0001752724-23-214731.txt : 20230926
0001752724-23-214731.hdr.sgml : 20230926
20230926090751
ACCESSION NUMBER: 0001752724-23-214731
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230731
FILED AS OF DATE: 20230926
DATE AS OF CHANGE: 20230926
PERIOD START: 20230731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PACE SELECT ADVISORS TRUST
CENTRAL INDEX KEY: 0000930007
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08764
FILM NUMBER: 231277439
BUSINESS ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
STREET 2: 787 SEVENTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212-821-3000
MAIL ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
STREET 2: 787 SEVENTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: UBS PACE SELECT ADVISORS TRUST
DATE OF NAME CHANGE: 20020716
FORMER COMPANY:
FORMER CONFORMED NAME: PAINEWEBBER PACE SELECT ADVISORS TRUST
DATE OF NAME CHANGE: 19980212
FORMER COMPANY:
FORMER CONFORMED NAME: MANAGED ACCOUNTS SERVICES PORTFOLIO TRUST
DATE OF NAME CHANGE: 19941212
0000930007
S000002697
PACE Intermediate Fixed Income Investments
C000007354
Class P
PCIFX
C000007355
Class A
PIFAX
C000007358
Class Y
PIFYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000930007
XXXXXXXX
S000002697
C000007355
C000007358
C000007354
PACE SELECT ADVISORS TRUST
811-08764
0000930007
549300TPB2UX3QR3SC50
C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
787 SEVENTH AVENUE
NEW YORK
10019
212-821-3000
PACE Intermediate Fixed Income Investments
S000002697
5493004WT2PUPHDKF193
2023-07-31
2023-07-31
N
233447260.07
18099220.52
215348039.55
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1092683.50000000
0.00000000
0.00000000
937369.45000000
USD
N
Bloomberg Barclays U.S. Aggregate (Returns Universe)
LEHM.MC.LEHM000001UUSD
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR61
1400000.00000000
PA
USD
1314535.45000000
0.610423690295
Long
DBT
CORP
CA
N
2
2027-04-07
Fixed
3.45000000
N
N
N
N
N
N
OAKST Commercial Mortgage Trust 2023-NLP
N/A
OAKST Commercial Mortgage Trust
67630KAA0
2050000.00000000
PA
USD
2035184.86000000
0.945067744407
Long
ABS-MBS
CORP
US
N
2
2040-03-15
Variable
6.09500000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBP0
1510000.00000000
PA
USD
1470868.47000000
0.683019206059
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.50000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
New Jersey Transportation Trust Fund Authority
646136XR7
105000.00000000
PA
USD
117540.81000000
0.054581787809
Long
DBT
MUN
US
N
2
2040-12-15
Fixed
6.56100000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-213.00000000
NC
USD
492038.52000000
0.228485256252
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CBOT 5 Year U.S. Treasury Notes
FVU3 Comdty
2023-09-29
-23244765.19000000
USD
492038.52000000
N
N
N
MIP V Waste Holdings, LLC
254900RELOGHR3ZGIQ56
MIP V Waste Holdings LLC
000000000
1132133.84000000
PA
USD
1109491.16000000
0.515208386534
Long
LON
CORP
US
N
2
2028-12-08
Variable
8.68300000
N
N
N
N
N
N
AL NGPL HOLDINGS, LLC
254900WKSN3ZUJ0TO315
AL NGPL Holdings LLC
01021AAC4
1195000.00000000
PA
USD
1193506.25000000
0.554222017759
Long
LON
CORP
US
N
2
2028-04-13
Variable
9.29300000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CJ7
1145000.00000000
PA
USD
1167391.88000000
0.542095429537
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
1115000.00000000
PA
USD
1122282.07000000
0.521148031969
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust
08860DAB9
1750000.00000000
PA
USD
1707959.05000000
0.793115671528
Long
ABS-O
CORP
US
N
2
2035-10-17
Fixed
5.93000000
N
N
N
N
N
N
Credit Suisse Seasoned Loan Trust
N/A
Credit Suisse Seasoned Loan Trust
22545UAA7
3825.41000000
PA
USD
3843.39000000
0.001784734148
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
5.89200000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust
83208AAA1
150868.51000000
PA
USD
130445.41000000
0.060574226852
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.39000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AW0
760000.00000000
PA
USD
759533.54000000
0.352700466457
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
6.97000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AD4
875000.00000000
PA
USD
866122.31000000
0.402196514911
Long
DBT
CORP
SG
N
2
2030-05-19
Fixed
4.65000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AR0
1125000.00000000
PA
USD
1138253.40000000
0.528564551773
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
Barclays Commercial Mortgage Trust
05550MAY0
90000.00000000
PA
USD
75909.78000000
0.035249812423
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
4.09600000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCT0
164000.00000000
PA
USD
156224.00000000
0.072544890738
Long
DBT
CORP
US
N
2
2033-05-10
Fixed
5.26800000
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GFD6
1690000.00000000
PA
USD
1607362.68000000
0.746402281329
Long
DBT
CORP
US
N
2
2029-08-25
Fixed
4.30000000
N
N
N
N
N
N
BROWN-FORMAN CORP
549300873K3LXF7ARU34
Brown-Forman Corp.
