0001752724-22-012524.txt : 20220125
0001752724-22-012524.hdr.sgml : 20220125
20220125145837
ACCESSION NUMBER: 0001752724-22-012524
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220125
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Fidelity Rutland Square Trust II
CENTRAL INDEX KEY: 0001364924
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0228
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21991
FILM NUMBER: 22553375
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
0001364924
S000035122
Strategic Advisers Short Duration Fund
C000108059
Strategic Advisers Short Duration Fund
FAUDX
NPORT-P
1
primary_doc.xml
NPORT-P
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0001364924
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0001364924
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02210
1-800-FIDELITY
Strategic Advisers Short Duration Fund
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2022-05-31
2021-11-30
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0.00000000
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GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
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GNII II 4% 04/20/2050#BS9717
3617MLYN1
81247.59000000
PA
USD
88148.65000000
0.001359109959
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.00% 11/39 #004578
36202FCP9
212501.92110000
PA
USD
236376.85000000
0.003644549644
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
0.05000000
N
N
N
N
N
N
CENT CLO 21 LTD/CENT CLO 21 CORP
N/A
CENT CLO 21 LTD/CORP 3ML+97 07/27/2030 144A
15137EBN2
4090000.00000000
PA
USD
4090515.34000000
0.063069146688
Long
ABS-CBDO
CORP
KY
N
2
2030-07-27
Variable
0.01104500
N
N
N
N
N
N
PANASONIC CORP
254900GE1G59KGWPHX32
PANASONIC CORP 2.536% 07/19/2022 144A
69832AAA4
785000.00000000
PA
USD
793208.23000000
0.012229991102
Long
DBT
CORP
JP
N
2
2022-07-19
Fixed
0.02536000
N
N
N
N
N
N
GM FINANCIAL LEASING TRUST
N/A
GM FINANCIAL LEASING TRUST 0.22% 07/20/2023
380144AB1
3974424.13000000
PA
USD
3971991.78000000
0.061241704625
Long
ABS-CBDO
CORP
US
N
2
2023-07-20
Fixed
0.00220000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.00% 4/38 #974532
31414SED1
6090.80040000
PA
USD
6846.40000000
0.000105560441
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.0% 09/01/2034#A26586
31297EJ72
2737.94930000
PA
USD
3130.51000000
0.000048267413
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
0.06000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 4.875% 10/02/2023
37045VAE0
730000.00000000
PA
USD
776205.06000000
0.011967829654
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.04875000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 1.494%/VAR 08/10/2027 144A
902613AH1
375000.00000000
PA
USD
366788.02000000
0.005655279473
Long
DBT
CORP
CH
N
2
2027-08-10
Variable
0.01494000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
NASDAQ INC 0.445% 12/21/2022
63111XAC5
2417000.00000000
PA
USD
2411459.63000000
0.037180816718
Long
DBT
CORP
US
N
2
2022-12-21
Fixed
0.00445000
N
N
N
N
N
N
VOLKSWAGEN AUTO LEASE TRUST 2020-A
N/A
VOLKSWAGEN AUTO LEASE TRUST 2020-A 0.27% 04/20/2023
92868VAB5
6681056.28000000
PA
USD
6680383.50000000
0.103000735085
Long
ABS-CBDO
CORP
US
N
2
2023-04-20
Fixed
0.00270000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 0.976%/VAR 04/22/2025
06051GJR1
1050000.00000000
PA
USD
1041067.44000000
0.016051580211
Long
DBT
CORP
US
N
2
2025-04-22
Variable
0.00976000
N
N
N
N
N
N
NEW RESIDENTIAL MTG LN TR 2019-NQM5
N/A
NEW RESIDENTIAL MTG LN TR 2019-NQM5 A1 2.70986% 11/25/2059 144A
64830PAA4
561600.20000000
PA
USD
567809.42000000
0.008754705122
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Fixed
0.02709860
N
N
N
N
N
N
GS MTG-BACKED SECS TR 2021-GR2
N/A
GS MTG-BACKED SECS TR 2021-GR2 VAR 02/25/2052 144A
36262JAF2
1052887.11000000
PA
USD
1071412.97000000
0.016519459323
Long
ABS-CBDO
CORP
US
N
2
2052-02-25
Variable
0.02500000
N
N
N
N
N
N
ARBOR RLTY COML REAL ESTATE NTS 2021-FL3 LTD / ARBOR RLTY COML REAL
N/A
ARBOR RLTY COML REAL ESTATE NTS 2021-FL3 LTD / ARBOR RLTY COML REAL 1ML+107 08/15/2034 144A
03880KAA2
1100000.00000000
PA
USD
1097591.99000000
0.016923097572
Long
ABS-CBDO
CORP
KY
N
2
2034-08-15
Variable
0.01159500
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 4/36 #745418
31403DDX4
13265.81680000
PA
USD
15162.14000000
0.000233775735
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
0.05500000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC FRN SOFR+NA 10/18/2024
883556CQ3
2411000.00000000
PA
USD
2414292.41000000
0.037224493615
Long
DBT
CORP
US
N
2
2024-10-18
Variable
0.00578782
N
N
N
N
N
N
AVIS BUDGET RENT CAR FDG AESOP LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTCAR FDG AE LLC 3.41% 09/20/2023 144A
05377RCR3
540000.00000000
PA
USD
547431.16000000
0.008440505232
Long
ABS-CBDO
CORP
US
N
2
2023-09-20
Fixed
0.03410000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC YCP .0035 04/19/2022
63906FDK2
10000000.00000000
PA
USD
9991172.00000000
0.154047751954
Long
DBT
CORP
GB
N
2
2022-04-19
Fixed
0.00350000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC 1.7% 05/12/2022
06739GCR8
650000.00000000
PA
USD
652809.19000000
0.010065264432
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
0.01700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 7/25 #890216
31410LAR3
3615.05550000
PA
USD
3774.24000000
0.000058192691
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
0.04500000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.464% 07/23/2022
161175BB9
3670000.00000000
PA
USD
3734833.85000000
0.057585111988
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
0.04464000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 9/35 #G01899
3128LXDC1
19325.84400000
PA
USD
22284.40000000
0.000343589493
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.06000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFORMN SVCS INC 0.375% 03/01/2023
31620MBP0
1160000.00000000
PA
USD
1154760.64000000
0.017804545916
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.00375000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.5% 04/15/2025
87264ABB0
1005000.00000000
PA
USD
1063127.07000000
0.016391704113
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
BORAL FINANCE PTY LTD 3% 11/01/2022 144A
09952AAA4
135000.00000000
PA
USD
136870.74000000
0.002110325976
Long
DBT
CORP
AU
N
2
2022-11-01
Fixed
0.03000000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TR 2019-3
N/A
ALLY AUTO RECEIVABLES TR 2019-3 1.96% 12/16/2024
02007RAD1
600000.00000000
PA
USD
609951.96000000
0.009404475094
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
0.01960000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-XL A 1ML+85 10/15/2036 144A
056054AA7
5095724.83150000
PA
USD
5095723.81000000
0.078567839439
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01010000
N
N
N
N
N
N
TESLA 2020-A
N/A
TESLA 2020-A 0.68% 12/20/2023 144A
88167HAC0
2527000.00000000
PA
USD
2531024.75000000
0.039024317955
Long
ABS-CBDO
CORP
US
N
2
2023-12-20
Fixed
0.00680000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1 C 0.89% 10/19/2026
03063FAE4
755000.00000000
PA
USD
749572.00000000
0.011557190840
Long
ABS-CBDO
CORP
US
N
2
2026-10-19
Fixed
0.00890000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 12ML+1.7 5/38 #908482
31411HJ35
2518.16160000
PA
USD
2644.59000000
0.000040775310
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Variable
0.02163000
N
N
N
N
N
N
CONNECTICUT ST
N/A
CT ST 2% 7/1/2023
20772KJV2
115000.00000000
PA
USD
117506.82000000
0.001811765572
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
0.02000000
N
N
N
N
N
N
AVIS BUDGET RENT CAR FDG AESOP LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTCAR FDG AE LLC 2017-2A A 2.97% 03/20/2024 144A
05377RCU6
905000.00000000
PA
USD
927702.11000000
0.014303669732
Long
ABS-CBDO
CORP
US
N
2
2024-03-20
Fixed
0.02970000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.826% 10/33 #763199
31404A3G7
25539.62090000
PA
USD
26427.24000000
0.000407465401
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
0.01492000
N
N
N
N
N
N
CSMC 2019-ICE4
N/A
CSMC 2019-ICE4 1ML+143 05/15/2036 144A
12653VAE6
1015000.00000000
PA
USD
1011183.70000000
0.015590821156
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.01520000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 4% 07/01/2022
958254AB0
1800000.00000000
PA
USD
1804500.00000000
0.027822478524
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.04000000
N
N
N
N
N
N
GUANGZHOU METRO INVESTMENT FINANCE (BVI) LIMITED
30030026WRIFBEGCB472
GUANGZHOU METRO INVESTMENT FINANCE (BVI) LIMITED 1.507% 09/17/2025 REGS
N/A
1300000.00000000
PA
USD
1274299.00000000
0.019647634558
Long
DBT
CORP
VG
N
2
2025-09-17
Fixed
0.01507000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES 2020-A OWNER TR
N/A
NISSAN AUTO RECEIVABLES 2020-A OWNER TR 1.38% 12/16/2024
65479MAC0
407628.52000000
PA
USD
410526.19000000
0.006329651485
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
0.01380000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.00% 10/33 #254903
31371LDG1
291076.53780000
PA
USD
323080.14000000
0.004981374484
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
0.05000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST LLC
N/A
ANGEL OAK MORTGAGE TRUST LLC 2020-3 A3 2.872% 04/25/2065 144A
03465LAC9
940091.37000000
PA
USD
950224.71000000
0.014650931885
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
0.02872000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO GLOBAL FUNDING 1.75% 10/07/2026 144A
18977W2A7
850000.00000000
PA
USD
842443.87000000
0.012989125231
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
0.01750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 06/01/39#AL7319
3138EQDZ2
130145.43850000
PA
USD
144903.80000000
0.002234182800
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.05000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.737%/VAR 04/24/2024
61744YAQ1
5000000.00000000
PA
USD
5187755.55000000
0.079986820381
Long
DBT
CORP
US
N
2
2024-04-24
Variable
0.03737000
N
N
N
N
N
N
BARCLAYS MTG LN TR 2021-NQM1
N/A
BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1 1.747% 09/25/2051 144A
06744UAA9
1570000.00000000
PA
USD
1569619.75000000
0.024201004037
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Fixed
0.01747000
N
N
N
N
N
N
BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA
N/A
BBIRD 2016-1A AA 2.487% 12/16/2041 144A
09228YAA0
601666.68290000
PA
USD
603730.76000000
0.009308554228
Long
ABS-CBDO
CORP
KY
N
2
2041-12-16
Variable
0.02487000
N
N
N
N
N
N
CEDAR FUNDING LT
N/A
CEDAR FUNDING LT 3ML+110 07/15/2033 144A
15034AAA3
5722000.00000000
PA
USD
5723419.06000000
0.088245887438
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Variable
0.01223750
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC 3.125% 07/26/2024 144A
45262BAA1
1565000.00000000
PA
USD
1622506.99000000
0.025016439947
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
0.03125000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM1R
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM1R 0.9426% 07/25/2055 144A
64828BAA9
723595.87000000
PA
USD
725193.06000000
0.011181306920
Long
ABS-CBDO
CORP
US
N
2
2055-07-25
Fixed
0.00942600
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE CO PTY LTD
549300MJAANHLHOVTO40
SYDNEY ARPT FIN CO PTY LTD 3.9% 03/22/2023 144A
87124VAD1
1133000.00000000
PA
USD
1174932.33000000
0.018115560830
Long
DBT
CORP
AU
N
2
2023-03-22
Fixed
0.03900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/37 #906064
31411ETV9
4368.63440000
PA
USD
5093.24000000
0.000078529543
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
0.06000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2020-DNA6
N/A
FREDDIE MAC STACR REMIC TRUST 2020-DNA6 SOFR30A+90 12/25/2050 144A
35566CAA3
89849.85000000
PA
USD
89849.84000000
0.001385339564
Long
ABS-CBDO
USGA
US
N
2
2050-12-25
Variable
0.00949670
N
N
N
N
N
N
BX TR 2021-ACNT
N/A
BX TR 2021-ACNT 1ML+85 11/15/2026 144A
05609QAA4
1838000.00000000
PA
USD
1833418.79000000
0.028268359606
Long
ABS-MBS
CORP
US
N
2
2026-11-15
Variable
0.00950000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SOFR 0.731%/VAR 04/05/2024
61772BAA1
985000.00000000
PA
USD
982485.94000000
0.015148348000
Long
DBT
CORP
US
N
2
2024-04-05
Variable
0.00731000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST 2019-C
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2019-C 2.39% 11/20/2023 144A
80284NAG3
830000.00000000
PA
USD
839969.88000000
0.012950980297
Long
ABS-CBDO
CORP
US
N
2
2023-11-20
Fixed
0.02390000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 4.15% 12/01/2023
571903BA0
175000.00000000
PA
USD
184702.59000000
0.002847815928
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.04150000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PERKINELMER INC 0.55% 09/15/2023
714046AK5
10675000.00000000
PA
USD
10601249.73000000
0.163454166219
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.00550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.77% 8/37 #949782
31413MUF2
1516.54260000
PA
USD
1596.06000000
0.000024608670
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Variable
0.01905000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 3.125% 07/14/2022 144A
46115HAZ0
7500000.00000000
PA
USD
7607064.68000000
0.117288663725
Long
DBT
CORP
IT
N
2
2022-07-14
Fixed
0.03125000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD) 5.375% 01/12/2024 144A
23636AAT8
775000.00000000
PA
USD
838129.33000000
0.012922601986
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
0.05375000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TR 2021-3
N/A
DRIVE AUTO RECEIVABLES TR 2021-3 0.52% 01/15/2025
262081AB8
5000000.00000000
PA
USD
4998408.50000000
0.077067394373
Long
ABS-CBDO
CORP
US
N
2
2025-01-15
Fixed
0.00520000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.5% 04/01/2025
38141GXJ8
1005000.00000000
PA
USD
1065681.71000000
0.016431092540
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 5/37 #888608
31410GGR8
7837.33380000
PA
USD
9101.38000000
0.000140328594
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2047#AL9717
3138ERYP9
253432.66000000
PA
USD
273958.45000000
0.004223997279
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.04000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY .56/VAR 11/10/2023
6174468T9
6170000.00000000
PA
USD
6151164.84000000
0.094841037218
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.00560000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 10YR NOTE FUT (CBT)MAR22 TYH2
N/A
-52.00000000
NC
USD
-38667.59000000
-0.00059619184
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UST NOTES
UST NOTES 0% 06/30/2040
2022-03-22
-6763582.41000000
USD
-38667.59000000
N
N
N
VERUS SECURITIZATION TRUST 2021-5
N/A
VERUS SECURITIZATION TRUST 2021-5 1.373% 09/25/2066 144A
92538KAC7
501941.63000000
PA
USD
498685.33000000
0.007688923183
Long
ABS-CBDO
CORP
US
N
2
2066-09-25
Fixed
0.01373000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 07/01/2045#FM2792
3140X6C66
65412.13000000
PA
USD
73584.68000000
0.001134557040
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.05000000
N
N
N
N
N
N
UBS AG LONDN BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG LON BRANCH FRN SOFR+36 02/09/2024 144A
902674YC8
10000000.00000000
PA
USD
10024169.90000000
0.154556526332
Long
DBT
CORP
GB
N
2
2024-02-09
Variable
0.00410000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 0.797% 10/18/2023
883556CP5
1865000.00000000
PA
USD
1859245.93000000
0.028666572434
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
0.00797000
N
N
N
N
N
N
DEVON ENERGY CORP NEW
54930042348RKR3ZPN35
DEVON ENERGY CORP NEW 8.25% 08/01/2023 144A
25179MAW3
525000.00000000
PA
USD
577689.34000000
0.008907037548
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.08250000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR FRN SOFR+68 09/29/2023
00774MBA2
9823000.00000000
PA
USD
9814846.91000000
0.151329103559
Long
DBT
CORP
IE
N
2
2023-09-29
Variable
0.00730001
N
N
N
N
N
N
KKR CLO 13 LTD / KKR CLO 13 LLC
N/A
KKR CLO 13 A1R 3ML+80 01/16/2028 144A
48250VAU1
852677.21000000
PA
USD
852756.51000000
0.013148129501
Long
ABS-CBDO
CORP
KY
N
2
2028-01-16
Variable
0.00922250
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2
N/A
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 A3 1.26% 04/25/2066 144A
24381WAC2
329940.25000000
PA
USD
328540.97000000
0.005065571672
Long
ABS-CBDO
CORP
US
N
2
2066-04-25
Fixed
0.01260000
N
N
N
N
N
N
FORD CR AUTO OWNER TR 2020-REV2
N/A
FORD CR AUTO OWNER TR 2020-REV2 1.74% 04/15/2033 144A
34532JAC8
570000.00000000
PA
USD
564907.91000000
0.008709968519
Long
ABS-CBDO
CORP
US
N
2
2033-04-15
Fixed
0.01740000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 5.7% 10/22/2023 144A
05578QAA1
2710000.00000000
PA
USD
2930077.53000000
0.045177067970
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
0.05700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 3/36 #745354
31403DBX6
7293.26660000
PA
USD
8335.64000000
0.000128522119
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
0.05500000
N
N
N
N
N
N
VERUS SECURITIZATION TR 2020-INV1
N/A
VERUS SECURITIZATION TR 2020-INV1 1.977% 03/25/2060 144A
92537TAA3
109588.79900000
PA
USD
110420.96000000
0.001702513044
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Fixed
0.01977000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS TSB BANK T1Y 0.695%/VAR 05/11/2024
53944YAN3
2698000.00000000
PA
USD
2688354.89000000
0.041450094869
Long
DBT
CORP
GB
N
2
2024-05-11
Variable
0.00695000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.50% 5/22 #896883
31410TM85
323.21440000
PA
USD
326.20000000
0.000005029477
Long
ABS-MBS
USGSE
US
N
2
2022-05-01
Fixed
0.05500000
N
N
N
N
N
N
CNH EQUIPMENT TRUST 2020
N/A
CNH EQUIPMENT TRUST 2020-A A4 1.51% 04/15/2027
12597PAD0
590000.00000000
PA
USD
597458.07000000
0.009211839468
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.01510000
N
N
N
N
N
N
PNC BANK NA PITTSBURGH PA
AD6GFRVSDT01YPT1CS68
PNC BANK NA PITTSBURGH PA 1.743/VAR 02/24/2023
69353RFT0
4078000.00000000
PA
USD
4088219.92000000
0.063033755016
Long
DBT
CORP
US
N
2
2023-02-24
Variable
0.01743000
N
N
N
N
N
N
STACR TRUST 2018-HRP2
N/A
STACR TRUST 2018-HRP2 M2 1ML+125 02/25/2047 144A
35564AAK7
466140.73000000
PA
USD
466915.13000000
0.007199077959
Long
ABS-CBDO
USGA
US
N
2
2047-02-25
Variable
0.01342000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC 3.5% 11/15/2024
14149YBA5
1180000.00000000
PA
USD
1250353.08000000
0.019278427107
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.03500000
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3
N/A
ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 A1 1.241% 09/25/2066 144A
31573JAA8
481459.44000000
PA
USD
479521.04000000
0.007393440752
Long
ABS-CBDO
CORP
US
N
2
2066-09-25
Fixed
0.01241000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FD TR 2020-2
N/A
HOMEWARD OPPORTUNITIES FD TR 2020-2 A1 VAR 05/25/2065 144A
43789XAA2
293206.90000000
PA
USD
294036.79000000
0.004533572887
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
0.01657000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 09/30/2023
91282CDA6
20000000.00000000
PA
USD
19908593.80000000
0.306958394817
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.00250000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO 0.55% 11/01/2022
233331BH9
5000000.00000000
PA
USD
4991646.50000000
0.076963135243
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.00550000
N
N
N
N
N
N
MERIT 2020
N/A
MERIT 2020-D 1ML+235 08/15/2037 144A
590027AL2
518668.60000000
PA
USD
517856.31000000
0.007984508763
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
0.02440000
N
N
N
N
N
N
FHLM STRCTRD ACR DBT NTS
S6XOOCT0IEG5ABCC6L87
FHLM STRCTRD ACR DBT NTS 1ML+465 10/25/2028
3137G0JU4
610636.22790000
PA
USD
631623.37000000
0.009738613270
Long
ABS-CBDO
USGSE
US
N
2
2028-10-25
Variable
0.04742000
N
N
N
N
N
N
BX TRUST
N/A
BX TRUST 0.8% 06/15/2023 144A
05608WAA2
1777000.00000000
PA
USD
1767029.08000000
0.027244737395
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.00760000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1 1.59% 10/20/2025
03067DAF2
705000.00000000
PA
USD
711656.96000000
0.010972602098
Long
ABS-CBDO
CORP
US
N
2
2025-10-20
Fixed
0.01590000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
SYNCHRONY BANK 3% 06/15/2022
87166FAA1
10395000.00000000
PA
USD
10511625.46000000
0.162072304580
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.03000000
N
N
N
N
N
N
BX 2020-BXLP
N/A
BX 2020-BXLP 1ML+112 12/15/2029 144A
05607QAN8
663857.41000000
PA
USD
661793.34000000
0.010203785530
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.01210000
N
N
N
N
N
N
TOWD PT MTG TR 2016-1
N/A
TPMT 2016-1 A3B 3% 02/25/2055 144A
89172EBJ2
53181.17790000
PA
USD
53463.98000000
0.000824328309
Long
ABS-CBDO
CORP
US
N
2
2055-02-25
Fixed
0.03000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD 5.4% 02/14/2022 REGS
N/A
1700000.00000000
PA
USD
1711475.00000000
0.026388183115
Long
DBT
CORP
IN
N
2
2022-02-14
Fixed
0.05400000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2020-A
N/A
HYUNDAI AUTO LEASE SECURITIZATION TRUST 20 A 1.95% 07/17/2023 144A
44935SAC0
1411859.99000000
PA
USD
1415613.98000000
0.021826483545
Long
ABS-CBDO
CORP
US
N
2
2023-07-17
Fixed
0.01950000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-VINO A 1ML+69.82 05/15/2038 144A
05608KAA8
1600000.00000000
PA
USD
1595128.96000000
0.024594314897
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.00742330
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC 1.375% 09/29/2025
25243YBC2
680000.00000000
PA
USD
679996.16000000
0.010484443645
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
0.01375000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC 2.95% 04/01/2025
032654AS4
295000.00000000
PA
USD
311572.61000000
0.004803946938
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02950000
N
N
N
N
N
N
OBX 2020-EXP2 TR
N/A
OBX 2020-EXP2 TR 3% 05/25/2060 144A
67448VAG5
168770.70000000
PA
USD
170589.76000000
0.002630218860
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Fixed
0.03000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 4% 10/01/2023
29250NAF2
1605000.00000000
PA
USD
1680640.95000000
0.025912771813
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
0.04000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 2.625% 08/15/2024
126650DE7
335000.00000000
PA
USD
346446.44000000
0.005341645129
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 12/49#RA1906
3133KHDK9
175378.19000000
PA
USD
188636.87000000
0.002908476178
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.04000000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 2.997%/VAR 12/14/2023 144A
225401AD0
250000.00000000
PA
USD
254785.83000000
0.003928386413
Long
DBT
CORP
CH
N
2
2023-12-14
Variable
0.02997000
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
BBVA USA 2.875% 06/29/2022
20453KAB1
12000000.00000000
PA
USD
12144189.60000000
0.187243809554
Long
DBT
CORP
US
N
2
2022-06-29
Fixed
0.02875000
N
N
N
N
N
N
VERUS SECURITIZATION TR 2021-R1
N/A
VERUS SECURITIZATION TR 2021-R1 1.057% 10/25/2063 144A
92538BAB9
206856.65000000
PA
USD
206310.63000000
0.003180977042
Long
ABS-CBDO
CORP
US
N
2
2063-10-25
Fixed
0.01057000
N
N
N
N
N
N
DLLMT 2021-1 LLC
N/A
DLLMT 2021-1 LLC 0.6% 03/20/2024 144A
23345FAB8
7674000.00000000
PA
USD
7666411.18000000
0.118203691002
Long
ABS-CBDO
CORP
US
N
2
2024-03-20
Fixed
0.00600000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.262/VAR 03/13/2023
404280BJ7
15300000.00000000
PA
USD
15407618.21000000
0.237560613332
Long
DBT
CORP
GB
N
2
2023-03-13
Variable
0.03262000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.875% 11/01/2022
6174824M3
8160000.00000000
PA
USD
8468183.53000000
0.130565727017
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.04875000
N
N
N
N
N
N
OBX 2021-NQM1 TR
N/A
OBX 2021-NQM1 TR A1 1.072% 02/25/2066 144A
67114BAA5
941351.59000000
PA
USD
938625.53000000
0.014472091244
Long
ABS-CBDO
CORP
US
N
2
2066-02-25
Fixed
0.01072000
N
N
N
N
N
N
CSMC 2017-CHOP A
N/A
CSMC 2017-CHOP A 1ML+75 07/15/2032
12651QAA7
4189000.00000000
PA
USD
4179547.52000000
0.064441879255
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Variable
0.01090000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TR 2021-B
N/A
HYUNDAI AUTO LEASE SECURITIZATION TR 2021-B 0.19% 10/16/2023 144A
44891VAB7
5140000.00000000
PA
USD
5132021.69000000
0.079127494184
Long
ABS-CBDO
CORP
US
N
2
2023-10-16
Fixed
0.00190000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.2% 11/06/2022
00287YAP4
170000.00000000
PA
USD
173207.84000000
0.002670585430
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
0.03200000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
ISRAEL ELECTRIC CORP LTD 5% 11/12/2024 144A REGS
465077AK1
1365000.00000000
PA
USD
1486293.90000000
0.022916253872
Long
DBT
CORP
IL
N
2
2024-11-12
Fixed
0.05000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+53.5 06/01/2025
46647PCG9
10000000.00000000
PA
USD
10018854.70000000
0.154474574523
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.00585000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 3.05% 11/30/2022
125523BT6
1729000.00000000
PA
USD
1768255.15000000
0.027263641416
Long
DBT
CORP
US
N
2
2022-11-30
Fixed
0.03050000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 7/41 #005115
36202FVG8
338134.58000000
PA
USD
372566.08000000
0.005744367835
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
0.04500000
N
N
N
N
N
N
ELLINGTON FINL MTG TR 2020-1
N/A
ELLINGTON FINL MTG TR 2020-1 2.006% 05/25/2065 144A
31574PAA3
463532.08910000
PA
USD
465974.90000000
0.007184581129
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
0.02006000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 1.214%/VAR 03/23/2025 144A
853254CB4
200000.00000000
PA
USD
198859.59000000
0.003066094027
Long
DBT
CORP
GB
N
2
2025-03-23
Variable
0.01214000
N
N
N
N
N
N
J P MORGAN EXCHANGE-TRADED FD TR
549300IQ1GP3T78IEG61
JPMorgan Ultra-Short Income ETF
46641Q837
4701077.00000000
NS
USD
237827485.43000000
3.666916101886
Long
EC
RF
US
N
1
N
N
N
COLT FUNDING LLC
N/A
COLT FUNDING LLC 21-1 A2 1.167% 06/25/2066 144A
19688EAB4
663267.35000000
PA
USD
659669.79000000
0.010171043815
Long
ABS-CBDO
CORP
US
N
2
2066-06-25
Fixed
0.01167000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 3.125% 02/15/2023
571903AV5
290000.00000000
PA
USD
295673.95000000
0.004558815253
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03125000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 1.2% 03/15/2024
91913YBA7
715000.00000000
PA
USD
711691.92000000
0.010973141125
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.01200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/46#AL9107
3138ERDM9
477246.23300000
PA
USD
524531.36000000
0.008087427264
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04500000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-A
N/A
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-A 0.25% 04/17/2023 144A
44891TAB2
5305021.55000000
PA
USD
5303469.83000000
0.081770947879
Long
ABS-CBDO
CORP
US
N
2
2023-04-17
Fixed
0.00250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 02/01/2049#FM1095
3140X4GD2
975151.76000000
PA
USD
1132032.91000000
0.017454120990
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.00% 2/40 #004637
36202FEJ1
14361.18870000
PA
USD
15980.59000000
0.000246394913
Long
ABS-MBS
USGA
US
N
2
2040-02-20
Fixed
0.05000000
N
N
N
N
N
N
HPHT FINANCE 17 LTD
549300TYU0354ZWXG128
HPHT FINANCE 17 LTD 2.75% 09/11/2022 REGS
N/A
1650000.00000000
PA
USD
1669553.62000000
0.025741823074
Long
DBT
CORP
KY
N
2
2022-09-11
Fixed
0.02750000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC 1.25% 10/01/2025
50249AAF0
705000.00000000
PA
USD
696044.05000000
0.010731876216
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.01250000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC CP .0034 01/20/2022
37046UAL5
5000000.00000000
PA
USD
4997584.50000000
0.077054689622
Long
DBT
CORP
US
N
2
2022-01-20
Fixed
0.00340000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 10/01/2035#735912
31402RR92
26610.30160000
PA
USD
30391.85000000
0.000468593291
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
0.05500000
N
N
N
N
N
N
VERUS SECURITIZATION TR 2020-1
N/A
VERUS SECURITIZATION TR 2020-1 2.724% 01/25/2060 144A
92536PAE4
669609.42900000
PA
USD
673849.66000000
0.010389674532
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Fixed
0.02724000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 12/39 #AE0392
31419ANJ2
25700.03240000
PA
USD
29642.85000000
0.000457044919
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
0.05500000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TR 2021-P2
N/A
CARVANA AUTO RECEIVABLES TR 2021-P2 0.3% 07/10/2024
14687TAB3
6185622.47000000
PA
USD
6185230.30000000
0.095366271648
Long
ABS-CBDO
CORP
US
N
2
2024-07-10
Fixed
0.00300000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 0.7% 09/10/2024
89114TZE5
1430000.00000000
PA
USD
1415403.75000000
0.021823242137
Long
DBT
CORP
CA
N
2
2024-09-10
Fixed
0.00700000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TR 2020-C
N/A
HYUNDAI AUTO RECEIVABLES TR 2020-C 0.26% 09/15/2023
44891RAB6
4103163.63000000
PA
USD
4103034.79000000
0.063262176408
Long
ABS-CBDO
CORP
US
N
2
2023-09-15
Fixed
0.00260000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA 3.6% 04/04/2023 144A
78413HAA7
155000.00000000
PA
USD
159890.12000000
0.002465247675
Long
DBT
CORP
LU
N
2
2023-04-04
Fixed
0.03600000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2021-1
N/A
DELL EQUIPMENT FINANCE TRUST 2021-1 0.43% 05/22/2026 144A
24703QAC6
1601000.00000000
PA
USD
1594155.40000000
0.024579304173
Long
ABS-CBDO
CORP
US
N
2
2026-05-22
Fixed
0.00430000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC 0.983% 09/01/2024 144A
595017AX2
970000.00000000
PA
USD
955987.47000000
0.014739784346
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.00983000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PAC RY CO 1.35% 12/02/2024
13645RBD5
7739000.00000000
PA
USD
7731903.34000000
0.119213474440
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
0.01350000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2021-1
N/A
CARMAX AUTO OWNER TR 2021-1 A3 0.34% 12/15/2025
14316NAC3
2373000.00000000
PA
USD
2362038.88000000
0.036418828491
Long
ABS-CBDO
CORP
US
N
2
2025-12-15
Fixed
0.00340000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP 3ML+45 04/05/2023
68902VAG2
3299000.00000000
PA
USD
3299167.82000000
0.050867844732
Long
DBT
CORP
US
N
2
2023-04-05
Variable
0.00583130
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONN 2017-C04 2ED2 1ML+110 11/25/2029
30711XMZ4
1297886.25000000
PA
USD
1299594.27000000
0.020037646809
Long
ABS-CBDO
USGSE
US
N
2
2029-11-25
Variable
0.01192000
N
N
N
N
N
N
BAIRD FDS INC
5493001CJOVRFMYFIJ62
Baird Short-Term Bond Inst
057071409
17765488.35800000
NS
USD
173924131.02000000
2.681629481936
Long
EC
RF
US
N
1
N
N
N
FWD SECURITIZATION TR 2020-INV1
N/A
FWD SECURITIZATION TR 2020-INV1 A1 2.24% 01/25/2050 144A
302985AA4
851649.83830000
PA
USD
862098.22000000
0.013292163597
Long
ABS-CBDO
CORP
US
N
2
2050-01-25
Fixed
0.02240000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.00% 12/23 #970859
31414NB45
3414.24480000
PA
USD
3526.39000000
0.000054371244
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
0.05000000
N
N
N
N
N
N
OBX 2020-EXP1 TR
N/A
OBX 2020-EXP1 TR 1ML+95 02/25/2060 144A
67448TBF1
358059.49400000
PA
USD
358374.48000000
0.005525556261
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.01041630
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK
N/A
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK 1ML+90 09/15/2029 144A
46591JAA4
1911000.00000000
