0001752724-23-041248.txt : 20230227
0001752724-23-041248.hdr.sgml : 20230227
20230227103856
ACCESSION NUMBER: 0001752724-23-041248
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230227
DATE AS OF CHANGE: 20230227
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: USAA MUTUAL FUNDS TRUST
CENTRAL INDEX KEY: 0000908695
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07852
FILM NUMBER: 23671043
BUSINESS ADDRESS:
STREET 1: 15935 LA CANTERA PARKWAY
STREET 2: BUILDING TWO
CITY: SAN ANTONIO
STATE: TX
ZIP: 78256
BUSINESS PHONE: 210-697-3625
MAIL ADDRESS:
STREET 1: 15935 LA CANTERA PARKWAY
STREET 2: BUILDING TWO
CITY: SAN ANTONIO
STATE: TX
ZIP: 78256
FORMER COMPANY:
FORMER CONFORMED NAME: USAA STATE TAX FREE TRUST
DATE OF NAME CHANGE: 19940325
FORMER COMPANY:
FORMER CONFORMED NAME: USAA STATE TAX EXEMPT TRUST
DATE OF NAME CHANGE: 19930707
0000908695
S000030169
Ultra Short-Term Bond Fund
C000092834
Ultra Short-Term Bond Fund Shares
UUSTX
C000130753
Ultra Short-Term Bond Fund Institutional Shares
UUSIX
C000179382
Ultra Short-Term Bond Fund R6 Shares
URUSX
C000220636
Ultra Short-Term Bond Fund Class A
USBAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000908695
XXXXXXXX
S000030169
C000130753
C000220636
C000179382
C000092834
USAA Mutual Funds Trust
811-07852
0000908695
549300WIDR2J6W1Y9S11
15935 La Cantera Pkwy Building Two
San Antonio
78256
800-235-8396
Ultra Short-Term Bond Fund
S000030169
549300P1NJ5UMBQKCB83
2022-12-31
2022-12-31
N
281141633.53
4952266.62
276189366.91
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
342193.20000000
CAD
EUR
JPY
USD
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST
N/A
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020 B
802830AX7
300000.00000000
PA
USD
287984.17000000
0.104270549305
Long
ABS-MBS
CORP
US
Y
2
2027-01-15
Fixed
4.13000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022 5
30167FAB8
500000.00000000
PA
USD
499827.54000000
0.180972767196
Long
ABS-MBS
CORP
US
N
2
2025-01-15
Fixed
5.29000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
38141GYQ1
1000000.00000000
PA
USD
982750.00000000
0.355824704982
Long
DBT
CORP
US
N
2
2024-10-21
Floating
4.24865000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV
456837BD4
500000.00000000
PA
USD
497744.93000000
0.180218715719
Long
DBT
CORP
NL
N
2
2026-03-28
Floating
5.94110000
N
N
N
N
N
N
MISSISSIPPI BUSINESS FIN CORP MISS SOLID WASTE DISP REV
N/A
MISSISSIPPI ST BUSINESS FIN CORP SOL WST DISP REV
60527MAY5
2500000.00000000
PA
USD
2500000.00000000
0.905176049306
Long
DBT
MUN
US
N
2
2025-07-01
Variable
3.65000000
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA
83368RBF8
1700000.00000000
PA
USD
1636777.00000000
0.592628535382
Long
DBT
CORP
FR
Y
2
2026-01-21
Floating
4.80865000
N
N
N
N
N
N
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
233853AK6
1000000.00000000
PA
USD
995900.00000000
0.360585931001
Long
DBT
CORP
US
Y
2
2024-04-07
Floating
4.63281000
N
N
N
N
N
N
EVERGREEN CREDIT CARD TRUST
N/A
EVERGREEN CREDIT CARD TRUST
30023JBV9
500000.00000000
PA
USD
489276.15000000
0.177152420990
Long
ABS-MBS
CORP
US
Y
2
2026-07-15
Fixed
5.61000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST
N/A
CREDIT ACCEPTANCE AUTO LOAN TRUST
22535GAA0
218000.00000000
PA
USD
208336.01000000
0.075432306584
Long
ABS-MBS
CORP
US
Y
2
2030-05-15
Fixed
1.00000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2021 VOLT
05609VAJ4
750000.00000000
PA
USD
704783.38000000
0.255181214210
Long
ABS-MBS
CORP
US
Y
2
2023-09-15
Floating
5.41786000
N
N
N
N
N
N
SANTANDER BANK, N.A.
N/A
SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202
80290CBF0
1000000.00000000
PA
USD
1000065.50000000
0.362094135335
Long
ABS-MBS
CORP
US
Y
2
2032-12-15
Fixed
6.45100000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA THE
0641593V6
1250000.00000000
PA
USD
1208575.00000000
0.437589257516
Long
DBT
CORP
CA
N
2
2026-03-02
Floating
4.60673000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBB0
1000000.00000000
PA
USD
992970.00000000
0.359525064671
Long
DBT
RF
GB
N
2
2024-05-16
Fixed
4.33800000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PART LP
29277FN31
1000000.00000000
PA
USD
999461.78000000
0.361875546181
Long
STIV
CORP
US
N
2
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX TRUST
05608WAG9
496240.88000000
PA
USD
472348.08000000
0.171023267580
Long
ABS-MBS
CORP
US
Y
2
2038-06-15
Floating
5.18786000
N
N
N
N
N
N
Syngenta Finance N.V.
54930042S3BYCEGOCN86
SYNGENTA FINANCE NV
87164KAG9
1000000.00000000
PA
USD
970020.00000000
0.351215548539
Long
DBT
CORP
NL
Y
2
2025-04-24
Fixed
4.89200000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022 2
96042VAE9
400000.00000000
PA
USD
389002.52000000
0.140846305689
Long
ABS-MBS
CORP
US
Y
2
2027-09-15
Fixed
4.31000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST
N/A
GS MORTGAGE SECURITIES CORP TRUST 2017 GPTX
36257CAA5
1000000.00000000
PA
USD
944905.61000000
0.342122370810
Long
ABS-MBS
CORP
US
Y
2
2034-05-10
Fixed
2.85555000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
UNITED STATES TREASURY BILL
912796ZU6
1000000.00000000
PA
USD
995319.80000000
0.360375857744
Long
DBT
UST
US
N
2
2023-02-14
None
0.00000000
N
N
N
N
N
N
RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP, LP
549300KH0PNTJK9NTE57
RETAIL OPPORTUNITY IN
76132FAA5
500000.00000000
PA
USD
492515.00000000
0.178325112769
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
5.00000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
CHASE AUTO CREDIT LINKED NOTES SERIES 2021 1
46591HBR0
181516.14000000
PA
USD
175465.74000000
0.063530954128
Long
ABS-MBS
CORP
US
Y
2
2028-09-25
Fixed
0.87500000
N
N
N
N
N
N
BBCMS TRUST
N/A
BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC
05492NAC7
1000000.00000000
PA
USD
944785.35000000
0.342078828222
Long
ABS-MBS
CORP
US
Y
2
2034-11-25
Floating
5.62800000
N
N
N
N
N
N
TARGA RESOURCES CORP.
5493003QENHHS261UR94
TARGA RESOURCES CORP
87613LN47
1000000.00000000
PA
USD
999409.31000000
0.361856548346
Long
STIV
CORP
US
Y
2
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2021 XL2
05609KAE9
926715.08000000
PA
USD
876602.35000000
0.317391780794
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
5.51506000
N
N
N
N
N
N
AMER AIRLINE 16 2 B PTT
N/A
AMER AIRLINE 16 2 B PTT
P2376GAA4
690000.00000000
PA
USD
654927.30000000
0.237129802398
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.37500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING, LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING LP
23311VAD9
1000000.00000000
PA
USD
994150.00000000
0.359952307767
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
CHASE AUTO CREDIT LINKED NOTES SERIES 2021 1
46591HBS8
363032.20000000
PA
USD
350436.54000000
0.126882705123
Long
ABS-MBS
CORP
US
Y
2
2028-09-25
Fixed
1.02400000
N
N
N
N
N
N
UBS AG LONDON BRANCH
N/A
USB AG LONDON
902674YG9
500000.00000000
PA
USD
499180.00000000
0.180738312117
Long
DBT
CORP
GB
Y
2
2023-06-01
Floating
4.37402000
N
N
N
N
N
N
OSCAR US FUNDING TRUST
549300GTSLUONMR77U11
OSCAR US FUNDING XII LLC
68785AAC9
1000000.00000000
PA
USD
969451.58000000
0.351009740471
Long
ABS-MBS
CORP
US
Y
2
2025-04-10
Fixed
0.70000000
N
N
N
N
N
N
HOUSTON GALLERIA MALL TRUST
N/A
HOUSTON GALLERIA MALL TRUST
44217NAC0
750000.00000000
PA
USD
688993.56000000
0.249464187455
Long
ABS-MBS
CORP
US
Y
2
2037-03-05
Fixed
3.08656000
N
N
N
N
N
N
CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV
N/A
CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHO
13080SD68
500000.00000000
PA
USD
454515.50000000
0.164566617855
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
1.31000000
N
N
N
N
N
N
HOWARD UNIVERSITY (THE)
N/A
HOWARD UNIVERSITY
442851AE1
250000.00000000
PA
USD
243555.00000000
0.088184061075
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.80100000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS, LTD.