115637AU4
900000.00000000
PA
USD
901458.82000000
0.418605538217
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.75000000
N
N
N
N
N
N
DELTA AIR LINES 2020-AA
N/A
Delta Air Lines Pass-Through Trust
247361ZV3
53340.18000000
PA
USD
46897.61000000
0.021777588548
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.00000000
N
N
N
N
N
N
AMS-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
03217CAA4
1265000.00000000
PA
USD
1110037.50000000
0.515462087474
Long
DBT
CORP
AT
N
2
2025-07-31
Fixed
7.00000000
N
N
N
N
N
N
EDvestinU Private Education Loan Issue No. 1, LLC
N/A
EDvestinU Private Education Loan Issue No. 3 LLC
28166LAA2
62842.94000000
PA
USD
54297.44000000
0.025213807431
Long
ABS-O
CORP
US
N
2
2045-11-25
Fixed
1.80000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAZ3
2300000.00000000
PA
USD
2333013.28000000
1.083368710890
Long
DBT
US
N
2
2028-01-15
Fixed
6.59900000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LBC2
950000.00000000
PA
USD
926924.71000000
0.430430995302
Long
DBT
CORP
LU
N
2
2033-03-30
Fixed
4.50000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust
22535BAA1
395000.00000000
PA
USD
379398.33000000
0.176179142746
Long
ABS-O
CORP
US
N
2
2030-10-15
Fixed
1.26000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding LLC
62890MAB0
2309467.04000000
PA
USD
2292625.71000000
1.064614154273
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
6.07000000
N
N
N
N
N
N
AMER AIRLINE 17-1 AA PTT
N/A
American Airlines Pass-Through Trust
023761AA7
29110.00000000
PA
USD
26713.21000000
0.012404668301
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co.
37959GAD9
1065000.00000000
PA
USD
1067075.99000000
0.495512284314
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.95000000
N
N
N
N
N
N
Monroe Capital ABS Funding LTD
N/A
Monroe Capital ABS Funding II Ltd.
61035MAA0
1700000.00000000
PA
USD
1699858.90000000
0.789354248848
Long
ABS-O
CORP
US
N
3
2033-04-22
Fixed
6.65000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MP3
1310000.00000000
PA
USD
1231262.67000000
0.571754761535
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41200000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946QAA9
168230.43000000
PA
USD
142841.18000000
0.066330383270
Long
ABS-O
CORP
US
N
2
2053-01-20
Fixed
2.64000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAJ6
460000.00000000
PA
USD
462562.15000000
0.214797474342
Long
DBT
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
1360000.00000000
PA
USD
1206971.44000000
0.560474774937
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.37500000
N
N
N
N
N
N
Medline Borrower, LP
254900QT3R363TVK6F09
Medline Borrower LP
58503UAC7
1230653.26000000
PA
USD
1217226.83000000
0.565237014715
Long
LON
CORP
US
N
2
2028-10-23
Variable
8.68300000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAK3
209000.00000000
PA
USD
181961.13000000
0.084496302070
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.25000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BD8
1500000.00000000
PA
USD
1362249.72000000
0.632580506814
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust
78448YAD3
100000.00000000
PA
USD
90373.46000000
0.041966232982
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
2.31000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
75968NAD3
1440000.00000000
PA
USD
1296179.05000000
0.601899628484
Long
DBT
CORP
BM
N
2
2029-04-15
Fixed
3.60000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
55328HAK7
1290151.51000000
PA
USD
1211490.97000000
0.562573484546
Long
LON
CORP
US
N
2
2028-09-01
Floating
9.72600000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
1205000.00000000
PA
USD
1184257.61000000
0.549927277013
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust
83189DAC4
63791.28000000
PA
USD
63178.65000000
0.029337926703
Long
ABS-O
CORP
US
N
2
2035-10-15
Floating
6.08600000
N
N
N
N
N
N
F&G ANNUITIES & LIFE INC
N/A
F&G Annuities & Life, Inc.
30190AAA2
2110000.00000000
PA
USD
2118244.09000000
0.983637508113
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
7.40000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAP4
1280000.00000000
PA
USD
1249102.21000000
0.580038811874
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FHQ22
534548.46000000
PA
USD
514614.13000000
0.238968569704
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Fixed
3.37000000
N
N
N
N
N
N
CDK Global, Inc.
N/A
CDK Global, Inc.
15477BAB3
1144250.00000000
PA
USD
1144204.23000000
0.531327906393
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.49200000
N
N
N
N
N
N
ASB BANK LIMITED
549300IBZWZL1KTPF918
ASB Bank Ltd.
04342JAA5
1500000.00000000
PA
USD
1448527.98000000
0.672645074005
Long
DBT
CORP
NZ
N
2
2032-06-17
Fixed
5.28400000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAK6
590000.00000000
PA
USD
606247.86000000
0.281520027424
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.65000000
N
N
N
N
N
N
Social Professional Loan Program LLC
5493002WMPR84WZ75V46
SoFi Professional Loan Program LLC
83406EAC9
49713.75000000
PA
USD
47900.27000000
0.022243188329
Long
ABS-O
CORP
US
N
2
2042-02-25
Fixed
2.95000000
N
N
N
N
N
N
Aligned Data Centers Issuers LLC
N/A
Aligned Data Centers Issuer LLC
01627AAC2
2300000.00000000
PA
USD
2272040.97000000
1.055055330314
Long
ABS-O
CORP
US
N
2
2047-10-15
Fixed
6.35000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
165.00000000
NC
USD
-472625.52000000
-0.21947054683
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYU3 Comdty
2023-09-20
19775047.40000000
USD
-472625.52000000
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08160KAK0
111000.00000000
PA
USD
77929.66000000
0.036187773133
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
3.72100000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61691MAA5
290000.00000000
PA
USD
288180.28000000
0.133820712091
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
6.48600000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust
68236JAA9
2300000.00000000
PA
USD
1874079.10000000
0.870255937280
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.51600000
N
N
N
N
N
N
UNITED AIR 2018-1 AA PTT
N/A
United Airlines Pass-Through Trust
909318AA5
15686.63000000
PA
USD
14166.08000000
0.006578225661
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300QHI21JZK7YIR34
SMB Private Education Loan Trust
78449PAC3
234810.63000000
PA
USD
232440.94000000
0.107937337384
Long
ABS-O
CORP
US
N
2
2036-02-15
Floating
6.13600000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAB5
1400000.00000000
PA
USD
1306900.00000000
0.606878057831
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
750000.00000000
PA
USD
675937.42000000
0.313881390056
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DR7
905000.00000000
PA
USD
955857.22000000
0.443866227896
Long
DBT
CORP
GB
N
2
2028-11-03
Fixed
7.39000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
Cantor Commercial Real Estate Lending
12529TBB8
101000.00000000
PA
USD
78165.60000000
0.036297335310
Long
ABS-MBS
CORP
US
N
2
2053-01-15
Variable
3.50000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp.
