0001752724-21-241211.txt : 20211116
0001752724-21-241211.hdr.sgml : 20211116
20211116121209
ACCESSION NUMBER: 0001752724-21-241211
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211116
PERIOD START: 20220331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PACIFIC FUNDS SERIES TRUST
CENTRAL INDEX KEY: 0001137761
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-10385
FILM NUMBER: 211414971
BUSINESS ADDRESS:
STREET 1: 700 NEWPORT CENTER DRIVE
STREET 2: POST OFFFICE BOX 7500
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 9492193233
MAIL ADDRESS:
STREET 1: 700 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
FORMER COMPANY:
FORMER CONFORMED NAME: PACIFIC FUNDS SERIES TRUST (formerly called PACIFIC LIFE FUNDS)
DATE OF NAME CHANGE: 20150126
FORMER COMPANY:
FORMER CONFORMED NAME: PACIFIC LIFE FUNDS
DATE OF NAME CHANGE: 20070103
FORMER COMPANY:
FORMER CONFORMED NAME: PACIFIC FUNDS
DATE OF NAME CHANGE: 20010405
0001137761
S000001905
PF Short Duration Bond Fund
C000005015
CLASS P
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001137761
XXXXXXXX
S000001905
C000005015
Pacific Funds Series Trust
811-10385
0001137761
549300LB41OPP7XTUV13
700 Newport Center Drive
PO Box 7500
Newport Beach
92660
949-219-3233
PF Short Duration Bond Fund
S000001905
549300ZAQPO8IJAENL81
2022-03-31
2021-09-30
N
96426528.62
822575.64
95603952.98
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
625854.80000000
0.00000000
76948.43000000
USD
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2012-C6
92936QAJ7
195000.00000000
PA
USD
197187.39000000
0.206254431802
Long
ABS-MBS
CORP
US
N
2
2045-04-15
Fixed
4.69700000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
200000.00000000
PA
USD
198422.00000000
0.207545811459
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAC1
44868.60000000
PA
USD
45406.15000000
0.047494008965
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBA6
40000.00000000
PA
USD
44100.00000000
0.046127799767
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-1
36418WAQ2
41085.66000000
PA
USD
41508.07000000
0.043416688019
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
4.00000000
N
N
N
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
Boral Finance Pty Ltd
09952AAA4
35000.00000000
PA
USD
35671.79000000
0.037312045044
Long
DBT
CORP
AU
N
2
2022-11-01
Fixed
3.00000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAA4
91148.74000000
PA
USD
91317.82000000
0.095516782678
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.93100000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2020-A
98163DAE8
125000.00000000
PA
USD
125245.93000000
0.131004970083
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.84000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAV9
295000.00000000
PA
USD
294644.33000000
0.308192622601
Long
DBT
CORP
FR
N
2
2024-02-27
Fixed
0.65000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AU1
85000.00000000
PA
USD
85108.43000000
0.089021873413
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCV6
210000.00000000
PA
USD
220403.99000000
0.230538574117
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.90000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2016-1
59980TAA4
5775.17000000
PA
USD
5795.89000000
0.006062395768
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.50000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAL9
100000.00000000
PA
USD
100084.22000000
0.104686278004
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.08375000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-2
85573HAA8
86162.10000000
PA
USD
86205.72000000
0.090169618842
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.94300000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M
46652RAG9
205000.00000000
PA
USD
205705.51000000
0.215164230754
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
1.85400000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVb Trust 2017-SPL4
07331YAA8
54555.99000000
PA
USD
55626.05000000
0.058183838916
Long
ABS-MBS
CORP
US
N
2
2055-01-28
Variable
3.50000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AB9
460000.00000000
PA
USD
513647.79000000
0.537266267753
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.60000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAA6
71322.14000000
PA
USD
71284.59000000
0.074562387618
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
0.79700000
N
N
N
N
N
N
HOUSTON TX ARPT SYS REVENUE
N/A
City of Houston TX Airport System Revenue
442349EK8
30000.00000000
PA
USD
30316.83000000
0.031710854054
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.05400000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HM2
135000.00000000
PA
USD
140859.75000000
0.147336742477
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
549300L8K4CLYS7FCQ06
Freddie Mac STACR Trust 2018-DNA2
35563TAA9
39992.54000000
PA
USD
40037.43000000
0.041878425265
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
0.88600000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAG4
185000.00000000
PA
USD
190720.24000000
0.199489910254
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
2.04000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2017-3
03065HAF5
35037.52000000
PA
USD
35170.77000000
0.036787987215
Long
ABS-O
CORP
US
N
2
2023-06-19
Fixed
2.69000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Stacr Remic Trust 2020-HQA2
35565LAH9
172422.91000000
PA
USD
175119.95000000
0.183172289995
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
3.18600000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAR2
400000.00000000
PA
USD
403368.89000000
0.421916539459
Long
DBT
CORP
IE
N
2
2022-02-01
Fixed
3.95000000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAE2
200000.00000000
PA
USD
211864.65000000
0.221606579431
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
3.55000000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky Ltd
111013AL2
200000.00000000
PA
USD
217440.29000000
0.227438597696
Long
DBT
CORP
GB
N
2
2024-09-16
Fixed
3.75000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DG9
65000.00000000
PA
USD
67298.85000000
0.070393375903
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCT6
250000.00000000
PA
USD
249140.63000000
0.260596578106
Long
DBT
UST
US
N
2
2024-08-15
Fixed
0.37500000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
480000.00000000
PA
USD
505012.70000000
0.528234120304
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFN5
80000.00000000
PA
USD
85230.05000000
0.089149085726
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4.12500000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AG6
75000.00000000
PA
USD
82689.10000000
0.086491298134
Long
DBT
CORP
US
N
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-2
03465DAA1
124681.50000000
PA
USD
125199.03000000
0.130955913534
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.98500000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAS9
50000.00000000
PA
USD
54126.39000000
0.056615221769
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.65000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-TY
05592AAG5
105000.00000000
PA
USD
105280.06000000
0.110121032361
Long
ABS-MBS
CORP
US
N
2
2038-09-25
Floating
1.25000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAJ1
45000.00000000
PA
USD
45092.51000000
0.047165947217
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
N
N
N
N
N
N
CONNECTICUT ST
5493007GRO6CU0IKP741
State of Connecticut
20772KJW0
55000.00000000
PA
USD
56904.58000000
0.059521158096
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
1.99800000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XMZ4
304662.26000000
PA
USD
301146.15000000
0.314993408340
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Floating
1.18600000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBF6
55000.00000000
PA
USD
56638.01000000
0.059242330713
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.72000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2014-150E
61764BAA1
285000.00000000
PA
USD
303813.31000000
0.317783209302
Long
ABS-MBS
CORP
US
N
2
2032-09-09
Fixed
3.91200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXX8
143570.44000000
PA
USD
155549.40000000
0.162701849820
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.00000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AZ4
260000.00000000
PA
USD
266350.48000000
0.278597768918
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABV8
50000.00000000
PA
USD
49750.42000000
0.052038036555
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.87500000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
95003JAC9
202047.59000000
PA
USD
205999.14000000
0.215471362406
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCXQ4
17452.22000000
PA
USD
18964.79000000
0.019836826207
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAA8
200000.00000000
PA
USD
199458.66000000
0.208630139008
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.71100000
N
N
N
N
N
N
Dryden Senior Loan Fund
25490017VKY7XEFZL303
Dryden 86 CLO Ltd
26245XAL1
250000.00000000
PA
USD
250312.18000000
0.261821998147
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
1.23388000
N
N
N
N
N
N
WESTLAKE CHEMICAL CORP
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413AX0
25000.00000000
PA
USD
25036.75000000
0.026187986186
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.87500000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAD9
140000.00000000
PA
USD
140813.99000000
0.147288878347
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.33900000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABY2
60000.00000000
PA
USD
59807.73000000
0.062557800316
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
1.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAE9
80000.00000000
PA
USD
80594.54000000
0.084300426381
Long
ABS-O
CORP
US
N
2
2026-08-18
Fixed
1.06000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAM3
85000.00000000
PA
USD
87798.98000000
0.091836139890
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.15000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2021-INV2 Trust
62917JAC4
104099.24000000
PA
USD
103937.88000000
0.108717136436
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.52000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
200000.00000000
PA
USD
198957.11000000
0.208105526809
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
1.37500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AZ7
205000.00000000
PA
USD