PA
USD
1907362.22000000
0.029408447993
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Variable
0.01090000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC FRN 3ML+94 02/28/2022
60687YAJ8
5000000.00000000
PA
USD
5009949.95000000
0.077245344910
Long
DBT
CORP
JP
N
2
2022-02-28
Variable
0.01115630
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY 2.875% 10/01/2022
816851AT6
535000.00000000
PA
USD
542700.70000000
0.008367569171
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.02875000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING FRN SOFR+39 04/06/2023 144A
29449WAH0
10000000.00000000
PA
USD
10014980.00000000
0.154414832901
Long
DBT
CORP
US
N
2
2023-04-06
Variable
0.00438002
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 2.976% 07/01/2035#1G0809
3128NC3S1
6449.41160000
PA
USD
6784.85000000
0.000104611439
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.01976000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING 2020-1 LLC
N/A
ENTERPRISE FLEET FINANCING 2020-1 LLC 1.78% 12/22/2025 144A
29373KAB9
4135619.52000000
PA
USD
4172145.31000000
0.064327749120
Long
ABS-CBDO
CORP
US
N
2
2025-12-22
Fixed
0.01780000
N
N
N
N
N
N
PSMC TRUST
N/A
PSMC TRUST 2.5% 05/25/2051 144A
69376CAC8
1171593.88000000
PA
USD
1186918.91000000
0.018300374554
Long
ABS-CBDO
CORP
US
N
2
2051-05-25
Fixed
0.02500000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
MARVELL TECHNOLOGY INC 4.2% 06/22/2023 144A
573874AK0
1050000.00000000
PA
USD
1097358.03000000
0.016919490287
Long
DBT
CORP
US
N
2
2023-06-22
Fixed
0.04200000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
AVNET INC 4.875% 12/01/2022
053807AR4
325000.00000000
PA
USD
337755.39000000
0.005207643161
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.04875000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TR 2021-3
N/A
EXETER AUTOMOBILE RECEIVABLES TR 2021-3 0.34% 01/16/2024
30166AAB0
2071843.21000000
PA
USD
2070901.14000000
0.031929954277
Long
ABS-CBDO
CORP
US
N
2
2024-01-16
Fixed
0.00340000
N
N
N
N
N
N
MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV3
N/A
MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV3 2.5% 10/25/2051 144A
585491AF0
791479.82000000
PA
USD
807247.60000000
0.012446455536
Long
ABS-CBDO
CORP
US
N
2
2051-10-25
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 12/24 #AC8540
31417VP23
29188.70000000
PA
USD
30393.67000000
0.000468621352
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
0.04500000
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOC(UNGTD) STEP 03/08/2024 144A
63861VAA5
500000.00000000
PA
USD
517189.29000000
0.007974224391
Long
DBT
CORP
GB
N
2
2024-03-08
Variable
0.03766000
N
N
N
N
N
N
AMERICOLD REALTY TRUST 2020
N/A
AMERICOLD REALTY TRUST 2020 1.28854% 11/15/2025 144A
193051AJ8
1705488.56000000
PA
USD
1702282.41000000
0.026246448209
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Variable
0.01389500
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 6.0% 01/01/2022#880999
31409WX48
240.11130000
PA
USD
240.54000000
0.000003708738
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 10/31/2023
91282CDD0
32000000.00000000
PA
USD
31912499.84000000
0.492039258217
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.00375000
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL COMPANY 2.75% 04/16/2022 144A
80414L2A2
1815000.00000000
PA
USD
1829520.00000000
0.028208246555
Long
DBT
CORP
SA
N
2
2022-04-16
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 8/37 #995024
31416BLD8
63031.91200000
PA
USD
71816.09000000
0.001107288235
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2048#CA2483
3140Q9XM0
702662.46000000
PA
USD
762345.56000000
0.011754138526
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 03/31/2022
912828ZG8
30000000.00000000
PA
USD
30029757.30000000
0.463010405967
Long
DBT
UST
US
N
2
2022-03-31
Fixed
0.00375000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC 0.6% 08/15/2023
928563AG0
4644000.00000000
PA
USD
4616544.30000000
0.071179664529
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.00600000
N
N
N
N
N
N
FIRST NIAGARA FINANCIAL GROUP INC
W4U8KD36H4XNDYC19F59
FIRST NIAGARA FINL GRP INC 7.25% 12/15/2021
33582VAC2
515000.00000000
PA
USD
516225.65000000
0.007959366617
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
0.07250000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+30 06/13/2022
89236THS7
5450000.00000000
PA
USD
5454988.28000000
0.084107117910
Long
DBT
CORP
US
N
2
2022-06-13
Variable
0.00350000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MTG TR 2021-1
N/A
DEEPHAVEN RESIDENTIAL MTG TR 2021-1 0.973% 05/25/2065 144A
24380VAB7
225520.61000000
PA
USD
223895.37000000
0.003452105360
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
0.00973000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW FRN 3ML+48 03/03/2022
166764BM1
4700000.00000000
PA
USD
4703732.27000000
0.072523962352
Long
DBT
CORP
US
N
2
2022-03-03
Variable
0.00598880
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FDG II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FDG II 0.75% 04/12/2024 144A
74256LEL9
930000.00000000
PA
USD
922173.35000000
0.014218425173
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
0.00750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.5% 01/01/2024#995766
31416CFF8
3641.83890000
PA
USD
3682.21000000
0.000056773737
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.0% 05/01/2023#AD0364
31418MMN9
1150.60000000
PA
USD
1167.32000000
0.000017998190
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
0.05000000
N
N
N
N
N
N
MILL CITY MORTGAGE LOAN TRUST 2016-1
N/A
MCMLT 2016-1 A1 2.5% 04/57 144A
59980TAA4
7035.01920000
PA
USD
7035.22000000
0.000108471741
Long
ABS-CBDO
CORP
US
N
2
2057-04-25
Fixed
0.02500000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TR 2021-2
N/A
DRIVE AUTO RECEIVABLES TR 2021-2 0.36% 05/15/2024
262104AB8
4100000.00000000
PA
USD
4098107.44000000
0.063186204621
Long
ABS-CBDO
CORP
US
N
2
2024-05-15
Fixed
0.00360000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST
N/A
DELL EQUIPMENT FINANCE TRUST 0.33% 12/22/2026 144A
24702VAC6
4976000.00000000
PA
USD
4959725.99000000
0.076470972481
Long
ABS-CBDO
CORP
US
N
2
2026-12-22
Fixed
0.00330000
N
N
N
N
N
N
SYMPHONY CLO XXI LTD
N/A
SYMPHONY CLO XXI LTD 21A AR 3ML+106 07/15/2032 144A
87166RDE4
3117000.00000000
PA
USD
3117383.39000000
0.048065022122
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Variable
0.01183630
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE
B1V7KEBTPIMZEU4LTD58
CAS 2017-C05 1ED3 1ML+120 01/30
30711XQA5
537296.02000000
PA
USD
536519.68000000
0.008272267816
Long
ABS-CBDO
USGSE
US
N
2
2030-01-25
Variable
0.01292000
N
N
N
N
N
N
ELLINGTON FINL MTG TR 2019-2
N/A
ELLINGTON FINL MTG TR 2019-2 3.046% 11/25/2059 144A
31573TAC2
159878.98170000
PA
USD
161111.26000000
0.002484075683
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Fixed
0.03046000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.776% 04/25/2023
46647PAE6
5200000.00000000
PA
USD
5242138.36000000
0.080825315567
Long
DBT
CORP
US
N
2
2023-04-25
Variable
0.02776000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 1ML+23 04/15/2033 144A
165183CT9
3153163.24000000
PA
USD
3155225.09000000
0.048648480080
Long
ABS-CBDO
CORP
US
N
2
2033-04-15
Variable
0.00319500
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV 1.375% 07/12/2026 144A
29278GAM0
1105000.00000000
PA
USD
1082189.60000000
0.016685617570
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
0.01375000
N
N
N
N
N
N
BAIRD FDS INC
5493001CJOVRFMYFIJ62
Baird Ultra Short Bond Institutional
057071722
40760622.91100000
NS
USD
409644260.26000000
6.316053551492
Long
EC
RF
US
N
1
N
N
N
VERUS SECURITIZATION TR 2021-R2
N/A
VERUS SECURITIZATION TRUST 0.918% 02/25/2064 144A
92538DAA7
561516.61000000
PA
USD
560397.17000000
0.008640420186
Long
ABS-CBDO
CORP
US
N
2
2064-02-25
Fixed
0.00918000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC SOFR+76 03/08/2024
37045XDF0
4061000.00000000
PA
USD
4076488.21000000
0.062852870976
Long
DBT
CORP
US
N
2
2024-03-08
Variable
0.00809207
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3
N/A
ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 A3 1.55% 09/25/2066 144A
31573JAC4
342481.46000000
PA
USD
340483.77000000
0.005249710378
Long
ABS-CBDO
CORP
US
N
2
2066-09-25
Fixed
0.01550000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD) 1.226% 06/22/2024 144A
23636AAW1
1610000.00000000
PA
USD
1613724.17000000
0.024881023033
Long
DBT
CORP
DK
N
2
2024-06-22
Fixed
0.01226000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 6/36 #190370
31368HMT7
2498.37970000
PA
USD
2899.98000000
0.000044713012
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
0.06000000
N
N
N
N
N
N
FHLM STRCTRD ACR DBT NTS
S6XOOCT0IEG5ABCC6L87
STACR 17-DNA2 M1 1ML+120 10/29
3137G0NW5
166667.32380000
PA
USD
166854.52000000
0.002572627486
Long
ABS-CBDO
USGSE
US
N
2
2029-10-25
Variable
0.01292000
N
N
N
N
N
N
METLIFE SECURITIZATION TRUST 2017-1
N/A
METLIFE SECURITIZATION TR 2017-1 3% 04/25/2055 144A
59166BAA9
223910.85000000
PA
USD
228856.79000000
0.003528602452
Long
ABS-CBDO
CORP
US
N
2
2055-04-25
Fixed
0.03000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV FRN SOFR+43 03/11/2024 144A
82620KBB8
10290000.00000000
PA
USD
10322475.24000000
0.159155913373
Long
DBT
CORP
NL
N
2
2024-03-11
Variable
0.00479150
N
N
N
N
N
N
BSREP COML MTG TR 2021-DC
N/A
BSREP COML MTG TR 2021-DC 1ML+190 08/15/2038 144A
05591UAG2
340000.00000000
PA
USD
337889.18000000
0.005209705987
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Variable
0.01990000
N
N
N
N
N
N
FREDDIE MAC STACR TR 2018-HQA2
N/A
FREDDIE MAC STACR TR 2018-HQA2 M1 1ML+75 10/25/2048
35563XAA0
64206.68000000
PA
USD
64206.67000000
0.000989963256
Long
ABS-CBDO
USGSE
US
N
2
2048-10-25
Variable
0.00842000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 2.625% 10/16/2024 144A
83368RAU6
365000.00000000
PA
USD
375955.37000000
0.005796625219
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
0.02625000
N
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
ENEL FINANCE AMERICA LLC YCP .0037 07/11/2022
29279HGB5
7000000.00000000
PA
USD
6982698.80000000
0.107661949240
Long
DBT
CORP
US
N
2
2022-07-11
Fixed
0.00370000
N
N
N
N
N
N
PIMCO ETF TR
3JA8FFHDP0WD6S8AJT23
PIMCO ETF Trust: PIMCO Enhanced Low Duration Active Exchange-Traded Fund
72201R718
747550.00000000
NS
USD
75569829.50000000
1.165164842530
Long
EC
RF
US
N
1
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P CSTR 05/10/2035 144A
17320QAJ8
560000.00000000
PA
USD
565578.94000000
0.008720314719
Long
ABS-MBS
CORP
US
N
2
2035-05-10
Variable
0.03634830
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.50% 10/38 #G05979
3128M76Q4
2263.20490000
PA
USD
2614.40000000
0.000040309829
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
0.05500000
N
N
N
N
N
N
CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV
N/A
CHICAGO ILL TR 1.708% 12/1/2022
16772PCH7
40000.00000000
PA
USD
40419.60000000
0.000623205016
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
0.01708000
N
N
N
N
N
N
BDS 2021-FL10 LTD / BDS 2021-FL10 LLC
N/A
BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A
07335YAA4
770000.00000000
PA
USD
769997.23000000
0.011872114932
Long
ABS-CBDO
CORP
KY
N
2
2036-12-18
Variable
0.01450000
N
N
N
N
N
N
VERUS SECURITIZATION TR 2019-INV3
N/A
VERUS SECURITIZATION TR 2019-INV3 3.1% 11/25/2059 144A
92537MAE0
625252.50000000
PA
USD
631604.50000000
0.009738322325
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Fixed
0.03100000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TR 2020-A
N/A
HYUNDAI AUTO RECEIVABLES TR 2020-A 1.41% 11/15/2024
44891LAC7
735000.00000000
PA
USD
740490.96000000
0.011417175855
Long
ABS-CBDO
CORP
US
N
2
2024-11-15
Fixed
0.01410000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 12/34 #735115
31402QVG3
2509.33000000
PA
USD
2890.23000000
0.000044562683
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.06000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.65% 03/11/2024 144A
82620KAX1
690000.00000000
PA
USD
685813.51000000
0.010574137796
Long
DBT
CORP
NL
N
2
2024-03-11
Fixed
0.00650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 10/01/2024#AD0355
31418MMD1
11527.76840000
PA
USD
11980.30000000
0.000184716896
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
0.04500000
N
N
N
N
N
N
CREDIT SUISSE AG NY BRNCH
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE AG NY BRNCH FRN SOFR+38 08/09/2023
22550UAD3
5000000.00000000
PA
USD
4996605.80000000
0.077039599647
Long
DBT
CORP
US
N
2
2023-08-09
Variable
0.00430001
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PERKINELMER INC 0.85% 09/15/2024
714046AL3
1290000.00000000
PA
USD
1269326.01000000
0.019570959076
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.00850000
N
N
N
N
N
N
SIERRA TIMESHARE 2019-2 RECEIVABLES FDG LLC
N/A
SIERRA TIMESHARE 2019-2 RECEIVABLES FDG LLC 2.59% 05/20/2036 144A
82652MAA8
974991.96590000
PA
USD
989114.72000000
0.015250553092
Long
ABS-CBDO
CORP
US
N
2
2036-05-20
Fixed
0.02590000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.25% 01/15/2023
00914AAD4
3810000.00000000
PA
USD
3869120.15000000
0.059655590069
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.02250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.50% 11/23 #995428
31416BYZ5
3.17740000
PA
USD
3.26000000
0.000000050263
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.00% 6/40 #AD6438
31418UEL4
105955.39000000
PA
USD
119204.13000000
0.001837935354
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
0.05000000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2020-609M
N/A
J P MORGAN CHASE COML MTG SECS TR 2020-609M 1ML+177 10/15/2033 144A
46652RAG9
995000.00000000
PA
USD
993119.05000000
0.015312293400
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Variable
0.01860000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFORMN SVCS INC 0.6% 03/01/2024
31620MBQ8
555000.00000000
PA
USD
548231.08000000
0.008452838708
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.00600000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1 1.8% 12/18/2025
03067DAG0
690000.00000000
PA
USD
697681.84000000
0.010757128296
Long
ABS-CBDO
CORP
US
N
2
2025-12-18
Fixed
0.01800000
N
N
N
N
N
N
JP MORGAN CHASE COML MTG SEC CORP
N/A
JP MORGAN CHASE CML MTG SEC CO VAR 05/15/2035 144A
12433UAA3
2440000.00000000
PA
USD
2435383.28000000
0.037549680801
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
0.00890000
N
N
N
N
N
N
FREDDIE MAC WHOLE LOAN SEC TR
N/A
FREDDIE MAC WHOLE LOAN SEC TR 17-SC02 M1 CSTR 05/25/2047 144A
3137G1BY2
67851.14030000
PA
USD
69571.75000000
0.001072684134
Long
ABS-CBDO
USGSE
US
N
2
2047-05-25
Variable
0.03842673
N
N
N
N
N
N
GS MTG SECS CORP TR 2021-ROSS
N/A
GS MTG SECS CORP TR 2021-ROSS 1ML+160 05/15/2026 144A
36264YAE0
685000.00000000
PA
USD
685378.74000000
0.010567434344
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Variable
0.01690000
N
N
N
N
N
N
PSMC 2021-1 TR
N/A
PSMC 2021-1 TR VAR 03/25/2051 144A
693650AL7
1518029.32000000
PA
USD
1538915.89000000
0.023727600055
Long
ABS-CBDO
CORP
US
N
2
2051-03-25
Variable
0.02500000
N
N
N
N
N
N
CREDIT SUISSE AG NY BRNCH
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE AG NY BRNCH 1% 05/05/2023
22550L2D2
6590000.00000000
PA
USD
6610201.12000000
0.101918636022
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
0.01000000
N
N
N
N
N
N
SEQUOIA MTG TR 2018-CH4
N/A
SEQUOIA MTG TR 2018-CH4 A2 4% 10/25/2048 144A
81747LAB7
58433.62590000
PA
USD
58895.10000000
0.000908067417
Long
ABS-CBDO
CORP
US
N
2
2048-10-25
Fixed
0.04000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 2.85% 11/01/2022 144A
44891ABC0
511000.00000000
PA
USD
520610.13000000
0.008026968224
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.02850000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN SOFR+22 06/02/2023
89114TZC9
10000000.00000000
PA
USD
10001650.00000000
0.154209305808
Long
DBT
CORP
CA
N
2
2023-06-02
Variable
0.00269225
N
N
N
N
N
N
HILTON GRAND VACATIONS TR 2017-A
N/A
HGVT 17-AA A 2.66% 12/28
43283AAA3
144728.34300000
PA
USD
147030.42000000
0.002266971849
Long
ABS-CBDO
CORP
US
N
2
2028-12-26
Fixed
0.02660000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 6.0% 01/01/2022#907670
31411GMT6
91.97190000
PA
USD
92.14000000
0.000001420650
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.00% 6/24 #995957
31416CME3
28425.12500000
PA
USD
29247.50000000
0.000450949260
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
0.05000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
EQUIFAX INC 3.95% 06/15/2023
294429AN5
1090000.00000000
PA
USD
1138210.18000000
0.017549364527
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.03950000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 12/34 #003651
36202EBU2
15983.40660000
PA
USD
17591.22000000
0.000271228229
Long
ABS-MBS
USGA
US
N
2
2034-12-20
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 09/01/2028#AU6682
3138X6M85
536579.24000000
PA
USD
561828.35000000
0.008662486673
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
0.03000000
N
N
N
N
N
N
SRT 2021-C A2
N/A
SRT 2021-C A2 0.29% 04/22/2024 144A
80286CAB6
4069000.00000000
PA
USD
4063750.58000000
0.062656477273
Long
ABS-CBDO
CORP
US
N
2
2024-04-22
Fixed
0.00290000
N
N
N
N
N
N
SLM STUDENT LN TR
GX18J72G8XB30P3MQA62
SLM STUDENT LN TR 2003-11 A6 3ML+55 12/25
78442GJS6
736242.95900000
PA
USD
736062.06000000
0.011348889363
Long
ABS-CBDO
CORP
US
N
2
2025-12-15
Variable
0.00666000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 1/36 #003805
36202EGN3
7735.11500000
PA
USD
8540.90000000
0.000131686897
Long
ABS-MBS
USGA
US
N
2
2036-01-20
Fixed
0.05000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2021-1
N/A
ANGEL OAK MORTGAGE TRUST 2021-1 0.909% 01/25/2066 144A
03465CAA3
981622.61000000
PA
USD
981195.90000000
0.015128457664
Long
ABS-CBDO
CORP
US
N
2
2066-01-25
Fixed
0.00909000
N
N
N
N
N
N
NAVIENT PRIVATE ED LN TR 2020-I
N/A
NAVIENT PRIVATE ED LN TR 2020-I 1.33% 04/15/2069 144A
63942AAA4
594009.52000000
PA
USD
587303.51000000
0.009055272537
Long
ABS-CBDO
CORP
US
N
2
2069-04-15
Fixed
0.01330000
N
N
N
N
N
N
TOWD PT MTG TR 2017-3
N/A
TOWD PT MTG TR 2017-3 VAR 07/25/2057 144A
89169DAA9
363424.52000000
PA
USD
368121.38000000
0.005675837733
Long
ABS-CBDO
CORP
US
N
2
2057-07-25
Variable
0.02750000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 0.34% 05/15/2026
05522RDC9
4768000.00000000
PA
USD
4721930.15000000
0.072804544301
Long
ABS-CBDO
CORP
US
N
2
2026-05-15
Fixed
0.00340000
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
FORTINET INC 1% 03/15/2026
34959EAA7
675000.00000000
PA
USD
656788.65000000
0.010126621285
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.01000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
HASBRO INC 3% 11/19/2024
418056AX5
1485000.00000000
PA
USD
1551709.60000000
0.023924858421
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
0.03000000
N
N
N
N
N
N
OREILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
OREILLY AUTOMOTIVE INC 3.8% 09/01/2022
67103HAC1
385000.00000000
PA
USD
391053.83000000
0.006029419111
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.03800000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 1ML+70 03/15/2038 144A
53218CAA8
1660000.00000000
PA
USD
1656633.35000000
0.025542613357
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.00790000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK
N/A
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK B 1ML+135 09/15/2029 144A
46591JAG1
1830000.00000000
PA
USD
1811605.76000000
0.027932037878
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Variable
0.01440000
N
N
N
N
N
N
MADISON PARK FUNDING XXIII LTD
N/A
MADISON PARK FUNDING XXIII LTD 3ML+97 07/27/2031 144A
55820TAJ7
4376000.00000000
PA
USD
4376271.31000000
0.067475042692
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Variable
0.01104500
N
N
N
N
N
N
CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA
LKE37K2B8CFZUR7F9816
CAPITAL ONE BK (USA) NA 2.014%/VAR 01/27/2023
14042TCS4
7000000.00000000
PA
USD
7013010.48000000
0.108129306439
Long
DBT
CORP
US
N
2
2023-01-27
Variable
0.02014000
N
N
N
N
N
N
TOWD PT MTG TR 2019-1
N/A
TOWD PT MTG TR 2019-1 3.75% 03/25/2058 144A
89177BAA3
676733.81000000
PA
USD
702212.09000000
0.010826977441
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Variable
0.03677689
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2050#BT2983
3617MRJ47
42237.12000000
PA
USD
45824.68000000
0.000706542629
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 2.85% 07/25/2022
87165BAQ6
3758000.00000000
PA
USD
3808225.29000000
0.058716689579
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
0.02850000
N
N
N
N
N
N
MVW OWNER TR 2017-1
N/A
MVW OWNER TR 2017-1A A 2.42% 12/20/2034 144A
553896AA9
342831.08930000
PA
USD
347215.21000000
0.005353498322
Long
ABS-CBDO
CORP
US
N
2
2034-12-20
Fixed
0.02420000
N
N
N
N
N
N
CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV
N/A
CHICAGO ILL TR 2.064% 12/1/2024
16772PCK0
105000.00000000
PA
USD
107089.74000000
0.001651151006
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
0.02064000
N
N
N
N
N
N
INTERNATIONAL FLAVORS and FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVS and FRAG INC 0.697% 09/15/2022 144A
459506AM3
582000.00000000
PA
USD
582332.62000000
0.008978629434
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.00697000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST 2021-B
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2021-B 0.31% 01/22/2024 144A
80286DAB4
3585728.90000000
PA
USD
3580889.96000000
0.055211545585
Long
ABS-CBDO
CORP
US
N
2
2024-01-22
Fixed
0.00310000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 5.4% 10/02/2023
37045VAW0
1130000.00000000
PA
USD
1217261.64000000
0.018768210494
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.05400000
N
N
N
N
N
N
GALTON FDG MTG TR 2020-H1
N/A
GALTON FDG MTG TR 2020-H1 3.092% 01/25/2060 144A
36418HAD4
625000.00000000
PA
USD
630530.31000000
0.009721760049
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Fixed
0.02832000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC 7% 06/30/2024
16412XAD7
1625000.00000000
PA
USD
1805849.26000000
0.027843281936
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
0.07000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.905/VAR 07/24/2023
38141GWM2
10000000.00000000
PA
USD
10129816.10000000
0.156185420280
Long
DBT
CORP
US
N
2
2023-07-24
Variable
0.02905000
N
N
N
N
N
N
VOLKSWAGEN AUTO LEASE TR 2019-A
N/A
VOLKSWAGEN AUTO LEASE TR 2019-A 1.99% 11/21/2022
92867XAD8
1169020.81000000
PA
USD
1172102.00000000
0.018071921708
Long
ABS-CBDO
CORP
US
N
2
2022-11-21
Fixed
0.01990000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 1.167% 02/04/2023
097023DD4
2790000.00000000
PA
USD
2791043.35000000
0.043033385240
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
0.01167000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA 0.9%/VAR 08/15/2023
63307A2L8
7000000.00000000
PA
USD
7010226.09000000
0.108086375638
Long
DBT
CORP
CA
N
2
2023-08-15
Variable
0.00900000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4
N/A
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 0.26% 11/16/2023
36260KAB0
3420772.52000000
PA
USD
3420682.55000000
0.052741405810
Long
ABS-CBDO
CORP
US
N
2
2023-11-16
Fixed
0.00260000
N
N
N
N
N
N
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC
N/A
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC 3ML+100 01/22/2031 144A
55817AAN4
3229000.00000000
PA
USD
3229138.85000000
0.049788111003
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Variable
0.01128250
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC FRN 3ML+27 02/22/2023
65339KBT6
10000000.00000000
PA
USD
9983799.90000000
0.153934086067
Long
DBT
CORP
US
N
2
2023-02-22
Variable
0.00429630
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2021-2
N/A
VERUS SECURITIZATION TRUST 2021-2 A1 1.031% 02/25/2066 144A
92538FAA2
523041.36000000
PA
USD
523784.29000000
0.008075908650
Long
ABS-CBDO
CORP
US
N
2
2066-02-25
Fixed
0.01031000
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC 3.75% 07/21/2022 144A
453140AE5
3390000.00000000
PA
USD
3436808.14000000
0.052990036390
Long
DBT
CORP
GB
N
2
2022-07-21
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 05/01/2040#AL0474
3138EGQ49
617557.90760000
PA
USD
712862.04000000
0.010991182487
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.05500000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 3% 03/15/2022
91159HHC7
1530000.00000000
PA
USD
1538441.09000000
0.023720279405
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.03000000
N
N
N
N
N
N
FHLM STRCTRD ACR DBT NTS
S6XOOCT0IEG5ABCC6L87
STACR 15-DNA3 M3 1ML+470 04/28
3137G0GW3
876525.16000000
PA
USD
904671.26000000
0.013948571184
Long
ABS-CBDO
USGSE
US
N
2
2028-04-25
Variable
0.04792000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 0.875% 06/14/2024 144A
44891ABV8
535000.00000000
PA
USD
528541.08000000
0.008149250677
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.00875000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SOFR+40 02/17/2023
29250NBD6
1892000.00000000
PA
USD
1891489.16000000
0.029163711018
Long
DBT
CORP
CA
N
2
2023-02-17
Variable
0.00450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.50% 2/23 #889327
31410KA46
826.90260000
PA
USD
836.07000000
0.000012890850
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
0.05500000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2015-GC27
N/A
CITIGROUP COML MTG TR 2015-GC27 2.944% 02/10/2048
17323CAF4
3303414.91400000
PA
USD
3392372.57000000
0.052304911596
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
0.02944000
N
N
N
N
N
N
SRT 2021-C A2
N/A
SRT 2021-C A2 1.11% 03/20/2026 144A
80286CAF7
630000.00000000
PA
USD
623290.75000000
0.009610137714
Long
ABS-CBDO
CORP
US
N
2
2026-03-20
Fixed
0.01110000
N
N
N
N
N
N
HILTON GRAND VACATIONS TR 2017-A
N/A
HILTON GRAND VACATIONS TR 2017-A 2.96% 12/26/2028 144A
43283AAB1
220736.72670000
PA
USD
223866.88000000
0.003451666090
Long
ABS-CBDO
CORP
US
N
2
2028-12-26
Fixed
0.02960000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 07/31/2023
91282CCN9
7205000.00000000
PA
USD
7164753.30000000
0.110468935894
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.00125000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 2.75% 05/20/2022
025816CD9
5000000.00000000
PA
USD
5045447.10000000
0.077792653690
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2048#MA3468
31418C2A1
75361.15000000
PA
USD
81055.70000000
0.001249748114
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.04500000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2021-ESH
N/A
EXTENDED STAY AMER TR 2021-ESH C 1ML+170 07/15/2038 144A
30227FAG5
810781.98000000
PA
USD
810538.42000000
0.012497194670
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.01790000
N
N
N
N
N
N
NXP BV/NXP FDG LLC
N/A
NXP BV/NXP FDG LLC 4.625% 06/01/2023 144A
62947QAV0
2745000.00000000
PA
USD
2886874.58000000
0.044510948187
Long
DBT
CORP
NL
N
2
2023-06-01
Fixed
0.04625000
N
N
N
N
N
N
WORLD OMNI SELECT AUTO TR 2020-A
N/A
WORLD OMNI SELECT AUTO TR 2020-A 0.84% 06/15/2026
98163DAE8
510000.00000000
PA
USD
510544.02000000
0.007871765049
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
0.00840000
N
N
N
N
N
N
HARLEY DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SVCS INC 2.55% 06/09/2022 144A
41283LAQ8
375000.00000000
PA
USD
378259.64000000
0.005832153344
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
0.02550000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC 1.2% 05/28/2026
04636NAA1
1390000.00000000
PA
USD
1372061.73000000
0.021154978119
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
0.01200000
N
N
N
N
N
N
CITIZENS BANK NA
DRMSV1Q0EKMEXLAU1P80
CITIZENS BANK NA 3.25% 02/14/2022
17401QAS0
1015000.00000000
PA
USD
1018481.45000000
0.015703340687
Long
DBT
CORP
US
N
2
2022-02-14
Fixed
0.03250000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 2.7% 06/15/2022
855244AG4
435000.00000000
PA
USD
438558.53000000
0.006761864939
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.02700000
N
N
N
N
N
N
MADISON PK FDG XVIII LTD / MADISON PK FDG XVIII LLC
N/A
MADISON PK FDG XVIII LTD / MADISON PK FDG XVIII LLC 3ML+119 10/21/2030 144A
55819BAL4
1165000.00000000
PA
USD
1165871.42000000
0.017975856217
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Variable
0.01319500
N
N
N
N
N
N
APT PIPELINES LTD
261700SS8OEHDOCOUJ33
APT PIPELINES LTD 4.2% 03/23/2025 144A
00205GAB3
1645000.00000000
PA
USD
1770089.53000000
0.027291924596
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
0.04200000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW FRN SOFR+25 06/10/2023
26441CBK0
3003000.00000000
PA
USD
3001474.48000000
0.046277893743
Long
DBT
CORP
US
N
2
2023-06-10
Variable
0.00299200
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD 3ML+99 01/20/2032 144A
64132DAJ7
1570000.00000000
PA
USD
1570737.90000000
0.024218244106
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Variable
0.01113630
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 2.9% 05/15/2025
29278NAP8
255000.00000000
PA
USD
263179.63000000
0.004057805266
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.02900000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN 3ML+53 12/01/2022
89114QCE6
5000000.00000000
PA
USD
5025523.90000000
0.077485470091
Long
DBT
CORP
CA
N
2
2022-12-01
Variable
0.00649880
N
N
N
N
N
N
SLM STUDENT LN TR
GX18J72G8XB30P3MQA62
SLM STUDENT LN TR 3ML+47 12/27
78442GJG2
877440.37620000
PA
USD
877465.73000000
0.013529105806
Long
ABS-CBDO
CORP
US
N
2
2027-12-15
Variable
0.00586000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST
N/A
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 0.35% 07/17/2023
362590AB7
778804.40000000
PA
USD
778825.19000000
0.012008227832
Long
ABS-CBDO
CORP
US
N
2
2023-07-17
Fixed
0.00350000
N
N
N
N
N
N
CITIGROUP MTG LN TR 2020-EXP2
N/A
CITIGROUP MORTGAGE LOAN TRUST INC 2.5% 08/25/2050 144A
17328PAQ6
294607.41000000
PA
USD
297735.93000000
0.004590607657
Long
ABS-CBDO
CORP
US
N
2
2050-08-25
Fixed
0.02500000
N
N
N
N
N
N
SIERRA TIMESHARE 2017-1 RECEIVABLES FDG LLC
N/A
SRFC 2017-1A A 2.91% 03/34 144A
82652KAA2
229573.95170000
PA
USD
230004.49000000
0.003546298134
Long
ABS-CBDO
CORP
US
N
2
2034-03-20
Fixed
0.02910000
N
N
N
N
N
N
GS MTG-BACKED SECS TR 2021-PJ5
N/A
GS MTG-BACKED SECS TR 2021-PJ5 2.5%/VAR 10/25/2051 144A
36261HAJ9
1393455.32000000
PA
USD
1411635.59000000
0.021765143190
Long
ABS-CBDO
CORP
US
N
2
2051-10-25
Variable
0.02500000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 3.625% 04/15/2025
053332AY8
485000.00000000
PA
USD
517313.76000000
0.007976143517
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03625000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 01/20/2048#MA4965
36179TQS7
91775.68000000
PA
USD
99718.37000000
0.001537496374
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 01/01/2036#SB8509
3132D6N22
924366.59000000
PA
USD
948631.31000000
0.014626364228
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.02000000
N
N
N
N
N
N
CYTEC INDUSTRIES INC
549300CC16G1Y2NHCH33
CYTEC INDUSTRIES INC 3.5% 04/01/2023
232820AJ9
919000.00000000
PA
USD
942073.33000000
0.014525250757
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.03500000
N
N
N
N
N
N
OCP CLO 2014-7 LTD
254900NUK1R46EK6YF62
OCP CLO 2014-7 LTD/CORP 3ML+112 07/20/2029 144A
67107KAZ9
2530000.00000000
PA
USD
2531138.50000000
0.039026071797
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Variable
0.01251500
N
N
N
N
N
N
SEQUOIA MTG TR 2018-CH2
N/A
SEQUOIA MTG TR 2018-CH2 A3 4% 06/25/2048 144A
81747EAC1
232656.88000000
PA
USD
236570.61000000
0.003647537110
Long
ABS-CBDO
CORP
US
N
2
2048-06-25
Fixed
0.04000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 3.491% 05/23/2023 144A
90352JAA1
5000000.00000000
