LLC
29374GAB7
85000.00000000
PA
USD
85153.85000000
0.233311960677
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
5.76000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAC8
30000.00000000
PA
USD
27717.29000000
0.075942253633
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LX40
121831.91000000
PA
USD
121397.88000000
0.332616521799
Long
ABS-MBS
USGA
US
N
2
2070-01-20
Floating
5.06000000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAN1
10000.00000000
PA
USD
9967.64000000
0.027310211243
Long
DBT
CORP
US
N
2
2027-09-16
Fixed
7.75000000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2021-2
35105UAC7
105000.00000000
PA
USD
102203.75000000
0.280026766858
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
0.81000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAB4
13388.30000000
PA
USD
13362.63000000
0.036612101567
Long
ABS-O
CORP
US
N
2
2024-01-22
Fixed
0.31000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2021-C
98164CAB5
17287.96000000
PA
USD
17207.38000000
0.047146283649
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
0.22000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LSX2
36297.96000000
PA
USD
36317.71000000
0.099506436026
Long
ABS-MBS
USGA
US
N
2
2069-04-20
Floating
4.99000000
N
N
N
N
N
N
Volkswagen Auto Loan Enhanced Trust
N/A
Volkswagen Auto Loan Enhanced Trust 2021-1
92868KAC7
210000.00000000
PA
USD
198951.06000000
0.545103502512
Long
ABS-O
CORP
US
N
2
2026-06-22
Fixed
1.02000000
N
N
N
N
N
N
Harley-Davidson Motorcycle Trust
N/A
Harley-Davidson Motorcycle Trust 2020-A
41284UAD6
2643.09000000
PA
USD
2635.70000000
0.007221521220
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
1.87000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2022-4
33843XAC3
110000.00000000
PA
USD
110752.93000000
0.303450557421
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
6.32000000
N
N
N
N
N
N
Harley-Davidson Motorcycle Trust
N/A
Harley-Davidson Motorcycle Trust 2022-A
41284YAB2
16184.86000000
PA
USD
16035.38000000
0.043935135616
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
2.45000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-2
262104AD4
51619.73000000
PA
USD
50969.76000000
0.139651403205
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.58000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFW6
170000.00000000
PA
USD
159182.05000000
0.436140893102
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
0.55000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAN4
110000.00000000
PA
USD
106702.93000000
0.292354013451
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.95000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2021-B
58769KAD6
60000.00000000
PA
USD
58338.90000000
0.159842017040
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.40000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR23
000000000
42.00000000
NC
USD
11408.29000000
0.031257430026
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUH3 Comdty
2023-03-31
8601873.00000000
USD
11408.29000000
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2022-3
23345RAC0
50000.00000000
PA
USD
50690.17000000
0.138885358087
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
6.74000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
61762TAE6
100000.00000000
PA
USD
98546.92000000
0.270007464417
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.19800000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2020-2
96042PAE2
19235.46000000
PA
USD
19026.58000000
0.052130686807
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
2.01000000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2022-4FP
35634JAB4
100000.00000000
PA
USD
99672.70000000
0.273091974854
Long
ABS-O
CORP
US
N
2
2029-12-18
Fixed
7.58000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
20000.00000000
PA
USD
19846.86000000
0.054378161643
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR23
000000000
-15.00000000
NC
USD
1959.53000000
0.005368891556
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note Future
FVH3 Comdty
2023-03-31
-1620904.85000000
USD
1959.53000000
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BP4
60000.00000000
PA
USD
61131.40000000
0.167493152604
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-3
025286AC9
80000.00000000
PA
USD
77871.62000000
0.213359470456
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
0.98000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WEB3
35000.00000000
PA
USD
30019.40000000
0.082249775815
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
2.25000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2021-C Owner Trust
89239BAC5
95000.00000000
PA
USD
90088.98000000
0.246833661181
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.43000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RFV1
105000.00000000
PA
USD
106785.47000000
0.292580163757
Long
ABS-O
CORP
US
N
2
2027-04-20
Fixed
6.12000000
N
N
N
N
N
N
Canadian Pacer Auto Receivables Trust
N/A
Canadian Pacer Auto Receivables Trust 2021-1
13646CAD8
88963.63000000
PA
USD
85765.30000000
0.234987264828
Long
ABS-O
CORP
CA
N
2
2025-10-20
Fixed
0.50000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BF7
30000.00000000
PA
USD
30033.16000000
0.082287476666
Long
DBT
CORP
US
N
2
2023-03-29
Floating
5.35600000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAJ1
80000.00000000
PA
USD
78417.46000000
0.214855010594
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2021-B
12657WAB6
33578.46000000
PA
USD
33463.12000000
0.091685180852
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.22000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2H0
120000.00000000
PA
USD
110508.25000000
0.302780161772
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
1.75000000
N
N
N
N
N
N
GOLUB CAPITAL BDC
2549005WE0QLGK9APF78
Golub Capital BDC Inc
38173MAB8
80000.00000000
PA
USD
67919.69000000
0.186092302843
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
2.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECD5
200000.00000000
PA
USD
208465.62000000
0.571172325573
Long
DBT
CORP
GB
N
2
2028-11-02
Fixed
7.38500000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2021-1
36261RAC2
69383.30000000
PA
USD
68988.86000000
0.189021708255
Long
ABS-O
CORP
US
N
2
2024-02-20
Fixed