212609.87000000
0.222386066028
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
475000.00000000
PA
USD
474851.56000000
0.496686115164
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAA5
28946.29000000
PA
USD
29312.13000000
0.030659956085
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.61000000
N
N
N
N
N
N
InTown Hotel Portfolio Trust
N/A
InTown Hotel Portfolio Trust 2018-STAY
46117MAA2
100000.00000000
PA
USD
100134.73000000
0.104739110548
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
1.03400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
770000.00000000
PA
USD
768826.95000000
0.804179038664
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
-23.00000000
NC
USD
20451.60000000
0.021392002487
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
2021-12-31
-2843521.97000000
USD
20451.60000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSK2
83942.01000000
PA
USD
92232.92000000
0.096473960673
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
5.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
315000.00000000
PA
USD
322015.66000000
0.336822537105
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BM3
225000.00000000
PA
USD
249974.69000000
0.261468989731
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
45000.00000000
PA
USD
45880.26000000
0.047989919422
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
SINOSING SERV P L
549300UVDH5NQRVTJG47
Sinosing Services Pte Ltd
000000000
500000.00000000
PA
USD
507078.10000000
0.530394491225
Long
DBT
CORP
SG
N
2
2025-02-20
Fixed
2.25000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAF0
140000.00000000
PA
USD
139969.28000000
0.146405327015
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
150000.00000000
PA
USD
157840.62000000
0.165098424364
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-E
63941MAB7
276173.88000000
PA
USD
281739.67000000
0.294694582408
Long
ABS-O
CORP
US
N
2
2068-05-15
Fixed
2.64000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407VLX1
45634.86000000
PA
USD
53895.02000000
0.056373212947
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
6.00000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-4
85573PAA0
100000.00000000
PA
USD
100330.42000000
0.104943798737
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.16200000
N
N
N
N
N
N
Freddie Mac - STACR
549300L8K4CLYS7FCQ06
Freddie Mac STACR Trust 2018-DNA2
35563TAK7
70000.00000000
PA
USD
70060.19000000
0.073281687436
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
1.03600000
N
N
N
N
N
N
Freddie Mac - STACR
549300BL200YC56BUV20
STACR Trust 2018-DNA3
35563WAQ7
110000.00000000
PA
USD
110320.39000000
0.115393126080
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Floating
0.98600000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-A
63941FAB2
195000.00000000
PA
USD
201785.69000000
0.211064170162
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.46000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AG0
90000.00000000
PA
USD
90141.12000000
0.094285975830
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.60000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AP2
155000.00000000
PA
USD
158948.82000000
0.166257581455
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.12500000
N
N
N
N
N
N
CONNECTICUT ST
5493007GRO6CU0IKP741
State of Connecticut
20772KJV2
20000.00000000
PA
USD
20542.61000000
0.021487197296
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
2.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-4
89172UAA6
13499.50000000
PA
USD
13592.37000000
0.014217372374
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4GD2
215584.62000000
PA
USD
257550.11000000
0.269392741588
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
6.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP2 Trust
67113KAJ7
25340.20000000
PA
USD
25451.69000000
0.026622005896
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Floating
0.98600000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0206B0
55000.00000000
PA
USD
55053.71000000
0.057585181662
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AA7
240000.00000000
PA
USD
243976.02000000
0.255194489762
Long
DBT
CORP
IT
N
2
2022-04-12
Fixed
3.75000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2018-A
60700DAC2
20958.52000000
PA
USD
20998.09000000
0.021963621111
Long
ABS-O
CORP
US
N
2
2022-09-12
Fixed
3.20000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
120000.00000000
PA
USD
122347.37000000
0.127973128920
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAE3
230000.00000000
PA
USD
242489.74000000
0.253639867852
Long
DBT
CORP
NO
N
2
2025-01-15
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
125000.00000000
PA
USD
125434.91000000
0.131202639734
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-INV1
64829WAF1
99095.65000000
PA
USD
101291.23000000
0.105948788562
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
693483AF6
450000.00000000
PA
USD
458543.60000000
0.479628284926
Long
DBT
CORP
KR
N
2
2022-11-12
Fixed
2.37500000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
20000.00000000
PA
USD
19741.90000000
0.020649669166
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAS8
37733.31000000
PA
USD
38157.86000000
0.039912429152
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
549300RWLR7W4OBRM426
Freddie Mac STACR Trust 2019-HRP1
35564RAK0
134658.38000000
PA
USD
135581.25000000
0.141815527260
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Floating
1.48600000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAV0
200000.00000000
PA
USD
212732.50000000
0.222514334783
Long
DBT
CORP
N/A
N
2
2023-06-01
Fixed
4.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAN9
15000.00000000
PA
USD
16063.44000000
0.016802066754
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AC1
95000.00000000
PA
USD
98359.69000000
0.102882450917
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
2.80000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAB4
100000.00000000
PA
USD
100051.52000000
0.104652074397
Long
DBT
CORP
US
N
2
2022-10-31
Floating
0.90850000
N
N
N
N
N
N
SLM Student Loan Trust
549300WLW67V4O2Z6P70
SLM Student Loan Trust 2010-1
78445XAA4
89889.81000000
PA
USD
88533.05000000
0.092603963790
Long
ABS-O
CORP
US
N
2
2025-03-25
Floating
0.48600000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
20435.18000000
PA
USD
20721.32000000
0.021674124713
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
Navistar Financial Dealer Note
N/A
Navistar Financial Dealer Note Master Trust
63938PBN8
180000.00000000
PA
USD
181436.60000000
0.189779391274
Long
ABS-O
CORP
US
N
2
2025-07-25
Floating
1.43600000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAJ2
195000.00000000
PA
USD
208665.52000000
0.218260347502
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
4.70100000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAA3
159850.93000000
PA
USD
159021.37000000
0.166333467438
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.90900000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BL6
120000.00000000
PA
USD
130299.60000000
0.136291017200
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
4.64000000
N
N
N
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2020-PTB
78449DAB2
531398.24000000
PA
USD
537840.27000000
0.562571162839
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAF3
125000.00000000
PA
USD
125877.73000000
0.131665821418
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAF1
65000.00000000
PA
USD
64765.56000000
0.067743600532
Long
ABS-O
CORP
US
N
2
2026-12-18
Fixed
1.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C7G3
20057.34000000
PA
USD
22116.25000000
0.023133196181
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
5.00000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BD4
75000.00000000
PA
USD
80924.07000000
0.084645108782
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGFA7
87868.43000000
PA
USD
97954.53000000
0.102458660909
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
PSMC Trust
N/A
PSMC 2021-1 Trust
693650AL7
237366.43000000
PA
USD
242341.70000000
0.253485020698
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B13K8
1830.65000000
PA
USD
1839.80000000
0.001924397415
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
4.00000000
N
N
N
N
N
N
Galton Funding Mortgage Trust
N/A
Galton Funding Mortgage Trust 2020-H1
36418HAD4
145000.00000000
PA
USD
145175.31000000
0.151850739927
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.83200000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAE0
165000.00000000
PA
USD
178410.26000000
0.186613894550
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.87500000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAC0
91148.74000000
PA
USD
91316.70000000
0.095515611178
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.29100000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
453140AB1
400000.00000000
PA
USD
411839.93000000
0.430777093585
Long
DBT
CORP
GB
N
2
2023-02-11
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
200000.00000000
PA
USD
200293.66000000
0.209503533856
Long
DBT
CORP
US
N
2
2023-11-10
Fixed
0.56000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AD8
200000.00000000
PA
USD
212597.30000000
0.222372918036
Long
DBT
CORP
US
N
2
2023-04-15
Variable
5.62500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAE1
73966.80000000
PA
USD
73943.42000000
0.077343475552
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.05200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A3K1
6681.53000000
PA
USD
7889.33000000
0.008252096021
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
95000.00000000
PA
USD
98089.09000000
0.102599408227
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.18800000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCP9
65000.00000000
PA
USD
65230.37000000
0.068229783358
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
4.20000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDE1
100000.00000000
PA
USD
107771.68000000
0.112727221668
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
4.95000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAD6
220000.00000000
PA
USD
220203.50000000
0.230328865215
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
5.25000000
N
N
N
N
N
N
TRITON INTERNATIONAL LTD
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAD7
200000.00000000
PA
USD
199898.30000000
0.209089994471
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
0.80000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XQA5
