0001752724-24-115516.txt : 20240523
0001752724-24-115516.hdr.sgml : 20240523
20240523144738
ACCESSION NUMBER: 0001752724-24-115516
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240328
FILED AS OF DATE: 20240523
DATE AS OF CHANGE: 20240523
PERIOD START: 20240331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: METROPOLITAN WEST FUNDS
CENTRAL INDEX KEY: 0001028621
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07989
FILM NUMBER: 24977549
BUSINESS ADDRESS:
STREET 1: METROPOLITAN WEST ASSET MANAGEMENT
STREET 2: 865 S. FIGUEROA STREET, SUITE 1800
CITY: LOS ANGELES
STATE: CA
ZIP: 90017
BUSINESS PHONE: 213-244-0000
MAIL ADDRESS:
STREET 1: METROPOLITAN WEST ASSET MANAGEMENT
STREET 2: 865 S. FIGUEROA STREET, SUITE 1800
CITY: LOS ANGELES
STATE: CA
ZIP: 90017
0001028621
S000001150
METROPOLITAN WEST INTERMEDIATE BOND FUND
C000003070
CLASS I
MWIIX
C000003071
CLASS M
MWIMX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001028621
XXXXXXXX
S000001150
C000003071
C000003070
METROPOLITAN WEST FUNDS
811-07989
0001028621
549300KGDNJW6FXNDC82
515 South Flower Street
Los Angeles
90071
(213) 244-0000
Metropolitan West Intermediate Bond Fund
S000001150
549300JTE3R17FNYHI96
2024-03-31
2024-03-28
N
1299162317.72
332799344.23
966362973.49
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
106995185.60000000
0.00000000
132104568.14000000
EUR
USD
N
Bloomberg Intermediate U.S. Government/Credit Index
LF97STAT
Central Parent LLC
N/A
CENTRAL PARENT INC
15477BAD9
78322.93000000
PA
USD
78644.84000000
0.008138229853
Long
LON
CORP
US
N
2
2029-07-06
Floating
9.30942000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAK4
580000.00000000
PA
USD
594262.88000000
0.061494789877
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
6.25000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DB8
995000.00000000
PA
USD
995000.00000000
0.102963382010
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.70000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Home Lending Mortgage Trust Series 2024-3
16159HAD9
4900000.00000000
PA
USD
4891449.99000000
0.506171089351
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
6.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
860000.00000000
PA
USD
829958.32000000
0.085884739250
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
1000000.00000000
PA
USD
1022194.10000000
0.105777448851
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAK1
605000.00000000
PA
USD
581158.83000000
0.060138772484
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LGW9
466392.61000000
PA
USD
434036.65000000
0.044914453668
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TLMU9
9669.62000000
PA
USD
9631.46000000
0.000996671050
Long
ABS-MBS
USGSE
US
N
2
2029-07-15
Fixed
6.00000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR7
45660NT96
6481.73000000
PA
USD
5578.43000000
0.000577260320
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
6.30389000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BOBL
000000000
-48.00000000
NC
-27533.26000000
-0.00284916338
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESOBLIGATION
Bundesobligation
2024-06-06
-6138427.46000000
USD
-27533.26000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGT0
93000.00000000
PA
USD
91782.97000000
0.009497773871
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.09300000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
500000.00000000
PA
USD
354359.10000000
0.036669358172
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
08579JBH4
671118.26000000
PA
USD
671601.47000000
0.069497847954
Long
LON
CORP
US
N
2
2029-07-01
Floating
7.18219000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3C3
2555000.00000000
PA
USD
2213389.19000000
0.229043252972
Long
DBT
CORP
US
N
2
2028-08-19
Fixed
1.98500000
N
N
N
N
N
N
Last Mile Logistics Pan Euro F
635400NOPX1IKIAX7N90
Last Mile Logistics Pan Euro Finance DAC
000000000
2338772.69000000
PA
2486813.70000000
0.257337436162
Long
ABS-MBS
CORP
IE
N
2
2033-08-17
Floating
4.66500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9N25
6520.03000000
PA
USD
6303.89000000
0.000652331491
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043AF8
975000.00000000
PA
USD
1017926.63000000
0.105335847701
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-GC36
17324TAE9
3250000.00000000
PA
USD
3106803.70000000
0.321494488637
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.61600000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971MT44
1465000.00000000
PA
USD
1481527.25000000
0.153309604221
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
5.26700000
N
N
N
N
N
N
ASCENDAS REIT
549300ILIBAEMQZK3L20
CapitaLand Ascendas REIT
000000000
375000.00000000
PA
350978.56000000
0.036319537236
Long
DBT
CORP
SG
N
2
2028-06-23
Fixed
0.75000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCVI LLC
92873FAA5
425137.70000000
PA
USD
416798.33000000
0.043130618766
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
5.11570000
N
N
N
N
N
N
Froneri US Inc
N/A
Froneri US Inc
000000000
41279.41000000
PA
USD
41348.14000000
0.004278738024
Long
LON
CORP
US
N
2
2027-01-29
Floating
7.68016000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBD5
490000.00000000
PA
USD
476809.65000000
0.049340637325
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
Frontier Communications Corporation
N/A
Frontier Communications Holdings LLC
35906EAQ3
46166.63000000
PA
USD
46123.46000000
0.004772891891
Long
LON
CORP
US
N
2
2027-10-08
Floating
9.19464000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CW5
410000.00000000
PA
USD
387485.13000000
0.040097265792
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.30000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DF3
1240000.00000000
PA
USD
1216286.84000000
0.125862318131
Long
DBT
CORP
GB
N
2
2028-06-09
Fixed
4.75500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
486000.00000000
PA
USD
451980.00000000
0.046771245629
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900B0583OW8RQ8N33
Madison Park Funding XXV Ltd
55820RAJ1
1787060.85000000
PA
USD
1787866.81000000
0.185009862654
Long
ABS-CBDO
CORP
KY
N
2
2029-04-25
Floating
6.55628000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919XAE1
62673.75400000
PA
USD
56375.67000000
0.005833798639
Long
LON
CORP
US
N
2
2027-03-09
Floating
9.65516000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERSO
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FD84
590000.00000000
PA
USD
519806.58000000
0.053789993435
Long
DBT
MUN
US
N
2
2029-03-15
Fixed
1.95200000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEZ8
1200000.00000000
PA
USD
1112417.96000000
0.115113884794
Long
DBT
CORP
US
N
2
2029-03-21
Fixed
3.30000000
N
N
N
N
N
N
SFAVE Commercial Mortgage Secu
549300FIGODFFTOAAU64
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
78413MAE8
45000.00000000
PA
USD
33168.03000000
0.003432253812
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
4.14400000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCC2
400000.00000000
PA
USD
400397.72000000
0.041433470754
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KCK5
456.05000000
PA
USD
455.39000000
0.000047124115
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.00000000
N
N
N
N
N
N
Star Parent Inc
254900GRGCJYRMDRWT73
STAR PARENT INC
87169DAB1
47649.70000000
PA
USD
47414.55000000
0.004906494898
Long
LON
CORP
US
N
2
2030-09-27
Floating
9.30942000
N
N
N
N
N
N
Coherent Corp (f/k/a II-VI Incorporated)
549300O5C25A0MMHHU33
Coherent Corp
45173JAQ7
31029.96000000
PA
USD
31130.81000000
0.003221440685
Long
LON
CORP
US
N
2
2029-07-02
Floating
8.19464000
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2019-1
92257CAA8
1459771.08000000
PA
USD
1358140.36000000
0.140541431869
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
3.76000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389NRU1
1659.00000000
PA
USD
1711.30000000
0.000177086668
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
7.00000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAN6
1435000.00000000
PA
USD
1271144.09000000
0.131538989476
Long
DBT
CORP
N/A
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68621XAE3
200000.00000000
PA
USD
200959.00000000
0.020795395261
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.43318000
N
N
N
N
N
N
Trugreen Limited Partnership
549300QNRP2MNHR3QM19
TruGreen LP
89787RAH5
184763.08000000
PA
USD
180202.20000000
0.018647465284
Long
LON
CORP
US
N
2
2027-11-02
Floating
9.43016000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BU5
1030000.00000000
PA
USD
1017989.02000000
0.105342303867
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.30000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAF8
95000.00000000
PA
USD
86301.29000000
0.008930525316
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
SANDALWOOD 2013 LLC
N/A
Sandalwood 2013 LLC
79977TAB5
479245.69550000
PA
USD
470052.04000000
0.048641354531
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
2.89700000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAK8
96725.43150000
PA
USD
87709.17000000
0.009076213845
Long
LON
CORP
US
N
2
2027-04-15
Floating
7.93981000
N
N
N
N
N
N
FannieMae Whole Loan
B1V7KEBTPIMZEU4LTD58
Fannie Mae Trust 2003-W6
31393BW43
5499359.56000000
PA
USD
102161.60000000
0.010571762660
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
0.55000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UXH0
19876.58000000
PA
USD
17201.46000000
0.001780020600
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
3.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBH7
1570000.00000000
PA
USD
1434179.08000000
0.148409978377
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
3.46200000
N
N
N
N
N
N
Naked Juice LLC
549300Y5TU1XQ1KVLJ64
Naked Juice LLC
62984CAD5
187040.66000000
PA
USD
175414.21000000
0.018152000315
Long
LON
CORP
US
N
2
2029-01-24
Floating
8.65942000
N
N
N
N
N
N
Merrill Lynch First Franklin M
N/A
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3
59024VAG4
138081.21000000
PA
USD
132918.85000000
0.013754547064
Long
ABS-O
CORP
US
N
2
2037-06-25
Floating
5.80389000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2004-AA3
32051D6B3
24369.03000000
PA
USD
23982.91000000
0.002481770375
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
5.81982000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
1465000.00000000
PA
USD
1355713.61000000
0.140290309872
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Student Loan Trust 2012-7
78447KAC6
397461.78000000
PA
USD
385253.54000000
0.039866339105
Long
ABS-O
CORP
US
N
2
2026-05-26
Floating
6.08487000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F020646
1725000.00000000
PA
USD
1366345.28000000
0.141390483439
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
2.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
90000.00000000
PA
USD
60740.65000000
0.006285490200
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
1145000.00000000
PA
USD
1148245.63000000
0.118821360244
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
1011778 BC Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 BC ULC
000000000
95312.25000000
PA
USD
95371.82000000
0.009869150890
Long
LON
CORP
CA
N
2
2030-09-20
Floating
7.58016000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAE7
650000.00000000
PA
USD
572261.22000000
0.059218040808
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.62500000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAF9
149000.00000000
PA
USD
148504.50000000
0.015367362375
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AJ6
1212000.00000000
PA
USD
1212112.40000000
0.125430343799
Long
DBT
CORP
US
N
2
2024-12-15
Floating
7.88088000
N
N
N
N
N
N
FRESENIUS FIN IRELAND PL
549300GFSOR556BX2290
Fresenius Finance Ireland PLC
000000000
550000.00000000
PA
483433.89000000
0.050026118887
Long
DBT
CORP
IE
N
2
2031-10-01
Fixed
0.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1Z72
170545.20000000
PA
USD
150030.64000000
0.015525288542
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Fixed
3.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
880000.00000000
PA
USD
746377.02000000
0.077235680637
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LFCY2
46080.10000000
PA
USD
38129.06000000
0.003945625095
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.76000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404R3R6
53678.60000000
PA
USD
53981.37000000
0.005586034593
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
Nortonlifelock Inc
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
66877AAC2
152612.69000000
PA
USD
152405.90000000
0.015771082313
Long
LON
CORP
US
N
2
2027-09-10
Floating
7.17680000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/GBP FORWARD
000000000
1.00000000
NC
USD
16275.10000000
0.001684160139
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1243000.00000000
GBP
1586621.14000000
USD
2024-04-12
16275.10000000
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
405000.00000000
PA
USD
345460.75000000
0.035748549921
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919XAB7
