0001752724-24-028957.txt : 20240220
0001752724-24-028957.hdr.sgml : 20240220
20240220131559
ACCESSION NUMBER: 0001752724-24-028957
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240220
DATE AS OF CHANGE: 20240220
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NORTHWESTERN MUTUAL SERIES FUND INC
CENTRAL INDEX KEY: 0000742212
ORGANIZATION NAME:
IRS NUMBER: 391603401
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03990
FILM NUMBER: 24652121
BUSINESS ADDRESS:
STREET 1: 720 E WISCONSIN AVE
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
BUSINESS PHONE: 4142992508
MAIL ADDRESS:
STREET 1: 720 EAST WISCONSIN AVE
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
FORMER COMPANY:
FORMER CONFORMED NAME: NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
DATE OF NAME CHANGE: 19940830
0000742212
S000018233
Short-Term Bond Portfolio
C000050281
Short-Term Bond Portfolio
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000742212
XXXXXXXX
S000018233
C000050281
NORTHWESTERN MUTUAL SERIES FUND INC
811-03990
0000742212
549300T1UBX7MDSNZA55
720 E WISCONSIN AVE
MILWAUKEE
53202
414-271-1444
Short-Term Bond Portfolio
S000018233
BEEDB5U9NNUVQYFFEL15
2023-12-31
2023-12-31
N
387161960.20
1953554.72
385208405.48
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
700000.00000000
0.00000000
0.00000000
7251492.08000000
USD
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9XM0
138743.88000000
PA
USD
136779.35000000
0.035507883019
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2022-A
34528LAG0
1020000.00000000
PA
USD
1004745.29000000
0.260831611072
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
4.18000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2023-1
432917AB8
747132.71000000
PA
USD
755564.92000000
0.196144453041
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
6.11000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2022-SFR6 Trust
74334DAA1
524238.10000000
PA
USD
505332.13000000
0.131184087058
Long
ABS-O
CORP
US
N
2
2039-07-20
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LDG1
58654.69000000
PA
USD
59600.86000000
0.015472367464
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2023-1
67571BAA1
95352.26000000
PA
USD
95536.65000000
0.024801289027
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
5.87000000
N
N
N
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
19123MAF0
200000.00000000
PA
USD
180450.35000000
0.046844863048
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
1.50000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co., LLC
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAD9
260000.00000000
PA
USD
242255.29000000
0.062889409097
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.34000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR24
000000000
456.00000000
NC
USD
846727.93000000
0.219810346283
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUH4 Comdty
2024-03-28
93050084.34000000
USD
846727.93000000
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AX0
515000.00000000
PA
USD
510839.20000000
0.132613720970
Long
DBT
CORP
US
N
2
2024-04-18
Fixed
3.13000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
805000.00000000
PA
USD
744892.01000000
0.193373768433
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAH3
120000.00000000
PA
USD
117990.16000000
0.030630214274
Long
ABS-O
CORP
US
N
2
2049-10-15
Variable
3.87000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
500000.00000000
PA
USD
491514.69000000
0.127597083295
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
605000.00000000
PA
USD
597060.21000000
0.154996672322
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.13000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AT2
770000.00000000
PA
USD
774092.47000000
0.200954200112
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.55000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CM4
255000.00000000
PA
USD
260693.90000000
0.067676067368
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
6.15000000
N
N
N
N
N
N
KNDR Trust 2021-KIND
N/A
KIND Trust 2021-KIND
482606AL4
575838.22000000
PA
USD
536122.60000000
0.139177284912
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
7.23000000
N
N
N
N
N
N
BSREP Commercial Mortgage Trust 2021-DC
N/A
BSREP Commercial Mortgage Trust 2021-DC
05591UAG2
189541.22000000
PA
USD
141064.69000000
0.036620356148
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
7.38000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
117000.00000000
PA
USD
113378.54000000
0.029433038943
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2021-4
85573PAA0
586095.71000000
PA
USD
490067.21000000
0.127221317870
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.16000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2023-3
67571CAE1
100000.00000000
PA
USD
102297.85000000
0.026556494755
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
7.58000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TBF1
78527.69000000
PA
USD
71225.46000000
0.018490110544
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
6.42000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CF6
930000.00000000
PA
USD
902289.18000000
0.234234032062
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BM4
100000.00000000
PA
USD
99946.24000000
0.025946017422
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.98000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWG73
31300.84000000
PA
USD
29775.86000000
0.007729805366
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
495000.00000000
PA
USD
487887.36000000
0.126655429388
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAV3
615000.00000000
PA
USD
554844.13000000
0.144037389139
Long
DBT
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAN9
35000.00000000
PA
USD
34866.32000000
0.009051287434
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668CA8
380000.00000000
PA
USD
389089.89000000
0.101007632352
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNDB6
301876.52000000
PA
USD
259018.15000000
0.067241043112
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAC0
150240.06000000
PA
USD
119191.07000000
0.030941970191
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.29000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-NUGS
61692AAL6
315000.00000000
PA
USD
111893.23000000
0.029047452861
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.28000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
97066.61000000
PA
USD
86889.82000000
0.022556574250
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AE9
19000.00000000
PA
USD
18880.85000000
0.004901463657
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QS3D1
314350.06000000
PA
USD
310990.23000000
0.080732981309
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
5.00000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2019-C16 Commercial Mortgage Trust
12596WAA2
42082.93000000
PA
USD
41577.91000000
0.010793614419
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
2.36000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
209598.07000000
PA
USD
172410.05000000
0.044757603299
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
1040000.00000000
PA
USD
1040585.52000000
0.270135725284
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAG8
420000.00000000
PA
USD
410485.45000000
0.106561914060
Long
DBT
CORP
SE
N
2
2024-06-11
Fixed
0.55000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-5
92538CAC5
63455.51000000
PA
USD
58707.34000000
0.015240409909
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.73000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GBF9
495000.00000000
PA
USD
477910.72000000
0.124065496287
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
4.08000000
N
N
N
N
N
N
MidOcean Credit CLO
N/A
MidOcean Credit CLO XI Ltd
59801AAN4
305000.00000000
PA
USD
304232.09000000
0.078978569956
Long
ABS-CBDO
CORP
JE
N
2
2033-10-18
Floating
7.10000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCB9
365000.00000000
PA
USD
351538.29000000
0.091259246942
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAS3
305000.00000000
PA
USD
301186.05000000
0.078187818779
Long
DBT
CORP
NL
N
2
2025-09-15
Fixed
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
465000.00000000
PA
USD
456790.54000000
0.118582703155
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJZ9
325000.00000000
PA
USD
311444.32000000
0.080850862953
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.05000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
334000.00000000
PA
USD
336045.44000000
0.087237307187
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
490000.00000000
PA
USD
478855.81000000
0.124310841401
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAL6
610000.00000000
PA
USD
604067.80000000
0.156815840829
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.13000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NET
126438AA8
196420.96000000
PA
USD
181691.02000000
0.047166940652
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
2.26000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
375000.00000000
PA
USD
357756.94000000
0.092873606834
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.53000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
410000.00000000
PA
USD
375345.80000000
0.097439670230
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAA6
246000.00000000
PA
USD
226718.01000000
0.058855935326
Long
DBT
CORP
NO
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd
80685XAC5
155000.00000000
PA
USD
146928.87000000
0.038142695722
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BG8
497000.00000000
PA
USD
483351.08000000
0.125477812302
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
390000.00000000
PA
USD
393316.94000000
0.102104973413
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CW6E9
129625.68000000
PA
USD
113276.39000000
0.029406520830
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
1.50000000
N
N
N
N
N
N
Verus Securitization Trust
213800DTJD5UKJR53O34
Verus Securitization Trust 2023-8
92540DAB1
215000.00000000
PA
USD
216511.84000000
0.056206416298
Long
ABS-MBS
CORP
US
N
2
2068-12-25
Variable
6.66000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2019-A LLC
28416TAA3
117099.81000000
PA
USD
111681.67000000
0.028992531941
Long
ABS-O
CORP
US
N
2
2034-01-25
Fixed
2.61000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBV7
305000.00000000
PA
USD
301910.25000000
0.078375820907
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.50000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBE8
910000.00000000
PA
USD
909932.29000000
0.236218181393
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAA3
270199.81000000
PA
USD
229132.36000000
0.059482699946
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.91000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAB7
46921.52000000
PA
USD
43013.93000000
0.011166404831
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.44000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-CSMO
05610MAC6
570000.00000000
PA
USD
570357.16000000
0.148064567617
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Floating
8.50000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAD4
250000.00000000
PA
USD
254157.88000000
0.065979318307
Long
DBT
CORP
US
N
2
2026-03-22
Fixed
5.35000000
N
N
N
N
N
N
Toorak Mortgage Corp.
N/A
TRK 2021-INV1 Trust
89688WAB7
109073.38000000
PA
USD
94107.01000000
0.024430154861
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
1.41000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAZ3
325000.00000000
PA
USD
334025.71000000
0.086712985814
Long
DBT
US
N
2
2028-01-15
Fixed
6.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C7G3
22438.06000000
PA
USD
22472.53000000
0.005833862833
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Residential Mortgage Loan Trust
N/A
Morgan Stanley Residential Mortgage Loan Trust 2023-NQM1
61775VAB2
147583.11000000
PA
USD
150398.74000000
0.039043473055
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
7.53000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABR7
390000.00000000
PA
USD
389734.33000000
0.101174928806
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.80000000
N
N
N
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAS2
250000.00000000
PA
USD
252430.00000000
0.065530761117
Long
DBT
NUSS
KR
N
2
2028-07-18
Fixed
5.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2023-2 LLC
55400WAB5
108293.07000000
PA
USD
110487.22000000
0.028682453037
Long
ABS-O
CORP
US
N
2
2040-11-20
Fixed
6.33000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AJ8
953500.80000000
PA
USD
942701.16000000
0.244724971363
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
6.77000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BL8
575000.00000000
PA
USD
570472.09000000
0.148094403414
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
4.76000000
N
N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
000000000
1000000.00000000
PA
USD
985416.95000000
0.255813979129
Long
DBT
CORP
KR
N
2
2025-08-04
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CHG2
30951.61000000
PA
USD
32182.50000000
0.008354568473
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
7.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
250000.00000000
PA
USD
238975.95000000
0.062038093302
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBQ8
310000.00000000
PA
USD
307284.91000000
0.079771081219
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2020-1
64034GAA8
92040.79000000
PA
USD
91046.83000000
0.023635732944
Long
ABS-O
CORP
US
N
2
2068-03-26
Floating
6.21000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2023-A
98163UAE0
445000.00000000
PA
USD
449282.24000000
0.116633550464
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.87000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAF9
410000.00000000
PA
USD
403877.65000000
0.104846530930
Long
DBT
CORP
US
N
2
2025-06-09
Floating
5.82000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
1120000.00000000
PA
USD
1073965.04000000
0.278801039832
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2022-1
67571EAC1
395000.00000000
PA
USD
388009.41000000
0.100727140031
Long
ABS-O
CORP
US
N
2
2028-05-22
Fixed
4.90000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAG7
210000.00000000
PA
USD
211193.03000000
0.054825654631
Long
ABS-O
CORP
US
N
2
2030-12-16
Fixed
6.44000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AM3
205000.00000000
PA
USD
205274.41000000
0.053289182447
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
4.75000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAC3
600000.00000000
PA
USD
595047.62000000
0.154474204491
Long
DBT
CORP
NL
N
2
2027-04-21
Fixed
4.90000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17328PAX1
370972.96000000
PA
USD
304917.18000000
0.079156419138
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
2.50000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
1030000.00000000
PA
USD
1005407.26000000
0.261003458309
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
470000.00000000
PA
USD
445362.84000000
0.115616075263
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NNA2
40660.68000000
PA
USD
38649.29000000
0.010033345443
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
3.50000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2A9
1000000.00000000
PA
USD
922613.00000000
0.239510090349
Long
DBT
CORP
AU
N
2
2026-05-05
Fixed
1.45000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BH7
195000.00000000
PA
USD
190126.77000000
0.049356859117
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BQ6
140000.00000000
PA
USD
139883.76000000
0.036313787033
Long
DBT
US
N
2
2026-01-13
Fixed
5.05000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAK5
600000.00000000
PA
USD
599888.70000000
0.155730947576
Long
DBT
CORP
ES
N
2
2024-06-30
Fixed
5.74000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAB7
80359.76000000
PA
USD
76920.26000000
0.019968479115
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
4.12000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BY5
220000.00000000
PA
USD
219678.80000000
0.057028558275
Long
DBT
CORP
GB
N
2
2025-01-12
Fixed
0.99000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
154279.25000000
PA
USD
140399.32000000
0.036447626272
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AY6
120000.00000000
PA
USD
111158.55000000
0.028856730128
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.88000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-2
92538FAA2
155535.55000000
PA
USD
134228.38000000
0.034845651883
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.03000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2022-GR1
36266TAJ8
868679.55000000
PA
USD
750081.77000000
0.194721028754
Long
ABS-MBS
CORP
US
N
2
2052-06-25
Variable
2.50000000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AD4