PA
USD
5065517.85000000
0.078102112272
Long
DBT
CORP
CH
N
2
2023-05-23
Fixed
0.03491000
N
N
N
N
N
N
ELLINGTON FINL MTG TR 2021-1
N/A
ELLINGTON FINL MTG TR 2021-1 1.106% 02/25/2066 144A
31574XAC2
177065.11000000
PA
USD
176245.79000000
0.002717425717
Long
ABS-CBDO
CORP
US
N
2
2066-02-25
Fixed
0.01106000
N
N
N
N
N
N
VERUS SECURITIZATION TR 2020-5
N/A
VERUS SECURITIZATION TR 2020-5 1.733% 05/25/2065 144A
92538CAC5
256214.91000000
PA
USD
255607.25000000
0.003941051384
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
0.01733000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL 3.125% 11/15/2022
281020AP2
650000.00000000
PA
USD
660857.01000000
0.010189348832
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.03125000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC VAR 04/15/2023
785592AD8
1810000.00000000
PA
USD
1902671.78000000
0.029336128976
Long
DBT
CORP
US
N
2
2023-04-15
Variable
0.05625000
N
N
N
N
N
N
HPHT FINANCE 19 LTD
254900U58MWSWY66P584
HPHT FINANCE 19 LTD 2.875% 11/05/2024 REGS
N/A
400000.00000000
PA
USD
416112.00000000
0.006415775662
Long
DBT
CORP
KY
N
2
2024-11-05
Fixed
0.02875000
N
N
N
N
N
N
STACR TRUST 2018-DNA2
N/A
STACR TRUST 2018-DNA2 1ML+80 12/25/2030 144A
35563TAA9
232178.90000000
PA
USD
232221.23000000
0.003580476688
Long
ABS-CBDO
USGA
US
N
2
2030-12-25
Variable
0.00892000
N
N
N
N
N
N
GMCAR 2020-1
N/A
GMCAR 2020-2 A3 1.49% 12/16/2024
36258VAD6
300228.08000000
PA
USD
302313.46000000
0.004661185784
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
0.01490000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 05/01/2048#MA5194
36179TXX8
32472.96000000
PA
USD
35016.94000000
0.000539904716
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
0.05000000
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP 0.25% 03/01/2023
14913R2J5
10000000.00000000
PA
USD
9958012.40000000
0.153536484424
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.00250000
N
N
N
N
N
N
VERUS SECURITIZATION TR 2019-4
N/A
VERUS SECURITIZATION TR 2019-4 3% 11/25/2059 144A
92537KAC8
323667.37000000
PA
USD
326477.03000000
0.005033749047
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Fixed
0.03000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC CP .0045 12/20/2021
92557MZL2
8000000.00000000
PA
USD
7998413.60000000
0.123322632648
Long
DBT
CORP
US
N
2
2021-12-20
Fixed
0.00450000
N
N
N
N
N
N
PIONEER NATURAL RESOURCES CO
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO 0.55% 05/15/2023
723787AU1
3792000.00000000
PA
USD
3774040.63000000
0.058189617277
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.00550000
N
N
N
N
N
N
DAIMLER FIN NORTH AMER LLC
549300423Z16BB673J12
DAIMLER FIN NORTH AMER LLC 1.75% 03/10/2023 144A
233851DY7
1800000.00000000
PA
USD
1821203.77000000
0.028080023706
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
0.01750000
N
N
N
N
N
N
SMB PRIVATE ED LN TR 2014-A
549300XC4C7GRVLU6076
SMB PRIVATE ED LN TR 2014-A 1ML+ 04/15/2032 144A
784456AD7
1221726.45000000
PA
USD
1233435.48000000
0.019017585011
Long
ABS-CBDO
CORP
US
N
2
2032-04-15
Variable
0.01589500
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+58 03/16/2024
46647PCA2
5000000.00000000
PA
USD
5018288.65000000
0.077373914210
Long
DBT
CORP
US
N
2
2024-03-16
Variable
0.00629093
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC CP .0038 03/21/2022
37046UCM1
5000000.00000000
PA
USD
4993849.00000000
0.076997094239
Long
DBT
CORP
US
N
2
2022-03-21
Fixed
0.00380000
N
N
N
N
N
N
EASTERN CREATION II INVESTMENT HOLDINGS LTD
549300POZZMBXFYP2H73
EASTERN CREATION II INV HLDG LTD 1% 09/10/2023 REGS
N/A
1670000.00000000
PA
USD
1662485.00000000
0.025632836358
Long
DBT
CORP
VG
N
2
2023-09-10
Fixed
0.01000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 08/01/2037#AD0762
31418MZ47
69784.50030000
PA
USD
79458.67000000
0.001225124488
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.05500000
N
N
N
N
N
N
AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST
N/A
AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST 3.7% 04/15/2027
02377DAA0
503980.07160000
PA
USD
486730.24000000
0.007504594984
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.03700000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFR+45 10/26/2023
78015K7K4
15000000.00000000
PA
USD
15062925.00000000
0.232246000180
Long
DBT
CORP
CA
N
2
2023-10-26
Variable
0.00499745
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2018-BOP
N/A
MORGAN STANLEY CAP I TR 2018-BOP A 1ML+85 06/15/2035 144A
61768FAA8
5578278.83000000
PA
USD
5574876.08000000
0.085955594353
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Variable
0.00940000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 1.631% 05/15/2051 144A
78403DAT7
495000.00000000
PA
USD
489859.47000000
0.007552842662
Long
ABS-CBDO
CORP
US
N
2
2051-05-15
Fixed
0.01631000
N
N
N
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
STELLANTIS FINANCE US INC 1.711% 01/29/2027 144A
85855CAA8
675000.00000000
PA
USD
662223.15000000
0.010210412507
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
0.01711000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 3.25% 02/20/2023
110122CZ9
178000.00000000
PA
USD
183273.78000000
0.002825785983
Long
DBT
CORP
US
N
2
2023-02-20
Fixed
0.03250000
N
N
N
N
N
N
DLL SECURITIZATION TRUST 2019
N/A
DLL SECURITIZATION TRUST 2019 2.08% 02/21/2023 144A
23291RAC4
635853.63000000
PA
USD
637906.36000000
0.009835486839
Long
ABS-CBDO
CORP
US
N
2
2023-02-21
Fixed
0.02080000
N
N
N
N
N
N
KEYBANK NATL ASSN
HUX2X73FUCYHUVH1BK78
KEYBANK NATL ASSN FRN SOFR+34 01/03/2024
49327M3B8
6000000.00000000
PA
USD
6001320.00000000
0.092530671552
Long
DBT
CORP
US
N
2
2024-01-03
Variable
0.00390000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.5% 09/15/2023
00774MAP0
1095000.00000000
PA
USD
1153442.44000000
0.017784221399
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
0.04500000
N
N
N
N
N
N
7 ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC 0.625% 02/10/2023 144A
817826AA8
1072000.00000000
PA
USD
1068708.56000000
0.016477761684
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
0.00625000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 1.822%/VAR 11/23/2025 144A
853254CE8
475000.00000000
PA
USD
475034.64000000
0.007324267702
Long
DBT
CORP
GB
N
2
2025-11-23
Variable
0.01822000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 0.85% 11/20/2025
92343VFS8
710000.00000000
PA
USD
689624.73000000
0.010632900659
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.00850000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+80 08/25/2033
35564KCU1
564178.13000000
PA
USD
564524.87000000
0.008704062661
Long
ABS-CBDO
USGA
US
N
2
2033-08-25
Variable
0.00849670
N
N
N
N
N
N
METROPOLITAN WEST FDS
549300APUP7QV16M4J34
Metropolitan West Low Duration Bd M
592905202
28817456.61100000
NS
USD
255034491.01000000
3.932220365237
Long
EC
RF
US
N
1
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+210 10/25/2033 144A
35564KEL9
690000.00000000
PA
USD
695286.09000000
0.010720189696
Long
ABS-CBDO
USGA
US
N
2
2033-10-25
Variable
0.02149670
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+70 08/25/2033 144A
35564KBK4
741519.60000000
PA
USD
741665.23000000
0.011435281204
Long
ABS-CBDO
USGA
US
N
2
2033-08-25
Variable
0.00749670
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 10YR ULTRA FUT MAR22 UXYH2
N/A
-35.00000000
NC
USD
-89190.33000000
-0.00137517098
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UST NOTES
$US 10YR NOTE ULTRA FUT CONTRACT UNDERLYING
2022-03-22
-5051981.55000000
USD
-89190.33000000
N
N
N
HEALTH CARE SVCS CORP
549300TMJ1FKCKECR148
HEALTH CARE SVCS CORP 1.5% 06/01/2025 144A
42218SAD0
1375000.00000000
PA
USD
1381928.43000000
0.021307106714
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01500000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 3.3% 11/16/2022
251526BL2
7072000.00000000
PA
USD
7241169.10000000
0.111647144236
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
0.03300000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 4.5% 11/04/2024
53944YAA1
480000.00000000
PA
USD
517750.96000000
0.007982884436
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
0.04500000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC 3.5% 08/17/2023
046353AR9
365000.00000000
PA
USD
381428.07000000
0.005881005423
Long
DBT
CORP
GB
N
2
2023-08-17
Fixed
0.03500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP 2.825%/VAR 03/30/2023
857477BL6
330000.00000000
PA
USD
332405.70000000
0.005125159573
Long
DBT
CORP
US
N
2
2023-03-30
Variable
0.02825000
N
N
N
N
N
N
ANGEL OAK MTG TR 2021-6
N/A
ANGEL OAK MORTGAGE TRUST 2021-6 1.714% 09/25/2066 144A
03465JAC4
528239.74560000
PA
USD
524343.98000000
0.008084538167
Long
ABS-CBDO
CORP
US
N
2
2066-09-25
Fixed
0.01714000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC 0.625% 07/01/2022
609207AV7
6350000.00000000
PA
USD
6356072.82000000
0.098000387660
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.00625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/50#RA2607
3133KH3Q7
195635.62000000
PA
USD
211488.40000000
0.003260809901
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
0.04500000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 3.1% 04/01/2025
20030NDJ7
355000.00000000
PA
USD
374305.08000000
0.005771180409
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03100000
N
N
N
N
N
N
TESLA AUTO LEASE TR 2021-A
N/A
TESLA AUTO LEASE TR 2021-A A2 0.36% 03/20/2025 144A
88161FAB2
4593884.08000000
PA
USD
4588200.07000000
0.070742642234
Long
ABS-CBDO
CORP
US
N
2
2025-03-20
Fixed
0.00360000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 2.65% 12/02/2022
025816BD0
9500000.00000000
PA
USD
9705670.06000000
0.149645772683
Long
DBT
CORP
US
N
2
2022-12-02
Fixed
0.02650000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 FRN 3ML+62 02/15/2024
718546AX2
10000000.00000000
PA
USD
10000226.70000000
0.154187360819
Long
DBT
CORP
US
N
2
2024-02-15
Variable
0.00776000
N
N
N
N
N
N
IMPERIAL FUND MORTGAGE TRUST 2021-NQM2
N/A
IMPERIAL FUND MORTGAGE TRUST 1.516% 09/25/2056 144A
452761AC3
599001.57000000
PA
USD
595114.95000000
0.009175712339
Long
ABS-CBDO
CORP
US
N
2
2056-09-25
Fixed
0.01516000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC 2.875% 12/01/2024
25278XAL3
2720000.00000000
PA
USD
2822299.20000000
0.043515300017
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.02875000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN 3ML+29 12/10/2021
02665WCN9
5000000.00000000
PA
USD
5000185.90000000
0.077094799013
Long
DBT
CORP
US
N
2
2021-12-10
Variable
0.00405750
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 3.6% 04/15/2024
571900BB4
1750000.00000000
PA
USD
1838436.58000000
0.028345725832
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 1/1/27#AL2645
3138EJ5F1
19540.98350000
PA
USD
20386.39000000
0.000314325241
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2041#ZS3941
3132A4LW6
344037.95000000
PA
USD
388197.87000000
0.005985384816
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
0.05000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORP
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CORP 2.65% 07/13/2022 144A
654740AZ2
560000.00000000
PA
USD
565880.32000000
0.008724961513
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
0.02650000
N
N
N
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
RALPH LAUREN CORP 1.7% 06/15/2022
731572AA1
225000.00000000
PA
USD
226577.51000000
0.003493459632
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.01700000
N
N
N
N
N
N
MAGNETITE XVI LTD / MAGNETITE XVI LLC
549300Z3WHVYABE20I45
MAGNETITE XVI LTD / MAGNETITE XVI LLC 3ML+80 01/18/2028 144A
55953RAL5
1956769.20000000
PA
USD
1956195.87000000
0.030161384085
Long
ABS-CBDO
CORP
KY
N
2
2028-01-18
Variable
0.00922250
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.2% 05/14/2026
00287YAY5
175000.00000000
PA
USD
185090.15000000
0.002853791478
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
0.03200000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG FRN 3ML+28 01/10/2023 144A
64952WDM2
6945000.00000000
PA
USD
6960306.50000000
0.107316696103
Long
DBT
CORP
US
N
2
2023-01-10
Variable
0.00401130
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA FRN 3ML+122 05/22/2022 144A
05583JAB8
1605000.00000000
PA
USD
1613291.33000000
0.024874349339
Long
DBT
CORP
FR
N
2
2022-05-22
Variable
0.01379630
N
N
N
N
N
N
ELLINGTON FINL MTG TR 2021-2
N/A
ELLINGTON FINL MTG TR 2021-2 A1 VAR 06/25/2066 144A
31572LAA4
380730.12000000
PA
USD
378019.17000000
0.005828445685
Long
ABS-CBDO
CORP
US
N
2
2066-06-25
Variable
0.00931000
N
N
N
N
N
N
AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP
RDKVCX5HITZ2GPIR7153
AMERICAN CAMPUS CMNTYS OP PRTNRSHP LP 3.75% 04/15/2023
024836AA6
910000.00000000
PA
USD
938463.29000000
0.014469589765
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.03750000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 0.6% 02/26/2024
842587DG9
2230000.00000000
PA
USD
2201002.93000000
0.033935913966
Long
DBT
CORP
US
N
2
2024-02-26
Fixed
0.00600000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER INC 3.65% 12/01/2021
025537AL5
180000.00000000
PA
USD
180000.00000000
0.002775309578
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
0.03650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545759
31385JJC3
32320.85800000
PA
USD
37359.03000000
0.000576015965
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
GS MTG-BACKED SECS TR 2014-EB1
N/A
GS MTG-BACKED SECS TR 2014-EB1A 2A1 CSTR 07/25/2044 144A
36250BAE6
12523.09810000
PA
USD
12482.71000000
0.000192463247
Long
ABS-CBDO
CORP
US
N
2
2044-07-25
Variable
0.01636000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 12ML+1.8 4/38 #956679
31413VJY4
14013.82000000
PA
USD
14763.09000000
0.000227623028
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Variable
0.02098000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TR 2020-1
N/A
MERCEDES-BENZ AUT RC TR 2012-1 0.46% 03/15/2023
58769VAB6
455477.22000000
PA
USD
455537.43000000
0.007023652182
Long
ABS-CBDO
CORP
US
N
2
2023-03-15
Fixed
0.00460000
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
IHS MARKIT LTD 3.625% 05/01/2024
44962LAH0
985000.00000000
PA
USD
1031689.00000000
0.015906979798
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
0.03625000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.099/VAR 06/04/2026
404280CG2
645000.00000000
PA
USD
649039.03000000
0.010007134648
Long
DBT
CORP
GB
N
2
2026-06-04
Variable
0.02099000
N
N
N
N
N
N
Fidelity Salem Street Trust
S4W85DGKOEJ24DPRB829
FIDELITY SAI SHORT-TERM BOND FUND
31635T674
28526462.94900000
NS
USD
283553041.71000000
4.371930403693
Long
EC
RF
US
N
1
N
N
N
ALEN 2021-ACEN MTG TR
N/A
ALEN 2021-ACEN MTG TR 1ML+ 04/15/2038 144A
01449NAA4
595000.00000000
PA
USD
594256.07000000
0.009162469795
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.01240000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD 2.625% 05/12/2025 REGS
N/A
500000.00000000
PA
USD
513750.00000000
0.007921196088
Long
DBT
CORP
KY
N
2
2025-05-12
Fixed
0.02625000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 4.5% 04/01/2025
444859BM3
1205000.00000000
PA
USD
1317734.55000000
0.020317340658
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.04500000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 0.38% 01/10/2025
14687JAD1
3044000.00000000
PA
USD
3038364.34000000
0.046846675865
Long
ABS-CBDO
CORP
US
N
2
2025-01-10
Fixed
0.00380000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2019-3
N/A
VERUS SECURITIZATION TRUST 2019-3 3.04% 07/25/2059 144A
92537JAC1
945636.62000000
PA
USD
950693.79000000
0.014658164342
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Fixed
0.03040000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2051#
31418D6B3
284244.00000000
PA
USD
284691.63000000
0.004389485598
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.50% 2/23 #995431
31416BY44
257.47880000
PA
USD
259.37000000
0.000003999066
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
0.05500000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 1.125% 06/22/2022
92556VAA4
13114000.00000000
PA
USD
13133636.90000000
0.202499490493
Long
DBT
CORP
US
N
2
2022-06-22
Fixed
0.01125000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.623% 07/18/2022
606822BL7
7441000.00000000
PA
USD
7541052.13000000
0.116270856712
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
0.02623000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 0.523%/VAR 06/14/2024
06051GJY6
1210000.00000000
PA
USD
1200919.87000000
0.018516246767
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.00523000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2016-2
N/A
TPMT 16-2 A1A 2.75% 08/55 144A
89172PAJ8
37810.57450000
PA
USD
37943.80000000
0.000585032175
Long
ABS-CBDO
CORP
US
N
2
2055-08-25
Fixed
0.02750000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FINANCE DAC
549300OD7VKRVNWB2J98
SMBC AVIATION CAPITAL FINANCE DAC 3.55% 04/15/2024 144A
78448TAE2
815000.00000000
PA
USD
854841.58000000
0.013180277916
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
0.03550000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 4.61%/VAR 02/15/2023
06738EBE4
15000000.00000000
PA
USD
15116009.25000000
0.233064473666
Long
DBT
CORP
GB
N
2
2023-02-15
Variable
0.04610000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 0.0% 05/01/2037#1G1921
3128QSD29
2641.55900000
PA
USD
2789.32000000
0.000043006813
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Variable
0.02025000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2051#MA4467
31418D6D9
2335235.82000000
PA
USD
2434375.92000000
0.037534148935
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03000000
N
N
N
N
N
N
LEASEPLAN CORP NV
724500C60L930FVHS484
LEASEPLAN CORP NV 2.875% 10/24/2024 144A
52206AAD2
750000.00000000
PA
USD
777618.43000000
0.011989621539
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
0.02875000
N
N
N
N
N
N
NISSAN MASTER OWNER TR RECEIVABLES
N/A
NISSAN MASTER OWNER TR RECEIVA 1ML+56 02/15/2024
65474VAQ4
1350000.00000000
PA
USD
1350964.44000000
0.020829691947
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Variable
0.00649500
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.162%/VAR 11/22/2024
404280CW7
750000.00000000
PA
USD
748814.96000000
0.011545518505
Long
DBT
CORP
GB
N
2
2024-11-22
Variable
0.01162000
N
N
N
N
N
N
SG RESIDENTIAL MTG TR 2019-3
N/A
SG RESIDENTIAL MTG TR 2019-3 2.877% 09/25/2059 144A
78432BAB5
738994.65000000
PA
USD
739436.13000000
0.011400912079
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Fixed
0.02877000
N
N
N
N
N
N
CREDIT SUISSE AG NY BRNCH
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE AG NY BRNCH 0.495% 02/02/2024
22550L2E0
810000.00000000
PA
USD
801771.23000000
0.012362018746
Long
DBT
CORP
US
N
2
2024-02-02
Fixed
0.00495000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2020-2
N/A
DELL EQUIPMENT FINANCE TRUST 2020-2 0.57% 10/23/2023 144A
24704GAC7
1915000.00000000
PA
USD
1914926.66000000
0.029525079453
Long
ABS-CBDO
CORP
US
N
2
2023-10-23
Fixed
0.00570000
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP 1.05% 07/15/2026
22822VAV3
1005000.00000000
PA
USD
970192.85000000
0.014958808386
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.01050000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 3.7% 01/15/2023
969457BU3
2205000.00000000
PA
USD
2260239.40000000
0.034849244758
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03700000
N
N
N
N
N
N
NEW ORLEANS HOTEL TR 2019-HNLA
N/A
NEW ORLEANS HOTEL TR 2019-HNLA 1ML+128.871 04/15/2032 144A
647622AC3
1585000.00000000
PA
USD
1571476.78000000
0.024229636443
Long
ABS-MBS
CORP
US
N
2
2032-04-15
Variable
0.01377710
N
N
N
N
N
N
CREDIT AGRICOLE SA LONDON BRH
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA LONDON BRH FRN 3ML+102 04/24/2023 144A
22535WAF4
675000.00000000
PA
USD
681989.71000000
0.010515180969
Long
DBT
CORP
GB
N
2
2023-04-24
Variable
0.01143880
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.824/VAR 06/01/2025
46647PCH7
965000.00000000
PA
USD
953475.31000000
0.014701050892
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.00824000
N
N
N
N
N
N
STARWOOD MTG RESIDENTIAL TR 2020-1
N/A
STARWOOD MTG RESIDENTIAL TR 2020-1 2.408% 02/25/2050 144A
85573AAB1
467069.36370000
PA
USD
469434.46000000
0.007237921962
Long
ABS-CBDO
CORP
US
N
2
2050-02-25
Fixed
0.02408000
N
N
N
N
N
N
MERIT 2020
N/A
MERIT 2020-B 1ML+140 08/15/2037 144A
590027AG3
778002.90000000
PA
USD
776785.40000000
0.011976777561
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
0.01490000
N
N
N
N
N
N
NLT 2021-INV2 TRUST
N/A
NLT 2021-INV2 TRUST 1.52% 08/25/2056 144A
62917JAC4
489805.22000000
PA
USD
486837.29000000
0.007506245522
Long
ABS-CBDO
CORP
US
N
2
2056-08-25
Fixed
0.01520000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2020-3
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.06% 08/18/2026
03066PAE9
420000.00000000
PA
USD
419819.57000000
0.006472940410
Long
ABS-CBDO
CORP
US
N
2
2026-08-18
Fixed
0.01060000
N
N
N
N
N
N
OBX 2019-EXP2 TR
N/A
OBX 2019-EXP2 TR 1ML+120 07/25/2059 144A
67113KAL2
420329.05000000
PA
USD
420328.97000000
0.006480794536
Long
ABS-CBDO
CORP
US
N
2
2059-06-25
Variable
0.01291630
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC ENTERPRISES 18 CORP FRN 3ML+39 03/04/2022
25468PDS2
5000000.00000000
PA
USD
5004527.35000000
0.077161737167
Long
DBT
CORP
US
N
2
2022-03-04
Variable
0.00505500
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC FRN 3ML+92 02/22/2022
606822AK0
840000.00000000
PA
USD
841091.13000000
0.012968268163
Long
DBT
CORP
JP
N
2
2022-02-22
Variable
0.01079630
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.00% 6/35 #735591
31402RF87
12942.69580000
PA
USD
14420.68000000
0.000222343618
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 5/25 #890305
31410LDJ8
39620.56850000
PA
USD
41176.04000000
0.000634868101
Long
ABS-MBS
USGSE
US
N
2
2025-05-01
Fixed
0.04500000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 0.4% 10/21/2022
02665WDR9
2775000.00000000
PA
USD
2772256.77000000
0.042743726487
Long
DBT
CORP
US
N
2
2022-10-21
Fixed
0.00400000
N
N
N
N
N
N
CSAIL 2019-C16 COML MTG TR
N/A
CSAIL 2019-C16 COML MTG TR 2.3595% 06/15/2052
12596WAA2
402571.26000000
PA
USD
408103.92000000
0.006292303989
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
0.02359500
N
N
N
N
N
N
SMB PRIVATE ED LN TR 2020-PT-B
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB 1.6% 09/15/2054 144A
78449DAB2
2512738.92000000
PA
USD
2485442.28000000
0.038321509813
Long
ABS-CBDO
CORP
US
N
2
2054-09-15
Fixed
0.01600000
N
N
N
N
N
N
DELL EQUIP FIN TR 2019-2
N/A
DELL EQUIP FIN TR 2019-2 1.91% 10/22/2024 144A
24703KAC9
1102453.50000000
PA
USD
1107798.53000000
0.017080465951
Long
ABS-CBDO
CORP
US
N
2
2024-10-22
Fixed
0.01910000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024 144A
92840VAD4
3435000.00000000
PA
USD
3561077.24000000
0.054906065410
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03550000
N
N
N
N
N
N
CIM TR 2020-INV1
N/A
CIM TR 2020-INV1 2.5% 04/25/2050 144A
12560AAB0
248164.49000000
PA
USD
249868.61000000
0.003852570814
Long
ABS-CBDO
CORP
US
N
2
2050-04-25
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 01/31/2023
91282CBG5
18625000.00000000
PA
USD
18582802.83000000
0.286516837161
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.00125000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3ML+65 11/21/2022
00287YBP3
7100000.00000000
PA
USD
7135420.05000000
0.110016664506
Long
DBT
CORP
US
N
2
2022-11-21
Variable
0.00809630
N
N
N
N
N
N
PIONEER NATURAL RESOURCES CO
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO 0.75% 01/15/2024
723787AS6
610000.00000000
PA
USD
605456.67000000
0.009335164975
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.00750000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE 1ML+135 09/25/2029
30711XHT4
73253.01610000
PA
USD
73919.99000000
0.001139726979
Long
ABS-CBDO
USGSE
US
N
2
2029-09-25
Variable
0.01442000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 3.95% 01/11/2023 144A
853254AJ9
1245000.00000000
PA
USD
1279845.36000000
0.019733150481
Long
DBT
CORP
GB
N
2
2023-01-11
Fixed
0.03950000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2021-B
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2021-B 1.31% 07/17/2051 144A
78449YAA8
1544649.46000000
PA
USD
1539892.87000000
0.023742663510
Long
ABS-CBDO
CORP
US
N
2
2051-07-17
Fixed
0.01310000
N
N
N
N
N
N
COMM 2014-CCRE19 MTG TR
N/A
COMM 2014-CR19 AM 4.08% 08/47
12592GBF9
860000.00000000
PA
USD
911648.76000000
0.014056152976
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
0.04080000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.124%/VAR 1/20/2023
06051GGE3
20000000.00000000
PA
USD
20067090.20000000
0.309402153579
Long
DBT
CORP
US
N
2
2023-01-20
Variable
0.03124000
N
N
N
N
N
N
CIFC FDG 2021-IV LTD / CIFC FDG 2021-IV LLC
N/A
CIFC FDG 2021-IV LTD / CIFC FDG 2021-IV LLC 3ML+105 07/15/2033 144A
12547DAA4
1360000.00000000
PA
USD
1360592.96000000
0.020978148190
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Variable
0.01173750
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.00% 3/23 #890121
31410K4E1
847.05400000
PA
USD
855.34000000
0.000013187962
Long
ABS-MBS
USGSE
US
N
2
2023-03-01
Fixed
0.05000000
N
N
N
N
N
N
JOHN DEERE OWNER TR 2020-B
N/A
JOHN DEERE OWNER TR 2020-B 0.41% 03/15/2023
47787NAB5
1152765.70000000
PA
USD
1152911.64000000
0.017776037320
Long
ABS-CBDO
CORP
US
N
2
2023-03-15
Fixed
0.00410000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 2/35 #G01777
31283H6N0
61844.67560000
PA
USD
71208.05000000
0.001097913240
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.06000000
N
N
N
N
N
N
CLECO POWER LLC
TM1ZH54SJKLNHFCBFK92
CLECO POWER LLC FRN 3ML+50 06/15/2023 144A
185508AH1
3377000.00000000
PA
USD
3376012.53000000
0.052052666175
Long
DBT
CORP
US
N
2
2023-06-15
Variable
0.00615750
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 3% 06/20/2022 144A
44891ABA4
1060000.00000000
PA
USD
1071774.72000000
0.016525036924
Long
DBT
CORP
US
N
2
2022-06-20
Fixed
0.03000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 0.95% 06/23/2023
13607GRK2
7200000.00000000
PA
USD
7219050.98000000
0.111306118512
Long
DBT
CORP
CA
N
2
2023-06-23
Fixed
0.00950000
N
N
N
N
N
N
CELULOSA ARAUCO Y CONSTITUCION SA
549300QEKV8G0AMNQD28
CELULOSA ARAUCO Y CONSTITUCION SA 4.5% 08/01/2024
151191AZ6
635000.00000000
PA
USD
674385.88000000
0.010397942179
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
0.04500000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING
549300BLFX3KJ2IFOA78
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 0.6% 06/28/2023 144A
10921U2D9
845000.00000000
PA
USD
842154.72000000
0.012984667005
Long
DBT
CORP
US
N
2
2023-06-28
Fixed
0.00600000
N
N
N
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO 3.734% 12/15/2024
075887BF5
128000.00000000
PA
USD
136559.22000000
0.002105522840
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.03734000
N
N
N
N
N
N
HILTON GRAND VACATIONS TRUST 2020-A
N/A
HILTON GRAND VACATIONS TRUST 2020-A 4.22% 02/25/2039 144A
43285HAB4
869209.84970000
PA
USD
917478.90000000
0.014146044329
Long
ABS-CBDO
CORP
US
N
2
2039-02-25
Fixed
0.04220000
N
N
N
N
N
N
ISHARES CORE TOTAL USD BOND MARKET ETF
549300G3FWQPUM47D181
iShares US ETF Trust: BlackRock Ultra Short-Term Bond ETF
46434V878
2537045.00000000
NS
USD
127968549.80000000
1.973068566689
Long
EC
RF
US
N
1
N
N
N
CGDB COML MTG TR 2017-BIO
N/A
CGDB COML MTG TR 2019-MOB A 1ML+100 11/15/2036 144A
125284AA7
1033000.00000000
PA
USD
1030411.72000000
0.015887286201
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.01039500
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TR 2021-2
N/A
EXETER AUTOMOBILE RECEIVABLES TR 2021-2 0.27% 01/16/2024
30165XAB1
3523312.25000000
PA
USD
3522636.13000000
0.054313365517
Long
ABS-CBDO
CORP
US
N
2
2024-01-16
Fixed
0.00270000
N
N
N
N
N
N
J P MORGAN MTG TR 2020-INV1
N/A
J P MORGAN MTG TR 2020-INV1 3.5% 08/25/2050 144A
46591VBH1
278583.20200000
PA
USD
282720.39000000
0.004359092257
Long
ABS-CBDO
CORP
US
N
2
2050-08-25
Fixed
0.03500000
N
N
N
N
N
N
CIM TR 2021-INV1
N/A
CIM TRUST 2021-INV1 2.5% 07/01/2051 144A
12566PAH8
470810.73000000
PA
USD
479895.92000000
0.007399220796
Long
ABS-CBDO
CORP
US
N
2
2051-07-01
Fixed
0.02500000
N
N
N
N
N
N
MADISON PARK FUNDING XXIII LTD
N/A
MADISON PARK FUNDING XXIII LTD 23A BR 3ML+155 07/27/2031 144A
55820TAL2
800000.00000000
PA
USD
800073.60000000
0.012335844030
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Variable
0.01684500
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2019-MEAD
N/A
MORGAN STANLEY CAP I TR 2019-MEAD D 3.17709% 11/10/2036 144A
61771LAJ1
1150000.00000000
PA
USD
1130038.07000000
0.017423363776
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
0.03283000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 1/38 #961181
31414BJ27
3287.24080000
PA
USD
3787.36000000
0.000058394980
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
0.05500000
N
N
N
N
N
N
DAE FDG LLC
635400SZTPQL3Y1P2C76
DAE FDG LLC 1.55% 08/01/2024 144A
23371DAJ3
465000.00000000
PA
USD
456862.50000000
0.007044082623
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.01550000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER 2017-A LLC
N/A
ELARA HGV TIMESHARE ISSUER 2017-A LLC 2.69% 03/25/2030 144A
28416DAA8
485848.39680000
PA
USD
492675.05000000
0.007596254363
Long
ABS-CBDO
CORP
US
N
2
2030-03-25
Fixed
0.02690000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST
N/A
SMB PRIVATE EDUCATION LOAN TRUST 1ML+ 09/15/2034 144A
78449KAC4
659613.13000000
PA
USD
662706.78000000
0.010217869301
Long
ABS-CBDO
CORP
US
N
2
2034-09-15
Variable
0.01189250
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 1.734%/VAR 07/22/2027
06051GJS9
765000.00000000
PA
USD
758089.17000000
0.011688511860
Long
DBT
CORP
US
N
2
2027-07-22
Variable
0.01734000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2021-3
N/A
ANGEL OAK MORTGAGE TRUST 2021-3 1.068% 05/25/2066 144A
03465EAA9
571150.10000000
PA
USD
568867.27000000
0.008771015462
Long
ABS-CBDO
CORP
US
N
2
2066-05-25
Fixed
0.01068000
N
N
N
N
N
N
MMAF EQUIP FIN LLC 2019-B
N/A
MMAF EQUIP FIN LLC 2019-B 2.07% 10/12/2022 144A
55316EAB8
102094.58490000
PA
USD
102155.78000000
0.001575077304
Long
ABS-CBDO
CORP
US
N
2
2022-10-12
Fixed
0.02070000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.9% 02/01/2024
29273RAY5
245000.00000000
PA
USD
260150.59000000
0.004011102357
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04900000
N
N
N
N
N
N
WHEELS SPV LLC
54930087O4PHK5ODMW30
WHEELS SPV LLC 1ML+28 08/20/2029 144A
96328DBX1
3226261.48000000
PA
USD
3228057.54000000
0.049771438948
Long
ABS-CBDO
CORP
US
N
2
2029-08-20
Variable
0.00371130
N
N
N
N
N
N
OBX 2019-EXP2 TR
N/A
OBX 2019-EXP2 TR 1ML+100 07/25/2059 144A
67113KAJ7
84659.37000000
PA
USD
84659.36000000
0.001305310737
Long
ABS-CBDO
CORP
US
N
2
2059-06-25
Variable
0.00991630
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3
N/A
BRAVO RESIDENTIAL FUNDING TRUST 21-NQM3 A1 1.699% 04/26/2060 144A
105690AA9
967633.47000000
PA
USD
972609.53000000
0.014996069692
Long
ABS-CBDO
CORP
US
N
2
2060-04-26
Fixed
0.01699000
N
N
N
N
N
N
GALTON FDG MTG TR 2019-1
N/A
GALTON FDG MTG TR 2019-1 4.5% 02/25/2059 144A
36418WAG4
163877.44000000
PA
USD
166505.03000000
0.002567238914
Long
ABS-CBDO
CORP
US
N
2
2059-02-25
Fixed
0.04500000
N
N
N
N
N
N
PNC BANK NA PITTSBURGH PA
AD6GFRVSDT01YPT1CS68
PNC BANK NA PITTSBURGH PA 2.95% 01/30/2023
69349LAK4
695000.00000000
PA
USD
712018.01000000
0.010978168906
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
0.02950000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 2.9% 05/13/2022 144A
928668BC5
5663000.00000000
PA
USD
5720974.57000000
0.088208197346
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
0.02900000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 2% 09/13/2024