N/A
OCTAGON INVESTMENT PARTNERS XXI LTD
67590QBK2
750000.00000000
PA
USD
737023.50000000
0.266854407990
Long
ABS-MBS
CORP
US
Y
2
2031-02-14
Floating
5.64971000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS, LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP
26885BAA8
875000.00000000
PA
USD
841977.50000000
0.304855146821
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
4.00000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
53944YAL7
250000.00000000
PA
USD
242282.50000000
0.087723326466
Long
DBT
CORP
GB
N
2
2025-07-09
Fixed
3.87000000
N
N
N
N
N
N
NP SPE X L P
N/A
NP SPE II LLC
62947AAE3
602666.84000000
PA
USD
533826.38000000
0.193282741465
Long
ABS-MBS
CORP
US
Y
2
2049-11-19
Fixed
6.44100000
N
N
N
N
N
N
BBCMS TRUST
N/A
BBCMS 2020 BID MORTGAGE TRUST
05493BAJ7
1220000.00000000
PA
USD
1194617.24000000
0.432535565494
Long
ABS-MBS
CORP
US
Y
2
2037-10-15
Floating
7.95786000
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPTIAL GROUP
05369CN37
500000.00000000
PA
USD
499753.84000000
0.180946082606
Long
STIV
CORP
US
Y
2
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO 40A LTD
38176EAL1
1000000.00000000
PA
USD
976775.00000000
0.353661334224
Long
ABS-MBS
CORP
US
Y
2
2032-01-25
Floating
5.44843000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC
80282KBE5
1000000.00000000
PA
USD
991110.00000000
0.358851613691
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
5.80700000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING
549300BLFX3KJ2IFOA78
BRIGHTHOUSE FIN GLBL FUND
10921U2B3
1000000.00000000
PA
USD
988700.00000000
0.357979023979
Long
DBT
CORP
US
Y
2
2024-04-12
Floating
4.42015000
N
N
N
N
N
N
EVERGREEN CREDIT CARD TRUST
N/A
EVERGREEN CREDIT CARD TRUST
30023JCA4
1000000.00000000
PA
USD
997648.90000000
0.361219155958
Long
ABS-MBS
CORP
US
Y
2
2026-11-15
Fixed
6.56000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPITAL COMPANY LLC
N/A
MIDWEST CONNECTOR CAPITAL CO LLC
59833CAA0
1000000.00000000
PA
USD
968110.00000000
0.350523994037
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
3.90000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014 277P MORTGAGE TRUST
12592FAA3
1000000.00000000
PA
USD
946362.87000000
0.342650001550
Long
ABS-MBS
CORP
US
Y
2
2049-08-10
Variable
3.61130000
N
N
N
N
N
N
COMMERCIAL MORTGAGE RELATED SECURITIES
N/A
COMM MORTGAGE TRUST
20048GAU0
1500000.00000000
PA
USD
1434501.72000000
0.519390639853
Long
ABS-MBS
CORP
US
Y
2
2034-06-15
Floating
1.19100000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNERS, LP
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM PARTNERS LP
29336UAB3
948000.00000000
PA
USD
921323.28000000
0.333583906689
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254CL2
750000.00000000
PA
USD
773640.00000000
0.280112159514
Long
DBT
CORP
GB
Y
2
2025-11-16
Fixed
7.77600000
N
N
N
N
N
N
THE CHARLES SCHWAB CORPORATION
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP THE
808513BQ7
1000000.00000000
PA
USD
968410.00000000
0.350632615163
Long
DBT
CORP
US
N
2
2026-05-13
Floating
4.47864000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022 2
96042VAD1
500000.00000000
PA
USD
486806.98000000
0.176258407572
Long
ABS-MBS
CORP
US
Y
2
2026-04-15
Fixed
3.75000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A S
23636ABA8
1000000.00000000
PA
USD
911400.00000000
0.329990980535
Long
DBT
CORP
DK
Y
2
2025-09-10
Fixed
0.97600000
N
N
N
N
N
N
DT AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST
26253WAC2
500000.00000000
PA
USD
478806.96000000
0.173361836973
Long
ABS-MBS
CORP
US
Y
2
2026-05-15
Fixed
1.02000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST
N/A
EXTENDED STAY AMERICA TRUST
30227FAE0
379630.43000000
PA
USD
363684.05000000
0.131679236629
Long
ABS-MBS
CORP
US
Y
2
2038-07-15
Floating
5.25500000
N
N
N
N
N
N
CENTERPOINT ENERGY, INC.
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC
15189TAZ0
1500000.00000000
PA
USD
1481670.00000000
0.536468878790
Long
DBT
CORP
US
N
2
2024-05-13
Floating
4.60864000
N
N
N
N
N
N
MSILF Government Portfolio
N/A
MSILF GOVERNMENT-INST
61747C707
971420.61000000
NS
USD
971420.61000000
0.351722667989
Long
STIV
RF
US
N
1
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS
71654QBV3
1000000.00000000
PA
USD
944490.00000000
0.341971890723
Long
DBT
CORP
MX
N
2
2025-01-15
Fixed
4.25000000
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2020 1
36258XAB6
30886.34000000
PA
USD
30858.52000000
0.011172957288
Long
ABS-MBS
CORP
US
Y
2
2024-11-15
Fixed
2.43000000
N
N
N
N
N
N
ILLUMINA, INC.
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327AN9
750000.00000000
PA
USD
755812.50000000
0.273657349106
Long
DBT
CORP
US
N
2
2025-12-12
Fixed
5.80000000
N
N
N
N
N
N
NISSAN MOTOR CO.,LTD.
353800DRBDH1LUTNAY26
NISSAN MOTOR CO LTD
654744AB7
916000.00000000
PA
USD
851751.76000000
0.308394117242
Long
DBT
CORP
JP
Y
2
2025-09-17
Fixed
3.52200000
N
N
N
N
N
N
METROPOLITAN EDISON COMPANY
N/A
METROPOLITAN EDISON CO
591894CB4
1500000.00000000
PA
USD
1434180.00000000
0.519274154557
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LAY9
500000.00000000
PA
USD
459960.00000000
0.166537910255
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MORGAN STANLEY CAPITAL I TRUST
61692AAG7
1153846.00000000
PA
USD
1053555.01000000
0.381461104671
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Floating
5.61786000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
JPMORGAN CHASE BANK NA CACLN
48128U2M0
107756.42000000
PA
USD
102982.95000000
0.037287079930
Long
ABS-MBS
CORP
US
Y
2
2028-12-26
Fixed
0.88900000
N
N
N
N
N
N
SANTANDER BANK, N.A.
N/A
SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202
80290CAX2
641090.75000000
PA
USD
638159.55000000
0.231058696118
Long
ABS-MBS
CORP
US
Y
2
2032-08-16
Fixed
5.72100000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254BJ8
156000.00000000
PA
USD
155198.16000000
0.056192662931
Long
DBT
CORP
GB
Y
2
2024-03-15
Fixed
3.88500000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021 3
96043JAJ4
750000.00000000
PA
USD
701584.72000000
0.254023074041
Long
ABS-MBS
CORP
US
Y
2
2027-01-15
Fixed
1.58000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST
36143L2E4
1000000.00000000
PA
USD
973910.00000000
0.352624002471
Long
DBT
CORP
US
Y
2
2024-09-13
Floating
4.66549000
N
N
N
N
N
N
HSBC US GOVERNMENT MONEY MARKET FUND
N/A
HSBC US GOVT MMKT-I
40428X107
971420.63000000
NS
USD
971420.63000000
0.351722675231
Long
STIV
RF
US
N
1
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC
23371DAJ3
1500000.00000000
PA
USD
1397730.00000000
0.506076687758
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST
N/A
CANADIAN PACER AUTO RECEIVABLES TRUST
13646BAN8
550000.00000000
PA
USD
548400.34000000
0.198559541279
Long
ABS-MBS
CORP
US
Y
2
2025-07-21
Fixed
3.75000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST
36143L2J3
500000.00000000
PA
USD
479205.00000000
0.173505955483
Long
DBT
CORP
US
Y
2
2025-04-11
Fixed
3.85000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD.
N/A
PALMER SQUARE LOAN FUNDING LTD
69702BAC5
1000000.00000000
PA
USD
970371.00000000
0.351342635256
Long
ABS-MBS
CORP
US
Y
2
2029-07-20
Floating
5.64257000
N
N
N
N
N
N
CIFC FUNDING LTD
N/A
CIFC FUNDING 2017 IV LTD
12551JAL0
700000.00000000
PA
USD
691208.70000000
0.250266224124
Long
ABS-MBS
CORP
US
Y
2
2030-10-24
Floating
5.27457000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
UNITED STATES TREASURY BILL
912796T33
1000000.00000000
PA
USD
994004.67000000
0.359899688073
Long
DBT
UST
US
N
2
2023-02-23
None
0.00000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST
30165XAE5
750000.00000000
PA
USD
721132.24000000
0.261100652812
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
0.98000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJU4
500000.00000000
PA
USD
492390.00000000
0.178279853967
Long
DBT
CORP
US
N
2
2025-04-22
Floating
4.50170000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC
05377RDD3
615000.00000000
PA
USD
601823.81000000
0.217902599485
Long
ABS-MBS
CORP
US
Y
2
2025-03-20
Fixed
4.27000000
N
N
N
N
N
N
STRATUS CLO LTD.
N/A
STRATUS CLO 2020 1 LTD
863162AC7
1000000.00000000
PA
USD
962432.00000000
0.348468158194
Long
ABS-MBS
CORP
US
Y
2
2029-12-29
Floating
5.64257000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST
14686UAF2
586180.66000000
PA
USD
581527.80000000
0.210554014626
Long
ABS-MBS
CORP
US
Y
2
2025-01-15
Fixed
3.28000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280DB2
1000000.00000000
PA
USD
981190.00000000
0.355259875127
Long
DBT
CORP
GB
N
2
2026-03-10
Floating
5.53898000
N
N
N
N
N
N
PORT PORT ARTHUR TEX NAV DIST ENVIRONMENTAL FACS REV
N/A
PORT OF PORT ARTHUR NAVIGATION DISTRICT
735220AU9
1500000.00000000
PA
USD
1500000.00000000
0.543105629583
Long
DBT
MUN
US
N
2
2040-04-01
Variable
4.20000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG
64952WDZ3
1000000.00000000
PA
USD
1000350.00000000
0.362197144369
Long
DBT
CORP
US
Y
2
2023-02-02
Floating
4.11985000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
JPMORGAN CHASE BANK NA
46591HAN0
74075.78000000
PA
USD
72946.76000000
0.026411864010
Long
ABS-MBS
CORP
US
Y
2
2028-01-25
Fixed
0.99100000
N
N
N
N
N
N
AMUR EQUIPMENT FINANCE RECEIVABLES LLC
N/A
AMUR EQUIPMENT FINANCE RECEIVABLES X LLC
03236VAB7
478357.58000000
PA
USD
453975.89000000
0.164371241036
Long
ABS-MBS
CORP
US
Y
2
2027-10-20
Fixed
1.64000000
N
N
N
N
N
N
INVESCO GOVERNMENT & AGENCY PORTFOLIO
N/A
INVESCO GVT & AGNCY-INST
825252885
971420.63000000
NS
USD
971420.63000000
0.351722675231
Long
STIV
RF
US
N
1
N
N
United Airlines Pass Through Trust
N/A
UNITED AIR 2020 1 B PTT
90932VAA3
576834.00000000
PA
USD
543019.99000000
0.196611475697
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST
14687HAA1
307482.23000000
PA
USD
297066.73000000
0.107559075616
Long
ABS-MBS
CORP
US
N
2
2028-09-11
Fixed
0.83000000
N
N
N
N
N
N
BERRY GLOBAL, INC.