667987.50000000
PA
USD
639710.92000000
0.166068785337
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.96000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332BG6
370000.00000000
PA
USD
393131.18000000
0.102056750166
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AV7L0
1390000.00000000
PA
USD
1395101.51000000
0.362167982357
Long
DBT
USGSE
US
N
2
2025-02-28
Fixed
5.00000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2021-2
85573HAA8
131503.30000000
PA
USD
118632.69000000
0.030797014891
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.94000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2022-1D
43283BAA1
136802.28000000
PA
USD
131923.92000000
0.034247414678
Long
ABS-O
CORP
US
N
2
2034-06-20
Fixed
3.61000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BH7
760000.00000000
PA
USD
759611.31000000
0.197194894813
Long
DBT
CORP
US
N
2
2025-10-28
Fixed
5.67000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2020-A
63941FAB2
222911.75000000
PA
USD
208616.46000000
0.054156777742
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.46000000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2A7
830000.00000000
PA
USD
749713.97000000
0.194625547972
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
1.75000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank NA - SBCLN
80290CAE4
53865.97000000
PA
USD
52477.91000000
0.013623251531
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.83000000
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
LeasePlan Corp NV
52206AAD2
1005000.00000000
PA
USD
982099.74000000
0.254952832292
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
2.88000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-VIEW
05606GAA9
255000.00000000
PA
USD
244001.03000000
0.063342602738
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Floating
6.76000000
N
N
N
N
N
N
U.S. Bank National Association
N/A
US Bank NA
90357PAV6
250000.00000000
PA
USD
250925.23000000
0.065140123224
Long
ABS-O
CORP
US
N
2
2032-08-25
Fixed
6.79000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBE7
80000.00000000
PA
USD
78967.82000000
0.020500025149
Long
DBT
CORP
XX
N
2
2027-06-01
Fixed
4.40000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAA8
94483.57000000
PA
USD
92737.37000000
0.024074596680
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.59000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAA8
260000.00000000
PA
USD
236107.16000000
0.061293356178
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.71000000
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
Fortinet Inc
34959EAA7
380000.00000000
PA
USD
348325.42000000
0.090425186741
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QTEF2
351552.92000000
PA
USD
353164.22000000
0.091681337939
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
5.50000000
N
N
N
N
N
N
Bayview MSR Opportunity Master Fund Trust
N/A
Bayview MSR Opportunity Master Fund Trust 2021-INV2
07336LAE3
437467.25000000
PA
USD
380908.64000000
0.098883782020
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGK0
732871.80000000
PA
USD
710634.56000000
0.184480543490
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
805375.00000000
PA
USD
785770.56000000
0.203985829182
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.67000000
N
N
N
N
N
N
United Wholesale Mortgage LLC
N/A
UWM Mortgage Trust 2021-INV5
90355DAE3
173314.38000000
PA
USD
149819.73000000
0.038893162212
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
265000.00000000
PA
USD
258123.46000000
0.067008781825
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549007JKD4UEFDCFB08
OBX 2023-NQM9 Trust
673921AB8
98430.87000000
PA
USD
100647.58000000
0.026128085100
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
7.51000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2018-DSNY
054967AA2
935000.00000000
PA
USD
930235.99000000
0.241489016534
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
6.51000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSK2
128799.98000000
PA
USD
130897.62000000
0.033980987470
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
5.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2023-1
30168BAF7
80000.00000000
PA
USD
80591.45000000
0.020921519066
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
6.69000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERYP9
51507.84000000
PA
USD
49555.44000000
0.012864579094
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.00000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AX8
85000.00000000
PA
USD
83838.90000000
0.021764556226
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.30000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECC7
390000.00000000
PA
USD
402837.80000000
0.104576586146
Long
DBT
CORP
GB
N
2
2026-11-02
Fixed
7.33000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-1
92538WAC1
851409.15000000
PA
USD
738710.42000000
0.191769029307
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
3.29000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAG0
1080000.00000000
PA
USD
1009108.80000000
0.261964377112
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
2.24000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LAP1
390000.00000000
PA
USD
386334.79000000
0.100292409122
Long
DBT
CORP
CA
N
2
2024-09-14
Fixed
4.25000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-PTB
78449DAB2
725658.47000000
PA
USD
658232.03000000
0.170876860586
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DM9
215000.00000000
PA
USD
215439.04000000
0.055927917702
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
5.25000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AZ8
410000.00000000
PA
USD
406770.17000000
0.105597428356
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.13000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
254900DSTG5GSVOBDN09
GM Financial Automobile Leasing Trust 2023-1
362541AG9
970000.00000000
PA
USD
971400.78000000
0.252175385111
Long
ABS-O
CORP
US
N
2
2027-01-20
Fixed
5.76000000
N
N
N
N
N
N
Verus Securitization Trust
213800W65K5FH3AI2J91
Verus Securitization Trust 2023-7
92539YAB8
324170.96000000
PA
USD
329656.87000000
0.085578836108
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
7.27000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335APZ5
30972.70000000
PA
USD
29092.99000000
0.007552532495
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAC2
212446.96000000
PA
USD
210288.69000000
0.054590888207
Long
ABS-O
CORP
US
N
2
2037-01-15
Floating
6.20000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAF4
410000.00000000
PA
USD
410145.61000000
0.106473691686
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
4.80000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAH9
475000.00000000
PA
USD
473395.08000000
0.122893237339
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
5.90000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS5 Mortgage Trust
12592KBC7
630000.00000000
PA
USD
617783.99000000
0.160376560119
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Fixed
3.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QVG3
1120.89000000
PA
USD
1170.32000000
0.000303814761
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.00000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YK0
280000.00000000
PA
USD
272253.81000000
0.070677016941
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
0.70000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2020-A
98163DAF5
310000.00000000
PA
USD
303777.90000000
0.078860662352
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QSQH7
315444.77000000
PA
USD
320960.86000000
0.083321354216
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.00000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2022-1
78433QAA3
552404.47000000
PA
USD
497462.60000000
0.129141159155
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.17000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D59
315000.00000000
PA
USD
329605.21000000
0.085565425185
Long
DBT
CORP
US
N
2
2028-11-07
Fixed
6.80000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co., LLC
N/A
Galton Funding Mortgage Trust 2019-1
36418WAG4
31028.57000000
PA
USD
29514.10000000
0.007661852540
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
4.50000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-TY
05592AAG5
450000.00000000
PA
USD
429418.94000000
0.111477043047
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
6.63000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2021-A
98163HAF6
180000.00000000
PA
USD
166683.71000000
0.043271046952
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.44000000
N
N
N
N
N
N
ONE Park Mortgage Trust
N/A
ONE 2021-PARK Mortgage Trust
682413AE9
405000.00000000
PA
USD
371773.44000000
0.096512286521
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
6.58000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2023-B
80290CCD4
280000.00000000
PA
USD
280458.47000000
0.072806944503
Long
ABS-O
CORP
US
N
2
2033-12-15
Fixed
6.66000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBT5
1235000.00000000
PA
USD
1231625.03000000
0.319729531463
Long
DBT
CORP
US
N
2
2025-10-27
Fixed
5.85000000
N
N
N
N
N
N
MFRA TRUST
N/A
MFA 2021-NQM2 Trust
55283WAB7
112537.80000000
PA
USD
95574.03000000
0.024810992865
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
1.32000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEF9
300000.00000000
PA
USD
301901.89000000
0.078373650653
Long
DBT
CORP
US
N
2
2026-04-06
Fixed
5.40000000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AY5
1225000.00000000
PA
USD
1190216.08000000
0.308979779015
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
2.85000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2023-A LLC
28415AAA5
283158.98000000
PA
USD
289264.71000000
0.075093042074
Long
ABS-O
CORP
US
N
2
2038-02-25
Fixed
6.16000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAA6
58946.00000000
PA
USD
49616.87000000
0.012880526305
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
0.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UEL4
35019.88000000
PA
USD
35587.87000000
0.009238601622
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2022-NQM4
45276NAA9
721593.80000000
PA
USD
704449.02000000
0.182874778945
Long
ABS-MBS
CORP
US
N
2
2067-06-25
Variable
4.77000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300ZAGI6FKGY8O078
CSAIL 2015-C3 Commercial Mortgage Trust
12635FAT1
305000.00000000
PA
USD
294380.11000000
0.076420998558
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.72000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAB1
157008.18000000
PA
USD
147347.51000000
0.038251374555
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.41000000
N
N
N
N
N
N
KOREA HOUSING FINANCE CO
9884002AAOBT56QW9B80
Korea Housing Finance Corp
50065RAK3
960000.00000000
PA
USD
958247.76000000
0.248760864604
Long
DBT
NUSS
KR
N
2
2028-02-24
Fixed
4.63000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBH0
310000.00000000
PA
USD
306250.96000000
0.079502668073
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.08000000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAE2
400000.00000000
PA
USD
397259.32000000
0.103128414216
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
3.55000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAC5
69443.85000000
PA
USD
63594.81000000
0.016509195826
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.94000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAJ9
270000.00000000
PA
USD
267778.47000000
0.069515219862
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.31000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AX3
275000.00000000
PA
USD
270575.08000000
0.070241219077
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.95000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BN8
385000.00000000
PA
USD
375612.66000000
0.097508947015
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAC2
48882.05000000
PA
USD
41085.59000000
0.010665808278
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.11000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAG3
440000.00000000
PA
USD
431460.88000000
0.112007130130
Long
ABS-O
CORP
US
N
2
2025-11-20
Fixed
1.41000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-D
63941CAB9
164570.32000000
PA
USD
154634.35000000
0.040143036288
Long
ABS-O
CORP
US
N
2
2059-12-15
Fixed
3.01000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAB5
144642.26000000
PA
USD
136985.85000000
0.035561490365
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
2.73000000
N
N
N
N
N
N
Bayview Opportunity Master Fund
N/A
Bayview MSR Opportunity Master Fund Trust 2021-INV5
07336JAH1
324888.42000000
PA
USD
282447.30000000
0.073323244244
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BB9
620000.00000000
PA
USD
618766.25000000
0.160631554555
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G1SL3
61687.50000000
PA
USD
59421.71000000
0.015425860171
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
4.00000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAA2
590000.00000000
PA
USD
601724.52000000
0.156207525962
Long
DBT
CORP
ES
N
2
2029-01-18
Fixed
6.21000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAS0
185000.00000000
PA
USD
188628.72000000
0.048967965734
Long
DBT
CORP
KY
N
2
2028-05-04
Fixed
6.38000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BQ8
155000.00000000
PA
USD
153603.09000000
0.039875321466
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCXQ4
18023.40000000
PA
USD
17733.15000000
0.004603521041
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUA0
280967.53000000
PA
USD
262215.18000000
0.068070991252
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Cedar Funding Ltd
549300G87EGFMLOYN341
Cedar Funding VII Clo Ltd
15032FAA4
282889.51000000
PA
USD
282277.52000000
0.073279169401
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.68000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
890000.00000000
PA
USD
852485.81000000
0.221305090406
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDE1
97500.01000000
PA
USD
97223.45000000
0.025239181860
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
4.95000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
910000.00000000
PA
USD
911939.34000000
0.236739211041
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.88000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAM6
145000.00000000
PA
USD
144636.41000000
0.037547573713
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.30000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
448051.21000000
PA
USD
440735.30000000
0.114414767105
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.18000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
103000.00000000
PA
USD
102940.26000000
0.026723264221
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DM9
945000.00000000
PA
USD
839302.92000000
0.217882815655
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
1.30000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BF9
360000.00000000
PA
USD
367381.22000000
0.095372067372
Long
DBT
CORP
NL
N
2
2027-09-11
Fixed
6.08000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-E
63941MAB7
224508.75000000
PA
USD
213159.94000000
0.055336263946
Long
ABS-O
CORP
US
N
2
2068-05-15
Fixed
2.64000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4GD2
274981.61000000
PA
USD
291114.51000000
0.075573249663
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
6.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-7
92538QAA8
775950.14000000
PA
USD
673628.78000000
0.174873852807
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X6M85
127821.80000000
PA
USD
123637.94000000
0.032096376465
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
3.00000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAH7
190000.00000000
PA
USD
202543.80000000
0.052580316815
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
6.75000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2023-3
24702EAF7
100000.00000000
PA
USD
101722.46000000
0.026407123664
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0BK4
44491.79000000
PA
USD
44722.86000000
0.011610042606
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Floating
9.45000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448BD4
772000.00000000
PA
USD
769509.31000000
0.199764412991
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.35000000
N
N
N
N
N
N
Symphony CLO Ltd
54930001DQI1CFLYVB48
Symphony CLO XXIII Ltd
87167NDC6
1045000.00000000
PA
USD
1042944.32000000
0.270748069139
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
6.68000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BB9
685000.00000000
PA
USD
680907.37000000
0.176763372842
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97000000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U4T4
475000.00000000
PA
USD
474679.66000000