828807DG9
380000.00000000
PA
USD
387858.07000000
0.005980145648
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.02000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 0.75% 09/29/2023
375558BW2
1553000.00000000
PA
USD
1547826.09000000
0.023864980963
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.00750000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN 3ML+75 02/23/2023
38141GWU4
5000000.00000000
PA
USD
5024930.00000000
0.077476313112
Long
DBT
CORP
US
N
2
2023-02-23
Variable
0.00914000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 4.45% 12/03/2021
80282KAU0
7000000.00000000
PA
USD
7000770.00000000
0.107940577987
Long
DBT
CORP
US
N
2
2021-12-03
Fixed
0.04450000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP 0.737% 03/15/2023
03073EAS4
1855000.00000000
PA
USD
1853159.08000000
0.028572723028
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.00737000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST
N/A
VERUS SECURITIZATION TRUST 1.155% 01/25/2066 144A
92537QAF8
218707.60000000
PA
USD
218226.42000000
0.003364699298
Long
ABS-CBDO
CORP
US
N
2
2066-01-25
Fixed
0.01155000
N
N
N
N
N
N
EFF 2021-1
N/A
EFF 2021-1 0.44% 12/21/2026 144A
29374EAB2
1372807.00000000
PA
USD
1367093.24000000
0.021078372020
Long
ABS-CBDO
CORP
US
N
2
2026-12-21
Fixed
0.00440000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLBL FDG I FRN SOFR+57 01/13/2023 144A
59217GEF2
6940000.00000000
PA
USD
6970536.00000000
0.107474418488
Long
DBT
CORP
US
N
2
2023-01-13
Variable
0.00618680
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 2.95% 11/21/2026
00287YBV0
90000.00000000
PA
USD
94718.27000000
0.001460402899
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
0.02950000
N
N
N
N
N
N
SLM STDENT LN TR 2010-1
549300WLW67V4O2Z6P70
SLMA 2010-1 A 1ML+40 3/25
78445XAA4
718277.76870000
PA
USD
706577.45000000
0.010894284249
Long
ABS-CBDO
CORP
US
N
2
2025-03-25
Variable
0.00492000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
SWEDBANK AB 0.6% 09/25/2023 144A
87020PAL1
500000.00000000
PA
USD
498038.67000000
0.007678952729
Long
DBT
CORP
SE
N
2
2023-09-25
Fixed
0.00600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 8/24 #931743
31412QEQ8
19543.51730000
PA
USD
20290.11000000
0.000312840759
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.00% 9/25 #AL1373
3138EHQ39
708.45960000
PA
USD
719.85000000
0.000011098925
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.05000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG SOFR+22 02/02/2023 144A
64952WDZ3
10000000.00000000
PA
USD
10004740.00000000
0.154256948623
Long
DBT
CORP
US
N
2
2023-02-02
Variable
0.00270001
N
N
N
N
N
N
SCHLUMBERGER HOLDINGS CORPORATION
529900IKZG65COT1D505
SCHLUMBERGER HOLDINGS CORPORATION 3.75% 05/01/2024 144A
806851AJ0
1515000.00000000
PA
USD
1594326.26000000
0.024581938558
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03750000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC 4.75% 05/31/2025
25278XAP4
1080000.00000000
PA
USD
1183357.51000000
0.018245463512
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
0.04750000
N
N
N
N
N
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A
N/A
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A 1.57% 01/15/2027 144A
80282YAG1
801000.00000000
PA
USD
794999.63000000
0.012257611600
Long
ABS-CBDO
CORP
US
N
2
2027-01-15
Fixed
0.01570000
N
N
N
N
N
N
NEW RESIDENTIAL MTG LN TR 2021-INV1
N/A
NEW RESIDENTIAL MTG LN TR 2021-INV1 2.5% 06/25/2051 144A
64829WAF1
629453.46000000
PA
USD
641206.55000000
0.009886370444
Long
ABS-CBDO
CORP
US
N
2
2051-06-25
Fixed
0.02500000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC 3.079% 06/15/2024
14149YBH0
695000.00000000
PA
USD
724070.60000000
0.011164000398
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.03079000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 04/30/2023
91282CBX8
28965000.00000000
PA
USD
28856381.25000000
0.444918840463
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.00125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.00% 6/35 #735578
31402RFT1
222014.22050000
PA
USD
248056.95000000
0.003824637940
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.05000000
N
N
N
N
N
N
SLIDE 2018-FUN
N/A
SLIDE 2018-FUN 1ML+185 06/15/2031 144A
831350AL7
764774.99000000
PA
USD
749398.50000000
0.011554515750
Long
ABS-MBS
CORP
US
N
2
2031-06-15
Variable
0.02190000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.60% 6/38 #1G2860
3128QTE91
14199.64280000
PA
USD
14930.54000000
0.000230204837
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Variable
0.01875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 03/48#BE6823
3617G1SL3
102107.29000000
PA
USD
110684.41000000
0.001706575018
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.78% 2/37 #1Q0196
3128S4GD3
5300.61790000
PA
USD
5613.96000000
0.000086558205
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
0.02537000
N
N
N
N
N
N
DAIMLER FIN NORTH AMER LLC
549300423Z16BB673J12
DAIMLER FIN NORTH AMER LLC FRN 3ML+90 02/15/2022 144A
233851DV3
5000000.00000000
PA
USD
5007689.15000000
0.077210487022
Long
DBT
CORP
US
N
2
2022-02-15
Variable
0.01056000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE FRN SOFR+47 04/23/2024
74460WAB3
495000.00000000
PA
USD
495336.88000000
0.007637295486
Long
DBT
CORP
US
N
2
2024-04-23
Variable
0.00519251
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 08/01/2026#AL2852
3138EKE27
10000.40660000
PA
USD
10431.62000000
0.000160838749
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.00% 2/36 #745275
31403C6L0
17027.72180000
PA
USD
19072.33000000
0.000294064556
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
0.05000000
N
N
N
N
N
N
SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC
N/A
SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC 1.34% 11/20/2037 144A
82652QAB7
338305.25000000
PA
USD
334223.26000000
0.005153183415
Long
ABS-CBDO
CORP
US
N
2
2037-11-20
Fixed
0.01340000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE GAS INC FRN 3ML+61 03/11/2023
68235PAK4
2500000.00000000
PA
USD
2500046.20000000
0.038546678697
Long
DBT
CORP
US
N
2
2023-03-11
Variable
0.00724130
N
N
N
N
N
N
BPR TRUST 2021-TY
N/A
BPR TRUST 2021-TY 1ML+ 09/23/2023 144A
05592AAG5
780000.00000000
PA
USD
779765.53000000
0.012022726357
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Variable
0.01240000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 12ML+1.6 5/38 #979931
31414YEC0
21421.58930000
PA
USD
22563.27000000
0.000347889218
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Variable
0.01940000
N
N
N
N
N
N
BCP TR 2021-330N
N/A
BCP TR 2021-330N 1ML+97.5 06/15/2038 144A
05553BAA3
500000.00000000
PA
USD
494912.35000000
0.007630749919
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.00889000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 12/01/2032#995629
31416CA63
31632.91040000
PA
USD
36401.77000000
0.000561256560
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.06500000
N
N
N
N
N
N
STACR TRUST 2018-DNA2
N/A
STACR TRUST 2018-DNA2 1ML+95 12/25/2030 144A
35563TAK7
450000.00000000
PA
USD
448870.14000000
0.006920853327
Long
ABS-CBDO
USGA
US
N
2
2030-12-25
Variable
0.01042000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 2.9% 12/15/2022
444859BJ0
160000.00000000
PA
USD
163473.60000000
0.002520499155
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
0.02900000
N
N
N
N
N
N
MVW OWNER TR 2017-1
N/A
MVW OWNER TR 2017-1A C 2.99% 12/20/2034 144A
553896AC5
48399.67450000
PA
USD
48754.74000000
0.000751719427
Long
ABS-CBDO
CORP
US
N
2
2034-12-20
Fixed
0.02990000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 01/20/2047#MA4196
36179SUV7
108402.29000000
PA
USD
114172.22000000
0.001760351420
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% #AE0801
31419A3K1
92163.40130000
PA
USD
107728.78000000
0.001661003972
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 5/36 #003850
36202EH36
9325.71680000
PA
USD
10302.16000000
0.000158842685
Long
ABS-MBS
USGA
US
N
2
2036-05-20
Fixed
0.05000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PTNRS LP 3.95% 09/01/2022
494550BL9
135000.00000000
PA
USD
137242.64000000
0.002116060074
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.03950000
N
N
N
N
N
N
HILTON GRAND VACATIONS TRUST 2020-A
N/A
HILTON GRAND VACATIONS TRUST 2020-AA A 2.74% 02/25/2039 144A
43285HAA6
564166.38000000
PA
USD
581380.28000000
0.008963945887
Long
ABS-CBDO
CORP
US
N
2
2039-02-25
Fixed
0.02740000
N
N
N
N
N
N
ANGEL OAK MTG TR 2019-4
N/A
ANGEL OAK MORTGAGE TRUST I LLC 2019-4 3.301% 07/26/2049 144A
03463UAC1
274210.73450000
PA
USD
274468.05000000
0.004231854489
Long
ABS-CBDO
CORP
US
N
2
2049-07-26
Fixed
0.03301000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 4.133% 03/25/2025
883556CF7
385000.00000000
PA
USD
416773.36000000
0.006425972767
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04133000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
ENI SPA 4% 09/12/2023 144A
26874RAG3
1610000.00000000
PA
USD
1688811.93000000
0.026038755142
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
0.04000000
N
N
N
N
N
N
EMD FIN LLC
529900C8KS5G529A0B76
EMD FIN LLC 2.95% 03/19/2022 144A
26867LAG5
430000.00000000
PA
USD
431379.60000000
0.006651177421
Long
DBT
CORP
US
N
2
2022-03-19
Fixed
0.02950000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 0.75% 11/23/2022 144A
928668BG6
10620000.00000000
PA
USD
10628190.36000000
0.163869547266
Long
DBT
CORP
US
N
2
2022-11-23
Fixed
0.00750000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC FRN 3ML+74 03/02/2023
606822AS3
1623000.00000000
PA
USD
1632849.91000000
0.025175911085
Long
DBT
CORP
JP
N
2
2023-03-02
Variable
0.00859630
N
N
N
N
N
N
BANQUE FED CRED MUTUEL PARIS
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL PARIS 2.125% 11/21/2022 144A
06675FAS6
4457000.00000000
PA
USD
4523857.59000000
0.069750585006
Long
DBT
CORP
FR
N
2
2022-11-21
Fixed
0.02125000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TR 2021-B
N/A
MERCEDES-BENZ AUTO LEASE TR 2021-B 0.22% 01/16/2024
58769KAC8
10000000.00000000
PA
USD
9993630.00000000
0.154085650348
Long
ABS-CBDO
CORP
US
N
2
2024-01-16
Fixed
0.00220000
N
N
N
N
N
N
NAVIENT PRIVATE ED LN TR 2019-D
N/A
NAVIENT PRIVATE ED LN TR 2019-D 3.01% 12/15/2059 144A
63941CAB9
437312.82000000
PA
USD
451529.95000000
0.006961863306
Long
ABS-CBDO
CORP
US
N
2
2059-12-15
Fixed
0.03010000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO L P / PTL FIN CORP
N/A
PENSKE TRUCK LEASING CO LP /CORP 4.25% 01/17/2023 144A
709599AN4
285000.00000000
PA
USD
295594.35000000
0.004557587949
Long
DBT
CORP
US
N
2
2023-01-17
Fixed
0.04250000
N
N
N
N
N
N
GREAT WOLF TR 2019-WOLF
N/A
GREAT WOLF TR 2019-WOLF 1ML+ 12/15/2029 144A
39152TAJ9
600000.00000000
PA
USD
595485.00000000
0.009181417913
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.01723000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC FRN 3ML+60 03/22/2022
775109BQ3
5520000.00000000
PA
USD
5527287.61000000
0.085221856928
Long
DBT
CORP
CA
N
2
2022-03-22
Variable
0.00725380
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST 2021-1
N/A
DRIVE AUTO RECEIVABLES TRUST 2021-1 D 1.45% 01/16/2029
262108AF0
630000.00000000
PA
USD
628574.12000000
0.009691598755
Long
ABS-CBDO
CORP
US
N
2
2029-01-16
Fixed
0.01450000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR 2019-B
N/A
SANTANDER RETAIL AUTO LEASE TR 2019-B 2.77% 08/21/2023 144A
80281GAG1
690000.00000000
PA
USD
697580.69000000
0.010755568726
Long
ABS-CBDO
CORP
US
N
2
2023-08-21
Fixed
0.02770000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC FRN SOFR+58 11/22/2024
404280CZ0
10000000.00000000
PA
USD
10000000.00000000
0.154183865471
Long
DBT
CORP
GB
N
2
2024-11-22
Variable
0.00630000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.908%/VAR 06/05/2023
38141GWJ9
11000000.00000000
PA
USD
11116709.12000000
0.171401718343
Long
DBT
CORP
US
N
2
2023-06-05
Variable
0.02908000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2020-2
N/A
DELL EQUIPMENT FINANCE TRUST 2020-2 0.47% 10/24/2022 144A
24704GAB9
842401.94000000
PA
USD
842917.83000000
0.012996432930
Long
ABS-CBDO
CORP
US
N
2
2022-10-24
Fixed
0.00470000
N
N
N
N
N
N
STARWOOD MTG RESIDENTIAL TR 2019-INV1
N/A
STARWOOD MTG RESIDENTIAL TR 2019-INV1 2.61% 09/27/2049 144A
85572JAA5
42354.56000000
PA
USD
42766.95000000
0.000659397366
Long
ABS-CBDO
CORP
US
N
2
2049-09-27
Fixed
0.02610000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.1% 05/22/2023
61747YDU6
275000.00000000
PA
USD
287448.22000000
0.004431987768
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
0.04100000
N
N
N
N
N
N
TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC
N/A
TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC 3ML+92 07/15/2030 144A
87232BAF9
4588000.00000000
PA
USD
4589546.16000000
0.070763396770
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Variable
0.01042250
N
N
N
N
N
N
DALLAS FORT WORTH TX INTL ARPT
N/A
DFW ARPT 1.329% 11/1/2025
2350366M7
245000.00000000
PA
USD
245835.43000000
0.003790385686
Long
DBT
MUN
US
N
2
2025-11-01
Fixed
0.01329000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 1.319%/VAR 10/14/2023 144A
853254BV1
200000.00000000
PA
USD
200453.22000000
0.003090665230
Long
DBT
CORP
GB
N
2
2023-10-14
Variable
0.01319000
N
N
N
N
N
N
ANGEL OAK MTG TR 2020-6
N/A
ANGEL OAK MORTGAGE TRUST 2020-6 1.261% 05/25/2065 144A
03465AAA7
385025.51000000
PA
USD
385441.76000000
0.005942890047
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
0.01261000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 3.5% 06/15/2025
694308HM2
955000.00000000
PA
USD
989544.15000000
0.015257174210
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 12ML+1.84 5/38#963117
31414DPA8
8324.51490000
PA
USD
8771.18000000
0.000135237443
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Variable
0.02191000
N
N
N
N
N
N
BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC
N/A
BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC 3.28% 09/26/2033 144A
05588UAA0
198259.18000000
PA
USD
204693.01000000
0.003156035951
Long
ABS-CBDO
CORP
US
N
2
2033-09-26
Fixed
0.03280000
N
N
N
N
N
N
TOWD PT MTG TR 2017-2
N/A
TPMT 2017-2 A1 2.75% 04/57
89173HAA4
141173.35390000
PA
USD
142510.35000000
0.002197279663
Long
ABS-CBDO
CORP
US
N
2
2057-04-25
Variable
0.02750000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2020-4
N/A
CARMAX AUTO OWNER TR 2020-4 0.31% 01/16/2024
14316HAB8
3273928.89000000
PA
USD
3273773.71000000
0.050476308528
Long
ABS-CBDO
CORP
US
N
2
2024-01-16
Fixed
0.00310000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2018-1
5493003R0K8V08JVGR27
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2018-1 3.82% 03/18/2024
03066HAG2
1645000.00000000
PA
USD
1688043.23000000
0.026026903028
Long
ABS-CBDO
CORP
US
N
2
2024-03-18
Fixed
0.03820000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH 1.547% 10/01/2025
20268JAE3
670000.00000000
PA
USD
666462.15000000
0.010275771047
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.01547000
N
N
N
N
N
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A
N/A
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A 0.23% 11/15/2023 144A
80282YAB2
4014167.09000000
PA
USD
4013438.52000000
0.061880746484
Long
ABS-CBDO
CORP
US
N
2
2023-11-15
Fixed
0.00230000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
WESTERN UN CO 2.85% 01/10/2025
959802AY5
1280000.00000000
PA
USD
1331012.10000000
0.020522059056
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
0.02850000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC 2.65% 02/15/2025
37940XAA0
800000.00000000
PA
USD
824196.34000000
0.012707777760
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02650000
N
N
N
N
N
N
CEDAR FUNDING LTD
549300ZKTUZSV15HAV29
CEDAR FUNDING LTD 3ML+110 10/20/2032 144A
15033XAJ5
1089000.00000000
PA
USD
1088545.89000000
0.016783621306
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Variable
0.01100000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP CAYMAN 2 LTD
5493005X5HKEZQSVVC05
MIZUHO FIN GRP CAYMAN 2 4.2% 07/18/2022 REGS
N/A
1625000.00000000
PA
USD
1663837.50000000
0.025653689726
Long
DBT
CORP
KY
N
2
2022-07-18
Fixed
0.04200000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC CP .004 03/28/2022
37046UCU3
5000000.00000000
PA
USD
4993362.50000000
0.076989593194
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
0.00400000
N
N
N
N
N
N
BABSON CLO LTD 2013-I
N/A
BABSON CLO LTD 2013-I 3ML+80 01/20/2028 144A
06760EAA4
838097.33850000
PA
USD
837469.60000000
0.012912430014
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Variable
0.00931500
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR 2021-A
N/A
SANTANDER RETAIL AUTO LEASE TR 2021-A 0.32% 02/20/2024 144A
80286TAB9
4296354.32000000
PA
USD
4292699.84000000
0.066186505463
Long
ABS-CBDO
CORP
US
N
2
2024-02-20
Fixed
0.00320000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 11/01/2034#SB0222
3132CWG73
290426.95000000
PA
USD
307088.22000000
0.004734804880
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.03000000
N
N
N
N
N
N
SHELTER GROWTH CRE 2021-FL3 ISSUER LTD / SHELTER GROWT GROWTH CRE 2021-FL3 CO-ISSUER (LLC)
N/A
SHELTER GROWTH CRE ISSUER LTD STEP 09/15/2036 144A
822866AA7
580000.00000000
PA
USD
578583.52000000
0.008920824361
Long
ABS-MBS
CORP
KY
N
2
2036-09-15
Variable
0.01169500
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC 0.8% 08/12/2024 144A
63906YAB4
370000.00000000
PA
USD
364992.70000000
0.005627598535
Long
DBT
CORP
GB
N
2
2024-08-12
Fixed
0.00800000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2050#BU2156
3617N3MD5
65086.74000000
PA
USD
70615.12000000
0.001088771216
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
N
N
N
N
N
N
MVW 2021-1W LLC
N/A
MVW 2021-1W LLC 1.94% 01/22/2041 144A
55389TAC5
292019.37000000
PA
USD
288996.12000000
0.004455853888
Long
ABS-CBDO
CORP
US
N
2
2041-01-22
Fixed
0.01940000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 0.68% 08/15/2025 144A
361886CH5
1480000.00000000
PA
USD
1476386.14000000
0.022763492199
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.00680000
N
N
N
N
N
N
FHLM STRCTRD ACR DBT NTS
S6XOOCT0IEG5ABCC6L87
FHLM STRCTRD ACR 17-DNA3 M1 1ML+75 03/25/2030
3137G0QP7
63486.16780000
PA
USD
63491.93000000
0.000978943119
Long
ABS-CBDO
USGSE
US
N
2
2030-03-25
Variable
0.00842000
N
N
N
N
N
N
KKR INDL PORTFOLIO TR 2021-KDIP
N/A
KKR INDL PORTFOLIO TR 2021-KDIP D 1ML+125 12/15/2037 144A
48254CAN5
198750.00000000
PA
USD
195389.52000000
0.003012591146
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.01339500
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2020-4
N/A
CARMAX AUTO OWNER TR 2020-4 1.75% 04/15/2027
14316HAG7
540000.00000000
PA
USD
540072.14000000
0.008327041017
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.01750000
N
N
N
N
N
N
CAPITAL ONE NATL ASSN MCLEAN VA
207ALC1P1YM0OVDV0K75
CAPITAL ONE NATL ASN MCLEAN VA 2.15% 09/06/2022
14042RNW7
1370000.00000000
PA
USD
1385046.03000000
0.021355175076
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
0.02150000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 2.85% 05/13/2022
459200JX0
10000000.00000000
PA
USD
10111538.90000000
0.155903615346
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
0.02850000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARGENTARIA S.A
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ ARGENTARIA SA 0.875% 09/18/2023
05946KAH4
1800000.00000000
PA
USD
1797536.66000000
0.027715115056
Long
DBT
CORP
ES
N
2
2023-09-18
Fixed
0.00875000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.2% 01/30/2023
14040HBU8
8016000.00000000
PA
USD
8233663.50000000
0.126949806541
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
0.03200000
N
N
N
N
N
N
GS MTG SECS CORP TR 2021-IP
N/A
GSMS 2021-IP A 1ML+105 10/15/2036 144A
36262MAA6
1087000.00000000
PA
USD
1087322.73000000
0.016764762152
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01040000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC CP 0 12/14/2021
0020A2ZE5
2185000.00000000
PA
USD
2184881.79000000
0.033687351997
Long
DBT
CORP
US
N
2
2021-12-14
Fixed
0.00000000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS BANK PLC 4.338/VAR 05/16/2024
06738EBB0
660000.00000000
PA
USD
691049.12000000
0.010654862455
Long
DBT
CORP
GB
N
2
2024-05-16
Variable
0.04338000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4
N/A
SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4 1.67% 10/15/2027
80285VAF6
1310000.00000000
PA
USD
1306491.69000000
0.020143993897
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.01670000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 11/01/2024#935767
31412VCC0
9317.97600000
PA
USD
9683.64000000
0.000149306104
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
0.04500000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-XL B 1ML+110 10/15/2036 144A
056054AE9
382500.00320000
PA
USD
381661.49000000
0.005884604382
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01170000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST
N/A
VERUS SECURITIZATION TRUST A2 1.052% 01/25/2066 144A
92537QAE1
370120.54000000
PA
USD
369509.03000000
0.005697233057
Long
ABS-CBDO
CORP
US
N
2
2066-01-25
Fixed
0.01052000
N
N
N
N
N
N
BAXALTA INC
5493000JW8DCO3T45R55
BAXALTA INC 3.6% 06/23/2022
07177MAL7
265000.00000000
PA
USD
268056.48000000
0.004132998425
Long
DBT
CORP
US
N
2
2022-06-23
Fixed
0.03600000
N
N
N
N
N
N
TOWD PT MTG TR 2017-4
N/A
TOWD PT MTG TR 2017-4 2.75% 06/25/2057
89173UAA5
158036.59950000
PA
USD
160993.75000000
0.002482263869
Long
ABS-CBDO
CORP
US
N
2
2057-06-25
Fixed
0.02750000
N
N
N
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO 3.363% 06/06/2024
075887BV0
551000.00000000
PA
USD
578043.79000000
0.008912502595
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
0.03363000
N
N
N
N
N
N
ELLINGTON FINL MTG TR 2021-1
N/A
ELLINGTON FINL MTG TR 2021-1 0.797% 02/25/2066 144A
31574XAA6
212478.13000000
PA
USD
211971.99000000
0.003268266078
Long
ABS-CBDO
CORP
US
N
2
2066-02-25
Fixed
0.00797000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 08/20/2044#784101
3622A2RW4
239484.73000000
PA
USD
255898.89000000
0.003945548002
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
0.03500000
N
N
N
N
N
N
KOREA HYDRO and NUCLE PWR CO LTD
9884008CRY5MLCN8OQ43
KOREA HYDRO and NUCLE PWR CO LTD 1.25% 04/27/2026 144A
50064YAP8
1421000.00000000
PA
USD
1403785.37000000
0.021644105463
Long
DBT
CORP
KR
N
2
2026-04-27
Fixed
0.01250000
N
N
N
N
N
N
VOLVO FINANCIAL EQUIPMENT LLC 2019
N/A
VOLVO FINANCIAL EQUIPMENT LLC 2.04% 11/15/2023 144A
92888BAC3
1862868.90000000
PA
USD
1876649.47000000
0.028934906941
Long
ABS-CBDO
CORP
US
N
2
2023-11-15
Fixed
0.02040000
N
N
N
N
N
N
KKR CLO 29 LTD / KKR CLO 29 LLC
N/A
KKR CLO 29 LTD / KKR CLO 29 LLC 3ML+120 01/15/2032 144A
48254GAA4
1250000.00000000
PA
USD
1248696.25000000
0.019252881462
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Variable
0.01323750
N
N
N
N
N
N
SMB PRIVATE ED LN TR 2015-A
549300GMVSOGAWY1JE39
SMB PRIVATE ED LN TR 15-A 1ML+ 06/15/2027 144A
78448PAC4
18442.96420000
PA
USD
18451.99000000
0.000284499914
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Variable
0.01089500
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A
05401AAF8
265000.00000000
PA
USD
277745.90000000
0.004282393648
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
0.03950000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 2.7% 04/15/2023
91913YAX8
1430000.00000000
PA
USD
1464892.39000000
0.022586277118
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.02700000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.7% 10/27/2022
172967LQ2
15130000.00000000
PA
USD
15403001.94000000
0.237489437896
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
0.02700000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA 3.75% 04/12/2022 144A
904678AA7
1740000.00000000
PA
USD
1759053.00000000
0.027121759110
Long
DBT
CORP
IT
N
2
2022-04-12
Fixed
0.03750000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.242% 02/15/2025
14448CAN4
1860000.00000000
PA
USD
1901678.88000000
0.029320820060
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02242000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP STEP 07/15/2022
337932AG2
885000.00000000
PA
USD
888761.25000000
0.013703264500
Long
DBT
CORP
US
N
2
2022-07-15
Variable
0.03350000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 3.448% 03/15/2048 144A
78403DAM2
880000.00000000
PA
USD
886854.58000000
0.013673866725
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.03448000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 3% 10/01/2022
26884LAE9
2275000.00000000
PA
USD
2280687.50000000
0.035164521468
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.03000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 0.523% 03/08/2023
38141GXY5
3300000.00000000
PA
USD
3289294.31000000
0.050715611138
Long
DBT
CORP
US
N
2
2023-03-08
Fixed
0.00523000
N
N
N
N
N
N
BAYVIEW MTG FD IVC TR 2017-RT3
549300ZGMKIELA840327
BAYVIEW MORTGAGE FUND IVC TRUST 2017-RT3 A 3.5% 01/28/2058 144A
07326TAA6
620229.79000000
PA
USD
623785.69000000
0.009617768890
Long
ABS-CBDO
CORP
US
N
2
2058-01-28
Variable
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.00% 7/35 #735676
31402RJV2
95803.69540000
PA
USD
106748.84000000
0.001645894878
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.05000000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-IMC A 1ML+105 04/15/34 144A
05608BAA8
2135000.00000000
PA
USD
2130319.01000000
0.032846081964
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.01089000
N
N
N
N
N
N
BANK OF IRELAND GROUP PLC
635400C8EK6DRI12LJ39
BANK IRELAND GROUP PLC 4.5% 11/25/2023 144A
06279JAA7
2655000.00000000
PA
USD
2822383.41000000
0.043516598399
Long
DBT
CORP
IE
N
2
2023-11-25
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.00% 6/35 #735580
31402RFV6
33594.46160000
PA
USD
37417.07000000
0.000576910848
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 06/38#G62031
31335CHG2
127007.67000000
PA
USD
147217.61000000
0.002269858017
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
0.07500000
N
N
N
N
N
N
FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU
N/A
FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU 3.447% 12/10/2036 144A
34461LAG9
1075000.00000000
PA
USD
1102578.37000000
0.016999979507
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
0.03447000
N
N
N
N
N
N
SIERRA TIMESHARE 2020-2 RECEIVABLES FDG LLC
N/A
SIERRA TIMESHARE 2020-2 RECEIVABLES FDG LLC 3.51% 07/20/2037 144A
826525AC1
320377.04000000
PA
USD
326784.00000000
0.005038482029
Long
ABS-CBDO
CORP
US
N
2
2037-07-20
Fixed
0.03510000
N
N
N
N
N
N
HOUSTON TX ARPT SYS REV
N/A
HOUSTON TX ARPT .883% 7/1/2022
442349EJ1
70000.00000000
PA
USD
70256.84000000
0.001083247116
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.00883000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 0.5% 11/17/2023 144A
29449WAC1
5000000.00000000
PA
USD
4960550.85000000
0.076483690491
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.00500000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 3.875% 09/12/2023
780097BD2
1085000.00000000
PA
USD
1134199.42000000
0.017487525079
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
0.03875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 05/31/2023
91282CCD1
3860000.00000000
PA
USD
3843112.50000000
0.059254594069
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.00125000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 1% 09/17/2024 144A
44891ABY2
445000.00000000
PA
USD
439122.78000000
0.006770564763
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
0.01000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TR 2019-A
N/A
MERCEDES-BENZ AUTO LEASE TRUST 2019-B A3 2.03% 10/17/2022
58769QAC5
2813790.47000000
PA
USD
2820440.86000000
0.043486647412
Long
ABS-CBDO
CORP
US
N
2
2022-10-17
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 9/40 #004801
36202FKN5
69698.34860000
PA
USD
76795.58000000
0.001184063937
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 3/37 #889506
31410KGP3
7119.74020000
PA
USD
8265.25000000
0.000127436819
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
0.06000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-3
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-3 3.18% 07/18/2023
03065HAG3
1355000.00000000
PA
USD
1365187.43000000
0.021048987504
Long
ABS-CBDO
CORP
US
N
2
2023-07-18
Fixed
0.03180000
N
N
N
N
N
N
BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV2
N/A
BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV2 A5 2.5% 06/25/2051 144A
07336LAE3
945154.93000000
PA
USD
962757.40000000
0.014844165744
Long
ABS-CBDO
CORP
US
N
2
2051-06-25
Fixed
0.02500000
N
N
N
N
N
N
SYNOVUS BANK
DX0JX77PRMOELF7VG772
SYNOVUS BANK 2.289%/VAR 02/10/2023
87164DQS2
1237000.00000000
PA
USD
1239386.36000000
0.019109337979
Long
DBT
CORP
US
N
2
2023-02-10
Variable
0.02289000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025
404280BZ1
425000.00000000
PA
USD
447472.74000000
0.006899307674
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP 1.3% 10/01/2023
448579AL6
565000.00000000
PA
USD
565234.88000000
0.008715009869
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
0.01300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 9/24 #AC3255
31417MTM5
2906.37180000
PA
USD
3020.45000000
0.000046570465
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
0.04500000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING
549300BLFX3KJ2IFOA78
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024 144A
10921U2A5
855000.00000000
PA
USD
850761.01000000
0.013117362111
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
0.01000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+165 01/25/2034 144A
35564KHE2
440000.00000000
PA
USD
442258.39000000
0.006818910810
Long
ABS-CBDO
USGA
US
N
2
2034-01-25
Variable
0.01699670
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
NUCOR CORP 2% 06/01/2025
670346AR6
350000.00000000
PA
USD
355651.93000000
0.005483578932
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.02000000
N
N
N
N
N
N
TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC
N/A
TCI-FLATIRON CLO 2017-1A AR LTD/LLC 3ML+96 11/18/2030 144A
87231BAL7
4292000.00000000
PA
USD
4291995.71000000
0.066175648915
Long
ABS-CBDO
CORP
KY
N
2
2030-11-18
Variable
0.01117880
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 1.654%/VAR 06/02/2024
95000U2R3
5935000.00000000
PA
USD
5997252.04000000
0.092467950173
Long
DBT
CORP
US
N
2
2024-06-02
Variable
0.01654000
N
N
N
N
N
N
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2014-C18
N/A
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2014-C18 4.11% 10/15/2047
61763XAH9
370000.00000000
PA
USD
390469.40000000
0.006020408144
Long
ABS-MBS
CORP
US
N
2
2047-10-15
Fixed
0.04110000
N
N
N
N
N
N
GS MTG BACKED SECS TR 2021-HP1
N/A
GS MTG BACKED SECS TR 2021-HP1 2.5%/VAR 01/25/2052 144A
36262RAF4
590804.12000000
PA
USD
598106.05000000
0.009221830275
Long
ABS-CBDO
CORP
US
N
2
2052-01-25
Variable
0.02500000
N
N
N
N
N
N
TESLA AUTO LEASE TR 2021-B
N/A
TESLA AUTO LEASE TR 2021-B 0.36% 09/22/2025 144A
88161KAB1
4737000.00000000
PA
USD
4714466.56000000
0.072689467785
Long
ABS-CBDO
CORP
US
N
2
2025-09-22
Fixed
0.00360000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 5.50% 4/23 #G18253
3128MMH71
3983.52230000
PA
USD
4090.86000000
0.000063074460
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 11/20/2046#MA4069
36179SQW0
103481.49000000
PA
USD
109345.22000000
0.001685926869
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
0.03500000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.95% 02/01/2022
00772BAR2
1070000.00000000
PA
USD
1072805.37000000
0.016540927884
Long
DBT
CORP
IE
N
2
2022-02-01
Fixed
0.03950000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC FRN SOFR+0 10/15/2024
37045XDN3
4200000.00000000
PA
USD
4197577.73000000
0.064719876002
Long