400394.74000000
PA
USD
352461.48000000
0.036472990963
Long
LON
CORP
US
N
2
2027-03-09
Floating
8.44464000
N
N
N
N
N
N
Jane Street Group LLC
5493002N1IVX6KHGYO08
JANE STREET GROUP LLC
47077DAH3
105283.89000000
PA
USD
105454.98000000
0.010912564211
Long
LON
CORP
US
N
2
2028-01-26
Floating
7.94182000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US ULTRA TREASURY BOND
000000000
170.00000000
NC
USD
112599.50000000
0.011651884756
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
19370995.10000000
USD
112599.50000000
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust 2014-3
63938JAA1
1092682.13000000
PA
USD
1092494.69000000
0.113052209156
Long
ABS-O
CORP
US
N
2
2083-03-25
Floating
6.05487000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-ATH2
12665WAC4
1669237.15000000
PA
USD
1624199.80000000
0.168073471827
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
4.54700000
N
N
N
N
N
N
Academic Loan Funding Trust
N/A
Academic Loan Funding Trust 2012-1
00400VAB3
355802.61000000
PA
USD
351558.06000000
0.036379504352
Long
ABS-MBS
USGA
US
N
2
2044-12-27
Floating
6.53487000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UEB4
3251.25000000
PA
USD
3231.23000000
0.000334370219
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.00000000
N
N
N
N
N
N
Structured Asset Mortgage Inve
N/A
Structured Asset Mortgage Investments II Trust 2005-AR8
86359LRY7
203413.09000000
PA
USD
169631.65000000
0.017553616462
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
6.53792000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q83U7
7221.27000000
PA
USD
6981.88000000
0.000722490429
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAP2
1149000.00000000
PA
USD
953177.40000000
0.098635546492
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
City Brewing Company LLC
N/A
City Brewing Co LLC
17776EAB1
105915.44000000
PA
USD
83172.22000000
0.008606726693
Long
LON
CORP
US
N
2
2028-04-05
Floating
9.07814000
N
N
N
N
N
N
Patriot Container Corp
549300V4U8NYJ3YQD526
Patriot Container Corp
40435YAB2
29776.55000000
PA
USD
28946.98000000
0.002995456240
Long
LON
CORP
US
N
2
2025-03-20
Floating
9.17680000
N
N
N
N
N
N
SLM Student Loan Trust
5493008U32QWNGB0TW72
SLM Student Loan Trust 2006-8
78443HAF0
680812.64000000
PA
USD
659479.85000000
0.068243493189
Long
ABS-O
CORP
US
N
2
2041-01-25
Floating
5.78250000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414BAF3
612924.82380000
PA
USD
611441.55000000
0.063272452150
Long
LON
CORP
US
N
2
2027-08-01
Floating
7.17559000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
2914000.00000000
PA
USD
2744240.21000000
0.283976133738
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AC6
218000.00000000
PA
USD
224540.00000000
0.023235575674
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust 2006-CH1
46629TAG5
55589.44000000
PA
USD
55517.07000000
0.005744950036
Long
ABS-O
CORP
US
N
2
2036-07-25
Floating
5.87889000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAM1
745000.00000000
PA
USD
704477.71000000
0.072899907107
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.62500000
N
N
N
N
N
N
SLM Student Loan Trust
54930067BGNOZYMNWK87
SLM Student Loan Trust 2008-7
78445FAE5
185000.00000000
PA
USD
173626.19000000
0.017966974600
Long
ABS-O
CORP
US
N
2
2083-07-26
Floating
7.47250000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
1825000.00000000
PA
USD
1495466.36000000
0.154752034279
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Penn National Gaming Inc
N/A
Penn Entertainment Inc
70757DAZ2
46767.84000000
PA
USD
46870.26000000
0.004850171342
Long
LON
CORP
US
N
2
2029-05-03
Floating
8.17680000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2007-7
411640AB1
1347290.27000000
PA
USD
1268164.83000000
0.131230693309
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
6.44389000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HZH1
29436.11000000
PA
USD
30094.58000000
0.003114210790
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
41065000.00000000
NS
USD
41065000.00000000
4.249438474623
Long
STIV
RF
US
N
1
N
N
N
Peraton Corp
549300EQPCK07ZW63836
Peraton Corp
71360HAB3
182750.86000000
PA
USD
182937.27000000
0.018930492477
Long
LON
CORP
US
N
2
2028-02-01
Floating
9.18016000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
000000000
415000.00000000
PA
431086.63000000
0.044609183280
Long
DBT
CORP
US
N
2
2032-05-07
Fixed
2.95000000
N
N
N
N
N
N
KFC Holding Co
549300G2LG4YUB3MM115
KFC Holding Co
72584DAF1
80914.24000000
PA
USD
80968.45000000
0.008378678842
Long
LON
CORP
US
N
2
2028-03-15
Floating
7.19115000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAY7
1333000.00000000
PA
USD
1104714.31000000
0.114316705037
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.50000000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc
05523UAK6
630000.00000000
PA
USD
623767.95000000
0.064547997710
Long
DBT
CORP
US
N
2
2024-10-07
Fixed
3.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
1035000.00000000
PA
USD
960010.48000000
0.099342638980
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
DURRAH MSN 35603
N/A
Durrah MSN 35603
266893AA4
580144.56410000
PA
USD
568493.23000000
0.058828126241
Long
DBT
CORP
KY
N
2
2025-01-22
Fixed
1.68400000
N
N
N
N
N
N
ANNINGTON FUNDING PLC
549300KK63W8VZIONZ83
Annington Funding PLC
000000000
560000.00000000
PA
556514.90000000
0.057588599239
Long
DBT
CORP
GB
N
2
2032-10-06
Fixed
2.30800000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
4790000.00000000
PA
USD
4665489.51000000
0.482788521289
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
SLM Student Loan Trust
549300JQFJDGC1WO7674
SLM Student Loan Trust 2008-6
78445CAD4
1122134.85000000
PA
USD
1114281.94000000
0.115306770909
Long
ABS-O
CORP
US
N
2
2023-07-25
Floating
6.72250000
N
N
N
N
N
N
Nationstar Home Equity Loan Tr
N/A
Nationstar Home Equity Loan Trust 2007-B
63860LAA8
452842.31000000
PA
USD
450450.08000000
0.046612928305
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.66389000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
421000.00000000
PA
USD
381151.71000000
0.039441878513
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYN8
14000.00000000
PA
USD
11652.62000000
0.001205822275
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCT1
2280000.00000000
PA
USD
2217053.78000000
0.229422467625
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
1.56100000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJL5
1845000.00000000
PA
USD
1752886.71000000
0.181390094414
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.83900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H042646
13900000.00000000
PA
USD
13359584.68000000
1.382460322517
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
4.50000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERSO
549300C8XO7EXTX2XU71
New York State Dormitory Authority
649902T29
70000.00000000
PA
USD
70617.86000000
0.007307591654
Long
DBT
MUN
US
N
2
2030-03-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022642
5975000.00000000
PA
USD
4943481.98000000
0.511555400570
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
2.50000000
N
N
N
N
N
N
PENNSYLVANIA ST ECON DEV FING
N/A
Pennsylvania Economic Development Financing Authority
70870JBL1
40000.00000000
PA
USD
37873.32000000
0.003919160919
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
3.20100000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAQ1
1250000.00000000
PA
USD
1233516.08000000
0.127645213427
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY71
618977.55000000
PA
USD
519494.02000000
0.053757649480
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
000000000
555000.00000000
PA
605779.79000000
0.062686568775
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.75000000
N
N
N
N
N
N
Arches Buyer Inc
2549009ADY4208OH2Y47
Arches Buyer Inc
03952HAD6
51675.02000000
PA
USD
50171.54000000
0.005191790391
Long
LON
CORP
US
N
2
2027-12-06
Floating
8.68016000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
2610000.00000000
PA
USD
2144481.31000000
0.221912611392
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR8 Trust
74333TAG4
1150000.00000000
PA
USD
1043736.03000000
0.108006624698
Long
ABS-O
CORP
US
N
2
2038-10-17
Fixed
2.08200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410G2R3
41200.92000000
PA
USD
42072.28000000
0.004353672600
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
215000.00000000
PA
USD
206106.02000000
0.021328012936
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-56.00000000
NC
-56318.07000000
-0.00582783814
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2024-06-06
-8036835.16000000
USD
-56318.07000000
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BV5
820000.00000000
PA
967608.27000000
0.100128864261
Long
DBT
CORP
US
N
2
2034-07-06
Fixed
5.12500000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAY2
758000.00000000
PA
USD
675872.16000000
0.069939782311
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.37500000
N
N
N
N
N
N
Banc of America Funding Corpor
549300R28UJ0IF8WGK39
Banc of America Funding 2014-R6 Trust
05969KAZ6
1700000.00000000
PA
USD
1377800.02000000
0.142575828937
Long
ABS-MBS
CORP
US
N
2
2036-07-26
Variable
5.69541000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC
000000000
150000.00000000
PA
USD
147978.75000000
0.015312957352
Long
LON
CORP
US
N
2
2031-03-31
Floating
8.78994000
N
N
N
N
N
N
OCP CLO Ltd
254900ZMV4RGFPV8TK42
OCP CLO 2020-19 Ltd
670881AM3
1750000.00000000
PA
USD
1751074.50000000
0.181202565499
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.72942000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
940000.00000000
PA
USD
865935.90000000
0.089607727505
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962GX74
1115000.00000000
PA
USD
1035621.98000000
0.107166976427
Long
DBT
CORP
US
N
2
2036-08-15
Floating
6.04860000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297NTT3
20738.11000000
PA
USD
21203.15000000
0.002194118626
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBS8
2456147.93000000
PA
USD
2035250.41000000
0.210609312011
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
THAMES WATER UTIL FIN
213800ESMPQ4RQ7G8351
Thames Water Utilities Finance PLC
000000000
490000.00000000
PA
493500.07000000
0.051067775105
Long
DBT
CORP
GB
N
2
2031-01-18
Fixed
4.37500000
N
N
N
N
N
N
Clover CLO
N/A
Clover CLO 2019-2 Ltd
00142MAE0
2100000.00000000
PA
USD
2100210.00000000
0.217331381438
Long
ABS-CBDO
CORP
KY
N
2
2033-10-25
Floating
7.18628000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
180000.00000000
PA
USD
171729.00000000
0.017770651888
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust 2018-PARK
05491YAA8
1095000.00000000
PA
USD
1015798.76000000
0.105115654041
Long
ABS-MBS
CORP
US
N
2
2038-08-10
Variable
4.09075000
N
N
N
N
N
N
Student Loan Consolidation Cen
5493008KMDJ3GC7JUA63
Student Loan Consolidation Center Student Loan Trust I
86386MAX2
450000.00000000
PA
USD
415866.15000000
0.043034156047
Long
ABS-O
CORP
US
N
2
2042-07-01
Floating
1.60700000
N
N
N
N
N
N
Artera Services LLC
549300J2G34D0WX8Z443
POWERTEAM SERVICES LLC
000000000
74906.06000000
PA
USD
75280.59000000
0.007790094619
Long
LON
CORP
US
N
2
2031-02-15
Floating
9.80942000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust 2016-2
63940FAC1
1179762.17000000
PA
USD
1197486.80000000
0.123916875216
Long
ABS-O
CORP
US
N
2
2065-06-25
Floating
6.93487000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2022-3 LLC
693589AA1
1914368.67000000
PA
USD
1891646.26000000
0.195749041705
Long
ABS-O
CORP
US
N
2
2027-06-25
Variable
5.56000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137APLC2
366904.30000000
PA
USD
35411.66000000
0.003664426408
Long
ABS-MBS
USGSE
US
N
2
2042-04-15
Floating
1.17688000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P2P2
245000.00000000
PA
USD
224560.88000000
0.023237736353
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
3.50400000
N
N
N
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
447595.61000000
PA
564493.72000000
0.058414253803
Long
ABS-MBS
CORP
IE
N
2
2031-08-17
Floating
7.32109000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7L3
270572.76000000
PA
USD
263463.69000000
0.027263429707
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.50000000
N
N
N
N
N
N
Open Text Corporation
549300HP7ONDQODZJV16
OTEXCN TL B 1L USD
68371YAJ2
73087.14000000
PA
USD
73247.20000000
0.007579677823
Long
LON
CORP
CA
N
2
2025-05-30
Floating
7.17734000
N
N
N
N
N
N
SLM Student Loan Trust
549300OORAXMFXOHG132
SLM Student Loan Trust 2008-3
78444GAD6
185000.00000000
PA
USD
176502.10000000
0.018264576028
Long
ABS-O
CORP
US
N
2
2083-04-26
Floating
6.82250000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2004-NC7
61744CFQ4
105497.60000000
PA
USD
105509.16000000
0.010918170800
Long
ABS-O
CORP
US
N
2
2034-07-25
Floating
6.37389000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2007-AR11
45669FAA1
461469.20000000
PA
USD
399372.48000000
0.041327378113
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Variable
3.11208300
N
N
N
N
N
N
Regatta XII Funding Ltd.