0.123226713967
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
4.75000000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2B5
685000.00000000
PA
USD
654432.10000000
0.169890399765
Long
DBT
CORP
US
N
2
2025-01-06
Fixed
1.65000000
N
N
N
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAP8
795000.00000000
PA
USD
729516.80000000
0.189382367991
Long
DBT
NUSS
KR
N
2
2026-04-27
Fixed
1.25000000
N
N
N
N
N
N
Verdant Receivables LLC
N/A
Verdant Receivables 2023-1 LLC
92339GAB9
565000.00000000
PA
USD
567576.23000000
0.147342638926
Long
ABS-O
CORP
US
N
2
2031-01-13
Fixed
6.24000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AF8
66000.00000000
PA
USD
63606.63000000
0.016512264295
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.40000000
N
N
N
N
N
N
DLLAA LLC
N/A
DLLAA 2023-1 LLC
23292HAC5
395000.00000000
PA
USD
401233.53000000
0.104160118079
Long
ABS-O
CORP
US
N
2
2028-02-22
Fixed
5.64000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR24
000000000
-14.00000000
NC
USD
-37863.64000000
-0.00982939091
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVH4 Comdty
2024-03-28
-1484964.49000000
USD
-37863.64000000
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
69047QAA0
465000.00000000
PA
USD
467016.04000000
0.121237240246
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.65000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
645000.00000000
PA
USD
587498.75000000
0.152514519839
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
1.38000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAH0
485000.00000000
PA
USD
466237.97000000
0.121035253480
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.06000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd
55817EAN6
450000.00000000
PA
USD
449100.00000000
0.116586241009
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
6.73000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BE8
465000.00000000
PA
USD
466789.59000000
0.121178453886
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
550000.00000000
PA
USD
549648.36000000
0.142688568624
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.88000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R2
92538DAA7
161951.89000000
PA
USD
142508.38000000
0.036995137689
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
0.92000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAH8
200000.00000000
PA
USD
198658.59000000
0.051571717328
Long
DBT
CORP
JP
N
2
2024-07-26
Fixed
4.14000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2020-4
14316HAG7
300000.00000000
PA
USD
288222.00000000
0.074822354834
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZV9
230000.00000000
PA
USD
230548.30000000
0.059850277595
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A0UA1
35408.38000000
PA
USD
34264.47000000
0.008895047333
Long
ABS-MBS
USGSE
US
N
2
2040-02-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622AABW3
115019.65000000
PA
USD
116233.53000000
0.030174193591
Long
ABS-MBS
USGA
US
N
2
2045-09-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FVG8
166953.97000000
PA
USD
166987.50000000
0.043349910755
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR24
000000000
-14.00000000
NC
USD
-180926.13000000
-0.04696837541
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNH4 Comdty
2024-03-19
-1689386.37000000
USD
-180926.13000000
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEP3
380000.00000000
PA
USD
392946.74000000
0.102008869591
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.25000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEN8
535000.00000000
PA
USD
540834.38000000
0.140400461751
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.15000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
ALLY AUTO RECEIVABLES TRUST 2023-A
02008NAD9
165680.00000000
PA
USD
167420.12000000
0.043462218793
Long
ABS-O
CORP
US
N
2
2034-01-17
Fixed
6.08000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBZ7
385000.00000000
PA
USD
383404.61000000
0.099531735171
Long
DBT
CORP
GB
N
2
2026-08-09
Fixed
5.30000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2020-REV2
34532JAC8
310000.00000000
PA
USD
288035.51000000
0.074773942079
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.74000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AB6
325000.00000000
PA
USD
323155.80000000
0.083891160058
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
PELABUHAN INDO PERSERO
254900Y6SH3NRN1A8R64
Pelabuhan Indonesia Persero PT
000000000
950000.00000000
PA
USD
941687.50000000
0.244461825495
Long
DBT
CORP
ID
N
2
2024-10-01
Fixed
4.88000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAB2
800000.00000000
PA
USD
757517.58000000
0.196651363060
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAA1
295000.00000000
PA
USD
283680.68000000
0.073643429365
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.80000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
1935000.00000000
PA
USD
1890298.85000000
0.490721080617
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AT2
170000.00000000
PA
USD
170004.63000000
0.044133156904
Long
DBT
CORP
US
N
2
2024-10-01
Floating
5.69000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2023-1 LLC
784024AB7
225000.00000000
PA
USD
226650.26000000
0.058838347444
Long
ABS-O
CORP
US
N
2
2030-01-22
Fixed
6.56000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2023-1
40443DAE2
355000.00000000
PA
USD
355521.35000000
0.092293248263
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
5.91000000
N
N
N
N
N
N
AXIS Equipment Finance Receivables LLC
549300INEWFFGID70G60
Amur Equipment Finance Receivables IX LLC
03237KAE4
280000.00000000
PA
USD
268820.58000000
0.069785751342
Long
ABS-O
CORP
US
N
2
2027-11-22
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYJX8
50298.99000000
PA
USD
46942.05000000
0.012186143742
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XXVI Ltd
87190GAC5
285000.00000000
PA
USD
283514.42000000
0.073600268313
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
6.76000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AC1
79920.84000000
PA
USD
76774.20000000
0.019930561978
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.51000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754LAA7
220745.23000000
PA
USD
220165.53000000
0.057154913254
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
6.34000000
N
N
N
N
N
N
Auxilior Term Funding LLC
N/A
Auxilior Term Funding 2023-1 LLC
05335JAB9
575000.00000000
PA
USD
577099.61000000
0.149814905850
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
6.18000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBL8
330000.00000000
PA
USD
320003.18000000
0.083072740741
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
2.50000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2020-B
802830AR0
414866.79000000
PA
USD
411701.02000000
0.106877475710
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
1.29000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XQA5
3379.24000000
PA
USD
3379.99000000
0.000877444508
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Floating
6.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3A6
277368.34000000
PA
USD
258606.65000000
0.067134217821
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
435000.00000000
PA
USD
419572.45000000
0.108920896852
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2023-1
80287GAE0
260000.00000000
PA
USD
257887.42000000
0.066947505903
Long
ABS-O
CORP
US
N
2
2030-05-15
Fixed
5.09000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
990000.00000000
PA
USD
971208.12000000
0.252125370626
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAB5
455000.00000000
PA
USD
443561.09000000
0.115148341440
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HNV1
40672.70000000
PA
USD
40620.17000000
0.010544985369
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.50000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
453140AF2
710000.00000000
PA
USD
697284.20000000
0.181014793571
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
4.25000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBM9
485000.00000000
PA
USD
481384.73000000
0.124967348363
Long
DBT
CORP
US
N
2
2024-05-09
Fixed
3.60000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAA2
300000.00000000
PA
USD
290608.44000000
0.075441874026
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.14000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GAG8
185000.00000000
PA
USD
157372.34000000
0.040853817767
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
4.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133L75R4
507508.74000000
PA
USD
443467.84000000
0.115124133765
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
1.50000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BV3
335000.00000000
PA
USD
339748.84000000
0.088198708846
Long
DBT
CORP
US
N
2
2026-09-12
Fixed
5.70000000
N
N
N
N
N
N
BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
Bank of New York Mellon/The
06405LAD3
410000.00000000
PA
USD
409897.77000000
0.106409352487
Long
DBT
CORP
US
N
2
2026-05-22
Fixed
5.15000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
38122NC34
435000.00000000
PA
USD
428221.70000000
0.111166239860
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
1.71000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2023-3 LLC
29374LAB6
630000.00000000
PA
USD
643937.55000000
0.167166017366
Long
ABS-O
CORP
US
N
2
2030-03-20
Fixed
6.40000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AQ7
875000.00000000
PA
USD
866620.87000000
0.224974548237
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2C1
145000.00000000
PA
USD
132561.65000000
0.034412969217
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
1.55000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2020-A
98163MAG3
225000.00000000
PA
USD
222818.67000000
0.057843667695
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.64000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
75000.00000000
PA
USD
70697.71000000
0.018353106784
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAK3
530000.00000000
PA
USD
510010.53000000
0.132398598458
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
1.10000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
485000.00000000
PA
USD
484358.78000000
0.125739410955
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAP0
600000.00000000
PA
USD
587254.57000000
0.152451130776
Long
DBT
CORP
ES
N
2
2025-03-24
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617N3MD5
46967.79000000
PA
USD
44931.47000000
0.011664197707
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2021-2 Receivables Funding LLC
82652RAB5
126910.24000000
PA
USD
119081.63000000
0.030913559596
Long
ABS-O
CORP
US
N
2
2038-09-20
Fixed
1.80000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
331000.00000000
PA
USD
319449.58000000
0.082929026328
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859AP9
330000.00000000
PA
USD
324252.89000000
0.084175964331
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
3.95000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAZ0
400000.00000000
PA
USD
398573.94000000
0.103469689220
Long
DBT
CORP
FR
N
2
2026-01-26
Fixed
4.94000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AV9
505000.00000000
PA
USD
508680.58000000
0.132053343790
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.10000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BM4
195000.00000000
PA
USD
198369.00000000
0.051496539841
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.45000000
N
N
N
N
N
N
CIFC Funding Ltd
549300O8WGQU5B6HEB94
CIFC Funding 2014-II-R Ltd
12548RAB0
729416.60000000
PA
USD
729271.45000000
0.189318675196
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
6.71000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AJ8
585000.00000000
PA
USD
587647.98000000
0.152553259908
Long
DBT
CORP
US
N
2
2026-03-28
Fixed
5.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-2
30166QAE9
655000.00000000
PA
USD
642140.97000000
0.166699625674
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
3.85000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BU5
140000.00000000
PA
USD
145478.63000000
0.037766213802
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AY7
675000.00000000
PA
USD
684089.79000000
0.177589528231
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.20000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-5
92538KAC7
199586.18000000
PA
USD
163925.66000000
0.042555057903
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6C66
51761.54000000
PA
USD
52600.54000000
0.013655086247
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
5.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAF2
575000.00000000
PA
USD
530994.10000000
0.137845927670
Long
ABS-O
CORP
US
N
2
2027-06-18
Fixed
1.29000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2020-RR1 Trust
949796AS5
33014.28000000
PA
USD
27683.79000000
0.007186704549
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-NXS2
94989MAB5
34481.49000000
PA
USD
33510.37000000
0.008699283173
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Fixed
3.02000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAC6
100000.00000000
PA
USD
99933.93000000
0.025942821750
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.70000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
205000.00000000
PA
USD
194300.29000000
0.050440303803
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2020-4
36260KAF1
225000.00000000
PA
USD
217676.00000000
0.056508631925
Long
ABS-O
CORP
US
N
2
2026-05-18
Fixed
1.05000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AB3
80000.00000000
PA
USD
81760.33000000
0.021224960005
Long
DBT
CORP
US
N
2
2025-11-27
Fixed
7.05000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
2090000.00000000
PA
USD
2070131.21000000
0.537405513625
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE63
1193160.59000000
PA
USD
1156957.00000000
0.300345730659
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2020-1NV
33851YAL0
98350.08000000
PA
USD
91997.25000000
0.023882461724
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
6.00000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAG7
655000.00000000
PA
USD
607035.73000000
0.157586314671
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.97000000
N
N
N
N
N
N
OCP CLO Ltd
254900M77QLN2EBJHE11
OCP CLO 2017-13 Ltd
67097LAM8
760000.00000000
PA
USD
756438.62000000
0.196371265330
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.21000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
475000.00000000
PA
USD
441208.10000000
0.114537505860
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.67000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2023-3
67571CAC5
135000.00000000
PA
USD
137570.66000000
0.035713306886
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
6.48000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAA1
130000.00000000
PA
USD
125692.62000000
0.032629770849
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.40000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1 Mortgage Loan Trust
19688EAB4
250851.27000000
PA
USD
203608.00000000
0.052856582853
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.17000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
95003JAC9
573506.37000000
PA
USD
504269.01000000
0.130908101387
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
2.50000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300XC4C7GRVLU6076
SMB Private Education Loan Trust 2014-A
784456AD7
67770.73000000
PA
USD
67813.49000000
0.017604364036
Long
ABS-O
CORP
US
N
2
2032-04-15
Floating
6.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JJC3
9447.88000000
PA
USD
9882.79000000
0.002565569665
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AY8
235000.00000000
PA
USD
230756.25000000
0.059904261360
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.63000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
ALLY AUTO RECEIVABLES TRUST 2023-A
02008NAC1
89190.00000000
PA
USD
89226.51000000
0.023163178355
Long
ABS-O
CORP
US
N
2
2034-01-17
Fixed
6.01000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAV9
505000.00000000
PA
USD
501116.95000000
0.130089827446
Long
DBT
CORP
FR
N
2
2024-02-27
Fixed
0.65000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAB7
52268.80000000
PA
USD
49205.61000000
0.012773763318
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.44000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2023-B
34529NAF7
150000.00000000
PA
USD
152389.98000000
0.039560398431
Long
ABS-O
CORP
US
N
2
2027-02-15
Fixed
6.20000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHZ0
295000.00000000
PA
USD
293713.18000000
0.076247863707
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
6.62000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WFCL37N4TDUR08
Magnetite XXV Ltd