DBT
CORP
US
N
2
2024-10-15
Variable
0.00668543
N
N
N
N
N
N
TRINITY ACQ PLC
549300FJZWZN6MJNGB63
TRINITY ACQ PLC 4.625% 08/15/2023
89641UAA9
1054000.00000000
PA
USD
1111201.81000000
0.017132939038
Long
DBT
CORP
GB
N
2
2023-08-15
Fixed
0.04625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 11/01/2026#AJ5340
3138AW5A7
129257.80270000
PA
USD
136532.51000000
0.002105111015
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 10/01/2051#MA4438
31418D4Y5
276877.55000000
PA
USD
283995.88000000
0.004378758255
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02500000
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FDG II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FDG II FRN SOFR+45 04/12/2024 144A
74256LEM7
1763000.00000000
PA
USD
1770572.30000000
0.027299368131
Long
DBT
CORP
US
N
2
2024-04-12
Variable
0.00498705
N
N
N
N
N
N
FHLM STRCTRD ACR DBT NTS
S6XOOCT0IEG5ABCC6L87
STACR 14-DN3 M3 1ML+400 8/24
3137G0BK4
184794.16260000
PA
USD
188268.50000000
0.002902796507
Long
ABS-CBDO
USGSE
US
N
2
2024-08-25
Variable
0.04092000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR 2020-A
N/A
SANTANDER RETAIL AUTO LEASE TR 2020-A 1.69% 01/20/2023 144A
80286KAB8
1503828.63000000
PA
USD
1505697.89000000
0.023215432091
Long
ABS-CBDO
CORP
US
N
2
2023-01-20
Fixed
0.01690000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 0.69% 10/15/2025 144A
361886CM4
3238000.00000000
PA
USD
3223097.43000000
0.049694962054
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
0.00690000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.25% 03/15/2023
29278NAL7
1795000.00000000
PA
USD
1853389.21000000
0.028576271262
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.04250000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2020-3
N/A
CARMAX AUTO OWNER TRUST 2020-3 0.49% 06/15/2023
14315FAB3
1055582.68000000
PA
USD
1055766.03000000
0.016278208753
Long
ABS-CBDO
CORP
US
N
2
2023-06-15
Fixed
0.00490000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 1.625% 05/05/2023
316773CZ1
10625000.00000000
PA
USD
10748806.86000000
0.165729259087
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
0.01625000
N
N
N
N
N
N
PPL ELEC UTILS CORP
549300GCZLSGYEYPIR35
PPL ELEC UTILS CORP FRN 3ML+25 09/28/2023
69351UAX1
1780000.00000000
PA
USD
1780005.13000000
0.027444807150
Long
DBT
CORP
US
N
2
2023-09-28
Variable
0.00382250
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
SWEDBANK AB 1.3% 06/02/2023 144A
87020PAK3
1150000.00000000
PA
USD
1160129.20000000
0.017887320450
Long
DBT
CORP
SE
N
2
2023-06-02
Fixed
0.01300000
N
N
N
N
N
N
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC
549300XK5HGW68R8K327
SHIRE ACQ INV IRELAND DA 2.875% 09/23/2023
82481LAC3
1845000.00000000
PA
USD
1903843.67000000
0.029354197629
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
0.02875000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP FRN 3ML+38 03/09/2023
049560AV7
2617000.00000000
PA
USD
2617179.21000000
0.040352680722
Long
DBT
CORP
US
N
2
2023-03-09
Variable
0.00496000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC 3.2% 03/15/2023
14149YAY4
875000.00000000
PA
USD
899727.17000000
0.013872341293
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.03200000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 6.0% 7/15/36 #783564
36241L5Z5
155042.28690000
PA
USD
176439.29000000
0.002720409175
Long
ABS-MBS
USGA
US
N
2
2036-07-15
Fixed
0.06000000
N
N
N
N
N
N
UWM 2021-INV2 A4
N/A
UWM 2021-INV2 A4 2.5% 09/25/2051 144A
90354TAD1
310948.89000000
PA
USD
317143.58000000
0.004889842307
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Fixed
0.02500000
N
N
N
N
N
N
AVIS BUDGET RENT CAR FDG AESOP LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTCAR FDG AE LLC 3.7% 03/20/2023 144A
05377RDH4
163333.34000000
PA
USD
164196.26000000
0.002531641406
Long
ABS-CBDO
CORP
US
N
2
2023-03-20
Fixed
0.03700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 4/35 #735502
31402RDF3
16209.49080000
PA
USD
18706.08000000
0.000288417572
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 6.00% 8/22 #G12738
3128MBHP5
207.30800000
PA
USD
209.89000000
0.000003236165
Long
ABS-MBS
USGSE
US
N
2
2022-08-01
Fixed
0.06000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II 0.85% 06/09/2023 144A
57629WCU2
10000000.00000000
PA
USD
10025872.10000000
0.154582771509
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
0.00850000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 2.6% 11/21/2024
00287YBZ1
3500000.00000000
PA
USD
3628104.31000000
0.055939514684
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
0.02600000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 1.35% 02/03/2027
444859BQ4
120000.00000000
PA
USD
116325.67000000
0.001793554145
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
0.01350000
N
N
N
N
N
N
CNH EQUIP TR 2018-A
N/A
CNH EQUIP TR 2018-A 3.47% 10/15/2025
12652VAE7
380000.00000000
PA
USD
383412.97000000
0.005911609378
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
0.03470000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP INC 3.6% 12/15/2023
30212PBJ3
1270000.00000000
PA
USD
1324143.25000000
0.020416152472
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.03600000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
BAIDU INC 3.5% 11/28/2022
056752AB4
780000.00000000
PA
USD
798232.50000000
0.012307457239
Long
DBT
CORP
KY
N
2
2022-11-28
Fixed
0.03500000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL PARIS
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL PARIS 0.65% 02/27/2024 144A
06675FAV9
860000.00000000
PA
USD
851932.51000000
0.013135424751
Long
DBT
CORP
FR
N
2
2024-02-27
Fixed
0.00650000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 0.55% 03/04/2024
89114QCQ9
1790000.00000000
PA
USD
1775267.37000000
0.027371758535
Long
DBT
CORP
CA
N
2
2024-03-04
Fixed
0.00550000
N
N
N
N
N
N
INTOWN HOTEL PORTFOLIO TR 2018-STAY
N/A
INTOWN HOTEL PORTFOLIO TR 2018-STAY C 1ML+125 01/15/2033 144A
46117MAL8
205000.00000000
PA
USD
204939.40000000
0.003159834887
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Variable
0.01590000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT MAR22 FVH2
N/A
-152.00000000
NC
USD
-63153.34000000
-0.00097372260
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UST NOTES
UST NOTES 0% 06/30/2040
2022-03-31
-18389409.16000000
USD
-63153.34000000
N
N
N
HYUNDAI AUTO RECEIVABLES TR 2019-A
N/A
HYUNDAI AUTO RECEIVABLES TR 2019-A 2.94% 05/15/2025
44932NAF7
635000.00000000
PA
USD
650234.09000000
0.010025560545
Long
ABS-CBDO
CORP
US
N
2
2025-05-15
Fixed
0.02940000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK FRN SOFR+20 01/17/2024
89788JAD1
10000000.00000000
PA
USD
9995100.00000000
0.154108315376
Long
DBT
CORP
US
N
2
2024-01-17
Variable
0.00249149
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN SOFR+48 01/27/2023
89114QCF3
5000000.00000000
PA
USD
5017055.00000000
0.077354893318
Long
DBT
CORP
CA
N
2
2023-01-27
Variable
0.00529720
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 6.00% 2/23 #889634
31410KLP7
8911.44990000
PA
USD
9055.90000000
0.000139627366
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
0.06000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2020-2
N/A
VERUS SECURITIZATION TRUST 2020-2 2.226% 05/25/2060 144A
92537UAA0
728348.45700000
PA
USD
733013.97000000
0.011301892733
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Fixed
0.02226000
N
N
N
N
N
N
BLUEMOUNTAIN CLO 2015-2 LTD / BLUEMOUNTAIN CLO 2015-2 LLC
N/A
BLUEMOUNTAIN CLO 2015-2 LTD / BLUEMOUNTAIN CLO 2015-2 LLC A1R 3ML+93 07/18/2027 144A
09628BAL2
533029.04500000
PA
USD
533172.96000000
0.008220666793
Long
ABS-CBDO
CORP
KY
N
2
2027-07-18
Variable
0.01052250
N
N
N
N
N
N
SIERRA TIMESHARE 2019-3 RECEIVABLES FDG LLC
N/A
SIERRA TIMESHARE 2019-3 RECEIVABLES FDG LLC 2.34% 08/20/2036 144A
82652NAA6
237231.40000000
PA
USD
239406.95000000
0.003691268897
Long
ABS-CBDO
CORP
US
N
2
2036-08-20
Fixed
0.02340000
N
N
N
N
N
N
LINCOLN NATIONAL CORP IND
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP IND 4% 09/01/2023
534187BD0
270000.00000000
PA
USD
284249.78000000
0.004382672983
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.04000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC 2.875% 11/03/2022
00440EAU1
2500000.00000000
PA
USD
2542007.00000000
0.039193646531
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
0.02875000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TR 2020-4
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4 1.01% 01/15/2026
80286WAF3
675000.00000000
PA
USD
676773.90000000
0.010434761595
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
0.01010000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1% 09/15/2025
776743AM8
235000.00000000
PA
USD
229502.61000000
0.003538559954
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 5.0% 10/01/2022#G12814
3128MBK30
1871.05750000
PA
USD
1889.78000000
0.000029137358
Long
ABS-MBS
USGSE
US
N
2
2022-10-01
Fixed
0.05000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 3.65% 09/15/2023
776743AE6
270000.00000000
PA
USD
282082.51000000
0.004349257177
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.03650000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4
N/A
SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4 0.37% 08/15/2024
80285VAB5
4907000.00000000
PA
USD
4904938.08000000
0.075626231307
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
0.00370000
N
N
N
N
N
N
ENTERPRISE FLEET FING 2019-1 LLC
N/A
ENTERPRISE FLEET FING 2019-1 LLC 2.98% 10/20/2024 144A
29374AAB0
77434.12500000
PA
USD
77702.22000000
0.001198042863
Long
ABS-CBDO
CORP
US
N
2
2024-10-20
Fixed
0.02980000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 03/20/2048#MA5081
36179TUE3
73774.11000000
PA
USD
81474.22000000
0.001256201017
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
0.05500000
N
N
N
N
N
N
OZLM VIII LTD / OZLM VIII LLC
N/A
OZLM VIII LTD / OZLM VIII LLC 2014-8A A1RR 3ML+117 10/17/2029 144A
67107FBC0
610197.51680000
PA
USD
610295.15000000
0.009409766530
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Variable
0.01292250
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 0.981%/VAR 5/01/2025
172967MX6
880000.00000000
PA
USD
874147.76000000
0.013477948062
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.00981000
N
N
N
N
N
N
SEQUOIA MTG TR 2018-CH3
N/A
SEQUOIA MTG TR 2018-CH3 4.5% 08/25/2048 144A
81746WAU2
38536.01000000
PA
USD
38915.09000000
0.000600007900
Long
ABS-CBDO
CORP
US
N
2
2048-08-25
Fixed
0.04500000
N
N
N
N
N
N
ENTERPRISE FLEET FING 2020-2 LLC
N/A
ENTERPRISE FLEET FING 2020-2 LLC 0.61% 07/20/2026 144A
29375MAB3
3221523.41000000
PA
USD
3218994.84000000
0.049631706736
Long
ABS-CBDO
CORP
US
N
2
2026-07-20
Fixed
0.00610000
N
N
N
N
N
N
PRUDENTIAL SHORT TERM CORPORATE BD FD INC
GFJ5W14YU35E0I4FQC77
PGIM Short-Term Corporate Bond A
74441R102
1825059.12200000
NS
USD
20331158.62000000
0.313473662553
Long
EC
RF
US
N
1
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 3.574% 01/09/2023 144A
225401AB4
650000.00000000
PA
USD
651802.52000000
0.010049743205
Long
DBT
CORP
CH
N
2
2023-01-09
Fixed
0.03574000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORP
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CORP 2.6% 09/28/2022 144A
654740BD0
1610000.00000000
PA
USD
1629217.17000000
0.025119900096
Long
DBT
CORP
US
N
2
2022-09-28
Fixed
0.02600000
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOC(UNGTD) 3.622/VAR 04/26/2023 144A
63861VAD9
1035000.00000000
PA
USD
1046531.80000000
0.016135831826
Long
DBT
CORP
GB
N
2
2023-04-26
Variable
0.03622000
N
N
N
N
N
N
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP
N/A
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+70.1 11/15/2036 144A
26863LAA2
2555000.00000000
PA
USD
2543005.55000000
0.039209042561
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.00801000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 1.35% 06/01/2023
70450YAF0
2224000.00000000
PA
USD
2247177.28000000
0.034647847942
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.01350000
N
N
N
N
N
N
HUNDRED ACRE WOOD TRUST 2021-INV1
N/A
HUNDRED ACRE WOOD TRUST 2021-INV1 A9 VAR 07/25/2051 144A
44590HAJ5
941114.09000000
PA
USD
958498.07000000
0.014778493747
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
0.02500000
N
N
N
N
N
N
KEYBANK NATL ASSN
HUX2X73FUCYHUVH1BK78
KEYBANK NATL ASSN FRN 3ML+66 02/01/2022
49327M2Y9
8128000.00000000
PA
USD
8135786.54000000
0.125440701738
Long
DBT
CORP
US
N
2
2022-02-01
Variable
0.00791630
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+65 01/25/2051 144A
35564KAA7
131173.07000000
PA
USD
131159.38000000
0.002022266020
Long
ABS-CBDO
USGA
US
N
2
2051-01-25
Variable
0.00699670
N
N
N
N
N
N
AMPHENOL CORPORATION NEW
549300D3L3G0R4U4VT04
AMPHENOL CORPORATION NEW 2.05% 03/01/2025
032095AK7
910000.00000000
PA
USD
933549.79000000
0.014393831523
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.02050000
N
N
N
N
N
N
NXP BV/NXP FDG LLC
N/A
NXP BV/NXP FDG LLC 3.875% 09/01/2022 144A
62947QAW8
1355000.00000000
PA
USD
1384116.71000000
0.021340846461
Long
DBT
CORP
NL
N
2
2022-09-01
Fixed
0.03875000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH FRN SOFR+50 11/08/2023
251526CL1
10000000.00000000
PA
USD
9987900.00000000
0.153997302993
Long
DBT
CORP
US
N
2
2023-11-08
Variable
0.00550001
N
N
N
N
N
N
PENSKE TRUCK LEASING CO L P / PTL FIN CORP
N/A
PENSKE TRUCK LEASING CO LP /CORP 2.7% 03/14/2023 144A
709599AY0
1556000.00000000
PA
USD
1589289.41000000
0.024504278458
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
0.02700000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC 0.75% 09/02/2023
78081BAG8
870000.00000000
PA
USD
865161.56000000
0.013339395357
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.00750000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING 2020-3
N/A
GM FINANCIAL AUTOMOBILE LEASING 2020-3 0.35% 11/21/2022
362569AA3
2019399.40000000
PA
USD
2019516.73000000
0.031137689581
Long
ABS-CBDO
CORP
US
N
2
2022-11-21
Fixed
0.00350000
N
N
N
N
N
N
VERUS SECURITIZATION TR 2019-INV2
N/A
VERUS SECURITIZATION TR 2019-INV2 A2 3.117% 07/25/2059 144A
92537HAB7
714160.16710000
PA
USD
720330.30000000
0.011106331006
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Fixed
0.03117000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 4.5% 09/01/2022
615369AB1
5000000.00000000
PA
USD
5098305.25000000
0.078607641079
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.04500000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIONS INC 0.9% 06/01/2023
83088MAJ1
305000.00000000
PA
USD
304001.34000000
0.004687210170
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.00900000
N
N
N
N
N
N
NELNET STUDENT LN TR 2019-5
N/A
NELNET STUDENT LN TR 2020-1A A 1ML+ 74 03/26/2068 144A
64034GAA8
335615.89000000
PA
USD
337006.62000000
0.005196098336
Long
ABS-CBDO
CORP
US
N
2
2068-03-26
Variable
0.00832000
N
N
N
N
N
N
MARTIN MARIETTA MATERIALS INC
5299005MZ4WZECVATV08
MARTIN MARIETTA MATERIALS INC 0.65% 07/15/2023
573284AY2
405000.00000000
PA
USD
403840.85000000
0.006226574328
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.00650000
N
N
N
N
N
N
NAVIENT PRIVATE ED LN TR 2020-A
N/A
NAVIENT PRIVATE ED LN TR 2020-A 2.46% 11/15/2068 144A
63941FAB2
840000.00000000
PA
USD
859167.20000000
0.013246971998
Long
ABS-CBDO
CORP
US
N
2
2068-11-15
Fixed
0.02460000
N
N
N
N
N
N
OBX 2021-NQM3 TR
N/A
OBX 2021-NQM3 TR 1.054% 07/25/2061 144A
67114JAA8
471956.74000000
PA
USD
469092.25000000
0.007232645636
Long
ABS-CBDO
CORP
US
N
2
2061-07-25
Fixed
0.01054000
N
N
N
N
N
N
COMM 2014-UBS2 MTG TR
N/A
COMM 2014-UBS2 MTG TR 4.701% 03/10/2047
12591UAJ2
915000.00000000
PA
USD
965707.84000000
0.014889656768
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
0.04701000
N
N
N
N
N
N
RLGH TR 2021-TROT
N/A
RLGH TR 2021-TROT VAR 04/15/2026 144A
74969CAA5
650000.00000000
PA
USD
650172.12000000
0.010024605068
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
0.00890000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 08/01/2037#889633
31410KLN2
49982.06840000
PA
USD
57038.21000000
0.000879437169
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.05500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC T1Y 0.991%/VAR 01/12/2025 144A
853254BY5
375000.00000000
PA
USD
371085.60000000
0.005721541222
Long
DBT
CORP
GB
N
2
2025-01-12
Variable
0.00991000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 3ML+27 12/03/2021
842400GX5
2687000.00000000
PA
USD
2687004.46000000
0.041429273418
Long
DBT
CORP
US
N
2
2021-12-03
Variable
0.00388880
N
N
N
N
N
N
VISTA PT SECURITIZATION TR 2020-2
N/A
VISTA POINT SECURITIZATION TRUST 2.496% 04/25/2065 144A
92838TAC5
231891.13130000
PA
USD
233411.71000000
0.003598831969
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Fixed
0.02496000
N
N
N
N
N
N
HARLEY DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SVCS INC 4.05% 02/04/2022 144A
41283LAU9
1210000.00000000
PA
USD
1217132.45000000
0.018766218593
Long
DBT
CORP
US
N
2
2022-02-04
Fixed
0.04050000
N
N
N
N
N
N
NELNET STUDENT LN TR 2021-D
N/A
NELNET STUDENT LOAN TRUST 2021-D 1.63% 04/20/2062 144A
64034YAB7
605000.00000000
PA
USD
603045.79000000
0.009297993095
Long
ABS-CBDO
CORP
US
N
2
2062-04-20
Fixed
0.01630000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2050#BU2157
3617N3ME3
58087.90000000
PA
USD
62658.76000000
0.000966096982
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLBL FDG I 0.9% 06/08/2023 144A
59217GEH8
4918000.00000000
PA
USD
4935512.80000000
0.076097644158
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
0.00900000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.083/VAR 04/22/2026
46647PBK1
1870000.00000000
PA
USD
1901907.85000000
0.029324350408
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 04/01/2026#AL2665
3138EJ6B9
15324.68240000
PA
USD
16079.23000000
0.000247915783
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
0.04500000
N
N
N
N
N
N
WESTLAKE CHEMICAL CORP
GOXNEVUM0LL78B1OS344
WESTLAKE CHEMICAL CORP 0.875% 08/15/2024
960413AX0
180000.00000000
PA
USD
178191.28000000
0.002747422034
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.00875000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+150 10/25/2041 144A
35564KKY4
575000.00000000
PA
USD
575810.18000000
0.008878063932
Long
ABS-CBDO
USGA
US
N
2
2041-10-25
Variable
0.01549670
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC CP .0068 04/26/2022
92557NDS9
5000000.00000000
PA
USD
4990200.00000000
0.076940832547
Long
DBT
CORP
US
N
2
2022-04-26
Fixed
0.00680000
N
N
N
N
N
N
OBX 2021-NQM1 TR
N/A
OBX 2021-NQM1 TR A2 1.175% 02/25/2066 144A
67114BAB3
501099.71000000
PA
USD
498840.40000000
0.007691314112
Long
ABS-CBDO
CORP
US
N
2
2066-02-25
Fixed
0.01175000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL 2.95% 03/15/2023
281020AJ6
455000.00000000
PA
USD
463041.72000000
0.007139356226
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02950000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX CORP 4.35% 02/15/2024
361448BD4
965000.00000000
PA
USD
1028200.84000000
0.015853197999
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.04350000
N
N
N
N
N
N
GOSFORTH FDG 2018-1 PLC
N/A
GOSFORTH FDG PLC 2018-1A A1 3ML+45 08/25/2060 144A
38312RAA1
399283.74000000
PA
USD
399598.38000000
0.006161162286
Long
ABS-CBDO
CORP
GB
N
2
2060-08-25
Variable
0.00628000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.01% 11/36 #1G1326
3128QJPK6
2771.21900000
PA
USD
2918.40000000
0.000044997019
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
0.02351000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 3.5% 02/01/2022
29379VBS1
1050000.00000000
PA
USD
1055029.50000000
0.016266852649
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2048#MA3276
31418CUA0
722123.38000000
PA
USD
762237.62000000
0.011752474265
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM FRN SOFR+34 06/22/2023
13607HVD1
5885000.00000000
PA
USD
5891186.08000000
0.090832584202
Long
DBT
CORP
CA
N
2
2023-06-22
Variable
0.00389016
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST 2020-B
N/A
MERCEDES-BENZ AUTO LEASE TRUST 2020-B 0.31% 02/15/2023
58769EAB4
1465037.22000000
PA
USD
1465153.54000000
0.022590303630
Long
ABS-CBDO
CORP
US
N
2
2023-02-15
Fixed
0.00310000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1 D 1.21% 12/18/2026
03063FAF1
470000.00000000
PA
USD
463170.71000000
0.007141345044
Long
ABS-CBDO
CORP
US
N
2
2026-12-18
Fixed
0.01210000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 5/41 #AI1888
3138AFC24
191059.53000000
PA
USD
210168.65000000
0.003240461485
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.00% 1/24 #970997
31414NGE8
11225.96890000
PA
USD
11594.92000000
0.000178774958
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2049#CA4823
3140QCLD6
47194.85000000
PA
USD
50231.86000000
0.000774494234
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.04000000
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II FRN SOFR+38 04/12/2024 144A
6944PL2F5
10000000.00000000
PA
USD
10014367.40000000
0.154405387597
Long
DBT
CORP
US
N
2
2024-04-12
Variable
0.00427757
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV 2.65% 09/10/2024 144A
29278GAL2
1375000.00000000
PA
USD
1421591.71000000
0.021918650496
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
0.02650000
N
N
N
N
N
N
RABOBANK NEDERLAND NEW YORK BRH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND NY BRH FRN 3ML+83 01/10/2022
21688AAK8
5000000.00000000
PA
USD
5004140.00000000
0.077155764855
Long
DBT
CORP
US
N
2
2022-01-10
Variable
0.00951130
N
N
N
N
N
N
BX TR 2021-ARIA
N/A
BX TR 2021-ARIA 1ML+ 10/15/2036 144A
05608RAG0
590000.00000000
PA
USD
587784.31000000
0.009062685697
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01736000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 0.976/VAR 05/24/2025
404280CS6
245000.00000000
PA
USD
242242.45000000
0.003734987732
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.00976000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2012-GC8
N/A
CGCMT 2012-GC8 AS 3.683% 9/45 144A
17318UAF1
2157000.00000000
PA
USD
2182871.49000000
0.033656356415
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Fixed
0.03683000
N
N
N
N
N
N
BX 2021-BXMF
N/A
BX 2021-BXMF 1ML+64 10/15/2026 144A
05609RAA2
1715000.00000000
PA
USD
1701671.88000000
0.026237034822
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Variable
0.00725930
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO LTD 3.043% 09/15/2023 144A
654744AA9
1550000.00000000
PA
USD
1596106.61000000
0.024609388683
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
0.03043000
N
N
N
N
N
N
OBX 2020-EXP1 TR
N/A
OBX 2020-EXP1 TR VAR 02/25/2060 144A
67448TAP0
511394.98000000
PA
USD
521117.16000000
0.008034785809
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.03500000
N
N
N
N
N
N
CHINA MENGNIU DAIRY CO
2549005Q343BSJ8RSS21
CHINA MENGNIU DAIRY CO 1.875% 06/17/2025 REGS
N/A
2004000.00000000
PA
USD
1995683.40000000
0.030770218086
Long
DBT
CORP
KY
N
2
2025-06-17
Fixed
0.01875000
N
N
N
N
N
N
CONNECTICUT ST
N/A
CT ST 2.098% 7/1/2025
20772KJX8
190000.00000000
PA
USD
196270.68000000
0.003026177212
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.02098000
N
N
N
N
N
N
CRPT 2021
N/A
CRPT 2021-RETL A 1ML+140 07/15/2034 144A
12566BAA4
1166000.00000000
PA
USD
1163802.09000000
0.017943950487
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
0.01490000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.0% 02/37#AB0299
31416VKM5
7232.82630000
PA
USD
8385.57000000
0.000129291959
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
0.06000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 5.75% 01/24/2022
38141GGS7
1800000.00000000
PA
USD
1813861.46000000
0.027966817133
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
0.05750000
N
N
N
N
N
N
EFF 2021-2
N/A
EFF 2021-2 0.48% 05/20/2027 144A
29374YAB8
3480000.00000000
PA
USD
3453392.62000000
0.053245742314
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
0.00480000
N
N
N
N
N
N
NAVIENT STUDENT LN TR 2017-3
N/A
NAVSL 2017-3A A2 1ML+60 7/66
63940JAB5
3183893.12000000
PA
USD
3190365.66000000
0.049190290972
Long
ABS-CBDO
CORP
US
N
2
2066-07-26
Variable
0.00692000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 0.65% 08/03/2023
444859BP6
4706000.00000000
PA
USD
4680674.66000000
0.072168451209
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.00650000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC FRN SOFR+120 11/17/2023
37045XDC7
5000000.00000000
PA
USD
5068950.40000000
0.078155036655
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.01250000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR 2020-A
N/A
SANTANDER RETAIL AUTO LEASE TR 2020-A 2.52% 11/20/2024 144A
80286KAG7
720000.00000000
PA
USD
732938.69000000
0.011300732037
Long
ABS-CBDO
CORP
US
N
2
2024-11-20
Fixed
0.02520000
N
N
N
N
N
N
PIMCO ETF TR
3JA8FFHDP0WD6S8AJT23
PIMCO Enhanced Short Maturity Active ETF
72201R833
3163695.00000000
NS
USD
321716144.55000000
4.960343875117
Long
EC
RF
US
N
1
N
N
DLLAD 2021-1A A2
N/A
DLLAD 2021-1A A2 0.35% 09/20/2024 144A
233262AB0
2882000.00000000
PA
USD
2874583.75000000
0.044321443419
Long
ABS-CBDO
CORP
US
N
2
2024-09-20
Fixed
0.00350000
N
N
N
N
N
N
BX 2020-BXLP
N/A
BX 2020-BXLP A 1ML+82.15 12/15/2029 144A
05607QAA6
1948150.07000000
PA
USD
1946318.03000000
0.030009083730
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.00890000
N
N
N
N
N
N
ISHARES CORE TOTAL USD BOND MARKET ETF
549300G3FWQPUM47D181
ISHARES SHORT TREASURY BOND ETF
464288679
2161608.00000000
NS
USD
238619907.12000000
3.679133965811
Long
EC
RF
US
N
1
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 08/31/2023
91282CCU3
1820000.00000000
PA
USD
1808767.18000000
0.027888271554
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.00125000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR 2020-A
N/A
WORLD OMNI AUTO RECEIVABLES TR 2020-A 1.64% 08/17/2026
98163MAG3
480000.00000000
PA
USD
483448.22000000
0.007453991531
Long
ABS-CBDO
CORP
US
N
2
2026-08-17
Fixed
0.01640000
N
N
N
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO 2.375% 01/17/2023 144A
693483AG4
1870000.00000000
PA
USD
1898106.49000000
0.029265739570
Long
DBT
CORP
KR
N
2
2023-01-17
Fixed
0.02375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 12/01/2047#G08792
3128MJ3A6
843056.74000000
PA
USD
890457.44000000
0.013729417013
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.03500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.2% 09/15/2023
29278NAC7
280000.00000000
PA
USD
293411.62000000
0.004523933774
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NATL MTG AS GTD RE PTT 2017-90 KA 3% 11/25/2047
3136AYQK2
606467.63690000
PA
USD
637322.04000000
0.009826477567
Long
ABS-CBDO
USGSE
US
N
2
2047-11-25
Fixed
0.03000000
N
N
N
N
N
N
GALTON FDG MTG TR 2018-1
N/A
GALTON FUNDING MORTGAGE TRUST 2017-1 3.5% 11/25/2057 144A
36417JAS8
125429.44480000
PA
USD
126818.86000000
0.001955342204
Long
ABS-CBDO
CORP
US
N
2
2057-11-25
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#
31418DMJ8
313324.69000000
PA
USD
325108.93000000
0.005012655152
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2019-NUGS
N/A
MORGAN STANLEY CAP I TR 2019-NUGS D 1ML+180 12/15/2036 144A
61692AAL6
510000.00000000
PA
USD
511388.32000000
0.007884782793
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.03300000
N
N
N
N
N
N
INTOWN HOTEL PORTFOLIO TR 2018-STAY
N/A
INTOWN HOTEL PORTFOLIO TR 2018-STAY A 1ML+70 01/15/2033 144A
46117MAA2
245000.00000000
PA
USD
245001.05000000
0.003777520893
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Variable
0.01040000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A
N/A
NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A 2.88% 12/16/2058 144A
63939XAB7
774002.41000000
PA
USD
782933.70000000
0.012071574427
Long
ABS-CBDO
CORP
US
N
2
2058-12-16
Fixed
0.02880000
N
N
N
N
N
N
FORD CR AUTO LEASE TR 2011-A
N/A
FORD CR AUTO LEASE TR 2011-A 0.62% 08/15/2023
34531RAD9
4531000.00000000
PA
USD
4536437.20000000
0.069944542296
Long
ABS-CBDO
CORP
US
N
2
2023-08-15
Fixed
0.00620000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA FRN 3ML+30 01/14/2022 144A
05578AAQ1
5000000.00000000
PA
USD
5001412.25000000
0.077113707351
Long
DBT
CORP
FR
N
2
2022-01-14
Variable
0.00426750
N
N
N
N
N
N
VERUS SECURITIZATION TR 2021-7
N/A
VERUS SECURITIZATION TRUST 2021-7 1.829% 10/25/2066 144A
92538QAA8
1850000.00000000
PA
USD
1849334.93000000
0.028513760805
Long
ABS-CBDO
CORP
US
N
2
2066-10-25
Fixed
0.01829000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 6/39 #AD0527
31418MSR4
25629.49050000
PA
USD
29538.69000000
0.000455438940
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.05500000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 2.2% 04/15/2025
02582JJN1
740000.00000000
PA
USD
749317.41000000
0.011553265473
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
0.02200000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-A
N/A
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-A 1.71% 11/15/2022
98162HAB6
897668.30000000
PA
USD
898623.78000000
0.013855328800
Long
ABS-CBDO
CORP
US
N
2
2022-11-15
Fixed
0.01710000
N
N
N
N
N
N
TOWD PT MTG TR 2017-1
N/A
TPMT 17-1 A1 2.75% 10/56
89173FAA8
220973.61080000
PA
USD
223147.26000000
0.003440570711
Long
ABS-CBDO
CORP
US
N
2
2056-10-25
Variable
0.02750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 08/20/2050#MA6822
36179VSK7
49523.89000000
PA
USD
52310.44000000
0.000806542584
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
0.04000000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 2.836% 01/15/2050 144A
78403DAN0
990000.00000000
PA
USD
1021250.14000000
0.015746029419
Long
ABS-CBDO
CORP
US
N
2
2050-01-15
Fixed
0.02836000
N
N
N
N
N
N
FEDERATION DES CAISSES DESJARD INS DU QUEBEC
549300B2Q47IR0CR5B54
FEDERATION DES CAISE DESJARDIN FRN SOFR+43 05/21/2024 144A
31429KAF0
5316000.00000000
PA
USD
5312013.00000000
0.081902669777
Long
DBT
CORP
CA
N
2
2024-05-21
Variable
0.00480000
N
N
N
N
N
N
AIMCO 2019
N/A
AIMCO 2019 3ML+106 07/22/2032 144A
00901AAJ6
4100000.00000000
PA
USD
4099987.70000000
0.063215195196
Long
ABS-CBDO
CORP
US
N
2
2032-07-22
Variable
0.01188250
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC 2.73% 10/20/2037 144A
55400EAB5
463658.40180000
PA
USD
470801.48000000
0.007258999205
Long
ABS-CBDO
CORP
US
N
2
2037-10-20
Fixed
0.02730000
N
N
N
N
N
N
VERIZON OWNER TR 2018-A
N/A
VERIZON OWNER TRUST 2018-A A1A 3.23% 04/20/2023
92348XAA3
221251.33000000
PA
USD
221718.83000000
0.003418546625
Long
ABS-CBDO
CORP
US
N
2
2023-04-20
Fixed
0.03230000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC 2.67% 09/01/2023
595017AZ7
1110000.00000000
PA
USD
1138872.28000000
0.017559573040
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.02670000
N
N
N
N
N
N
AVIS BUDGET RENT CAR FDG AESOP LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTCAR FDG AE LLC 2.33% 08/20/2026 144A
05377RDU5
540000.00000000
PA
USD
556592.53000000
0.008581758776
Long
ABS-CBDO
CORP
US
N
2
2026-08-20
Fixed
0.02330000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.645/VAR 04/18/2026
404280CJ6
850000.00000000
PA
USD
846085.39000000
0.013045271594
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
0.01645000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 0.673%/VAR 03/08/2024
38141GXZ2
1180000.00000000
PA
USD
1175632.89000000
0.018126362335
Long
DBT
CORP
US
N
2
2024-03-08
Variable
0.00673000
N
N
N
N
N
N
SIERRA TIMESHARE 2019-1 RECEIVABLES FDG LLC
N/A
SIERRA TIMESHARE 2019-1 RECEIVABLES FDG LLC 3.2% 01/20/2036 144A
82653EAA5
159340.96000000
PA
USD
163466.84000000
0.002520394926
Long
ABS-CBDO
CORP
US
N
2
2036-01-20
Fixed
0.03200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 4/40 #AE0349
31419AL70
67249.87980000
PA
USD
78592.20000000
0.001211764919
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
0.06000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2016-3
N/A