2549001ZYXDVCT6R4I31
Regatta XII Funding Ltd
75888HAN1
2100000.00000000
PA
USD
2101358.70000000
0.217450249817
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
7.17560000
N
N
N
N
N
N
William Morris Endeavor Entertainment LLC
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment LLC
96925HAF9
61042.40000000
PA
USD
61075.06000000
0.006320095210
Long
LON
CORP
US
N
2
2025-05-18
Floating
8.19464000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579DE5
503125.77000000
PA
USD
482370.12000000
0.049916039131
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
5.57914900
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAA1
2300000.00000000
PA
USD
2171810.08000000
0.224740613990
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
000000000
161567.63000000
PA
USD
162300.34000000
0.016794966741
Long
LON
CORP
US
N
2
2028-08-24
Floating
0.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
257.00000000
NC
USD
26322.45000000
0.002723867813
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-28
27476694.46000000
USD
26322.45000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
3895000.00000000
PA
USD
3443913.62000000
0.356378888106
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AQ2
475000.00000000
PA
USD
445641.03000000
0.046115284031
Long
DBT
CORP
GB
N
2
2028-11-07
Fixed
3.57400000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2005-9
362341GN3
1727087.36000000
PA
USD
1710052.75000000
0.176957602568
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
6.19389000
N
N
N
N
N
N
H-Food Holdings LLC
549300JY2LK0EQ95YT44
H-Food Holdings LLC
40422KAB7
38795.32000000
PA
USD
28393.52000000
0.002938183765
Long
LON
CORP
US
N
2
2025-05-23
Floating
9.29227000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJZ5
79331000.00000000
PA
USD
78048035.27000000
8.076472030807
Long
DBT
UST
US
N
1
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAY9
1100000.00000000
PA
USD
1091866.82000000
0.112987236675
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.50000000
N
N
N
N
N
N
Jazz Financing Lux Sarl
635400WUEO2NSG5OIU34
JAZZ FINANCING LUX SARL
000000000
322515.29000000
PA
USD
324531.01000000
0.033582723976
Long
LON
CORP
LU
N
2
2028-05-05
Floating
8.44464000
N
N
N
N
N
N
Intelsat SA/Luxembourg
N/A
Intelsat SA/Luxembourg
000000000
15282.00000000
NS
USD
410703.75000000
0.042499946838
Long
EC
CORP
US
N
3
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
165000.00000000
PA
USD
159564.90000000
0.016511901260
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
Spin Holdco Inc
549300QAS44U2GUXGK45
Spin Holdco Inc
84850XAK8
226488.39000000
PA
USD
210334.11000000
0.021765539012
Long
LON
CORP
US
N
2
2028-03-04
Floating
9.58537000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
3093750.00000000
PA
USD
3050709.75000000
0.315689842604
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
SLM Student Loan Trust
549300SRMXHPGI3BJ386
SLM Student Loan Trust 2008-5
78444YAE5
2235000.00000000
PA
USD
2224454.38000000
0.230188287529
Long
ABS-O
CORP
US
N
2
2073-07-25
Floating
7.47250000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
000000000
500000.00000000
PA
474781.50000000
0.049130762769
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397W5J0
407521.25000000
PA
USD
26224.98000000
0.002713781541
Long
ABS-MBS
USGSE
US
N
2
2038-06-15
Floating
0.76688000
N
N
N
N
N
N
MH Sub I LLC
2549005VFKP807SR8N49
MH SUB I LLC
45567YAN5
36920.03000000
PA
USD
36743.74000000
0.003802271093
Long
LON
CORP
US
N
2
2028-05-03
Floating
9.58016000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DT2BKPLXAJ4C66
Wells Fargo Commercial Mortgage Trust 2015-C26
94989CBA8
27082733.60000000
PA
USD
156386.54000000
0.016183002069
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.15336200
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8H7
20000.00000000
PA
USD
19535.69000000
0.002021568555
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
Residential Asset Mortgage Pro
N/A
RAMP Series 2003-SL1 Trust
760985E72
15200.58000000
PA
USD
12361.41000000
0.001279168422
Long
ABS-MBS
CORP
US
N
2
2031-04-25
Fixed
8.00000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
100000.00000000
PA
99771.05000000
0.010324386668
Long
DBT
CORP
ES
N
2
2025-05-01
Fixed
3.20000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAK0
911000.00000000
PA
USD
842540.45000000
0.087186747952
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAR9
1295000.00000000
PA
USD
1274766.91000000
0.131913881737
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.60000000
N
N
N
N
N
N
PUBLIC SERVICE CO OF NEW
OFZN1UT56PNG1CGSR346
Public Service Co of New Mexico
744542AC5
1405000.00000000
PA
USD
1373541.91000000
0.142135196368
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.85000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
395000.00000000
PA
USD
354197.70000000
0.036652656374
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAJ3
1255000.00000000
PA
USD
1227609.00000000
0.127033944146
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAX8
160041.47000000
PA
USD
157183.13000000
0.016265433828
Long
LON
CORP
US
N
2
2026-12-23
Floating
8.69182000
N
N
N
N
N
N
Naked Juice LLC
549300Y5TU1XQ1KVLJ64
Naked Juice LLC
62984CAB9
57816.57000000
PA
USD
47391.38000000
0.004904097249
Long
LON
CORP
US
N
2
2030-01-24
Floating
11.40191000
N
N
N
N
N
N
Boost Newco Borrower LLC
254900S8RE1OL7TTCU64
GTCR W MERGER SUB
92943EAB2
145743.37000000
PA
USD
146442.21000000
0.015153954985
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.30942000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc
78466DBF0
362941.02000000
PA
USD
363391.07000000
0.037603993527
Long
LON
CORP
US
N
2
2025-04-16
Floating
7.19464000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
125000.00000000
PA
USD
79857.98000000
0.008263766533
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-182.99000000
-0.00001893594
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-208744.32000000
USD
193000.00000000
EUR
2024-04-12
-182.99000000
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
000000000
556428.70000000
PA
USD
557124.24000000
0.057651654221
Long
LON
CORP
US
N
2
2027-08-16
Floating
7.02440000
N
N
N
N
N
N
Allegro CLO Ltd
635400AREEXNEGDZE419
Allegro CLO VI Ltd
01749BAB5
1750000.00000000
PA
USD
1749300.00000000
0.181018938844
Long
ABS-CBDO
CORP
KY
N
2
2031-01-17
Floating
7.07814000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3
040104PC9
3985716.74000000
PA
USD
3838884.93000000
0.397250829689
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
6.10389000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
865000.00000000
PA
USD
861592.23000000
0.089158241120
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
SLC Student Loan Trust
25490083RPF52FIUZ551
SLC Student Loan Trust 2004-1
784423AH8
73166.26000000
PA
USD
62370.45000000
0.006454143185
Long
ABS-O
CORP
US
N
2
2031-08-15
Floating
5.91149000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397LXH7
431780.30000000
PA
USD
29698.84000000
0.003073259304
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
0.61513000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
153000.00000000
PA
USD
151769.10000000
0.015705185749
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBC2
445000.00000000
PA
USD
370340.67000000
0.038323143597
Long
DBT
CORP
CA
N
2
2031-10-12
Fixed
2.50000000
N
N
N
N
N
N
Proofpoint Inc
529900C5FODDK0WSR085
Proofpoint Inc
74345HAB7
22130.21000000
PA
USD
22166.39000000
0.002293795458
Long
LON
CORP
US
N
2
2028-08-31
Floating
8.69464000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
2325000.00000000
PA
USD
1796104.56000000
0.185862311499
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Last Mile Securities
635400UJZKP57EXKMQ33
Last Mile Securities PE 2021 DAC
000000000
2172552.74000000
PA
2322824.24000000
0.240367677955
Long
ABS-MBS
CORP
IE
N
2
2031-08-17
Floating
4.81500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MEX22
14199.08000000
PA
USD
13348.07000000
0.001381268774
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4X9
448614.96000000
PA
USD
433778.59000000
0.044887749417
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BV0
250000.00000000
PA
221004.45000000
0.022869714182
Long
DBT
CORP
US
N
2
2036-05-09
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396WVQ6
26183.64000000
PA
USD
26058.32000000
0.002696535433
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
5.90487000
N
N
N
N
N
N
SLM Student Loan Trust
549300EQOYJZL2D96G46
SLM Student Loan Trust 2008-4
78445AAE6
185000.00000000
PA
USD
186497.83000000
0.019298942024
Long
ABS-O
CORP
US
N
2
2073-04-25
Floating
7.47250000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAF4
2250000.00000000
PA
USD
2099879.84000000
0.217297216222
Long
DBT
CORP
GB
N
2
2028-02-16
Fixed
2.97200000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AN1
950000.00000000
PA
USD
889896.27000000
0.092087165424
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-GC37
17290XAT7
1000000.00000000
PA
USD
953049.16000000
0.098622276116
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Fixed
3.31400000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
1468.00000000
NC
USD
-230540.13000000
-0.02385647384
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-28
300413604.10000000
USD
-230540.13000000
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
30000.00000000
PA
USD
28336.42000000
0.002932275012
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
CCI Buyer Inc
254900TMV7DAFRQALU04
CCI Buyer Inc
12510EAC1
60450.95000000
PA
USD
60175.60000000
0.006227018382
Long
LON
CORP
US
N
2
2027-12-17
Floating
9.30191000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307G2S6
761075.63000000
PA
USD
757566.54000000
0.078393580960
Long
ABS-O
CORP
US
N
2
2036-01-25
Floating
6.22389000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAA1
1000000.00000000
PA
USD
991452.37000000
0.102596270469
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.12500000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
825000.00000000
PA
706235.56000000
0.073081810807
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
3.87500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
555000.00000000
PA
USD
467516.08000000
0.048378931397
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
DIGITAL DUTCH FINCO BV
549300ONZ5IS6B6IMJ70
Digital Dutch Finco BV
000000000
1185000.00000000
PA
1064327.37000000
0.110137432744
Long
DBT
CORP
NL
N
2
2031-02-01
Fixed
1.25000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAY0
355000.00000000
PA
USD
335274.57000000
0.034694476009
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
MASTR Seasoned Securitization
N/A
MASTR Seasoned Securitization Trust 2005-1
55265WCK7
7763.11000000
PA
USD
7311.95000000
0.000756646332
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Variable
6.27327600
N
N
N
N
N
N
Apidos CLO Ltd
254900C9NN5XS59HZV73
Apidos Clo Xxv
03762YAR8
2625000.00000000
PA
USD
2627430.75000000
0.271888599012
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
6.45755000
N
N
N
N
N
N
DOC DR LLC
N/A
DOC DR LLC
71951QAA0
590000.00000000
PA
USD
577801.29000000
0.059791331606
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.30000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAQ8
435000.00000000
PA
USD
398214.26000000
0.041207524597
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.67300000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust
92922F4P0
323030.12000000
PA
USD
312381.76000000
0.032325510038
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
7.00389000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
275000.00000000
PA
USD
236770.23000000
0.024501169487
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
495000.00000000
PA
USD
505062.42000000
0.052264256170
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.83600000
N
N
N
N
N
N
WI TREAS. NT/BD
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CKH3
9160000.00000000
PA
USD
9139243.44000000
0.945736094067
Long
DBT
UST
US
N
1
2026-03-31
Fixed