55955GAA1
965000.00000000
PA
USD
965312.20000000
0.250594791356
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Floating
6.84000000
N
N
N
N
N
N
QNB Finance Ltd
549300MY0DXTHQEX5O57
QNB Finance Ltd
000000000
880000.00000000
PA
USD
874577.44000000
0.227040071700
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFK2
8965000.00000000
PA
USD
8832976.39000000
2.293038330509
Long
DBT
UST
US
N
2
2025-09-15
Fixed
3.50000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207BA2
415000.00000000
PA
USD
391433.18000000
0.101615949816
Long
DBT
CORP
US
N
2
2027-03-17
Fixed
2.63000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp
31847RAF9
195000.00000000
PA
USD
192910.67000000
0.050079558819
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.60000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BJ8
200000.00000000
PA
USD
195032.18000000
0.050630302253
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202ENN5
39561.97000000
PA
USD
41202.32000000
0.010696111355
Long
ABS-MBS
USGA
US
N
2
2037-06-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHJ2
967700.46000000
PA
USD
915310.64000000
0.237614399628
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
KKR Financial CLO Ltd
5493000WWM0GGYYSIJ83
KKR CLO 29 Ltd
48254GAA4
1000000.00000000
PA
USD
998271.19000000
0.259150936427
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
6.86000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CS4
450000.00000000
PA
USD
443031.52000000
0.115010865208
Long
DBT
US
N
2
2024-10-01
Fixed
3.38000000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BA5
881000.00000000
PA
USD
841562.90000000
0.218469505864
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CVW9
30308.58000000
PA
USD
31482.84000000
0.008172936922
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGL0
205000.00000000
PA
USD
200333.64000000
0.052006559864
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.10000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
350000.00000000
PA
USD
349485.66000000
0.090726384738
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AF6
295000.00000000
PA
USD
288680.04000000
0.074941261896
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLE7
395000.00000000
PA
USD
394129.99000000
0.102316040977
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
5.08000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2J0
985000.00000000
PA
USD
976873.87000000
0.253596197825
Long
DBT
CORP
CA
N
2
2024-09-13
Fixed
4.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAQ3
127166.78000000
PA
USD
117207.52000000
0.030427041137
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.50000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3J8
1165000.00000000
PA
USD
1157240.82000000
0.300419410256
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.51000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBK0
275000.00000000
PA
USD
273755.09000000
0.071066748831
Long
DBT
CORP
CA
N
2
2024-02-16
Fixed
2.15000000
N
N
N
N
N
N
Galton Funding Mortgage Trust 2020-H1
N/A
Galton Funding Mortgage Trust 2020-H1
36418HAD4
285000.00000000
PA
USD
220931.86000000
0.057353852319
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.83000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBH2
175000.00000000
PA
USD
165901.82000000
0.043068068515
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.24000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ4B1
66436.53000000
PA
USD
69375.31000000
0.018009812094
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLY73
10812.49000000
PA
USD
10377.38000000
0.002693965098
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AB8
985000.00000000
PA
USD
982212.75000000
0.254982169658
Long
DBT
CORP
SG
N
2
2026-05-19
Fixed
4.45000000
N
N
N
N
N
N
KOREA ELECTRIC POWER CO
988400QG33WS7JEIV602
Korea Electric Power Corp
500631AX4
1000000.00000000
PA
USD
1009599.37000000
0.262091728954
Long
DBT
NUSS
KR
N
2
2026-04-06
Fixed
5.38000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2023-2
44328UAE6
125000.00000000
PA
USD
127279.66000000
0.033041766012
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
6.48000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAE6
513721.92000000
PA
USD
512223.55000000
0.132973097864
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
6.84000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112CA9
575000.00000000
PA
USD
585121.79000000
0.151897461653
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.38000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-5
30167FAE2
965000.00000000
PA
USD
971909.88000000
0.252307547336
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.51000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CQ0
805000.00000000
PA
USD
808426.69000000
0.209867354527
Long
DBT
CORP
US
N
2
2028-02-13
Fixed
4.69000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAL6
180000.00000000
PA
USD
175057.42000000
0.045444859849
Long
DBT
US
N
2
2025-10-01
Fixed
4.38000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2021-NQM3
105690AA9
272691.11000000
PA
USD
244193.01000000
0.063392440696
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
1.70000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2022-A
98164GAF7
325000.00000000
PA
USD
305569.42000000
0.079325740470
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EU4G1
189501.35000000
PA
USD
176856.57000000
0.045911918713
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EK9
660000.00000000
PA
USD
654967.61000000
0.170029418019
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
4.40000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAW8
445000.00000000
PA
USD
428905.81000000
0.111343834635
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XHY5
1148745.07000000
PA
USD
1121255.69000000
0.291077680042
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.50000000
N
N
N
N
N
N
Hardee's Funding LLC and Carls' Jr Funding LLC
N/A
Hardee's Funding LLC
411707AH5
625650.00000000
PA
USD
549584.10000000
0.142671886745
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
3.98000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAG0
315000.00000000
PA
USD
308109.44000000
0.079985128989
Long
ABS-O
CORP
US
N
2
2025-12-18
Fixed
1.80000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-2
59980AAA5
3016.14000000
PA
USD
3003.27000000
0.000779648096
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.75000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2023-A LLC
28415AAC1
246023.38000000
PA
USD
251695.92000000
0.065340194144
Long
ABS-O
CORP
US
N
2
2038-02-25
Fixed
7.30000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CY3
490000.00000000
PA
USD
491713.03000000
0.127648572306
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
4.88000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAN5
130000.00000000
PA
USD
132550.14000000
0.034409981224
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.25000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAD4
880000.00000000
PA
USD
858443.56000000
0.222851720727
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
2.88000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
840000.00000000
PA
USD
832737.32000000
0.216178387634
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJB8
20630000.00000000
PA
USD
20840329.25000000
5.410143951565
Long
DBT
UST
US
N
2
2025-09-30
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBS4
1050520.52000000
PA
USD
977685.96000000
0.253807016173
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4X9
147303.77000000
PA
USD
145157.30000000
0.037682796619
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAX6
40000.00000000
PA
USD
37975.57000000
0.009858447910
Long
DBT
CORP
XX
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACD7
350000.00000000
PA
USD
355179.06000000
0.092204389869
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.60000000
N
N
N
N
N
N
Verus Securitization Trust
9845008F97BFO762AF95
Verus Securitization Trust 2023-INV3
92540CAB3
552613.57000000
PA
USD
561141.34000000
0.145672143187
Long
ABS-MBS
CORP
US
N
2
2068-11-25
Variable
7.33000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CG4
690000.00000000
PA
USD
658607.78000000
0.170974405187
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AZ0
530000.00000000
PA
USD
528179.65000000
0.137115297196
Long
DBT
CORP
LU
N
2
2026-02-13
Fixed
4.50000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368D3S1
775000.00000000
PA
USD
759442.70000000
0.197151123702
Long
DBT
CORP
CA
N
2
2025-06-07
Fixed
3.70000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17328PAQ6
267100.53000000
PA
USD
223718.49000000
0.058077260728
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
2.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CH1
985000.00000000
PA
USD
994842.43000000
0.258260831240
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.40000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BQ7
215000.00000000
PA
USD
216290.29000000
0.056148901976
Long
DBT
CORP
US
N
2
2026-06-12
Fixed
5.81000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
425000.00000000
PA
USD
424533.86000000
0.110208877573
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
260000.00000000
PA
USD
250938.58000000
0.065143588880
Long
DBT
CORP
CL
N
2
2025-01-09
Fixed
2.70000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIII Ltd
55820TAJ7
693809.43000000
PA
USD
693460.53000000
0.180022169852
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
6.62000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
210000.00000000
PA
USD
218647.55000000
0.056760846048
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.34000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBD5
725000.00000000
PA
USD
698988.53000000
0.181457237188
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCG3
540000.00000000
PA
USD
535259.66000000
0.138953265916
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
4.45000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643ABE2
540000.00000000
PA
USD
530786.25000000
0.137791969865
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
3.93000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2021-A
80282YAG1
450000.00000000
PA
USD
421175.79000000
0.109337123491
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.57000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJH4
320000.00000000
PA
USD
322070.00000000
0.083609286666
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
5.73000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP2 Trust
67448VAF7
175720.11000000
PA
USD
147952.61000000
0.038408458355
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
3.00000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
1130000.00000000
PA
USD
1117573.83000000
0.290121870162
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2021-3
31573JAC4
158037.46000000
PA
USD
123721.60000000
0.032118094579
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.55000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAE8
255000.00000000
PA
USD
266206.49000000
0.069107134271
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
42185.51000000
PA
USD
39501.97000000
0.010254700945
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.05000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-3
03465EAA9
189452.95000000
PA
USD
157618.38000000
0.040917689686
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.07000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CHF4
36197.09000000
PA
USD
37704.92000000
0.009788187241
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
7.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEU2
507000.00000000
PA
USD
506171.87000000
0.131402083339
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Dryden Senior Loan Fund
25490017VKY7XEFZL303
Dryden 86 CLO Ltd
26245XAL1
610000.00000000
PA
USD
608658.00000000
0.158007455533
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
6.76000000
N
N
N
N
N
N
PUBLIC STORAGE OP CO
549300LMZF40TKJ6DM64
Public Storage Operating Co
74460WAB3
280000.00000000
PA
USD
279983.54000000
0.072683652801
Long
DBT
US
N
2
2024-04-23
Floating
5.85000000
N
N
N
N
N
N
BCP Trust
N/A
BCP Trust 2021-330N
05553BAA3
290000.00000000
PA
USD
260196.82000000
0.067547025531
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.28000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2017-A LLC
28416DAA8
21618.08000000
PA
USD
21009.70000000
0.005454112553
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.69000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2023-2 LLC
55400WAA7
507008.51000000
PA
USD
517591.10000000
0.134366512422
Long
ABS-O
CORP
US
N
2
2040-11-20
Fixed
6.18000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2021-2 Receivables Funding LLC
82652RAC3
265101.39000000
PA
USD
246170.84000000
0.063905884839
Long
ABS-O
CORP
US
N
2
2038-09-20
Fixed
1.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AT2Z4
97133.75000000
PA
USD
94247.87000000
0.024466722080
Long
ABS-MBS
USGSE
US
N
2
2027-06-15
Fixed
1.25000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
770000.00000000
PA
USD
743565.05000000
0.193029289969
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NQ0
555000.00000000
PA
USD
551639.84000000
0.143205556304
Long
DBT
CORP
US
N
2
2025-05-24
Fixed
4.14000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AK1
145000.00000000
PA
USD
144040.57000000
0.037392893807
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617MHSU1
17053.32000000
PA
USD
16335.06000000
0.004240577247
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.00000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAL2
1000000.00000000
PA
USD
976382.33000000
0.253468594171
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
2.65000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AP5
165000.00000000
PA
USD
165452.07000000
0.042951313534
Long
DBT
CORP
US
N
2
2026-01-16
Fixed
5.15000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBZ7
120000.00000000
PA
USD
118180.60000000
0.030679652447
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
4.25000000
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services Inc
44920UAS7
200000.00000000
PA
USD
191748.97000000
0.049777981807
Long
DBT
CORP
KR
N
2
2025-04-24
Fixed
2.13000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TAP0
140955.99000000
PA
USD
125510.23000000
0.032582422453
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.50000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
549300QGM7D5K3CV2643
WFRBS Commercial Mortgage Trust 2014-LC14
96221TAE7
20001.56000000
PA
USD
19948.75000000
0.005178690214
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
4.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAM2
625000.00000000
PA
USD
631037.80000000
0.163817245683
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
5.80000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCZ6
255000.00000000
PA
USD
261607.04000000
0.067913118270
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
6.31000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBR9
250000.00000000
PA
USD
230925.34000000
0.059948157079
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4T22
18142.40000000
PA
USD
18259.85000000
0.004740252221
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
5.00000000
N
N
N
N
N
N
Verus Securitization Trust
984500915DDB7T2ACA27
Verus Securitization Trust 2023-6
92539XAB0
263409.25000000
PA
USD
266168.46000000
0.069097261693
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
6.94000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M
46652RAG9
540000.00000000
PA
USD
482921.08000000
0.125366184416
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
7.50000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
1010000.00000000
PA
USD
993296.95000000
0.257859625041
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.45000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BH5
410000.00000000
PA
USD
417214.75000000
0.108308838557
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.55000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2013-375P
17320QAG4
435000.00000000
PA
USD
401304.55000000
0.104178554852
Long
ABS-MBS
CORP
US
N
2
2035-05-10
Variable
3.52000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
38780.96000000
PA
USD
37655.15000000
0.009775266963
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
255000.00000000
PA
USD
257271.07000000
0.066787501606
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
270000.00000000
PA
USD
266861.39000000
0.069277146137
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFC24
69888.60000000
PA
USD
69798.53000000
0.018119679894
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DGM6
82351.52000000
PA
USD
85779.71000000
0.022268389988
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-2
40441JAF8
340000.00000000
PA
USD
330411.25000000
0.085774672956
Long
ABS-O
CORP
US
N
2
2029-03-20
Fixed
1.29000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
130000.00000000
PA
USD
128252.52000000
0.033294320210
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
BINOM Securitization Trust
N/A
BINOM Securitization Trust 2021-INV1
05552UAC8
174922.24000000
PA
USD
150384.71000000
0.039039830870
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
2.63000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CH0
580000.00000000
PA
USD
549801.90000000
0.142728427567
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.13000000
N
N
N
N
N
N
Mars Inc
54930073HKEO6GZBSS03
Mars Inc
571676AA3
370000.00000000
PA
USD
360003.90000000
0.093456917055
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGA3
1025000.00000000
PA
USD
1019514.65000000
0.264665733015
Long
DBT
UST
US
N
2
2025-12-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D4N8
173307.07000000
PA
USD
176714.38000000
0.045875006226
Long
ABS-MBS
USGA
US
N
2
2034-03-20
Fixed
5.00000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CH8
1023000.00000000
PA
USD
1005824.63000000
0.261111807450
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-INV1
46591VBH1
68557.13000000
PA
USD
61059.79000000
0.015851105305
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.50000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBD2
295000.00000000
PA
USD
301639.96000000
0.078305653695
Long
DBT
US
N
2
2029-06-01
Fixed
5.60000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAD0
780000.00000000
PA
USD
740320.46000000
0.192186995264
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BC7
560000.00000000
PA
USD
542587.98000000
0.140855695847
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2023-1 LLC
62848PAA8
703446.78000000
PA
USD
699231.52000000
0.181520317327
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.93000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
114236.29000000
PA
USD
113945.83000000
0.029580307277
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.40000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2023-3
67571CAD3
100000.00000000
PA
USD
102134.04000000
0.026513969723
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
6.74000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02343JAA8
450000.00000000
PA
USD
441994.10000000
0.114741551251
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2021-INV1
64829WAF1
277111.76000000
PA
USD
242310.35000000
0.062903702658
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
BANK MANDIRI PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk PT
000000000
670000.00000000
PA
USD
671335.42000000
0.174278497158
Long
DBT
CORP
ID
N
2
2026-04-04
Fixed
5.50000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 15 Ltd
05875TAA5
250000.00000000
PA
USD
248777.34000000
0.064582531549
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.72000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
500000.00000000
PA
USD
464630.40000000
0.120617928734
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XL28
157171.12000000
PA
USD
156953.58000000
0.040745107782
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Floating
6.30000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAC9
79047.82000000
PA
USD
66465.57000000
0.017254444361
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.12000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE15 Mortgage Trust
12591RBD1
435000.00000000
PA
USD
412610.38000000
0.107113545325
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.51000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAM5
1054000.00000000
PA
USD
1053759.40000000
0.273555661041
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.88000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
115000.00000000
PA
USD
111428.81000000
0.028926889552
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMA4
167643.44000000
PA
USD
166704.55000000
0.043276457010
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
6.19000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-B
80290CAY0
110634.21000000
PA
USD
110264.86000000
0.028624728440
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
5.92000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAA1
1055000.00000000
PA
USD
1037462.37000000
0.269324956371
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.13000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAE2
225000.00000000
PA
USD
226010.39000000
0.058672237361
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.47000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617MLYN1
54452.70000000
PA
USD
52226.46000000
0.013557975178
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BL6
120000.00000000
PA
USD
120779.88000000
0.031354424846
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.90000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AN0
215000.00000000
PA
USD
214864.45000000
0.055778754290
Long
DBT
CORP
US
N
2
2025-01-17
Fixed
5.20000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
610000.00000000
PA
USD
565238.32000000
0.146735718109
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.13000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-2
03465DAB9
80446.30000000
PA
USD
67502.72000000
0.017523688226
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
1.19000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
560000.00000000
PA
USD
548009.30000000
0.142263069082
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.82000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-C
80290CBF0
515803.65000000
PA
USD
516469.09000000
0.134075238923
Long
ABS-O
CORP
US
N
2
2032-12-15
Fixed
6.45000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAB0
275000.00000000
PA
USD
263849.64000000
0.068495296635
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQS7
26878.92000000
PA
USD
27098.90000000
0.007034867260
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKS7
415000.00000000
PA
USD
412304.52000000
0.107034144150
Long
DBT
CORP
US
N
2
2025-04-25
Fixed
3.84000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVS6
2992.56000000
PA
USD
2841.49000000
0.000737650051
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAR1
875000.00000000
PA
USD
899574.38000000
0.233529270701
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
6.05000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-INV1 Trust
552747AA5
99158.27000000
PA
USD
91309.26000000
0.023703859703
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
0.85000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAL1
305000.00000000
PA
USD
274778.28000000
0.071332368684
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
1.70000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300FECQ7XLTBL1027
Sequoia Mortgage Trust 2018-CH3
81746WAU2
2878.90000000
PA
USD
2807.76000000
0.000728893752
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617MRJ39
21584.26000000
PA
USD
20701.79000000
0.005374179198
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2S0
970000.00000000
PA
USD
988429.13000000
0.256595940259
Long
DBT
CORP
CA
N
2
2026-07-17
Fixed
5.53000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAU7
575000.00000000
PA
USD
579686.78000000
0.150486534497
Long
DBT
CORP
US
N
2
2025-11-14
Fixed
5.40000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
620000.00000000
PA
USD
594364.64000000
0.154296903064
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VV31
147941.82000000
PA
USD
142628.39000000
0.037026292254
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NET
126438AJ9
445000.00000000
PA
USD
393134.40000000
0.102057586077
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
3.70000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2022-4
89180YAA8
836343.46000000
PA
USD
782180.10000000
0.203053746718
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Fixed
3.75000000
N
N
N
N
N
N
Navistar Financial Dealer Note Master Trust
549300S28N49H5RT4J50
Navistar Financial Dealer Note Master Owner Trust II
63938PBU2
360000.00000000
PA
USD
363475.12000000
0.094358044847
Long
ABS-O
CORP
US
N
2
2028-08-25
Fixed
6.18000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBA0
1545000.00000000
PA
USD
1480389.24000000
0.384308654468
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.76000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BQ27
35013.76000000
PA
USD
36056.56000000
0.009360273422
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
95000.00000000
PA
USD
93178.45000000
0.024189100931
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.19000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAA8
100000.00000000
PA
USD
99346.95000000
0.025790441897
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
6.41000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAA5
28082.86000000
PA
USD
27853.21000000
0.007230685936
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-ROSS
36264YAE0
390000.00000000
PA
USD
303075.28000000
0.078678262386
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Floating
7.08000000
N
N
N
N
N
N
MidOcean Credit CLO
N/A
MidOcean Credit CLO XI Ltd
59801AAQ7
455000.00000000
PA
USD
455347.51000000
0.118208092949
Long
ABS-CBDO
CORP
JE
N
2
2033-10-18
Floating
8.02000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
785000.00000000
PA
USD
764890.81000000
0.198565451614
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2023-B
80290CCA0
250000.00000000
PA
USD
250826.53000000
0.065114500730
Long
ABS-O
CORP
US
N
2
2033-12-15
Fixed
5.64000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-B
78449YAA8
483996.30000000
PA
USD
437009.99000000
0.113447677616
Long
ABS-O
CORP
US
N
2
2051-07-17
Fixed
1.31000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCM5
585000.00000000
PA
USD
560538.76000000
0.145515713578
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
2.64000000
N
N
N
N
N
N
Bayview Opportunity Master Fund
N/A
Oceanview Mortgage Trust 2022-INV1
67648BAE2
410826.85000000
PA
USD
355640.11000000
0.092324078327
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BM3
565000.00000000
PA
USD
560297.32000000
0.145453035818
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
48363.81000000
PA
USD
44267.11000000
0.011491730027
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H062610
455000.00000000
PA
USD
465752.93000000
0.120909337224
Long
ABS-MBS
USGA
US
N
2
2054-01-20
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132E0A77
543767.85000000
PA
USD
546344.14000000
0.141830793987
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITD
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
714295AC6
372000.00000000
PA
USD
360911.31000000
0.093692480451
Long
DBT
CORP
IE
N
2
2024-12-15
Fixed
3.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEQ4
390000.00000000
PA
USD
387642.47000000
0.100631882504
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
3.62000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
580000.00000000
PA
USD
564083.89000000
0.146436028387
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
365000.00000000
PA
USD
360537.12000000
0.093595340826
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAG6
95000.00000000
PA
USD
95927.98000000
0.024902878191
Long
DBT
CORP
US
N
2
2025-06-28
Fixed
5.65000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BU5
395000.00000000
PA
USD
398166.26000000
0.103363855600
Long
DBT
CORP
US
N
2
2025-09-12
Fixed
5.80000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AH9
165000.00000000
PA
USD
160931.10000000
0.041777670920
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEZ4
225000.00000000
PA
USD
225217.20000000
0.058466325447
Long
DBT
CORP
US
N
2
2027-01-28
Fixed
5.05000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2021-1
24380VAC5
60006.06000000
PA
USD
54578.41000000
0.014168540775
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.13000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CW0
410000.00000000
PA
USD
388863.86000000
0.100948955024
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.95000000
N
N
N
N
N
N
Finance of America HECM Buyout
N/A
Finance of America HECM Buyout 2022-HB2
317380AA1
466783.58000000
PA
USD
457413.09000000
0.118744316970
Long
ABS-O
CORP
US
N
2
2032-08-01
Variable
4.00000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
160000.00000000
PA
USD
148441.82000000
0.038535457141
Long
DBT
US
N
2
2026-01-15
Fixed
1.88000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-3
03465LAC9
46588.01000000
PA
USD
43767.03000000
0.011361909391
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
2.87000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
400000.00000000
PA
USD
383346.36000000
0.099516613486
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.19000000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BB3
455000.00000000
PA
USD
417739.24000000
0.108444996022
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISUYHCRLRBE46
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
395000.00000000
PA
USD
396246.15000000
0.102865395552
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
7.44000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300P0MOXZPIM3AS61
Neuberger Berman Loan Advisers CLO 26 Ltd
64131QAL4
500000.00000000
PA
USD
493901.25000000
0.128216633638
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
7.06000000
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41282JA50
1005000.00000000
PA
USD
1003919.34000000
0.260617194671
Long
STIV
CORP
US
N
2
2024-01-05
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXDC1
6147.81000000
PA
USD
6429.08000000
0.001668987464
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCNB8
73044.58000000
PA
USD
69485.73000000
0.018038477097
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
6550.11000000
PA
USD
6505.65000000
0.001688865016
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAC2
193725.00000000
PA
USD
189228.84000000
0.049123756727
Long
ABS-O
CORP
US
N
2
2048-04-20
Fixed
4.74000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-D
64034YAB7
199378.88000000
PA
USD
182026.56000000
0.047254046747
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.63000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2022-B
80287UAE9
150000.00000000
PA
USD
147056.93000000
0.038175940064
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
3.85000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCU7
460000.00000000
PA
USD
454685.48000000
0.118036230137
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
4.99000000
N
N
N
N
N
N
Morgan Stanley Residential Mortgage Loan Trust
N/A
Morgan Stanley Residential Mortgage Loan Trust 2021-2
61772LAQ4
131788.79000000
PA
USD
115503.46000000
0.029984667612
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2020-2
81882JAA9
92993.11000000
PA
USD
82549.57000000
0.021429846500
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297EJ72
963.24000000
PA
USD
998.61000000
0.000259238891
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
6.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TBE4
131958.90000000
PA
USD
123560.15000000
0.032076182202
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
6.22000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M
46652RAJ3
440000.00000000
PA
USD
362835.09000000
0.094191893229
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
7.90000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GGV5
430000.00000000
PA
USD
429764.48000000
0.111566745140
Long
DBT
CORP
US
N
2
2024-01-07
Fixed
0.40000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AZ5
105000.00000000
PA
USD
103022.78000000
0.026744686391
Long
DBT
CORP
US
N
2
2026-03-14
Fixed
3.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAG5
355000.00000000
PA
USD
351873.55000000
0.091346280349
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
6.71000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
340000.00000000
PA
USD
335873.22000000
0.087192598920
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBH6
1120000.00000000
PA
USD
1056108.02000000
0.274165362171
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEL9
530000.00000000
PA
USD
522420.11000000
0.135620122138
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
0.75000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABY2
255000.00000000
PA
USD
246824.64000000
0.064075611146
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQQC3
303409.80000000
PA
USD
312975.38000000
0.081248325723
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.00000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CD3
685000.00000000
PA
USD
694954.01000000
0.180409876864
Long
DBT
CORP
US
N
2
2026-08-03
Fixed
5.27000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AW3
110000.00000000
PA
USD
108143.94000000
0.028074138170
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AD2
580000.00000000
PA
USD
558743.83000000
0.145049750226
Long
DBT
CORP
US
N
2
2024-12-13
Fixed
1.63000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJF8
1080000.00000000
PA
USD
1064072.47000000
0.276232931281
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
4.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283H6N0
18500.12000000
PA
USD
19325.79000000
0.005016969963
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR2 Trust
74333LAA4
154644.00000000
PA
USD
147281.65000000
0.038234277317
Long
ABS-O
CORP
US
N
2
2037-06-17
Fixed
2.08000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AC1
95000.00000000
PA
USD
98484.82000000
0.025566633178
Long
DBT
CORP
US
N
2
2026-11-27
Fixed
7.00000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2021-2
24381WAC2
113522.40000000
PA
USD
96799.46000000
0.025129114168
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
1.26000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNV5
513.17000000
PA
USD
483.65000000
0.000125555411
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AR9
565000.00000000
PA
USD
560743.61000000
0.145568892584
Long
DBT
CORP
CH
N
2
2025-08-05
Fixed
4.49000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBJ4
440000.00000000
PA
USD
395867.03000000
0.102766976101
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
368252.06000000
PA
USD
364791.39000000
0.094699748190
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
Revvity Inc
714046AL3
745000.00000000
PA
USD
719195.99000000
0.186703088449
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2RW4
77830.50000000
PA
USD
73603.74000000
0.019107511402
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
3.50000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAG5
85000.00000000
PA
USD
84462.00000000
0.021926312821
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.01000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBA8
185000.00000000
PA
USD
184274.00000000
0.047837481575
Long
DBT
US
N
2
2028-01-11
Fixed
5.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
100000.00000000
PA
USD
96918.17000000
0.025159931253
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BF8
345000.00000000
PA
USD
343574.30000000
0.089191797248
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.88000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEG3
605000.00000000
PA
USD
592458.88000000
0.153802168273
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.70000000
N
N
N
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAQ6
220000.00000000
PA
USD
216359.00000000
0.056166739074
Long
DBT
NUSS
KR
N
2
2027-07-27
Fixed
4.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR24
000000000
-65.00000000
NC
USD
-232162.65000000
-0.06026936242
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYH4 Comdty
2024-03-19
-7105727.98000000
USD
-232162.65000000
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AC7
370000.00000000
PA
USD
374089.62000000
0.097113566235
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.05000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd
64132DAJ7
250000.00000000
PA
USD
249433.54000000
0.064752880895
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.65000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2020-INV1
12560AAB0
275027.70000000
PA
USD
225565.62000000
0.058556775187
Long
ABS-MBS
CORP
US
N
2
2050-04-25
Variable
2.50000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAZ1
200000.00000000
PA
USD
205028.40000000
0.053225318316
Long
DBT
CORP
NL
N
2
2025-10-14
Fixed
6.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4G6
27918.15000000
PA
USD
27466.46000000
0.007130285738
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUE3
18924.95000000
PA
USD
19523.53000000
0.005068303215
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
5.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBA6
180000.00000000
PA
USD
179476.02000000
0.046591927239
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAC1
46720.43000000
PA
USD
43407.95000000
0.011268692318
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5ZM8
31051.97000000
PA
USD
29538.86000000
0.007668280229
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-3
80285WAG2
190143.68000000
PA
USD
186864.48000000
0.048509969497
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.64000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AX0
435000.00000000
PA
USD
422048.98000000
0.109563803384
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.88000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2021-GR2
36262JAF2
317350.46000000
PA
USD
275861.62000000
0.071613603461
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNLC5
557265.74000000
PA
USD
477588.09000000
0.123981741625
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AA1
135000.00000000
PA
USD
132988.65000000
0.034523818304
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
375000.00000000
PA
USD
370294.16000000
0.096128265824
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
7.14000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
455000.00000000
PA
USD
454896.28000000
0.118090953761
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.38000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding XIV CLO Ltd
15034AAA3
695000.00000000
PA
USD
694305.00000000
0.180241394040
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
6.76000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644MAH4
270000.00000000
PA
USD
266625.43000000
0.069215890984
Long
DBT
CORP
US
N
2
2025-11-18
Fixed
5.70000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2022-GR2
36250BAE6
2848.28000000
PA
USD
2814.16000000
0.000730555190
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
4.46000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2014-150E
61764BAA1
610000.00000000
PA
USD
501077.36000000
0.130079549893
Long
ABS-MBS
CORP
US
N
2
2032-09-09
Fixed
3.91000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAG9
605000.00000000
PA
USD
586103.43000000
0.152152295137
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.45000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
75000.00000000
PA
USD
67640.09000000
0.017559349442
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CT4
585000.00000000
PA
USD
584174.66000000
0.151651586956
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.13000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3F6
930000.00000000
PA
USD
890923.21000000
0.231283429262
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
1.72000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2023-1
67571BAB9
225000.00000000
PA
USD
225852.66000000
0.058631290695
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
5.96000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trust
N/A
LSTAR Commercial Mortgage Trust 2017-5
54910TAL6
340000.00000000
PA
USD
299570.43000000
0.077768404255
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Fixed
4.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CA63
8914.60000000
PA
USD
9267.55000000
0.002405853524
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.50000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2022-3
380130AG9
585000.00000000
PA
USD
580744.07000000
0.150761006701
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
5.13000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
46591JAJ5
250000.00000000
PA
USD
191350.45000000
0.049674526120
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
7.58000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBY5
685000.00000000
PA
USD
629964.39000000
0.163538588732
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.88000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CB7
385000.00000000
PA
USD
385395.33000000
0.100048525555
Long
DBT
CORP
US
N
2
2026-05-18
Fixed
5.10000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
280000.00000000
PA
USD
250000.35000000
0.064900024621
Long
DBT
US
N
2
2026-11-15
Fixed
1.63000000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAU6
355000.00000000
PA
USD
351471.55000000
0.091241921256
Long
DBT
CORP
NL
N
2
2024-08-22
Fixed
3.88000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
580000.00000000
PA
USD
566241.92000000
0.146996252403
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2E0
485000.00000000
PA
USD
482848.72000000
0.125347399779
Long
DBT
CORP
CH
N
2
2024-02-02
Fixed
0.50000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAM9
380000.00000000
PA
USD
389103.99000000
0.101011292709
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
5.75000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2023-1
38013JAF0
155000.00000000
PA
USD
154247.71000000
0.040042664647
Long
ABS-O
CORP
US
N
2
2028-09-18
Fixed
5.03000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAE8
430000.00000000
PA
USD
426640.32000000
0.110755714031
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
2.21000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CU1
295000.00000000
PA
USD
296166.42000000
0.076884724161
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
5.00000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448AZ6
164000.00000000
PA
USD
157128.27000000
0.040790457260
Long
DBT
CORP
US
N
2
2027-03-30
Fixed
3.85000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHY3
245000.00000000
PA
USD
244166.39000000
0.063385530151
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHV6
4845000.00000000
PA
USD
4889664.84000000
1.269355696926
Long
DBT
UST
US
N
2
2025-08-31
Fixed
5.00000000
N
N
N
N
N
N
Wheels Fleet Lease Funding LLC
549300BSFY0E0XXREF43
Wheels Fleet Lease Funding 1 LLC
96328GBG1
775000.00000000
PA
USD
784354.72000000
0.203618277493
Long
ABS-O
CORP
US
N
2
2038-08-18
Fixed
6.46000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP2 Trust
67113KAL2
51582.59000000
PA
USD
49678.98000000
0.012896650045
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Floating
6.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED64
1122381.07000000
PA
USD
993126.62000000
0.257815407418
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BE1
445000.00000000
PA
USD
423179.25000000
0.109857221176
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.38000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAE6
965000.00000000
PA
USD
983712.71000000
0.255371558877
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2021-INV2
64831GAG0
786060.00000000
PA
USD
686260.88000000
0.178153142620
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F060618
625000.00000000
PA
USD
634570.31000000
0.164734284343
Long
ABS-MBS
USGSE
US
N
2
2054-01-16
Fixed
6.00000000
N
N
N
N
N
N
Vista Point Securitization Trust
N/A
Vista Point Securitization Trust 2020-2
92838TAC5
41065.63000000
PA
USD
37857.08000000
0.009827687937
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
2.50000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BU7
495000.00000000
PA
USD
498919.58000000
0.129519390777
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
5.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
215000.00000000
PA
USD
194261.84000000
0.050430322193
Long
DBT
CORP
CH
N
2
2027-08-10
Fixed
1.49000000
N
N
N
N
N
N
Symphony Static CLO Ltd
N/A
Symphony Static CLO I Ltd
87190TAC7
815000.00000000
PA
USD
793719.39000000
0.206049343344
Long
ABS-CBDO
CORP
KY
N
2
2029-10-25
Floating
7.09000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAF0
373000.00000000
PA
USD
348398.20000000
0.090444080410
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
N
COLUMBIA PIPELINE HOLDCO
N/A
Columbia Pipelines Holding Co LLC
19828AAA5
90000.00000000
PA
USD
92126.71000000
0.023916069506
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.06000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAB4
88783.80000000
PA
USD
85757.03000000
0.022262502266
Long
ABS-O
CORP
US
N
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBA5
240000.00000000
PA
USD
242160.90000000
0.062864905478
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617MLYC5
11447.22000000
PA
USD
10965.07000000
0.002846529266
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAW7
20254.53000000
PA
USD
18628.95000000
0.004836070484
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A4LW6
107202.87000000
PA
USD
108938.64000000
0.028280442080
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C2A1
19403.10000000
PA
USD
19092.95000000
0.004956524761
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBG0
235000.00000000
PA
USD
218356.01000000
0.056685162341
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
3.93000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2023-A
344928AF3
905000.00000000
PA
USD
900433.46000000
0.233752287642
Long
ABS-O
CORP
US
N
2
2029-01-15
Fixed
5.07000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LWT9
1100000.00000000
PA
USD
1117206.12000000
0.290026412743
Long
DBT
CORP
CA
N
2
2025-09-25
Fixed
5.92000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAE1
113032.78000000
PA
USD
96870.83000000
0.025147641801
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.05000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAZ1
340000.00000000
PA
USD
331254.88000000
0.085993679080
Long
DBT
CORP
XX
N
2
2026-06-18
Fixed
3.88000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2021-A
80286TAF0
1030000.00000000
PA
USD
1021222.75000000
0.265109155322
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.14000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCZ7
865000.00000000
PA
USD
850926.48000000
0.220900288751
Long
DBT
CORP
US
N
2
2026-04-26
Fixed
4.08000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBA7
400000.00000000
PA
USD
408728.45000000
0.106105797325
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
6.34000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
360000.00000000
PA
USD
347788.20000000
0.090285724572
Long
DBT
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM2
452761AC3
240176.50000000
PA
USD
189032.33000000
0.049072742783
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
1.52000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2021-C
80286CAF7
365000.00000000
PA
USD
357286.49000000
0.092751478139
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.11000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AM8
115000.00000000
PA
USD
107492.73000000
0.027905084227
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEX9
525000.00000000
PA
USD
534446.52000000
0.138742174988
Long
DBT
CORP
US
N
2
2026-10-16
Fixed
6.14000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BV0
690000.00000000
PA
USD
683330.89000000
0.177392517992
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36000000
N
N
N
N
N
N
BRE Grand Islander Timeshare Issuer
N/A
BRE Grand Islander Timeshare Issuer 2019-A LLC
05588UAA0
117756.49000000
PA
USD
112399.79000000
0.029178955703
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
1250000.00000000
PA
USD
1208360.14000000
0.313689972183
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BR6
230000.00000000
PA
USD
227637.00000000
0.059094504886
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.25000000
N
N
N
N
N
N
PUBLIC STORAGE OP CO
549300LMZF40TKJ6DM64
Public Storage Operating Co
74460WAF4
205000.00000000
PA
USD
211528.32000000
0.054912695826
Long
DBT
US
N
2
2029-01-15
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6D31
369359.75000000
PA
USD
367310.00000000
0.095353578679
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
4.50000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2021-JACX
05493LAJ5
435000.00000000
PA
USD
369837.22000000
0.096009644322
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
7.48000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448AY9
360000.00000000
PA
USD
343352.41000000
0.089134194663
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.25000000
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GR
N/A
PeaceHealth Obligated Group
70462GAB4
105000.00000000
PA
USD
97528.91000000
0.025318479195
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.38000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BQ1
270000.00000000
PA
USD
273535.14000000
0.071009649869
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.40000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP3 Trust
67113ABB5
58861.10000000
PA
USD
57450.82000000
0.014914217650
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
6.37000000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
000000000
800000.00000000
PA
USD
798702.16000000
0.207342869116
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.38000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BP4
625000.00000000
PA
USD
645064.70000000
0.167458625207
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG33
458854.11000000
PA
USD
420471.33000000
0.109154245862
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617N3ME3
38959.84000000
PA
USD
37270.61000000
0.009675440480
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.00000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAX5
665000.00000000
PA
USD
634244.77000000
0.164649774246
Long
DBT
CORP
FR
N
2
2025-02-04
Fixed
1.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
605000.00000000
PA
USD
595301.09000000
0.154540005236
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.98000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2021-INV2 Trust
62917JAC4
210405.43000000
PA
USD
170914.52000000
0.044369364107
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.52000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBG7
275000.00000000
PA
USD
275186.89000000
0.071438443732
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41000000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2022-2 Ltd
67402RAL7
700000.00000000
PA
USD
700000.00000000
0.181719814532
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
0.00000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8L9
400000.00000000
PA
USD
405834.41000000
0.105354505308
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.60000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AS8
685000.00000000
PA
USD
662811.39000000
0.172065661229
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.85000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-INV1 Trust
67113CAE6
39543.35000000
PA
USD
35174.14000000
0.009131197424
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAJ2
480000.00000000
PA
USD
453984.82000000
0.117854338986
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
4.70000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BB0
525000.00000000
PA
USD
518877.79000000
0.134700536805
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
4.20000000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries Inc
608190AM6
310000.00000000
PA
USD
321355.86000000
0.083423896111
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.85000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co., LLC
N/A
Galton Funding Mortgage Trust 2019-1
36418WAQ2
13499.44000000
PA
USD
12514.62000000
0.003248792036
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
4.00000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2022-1 Trust
43730NAA4
282029.10000000
PA
USD
270055.33000000
0.070106292115
Long
ABS-O
CORP
US
N
2
2039-04-17
Fixed
3.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJY1
1318.92000000
PA
USD
1377.43000000
0.000357580463
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
19123MAE3
1335000.00000000
PA
USD
1309694.95000000
0.339996462010
Long
DBT
CORP
GB
N
2
2024-05-03
Fixed
0.80000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAB4
390000.00000000
PA
USD
378509.94000000
0.098261080136
Long
DBT
CORP
GB
N
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CJ6
910000.00000000
PA
USD
864633.33000000
0.224458583379
Long
DBT
CORP
GB
N
2
2026-04-18
Fixed
1.65000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIII Ltd
55819JAN3
1025000.00000000
PA
USD
1021824.46000000
0.265265359079
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
6.68000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-4
30166BAF9
305000.00000000
PA
USD
302189.21000000
0.078448238849
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.98000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBJ5
515000.00000000
PA
USD
509526.12000000
0.132272845750
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
4.41000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHDK9
85965.11000000
PA
USD
82440.40000000
0.021401505997
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAN7
600000.00000000
PA
USD
596447.69000000
0.154837662292
Long
DBT
US
N
2
2024-05-01
Fixed
3.88000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AB6
315000.00000000
PA
USD
324428.53000000
0.084221560429
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.60000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAG6
265000.00000000
PA
USD
256402.65000000
0.066562060005
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AYQK2
164086.85000000
PA
USD
152159.75000000
0.039500630784
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HMPA6
51603.44000000
PA
USD
51781.57000000
0.013442481852
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAB0
615000.00000000
PA
USD
630421.38000000
0.163657223215
Long
DBT
CORP
ES
N
2
2027-09-13
Fixed
6.68000000
N
N
N
N
N
N
CGDB Commercial Mortgage Trust
N/A
CGDB Commercial Mortgage Trust 2019-MOB
125284AG4
308300.00000000
PA
USD
280771.89000000
0.072888308252
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
7.13000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-3
89169DAA9
43915.30000000
PA
USD
43116.17000000
0.011192946308
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HM2
555000.00000000
PA
USD
537649.90000000
0.139573771587
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BR2
390000.00000000
PA
USD
381933.00000000
0.099149705605
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
3.95000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LNT9
455000.00000000
PA
USD
459500.17000000
0.119286122385
Long
DBT
CORP
CA
N
2
2026-06-05
Fixed
5.30000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2020-REV1
34531NAC0
445000.00000000
PA
USD
427971.05000000
0.111101171187
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.29000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAA8
390000.00000000
PA
USD
388518.82000000
0.100859382732
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.71000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
595000.00000000
PA
USD
582423.04000000
0.151196866868
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
95866WAS1
1015000.00000000
PA
USD
1010060.53000000
0.262211445968
Long
STIV
CORP
US
N
2
2024-01-26
None
0.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust
78449XAA0
100845.94000000
PA
USD
90964.53000000
0.023614367886
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AE9
318750.00000000
PA
USD
317129.19000000
0.082326653699
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.56000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAC1
178579.47000000
PA
USD
171540.94000000
0.044531982573
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.92000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CJ4
215000.00000000
PA
USD
204588.33000000
0.053111076261
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDD3
845000.00000000
PA
USD
804832.87000000
0.208934399808
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.63000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBS8
280000.00000000
PA
USD
282649.02000000
0.073375610702
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.75000000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AF9
236875.00000000
PA
USD
220132.44000000
0.057146323098
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
5.71000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBW4
230000.00000000
PA
USD
236143.53000000
0.061302797820
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
5.90000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAC0
429000.00000000
PA
USD
389072.84000000
0.101003206177
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
48128U2P3
63990.49000000
PA
USD
62505.75000000
0.016226476138
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
1.14000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DF4
220000.00000000
PA
USD
210222.61000000
0.054573733856
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGJ3
190155.82000000
PA
USD
179861.23000000
0.046691927653
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AM0
200000.00000000
PA
USD
196957.40000000
0.051130088855
Long
DBT
CORP
CH
N
2
2026-05-12
Fixed
4.49000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
225000.00000000
PA
USD
224712.43000000
0.058335287289
Long
DBT
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
445000.00000000
PA
USD
428263.87000000
0.111177187181
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AB1
220000.00000000
PA
USD
211238.71000000
0.054837513147
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.75000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAA1
1105000.00000000
PA
USD
1089106.72000000
0.282731815948
Long
DBT
CORP
GB
N
2
2024-04-06
Fixed
0.65000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-3 Receivables Funding LLC
82652NAA6
228156.54000000
PA
USD
218570.63000000
0.056740877636
Long
ABS-O
CORP
US
N
2
2036-08-20
Fixed
2.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCCH7
30426.13000000
PA
USD
29106.95000000
0.007556156507
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AC6
590000.00000000
PA
USD
589695.07000000
0.153084683929
Long
DBT
CORP
SG
N
2
2028-05-19
Fixed
4.45000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CU2
265000.00000000
PA
USD
253081.13000000
0.065699794293
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UMP4
142945.79000000
PA
USD
146378.11000000
0.037999718572
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
5.50000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QBA5
520000.00000000
PA
USD
518996.28000000
0.134731296777
Long
DBT
CORP
XX
N
2
2024-03-01
Fixed
4.88000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CQ0
975000.00000000
PA
USD
943276.99000000
0.244874456678
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
2.25000000
N
N
N
N
N
N
Navient Student Loan Trust
549300ZUZB9UCBWEBN39
Navient Private Education Refi Loan Trust 2019-A
63941BAB1
128904.22000000
PA
USD
124975.72000000
0.032443663799
Long
ABS-O
CORP
US
N
2
2043-01-15
Fixed
3.42000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBQ9
560000.00000000
PA
USD
560166.61000000
0.145419103537
Long
DBT
CORP
US
N
2
2027-04-26
Fixed
4.95000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2020-A
43285HAA6
181510.05000000
PA
USD
171942.98000000
0.044636352050
Long
ABS-O
CORP
US
N
2
2039-02-25
Fixed
2.74000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-INV1
46591VBC2
42113.67000000
PA
USD
39798.91000000
0.010331786491
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Floating
6.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R1
92538BAB9
47988.81000000
PA
USD
43548.54000000
0.011305189445
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
1.06000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAV4
735000.00000000
PA
USD
730416.40000000
0.189615903913
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.60000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
495000.00000000
PA
USD
485588.51000000
0.126058648537
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NZ2
20586.81000000
PA
USD
20269.24000000
0.005261889333
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGG3
650000.00000000
PA
USD
605469.70000000
0.157179773698
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-PANW Mortgage Trust
12595HAG3
195000.00000000
PA
USD
164828.82000000
0.042789517999
Long
ABS-MBS
CORP
US
N
2
2029-10-10
Variable
3.93000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448AW3
870000.00000000
PA
USD
846808.88000000
0.219831360882
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
3.25000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759BB5
170000.00000000
PA
USD
173170.43000000
0.044954997745
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.88000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VAY1
22630.66000000
PA
USD
22412.67000000
0.005818323193
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
2.06000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBF1
842000.00000000
PA
USD
871820.99000000
0.226324498011
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
6.45000000
N
N
N
N
N
N
ONE Park Mortgage Trust
N/A
ONE 2021-PARK Mortgage Trust
682413AC3
755000.00000000
PA
USD
703698.51000000
0.182679946748
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
6.43000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AS4
505000.00000000
PA
USD
497023.14000000
0.129027075455
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
3.75000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAF0
440000.00000000
PA
USD
434156.80000000
0.112706990248
Long
DBT
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP2 Trust
67448VAG5
43930.03000000
PA
USD
36880.43000000
0.009574149856
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZH0
565000.00000000
PA
USD
563032.01000000
0.146162960618
Long
DBT
CORP
US
N
2
2025-01-24
Fixed
1.76000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co., LLC
N/A
Galton Funding Mortgage Trust 2017-1
36417JAS8
24953.10000000
PA
USD
22520.07000000
0.005846204205
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-2
03465DAA1
255072.93000000
PA
USD
215263.70000000
0.055882399484
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.99000000
N
N
N
N
N
N
Freddie Mac - STACR
529900ZTXRUUVE8G8W08
Freddie Mac Stacr Remic Trust 2023-Hqa3
35564K3F4
168671.97000000
PA
USD
169875.83000000
0.044099720458
Long
ABS-MBS
USGSE
US
N
2
2043-11-25
Floating
7.19000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-6
92539AAA2
216411.60000000
PA
USD
212068.54000000
0.055052936795
Long
ABS-MBS
CORP
US
N
2
2067-06-25
Variable
4.91000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
700000.00000000
PA
USD
701339.42000000
0.182067527609
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.63000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-4
80285VAF6
450000.00000000
PA
USD
425457.59000000
0.110448677637
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.67000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
259264.43000000
PA
USD
242569.72000000
0.062971035042
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAJ4
200000.00000000
PA
USD
197799.22000000
0.051348625104
Long
DBT
CORP
JP
N
2
2025-07-25
Fixed
4.24000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QTS0
3009.83000000
PA
USD
3143.83000000
0.000816137435
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBA5
525000.00000000
PA
USD
516047.11000000
0.133965693027
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac Whole Loan Securities Trust
N/A
Freddie Mac Whole Loan Securities Trust 2017-SC02
3137G1BY2
19730.00000000
PA
USD
18681.63000000
0.004849746198
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
3.87000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AV5
180000.00000000
PA
USD
181257.89000000
0.047054500218
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.35000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-C
64035GAB5
567085.84000000
PA
USD
508921.60000000
0.132115912519
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.32000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAB1
265000.00000000
PA
USD
262856.49000000
0.068237475159
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.58000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CE8
255000.00000000
PA
USD
245563.23000000
0.063748149444
Long
DBT
CORP
GB
N
2
2025-11-23
Fixed
1.82000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BF0
200000.00000000
PA
USD
197566.75000000
0.051288275953
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.45000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-3
30166YAE2
190000.00000000
PA
USD
188880.43000000
0.049033309583
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQW0
31002.34000000
PA
USD
29219.36000000
0.007585338114
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAF8
66489.90000000
PA
USD
57010.89000000
0.014800011938
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.16000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCF1
350000.00000000
PA
USD
349266.02000000
0.090669366252
Long
DBT
CORP
US
N
2
2027-04-22
Floating
6.26000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BY0
1316000.00000000
PA
USD
1225032.01000000
0.318017985218
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.45000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDB8
240000.00000000
PA
USD
249151.66000000
0.064679704922
Long
DBT
CORP
US
N
2
2027-10-29
Fixed
7.15000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAA9
59902.10000000
PA
USD
57332.01000000
0.014883374605
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.91000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2013-375P
17320QAJ8
255000.00000000
PA
USD
232060.00000000
0.060242714514
Long
ABS-MBS
CORP
US
N
2
2035-05-10
Variable
3.52000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
650000.00000000
PA
USD
631741.66000000
0.163999967553
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.11000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH70
11040.91000000
PA
USD
11311.55000000
0.002936475382
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
5.50000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAZ4
580000.00000000
PA
USD
542386.75000000
0.140803456592
Long
DBT
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS349P4O9HR58
Freddie Mac STACR REMIC Trust 2022-DNA5
35564KYN3
511005.18000000
PA
USD
524580.29000000
0.136180904294
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
8.29000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HAZH2
334331.95000000
PA
USD
336953.98000000
0.087473163930
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Fixed
4.60000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAA9
81446.14000000
PA
USD
69598.28000000
0.018067695047
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.82000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2021-2
67578AAA6
111735.67000000
PA
USD
108769.08000000
0.028236424349
Long
ABS-O
CORP
US
N
2
2028-09-20
Fixed
1.21000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFW6
10210000.00000000
PA
USD
10244299.27000000
2.659417376221
Long
DBT
UST
US
N
2
2025-11-15
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEM3
545000.00000000
PA
USD
527462.04000000
0.136929005830
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419DL74
35359.65000000
PA
USD
35313.99000000
0.009167502447
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DG9
225000.00000000
PA
USD
219886.68000000
0.057082523868
Long
DBT
US
N
2
2024-09-13
Fixed
2.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP3 Trust
67448WAP3
150581.17000000
PA
USD
131392.04000000
0.034109338771
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.00000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
2390000.00000000
PA
USD
2356378.39000000
0.611715205711
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAF1
270000.00000000
PA
USD
252278.69000000
0.065491481081
Long
ABS-O
CORP
US
N
2
2026-12-18
Fixed
1.21000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-2
142921AH8
390000.00000000
PA
USD
388968.45000000
0.100976106561
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
6.55000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYL2
315000.00000000
PA
USD
314603.10000000
0.081670881404
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.86000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABD2
405000.00000000
PA
USD
402890.64000000
0.104590303396
Long
DBT
CORP
DK
N
2
2025-03-28
Fixed
3.77000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-INV1
92537TAA3
15123.64000000
PA
USD
14949.48000000
0.003880881047
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
1.98000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BZ5
245000.00000000
PA
USD
243839.31000000
0.063300620269
Long
DBT
CORP
US
N
2
2026-01-26
Fixed
4.86000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-2
142921AG0
585000.00000000
PA
USD
583178.66000000
0.151393025620
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
5.57000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABV8
510000.00000000
PA
USD
498329.91000000
0.129366312601
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.88000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
120000.00000000
PA
USD
120699.99000000
0.031333685424
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-2
92537UAA0
57415.69000000
PA
USD
56197.58000000
0.014588876878
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
2.23000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2023-B
34529NAG5
285000.00000000
PA
USD
289950.99000000
0.075271200180
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
6.43000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAA7
200000.00000000
PA
USD
194664.29000000
0.050534798106
Long
DBT
CORP
GB
N
2
2027-04-27
Fixed
3.85000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAG0
330000.00000000
PA
USD
318814.88000000
0.082764258376
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.12000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AB9
1355000.00000000
PA
USD
1344417.41000000
0.349010403426
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QA3Y4
83034.18000000
PA
USD
81747.18000000
0.021221546268
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
162245.73000000
PA
USD
162924.79000000
0.042295232316
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
6.99000000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
170907.62000000
PA
USD
160779.38000000
0.041738284448
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCLD6
10156.10000000
PA
USD
9730.11000000
0.002525933977
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617MRJ47
23835.94000000
PA
USD
22802.46000000
0.005919512574
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAE9
245000.00000000
PA
USD
236151.16000000
0.061304778566
Long
ABS-O
CORP
US
N
2
2026-08-18
Fixed
1.06000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617MHSV9
21338.98000000
PA
USD
20440.14000000
0.005306254928
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBD6
420000.00000000
PA
USD
428961.95000000
0.111358408564
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
6.10000000
N
N
N
N
N
N
SCG Hotel Issuer Inc
N/A
SCG 2023-NASH Mortgage Trust
78398BAA9
380000.00000000
PA
USD
379762.54000000
0.098586254764
Long
ABS-MBS
CORP
US
N
2
2040-12-15
Floating
7.75000000
N
N
N
N
N
N
APA INFRASTRUCTURE LTD
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd
00205GAB3
1335000.00000000
PA
USD
1315213.91000000
0.341429182564
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUV7
33898.44000000
PA
USD
31981.24000000
0.008302321430
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EH4B5
118016.51000000
PA
USD
115399.04000000
0.029957560208
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
3.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EP8
385000.00000000
PA
USD
385247.15000000
0.100010058067
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.80000000
N
N
N
N
N
N
HPHT FINANCE 19 LTD
254900U58MWSWY66P584
HPHT Finance 19 Ltd
000000000
1200000.00000000
PA
USD
1175112.00000000
0.305058763849
Long
DBT
CORP
KY
N
2
2024-11-05
Fixed
2.88000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAB6
245000.00000000
PA
USD
244543.52000000
0.063483432999
Long
DBT
CORP
KY
N
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJE2
19090000.00000000
PA
USD
19307745.31000000
5.012285566806
Long
DBT
UST
US
N
2
2025-10-31
Fixed
5.00000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAA4
508504.82000000
PA
USD
405117.55000000
0.105168408642
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.93000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAE4
430000.00000000
PA
USD
410597.58000000
0.106591022978
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.89000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABE0
265000.00000000
PA
USD
269550.07000000
0.069975126753
Long
DBT
CORP
DK
N
2
2026-09-22
Fixed
6.26000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBX2
190000.00000000
PA
USD
199473.60000000
0.051783293708
Long
DBT
CORP
CA
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AZ4
760000.00000000
PA
USD
724093.62000000
0.187974511900
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BC1
425000.00000000
PA
USD
438024.18000000
0.113710961071
Long
DBT
CORP
CH
N
2
2027-12-22
Fixed
6.33000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2020-A
98163DAE8
90017.41000000
PA
USD
89500.54000000
0.023234316470
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.84000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DS6
560000.00000000
PA
USD
562645.70000000
0.146062674644
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHGN6
133271.91000000
PA
USD
137242.37000000
0.035628082889
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBL3
931000.00000000
PA
USD
860568.84000000
0.223403442852
Long
DBT
US
N
2
2026-04-15
Fixed
1.60000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2023-2
44328UAF3
125000.00000000
PA
USD
128152.46000000
0.033268344661
Long
ABS-O
CORP
US
N
2
2031-07-21
Fixed
6.97000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JT9
250000.00000000
PA
USD
246765.97000000
0.064060380430
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2023-1
03067BAF6
380000.00000000
PA
USD
383226.69000000
0.099485547186
Long
ABS-O
CORP
US
N
2
2028-12-18
Fixed
5.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A2GS6
16396.09000000
PA
USD
15990.91000000
0.004151235999
Long
ABS-MBS
USGSE
US
N
2
2026-11-25
Fixed
2.50000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2023-1 LLC
784024AC5
470000.00000000
PA
USD
480816.91000000
0.124819942441
Long
ABS-O
CORP
US
N
2
2032-05-20
Fixed
6.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QM4V3
777569.59000000
PA
USD
665725.25000000
0.172822098513
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AN5
347000.00000000
PA
USD
351637.00000000
0.091284872032
Long
DBT
CORP
US
N
2
2028-07-05
Fixed
5.20000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-C
63941KAB1
825728.12000000
PA
USD
765468.63000000
0.198715453533
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.15000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAP5
379000.00000000
PA
USD
363430.34000000
0.094346419971
Long
DBT
US
N
2
2027-07-15
Fixed
3.55000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAG1
403994.91000000
PA
USD
402685.68000000
0.104537095834
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
7.01000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACQ8
260000.00000000
PA
USD
263816.66000000
0.068486735036
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
6.25000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAE7
210000.00000000
PA
USD
192101.06000000
0.049869384278
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
1.00000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAA4
25498.09000000
PA
USD
23808.23000000
0.006180610199
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.51000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KH3Q7
50119.60000000
PA
USD
49147.41000000
0.012758654614
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QST84
2320211.49000000
PA
USD
2360784.89000000
0.612859131943
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.00000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AR6
155000.00000000
PA
USD
148797.61000000
0.038627820131
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BL3
215000.00000000
PA
USD
197440.56000000
0.051255517063
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.65000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3C5
590000.00000000
PA
USD
583700.02000000
0.151528370538
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.54000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAY1
640000.00000000
PA
USD
620905.87000000
0.161186999340
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYE8
335000.00000000
PA
USD
334463.40000000
0.086826610022
Long
DBT
CORP
US
N
2
2024-09-10
Variable
5.92000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-G
63941JAA6
341578.23000000
PA
USD
319666.36000000
0.082985302359
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.40000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAF5
190000.00000000
PA
USD
188528.60000000
0.048941974608
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.34000000
N
N
N
N
N
N
KT CORP
9884005ACF8449EANY26
KT Corp
48268KAG6
1020000.00000000
PA
USD
1002752.33000000
0.260314239184
Long
DBT
CORP
KR
N
2
2025-08-08
Fixed
4.00000000
N
N
N
N
N
N
United Wholesale Mortgage LLC
N/A
UWM Mortgage Trust 2021-INV2
90354TAD1
147074.80000000
PA
USD
127706.68000000
0.033152620291
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BD8
550000.00000000
PA
USD
543588.90000000
0.141115534413
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.22000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAF2
118557.53000000
PA
USD
117646.44000000
0.030540984653
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
1.59000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BF5
170000.00000000
PA
USD
167324.27000000
0.043437336158
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
315000.00000000
PA
USD
290535.35000000
0.075422899881
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMZR5
1082.82000000
PA
USD
1076.14000000
0.000279365658
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
3.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BB4
1160000.00000000
PA
USD
1154152.96000000
0.299617802618
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2023-2 LLC
29375NAB1
625000.00000000
PA
USD
626688.94000000
0.162688282780
Long
ABS-O
CORP
US
N
2
2030-04-22
Fixed
5.56000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EG8
175000.00000000
PA
USD
168558.06000000
0.043757627715
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKG3
460000.00000000
PA
USD
458215.22000000
0.118952549705
Long
DBT
CORP
US
N
2
2025-02-04
Fixed
1.84000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
805000.00000000
PA
USD
801541.45000000
0.208079948048
Long
DBT
US
N
2
2024-04-01
Fixed
4.60000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAA9
69355.98000000
PA
USD
64885.31000000
0.016844209284
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.00000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
935000.00000000
PA
USD
903577.93000000
0.234568591221
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859BD3
545000.00000000
PA
USD
538148.83000000
0.139703293683
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.85000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIII Ltd
55820TAL2
710000.00000000
PA
USD
706045.49000000
0.183289222134
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
7.20000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
800000.00000000
PA
USD
788029.46000000
0.204572239024
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAB7
570000.00000000
PA
USD
561448.46000000
0.145751871457
Long
DBT
US
N
2
2026-02-15
Fixed
4.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
450000.00000000
PA
USD
412268.02000000
0.107024668759
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73000000
N
N
N
N
N
N
SMB Private Education Loan Trust
54930027GONY06ZX8P67
SMB Private Education Loan Trust 2016-C
78449KAC4
78364.16000000
PA
USD
78370.74000000
0.020345023339
Long
ABS-O
CORP
US
N
2
2034-09-15
Floating
6.58000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-IV Ltd
12547DAA4
905000.00000000
PA
USD
904658.91000000
0.234849213342
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
6.71000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJL6
730000.00000000
PA
USD
737556.64000000
0.191469508325
Long
DBT
UST
US
N
2
2025-11-30
Fixed
4.88000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900O44XNRXAW7W466
OBX 2023-NQM10 Trust
67449CAB7
100000.00000000
PA
USD
101186.80000000
0.026268066470
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
6.92000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACB1
270000.00000000
PA
USD
271401.15000000
0.070455666631
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR24
000000000
-70.00000000
NC
USD
-358849.40000000
-0.09315720916
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYH4 Comdty
2024-03-19
-7902244.35000000
USD
-358849.40000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RDF3
1944.06000000
PA
USD
2030.62000000
0.000527148413
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAF9
655000.00000000
PA
USD
656536.17000000
0.170436615779
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.61000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCV6
965000.00000000
PA
USD
936261.32000000
0.243053190605
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.90000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AK7
405000.00000000
PA
USD
390900.80000000
0.101477744109
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.05000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2023-1
432917AC6
139524.78000000
PA
USD
141325.21000000
0.036687987071
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
6.94000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers Clo 40 Ltd
64134JAA1
270000.00000000
PA
USD
269714.69000000
0.070017862061
Long
ABS-CBDO
CORP
KY
N
2
2033-04-16
Floating
6.72000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBB9
225000.00000000
PA
USD
221945.78000000
0.057617065682
Long
DBT
CORP
LU
N
2
2024-07-16
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617MHSW7
4273.38000000
PA
USD
4093.38000000
0.001062640363
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2X0
610000.00000000
PA
USD
597895.52000000
0.155213518577
Long
DBT
CORP
US
N
2
2026-04-25
Fixed
3.91000000
N
N
N
N
N
N
CREDICORP LTD
529900UYAEYQCQ2BKB17
Credicorp Ltd
22530EAA0
200000.00000000
PA
USD
190732.95000000
0.049514223284
Long
DBT
CORP
BM
N
2
2025-06-17
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFG6
192969.54000000
PA
USD
184123.94000000
0.047798526039
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.00000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AF0
625000.00000000
PA
USD
572899.19000000
0.148724477931
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.88000000
N
N
N
N
N
N
2024-01-25
NORTHWESTERN MUTUAL SERIES FUND INC
Phillip Rinzel
Phillip Rinzel
Controller and Chief Accounting Officer