TPMT 2016-3 2.25% 04/25/2056
89172YAA8
4620.52800000
PA
USD
4627.58000000
0.000071349817
Long
ABS-CBDO
CORP
US
N
2
2056-04-25
Fixed
0.02250000
N
N
N
N
N
N
COMM 2020-CBM MORTGAGE TRUST
N/A
COMM 2020-CBM MORTGAGE TRUST 3.632% 02/10/2037 144A
20049AAG3
560000.00000000
PA
USD
556095.06000000
0.008574088592
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
0.03753778
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3 0.41% 02/18/2025
03066JAB9
7839000.00000000
PA
USD
7833223.44000000
0.120775666907
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
0.00410000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC 0.7% 05/28/2024
04636NAC7
995000.00000000
PA
USD
984934.79000000
0.015186105315
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.00700000
N
N
N
N
N
N
FREDDIE MAC STACR TRUST 2019-HRP1
549300RWLR7W4OBRM426
FREDDIE MAC STACR TRUST 2019-HRP1 1ML+140 02/25/2049 144A
35564RAK0
628405.79000000
PA
USD
630399.72000000
0.009719746562
Long
ABS-CBDO
USGA
US
N
2
2049-02-25
Variable
0.01492000
N
N
N
N
N
N
ARBOR RLTY COML REAL ESTATE NTS 2021-FL4 LTD/LLC
N/A
ARBOR RLTY COML REAL ESTATE NTS 2021-FL4 LTD/LLC 1ML+135 11/15/2036 144A
03880RAA7
845000.00000000
PA
USD
844999.75000000
0.013028532777
Long
ABS-CBDO
CORP
KY
N
2
2036-11-15
Variable
0.01440000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 08/47#MA4654
36179TE35
222993.57000000
PA
USD
240334.73000000
0.003705573767
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
0.04500000
N
N
N
N
N
N
MERIT 2020
N/A
MERIT 2020 1ML+170 08/15/2037 144A
590027AJ7
386643.87000000
PA
USD
386038.00000000
0.005952083105
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
0.01790000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2017-SPL5
N/A
BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2017-SPL5 A 3.5% 06/28/2057 144A
07331UAA6
539566.72000000
PA
USD
548740.76000000
0.008460697151
Long
ABS-CBDO
CORP
US
N
2
2057-06-28
Fixed
0.03500000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST 2020
N/A
KUBOTA CREDIT OWNER TRUST 2020 1.96% 03/15/2024 144A
50117WAC8
380000.00000000
PA
USD
383951.47000000
0.005919912179
Long
ABS-CBDO
CORP
US
N
2
2024-03-15
Fixed
0.01960000
N
N
N
N
N
N
CDW LLC / CDW FIN CORP
N/A
CDW LLC / CDW FIN CORP 5.5% 12/01/2024
12513GBA6
320000.00000000
PA
USD
348414.40000000
0.005371987897
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.05500000
N
N
N
N
N
N
CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV
N/A
CHICAGO ILL TR 1.838% 12/1/2023
16772PCJ3
35000.00000000
PA
USD
35533.91000000
0.000547875559
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
0.01838000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 3.85% 10/01/2024
444859BD3
745000.00000000
PA
USD
794444.71000000
0.012249055629
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.03850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2048#MA3522
31418C4G6
122645.63000000
PA
USD
131798.18000000
0.002032115285
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.04500000
N
N
N
N
N
N
ROWE T PRICE SHORT TERM BD FD INC
O3EF15Z749ITOPZMGX97
T. Rowe Price Ultra Short-Term Bond
77957P303
56300215.78400000
NS
USD
285442094.02000000
4.401056542416
Long
EC
RF
US
N
1
N
N
N
SANTANDER RETAIL AUTO LEASE TR 2020-B
N/A
SANTANDER RETAIL AUTO LEASE TR 2020-B 0.42% 11/20/2023 144A
80286RAB3
5447637.87000000
PA
USD
5445785.13000000
0.083965220186
Long
ABS-CBDO
CORP
US
N
2
2023-11-20
Fixed
0.00420000
N
N
N
N
N
N
CSMC 2019-ICE4
N/A
CSMC 2019-ICE4 1ML+98.535 05/15/2036 144A
12653VAA4
5485000.00000000
PA
USD
5484998.90000000
0.084569833250
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.01070000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST 2019-C
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2019-C 2.17% 11/20/2023 144A
80284NAF5
495000.00000000
PA
USD
500523.66000000
0.007717267265
Long
ABS-CBDO
CORP
US
N
2
2023-11-20
Fixed
0.02170000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 3% 07/15/2023
125523BV1
715000.00000000
PA
USD
737299.17000000
0.011367963603
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.03000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 0.5% 04/06/2023 144A
29449WAG2
2010000.00000000
PA
USD
2005234.31000000
0.030917477709
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.00500000
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC 3.5% 02/11/2023 144A
453140AB1
14124000.00000000
PA
USD
14441197.92000000
0.222659971733
Long
DBT
CORP
GB
N
2
2023-02-11
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2050#BS6833
3617MHSW7
9832.98000000
PA
USD
10606.72000000
0.000163538508
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
N
N
N
N
N
N
NLT 2021-INV2 TRUST
N/A
NLT 2021-INV2 TRUST 1.162% 08/25/2056 144A
62917JAA8
1900444.24000000
PA
USD
1890713.59000000
0.029151752980
Long
ABS-CBDO
CORP
US
N
2
2056-08-25
Fixed
0.01162000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 3.218% 03/07/2022
606822BG8
1090000.00000000
PA
USD
1098234.49000000
0.016933003886
Long
DBT
CORP
JP
N
2
2022-03-07
Fixed
0.03218000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2034#CA4885
3140QCNB8
778722.91000000
PA
USD
824126.89000000
0.012706706953
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-3 LTD
N/A
CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-3 LTD 3ML+100 07/28/2028 144A
14311MAN6
424735.16000000
PA
USD
424782.73000000
0.006549464329
Long
ABS-CBDO
CORP
KY
N
2
2028-07-28
Variable
0.01135880
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS CLO 26
549300P0MOXZPIM3AS61
NEUBERGER BERMAN LOAN ADVISERS CLO 26 3ML+140 10/18/2030 144A
64131QAL4
890000.00000000
PA
USD
889244.39000000
0.013710713739
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Variable
0.01545000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2050#BT2982
3617MRJ39
24150.43000000
PA
USD
25883.25000000
0.000399077953
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV FRN 3ML+115 03/29/2022
456837AJ2
735000.00000000
PA
USD
737403.85000000
0.011369577600
Long
DBT
CORP
NL
N
2
2022-03-29
Variable
0.01281750
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 1.45% 03/20/2026
92343VGG3
1155000.00000000
PA
USD
1146945.43000000
0.017684047988
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
0.01450000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023
00774MAF2
1025000.00000000
PA
USD
1068860.87000000
0.016480110058
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
0.04125000
N
N
N
N
N
N
NXP B V/NXP FDG LLC/NXP USA INC
N/A
NXP B V/NXP FDG LLC/NXP USA INC 2.7% 05/01/2025 144A
62954HAE8
205000.00000000
PA
USD
212271.61000000
0.003272885735
Long
DBT
CORP
NL
N
2
2025-05-01
Fixed
0.02700000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2019-2
N/A
CARMAX AUTO OWNER TRUST 2019-2 3.01% 12/16/2024
14316LAE3
1935000.00000000
PA
USD
1990912.60000000
0.030696660048
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
0.03010000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2049#MA3694
31418DC83
8337.62000000
PA
USD
8948.10000000
0.000137965264
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 02/20/2049#MA5766
36179UMP4
148491.87000000
PA
USD
160881.54000000
0.002480533772
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
0.05500000
N
N
N
N
N
N
CSMC 2019-ICE4
N/A
CSMC 2019-ICE4 1ML+ 05/15/2036
12653VAG1
780000.00000000
PA
USD
778951.29000000
0.012010172090
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.01690000
N
N
N
N
N
N
VERIZON OWNER TR 2018-A
N/A
VERIZON OWNER TR 2018-A A1B 1ML+24 04/23
92348XAB1
172448.43000000
PA
USD
172464.71000000
0.002659127564
Long
ABS-CBDO
CORP
US
N
2
2023-04-20
Variable
0.00331130
N
N
N
N
N
N
NIAGARA PARK CLO LLC
N/A
NIAGARA PARK CLO LLC 3ML+100 07/17/2032 144A
65357LAJ4
4100000.00000000
PA
USD
4104944.60000000
0.063291622597
Long
ABS-CBDO
CORP
KY
N
2
2032-07-17
Variable
0.01122250
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.5% 01/01/2025#AL0464
3138EGQS6
516.40520000
PA
USD
532.66000000
0.000008212757
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
0.05500000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC FRN SOFR+53 08/12/2024 144A
63906YAC2
5905000.00000000
PA
USD
5913030.80000000
0.091169394539
Long
DBT
CORP
GB
N
2
2024-08-12
Variable
0.00580001
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/30#AS4509
3138WEAK5
14785.19810000
PA
USD
15517.89000000
0.000239260826
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
0.03000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 0.45% 07/22/2022
89236THD0
7207000.00000000
PA
USD
7202806.39000000
0.111055653144
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
0.00450000
N
N
N
N
N
N
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD
549300PXR5FKNXF0OH19
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022
225433AH4
10000000.00000000
PA
USD
10245934.70000000
0.157975781741
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
0.03800000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 1.141% 05/11/2023
166764BV1
4174000.00000000
PA
USD
4203449.57000000
0.064810410301
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.01141000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG 1.1% 05/05/2023 144A
64952WDP5
725000.00000000
PA
USD
730303.96000000
0.011260108752
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
0.01100000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 0.0% 05/01/2038#847962
3128JRZ33
5483.93170000
PA
USD
5785.62000000
0.000089204925
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Variable
0.02046000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC FRN SOFR+65 05/13/2024
15189TAZ0
2893000.00000000
PA
USD
2892855.26000000
0.044603160623
Long
DBT
CORP
US
N
2
2024-05-13
Variable
0.00700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 11/01/2026#AL1794
3138EH7G1
68845.21400000
PA
USD
72060.83000000
0.001111061731
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
0.04500000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC FRN 3ML+70 03/07/2022
606822BF0
10000000.00000000
PA
USD
10016625.80000000
0.154440208482
Long
DBT
CORP
JP
N
2
2022-03-07
Variable
0.00815500
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 11/34 #735061
31402QTS0
10137.01570000
PA
USD
11686.11000000
0.000180180961
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.06000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2014-150E
N/A
MORGAN STANLEY CAPITAL I TRUST 2014-150E 3.912% 09/09/2024 144A
61764BAA1
1325000.00000000
PA
USD
1391554.62000000
0.021455527032
Long
ABS-MBS
CORP
US
N
2
2032-09-09
Fixed
0.03912000
N
N
N
N
N
N
BX TRUST 2021
N/A
BX TRUST 2021-SOAR D 1ML+140 06/15/2026 144A
05608WAL8
665000.00000000
PA
USD
660871.55000000
0.010189573015
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.01490000
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA INC YCP .004 02/09/2022
40434RB92
10000000.00000000
PA
USD
9994853.00000000
0.154104507035
Long
DBT
CORP
US
N
2
2022-02-09
Fixed
0.00400000
N
N
N
N
N
N
SAN DIEGO GAS and ELECTRIC CO
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS and ELECTRIC CO 1.914% 02/01/2022
797440BT0
34289.28500000
PA
USD
34353.89000000
0.000529681555
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
0.01914000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FD I TR 2019-3
N/A
HOMEWARD OPPORTUNITIES FD I TR 2019-3 2.675% 11/25/2059 144A
43800KAA5
134981.20940000
PA
USD
135267.26000000
0.002085602901
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Fixed
0.02675000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2019-3
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2019-3 2.13% 07/18/2025
03066NAE4
985000.00000000
PA
USD
995351.17000000
0.015346709089
Long
ABS-CBDO
CORP
US
N
2
2025-07-18
Fixed
0.02130000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 3.666% 01/25/2022
35137LAF2
260000.00000000
PA
USD
261238.86000000
0.004027881724
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
0.03666000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.25% 10/01/2022
00287YCT4
5850000.00000000
PA
USD
5939920.35000000
0.091583988015
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.03250000
N
N
N
N
N
N
DONLEN FLEET LEASE FDG 2 LLC
N/A
DONLEN FLEET LEASE FDG 2 LLC 1ML+33 12/11/2034 144A
257812AC1
4058000.00000000
PA
USD
4060505.00000000
0.062606435666
Long
ABS-CBDO
CORP
US
N
2
2034-12-11
Variable
0.00421130
N
N
N
N
N
N
DISNEY (WALT) CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 3% 09/15/2022
254687CM6
4273000.00000000
PA
USD
4356509.08000000
0.067170340991
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.03000000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 18-3A A2 1ML+48 01/15/2031 144A
165183BU7
783686.97000000
PA
USD
784809.05000000
0.012100489298
Long
ABS-CBDO
CORP
US
N
2
2031-01-15
Variable
0.00569500
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 2.35% 09/15/2024
776743AH9
365000.00000000
PA
USD
375602.25000000
0.005791180678
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.02350000
N
N
N
N
N
N
KNDR 2021-KIND F
N/A
KNDR 2021-KIND F 1ML+175 08/15/2026 144A
482606AL4
980000.00000000
PA
USD
976318.43000000
0.015053254946
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Variable
0.01840000
N
N
N
N
N
N
BANK 2019-BNK19
N/A
BANK 2019-BNK19 2.263% 08/15/2061
06540WBA0
354917.46000000
PA
USD
361017.82000000
0.005566312299
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
0.02263000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.52% 12/35 #848476
31408DT95
5227.88920000
PA
USD
5493.76000000
0.000084704915
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
0.01926000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.92% 12/36 #905196
31411DUV9
1238.92340000
PA
USD
1310.35000000
0.000020203482
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
0.02415000
N
N
N
N
N
N
MVW OWNER TR 2017-1
N/A
MVW OWNER TR 2017-1A B 2.75% 12/20/2034 144A
553896AB7
20166.52270000
PA
USD
20391.56000000
0.000314404954
Long
ABS-CBDO
CORP
US
N
2
2034-12-20
Fixed
0.02750000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC FRN SOFR+54 03/01/2023
65339KBV1
3472000.00000000
PA
USD
3481961.06000000
0.053686221565
Long
DBT
CORP
US
N
2
2023-03-01
Variable
0.00590000
N
N
N
N
N
N
CSMC 2020-NET
N/A
CSMC 2020-NET 2.2569% 08/15/2037 144A
126438AA8
455000.00000000
PA
USD
460133.17000000
0.007094511078
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
0.02256900
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC 0.45% 03/15/2023
036752AQ6
4094000.00000000
PA
USD
4076574.46000000
0.062854200812
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.00450000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2017-4
5493003IB59OF448TR74
CARMAX AUTO OWNER TRUST 2017-4 2.7% 10/16/2023
14314RAF9
205000.00000000
PA
USD
205183.48000000
0.003163598207
Long
ABS-CBDO
CORP
US
N
2
2023-10-16
Fixed
0.02700000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR 19
N/A
WORLD OMNI AUTO RECEIVABLES TR 19 2.4% 06/15/2026
98162RAG3
895000.00000000
PA
USD
912245.84000000
0.014065358987
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
0.02400000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK
N/A
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK C 1ML+160 09/15/2029 144A
46591JAJ5
575000.00000000
PA
USD
566338.49000000
0.008732025755
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Variable
0.01690000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN SOFR+26.5 09/15/2023
06368FAB5
10000000.00000000
PA
USD
9996961.10000000
0.154137010536
Long
DBT
CORP
CA
N
2
2023-09-15
Variable
0.00314105
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
77384667.86400000
NS
USD
77400144.80000000
1.193385351328
Long
STIV
RF
US
N
1
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 2.9% 02/26/2025
37045XCV6
1880000.00000000
PA
USD
1947547.69000000
0.030028043103
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
0.02900000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN 3ML+15 02/22/2023
02665WDV0
3342000.00000000
PA
USD
3341985.09000000
0.051528017952
Long
DBT
CORP
US
N
2
2023-02-22
Variable
0.00309630
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+71.21 10/15/2036 144A
05609PAA6
1872000.00000000
PA
USD
1866735.00000000
0.028782041811
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.00779100
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2050#BS6831
3617MHSU1
22845.98000000
PA
USD
24836.46000000
0.000382938140
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR 2020-C
N/A
WORLD OMNI AUTO RECEIVABLES TR 2020-C 0.35% 12/15/2023
98163CAB6
1725926.92000000
PA
USD
1726339.59000000
0.026617371110
Long
ABS-CBDO
CORP
US
N
2
2023-12-15
Fixed
0.00350000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.00% 3/41 #004979
36202FQ82
7823.68260000
PA
USD
8715.93000000
0.000134385577
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
0.05000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITED CO
549300E86RB6YCTMRM83
PERRIGO FINANCE UNLIMITED CO 3.9% 12/15/2024
714295AC6
3440000.00000000
PA
USD
3623444.91000000
0.055867674254
Long
DBT
CORP
IE
N
2
2024-12-15
Fixed
0.03900000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
GRAY OAK PIPELINE LLC 2% 09/15/2023 144A
38937LAA9
205000.00000000
PA
USD
207330.51000000
0.003196701946
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.02000000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.222%/VAR 09/18/2024
251526CC1
10000000.00000000
PA
USD
10142131.20000000
0.156375299253
Long
DBT
CORP
US
N
2
2024-09-18
Variable
0.02222000
N
N
N
N
N
N
7 ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC 0.8% 02/10/2024 144A
817826AB6
1448000.00000000
PA
USD
1432454.23000000
0.022086133029
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.00800000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
NORDSTROM INC 2.3% 04/08/2024
655664AX8
150000.00000000
PA
USD
147750.00000000
0.002278066612
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
0.02300000
N
N
N
N
N
N
ARCELORMITTAL SA LUXEMBOURG
2EULGUTUI56JI9SAL165
ARCELORMITTAL SA LUXEMBOURG 3.6% 07/16/2024
03938LBB9
390000.00000000
PA
USD
408608.16000000
0.006300078557
Long
DBT
CORP
LU
N
2
2024-07-16
Fixed
0.03600000
N
N
N
N
N
N
SOFI CONSUMER LN PROGRAM 2019-4 TR
N/A
SOFI CONSUMER LN PROGRAM 2019-4 TR 2.45% 08/25/2028 144A
83405BAA0
138076.76000000
PA
USD
138321.71000000
0.002132697592
Long
ABS-CBDO
CORP
US
N
2
2028-08-25
Fixed
0.02450000
N
N
N
N
N
N
MERIT 2020
N/A
MERIT 2020-HILL F 1ML+125 08/15/2037 144A
590027AA6
543187.48000000
PA
USD
542337.45000000
0.008361968443
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
0.01240000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 3.125% 11/15/2022
776696AE6
1505000.00000000
PA
USD
1531149.10000000
0.023607848685
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.03125000
N
N
N
N
N
N
VISTA PT SECURITIZATION TR 2020-1
N/A
VISTA PT SECURITIZATION TR 2020-1 A1 1.763% 03/25/2065
92838WAA2
194159.39000000
PA
USD
194784.14000000
0.003003257163
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Fixed
0.01763000
N
N
N
N
N
N
CGDB COML MTG TR 2017-BIO
N/A
CGDB COML MTG TR 2017-BIO 1ML+165 11/15/2036 144A
125284AG4
1545000.00000000
PA
USD
1527652.89000000
0.023553942767
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.01739500
N
N
N
N
N
N
AVIS BUDGET RENT CAR FDG AESOP LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTCAR FDG AE LLC 4.95% 03/20/2025 144A
05377RDE1
430000.00000000
PA
USD
457060.76000000
0.007047139473
Long
ABS-CBDO
CORP
US
N
2
2025-03-20
Fixed
0.04950000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 0.25% 01/06/2023
89114QCM8
4000000.00000000
PA
USD
3985625.16000000
0.061451909348
Long
DBT
CORP
CA
N
2
2023-01-06
Fixed
0.00250000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 2.7% 09/26/2022 144A
928668AZ5
650000.00000000
PA
USD
660537.29000000
0.010184419265
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
0.02700000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.875% 01/16/2024
00774MAK1
490000.00000000
PA
USD
523578.76000000
0.008072739709
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
0.04875000
N
N
N
N
N
N
FREDDIE MAC STACR TR 2018-DNA3
549300BL200YC56BUV20
FREDDIE MAC STACR TR 2018-DNA3 1ML+90 09/25/2048 144A
35563WAQ7
600000.00000000
PA
USD
599037.54000000
0.009236192347
Long
ABS-CBDO
USGSE
US
N
2
2048-09-25
Variable
0.00992000
N
N
N
N
N
N
E TRADE FINANCIAL CORP
549300LYE2HSVYJFJD24
E TRADE FINANCIAL CORP 2.95% 08/24/2022
269246BP8
8277000.00000000
PA
USD
8408838.62000000
0.129650724255
Long
DBT
CORP
US
N
2
2022-08-24
Fixed
0.02950000
N
N
N
N
N
N
GALTON FDG MTG TR 2020-H1
N/A
GALTON FDG MTG TR 2020-H1 2.368% 02/21/2060 144A
36418HAA0
450627.09000000
PA
USD
455444.07000000
0.007022212721
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Fixed
0.02310000
N
N
N
N
N
N
SINOSING SERVICES PTE LTD
549300UVDH5NQRVTJG47
SINOSING SERVICES PTE LTD 2.25% 02/20/2025 REGS
N/A
2200000.00000000
PA
USD
2213464.00000000
0.034128043560
Long
DBT
CORP
SG
N
2
2025-02-20
Fixed
0.02250000
N
N
N
N
N
N
SG RESIDENTIAL MORTGAGE TRUST 2020-2
N/A
SG RESIDENTIAL MORTGAGE TRUST 2020-2 1.381% 05/25/2065 144A
81882JAA9
299425.53690000
PA
USD
300211.47000000
0.004628776490
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
0.01381000
N
N
N
N
N
N
GM FINL AUTOMOBILE LEASING TR 2021-3
N/A
GM FINL AUTOMOBILE LEASING TR 2021-3 0.24% 12/20/2023
36262XAB0
5000000.00000000
PA
USD
4991865.50000000
0.076966511870
Long
ABS-CBDO
CORP
US
N
2
2023-12-20
Fixed
0.00240000
N
N
N
N
N
N
OPG TR 2021-PORT
N/A
OPG TR 2021-PORT 1ML+49.8 10/15/2036 144A
67118AAA3
4110000.00000000
PA
USD
4077563.88000000
0.062869456072
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.00574000
N
N
N
N
N
N
NAVIENT PRIVATE ED REFI LN TR 2019-G
N/A
NAVIENT PRIVATE ED REFI LN TR 2019-GA A 2.4% 10/15/2068 144A
63941JAA6
392577.55450000
PA
USD
398962.63000000
0.006151360047
Long
ABS-CBDO
CORP
US
N
2
2068-10-15
Fixed
0.02400000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP 1ML+73.08 11/15/2038 144A
78472UAA6
1753000.00000000
PA
USD
1742952.15000000
0.026873509981
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.00830800
N
N
N
N
N
N
MTG PASS THRU CTF CL A-1
N/A
MTG PASS THRU CTF CL A-1 VAR 01/25/2056 144A
552747AA5
435211.87000000
PA
USD
432733.38000000
0.006672050524
Long
ABS-CBDO
CORP
US
N
2
2056-01-25
Variable
0.00852000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 0.529%/VAR 01/25/2024
6174468W2
3994000.00000000
PA
USD
3978299.67000000
0.061338962112
Long
DBT
CORP
US
N
2
2024-01-25
Variable
0.00529000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.58% 7/35 #826362
31407CB71
3518.24900000
PA
USD
3693.45000000
0.000056947039
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.01841000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2021-JACX
N/A
BAMLL COML MTG SECS TR 2021-JACX 1ML+200 09/15/2038 144A
05493LAJ5
805000.00000000
PA
USD
804999.36000000
0.012411791302
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Variable
0.02090000
N
N
N
N
N
N
Fidelity Colchester Street Trust
549300SHPEJB1OPRCV46
FIMM MM Government Portfolio - Instl Cl
31607A703
148509055.28000000
NS
USD
148509055.28000000
2.289770020052
Long
EC
RF
US
N
1
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 0.583% 03/01/2024 144A
62954WAB1
2184000.00000000
PA
USD
2163326.63000000
0.033355006208
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.00583000
N
N
N
N
N
N
ELLINGTON FINL MTG TR 2021-2
N/A
ELLINGTON FINL MTG TR 2021-2 A3 1.291% 06/25/2066 144A
31572LAC0
368178.58000000
PA
USD
364621.28000000
0.005621871838
Long
ABS-CBDO
CORP
US
N
2
2066-06-25
Fixed
0.01291000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.75% 05/19/2022
61744YAH1
1095000.00000000
PA
USD
1106422.34000000
0.017059247322
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
0.02750000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC 2.8% 05/15/2023
867224AC1
975000.00000000
PA
USD
998959.14000000
0.015402338165
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
0.02800000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC FRN 3ML+100 03/16/2022
92343VDX9
15233000.00000000
PA
USD
15275043.08000000
0.235516518731
Long
DBT
CORP
US
N
2
2022-03-16
Variable
0.01118000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY FRN SOFR+70 01/20/2023
6174468K8
5000000.00000000
PA
USD
5003250.00000000
0.077142042491
Long
DBT
CORP
US
N
2
2023-01-20
Variable
0.00748840
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 1.668% 03/25/2026
05530QAN0
885000.00000000
PA
USD
871800.51000000
0.013441757255
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TR 2021-2
N/A
DRIVE AUTO RECEIVABLES TR 2021-2 1.39% 03/15/2029
262104AF9
785000.00000000
PA
USD
771600.52000000
0.011896835077
Long
ABS-CBDO
CORP
US
N
2
2029-03-15
Fixed
0.01390000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC FRN 3ML+53 09/15/2023
25746UDH9
2327000.00000000
PA
USD
2327537.63000000
0.035886874882
Long
DBT
CORP
US
N
2
2023-09-15
Variable
0.00646000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST 2019-C
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2019-C 2.88% 06/20/2024 144A
80284NAH1
870000.00000000
PA
USD
884944.69000000
0.013644419303
Long
ABS-CBDO
CORP
US
N
2
2024-06-20
Fixed
0.02880000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025
606822BW3
1660000.00000000
PA
USD
1643412.13000000
0.025338763476
Long
DBT
CORP
JP
N
2
2025-07-19
Variable
0.00953000
N
N
N
N
N
N
PPL ELEC UTILS CORP
549300GCZLSGYEYPIR35
PPL ELEC UTILS CORP FRN SOFR+33 06/24/2024
69351UAY9
4059000.00000000
PA
USD
4058475.78000000
0.062575148368
Long
DBT
CORP
US
N
2
2024-06-24
Variable
0.00378988
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC 3.625% 09/29/2022 144A
63906AAA8
5000000.00000000
PA
USD
5129570.80000000
0.079089705415
Long
DBT
CORP
GB
N
2
2022-09-29
Fixed
0.03625000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 3.15% 12/01/2022
444859BA9
315000.00000000
PA
USD
321123.60000000
0.004951207794
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.03150000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK 2.5% 06/06/2022
336158AK6
6050000.00000000
PA
USD
6104393.55000000
0.094119899389
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.93% 12/36 #1G1353
3128QJQE9
4932.11200000
PA
USD
5200.00000000
0.000080175610
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
0.02307000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2020-609M
N/A
J P MORGAN CHASE COML MTG SECS TR 2020-609M 1ML+ 10/15/2033 144A
46652RAJ3
805000.00000000
PA
USD
803478.31000000
0.012388339165
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Variable
0.02260000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.5% 01/15/2022
00912XBE3
5560000.00000000
PA
USD
5579934.88000000
0.086033592887
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.03500000
N
N
N
N
N
N
JDE PEETS BV
724500EHG519SE5ZRT89
JDE PEETS BV 0.8% 09/24/2024 144A
47216QAA1
515000.00000000
PA
USD
504744.51000000
0.007782345962
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.00800000
N
N
N
N
N
N
HARDEES FDG LLC / CARLS JR FDG LLC
N/A
HARDEES FDG LLC / CARLS JR FDG LLC AII 4.959% 06/21/2048 144A
411707AD4
213400.00000000
PA
USD
224693.34000000
0.003464408770
Long
ABS-CBDO
CORP
US
N
2
2048-06-20
Fixed
0.04959000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO FRN SOFR+64 04/03/2023
842400HA4
5000000.00000000
PA
USD
5006075.65000000
0.077185609455
Long
DBT
CORP
US
N
2
2023-04-03
Variable
0.00688873
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 0.55% 10/04/2023
29250NBG9
5000000.00000000
PA
USD
4963731.10000000
0.076532724815
Long
DBT
CORP
CA
N
2
2023-10-04
Fixed
0.00550000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.625% 04/15/2023
9128284H0
3612682.25000000
PA
USD
4207041.28000000
0.064865788674
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.00625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 3/34 #725229
31402CVW9
100184.45160000
PA
USD
114553.39000000
0.001766228447
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
0.06000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
CROWN CASTLE TOWERS LLC 3.72% 07/15/2043 144A
22822RBF6
370000.00000000
PA
USD
375437.34000000
0.005788638032
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
0.03720000
N
N
N
N
N
N
HCL AMERICA INC
549300CBM0L7W7N2EB94
HCL AMERICA INC 1.375% 03/10/2026 144A
40480HAA5
1800000.00000000
PA
USD
1763212.50000000
0.027185891889
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
0.01375000
N
N
N
N
N
N
ILLINOIS ST
N/A
IL ST 2.25% 10/1/2022
4521527Q8
1640000.00000000
PA
USD
1656902.00000000
0.025546755506
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
0.02250000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.5% 03/08/2022
94974BFC9
123000.00000000
PA
USD
124030.69000000
0.001912353122
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
0.03500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.5% 06/15/2023
14040HBD6
555000.00000000
PA
USD
576673.72000000
0.008891378326
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.03500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC 0.972% 02/15/2024 144A
595017AV6
1165000.00000000
PA
USD
1154283.44000000
0.017797188262
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.00972000
N
N
N
N
N
N
ARES LVII CLO LTD / ARES LVII CLO LLC
N/A
ARES LVII CLO LTD / ARES LVII CLO LLC 3ML+132 10/25/2031 144A
04017NAC6
895000.00000000
PA
USD
895261.34000000
0.013803485400
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Variable
0.01445250
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 3.125% 05/12/2023 144A
928668BD3
355000.00000000
PA
USD
366104.89000000
0.005644746710
Long
DBT
CORP
US
N
2
2023-05-12
Fixed
0.03125000
N
N
N
N
N
N
PNC BANK NA PITTSBURGH PA
AD6GFRVSDT01YPT1CS68
PNC BK NA PITTSBURGH PA MTN 2.028%/VAR 12/09/2022
69353RFS2
7000000.00000000
PA
USD
7002022.93000000
0.107959896146
Long
DBT
CORP
US
N
2
2022-12-09
Variable
0.02028000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PAC RY CO 1.75% 12/02/2026
13645RBE3
580000.00000000
PA
USD
580326.16000000
0.008947693058
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
0.01750000
N
N
N
N
N
N
AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC
N/A
AIMCO CLO SER 2018-BA AR 3ML+110 01/15/2032 144A
00900PAL9
4342000.00000000
PA
USD
4342282.23000000
0.066950985918
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Variable
0.01223750
N
N
N
N
N
N
CC HLDGS GS V LLC / CROWN CASTLE GS III CORP
549300UOUI8AGDVWFP45
CC HOLDINGS GS V LLC/CROWN 3.849% 04/15/2023
14987BAE3
2615000.00000000
PA
USD
2713380.93000000
0.041835956028
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.03849000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+54 11/17/2023
38141GXK5
10000000.00000000
PA
USD
9991580.00000000
0.154054042656
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.00590000
N
N
N
N
N
N
SYMPHONY CLO XXIII LTD
N/A
SYMPHONY CLO XXIII LTD 3ML+102 01/15/2034 144A
87167NDC6
6116000.00000000
PA
USD
6116000.00000000
0.094298852122
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Variable
0.00000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE 1ML+85 07/25/2030
30711XZZ0
862714.05000000
PA
USD
862713.96000000
0.013301657314
Long
ABS-CBDO
USGSE
US
N
2
2030-07-25
Variable
0.00942000
N
N
N
N
N
N
STATE STR INVT TR
549300CCOK7OZZUAS108
State Street Instl US Govt MMkt Premier
857492706
8865976.00000000
NS
USD
8865976.00000000
0.136699045085
Long
EC
RF
US
N
1
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA INC CP .0033 10/04/2022
40434RK43
5000000.00000000
PA
USD
4979466.50000000
0.076775339295
Long
DBT
CORP
US
N
2
2022-10-04
Fixed
0.00330000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP 3.625% 01/15/2023
431282AM4
1620000.00000000
PA
USD
1654312.70000000
0.025506832678
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03625000
N
N
N
N
N
N
CENTERPOINT ENERGY RES CORP