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
08579JBG6
1231833.38000000
PA
USD
1220636.01000000
0.441956192469
Long
DBT
CORP
US
N
2
2026-07-01
Floating
6.02000000
N
N
N
N
N
N
TARGA RESOURCES CORP.
5493003QENHHS261UR94
TARGA RESOURCES CORP
87613LN39
750000.00000000
PA
USD
749646.33000000
0.271424761346
Long
STIV
CORP
US
Y
2
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST
30167JAD6
500000.00000000
PA
USD
487364.07000000
0.176460113382
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
2.18000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
02530WAE4
500000.00000000
PA
USD
470011.18000000
0.170177145216
Long
ABS-MBS
CORP
US
Y
2
2028-03-13
Fixed
2.12000000
N
N
N
N
N
N
CABOT CORPORATION
K05C0SER542GQ6VLRO68
CABOT CORP
12705XN30
1200000.00000000
PA
USD
1199394.13000000
0.434265136061
Long
STIV
CORP
US
Y
2
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC
05377RCV4
782499.99000000
PA
USD
780046.20000000
0.282431655036
Long
ABS-MBS
CORP
US
Y
2
2024-03-20
Fixed
3.33000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD.
N/A
PALMER SQUARE LOAN FUNDING LTD
69702DAC1
500000.00000000
PA
USD
485686.00000000
0.175852533873
Long
ABS-MBS
CORP
US
Y
2
2029-05-20
Floating
4.23400000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GYF5
500000.00000000
PA
USD
492230.00000000
0.178221922700
Long
DBT
CORP
US
N
2
2024-09-10
Floating
4.64929000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
CHASE AUTO CREDIT LINKED NOTES SERIES 2021 1
46591HBT6
181516.13000000
PA
USD
174488.97000000
0.063177294604
Long
ABS-MBS
CORP
US
Y
2
2028-09-25
Fixed
1.17400000
N
N
N
N
N
N
OVINTIV INC.
N/A
OVINTIV INC
69047KN43
750000.00000000
PA
USD
749494.48000000
0.271369780953
Long
STIV
CORP
US
N
2
N
N
N
AMUR EQUIPMENT FINANCE RECEIVABLES LLC
N/A
AMUR EQUIPMENT FINANCE RECEIVABLES X LLC
03236VAC5
405000.00000000
PA
USD
366327.50000000
0.132636351680
Long
ABS-MBS
CORP
US
Y
2
2028-01-20
Fixed
2.20000000
N
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
MAGALLANES INC
55903VAA1
1000000.00000000
PA
USD
997300.00000000
0.361092829589
Long
DBT
CORP
US
Y
2
2024-03-15
Floating
6.02962000
N
N
N
N
N
N
THE CHEMOURS COMPANY
549300M1BOLNXL8DOV14
CHEMOURS CO THE
16384YAF4
1500000.00000000
PA
USD
1469760.00000000
0.532156620091
Long
DBT
CORP
US
N
2
2025-04-03
Floating
6.14000000
N
N
N
N
N
N
ENEL Finance International N.V.
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
29278GAZ1
500000.00000000
PA
USD
515360.00000000
0.186596611508
Long
DBT
CORP
NL
Y
2
2025-10-14
Fixed
6.80000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S.A.
C33G1C5SYE2YM95EE712
TYCO ELECTRONICS GRP SA
90212JN33
1000000.00000000
PA
USD
999495.11000000
0.361887613988
Long
STIV
CORP
LU
Y
2
N
N
N
CENTERPOINT ENERGY, INC.
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY
1518T3N32
1000000.00000000
PA
USD
999494.89000000
0.361887534332
Long
STIV
CORP
US
Y
2
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
35105JAB4
591355.37000000
PA
USD
583434.49000000
0.211244370674
Long
ABS-MBS
CORP
US
Y
2
2025-09-15
Fixed
1.15000000
N
N
N
N
N
N
American Airlines Pass Through Trust
N/A
AMERICAN AIRLINES 2013 2 CLASS A
02377UAA2
383110.29000000
PA
USD
381581.68000000
0.138159439036
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.95000000
N
N
N
N
N
N
ALLEGHENY CNTY PA INDL DEV AUTH REV
N/A
ALLEGHENY COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY
017292SQ7
1000000.00000000
PA
USD
1000000.00000000
0.362070419722
Long
DBT
MUN
US
N
2
2027-11-01
Variable
4.45000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC
16117LBW8
994778.06000000
PA
USD
988093.15000000
0.357759301545
Long
DBT
CORP
US
N
2
2025-04-30
Floating
6.14000000
N
N
N
N
N
N
AUSTIN FAIRMONT HOTEL TRUST
N/A
AUSTIN FAIRMONT HOTEL TRUST
05223HAJ1
1000000.00000000
PA
USD
968393.59000000
0.350626673587
Long
ABS-MBS
CORP
US
Y
2
2032-09-15
Floating
5.76800000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE HOLDINGS, INC.
549300WCR5QBFH98VZ75
FIDELITY GUARANTY LIFE HOLDINGS INC
315786AC7
750000.00000000
PA
USD
739440.00000000
0.267729351159
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Deutsche Bank AG (New York Branch)
N/A
DEUTSCHE BANK NY
251526BS7
816000.00000000
PA
USD
816473.28000000
0.295620823181
Long
DBT
CORP
US
N
2
2023-02-27
Floating
5.96629000
N
N
N
N
N
N
CONN'S RECEIVABLES FUNDING LLC
N/A
CONN FUNDING II LP
20825YAB2
500000.00000000
PA
USD
495884.97000000
0.179545279221
Long
ABS-MBS
CORP
US
Y
2
2026-12-15
Fixed
9.52000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC
N/A
ENTERPRISE FLEET FINANCING 2022 4 LLC
29374GAB7
750000.00000000
PA
USD
752497.50000000
0.272457085665
Long
ABS-MBS
CORP
US
Y
2
2029-10-22
Fixed
6.25000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LIMITED
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD
05401AAB7
500000.00000000
PA
USD
494720.00000000
0.179123478045
Long
DBT
CORP
KY
Y
2
2023-10-01
Fixed
5.12500000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2021 CIP
12434FAG2
1000000.00000000
PA
USD
951578.52000000
0.344538434135
Long
ABS-MBS
CORP
US
Y
2
2028-12-15
Floating
5.78886000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2021 3
36263LAE9
722000.00000000
PA
USD
676428.91000000
0.244914899356
Long
ABS-MBS
CORP
US
Y
2
2026-09-15
Fixed
1.11000000
N
N
N
N
N
N
XPO, INC.
54930096DB9LCLPN7H13
XPO LOGISTICS INC
98379EAE6
1000000.00000000
PA
USD
994530.00000000
0.360089894526
Long
DBT
CORP
US
N
2
2025-02-23
Floating
5.93000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST
N/A
CREDIT ACCEPTANCE AUTO LOAN TRUST 2020 2
22535MAE9
1000000.00000000
PA
USD
956141.47000000
0.346190543357
Long
ABS-MBS
CORP
US
Y
2
2029-11-15
Fixed
2.73000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
65557CAZ6
1000000.00000000
PA
USD
1000690.00000000
0.362320248312
Long
DBT
CORP
FI
Y
2
2023-08-30
Floating
5.67486000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHE2
1000000.00000000
PA
USD
999270.00000000
0.361806108316
Long
DBT
CORP
US
N
2
2024-03-05
Floating
5.55500000
N
N
N
N
N
N
BMW US CAPITAL, LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC
05565EBV6
500000.00000000
PA
USD
494775.00000000
0.179143391918
Long
DBT
CORP
US
Y
2
2024-08-12
Floating
4.34987000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214ES8
1500000.00000000
PA
USD
1467825.00000000
0.531456013829
Long
DBT
CORP
AU
N
2
2026-06-03
Floating
4.58963000
N
N
N
N
N
N
CENTERPOINT ENERGY RESOURCES CORP.
2JADVB0458J06WCD4N56
CENTREPOINT ENERGY RES
15189WAN0
718000.00000000
PA
USD
717669.72000000
0.259846976742
Long
DBT
CORP
US
N
2
2023-03-02
Floating
5.27857000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX TRUST
056054AG4
488750.00000000
PA
USD
472608.30000000
0.171117485545
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
5.90009000
N
N
N
N
N
N
NEWELL BRANDS INC.
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC
65120NN60
2600000.00000000
PA
USD
2597537.96000000
0.940491659422
Long
STIV
CORP
US
Y
2
N
N
N
JABIL INC.
