0001752724-22-121434.txt : 20220525
0001752724-22-121434.hdr.sgml : 20220525
20220525160957
ACCESSION NUMBER: 0001752724-22-121434
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220331
FILED AS OF DATE: 20220525
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: 22963002
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
2022-03-31
N
74684006.20
2013003.96
72671002.24
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
170842.20000000
735159.37000000
0.00000000
37820.00000000
USD
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AG2
240000.00000000
PA
USD
240294.00000000
0.330660088058
Long
DBT
CORP
US
N
2
2022-07-15
Variable
3.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329QHU8
21585.29000000
PA
USD
22438.17000000
0.030876373392
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM5
64830PAA4
97369.35000000
PA
USD
96975.77000000
0.133444932656
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.70986000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
25000.00000000
PA
USD
25099.23000000
0.034538164090
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac - STACR
549300RWLR7W4OBRM426
Freddie Mac STACR Trust 2019-HRP1
35564RAK0
120740.38000000
PA
USD
119162.81000000
0.163975734924
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Floating
1.85657000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2G9
200000.00000000
PA
USD
195705.40000000
0.269303290126
Long
DBT
CORP
SA
N
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAA7
345000.00000000
PA
USD
351887.67000000
0.484220196713
Long
DBT
CORP
IE
N
2
2023-11-25
Fixed
4.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-G
63941JAA6
61772.27000000
PA
USD
61405.39000000
0.084497788811
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.40000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BD3
25000.00000000
PA
USD
25418.11000000
0.034976963598
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6S36
20375.87000000
PA
USD
20501.43000000
0.028211293869
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CHF4
23345.41000000
PA
USD
25480.77000000
0.035063187811
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
7.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
315000.00000000
PA
USD
299809.34000000
0.412557045807
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBQ7
200000.00000000
PA
USD
192133.09000000
0.264387560481
Long
DBT
CORP
GB
N
2
2024-12-10
Fixed
1.00700000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAG8
350000.00000000
PA
USD
349946.75000000
0.481549365239
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAB7
117922.71000000
PA
USD
118157.72000000
0.162592666067
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.11700000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-A
63941FAB2
179546.49000000
PA
USD
172561.18000000
0.237455346260
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.46000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740AZ2
30000.00000000
PA
USD
30055.84000000
0.041358780082
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSK2
61195.30000000
PA
USD
65395.55000000
0.089988507085
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
125000.00000000
PA
USD
119252.61000000
0.164099305533
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DF4
50000.00000000
PA
USD
49663.69000000
0.068340450068
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAJ3
120000.00000000
PA
USD
120207.18000000
0.165412855602
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.35000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBK4
15661.87000000
PA
USD
15581.26000000
0.021440821675
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
0.79900000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KKY4
100000.00000000
PA
USD
95223.56000000
0.131033778350
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
1.59900000
N
N
N
N
N
N
Symphony CLO Ltd
54930001DQI1CFLYVB48
Symphony CLO XXIII Ltd
87167NDC6
250000.00000000
PA
USD
248040.70000000
0.341320048374
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
1.26129000
N
N
N
N
N
N
CIFC Funding Ltd
549300O8WGQU5B6HEB94
CIFC Funding 2014-II-R Ltd
12548RAB0
500000.00000000
PA
USD
497975.50000000
0.685246500874
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
1.30886000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
95003JAC9
165060.75000000
PA
USD
158143.12000000
0.217615163029
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
2.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP2 Trust
67448VAG5
34789.30000000
PA
USD
34217.89000000
0.047086030115
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
3.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAY1
155000.00000000
PA
USD
152442.24000000
0.209770383373
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
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
196569.49000000
0.270492333862
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
CGDB Commercial Mortgage Trust
N/A
CGDB Commercial Mortgage Trust 2019-MOB
125284AG4
350000.00000000
PA
USD
344783.60000000
0.474444536847
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
2.04657000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAJ1
45000.00000000
PA
USD
44014.62000000
0.060566964323
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
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
792953.19000000
1.091154883733
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46400000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAG6
50000.00000000
PA
USD
50021.07000000
0.068832228066
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2020-2
36259PAG1
95000.00000000
PA
USD
95458.74000000
0.131357401243
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
2.56000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2021-2
67578AAA6
84087.91000000
PA
USD
82031.35000000
0.112880444016
Long
ABS-O
CORP
US
N
2
2028-09-20
Fixed
1.21000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAF2
140000.00000000
PA
USD
130702.12000000
0.179854571935
Long
ABS-O
CORP
US
N
2
2027-06-18
Fixed
1.29000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
130000.00000000
PA
USD
129598.00000000
0.178335231392
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAM5
200000.00000000
PA
USD
199521.96000000
0.274555123570
Long
DBT
CORP
GB
N
2
2023-06-15
Fixed
1.32600000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-NQM1
64830VAA1
52513.00000000
PA
USD
52290.27000000
0.071954794055
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.46413000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300FECQ7XLTBL1027
Sequoia Mortgage Trust 2018-CH3
81746WAU2
4360.96000000
PA
USD
4388.67000000
0.006039093812
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-E
63941MAB7
209679.34000000
PA
USD
206671.05000000
0.284392733868
Long
ABS-O
CORP
US
N
2
2068-05-15
Fixed
2.64000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-4
80285VAF6
70000.00000000
PA
USD
66260.17000000
0.091178280135
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.67000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KMH9
45000.00000000
PA
USD
42862.28000000
0.058981269940
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
1.89900000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-INV2
64831GAG0
220497.78000000
PA
USD
212380.02000000
0.292248645888
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
Mello Mortgage Capital Accepta
N/A
Mello Mortgage Capital Acceptance 2021-INV3
585491AF0
104058.18000000
PA
USD
99747.92000000
0.137259590380
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2021-1
24380VAB7
43849.27000000
PA
USD
42603.20000000
0.058624759101
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.97300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7MW6
27769.33000000
PA
USD
28017.38000000
0.038553727259
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R02
20754BAA9
213714.42000000
PA
USD
212051.40000000
0.291796443510
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
1.29900000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740BD0
195000.00000000
PA
USD
195029.53000000
0.268373249285
Long
DBT
CORP
US
N
2
2022-09-28
Fixed
2.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDR9
950000.00000000
PA
USD
925544.92000000
1.273609681263
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.75000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
255000.00000000
PA
USD
239666.48000000
0.329796579945
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
Hundred Acre Wood Trust
N/A
Hundred Acre Wood Trust 2021-INV1
44590HAJ5
131016.34000000
PA
USD
125771.07000000
0.173069128157
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-3
31573JAC4
92825.47000000
PA
USD
85100.00000000
0.117103104920
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.55000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABY2
60000.00000000
PA
USD
56483.63000000
0.077725128674
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
1.00000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AZ4