126161.67000000
PA
USD
123138.71000000
0.128800856200
Long
ABS-MBS
CORP
US
N
2
2030-01-25
Floating
1.28600000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAH8
220000.00000000
PA
USD
221044.85000000
0.231208902048
Long
DBT
CORP
IE
N
2
2021-12-16
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0QP7
20402.17000000
PA
USD
20426.43000000
0.021365675124
Long
ABS-MBS
CORP
US
N
2
2030-03-25
Floating
0.83600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KH3Q7
47158.09000000
PA
USD
51285.63000000
0.053643838357
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AL6
75000.00000000
PA
USD
75110.05000000
0.078563749362
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A4LW6
63543.33000000
PA
USD
70227.56000000
0.073456753419
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
5.00000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AT6
25000.00000000
PA
USD
25422.08000000
0.026591034374
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.87500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JE8
810000.00000000
PA
USD
808787.53000000
0.845977080225
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75000000
N
N
N
N
N
N
CHICAGO IL TRANSIT AUTH SALES
N/A
Chicago Transit Authority Sales Tax Receipts Fund
16772PCH7
10000.00000000
PA
USD
10141.76000000
0.010608096928
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
1.70800000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAD4
265000.00000000
PA
USD
280098.72000000
0.292978178484
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
4.12500000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
280000.00000000
PA
USD
296624.14000000
0.310263467936
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
70000.00000000
PA
USD
69906.26000000
0.073120679449
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.63100000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer 2019-A LLC
05588UAA0
220597.70000000
PA
USD
230389.24000000
0.240982964426
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KAH1
177170.32000000
PA
USD
178751.81000000
0.186971149652
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
1.93600000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2021-1 Receivables Funding LLC
82652QAB7
73486.77000000
PA
USD
73527.07000000
0.076907981007
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.34000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BR3
550000.00000000
PA
USD
566791.50000000
0.592853624074
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.49700000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABR7
120000.00000000
PA
USD
119517.41000000
0.125013042112
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.80000000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
000000000
280000.00000000
PA
USD
297322.20000000
0.310993626029
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
3.50000000
N
N
N
N
N
N
Banc of America Merrill Lynch
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust 2015-200P
05526QAE6
130000.00000000
PA
USD
138201.57000000
0.144556334432
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Fixed
3.49000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
270000.00000000
PA
USD
276010.01000000
0.288701462017
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.37500000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd
55817EAN6
250000.00000000
PA
USD
250025.93000000
0.261522585841
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
1.21034000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2016-A LLC
28415PAA2
92198.91000000
PA
USD
93759.82000000
0.098071070366
Long
ABS-O
CORP
US
N
2
2028-04-25
Fixed
2.73000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHKY1
122277.18000000
PA
USD
131905.84000000
0.137971115093
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAB7
176115.35000000
PA
USD
178085.34000000
0.186274034126
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.11700000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BP6
75000.00000000
PA
USD
75052.76000000
0.078503825062
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding XIV CLO Ltd
15034AAA3
255000.00000000
PA
USD
255022.72000000
0.266749137510
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
1.18778000
N
N
N
N
N
N
Navistar Financial Dealer Note
N/A
Navistar Financial Dealer Note Master Trust
63938PBM0
190000.00000000
PA
USD
191046.77000000
0.199831454709
Long
ABS-O
CORP
US
N
2
2025-07-25
Floating
1.03600000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAG0
160000.00000000
PA
USD
163405.49000000
0.170919177404
Long
ABS-O
CORP
US
N
2
2025-12-18
Fixed
1.80000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAM2
320000.00000000
PA
USD
324301.95000000
0.339213954958
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.44800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6N22
167774.66000000
PA
USD
173825.93000000
0.181818768556
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
2.00000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAB5
270487.73000000
PA
USD
271710.25000000
0.284203991080
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.87700000
N
N
N
N
N
N
Volvo Financial Equipment LLC
N/A
Volvo Financial Equipment LLC Series 2018-1
92888CAF4
265000.00000000
PA
USD
265883.03000000
0.278108824700
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.06000000
N
N
N
N
N
N
Flagstar Mortgage Trust
549300H3PON1KOB2RF56
Flagstar Mortgage Trust 2018-6RR
33851FAP2
97258.16000000
PA
USD
98647.78000000
0.103183787830
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
70000.00000000
PA
USD
70951.55000000
0.074214033822
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.88400000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAG8
190000.00000000
PA
USD
190654.70000000
0.199421356604
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDJ0
130000.00000000
PA
USD
131156.65000000
0.137187475948
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
4.53000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAK3
355000.00000000
PA
USD
360249.03000000
0.376813948347
Long
DBT
CORP
SE
N
2
2023-06-02
Fixed
1.30000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2020-REV2
34532JAC8
115000.00000000
PA
USD
115428.00000000
0.120735593458
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.74000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XHT4
89977.99000000
PA
USD
90586.53000000
0.094751866608
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
1.43600000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2G9
200000.00000000
PA
USD
201455.00000000
0.210718274423
Long
DBT
CORP
SA
N
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAW8
200000.00000000
PA
USD
205985.60000000
0.215457199811
Long
DBT
CORP
N/A
N
2
2022-09-01
Fixed
3.87500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBG0
65000.00000000
PA
USD
69660.64000000
0.072863765386
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
3.92600000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2020-2
81882JAA9
52243.03000000
PA
USD
52441.33000000
0.054852679586
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.38100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622AABW3
123814.61000000
PA
USD
145252.06000000
0.151931019034
Long
ABS-MBS
USGA
US
N
2
2045-09-15
Fixed
5.50000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2021-FL7 Ltd
55284AAA6
110000.00000000
PA
USD
110433.29000000
0.115511217431
Long
ABS-CBDO
CORP
KY
N
2
2036-10-18
Floating
1.17500000
N
N
N
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
731572AA1
40000.00000000
PA
USD
40406.46000000
0.042264423949
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
1.70000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAB5
70974.43000000
PA
USD
72494.79000000
0.075828234858
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
2.73000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
130000.00000000
PA
USD
138734.23000000
0.145113487126
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Capital Auto Receivables Asset
N/A
Capital Auto Receivables Asset Trust 2018-1
13976MAF1
122350.28000000
PA
USD
122815.47000000
0.128462753026
Long
ABS-O
CORP
US
N
2
2022-11-21
Fixed
3.36000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBB7
180000.00000000
PA
USD
184061.39000000
0.192524873985
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
2.85000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZH9
200000.00000000
PA
USD
200350.00000000
0.209562464474
Long
DBT
CORP
US
N
2
2021-10-12
Fixed
3.81300000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
145000.00000000
PA
USD
146812.50000000
0.153563210959
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBJ3
260000.00000000
PA
USD
275273.90000000
0.287931504315
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.60000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trus
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAJ3
330000.00000000
PA
USD
346977.97000000
0.362932660402
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.75000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2020-4
36260KAF1
85000.00000000
PA
USD
85268.34000000
0.089189136371
Long
ABS-O
CORP
US
N
2
2026-05-18
Fixed
1.05000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XZZ0
201873.46000000
PA
USD
201984.97000000
0.211272613426
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
0.93600000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAL7
300000.00000000
PA
USD
312808.16000000
0.327191659183
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
BAXALTA INC
5493000JW8DCO3T45R55
Baxalta Inc
07177MAL7
95000.00000000
PA
USD
96782.86000000
0.101233115350
Long
DBT
CORP
US
N
2
2022-06-23
Fixed
3.60000000
N
N
N
N
N
N
BCP Trust
N/A
BCP Trust 2021-330N
05553BAA3
70000.00000000
PA
USD
69617.04000000
0.072818160578
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
0.88300000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DY7
410000.00000000
PA
USD
417542.93000000
0.436742328099
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.75000000
N
N
N
N
N
N
United Wholsale Mortgage LLC
N/A
UWM Mortgage Trust 2021-INV2
90354TAD1
45000.00000000
PA
USD
46165.01000000
0.048287762755
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
140000.00000000
PA
USD
156464.39000000
0.163658912757
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GR
N/A
PeaceHealth Obligated Group
70462GAB4
40000.00000000
PA
USD
40358.54000000
0.042214300499