857477BY8
555000.00000000
PA
USD
566555.80000000
0.263088441011
Long
DBT
CORP
US
N
2
2028-11-04
Fixed
5.82000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BBBE9
2255897.47000000
PA
USD
9735.10000000
0.004520635535
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Variable
1.07500000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
7150412.50000000
NS
USD
7150412.50000000
3.320398232991
Long
STIV
RF
US
N
2
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137H7QH9
605000.00000000
PA
USD
515208.38000000
0.239244518351
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
2.58000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.
226373AT5
1160000.00000000
PA
USD
1157056.14000000
0.537295878066
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.37500000
N
N
N
N
N
N
MTN Commercial Mortgage Trust 2022-LPFL
N/A
MTN Commercial Mortgage Trust
62475WAA3
2000000.00000000
PA
USD
1967131.60000000
0.913466221522
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
6.61900000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co. LP/PTL Finance Corp.
709599BS2
760000.00000000
PA
USD
752377.13000000
0.349377283198
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.70000000
N
N
N
N
N
N
SCOTT Trust 2023-SFS
N/A
SCOTT Trust
810064AA3
870000.00000000
PA
USD
857751.62000000
0.398309463040
Long
ABS-MBS
CORP
US
N
2
2040-03-15
Fixed
5.91000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
05608UAL2
950000.00000000
PA
USD
947620.44000000
0.440041359085
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Floating
8.43500000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc.
15669GAF1
1043317.24000000
PA
USD
922469.80000000
0.428362292931
Long
LON
CORP
US
N
2
2025-01-31
Variable
7.43300000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAK9
890000.00000000
PA
USD
883984.98000000
0.410491306002
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.16400000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAN1
880000.00000000
PA
USD
949115.67000000
0.440735690923
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
5.95000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
06406RAB3
1400000.00000000
PA
USD
1319551.97000000
0.612753184453
Long
DBT
CORP
US
N
2
2028-02-07
Fixed
3.44200000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAK9
965000.00000000
PA
USD
981552.27000000
0.455798098766
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
6.07300000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12434FAA5
215000.00000000
PA
USD
210690.73000000
0.097837310448
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
6.25700000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61765DAU2
520000.00000000
PA
USD
494653.80000000
0.229699699627
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.77900000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co. LP/PTL Finance Corp.
709599BT0
570000.00000000
PA
USD
561176.30000000
0.260590391801
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.55000000
N
N
N
N
N
N
UGI Energy Services, LLC
5493001O7RUKEUP5XR11
UGI Energy Services LLC
90276DAC3
1176028.28000000
PA
USD
1172065.06000000
0.544265488763
Long
LON
CORP
US
N
2
2030-02-22
Variable
8.66900000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC/HAT Holdings II LLC
418751AE3
1515000.00000000
PA
USD
1368382.74000000
0.635428464015
Long
DBT
US
N
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust
64035DAD8
419515.57000000
PA
USD
372854.41000000
0.173140378142
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.36000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pass-Through Certifica
N/A
FRESB Mortgage Trust
30308GAH3
179836.33000000
PA
USD
164126.31000000
0.076214443531
Long
ABS-MBS
USGSE
US
N
2
2039-01-25
Variable
3.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80287FAE2
2200000.00000000
PA
USD
2236995.42000000
1.038781418523
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
6.69000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14317HAB7
111836.34000000
PA
USD
111231.67000000
0.051652046720
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
2.81000000
N
N
N
N
N
N
ELLINGTON FINANCIAL
60GS1D1R1YY5G1W7IT74
Ellington Financial, Inc.
28852N406
93400.00000000
NS
USD
2120180.00000000
0.984536476129
Long
EP
US
N
1
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
1500000.00000000
PA
USD
1164421.20000000
0.540715950994
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646140EA7
25000.00000000
PA
USD
18324.11000000
0.008509067478
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.78200000
N
N
N
N
N
N
ARBOR REALTY SR INC
549300TW7RTL2CI3CN08
Arbor Realty SR, Inc.
03881NAC1
1790000.00000000
PA
USD
1731263.71000000
0.803937529971
Long
DBT
US
N
2
2027-10-15
Fixed
8.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137H73P6
385000.00000000
PA
USD
323888.33000000
0.150402265410
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Fixed
2.40000000
N
N
N
N
N
N
BANK OF NEW ZEALAND
N7LGVZM7X4UQ66T7LT74
Bank of New Zealand
06407EAG0
1075000.00000000
PA
USD
1052122.22000000
0.488568283323
Long
DBT
CORP
NZ
N
2
2028-02-07
Fixed
4.84600000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Ave Student Loans LLC
19424KAA1
54810.54000000
PA
USD
53844.15000000
0.025003315615
Long
ABS-O
CORP
US
N
2
2051-07-25
Floating
6.51200000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Avenue Student Loans LLC
19424WAB3
106470.03000000
PA
USD
91819.68000000
0.042637806311
Long
ABS-O
CORP
US
N
2
2055-07-26
Fixed
2.32000000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
635400WUEO2NSG5OIU34
Jazz Financing Lux Sarl
000000000
1179980.09000000
PA
USD
1178505.11000000
0.547256019819
Long
LON
CORP
LU
N
2
2028-05-05
Variable
8.93300000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237HAA5
101049.87000000
PA
USD
76939.56000000
0.035728005771
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp.