0.26000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RQ41
25000.00000000
PA
USD
24926.90000000
0.068296899231
Long
DBT
CORP
US
N
2
2023-02-07
Fixed
1.90000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
50000.00000000
PA
USD
43636.00000000
0.119557726586
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AU3
55000.00000000
PA
USD
46427.84000000
0.127207053825
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.40000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAW8
200000.00000000
PA
USD
189207.78000000
0.518408012405
Long
DBT
CORP
NL
N
2
2027-06-15
Fixed
4.62500000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AV5
35000.00000000
PA
USD
32318.99000000
0.088550393482
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CX5
205000.00000000
PA
USD
177539.26000000
0.486437581480
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
2.25100000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZS6
12710.24000000
PA
USD
12558.90000000
0.034409971867
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Floating
4.12500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBQ2
100000.00000000
PA
USD
93731.60000000
0.256814029822
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
4.75000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-3
80287EAD7
71192.48000000
PA
USD
70658.20000000
0.193595511887
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.60000000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41283LAY1
25000.00000000
PA
USD
23300.69000000
0.063841266942
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
3.35000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2022-2
362585AB7
48873.33000000
PA
USD
48176.49000000
0.131998157927
Long
ABS-O
CORP
US
N
2
2025-05-16
Fixed
2.52000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AT5
65000.00000000
PA
USD
63957.74000000
0.175237005959
Long
DBT
CORP
US
N
2
2024-03-12
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BK84
519.42000000
PA
USD
468.17000000
0.001282733084
Long
ABS-MBS
USGA
US
N
3
2063-02-20
Fixed
1.65000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AW7
35000.00000000
PA
USD
36549.85000000
0.100142473487
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.95000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCN6
40000.00000000
PA
USD
40000.98000000
0.109598181090
Long
DBT
CORP
CA
N
2
2023-01-06
Floating
3.91800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LNW9
26033.71000000
PA
USD
25715.06000000
0.070456368884
Long
ABS-MBS
USGA
US
N
3
2068-09-20
Floating
4.14200000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-3
262081AD4
50000.00000000
PA
USD
48616.22000000
0.133202968614
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
1.11000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
120000.00000000
PA
USD
119195.09000000
0.326581125233
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.52900000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DG9
85000.00000000
PA
USD
80624.00000000
0.220900681738
Long
DBT
CORP
US
N
2
2024-02-26
Fixed
0.60000000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2022-2
34660DAB7
120000.00000000
PA
USD
118916.50000000
0.325817820003
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
4.49000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2021-2
380144AC9
57473.08000000
PA
USD
56636.16000000
0.155176701168
Long
ABS-O
CORP
US
N
2
2024-05-20
Fixed
0.34000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAZ1
75000.00000000
PA
USD
75942.56000000
0.208074063268
Long
DBT
CORP
CA
N
2
2024-11-07
Fixed
5.90000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-A
68269LAA4
49509.85000000
PA
USD
49148.79000000
0.134662150446
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
3.84000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AL6
65000.00000000
PA
USD
63183.56000000
0.173115839931
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LAQ9
115000.00000000
PA
USD
113789.64000000
0.311770800887
Long
DBT
CORP
CA
N
2
2027-09-14
Fixed
4.70000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
80000.00000000
PA
USD
78635.55000000
0.215452552637
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
United Auto Credit Securitization Trust
N/A
United Auto Credit Securitization Trust 2022-2
90944KAD7
55000.00000000
PA
USD
54252.88000000
0.148646782326
Long
ABS-O
CORP
US
N
2
2027-05-10
Fixed
5.81000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-2
23345EAC9
25000.00000000
PA
USD
24532.93000000
0.067217465792
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
0.81000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFZ9
220000.00000000
PA
USD
218796.88000000
0.599478814673
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.87500000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
90000.00000000
PA
USD
77562.40000000
0.212512242474
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBL3
105000.00000000
PA
USD
103574.89000000
0.283783536068
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25500000
N
N
N
N
N
N
CONSOLIDATED EDISON INC
54930033SBW53OO8T749
Consolidated Edison Inc
209115AE4
85000.00000000
PA
USD
81622.56000000
0.223636623700
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.65000000
N
N
N
N
N
N
TRUSTAGE FINANCIAL GROUP
549300X7YNHNZXTI6F10
Trustage Financial Group Inc
89787EAA9
35000.00000000
PA
USD
30173.44000000
0.082671828070
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.62500000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABD2
225000.00000000
PA
USD
218013.56000000
0.597332606075
Long
DBT
CORP
DK
N
2
2025-03-28
Fixed
3.77300000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABV8
75000.00000000
PA
USD
69953.25000000
0.191664028264
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.87500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-4
30165JAD8
80000.00000000
PA
USD
78039.88000000
0.213820483910
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
1.05000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
40000.00000000
PA
USD
39205.28000000
0.107418052685
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAM2
75000.00000000
PA
USD
74458.98000000
0.204009221119
Long
DBT
CORP
US
N
2
2023-03-02
Fixed
0.70000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
55000.00000000