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.37500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBD6
130000.00000000
PA
USD
136665.72000000
0.142949863201
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.50000000
N
N
N
N
N
N
CIFC Funding Ltd
549300O8WGQU5B6HEB94
CIFC Funding 2014-II-R Ltd
12548RAB0
500000.00000000
PA
USD
500375.00000000
0.523383170259
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
1.17525000
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAH0
100000.00000000
PA
USD
106545.00000000
0.111444136648
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
3.62500000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
132369.46540000
PA
USD
128191.87000000
0.134086369866
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCV4
260000.00000000
PA
USD
267581.13000000
0.279885006487
Long
ABS-O
CORP
US
N
2
2024-03-20
Fixed
3.33000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
120000.00000000
PA
USD
120637.35000000
0.126184479030
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2019-A
44932NAF7
165000.00000000
PA
USD
170070.71000000
0.177890876578
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
2.94000000
N
N
N
N
N
N
CONNECTICUT ST
5493007GRO6CU0IKP741
State of Connecticut
20772KJX8
35000.00000000
PA
USD
36455.15000000
0.038131425389
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
2.09800000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-NQM1
64830VAA1
80764.89000000
PA
USD
81522.61000000
0.085271170761
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.46413000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41283LAQ8
85000.00000000
PA
USD
86017.19000000
0.089972419883
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
2.55000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AM4
175000.00000000
PA
USD
180180.94000000
0.188465993699
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.62500000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAA1
200000.00000000
PA
USD
199566.08000000
0.208742498379
Long
DBT
CORP
GB
N
2
2024-04-06
Fixed
0.65000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBB9
55000.00000000
PA
USD
58426.51000000
0.061113069260
Long
DBT
CORP
LU
N
2
2024-07-16
Fixed
3.60000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AK9
460000.00000000
PA
USD
480355.00000000
0.502442613539
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.37500000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AA8
50000.00000000
PA
USD
50020.82000000
0.052320870048
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
0.62500000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAH4
400000.00000000
PA
USD
402495.75000000
0.421003250863
Long
DBT
CORP
ES
N
2
2023-09-18
Fixed
0.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-INV1
92537TAA3
55840.98000000
PA
USD
56297.56000000
0.058886226191
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
1.97700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAMK1
155755.42000000
PA
USD
169043.07000000
0.176815983786
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NMFC2YLCA2NF13
COMM 2013-300P Mortgage Trust
12625XAA5
120000.00000000
PA
USD
126221.30000000
0.132025189404
Long
ABS-MBS
CORP
US
N
2
2030-08-10
Fixed
4.35300000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAG9
475000.00000000
PA
USD
475518.01000000
0.497383209771
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.87500000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust
98163MAG3
120000.00000000
PA
USD
121831.63000000
0.127433674238
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.64000000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AK1
300000.00000000
PA
USD
333048.00000000
0.348362164553
Long
DBT
CORP
IL
N
2
2024-11-12
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
170000.00000000
PA
USD
173371.56000000
0.181343505781
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65400000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAJ9
145000.00000000
PA
USD
144761.21000000
0.151417598841
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.71700000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AR6
65000.00000000
PA
USD
66947.08000000
0.070025430866
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Trust 2021-MHC2
55293AAG2
90000.00000000
PA
USD
90202.68000000
0.094350366473
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Floating
1.18400000
N
N
N
N
N
N
FLORIDA ST BRD OF ADMIN FIN CO
549300S34SOJ0RULXM35
State Board of Administration Finance Corp
341271AD6
325000.00000000
PA
USD
328623.78000000
0.343734510714
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
1.25800000
N
N
N
N
N
N
BDO UNIBANK INC
3FGIIBS1PEI1FYQBGN97
BDO Unibank Inc
000000000
400000.00000000
PA
USD
412866.00000000
0.431850344186
Long
DBT
CORP
PH
N
2
2023-03-06
Fixed
2.95000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
114404.82000000
PA
USD
115423.92000000
0.120731325852
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.78400000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
235000.00000000
PA
USD
232575.08000000
0.243269313402
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AZ5
200000.00000000
PA
USD
204542.41000000
0.213947649259
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
130000.00000000
PA
USD
140527.75000000
0.146989476501
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ6A1
13529.25000000
PA
USD
14238.19000000
0.014892888375
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAD4
175000.00000000
PA
USD
178861.07000000
0.187085433629
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-ROSS
36264YAE0
100000.00000000
PA
USD
100248.73000000
0.104858352479
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Floating
1.68400000
N
N
N
N
N
N
InTown Hotel Portfolio Trust
N/A
InTown Hotel Portfolio Trust 2018-STAY
46117MAL8
100000.00000000
PA
USD
100174.96000000
0.104781190398
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
1.58400000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AG2
240000.00000000
PA
USD
243144.00000000
0.254324211940
Long
DBT
CORP
US
N
2
2022-07-15
Variable
3.35000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAW0
210000.00000000
PA
USD
229091.00000000
0.239625028944
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40000000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAA1
194000.00000000
PA
USD
194856.65000000
0.203816520056
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.26200000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
46591JAG1
380000.00000000
PA
USD
379529.83000000
0.396981315280
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
1.43400000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-3 Mortgage Loan Trust
19688FAC9
99459.64000000
PA
USD
99263.39000000
0.103827704719
Long
ABS-MBS
CORP
US
N
2
2066-09-27
Variable
1.41900000
N
N
N
N
N
N
EASTERN CREATION II INVE
549300POZZMBXFYP2H73
Eastern Creation II Investment Holdings Ltd
000000000
400000.00000000
PA
USD
399771.73000000
0.418153975373
Long
DBT
CORP
VG
N
2
2023-09-10
Fixed
1.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BC5
200000.00000000
PA
USD
203148.85000000
0.212490010786
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.90000000
N
N
N
N
N
N
OCP CLO Ltd
254900NUK1R46EK6YF62
OCP CLO 2014-7 Ltd
67107KAZ9
415000.00000000
PA
USD
415518.34000000
0.434624643697
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
1.25425000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAF2
140000.00000000
PA
USD
139924.79000000
0.146358791282
Long
ABS-O
CORP
US
N
2
2027-06-18
Fixed
1.29000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
000000000
250000.00000000
PA
USD
254123.15000000
0.265808203613
Long
DBT
CORP
IN
N
2
2022-02-14
Fixed
5.40000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300QGM7D5K3CV2643
WFRBS Commercial Mortgage Trust 2014-LC14
96221TAE7
150000.00000000
PA
USD
160246.65000000
0.167615088084
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
4.04500000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BT0
13930.02000000
PA
USD
13959.96000000
0.014601864844
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
1.91400000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
549300ZGMKIELA840327
Bayview Mortgage Fund IVc Trust 2017-RT3
07326TAA6
87461.51000000
PA
USD
88441.04000000
0.092507723000
Long
ABS-MBS
CORP
US
N
2
2058-01-28
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VV31
259155.37000000
PA
USD
276144.80000000
0.288842449911
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
4.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP2 Trust
67448VAG5
50010.54000000
PA
USD
50809.68000000
0.053146003294
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
3.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCB9
155000.00000000
PA
USD
164851.03000000
0.172431186014
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-NQM
64830UAA3
50334.18000000
PA
USD
50719.60000000
0.053051781248
Long
ABS-MBS
CORP
US
N
2
2060-05-24
Variable
1.65017000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM5
64830PAA4
141233.80000000
PA
USD
143126.05000000
0.149707251153
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.70986000
N
N
N
N
N
N
LONG ISLAND NY PWR AUTH ELEC S
1R46U5SYJ63KQXF39168
Long Island Power Authority
542691DP2
75000.00000000
PA
USD
75168.38000000
0.078624761484
Long
DBT
MUN
US
N
2
2023-03-01
Fixed
0.76400000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AJ9
390000.00000000
PA
USD
404274.32000000
0.422863602809
Long
DBT
CORP
GB
N
2
2023-01-11
Fixed
3.95000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV3
92537MAE0
156429.17000000
PA
USD
158695.59000000
0.165992707470
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.10000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAG3
120000.00000000
PA
USD
121616.88000000
0.127209049635
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.75377800
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GAG8
100000.00000000
PA
USD
99722.37000000
0.104307789470
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
4.85972900
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740BD0
195000.00000000
PA
USD
198601.17000000
0.207733220028
Long
DBT
CORP
US
N
2
2022-09-28
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS47
62869.40000000
PA
USD
66735.78000000
0.069804414901
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
100000.00000000
PA
USD
102154.12000000
0.106851355844
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
2.15000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-3