92531HAD9
843544.30000000
PA
USD
842135.58000000
0.391057927325
Long
LON
CORP
US
N
2
2025-08-27
Variable
9.43300000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609KAA7
246308.00000000
PA
USD
240753.48000000
0.111797386455
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
6.02500000
N
N
N
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA, Inc.
02343UAJ4
735000.00000000
PA
USD
733972.06000000
0.340830620763
Long
DBT
CORP
US
N
2
2033-05-26
Fixed
5.62500000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp.
86038AAA0
1700000.00000000
PA
USD
1295519.82000000
0.601593505428
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAK8
580000.00000000
PA
USD
594592.17000000
0.276107537938
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.12300000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAA8
393937.64000000
PA
USD
389495.44000000
0.180867882899
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.41600000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BZ6
810000.00000000
PA
USD
818027.59000000
0.379863030891
Long
DBT
CORP
US
N
2
2032-10-11
Fixed
5.12500000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FD92
120000.00000000
PA
USD
100682.41000000
0.046753344126
Long
DBT
MUN
US
N
2
2030-03-15
Fixed
2.05200000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust
75907UAA7
245000.00000000
PA
USD
210323.51000000
0.097666786491
Long
ABS-O
CORP
US
N
2
2033-08-15
Fixed
1.90000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAG8
20000.00000000
PA
USD
16557.56000000
0.007688744246
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.29400000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
05608UAJ7
1000000.00000000
PA
USD
998747.40000000
0.463782907932
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Floating
7.88600000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco Sarl/Connect U.S. Finco LLC
20752TAA2
1255000.00000000
PA
USD
1203192.14000000
0.558719801914
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
24.00000000
NC
USD
-72579.79000000
-0.03370348304
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUU3 Comdty
2023-09-29
4945329.79000000
USD
-72579.79000000
N
N
N
Arbor Multifamily Mortgage Securities Trust
N/A
Arbor Multifamily Mortgage Securities Trust
03881BAE3
465000.00000000
PA
USD
398012.80000000
0.184823043122
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Fixed
2.75600000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBL7
1400000.00000000
PA
USD
1338456.06000000
0.621531574096
Long
DBT
CORP
US
N
2
2025-03-28
Fixed
3.21800000
N
N
N
N
N
N
Taubman Centers Commercial Mortgage Trust
N/A
Taubman Centers Commercial Mortgage Trust
87666YAA5
260000.00000000
PA
USD
253118.79000000
0.117539398328
Long
ABS-MBS
CORP
US
N
2
2037-05-15
Floating
7.40800000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC/EMC Corp.
24703DBL4
1175000.00000000
PA
USD
1194778.69000000
0.554812893814
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
5.75000000
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp.
756109BR4
500000.00000000
PA
USD
485804.01000000
0.225590170690
Long
DBT
US
N
2
2030-03-15
Fixed
4.85000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08160KAJ3
210000.00000000
PA
USD
160597.71000000
0.074575886706
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
3.56400000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DB8
1600000.00000000
PA
USD
1472406.27000000
0.683733305897
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
FEDERAL REALTY OP LP
549300LI6XZ51GOCJ427
Federal Realty OP LP
313747BC0
905000.00000000
PA
USD
893248.02000000
0.414792733598
Long
DBT
US
N
2
2028-05-01
Fixed
5.37500000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Trust
N/A
Tharaldson Hotel Portfolio Trust
88327HAA1
81008.03000000
PA
USD
80153.95000000
0.037220654605
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
6.31000000
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust
65345GAB7
1740000.00000000
PA
USD
1747724.90000000
0.811581523403
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.74000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591VAE1
145000.00000000
PA
USD
142096.87000000
0.065984752077
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
4.05100000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALT
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAC8
860000.00000000
PA
USD
840296.32000000
0.390203840144
Long
DBT
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
SESAC Finance, LLC
N/A
Sesac Finance LLC
78396YAA1
115200.00000000
PA
USD
107686.43000000
0.050005762868
Long
ABS-O
CORP
US
N
2
2049-07-25
Fixed
5.21600000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AG3
1030000.00000000
PA
USD
1062262.48000000
0.493277060808
Long
DBT
CORP
GB
N
2
2026-11-10
Fixed
7.47200000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XEG7
665000.00000000
PA
USD
664060.74000000
0.308366280643
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
5.85000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCS2
1400000.00000000
PA
USD
1345371.73000000
0.624742966228
Long
DBT
CORP
US
N
2
2028-05-10
Fixed
4.92700000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AT7
1475000.00000000
PA
USD
1244177.25000000
0.577751834936
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.37500000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust
68269PAA5
1610000.00000000
PA
USD
1601339.97000000
0.743605548184
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
5.94000000
N
N
N
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
Los Angeles Department of Water & Power
544495VY7
145000.00000000
PA
USD
171114.36000000
0.079459446372
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
6.57400000
N
N
N
N
N
N
OXFORD FIN LLC/CO-ISS II
N/A
Oxford Finance LLC/Oxford Finance Co.-Issuer II, Inc.