5493000CGCQY2OQU7669
JABIL INC
46652MN50
750000.00000000
PA
USD
749367.38000000
0.271323761802
Long
STIV
CORP
US
Y
2
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PCG9
500000.00000000
PA
USD
490560.00000000
0.177617265099
Long
DBT
CORP
US
N
2
2025-06-01
Floating
4.58902000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
ALEXANDER FUNDING TRUST
014621AA4
1000000.00000000
PA
USD
945160.00000000
0.342214477904
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC
20600HN34
1000000.00000000
PA
USD
999472.89000000
0.361879568783
Long
STIV
CORP
US
Y
2
N
N
N
PAWNEE EQUIPMENT RECEIVABLES LLC
N/A
PAWNEE EQUIPMENT RECEIVABLES
70410LAA8
54090.56000000
PA
USD
53409.80000000
0.019338108703
Long
ABS-MBS
CORP
US
Y
2
2025-11-17
Fixed
1.37000000
N
N
N
N
N
N
HIKMA FINANCE USA LLC
213800BU7YH2WTM1QL87
HIKMA FINANCE USA LLC
N/A
500000.00000000
PA
USD
463680.00000000
0.167884812216
Long
DBT
CORP
US
N
2
2025-07-09
Fixed
3.25000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS
161175BP8
1000000.00000000
PA
USD
1005000.00000000
0.363880771821
Long
DBT
CORP
US
N
2
2024-02-01
Floating
6.08957000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS LIMITED
635400CPI3EOIFF6OC33
PARK AEROSPACE HOLDINGS LTD
70014LAC4
750000.00000000
PA
USD
748125.00000000
0.270873932754
Long
DBT
CORP
KY
Y
2
2023-03-15
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE
02665WDG3
360000.00000000
PA
USD
359895.60000000
0.130307550948
Long
DBT
CORP
US
N
2
2023-05-10
Floating
4.96200000
N
N
N
N
N
FIFTH THIRD BANK, NATIONAL ASSOCIATION
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK NA
31677QBT5
500000.00000000
PA
USD
504665.00000000
0.182724268369
Long
DBT
CORP
US
N
2
2025-10-27
Fixed
5.85200000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST
N/A
CPS AUTO RECEIVABLES TRUST 2022 D
12663UAA4
686550.21000000
PA
USD
689380.54000000
0.249604301466
Long
ABS-MBS
CORP
US
Y
2
2027-01-15
Fixed
6.09000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PCQ7
1000000.00000000
PA
USD
965370.00000000
0.349531921087
Long
DBT
CORP
US
N
2
2027-09-22
Floating
5.06700000
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
53944YAR4
750000.00000000
PA
USD
713002.50000000
0.258157114438
Long
DBT
CORP
GB
N
2
2026-03-18
Fixed
3.51100000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX TRUST
056054AF6
850000.04000000
PA
USD
827944.26000000
0.299774125725
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
5.70009000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECC7
500000.00000000
PA
USD
518395.00000000
0.187695495232
Long
DBT
RF
GB
N
2
2026-11-02
Fixed
7.32500000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC
63906YAF5
500000.00000000
PA
USD
495155.00000000
0.179280978677
Long
DBT
CORP
GB
Y
2
2025-03-22
Floating
5.75200000
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2021 CIP
12434FAE7
500000.00000000
PA
USD
480535.25000000
0.173987599658
Long
ABS-MBS
CORP
US
Y
2
2028-12-15
Floating
5.58886000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST
N/A
HPEFS EQUIPMENT TRUST 2021 2
40441JAE1
721000.00000000
PA
USD
679590.41000000
0.246059584988
Long
ABS-MBS
CORP
US
Y
2
2028-09-20
Fixed
0.88000000
N
N
N
N
N
N
LITTLE COMPANY OF MARY HOSPITAL OF INDIANA, INC.
N/A
LITTLE CO OF MARY HOSPITAL OF INDIANA INC
53706RAE6
670000.00000000
PA
USD
607502.40000000
0.219958648950
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.97300000
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK OF AUSTRALIA
2027A0KE8
1500000.00000000
PA
USD
1467885.00000000
0.531477738054
Long
DBT
CORP
AU
Y
2
2026-06-15
Floating
4.76962000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST
30167JAC8
500000.00000000
PA
USD
496706.27000000
0.179842647657
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Fixed
1.54000000
N
N
N
N
N
N
ANTARES HOLDINGS LP
5493008EAIGV4283RM42
ANTARES HOLDINGS
03666HAA9
1107000.00000000
PA
USD
1087594.29000000
0.393785721068
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
6.00000000
N
N
N
N
N
N
HPLY TRUST 2019-HIT
N/A
HOSPITALITY MORTGAGE TRUST
40443RAA9
803966.80000000
PA
USD
783123.15000000
0.283545727614
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Floating
5.31786000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST
N/A
CPS AUTO RECEIVABLES TRUST 2022 D
12663UAB2
500000.00000000
PA
USD
505210.29000000
0.182921701748
Long
ABS-MBS
CORP
US
Y
2
2029-01-16
Fixed
6.84000000
N
N
N
N
N
N
SMRT COMMERCIAL MORTGAGE TRUST
N/A
SMRT 2022 MINI
78457JAG7
1000000.00000000
PA
USD
959684.23000000
0.347473271957
Long
ABS-MBS
CORP
US
Y
2
2024-01-15
Floating
5.68561000
N
N
N
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP
22823QNA5
1500000.00000000
PA
USD
1497760.13000000
0.542294638912
Long
STIV
CORP
US
Y
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CZ0
1000000.00000000
PA
USD
976110.00000000
0.353420557395
Long
DBT
CORP
GB
N
2
2024-11-22
Floating
4.57095000
N
N
N
N
N
N
WEIR GROUP PLC(THE)
549300KDR56WHY9I3D10
WEIR GROUP PLC THE
94876QAA4
900000.00000000
PA
USD
801342.00000000
0.290142234281
Long
DBT
CORP
GB
Y
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
NOVA Chemicals Corporation
N/A
NOVA CHEMICALS CORP
66977WAQ2
1312000.00000000
PA
USD
1271013.12000000
0.460196253831
Long
DBT
CORP
CA
Y
2
2024-06-01
Fixed
4.87500000
N
N
N
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD
00928QAR2
451000.00000000
PA
USD
446201.36000000
0.161556313695
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
MASTER CREDIT CARD TRUST II
N/A
MASTER CREDIT CARD TRUST
576339BP9
550000.00000000
PA
USD
549394.07000000
0.198919341517
Long
ABS-MBS
CORP
US
Y
2
2024-07-21
Fixed
3.73700000
N
N
N
N
N
N
PDC ENERGY, INC.
5493008W8H2T511J5Y59
PDC ENERGY INC
69327RAJ0
1500000.00000000
PA
USD
1426815.00000000
0.516607505916
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO
37045XDF0
1500000.00000000
PA
USD
1474545.00000000
0.533889127049
Long
DBT
CORP
US
N
2
2024-03-08
Floating
4.88100000
N
N
N
N
N
N
NEW ECONOMY ASSETS PHASE I SPONSOR LLC
N/A
NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC
643821AB7
293000.00000000
PA
USD
240703.84000000
0.087151740377
Long
ABS-MBS
CORP
US
Y
2
2061-10-20
Fixed
2.41000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD.
N/A
PALMER SQUARE LOAN FUNDING LTD
69702QAA6
750000.00000000
PA
USD
743895.75000000
0.269342646432
Long
ABS-MBS
CORP
US
Y
2
2035-07-15
Floating
4.46700000
N
N
N
N
N
N
SANTANDER BANK, N.A.
N/A
SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202
80290CAZ7
427393.83000000
PA
USD
425460.47000000
0.154046650948
Long
ABS-MBS
CORP
US
Y
2
2032-08-16
Fixed
6.79300000
N
N
N
N
N
N
BBCMS TRUST
N/A
BBCMS 2020 BID MORTGAGE TRUST
05493BAG3
300000.00000000
PA
USD
293181.51000000
0.106152352380
Long
ABS-MBS
CORP
US
Y
2
2037-10-15
Floating
6.85786000
N
N
N
N
N
N
NORDSTROM, INC.
549300S3IZB5P35KNV16
NORDSTROM INC
655664AX8
1000000.00000000
PA
USD
936850.00000000
0.339205672717
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.30000000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST
N/A
CPS AUTO RECEIVABLES TRUST 2022 B
12663BAA6
674211.13000000
PA
USD
663250.98000000
0.240143560709
Long
ABS-MBS
CORP
US
Y
2
2026-06-15
Fixed
2.88000000
N
N
N
N
N
N
MHC COMMERCIAL MORTGAGE TRUST
N/A
MHC COMMERCIAL MORTGAGE TRUST 2021 MHC
55316VAC8
1000000.00000000
PA
USD
957899.11000000
0.346826932809
Long
ABS-MBS
CORP
US
Y
2
2026-04-15
Floating
5.41882000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD.
N/A
PALMER SQUARE LOAN FUNDING LTD
69702DAA5
674154.72000000
PA
USD
665574.08000000
0.240984686502
Long
ABS-MBS
CORP
US
Y
2
2029-05-20
Floating
3.78400000
N
N
N
N
N
N
STATE PUB SCH BLDG AUTH PA LEASE REV
N/A
STATE PUBLIC SCHOOL BUILDING AUTHORITY
85732GWA4
450000.00000000
PA
USD
446959.35000000
0.161830759453
Long
DBT
MUN
US
N
2
2023-04-01
Fixed
2.61600000
N
N
N
N
N
N
ALIGNED DATA CENTERS
N/A
ALIGNED DATA CENTERS ISSUER LLC
01627AAA6
1500000.00000000
PA
USD
1276580.19000000
0.462211925202
Long
ABS-MBS
CORP
US
Y
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17327CAP8
1000000.00000000
PA
USD
972530.00000000
0.352124345292
Long
DBT
CORP
US
N
2
2026-01-25
Floating
4.51753000
N
N
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK
22550UAB7
1500000.00000000
PA
USD
1429080.00000000
0.517427595417
Long
DBT
CORP
US
N
2
2024-02-02
Floating
4.28985000
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FUNDING II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FUNDING II
74256LER6
1000000.00000000
PA
USD
987750.00000000
0.357635057080
Long
DBT
CORP
US
Y
2
2024-08-23
Floating
4.38437000
N
N
N
N
N
N
BX TRUST
N/A
BX TRUST
12433EAG6
500000.00000000
PA
USD
477518.13000000
0.172895189754
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Floating
5.09425000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2021 N2
14686KAD9
181152.27000000
PA
USD
167404.50000000
0.060612217578
Long
ABS-MBS
CORP
US
N
2
2028-03-10
Fixed
1.07000000
N
N
N
N
N
N
ASSOCIATION OF AMERICAN MEDICAL COLLEGES
N/A
AMERICAN MEDICAL COLLEGE
04609QAE9
1000000.00000000
PA
USD
936162.27000000
0.338956666027
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.12300000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
JPMORGAN CHASE BANK NA
46591HAY6
140890.16000000
PA
USD
137662.97000000
0.049843689328
Long
ABS-MBS
CORP
US
Y
2
2028-02-25
Fixed
1.48700000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC
N/A
HERTZ VEHICLE FINANCING LLC
42806MAB5
500000.00000000
PA
USD
458111.36000000
0.165868572394
Long
ABS-MBS
CORP
US
Y
2
2025-12-26
Fixed
1.56000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD.