03465EAA9
88747.25000000
PA
USD
88823.28000000
0.092907539104
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.06800000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABA4
235000.00000000
PA
USD
239082.91000000
0.250076385492
Long
DBT
CORP
US
N
2
2022-06-20
Fixed
3.00000000
N
N
N
N
N
N
Mello Mortgage Capital Accepta
N/A
Mello Mortgage Capital Acceptance 2021-INV3
585491AF0
110000.00000000
PA
USD
112582.43000000
0.117759178873
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCU3
3610000.00000000
PA
USD
3600692.99000000
3.766259529826
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-NQM1R
64828BAA9
110521.73000000
PA
USD
110454.07000000
0.115532952934
Long
ABS-MBS
CORP
US
N
2
2055-07-25
Variable
0.94260000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-J1 Trust
67113XAD2
157149.93000000
PA
USD
159849.81000000
0.167200000645
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAC9
45870.27000000
PA
USD
45889.79000000
0.047999887629
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.11500000
N
N
N
N
N
N
New Orleans Hotel Trust
N/A
New Orleans Hotel Trust 2019-HNLA
647622AC3
385000.00000000
PA
USD
383034.42000000
0.400647052826
Long
ABS-MBS
CORP
US
N
2
2032-04-15
Floating
1.37271000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0326B1
167000.00000000
PA
USD
175666.39000000
0.183743856320
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.50000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAA9
61174.30000000
PA
USD
62847.96000000
0.065737825728
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.00000000
N
N
N
N
N
N
Merit
N/A
Merit 2020-Hill
590027AJ7
94303.38000000
PA
USD
94580.12000000
0.098929089281
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Floating
1.78400000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300SM4FYZ8US63U33
Neuberger Berman Loan Advisers CLO 38 Ltd
64133RAA4
250000.00000000
PA
USD
250122.73000000
0.261623836884
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
1.43425000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAP0
195000.00000000
PA
USD
207821.02000000
0.217377015826
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBP0
160000.00000000
PA
USD
160126.52000000
0.167489434284
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.37500000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAA7
345000.00000000
PA
USD
370360.03000000
0.387389870874
Long
DBT
CORP
IE
N
2
2023-11-25
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UEL4
19173.29000000
PA
USD
21822.21000000
0.022825635676
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ATJ6
15353.55000000
PA
USD
16026.79000000
0.016763731519
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust
78449XAA0
93845.15000000
PA
USD
94271.00000000
0.098605755370
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAB4
99186.81000000
PA
USD
104703.86000000
0.109518337617
Long
ABS-O
CORP
US
N
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
CC HOLDINGS GS V LLC/CRO
N/A
CC Holdings GS V LLC / Crown Castle GS III Corp
14987BAE3
445000.00000000
PA
USD
467252.54000000
0.488737678135
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.84900000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDH4
100000.00000000
PA
USD
100803.36000000
0.105438485395
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
3.70000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1 Mortgage Loan Trust
19688EAB4
98326.87000000
PA
USD
98328.78000000
0.102850119618
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.16700000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2017-CX9 Commercial Mortgage Trust
12595FAA0
28804.81000000
PA
USD
28886.11000000
0.030214346896
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
2.02480000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQS7
16298.41000000
PA
USD
17913.03000000
0.018736704332
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
5.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AB0
425000.00000000
PA
USD
432004.00000000
0.451868344910
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
60000.00000000
PA
USD
62916.34000000
0.065809349968
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
210000.00000000
PA
USD
210218.49000000
0.219884725942
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M
46652RAJ3
165000.00000000
PA
USD
165664.80000000
0.173282374667
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
2.25400000
N
N
N
N
N
N
Bayview MSR Opportunity Master
N/A
Bayview MSR Opportunity Master Fund Trust 2021-INV2
07336LAE3
136903.29000000
PA
USD
140431.77000000
0.146889083163
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
135000.00000000
PA
USD
140781.80000000
0.147255208191
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
453140AE5
400000.00000000
PA
USD
407900.52000000
0.426656542209
Long
DBT
CORP
GB
N
2
2022-07-21
Fixed
3.75000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
65000.00000000
PA
USD
69039.07000000
0.072213614445
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAE4
85000.00000000
PA
USD
85605.32000000
0.089541611336
Long
ABS-O
CORP
US
N
2
2026-02-18
Fixed
0.97000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAE1
335000.00000000
PA
USD
340051.09000000
0.355687269616
Long
DBT
CORP
KY
N
2
2022-05-01
Fixed
3.62500000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2020-2
36259PAG1
95000.00000000
PA
USD
97703.39000000
0.102195973026
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
2.56000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
230000.00000000
PA
USD
238466.00000000
0.249431108826
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AC1
71374.59000000
PA
USD
73328.36000000
0.076700133952
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7MW6
35383.57000000
PA
USD
37625.18000000
0.039355255538
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
187741.21000000
PA
USD
193250.51000000
0.202136526761
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7Q65
232708.93000000
PA
USD
247676.68000000
0.259065312970
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
1445000.00000000
PA
USD
1442629.30000000
1.508964070033
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.12500000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CS4
225000.00000000
PA
USD
240894.18000000
0.251970941045
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6S36
25111.51000000
PA
USD
26788.97000000
0.028020776510
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES FRN 10/24
032654AT2
40000.00000000
PA
USD
40114.98000000
0.041959541158
Long
DBT
CORP
US
N
2
2024-10-01
Floating
0.01000000
N
N
N
N
N
N
CREDICORP LTD
529900UYAEYQCQ2BKB17
Credicorp Ltd
22530EAA0
200000.00000000
PA
USD
204575.64000000
0.213982407236
Long
DBT
CORP
BM
N
2
2025-06-17
Fixed
2.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JR9
295000.00000000
PA
USD
295127.25000000
0.308697748158
Long
DBT
CORP
US
N
2
2021-11-15
Floating
1.49975000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-G
63941JAA6
81871.74000000
PA
USD
83467.73000000
0.087305730985
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.40000000
N
N
N
N
N
N
HPHT FINANCE 19 LTD
254900U58MWSWY66P584
HPHT Finance 19 Ltd
000000000
200000.00000000
PA
USD
209887.78000000
0.219538809283
Long
DBT
CORP
KY
N
2
2024-11-05
Fixed
2.87500000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2021-2
24381WAA6
92878.96000000
PA
USD
92948.45000000
0.097222392069
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.89900000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KCU1
110025.48000000
PA
USD
110208.53000000
0.115276122550
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
0.85000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
1465000.00000000
PA
USD
1463855.47000000
1.531166258686
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6C66
29297.66000000
PA
USD
33100.25000000
0.034622260867
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
5.00000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BF8
190000.00000000
PA
USD
204334.52000000
0.213730200091
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.87500000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAC7
140000.00000000
PA
USD
140203.68000000
0.146650505161
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.70000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
2350366M7
50000.00000000
PA
USD
50570.18000000
0.052895490639
Long
DBT
MUN
US
N
2
2025-11-01
Fixed
1.32900000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AR4
45000.00000000
PA
USD
47113.34000000
0.049279698727
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0306A1
120000.00000000
PA
USD
125573.44000000
0.131347539600
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAN5
100000.00000000
PA
USD
100039.36000000
0.104639355258
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.33375000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAJ3
120000.00000000
PA
USD
122195.66000000
0.127814443013
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.35000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAS0
245000.00000000
PA
USD
247956.39000000
0.259357884555
Long
DBT
CORP
DK
N
2
2022-01-12
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ6C7
71910.82000000
PA
USD
75709.50000000
0.079190763185
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.50000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAB1
22328.29000000
PA
USD
22758.37000000
0.023804842049
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.96000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AX2
135000.00000000
PA
USD
134876.37000000
0.141078235570
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 YEAR US TREASURY NOTE
000000000
61.00000000
NC
USD
-8664.72000000
-0.00906313989
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
2021-12-31
13432000.69000000
USD
-8664.72000000
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-3
03465LAA3
32026.18000000
PA
USD
32283.30000000
0.033767745991
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.69100000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBA0
76439.36000000
PA
USD
78070.44000000
0.081660263583
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
2.26300000
N
N
N
N
N
N
Slide 2018-Fun
N/A
SLIDE 2018-FUN
831350AL7
120868.55000000
PA
USD
119781.39000000
0.125289160402
Long
ABS-MBS
CORP
US
N
2
2031-06-15
Floating
2.18400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C2A1
4701.46000000
PA
USD
5087.94000000
0.005321892914