69145LAC8
1250000.00000000
PA
USD
1167245.28000000
0.542027353691
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.37500000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust
52607MAA7
210000.00000000
PA
USD
181851.79000000
0.084445528447
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
1.90000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237TAA9
211689.54000000
PA
USD
193217.74000000
0.089723472943
Long
ABS-O
CORP
US
N
2
2049-07-20
Fixed
4.95000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust
63942CAA0
282881.68000000
PA
USD
263235.55000000
0.122237263246
Long
ABS-O
CORP
US
N
2
2060-04-15
Floating
6.26000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGF0
840000.00000000
PA
USD
793647.91000000
0.368541971247
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82400000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans LLC
61946GAC7
31052.68000000
PA
USD
30043.67000000
0.013951215930
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
2.00000000
N
N
N
N
N
N
SLM Student Loan Trust
549300JEA36NHBYED811
SLM Private Education Loan Trust
78445QAE1
363740.05000000
PA
USD
380040.84000000
0.176477501626
Long
ABS-O
CORP
US
N
2
2041-10-15
Floating
10.08600000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300AGZIS1CJS4RM30
Wells Fargo Commercial Mortgage Trust
95001JAX5
445000.00000000
PA
USD
418543.24000000
0.194356652084
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Fixed
4.21200000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBE5
855000.00000000
PA
USD
849253.01000000
0.394363009653
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
5.80700000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M3F9
1080000.00000000
PA
USD
1058814.99000000
0.491676168593
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAS2
1420000.00000000
PA
USD
1320911.36000000
0.613384437007
Long
DBT
CORP
GB
N
2
2028-03-18
Fixed
3.75000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
Nelnet Student Loan Trust
64035GAA7
374263.67000000
PA
USD
367279.76000000
0.170551708187
Long
ABS-O
CORP
US
N
2
2062-04-20
Floating
6.10900000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08163RBQ8
270000.00000000
PA
USD
248578.79000000
0.115431183176
Long
ABS-MBS
CORP
US
N
2
2055-05-15
Variable
4.44500000
N
N
N
N
N
N
LendingTree, Inc.
N/A
LendingTree, Inc.
000000000
1238743.72000000
PA
USD
1017838.55000000
0.472648161611
Long
LON
CORP
US
N
2
2028-09-15
Variable
9.18300000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AW9
610000.00000000
PA
USD
665125.36000000
0.308860652453
Long
DBT
CORP
GB
N
2
2033-11-15
Fixed
7.95300000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
05608RAA3
535000.00000000
PA
USD
520348.49000000
0.241631403326
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.23600000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAH0
650000.00000000
PA
USD
613767.63000000
0.285011942194
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
2.35000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137H7M91
270000.00000000
PA
USD
227716.65000000
0.105743544485
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
2.45000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
75968NAE1
1645000.00000000
PA
USD
1622677.12000000
0.753513764690
Long
DBT
CORP
BM
N
2
2033-06-05
Fixed
5.75000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 Trust
55284DAG7
370000.00000000
PA
USD
356095.70000000
0.165358226963
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
6.59200000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
05609XAC5
2020000.00000000
PA
USD
1912282.69000000
0.887996330960
Long
ABS-MBS
CORP
US
N
2
2027-10-13
Fixed
6.30000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BC9
995000.00000000
PA
USD
978831.25000000
0.454534553481
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust
056054AA7
262636.91000000
PA
USD
261722.01000000
0.121534428893
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.25600000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137F83S0
1185108.01000000
PA
USD
66114.21000000
0.030701096763
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.02300000
N
N
N
N
N
N
CRSO TR 2023 BRND
N/A
Crso Trust Brnd
228925AG8
880000.00000000
PA
USD
888688.59000000
0.412675495842
Long
ABS-MBS
CORP
US
N
2
2028-07-10
Variable
7.91300000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association-Aces
3136BLN89
325000.00000000
PA
USD
263798.08000000
0.122498482248
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Variable
2.36100000
N
N
N
N
N
N
INEOS Enterprises Holdings US Finco LLC
N/A
INEOS Enterprises Holdings U.S. Finco LLC
000000000
520000.00000000
PA
USD
511877.60000000
0.237697822125
Long
LON
CORP
US
N
2
2030-06-23
Variable
9.12700000
N
N
N
N
N
N
State of California
N/A
State of California
13063A5G5
70000.00000000
PA
USD
87053.49000000
0.040424556537
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
New Economy Assets Phase 1 Issuer LLC
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AA9
1150000.00000000
PA
USD
985982.98000000
0.457855563514
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAK3
1055000.00000000
PA
USD
1053712.39000000
0.489306701933
Long
DBT
US
N
2
2030-07-01
Fixed
5.50000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAL7
1400000.00000000
PA
USD
1331576.37000000
0.618336889800
Long
DBT
CORP
SE
N
2
2027-06-10
Fixed
3.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust
95001QAU5
135000.00000000
PA
USD
126584.32000000
0.058781273451
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.15200000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust
22534LAA0
495000.00000000
PA
USD
483382.50000000
0.224465707238
Long
ABS-O
CORP
US
N
2
2032-06-15
Fixed
4.60000000
N
N
N
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer
23802WAL5
995000.00000000
PA
USD
915039.21000000
0.424911790194
Long
ABS-O
CORP
US
N
2
2053-02-25
Fixed
5.11600000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46593EAA3
360000.00000000
PA
USD
356390.82000000
0.165495270235
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
6.46800000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust
68378PAB1
2290000.00000000
PA
USD
2291642.85000000
1.064157748911
Long
ABS-O
CORP
US
N
2
2030-01-08
Fixed
8.53300000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2U6
1525000.00000000
PA
USD
1305574.96000000
0.606262756200
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
3.35000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZU1
1295000.00000000
PA
USD
1332661.16000000
0.618840627843
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
6.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HT3
585000.00000000
PA
USD
613697.70000000
0.284979469180
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.95000000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Avenue Student Loans LLC
19424WAC1
100000.00000000
PA
USD
85060.08000000
0.039498887557
Long
ABS-O
CORP
US
N
2
2055-07-26
Fixed
2.72000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust
56848DAA7
180000.00000000
PA
USD
159012.70000000
0.073839864218
Long
ABS-O
CORP
US
N
2
2036-03-20
Fixed
1.86000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC/CCO Holdings Capital Corp.
1248EPCT8
1005000.00000000
PA
USD
999273.61000000
0.464027261213
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.37500000
N
N
N
N
N
N
Golub Capital Partners Funding
N/A
Golub Capital Partners ABS Funding Ltd.