4.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJR2
485000.00000000
PA
USD
490136.64000000
0.050719724725
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.67800000
N
N
N
N
N
N
First Brands Group LLC(f/k/a TRICO GROUP LLC)
N/A
First Brands Group LLC
31935HAD9
37224.62000000
PA
USD
37326.99000000
0.003862626261
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.57427000
N
N
N
N
N
N
Structured Asset Mortgage Inve
N/A
Structured Asset Mortgage Investments II Trust 2005-AR1
86359LGS2
250864.65000000
PA
USD
235641.56000000
0.024384373828
Long
ABS-MBS
CORP
US
N
2
2035-04-19
Floating
5.92080000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971X6S2
718000.00000000
PA
USD
730666.89000000
0.075609984037
Long
DBT
MUN
US
N
2
2036-02-01
Fixed
5.15000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
1135000.00000000
PA
USD
927023.58000000
0.095929128643
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449W7M3
1190000.00000000
PA
USD
1080968.28000000
0.111859447190
Long
DBT
CORP
US
N
2
2026-07-12
Fixed
1.30000000
N
N
N
N
N
N
NEW YORK ST URBAN DEV CORP SAL
54930039Y2EMGXN6LM88
New York State Urban Development Corp
64985TDG3
1630000.00000000
PA
USD
1409160.07000000
0.145820991558
Long
DBT
MUN
US
N
2
2030-03-15
Fixed
2.01000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
1055000.00000000
PA
USD
1034674.16000000
0.107068895268
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ML2
115000.00000000
PA
USD
99776.04000000
0.010324903037
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.66600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385HUQ3
343.25000000
PA
USD
349.14000000
0.000036129281
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKE0
47990000.00000000
PA
USD
47778169.26000000
4.944122505796
Long
DBT
UST
US
N
1
2027-03-15
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CP7
700000.00000000
PA
USD
717792.72000000
0.074277754807
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.65000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding XII CLO Ltd
15033TAN5
2000000.00000000
PA
USD
2001100.00000000
0.207075400744
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
6.71628000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BN6
560000.00000000
PA
USD
560700.00000000
0.058021676676
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAN0
2016219.01000000
PA
USD
1668157.59000000
0.172622258484
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAA0
975000.00000000
PA
USD
775971.03000000
0.080298092051
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
TDC NET AS
549300SH2G3R15Y3FX20
TDC Net A/S
000000000
200000.00000000
PA
233286.83000000
0.024140704517
Long
DBT
CORP
DK
N
2
2031-06-01
Fixed
6.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
1160000.00000000
PA
USD
1129315.73000000
0.116862479314
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAA7
781285.26000000
PA
USD
780349.46000000
0.080751175428
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
6.32039000
N
N
N
N
N
N
Buzz Merger Sub Ltd
254900OZZ8FOKG7P0L30
BUZZ FINCO LLC
000000000
54464.79000000
PA
USD
54652.15000000
0.005655447435
Long
LON
CORP
US
N
2
2027-01-29
Floating
8.17626000
N
N
N
N
N
N
DIGITAL INTREPID HOLDING
5493003H2CB2KXPP7461
Digital Intrepid Holding BV
000000000
245000.00000000
PA
207486.09000000
0.021470823664
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
0.62500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE
46646GAA5
2280000.00000000
PA
USD
2134427.02000000
0.220872185561
Long
ABS-MBS
CORP
US
N
2
2038-09-06
Variable
2.85410000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
000000000
510000.00000000
PA
451004.95000000
0.046670346688
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1Q80
2747.55000000
PA
USD
2589.85000000
0.000267999713
Long
ABS-MBS
USGSE
US
N
2
2047-06-25
Fixed
3.50000000
N
N
N
N
N
N
Residential Asset Mortgage Pro
N/A
RAMP Series 2004-SL1 Trust
760985W80
5707.28000000
PA
USD
4834.73000000
0.000500301660
Long
ABS-MBS
CORP
US
N
2
2031-11-25
Fixed
7.00000000
N
N
N
N
N
N
Indymac Manufactured Housing C
N/A
Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1
22540ABC1
16441.02000000
PA
USD
16295.43000000
0.001686263903
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
6.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XH5G8
3127259.03000000
PA
USD
2705962.04000000
0.280015078622
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYZ1
5014.91000000
PA
USD
4895.40000000
0.000506579839
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
765000.00000000
PA
USD
614196.05000000
0.063557489975
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.92800000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAD8
1625000.00000000
PA
USD
1440014.00000000
0.149013780484
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.60000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR8
45660N2J3
18680.33000000
PA
USD
16497.10000000
0.001707132873
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
6.24389000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
1730000.00000000
PA
USD
1592284.25000000
0.164770825629
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.58900000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797HF7
15000000.00000000
PA
USD
14978191.65000000
1.549955043901
Long
DBT
UST
US
N
1
2024-04-11
None
0.00000000
N
N
N
N
N
N
Indymac Manufactured Housing C
N/A
Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1
22540ABD9
4376.75000000
PA
USD
4338.83000000
0.000448985538
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
6.75000000
N
N
N
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
415000.00000000
PA
390944.69000000
0.040455263780
Long
DBT
CORP
LU
N
2
2029-03-12
Fixed
1.75000000
N
N
N
N
N
N
ANNINGTON FUNDING PLC
549300KK63W8VZIONZ83
Annington Funding PLC
000000000
200000.00000000
PA
226866.01000000
0.023476273017
Long
DBT
CORP
GB
N
2
2029-07-12
Fixed
3.18400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKG5
206285000.00000000
PA
USD
205464951.11000000
21.26167462397
Long
DBT
UST
US
N
1
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
CHEVY CHASE MORTGAGE FUNDING C
549300QD5ZVFK417DY24
Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2005-2
16678RDK0
32513.56000000
PA
USD
29097.09000000
0.003010989741
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.62330000
N
N
N
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd
03881EAA5
1350038.27000000
PA
USD
1347140.28000000
0.139403134945
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
6.53981000
N
N
N
N
N
N
Pre Paid Legal Services Inc
549300DKH5WJ2J8QU878
Pre-Paid Legal Services Inc
74006LAS1
62226.97900000
PA
USD
62010.12000000
0.006416855953
Long
LON
CORP
US
N
2
2028-12-15
Floating
9.19070000
N
N
N
N
N
N
EAST OHIO GAS CO/THE
BC95Y6MXLT75BGO7UM71
East Ohio Gas Co/The
27409LAC7
1020000.00000000
PA
USD
840403.04000000
0.086965567085
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.00000000
N
N
N
N
N
N
EagleView Technology Corportion
549300HLIL8HO4PPLG50
EagleView Technology Corp
27004GAJ2
163092.33000000
PA
USD
158796.48000000
0.016432384554
Long
LON
CORP
US
N
2
2025-08-14
Floating
9.11075000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CD7
205000.00000000
PA
USD
213963.63000000
0.022141124594
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.75000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAM4
2100000.00000000
PA
USD
2111355.86000000
0.218484763791
Long
ABS-O
CORP
US
N
2
2049-03-25
Fixed
5.90000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC
57776DAB9
281809.87000000
PA
USD
282866.66000000
0.029271264293
Long
LON
CORP
US
N
2
2027-01-29
Floating
9.44464000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-278.50000000
-0.00002881939
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-252948.82000000
USD
200000.00000000
GBP
2024-04-12
-278.50000000
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAJ4
540000.00000000
PA
USD
539890.20000000
0.055868262217
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
495000.00000000
PA
USD
426785.66000000
0.044164115524
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57200000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AL4
750000.00000000
PA
USD
744125.41000000
0.077002682264
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.95000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2020-4 LLC
69359XAA7
1953704.43000000
PA
USD
1951248.04000000
0.201916680742
Long
ABS-MBS
CORP
US
N
2
2025-10-25
Variable
5.61000000
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
Bacardi Ltd
067316AE9
1045000.00000000
PA
USD
1030817.93000000
0.106669849557
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
4.45000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAF4
163000.00000000
PA
USD
135763.92000000
0.014048957143
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.55000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust
64033MAB4
1115082.54000000
PA
USD
1112033.57000000
0.115074107815
Long
ABS-O
CORP
US
N
2
2048-11-25
Floating
6.38487000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H052645
5100000.00000000
PA
USD
5096400.98000000
0.527379578875
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
5.50000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
1805000.00000000
PA
USD
1500238.08000000
0.155245815615
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AJ6
80000.00000000
PA
USD
84361.07000000
0.008729749826
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
7.05000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F032641
4500000.00000000
PA
USD
4029873.75000000
0.417014502888
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
3.50000000
N
N
N
N
N
N
Grifols Worldwide Operations USA Inc
N/A
Grifols Worldwide Operations USA Inc
39843PAG8
348181.82000000
PA
USD
337887.82000000
0.034964897173
Long
LON
CORP
US
N
2
2027-11-15
Floating
7.45942000
N
N
N
N
N
N
GLOBAL SWITCH FINANCE
635400GVJAKOJNEUMF33
Global Switch Finance BV
000000000
925000.00000000
PA
925923.15000000
0.095815255281
Long
DBT
CORP
NL
N
2
2030-10-07
Fixed
1.37500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AP4
180000.00000000
PA
USD
165004.20000000
0.017074764299
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U3S9
350154.04000000
PA
USD
303028.02000000
0.031357577671
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.00000000
N
N
N
N
N
N
HOMER CITY HOLDINGS LLC (PLACEHOLDER)
N/A
HOMER CITY HOLDINGS LLC (PLACEHOLDER)
000000000
8014.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-199.12000000
-0.00002060509
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-206000.00000000
EUR
222410.38000000
USD
2024-04-12
-199.12000000
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AE3
1530000.00000000
PA
USD
1428196.86000000
0.147790933549
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.65000000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
ENTEGRIS INC
29362LAM6
16999.46000000
PA
USD
17043.06000000
0.001763629243
Long
LON
CORP
US
N
2
2029-07-06
Floating
7.05942000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BV0
589000.00000000
PA
USD
586500.79000000
0.060691562703
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
Magnite Inc
54930018FR2YX1HHSB02
MAGNIT 01/30/31
000000000
30153.77000000
PA
USD
30241.82000000
0.003129447301
Long
LON
CORP
US
N
2
2031-02-06
Floating
9.73594000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797HS9
40000000.00000000
PA
USD
39637816.00000000
4.101752352622
Long
DBT
UST
US
N
1
2024-05-30
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGGT5
169216.66000000
PA
USD
165715.25000000
0.017148344312
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
990000.00000000
PA
USD
837368.30000000
0.086651529805
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
New Century Home Equity Loan T
N/A
New Century Home Equity Loan Trust 2005-1
64352VKA8
685269.25000000
PA
USD
691953.23000000
0.071603864074
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
6.11889000
N
N
N
N
N
N
JBS USA LUX SA/FOOD/LUX
N/A