260000.00000000
PA
USD
249607.40000000
0.343475928920
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
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
33598.44000000
0.046233626844
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
2022-06-21
-1139473.44000000
USD
33598.44000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDV0
935000.00000000
PA
USD
911332.81000000
1.254052898555
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP2 Trust
67113KAL2
65095.24000000
PA
USD
64841.75000000
0.089226442461
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Floating
1.65657000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAF5
105000.00000000
PA
USD
104046.95000000
0.143175333754
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS47
50011.61000000
PA
USD
50502.26000000
0.069494376633
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EG8
30000.00000000
PA
USD
30209.26000000
0.041569895926
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAA6
55000.00000000
PA
USD
55249.52000000
0.076026913482
Long
DBT
CORP
N/A
N
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
BDO UNIBANK INC
3FGIIBS1PEI1FYQBGN97
BDO Unibank Inc
000000000
400000.00000000
PA
USD
398606.00000000
0.548507640893
Long
DBT
CORP
PH
N
2
2023-03-06
Fixed
2.95000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AA7
240000.00000000
PA
USD
240057.09000000
0.330334084573
Long
DBT
CORP
IT
N
2
2022-04-12
Fixed
3.75000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBY5
160000.00000000
PA
USD
150316.91000000
0.206845791810
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.87500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBD6
130000.00000000
PA
USD
131551.90000000
0.181023924185
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
105000.00000000
PA
USD
99836.03000000
0.137380835440
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A4LW6
51567.62000000
PA
USD
54445.28000000
0.074920227218
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564AAK7
72938.53000000
PA
USD
72725.82000000
0.100075432783
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
1.70657000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAA7
57659.79000000
PA
USD
57101.89000000
0.078575894428
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
1.09900000
N
N
N
N
N
N
InTown Hotel Portfolio Trust
N/A
InTown Hotel Portfolio Trust 2018-STAY
46117MAL8
100000.00000000
PA
USD
99565.23000000
0.137008197122
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
2.04700000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AX0
25000.00000000
PA
USD
23994.76000000
0.033018341925
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NZ2
14496.35000000
PA
USD
15099.76000000
0.020778246528
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
200000.00000000
PA
USD
183868.94000000
0.253015555493
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
1.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UMP4
50330.38000000
PA
USD
53656.36000000
0.073834622264
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
5.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300FECQ7XLTBL1027
Sequoia Mortgage Trust 2018-CH3
81746WAB4
26165.74000000
PA
USD
26292.80000000
0.036180593619
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AK1
300000.00000000
PA
USD
311772.00000000
0.429018439804
Long
DBT
CORP
IL
N
2
2024-11-12
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFC24
29839.67000000
PA
USD
31688.24000000
0.043605068078
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
75000.00000000
PA
USD
70766.06000000
0.097378676251
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAE4
115000.00000000
PA
USD
109318.24000000
0.150428969782
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.89000000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer 2019-A LLC
05588UAA0
191826.52000000
PA
USD
189491.17000000
0.260752107662
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KJG5
70000.00000000
PA
USD
68335.62000000
0.094034233591
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
0.94900000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C16 Commercial Mortgage Trust
12596WAA2
82061.24000000
PA
USD
81352.04000000
0.111945669513
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
2.35950000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JX6
25000.00000000
PA
USD
25009.43000000
0.034414593481
Long
DBT
CORP
US
N
2
2022-11-14
Floating
1.26376200
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAM2
320000.00000000
PA
USD
320163.84000000
0.440566154492
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.44800000
N
N
N
N
N
N
UNITED AIR 2019-2 B PTT
N/A
United Airlines 2019-2 Class B Pass Through Trust
90932KAA7
75202.77780000
PA
USD
68092.02000000
0.093699024234
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6C66
23660.21000000
PA
USD
25472.58000000
0.035051917841
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
5.00000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2021-2
24381WAA6
73670.98000000
PA
USD
69608.84000000
0.095786266673
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.89900000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2016-A LLC
28415PAA2
76577.92000000
PA
USD
76337.17000000
0.105044883993
Long
ABS-O
CORP
US
N
2
2028-04-25
Fixed
2.73000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VV31
107646.27000000
PA
USD
110424.89000000
0.151951791768
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
4.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
60000.00000000
PA
USD
61391.06000000
0.084478069804
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Slide 2018-Fun
N/A
SLIDE 2018-FUN
831350AL7
119792.89000000
PA
USD
117494.66000000
0.161680252615
Long
ABS-MBS
CORP
US
N
2
2031-06-15
Floating
2.49700000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AX2
135000.00000000
PA
USD
127930.02000000
0.176039983014
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM3 Trust
67114JAA8
85107.42000000
PA
USD
80199.82000000
0.110360140259
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.05400000
N
N
N
N
N
N
Freddie Mac Whole Loan Securit
N/A
Freddie Mac Whole Loan Securities Trust 2017-SC02
3137G1BY2
16914.62000000
PA
USD
16882.49000000
0.023231398328
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
3.84365400
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AZ7
205000.00000000
PA
USD
204422.34000000
0.281298363444
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
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
149583.60000000
0.205836709814
Long
ABS-CBDO
CORP
KY
N
2
2034-08-15
Floating
1.46657000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DG9
65000.00000000
PA
USD
63838.18000000
0.087845465223
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
2.00000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
230000.00000000
PA
USD
226386.56000000
0.311522550978
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BN8
65000.00000000
PA
USD
65149.72000000
0.089650229103
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-NQM1
36262EAA4
56386.00000000
PA
USD
54285.15000000
0.074699877979
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.01700000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAB4
85352.77000000
PA
USD
84789.88000000
0.116676359739
Long
ABS-O
CORP
US
N
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2021-1 Receivables Funding LLC
82652QAB7
56463.31000000
PA
USD
53797.32000000
0.074028592343
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.34000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AK9
470000.00000000
PA
USD
473097.30000000
0.651012488361
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.37500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2022-GR1
36266TAJ8
232411.69000000
PA
USD
223983.00000000
0.308215096938
Long
ABS-MBS
CORP
US
N
2
2052-06-25
Variable
2.50000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AZ5
200000.00000000
PA
USD
200863.57000000
0.276401265716
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
PSMC Trust
N/A
PSMC 2021-1 Trust
693650AL7
198587.21000000
PA
USD
190611.15000000
0.262293272591
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Variable
2.50000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBD5
170000.00000000
PA
USD
163157.30000000
0.224514999065
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
257400.00000000
PA
USD
256397.12000000
0.352819022852
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.19400000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
9109.91000000
PA
USD
9007.63000000
0.012395081562
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
200000.00000000
PA
USD
189067.21000000
0.260168711277
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
100000.00000000
PA
USD
104711.08000000
0.144089219595
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
Galton Funding Mortgage Trust
N/A
Galton Funding Mortgage Trust 2020-H1
36418HAD4
145000.00000000
PA
USD
139224.68000000
0.191582165800
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.83200000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAV9
295000.00000000
PA
USD
282496.37000000
0.388733279151
Long
DBT
CORP
FR
N
2
2024-02-27
Fixed
0.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
150000.00000000
PA
USD
143877.77000000
0.197985118637
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
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
239016.86000000
0.328902660803
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.17709700
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAW0
210000.00000000
PA
USD
217373.86000000
0.299120492768
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
400000.00000000
PA
USD
413939.94000000
0.569608134249
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBB8
70000.00000000
PA
USD
74186.84000000
0.102085890813
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
8.25000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAZ4
105000.00000000
PA
USD
101680.45000000
0.139918876671
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABA4
235000.00000000
PA
USD
235540.24000000
0.324118606789
Long
DBT
CORP
US
N
2
2022-06-20
Fixed
3.00000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAA1
200000.00000000
PA
USD
190972.84000000
0.262790981427
Long
DBT
CORP
GB
N
2
2024-04-06
Fixed
0.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7Q65
122853.74000000
PA
USD
124200.36000000
0.170907729591
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KNK1
115000.00000000
PA
USD
112205.82000000
0.154402466652
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
1.04900000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CB5
155000.00000000
PA
USD
152833.62000000
0.210308947570
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
83423.75000000
PA
USD
83116.07000000
0.114373088904
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.31700000
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
LeasePlan Corp NV
52206AAD2
200000.00000000
PA
USD
195544.69000000
0.269082142770
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
2.87500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BU3
375000.00000000
PA
USD
377499.59000000
0.519463855408
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.70000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2017-1
553896AA9
150720.83000000
PA
USD
150167.59000000
0.206640317831
Long
ABS-O
CORP
US
N
2
2034-12-20
Fixed
2.42000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABV8
50000.00000000
PA
USD
47239.47000000
0.065004566531
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNLC5
54485.22000000
PA
USD
52115.12000000
0.071713776325
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
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
158810.55000000
0.218533589884
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
2.56700000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
135000.00000000
PA
USD
136089.22000000
0.187267570014
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AJ9
390000.00000000
PA
USD
392123.28000000
0.539586998821
Long
DBT
CORP
GB
N
2
2023-01-11
Fixed
3.95000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2019-A
12596JAC7
31388.58000000
PA
USD
31555.12000000
0.043421886347
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
3.01000000
N
N
N
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank NA - SBCLN
80290CAE4
215330.05000000
PA
USD
211576.48000000
0.291142922869
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.83300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAMK1
35613.28000000
PA
USD
37028.90000000
0.050954161713
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBB9
55000.00000000
PA
USD
55111.33000000
0.075836755103
Long
DBT
CORP
LU
N
2
2024-07-16
Fixed
3.60000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
114296.56000000
PA
USD
112873.32000000
0.155320989831
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.09700000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AR6
65000.00000000
PA
USD
62990.96000000
0.086679635698
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBA6
40000.00000000
PA
USD
41446.00000000
0.057032377045
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.50000000
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
106954.89000000
0.147176847302
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.74000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AL6
75000.00000000
PA
USD
73126.23000000
0.100626422845
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
Barclays Mortgage Loan Trust
N/A
Barclays Mortgage Loan Trust 2021-NQM1
06744UAA9
166832.20000000
PA
USD
161054.13000000
0.221620901096
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
1.74700000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAW7
14440.56000000
PA
USD
14476.31000000
0.019920338998
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122NC34
100000.00000000
PA
USD
97326.46000000
0.133927504781
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
1.71100000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAZ1
95000.00000000
PA
USD
97658.47000000
0.134384372018
Long
DBT
CORP
N/A
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
95000.00000000
PA
USD
88777.25000000
0.122163238793
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAC4
185000.00000000
PA
USD
186405.13000000
0.256505516993
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
4.50000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
65000.00000000
PA
USD
62078.25000000
0.085423687697
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300XC4C7GRVLU6076
SMB Private Education Loan Trust 2014-A
784456AD7
165273.48000000
PA
USD
166318.21000000
0.228864615697
Long
ABS-O
CORP
US
N
2
2032-04-15
Floating
1.89657000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AG6
75000.00000000
PA
USD
76285.15000000
0.104973301108
Long
DBT
CORP
US
N
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAE0
165000.00000000
PA
USD
170061.95000000
0.234016244111
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.87500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCV6
210000.00000000
PA
USD
205320.97000000
0.282534936455
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.90000000
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
164296.29000000
0.226082322984
Long
ABS-O
CORP
US
N
2
2024-11-20
Fixed
2.52000000
N
N
N
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust
78449XAA0
77386.80000000
PA
USD
73679.07000000
0.101387166447
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UEL4
16165.67000000
PA
USD
17467.44000000
0.024036327367
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-J1 Trust
67113XAD2
141800.42000000
PA
USD
136579.95000000
0.187942846238
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1 Mortgage Loan Trust
19688EAB4
81761.47000000
PA
USD
75394.33000000
0.103747475163
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.16700000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-3
31573JAA8
92825.47000000
PA
USD
85219.00000000
0.117266856618
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.24100000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AA9
230000.00000000
PA
USD
229603.05000000
0.315948649286
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.04300000
N
N
N
N
N
N
BlackRock Liquidity Funds T-Fund
5493002L9DNZ83RX7V61
BlackRock Liquidity Funds T-Fund
09248U718
2808775.62000000
NS
USD
2808775.62000000
3.865056946268
Long
STIV
RF
US
N
1
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAA1
150000.00000000
PA
USD
140882.36000000
0.193863240711
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.80000000
N
N
N
N
N
N
Navistar Financial Dealer Note
N/A
Navistar Financial Dealer Note Master Trust
63938PBN8
180000.00000000
PA
USD
180419.47000000
0.248268861635
Long
ABS-O
CORP
US
N
2
2025-07-25
Floating
1.80657000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AS8
160000.00000000
PA
USD
151386.09000000
0.208317052653
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.85000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AJ0
315000.00000000
PA
USD
320940.39000000
0.441634737525
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
235000.00000000
PA
USD
217712.10000000
0.299585932888
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
BINOM Securitization Trust
N/A
BINOM Securitization Trust 2021-INV1
05552UAC8
92454.61000000
PA
USD
88507.83000000
0.121792499445
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
2.62500000
N
N
N
N
N
N
Flagstar Mortgage Trust
549300H3PON1KOB2RF56
Flagstar Mortgage Trust 2018-6RR
33851FAP2
44455.41000000
PA
USD
44529.33000000
0.061275238578
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BM3
225000.00000000
PA
USD
233244.94000000
0.320960125511
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-INV1
92537TAA3
32885.17000000
PA
USD
32454.96000000
0.044660124395
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
1.97700000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CQ0
220000.00000000
PA
USD
216257.47000000
0.297584267911
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
2.25000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
70000.00000000
PA
USD
66097.36000000
0.090954243044
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
184564.43000000
0.253972594722
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAF1
65000.00000000
PA
USD
61479.84000000
0.084600236827
Long
ABS-O
CORP
US
N
2
2026-12-18
Fixed
1.21000000
N
N
N
N
N
N
Freddie Mac - STACR
549300L8K4CLYS7FCQ06
Freddie Mac STACR Trust 2018-DNA2
35563TAK7
69153.69000000
PA
USD
68916.68000000
0.094833809739
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
1.40657000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAF9
100000.00000000
PA
USD
99430.87000000
0.136823309071
Long
DBT
CORP
US
N
2
2025-06-09
Floating
0.58305300
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAD9
140000.00000000
PA
USD
136025.37000000
0.187179708284
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.33900000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
150000.00000000
PA
USD
152092.18000000
0.209288678168
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV3
92537MAE0
108189.42000000
PA
USD
108179.43000000
0.148861893555
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.10000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
55000.00000000
PA
USD
55176.73000000
0.075926749734
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-INV1
64829WAF1
90373.33000000
PA
USD
86754.44000000
0.119379721382
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
MIZUHO FIN GRP CAYMAN 2
5493005X5HKEZQSVVC05
Mizuho Financial Group Cayman 2 Ltd
000000000
230000.00000000
PA
USD
231463.03000000
0.318508102083
Long
DBT
CORP
KY
N
2
2022-07-18
Fixed
4.20000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
185000.00000000
PA
USD
195378.99000000
0.268854128851
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.87500000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDE1
100000.00000000
PA
USD
101384.70000000
0.139511905539
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
4.95000000
N
N
N
N
N
N
Revolving Single Family Home N
N/A
ZH Trust 2021-1
98879EAA9
100000.00000000
PA
USD
99296.00000000
0.136637719226
Long
ABS-MBS
CORP
US
N
2
2027-02-18
Fixed
2.25250000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2022-1
78433QAA3
104762.24000000
PA
USD
102949.14000000
0.141664676179
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.16600000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
20000.00000000
PA
USD
18147.30000000
0.024971858706
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-3 Mortgage Loan Trust
19688FAC9
88296.69000000
PA
USD
82140.16000000
0.113030173615
Long
ABS-MBS
CORP
US
N
2
2066-09-27
Variable
1.41900000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2020-2
81882JAA9
35743.23000000
PA
USD
35132.32000000
0.048344344947
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.38100000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAS8
21794.57000000
PA
USD
21735.81000000
0.029909880598
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAL9
75000.00000000
PA
USD
73409.09000000
0.101015656502
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.39657000
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GR
N/A
PeaceHealth Obligated Group
70462GAB4
40000.00000000
PA
USD
37741.13000000
0.051934236265
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.37500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CE8
200000.00000000
PA
USD
190193.18000000
0.261718118833
Long
DBT
CORP
GB
N
2
2025-11-23
Fixed
1.82200000
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust 2020-2
92838TAC5
40791.53000000
PA
USD
39788.66000000
0.054751769995
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
2.49600000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
130000.00000000
PA
USD
131913.69000000
0.181521770629
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
140000.00000000
PA
USD
133609.09000000
0.183854750700
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.82400000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAD4
175000.00000000
PA
USD
175139.00000000
0.241002593333
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.25000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2022-A
63942MAA8
220000.00000000
PA
USD
212826.90000000
0.292863581676
Long
ABS-O
CORP
US
N
2
2070-07-15
Fixed
2.23000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GAG8
100000.00000000
PA
USD
94192.25000000
0.129614629077
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
4.70461100
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KCU1
49974.05000000
PA
USD
49628.63000000
0.068292205240
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
0.89900000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FV3
90000.00000000
PA
USD
86320.47000000
0.118782550590
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
1.75000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
549300ZGMKIELA840327
Bayview Mortgage Fund IVc Trust 2017-RT3
07326TAA6
70651.78000000
PA
USD
69704.95000000
0.095918520250
Long
ABS-MBS
CORP
US
N
2
2058-01-28
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QM4V3
120000.34000000
PA
USD
114685.18000000
0.157814226396
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
280000.00000000
PA
USD
288816.67000000
0.397430420797
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.37500000
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
181593.69000000
0.249884664312
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
2.04000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
150000.00000000
PA
USD
143788.58000000
0.197862387428
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
OCP CLO Ltd
254900NUK1R46EK6YF62
OCP CLO 2014-7 Ltd
67107KAZ9
415000.00000000
PA
USD
413736.62000000
0.569328352777
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
1.37400000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XQA5
89836.30000000
PA
USD
88246.92000000
0.121433470407
Long
ABS-MBS
CORP
US
N
2
2030-01-25
Floating
1.65657000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ5
36261HAJ9
196433.95000000
PA
USD
188998.36000000
0.260073969223
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2T0
200000.00000000
PA
USD
188418.84000000
0.259276512215
Long
DBT
CORP
FR
N
2
2028-01-20
Fixed
2.59100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622AABW3
108438.21000000
PA
USD
121815.45000000
0.167625939157
Long
ABS-MBS
USGA
US
N
2
2045-09-15
Fixed
5.50000000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd
80685XAC5
70000.00000000
PA
USD
66492.89000000
0.091498517910
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAA4
21052.65000000
PA
USD
21001.10000000
0.028898872112
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.50600000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAH4
400000.00000000
PA
USD
388829.20000000
0.535054131654
Long
DBT
CORP
ES
N
2
2023-09-18
Fixed
0.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXX8
59151.08000000
PA
USD
62530.17000000
0.086045558850
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.00000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft Lease Securitization Ltd 2016-1
09228YAA0
88541.67000000
PA
USD
84404.87000000
0.116146561074
Long
ABS-O
CORP
KY
N
2
2041-12-16
Variable
2.48700000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2021-2
24381WAC2
73670.98000000
PA
USD
69532.57000000
0.095681314219
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
1.26000000
N
N
N
N
N
N
Galton Funding Mortgage Trust
N/A
Galton Funding Mortgage Trust 2020-H1
36418HAA0
6409.90000000
PA
USD
6372.36000000
0.008768779573
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.31000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BB4
240000.00000000
PA
USD
242627.77000000
0.333871506544
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBG0
65000.00000000
PA
USD
64684.09000000
0.089009492103
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
3.92600000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust
98163MAG3
120000.00000000
PA
USD
117700.12000000
0.161962978866
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.64000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAN5
75000.00000000
PA
USD
73240.40000000
0.100783528150
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.64657000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAA8
200000.00000000
PA
USD
182616.29000000
0.251291828062
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.71100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ6C7
56966.08000000
PA
USD
59106.68000000
0.081334615153
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.50000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAJ9
145000.00000000
PA
USD
142432.72000000
0.195996636360
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.03000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300IUW4WDDDVSMS20
Palmer Square CLO 2020-3 Ltd
69701RAL1
250000.00000000
PA
USD
248456.18000000
0.341891775731
Long
ABS-CBDO
CORP
KY
N
2
2031-11-15
Floating
1.58643000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAA5
8341.90000000
PA
USD
8363.28000000
0.011508414281
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.61000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-ROSS
36264YAE0
100000.00000000
PA
USD
98935.18000000
0.136141207566
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Floating
1.99700000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
65000.00000000
PA
USD
64839.40000000
0.089223208709
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AC1
56078.68000000
PA
USD
55132.30000000
0.075865611179
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.51000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAE4
85000.00000000
PA
USD
83635.67000000
0.115088092116
Long
ABS-O
CORP
US
N
2
2026-02-18
Fixed
0.97000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Stacr Remic Trust 2020-HQA2
35565LAH9
113408.00000000
PA
USD
114009.33000000
0.156884213077
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
3.55657000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd
55817EAN6
250000.00000000
PA
USD
248049.20000000
0.341331744924
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
1.31129000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
210000.00000000
PA
USD
192961.73000000
0.265527822724
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAG3
120000.00000000
PA
USD
114473.87000000
0.157523450167
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.63268900
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
60000.00000000
PA
USD
58751.70000000
0.080846139710
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Symphony Static CLO Ltd
N/A
Symphony Static CLO I Ltd
87190TAC7
250000.00000000
PA
USD
247519.90000000
0.340603393885
Long
ABS-CBDO
CORP
KY
N
2
2029-10-25
Floating
1.57911000
N
N
N
N
N
N
HPHT FINANCE 19 LTD
254900U58MWSWY66P584
HPHT Finance 19 Ltd
000000000
200000.00000000
PA
USD
198137.92000000
0.272650595000
Long
DBT
CORP
KY
N
2
2024-11-05
Fixed
2.87500000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
180000.00000000
PA
USD
180769.05000000
0.248749906328
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-5
03464WAB8
49261.32000000
PA
USD
48453.62000000
0.066675315471
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.57900000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030645
205000.00000000
PA
USD
200547.66000000
0.275966553120
Long
ABS-MBS
USGSE
US
N
2
2051-04-15
Fixed
3.00000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2020-B
44933FAF3
150000.00000000
PA
USD
145232.19000000
0.199848888171
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.60000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBL8
75000.00000000
PA
USD
73391.01000000
0.100990777253
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
2.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAL7
300000.00000000
PA
USD
303382.16000000
0.417473477244
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F032641
35000.00000000
PA
USD
35071.09000000
0.048260088507
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460WAB3
70000.00000000
PA
USD
70005.72000000
0.096332399226
Long
DBT
CORP
US
N
2
2024-04-23
Floating
0.56363100
N
N
N
N
N
N
KNDR Trust 2021-KIND
N/A
KIND Trust 2021-KIND
482606AL4
130000.00000000
PA
USD
127601.58000000
0.175588028328
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
2.14700000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBA0
70361.38000000
PA
USD
68663.00000000
0.094484729649
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
2.26300000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAC0
73173.07000000
PA
USD
68531.78000000
0.094304162441
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.29100000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
105000.00000000
PA
USD
97606.76000000
0.134313215713
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JE8
810000.00000000
PA
USD
809165.29000000
1.113463782056
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75000000
N
N
N
N
N
N
POSCO HOLDINGS INC
988400E5HRVX81AYLM04
POSCO Holdings Inc
693483AF6
450000.00000000
PA
USD
449593.53000000
0.618669780437
Long
DBT
CORP
KR
N
2
2022-11-12
Fixed
2.37500000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAE3
230000.00000000
PA
USD
226862.83000000
0.312177929307
Long
DBT
CORP
NO
N
2
2025-01-15
Fixed
3.00000000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
270000.00000000
PA
USD
273781.78000000
0.376741439585
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDD3
195000.00000000
PA
USD
190917.92000000
0.262715407955
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.62500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TAP0
94123.63000000
PA
USD
92152.41000000
0.126807677284
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.50000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAB1
17841.48000000
PA
USD
17795.33000000
0.024487525218
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.96000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
40179.49000000
PA
USD
38872.51000000
0.053491088332
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCXQ4
14227.45000000
PA
USD
14794.34000000
0.020357968851
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
122764.37630000
PA
USD
115525.32000000
0.158970313383
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
OCP CLO Ltd
254900M77QLN2EBJHE11
OCP CLO 2017-13 Ltd
67097LAM8
250000.00000000
PA
USD
248196.88000000
0.341534962157
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.79129000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAM5
285000.00000000
PA
USD
297024.43000000
0.408724829498
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAF0
138000.00000000
PA
USD
127897.82000000
0.175995673731
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
70000.00000000
PA
USD
65826.00000000
0.090580834130
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.63100000
N
N
N
N
N
N
Bayview MSR Opportunity Master
N/A
Bayview MSR Opportunity Master Fund Trust 2021-INV2
07336LAE3
123549.46000000
PA
USD
118488.23000000
0.163047469207
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-2
85573HAA8
60001.19000000
PA
USD
58768.73000000
0.080869574092
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.94300000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
125000.00000000
PA
USD
120139.10000000
0.165319173118
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAA6
46421.46000000
PA
USD
44747.10000000
0.061574904185
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
0.79700000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
145000.00000000
PA
USD
136793.00000000
0.188236016820
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3F6
215000.00000000
PA
USD
205099.53000000
0.282230220690
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
1.71600000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-INV1 Trust
67113CAE6
28334.77000000
PA
USD
28189.10000000
0.038790025087
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AB0
425000.00000000
PA
USD
425000.00000000
0.584827492259
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4.00000000
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
150960.07000000
0.207730821575
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
175000.00000000
PA
USD
165417.98000000
0.227625840983
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABC0
121000.00000000
PA
USD
121398.95000000
0.167052808215
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.85000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCB9
155000.00000000
PA
USD
152401.43000000
0.209714226173
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDM0
1190000.00000000
PA
USD
1156833.40000000
1.591877591256
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2B5
150000.00000000
PA
USD
142980.60000000
0.196750554681
Long
DBT
CORP
US
N
2
2025-01-06
Fixed
1.65000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
90000.00000000
PA
USD
90582.25000000
0.124647035554
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAF2
165000.00000000
PA
USD
163059.90000000
0.224380970364
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
1.59000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
4.00000000
NC
USD
-18470.56000000
-0.02541668537
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
2022-06-21
560345.56000000
USD
-18470.56000000
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
42819.55000000
PA
USD
42801.96000000
0.058898265719
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAD4
265000.00000000
PA
USD
265879.06000000
0.365866785656
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
4.12500000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-1
36418WAQ2
25862.55000000
PA
USD
25929.45000000
0.035680600515
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
4.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAV3
150000.00000000
PA
USD
135726.70000000
0.186768719043
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XHT4
6707.37000000
PA
USD
6656.40000000
0.009159636987
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
1.80657000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2021-FL7 Ltd
55284AAA6
110000.00000000
PA
USD
108826.30000000
0.149752028519
Long
ABS-CBDO
CORP
KY
N
2
2036-10-16
Floating
1.51057000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FBF9
114204.49000000
PA
USD
113585.59000000
0.156301119427
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.22100000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TBE4
47926.69000000
PA
USD
47677.34000000
0.065607103976
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
1.20657000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
260000.00000000
PA
USD
257948.52000000
0.354953849608
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAB1
115611.23000000
PA
USD
113319.17000000
0.155934508272
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.40800000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAB5
54677.63000000
PA
USD
53501.88000000
0.073622047791
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
2.73000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVb Trust 2017-SPL4
07331YAA8
44258.62000000
PA
USD
44016.23000000
0.060569179787
Long
ABS-MBS
CORP
US
N
2
2055-01-28
Variable
3.50000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAA1
200000.00000000
PA
USD
198297.59000000
0.272870311248
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.12500000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAE2
200000.00000000
PA
USD
199191.65000000
0.274100595643
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
3.55000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAA9
53407.66000000
PA
USD
53014.65000000
0.072951587794
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AD8
315000.00000000
PA
USD
322424.04000000
0.443676335899
Long
DBT
CORP
US
N
2
2023-04-15
Variable
5.62500000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITD
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
714295AC6
255000.00000000
PA
USD
256320.17000000
0.352713134674
Long
DBT
CORP
IE
N
2
2024-12-15
Fixed
3.90000000
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
244923.70000000
0.337030854743
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.14000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
120000.00000000
PA
USD
116381.36000000
0.160148279798
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
350000.00000000
PA
USD
363292.46000000
0.499913925502
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HM2
135000.00000000
PA
USD
131878.25000000
0.181473002896
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
CREDICORP LTD
529900UYAEYQCQ2BKB17
Credicorp Ltd
22530EAA0
200000.00000000
PA
USD
192749.59000000
0.265235904361
Long
DBT
CORP
BM
N
2
2025-06-17
Fixed
2.75000000
N
N
N
N
N
N
BAXALTA INC
5493000JW8DCO3T45R55
Baxalta Inc
07177MAL7
95000.00000000
PA
USD
95096.98000000
0.130859596081
Long
DBT
CORP
US
N
2
2022-06-23
Fixed
3.60000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAE9
80000.00000000
PA
USD
76881.86000000
0.105794412668
Long
ABS-O
CORP
US
N
2
2026-08-18
Fixed
1.06000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36250BAE6
2689.29000000
PA
USD
2711.85000000
0.003731681023
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
1.63300200
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-3
03465LAA3
20982.49000000
PA
USD
20737.84000000
0.028536609322
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.69100000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CU2
65000.00000000
PA
USD
64440.12000000
0.088673773601
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2020-1NV
33851YAL0
65185.28000000
PA
USD
64923.01000000
0.089338261478
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
1.30657000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-4
89172UAA6
5472.76000000
PA
USD
5474.13000000
0.007532756988
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
2.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KAH1
116351.94000000
PA
USD
116151.62000000
0.159832142697
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
2.30657000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAA4
73173.07000000
PA
USD
68746.23000000
0.094599259513
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.93100000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2020-A
00217TAD7
190000.00000000
PA
USD
187933.31000000
0.258608391527
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
2.06000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
535000.00000000
PA
USD
531793.12000000
0.731781733577
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
Austin Fairmont Hotel Trust
N/A
Austin Fairmont Hotel Trust 2019-FAIR
05223HAA0
115000.00000000
PA
USD
113879.74000000
0.156705888854
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Floating
1.44700000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
39.00000000
NC
USD
-46672.53000000
-0.06422442041
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
2022-06-30
8311625.70000000
USD
-46672.53000000
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
Boral Finance Pty Ltd
09952AAA4
35000.00000000
PA
USD
35020.19000000
0.048190046814
Long
DBT
CORP
AU
N
2
2022-11-01
Fixed
3.00000000
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
180986.39000000
0.249048980227
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust
30167JAF1
165000.00000000
PA
USD
160722.39000000
0.221164405396
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A3K1
6082.69000000
PA
USD
6795.39000000
0.009350896217
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
280000.00000000
PA
USD
278003.93000000
0.382551391106
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AX8
20000.00000000
PA
USD
19787.20000000
0.027228467187
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.30000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAA8
190000.00000000
PA
USD
191252.84000000
0.263176279540
Long
DBT
CORP
KY
N
2
2022-08-15
Fixed
5.25000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM1 Trust
67114BAA5
59946.20000000
PA
USD
58223.78000000
0.080119687640
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.07200000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AL8
140000.00000000
PA
USD
142340.85000000
0.195870217297
Long
DBT
CORP
US
N
2
2023-06-22
Fixed
4.20000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-SOAR
05608WAL8
100000.00000000
PA
USD
97621.89000000
0.134334035572
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
1.79700000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAJ8
2101.18000000
PA
USD
2101.32000000
0.002891552249
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
2.75000000
N
N
N
N
N
N
Navistar Financial Dealer Note
N/A
Navistar Financial Dealer Note Master Trust
63938PBM0
190000.00000000
PA
USD
190120.27000000
0.261617789957
Long
ABS-O
CORP
US
N
2
2025-07-25
Floating
1.40657000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding XIV CLO Ltd
15034AAA3
255000.00000000
PA
USD
253470.00000000
0.348791116383
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
1.34129000
N
N
N
N
N
N
United Wholesale Mortgage LLC
N/A
UWM Mortgage Trust 2021-INV2
90354TAD1
41882.36000000
PA
USD
40172.39000000
0.055279807298
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAA2
150000.00000000
PA
USD
149264.27000000
0.205397291077
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
1.64900000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCM5
135000.00000000
PA
USD
132241.44000000
0.181972775830
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
2.63600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9XM0
52895.20000000
PA
USD
55202.04000000
0.075961577931
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BY0
245000.00000000
PA
USD
238261.08000000
0.327862658633
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHKY1
94053.61000000
PA
USD
96886.16000000
0.133321623499
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TBF1
24577.79000000
PA
USD
24446.03000000
0.033639318636
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
1.40657000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
12642.38000000
PA
USD
12648.52000000
0.017405181723
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG33
164117.24000000
PA
USD
163483.55000000
0.224963940169
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDA6
740000.00000000
PA
USD
719606.64000000
0.990225286316
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.25000000
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
Fortinet Inc
34959EAA7
95000.00000000
PA
USD
86569.68000000
0.119125479670
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.00000000
N
N
N
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AD2
150000.00000000
PA
USD
143352.82000000
0.197262753479
Long
DBT
CORP
US
N
2
2024-12-13
Fixed
1.62500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABR7
120000.00000000
PA
USD
114621.71000000
0.157726887571
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.80000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-1
80286EAE6
200000.00000000
PA
USD
195750.94000000
0.269365956112
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
2.56000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2021-INV2 Trust
62917JAC4
95322.43000000
PA
USD
89745.03000000
0.123494966676
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.52000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM2
452761AC3
90028.87000000
PA
USD
83563.01000000
0.114988107256
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
1.51600000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
-18.00000000
NC
USD
37235.64000000
0.051238649326
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
2022-06-30
-2101610.64000000
USD
37235.64000000
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAA2
105000.00000000
PA
USD
106279.74000000
0.146247797228
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
2.19900000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAC9
29212.46000000
PA
USD
28334.81000000
0.038990531472
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.11500000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2022-FL8 Issuer Ltd
055983AA8
185000.00000000
PA
USD
183964.76000000
0.253147410011
Long
ABS-CBDO
CORP
KY
N
2
2037-02-15
Floating
1.54967000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BL3
50000.00000000
PA
USD
47029.48000000
0.064715606707
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.65000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-NQM
64830UAA3
25638.66000000
PA
USD
25207.05000000
0.034686531385
Long
ABS-MBS
CORP
US
N
2
2060-05-24
Variable
1.65017000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAA6
485000.00000000
PA
USD
482635.69000000
0.664137930017
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
2.37500000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AB9
460000.00000000
PA
USD
478653.45000000
0.658658110176
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.60000000
N
N
N
N
N
N
BCP Trust
N/A
BCP Trust 2021-330N
05553BAA3
70000.00000000
PA
USD
68603.74000000
0.094403184056
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
1.19600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407VLX1
44344.76000000
PA
USD
49504.67000000
0.068121628261
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
6.00000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABD2
200000.00000000
PA
USD
200516.21000000
0.275923275886
Long
DBT
CORP
DK
N
2
2025-03-28
Fixed
3.77300000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAA2
200000.00000000
PA
USD
203562.84000000
0.280115635845
Long
DBT
CORP
IE
N
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAN9
15000.00000000
PA
USD
15300.87000000
0.021054986897
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEM3
130000.00000000
PA
USD
127616.60000000
0.175608696820
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
2.63000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BB9
160000.00000000
PA
USD
153453.47000000
0.211161901267
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2017-A LLC
28416DAA8
26113.98000000
PA
USD
26104.68000000
0.035921728330
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.69000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AB1
50000.00000000
PA
USD
47793.03000000
0.065766300899
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
25490017VKY7XEFZL303
Dryden 86 CLO Ltd
26245XAL1
250000.00000000
PA
USD
246643.53000000
0.339397452075
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
1.34129000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CW0
90000.00000000
PA
USD
88867.47000000
0.122287387349
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.95000000
N
N
N
N
N
N
New Orleans Hotel Trust
N/A
New Orleans Hotel Trust 2019-HNLA
647622AC3
385000.00000000
PA
USD
377720.27000000
0.519767525363
Long
ABS-MBS
CORP
US
N
2
2032-04-15
Floating
1.68571000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCV4
260000.00000000
PA
USD
260608.37000000
0.358613975268
Long
ABS-O
CORP
US
N
2
2024-03-20
Fixed
3.33000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032647
322000.00000000
PA
USD
323861.56000000
0.445654456409
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ6A1
10255.38000000
PA
USD
10583.47000000
0.014563539340
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAK3
125000.00000000
PA
USD
118590.13000000
0.163187690199
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
1.10000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-TY
05592AAG5
105000.00000000
PA
USD
102812.38000000
0.141476485573
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
1.54700000
N
N
N
N
N
N
BIG Commercial Mortgage Trust
N/A
BIG Commercial Mortgage Trust 2022-BIG
05551UAC9
100000.00000000
PA
USD
99560.14000000
0.137001192953
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
2.64156000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4GD2
187221.16000000
PA
USD
211692.94000000
0.291303179362
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
6.00000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAV0
400000.00000000
PA
USD
406456.82000000
0.559310877064
Long
DBT
CORP
N/A
N
2
2023-06-01
Fixed
4.62500000
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
81827.81000000
0.112600359810
Long
ABS-O
CORP
US
N
2
2026-05-18
Fixed
1.05000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2019-A
44932NAF7
165000.00000000
PA
USD
166132.20000000
0.228608653904
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
2.94000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBA1
250000.00000000
PA
USD
243557.07000000
0.335150283459
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
85000.00000000
PA
USD
82803.61000000
0.113943123732
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
PSMC Trust
N/A
PSMC 2021-2 Trust
69376CAC8
154097.25000000
PA
USD
148170.01000000
0.203891518532
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-F
63941XAA5
138517.31000000
PA
USD
135259.06000000
0.186125216153
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
1.22000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-1
92538WAC1
171184.81000000
PA
USD
166553.68000000
0.229188637649
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
3.28800000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAE1
52292.25000000
PA
USD
50659.46000000
0.069710694002
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.05200000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3J8
265000.00000000
PA
USD
261021.37000000
0.359182289984
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.51400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQS7
12964.28000000
PA
USD
13798.97000000
0.018988275343
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
5.00000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AY0
95000.00000000
PA
USD
95466.40000000
0.131367941898
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
2.70000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R2
92538DAA7
62453.50000000
PA
USD
61289.75000000
0.084338660691
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
0.91800000
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
117765.25000000
0.162052601959
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
1.99700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCU3
3610000.00000000
PA
USD
3512417.19000000
4.833313263521
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAA4
27342.87000000
PA
USD
27385.59000000
0.037684343349
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2021-HP1
36262RAF4
96703.01000000
PA
USD
93142.83000000
0.128170559272
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
120000.00000000
PA
USD
115013.92000000
0.158266593902
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGFA7
74751.11000000
PA
USD
79399.25000000
0.109258504152
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4G6
13120.21000000
PA
USD
13635.29000000
0.018763041075
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2019-1
33852AAP2
36651.74000000
PA
USD
36546.26000000
0.050290017852
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
3.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
220000.00000000
PA
USD
208711.21000000
0.287200126001
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95300000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBL7
150000.00000000
PA
USD
149854.73000000
0.206209802233
Long
DBT
CORP
US
N
2
2025-03-28
Fixed
3.21800000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
530000.00000000
PA
USD
525366.91000000
0.722938852920
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd
03880RAA7
110000.00000000
PA
USD
109230.77000000
0.150308605403
Long
ABS-CBDO
CORP
KY
N
2
2036-11-15
Floating
1.74657000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
000000000
280000.00000000
PA
USD
281457.96000000
0.387304359819
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
3.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAC1
23697.32000000
PA
USD
23755.99000000
0.032689778959
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
290000.00000000
PA
USD
308711.47000000
0.424806952545
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
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
199770.35000000
0.274896924278
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
2.16700000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
78413HAA7
98000.00000000
PA
USD
98574.33000000
0.135644654623
Long
DBT
CORP
LU
N
2
2023-04-04
Fixed
3.60000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
190000.00000000
PA
USD
176420.70000000
0.242766295443
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
60620.88000000
PA
USD
56502.31000000
0.077750833562
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAF3
125000.00000000
PA
USD
123615.76000000
0.170103282175
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VAY1
78816.67000000
PA
USD
77502.85000000
0.106648935078
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
2.05600000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAE4
137607.41000000
PA
USD
137003.26000000
0.188525348181
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.72400000
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
123369.19000000
0.169763985905
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.84000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
270000.00000000
PA
USD
269241.87000000
0.370494229749
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CW7
200000.00000000
PA
USD
193231.81000000
0.265899470275
Long
DBT
CORP
GB
N
2
2024-11-22
Fixed
1.16200000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Trust 2021-MHC2
55293AAG2
90000.00000000
PA
USD
87639.38000000
0.120597456067
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Floating
1.49700000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAG0
160000.00000000
PA
USD
156175.62000000
0.214907755756
Long
ABS-O
CORP
US
N
2
2025-12-18
Fixed
1.80000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGG3
165000.00000000
PA
USD
155338.58000000
0.213755934570
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-2
80286MAE8
185000.00000000
PA
USD
184138.49000000
0.253386473729
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
3.76000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BC5
200000.00000000
PA
USD
200265.62000000
0.275578447836
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.90000000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2A7
150000.00000000
PA
USD
138517.55000000
0.190609109177
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C2A1
3433.87000000
PA
USD
3571.06000000
0.004914009563
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAJ2
195000.00000000
PA
USD
196999.22000000
0.271083670140
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
4.70100000
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
373810.64000000
0.514387621579
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
1.74700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
95000.00000000
PA
USD
91704.90000000
0.126191874576
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.18800000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
65000.00000000
PA
USD
68766.75000000
0.094627496360
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AR4
45000.00000000
PA
USD
45875.90000000
0.063128206005
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.87500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-3
03465EAA9
67668.45000000
PA
USD
64171.05000000
0.088303515875
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.06800000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAG0
75000.00000000
PA
USD
73565.43000000
0.101230790456
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.04300000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
45000.00000000
PA
USD
44362.24000000
0.061045311929
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
58000.00000000
PA
USD
58990.35000000
0.081174537548
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73400000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-3
89175MAA1
58391.02000000
PA
USD
58420.37000000
0.080390208197
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CHG2
24073.79000000
PA
USD
26372.69000000
0.036290527427
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ATJ6
9822.75000000
PA
USD
10027.74000000
0.013798818911
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
153015.30000000
PA
USD
151244.26000000
0.208121885398
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-B
63942LAA0
106967.21000000
PA
USD
101059.73000000
0.139064725798
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
0.94000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-4
85573PAA0
76907.63000000
PA
USD
74005.85000000
0.101836836865
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.16200000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
200000.00000000
PA
USD
205755.00000000
0.283132189811
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
Shelter Growth CRE
N/A
Shelter Growth CRE Issuer Ltd
822866AA7
72399.54000000
PA
USD
71411.72000000
0.098267146177
Long
ABS-MBS
CORP
KY
N
2
2036-09-15
Floating
1.47657000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDD0
40000.00000000
PA
USD
38892.19000000
0.053518169285
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEA5
2745000.00000000
PA
USD
2705218.94000000
3.722556255748
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.50000000
N
N
N
N
N
N
Bayview Opportunity Master Fun
N/A
Oceanview Mortgage Trust 2022-INV1
67648BAE2
110714.27000000
PA
USD
106765.20000000
0.146915821591
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
APT PIPELINES LTD
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAB3
215000.00000000
PA
USD
218188.34000000
0.300241269935
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
4.20000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207BA2
95000.00000000
PA
USD
92854.67000000
0.127774032472
Long
DBT
CORP
US
N
2
2027-03-17
Fixed
2.62500000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AY5
240000.00000000
PA
USD
237461.47000000
0.326762343549
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
2.85000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
60000.00000000
PA
USD
58470.82000000
0.080459630661
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
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
38812.99000000
0.053409184961
Long
DBT
CORP
N/A
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2A9
250000.00000000
PA
USD
231627.18000000
0.318733983102
Long
DBT
CORP
AU
N
2
2026-05-05
Fixed
1.45000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YAY4
210000.00000000
PA
USD
211562.90000000
0.291124235910
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C7G3
14041.71000000
PA
USD
14782.42000000
0.020341566160
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
5.00000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAH0
140000.00000000
PA
USD
135866.74000000
0.186961423142
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
1.12500000
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust 2020-1
92838WAA2
30624.72000000
PA
USD
30588.52000000
0.042091782220
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.76300000
N
N
N
N
N
N
LONG ISLAND NY PWR AUTH ELEC S
1R46U5SYJ63KQXF39168
Long Island Power Authority
542691DP2
75000.00000000
PA
USD
74217.83000000
0.102128535058
Long
DBT
MUN
US
N
2
2023-03-01
Fixed
0.76400000
N
N
N
N
N
N
TRITON INTERNATIONAL LTD
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAD7
200000.00000000
PA
USD
194122.48000000
0.267125089810
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
0.80000000
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
137209.81000000
0.188809574342
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
1.25000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
90000.00000000
PA
USD
86464.94000000
0.118981350655
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBJ3
260000.00000000
PA
USD
262311.02000000
0.360956931808
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.60000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
130000.00000000
PA
USD
127226.48000000
0.175071866464
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBA5
270000.00000000
PA
USD
272682.38000000
0.375228594067
Long
DBT
CORP
US
N
2
2024-11-15
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
127852.26000000
0.175932980224
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Fixed
3.49000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCT6
250000.00000000
PA
USD
238134.77000000
0.327688847903
Long
DBT
UST
US
N
2
2024-08-15
Fixed
0.37500000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2021-INV2 Trust
62917JAA8
236035.92000000
PA
USD
222121.91000000
0.305654116708
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.16200000
N
N
N
N
N
N
2022-04-01
Pacific Funds Series Trust
Trevor Smith
Trevor Smith
VP and Treasurer