PA
USD
55204.48000000
0.151254059176
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KA4
110000.00000000
PA
USD
107365.75000000
0.294170065617
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
3.25000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAT8
65000.00000000
PA
USD
63712.95000000
0.174566308922
Long
DBT
CORP
KY
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAF8
65000.00000000
PA
USD
64276.94000000
0.176111578017
Long
DBT
CORP
BM
N
2
2033-02-01
Fixed
6.65000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DJ6
135000.00000000
PA
USD
138900.70000000
0.380572277782
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
6.36100000
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLBL
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2B4
145000.00000000
PA
USD
137296.15000000
0.376175991454
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.60000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAC7
200000.00000000
PA
USD
200208.00000000
0.548547376581
Long
DBT
CORP
NO
N
2
2026-10-09
Fixed
5.89600000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-4
33845XAC1
15000.00000000
PA
USD
14122.76000000
0.038694772177
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.28000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DB2
2000.00000000
PA
USD
1983.17000000
0.005433662495
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAF3
110000.00000000
PA
USD
104212.81000000
0.285531365038
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.80000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802AX7
55000.00000000
PA
USD
54730.00000000
0.149954037402
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
4.25000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-2
33844WAC4
30000.00000000
PA
USD
28560.80000000
0.078253376054
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
0.93000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CJ3
165000.00000000
PA
USD
167133.46000000
0.457926861173
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.95000000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2021-1
74113XAE6
45000.00000000
PA
USD
40829.13000000
0.111867218840
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
1.53000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
30000.00000000
PA
USD
29350.80000000
0.080417887100
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCK9
160000.00000000
PA
USD
153176.36000000
0.419685978743
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
1.34300000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AV8
40000.00000000
PA
USD
41161.83000000
0.112778779378
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAA4
25000.00000000
PA
USD
24826.69000000
0.068022335114
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.75000000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2020-1
74114BAG8
47321.34000000
PA
USD
46968.09000000
0.128687277993
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.31000000
N
N
N
N
N
N
SECURITY BENEFIT GL FUND
5493003C0JW6BY7YFF93
Security Benefit Global Funding
81412DAA1
70000.00000000
PA
USD
65672.15000000
0.179934296316
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
1.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3C5
125000.00000000
PA
USD
122607.50000000
0.335930744396
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.54000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAD7
20000.00000000
PA
USD
18753.24000000
0.051381765985
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
0.69000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFQ9
3130000.00000000
PA
USD
3121074.62000000
8.551393025826
Long
DBT
UST
US
N
2
2024-10-31
Fixed
4.37500000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AC9
42000.00000000
PA
USD
41861.35000000
0.114695385412
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.90000000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
20000.00000000
PA
USD
15473.40000000
0.042395373695
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B10 Mortgage Trust
08162VAA6
79550.92000000
PA
USD
77900.88000000
0.213439639561
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Fixed
2.79300000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BD8
115000.00000000
PA
USD
113039.07000000
0.309714323601
Long
DBT
CORP
US
N
2
2024-11-01
Variable
4.22000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAF6
30000.00000000
PA
USD
20036.40000000
0.054897479901
Long
DBT
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KAV5
60000.00000000
PA
USD
59031.54000000
0.161739772649
Long
ABS-O
CORP
US
N
2
2027-07-20
Variable
3.72000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAK7
35000.00000000
PA
USD
33274.60000000
0.091168657280
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RUS3
8904.28000000
PA
USD
8818.02000000
0.024160381891
Long
ABS-MBS
USGA
US
N
3
2066-05-20
Floating
4.42200000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAG8
70000.00000000
PA
USD
63037.06000000
0.172714446427
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2022-1
68269DAB0
130000.00000000
PA
USD
129615.33000000
0.355131409515
Long
ABS-O
CORP
US
N
2
2029-03-14
Floating
5.40700000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CW7
45000.00000000
PA
USD
45651.53000000
0.125080051838
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.62500000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
20000.00000000
PA
USD
15566.09000000
0.042649333858
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-2
33844QAE3
7875.75000000
PA
USD
7780.75000000
0.021318378887
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
BAIN CAPITAL SPECIALTY F
549300V2JL72R0EYBK64
Bain Capital Specialty Finance Inc
05684BAC1
60000.00000000
PA
USD
49431.48000000
0.135436689215
Long
DBT
CORP
US
N
2
2026-10-13
Fixed
2.55000000
N
N
N
N
N
N
GUARDIAN LIFE GLOB FUND
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LAG8
40000.00000000
PA
USD
36229.31000000
0.099264229980
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
1.10000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2X0
190000.00000000
PA
USD
184662.37000000
0.505954100818
Long
DBT
CORP
US
N
2
2026-04-25
Fixed
3.90800000
N
N
N
N
N
N
2023-01-27
Natixis ETF Trust
John Sgroi
John Sgroi
Assistant Treasurer