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RES CORP FRN 3ML+50 03/02/2023
15189WAN0
3494000.00000000
PA
USD
3488469.45000000
0.053786570437
Long
DBT
CORP
US
N
2
2023-03-02
Variable
0.00619630
N
N
N
N
N
N
HPEFS EQUIP TR 2020-2
N/A
HPEFS EQUIP TR 2020-2A A2 0.65% 07/22/2030 144A
40438PAB8
1010992.52000000
PA
USD
1011431.59000000
0.015594643220
Long
ABS-CBDO
CORP
US
N
2
2030-07-22
Fixed
0.00650000
N
N
N
N
N
N
GALTON FDG MTG TR 2019-H1
N/A
GALTON FUNDING MORTGAGE TRUST 2019-H1 3.455% 10/25/2059 144A
36418XAD9
600000.00000000
PA
USD
611254.50000000
0.009424558159
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Fixed
0.03339000
N
N
N
N
N
N
COMM 2014-CCRE15 MTG TR
N/A
COMM 2014-CCRE15 MTG TR VAR 02/10/2047
12591RBD1
920000.00000000
PA
USD
977199.25000000
0.015066835770
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
0.04811585
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 1.008%/VAR 07/30/2024 144A
902613AB4
7118000.00000000
PA
USD
7113636.10000000
0.109680791145
Long
DBT
CORP
CH
N
2
2024-07-30
Variable
0.01008000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 3% 05/22/2022 144A
05583JAA0
5508000.00000000
PA
USD
5572851.36000000
0.085924376438
Long
DBT
CORP
FR
N
2
2022-05-22
Fixed
0.03000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 2YR NOTE (CBT) FUT MAR22 TUH2
N/A
583.00000000
NC
USD
84308.98000000
0.001299908443
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2022-03-31
127437831.65000000
USD
84308.98000000
N
N
N
NORTHWESTERN MUTUAL GLOBAL FUNDING
635400LZXFVELZDVP257
NORTHWESTERN MUTUAL GLOBAL FUNDING SOFR+33 03/25/2024 144A
66815L2C2
4063000.00000000
PA
USD
4073486.07000000
0.062806582821
Long
DBT
CORP
US
N
2
2024-03-25
Variable
0.00378752
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 0.45% 08/15/2022
776743AK2
205000.00000000
PA
USD
204814.64000000
0.003157911290
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.00450000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC FRN 3ML+37 08/08/2022
438516BV7
9078000.00000000
PA
USD
9089874.02000000
0.140151191304
Long
DBT
CORP
US
N
2
2022-08-08
Variable
0.00514380
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.5% 10/01/2024#890205
31410LAE2
13096.28080000
PA
USD
13358.03000000
0.000205959270
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7% 03/39#G62030
31335CHF4
129308.27000000
PA
USD
152038.66000000
0.002344190829
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2% 02/15/2040
3137A0UA1
279306.56200000
PA
USD
283057.45000000
0.004364289179
Long
ABS-CBDO
USGSE
US
N
2
2040-02-15
Fixed
0.02000000
N
N
N
N
N
N
LANARK MASTER ISSUER PLC
213800KIOPB5OYXIVY33
LANARK MASTER ISSUER PLC 2020-1A 1A 12/22/2069 144A
513770BE6
1768000.00000000
PA
USD
1792955.32000000
0.027644478185
Long
ABS-CBDO
CORP
GB
N
2
2069-12-22
Variable
0.02277000
N
N
N
N
N
N
NEUBERGER BERMAN LN ADVISERS CLO 40 LTD / NEUBERGER BERMAN LN ADVISERS CLO 40 LLC
N/A
NEUBERGER BERMAN LN ADVISERS CLO 40 LTD / NEUBERGER BERMAN LN ADVISERS CLO 40 LLC A 3ML+106 04/16/2033 144A
64134JAA1
455000.00000000
PA
USD
455647.47000000
0.007025348821
Long
ABS-CBDO
CORP
KY
N
2
2033-04-16
Variable
0.01182250
N
N
N
N
N
N
CHC COML MTG TR 2019-CHC
N/A
CHC COML MTG TR 2019-CHC A 1ML+112 06/15/2034
162665AA1
3715877.40510000
PA
USD
3708887.10000000
0.057185054967
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.01210000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 1.326%/VAR 06/15/2023
53944YAM5
1803000.00000000
PA
USD
1807722.87000000
0.027872169979
Long
DBT
CORP
GB
N
2
2023-06-15
Variable
0.01326000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 0.0% 02/01/2037#1G1496
3128QJUV6
3020.86880000
PA
USD
3188.01000000
0.000049153970
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
0.02108000
N
N
N
N
N
N
DAIMLER FIN NORTH AMER LLC
549300423Z16BB673J12
DAIMLER FIN NORTH AMER LLC FRN 3ML+84 05/04/2023 144A
233851DM3
3240000.00000000
PA
USD
3268826.51000000
0.050400030686
Long
DBT
CORP
US
N
2
2023-05-04
Variable
0.00985000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2050#BS9707
3617MLYC5
17785.95000000
PA
USD
19185.50000000
0.000295809455
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
N
N
N
N
N
N
TESLA 2020-A
N/A
TESLA 2020-A 0.55% 05/22/2023 144A
88167HAB2
1004202.05000000
PA
USD
1004530.83000000
0.015488244635
Long
ABS-CBDO
CORP
US
N
2
2023-05-22
Fixed
0.00550000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC 0.65% 04/06/2024 144A
50220PAA1
1355000.00000000
PA
USD
1341155.18000000
0.020678448984
Long
DBT
CORP
GB
N
2
2024-04-06
Fixed
0.00650000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SOFR+44.5 04/15/2024
0641593W4
10000000.00000000
PA
USD
10017000.00000000
0.154445978042
Long
DBT
CORP
CA
N
2
2024-04-15
Variable
0.00493543
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 5.00% 10/23 #G13276
3128MB2H9
4075.61010000
PA
USD
4183.63000000
0.000064504824
Long
ABS-MBS
USGSE
US
N
2
2023-10-01
Fixed
0.05000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2020-C OWNER TR
N/A
TOYOTA AUTO RECEIVABLES 2020-C OWNER TR 0.44% 10/15/2024
89237VAB5
9912000.00000000
PA
USD
9910190.07000000
0.152799141254
Long
ABS-CBDO
CORP
US
N
2
2024-10-15
Fixed
0.00440000
N
N
N
N
N
N
PROSPEROUS RAY LTD
N/A
PROSPEROUS RAY LTD 4.625% 11/12/2023 REGS
N/A
1200000.00000000
PA
USD
1269225.00000000
0.019569401665
Long
DBT
CORP
VG
N
2
2023-11-12
Fixed
0.04625000
N
N
N
N
N
N
SEQUOIA MTG TR 2018-CH2
N/A
SEQUOIA MTG TR 2018-CH2 A21 4% 06/25/2048 144A
81747EAW7
103820.01000000
PA
USD
105451.86000000
0.001625897539
Long
ABS-CBDO
CORP
US
N
2
2048-06-25
Fixed
0.04000000
N
N
N
N
N
N
NAVIENT PRIVATE ED REFI LN TR 2019-E
N/A
NAVIENT PRIVATE ED REFI LN TR 2019-E 2.64% 05/15/2068 144A
63941MAB7
1096347.55000000
PA
USD
1108941.08000000
0.017098082229
Long
ABS-CBDO
CORP
US
N
2
2068-05-15
Fixed
0.02640000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 0.613% 03/15/2024
125523CN8
6302000.00000000
PA
USD
6226136.71000000
0.095996982489
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.00613000
N
N
N
N
N
N
CSAIL 2015-C3 COML MTG TR
549300ZAGI6FKGY8O078
CSAIL 2015-C3 A4 3.7182% 08/15/2048
12635FAT1
670000.00000000
PA
USD
715517.79000000
0.011032129867
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
0.03718200
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC 0.3% 05/26/2023
046353AY4
1425000.00000000
PA
USD
1417533.91000000
0.021856085768
Long
DBT
CORP
GB
N
2
2023-05-26
Fixed
0.00300000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2021-ESH
N/A
EXTENDED STAY AMER TR 2021-ESH A 1ML+108 07/15/2038 144A
30227FAA8
858533.56000000
PA
USD
858018.70000000
0.013229263981
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.01170000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2050#
31418DQ96
181871.53000000
PA
USD
188740.18000000
0.002910069052
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.03000000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FINANCE DAC
549300OD7VKRVNWB2J98
SMBC AVIATION CAPITAL FINANCE DAC 4.125% 07/15/2023 144A
78448TAD4
900000.00000000
PA
USD
942278.93000000
0.014528420777
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
0.04125000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 02/20/2048#MA5022
36179TSK2
343215.02000000
PA
USD
372328.54000000
0.005740705352
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 12ML+2 2/38 #1J0889
3128LU7A8
11067.66860000
PA
USD
11760.22000000
0.000181323617
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Variable
0.02457000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 06/01/2032#BE3725
3140FPD71
24496.45000000
PA
USD
25982.30000000
0.000400605144
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.03500000
N
N
N
N
N
N
FREDDIE MAC STACR TR 2018-DNA3
549300BL200YC56BUV20
FREDDIE MAC STACR TR 2018-DNA3 1ML+75 09/25/2048
35563WAA2
1830.51200000
PA
USD
1830.51000000
0.000028223510
Long
ABS-CBDO
USGSE
US
N
2
2048-09-25
Variable
0.00842000
N
N
N
N
N
N
HERO ASIA INVESTMENT LTD
549300YWBWWXOPOSH694
HERO ASIA INVESTMENT LTD 1.5% 11/18/2023 REGS
N/A
1650000.00000000
PA
USD
1643835.67000000
0.025345293779
Long
DBT
CORP
HK
N
2
2023-11-18
Fixed
0.01500000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+85 09/25/2041 144A
35564KJG5
510000.00000000
PA
USD
509999.95000000
0.007863376368
Long
ABS-CBDO
USGA
US
N
2
2041-09-25
Variable
0.00899670
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 D 1.29% 06/18/2027
03066RAF2
995000.00000000
PA
USD
981505.51000000
0.015133231351
Long
ABS-CBDO
CORP
US
N
2
2027-06-18
Fixed
0.01290000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 7/34 #725594
31402DC73
53713.51530000
PA
USD
60962.21000000
0.000939938918
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
0.05500000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST 2021-2
N/A
OCTANE RECEIVABLES TRUST 2021-2A A 1.21% 09/20/2028 144A
67578AAA6
745000.00000000
PA
USD
742042.42000000
0.011441096865
Long
ABS-CBDO
CORP
US
N
2
2028-09-20
Fixed
0.01210000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC 2.625% 03/15/2023
26875PAK7
291000.00000000
PA
USD
296454.92000000
0.004570856550
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02625000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
GRAY OAK PIPELINE LLC 2.6% 10/15/2025 144A
38937LAC5
385000.00000000
PA
USD
391548.20000000
0.006037041499
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.02600000
N
N
N
N
N
N
MADISON PK FDG XXXV LTD / MADISON PK FDG XXXV LLC
N/A
MADISON PK FDG XXXV LTD / MADISON PK FDG XXXV LLC 3ML+99 04/20/2032 144A
55819MAN6
1650000.00000000
PA
USD
1648798.80000000
0.025421817236
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Variable
0.01121500
N
N
N
N
N
N
APPLEBEE'S/IHOP FUNDING LLC
N/A
APPLEBEE'S/IHOP FUNDING LLC 4.194% 06/05/2049 144A
03789XAD0
1613700.00000000
PA
USD
1634187.54000000
0.025196535182
Long
ABS-CBDO
CORP
US
N
2
2049-06-05
Fixed
0.04194000
N
N
N
N
N
N
PIMCO FDS PAC INVT MGMT SER
549300F3V4IM7FBY9U59
PIMCO Short-Term Instl
693390601
90288972.65200000
NS
USD
882123262.81000000
13.60091744820
Long
EC
RF
US
N
1
N
N
N
MHC TR 2021-MHC2
N/A
MHC TR 2021-MHC2 1ML+110 05/15/2023 144A
55293AAG2
660000.00000000
PA
USD
655898.83000000
0.010112901696
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Variable
0.01190000
N
N
N
N
N
N
AON CORP2
LTS3U8DGK38SETRUWX71
AON CORP 2.2% 11/15/2022
037389BD4
1592000.00000000
PA
USD
1616100.68000000
0.024917664983
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.02200000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC FRN 3ML+115 01/20/2023 144A
853254BL3
910000.00000000
PA
USD
910955.49000000
0.014045463872
Long
DBT
CORP
GB
N
2
2023-01-20
Variable
0.01281500
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 3.95% 02/01/2022 144A
44891AAY3
1315000.00000000
PA
USD
1321947.00000000
0.020382289840
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
0.03950000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 3.25% 01/05/2023
37045XCF1
5000000.00000000
PA
USD
5120537.80000000
0.078950431129
Long
DBT
CORP
US
N
2
2023-01-05
Fixed
0.03250000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX CORP 3.9% 03/30/2023
361448AQ6
820000.00000000
PA
USD
851220.26000000
0.013124443005
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
0.03900000
N
N
N
N
N
N
VERIZON OWNER TR 2020-A
N/A
VERIZON OWNER TR 2020-A 1.85% 07/22/2024
92348TAA2
4951000.00000000
PA
USD
4997196.30000000
0.077048704205
Long
ABS-CBDO
CORP
US
N
2
2024-07-22
Fixed
0.01850000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 0.373% 03/03/2023 144A
62954WAA3
5265000.00000000
PA
USD
5249662.58000000
0.080941326900
Long
DBT
CORP
JP
N
2
2023-03-03
Fixed
0.00373000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC FRN 3ML+85 09/13/2023
60687YBB4
10000000.00000000
PA
USD
10042529.30000000
0.154839598658
Long
DBT
CORP
JP
N
2
2023-09-13
Variable
0.00964130
N
N
N
N
N
N
NXP BV/NXP FDG LLC
N/A
NXP BV/NXP FDG LLC 4.875% 03/01/2024 144A
62947QAZ1
305000.00000000
PA
USD
327987.87000000
0.005057043762
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
0.04875000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NELNET STUDENT LOAN TRUST 3ML+18 03/22/2032
64031QCJ8
608595.20000000
PA
USD
591213.96000000
0.009115565367
Long
ABS-CBDO
CORP
US
N
2
2032-03-22
Variable
0.00305380
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 5/36 #745516
31403DGZ6
8992.13510000
PA
USD
10281.36000000
0.000158521982
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
0.05500000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC 2.5% 08/15/2024
760759AU4
880000.00000000
PA
USD
908399.98000000
0.014006062031
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02500000
N
N
N
N
N
N
COLT 2021-3 A3
N/A
COLT 2021-3 A3 VAR 09/27/2066 144A
19688FAC9
440419.74000000
PA
USD
438751.52000000
0.006764840533
Long
ABS-CBDO
CORP
US
N
2
2066-09-27
Variable
0.01419000
N
N
N
N
N
N
PLAINS ALL AM PIPELN/PAA FIN C
N/A
PLAINS ALL AM PIPELN/PAA FIN C 2.85% 01/31/2023
72650RBB7
1275000.00000000
PA
USD
1299046.02000000
0.020029193678
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
0.02850000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST 2021-2
N/A
HPEFS EQUIPMENT TRUST 2021-2 0.3% 09/20/2028 144A
40441JAB7
2780000.00000000
PA
USD
2774417.76000000
0.042777045466
Long
ABS-CBDO
CORP
US
N
2
2028-09-20
Fixed
0.00300000
N
N
N
N
N
N
HOUSTON TX ARPT SYS REV
N/A
HOUSTON TX ARPT 1.054% 7/1/2023
442349EK8
120000.00000000
PA
USD
120927.77000000
0.001864511102
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
0.01054000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 1/37 #888688
31410GJ95
2044.53770000
PA
USD
2339.38000000
0.000036069465
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
0.05500000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 0.9% 03/25/2024
00206RMJ8
2145000.00000000
PA
USD
2131172.21000000
0.032859236932
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.00900000
N
N
N
N
N
N
ARI FLEET LEASE TR 2020-A
N/A
ARI FLEET LEASE TR 2020-A 2.06% 11/15/2028 144A
00217TAD7
770000.00000000
PA
USD
776365.59000000
0.011970304768
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.02060000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2021-1
N/A
ANGEL OAK MORTGAGE TRUST 2021-1 1.115% 01/25/2066 144A
03465CAC9
287072.72000000
PA
USD
286792.62000000
0.004421879474
Long
ABS-CBDO
CORP
US
N
2
2066-01-25
Fixed
0.01115000
N
N
N
N
N
N
SCHLUMBERGER FINANCE CANADA LTD
549300P4EXZFF0LRNF59
SCHLUMBERGER FINANCE CANADA LTD 1.4% 09/17/2025
80685XAC5
290000.00000000
PA
USD
291509.42000000
0.004494604919
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
0.01400000
N
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
ENEL FINANCE AMERICA LLC CP .004 08/11/2022
29279HHB4
5000000.00000000
PA
USD
4985218.50000000
0.076864025854
Long
DBT
CORP
US
N
2
2022-08-11
Fixed
0.00400000
N
N
N
N
N
N
AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR
N/A
AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR 1ML+105 09/15/2032 144A
05223HAA0
615000.00000000
PA
USD
614228.30000000
0.009470409357
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Variable
0.01140000
N
N
N
N
N
N
EATON VANCE CLO 2019-1 LTD
N/A
EATON 2019-1A AR 3ML+108 04/15/2031 144A
27830XAL0
3935000.00000000
PA
USD
3937703.35000000
0.060713032358
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Variable
0.01223750
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 3.45% 05/15/2024
36962G7K4
530000.00000000
PA
USD
558980.12000000
0.008618571562
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03450000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 3.75% 06/15/2024 144A
629377CK6
535000.00000000
PA
USD
558769.68000000
0.008615326917
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.03750000
N
N
N
N
N
N
BUNGE LTD FIN CORP
549300QHC068L40NNM71
BUNGE LTD FIN CORP 3% 09/25/2022
120568AY6
3375000.00000000
PA
USD
3434408.84000000
0.052953043055
Long
DBT
CORP
US
N
2
2022-09-25
Fixed
0.03000000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX CAPITAL INC 3.5% 03/16/2023
74949LAB8
575000.00000000
PA
USD
593595.14000000
0.009152279321
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 8/37 #AE0188
31419AF69
21849.72680000
PA
USD
24894.75000000
0.000383836878
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.05500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP FRN SOFR+40 06/09/2025
89788MAF9
10710000.00000000
PA
USD
10679701.41000000
0.164663764547
Long
DBT
CORP
US
N
2
2025-06-09
Variable
0.00449169
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 1/35 #735141
31402QWA5
319046.34510000
PA
USD
362745.64000000
0.005592952495
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.05500000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
AETNA INC 2.8% 06/15/2023
00817YAV0
885000.00000000
PA
USD
907961.56000000
0.013999302301
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.02800000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC 3.15% 08/15/2024 144A
224044CH8
796000.00000000
PA
USD
834289.85000000
0.012863403399
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 6.00% 3/23 #889390
31410KC36
3342.86670000
PA
USD
3397.05000000
0.000052377030
Long
ABS-MBS
USGSE
US
N
2
2023-03-01
Fixed
0.06000000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 3.3% 07/15/2025 144A
00130HCB9
820000.00000000
PA
USD
857785.60000000
0.013225669955
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03300000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 10/20/2046#MA4004
36179SNV5
1705.73000000
PA
USD
1802.38000000
0.000027789791
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
0.03500000
N
N
N
N
N
N
NAVIENT PRIVNAVIENT PRIVATE ED REFI LN TR 2019-ATE EDUCATION REFI LOAN TRUST 2019-A
N/A
NAVIENT PRIVATE ED REFI LN TR 2019-A A2A 3.42% 01/15/2043 144A
63941BAB1
1470917.46000000
PA
USD
1500715.89000000
0.023138617689
Long
ABS-CBDO
CORP
US
N
2
2043-01-15
Fixed
0.03420000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2015-NXS2
N/A
WFCM TR 2015-NXS2 3.02% 7/58
94989MAB5
275792.76000000
PA
USD
280308.23000000
0.004321900642
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Fixed
0.03020000
N
N
N
N
N
N
NELNET STUDENT LN TR 2021-C
N/A
NELNET STUDENT LN TR 2021-C 1.32% 04/20/2062 144A
64035GAB5
1734866.79000000
PA
USD
1716383.87000000
0.026463869970
Long
ABS-CBDO
CORP
US
N
2
2062-04-20
Fixed
0.01320000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC 5.625% 07/15/2022
745310AF9
5000000.00000000
PA
USD
5092697.45000000
0.078521177851
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.05625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 5/38 #889579
31410KJY1
4364.89800000
PA
USD
5094.66000000
0.000078551437
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
0.06000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB 0.55% 06/11/2024 144A
86959LAG8
720000.00000000
PA
USD
711427.49000000
0.010969064041
Long
DBT
CORP
SE
N
2
2024-06-11
Fixed
0.00550000
N
N
N
N
N
N
RABOBANK NEDERLAND COOPERATIEV E CENTRALE RAIFEISEN-BOERNELEE NBANK B.A.
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND COOP CENTL 3.95% 11/09/2022
21685WDF1
5378000.00000000
PA
USD
5532551.73000000
0.085303021165
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
0.03950000
N
N
N
N
N
N
MISSISSIPPI PWR CO
LNZ0J6YZ5SC6ILIRU850
MISSISSIPPI PWR CO FRN SOFR+30 06/28/2024
605417CC6
5297000.00000000
PA
USD
5265072.23000000
0.081178918840
Long
DBT
CORP
US
N
2
2024-06-28
Variable
0.00348957
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 0.95% 01/08/2024 144A
04685A2S9
3469000.00000000
PA
USD
3457589.83000000
0.053310456520
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.00950000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.9% 01/29/2024
14040HCA1
505000.00000000
PA
USD
532957.75000000
0.008217348602
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
0.03900000
N
N
N
N
N
N
MILL CITY MORTGAGE LOAN TRUST 2017-2
N/A
MCMLT 17-2 2.75% 08/25/2056 144A
59980AAA5
186971.94780000
PA
USD
189050.48000000
0.002914853377
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Fixed
0.02750000
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP FRN SOFR+15 11/17/2022
14913R2N6
5000000.00000000
PA
USD
4997123.15000000
0.077047576350
Long
DBT
CORP
US
N
2
2022-11-17
Variable
0.00200000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 0.657%/VAR 09/10/2024
38141GYE8
725000.00000000
PA
USD
719391.10000000
0.011091850058
Long
DBT
CORP
US
N
2
2024-09-10
Variable
0.00657000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.0% 01/01/2041#AL1793
3138EH7F3
19523.20210000
PA
USD
22807.11000000
0.000351648838
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.06000000
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2022
42824CAN9
3269000.00000000
PA
USD
3355059.17000000
0.051729599171
Long
DBT
CORP
US
N
2
2022-10-15
Variable
0.04400000
N
N
N
N
N
N
COCA-COLA EUROPEAN PARTNERS PLC
549300LTH67W4GWMRF57
COCA-COLA EUROPEAN PARTNERS PLC 0.8% 05/03/2024 144A
19123MAE3
2005000.00000000
PA
USD
1975275.33000000
0.030455558574
Long
DBT
CORP
GB
N
2
2024-05-03
Fixed
0.00800000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD 3.5% 03/28/2024 REGS
N/A
1000000.00000000
PA
USD
1048750.00000000
0.016170032891
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
0.03500000
N
N
N
N
N
N
BRASS NO 10 PLC
213800UCE3NFG8SQKH09
BRASS NO 10 PLC VAR 04/16/2069 144A
10554PAA1
883579.21000000
PA
USD
883638.41000000
0.013624278573
Long
ABS-CBDO
CORP
GB
N
2
2069-04-16
Variable
0.00669000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 0.925%/VAR 10/21/2024
38141GYL2
555000.00000000
PA
USD
552951.87000000
0.008525625673
Long
DBT
CORP
US
N
2
2024-10-21
Variable
0.00925000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 0.0% 11/01/2034#1H1218
3128NGAT2
9868.62740000
PA
USD
10412.77000000
0.000160548112
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Variable
0.02472000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2
N/A
SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2 0.28% 04/15/2024
80286XAB0
4638069.53000000
PA
USD
4636717.07000000
0.071490696094
Long
ABS-CBDO
CORP
US
N
2
2024-04-15
Fixed
0.00280000
N
N
N
N
N
N
KKR INDL PORTFOLIO TR 2021-KDIP
N/A
KKR INDL PORTFOLIO TR 2021-KDIP 1ML+100 12/15/2037
48254CAL9
1061250.00000000
PA
USD
1047002.93000000
0.016143095890
Long
ABS-CBDO
CORP
US
N
2
2037-12-15
Variable
0.01089500
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.21% 2/37 #1J0248
3128LUHZ2
2724.00700000
PA
USD
2882.90000000
0.000044449666
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
0.02204000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3.7% 03/09/2023
126650CV0
369000.00000000
PA
USD
381611.51000000
0.005883833772
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.03700000
N
N
N
N
N
N
ZH TRUST 2021-1
N/A
ZH TRUST 2021-1 A 2.2525% 02/18/2027 144A
98879EAA9
595000.00000000
PA
USD
592358.62000000
0.009133214177
Long
ABS-CBDO
CORP
US
N
2
2027-02-18
Fixed
0.02252500
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3 0.29% 05/15/2024
80287EAB1
5096683.91000000
PA
USD
5095455.61000000
0.078563704228
Long
ABS-CBDO
CORP
US
N
2
2024-05-15
Fixed
0.00290000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE VFAC SOFR+18 07/08/2022
3135G05F6
20000000.00000000
PA
USD
20020301.40000000
0.308680745774
Long
DBT
USGSE
US
N
2
2022-07-08
Variable
0.00230000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC FRN SOFR+53 04/01/2024 144A
05565EBN4
5925000.00000000
PA
USD
5966319.11000000
0.091991014301
Long
DBT
CORP
US
N
2
2024-04-01
Variable
0.00578870
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA 3% 01/15/2025 144A
00973RAE3
995000.00000000
PA
USD
1035453.54000000
0.015965022931
Long
DBT
CORP
NO
N
2
2025-01-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2050#BS6832
3617MHSV9
27898.22000000
PA
USD
30267.86000000
0.000466681565
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 11/30/2023
91282CDM0
3425000.00000000
PA
USD
3421387.69000000
0.052752277931
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.00500000
N
N
N
N
N
N
DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC
N/A
DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC 86A A1R 3ML+110 07/17/2034 144A
26245XAL1
1055000.00000000
PA
USD
1055168.80000000
0.016269000430
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Variable
0.01222250
N
N
N
N
N
N
CNH EQUIP TR 2021-C
N/A
CNH EQUIP TR 2021-C 0.33% 01/15/2025
12598LAB2
4124000.00000000
PA
USD
4116743.82000000
0.063473547532
Long
ABS-CBDO
CORP
US
N
2
2025-01-15
Fixed
0.00330000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY FRN SOFR+37 05/10/2023
842587DK0
3257000.00000000
PA
USD
3251691.09000000
0.050135830157
Long
DBT
CORP
US
N
2
2023-05-10
Variable
0.00420000
N
N
N
N
N
N
OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC
N/A
OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC 1.67375% 07/15/2030
67097LAM8
1320000.00000000
PA
USD
1316590.44000000
0.020299700328
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Variable
0.01673750
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GROUP
N/A
PEACEHEALTH OBLIGATED GROUP 1.375% 11/15/2025
70462GAB4
190000.00000000
PA
USD
189264.00000000
0.002918145511
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.01375000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
22733690.24800000
NS
USD
22735963.62000000
0.350551875614
Long
STIV
RF
US
N
1
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 5/25 #AD6392
31418UC69
3312.58860000
PA
USD
3458.45000000
0.000053323718
Long
ABS-MBS
USGSE
US
N
2
2025-05-01
Fixed
0.04500000
N
N
N
N
N
N
WELLS FARGO MTG BACKED SECS 2021-RR1 TR
N/A
WELLS FARGO MTG BACKED SECS 2021-RR1 TR A3 VAR 12/25/2050 144A
95003JAC9
1306006.98000000
PA
USD
1329576.36000000
0.020499922262
Long
ABS-CBDO
CORP
US
N
2
2050-12-25
Variable
0.02500000
N
N
N
N
N
N
HOUSTON TX ARPT SYS REV
N/A
HOUSTON TX ARPT 1.272% 7/1/2024
442349EL6
400000.00000000
PA
USD
403151.56000000
0.006215946589
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.01272000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 5/39 #995838
31416CHP4
24079.49700000
PA
USD
27732.83000000
0.000427595492
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
0.05500000
N
N
N
N
N
N
GCT COMMERCIAL MORTGAGE TRUST 2021-GCT
N/A
GCT COMMERCIAL MORTGAGE TRUST 2021-GCT 1ML+ 02/15/2023 144A
36167RAA1
555000.00000000
PA
USD
555491.45000000
0.008564781899
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Variable
0.00890000
N
N
N
N
N
N
OBX 2021-NQM1 TR
N/A
OBX 2021-J1 A4 2.5% 05/25/2051 144A
67113XAD2
1059160.52000000
PA
USD
1072979.28000000
0.016543609296
Long
ABS-CBDO
CORP
US
N
2
2051-05-25
Fixed
0.02500000
N
N
N
N
N
N
UNITED AIR 2019-2 B PTT
N/A
UNITED AIR 2019-2 B PTT 3.5% 05/01/2028
90932KAA7
342590.42000000
PA
USD
337451.56000000
0.005202958593
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.03500000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2019-B
N/A
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2019-B 2.03% 11/15/2022
98162GAD4
1138516.21000000
PA
USD
1140980.30000000
0.017592075308
Long
ABS-CBDO
CORP
US
N
2
2022-11-15
Fixed
0.02030000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD) 5% 01/12/2022 144A
23636AAS0
1050000.00000000
PA
USD
1055195.83000000
0.016269417189
Long
DBT
CORP
DK
N
2
2022-01-12
Fixed
0.05000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 3.625% 05/01/2022 144A
05401AAE1
1560000.00000000
PA
USD
1575232.54000000
0.024287544203
Long
DBT
CORP
KY
N
2
2022-05-01
Fixed
0.03625000
N
N
N
N
N
N
UBS BARCLAYS COML MTG TR 2013-C6
549300G1IXWLFE766Q13
UBS BARCLAYS COML MTG TR 2013-C6 A3FL 1ML+79 04/10/2046 144A
90349GAC9
2917076.44000000
PA
USD
2911079.81000000
0.044884153780
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
0.00879500
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A
05401AAM3
1035000.00000000
PA
USD
1013346.31000000
0.015624165113
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
0.02125000
N
N
N
N
N
N
FORD CR FLOORPLN MAST OWN TR A
5493001DTG5N7T8BG747
FORD CR FLOORPLN MAST OWN TR A 0.7% 09/15/2025
34528QHK3
5274000.00000000
PA
USD
5261230.59000000
0.081119686950
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
0.00700000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST I LLC 2019-2
N/A
ANGEL OAK MORTGAGE TRUST I LLC 2019-2 4.065% 03/25/2049 144A
03463WAD5
545000.00000000
PA
USD
547575.07000000
0.008442724092
Long
ABS-CBDO
CORP
US
N
2
2049-03-25
Fixed
0.04065000
N
N
N
N
N
N
NAVIENT PRIVATE ED REFI LN TR 2020-D
N/A
NAVIENT STUDENT LOAN TRUST 1.69% 05/15/2069 144A
63941HAA0
603815.70000000
PA
USD
606681.65000000
0.009354052190
Long
ABS-CBDO
CORP
US
N
2
2069-05-15
Fixed
0.01690000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC FRN SOFR+0 11/03/2023
65339KBX7
6000000.00000000
PA
USD
5989290.00000000
0.092345188362
Long
DBT
CORP
US
N
2
2023-11-03
Variable
0.00450003
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2018-B
549300INMCHM7L5O6M41
SMB PRIVATE EDUCATION LOAN TRUST 2018-B 1ML+72 01/15/2037 144A
78449LAC2
1242751.06290000
PA
USD
1246517.10000000
0.019219282485
Long
ABS-CBDO
CORP
US
N
2
2037-01-15
Variable
0.00809250
N
N
N
N
N
N
BUNGE LTD FIN CORP
549300QHC068L40NNM71
BUNGE LTD FIN CORP 4.35% 03/15/2024
120568BA7
130000.00000000
PA
USD
139053.12000000
0.002143974754
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.04350000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 1.125% 05/01/2023
718172CQ0
8991000.00000000
PA
USD
9044925.41000000
0.139458156261
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.01125000
N
N
N
N
N
N
COLT 2020-3 MORTGAGE LOAN TRUST
N/A
COLT 2020-3 A1 MORTGAGE LOAN TRUST 1.817% 04/27/2065 144A
12597QAA4
181985.00000000
PA
USD
182503.68000000
0.002813912284
Long
ABS-CBDO
CORP
US
N
2
2065-04-27
Fixed
0.01506000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FD IVB TR 2017-SPL4
N/A
BAYVIEW OPPORTUNITY MASTER FUND IVB TRUST 2017-SPL4 A 3.5% 01/25/2055 144A
07331YAA8
187896.87000000
PA
USD
190568.41000000
0.002938257409
Long
ABS-CBDO
CORP
US
N
2
2055-01-28
Fixed
0.03500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.25% 08/15/2024
87165BAD5
1960000.00000000
PA
USD
2086606.59000000
0.032172106976
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.4% 09/15/2023
68389XBL8
1280000.00000000
PA
USD
1308485.04000000
0.020174728137
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.02400000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-2
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-2 2.56% 07/22/2024
36259PAG1
445000.00000000
PA
USD
454513.17000000
0.007007859745
Long
ABS-CBDO
CORP
US
N
2
2024-07-22
Fixed
0.02560000
N
N
N
N
N
N
COMM 2013-300P MTG TR
N/A
COMM 2013-300P MTG TR
12625XAA5
620000.00000000
PA
USD
644640.78000000
0.009939320730
Long
ABS-MBS
CORP
US
N
2
2030-08-10
Fixed
0.04353000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 5.0% 12/01/2023#G13378
3128MB6P7
34875.02640000
PA
USD
35750.83000000
0.000551220116
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
0.05000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021 0.26% 11/18/2024
03066RAB1
4028960.64000000
PA
USD
4026578.72000000
0.062083347167
Long
ABS-CBDO
CORP
US
N
2
2024-11-18
Fixed
0.00260000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD 2021
N/A
PALMER SQUARE LOAN FUNDING LTD CLO 2021-2A A1 3ML+80 05/20/2029 144A
69702DAA5
3617073.41000000
PA
USD
3617558.10000000
0.055776909142
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Variable
0.00959630
N
N
N
N
N
N
SCHLUMBERGER HOLDINGS CORPORATION
529900IKZG65COT1D505
SCHLUMBERGER HOLDINGS CORPORATION 4% 12/21/2025 144A
806851AG6
375000.00000000
PA
USD
408177.42000000
0.006293437241
Long
DBT
CORP
US
N
2
2025-12-21
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.55% 10/36 #1G2603
3128QS3L8
12394.19280000
PA
USD
13040.65000000
0.000201065782
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
0.02006000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS LTD