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
Galton Funding Mortgage Trust
N/A
Galton Funding Mortgage Trust 2020-H1
36418HAA0
33340.65000000
PA
USD
33904.54000000
0.035463533612
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.31000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAF2
165000.00000000
PA
USD
167852.29000000
0.175570449513
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
1.59000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AH9
565000.00000000
PA
USD
571503.20000000
0.597781976776
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FBF9
118915.92000000
PA
USD
119997.26000000
0.125514956505
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.22100000
N
N
N
N
N
N
CBAM CLO Management
254900Q3N8LV0KJICN72
CBAM 2019-9 Ltd
14987VAA7
760000.00000000
PA
USD
760990.43000000
0.795982180945
Long
ABS-CBDO
CORP
KY
N
2
2030-02-12
Floating
1.40613000
N
N
N
N
N
N
PROSPEROUS RAY LTD
N/A
Prosperous Ray Ltd
000000000
240000.00000000
PA
USD
256545.62000000
0.268342063276
Long
DBT
CORP
VG
N
2
2023-11-12
Fixed
4.62500000
N
N
N
N
N
N
YONGDA INVESTMENT LTD
300300Y6LHOS618ULI27
Yongda Investment Ltd
000000000
400000.00000000
PA
USD
401941.82000000
0.420423850135
Long
DBT
CORP
VG
N
2
2025-06-16
Fixed
2.25000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-B
63942LAA0
128371.12000000
PA
USD
128252.94000000
0.134150247978
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
0.94000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
425000.00000000
PA
USD
440460.51000000
0.460713700920
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBD2
575000.00000000
PA
USD
574932.62000000
0.601369087866
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133L8PD1
91344.76000000
PA
USD
94564.74000000
0.098913002080
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.00000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460WAB3
70000.00000000
PA
USD
70112.77000000
0.073336685162
Long
DBT
CORP
US
N
2
2024-04-23
Floating
0.52000200
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2017-1
553896AA9
184992.83000000
PA
USD
188633.27000000
0.197306977504
Long
ABS-O
CORP
US
N
2
2034-12-20
Fixed
2.42000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
790000.00000000
PA
USD
810166.22000000
0.847419164947
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46400000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564AAK7
143171.80000000
PA
USD
143434.61000000
0.150029999313
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
1.33600000
N
N
N
N
N
N
OCP CLO Ltd
254900M77QLN2EBJHE11
OCP CLO 2017-13 Ltd
67097LAM8
250000.00000000
PA
USD
250007.55000000
0.261503360695
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.66575000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36250BAE6
3926.98000000
PA
USD
3960.57000000
0.004142684352
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
1.65746600
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KJG5
70000.00000000
PA
USD
70109.41000000
0.073333170663
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
0.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9XM0
116559.51000000
PA
USD
127512.14000000
0.133375384621
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-6
03465AAA7
99923.16000000
PA
USD
100271.29000000
0.104881949830
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.26100000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
220000.00000000
PA
USD
220307.15000000
0.230437281234
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95300000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GMVSOGAWY1JE39
SMB Private Education Loan Trust 2015-A
78448PAC4
9867.25000000
PA
USD
9879.46000000
0.010333735888
Long
ABS-O
CORP
US
N
2
2027-06-15
Floating
1.08375000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAQ6
801000.00000000
PA
USD
815656.51000000
0.853161908661
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFC24
35581.27000000
PA
USD
39776.15000000
0.041605131127
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UMP4
68273.74000000
PA
USD
75554.80000000
0.079028949792
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
5.50000000
N
N
N
N
N
N
KIND Trust 2021-KIND
N/A
KIND Trust 2021-KIND
482606AL4
130000.00000000
PA
USD
130317.98000000
0.136310242346
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
1.83400000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AA9
230000.00000000
PA
USD
239308.95000000
0.250312819230
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.04300000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2020-A
80286KAG7
165000.00000000
PA
USD
169198.13000000
0.176978173732
Long
ABS-O
CORP
US
N
2
2024-11-20
Fixed
2.52000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BU3
375000.00000000
PA
USD
387407.32000000
0.405221026876
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.70000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAA4
39842.01000000
PA
USD
39967.52000000
0.041805300674
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.50600000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2020-A
00217TAD7
190000.00000000
PA
USD
193548.86000000
0.202448595447
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
2.06000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
125000.00000000
PA
USD
128661.79000000
0.134577897659
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300FECQ7XLTBL1027
Sequoia Mortgage Trust 2018-CH3
81746WAB4
63716.53000000
PA
USD
64685.75000000
0.067660120720
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAJ8
10369.95000000
PA
USD
10430.75000000
0.010910375224
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
2.75000000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Banc of America Commercial Mortgage Trust 2017-BNK3
06427DAN3
10714.12000000
PA
USD
10730.91000000
0.011224337138
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
1.95700000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
170000.00000000
PA
USD
177751.58000000
0.185924927222
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-9.00000000
NC
USD
16205.93000000
0.016951108709
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
2021-12-21
-1200690.35000000
USD
16205.93000000
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAY3
405000.00000000
PA
USD
409584.93000000
0.428418404504
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.95000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAB1
115611.23000000
PA
USD
116693.58000000
0.122059367173
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.40800000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2D2
360000.00000000
PA
USD
363415.70000000
0.380126227705
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R2
92538DAA7
88639.15000000
PA
USD
88470.48000000
0.092538516706
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
0.91800000
N
N
N
N
N
N
MARTIN MARIETTA
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AY2
55000.00000000
PA
USD
55111.16000000
0.057645273319
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2021-2
24381WAC2
92878.96000000
PA
USD
92966.23000000
0.097240989626
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
1.26000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITD
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
714295AC6
455000.00000000
PA
USD
482507.01000000
0.504693576949
Long
DBT
CORP
IE
N
2
2024-12-15
Fixed
3.90000000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
270000.00000000
PA
USD
287368.91000000
0.300582665300
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AR4
15000.00000000
PA
USD
15059.54000000
0.015752005571
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.30000000
N
N
N
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
03880KAA2
150000.00000000
PA
USD
150525.00000000
0.157446418592
Long
ABS-CBDO
CORP
KY
N
2
2034-08-15
Floating
1.15500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-INV1 Trust
67113CAE6
40290.41000000
PA
USD
41153.55000000
0.043045866532
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
105000.00000000
PA
USD
105501.76000000
0.110352926538
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAM5
200000.00000000
PA
USD
201308.27000000
0.210564797505
Long
DBT
CORP
GB
N
2
2023-06-15
Fixed
1.32600000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AJ0
315000.00000000
PA
USD
336613.51000000
0.352091623314
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740AZ2
30000.00000000
PA
USD
30460.07000000
0.031860680495
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
2.65000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BX6
335000.00000000
PA
USD
335362.55000000
0.350783141854
Long
DBT
CORP
DE
N
2
2021-10-14
Fixed
4.25000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BD3
25000.00000000
PA
USD
27064.26000000
0.028308724855
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.85000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAW7
27341.80000000
PA
USD
27621.79000000
0.028891891118
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
200000.00000000
PA
USD
219338.21000000
0.229423787576
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AB4
390000.00000000
PA
USD
392646.20000000
0.410700800292
Long
DBT
CORP
CH
N
2
2024-07-30
Fixed
1.00800000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AL3
170000.00000000
PA
USD
170041.16000000
0.177859967814
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.85000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
260000.00000000
PA
USD
292525.88000000
0.305976762342
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C16 Commercial Mortgage Trust
12596WAA2
98318.67000000
PA
USD
100404.17000000
0.105020939898
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
2.35950000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM2
452761AC3
98938.41000000
PA
USD
98978.24000000
0.103529442993
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
1.51600000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TBE4
74837.94000000
PA
USD
74915.70000000
0.078360462789
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
0.83600000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM1 Trust
67114BAA5
82508.03000000
PA
USD
82464.60000000
0.086256475207
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.07200000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
290000.00000000
PA
USD
328077.99000000
0.343163624278
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
UNITED AIR 2019-2 B PTT
N/A
United Airlines 2019-2 Class B Pass Through Trust
90932KAA7
80620.77780000
PA
USD
79454.86000000
0.083108341782
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.50000000
N
N
N
N
N
N
Revolving Single Family Home N
N/A
ZH Trust 2021-1
98879EAA9
100000.00000000
PA
USD
100360.40000000
0.104975157273
Long
ABS-MBS
CORP
US
N
2
2027-02-18
Fixed
2.25250000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-SOAR
05608WAL8
100000.00000000
PA
USD
100343.75000000
0.104957741675
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
1.48400000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAX8
305000.00000000
PA
USD
314911.84000000
0.329392070290
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.70000000
N
N
N
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE PEET'S NV 0.8 9/24
47216QAA1
150000.00000000
PA
USD
149618.73000000
0.156498476617
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.80000000
N
N
N
N
N
N
HOUSTON TX ARPT SYS REVENUE
N/A
City of Houston TX Airport System Revenue
442349EJ1
15000.00000000
PA
USD
15073.88000000
0.015767004951
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.88300000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAF0
150000.00000000
PA
USD
160162.80000000
0.167527382506
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.96100000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AX8
20000.00000000
PA
USD
20003.05000000
0.020922827327
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.30000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
UNITED STATES 10 YEAR ULTRA BOND
000000000
-1.00000000
NC
USD
2857.96000000
0.002989374299
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
2021-12-21
-148107.96000000
USD
2857.96000000
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YAY4
210000.00000000
PA
USD
218287.33000000
0.228324586166
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.20000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust LLC 2020-5
03464WAB8
78542.84000000
PA
USD
78974.35000000
0.082605737041
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.57900000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AS8
160000.00000000
PA
USD
160033.71000000
0.167392356708
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.85000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDR2
425000.00000000
PA
USD
442314.80000000
0.462653254612
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
2.65000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAF9
100000.00000000
PA
USD
100396.28000000
0.105012687101
Long
DBT
CORP
US
N
2
2025-06-09
Floating
0.45000100
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CHF4
26057.52000000
PA
USD
29992.76000000
0.031371882715
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
7.00000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2017-A LLC
28416DAA8
31612.37000000
PA
USD
32433.85000000
0.033925218559
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.69000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAE4
156717.10000000
PA
USD
158586.08000000
0.165878161997
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.72400000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
255000.00000000
PA
USD
256650.21000000
0.268451462518
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBD6
230000.00000000
PA
USD
234866.01000000
0.245665584611
Long
DBT
CORP
MX
N
2
2022-07-16
Fixed
3.12500000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BV0
105000.00000000
PA
USD
111678.71000000
0.116813904152
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2016-3 Receivables Funding LLC
82652YAA2
22752.07000000
PA
USD
22769.99000000
0.023816996358
Long
ABS-O
CORP
US
N
2
2033-10-20
Fixed
2.43000000
N
N
N
N
N
N
CHINA MENGNIU DAIRY
2549005Q343BSJ8RSS21
China Mengniu Dairy Co Ltd
000000000
400000.00000000
PA
USD
401105.34000000
0.419548907233
Long
DBT
CORP
KY
N
2
2025-06-17
Fixed
1.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
150000.00000000
PA
USD
150848.39000000
0.157784678664
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLR7
164381.99000000
PA
USD
174420.50000000
0.182440677987
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAF5
105000.00000000
PA
USD
108191.69000000
0.113166544507
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.34000000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-A
80286TAF0
255000.00000000
PA
USD
254734.65000000
0.266447821517
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.14000000
N
N
N
N
N
N
CHICAGO IL TRANSIT AUTH SALES
N/A
Chicago Transit Authority Sales Tax Receipts Fund
16772PCK0
25000.00000000
PA
USD
25782.44000000
0.026967964395
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
2.06400000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TAP0
127364.52000000
PA
USD
130773.41000000
0.136786613862
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.50000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAA8
190000.00000000
PA
USD
196850.35000000
0.205901894078
Long
DBT
CORP
KY
N
2
2022-08-15
Fixed
5.25000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
53587.89000000
PA
USD
54781.10000000
0.057300036549
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Conduit Receivables Funding LLC
82652KAA2
298642.01000000
PA
USD
300709.15000000
0.314536314270
Long
ABS-O
CORP
US
N
2
2034-03-20
Fixed
2.91000000
N
N
N
N
N
N
MIZUHO FIN GRP CAYMAN 2
5493005X5HKEZQSVVC05
Mizuho Financial Group Cayman 2 Ltd
000000000
230000.00000000
PA
USD
236423.90000000
0.247295109282
Long
DBT
CORP
KY
N
2
2022-07-18
Fixed
4.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCN9
1685000.00000000
PA
USD
1681544.44000000
1.758864971150
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.12500000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAB1
200000.00000000
PA
USD
199790.20000000
0.208976923832
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AV5
55000.00000000
PA
USD
56387.31000000
0.058980103063
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.12500000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
148500.00000000
PA
USD
151750.96000000
0.158728750506
Long
ABS-O
CORP
US
N
2
2049-06-07
Fixed
4.19400000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
88366.94000000
PA
USD
88623.42000000
0.092698489170
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.00400000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TBF1
38378.43000000
PA
USD
38244.18000000
0.040002718306
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
1.03600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NZ2
18826.58000000
PA
USD
20413.24000000
0.021351878623
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2019-C
80284NAH1
410000.00000000
PA
USD
419540.21000000
0.438831446737
Long
ABS-O
CORP
US
N
2
2024-06-20
Fixed
2.88000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
200000.00000000
PA
USD
216496.00000000
0.226450887491
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
PSMC Trust
N/A
PSMC 2021-2 Trust
69376CAC8
177305.16000000
PA
USD
180772.81000000
0.189085078979
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
140000.00000000
PA
USD
140497.65000000
0.146957992447
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.73100000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
375000.00000000
PA
USD
389349.67000000
0.407252689730
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
52397.58000000
PA
USD
52696.76000000
0.055119854731
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AY5
240000.00000000
PA
USD
251742.98000000
0.263318588984
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
2.85000000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd
80685XAC5
70000.00000000
PA
USD
70782.51000000
0.074037221049
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAX9
375000.00000000
PA
USD
375014.65000000
0.392258518932
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CHG2
26761.15000000
PA
USD
30721.05000000
0.032133660839
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
7.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ5
36261HAJ9
218656.63000000
PA
USD
223644.73000000
0.233928329351
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
46591JAJ5
120000.00000000
PA
USD
119640.91000000
0.125142220871
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
1.68400000
N
N
N
N
N
N
CGDB Commercial Mortgage Trust
N/A
CGDB Commercial Mortgage Trust 2019-MOB
125284AG4
350000.00000000
PA
USD
349609.75000000
0.365685454526
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
1.73375000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAA4
44923.87000000
PA
USD
45522.22000000
0.047615416079
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4G6
18062.25000000
PA
USD
19535.20000000
0.020433464716
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
Fortinet Inc
34959EAA7
95000.00000000
PA
USD
93647.79000000
0.097953889019
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.00000000
N
N
N
N
N
N
APT PIPELINES LTD
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAB3
85000.00000000
PA
USD
92500.49000000
0.096753834037
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
4.20000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP2 Trust
67113KAL2
97868.34000000
PA
USD
97498.05000000
0.101981191112
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Floating
1.28600000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAL3
435000.00000000
PA
USD
456906.94000000
0.477916368265
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329QHU8
28395.25000000
PA
USD
30728.09000000
0.032141024552
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2020-1NV
33851YAL0
88442.09000000
PA
USD
88464.23000000
0.092531979319
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
0.93600000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AV6
160000.00000000
PA
USD
160151.52000000
0.167515583831
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
535000.00000000
PA
USD
562588.27000000
0.588457121765
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2A9
250000.00000000
PA
USD
249127.58000000
0.260582928042
Long
DBT
CORP
AU
N
2
2026-05-05
Fixed
1.45000000
N
N
N
N
N
N
BlackRock Liquidity Funds T-Fund
5493002L9DNZ83RX7V61
BlackRock Liquidity Funds T-Fund
09248U718
1120447.53000000
NS
USD
1120447.53000000
1.171967784882
Long
STIV
RF
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBK4
36342.96000000
PA
USD
36368.04000000
0.038040309910
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
0.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-MEAD
61771LAJ1
255000.00000000
PA
USD
254264.91000000
0.265956482001
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.28300000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBE3
90000.00000000
PA
USD
90780.96000000
0.094955236860
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAM5
285000.00000000
PA
USD
313281.16000000
0.327686408600
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Hundred Acre Wood Trust
N/A
Hundred Acre Wood Trust 2021-INV1
44590HAJ5
144532.07000000
PA
USD
148405.89000000
0.155229867985
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBA5
270000.00000000
PA
USD
289416.71000000
0.302724626941
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41283LAU9
340000.00000000
PA
USD
344143.12000000
0.359967458743
Long
DBT
CORP
US
N
2
2022-02-04
Fixed
4.05000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBQ8
80000.00000000
PA
USD
79906.38000000
0.083580623509
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2020-A
98163DAF5
140000.00000000
PA
USD
141251.81000000
0.147746830122
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
1.25000000
N
N
N
N
N
N
HOUSTON TX ARPT SYS REVENUE
N/A
City of Houston TX Airport System Revenue
442349EL6
95000.00000000
PA
USD
96472.80000000
0.100908798216
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
1.27200000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VAY1
90857.12000000
PA
USD
92342.79000000
0.096588882699
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
2.05600000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAV3
150000.00000000
PA
USD
146901.12000000
0.153655905871
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
135000.00000000
PA
USD
145184.41000000
0.151860258362
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAE4
115000.00000000
PA
USD
115302.04000000
0.120603841583
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.89000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGG3
165000.00000000
PA
USD
166553.25000000
0.174211677246
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300FECQ7XLTBL1027
Sequoia Mortgage Trust 2018-CH3
81746WAU2
10619.42000000
PA
USD
10815.17000000
0.011312471569
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C39
95000XAA5
30715.69000000
PA
USD
30831.89000000
0.032249597468
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
1.97500000
N
N
N
N
N
N
Shelter Growth CRE
N/A
Shelter Growth CRE Issuer Ltd
822866AA7
80000.00000000
PA
USD
80100.00000000
0.083783146515
Long
ABS-MBS
CORP
KY
N
2
2036-09-15
Floating
1.17500000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BA7
30000.00000000
PA
USD
32448.10000000
0.033940123800
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.35000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAD0
190000.00000000
PA
USD
192891.94000000
0.201761469047
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
58000.00000000
PA
USD
62701.81000000
0.065584955480
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73400000
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust 2020-2
92838TAC5
62478.24000000
PA
USD
63087.12000000
0.065987982749
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
2.49600000
N
N
N
N
N
N
CHICAGO IL TRANSIT AUTH SALES
N/A
Chicago Transit Authority Sales Tax Receipts Fund
16772PCJ3
10000.00000000
PA
USD
10229.12000000
0.010699473903
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
1.83800000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-3
89175MAA1
69149.96000000
PA
USD
72437.74000000
0.075768561594
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
125000.00000000
PA
USD
130158.20000000
0.136143115365
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAE9
525000.00000000
PA
USD
534896.25000000
0.559491771341
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EAU8
770.19000000
PA
USD
770.64000000
0.000806075456
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
2.75000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AY6
630000.00000000
PA
USD
644774.05000000
0.674421956312
Long
DBT
CORP
US
N
2
2022-09-25
Fixed
3.00000000
N
N
N
N
N
N
Merit
N/A
Merit 2020-Hill
590027AG3
188606.76000000
PA
USD
189014.11000000
0.197705329234
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Floating
1.48400000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AB6
80000.00000000
PA
USD
79988.65000000
0.083666676436
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAE8
40000.00000000
PA
USD
41802.40000000
0.043724551859
Long
DBT
CORP
N/A
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2019-A
12596JAC7
94207.86000000
PA
USD
95387.08000000
0.099773154798
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
3.01000000
N
N
N
N
N
N
Austin Fairmont Hotel Trust
N/A
Austin Fairmont Hotel Trust 2019-FAIR
05223HAA0
115000.00000000
PA
USD
115120.06000000
0.120413493806
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Floating
1.13400000
N
N
N
N
N
N
Daimler Trucks Retail Trust
N/A
Daimler Trucks Retail Trust 2020-1
233854AD0
265000.00000000
PA
USD
266879.33000000
0.279150936421
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.37000000
N
N
N
N
N
N
Merit
N/A
Merit 2020-Hill
590027AL2
108448.89000000
PA
USD
108883.27000000
0.113889924638
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Floating
2.43400000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BB4
240000.00000000
PA
USD
255806.79000000
0.267569260502
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
19123MAE3
285000.00000000
PA
USD
284184.77000000
0.297252112639
Long
DBT
CORP
GB
N
2
2024-05-03
Fixed
0.80000000
N
N
N
N
N
N
FIRST NIAGARA FIN GRP
W4U8KD36H4XNDYC19F59
First Niagara Financial Group Inc
33582VAC2
120000.00000000
PA
USD
121620.80000000
0.127213149884
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
7.25000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2021-1
24380VAB7
75969.86000000
PA
USD
75918.90000000
0.079409791785
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.97300000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-F
63941XAA5
177844.13000000
PA
USD
178955.39000000
0.187184090638
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
1.22000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0226A8
35000.00000000
PA
USD
36089.65000000
0.037749119021
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-III Ltd
12560EAA4
255000.00000000
PA
USD
255381.86000000
0.267124791433
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
1.48425000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AK5
90000.00000000
PA
USD
90086.73000000
0.094229084877
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAC4
185000.00000000
PA
USD
193358.60000000
0.202249586939
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
4.50000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300XC4C7GRVLU6076
SMB Private Education Loan Trust 2014-A
784456AD7
214596.68000000
PA
USD
216514.17000000
0.226469892981
Long
ABS-O
CORP
US
N
2
2032-04-15
Floating
1.58375000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
21991.73000000
PA
USD
22081.85000000
0.023097214405
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
3900000.00000000
PA
USD
3895505.87000000
4.074628452669
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYE8
100000.00000000
PA
USD
100034.25000000
0.104634010291
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.65700000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2020-1
24381RAA7
68493.20000000
PA
USD
68891.86000000
0.072059635457
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.33900000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM3 Trust
67114JAA8
98292.18000000
PA
USD
98375.77000000
0.102899270305
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.05400000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAA6
485000.00000000
PA
USD
500087.97000000
0.523082942087
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
2.37500000
N
N
N
N
N
N
BRIGHTHSE FIN GL
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2D9
115000.00000000
PA
USD
115122.37000000
0.120415910024
Long
DBT
CORP
US
N
2
2023-06-28
Fixed
0.60000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABC0
121000.00000000
PA
USD
123922.85000000
0.129621052411
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.85000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-NQM1
36262EAA4
79251.20000000
PA
USD
79352.21000000
0.083000971744
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.01700000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBA7
170000.00000000
PA
USD
171948.93000000
0.179855460616
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
1.20000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2020-B
44933FAF3
150000.00000000
PA
USD
152769.87000000
0.159794511877
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.60000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2021-INV2 Trust
62917JAA8
257769.54000000
PA
USD
257364.43000000
0.269198523678
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.16200000
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust 2020-1
92838WAA2
86406.60000000
PA
USD
86869.41000000
0.090863826538
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.76300000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-3
43800KAA5
41376.89000000
PA
USD
41681.49000000
0.043598082193
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.67500000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
90000.00000000
PA
USD
92309.73000000
0.096554302539
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
190000.00000000
PA
USD
190160.83000000
0.198904777545
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
Freddie Mac Whole Loan Securit
N/A
Freddie Mac Whole Loan Securities Trust 2017-SC02
3137G1BY2
18492.17000000
PA
USD
18639.56000000
0.019496641528
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
3.84400600
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
185000.00000000
PA
USD
209050.96000000
0.218663510748
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.87500000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2019-1
33852AAP2
53445.10000000
PA
USD
54648.71000000
0.057161559011
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
140000.00000000
PA
USD
140009.94000000
0.146447856637
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.82400000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAY1
140000.00000000
PA
USD
145893.02000000
0.152601451563
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
2021-11-12
Pacific Funds Series Trust
Trevor Smith
Trevor Smith
VP and Treasurer