N/A
PALMER SQUARE LOAN FUNDING LTD
69701YAA0
284217.03000000
PA
USD
281359.51000000
0.101871955878
Long
ABS-MBS
CORP
US
Y
2
2029-04-20
Floating
3.60986000
N
N
N
N
N
N
CREDIT AGRICOLE S.A. LONDON BRANCH
N/A
CREDIT AGRICOLE SA LONDON
22535WAF4
2000000.00000000
PA
USD
2001900.00000000
0.724828773242
Long
DBT
CORP
GB
Y
2
2023-04-24
Floating
5.34457000
N
N
N
N
N
N
FS KKR CAPITAL CORP.
549300TYRSI1T21B1360
FS KKR CAPITAL CORP
302635AE7
1000000.00000000
PA
USD
939770.00000000
0.340262918342
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.12500000
N
N
N
N
N
Bharti Airtel International (Netherlands) B.V.
724500ULW6PWKDAI7I46
BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV
08861JAB5
1000000.00000000
PA
USD
994460.00000000
0.360064549597
Long
DBT
CORP
NL
Y
2
2024-05-20
Fixed
5.35000000
N
N
N
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LAU7
500000.00000000
PA
USD
498915.00000000
0.180642363455
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.50000000
N
N
N
N
N
N
KNDL KNSQ MORTGAGE TRUST
N/A
KNDL MORTGAGE TRUST
482598AG4
1000000.00000000
PA
USD
982179.81000000
0.355618256049
Long
ABS-MBS
CORP
US
Y
2
2036-05-15
Floating
4.82500000
N
N
N
N
N
N
UNITED AUTO CREDIT SECURITIZATION TRUST
N/A
UNITED AUTO CREDIT SECURITIZATION TRUST 2022 1
90944DAE1
500000.00000000
PA
USD
480658.20000000
0.174032116217
Long
ABS-MBS
CORP
US
Y
2
2027-06-10
Fixed
2.61000000
N
N
N
N
N
N
BBVA Bancomer SA (Houston Branch)
N/A
BBVA BANCOMER SA TEXAS
05533UAH1
500000.00000000
PA
USD
457710.00000000
0.165723251811
Long
DBT
CORP
US
Y
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
SAN ANTONIO TEX ED FACS CORP REV
N/A
SAN ANTONIO EDUCATION FACILITIES CORP
796247DM3
255000.00000000
PA
USD
232543.94000000
0.084197281959
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
1.74000000
N
N
N
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD
00928QAQ4
750000.00000000
PA
USD
724920.00000000
0.262472088665
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
4.12500000
N
N
N
N
N
N
BANCO SANTANDER, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05964HAH8
400000.00000000
PA
USD
399856.00000000
0.144776029748
Long
DBT
CORP
ES
N
2
2023-04-12
Floating
5.03914000
N
N
N
N
N
N
HARVEST OPERATIONS CORP.
B1EEF6ML54YDWRC6ZK53
HARVEST OPERATIONS CORP
41754WAT8
714000.00000000
PA
USD
674672.88000000
0.244279092836
Long
DBT
CORP
CA
Y
2
2024-04-26
Fixed
1.00000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022 1
80286EAB2
115073.21000000
PA
USD
114712.65000000
0.041534057332
Long
ABS-MBS
CORP
US
N
2
2024-12-16
Fixed
1.36000000
N
N
N
N
N
N
GOLDEN ST TOB SECURITIZATION CORP CALIF TOB SETTLEMENT REV
N/A
GOLDEN STATE TOBACCO SECURITIZATION CORP
38122NA69
500000.00000000
PA
USD
471428.00000000
0.170690133828
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
0.98800000
N
N
N
N
N
N
HPLY TRUST 2019-HIT
N/A
HOSPITALITY MORTGAGE TRUST
40443RAG6
1148523.99000000
PA
USD
1107197.77000000
0.400883561299
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Floating
5.66786000
N
N
N
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CK6
500000.00000000
PA
USD
481520.00000000
0.174344148504
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC
N/A
ENTERPRISE FLEET FINANCING 2022 2 LLC
29374JAB1
270000.00000000
PA
USD
266236.74000000
0.096396448197
Long
ABS-MBS
CORP
US
Y
2
2029-05-21
Fixed
4.65000000
N
N
N
N
N
N
JABIL INC.
5493000CGCQY2OQU7669
JABIL INC
46652MN43
1000000.00000000
PA
USD
999298.19000000
0.361816315081
Long
STIV
CORP
US
Y
2
N
N
N
SOUND POINT CLO
N/A
SOUND POINT CLO VIII R LTD
83607HAL9
1500000.00000000
PA
USD
1474791.00000000
0.533978196372
Long
ABS-MBS
CORP
US
Y
2
2030-04-15
Floating
5.15914000
N
N
N
N
N
N
CONN'S RECEIVABLES FUNDING LLC
N/A
CONN S RECEIVABLES FUNDING 2022 A LLC
20825YAA4
192760.45000000
PA
USD
192452.14000000
0.069681227106
Long
ABS-MBS
CORP
US
Y
2
2026-12-15
Fixed
1.05000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022 5
30167FAC6
500000.00000000
PA
USD
498481.34000000
0.180485347997
Long
ABS-MBS
CORP
US
N
2
2026-04-15
Fixed
5.43000000
N
N
N
N
N
N
LAD AUTO RECEIVABLES TRUST
N/A
LAD AUTO RECEIVABLES TRUST 2022 1
501687AA5
598338.10000000
PA
USD
588490.77000000
0.213075100096
Long
ABS-MBS
CORP
US
Y
2
2027-06-15
Fixed
5.21000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC
05377RFV1
750000.00000000
PA
USD
755959.17000000
0.273710453974
Long
ABS-MBS
CORP
US
Y
2
2027-04-20
Fixed
6.12000000
N
N
N
N
N
N
MEADE CNTY KY INDL BLDG REV
N/A
MEADE CNTY KY INDL BLDG REVENUE
583022AE8
2500000.00000000
PA
USD
2500000.00000000
0.905176049306
Long
DBT
MUN
US
N
2
2061-08-01
Variable
4.25000000
N
N
N
N
N
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST
N/A
SANTANDER CONSUMER AUTO RECEIVABLES TRUST
80281MAD5
500000.00000000
PA
USD
493446.40000000
0.178662345158
Long
ABS-MBS
CORP
US
Y
2
2026-04-15
Fixed
5.49000000
N
N
N
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78016EZV2
1000000.00000000
PA
USD
988110.00000000
0.357765402432
Long
DBT
CORP
CA
N
2
2024-07-29
Floating
4.20783000
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2020 CBM MORTGAGE TRUST
20049AAF5
1000000.00000000
PA
USD
900408.20000000
0.326011174895
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Fixed
3.40200000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LIMITED
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD
05401AAH4
1000000.00000000
PA
USD
923900.00000000
0.334516860781
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
GLP Capital, L.P.
2549005PXW31DRW8EC44
GLP CAPITAL LP GLP FINANCING II INC
361841AN9
1000000.00000000
PA
USD
957540.00000000
0.346696909701
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.35000000
N
N
N
N
N
N
TARGA RESOURCES CORP.
5493003QENHHS261UR94
TARGA RESOURCES CORP
87613LN62
1000000.00000000
PA
USD
999169.72000000
0.361769799894
Long
STIV
CORP
US
Y
2
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST
N/A
PROGRESS RESIDENTIAL TRUST
74333FAB5
600000.00000000
PA
USD
522140.18000000
0.189051514126
Long
ABS-MBS
CORP
US
Y
2
2026-07-16
Fixed
1.65800000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BILL
912796CT4
1000000.00000000
PA
USD
988117.77000000
0.357768215719
Long
DBT
UST
US
N
2
2023-04-11
None
0.00000000
N
N
N
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP
049560AV7
1500000.00000000
PA
USD
1498980.00000000
0.542736317755
Long
DBT
CORP
US
N
2
2023-03-09
Floating
5.10343000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC
460599AF0
1030000.00000000
PA
USD
963801.90000000
0.348964158462
Long
DBT
CORP
GB
Y
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING
04685A2T7
1500000.00000000
PA
USD
1487385.00000000
0.538538111238
Long
DBT
CORP
US
Y
2
2024-01-08
Floating
4.55571000
N
N
N
N
N
N
AUSTIN FAIRMONT HOTEL TRUST
N/A
AUSTIN FAIRMONT HOTEL TRUST
05223HAG7
1000000.00000000
PA
USD
971025.44000000
0.351579588622
Long
ABS-MBS
CORP
US
Y
2
2032-09-15
Floating
5.56800000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
JPMORGAN CHASE BANK NA CACLN
48128U2N8
285338.96000000
PA
USD
271993.46000000
0.098480786223
Long
ABS-MBS
CORP
US
Y
2
2028-12-26
Fixed
0.96900000
N
N
N
N
N
N
GRAY OAK PIPELINE, LLC
N/A
GRAY OAK PIPELINE LLC
38937LAC5
1500000.00000000
PA
USD
1362105.00000000
0.493177929056
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST
N/A
CREDIT ACCEPTANCE AUTO LOAN TRUST
22535KAC7
134288.66000000
PA
USD
134077.45000000
0.048545478596
Long
ABS-MBS
CORP
US
Y
2
2029-01-16
Fixed
2.86000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC
63906YAE8
1000000.00000000
PA
USD
952840.00000000
0.344995178728
Long
DBT
CORP
GB
Y
2
2026-09-29
Floating
5.06051000
N
N
N
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT MCMORAN INC
35671DAZ8
700000.00000000
PA
USD
698572.00000000
0.252932257246
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PART LP
29277FN56
500000.00000000
PA
USD
499594.92000000
0.180888542375
Long
STIV
CORP
US
N
2
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU
46639JAJ9
1500000.00000000
PA
USD
1478898.11000000
0.535465259414
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.67420000
N
N
N
N
N
N
BANCO SANTANDER, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05964HAD7
1000000.00000000
PA
USD
1000470.00000000
0.362240592819
Long
DBT
CORP
ES
N
2
2023-02-23
Floating
5.78186000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST
N/A
CANADIAN PACER AUTO RECEIVABLES
13646BAL2
500000.00000000
PA
USD
498571.55000000
0.180518010370
Long
ABS-MBS
CORP
US
Y
2
2024-10-21
Fixed
3.16000000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST
N/A
CPS AUTO RECEIVABLES TRUST 2022 A
12659WAA6
402896.44000000
PA
USD
396709.08000000
0.143636623103
Long
ABS-MBS
CORP
US
Y
2
2029-04-16
Fixed
0.98000000
N
N
N
N
N
N
TTAN MHC
N/A
TTAN
87303TAG2
366537.24000000
PA
USD
351448.84000000
0.127249229009
Long
ABS-MBS
CORP
US
Y
2
2038-03-15
Floating
4.97600000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
251525AP6
1000000.00000000
PA
USD
951860.00000000
0.344640349717
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
The Huntington National Bank
2WHM8VNJH63UN14OL754
HUNTINGTON NATIONAL BANK THE
44644MAH4
750000.00000000
PA
USD
752280.00000000
0.272378335348
Long
DBT
CORP
US
N
2
2025-11-18
Fixed
5.69900000
N
N
N
N
N
N
MURPHY OIL CORPORATION
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP
626717AJ1
554000.00000000
PA
USD
550321.44000000
0.199255114763
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.75000000
N
N
N
N
N
MED TRUST
N/A
MED TRUST 2021 MDLN
58403YAK2
1000000.00000000
PA
USD
944159.36000000
0.341852175760
Long
ABS-MBS
CORP
US
Y
2
2026-11-15
Floating
5.76786000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
JPMORGAN CHASE BANK NA CACLN
46591HCE8
261462.94000000
PA
USD
245974.58000000
0.089060119421
Long
ABS-MBS
CORP
US
Y
2
2029-02-26
Fixed
0.86000000
N
N
N
N
N
N
STRATUS CLO LTD.