JBS USA LUX SA / JBS USA Food Co / JBS Luxembourg SARL
47214BAA6
2030000.00000000
PA
USD
2134961.74000000
0.220927518806
Long
DBT
CORP
N/A
N
2
2034-03-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ5E6
129342.04000000
PA
USD
128493.76000000
0.013296635273
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
5.00000000
N
N
N
N
N
N
HOUSTON GALLERIA MALL TRUST
N/A
Houston Galleria Mall Trust 2015-HGLR
44217NAC0
3000000.00000000
PA
USD
2907584.40000000
0.300879118898
Long
ABS-MBS
CORP
US
N
2
2037-03-05
Fixed
3.08656300
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300NPF57YF6WBDP72
Neuberger Berman CLO XX Ltd
64130TBA2
1915000.00000000
PA
USD
1916652.65000000
0.198336722595
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.73560000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND
000000000
-97.00000000
NC
USD
-124524.44000000
-0.01288588691
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
-12388475.56000000
USD
-124524.44000000
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BM6
105000.00000000
PA
USD
101735.97000000
0.010527718133
Long
DBT
CORP
US
N
2
2034-01-24
Fixed
5.06800000
N
N
N
N
N
N
SLM Student Loan Trust
549300MHMWVKFEDI8G73
SLM Student Loan Trust 2008-2
784442AD7
185000.00000000
PA
USD
177742.08000000
0.018392890132
Long
ABS-O
CORP
US
N
2
2083-01-25
Floating
6.82250000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P3T3
280000.00000000
PA
USD
268045.62000000
0.027737571425
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
4.06200000
N
N
N
N
N
N
Genesee & Wyoming Inc
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc
55316HAB1
26234.10000000
PA
USD
26280.80000000
0.002719557839
Long
LON
CORP
US
N
2
2026-12-30
Floating
7.40191000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFPH5
31925.00000000
PA
USD
30744.09000000
0.003181422596
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust 2003-6
576433GH3
21940.39000000
PA
USD
20980.36000000
0.002171064142
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Variable
4.37424200
N
N
N
N
N
N
Structured Receivables Finance
N/A
Structured Receivables Finance 2010-A LLC
86365FAC8
388714.20000000
PA
USD
388714.20000000
0.040224450922
Long
ABS-O
CORP
US
N
2
2046-01-16
Fixed
7.61400000
N
N
N
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
ModivCare Inc
743815AE2
95000.00000000
PA
USD
92603.82000000
0.009582716074
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R08
20755CAA6
3785474.68000000
PA
USD
3803717.94000000
0.393611721925
Long
ABS-MBS
CORP
US
N
2
2043-10-25
Floating
6.82039000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AP6
605000.00000000
PA
USD
536980.32000000
0.055567145547
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAE0
1428000.00000000
PA
USD
1425025.48000000
0.147462756654
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
5.15200000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-6 LLC
69360FAA3
1490079.63000000
PA
USD
1450486.28000000
0.150097460249
Long
ABS-O
CORP
US
N
2
2026-07-25
Variable
1.79300000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
20000.00000000
PA
USD
18196.00000000
0.001882936380
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QYC9
561.11000000
PA
USD
574.15000000
0.000059413493
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
7.00000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAA1
375000.00000000
PA
USD
334045.49000000
0.034567289844
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.20200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHK9
8868546.47000000
PA
USD
8450927.95000000
0.874508666187
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
LOS ANGELES CA DEPT WTR & PWR
549300S8NXV6YU61GG95
Los Angeles Department of Water & Power
544495VX9
50000.00000000
PA
USD
51186.00000000
0.005296767509
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.51600000
N
N
N
N
N
N
EVERBANK FINANCIAL CORP
549300ZSQX8IP0RAE826
EverBank Financial Corp
29977GAA0
1150000.00000000
PA
USD
1079974.84000000
0.111756645238
Long
DBT
CORP
US
N
2
2025-07-02
Fixed
5.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2U6
1875000.00000000
PA
USD
1626460.31000000
0.168307391178
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
3.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKD2
95063000.00000000
PA
USD
95226389.53000000
9.854101630787
Long
DBT
UST
US
N
1
2029-02-28
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5SG9
851248.36000000
PA
USD
776756.75000000
0.080379398974
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKK4
690000.00000000
PA
USD
587003.07000000
0.060743539032
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97200000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAH0
1650000.00000000
PA
USD
1555512.82000000
0.160965689153
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-55HY Mortgage Trust
44421MAA8
765000.00000000
PA
USD
671424.66000000
0.069479551516
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2003-2 Trust
05946XCR2
3345.71000000
PA
USD
3302.94000000
0.000341790827
Long
ABS-MBS
CORP
US
N
2
2032-06-25
Fixed
6.50000000
N
N
N
N
N
N
BXSC Commercial Mortgage Trust
N/A
BXSC Commercial Mortgage Trust 2022-WSS
05610BAL0
1550000.00000000
PA
USD
1541824.53000000
0.159549214145
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
8.51400000
N
N
N
N
N
N
Charter Communications Operating LLC
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBX6
95989.93360000
PA
USD
96075.36000000
0.009941953762
Long
LON
CORP
US
N
2
2027-02-01
Floating
7.07626000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-SCHATZ
000000000
3.00000000
NC
547.17000000
0.000056621581
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUONI POLIENNALI DEL TES
Italy Buoni Poliennali Del Tesoro
2024-06-06
344627.70000000
USD
547.17000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407YQ28
2542.81000000
PA
USD
2535.48000000
0.000262373463
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Floating
5.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMVY7
2246307.62000000
PA
USD
1933841.22000000
0.200115409328
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS 2007-CB5 Trust
12464YAA7
93153.96000000
PA
USD
57099.83000000
0.005908735285
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
3.39145000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAC5
484000.00000000
PA
USD
522127.42000000
0.054030155782
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCK0
755000.00000000
PA
USD
746356.74000000
0.077233582046
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.96900000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAT0
1036000.00000000
PA
USD
1023594.83000000
0.105922397492
Long
DBT
CORP
GB
N
2
2026-08-11
Fixed
4.71600000
N
N
N
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
455000.00000000
PA
410095.74000000
0.042437029485
Long
DBT
CORP
LU
N
2
2030-04-20
Fixed
1.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022648
3900000.00000000
PA
USD
3324140.63000000
0.343984684967
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
2.50000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust 2007-HF2
57645TAA5
79771.24000000
PA
USD
79664.44000000
0.008243738862
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
6.06389000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HXWW6
1160000.00000000
PA
USD
837349.75000000
0.086649610236
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
2.45500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
30000.00000000
PA
USD
26602.36000000
0.002752833120
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.06900000
N
N
N
N
N
N
8th Avenue Food & Provisions Inc
549300PBCACU45IZ2V05
8th Avenue Food & Provisions Inc
28253PAC3
14635.36000000
PA
USD
14413.78000000
0.001491549282
Long
LON
CORP
US
N
2
2025-10-01
Floating
9.19128000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UVX7
37305.55000000
PA
USD
33439.11000000
0.003460305383
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
3.50000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAF5
120000.00000000
PA
USD
124662.53000000
0.012900176581
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
3725000.00000000
PA
USD
3472574.26000000
0.359344713659
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.65800000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAQ2
1152000.00000000
PA
USD
1131008.21000000
0.117037618475
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
ELO SACA
969500ASEC557H5A4F22
ELO SACA
000000000
700000.00000000
PA
767353.70000000
0.079406363969
Long
DBT
CORP
FR
N
2
2029-03-22
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040644
23125000.00000000
PA
USD
21421337.31000000
2.216696820723
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
4.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
4320000.00000000
PA
USD
3863398.77000000
0.399787541118
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLT0
272213.28000000
PA
USD
258297.00000000
0.026728776565
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAJ5
1820470.89000000
PA
USD
1819039.07000000
0.188235592619
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
7.52301000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
480000.00000000
PA
USD
375600.00000000
0.038867383199
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966QJK7
250000.00000000
PA
USD
218815.02000000
0.022643150245
Long
DBT
MUN
US
N
2
2029-03-01
Fixed
1.70000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
549300IG5M07NI4QKK80
Rockford Tower CLO 2019-2 Ltd
77341GAJ9
2000000.00000000
PA
USD
2001194.00000000
0.207085127938
Long
ABS-CBDO
CORP
KY
N
2
2032-08-20
Floating
6.68070000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMUF8
13806.31000000
PA
USD
12959.80000000
0.001341090289
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
2.50000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
535000.00000000
PA
USD
489943.28000000
0.050699715680
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
METROPOLITAN EDISON CO
N/A
FirstEnergy Pennsylvania Electric Co
591894CC2
550000.00000000
PA
USD
531895.61000000
0.055040975760
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.30000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BY5
20000.00000000
PA
USD
19449.59000000
0.002012658859
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
3.25000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-1141.22000000
-0.00011809434
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-624663.95000000
USD
577000.00000000
EUR
2024-04-12
-1141.22000000
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-14
12669FT52
49080.48000000
PA
USD
43981.82000000
0.004551273300
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
5.36105300
N
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
212414.21195500
PA
USD
212414.21000000
0.021980789395
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC CO
N/A
FirstEnergy Pennsylvania Electric Co
708696CA5
500000.00000000
PA
USD
496061.59000000
0.051332843207
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXTX8
23209.30000000
PA
USD
24431.19000000
0.002528158742
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
2480000.00000000
PA
USD
2354745.62000000
0.243670927446
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81400000
N
N
N
N
N
N
Allegro CLO Ltd
635400EGZEWLZ9KRXG08
Allegro CLO VIII Ltd
01750LAA1
2241663.55000000
PA
USD
2243120.63000000
0.232119885750
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.67560000
N
N
N
N
N
N
Carestream Dental Equipment Inc
N/A
Carestream Dental Inc
14173MAF0
31664.18000000
PA
USD
27640.14000000
0.002860223410
Long
LON
CORP
US
N
2
2024-09-01
Floating
0.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-15.00000000
NC
USD
11597.55000000
0.001200123588
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
-1673550.75000000
USD
11597.55000000
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAF3
220000.00000000
PA
USD
194656.51000000
0.020143208643
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.00000000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS 2007-CB5 Trust
12464YAC3
1106910.67000000
PA
USD
621071.25000000
0.064268941074
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
3.39145000
N
N
N
N
N
N
Trans Union LLC
X8NPN6PWJOM1QCTYFV34
TRANS UNION LLC
89334GBE3
65561.78000000
PA
USD
65607.02000000
0.006789065992
Long
LON
CORP
US
N
2
2028-12-01
Floating
7.32734000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Home Equity Loan Trust Series 2005-HE2
004421MG5
1723479.07000000
PA
USD
1685836.13000000
0.174451647698
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
6.46389000
N
N
N
N
N
N
SBNA Auto Receivables Trust
N/A
SBNA Auto Receivables Trust 2024-A
78437PAC7
2450000.00000000
PA
USD
2450794.05000000
0.253610094470
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.32000000
N
N
N
N
N
N
DOC DR LLC
N/A
DOC DR LLC
71951QAB8
1223000.00000000
PA
USD
1169223.49000000
0.120992165684
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HWH4
132537.22000000
PA
USD
139210.71000000
0.014405633682
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
505000.00000000
PA
USD
451713.13000000
0.046743629711
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JET1
1.95000000
PA
USD
2.01000000
0.000000207996
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
7.00000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAC0
310000.00000000
PA
USD
239255.21000000
0.024758317171
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-11 LLC
69362QAA7
1127590.80000000
PA
USD
1107789.07000000
0.114634883619
Long
ABS-O
CORP
US
N
2
2026-11-25
Variable
2.48700000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
775000.00000000
PA
USD
562931.60000000
0.058252604398
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFWR5
537181.62000000
PA
USD
516397.08000000
0.053437175695
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
3.50000000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBZ6
154768.79000000
PA
USD
155470.67000000
0.016088227122
Long
LON
CORP
US
N
2
2028-08-24
Floating
8.59810000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
300000.00000000
PA
USD
257806.12000000
0.026677979917
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
KEDRION SPA
81560047FA58E1BEDF67
Kedrion SpA
49272YAB9
695000.00000000
PA
USD
634133.99000000
0.065620683676
Long
DBT
CORP
IT
N
2
2029-09-01
Fixed
6.50000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797GZ4
1500000.00000000
PA
USD
1498687.80000000
0.155085391422
Long
DBT
UST
US
N
1
2024-04-04
None
0.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
615000.00000000
PA
USD
501290.98000000
0.051873984595
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
Renaissance Holding Corp
549300UKKEC0Y6TXNF09
RENAISSANCE HOLDINGS COR
75972JAJ3
65743.19000000
PA
USD
65948.64000000
0.006824417098
Long
LON
CORP
US
N
2
2030-04-05
Floating
9.57680000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYL2
840000.00000000
PA
USD
840565.01000000
0.086982327868
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.82346100
N
N
N
N
N
N
MASTR Seasoned Securitization
N/A
MASTR Seasoned Securitization Trust 2004-1
55265WBD4
3947.93000000
PA
USD
3811.21000000
0.000394387006
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Variable
6.21925900
N
N
N
N
N
N
SLM Student Loan Trust
549300Y3YMECZJOAL893
SLM Student Loan Trust 2004-2
78442GLB0
96181.41000000
PA
USD
90328.62000000
0.009347276590
Long
ABS-O
CORP
US
N
2
2039-07-25
Floating
6.09250000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
290000.00000000
PA
USD
257709.83000000
0.026668015752
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.97600000
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE
549300MJAANHLHOVTO40
Sydney Airport Finance Co Pty Ltd
87124VAE9
410000.00000000
PA
USD
400195.53000000
0.041412547974
Long
DBT
CORP
AU
N
2
2025-04-30
Fixed
3.37500000
N
N
N
N
N
N
Deerfield Dakota Holding LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding LLC
24440EAB3
128522.60500000
PA
USD
128049.64000000
0.013250677386
Long
LON
CORP
US
N
2
2027-04-09
Floating
9.05942000
N
N
N
N
N
N
HSI Asset Securitization Corpo
N/A
HSI Asset Securitization Corp Trust 2005-OPT1
40430HCA4
72534.38000000
PA
USD
71204.88000000
0.007368336945
Long
ABS-O
CORP
US
N
2
2035-11-25
Floating
6.07389000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BU8
2010000.00000000
PA
USD
2202557.62000000
0.227922393595
Long
DBT
CORP
US
N
2
2034-10-20
Fixed
6.87500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAN2
1240000.00000000
PA
USD
1236040.99000000
0.127906493099
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RQN2
24747.68000000
PA
USD
25077.37000000
0.002595025956
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F050643
11425000.00000000
PA
USD
11148736.99000000
1.153680065962
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
5.00000000
N
N
N
N
N
N
AthenaHealth Group Inc
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
04686RAB9
33920.06000000
PA
USD
33684.32000000
0.003485679907
Long
LON
CORP
US
N
2
2029-02-15
Floating
8.58016000
N
N
N
N
N
N
US AIRWAYS 2012-2A PTT
N/A
US Airways 2012-2 Class A Pass Through Trust
90345WAD6
206680.89650000
PA
USD
203174.03000000
0.021024608306
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TC29
587007.20000000
PA
USD
590363.97000000
0.061091327606
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
5.00000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
330000.00000000
PA
USD
307353.49000000
0.031805180706
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H050649
11875000.00000000
PA
USD
11672833.23000000
1.207913956786
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297CWX4
45939.96000000
PA
USD
46955.10000000
0.004858950651
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.50000000
N
N
N
N
N
N
Global SC Finance SRL
N/A
Global SC Finance II SRL
37952UAE3
55610.00000000
PA
USD
55022.80000000
0.005693802588
Long
ABS-O
CORP
BB
N
2
2029-07-17
Fixed
3.09000000
N
N
N
N
N
N
Gainwell Acquisition Corp
N/A
Gainwell Acquisition Corp
59909TAC8
195949.36000000
PA
USD
187792.97000000
0.019432964129
Long
LON
CORP
US
N
2
2027-10-01
Floating
9.40942000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB
46651EAA2
740000.00000000
PA
USD
666519.74000000
0.068971986539
Long
ABS-MBS
CORP
US
N
2
2039-06-05
Fixed
3.39730000
N
N
N
N
N
N
UNIV OF MICHIGAN MI
N/A
University of Michigan
914455VG2
750000.00000000
PA
USD
697128.24000000
0.072139378176
Long
DBT
MUN
US
N
2
2033-04-01
Fixed
3.47600000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030645
8775000.00000000
PA
USD
7555544.57000000
0.781853690307
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
3.00000000
N
N
N
N
N
N
NATL GAS TRANSMISSION
FPCHGTHKVH9ZWXS7S453
National Gas Transmission PLC
000000000
455000.00000000
PA
506000.88000000
0.052361368748
Long
DBT
CORP
GB
N
2
2030-04-05
Fixed
4.25000000
N
N
N
N
N
N
Osmosis Buyer Limited
5493005QMH1D47U26R45
AI Aqua Merger Sub Inc
00132UAG9
71641.31000000
PA
USD
71850.50000000
0.007435146210
Long
LON
CORP
US
N
2
2028-07-31
Floating
9.07244000
N
N
N
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
02343UAG0
1950000.00000000
PA
USD
1881107.98000000
0.194658532208
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
3.62500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBS8
745000.00000000
PA
USD
608481.15000000
0.062966107631
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.30000000
N
N
N
N
N
N
Merrill Lynch First Franklin M
N/A
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3
59024VAH2
255170.40000000
PA
USD
246254.47000000
0.025482606096
Long
ABS-O
CORP
US
N
2
2037-06-25
Floating
5.94389000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCV9
1342000.00000000
PA
USD
1336872.06000000
0.138340571469
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393USG9
1844.41000000
PA
USD
1847.45000000
0.000191175577
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
9.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWHY2
2558089.38000000
PA
USD
2436668.77000000
0.252148399394
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
4.50000000
N
N
N
N
N
N
Voya CLO Ltd
549300JHU3YI1LLL3V27
Voya CLO 2014-4 Ltd
92914RBA9
1650000.00000000
PA
USD
1650841.50000000
0.170830375882
Long
ABS-CBDO
CORP
KY
N
2
2031-07-14
Floating
7.17560000
N
N
N
N
N
N
Acrisure LLC
549300R0Z1Q47XRTGO22
Acrisure LLC
00488PAL9
244274.83000000
PA
USD
244427.50000000
0.025293549805
Long
LON
CORP
US
N
2
2027-02-15
Floating
8.94464000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing and Securitization LLC
12489WGJ7
407728.25000000
PA
USD
384843.44000000
0.039823901635
Long
ABS-O
CORP
US
N
2
2032-12-25
Variable
3.37900000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing and Securitization LLC
12498NAD5
327653.73000000
PA
USD
251413.67000000
0.026016484167
Long
ABS-O
CORP
US
N
2
2036-12-25
Variable
3.05298000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAE6
673000.00000000
PA
USD
646327.54000000
0.066882481813
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AVV7
10893.49000000
PA
USD
10221.15000000
0.001057692635
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.00000000
N
N
N
N
N
N
Frost CMBS
635400USRLUMX8CQN243
Frost CMBS 2021-1 DAC
000000000
1327667.42000000
PA
1385999.15000000
0.143424281354
Long
ABS-MBS
CORP
IE
N
2
2033-11-20
Floating
5.08300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNS0
221389.66000000
PA
USD
210071.62000000
0.021738376341
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
4.00000000
N
N
N
N
N
N
SKYAF 2020-1 A
N/A
SKYAF 2020-1 A
000000000
1896663.41000000
PA
USD
1694031.48000000
0.175299708957
Long
ABS-MBS
CORP
US
N
3
2038-05-10
Floating
3.22900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
630000.00000000
PA
USD
532463.31000000
0.055099721802
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A3
46630UAM6
84857.18000000
PA
USD
73923.06000000
0.007649616347
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
4.43235300
N
N
N
N
N
N
Element Materials Technology Group US Holding Inc
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc
000000000
19441.56000000
PA
USD
19482.10000000
0.002016023019
Long
LON
CORP
US
N
2
2029-07-06
Floating
9.65942000
N
N
N
N
N
N
ASP Blade Holdings Inc
N/A
ASP Blade Holdings Inc
00217HAB7
49524.96000000
PA
USD
44919.14000000
0.004648267910
Long
LON
CORP
US
N
2
2028-10-13
Floating
9.56352000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
CLEAN HARBORS INC
18449EAG5
62950.74000000
PA
USD
63147.46000000
0.006534548790
Long
LON
CORP
US
N
2
2028-10-08
Floating
0.00000000
N
N
N
N
N
N
Element Materials Technology Group US Holding Inc
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc
000000000
42123.38000000
PA
USD
42211.21000000
0.004368049186
Long
LON
CORP
US
N
2
2029-07-06
Floating
9.65942000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAQ4
245000.00000000
PA
USD
259345.24000000
0.026837249264
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
1505000.00000000
PA
USD
1419553.96000000
0.146896559464
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAP6
25000.00000000
PA
USD
24892.45000000
0.002575890289
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.65000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H92N8
1831652.90000000
PA
USD
1764605.98000000
0.182602813684
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Fixed
3.90200000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
960000.00000000
PA
USD
821211.26000000
0.084979586607
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
MKT 2020-525M Mortgage Trust
N/A
MKT 2020-525M Mortgage Trust
55316PAA5
520000.00000000
PA
USD
424569.77000000
0.043934813485
Long
ABS-MBS
CORP
US
N
2
2040-02-12
Fixed
2.69400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-RPL3 Trust
12659QAC5
3584995.53000000
PA
USD
3558340.73000000
0.368219895382
Long
ABS-MBS
CORP
US
N
2
2061-03-25
Variable
3.78407600
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5P8
11821.03000000
PA
USD
11899.71000000
0.001231391343
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
5.00000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2004-IP2
45660LAP4
11066.59000000
PA
USD
9896.98000000
0.001024147268
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
4.08925800
N
N
N
N
N
N
Research Now Group LLC
549300XTHJNIVC5Q8K50
Research Now Group LLC
76100LAH5
58322.24000000
PA
USD
35193.97000000
0.003641899675
Long
LON
CORP
US
N
2
2024-12-20
Floating
11.06804000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042640
15625000.00000000
PA
USD
14883423.44000000
1.540148355048
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
4.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
000000000
230000.00000000
PA
214302.13000000
0.022176152841
Long
DBT
CORP
N/A
N
2
2026-08-15
Fixed
2.12500000
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAG8
1020000.00000000
PA
USD
1006236.14000000
0.104126106608
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
3.37500000
N
N
N
N
N
N
Octagon Credit Partners 46, LT
N/A
Octagon Investment Partners 46 Ltd
67577VAL7
2000000.00000000
PA
USD
2000500.00000000
0.207013312272
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
6.73560000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAR7
3055000.00000000
PA
USD
2929122.24000000
0.303107871509
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.00500000
N
N
N
N
N
N
RBSSP Resecuritization Trust
N/A
RBSSP Resecuritization Trust 2009-12
74928UBX4
838326.08000000
PA
USD
812857.48000000
0.084115130887
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Variable
5.59698000
N
N
N
N
N
N
SES GLOBAL AMERICAS HLDG
5299000YGN3VJ3R60481
SES GLOBAL Americas Holdings Inc
78413KAB8
750000.00000000
PA
USD
574388.03000000
0.059438124778
Long
DBT
CORP
US
N
2
2044-03-25
Fixed
5.30000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
USD/EUR FORWARD
000000000
1.00000000
NC
USD
2561.85000000
0.000265102251
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-448000.00000000
EUR
486683.48000000
USD
2024-04-12
2561.85000000
N
N
N
321 Henderson Receivables LLC
549300LO0ZO1XMWP1R84
JGWPT XXXII LLC
46618AAA2
554061.01000000
PA
USD
497122.27000000
0.051442603207
Long
ABS-O
CORP
US
N
2
2073-01-17
Fixed
3.61000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAA1
760000.00000000
PA
USD
681214.90000000
0.070492653245
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Fixed
3.22800000
N
N
N
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
100000.00000000
PA
98095.75000000
0.010151025307
Long
DBT
CORP
DE
N
2
2030-04-07
Fixed
2.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EUR FORWARD
000000000
1.00000000
NC
USD
422580.59000000
0.043728971576
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-22484000.00000000
EUR
24719434.97000000
USD
2024-04-12
422580.59000000
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
2045000.00000000
PA
USD
1900535.39000000
0.196668895863
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385QV90
822.54000000
PA
USD
841.70000000
0.000087099777
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LAW2
57036.71000000
PA
USD
58015.63000000
0.006003502989
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
UNITED AIR 2023-1 A PTT
N/A
United Airlines 2023-1 Class A Pass Through Trust
90932LAJ6
1500000.00000000
PA
USD
1522822.25000000
0.157582843276
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.80000000
N
N
N
N
N
N
JPMorgan US Government Money Market Fund
549300NQ5E5B7ZV4T516
JPMorgan US Government Money Market Fund
4812C2684
19913000.00000000
NS
USD
19913000.00000000
2.060612890421
Long
STIV
RF
US
N
1
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
300000.00000000
PA
245107.77000000
0.025363944679
Long
DBT
CORP
DE
N
2
2033-06-16
Fixed
1.00000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797JN8
50000000.00000000
PA
USD
49868500.00000000
5.160431573645
Long
DBT
UST
US
N
1
2024-04-16
None
0.00000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAX3
310000.00000000
PA
USD
299449.79000000
0.030987299618
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404CF54
6059.00000000
PA
USD
6004.13000000
0.000621312091
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Floating
5.75800000
N
N
N
N
N
N
DC Office Trust
N/A
DC Office Trust 2019-MTC
23312BAA8
765000.00000000
PA
USD
653635.24000000
0.067638688353
Long
ABS-MBS
CORP
US
N
2
2045-09-15
Fixed
2.96500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384JQR8
1591229.01000000
PA
USD
1593602.49000000
0.164907238141
Long
ABS-MBS
USGA
US
N
2
2054-02-20
Floating
6.50000000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust 2005-OPT4
83611MJL3
4500000.00000000
PA
USD
3911962.32000000
0.404812935441
Long
ABS-O
CORP
US
N
2
2035-12-25
Floating
6.13389000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LDP8
301464.74000000
PA
USD
294085.02000000
0.030432149002
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAP1
1185000.00000000
PA
USD
963406.84000000
0.099694096983
Long
DBT
CORP
N/A
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413ADY6
18661.75000000
PA
USD
18465.10000000
0.001910783060
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Floating
4.64000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735BZ9
350000.00000000
PA
USD
359505.78000000
0.037201940664
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.95000000
N
N
N
N
N
N
Setanta Aircraft Leasing DAC
N/A
Setanta Aircraft Leasing DAC
000000000
275000.00000000
PA
USD
275878.63000000
0.028548137456
Long
LON
CORP
IE
N
2
2028-11-05
Floating
7.56352000
N
N
N
N
N
N
Fidelity Government Portfolio
549300FQDFZGLUOCWN51
Fidelity Government Portfolio
316175108
121283.37000000
NS
USD
121283.37000000
0.012550498449
Long
STIV
RF
US
N
1
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAW8
1875000.00000000
PA
USD
1875847.50000000
0.194114173603
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.65942000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKQ7
2279676.44000000
PA
USD
2077940.92000000
0.215026959538
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3L3
530000.00000000
PA
USD
495562.61000000
0.051281208365
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
3.20500000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAB2
3500000.00000000
PA
USD
3280601.63000000
0.339479235028
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.64500000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-NQM5 Trust
36168KAA5
3779568.58000000
PA
USD
3031307.36000000
0.313682068038
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.26200000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
2000000.00000000
PA
USD
1599309.72000000
0.165497826786
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
SLM Student Loan Trust
549300JQFJDGC1WO7674
SLM Student Loan Trust 2008-6
78445CAE2
185000.00000000
PA
USD
175961.12000000
0.018208594992
Long
ABS-O
CORP
US
N
2
2083-07-26
Floating
7.47250000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden XXVI Senior Loan Fund
26250UAQ8
1218078.14000000
PA
USD
1217286.39000000
0.125965752351
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
6.47560000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
CWABS Asset-Backed Certificates Trust 2005-7
1266732L5
3740077.51000000
PA
USD
3661026.86000000
0.378845936820
Long
ABS-O
CORP
US
N
2
2035-11-25
Floating
6.56889000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q83V5
495994.37000000
PA
USD
479551.94000000
0.049624411650
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAK8
721000.00000000
PA
USD
663271.95000000
0.068635902677
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.25000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust 2014-1
63938EAC8
348306.07000000
PA
USD
343838.52000000
0.035580680286
Long
ABS-O
CORP
US
N
2
2031-06-25
Floating
5.94487000
N
N
N
N
N
N
TRINITY ACQUISITION PLC
549300FJZWZN6MJNGB63
Trinity Acquisition PLC
89641UAC5
1385000.00000000
PA
USD
1359165.15000000
0.140647477944
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390TVV8
1064.85000000
PA
USD
1103.26000000
0.000114166211
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384JMH4
652639.93000000
PA
USD
652773.90000000
0.067549556213
Long
ABS-MBS
USGA
US
N
2
2054-02-20
Floating
6.50000000
N
N
N
N
N
N
TENNET HOLDING BV
724500LTUWK3JQG63903
TenneT Holding BV
000000000
1565000.00000000
PA
1858476.31000000
0.192316589209
Long
DBT
CORP
NL
N
2
2034-10-28
Fixed
4.50000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAH1
925000.00000000
PA
USD
785165.09000000
0.081249500605
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TAL9
2993.84000000
PA
USD
2845.30000000
0.000294433880
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
4.00000000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971X6R4
718000.00000000
PA
USD
732080.63000000
0.075756278963
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
5.13000000
N
N
N
N
N
N
WORLDLINE SA/FRANCE
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
6100.00000000
PA
596847.69000000
0.061762268047
Long
DBT
CORP
FR
N
2
2026-07-30
None
0.00000000
N
N
N
N
N
Worldline SA/France
Worldline SA/France
EUR
XXXX
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAE2
525000.00000000
PA
USD
475880.75000000
0.049244514023
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDC4
1598155.61000000
PA
USD
1265621.24000000
0.130967480617
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
1558000.00000000
PA
USD
1386487.54000000
0.143474820335
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT 2021-FL4 Ltd
36262TAC7
2380000.00000000
PA
USD
2247560.74000000
0.232579351822
Long
ABS-CBDO
CORP
KY
N
2
2036-12-15
Floating
7.14330000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAS1
200000.00000000
PA
228059.20000000
0.023599745256
Long
DBT
CORP
US
N
2
2031-03-17
Fixed
4.87500000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
Century Plaza Towers 2019-CPT
12654YAA7
715000.00000000
PA
USD
617558.16000000
0.063905403760
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Fixed
2.86500000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAM9
915000.00000000
PA
USD
869679.85000000
0.089995154394
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AH8
815000.00000000
PA
USD
800865.80000000
0.082874222416
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2004-12
07386HNU1
873367.20000000
PA
USD
877071.67000000
0.090760065737
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
6.37389000
N
N
N
N
N
N
Mid-State Trust
N/A
Mid-State Trust XI
59549WAA1
222858.13000000
PA
USD
218427.64000000
0.022603063858
Long
ABS-O
CORP
US
N
2
2038-07-15
Fixed
4.86400000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
1710000.00000000
PA
USD
1467670.43000000
0.151875689597
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36225DCE2
8072.61000000
PA
USD
7944.39000000
0.000822091721
Long
ABS-MBS
USGA
US
N
2
2034-07-20
Floating
3.62500000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAC2
1725000.00000000
PA
USD
1751079.86000000
0.181203120156
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGX46
2958945.41000000
PA
USD
2343266.28000000
0.242483036320
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
58503UAC7
80958.46000000
PA
USD
81225.22000000
0.008405249603
Long
LON
CORP
US
N
2
2028-10-23
Floating
8.44070000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAE0
700000.00000000
PA
USD
715394.27000000
0.074029561316
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
8.62500000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BD3
860000.00000000
PA
USD
851890.47000000
0.088154295370
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.85000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCIX LLC
92872VAA1
818220.60000000
PA
USD
798111.27000000
0.082589181487
Long
ABS-O
CORP
US
N
2
2051-04-25
Variable
5.11570000
N
N
N
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
100000.00000000
PA
113641.92000000
0.011759755197
Long
DBT
CORP
DE
N
2
2030-11-23
Fixed
5.00000000
N
N
N
N
N
N
LEG IMMOBILIEN SE
391200SO40AKONBO0Z96
LEG Immobilien SE
000000000
200000.00000000
PA
165147.95000000
0.017089639662
Long
DBT
CORP
DE
N
2
2033-03-30
Fixed
0.87500000
N
N
N
N
N
N
METROPOLITAN EDISON CO
N/A
FirstEnergy Pennsylvania Electric Co
591894CB4
770000.00000000
PA
USD
751334.68000000
0.077748703190
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
MASSACHUSETTS ST SPL OBLG REVE
5493001N1YCXNI1O7K10
Commonwealth of Massachusetts
576004HG3
1513385.96560000
PA
USD
1479115.34000000
0.153060017879
Long
DBT
MUN
US
N
2
2031-07-15
Fixed
4.11000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384ELE3
965795.24000000
PA
USD
963313.90000000
0.099684479478
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Floating
6.31931000
N
N
N
N
N
N
Bausch & Lomb Corporation
549300NY6OZM39SO6475
Bausch + Lomb Corp
000000000
57477.01000000
PA
USD
56945.35000000
0.005892749573
Long
LON
CORP
CA
N
2
2027-05-10
Floating
8.67667000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAA1
1650000.00000000
PA
USD
1609333.18000000
0.166535062305
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.80000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust 2005-3
649603AG2
222209.18000000
PA
USD
217840.57000000
0.022542313393
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.92389000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPU7
1351452.35000000
PA
USD
1352695.62000000
0.139978005895
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
6.32039000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
605000.00000000
PA
USD
582864.94000000
0.060315322088
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82400000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9
04541GNA6
287118.57000000
PA
USD
259671.99000000
0.026871061611
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
6.41889000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GNR5
3206283.57000000
PA
USD
2945426.43000000
0.304795041904
Long
ABS-O
CORP
US
N
2
2035-02-25
Floating
6.07389000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAR6
1245000.00000000
PA
USD
1144212.73000000
0.118404032582
Long
DBT
CORP
GB
N
2
2028-01-11
Fixed
2.46900000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
160000.00000000
PA
USD
148749.54000000
0.015392719307
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55100000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2005-HE3
61744CSK3
2646327.86000000
PA
USD
2568445.90000000
0.265784800376
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
6.47889000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAG3
560000.00000000
PA
USD
581258.03000000
0.060149037778
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
2530000.00000000
PA
USD
2540762.11000000
0.262920060029
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
860000.00000000
PA
USD
807502.78000000
0.083561022323
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B3SX9
117333.01000000
PA
USD
113931.34000000
0.011789704606
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
4.00000000
N
N
N
N
N
N
Indymac Manufactured Housing C
N/A
Indymac Manufactured Housing Con Pass Thr Cert Series 1998-1
22540AFG8
26736.96000000
PA
USD
26703.14000000
0.002763261914
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
6.49000000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALT
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAB0
135000.00000000
PA
USD
108391.72000000
0.011216460374
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AM5
2400000.00000000
PA
USD
2116649.95000000
0.219032600385
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
3.75700000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
2275000.00000000
PA
USD
2191588.26000000
0.226787275601
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
60000.00000000
PA
USD
52616.54000000
0.005444800912
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
000000000
300000.00000000
PA
324923.40000000
0.033623328802
Long
DBT
CORP
LU
N
2
2034-10-15
Fixed
3.37500000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
45499.99995000
PA
USD
45257.00000000
0.004683229929
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128L0XJ6
2735.32000000
PA
USD
2796.79000000
0.000289414027
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
5.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3E1
895000.00000000
PA
USD
905869.60000000
0.093740098167
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
5.57400000
N
N
N
N
N
N
Open Text Corporation
549300HP7ONDQODZJV16
OPEN TEXT CORP
68371YAP8
154274.01000000
PA
USD
154712.92000000
0.016009814556
Long
LON
CORP
CA
N
2
2030-01-31
Floating
8.17680000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
108000.00000000
PA
USD
95777.35000000
0.009911115453
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCZ6
104340.90000000
PA
USD
102100.12000000
0.010565400662
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BW4
320000.00000000
PA
USD
323316.61000000
0.033457056910
Long
DBT
CORP
US
N
2
2035-01-22
Fixed
5.67600000
N
N
N
N
N
N
1375209 BC LTD
N/A
1375209 BC Ltd
68251PAA5
645000.00000000
PA
USD
632801.59000000
0.065482805877
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAD1
853000.00000000
PA
USD
778310.49000000
0.080540181210
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.86600000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
97000.00000000
PA
USD
82916.57000000
0.008580271831
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-14179.66000000
-0.00146732236
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2158146.89000000
USD
1984000.00000000
EUR
2024-04-12
-14179.66000000
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
145000.00000000
PA
USD
137333.24000000
0.014211351610
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
American Money Management Corp
N/A
AMMC CLO 30 Ltd
03165UAA6
2000000.00000000
PA
USD
2008900.00000000
0.207882550874
Long
ABS-CBDO
CORP
KY
N
2
2037-01-15
Floating
6.97092000
N
N
N
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
425000.00000000
PA
397084.56000000
0.041090622353
Long
DBT
CORP
LU
N
2
2028-05-04
Fixed
1.00000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
47633000.00000000
NS
USD
47633000.00000000
4.929100276677
Long
STIV
RF
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBA1
820000.00000000
PA
USD
800707.74000000
0.082857866243
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGV8
401560.48000000
PA
USD
345522.10000000
0.035754898467
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3D3
335000.00000000
PA
USD
333036.11000000
0.034462838409
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.38900000
N
N
N
N
N
N
Chemours Company (The)
549300M1BOLNXL8DOV14
CHEMOURS CO/THE
16384YAJ6
187203.93000000
PA
USD
186923.12000000
0.019342951367
Long
LON
CORP
US
N
2
2028-08-18
Floating
8.83016000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
2130000.00000000
PA
USD
2199012.00000000
0.227555490051
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-R3
12566LAB0
1975767.75000000
PA
USD
1746973.84000000
0.180778225979
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
1.95100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AYE2
525863.00000000
PA
USD
503320.28000000
0.052083978153
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384LWG5
2.54000000
PA
USD
2.62000000
0.000000271119
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F052649
5725000.00000000
PA
USD
5697164.08000000
0.589547016627
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
5.50000000
N
N
N
N
N
N
Saxon Asset Securities Trust
N/A
Saxon Asset Securities Trust 2007-1
80556BAE5
3955019.30000000
PA
USD
3668575.64000000
0.379627090507
Long
ABS-O
CORP
US
N
2
2047-01-25
Floating
5.68389000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
FILTRATION GROUP CORP
31732FAT3
28834.75000000
PA
USD
28959.17000000
0.002996717671
Long
LON
CORP
US
N
2
2028-10-21
Floating
9.69464000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128ME6W6
875429.12000000
PA
USD
819223.01000000
0.084773840934
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RBB0
19427578.80000000
PA
USD
82271.91000000
0.008513561907
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.54134000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
700000.00000000
PA
USD
662541.30000000
0.068560294441
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ER69
1092899.59000000
PA
USD
1041115.11000000
0.107735409836
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
4.50000000
N
N
N
N
N
N
Carestream Dental Equipment Inc
549300E3FODU7LS3DY31
CARDEN TL 1L USD
14173MAC7
104375.51000000
PA
USD
91154.79000000
0.009432769311
Long
LON
CORP
US
N
2
2024-09-01
Floating
5.57103000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
1465000.00000000
PA
USD
1467239.99000000
0.151831147327
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
385000.00000000
PA
USD
393021.79000000
0.040670203720
Long
DBT
CORP
GB
N
2
2027-07-27
Fixed
6.12500000
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAL7
520000.00000000
PA
USD
529227.90000000
0.054764919033
Long
DBT
CORP
US
N
2
2033-11-21
Fixed
6.50000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
000000000
365000.00000000
PA
375119.37000000
0.038817647228
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
2.37500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-10613.72000000
-0.00109831608
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-1703958.80000000
USD
1567000.00000000
EUR
2024-04-12
-10613.72000000
N
N
N
SBA Senior Finance II LLC
549300PVT2ADFWMYEW87
SBA SENIOR FINANCE II LLC
78404XAJ4
184617.55000000
PA
USD
185165.86000000
0.019161108722
Long
LON
CORP
US
N
2
2031-01-25
Floating
7.34000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2022-3 Ltd
69690CAN3
2500000.00000000
PA
USD
2501227.50000000
0.258828987514
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.72050000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXX LLC
46617LAA9
305364.31000000
PA
USD
286263.50000000
0.029622771965
Long
ABS-O
CORP
US
N
2
2073-01-17
Fixed
4.08000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAD6
225000.00000000
PA
USD
214731.60000000
0.022220594734
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2004-9
36242DBU6
4753.95000000
PA
USD
4726.88000000
0.000489141257
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
4.60595400
N
N
N
N
N
N
Avolon TLB Borrower 1 (US) LLC
635400O84AGITYFZQB55
AVOLON TLB BORROWER 1 US
05400KAJ9
174013.24000000
PA
USD
174258.60000000
0.018032416884
Long
LON
CORP
US
N
2
2028-06-22
Floating
0.00000000
N
N
N
N
N
N
Structured Asset Mortgage Inve
N/A
Structured Asset Mortgage Investments II Trust 2006-AR3
86360KAX6
1440752.89000000
PA
USD
719042.31000000
0.074407063362
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
4.36894800
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AWX2
609813.80000000
PA
USD
572050.16000000
0.059196200153
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CL1
725000.00000000
PA
USD
648429.15000000
0.067099958068
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01300000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAE6
1085000.00000000
PA
USD
1118737.24000000
0.115767808855
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
4555000.00000000
PA
USD
4170441.94000000
0.431560609668
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
SLC Student Loan Trust
5493007QNQ56NU0MGE13
SLC Student Loan Trust 2008-1
78444LAD5
124669.79000000
PA
USD
126597.47000000
0.013100405693
Long
ABS-O
CORP
US
N
2
2032-12-15
Floating
7.21506000
N
N
N
N
N
N
CIT EDUCATION LOAN TRUST
N/A
CIT Education Loan Trust 2007-1
17284LAA2
137821.15000000
PA
USD
131481.18000000
0.013605775842
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
5.70461000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAB2
1325000.00000000
PA
USD
1130113.17000000
0.116944999032
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
313921MN5
60409.94000000
PA
USD
61560.02000000
0.006370279252
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Fixed
6.50000000
N
N
N
N
N
N
2024-05-23
METROPOLITAN WEST FUNDS
Eric Chan
Eric Chan
Managing Director