38179EAC8
1910000.00000000
PA
USD
1764865.21000000
0.819540876103
Long
ABS-O
CORP
US
N
2
2030-07-22
Fixed
6.58000000
N
N
N
N
N
N
Starwood Property Trust, Inc.
5493008SB15CNJRIOK13
Starwood Property Trust, Inc.
85570DAH5
761175.00000000
PA
USD
756897.20000000
0.351476243564
Long
LON
CORP
US
N
2
2027-11-18
Variable
8.56900000
N
N
N
N
N
N
University of Minnesota
N/A
University of Minnesota
914460WT3
78000.00000000
PA
USD
68172.20000000
0.031656754406
Long
DBT
MUN
US
N
2
2052-04-01
Fixed
4.04800000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150BB9
647000.00000000
PA
USD
612679.89000000
0.284506834276
Long
DBT
CORP
US
N
2
2028-08-04
Fixed
4.44300000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 Trust
55284DAA0
100000.00000000
PA
USD
97713.85000000
0.045374850035
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
6.29200000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent Trust
02665XAA7
423669.29000000
PA
USD
409684.98000000
0.190243189980
Long
ABS-O
CORP
US
N
2
2036-12-17
Fixed
3.67800000
N
N
N
N
N
N
FHLMC Multifamily WI Certificates
N/A
Federal Home Loan Mortgage Corp. Multifamily WI Certificates Series
3137H74J9
170000.00000000
PA
USD
148798.67000000
0.069096830559
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Fixed
2.92000000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
2600000.00000000
PA
USD
2486250.00000000
1.154526414633
Long
DBT
CORP
LU
N
2
2049-04-02
Fixed
5.00000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BL5
1400000.00000000
PA
USD
1363960.46000000
0.633374913860
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.62500000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
09257WAD2
2635000.00000000
PA
USD
2265646.52000000
1.052085974283
Long
DBT
US
N
2
2027-01-15
Fixed
3.75000000
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137F84J9
720000.00000000
PA
USD
42413.47000000
0.019695312800
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Variable
1.36400000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
559000.00000000
PA
USD
579414.68000000
0.269059649305
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300V1P5RKG8RJI005
SMB Private Education Loan Trust
78449QAC1
310657.90000000
PA
USD
306891.79000000
0.142509674404
Long
ABS-O
CORP
US
N
2
2035-11-15
Floating
6.08600000
N
N
N
N
N
N
University of Michigan
N/A
University of Michigan
914455UK4
93000.00000000
PA
USD
73020.46000000
0.033908114581
Long
DBT
MUN
US
N
2
2052-04-01
Fixed
3.50400000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C68
1310000.00000000
PA
USD
1356133.86000000
0.629740518109
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RGY4
1620000.00000000
PA
USD
1594186.43000000
0.740283697651
Long
ABS-O
CORP
US
N
2
2029-06-20
Fixed
5.49000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust
63942BAA2
57282.38000000
PA
USD
49650.53000000
0.023055947063
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796YJ2
275000.00000000
PA
USD
272389.09000000
0.126487842921
Long
STIV
UST
US
N
2
2023-10-05
None
0.00000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co.
595620AT2
204000.00000000
PA
USD
190423.41000000
0.088425885091
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program LLC
83390UAF4
89018.34000000
PA
USD
79738.38000000
0.037027678620
Long
ABS-O
CORP
US
N
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
City of Houston
4423313K8
85000.00000000
PA
USD
73691.67000000
0.034219800725
Long
DBT
MUN
US
N
2
2047-03-01
Fixed
3.96100000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines Pass-Through Trust
24737BAA3
101000.00000000
PA
USD
99158.22000000
0.046045564290
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20400000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
466330AA5
85040.72000000
PA
USD
84106.72000000
0.039056180950
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
6.13600000
N
N
N
N
N
N
NFAS, Llc
N/A
NFAS2 LLC
62909JAB6
1090000.00000000
PA
USD
1064158.28000000
0.494157403161
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
7.59000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17331LAC1
880000.00000000
PA
USD
874309.92000000
0.405998550916
Long
ABS-MBS
CORP
US
N
2
2028-07-10
Variable
6.36000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust
63942AAC0
100000.00000000
PA
USD
80380.84000000
0.037326014282
Long
ABS-O
CORP
US
N
2
2069-04-15
Fixed
2.95000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 1/2
N/A
Scentre Group Trust 1/Scentre Group Trust 2
80622GAE4
1363000.00000000
PA
USD
1277443.18000000
0.593199354249
Long
DBT
AU
N
2
2030-05-28
Fixed
4.37500000
N
N
N
N
N
N
Sotera Health Holdings, LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings LLC
83601MAB6
1900000.00000000
PA
USD
1897625.00000000
0.881189819032
Long
LON
CORP
US
N
2
2026-12-11
Variable
8.81600000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAE6
1070000.00000000
PA
USD
1041910.04000000
0.483826108738
Long
ABS-O
CORP
US
N
2
2048-03-16
Fixed
6.31600000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust
22537CAA7
279089.08000000
PA
USD
274304.71000000
0.127377388980
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
0.96000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAH3
2420000.00000000
PA
USD
2190111.20000000
1.017010047816
Long
DBT
CORP
US
N
2
2023-08-16
Variable
9.34900000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust
64034QAA6
597223.44000000
PA
USD
587057.74000000
0.272608815583
Long
ABS-O
CORP
US
N
2
2062-04-20
Floating
6.14900000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust
63941CAC7
137124.61000000
PA
USD
135351.00000000
0.062852209048
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
6.38600000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AF4
1500000.00000000
PA
USD
1410000.00000000
0.654754045101
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
5.50000000
N
N
N
N
N
N
BLUE OWL CREDIT INCOME
5493003I42XBWPE05N35
Blue Owl Credit Income Corp.
69120VAN1
710000.00000000
PA
USD
708337.11000000
0.328926658204
Long
DBT
CORP
US
N
2
2027-09-16
Fixed
7.75000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2N0
1600000.00000000
PA
USD
1494135.14000000
0.693823423292
Long
DBT
CORP
US
N
2
2025-06-29
Fixed
2.55000000
N
N
N
N
N
N
Iridium Satellite LLC
254900615BJ7139TFM33
Iridium Satellite LLC
46269KAL8
1091989.75000000
PA
USD
1090777.64000000
0.506518490848
Long
LON
CORP
US
N
2
2026-11-04
None
0.00000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co.
641423CF3
935000.00000000
PA
USD
958208.54000000
0.444958097599
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
5.90000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
48.00000000
NC
USD
-115570.32000000
-0.05366676206
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CBOT U.S. Long Bond Futures
USU3 Comdty
2023-09-20
6088570.32000000
USD
-115570.32000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRY8
793000.00000000
PA
USD
751651.24000000
0.349040205599
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.78200000
N
N
N
N
N
N
Oxford Finance Funding Trust
N/A
Oxford Finance Funding Trust
69145CAC8
1970000.00000000
PA
USD
1926907.43000000
0.894787542076
Long
ABS-O
CORP
US
N
2
2031-02-15
Fixed
7.87900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FA0
1700000.00000000
PA
USD
1682073.50000000
0.781095339207
Long
STIV
UST
US
N
2
2023-10-12
None
0.00000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAF9
740000.00000000
PA
USD
715411.87000000
0.332211926096
Long
ABS-O
CORP
US
N
2
2048-03-25
Fixed
5.90000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAG7
1370000.00000000
PA
USD
1298057.31000000
0.602771825883
Long
DBT
CORP
US
N
2
2028-06-06
Fixed
4.12300000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust
22535GAA0
230868.09000000
PA
USD
225357.27000000
0.104647932003
Long
ABS-O
CORP
US
N
2
2030-05-15
Fixed
1.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63890BAB2
22137.61000000
PA
USD
21422.09000000
0.009947659632
Long
ABS-O
CORP
US
N
2
2059-12-15
Fixed
4.00000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank
44644MAJ0
1240000.00000000
PA
USD
1217237.90000000
0.565242155230
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
5.65000000
N
N
N
N
N
N
MCF CLO LLC
N/A
MCF CLO Ltd.
55293LAL7
630000.00000000
PA
USD
631667.61000000
0.293324058728
Long
ABS-CBDO
CORP
JE
N
2
2035-04-15
Floating
9.03200000
N
N
N
N
N
N
State of Texas
549300X9CH74QB747L76
State of Texas
882724YC5
50000.00000000
PA
USD
36306.66000000
0.016859526595
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
2.75400000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust
35634JAB4
2150000.00000000
PA
USD
2157612.94000000
1.001919007253
Long
ABS-O
CORP
US
N
2
2029-12-18
Fixed
7.58000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp.
225310AM3
1150000.00000000
PA
USD
1128515.47000000
0.524042602086
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.62500000
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
140.00000000
NC
USD
-361594.84000000
-0.16791183275
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNU3 Comdty
2023-09-20
18872219.84000000
USD
-361594.84000000
N
N
N
AMER AIRLINE 16-3 AA PTT
N/A
American Airlines Pass-Through Trust
023771R91
89950.67000000
PA
USD
80222.77000000
0.037252612174
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co.
74456QCJ3
1465000.00000000
PA
USD
1280557.48000000
0.594645524833
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.10000000
N
N
N
N
N
N
ASB BANK LIMITED
549300IBZWZL1KTPF918
ASB Bank Ltd.
00216LAF0
1260000.00000000
PA
USD
1260626.67000000
0.585390362797
Long
DBT
CORP
NZ
N
2
2027-11-29
Fixed
5.39800000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515GAD9
300000.00000000
PA
USD
270797.07000000
0.125748565236
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Fixed
3.63100000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust
56847QAB7
1830000.00000000
PA
USD
1830625.49000000
0.850077620314
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
7.20000000
N
N
N
N
N
N
Bank
N/A
Bank
06541MBN3
220000.00000000
PA
USD
207789.93000000
0.096490281701
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Variable
4.49300000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DG2
25000.00000000
PA
USD
23523.18000000
0.010923331389
Long
DBT
CORP
US
N
2
2030-07-28
Fixed
4.77200000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
885000.00000000
PA
USD
940999.02000000
0.436966606227
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34200000
N
N
N
N
N
N
UNITED AIR 2015-1 AA PTT
N/A
United Airlines Pass-Through Trust
90932LAA5
31091.89000000
PA
USD
28570.15000000
0.013266965447
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.45000000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Avenue Student Loans LLC
19424WAA5
211362.77000000
PA
USD
204515.59000000
0.094969794211
Long
ABS-O
CORP
US
N
2
2055-07-26
Floating
6.31200000
N
N
N
N
N
N
TierPoint Issuer LLC
N/A
TierPoint Issuer LLC
88651CAA8
790000.00000000
PA
USD
757564.18000000
0.351785965445
Long
ABS-O
CORP
US
N
3
2053-06-25
Fixed
6.00000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust
22534QAE1
2300000.00000000
PA
USD
2362269.74000000
1.096954374386
Long
ABS-O
CORP
US
N
2
2033-02-15
Fixed
8.45000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAH5
1240000.00000000
PA
USD
943436.70000000
0.438098578455
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
COMERICA BANK
70WY0ID1N53Q4254VH70
Comerica Bank
200339EX3
1280000.00000000
PA
USD
1112736.99000000
0.516715634990
Long
DBT
CORP
US
N
2
2033-08-25
Fixed
5.33200000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414HAG8
1255000.00000000
PA
USD
1238396.35000000
0.575067389788
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
6.65000000
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co. LP/PTL Finance Corp.
709599BW3
505000.00000000
PA
USD
506483.46000000
0.235192974618
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.05000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MS7
1198000.00000000
PA
USD
999777.60000000
0.464261296313
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
Comerica Bank
70WY0ID1N53Q4254VH70
Comerica Bank
200339DX4
800000.00000000
PA
USD
751298.60000000
0.348876452077
Long
DBT
CORP
US
N
2
2025-07-27
Fixed
4.00000000
N
N
N
N
N
N
WMRK Commercial Mortgage Trust
N/A
WMRK Commercial Mortgage Trust
929342AC7
2330000.00000000
PA
USD
2319779.22000000
1.077223282295
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
9.30500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
4250000.00000000
PA
USD
2394941.39000000
1.112125931122
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
CLI Funding LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC
12565KAG2
984928.33000000
PA
USD
987626.84000000
0.458618913858
Long
ABS-O
CORP
US
N
2
2048-06-18
Fixed
6.00000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
171043.84000000
NS
USD
171043.84000000
0.079426699382
Long
STIV
RF
US
N
2
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust
78448YAB7
475081.86000000
PA
USD
463828.41000000
0.215385480624
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
6.06600000
N
N
N
N
N
N
ATLANTICA SUSTAIN INFRA
549300ITBBGKJ651R879
Atlantica Sustainable Infrastructure PLC
04916WAA2
1110000.00000000
PA
USD
1004974.58000000
0.466674589701
Long
DBT
CORP
GB
N
2
2028-06-15
Fixed
4.12500000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
04505AAA7
1500000.00000000
PA
USD
1453230.74000000
0.674828869135
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines Pass-Through Trust
90931CAA6
56256.20000000
PA
USD
51536.18000000
0.023931576116
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust
193051AA7
530814.88000000
PA
USD
524823.31000000
0.243709351195
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
6.23600000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
180473.06000000
PA
USD
136512.98000000
0.063391791392
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd.
04686JAF8
1175000.00000000
PA
USD
1197843.45000000
0.556236059777
Long
DBT
CORP
BM
N
2
2033-02-01
Fixed
6.65000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust
34528LAB1
92654.84000000
PA
USD
92445.25000000
0.042928298856
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.78000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DJ6
1885000.00000000
PA
USD
1914002.63000000
0.888795010161
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
6.36100000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAC7
1175000.00000000
PA
USD
1176309.34000000
0.546236382025
Long
DBT
CORP
NO
N
2
2026-10-09
Fixed
5.89600000
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines Pass-Through Trust
02376UAA3
46682.43000000
PA
USD
42932.86000000
0.019936499115
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.57500000
N
N
N
N
N
N
AIR CANADA 2017-1AA PTT
N/A
Air Canada Pass-Through Trust
00908PAA5
41664.00000000
PA
USD
36521.07000000
0.016959091002
Long
DBT
CORP
CA
N
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Avenue Student Loans LLC
19425AAB0
67568.66000000
PA
USD
57670.72000000
0.026780239151
Long
ABS-O
CORP
US
N
2
2052-06-25
Fixed
1.76000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NGA3
1189000.00000000
PA
USD
1150927.86000000
0.534450121953
Long
ABS-O
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
INTACT FINANCIAL CORP
5493009LXGE7Y4U9OY43
Intact Financial Corp.
45823TAL0
915000.00000000
PA
USD
905677.95000000
0.420564752710
Long
DBT
CORP
CA
N
2
2032-09-22
Fixed
5.45900000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust
75907JAB0
2360000.00000000
PA
USD
2388900.80000000
1.109320895138
Long
ABS-O
CORP
US
N
2
2032-11-17
Fixed
8.51000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593PAV4
229493.59000000
PA
USD
218712.35000000
0.101562266578
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.50500000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
Store Master Funding I-VII XIV XIX XX
86190BAA2
1009375.01000000
PA
USD
842530.37000000
0.391241253814
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
2.12000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BA0
1400000.00000000
PA
USD
1351542.91000000
0.627608643581
Long
DBT
CORP
NL
N
2
2026-03-28
Fixed
3.86900000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp. Trust
36269CAA1
320000.00000000
PA
USD
318487.94000000
0.147894515624
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
5.95300000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FE26
165000.00000000
PA
USD
135806.86000000
0.063063894281
Long
DBT
MUN
US
N
2
2031-03-15
Fixed
2.15200000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines Pass-Through Trust
90932JAA0
42949.87000000
PA
USD
35951.75000000
0.016694718965
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
1500000.00000000
PA
USD
1461807.33000000
0.678811533671
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CH0
1800000.00000000
PA
USD
1504315.94000000
0.698551026117
Long
DBT
CORP
GB
N
2
2031-06-04
Fixed
2.84800000
N
N
N
N
N
N
T-Mobile US Trust
N/A
T-Mobile U.S. Trust
87267WAA2
2300000.00000000
PA
USD
2276235.48000000
1.057003112151
Long
ABS-O
CORP
US
N
2
2028-05-22
Fixed
4.91000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBF2
755000.00000000
PA
USD
758297.66000000
0.352126567571
Long
DBT
CORP
US
N
2
2029-03-09
Fixed
6.49900000
N
N
N
N
N
N
Prodigy Finance Designated Activity Co
635400HTAZNW3LYYMQ40
Prodigy Finance CM2021-1 DAC
742855AA7
148766.73000000
PA
USD
146890.78000000
0.068210874037
Long
ABS-O
CORP
IE
N
2
2051-07-25
Floating
6.66200000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
123.00000000
NC
USD
-349089.87000000
-0.16210496772
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CBOT 10 Year U.S. Treasury Notes
TYU3 Comdty
2023-09-20
14052058.62000000
USD
-349089.87000000
N
N
N
2023-08-30
PACE SELECT ADVISORS TRUST
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer