0001752724-21-259246.txt : 20211126
0001752724-21-259246.hdr.sgml : 20211126
20211126094124
ACCESSION NUMBER: 0001752724-21-259246
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211126
PERIOD START: 20220331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: WEITZ FUNDS
CENTRAL INDEX KEY: 0001257927
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21410
FILM NUMBER: 211449367
BUSINESS ADDRESS:
STREET 1: 1125 SOUTH 103 ST
STREET 2: SUITE 200
CITY: OMAHA
STATE: NE
ZIP: 68124
BUSINESS PHONE: 4023911980
MAIL ADDRESS:
STREET 1: 1125 SOUTH 103 ST
STREET 2: SUITE 200
CITY: OMAHA
STATE: NE
ZIP: 68124
0001257927
S000003483
Short Duration Income Fund
C000009629
Short Duration Income Fund - Institutional Class
WEFIX
C000103218
Short Duration Income Fund - Investor Class
WSHNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001257927
XXXXXXXX
S000003483
C000009629
C000103218
Weitz Funds
811-21410
0001257927
5493001DCTX72JLZFE90
1125 SOUTH 103 ST
Suite 200
OMAHA
68124
402-391-1980
Short Duration Income Fund
S000003483
54930007RBMNZNW1JB54
2022-03-31
2021-09-30
N
737339301.27
8207576.15
729131725.12
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
36275418.43
CAD
USD
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK/CA
336158AK6
4200000.00000000
PA
USD
4256087.56000000
0.583719979993
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.50000000
N
N
N
N
N
N
KREF LTD
N/A
KREF
48275RAA5
4500000.00000000
PA
USD
4500000.00000000
0.617172431944
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
1.16600000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCM6
1000000.00000000
PA
USD
996210.54000000
0.136629707044
Long
DBT
CORP
US
N
2
2025-08-09
Fixed
0.76800000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST
91679LAA0
1898360.84000000
PA
USD
1899376.84000000
0.260498449671
Long
ABS-MBS
CORP
US
N
2
2031-07-20
Fixed
0.83000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EGQZ0
239507.33000000
PA
USD
248714.77000000
0.034111088769
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.50000000
N
N
N
N
N
N
EXANTAS CAPITAL CORP LTD
N/A
EXANTAS CAPITAL CORP
30070RAG7
3750000.00000000
PA
USD
3762883.13000000
0.516077273880
Long
ABS-MBS
CORP
US
Y
2
2035-03-15
Floating
2.31448000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST 2020-3
81748AAD6
918528.08000000
PA
USD
927692.88000000
0.127232549077
Long
ABS-MBS
CORP
US
Y
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST
N/A
HPEFS EQUIPMENT TRUST 2020-1
40438FAC8
3500000.00000000
PA
USD
3520842.50000000
0.482881539603
Long
ABS-MBS
CORP
US
Y
2
2030-02-20
Fixed
1.76000000
N
N
N
N
N
N
Highwoods Realty Limited Partnership
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP
431282AM4
1275000.00000000
PA
USD
1312746.87000000
0.180042484063
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.62500000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC
N/A
SOFI CONSUMER LOAN PROGRAM
83405TAA1
158711.16000000
PA
USD
158940.31000000
0.021798572812
Long
ABS-MBS
CORP
US
Y
2
2028-05-25
Fixed
2.90000000
N
N
N
N
N
N
REDWOOD TRUST, INC.
DRBV4N1ERQLEMIF11G78
REDWOOD TRUST INC
758075AD7
6300000.00000000
PA
USD
6536924.86000000
0.896535514062
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.62500000
N
N
N
N
N
REDWOOD TRUST, INC.
REDWOOD TRUST, INC.
USD
XXXX
N
N
N
CCG RECEIVABLES TRUST
N/A
CCG RECEIVABLES TRUST 2019-2
12510FAB0
901027.02000000
PA
USD
909897.45000000
0.124791916008
Long
ABS-MBS
CORP
US
Y
2
2027-03-15
Fixed
2.11000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
1000000.00000000
PA
USD
1038642.57000000
0.142449235743
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.37500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS, LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS
25470DAQ2
2277000.00000000
PA
USD
2356169.20000000
0.323147261163
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31374CPY6
1385365.98000000
PA
USD
1479669.89000000
0.202935880996
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
3.50000000
N
N
N
N
N
N
ARI FLEET LEASE TRUST
N/A
ARI FLEET LEASE TRUST 2019-A
04033JAB7
279109.62000000
PA
USD
281150.19000000
0.038559588111
Long
ABS-MBS
CORP
US
Y
2
2027-11-15
Fixed
2.41000000
N
N
N
N
N
N
AREIT LTD.
N/A
AREIT 2021-CRE5 TRUST
04002PAA2
6000000.00000000
PA
USD
6000000.00000000
0.822896575925
Long
ABS-MBS
CORP
US
N
2
2026-07-17
Floating
1.18000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31294MDH1
768665.72000000
PA
USD
809614.50000000
0.111038166644
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.00000000
N
N
N
N
N
N
MATADOR RESOURCES COMPANY
549300CI3Q2UUK5R4G79
MATADOR RESOURCES CO
576485AE6
500000.00000000
PA
USD
517515.00000000
0.070976886915
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128PWML9
2153462.45000000
PA
USD
2300749.98000000
0.315546546767
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
3.50000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST
N/A
HPEFS EQUIPMENT TRUST 2019-1
40438DAF6
1000000.00000000
PA
USD
1018035.10000000
0.139622932993
Long
ABS-MBS
CORP
US
Y
2
2029-09-20
Fixed
2.72000000
N
N
N
N
N
N
DELTA AIR LINES, INC.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES, INC.
247361ZJ0
1905000.00000000
PA
USD
1921994.89000000
0.263600502321
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416W6F4
668059.06000000
PA
USD
703960.84000000
0.096547827470
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
3.00000000
N
N
N
N
N
N
BRIGHTWOOD CAPITAL MM CLO
N/A
BRIGHTWOOD CAPITAL MM CLO 2020-1 LTD
10948VAA3
3686744.46000000
PA
USD
3691703.13000000
0.506314977501
Long
ABS-MBS
CORP
US
Y
2
2028-12-15
Floating
2.01888000
N
N
N
N
N
N
GPMT LTD
N/A
GPMT 2018-FL1 LTD
36255CAG4
7300000.00000000
PA
USD
7313169.20000000
1.002996982307
Long
ABS-MBS
CORP
US
Y
2
2035-11-19
Floating
2.23400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31294MLN9
1269504.00000000
PA
USD
1337984.54000000
0.183503816101
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202
35105WAC3
871937.85000000
PA
USD
872233.79000000
0.119626366532
Long
ABS-MBS
CORP
US
Y
2
2024-08-15
Fixed
0.40000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2020-3
36260CAB8
1000000.00000000
PA
USD
1005243.70000000
0.137868599783
Long
ABS-MBS
CORP
US
Y
2
2024-08-15
Fixed
1.38000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31412QEL9
56822.48000000
PA
USD
60236.90000000
0.008261456459
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
4.00000000
N
N
N
N
N
N
DT AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST 2020-3
26253AAA4
195387.08000000
PA
USD
195593.68000000
0.026825561590
Long
ABS-MBS
CORP
US
Y
2
2024-04-15
Fixed
0.54000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418AU48
553866.57000000
PA
USD
576887.63000000
0.079119809236
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
2.50000000
N
N
N
N
N
N
SIERRA TIMESHARE RECEIVABLES FUNDING LLC
N/A
SIERRA RECEIVABLES FUNDING CO LLC
826525AA5
1141993.38000000
PA
USD
1146229.03000000
0.157204657335
Long
ABS-MBS
CORP
US
Y
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
FREED ABS TRUST
N/A
FREED ABS TRUST 2020-1CP
35635BAA2
712486.15000000
PA
USD
712927.18000000
0.097777555884
Long
ABS-MBS
CORP
US
Y
2
2028-03-20
Fixed
0.66000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416PDQ7
45566.52000000
PA
USD
48283.52000000
0.006622057213
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020-
02529VAC3
938153.44000000
PA
USD
938966.44000000
0.128778711397
Long
ABS-MBS
CORP
US
Y
2
2023-12-13
Fixed
2.08000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
CHASE AUTO CREDIT LINKED NOTES SERIES 2021-1
46591HBR0
5376562.19000000
PA
USD
5382495.76000000
0.738206221806
Long
ABS-MBS
CORP
US
Y
2
2028-09-25
Fixed
0.87500000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2018-6
46650JAN4
863825.60000000
PA
USD
878084.25000000
0.120428753783
Long
ABS-MBS
CORP
US
Y
2
2048-12-25
Variable
3.00000000
N
N
N
N
N
N
SIERRA TIMESHARE RECEIVABLES FUNDING LLC
N/A
SIERRA TIMESHARE 2019-2 RECEIVABLES FUNDING LLC
82652MAB6
86277.67000000
PA
USD
88253.12000000
0.012103865043
Long
ABS-MBS
CORP
US
Y
2
2036-05-20
Fixed
2.82000000
N
N
N
N
N
N
FREED ABS TRUST
N/A
FREED ABS TRUST 2021-2
35635CAA0
1001186.49000000
PA
USD
1001904.14000000
0.137410581035
Long
ABS-MBS
CORP
US
Y
2
2028-06-19
Fixed
0.68000000
N
N
N
N
N
N
BPCRE LTD.
N/A
BPCRE 2021-FL1 LTD
05601GAC0
4000000.00000000
PA
USD
4011496.00000000
0.550174387123
Long
ABS-MBS
CORP
US
Y
2
2037-02-15
Floating
1.23375000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WHRU8
1333296.46000000
PA
USD
1395797.85000000
0.191432878574
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020-
02529WAA5
117601.66000000
PA
USD
117692.10000000
0.016141404350
Long
ABS-MBS
CORP
US
Y
2
2023-12-13
Fixed
1.65000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA PASS-THRU INT 15 YEAR
31412N6C5
115856.46000000
PA
USD
121611.55000000
0.016678954681
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
4.50000000
N
N
N
N
N
N
PFP LTD
N/A
PFP 2019-5 LTD
69346TAG9
1500000.00000000
PA
USD
1505250.00000000
0.206444178485
Long
ABS-MBS
CORP
US
Y
2
2036-04-14
Floating
2.09550000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2019-2
916780AB5
994985.54000000
PA
USD
1004046.18000000
0.137704360598
Long
ABS-MBS
CORP
US
Y
2
2029-09-20
Fixed
3.73400000
N
N
N
N
N
N
EXPEDIA GROUP, INC.
N/A
EXPEDIA GROUP INC
30212PBJ3
2000000.00000000
PA
USD
2117491.56000000
0.290412759045
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.60000000
N
N
N
N
N
N
NXP B.V.
724500RKKW4NOJ9YQF60
NXP BV/NXP FUNDING LLC
62947QAV0
3500000.00000000
PA
USD
3722818.75000000
0.510582467027
Long
DBT
CORP
NL
Y
2
2023-06-01
Fixed
4.62500000
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES LLC
N/A
PAWNEE EQUIPMENT RECEIVABLES SERIES 2020-1 LLC
70410LAA8
2135574.59000000
PA
USD
2146086.10000000
0.294334483888
Long
ABS-MBS
CORP
US
Y
2
2025-11-17
Fixed
1.37000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC
N/A
SOFI CONSUMER LOAN PROGRAM
83406HAC2
2711907.70000000
PA
USD
2750750.63000000
0.377263879108
Long
ABS-MBS
CORP
US
Y
2
2027-11-26
Fixed
4.17000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC
N/A
ENTERPRISE FLEET FINANCING 2019-2 LLC
29374DAB4
1140811.94000000
PA
USD
1153813.32000000
0.158244838380
Long
ABS-MBS
CORP
US
Y
2
2025-02-20
Fixed
2.29000000
N
N
N
N
N
N
OCTANE LENDING
N/A
OCTANE RECEIVABLES TRUST 2019-1
67576TAA7
866196.45000000
PA
USD
871801.17000000
0.119567032946
Long
ABS-MBS
CORP
US
Y
2
2023-09-20
Fixed
3.16000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
025291AA3
1370580.67000000
PA
USD
1371354.23000000
0.188080450041
Long
ABS-MBS
CORP
US
Y
2
2024-10-15
Fixed
0.37000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EHQU9
1146509.95000000
PA
USD
1198513.23000000
0.164375405528
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
2.50000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2014-2
46641YAJ2
1208157.91000000
PA
USD
1232199.89000000
0.168995511722
Long
ABS-MBS
CORP
US
Y
2
2029-06-25
Variable
3.50000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST
N/A
AFFIRM ASSET SECURITIZATION TRUST 2020-A
00833LAA4
6750000.00000000
PA
USD
6785691.30000000
0.930653689343
Long
ABS-MBS
CORP
US
Y
2
2025-02-18
Fixed
2.10000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416CC53
95266.39000000
PA
USD
99839.07000000
0.013692871474
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.50000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD.
N/A
PALMER SQUARE LOAN FUNDING 2021-1 LTD
69701YAC6
3000000.00000000
PA
USD
2999994.00000000
0.411447465066
Long
ABS-MBS
CORP
US
Y
2
2029-04-20
Floating
1.38425000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AQ7
1000000.00000000
PA
USD
1154335.00000000
0.158316386495
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.69400000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST 2019-2
57109HAA0
23015.67000000
PA
USD
23038.02000000
0.003159651295
Long
ABS-MBS
CORP
US
Y
2
2029-07-16
Fixed
3.13000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2020-1
91679UAA0
1466832.72000000
PA
USD
1474126.40000000
0.202175594506
Long
ABS-MBS
CORP
US
Y
2
2030-04-22
Fixed
2.32200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417C7D1
611265.99000000
PA
USD
644700.44000000
0.088420297428
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2020-3
91680EAA3
2246785.29000000
PA
USD
2258407.46000000
0.309739294313
Long
ABS-MBS
CORP
US
Y
2
2030-11-20
Fixed
1.70200000
N
N
N
N
N
N
BALLYROCK CLO LTD
N/A
BALLYROCK CLO 2016-1 LTD
05875FBA4
4000000.00000000
PA
USD
3999996.00000000
0.548597168686
Long
ABS-MBS
CORP
US
Y
2
2028-10-15
Floating
1.47613000
N
N
N
N
N
N
LEVEL 3 FINANCING, INC.
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC
527298BM4
1455000.00000000
PA
USD
1503378.75000000
0.206187537615
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.25000000
N
N
N
N
N
N
CARLISLE COMPANIES INCORPORATED
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC
142339AG5
500000.00000000
PA
USD
535713.12000000
0.073472748687
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.50000000
N
N
N
N
N
N
BHG SECURITIZATION TRUST
N/A
BHG SECURITIZATION TRUST 2021-A
08861YAA4
885892.13000000
PA
USD
888038.82000000
0.121794017377
Long
ABS-MBS
CORP
US
Y
2
2033-11-17
Fixed
1.42000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128PUEW8
754849.46000000
PA
USD
806242.55000000
0.110575705626
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828Y95
15000000.00000000
PA
USD
15654492.15000000
2.147004664681
Long
DBT
UST
US
N
2
2026-07-31
Fixed
1.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WHRX2
1932810.56000000
PA
USD
2036357.21000000
0.279285229245
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828ZB9
6500000.00000000
PA
USD
6523867.22000000
0.894744666188
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.12500000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2021-8
46592TAF0
1938757.42000000
PA
USD
1972806.85000000
0.270569333637
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST
N/A
PAGAYA AI DEBT SELECTION TRUST 2021-3
69546RAA4
1500000.00000000
PA
USD
1500908.70000000
0.205848771667
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
1.15000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST 2019-CH2
81747CAA9
1277828.17000000
PA
USD
1291214.57000000
0.177089341406
Long
ABS-MBS
CORP
US
Y
2
2049-08-25
Variable
4.50000000
N
N
N
N
N
N
SECURITIZED TERM AUTO RECEIVABLES TRUST
N/A
SECURITIZED TERM AUTO LOAN RECEIVABLES TRUST 2019-
81379MAC8
529834.75000000
PA
USD
537820.63000000
0.073761792481
Long
ABS-MBS
CORP
US
Y
2
2026-03-25
Fixed
2.84900000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST, INC.
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST
85571BAL9
375000.00000000
PA
USD
395156.25000000
0.054195454180
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
3137AUGF0
3920479.60000000
PA
USD
3942431.15000000
0.540702182359
Long
ABS-MBS
USGSE
US
N
2
2027-08-15
Fixed
1.75000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
CHASE AUTO CREDIT LINKED NOTES SERIES 2020-2
46591HAU4
1306379.55000000
PA
USD
1308632.53000000
0.179478204680
Long
ABS-MBS
CORP
US
Y
2
2028-02-25
Fixed
0.84000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418C5A8
1176752.66000000
PA
USD
1258450.77000000
0.172595804933
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
3.50000000
N
N
N
N
N
N
UNITED AUTO CREDIT SECURITIZATION TRUST
N/A
UNITED AUTO CREDIT SECURITIZATION TRUST
90943UAA2
242885.19000000
PA
USD
242928.67000000
0.033317528456
Long
ABS-MBS
CORP
US
Y
2
2023-07-10
Fixed
0.34000000
N
N
N
N
N
N
CERBERUS LOAN FUNDING L.P.
N/A
CERBERUS LOAN FUNDING XXVIII LP
15673EAA1
5500000.00000000
PA
USD
5516676.00000000
0.756608965148
Long
ABS-MBS
CORP
US
Y
2
2031-10-15
Floating
1.97613000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416CE44
171727.50000000
PA
USD
179966.31000000
0.024682276713
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410K3V4
78105.61000000
PA
USD
82744.86000000
0.011348410328
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DF98
2065076.78000000
PA
USD
2154599.18000000
0.295502047952
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
2.50000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST 2021-1
57110NAA4
1583995.07000000
PA
USD
1585226.78000000
0.217412948221
Long
ABS-MBS
CORP
US
Y
2
2031-06-16
Fixed
0.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418MVX7
22634.36000000
PA
USD
23586.93000000
0.003234933988
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA TBA
31416CMH6
27351.33000000
PA
USD
28502.42000000
0.003909090637
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
HILTON GRAND VACATIONS TRUST
N/A
HILTON GRAND VACATIONS TRUST 2020-A
43285HAA6
339878.16000000
PA
USD
353936.88000000
0.048542241107
Long
ABS-MBS
CORP
US
Y
2
2039-02-25
Fixed
2.74000000
N
N
N
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHX1
500000.00000000
PA
USD
523951.78000000
0.071859687618
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.40000000
N
N
N
N
N
N
SIERRA TIMESHARE RECEIVABLES FUNDING LLC
N/A
SIERRA TIMESHARE 2019-2 RECEIVABLES FUNDING LLC
82652MAA8
690221.23000000
PA
USD
707574.77000000
0.097043475907
Long
ABS-MBS
CORP
US
Y
2
2036-05-20
Fixed
2.59000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMKW2
140413.69000000
PA
USD
148812.70000000
0.020409576880
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JAKW7
1702672.27000000
PA
USD
1793206.85000000
0.245937296131
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
3.00000000
N
N
N
N
N
N
Markel Corporation
549300SCNO12JLWIK605
MARKEL CORP
570535AK0
3850000.00000000
PA
USD
3974535.41000000
0.545105263297
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4.90000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST 2019-3
57109MAA9
47649.72000000
PA
USD
47747.43000000
0.006548532776
Long
ABS-MBS
CORP
US
Y
2
2029-09-17
Fixed
2.69000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417A6U8
1526973.59000000
PA
USD
1611843.15000000
0.221063368177
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS
494550BL9
2000000.00000000
PA
USD
2048027.52000000
0.280885805601
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828YQ7
17000000.00000000
PA
USD
17525937.50000000
2.403672326439
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.62500000
N
N
N
N
N
N
ARI FLEET LEASE TRUST
N/A
ARI FLEET LEASE TRUST 2020-A
00217TAB1
812867.42000000
PA
USD
816788.45000000
0.112022069793
Long
ABS-MBS
CORP
US
Y
2
2028-08-15
Fixed
1.77000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST
N/A
PAGAYA AI DEBT SELECTION TRUST 2020-3
69546TAA0
1650261.10000000
PA
USD
1660203.76000000
0.227695998240
Long
ABS-MBS
CORP
US
Y
2
2027-05-17
Fixed
2.10000000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RAV6
9560000.00000000
PA
USD
9970041.78000000
1.367385540432
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.12500000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST
N/A
HPEFS EQUIPMENT TRUST
40440YAA7
134243.47000000
PA
USD
134245.08000000
0.018411636111
Long
ABS-MBS
CORP
US
Y
2
2022-03-21
Fixed
0.16530000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST 2020-1
81748MAD0
55964.71000000
PA
USD
56089.02000000
0.007692577084
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Variable
3.50000000
N
N
N
N
N
N
CERBERUS LOAN FUNDING L.P.
N/A
CERBERUS
15674LAA4
3000000.00000000
PA
USD
2999994.00000000
0.411447465066
Long
ABS-MBS
CORP
US
Y
2
2033-04-22
Floating
1.74613000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828XT2
15000000.00000000
PA
USD
15619921.80000000
2.142263360907
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
GRANITE POINT MORTGAGE TRUST INC.
N/A
GPMT 2021-FL3 LTD
36264BAA8
4358608.05000000
PA
USD
4365111.09000000
0.598672494916
Long
ABS-MBS
CORP
US
Y
2
2035-07-16
Floating
1.33900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MCDW2
100030.76000000
PA
USD
105992.04000000
0.014536747798
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XAL4
5000000.00000000
PA
USD
5027063.70000000
0.689458917615
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
94974BFC9
7900000.00000000
PA
USD
8011946.79000000
1.098833929998
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.50000000
N
N
N
N
N
N
CARLISLE COMPANIES INCORPORATED
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC
142339AK6
2000000.00000000
PA
USD
1999565.94000000
0.274239327560
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
31395W4L8
578438.62000000
PA
USD
660562.15000000
0.090595721903
Long
ABS-MBS
USGSE
US
N
2
2034-12-15
Fixed
5.00000000
N
N
N
N
N
N
MF1 LTD
N/A
MF1 2021-FL7 LTD
55284AAA6
2000000.00000000
PA
USD
2001200.00000000
0.274463437957
Long
ABS-MBS
CORP
US
N
2
2036-10-18
Floating
1.17500000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP INC.
N/A
AMERICAN AIRLINES GROUP
02376RAE2
750000.00000000
PA
USD
676762.50000000
0.092817590660
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
N
GPMT LTD
N/A
GPMT 2018-FL1 LTD
36255CAJ8
4500000.00000000
PA
USD
4504459.50000000
0.617784049824
Long
ABS-MBS
CORP
US
Y
2
2035-11-21
Floating
3.03400000
N
N
N
N
N
N
CCG RECEIVABLES TRUST
N/A
CCG RECEIVABLES TRUST
12510GAC6
250000.00000000
PA
USD
256516.55000000
0.035181098443
Long
ABS-MBS
CORP
US
Y
2
2026-09-14
Fixed
3.22000000
N
N
N
N
N
N
KIMCO REALTY CORPORATION
549300EA7I6T15IBYS12
KIMCO REALTY CORP
49446RAK5
495000.00000000
PA
USD
513182.35000000
0.070382666440
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.12500000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2021-2
91680FAA0
1461794.93000000
PA
USD
1464004.87000000
0.200787432443
Long
ABS-MBS
CORP
US
Y
2
2031-06-20
Fixed
0.91000000
N
N
N
N
N
N
FOUNDATION FINANCE TRUST
N/A
FOUNDATION FINANCE TRUST 2019-1
35041JAA3
1585406.46000000
PA
USD
1632396.32000000
0.223882223713
Long
ABS-MBS
CORP
US
Y
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO LTD
381743AC7
2500000.00000000
PA
USD
2500000.00000000
0.342873573302
Long
ABS-MBS
CORP
US
N
2
2033-08-05
Floating
2.01945000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417YBM8
67939.67000000
PA
USD
72004.64000000
0.009875395284
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
READYCAP COMMERCIAL MORTGAGE TRUST
N/A
READY CAPITAL MORTGAGE FINANCING 2020-FL4 LLC
75575JAA3
3999761.95000000
PA
USD
4033195.96000000
0.553150524253
Long
ABS-MBS
CORP
US
Y
2
2035-02-25
Floating
2.23600000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD.
N/A
AMERICAN AIRLINES INC/AADVAN
00253XAA9
750000.00000000
PA
USD
789375.00000000
0.108262330770
Long
DBT
CORP
KY
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
RELX Capital Inc.
2R15C3RTKJN1RCBOV146
RELX CAPITAL INC
74949LAB8
1800000.00000000
PA
USD
1875969.54000000
0.257288151834
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.50000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC
N/A
ENTERPRISE FLEET FINANCING 2020-1 LLC
29373KAB9
2188384.62000000
PA
USD
2213063.91000000
0.303520452307
Long
ABS-MBS
CORP
US
Y
2
2025-12-22
Fixed
1.78000000
N
N
N
N
N
N
DRAX FINCO PLC
5493000MW6H7G7JFNQ88
DRAX FINCO PLC
26151AAA7
3500000.00000000
PA
USD
3618125.00000000
0.496223778961
Long
DBT
CORP
GB
Y
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
COLT MORTGAGE LOAN TRUST
N/A
COLT 2019-4 MORTGAGE LOAN TRUST
196860AA8
1242452.64000000
PA
USD
1243740.57000000
0.170578309398
Long
ABS-MBS
CORP
US
Y
2
2049-11-25
Variable
2.57900000
N
N
N
N
N
N
REDWOOD TRUST, INC.
DRBV4N1ERQLEMIF11G78
REDWOOD TRUST INC
758075AC9
10000000.00000000
PA
USD
10250000.00000000
1.405781650539
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4.75000000
N
N
N
N
N
REDWOOD TRUST, INC.
REDWOOD TRUST, INC.
USD
XXXX
N
N
N
BCC FUNDING LLC
N/A
BCC FUNDING XVII LLC
05493CAB2
687501.64000000
PA
USD
689451.67000000
0.094557903084
Long
ABS-MBS
CORP
US
Y
2
2025-08-20
Fixed
0.91000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST
N/A
DELL EQUIPMENT FINANCE TRUST
24702VAE2
625000.00000000
PA
USD
624267.58000000
0.085617942340
Long
ABS-MBS
CORP
US
N
2
2026-12-22
Fixed
0.53000000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO LTD
381743AA1
4500000.00000000
PA
USD
4500000.00000000
0.617172431944
Long
ABS-MBS
CORP
US
N
2
2033-08-05
Floating
1.69945000
N
N
N
N
N
N
OCTANE LENDING
N/A
OCTANE RECEIVABLES TRUST 2020-1
67592LAA4
3900818.96000000
PA
USD
3932680.07000000
0.539364827302
Long
ABS-MBS
CORP
US
Y
2
2025-02-20
Fixed
1.71000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625HJJ0
3956000.00000000
PA
USD
4138412.94000000
0.567580973015
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
3137A9QP4
613589.53000000
PA
USD
667624.25000000
0.091564284888
Long
ABS-MBS
USGSE
US
N
2
2041-04-15
Fixed
4.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2017-3
46647SBY5
3959657.08000000
PA
USD
3995455.55000000
0.547974448559
Long
ABS-MBS
CORP
US
Y
2
2047-08-25
Fixed
2.50000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST
N/A
SEQ PAID
69547PAA7
4961857.71000000
PA
USD
4968228.74000000
0.681389736426
Long
ABS-MBS
CORP
US
N
2
2029-01-16
Fixed
1.02000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418U2F0
191715.51000000
PA
USD
203386.47000000
0.027894338292
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132A9UR6
961459.77000000
PA
USD
1003887.11000000
0.137682544239
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416MYM0
171250.12000000
PA
USD
181436.30000000
0.024883885003
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138W6DC7
605429.84000000
PA
USD
630594.09000000
0.086485619576
Long
ABS-MBS
USGSE
US
N
2
2023-03-01
Fixed
2.50000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLOBAL FUNDING I
59217GDB2
1000000.00000000
PA
USD
1015753.72000000
0.139310043028
Long
DBT
CORP
US
Y
2
2022-06-17
Fixed
2.40000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2020-2
38014RAC8
250000.00000000
PA
USD
257738.80000000
0.035348729333
Long
ABS-MBS
CORP
US
Y
2
2025-06-16
Fixed
3.16000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31398RSZ9
125433.61000000
PA
USD
127678.57000000
0.017511043012
Long
ABS-MBS
USGSE
US
N
2
2025-06-25
Fixed
3.75000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC
N/A
SOFI CONSUMER LOAN PROGRAM 2020-1 TRUST
83407AAA0
427903.41000000
PA
USD
430629.07000000
0.059060531199
Long
ABS-MBS
CORP
US
Y
2
2029-01-25
Fixed
2.02000000
N
N
N
N
N
N
PFP LTD
N/A
PFP 2019-5 LTD
69346TAE4
2500000.00000000
PA
USD
2505647.50000000
0.343648124704
Long
ABS-MBS
CORP
US
Y
2
2036-04-14
Floating
1.74550000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202FZU3
2675706.47000000
PA
USD
2814931.91000000
0.386066305033
Long
ABS-MBS
USGA
US
N
2
2026-12-20
Fixed
3.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2014-5
46643KAA9
2550995.80000000
PA
USD
2620374.98000000
0.359382933113
Long
ABS-MBS
CORP
US
Y
2
2029-10-25
Variable
2.88789000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020-
025297AA0
317308.21000000
PA
USD
317391.66000000
0.043530085040
Long
ABS-MBS
CORP
US
Y
2
2023-10-13
Fixed
0.62000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CS2
1000000.00000000
PA
USD
1056717.09000000
0.144928145847
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50800000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST 2019-4
57110AAA2
384062.17000000
PA
USD
385233.94000000
0.052834615026
Long
ABS-MBS
CORP
US
Y
2
2029-12-17
Fixed
2.39000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST
N/A
AFFIRM ASSET SECURITIZATION TRUST 2021-B
00834DAA1
2000000.00000000
PA
USD
2003811.40000000
0.274821589976
Long
ABS-MBS
CORP
US
N
2
2026-08-15
Fixed
1.03000000
N
N
N
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORPORATION
526057BW3
1951000.00000000
PA
USD
2107138.53000000
0.288992846889
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.87500000
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRUST
N/A
ONEMAIN FINANCIAL ISSUANCE TRUST 2018-1
68267BAB6
1500000.00000000
PA
USD
1527180.30000000
0.209451906615
Long
ABS-MBS
CORP
US
Y
2
2029-03-14
Fixed
3.61000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST 2021-2
57108TAB3
2000000.00000000
PA
USD
2003901.20000000
0.274833905995
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Fixed
1.06000000
N
N
N
N
N
N
ABPCI DIRECT LENDING FUND CLO LTD
N/A
ABPCI DIRECT LENDING FUND CLO I LLC
00086AAQ7
2000000.00000000
PA
USD
1999988.00000000
0.274297212848
Long
ABS-MBS
CORP
US
Y
2
2033-07-20
Floating
1.85525000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
CHASE AUTO CREDIT LINKED NOTES SERIES 2020-1
46591HAN0
1276914.76000000
PA
USD
1280739.63000000
0.175652709363
Long
ABS-MBS
CORP
US
Y
2
2028-01-25
Fixed
0.99100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416CC61
88790.94000000
PA
USD
92972.15000000
0.012751077315
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.50000000
N
N
N
N
N
N
ACC TRUST
N/A
ACC AUTO TRUST
00108XAA6
4068190.92000000
PA
USD
4073541.81000000
0.558683934556
Long
ABS-MBS
CORP
US
N
2
2027-04-15
Fixed
1.08000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417AKQ1
618137.35000000
PA
USD
651322.26000000
0.089328476263
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
3.00000000
N
N
N
N
N
N
CONN'S RECEIVABLES FUNDING LLC
N/A
CONN'S RECEIVABLES FUNDING 2020-A LLC
20825XAA6
76526.20000000
PA
USD
76594.92000000
0.010504949566
Long
ABS-MBS
CORP
US
Y
2
2025-06-16
Fixed
1.71000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416XQD5
890090.00000000
PA
USD
939441.32000000
0.128843840918
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
3.00000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2017-2
91678RAC4
284026.57000000
PA
USD
284558.84000000
0.039027082514
Long
ABS-MBS
CORP
US
Y
2
2025-03-20
Fixed
5.59000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2017-3
30165YAE3
534386.29000000
PA
USD
541092.52000000
0.074210530327
Long
ABS-MBS
CORP
US
Y
2
2023-07-17
Fixed
3.68000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2019-1
146868AE4
284265.51000000
PA
USD
286593.79000000
0.039306174745
Long
ABS-MBS
CORP
US
Y
2
2024-02-15
Fixed
3.50000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST 2021-10INV
33851RAD3
6000000.00000000
PA
USD
6142500.00000000
0.842440369603
Long
ABS-MBS
CORP
US
N
2
2051-10-25
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128LXAT7
680803.54000000
PA
USD
764250.75000000
0.104816554220
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128PTL60
1177045.36000000
PA
USD
1256617.24000000
0.172344337340
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.50000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST
N/A
DRIVE AUTO RECEIVABLES TRUST 2017-1
26208EAG9
80487.56000000
PA
USD
80604.22000000
0.011054822773
Long
ABS-MBS
CORP
US
N
2
2023-03-15
Fixed
3.84000000
N
N
N
N
N
N
EXANTAS CAPITAL CORP LTD
N/A
ACRES COMMERCIAL REALTY CORP
30070RAJ1
1500000.00000000
PA
USD
1502814.75000000
0.206110185337
Long
ABS-MBS
CORP
US
Y
2
2035-03-15
Floating
2.66448000
N
N
N
N
N
N
DIAMONDBACK ENERGY, INC.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XAL3
3379000.00000000
PA
USD
3549169.08000000
0.486766513885
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410GGC1
422.85000000
PA
USD
440.65000000
0.000060434896
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410GBG7
1831.74000000
PA
USD
1844.67000000
0.000252995437
Long
ABS-MBS
USGSE
US
N
2
2022-06-01
Fixed
5.50000000
N
N
N
N
N
N
BCC FUNDING LLC
N/A
BCC FUNDING CORP XVI LLC
05492MAB1
1732346.97000000
PA
USD
1751268.53000000
0.240185479477
Long
ABS-MBS
CORP
US
Y
2
2024-08-20
Fixed
2.46000000
N
N
N
N
N
N
QVC, INC.
549300WBLU5NKPX5X472
QVC INC
747262AK9
3000000.00000000
PA
USD
3132750.00000000
0.429654874705
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.37500000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PROPERTIES
26884UAA7
5912000.00000000
PA
USD
6223962.41000000
0.853612892646
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828UN8
7000000.00000000
PA
USD
7178007.83000000
0.984459677545
Long
DBT
UST
US
N
2
2023-02-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
31398V7F7
428299.14000000
PA
USD
445715.20000000
0.061129585319
Long
ABS-MBS
USGSE
US
N
2
2025-03-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
3137B6MD0
308634.48000000
PA
USD
313758.18000000
0.043031755331
Long
ABS-MBS
USGSE
US
N
2
2028-12-15
Fixed
2.50000000
N
N
N
N
N
N
PFP LTD
N/A
PFP 2021-7 LTD
69290LAC1
4499775.45000000
PA
USD
4498691.00000000
0.616992903341
Long
ABS-MBS
CORP
US
Y
2
2038-04-14
Floating
1.24600000
N
N
N
N
N
N
FREED ABS TRUST
N/A
FREED ABS TRUST 2020-1
35634TAA4
200853.68000000
PA
USD
201349.15000000
0.027614921016
Long
ABS-MBS
CORP
US
Y
2
2027-03-18
Fixed
2.52000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2020-1
36258XAA8
1303525.75000000
PA
USD
1308476.02000000
0.179456739423
Long
ABS-MBS
CORP
US
Y
2
2024-02-15
Fixed
2.17000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST INC.
17322GAA7
504059.82000000
PA
USD
520436.62000000
0.071377585430
Long
ABS-MBS
CORP
US
Y
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138E7TW4
1558410.48000000
PA
USD
1644610.87000000
0.225557442275
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST 2021-7
33852JAE8
6412245.16000000
PA
USD
6518548.00000000
0.894015138201
Long
ABS-MBS
CORP
US
N
2
2151-08-25
Variable
2.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL, INC.
213800J1134IW58IC398
ASHTEAD CAPITAL INC
045054AN3
1000000.00000000
PA
USD
990248.66000000
0.135812038604
Long
DBT
CORP
US
N
2
2026-08-12
Fixed
1.50000000
N
N
N
N
N
N
RCKT MORTGAGE TRUST
N/A
RCKT MORTGAGE TRUST
74938DAE3
7274051.38000000
PA
USD
7406575.87000000
1.015807653792
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Fixed
2.50000000
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAE9
1180000.00000000
PA
USD
1202243.00000000
0.164886941355
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.00000000
N
N
N
N
N
N
FORTRESS CREDIT OPPORTUNITIES CLO LIMITED
N/A
FORTRESS CREDIT OPPORTUNITIES XV CLO LTD
34962UAC2
3500000.00000000
PA
USD
3499965.00000000
0.480018202393
Long
ABS-MBS
CORP
US
Y
2
2033-04-25
Floating
1.74400000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
DELTA AIR LINES/SKYMILES
830867AA5
3000000.00000000
PA
USD
3210884.58000000
0.440370987762
Long
DBT
CORP
KY
Y
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
LOANCORE ISSUER LTD
N/A
LOANCORE 2021-CRE5 ISSUER LTD
53947XAA0
5000000.00000000
PA
USD
5009250.00000000
0.687015778825
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Floating
1.39550000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
91282CBP5
16000000.00000000
PA
USD
15903124.96000000
2.181104512683
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.12500000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST 2021-2
57108TAA5
3459390.69000000
PA
USD
3460535.75000000
0.474610503257
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Fixed
0.51000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828ZL7
5000000.00000000
PA
USD
4945703.10000000
0.678300357755
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138A4Y33
3569604.55000000
PA
USD
3812164.25000000
0.522836151365
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.50000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES TRUST
36261AAA3
1654739.08000000
PA
USD
1655334.12000000
0.227028129893
Long
ABS-MBS
CORP
US
Y
2
2024-05-15
Fixed
0.34000000
N
N
N
N
N
N
OCTANE LENDING
N/A
OCTANE RECEIVABLES TRUST
67571AAA3
1711667.55000000
PA
USD
1713499.21000000
0.235005438793
Long
ABS-MBS
CORP
US
Y
2
2027-03-22
Fixed
0.93000000
N
N
N
N
N
N
ABPCI DIRECT LENDING FUND CLO LTD
N/A
ABPCI DIRECT LENDING FUND CLO X LP
000848AA9
6500000.00000000
PA
USD
6511980.80000000
0.893114450468
Long
ABS-MBS
CORP
US
Y
2
2032-01-20
Floating
2.08425000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417YUM7
1935634.35000000
PA
USD
2088963.55000000
0.286500158754
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2020-3
36260CAA0
156928.43000000
PA
USD
157057.90000000
0.021540401355
Long
ABS-MBS
CORP
US
Y
2
2023-10-16
Fixed
0.69000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
91282CAJ0
20000000.00000000
PA
USD
19596093.80000000
2.687593081589
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
PDC ENERGY, INC.
5493008W8H2T511J5Y59
PDC ENERGY INC
69327RAG6
2925000.00000000
PA
USD
2972531.25000000
0.407680964576
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.12500000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC
N/A
MMAF EQUIPMENT FINANCE LLC 2016-A
55315FAD2
61479.01000000
PA
USD
61536.33000000
0.008439672542
Long
ABS-MBS
CORP
US
Y
2
2023-01-17
Fixed
1.76000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140E9JM9
1174724.61000000
PA
USD
1228575.01000000
0.168498361499
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
2.50000000
N
N
N
N
N
N
HILTON USA TRUST
N/A
HILTON USA TRUST 2016-SFP
43289VAQ6
4300000.00000000
PA
USD
4339422.40000000
0.595149305742
Long
ABS-MBS
CORP
US
Y
2
2035-11-05
Fixed
5.51910000
N
N
N
N
N
N
GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.
N/A
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE
39154TBB3
1462079.41000000
PA
USD
1464901.52000000
0.200910407479
Long
ABS-MBS
CORP
US
Y
2
2022-06-15
Fixed
1.76000000
N
N
N
N
N
N
BLACKROCK RAINIER CLO LTD
N/A
BLACKROCK RAINIER CLO VI LTD
09261MAA4
5500000.00000000
PA
USD
5499983.50000000
0.754319598299
Long
ABS-MBS
CORP
US
Y
2
2033-04-20
Floating
1.83425000
N
N
N
N
N
N
ARI FLEET LEASE TRUST
N/A
ARI FLEET LEASE TRUST 2018-B
04033BAB4
125257.51000000
PA
USD
125641.75000000
0.017231694311
Long
ABS-MBS
CORP
US
Y
2
2027-08-16
Fixed
3.22000000
N
N
N
N
N
N
J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST
N/A
J.P. MORGAN WEALTH MANAGEMENT 2020-ATR1
46652HAF3
2213989.25000000
PA
USD
2220813.65000000
0.304583324725
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Fixed
3.00000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST
14686XAD1
288377.49000000
PA
USD
290037.51000000
0.039778478978
Long
ABS-MBS
CORP
US
Y
2
2024-04-15
Fixed
2.51000000
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES LLC
N/A
PAWNEE EQUIPMENT RECEIVABLES SERIES 2019-1 LLC
704102AB8
3571363.92000000
PA
USD
3602994.78000000
0.494148677923
Long
ABS-MBS
CORP
US
Y
2
2024-10-15
Fixed
2.29000000
N
N
N
N
N
N
VMC FINANCE LLC
N/A
VMC FINANCE 2021-FL4 LLC
91835RAA8
4691181.02000000
PA
USD
4707600.15000000
0.645644674043
Long
ABS-MBS
CORP
US
Y
2
2036-06-16
Floating
1.18900000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST
N/A
PAGAYA AI DEBT SELECTION TRUST 2021-1
69547JAA1
5848411.53000000
PA
USD
5864327.98000000
0.804289235807
Long
ABS-MBS
CORP
US
Y
2
2027-11-15
Fixed
1.18000000
N
N
N
N
N
N
CHESAPEAKE FUNDING LLC
549300LG5AUFDML64706
CHESAPEAKE FUNDING II LLC
165183CP7
2188017.92000000
PA
USD
2189230.08000000
0.300251656124
Long
ABS-MBS
CORP
US
Y
2
2033-04-15
Fixed
0.47000000
N
N
N
N
N
N
ARES CAPITAL CORPORATION
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LAX1
3000000.00000000
PA
USD
3218174.52000000
0.441370798873
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
4.20000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2020-8
46652TAF7
617361.91000000
PA
USD
621825.87000000
0.085283063207
Long
ABS-MBS
CORP
US
Y
2
2051-03-25
Variable
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31419AA98
107509.43000000
PA
USD
112169.82000000
0.015384026800
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
5.00000000
N
N
N
N
N
N
ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST
N/A
ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2021-
04047AAA2
694734.56000000
PA
USD
695753.46000000
0.095422189987
Long
ABS-MBS
CORP
US
Y
2
2027-01-15
Fixed
1.19000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828P79
25000000.00000000
PA
USD
25474609.50000000
3.493828155098
Long
DBT
UST
US
N
2
2023-02-28
Fixed
1.50000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ9
36263CAH2
4000000.00000000
PA
USD
4075290.00000000
0.558923697817
Long
ABS-MBS
CORP
US
N
2
2052-02-26
Variable
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
31395PEM0
282797.07000000
PA
USD
307614.52000000
0.042189155868
Long
ABS-MBS
USGSE
US
N
2
2035-02-15
Fixed
5.00000000
N
N
N
N
N
N
BANKERS HEALTHCARE GROUP
N/A
BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 2020
06616PAA5
3954600.74000000
PA
USD
4013937.94000000
0.550509297800
Long
ABS-MBS
CORP
US
Y
2
2031-09-17
Fixed
2.56000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31294MHZ7
2444464.56000000
PA
USD
2611370.08000000
0.358147916217
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31385XEC7
1420757.86000000
PA
USD
1637694.49000000
0.224608864705
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST
N/A
HPEFS EQUIPMENT TRUST 2020-1
40438FAB0
272997.35000000
PA
USD
273456.94000000
0.037504463264
Long
ABS-MBS
CORP
US
Y
2
2030-02-20
Fixed
1.73000000
N
N
N
N
N
N
CALUMET SPECIALTY PRODUCTS PARTNERS, L.P.
529900QWK0FGLES9BA18
CALUMET SPECIALTY PRODUCTS PARTNERS LP
131477AL5
480000.00000000
PA
USD
480679.20000000
0.065924877966
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
7.62500000
N
N
N
N
N
N
FORTRESS CREDIT OPPORTUNITIES CLO LIMITED
N/A
FORTRESS CREDIT OPPORTUNITIES IX CLO LTD
34961JAY0
1500000.00000000
PA
USD
1500000.00000000
0.205724143981
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
0.00000000
N
N
N
N
N
N
AMUR EQUIPMENT FINANCE RECEIVABLES LLC
N/A
AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC
03237KAA2
15778.96000000
PA
USD
15779.58000000
0.002164160391
Long
ABS-MBS
CORP
US
Y
2
2022-04-20
Fixed
0.22000000
N
N
N
N
N
N
RWT HOLDINGS, INC.
Z31FN4C0IQMCYFAEUP31
RWT HOLDINGS INC
749772AD1
3000000.00000000
PA
USD
3074534.28000000
0.421670621929
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
RWT HOLDINGS, INC.
RWT HOLDINGS, INC.
USD
XXXX
N
N
N
MARANON LOAN FUNDING LTD
N/A
MARANON LOAN FUNDING LTD
56577JAA1
5000000.00000000
PA
USD
5000097.50000000
0.685760518674
Long
ABS-MBS
CORP
US
Y
2
2033-07-15
Floating
1.80888000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMKU6
128042.94000000
PA
USD
134282.65000000
0.018416788815
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.50000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2021-4
46652VAG0
2708914.77000000
PA
USD
2759903.32000000
0.378519165318
Long
ABS-MBS
CORP
US
Y
2
2051-08-25
Fixed
2.50000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC
N/A
SOFI CONSUMER LOAN PROGRAM 2019-4 TRUST
83405BAA0
218358.77000000
PA
USD
219178.88000000
0.030060258311
Long
ABS-MBS
CORP
US
Y
2
2028-08-25
Fixed
2.45000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2021-6
46653PAF4
5873601.54000000
PA
USD
5988320.03000000
0.821294674705
Long
ABS-MBS
CORP
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31402CVZ2
131465.90000000
PA
USD
149604.08000000
0.020518114196
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PARTNERS
29273RAQ2
3500000.00000000
PA
USD
3512568.96000000
0.481746828314
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
5.20000000
N
N
N
N
N
N
ISTAR INC.
QFFLKWYYS3UPWD86E794
ISTAR INC
45031UCG4
2402000.00000000
PA
USD
2498031.96000000
0.342603657739
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.25000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST 2019-5
81743AAD1
433994.59000000
PA
USD
435155.61000000
0.059681343577
Long
ABS-MBS
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
THEOREM FUNDING TRUST
N/A
THEOREM FUNDING TRUST 2021-1
88339VAA6
6780013.79000000
PA
USD
6787082.63000000
0.930844509458
Long
ABS-MBS
CORP
US
N
2
2027-12-15
Fixed
1.21000000
N
N
N
N
N
N
SECURITIZED TERM AUTO RECEIVABLES TRUST
N/A
SECURITIZED TERM AUTO LOAN RECEIVABLES TRUST 2019-
81379MAB0
706446.32000000
PA
USD
715812.46000000
0.098173270389
Long
ABS-MBS
CORP
US
Y
2
2026-03-25
Fixed
2.45300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMKJ1
58945.41000000
PA
USD
61815.91000000
0.008478016779
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
BPR TRUST
N/A
BPR TRUST 2021-KEN
05591QAA4
3000000.00000000
PA
USD
3002734.20000000
0.411823281932
Long
ABS-MBS
CORP
US
Y
2
2029-02-15
Fixed
1.34600000
N
N
N
N
N
N
QWEST CORPORATION
549300R2L4N683OO1509
QWEST CORP
74913GAX3
1150000.00000000
PA
USD
1160338.50000000
0.159139763094
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
6.75000000
N
N
N
N
N
N
DRIVETIME AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST 2018-3
23343CAE1
164326.08000000
PA
USD
164554.89000000
0.022568609255
Long
ABS-MBS
CORP
US
Y
2
2024-07-15
Fixed
3.79000000
N
N
N
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
XEROX CORPORATION
984121CQ4
1370000.00000000
PA
USD
1418799.40000000
0.194587528030
Long
DBT
CORP
US
N
2
2023-03-15
Variable
4.37500000
N
N
N
N
N
N
AUDAX SENIOR DEBT CLO LLC
N/A
AUDAX SENIOR DEBT CLO LLC
05071LAA4
6000000.00000000
PA
USD
6000000.00000000
0.822896575925
Long
ABS-MBS
CORP
US
N
2
2033-10-20
Floating
1.63797000
N
N
N
N
N
N
AMUR EQUIPMENT FINANCE RECEIVABLES LLC
N/A
AMUR EQUIPMENT FINANCE RECEIVABLES VIII LLC
03237PAG8
933268.81000000
PA
USD
941137.39000000
0.129076455951
Long
ABS-MBS
CORP
US
Y
2
2025-08-20
Fixed
1.68000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2020-2
38014RAA2
965639.98000000
PA
USD
969691.90000000
0.132992690702
Long
ABS-MBS
CORP
US
Y
2
2024-08-15
Fixed
1.58000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
912828XQ8
17000000.00000000
PA
USD
17271653.37000000
2.368797403124
Long
DBT
UST
US
N
2
2022-07-31
Fixed
2.00000000
N
N
N
N
N
N
ABERCROMBIE & FITCH MANAGEMENT CO.
5493003QMCFDA98NPT74
ABERCROMBIE & FITCH MANA
003000AA4
2125000.00000000
PA
USD
2322168.13000000
0.318484033816
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
8.75000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST
N/A
DELL EQUIPMENT FINANCE TRUST 2019-1
24704BAJ3
2750000.00000000
PA
USD
2769306.93000000
0.379808865064
Long
ABS-MBS
CORP
US
Y
2
2024-03-22
Fixed
3.14000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416BN53
636253.58000000
PA
USD
737986.02000000
0.101214361489
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.50000000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO 31M LTD
38175WAG3
1000000.00000000
PA
USD
999987.00000000
0.137147646378
Long
ABS-MBS
CORP
US
Y
2
2030-08-05
Floating
3.02138000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
JPMORGAN CHASE BANK NA - CACLN
48128U2M0
4500000.00000000
PA
USD
4500508.50000000
0.617242172429
Long
ABS-MBS
CORP
US
N
2
2028-12-26
Fixed
0.88900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY NOTE
91282CBS9
7000000.00000000
PA
USD
7001914.08000000
0.960308520226
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
SMALL BUSINESS LENDING TRUS
N/A
SMALL BUSINESS LENDING TRUST 2020-A
83165WAA4
329611.42000000
PA
USD
330405.92000000
0.045314983372
Long
ABS-MBS
CORP
US
Y
2
2026-12-15
Fixed
2.62000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020-
02530QAA5
531049.57000000
PA
USD
531384.03000000
0.072879016464
Long
ABS-MBS
CORP
US
Y
2
2024-03-13
Fixed
0.53000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2019-3
91678WAA7
327445.29000000
PA
USD
328239.87000000
0.045017910850
Long
ABS-MBS
CORP
US
Y
2
2030-01-21
Fixed
2.68400000
N
N
N
N
N
N
HGI CRE CLO LTD
N/A
HGI CRE CLO 2021-FL2 LTD
40390JAA0
2750000.00000000
PA
USD
2750000.00000000
0.377160930632
Long
ABS-MBS
CORP
US
N
2
2026-09-19
Fixed
1.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
31398WC36
503539.68000000
PA
USD
541603.00000000
0.074280542368
Long
ABS-MBS
USGSE
US
N
2
2039-12-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MB3H8
18529.23000000
PA
USD
19408.40000000
0.002661850984
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
4.50000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2020-7
46591XAF2
441593.87000000
PA
USD
444409.34000000
0.060950487365
Long
ABS-MBS
CORP
US
Y
2
2051-01-25
Variable
3.00000000
N
N
N
N
N
N
DEXT ABS LLC
N/A
DEXT ABS 2020-1 LLC
25216AAA2
2142036.94000000
PA
USD
2150473.35000000
0.294936192722
Long
ABS-MBS
CORP
US
Y
2
2027-02-16
Fixed
1.46000000
N
N
N
N
N
N
BUNKER HILL LOAN DEPOSITARY TRUST
N/A
BUNKER HILL LOAN DEPOSITARY TRUST 2019-3
12062BAA3
1685887.43000000
PA
USD
1705003.71000000
0.233840285816
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Fixed
2.72400000
N
N
N
N
N
N
BFLD TRUST
N/A
BFLD TRUST 2020-OBRK
05553JAA6
2625000.00000000
PA
USD
2655220.05000000
0.364161914579
Long
ABS-MBS
CORP
US
Y
2
2022-11-15
Floating
2.13375000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST
N/A
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-4
24381MAA8
418309.48000000
PA
USD
419710.57000000
0.057563065155
Long
ABS-MBS
CORP
US
Y
2
2059-10-25
Variable
2.79100000
N
N
N
N
N
N
ASHTEAD CAPITAL, INC.
213800J1134IW58IC398
ASHTEAD CAPITAL INC
045054AF0
3000000.00000000
PA
USD
3147510.00000000
0.431679200281
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
4.37500000
N
N
N
N
N
N
FIRST INVESTORS AUTO OWNER TRUST
N/A
FIRST INVESTORS AUTO OWNER TRUST 2019-2
32058RAA2
362570.39000000
PA
USD
364213.20000000
0.049951632531
Long
ABS-MBS
CORP
US
Y
2
2024-09-16
Fixed
2.21000000
N
N
N
N
N
N
HGI CRE CLO LTD
N/A
HGI CRE CLO LTD
40441LAA4
4750000.00000000
PA
USD
4766392.25000000
0.653707977007
Long
ABS-MBS
CORP
US
Y
2
2036-06-16
Floating
1.14100000
N
N
N
N
N
N
HERCULES CAPITAL, INC.
549300UJ5OC256GR2B73
HERCULES CAPITAL INC
427096AH5
1500000.00000000
PA
USD
1500351.83000000
0.205772397265
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.62500000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST
N/A
AFFIRM ASSET SECURITIZATION TRUST 2021-A
00833MAA2
2150000.00000000
PA
USD
2155068.84000000
0.295566461553
Long
ABS-MBS
CORP
US
Y
2
2025-08-15
Fixed
0.88000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORPORATION
25179MAY9
390000.00000000
PA
USD
414600.83000000
0.056862267230
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2
96042PAB8
1493710.70000000
PA
USD
1496725.01000000
0.205274980971
Long
ABS-MBS
CORP
US
Y
2
2024-02-15
Fixed
0.93000000
N
N
N
N
N
N
BRUNSWICK CORPORATION
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP/DE
117043AS8
500000.00000000
PA
USD
500105.35000000
0.068589163352
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.85000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2016-3
46647EAT8
2015800.07000000
PA
USD
2030003.40000000
0.278413807829
Long
ABS-MBS
CORP
US
Y
2
2046-10-25
Fixed
3.00000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2019-4
36258HAA3
346672.56000000
PA
USD
348053.67000000
0.047735362213
Long
ABS-MBS
CORP
US
Y
2
2023-11-15
Fixed
2.47000000
N
N
N
N
N
N
PDC ENERGY, INC.
5493008W8H2T511J5Y59
PDC ENERGY INC
69327RAJ0
3000000.00000000
PA
USD
3127500.00000000
0.428934840201
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP
5299005YSRP46BE8Z459
NGL ENRGY PART LP/FIN CO
62913TAJ1
55000.00000000
PA
USD
53537.83000000
0.007342682831
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CRK2
1040375.03000000
PA
USD
1083839.33000000
0.148647945585
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
2.50000000
N
N
N
N
N
N
MONROE CAPITAL MML CLO LTD
N/A
MONROE CAPITAL MML CLO LTD
61034VAC7
7500000.00000000
PA
USD
7500022.50000000
1.028623805769
Long
ABS-MBS
CORP
US
N
2
2033-09-14
None
0.00000000
N
N
N
N
N
N
CERBERUS LOAN FUNDING L.P.
N/A
CERBERUS LOAN FUNDING XXIX LP
15674HAA3
4500000.00000000
PA
USD
4506457.50000000
0.618058074384
Long
ABS-MBS
CORP
US
Y
2
2032-10-15
Floating
2.02613000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST 2020-2
57108RAA9
76101.84000000
PA
USD
76117.70000000
0.010439499116
Long
ABS-MBS
CORP
US
Y
2
2030-09-16
Fixed
1.02000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS, LLC
N/A
MILEAGE PLUS HLDINGS LLC
599191AA1
1000000.00000000
PA
USD
1088710.00000000
0.149315955195
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMF81
1330.61000000
PA
USD
1344.77000000
0.000184434438
Long
ABS-MBS
USGSE
US
N
2
2022-06-01
Fixed
5.50000000
N
N
N
N
N
N
VMC FINANCE LLC
N/A
VMC FINANCE 2018-FL2 LLC
91832YAG3
3336073.63000000
PA
USD
3347549.72000000
0.459114533721
Long
ABS-MBS
CORP
US
Y
2
2035-10-15
Floating
2.03375000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST 2017-1
33850BAT4
1171448.36000000
PA
USD
1188488.25000000
0.163000485242
Long
ABS-MBS
CORP
US
Y
2
2047-03-25
Variable
3.00000000
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRUST
N/A
ONEMAIN FINANCIAL ISSUANCE TRUST 2018-1
68267BAA8
5800454.94000000
PA
USD
5816309.90000000
0.797703583538
Long
ABS-MBS
CORP
US
Y
2
2029-03-14
Fixed
3.30000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST 2020-2
81748KAG7
421938.15000000
PA
USD
424477.71000000
0.058216875685
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
OFFICE PROPERTIES INCOME TRUST
N/A
OFFICE PROPERTIES INCOME TRUST
38376AAB9
1000000.00000000
PA
USD
1023270.91000000
0.140341021347
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1
36259WAA9
944458.45000000
PA
USD
947658.28000000
0.129970792293
Long
ABS-MBS
CORP
US
Y
2
2060-09-27
Fixed
1.38200000
N
N
N
N
N
N
AMUR EQUIPMENT FINANCE RECEIVABLES LLC
N/A
AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC
03237KAB0
4250000.00000000
PA
USD
4253599.75000000
0.583378778272
Long
ABS-MBS
CORP
US
Y
2
2026-11-20
Fixed
0.75000000
N
N
N
N
N
N
BLACKROCK ELBERT CLO LTD
N/A
BLACKROCK ELBERT CLO V LTD
09260RAA4
4000000.00000000
PA
USD
4006860.00000000
0.549538562368
Long
ABS-MBS
CORP
US
Y
2
2031-12-15
Floating
2.01600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP.
3137AUG94
2338151.40000000
PA
USD
2345471.92000000
0.321680135316
Long
ABS-MBS
USGSE
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2021-1
91681NAA2
1325487.84000000
PA
USD
1328251.35000000
0.182168914647
Long
ABS-MBS
CORP
US
Y
2
2031-03-20
Fixed
0.87000000
N
N
N
N
N
N
2021-11-01
Weitz Funds
John Detisch
John Detisch
Vice President