N/A
STRATUS CLO 2021 3 LTD
86315WAC2
822000.00000000
PA
USD
793459.34000000
0.287288156266
Long
ABS-MBS
CORP
US
Y
2
2029-12-29
Floating
5.79257000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
35105UAD5
821000.00000000
PA
USD
775336.46000000
0.280726397498
Long
ABS-MBS
CORP
US
Y
2
2027-07-15
Fixed
1.31000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
02530WAC8
1000000.00000000
PA
USD
974471.19000000
0.352827192770
Long
ABS-MBS
CORP
US
Y
2
2026-09-14
Fixed
1.68000000
N
N
N
N
N
N
DT AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST
23345YAE1
500000.00000000
PA
USD
474549.66000000
0.171820394575
Long
ABS-MBS
CORP
US
Y
2
2027-11-15
Fixed
2.96000000
N
N
N
N
N
N
UBS AG LONDON BRANCH
N/A
UBS AG LONDON
902674YC8
500000.00000000
PA
USD
497330.00000000
0.180068481840
Long
DBT
CORP
GB
Y
2
2024-02-09
Floating
4.31270000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NORTH AMERICA LLC
U2339CDH8
1150000.00000000
PA
USD
1150816.50000000
0.416676613178
Long
DBT
CORP
US
N
2
2023-05-04
Floating
5.34843000
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP LLC
05369AAF8
1280000.00000000
PA
USD
1249152.00000000
0.452280988937
Long
DBT
CORP
US
Y
2
2024-01-30
Fixed
4.37500000
N
N
N
N
N
CIFC FUNDING LTD
N/A
CIFC FUNDING 2012 II R LTD
12551PAA0
569574.60000000
PA
USD
565455.44000000
0.204734688495
Long
ABS-MBS
CORP
US
Y
2
2028-01-20
Floating
5.04257000
N
N
N
N
N
N
GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND
N/A
GLDMN SCHS FIN SQ GV-FST
38141W273
971420.63000000
NS
USD
971420.63000000
0.351722675231
Long
STIV
RF
US
N
1
N
N
NEW JERSEY ECONOMIC DEV AUTH REV
N/A
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY
64577B8A5
320000.00000000
PA
USD
310148.80000000
0.112295706192
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
2.88100000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021 4
80285VAE9
500000.00000000
PA
USD
475622.90000000
0.172208983032
Long
ABS-MBS
CORP
US
N
2
2027-02-16
Fixed
1.26000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD
6325C0EC1
1250000.00000000
PA
USD
1223275.00000000
0.442911692686
Long
DBT
CORP
AU
Y
2
2027-01-12
Floating
4.31015000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC
05377RCZ5
2000000.00000000
PA
USD
1975756.70000000
0.715363057638
Long
ABS-MBS
CORP
US
Y
2
2024-09-20
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS
92343VGE8
1500000.00000000
PA
USD
1464690.00000000
0.530320923063
Long
DBT
CORP
US
N
2
2026-03-20
Floating
5.09730000
N
N
N
N
N
PRESTIGE AUTO RECEIVABLES TRUST
N/A
PRESTIGE AUTO RECEIVABLES TRUST 2018 1
74114NAL1
330369.45000000
PA
USD
329619.01000000
0.119345293299
Long
ABS-MBS
CORP
US
Y
2
2024-10-15
Fixed
4.14000000
N
N
N
N
N
N
BANK OF THE WEST AUTO TRUST
N/A
BANK OF THE WEST AUTO TRUST 2019 1
065606AF2
1000000.00000000
PA
USD
982343.82000000
0.355677639219
Long
ABS-MBS
CORP
US
Y
2
2025-04-15
Fixed
2.90000000
N
N
N
N
N
N
NMEF FUNDING LLC
N/A
NMEF FUNDING 2022 B LLC
62890MAB0
1000000.00000000
PA
USD
996929.48000000
0.360958675257
Long
ABS-MBS
CORP
US
Y
2
2029-06-15
Fixed
6.07000000
N
N
N
N
N
N
CITIZENS BANK, NATIONAL ASSOCIATION
DRMSV1Q0EKMEXLAU1P80
CITIZENS BANK NA PROVIDENCE RI
75524KPT5
500000.00000000
PA
USD
505225.00000000
0.182927027804
Long
DBT
CORP
US
N
2
2025-10-24
Fixed
6.06400000
N
N
N
N
N
N
FMC CORPORATION
CKDHZ2X64EEBQCSP7013
FMC CORP
34410XN30
2500000.00000000
PA
USD
2498654.45000000
0.904688865453
Long
STIV
CORP
US
Y
2
N
N
N
POSCO Holdings Inc.
988400E5HRVX81AYLM04
POSCO
693483AH2
510000.00000000
PA
USD
476431.80000000
0.172501861795
Long
DBT
CORP
KR
Y
2
2025-01-17
Fixed
2.50000000
N
N
N
N
N
GRAY TELEVISION, INC.
529900TM5726KDN7UU35
GRAY TELEVISION INC
389376AX2
579850.14000000
PA
USD
578562.87000000
0.209480501176
Long
DBT
CORP
US
N
2
2024-02-07
Floating
6.87000000
N
N
N
N
N
N
NORTH CAROLINA CAP FACS FIN AGY EDL FACS REV
N/A
NORTH CAROLINA CAPITAL FACILITIES FINANCE AGENCY
65818PPH6
825000.00000000
PA
USD
796494.60000000
0.288387134128
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
1.05000000
N
N
N
N
N
N
FS KKR CAPITAL CORP.
549300TYRSI1T21B1360
FS KKR CAPITAL CORP
302635AJ6
857000.00000000
PA
USD
769543.15000000
0.278628811315
Long
DBT
CORP
US
N
2
2024-10-12
Fixed
1.65000000
N
N
N
N
N
N
SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV
N/A
SOUTH JERSEY TRANSPORTATION AUTHORITY
838536LS7
500000.00000000
PA
USD
467698.50000000
0.169339792198
Long
DBT
MUN
US
N
2
2024-11-01
Fixed
2.09500000
N
N
N
N
N
N
Cooperatieve Rabobank UA (New York Branch)
N/A
COOPERATIEVE RABOBANK UA NY
21688AAM4
500000.00000000
PA
USD
500040.00000000
0.181049692678
Long
DBT
CORP
US
N
2
2023-01-10
Floating
4.38871000
N
N
N
N
N
N
SANTANDER BANK, N.A.
N/A
SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202
80290CBG8
500000.00000000
PA
USD
500033.10000000
0.181047194392
Long
ABS-MBS
CORP
US
Y
2
2032-12-15
Fixed
6.98600000
N
N
N
N
N
N
INDIANA ST FIN AUTH REV
N/A
INDIANA FINANCE AUTHORITY
45506EBW2
300000.00000000
PA
USD
288175.80000000
0.104339932859
Long
DBT
MUN
US
N
2
2023-11-15
Fixed
1.72000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
JPMORGAN CHASE BANK NA
46591HAW0
42736.72000000
PA
USD
41773.09000000
0.015124800229
Long
ABS-MBS
CORP
US
Y
2
2028-02-25
Fixed
1.13900000
N
N
N
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP
22823QNB3
1000000.00000000
PA
USD
998369.33000000
0.361480002351
Long
STIV
CORP
US
Y
2
N
N
N
OWL ROCK CORE INCOME CORP.
5493003I42XBWPE05N35
OWL ROCK CORE INCOME CORP
69120VAM3
1500000.00000000
PA
USD
1283985.00000000
0.464892987867
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
3.12500000
N
N
N
N
N
N
AMUR EQUIPMENT FINANCE RECEIVABLES LLC
N/A
AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC
03236XAB3
600000.00000000
PA
USD
591706.22000000
0.214239319427
Long
ABS-MBS
CORP
US
Y
2
2028-06-21
Fixed
5.30000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC
N/A
SCF EQUIPMENT LEASING 2020 1 LLC
784054AC2
250692.56000000
PA
USD
246665.74000000
0.089310368012
Long
ABS-MBS
CORP
US
Y
2
2027-10-20
Fixed
1.19000000
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2017 K724 MORTGAGE TRUST
30295XAS7
1000000.00000000
PA
USD
977424.85000000
0.353896625686
Long
ABS-MBS
CORP
US
Y
2
2023-11-25
Variable
3.49802000
N
N
N
N
N
N
DT AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST
26253WAE8
250000.00000000
PA
USD
230683.04000000
0.083523505115
Long
ABS-MBS
CORP
US
Y
2
2027-09-15
Fixed
1.50000000
N
N
N
N
N
N
CEDR COMMERCIAL MORTGAGE TRUST
N/A
CEDR TRUST
12524AAG4
1000000.00000000
PA
USD
925200.67000000
0.334987794914
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Floating
5.67081000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2011 GC3
36248FAJ1
822598.63000000
PA
USD
32.13000000
0.000011633322
Long
ABS-MBS
CORP
US
Y
2
2044-03-10
None
0.00000000
N
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
MAGALLANES INC
55903VAC7
500000.00000000
PA
USD
485280.00000000
0.175705533282
Long
DBT
CORP
US
Y
2
2024-03-15
Fixed
3.42800000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC
05377RFW9
750000.00000000
PA
USD
751542.86000000
0.272111438759
Long
ABS-MBS
CORP
US
Y
2
2027-04-20
Fixed
7.09000000
N
N
N
N
N
N
WILSONVILLE ALA INDL DEV BRD SOLID WASTE DISP REV
N/A
WILSONVILLE INDUSTRIAL DEVELOPMENT BOARD
97247RAB5
1200000.00000000
PA
USD
1200000.00000000
0.434484503667
Long
DBT
MUN
US
N
2
2030-12-01
Variable
3.74000000
N
N
N
N
N
N
GAINESVILLE FLA SPL OBLIG
N/A
CITY OF GAINESVILLE FL
362835BU3
800000.00000000
PA
USD
744428.80000000
0.269535648069
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
0.99700000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
ENERSYS
29275YAB8
700000.00000000
PA
USD
697704.00000000
0.252617980122
Long
DBT
CORP
US
Y
2
2023-04-30
Fixed
5.00000000
N
N
N
N
N
N
SCF EQUIPMENT LEASING LLC
N/A
SCF EQUIPMENT LEASING 2021 1 LLC
783897AC5
920000.00000000
PA
USD
874721.78000000
0.316710882025
Long
ABS-MBS
CORP
US
Y
2
2028-08-21
Fixed
0.83000000
N
N
N
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78016EYD3
500000.00000000
PA
USD
480500.00000000
0.173974836676
Long
DBT
CORP
CA
N
2
2026-11-02
Floating
4.48985000
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES COR
466330AA5
944896.86000000
PA
USD
920129.02000000
0.333151500470
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
5.11786000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014 277P MORTGAGE TRUST
12592FAG0
334000.00000000
PA
USD
305980.43000000
0.110786462716
Long
ABS-MBS
CORP
US
Y
2
2049-08-10
Variable
3.61130000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST
N/A
DRIVE AUTO RECEIVABLES TRUST 2021 3
262081AE2
500000.00000000
PA
USD
471725.22000000
0.170797748399
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Fixed
1.47000000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES, INC.
549300UTE50ZMDBG8A20
L3HARRIS TECH INC
502431AG4
500000.00000000
PA
USD
500245.00000000
0.181123917114
Long
DBT
CORP
US
N
2
2023-03-10
Floating
5.48514000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND
09261HAH0
500000.00000000
PA
USD
457665.00000000
0.165706958642
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
2.35000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254BN9
851000.00000000
PA
USD
822176.63000000
0.297685837510
Long
DBT
CORP
GB
Y
2
2025-05-21
Fixed
3.78500000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX 2021 LBA3 MORTGAGE TRUST
05609PAJ7
1000000.00000000
PA
USD
938783.17000000
0.339905616390
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
5.41660000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
JPMORGAN CHASE BANK NA
46591HAU4
85473.38000000
PA
USD
83450.00000000
0.030214776525
Long
ABS-MBS
CORP
US
Y
2
2028-02-25
Fixed
0.84000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPER
29380DN30
2000000.00000000
PA
USD
1998990.22000000
0.723775227976
Long
STIV
CORP
US
Y
2
N
N
N
GUAM INTL ARPT AUTH REV
N/A
ANTONIO B WON PAT INTERNATIONAL AIRPORT AUTHORITY
40064REC9
300000.00000000
PA
USD
272933.40000000
0.098821110694
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.49900000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST
N/A
CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 2
22537CAA7
500000.00000000
PA
USD
480269.17000000
0.173891259961
Long
ABS-MBS
CORP
US
Y
2
2030-02-15
Fixed
0.96000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CO LLC
654740BR9
500000.00000000
PA
USD
491040.00000000
0.177791058900
Long
DBT
CORP
US
Y
2
2024-03-08
Floating
5.37457000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST
N/A
US EQUIP
40438PAE2
795255.25000000
PA
USD
791268.12000000
0.286494780321
Long
ABS-MBS
CORP
US
Y
2
2030-07-22
Fixed
2.00000000
N
N
N
N
N
N
ZF NORTH AMERICA CAPITAL, INC.
529900JYGMS9CW9IQX78
ZF NORTH AMERICA CAPITAL INC
98877DAC9
1000000.00000000
PA
USD
950870.00000000
0.344281900001
Long
DBT
CORP
US
Y
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
46641WAX5
4442880.93000000
PA
USD
23966.01000000
0.008677383299
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
0.61972000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MW8
500000.00000000
PA
USD
490885.00000000
0.177734937985
Long
DBT
CORP
US
N
2
2025-05-01
Floating
4.58292000
N
N
N
N
N
N
Spirit Airlines Pass Through Trusts
N/A
SPIRIT AIRLINES PTT 2015 1B
84858EAA4
1932591.59000000
PA
USD
1826569.62000000
0.661346828965
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.45000000
N
N
N
N
N
N
MACQUARIE GROUP LIMITED
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD
55608JBB3
1000000.00000000
PA
USD
975230.00000000
0.353101935425
Long
DBT
CORP
AU
Y
2
2025-10-14
Floating
4.40719000
N
N
N
N
N
N
SANTANDER BANK, N.A.
N/A
SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202
80290CAS3
531646.83000000
PA
USD
519030.80000000
0.187925699604
Long
ABS-MBS
CORP
US
Y
2
2032-05-15
Fixed
5.28100000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST
N/A
HPEFS EQUIPMENT TRUST 2022 3
403951AB2
500000.00000000
PA
USD
497924.31000000
0.180283663911
Long
ABS-MBS
CORP
US
Y
2
2029-08-20
Fixed
5.26000000
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS
80281LAN5
1000000.00000000
PA
USD
935950.00000000
0.338879809339
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
1.08900000
N
N
N
N
N
N
LIFE MORTGAGE TRUST
N/A
LIFE 2021 BMR MORTGAGE TRUST
53218CAC4
982970.15000000
PA
USD
938976.15000000
0.339975488739
Long
ABS-MBS
CORP
US
Y
2
2038-03-15
Floating
5.19786000
N
N
N
N
N
N
OWL ROCK CAPITAL CORPORATION
2549000BD79OOCPF2L94
OWL ROCK CAPITAL CORP
69121KAC8
1000000.00000000
PA
USD
925940.00000000
0.335255484437
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
N
SANTANDER BANK, N.A.
N/A
SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202
80290CAY0
394911.91000000
PA
USD
393109.02000000
0.142333147868
Long
ABS-MBS
CORP
US
Y
2
2032-08-16
Fixed
5.91600000
N
N
N
N
N
N
CROSSROADS ASSET TRUST
N/A
CROSSROADS ASSET TRUST 2021 A
22767CAB6
35756.11000000
PA
USD
35495.29000000
0.012851794548
Long
ABS-MBS
CORP
US
Y
2
2024-03-20
Fixed
0.82000000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
35105WAE9
67687.88000000
PA
USD
67480.12000000
0.024432555371
Long
ABS-MBS
CORP
US
Y
2
2025-07-15
Fixed
0.64000000
N
N
N
N
N
N
NP SPE II LLC
N/A
NP SPE II LLC
62946AAC8
153681.43000000
PA
USD
144582.29000000
0.052348970424
Long
ABS-MBS
CORP
US
Y
2
2047-10-21
Fixed
3.37200000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
35105WAG4
469000.00000000
PA
USD
457114.42000000
0.165507609910
Long
ABS-MBS
CORP
US
Y
2
2026-01-15
Fixed
0.87000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX TRUST
05608WAJ3
496240.88000000
PA
USD
469189.96000000
0.169879805746
Long
ABS-MBS
CORP
US
Y
2
2038-06-15
Floating
5.41786000
N
N
N
N
N
N
SOUTHERN POWER COMPANY
5LADC78JBG2BMZD5XF57
SOUTHERN POWER CO
U84408AC4
1500000.00000000
PA
USD
1469460.00000000
0.532047998965
Long
DBT
CORP
US
N
2
2023-09-20
Fixed
2.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPTIAL GROUP
05369CN52
1000000.00000000
PA
USD
999260.50000000
0.361802668647
Long
STIV
CORP
US
Y
2
N
N
N
FORD CREDIT AUTO OWNER TRUST
N/A
FORD CREDIT AUTO OWNER TRUST FORD CREDIT
345285AC4
250000.00000000
PA
USD
213706.88000000
0.077376939739
Long
ABS-MBS
CORP
US
Y
2
2034-05-15
Fixed
2.11000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX TRUST
05608KAC4
1000000.00000000
PA
USD
950172.54000000
0.344029370366
Long
ABS-MBS
CORP
US
Y
2
2038-05-15
Floating
5.17019000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG
64952WEC3
500000.00000000
PA
USD
496120.00000000
0.179630376632
Long
DBT
CORP
US
Y
2
2024-04-27
Floating
4.12170000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD.
N/A
PALMER SQUARE LOAN FUNDING LTD
69701CAC4
1000000.00000000
PA
USD
967356.00000000
0.350250992941
Long
ABS-MBS
CORP
US
Y
2
2030-04-15
Floating
3.92787000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP INC
60687YBY4
1000000.00000000
PA
USD
977530.00000000
0.353934697391
Long
DBT
CORP
JP
N
2
2026-05-22
Floating
4.93965000
N
N
N
N
N
N
EL CAJON CALIF
N/A
EL CAJON CA
282659AW1
640000.00000000
PA
USD
607077.12000000
0.219804667642
Long
DBT
MUN
US
N
2
2024-04-01
Fixed
0.92700000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING, LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958667AD9
977000.00000000
PA
USD
976833.91000000
0.353682663792
Long
DBT
CORP
US
N
2
2023-01-13
Floating
5.04071000
N
N
N
N
N
N
BPR TRUST
N/A
BPR TRUST 2022 OANA
05592DAG9
1000000.00000000
PA
USD
938677.74000000
0.339867443305
Long
ABS-MBS
CORP
US
Y
2
2037-04-15
Floating
6.78261000
N
N
N
N
N
N
CARDS II TRUST
N/A
CARDS II TRUST
14161GCA6
500000.00000000
PA
USD
468669.80000000
0.169691471197
Long
ABS-MBS
CORP
US
Y
2
2027-04-15
Fixed
1.20000000
N
N
N
N
N
N
UNITED AUTO CREDIT SECURITIZATION TRUST
N/A
UNITED AUTO CREDIT SECURITIZATION TRUST 2022 1
90944DAC5
1000000.00000000
PA
USD
981130.65000000
0.355238386248
Long
ABS-MBS
CORP
US
Y
2
2025-03-10
Fixed
2.10000000
N
N
N
N
N
N
Delos Finance S.a r.l.
549300HX549YWOJQT076
DELOS FINANCE SARL
L2324EAE1
1500000.00000000
PA
USD
1497465.00000000
0.542187781069
Long
DBT
CORP
LU
N
2
2023-10-06
Floating
6.48000000
N
N
N
N
N
N
JABIL INC.
5493000CGCQY2OQU7669
JABIL INC
46652MN35
1000000.00000000
PA
USD
999439.56000000
0.361867500976
Long
STIV
CORP
US
Y
2
N
N
N
ONE NEW YORK PLAZA TRUST
N/A
ONE NEW YORK PLAZA TRUST 2020 1NYP
68249DAA7
875000.00000000
PA
USD
831346.35000000
0.301005921879
Long
ABS-MBS
CORP
US
Y
2
2026-01-15
Floating
5.26786000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
29449WAP2
750000.00000000
PA
USD
749032.50000000
0.271202511660
Long
DBT
CORP
US
Y
2
2025-12-02
Fixed
5.50000000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORP
13134MBQ5
992307.70000000
PA
USD
978355.85000000
0.354233713247
Long
DBT
CORP
US
N
2
2026-04-01
Floating
6.39000000
N
N
N
N
N
N
OSCAR US FUNDING TRUST
549300GTSLUONMR77U11
OSCAR US FUNDING XIV LLC
68784HAB7
708290.00000000
PA
USD
694333.16000000
0.251397498668
Long
ABS-MBS
CORP
US
Y
2
2025-03-10
Fixed
1.60000000
N
N
N
N
N
N
ARI FLEET LEASE TRUST
N/A
ARI FLEET LEASE TRUST 2022 A
00217QAB7
500000.00000000
PA
USD
490545.46000000
0.177612000595
Long
ABS-MBS
CORP
US
Y
2
2031-01-15
Fixed
3.12000000
N
N
N
N
N
N
OVINTIV INC.
N/A
OVINTIV INC
69047KN35
1805000.00000000
PA
USD
1804028.51000000
0.653185359807
Long
STIV
CORP
US
N
2
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES TRUST
36261XAE5
457000.00000000
PA
USD
433277.66000000
0.156877024212
Long
ABS-MBS
CORP
US
Y
2
2026-06-15
Fixed
1.08000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
88233FAK6
1483244.36000000
PA
USD
1468753.06000000
0.531792036902
Long
DBT
CORP
US
N
2
2025-12-31
Floating
6.13000000
N
N
N
N
N
N
SCF EQUIPMENT LEASING LLC
N/A
SCF EQUIPMENT LEASING 2022 1 LLC
784033AC6
734293.77000000
PA
USD
709752.33000000
0.256980324022
Long
ABS-MBS
CORP
US
Y
2
2028-02-22
Fixed
2.06000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST
N/A
DRIVE AUTO RECEIVABLES TRUST 2021 3
262081AD4
500000.00000000
PA
USD
485027.60000000
0.175614146709
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Fixed
1.11000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST, INC.
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST INC
85571BAW5
1550000.00000000
PA
USD
1467369.50000000
0.531291090753
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2021 4
30165JAE6
500000.00000000
PA
USD
473380.69000000
0.171397145116
Long
ABS-MBS
CORP
US
N
2
2027-10-15
Fixed
1.46000000
N
N
N
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES NOTE
92564RAC9
1000000.00000000
PA
USD
945890.00000000
0.342478789311
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAR5
500000.00000000
PA
USD
499735.00000000
0.180939261200
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
5.90000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST
N/A
HPEFS EQUIPMENT TRUST
40440YAF6
750000.00000000
PA
USD
706484.46000000
0.255797124959
Long
ABS-MBS
CORP
US
Y
2
2031-03-20
Fixed
1.03000000
N
N
N
N
N
N
BUCKEYE PARTNERS, L.P.
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP
118230AK7
2000000.00000000
PA
USD
1972960.00000000
0.714350455295
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
4.15000000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202
34660DAB7
500000.00000000
PA
USD
495758.07000000
0.179499332485
Long
ABS-MBS
CORP
US
Y
2
2026-03-16
Fixed
4.49000000
N
N
N
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
1504000.00000000
PA
USD
1437508.16000000
0.520479182845
Long
DBT
CORP
NL
Y
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397B85
1000000.00000000
PA
USD
912880.00000000
0.330526844756
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
BX TRUST
N/A
BX TRUST
12433EAJ0
1000000.00000000
PA
USD
947542.00000000
0.343076929644
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Floating
5.39425000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2021 N1
14687DAC6
283964.50000000
PA
USD
263093.56000000
0.095258395695
Long
ABS-MBS
CORP
US
N
2
2028-01-10
Fixed
1.30000000
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST
46640JAW7
2000000.00000000
PA
USD
1965027.38000000
0.711478288242
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
4.12243000
N
N
N
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368FAD1
1500000.00000000
PA
USD
1450470.00000000
0.525172281694
Long
DBT
RF
CA
N
2
2026-09-15
Floating
4.86962000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV
456837BA0
750000.00000000
PA
USD
719917.50000000
0.260660831390
Long
DBT
CORP
NL
N
2
2026-03-28
Fixed
3.86900000
N
N
N
N
N
N
DT AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST
23345YAC5
750000.00000000
PA
USD
721288.71000000
0.261157305970
Long
ABS-MBS
CORP
US
Y
2
2026-09-15
Fixed
2.43000000
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES LLC
N/A
PAWNEEE EQUIPMENT RECEIVABLES SERIES 2021 1 LLC
704100AB2
207277.66000000
PA
USD
197639.83000000
0.071559536201
Long
ABS-MBS
CORP
US
Y
2
2027-07-15
Fixed
1.10000000
N
N
N
N
N
N
CONSTELLATION BRANDS, INC.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DN34
1000000.00000000
PA
USD
999461.78000000
0.361875546181
Long
STIV
CORP
US
Y
2
N
N
N
EVERGREEN CREDIT CARD TRUST
N/A
EVERGREEN CREDIT CARD TRUST
30023JCB2
500000.00000000
PA
USD
494494.65000000
0.179041885476
Long
ABS-MBS
CORP
US
Y
2
2026-11-15
Fixed
7.44000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022 1
80286EAC0
500000.00000000
PA
USD
492148.21000000
0.178192308960
Long
ABS-MBS
CORP
US
N
2
2025-11-17
Fixed
1.94000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC
N/A
HERTZ VEHICLE FINANCING LLC
42806MAA7
1500000.00000000
PA
USD
1385354.70000000
0.501595957693
Long
ABS-MBS
CORP
US
Y
2
2025-12-26
Fixed
1.21000000
N
N
N
N
N
N
IQVIA INC.
549300PLWY28YB00C717
IQVIA INC
44969CBH2
1100000.00000000
PA
USD
1096337.00000000
0.396951197747
Long
DBT
CORP
US
N
2
2025-01-01
Floating
6.13000000
N
N
N
N
N
N
SANTANDER BANK, N.A.
N/A
SANTANDER BANK NA SBCLN
80290CAE4
251856.33000000
PA
USD
242243.70000000
0.087709278134
Long
ABS-MBS
CORP
US
Y
2
2031-12-15
Fixed
1.83300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BILL
912796YM5
750000.00000000
PA
USD
742349.23000000
0.268782697286
Long
DBT
UST
US
N
2
2023-03-30
None
0.00000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
UNITED FINANCIAL BANCORP
910304AA2
1000000.00000000
PA
USD
966390.00000000
0.349901232915
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.75000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank, Limited
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TRUST BANK LTD
86563VAX7
1000000.00000000
PA
USD
992560.00000000
0.359376615799
Long
DBT
CORP
JP
Y
2
2024-09-16
Floating
4.66506000
N
N
N
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO DOMINION BANK THE
89114TZH8
1500000.00000000
PA
USD
1451235.00000000
0.525449265566
Long
DBT
CORP
CA
N
2
2026-09-10
Floating
4.73929000
N
N
N
N
N
N
ARROW ELECTRONICS, INC.
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
04273MNC3
2000000.00000000
PA
USD
1996383.84000000
0.722831534876
Long
STIV
CORP
US
Y
2
N
N
N
ONE MORTGAGE TRUST
N/A
ONE 2021 PARK MORTGAGE TRUST
682413AC3
1000000.00000000
PA
USD
939399.92000000
0.340128923321
Long
ABS-MBS
CORP
US
Y
2
2036-03-15
Floating
5.40009000
N
N
N
N
N
N
AUTONATION, INC.
N/A
AUTONATION INC
05330NN39
1000000.00000000
PA
USD
999461.78000000
0.361875546181
Long
STIV
CORP
US
Y
2
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAL8
500000.00000000
PA
USD
498580.00000000
0.180521069865
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
BX TRUST
N/A
BX TRUST 2021 RISE
12434EAC4
500000.00000000
PA
USD
478448.48000000
0.173232041969
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Floating
5.56786000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND
09261HAB3
1000000.00000000
PA
USD
919730.00000000
0.333007027131
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
1.75000000
N
N
N
N
N
N
2023-01-30
USAA Mutual Funds Trust
James K. De Vries
James K. De Vries
Treasurer