635400CPI3EOIFF6OC33
PARK AEROSPACE HOLDINGS LTD 4.5% 03/15/2023 144A
70014LAC4
660000.00000000
PA
USD
684110.24000000
0.010547876121
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
0.04500000
N
N
N
N
N
N
DAIMLER TRUCKS RETAIL TRUST 2020-1
N/A
DAIMLER TRUCKS RETAIL TRUST 2020-1 1.37% 06/15/2027
233854AD0
1820000.00000000
PA
USD
1827069.43000000
0.028170462720
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
0.01370000
N
N
N
N
N
N
LONG ISLAND PWR AUTH NY ELEC
N/A
LIPA NY .764% 3/1/2023
542691DP2
360000.00000000
PA
USD
360297.72000000
0.005555209519
Long
DBT
MUN
US
N
2
2023-03-01
Fixed
0.00764000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.25% 04/01/2024
86765BAN9
70000.00000000
PA
USD
73725.47000000
0.001136727794
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04250000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 1.75% 06/16/2022
694308JE8
6280000.00000000
PA
USD
6276094.09000000
0.096767244685
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
0.01750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 10/26 #AL2456
3138EJWS3
55111.93330000
PA
USD
57275.51000000
0.000883095952
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
0.04500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 2.3% 01/15/2022
571903AR4
90000.00000000
PA
USD
90056.66000000
0.001388528395
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.02300000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
ALEXANDER FUNDING TRUST 1.841% 11/15/2023 144A
014621AA4
920000.00000000
PA
USD
929118.17000000
0.014325503093
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.01841000
N
N
N
N
N
N
GALTON FDG MTG TR 2019-1
N/A
GALTON FUNDING MORTGAGE TRUST 2019-1 A32 4% 02/25/2059 144A
36418WAQ2
82839.15000000
PA
USD
83857.66000000
0.001292949816
Long
ABS-CBDO
CORP
US
N
2
2059-02-25
Fixed
0.04000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS 3.85% 11/21/2022
254709AJ7
3500000.00000000
PA
USD
3605358.89000000
0.055588817007
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
0.03850000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 3.75% 07/15/2023
125523AF7
401000.00000000
PA
USD
418402.04000000
0.006451084384
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.03750000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.45% 03/15/2022
00287YCS6
615000.00000000
PA
USD
617137.88000000
0.009515270386
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.03450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 09/01/2024#AC1850
31417LBU8
24240.57290000
PA
USD
25166.66000000
0.000388029291
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
0.04500000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY FRN SOFR+25 08/15/2023
30040WAM0
5000000.00000000
PA
USD
4993299.60000000
0.076988623378
Long
DBT
CORP
US
N
2
2023-08-15
Variable
0.00300001
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN CO LTD 1.45% 05/05/2026 144A
62878U2A9
1765000.00000000
PA
USD
1738960.64000000
0.026811967337
Long
DBT
CORP
AU
N
2
2026-05-05
Fixed
0.01450000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 2.5% 01/15/2025
29250NAY1
1115000.00000000
PA
USD
1148135.29000000
0.017702393709
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 02/01/2048#BH9277
3140GYJX8
95135.37000000
PA
USD
100420.18000000
0.001548317152
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2021-2
N/A
CARMAX AUTO OWNER TR 2021-2 C 1.34% 02/16/2027
14314QAF1
545000.00000000
PA
USD
537684.19000000
0.008290222681
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
0.01340000
N
N
N
N
N
N
SYMPHONY STATIC CLO I LTD
N/A
SYMPHONY STATIC CLO I LTD 3ML+145 10/25/2029 144A
87190TAC7
1385000.00000000
PA
USD
1381099.84000000
0.021294331193
Long
ABS-CBDO
CORP
KY
N
2
2029-10-25
Variable
0.01579110
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025
161175AY0
2295000.00000000
PA
USD
2531962.56000000
0.039038777472
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
0.04908000
N
N
N
N
N
N
OBX 2020-EXP2 TR
N/A
ONSLOW BAY MORTGAGE LOAN TRUST 3% 05/25/2060 144A
67448VAF7
686041.94000000
PA
USD
694589.61000000
0.010709451098
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Fixed
0.03000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC 2.375% 05/21/2023 144A
63906YAA6
1525000.00000000
PA
USD
1558884.55000000
0.024035484574
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
0.02375000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS LTD
635400CPI3EOIFF6OC33
PARK AEROSPACE HOLDINGS LTD 5.25% 08/15/2022 144A
70014LAA8
880000.00000000
PA
USD
902716.29000000
0.013918428701
Long
DBT
CORP
KY
N
2
2022-08-15
Fixed
0.05250000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 2.375% 02/10/2023 144A
44891ABE6
1925000.00000000
PA
USD
1956807.62000000
0.030170816283
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
0.02375000
N
N
N
N
N
N
ISHARES U S ETF TR
549300BV2WH8444C2Y33
iShares US ETF Trust: BlackRock Short Maturity Bond ETF
46431W507
4526102.00000000
NS
USD
226305100.00000000
3.489259509381
Long
EC
RF
US
N
1
N
N
ISHARES CORE TOTAL USD BOND MARKET ETF
549300G3FWQPUM47D181
iShares Floating Rate Bond ETF
46429B655
1477153.00000000
NS
USD
74935971.69000000
1.155391777799
Long
EC
RF
US
N
1
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024 144A
29449WAK3
780000.00000000
PA
USD
773758.73000000
0.011930111193
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
0.01100000
N
N
N
N
N
N
BLOX 2021-BLOX
N/A
BLOX 2021-BLOX A 1ML+80 09/15/2026 144A
055522AA4
2040000.00000000
PA
USD
2036634.00000000
0.031401610266
Long
ABS-MBS
CORP
US
N
2
2026-09-15
Variable
0.00840000
N
N
N
N
N
N
ATRIUM HOTEL PORTFOLIO TR 2017-ATRM
N/A
ATRIUM HOTEL PORTFOLIO TR 2017-ATRM 1ML+93 11/15/2019 144A
04965JAA1
1395000.00000000
PA
USD
1392359.54000000
0.021467937600
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.01020000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4
N/A
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 1.05% 05/18/2026
36260KAF1
420000.00000000
PA
USD
417691.47000000
0.006440128541
Long
ABS-CBDO
CORP
US
N
2
2026-05-18
Fixed
0.01050000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR 2021-A
N/A
SANTANDER RETAIL AUTO LEASE TR 2021-A 1.14% 03/20/2026 144A
80286TAF0
1815000.00000000
PA
USD
1796568.13000000
0.027700181886
Long
ABS-CBDO
CORP
US
N
2
2026-03-20
Fixed
0.01140000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
ROSS STORES INC 4.6% 04/15/2025
778296AB9
2310000.00000000
PA
USD
2538138.51000000
0.039134000657
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04600000
N
N
N
N
N
N
MTG INS LKD NT CL M-1A VAR 144A 3C7 GRLS
N/A
MTG INS LKD NT CL M-1A VAR 144A 3C7 GRLS SOFR30A+155 04/25/2034 144A
26982AAA2
460000.00000000
PA
USD
460363.54000000
0.007098063011
Long
ABS-CBDO
CORP
US
N
2
2034-04-25
Variable
0.01599330
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
STRYKER CORP 0.6% 12/01/2023
863667BB6
325000.00000000
PA
USD
322221.35000000
0.004968133328
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.00600000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 2.937% 04/06/2023
10373QBH2
1035000.00000000
PA
USD
1064749.02000000
0.016416711966
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.02937000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 0.81%/VAR 10/24/2024
06051GJH3
755000.00000000
PA
USD
750262.71000000
0.011567840474
Long
DBT
CORP
US
N
2
2024-10-24
Variable
0.00810000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC 2.95% 06/30/2023 144A
224044CA3
1950000.00000000
PA
USD
2002046.03000000
0.030868319575
Long
DBT
CORP
US
N
2
2023-06-30
Fixed
0.02950000
N
N
N
N
N
N
AVIS BUDGET RENT CAR FDG AESOP LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTCAR FDG AE LLC 3.35% 09/22/2025 144A
05377RDL5
650000.00000000
PA
USD
684785.01000000
0.010558279985
Long
ABS-CBDO
CORP
US
N
2
2025-09-22
Fixed
0.03350000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 0.87% 08/16/2032 144A
165183CJ1
2534823.45000000
PA
USD
2540207.16000000
0.039165895902
Long
ABS-CBDO
CORP
US
N
2
2032-08-16
Fixed
0.00870000
N
N
N
N
N
N
MERIT 2021
N/A
MERIT 2021-STOR A 1ML+75 07/15/2038 144A
55293BAB1
907000.00000000
PA
USD
903309.96000000
0.013927582135
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.00790000
N
N
N
N
N
N
ELLINGTON FINL MTG TR 2019-2
N/A
ELLINGTON FINL MTG TR 2019-2 2.739% 11/25/2059 144A
31573TAA6
248902.51000000
PA
USD
251189.97000000
0.003872944054
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Fixed
0.02739000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK 1.25% 03/09/2023
89788JAB5
7000000.00000000
PA
USD
7045219.02000000
0.108625910159
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.01250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2050#CA5186
3140QCXQ4
52072.41000000
PA
USD
56210.59000000
0.000866676604
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
0.04500000
N
N
N
N
N
N
CREDIT SUISSE AG NY BRNCH
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE AG NY BRNCH 2.8% 04/08/2022
22550L2B6
2340000.00000000
PA
USD
2359537.76000000
0.036380265256
Long
DBT
CORP
US
N
2
2022-04-08
Fixed
0.02800000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-B
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A
78449XAA0
395571.49610000
PA
USD
392420.77000000
0.006050495120
Long
ABS-CBDO
CORP
US
N
2
2053-07-15
Fixed
0.01290000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN SOFR+27 04/14/2023
06368EJS2
8000000.00000000
PA
USD
8007760.00000000
0.123466739056
Long
DBT
CORP
CA
N
2
2023-04-14
Variable
0.00318573
N
N
N
N
N
N
FREDDIE MAC WHOLE LOAN SEC TR
N/A
FREDDIE MAC WHOLE LOAN SEC TR CSTR 10/25/2046
3137G1BE6
122127.36740000
PA
USD
121687.76000000
0.001876228921
Long
ABS-CBDO
USGSE
US
N
2
2046-10-25
Variable
0.03651505
N
N
N
N
N
N
FEDERAL NATL MTG AS GTD RE PTT
B1V7KEBTPIMZEU4LTD58
FEDERAL NATL MTG AS GTD RE PTT 2018-44 PC 4% 06/25/2044
3136B13K8
24201.25000000
PA
USD
24254.02000000
0.000373957855
Long
ABS-CBDO
USGSE
US
N
2
2044-06-25
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 12/01/2024#AC6942
31417TWC8
10795.58300000
PA
USD
11252.08000000
0.000173488918
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
0.04500000
N
N
N
N
N
N
STARWOOD MTG RESIDENTIAL TR 2019-INV1
N/A
STARWOOD MTG RESIDENTIAL TR 2019-INV1 2.916% 09/27/2049 144A
85572JAC1
388375.89000000
PA
USD
391502.35000000
0.006036334566
Long
ABS-CBDO
CORP
US
N
2
2049-09-27
Fixed
0.02916000
N
N
N
N
N
N
CSMC 2020-NET
N/A
CSMC 2020-NET VAR 08/15/2037 144A
126438AJ9
985000.00000000
PA
USD
1008127.11000000
0.015543693470
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
0.03827673
N
N
N
N
N
N
BANQUE FED CRED MUTUEL PARIS
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL PARIS 0.998% 02/04/2025 144A
06675FAX5
1145000.00000000
PA
USD
1133535.73000000
0.017477292050
Long
DBT
CORP
FR
N
2
2025-02-04
Fixed
0.00998000
N
N
N
N
N
N
MF1 2021-FL7 A
N/A
MF1 2021-FL7 A 1ML+108 10/16/2036 144A
55284AAA6
800000.00000000
PA
USD
798055.68000000
0.012304730960
Long
ABS-CBDO
CORP
KY
N
2
2036-10-16
Variable
0.01169130
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 09/01/2036#RC2220
3133L8PD1
1029526.52000000
PA
USD
1057516.88000000
0.016305204035
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
0.02000000
N
N
N
N
N
N
KEYBANK NATL ASSN
HUX2X73FUCYHUVH1BK78
KEYBANK NATL ASSN FRN SOFR+32 06/14/2024
49327M3D4
10000000.00000000
PA
USD
9986724.30000000
0.153979175596
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.00370000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL 30YR 5.5% 09/45#784653
3622AABW3
354061.91000000
PA
USD
399298.84000000
0.006156543862
Long
ABS-MBS
USGA
US
N
2
2045-09-15
Fixed
0.05500000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2
N/A
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 A1 0.899% 04/25/2066 144A
24381WAA6
296100.22000000
PA
USD
295403.61000000
0.004554647046
Long
ABS-CBDO
CORP
US
N
2
2066-04-25
Fixed
0.00899000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 06/20/2050#MA6712
36179VN55
311777.98000000
PA
USD
329320.70000000
0.005077593850
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
0.04000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 M2 SOFR30A+180 11/25/2041 144A
35564KMH9
555000.00000000
PA
USD
556042.23000000
0.008573274038
Long
ABS-CBDO
USGA
US
N
2
2041-11-25
Variable
0.01847670
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 0.875% 11/22/2023 144A
928668BJ0
590000.00000000
PA
USD
587365.64000000
0.009056230482
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
0.00875000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 3.45% 01/15/2023
86765BAL3
110000.00000000
PA
USD
112242.08000000
0.001730591776
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03450000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 3.375% 10/01/2024
828807CS4
985000.00000000
PA
USD
1041732.15000000
0.016061828967
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.03375000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2018-DSNY
N/A
BAMLL COML MTG SECS TR 2018-DSNY A 1ML+85 09/15/2034 144A
054967AA2
970000.00000000
PA
USD
966951.00000000
0.014908824290
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Variable
0.00939000
N
N
N
N
N
N
WFRBS COML MTG TR 2012-C6
N/A
WFRBS 2012-C6 B 4.697 4/45
92936QAJ7
760000.00000000
PA
USD
763225.82000000
0.011767710715
Long
ABS-MBS
CORP
US
N
2
2045-04-15
Fixed
0.04697000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 3.65% 03/15/2025
91913YAS9
245000.00000000
PA
USD
261793.12000000
0.004036427519
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.03650000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO FRN SOFR+25 05/10/2023
341081GD3
3574000.00000000
PA
USD
3571716.21000000
0.055070101162
Long
DBT
CORP
US
N
2
2023-05-10
Variable
0.00300001
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A
05401AAH4
980000.00000000
PA
USD
1000984.99000000
0.015433573503
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
0.02875000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK 1.912%/VAR 02/12/2024
33616CHQ6
2031000.00000000
PA
USD
2056265.34000000
0.031704293855
Long
DBT
CORP
US
N
2
2024-02-12
Variable
0.01912000
N
N
N
N
N
N
SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC
N/A
SYMPHONY CLO XXVI LTD 2021-26A AR 3ML+108 04/20/2033 144A
87190GAC5
465000.00000000
PA
USD
464131.85000000
0.007156164272
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Variable
0.01211500
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC 6.25% 03/15/2022
785592AH9
1698000.00000000
PA
USD
1701385.06000000
0.026232612520
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.06250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 8/24 #931726
31412QD71
83194.36960000
PA
USD
86372.83000000
0.001331729680
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
0.04500000
N
N
N
N
N
N
WORLD OMNI SELECT AUTO TR 2020-A
N/A
WORLD OMNI SELECT AUTO TR 2020-A 1.25% 10/15/2026
98163DAF5
585000.00000000
PA
USD
586541.77000000
0.009043527735
Long
ABS-CBDO
CORP
US
N
2
2026-10-15
Fixed
0.01250000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SOFR+38 07/31/2024
0641596F8
5000000.00000000
PA
USD
4997614.45000000
0.077055151403
Long
DBT
CORP
CA
N
2
2024-07-31
Variable
0.00430001
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SECURITIES 2021-INV2 TRUST
N/A
WELLS FARGO MORTGAGE BACKED SECURITIES 2021-INV2 A4 TRUST 2.5% 09/25/2051 144A
95003FAC7
1110000.00000000
PA
USD
1125869.56000000
0.017359092077
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Fixed
0.02500000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-3
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-3 2.69% 06/19/2023
03065HAF5
55346.26000000
PA
USD
55443.44000000
0.000854848389
Long
ABS-CBDO
CORP
US
N
2
2023-06-19
Fixed
0.02690000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B
N/A
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B 0.32% 09/15/2023
98163GAB7
2091937.87000000
PA
USD
2091681.40000000
0.032250352358
Long
ABS-CBDO
CORP
US
N
2
2023-09-15
Fixed
0.00320000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC 2.375% 01/15/2025
036752AJ2
410000.00000000
PA
USD
421953.21000000
0.006505837696
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02375000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SOFR+0 09/15/2023
0641598L3
5000000.00000000
PA
USD
4989756.75000000
0.076933998347
Long
DBT
CORP
CA
N
2
2023-09-15
Variable
0.00309105
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025
026874DQ7
1000000.00000000
PA
USD
1034712.92000000
0.015953603765
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
0.02500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION FRN SOFR+69 04/22/2025
06051GJU4
10000000.00000000
PA
USD
10055778.70000000
0.155043883028
Long
DBT
CORP
US
N
2
2025-04-22
Variable
0.00739757
N
N
N
N
N
N
ELLINGTON FINL MTG TR 2020-2
N/A
ELLINGTON FINL MTG TR 2020-2 1.178% 10/25/2065 144A
31573WAA9
529512.60420000
PA
USD
529360.21000000
0.008161880340
Long
ABS-CBDO
CORP
US
N
2
2065-10-25
Fixed
0.01178000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC 1.125% 11/22/2023 144A
46817MAH0
5631000.00000000
PA
USD
5627848.55000000
0.086772344372
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
0.01125000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 2.875% 07/01/2038#1B4142
3128JPP46
22186.20000000
PA
USD
23276.47000000
0.000358885611
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Variable
0.01875000
N
N
N
N
N
N
NAVIENT PRIVATE ED LN TR 2020-C
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C 2.15% 11/15/2068 144A
63941KAB1
2610000.00000000
PA
USD
2641708.11000000
0.040730876784
Long
ABS-CBDO
CORP
US
N
2
2068-11-15
Fixed
0.02150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/49#CA4571
3140QCCH7
114715.55000000
PA
USD
122070.66000000
0.001882132621
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.04000000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 2.94% 04/15/2031 144A
165183BY9
1149653.87000000
PA
USD
1160089.28000000
0.017886704948
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Fixed
0.02940000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.92% 8/38 #983349
31415LL62
7525.56250000
PA
USD
7964.13000000
0.000122794034
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Variable
0.02103000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.00% 12/35 #003795
36202EGC7
10197.35360000
PA
USD
11251.76000000
0.000173483985
Long
ABS-MBS
USGA
US
N
2
2035-12-20
Fixed
0.05000000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
MET TOWER GLOBAL FUNDING FRN SOFR+55 01/17/2023 144A
58989VAA2
5000000.00000000
PA
USD
5016016.15000000
0.077338875927
Long
DBT
CORP
US
N
2
2023-01-17
Variable
0.00598512
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 3.35% 08/15/2022
96950FAJ3
200000.00000000
PA
USD
202341.12000000
0.003119773602
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.03350000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 3.5% 03/01/2023 144A
09659W2E3
10000000.00000000
PA
USD
10334636.90000000
0.159343426548
Long
DBT
CORP
FR
N
2
2023-03-01
Fixed
0.03500000
N
N
N
N
N
N
BANCO DEL ESTADO DE CHILE
5493004R4EJC0W0XVQ72
BANCO DEL ESTADO DE CHILE 2.704% 01/09/2025 144A
05965MAG8
665000.00000000
PA
USD
679255.94000000
0.010473030647
Long
DBT
CORP
CL
N
2
2025-01-09
Fixed
0.02704000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 1.162% 08/25/2056 144A
85573PAA0
1674542.47000000
PA
USD
1663204.48000000
0.025643929579
Long
ABS-CBDO
CORP
US
N
2
2056-08-25
Fixed
0.01162000
N
N
N
N
N
N
YONGDA INVESTMENT LTD
300300Y6LHOS618ULI27
YONGDA INVESTMENT LTD 2.25% 06/16/2025 REGS
N/A
944000.00000000
PA
USD
940913.12000000
0.014507362191
Long
DBT
CORP
VG
N
2
2025-06-16
Fixed
0.02250000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
MET TOWER GLOBAL FUNDING 0.55% 07/13/2022 144A
58989V2A1
6000000.00000000
PA
USD
6002514.48000000
0.092549088507
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
0.00550000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC 0.868% 12/01/2023 144A
071813CC1
1460000.00000000
PA
USD
1453164.44000000
0.022405451052
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.00868000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.875% 01/15/2024
29278NAM5
2375000.00000000
PA
USD
2559614.45000000
0.039465125001
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
N
VF CORPORATION
CWAJJ9DJ5Z7P057HV541
VF CORPORATION 2.05% 04/23/2022
918204AZ1
6772000.00000000
PA
USD
6813164.55000000
0.105048004640
Long
DBT
CORP
US
N
2
2022-04-23
Fixed
0.02050000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN 3ML+57 03/26/2022
06367WJN4
5000000.00000000
PA
USD
5008661.10000000
0.077225472923
Long
DBT
CORP
CA
N
2
2022-03-26
Variable
0.00702250
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC 4.375% 03/15/2023
747262AK9
3565000.00000000
PA
USD
3694231.25000000
0.056959085406
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.04375000
N
N
N
N
N
N
COMM 2015-CCRE22 MTG TR
N/A
COMM 2015-CCRE22 MTG TR 3.93% 03/10/2048
12592XBG0
405000.00000000
PA
USD
427152.81000000
0.006586007139
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
0.03926000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/50#FM3972
3140X7MW6
29022.77000000
PA
USD
30707.55000000
0.000473460875
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.03500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 0.8% 01/08/2024 144A
44891ABR7
660000.00000000
PA
USD
654544.38000000
0.010092018263
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.00800000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024
00774MAU9
1365000.00000000
PA
USD
1362538.13000000
0.021008139573
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
0.01650000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 06/30/2023
91282CCK5
31945000.00000000
PA
USD
31794010.04000000
0.490212336679
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.00125000
N
N
N
N
N
N
GS MTG-BACKED SECS TR 2021-NQM1
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 1.017% 07/25/2061 144A
36262EAA4
437876.82000000
PA
USD
437707.01000000
0.006748735874
Long
ABS-CBDO
CORP
US
N
2
2061-07-25
Fixed
0.01017000
N
N
N
N
N
N
BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
BANCO SANTANDER MEXICO SA SAB DE CV 4.125% 11/09/2022 REGS
N/A
1750000.00000000
PA
USD
1790337.50000000
0.027604115624
Long
DBT
CORP
MX
N
2
2022-11-09
Fixed
0.04125000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR 2021-D
N/A
WORLD OMNI AUTO RECEIVABLES TR 2021-D 0.35% 12/16/2024
98163KAB8
4626000.00000000
PA
USD
4621702.91000000
0.071259201972
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
0.00350000
N
N
N
N
N
N
ENTERPRISE FLEET FING LLC 2019-3
N/A
ENTERPRISE FLEET FING LLC 2019-3 2.06% 05/20/2025 144A
29374WAB2
372726.42000000
PA
USD
376138.43000000
0.005799447708
Long
ABS-CBDO
CORP
US
N
2
2025-05-20
Fixed
0.02060000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC FRN SOFR+50 03/22/2024
92343VGD0
2563000.00000000
PA
USD
2574277.46000000
0.039691204957
Long
DBT
CORP
US
N
2
2024-03-22
Variable
0.00549016
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB 1.418%/VAR 06/11/2027
86959LAH6
695000.00000000
PA
USD
683845.12000000
0.010543788398
Long
DBT
CORP
SE
N
2
2027-06-11
Variable
0.01418000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST LLC
N/A
ANGEL OAK MORTGAGE TRUST LLC 1.691% 04/25/2065 144A
03465LAA3
579686.83000000
PA
USD
581706.23000000
0.008968971511
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Fixed
0.01691000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2021-2
N/A
ANGEL OAK MORTGAGE TRUST 2021-2 A1 0.985% 04/25/2066 144A
03465DAA1
786806.96000000
PA
USD
785942.97000000
0.012117972515
Long
ABS-CBDO
CORP
US
N
2
2066-04-25
Fixed
0.00985000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 3% 01/11/2022
53944YAC7
5000000.00000000
PA
USD
5013850.00000000
0.077305477389
Long
DBT
CORP
GB
N
2
2022-01-11
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% #AL2664
3138EJ6A1
63824.72130000
PA
USD
66692.83000000
0.001028295832
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2048#MA3496
31418C3E2
13204.05000000
PA
USD
14189.42000000
0.000218777962
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04500000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING FRN SOFR+70 05/24/2024 144A
04685A2X8
8000000.00000000
PA
USD
8010776.00000000
0.123513240910
Long
DBT
CORP
US
N
2
2024-05-24
Variable
0.00750000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+88.5 04/22/2027
46647PCF1
380000.00000000
PA
USD
384588.07000000
0.005929727524
Long
DBT
CORP
US
N
2
2027-04-22
Variable
0.00933782
N
N
N
N
N
N
MHC COML MTG TR 2021-MHC
N/A
MHC COML MTG TR 2021-MHC B 1ML+110.1 04/15/2026 144A
55316VAC8
710000.00000000
PA
USD
708223.72000000
0.010919667076
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.01190462
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 1.164/VAR 10/21/2025
61747YEG6
785000.00000000
PA
USD
778753.13000000
0.012007116783
Long
DBT
CORP
US
N
2
2025-10-21
Variable
0.01164000
N
N
N
N
N
N
TOORAK MORTGAGE CORP 2018-1 LTD
N/A
TOORAK MORTGAGE CORP 2018-1 LTD 1.409% 07/25/2056 144A
89688WAB7
295726.75000000
PA
USD
293682.21000000
0.004528105835
Long
ABS-CBDO
CORP
US
N
2
2056-07-25
Fixed
0.01409000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
ROSS STORES INC 0.875% 04/15/2026
778296AF0
450000.00000000
PA
USD
436360.58000000
0.006727976096
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.00875000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MTG TR 2020-2
N/A
DEEPHAVEN RESIDENTIAL MTG TR 2020-2 1.692% 05/25/2065 144A
24380NAA7
279326.33000000
PA
USD
280070.29000000
0.004318231991
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
0.01692000
N
N
N
N
N
N
BLACKROCK FDS II
N/A
BlackRock Low Duration Bond Inv A
09260B523
28305268.85100000
NS
USD
272579739.04000000
4.202739781428
Long
EC
RF
US
N
1
N
N
N
BX 2020-BXLP
N/A
BX 2020-BXLP 1ML+125 12/15/2029 144A
05607QAR9
634630.96000000
PA
USD
631847.91000000
0.009742075315
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.01340000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC FRN SOFR+0 10/01/2024
032654AT2
2353000.00000000
PA
USD
2356977.23000000
0.036340786014
Long
DBT
CORP
US
N
2
2024-10-01
Variable
0.00298840
N
N
N
N
N
N
BVINV 2021-5 A20
N/A
BVINV 2021-5 A20 2.5% 11/25/2051 144A
07336JAH1
1920484.52000000
PA
USD
1951542.40000000
0.030089635086
Long
ABS-CBDO
CORP
US
N
2
2051-11-25
Fixed
0.02500000
N
N
N
N
N
N
UBS AG LONDN BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG LON BRANCH 1.75% 04/21/2022 144A
902674YA2
7000000.00000000
PA
USD
7029897.28000000
0.108389673649
Long
DBT
CORP
GB
N
2
2022-04-21
Fixed
0.01750000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 1.884% 07/15/2050 144A
78403DAP5
365000.00000000
PA
USD
366517.74000000
0.005651112191
Long
ABS-CBDO
CORP
US
N
2
2050-07-15
Fixed
0.01884000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2020-B
N/A
FORD CREDIT AUTO OWNER TRUST 2020-B 2.04% 12/15/2026
34533GAG4
1270000.00000000
PA
USD
1296866.60000000
0.019995590538
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
0.02040000
N
N
N
N
N
N
GREAT WOLF TR 2019-WOLF
N/A
GREAT WOLF TR 2019-WOLF 1ML+ 12/15/2029 144A
39152TAA8
1906000.00000000
PA
USD
1902407.38000000
0.029332052354
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.01124000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.3% 03/04/2024
96950FAM6
305000.00000000
PA
USD
323793.87000000
0.004992379049
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
0.04300000
N
N
N
N
N
N
STARWOOD MTG RESIDENTIAL TR 2021-2
N/A
STARWOOD MTG RESIDENTIAL TR 2021-2 0.943% 05/25/2065 144A
85573HAA8
520903.30000000
PA
USD
520014.95000000
0.008017791509
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
0.00943000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 11/20/2050#MA6997
36179VX21
3304415.65000000
PA
USD
3450611.59000000
0.053202863318
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
0.03500000
N
N
N
N
N
N
VOYA CLO 2017-1 LTD
N/A
VOYA CLO 2017-1 LTD 3ML+95 04/17/2030 144A
92916MAF8
4486000.00000000
PA
USD
4486354.39000000
0.069172346172
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Variable
0.01072250
N
N
N
N
N
N
MFA 2021-NQM2 TR
N/A
MFA 2021-NQM2 TR 1.317% 11/25/2064 144A
55283WAB7
361471.52650000
PA
USD
359599.10000000
0.005544437925
Long
ABS-CBDO
CORP
US
N
2
2064-11-25
Fixed
0.01317000
N
N
N
N
N
N
ARES LII CLO LTD
N/A
ARES LII CLO LTD 3ML+105 04/22/2031 144A
04009AAL4
3577000.00000000
PA
USD
3581156.47000000
0.055215654740
Long
ABS-CBDO
CORP
KY
N
2
2031-04-22
Variable
0.01178250
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.188/VAR 04/30/2026
95000U2N2
840000.00000000
PA
USD
857724.10000000
0.013224721724
Long
DBT
CORP
US
N
2
2026-04-30
Variable
0.02188000
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER LLC 18-1A
N/A
PLANET FITNESS MASTER ISSUER LLC 18-1A 4.666% 09/05/2048 144A
72703PAB9
1508350.00000000
PA
USD
1545633.40000000
0.023831173221
Long
ABS-CBDO
CORP
US
N
2
2048-09-05
Fixed
0.04666000
N
N
N
N
N
N
OBX 2020-INV1 TRUST
N/A
OBX 2020-INV1 TRUST 3.5% 12/25/2049 144A
67113CAE6
148764.58640000
PA
USD
151928.36000000
0.002342490181
Long
ABS-CBDO
CORP
US
N
2
2049-12-25
Fixed
0.03500000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025
136385AZ4
1430000.00000000
PA
USD
1445076.33000000
0.022280745446
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 3.885%/VAR 03/15/2024 144A
853254BJ8
365000.00000000
PA
USD
377270.12000000
0.005816896542
Long
DBT
CORP
GB
N
2
2024-03-15
Variable
0.03885000
N
N
N
N
N
N
TRITON CONTAINER INTERNATIONAL LTD
549300O4LZFLCX53XZ54
TRITON CONTAINER INTERNATIONAL LTD 0.8% 08/01/2023 144A
89680YAD7
1350000.00000000
PA
USD
1344093.75000000
0.020723756993
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
0.00800000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1
N/A
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1 1.26% 08/20/2026
92868JAE6
545000.00000000
PA
USD
549676.32000000
0.008475121977
Long
ABS-CBDO
CORP
US
N
2
2026-08-20
Fixed
0.01260000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP 0.85% 08/18/2024
117043AS8
1190000.00000000
PA
USD
1174450.92000000
0.018108138265
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.00850000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA .0701%/VAR T1Y+ 06/30/2024
05971KAK5
200000.00000000
PA
USD
198878.05000000
0.003066378650
Long
DBT
CORP
ES
N
2
2024-06-30
Variable
0.00701000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025
16412XAC9
1470000.00000000
PA
USD
1637604.83000000
0.025249224280
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
0.05875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 5.50% 12/23 #G13617
3128MCG25
232.55240000
PA
USD
234.31000000
0.000003612682
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
0.05500000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO FRN SOFR+115 11/14/2022
694308JX6
180000.00000000
PA
USD
180172.30000000
0.002777966166
Long
DBT
CORP
US
N
2
2022-11-14
Variable
0.01200003
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 4/25 #AD3831
31418RHH7
1839.50200000
PA
USD
1918.81000000
0.000029584954
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
0.04500000
N
N
N
N
N
N
FLAGSTAR MTG TR 2020-1INV
N/A
FLAGSTAR MTG TR 2020-1INV 1ML+85 03/25/2050 144A
33851YAL0
333190.46000000
PA
USD
333384.38000000
0.005140249239
Long
ABS-CBDO
CORP
US
N
2
2050-03-25
Variable
0.00942000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 2.46413% 01/26/2060 144A
64830VAA1
298852.71000000
PA
USD
300706.07000000
0.004636402424
Long
ABS-CBDO
CORP
US
N
2
2060-01-26
Fixed
0.02464130
N
N
N
N
N
N
CONNECTICUT ST
N/A
CT ST 1.998% 7/1/2024
20772KJW0
285000.00000000
PA
USD
292801.02000000
0.004514519307
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.01998000
N
N
N
N
N
N
2021-12-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer