0001752724-22-171250.txt : 20220729
0001752724-22-171250.hdr.sgml : 20220729
20220729135549
ACCESSION NUMBER: 0001752724-22-171250
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220729
DATE AS OF CHANGE: 20220729
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: 221119802
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
false
0001364924
XXXXXXXX
S000035122
C000108059
Fidelity Rutland Square Trust II
811-21991
0001364924
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245 Summer Street
Boston
02210
1-800-FIDELITY
Strategic Advisers Short Duration Fund
S000035122
EYHV2YUODIOTIT965C53
2022-05-31
2022-05-31
N
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5801912281.00
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1222416.02000000
0.00000000
0.00000000
3722796.62000000
USD
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GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2050#BS9717
3617MLYN1
74118.97000000
PA
USD
75334.76000000
0.001298447069
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
183566.37110000
PA
USD
193183.78000000
0.003329657027
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
4036830.00000000
0.069577577262
Long
ABS-CBDO
CORP
KY
N
2
2030-07-27
Variable
0.02194860
N
N
N
N
N
N
PANASONIC HOLDINGS CORP
254900GE1G59KGWPHX32
PANASONIC CORP 2.536% 07/19/2022 144A
69832AAA4
785000.00000000
PA
USD
784965.22000000
0.013529422403
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
1672860.55000000
PA
USD
1668677.06000000
0.028760811594
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
5942.02040000
PA
USD
6297.43000000
0.000108540593
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
2599.46930000
PA
USD
2830.01000000
0.000048777193
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
743859.69000000
0.012820939958
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
334376.12000000
0.005763205367
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
2386115.57000000
0.041126364109
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
1236979.30000000
PA
USD
1235654.74000000
0.021297370248
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
998439.05000000
0.017208792578
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
368114.64000000
PA
USD
361620.99000000
0.006232789681
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Fixed
0.02709860
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 1.007%/VAR 12/10/2024
06738EBQ7
1100000.00000000
PA
USD
1054213.30000000
0.018170100631
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
0.01007000
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
965652.09000000
PA
USD
891455.34000000
0.015364853807
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
1059943.17000000
0.018268858932
Long
ABS-CBDO
CORP
KY
N
2
2034-08-15
Variable
0.01944710
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 4/36 #745418
31403DDX4
11615.91680000
PA
USD
12543.59000000
0.000216197512
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 SFRIX+53 10/18/2024
883556CQ3
2411000.00000000
PA
USD
2390062.20000000
0.041194387026
Long
DBT
CORP
US
N
2
2024-10-18
Variable
0.01084151
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
360000.00000000
PA
USD
360392.76000000
0.006211620282
Long
ABS-CBDO
CORP
US
N
2
2023-09-20
Fixed
0.03410000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+130 02/25/2042 144A
35564KRE1
590421.35000000
PA
USD
583600.04000000
0.010058753247
Long
ABS-CBDO
USGA
US
N
2
2042-02-25
Variable
0.01884460
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 7/25 #890216
31410LAR3
2766.22550000
PA
USD
2815.39000000
0.000048525207
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
0.04500000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FIN II LLC 3.875% 12/15/2023 144A
07274NAE3
750000.00000000
PA
USD
756056.07000000
0.013031153064
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.03875000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 02/20/2052#
36179WXL7
1147204.86000000
PA
USD
1138112.23000000
0.019616157137
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
0.03500000
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
1835000.00000000
PA
USD
1835475.65000000
0.031635701491
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
17297.23400000
PA
USD
18968.57000000
0.000326936518
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.06000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2022-A
N/A
WORLD OMNI AUTO RECEIVABLES TRUST 2022-A 2.55% 09/15/2028
98164GAF7
600000.00000000
PA
USD
573810.54000000
0.009890024395
Long
ABS-CBDO
CORP
US
N
2
2028-09-15
Fixed
0.02550000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST 2022-1
N/A
OCTANE RECEIVABLES TRUST 2022-1A B 4.9% 05/22/2028 144A
67571EAC1
780000.00000000
PA
USD
775451.20000000
0.013365441641
Long
ABS-CBDO
CORP
US
N
2
2028-05-22
Fixed
0.04900000
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
1140590.94000000
0.019658879430
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
1150000.00000000
PA
USD
1141184.53000000
0.019669110367
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
134811.06000000
0.002323562533
Long
DBT
CORP
AU
N
2
2022-11-01
Fixed
0.03000000
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP 2.9% 03/15/2027
22822VAZ4
955000.00000000
PA
USD
900535.55000000
0.015521357552
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.02900000
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
596484.18000000
0.010280820376
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
4590205.95150000
PA
USD
4532656.70000000
0.078123495848
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01795000
N
N
N
N
N
N
TESLA 2020-A
N/A
TESLA 2020-A 0.68% 12/20/2023 144A
88167HAC0
2309649.08000000
PA
USD
2286445.19000000
0.039408475675
Long
ABS-CBDO
CORP
US
N
2
2023-12-20
Fixed
0.00680000
N
N
N
N
N
N
NXP BV/NXP FDG LLC
N/A
NXP BV/NXP FDG LLC 4.875% 03/01/2024
62947QBA5
750000.00000000
PA
USD
763149.75000000
0.013153417580
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
0.04875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 12/31/2023
91282CDR9
25000.00000000
PA
USD
24371.09000000
0.000420052713
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.00750000
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
712644.73000000
0.012282928377
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
2456.57160000
PA
USD
2519.73000000
0.000043429301
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Variable
0.02538000
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
903889.29000000
0.015579161597
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
23255.76090000
PA
USD
23714.06000000
0.000408728344
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
0.01861000
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
992695.17000000
0.017109792804
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.02305000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5.125% 05/13/2025 144A
92840VAL6
1210000.00000000
PA
USD
1217538.30000000
0.020985120784
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
0.05125000
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
271868.66000000
PA
USD
270466.77000000
0.004661683198
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
254422.18780000
PA
USD
268553.51000000
0.004628706829
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
0.05000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.08%/VAR 04/26/2026
46647PCZ7
1710000.00000000
PA
USD
1721264.59000000
0.029667194308
Long
DBT
CORP
US
N
2
2026-04-26
Variable
0.04080000
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
618322.54000000
PA
USD
609348.70000000
0.010502549340
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
1360000.00000000
PA
USD
1232045.46000000
0.021235161793
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
114009.72850000
PA
USD
120589.86000000
0.002078450244
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.05000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA GAS CO
XY0N0J73VHV5F4CUJV89
SOUTHERN CALIFORNIA GAS CO 2.95% 04/15/2027
842434CW0
815000.00000000
PA
USD
787715.98000000
0.013576833668
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.02950000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.737%/VAR 04/24/2024
61744YAQ1
5000000.00000000
PA
USD
5021530.45000000
0.086549575498
Long
DBT
CORP
US
N
2
2024-04-24
Variable
0.03737000
N
N
N
N
N
N
HYUNDAI CAP SVCS INC
549300MALMDAGL2ZJJ27
HYUNDAI CAP SVCS INC 2.125% 04/24/2025 144A
44920UAS7
380000.00000000
PA
USD
362382.76000000
0.006245919318
Long
DBT
CORP
KR
N
2
2025-04-24
Fixed
0.02125000
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
1158433.13000000
PA
USD
1100491.09000000
0.018967730580
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
481890.59290000
PA
USD
453940.94000000
0.007823988333
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
5590119.34000000
0.096349601118
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Variable
0.02144290
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC 3.125% 07/26/2024 144A
45262BAA1
1865000.00000000
PA
USD
1825188.72000000
0.031458399086
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
532190.74000000
PA
USD
503973.03000000
0.008686326259
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
1139747.00000000
0.019644333536
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
2767.29440000
PA
USD
3057.24000000
0.000052693661
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
8884.66000000
PA
USD
8874.54000000
0.000152958879
Long
ABS-CBDO
USGA
US
N
2
2050-12-25
Variable
0.01484460
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
1773113.09000000
0.030560839325
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.01725000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SOFR 0.731%/VAR 04/05/2024
61772BAA1
985000.00000000
PA
USD
964719.67000000
0.016627615573
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
829960.91000000
0.014304954466
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
177279.12000000
0.003055529132
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
10340096.21000000
0.178218761491
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
872.49260000
PA
USD
904.55000000
0.000015590549
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
7508026.50000000
0.129406067109
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
793370.76000000
0.013674297741
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
3222059.15000000
PA
USD
3202064.02000000
0.055189804066
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
1003648.72000000
0.017298584869
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03500000
N
N
N
N
N
N
MADISON PARK FUNDING XXXIII LTD
N/A
MADISON PARK FUNDING XXXIII LTD CME+129 10/15/2032 144A
55819JAN3
1910000.00000000
PA
USD
1863617.56000000
0.032120746914
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Variable
0.02136350
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
CARGILL INC 3.5% 04/22/2025 144A
141781BU7
740000.00000000
PA
USD
740205.45000000
0.012757956586
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 5/37 #888608
31410GGR8
7031.69380000
PA
USD
7744.74000000
0.000133485989
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
205838.02000000
PA
USD
209338.89000000
0.003608101602
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
6106062.45000000
0.105242240045
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.00560000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2021-5
N/A
VERUS SECURITIZATION TRUST 2021-5 1.373% 09/25/2066 144A
92538KAC7
436468.11000000
PA
USD
399021.33000000
0.006877410596
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
52245.48000000
PA
USD
55323.28000000
0.000953535271
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
9956119.60000000
0.171600657124
Long
DBT
CORP
GB
N
2
2024-02-09
Variable
0.01144430
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
9690550.40000000
0.167023386956
Long
DBT
CORP
IE
N
2
2023-09-29
Variable
0.01159907
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
533558.71000000
PA
USD
530986.96000000
0.009151930161
Long
ABS-CBDO
CORP
KY
N
2
2028-01-16
Variable
0.01844290
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
262169.69000000
PA
USD
242763.18000000
0.004184192525
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
519806.71000000
0.008959230764
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
3145000.00000000
PA
USD
3218441.63000000
0.055472083584
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
6028.52660000
PA
USD
6511.56000000
0.000112231272
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
180007.82100000
PA
USD
178632.18000000
0.003078850064
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
2628587.93000000
0.045305544149
Long
DBT
CORP
GB
N
2
2024-05-11
Variable
0.00695000
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
572950.59000000
0.009875202558
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.01510000
N
N
N
N
N
N
STACR TRUST 2018-HRP2
N/A
STACR TRUST 2018-HRP2 M2 1ML+125 02/25/2047 144A
35564AAK7
102190.33000000
PA
USD
102209.46000000
0.001761651246
Long
ABS-CBDO
USGA
US
N
2
2047-02-25
Variable
0.02255710
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC 3.5% 11/15/2024
14149YBA5
1180000.00000000
PA
USD
1184502.09000000
0.020415718691
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
437296.98000000
PA
USD
393175.11000000
0.006776646921
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
72996.74000000
PA
USD
72778.37000000
0.001254385907
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
40000.00000000
PA
USD
38959.38000000
0.000671492054
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
4958934.70000000
0.085470694140
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.00550000
N
N
N
N
N
N
BX TRUST
N/A
BX TRUST 0.8% 06/15/2023 144A
05608WAA2
1777000.00000000
PA
USD
1704751.27000000
0.029382575734
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.01545000
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
1760000.00000000
PA
USD
1727002.46000000
0.029766090494
Long
ABS-CBDO
CORP
US
N
2
2025-10-20
Fixed
0.01590000
N
N
N
N
N
N
TOWD PT MTG TR 2016-1
N/A
TPMT 2016-1 A3B 3% 02/25/2055 144A
89172EBJ2
15653.86790000
PA
USD
15631.64000000
0.000269422205
Long
ABS-CBDO
CORP
US
N
2
2055-02-25
Fixed
0.03000000
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
1535906.08000000
0.026472411260
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.01527330
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC 1.375% 09/29/2025
25243YBC2
680000.00000000
PA
USD
638138.25000000
0.010998757290
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
292880.31000000
0.005047996174
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02950000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 4.488/VAR 05/12/2026 144A
902613AM0
370000.00000000
PA
USD
373675.86000000
0.006440563764
Long
DBT
CORP
CH
N
2
2026-05-12
Variable
0.04488000
N
N
N
N
N
N
OBX 2020-EXP2 TR
N/A
OBX 2020-EXP2 TR 3% 05/25/2060 144A
67448VAG5
118840.29000000
PA
USD
115083.53000000
0.001983544811
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
1622231.38000000
0.027960287943
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
331412.11000000
0.005712118590
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
148962.70000000
PA
USD
150704.88000000
0.002597503593
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
249302.12000000
0.004296895711
Long
DBT
CORP
CH
N
2
2023-12-14
Variable
0.02997000
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
135008.69000000
PA
USD
129399.28000000
0.002230286735
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
7586628.44000000
0.130760826302
Long
ABS-CBDO
CORP
US
N
2
2024-03-20
Fixed
0.00600000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
GENUINE PARTS CO 1.75% 02/01/2025
372460AB1
410000.00000000
PA
USD
389296.49000000
0.006709796204
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.01750000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.875% 11/01/2022
6174824M3
8160000.00000000
PA
USD
8253983.70000000
0.142263159114
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
678298.51000000
PA
USD
630910.61000000
0.010874183880
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
3946367.26000000
0.068018388918
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Variable
0.01625000
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
3185121.39000000
PA
USD
3165831.98000000
0.054565319616
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
170487.30000000
0.002938467383
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
1403301.90000000
0.024186885840
Long
DBT
CORP
IL
N
2
2024-11-12
Fixed
0.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.757%/VAR 01/24/2025
38141GZH0
1115000.00000000
PA
USD
1084305.59000000
0.018688762212
Long
DBT
CORP
US
N
2
2025-01-24
Variable
0.01757000
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
9839520.00000000
0.169590981790
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.01315000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 7/41 #005115
36202FVG8
295511.40000000
PA
USD
309851.68000000
0.005340509559
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
242041.68910000
PA
USD
238819.27000000
0.004116216489
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
190501.89000000
0.003283432785
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
6142075.00000000
NS
USD
308086482.00000000
5.310085142254
Long
EC
RF
US
N
1
N
N
COLT FUNDING LLC
N/A
COLT FUNDING LLC 21-1 A2 1.167% 06/25/2066 144A
19688EAB4
542677.79000000
PA
USD
492118.18000000
0.008481999660
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
289993.75000000
0.004998244302
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/46#AL9107
3138ERDM9
387332.32300000
PA
USD
405092.48000000
0.006982051095
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04500000
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP 3.15% 07/15/2023
22822VAJ0
985000.00000000
PA
USD
986124.59000000
0.016996544281
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.03150000
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
976268.09000000
PA
USD
975531.01000000
0.016813956550
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
843866.98000000
PA
USD
928894.51000000
0.016010143983
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.06000000
N
N
N
N
N
N
SKY PLC
2138003TS48MQKF4BZ29
SKY PLC 3.75% 09/16/2024 144A
111013AL2
3870000.00000000
PA
USD
3909229.96000000
0.067378301681
Long
DBT
CORP
GB
N
2
2024-09-16
Fixed
0.03750000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+210 03/25/2042 144A
35564KTA7
1687299.24000000
PA
USD
1683782.74000000
0.029021168512
Long
ABS-CBDO
USGA
US
N
2
2042-03-25
Variable
0.02684460
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.00% 2/40 #004637
36202FEJ1
12534.42870000
PA
USD
13194.10000000
0.000227409505
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
1649274.00000000
0.028426386338
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
692000.00000000
PA
USD
636705.93000000
0.010974070257
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.01250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 10/01/2035#735912
31402RR92
23497.80160000
PA
USD
25361.21000000
0.000437118121
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
519045.89900000
PA
USD
508955.49000000
0.008772202428
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
22315.57240000
PA
USD
24195.71000000
0.000417029917
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
2473446.70000000
PA
USD
2464843.31000000
0.042483291553
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
1356451.42000000
0.023379385180
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
386017.67000000
PA
USD
385853.69000000
0.006650457147
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
1850000.00000000
PA
USD
1851076.87000000
0.031904599386
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
1561047.21000000
0.026905736150
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
1220000.00000000
PA
USD
1146796.66000000
0.019765839338
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
7356787.66000000
0.126799360343
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
2326743.82000000
0.040103050637
Long
ABS-CBDO
CORP
US
N
2
2025-12-15
Fixed
0.00340000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 3.375% 05/03/2024
025816CV9
825000.00000000
PA
USD
828084.36000000
0.014272610820
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
0.03375000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONN 2017-C04 2ED2 1ML+110 11/25/2029
30711XMZ4
1081878.45000000
PA
USD
1073011.70000000
0.018494104151
Long
ABS-CBDO
USGSE
US
N
2
2029-11-25
Variable
0.02105710
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP SOFR 1.343%/VAR 12/06/2024
14040HCK9
5000000.00000000
PA
USD
4825566.15000000
0.083171994271
Long
DBT
CORP
US
N
2
2024-12-06
Variable
0.01343000
N
N
N
N
N
N
BAIRD FDS INC
5493001CJOVRFMYFIJ62
Baird Short-Term Bond Inst
057071409
17922562.67700000
NS
USD
169009766.04000000
2.913001056452
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
572567.22830000
PA
USD
557131.33000000
0.009602546591
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
2194.14480000
PA
USD
2226.65000000
0.000038377863
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
228548.96400000
PA
USD
227815.73000000
0.003926562811
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.01955710
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
1644658.66000000
PA
USD
1622606.09000000
0.027966746331
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Variable
0.01875000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO FRN SOFR+93 03/04/2025
025816CR8
8000000.00000000
PA
USD
8041844.80000000
0.138606797388
Long
DBT
CORP
US
N
2
2025-03-04
Variable
0.01321296
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2052#
36179W2X5
623581.41000000
PA
USD
630935.80000000
0.010874618047
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
0.04000000
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
9982046.50000000
0.172047525307
Long
DBT
CORP
US
N
2
2023-04-06
Variable
0.00903282
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 2.976% 07/01/2035#1G0809
3128NC3S1
6138.64160000
PA
USD
6347.20000000
0.000109398413
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
2757417.17000000
PA
USD
2744167.23000000
0.047297633902
Long
ABS-CBDO
CORP
US
N
2
2025-12-22
Fixed
0.01780000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA GTD MTG PASS THRU CTF SOFR30A+200 22-R04 1M1 03/25/2042 144A
20753YCH3
717449.00000000
PA
USD
716313.42000000
0.012346160805
Long
ABS-CBDO
USGSE
US
N
2
2042-03-25
Variable
0.02584460
N
N
N
N
N
N
PSMC TRUST
N/A
PSMC TRUST 2.5% 05/25/2051 144A
69376CAC8
1058138.87000000
PA
USD
976174.48000000
0.016825047203
Long
ABS-CBDO
CORP
US
N
2
2051-05-25
Fixed
0.02500000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
AVNET INC 4.875% 12/01/2022
053807AR4
325000.00000000
PA
USD
329385.37000000
0.005677186314
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.04875000
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
743234.49000000
PA
USD
686127.40000000
0.011825883721
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
20138.84000000
PA
USD
20472.86000000
0.000352864004
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
500689.30000000
0.008629728885
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
1669264.84000000
0.028770942391
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Variable
0.02174710
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 10/31/2023
91282CDD0
10000000.00000000
PA
USD
9732812.50000000
0.167751803691
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.00375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 8/37 #995024
31416BLD8
55350.81200000
PA
USD
59638.31000000
0.001027907819
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
533674.95000000
PA
USD
552433.30000000
0.009521572771
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04500000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC 0.6% 08/15/2023
928563AG0
4644000.00000000
PA
USD
4504665.42000000
0.077641046638
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.00600000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TR 2022-N1
N/A
CARVANA AUTO RECEIVABLES TR 2022-N1 3.32% 12/11/2028 144A
14686GAD8
580000.00000000
PA
USD
569320.40000000
0.009812633704
Long
ABS-CBDO
CORP
US
N
2
2028-12-11
Fixed
0.03320000
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
5449820.15000000
0.093931446841
Long
DBT
CORP
US
N
2
2022-06-13
Variable
0.01080000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 3.375% 01/12/2023 144A
46115HBC0
7435000.00000000
PA
USD
7426185.73000000
0.127995484425
Long
DBT
CORP
IT
N
2
2023-01-12
Fixed
0.03375000
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
124067.05000000
PA
USD
120285.29000000
0.002073200768
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
0.00973000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 3.971%/VAR 03/30/2026 144A
853254CJ7
680000.00000000
PA
USD
671712.84000000
0.011577438738
Long
DBT
CORP
GB
N
2
2026-03-30
Variable
0.03971000
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
886120.17000000
0.015272898435
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
534.36890000
PA
USD
541.44000000
0.000009332095
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
341.48000000
PA
USD
344.11000000
0.000005930975
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
0.05000000
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
630000.35000000
PA
USD
629067.51000000
0.010842416767
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
4969994.01000000
PA
USD
4912823.17000000
0.084675929797
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
3060389.05000000
0.052747937262
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Variable
0.02104290
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE
B1V7KEBTPIMZEU4LTD58
CAS 2017-C05 1ED3 1ML+120 01/30
30711XQA5
324240.77000000
PA
USD
323932.13000000
0.005583195924
Long
ABS-CBDO
USGSE
US
N
2
2030-01-25
Variable
0.02205710
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
112736.72170000
PA
USD
111595.53000000
0.001923426701
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Fixed
0.03046000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 1ML+23 04/15/2033 144A
165183CT9
2524510.77000000
PA
USD
2497819.12000000
0.043051652610
Long
ABS-CBDO
CORP
US
N
2
2033-04-15
Variable
0.01104710
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
993430.19000000
0.017122461386
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
39220579.55800000
NS
USD
391813589.78000000
6.753180172390
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
399851.94000000
PA
USD
383393.95000000
0.006608061815
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 FRN SOFR+76 03/08/2024
37045XDF0
4061000.00000000
PA
USD
3990521.06000000
0.068779410420
Long
DBT
CORP
US
N
2
2024-03-08
Variable
0.01159051
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
311066.92670000
PA
USD
276004.68000000
0.004757132935
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
1527617.28000000
0.026329548018
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
2166.53970000
PA
USD
2383.90000000
0.000041088177
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
0.06000000
N
N
N
N
N
N
METLIFE SECURITIZATION TRUST 2017-1
N/A
METLIFE SECURITIZATION TR 2017-1 3% 04/25/2055 144A
59166BAA9
197661.84000000
PA
USD
194230.31000000
0.003347694701
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
10282467.72000000
0.177225494319
Long
DBT
CORP
NL
N
2
2024-03-11
Variable
0.00850080
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
318006.18000000
0.005481058047
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Variable
0.02775000
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
9349.76000000
PA
USD
9344.89000000
0.000161065689
Long
ABS-CBDO
USGSE
US
N
2
2048-10-25
Variable
0.01755710
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 2.625% 10/16/2024 144A
83368RAU6
365000.00000000
PA
USD
355419.98000000
0.006125910954
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
6989229.80000000
0.120464244571
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
666324.00000000
NS
USD
64833325.20000000
1.117447525229
Long
EC
RF
US
N
1
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
544065.93000000
0.009377355320
Long
ABS-MBS
CORP
US
N
2
2035-05-10
Variable
0.03517578
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.50% 10/38 #G05979
3128M76Q4
1968.47490000
PA
USD
2138.10000000
0.000036851642
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
0.05500000
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 12/16/2036 144A
07335YAA4
770000.00000000
PA
USD
741419.76000000
0.012778886065
Long
ABS-CBDO
CORP
KY
N
2
2036-12-16
Variable
0.02285570
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
444491.88000000
PA
USD
437610.79000000
0.007542526822
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
542048.50000000
PA
USD
537715.15000000
0.009267895203
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
2222.98000000
PA
USD
2433.75000000
0.000041947376
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.06000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR 2022-B
N/A
SANTANDER RETAIL AUTO LEASE TR 2022-B 3.85% 03/22/2027 144A
80287UAE9
445000.00000000
PA
USD
440884.55000000
0.007598952356
Long
ABS-CBDO
CORP
US
N
2
2027-03-22
Fixed
0.03850000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
WORKDAY INC 3.5% 04/01/2027
98138HAG6
525000.00000000
PA
USD
515062.24000000
0.008877456518
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 10/01/2024#AD0355
31418MMD1
7883.18840000
PA
USD
8004.38000000
0.000137961065
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 SFRIX+38 08/09/2023
22550UAD3
5000000.00000000
PA
USD
4980224.55000000
0.085837639536
Long
DBT
CORP
US
N
2
2023-08-09
Variable
0.01164436
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PERKINELMER INC 0.85% 09/15/2024
714046AL3
1290000.00000000
PA
USD
1212163.88000000
0.020892488912
Long
DBT
CORP
US
N
2
2024-09-15
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+220 05/25/2042 144A
35564KWS4
1520000.00000000
PA
USD
1515258.36000000
0.026116533422
Long
ABS-CBDO
USGA
US
N
2
2042-05-25
Variable
0.02550710
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL FUNDING
635400EVYITCJYWL2I50
PROTECTIVE LIFE GLOBAL FUNDING 3.218% 03/28/2025 144A
74368CBL7
715000.00000000
PA
USD
707289.80000000
0.012190632428
Long
DBT
CORP
US
N
2
2025-03-28
Fixed
0.03218000
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
768620.84590000
PA
USD
750282.78000000
0.012931646389
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
3781540.33000000
0.065177481955
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
1.11740000
PA
USD
1.13000000
0.000000019476
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
90592.59000000
PA
USD
95944.60000000
0.001653672019
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
955583.17000000
0.016470141631
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Variable
0.02645000
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
530445.40000000
0.009142595997
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
667335.50000000
0.011501992234
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
2377413.76000000
0.040976382352
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
0.01675000
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
57675.04030000
PA
USD
57385.83000000
0.000989084757
Long
ABS-CBDO
USGSE
US
N
2
2047-05-25
Variable
0.03846100
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
657559.11000000
0.011333489342
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Variable
0.02475000
N
N
N
N
N
N
PSMC 2021-1 TR
N/A
PSMC 2021-1 TR VAR 03/25/2051 144A
693650AL7
1365064.62000000
PA
USD
1282644.20000000
0.022107266326
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
6469666.60000000
0.111509210871
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
22990.43590000
PA
USD
22951.46000000
0.000395584401
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
510534.30000000
0.008799414318
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.02850000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC CP .0051 06/01/2022
88355MF10
8000000.00000000
PA
USD
7999780.80000000
0.137881795045
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.00510000
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
9964802.00000000
0.171750304337
Long
DBT
CORP
CA
N
2
2023-06-02
Variable
0.00585840
N
N
N
N
N
N
HILTON GRAND VACATIONS TR 2017-A
N/A
HGVT 17-AA A 2.66% 12/28
43283AAA3
114267.54300000
PA
USD
112590.36000000
0.001940573289
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 5.00% 6/24 #995957
31416CME3
16800.14500000
PA
USD
17024.58000000
0.000293430496
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
1099649.98000000
0.018953233464
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
14189.19660000
PA
USD
14827.86000000
0.000255568496
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
443559.06000000
PA
USD
444003.24000000
0.007652705151
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
2608785.45000000
PA
USD
2585756.14000000
0.044567308410
Long
ABS-CBDO
CORP
US
N
2
2024-04-22
Fixed
0.00290000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 1/36 #003805
36202EGN3
6787.11500000
PA
USD
7106.86000000
0.000122491683
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
668357.04000000
PA
USD
620919.86000000
0.010701986343
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
523210.90000000
PA
USD
478714.53000000
0.008250978415
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
253775.39000000
PA
USD
251723.69000000
0.004338633157
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
4583420.71000000
0.078998448925
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
604551.34000000
0.010419863498
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.01000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.7% 05/15/2027
91324PEG3
700000.00000000
PA
USD
707053.20000000
0.012186554462
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03700000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
HASBRO INC 3% 11/19/2024
418056AX5
1915000.00000000
PA
USD
1905709.42000000
0.032846229444
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
385400.04000000
0.006642638174
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
1631730.45000000
PA
USD
1562272.25000000
0.026926850568
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.01575000
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
1772699.22000000
0.030553705987
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Variable
0.02225000
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
1240000.00000000
PA
USD
1224506.20000000
0.021105217395
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Variable
0.02194860
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026
14040HCM5
1150000.00000000
PA
USD
1108565.59000000
0.019106900213
Long
DBT
CORP
US
N
2
2026-03-03
Variable
0.02636000
N
N
N
N
N
N
CONNECTICUT AVE SECS TR 2022-R05
N/A
CONNECTICUT AVE SECS TR 2022-R05 SOFR30A+190 04/25/2042 144A
20754DAA5
1299980.66000000
PA
USD
1294538.81000000
0.022312278216
Long
ABS-CBDO
CORP
US
N
2
2042-04-25
Variable
0.02484460
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
569575.39000000
PA
USD
562215.79000000
0.009690180801
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Variable
0.03658509
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2050#BT2983
3617MRJ47
26396.72000000
PA
USD
26829.71000000
0.000462428742
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
3759267.91000000
0.064793601280
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
0.02850000
N
N
N
N
N
N
BSPRT 2022-FL8 ISSUER LTD / BSPRT 2022-FL8 CO-ISSUER LLC
N/A
BSPRT 2022-FL8 ISSUER LTD / BSPRT 2022-FL8 CO-ISSUER LLC SOFR30A+150 02/15/2037 144A
055983AA8
1510000.00000000
PA
USD
1478624.01000000
0.025485114879
Long
ABS-CBDO
CORP
KY
N
2
2037-02-15
Variable
0.01767030
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
278178.46930000
PA
USD
274999.06000000
0.004739800374
Long
ABS-CBDO
CORP
US
N
2
2034-12-20
Fixed
0.02420000
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
579029.26000000
0.009979972670
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
2084540.21000000
PA
USD
2065230.91000000
0.035595693453
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
1161756.83000000
0.020023688289
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
587098.63000000
0.010119053883
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
2000000.00000000
PA
USD
2099397.66000000
0.036184581191
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
10001405.80000000
0.172381196329
Long
DBT
CORP
US
N
2
2023-07-24
Variable
0.02905000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 1.167% 02/04/2023
097023DD4
2790000.00000000
PA
USD
2752397.11000000
0.047439481617
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
6972728.84000000
0.120179839030
Long
DBT
CORP
CA
N
2
2023-08-15
Variable
0.00900000
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
3183971.60000000
0.054877968604
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Variable
0.02136290
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
9972698.50000000
0.171886406015
Long
DBT
CORP
US
N
2
2023-02-22
Variable
0.01774860
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
376822.02000000
PA
USD
352269.50000000
0.006071610237
Long
ABS-CBDO
CORP
US
N
2
2066-02-25
Fixed
0.01031000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 05/01/2040#AL0474
3138EGQ49
544954.94760000
PA
USD
591322.11000000
0.010191848503
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.05500000
N
N
N
N
N
N
BMW VEH OWNER TR 2022-A
N/A
BMW VEH OWNER TR 2022-A SOFR30A+95 12/26/2024
05602RAC5
5000000.00000000
PA
USD
4993591.00000000
0.086068019614
Long
ABS-CBDO
CORP
US
N
2
2024-12-26
Variable
0.01300000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 0.875% 06/14/2024 144A
44891ABV8
1035000.00000000
PA
USD
977932.63000000
0.016855350143
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.00875000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC FRN SOFR+40 02/17/2023
29250NBD6
1892000.00000000
PA
USD
1887913.28000000
0.032539500574
Long
DBT
CORP
CA
N
2
2023-02-17
Variable
0.01185130
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.50% 2/23 #889327
31410KA46
100.10260000
PA
USD
100.64000000
0.000001734600
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
2672117.54400000
PA
USD
2660297.43000000
0.045852079472
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
593153.32000000
0.010223410683
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
174278.55670000
PA
USD
171346.51000000
0.002953276466
Long
ABS-CBDO
CORP
US
N
2
2028-12-26
Fixed
0.02960000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2048#MA3468
31418C2A1
55784.74000000
PA
USD
57396.89000000
0.000989275384
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
810014.76000000
PA
USD
787709.55000000
0.013576722843
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.02575000
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
498106.95000000
0.008585220283
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
375051.39000000
0.006464271981
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
1275862.51000000
0.021990379175
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
0.01200000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 2.7% 06/15/2022
855244AG4
435000.00000000
PA
USD
435186.71000000
0.007500746114
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.02700000
N
N
N
N
N
N
APT PIPELINES LTD
261700SS8OEHDOCOUJ33
APT PIPELINES LTD 4.2% 03/23/2025 144A
00205GAB3
1895000.00000000
PA
USD
1901276.49000000
0.032769824808
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
2992184.55000000
0.051572385190
Long
DBT
CORP
US
N
2
2023-06-10
Variable
0.00665700
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
1543737.04000000
0.026607383311
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Variable
0.02034290
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-2
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-2 2.93% 10/21/2024
36266FAB5
3401000.00000000
PA
USD
3395198.23000000
0.058518606720
Long
ABS-CBDO
CORP
US
N
2
2024-10-21
Fixed
0.02930000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 2.9% 05/15/2025
29278NAP8
255000.00000000
PA
USD
248448.18000000
0.004282177460
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
5009235.70000000
0.086337666917
Long
DBT
CORP
CA
N
2
2022-12-01
Variable
0.01053000
N
N
N
N
N
N
SLM STUDENT LN TR
GX18J72G8XB30P3MQA62
SLM STUDENT LN TR 3ML+47 12/27
78442GJG2
133806.65620000
PA
USD
133780.20000000
0.002305794943
Long
ABS-CBDO
CORP
US
N
2
2027-12-15
Variable
0.01296000
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
239855.18000000
PA
USD
218936.52000000
0.003773523441
Long
ABS-CBDO
CORP
US
N
2
2050-08-25
Fixed
0.02500000
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
1300867.27000000
PA
USD
1210670.47000000
0.020866748950
Long
ABS-CBDO
CORP
US
N
2
2051-10-25
Variable
0.02500000
N
N
N
N
N
N
BINOM SECURITIZATION TRUST 2021-INV1
N/A
BINOM SECURITIZATION TRUST 2021-INV1 A3 2.625% 06/25/2056 144A
05552UAC8
402918.12000000
PA
USD
377494.31000000
0.006506377410
Long
ABS-CBDO
CORP
US
N
2
2056-06-25
Fixed
0.02625000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 3.625% 04/15/2025
053332AY8
485000.00000000
PA
USD
485371.47000000
0.008365715414
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
73051.83000000
PA
USD
76704.02000000
0.001322047219
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
0.05000000
N
N
N
N
N
N
CYTEC INDUSTRIES INC
549300CC16G1Y2NHCH33
CYTEC INDUSTRIES INC 3.5% 04/01/2023
232820AJ9
919000.00000000
PA
USD
917491.65000000
0.015813607747
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
2502226.85000000
PA
USD
2471844.81000000
0.042603967283
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Variable
0.02182710
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
125844.49000000
PA
USD
125022.25000000
0.002154845574
Long
ABS-CBDO
CORP
US
N
2
2048-06-25
Fixed
0.04000000
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
117937.83000000
PA
USD
109046.49000000
0.001879492221
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
186809.00000000
PA
USD
179050.04000000
0.003086052172
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
0.01733000
N
N
N
N
N
N
SCHWAB CHARLES CORP
549300VSGCJ7E698NM85
SCHWAB CHARLES CORP 2.45% 03/03/2027
808513BY0
2155000.00000000
PA
USD
2049761.57000000
0.035329068602
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
0.02450000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP FRN SFRIX+42 02/14/2024
855244BB4
4193000.00000000
PA
USD
4194172.87000000
0.072289491237
Long
DBT
CORP
US
N
2
2024-02-14
Variable
0.01205393
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL 3.125% 11/15/2022
281020AP2
650000.00000000
PA
USD
648885.43000000
0.011183992424
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
2530000.00000000
PA
USD
2572232.63000000
0.044334221294
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
394325.00000000
0.006796466077
Long
DBT
CORP
KY
N
2
2024-11-05
Fixed
0.02875000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
QORVO INC 1.75% 12/15/2024 144A
74739DAA2
510000.00000000
PA
USD
484897.80000000
0.008357551381
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.01750000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY FRN SOFR+116.5 04/17/2025
61747YEP6
5000000.00000000
PA
USD
5001550.00000000
0.086205198523
Long
DBT
CORP
US
N
2
2025-04-17
Variable
0.01772883
N
N
N
N
N
N
GMCAR 2020-1
N/A
GMCAR 2020-2 A3 1.49% 12/16/2024
36258VAD6
192885.67000000
PA
USD
191762.75000000
0.003305164585
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
24577.94000000
PA
USD
25783.66000000
0.000444399341
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
0.05000000
N
N
N
N
N
N
BINOM SECURITIZATION TRUST 2021-INV1
N/A
BINOM SECURITIZATION TRUST 2021-INV1 A2 2.37% 06/25/2056 144A
05552UAB0
1284301.50000000
PA
USD
1205127.14000000
0.020771205796
Long
ABS-CBDO
CORP
US
N
2
2056-06-25
Fixed
0.02370000
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
9843532.50000000
0.169660140023
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
184248.49000000
PA
USD
182982.28000000
0.003153827068
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Fixed
0.03000000
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
3708696.17000000
0.063921962111
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
1784375.86000000
0.030754961012
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
0.01750000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 2.875% 06/01/2026
126650CU2
475000.00000000
PA
USD
460534.14000000
0.007937626728
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.02875000
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
920399.98000000
PA
USD
922113.03000000
0.015893260451
Long
ABS-CBDO
CORP
US
N
2
2032-04-15
Variable
0.02374710
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
4978482.75000000
0.085807618400
Long
DBT
CORP
US
N
2
2024-03-16
Variable
0.01023795
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 08/01/2037#AD0762
31418MZ47
60357.06030000
PA
USD
65021.45000000
0.001120689987
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
464548.65160000
PA
USD
432195.90000000
0.007449197420
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 SFRIX+45 10/26/2023
78015K7K4
15000000.00000000
PA
USD
14976702.45000000
0.258133900077
Long
DBT
CORP
CA
N
2
2023-10-26
Variable
0.01066603
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
4683623.65000000
PA
USD
4630965.20000000
0.079817911331
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Variable
0.01725000
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
446180.28000000
0.007690227952
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
600695.74000000
0.010353409546
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
179958.03000000
0.003101702012
Long
DBT
CORP
US
N
2
2023-02-20
Fixed
0.03250000
N
N
N
N
N
N
KEYBANK NATL ASSN
HUX2X73FUCYHUVH1BK78
KEYBANK NATL ASSN FRN SOFR+34 01/03/2024
49327M3B8
6000000.00000000
PA
USD
5960887.50000000
0.102740048647
Long
DBT
CORP
US
N
2
2024-01-03
Variable
0.01120000
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
1450000.00000000
PA
USD
1455000.86000000
0.025077953432
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
1057094.09000000
0.018219753053
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
446681.35000000
0.007698864242
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
654952.71000000
0.011288566222
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
256249.79000000
PA
USD
254344.42000000
0.004383803264
Long
ABS-CBDO
USGA
US
N
2
2033-08-25
Variable
0.01384460
N
N
N
N
N
N
METROPOLITAN WEST FDS
549300APUP7QV16M4J34
Metropolitan West Low Duration Bd M
592905202
28965335.84000000
NS
USD
245915701.28000000
4.238528425969
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
661367.21000000
0.011399124598
Long
ABS-CBDO
USGA
US
N
2
2033-10-25
Variable
0.02684460
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
336688.91000000
PA
USD
334193.71000000
0.005760061404
Long
ABS-CBDO
USGA
US
N
2
2033-08-25
Variable
0.01284460
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC 3.8% 10/01/2023
337738AQ1
2340000.00000000
PA
USD
2365151.75000000
0.040765038067
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
0.03800000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
TOTAL CAP INTL 2.434% 01/10/2025
89153VAS8
95000.00000000
PA
USD
93301.22000000
0.001608111523
Long
DBT
CORP
FR
N
2
2025-01-10
Fixed
0.02434000
N
N
N
N
N
N
NEW RESIDENTIAL MTG LN TR 2021-INV2
N/A
NEW RESIDENTIAL MTG LN TR 2021-INV2 2.5% 09/25/2051 144A
64831GAG0
1696279.97000000
PA
USD
1564884.60000000
0.026971876240
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Fixed
0.02500000
N
N
N
N
N
N
HEALTH CARE SVCS CORP
549300TMJ1FKCKECR148
HEALTH CARE SVCS CORP 1.5% 06/01/2025 144A
42218SAD0
1800000.00000000
PA
USD
1694456.50000000
0.029205138201
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
7078521.52000000
0.122003249569
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
484705.51000000
0.008354237129
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
0.04500000
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
446865.81000000
PA
USD
400162.48000000
0.006897079111
Long
ABS-CBDO
CORP
US
N
2
2066-09-25
Fixed
0.01714000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/50#RA2607
3133KH3Q7
140741.91000000
PA
USD
143885.65000000
0.002479969414
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
0.04500000
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
3197192.33000000
PA
USD
3154145.33000000
0.054363892062
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
9524563.20000000
0.164162481931
Long
DBT
CORP
US
N
2
2022-12-02
Fixed
0.02650000
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
518763.40000000
PA
USD
457758.95000000
0.007889794395
Long
ABS-CBDO
CORP
US
N
2
2056-09-25
Fixed
0.01516000
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
1756166.00000000
0.030268744423
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
14263.52350000
PA
USD
14511.60000000
0.000250117535
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
279721.54000000
PA
USD
296224.83000000
0.005105641306
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
560045.51000000
0.009652774514
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
0.02650000
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
1867216.67000000
PA
USD
1847179.57000000
0.031837426705
Long
ABS-CBDO
CORP
KY
N
2
2028-01-18
Variable
0.01844290
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.2% 05/14/2026
00287YAY5
175000.00000000
PA
USD
172271.18000000
0.002969213798
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
6942995.46000000
0.119667363512
Long
DBT
CORP
US
N
2
2023-01-10
Variable
0.01268860
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
317824.62000000
PA
USD
291314.96000000
0.005021016276
Long
ABS-CBDO
CORP
US
N
2
2066-06-25
Variable
0.00931000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2052#
3140QM4V3
900515.79000000
PA
USD
829863.48000000
0.014303275192
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
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
1449000.00000000
PA
USD
1454244.73000000
0.025064921004
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
2132634.39000000
0.036757439387
Long
DBT
CORP
US
N
2
2024-02-26
Fixed
0.00600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545759
31385JJC3
28581.19800000
PA
USD
31419.01000000
0.000541528525
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
9420.11810000
PA
USD
9249.79000000
0.000159426574
Long
ABS-CBDO
CORP
US
N
2
2044-07-25
Variable
0.01893791
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 12ML+1.8 4/38 #956679
31413VJY4
13660.82000000
PA
USD
14097.20000000
0.000242975062
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Variable
0.03117000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 4.448% 03/16/2028
05530QAP5
1985000.00000000
PA
USD
1930707.25000000
0.033277084459
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
0.04448000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.099/VAR 06/04/2026
404280CG2
645000.00000000
PA
USD
606121.55000000
0.010446927162
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
24109158.50800000
NS
USD
232412288.02000000
4.005787691432
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
573150.41000000
0.009878646595
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.02025000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
95000U2V4
735000.00000000
PA
USD
714563.96000000
0.012316007643
Long
DBT
CORP
US
N
2
2028-03-24
Variable
0.03526000
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
484375.00000000
0.008348540559
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
1234697.82000000
0.021280877066
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
2260282.92000000
PA
USD
2237996.30000000
0.038573425305
Long
ABS-CBDO
CORP
US
N
2
2025-01-10
Fixed
0.00380000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+35 06/13/2023
89236TJS5
5000000.00000000
PA
USD
4992214.40000000
0.086044292954
Long
DBT
CORP
US
N
2
2023-06-13
Variable
0.01130000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.50% 2/23 #995431
31416BY44
16.09880000
PA
USD
16.11000000
0.000000277667
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
13110840.84000000
0.225974475397
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
10441000.00000000
PA
USD
10453497.77000000
0.180173316377
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
1175285.77000000
0.020256868995
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
2433.91450000
PA
USD
2428.78000000
0.000041861715
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
803829.68000000
0.013854564513
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
0.03550000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 0.0% 05/01/2037#1G1921
3128QSD29
2499.50900000
PA
USD
2582.64000000
0.000044513599
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Variable
0.02921000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2051#MA4467
31418D6D9
2190066.27000000
PA
USD
2095124.93000000
0.036110937713
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
1000000.00000000
PA
USD
968883.76000000
0.016699386565
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
0.02875000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.162%/VAR 11/22/2024
404280CW7
750000.00000000
PA
USD
722965.58000000
0.012460815417
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
380829.54000000
PA
USD
377280.32000000
0.006502689143
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
773024.26000000
0.013323611639
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
1863187.08000000
PA
USD
1845616.29000000
0.031810482485
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
894300.36000000
0.015413889708
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.01050000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST LLC
N/A
ANGEL OAK MORTGAGE TRUST LLC VAR 01/25/2067 144A
03464PAA5
1915361.83000000
PA
USD
1870217.90000000
0.032234508372
Long
ABS-CBDO
CORP
US
N
2
2067-01-25
Variable
0.03353000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 3.7% 01/15/2023
969457BU3
2205000.00000000
PA
USD
2215103.44000000
0.038178850915
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
1518967.95000000
0.026180470790
Long
ABS-MBS
CORP
US
N
2
2032-04-15
Variable
0.02163710
N
N
N
N
N
N
CREDIT AGRICOLE SA LONDON BRANCH
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA LONDON BRH FRN 3ML+102 04/24/2023 144A
22535WAF4
675000.00000000
PA
USD
677777.08000000
0.011681960139
Long
DBT
CORP
GB
N
2
2023-04-24
Variable
0.02204000
N
N
N
N
N
N
AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP
RDKVCX5HITZ2GPIR7153
AMERICAN CAMPUS CMNTYS OP PRTNRSHP LP 4.125% 07/01/2024
024836AB4
2000000.00000000
PA
USD
2027330.02000000
0.034942445211
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.04125000
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
914922.21000000
0.015769321659
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
460744.73000000
0.007941256394
Long
ABS-CBDO
CORP
US
N
2
2050-02-25
Fixed
0.02408000
N
N
N
N
N
N
DEVON ENERGY CORP NEW
54930042348RKR3ZPN35
DEVON ENERGY CORP 8.25% 08/01/2023
25179MBB8
525000.00000000
PA
USD
551897.37000000
0.009512335645
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.08250000
N
N
N
N
N
N
NLT 2021-INV2 TRUST
N/A
NLT 2021-INV2 TRUST 1.52% 08/25/2056 144A
62917JAC4
442909.99000000
PA
USD
404066.70000000
0.006964371063
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
403710.30000000
0.006958228260
Long
ABS-CBDO
CORP
US
N
2
2026-08-18
Fixed
0.01060000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW FRN SOFR+132 04/25/2026
95000U2Y8
6000000.00000000
PA
USD
5999580.00000000
0.103406940839
Long
DBT
CORP
US
N
2
2026-04-25
Variable
0.01927692
N
N
N
N
N
N
OBX 2019-EXP2 TR
N/A
OBX 2019-EXP2 TR 1ML+120 07/25/2059 144A
67113KAL2
266018.98000000
PA
USD
263531.01000000
0.004542140543
Long
ABS-CBDO
CORP
US
N
2
2059-06-25
Variable
0.02205710
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.00% 6/35 #735591
31402RF87
11234.37580000
PA
USD
11885.63000000
0.000204857113
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
26195.93850000
PA
USD
26598.67000000
0.000458446607
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
2760637.49000000
0.047581510307
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
331681.82000000
PA
USD
326946.60000000
0.005635152414
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
2042622.43000000
PA
USD
1882048.61000000
0.032438418901
Long
ABS-CBDO
CORP
US
N
2
2054-09-15
Fixed
0.01600000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.841%/VAR 04/25/2025
06051GKS7
815000.00000000
PA
USD
818502.87000000
0.014107467165
Long
DBT
CORP
US
N
2
2025-04-25
Variable
0.03841000
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
249024.81000000
PA
USD
249020.80000000
0.004292046965
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
4595000.00000000
PA
USD
4508018.40000000
0.077698837584
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
210871.72000000
PA
USD
195006.58000000
0.003361074255
Long
ABS-CBDO
CORP
US
N
2
2050-04-25
Fixed
0.02500000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC 2.125% 03/17/2024
609207AZ8
815000.00000000
PA
USD
802432.95000000
0.013830490899
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
0.02125000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3ML+65 11/21/2022
00287YBP3
7100000.00000000
PA
USD
7104430.68000000
0.122449811991
Long
DBT
CORP
US
N
2
2022-11-21
Variable
0.02154860
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE 1ML+135 09/25/2029
30711XHT4
57129.44610000
PA
USD
56854.76000000
0.000979931395
Long
ABS-CBDO
USGSE
US
N
2
2029-09-25
Variable
0.02355710
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 3.95% 01/11/2023 144A
853254AJ9
1840000.00000000
PA
USD
1846057.57000000
0.031818088254
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
1324542.60000000
PA
USD
1249636.93000000
0.021538363034
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
1846434.00000000
PA
USD
1838171.02000000
0.031682158070
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
0.04080000
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
1338469.84000000
0.023069460122
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Variable
0.02094290
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.00% 3/23 #890121
31410K4E1
155.55400000
PA
USD
156.25000000
0.000002693077
Long
ABS-MBS
USGSE
US
N
2
2023-03-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 2/35 #G01777
31283H6N0
54436.85560000
PA
USD
59607.13000000
0.001027370410
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
3360453.75000000
0.057919761403
Long
DBT
CORP
US
N
2
2023-06-15
Variable
0.01326000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 1.75% 01/13/2026
254687FV3
790000.00000000
PA
USD
749099.20000000
0.012911246563
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
0.01750000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 3% 06/20/2022 144A
44891ABA4
1060000.00000000
PA
USD
1060255.07000000
0.018274234746
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
7053978.17000000
0.121580227834
Long
DBT
CORP
CA
N
2
2023-06-23
Fixed
0.00950000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE CAPITAL US LLC
549300N8C3A3L0UVQB07
GSK CONSUMER HEALTHCARE CAPITAL US LLC FRN SOFR+89 03/24/2024 144A
36264GAB5
3555000.00000000
PA
USD
3556457.55000000
0.061298023440
Long
DBT
CORP
US
N
2
2024-03-24
Floating
0.01435150
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
636905.00000000
0.010977501367
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
823540.77000000
0.014194298881
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
200000.00000000
PA
USD
201591.14000000
0.003474563734
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
742956.69970000
PA
USD
734887.97000000
0.012666306114
Long
ABS-CBDO
CORP
US
N
2
2039-02-25
Fixed
0.04220000
N
N
N
N
N
N
TAKE-TWO INTERACTV SOFTWR INC
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTV SOFTWR INC 3.55% 04/14/2025
874054AF6
320000.00000000
PA
USD
318086.63000000
0.005482444659
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
0.03550000
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
3334018.00000000
NS
USD
167167662.52000000
2.881251119004
Long
EC
RF
US
N
1
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
1005528.29000000
0.017330980568
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.01824710
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
190023.86200000
PA
USD
183593.53000000
0.003164362387
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
440496.91000000
PA
USD
404723.76000000
0.006975695949
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
796916.00000000
0.013735402422
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Variable
0.02774860
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
1061206.66000000
0.018290636062
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
0.03177097
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 1/38 #961181
31414BJ27
2704.76080000
PA
USD
2930.62000000
0.000050511277
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
0.05500000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT SEP22 FVU2
N/A
-220.00000000
NC
USD
-76839.34000000
-0.00132437955
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UST NOTES
UST NOTES 0% 06/30/2040
2022-09-30
-24772848.16000000
USD
-76839.34000000
N
N
N
DAE FDG LLC
635400SZTPQL3Y1P2C76
DAE FDG LLC 1.55% 08/01/2024 144A
23371DAJ3
465000.00000000
PA
USD
433031.25000000
0.007463595260
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
392837.51680000
PA
USD
385817.04000000
0.006649825459
Long
ABS-CBDO
CORP
US
N
2
2030-03-25
Fixed
0.02690000
N
N
N
N
N
N
PALMER SQUARE CLO 2020-3 LTD
N/A
PALMER SQUARE CLO 2020-3A A1AR LTD 3ML+108 11/15/2031 144A
69701RAL1
2570000.00000000
PA
USD
2533069.10000000
0.043659210572
Long
ABS-CBDO
CORP
KY
N
2
2031-11-15
Variable
0.02491290
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST
N/A
SMB PRIVATE EDUCATION LOAN TRUST 1ML+ 09/15/2034 144A
78449KAC4
528255.80000000
PA
USD
528048.04000000
0.009101275828
Long
ABS-CBDO
CORP
US
N
2
2034-09-15
Variable
0.01974710
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
696531.15000000
0.012005199600
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
427996.65000000
PA
USD
397515.76000000
0.006851461048
Long
ABS-CBDO
CORP
US
N
2
2066-05-25
Fixed
0.01068000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.9% 02/01/2024
29273RAY5
620000.00000000
PA
USD
628912.52000000
0.010839745407
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
2569513.35000000
PA
USD
2549727.84000000
0.043946335561
Long
ABS-CBDO
CORP
US
N
2
2029-08-20
Variable
0.01207290
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 2YR NOTE (CBT) FUT SEP22 TUU2
N/A
697.00000000
NC
USD
-66333.49000000
-0.00114330391
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2022-09-30
147204122.55000000
USD
-66333.49000000
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3
N/A
BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 1.699% 04/25/2060 144A
105690AA9
712097.80000000
PA
USD
691347.91000000
0.011915862848
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
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
89652.90000000
PA
USD
89544.04000000
0.001543353909
Long
ABS-CBDO
CORP
US
N
2
2059-02-25
Fixed
0.04500000
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS CLO 26
549300P0MOXZPIM3AS61
NEUBERGER BERMAN LOAN ADVISERS CLO 26 3ML+92 10/18/2030 144A
64131QAJ9
825000.00000000
PA
USD
815962.13000000
0.014063675741
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Variable
0.01964290
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 2% 09/13/2024
828807DG9
380000.00000000
PA
USD
369827.42000000
0.006374233219
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
1510940.49000000
0.026042111924
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
4991289.95000000
0.086028359414
Long
DBT
CORP
US
N
2
2023-02-23
Variable
0.02254860
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 3.875% 06/18/2026
62954HAZ1
475000.00000000
PA
USD
468795.55000000
0.008080017885
Long
DBT
CORP
NL
N
2
2026-06-18
Fixed
0.03875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 01/01/2052#RA6623
3133KNLC5
999442.29000000
PA
USD
924151.70000000
0.015928398349
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+62 03/22/2024
89236TJY2
5000000.00000000
PA
USD
4999597.60000000
0.086171547549
Long
DBT
CORP
US
N
2
2024-03-22
Variable
0.01141323
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP 0.737% 03/15/2023
03073EAS4
1855000.00000000
PA
USD
1829222.01000000
0.031527915649
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
155248.56000000
PA
USD
144652.40000000
0.002493184884
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
1068359.71000000
PA
USD
1039985.14000000
0.017924868381
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
6942563.98000000
0.119659926654
Long
DBT
CORP
US
N
2
2023-01-13
Variable
0.01113790
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 2.95% 11/21/2026
00287YBV0
2215000.00000000
PA
USD
2152877.02000000
0.037106335217
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
0.02950000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
SWEDBANK AB 0.6% 09/25/2023 144A
87020PAL1
500000.00000000
PA
USD
484539.35000000
0.008351373246
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
14040.90730000
PA
USD
14256.74000000
0.000245724845
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
265.23960000
PA
USD
267.28000000
0.000004606756
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 FRN SOFR+22 02/02/2023 144A
64952WDZ3
10000000.00000000
PA
USD
9975800.00000000
0.171939862528
Long
DBT
CORP
US
N
2
2023-02-02
Variable
0.00899287
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO FRN SOFR+0 12/02/2022
842400HL0
10000000.00000000
PA
USD
9990884.20000000
0.172199849224
Long
DBT
CORP
US
N
2
2022-12-02
Variable
0.01250761
N
N
N
N
N
N
SCHLUMBERGER HOLDINGS CORPORATION
529900IKZG65COT1D505
SCHLUMBERGER HOLDINGS CORPORATION 3.75% 05/01/2024 144A
806851AJ0
1515000.00000000
PA
USD
1529415.60000000
0.026360543316
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03750000
N
N
N
N
N
N
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
N/A
BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 1.231% 12/15/2023
05724BAB5
1215000.00000000
PA
USD
1186213.95000000
0.020445223790
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.01231000
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
740312.24000000
0.012759797186
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
578672.45000000
PA
USD
533847.96000000
0.009201241489
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
691526.63000000
0.011918943212
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.03079000
N
N
N
N
N
N
SANTANDER BANK NA - SBCLN
N/A
SANTANDER BANK NA - SBCLN 1.833% 12/15/2031 144A
80290CAE4
227848.46000000
PA
USD
222263.19000000
0.003830860916
Long
ABS-CBDO
CORP
US
N
2
2031-12-15
Fixed
0.01833000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 04/30/2023
91282CBX8
715000.00000000
PA
USD
702264.06000000
0.012104010298
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
190952.93050000
PA
USD
202451.56000000
0.003489393672
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
757948.69000000
PA
USD
735042.27000000
0.012668965582
Long
ABS-MBS
CORP
US
N
2
2031-06-15
Variable
0.02975000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.60% 6/38 #1G2860
3128QTE91
13795.23280000
PA
USD
14252.36000000
0.000245649353
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Variable
0.02128000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 03/48#BE6823
3617G1SL3
85157.94000000
PA
USD
86767.70000000
0.001495501755
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
2695.10790000
PA
USD
2776.65000000
0.000047857497
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
0.02558000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE FRN SOFR+47 04/23/2024
74460WAB3
495000.00000000
PA
USD
494188.67000000
0.008517685998
Long
DBT
CORP
US
N
2
2024-04-23
Variable
0.01077692
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 08/01/2026#AL2852
3138EKE27
7281.71660000
PA
USD
7411.15000000
0.000127736333
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
14747.97180000
PA
USD
15609.84000000
0.000269046466
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
260819.45000000
PA
USD
244086.21000000
0.004206995869
Long
ABS-CBDO
CORP
US
N
2
2037-11-20
Fixed
0.01340000
N
N
N
N
N
N
HOME PARTNERS AMER 2022-1 TR
N/A
HOME PARTNERS AMER 2022-1 TR 3.93% 04/17/2039 144A
43730NAA4
1983870.17000000
PA
USD
1964372.30000000
0.033857325048
Long
ABS-CBDO
CORP
US
N
2
2039-04-17
Fixed
0.03930000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE GAS INC FRN 3ML+61 03/11/2023
68235PAK4
2500000.00000000
PA
USD
2494357.33000000
0.042991986248
Long
DBT
CORP
US
N
2
2023-03-11
Variable
0.01355000
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
748481.53000000
0.012900600590
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Variable
0.02025000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC 3.6% 05/09/2024
21036PBM9
965000.00000000
PA
USD
972828.22000000
0.016767372081
Long
DBT
CORP
US
N
2
2024-05-09
Fixed
0.03600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 12ML+1.6 5/38 #979931
31414YEC0
7930.38930000
PA
USD
8201.13000000
0.000141352188
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
481810.90000000
0.008304346509
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.01674000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 12/01/2032#995629
31416CA63
28479.35040000
PA
USD
31201.81000000
0.000537784931
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
381343.89000000
PA
USD
379324.33000000
0.006537919079
Long
ABS-CBDO
USGA
US
N
2
2030-12-25
Variable
0.01955710
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 2.9% 12/15/2022
444859BJ0
160000.00000000
PA
USD
160380.15000000
0.002764263612
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
39272.24450000
PA
USD
38528.30000000
0.000664062090
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
88240.57000000
PA
USD
88361.55000000
0.001522972870
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
0.03500000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 144A
21871XAA7
900000.00000000
PA
USD
891558.17000000
0.015366626153
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% #AE0801
31419A3K1
82587.35130000
PA
USD
91035.19000000
0.001569054918
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
8197.12680000
PA
USD
8585.67000000
0.000147980003
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
135000.00000000
0.002326819046
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
482220.96000000
PA
USD
465539.06000000
0.008023890011
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
97159.67450000
PA
USD
96905.76000000
0.001670238281
Long
ABS-CBDO
CORP
US
N
2
2049-07-26
Fixed
0.03301000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
ENI SPA 4% 09/12/2023 144A
26874RAG3
1610000.00000000
PA
USD
1625152.10000000
0.028010628587
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
0.04000000
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
10539362.34000000
0.181653252058
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
4624000.00000000
PA
USD
4636196.91000000
0.079908083498
Long
DBT
CORP
JP
N
2
2023-03-02
Variable
0.01244290
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
4455819.25000000
0.076799148870
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
6103658.42000000
PA
USD
6072622.54000000
0.104665879901
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
390962.02000000
PA
USD
379225.61000000
0.006536217571
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
287251.50000000
0.004950979713
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
577436.70000000
0.009952523789
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.02508000
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
600402.66000000
0.010348358108
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
534299.00000000
PA
USD
534251.61000000
0.009208198678
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
9866186.40000000
0.170050595771
Long
DBT
CORP
GB
N
2
2024-11-22
Variable
0.01362285
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
11000950.73000000
0.189609049520
Long
DBT
CORP
US
N
2
2023-06-05
Variable
0.02908000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORP
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CORP 3.875% 09/21/2023 144A
654740BL2
225000.00000000
PA
USD
225511.94000000
0.003886855386
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
0.03875000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 C 3.76% 07/16/2029
80286MAE8
1990000.00000000
PA
USD
1938040.50000000
0.033403478131
Long
ABS-CBDO
CORP
US
N
2
2029-07-16
Fixed
0.03760000
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
6886.82000000
PA
USD
6829.25000000
0.000117706881
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
278563.33000000
0.004801233050
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
4518698.26000000
0.077882912411
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Variable
0.01974290
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
198469.30000000
0.003420756646
Long
DBT
CORP
GB
N
2
2023-10-14
Variable
0.01319000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA FRN SOFR+57 01/14/2025 144A
05578AAW8
3533000.00000000
PA
USD
3485126.12000000
0.060068576552
Long
DBT
CORP
FR
N
2
2025-01-14
Variable
0.01138780
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
275072.23000000
PA
USD
264249.10000000
0.004554517324
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
0.01261000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION FRN SOFR+110 04/25/2025
06051GKT5
10000000.00000000
PA
USD
10024900.00000000
0.172786135233
Long
DBT
CORP
US
N
2
2025-04-25
Variable
0.01773824
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
923657.99000000
0.015919888913
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.03500000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AMERICA INC
PTVU09TE3QPJPL7K4E13
AMCOR FLEXIBLES NORTH AMERICA INC 4% 05/17/2025
02343JAA8
805000.00000000
PA
USD
808308.55000000
0.013931760958
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 12ML+1.84 5/38#963117
31414DPA8
8089.32490000
PA
USD
8342.36000000
0.000143786386
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Variable
0.03198000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 03/31/2024
91282CEG2
14015000.00000000
PA
USD
13955326.79000000
0.240529779047
Long
DBT
UST
US
N
2
2024-03-31
Fixed
0.02250000
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
172833.02000000
PA
USD
167808.33000000
0.002892293469
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
84610.09390000
PA
USD
84237.30000000
0.001451888548
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
445673.59000000
PA
USD
445369.51000000
0.007676253766
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
1648820.02000000
0.028418561676
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
621564.73000000
0.010713101127
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
217298.06000000
PA
USD
217135.91000000
0.003742488674
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
1600000.00000000
PA
USD
1559283.07000000
0.026875329968
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
0.02850000
N
N
N
N
N
N
CEDAR FUNDING LTD
549300ZKTUZSV15HAV29
CEDAR FUNDING LTD 3ML+110 10/20/2032 144A
15033XAJ5
1089000.00000000
PA
USD
1061612.74000000
0.018297635134
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Variable
0.02162710
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
1627444.00000000
0.028050131080
Long
DBT
CORP
KY
N
2
2022-07-18
Fixed
0.04200000
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
791291.41850000
PA
USD
786174.93000000
0.013550272598
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Variable
0.01862710
N
N
N
N
N
N
GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV
N/A
GOLDEN ST TOBAC 1.711% 6/1/2024
38122NC34
800000.00000000
PA
USD
771346.96000000
0.013294702205
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
0.01711000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC FRN SOFR+145 03/22/2025 144A
63906YAF5
4248000.00000000
PA
USD
4259583.45000000
0.073416888151
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
0.01911697
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
2477362.36000000
PA
USD
2455467.68000000
0.042321696038
Long
ABS-CBDO
CORP
US
N
2
2024-02-20
Fixed
0.00320000
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
62954HAW8
395000.00000000
PA
USD
378872.55000000
0.006530132336
Long
DBT
CORP
NL
N
2
2025-05-01
Fixed
0.02700000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 11/01/2034#SB0222
3132CWG73
258155.47000000
PA
USD
256477.82000000
0.004420573900
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
371720.03000000
PA
USD
360388.44000000
0.006211545823
Long
ABS-MBS
CORP
KY
N
2
2036-09-15
Variable
0.01954710
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC 0.8% 08/12/2024 144A
63906YAB4
370000.00000000
PA
USD
347448.17000000
0.005988511255
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
56438.10000000
PA
USD
57363.87000000
0.000988706261
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
244696.18000000
PA
USD
229628.82000000
0.003957812681
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
1436645.47000000
0.024761585498
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.00680000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION FRN SOFR+66 02/04/2025
06051GKF5
10000000.00000000
PA
USD
9921465.30000000
0.171003366122
Long
DBT
CORP
US
N
2
2025-02-04
Variable
0.01427461
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
189412.94000000
0.003264663973
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.02124710
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
510085.89000000
0.008791685659
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
1370262.25000000
0.023617424456
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
0.02150000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARGENTARIA S.A
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ ARGENTARIA SA 0.875% 09/18/2023
05946KAH4
2000000.00000000
PA
USD
1939490.00000000
0.033428461273
Long
DBT
CORP
ES
N
2
2023-09-18
Fixed
0.00875000
N
N
N
N
N
N
BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2022-1
N/A
BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2022-1 A5 2.5% 12/25/2051 144A
67648BAE2
887991.52000000
PA
USD
815321.93000000
0.014052641448
Long
ABS-CBDO
CORP
US
N
2
2051-12-25
Fixed
0.02500000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP 2.056% 04/05/2025
68902VAH0
1000000.00000000
PA
USD
959341.85000000
0.016534925099
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
0.02056000
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
8059737.54000000
0.138915191227
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
1051105.41000000
0.018116533982
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01825000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS BANK PLC 4.338/VAR 05/16/2024
06738EBB0
660000.00000000
PA
USD
665297.72000000
0.011466869676
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
1209798.89000000
0.020851726661
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
7151.99600000
PA
USD
7261.93000000
0.000125164422
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
0.04500000
N
N
N
N
N
N
ROCHE HLDGS INC
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS INC FRN SOFR+33 09/11/2023 144A
771196BZ4
10000000.00000000
PA
USD
10003610.00000000
0.172419187252
Long
DBT
CORP
US
N
2
2023-09-11
Variable
0.00781007
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
376515.33000000
0.006489504007
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01955000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST
N/A
VERUS SECURITIZATION TRUST A2 1.052% 01/25/2066 144A
92537QAE1
262728.34000000
PA
USD
245290.27000000
0.004227748682
Long
ABS-CBDO
CORP
US
N
2
2066-01-25
Fixed
0.01052000
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
126181.70950000
PA
USD
124147.60000000
0.002139770372
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
966000.00000000
PA
USD
968855.81000000
0.016698904827
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
141525.39000000
PA
USD
131048.12000000
0.002258705641
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
204765.72000000
PA
USD
206134.27000000
0.003552867744
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
0.03500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 5% 02/15/2024
03027XAD2
375000.00000000
PA
USD
384951.53000000
0.006634907791
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.05000000
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
1309209.90000000
0.022565144672
Long
DBT
NUSS
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
725281.44000000
PA
USD
725309.94000000
0.012501222094
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
1230443.75000000
0.021207555206
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Variable
0.02244290
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
259051.06000000
0.004464925484
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
0.03950000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.7% 10/27/2022
172967LQ2
15130000.00000000
PA
USD
15168658.36000000
0.261442393909
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
0.02700000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.242% 02/15/2025
14448CAN4
259000.00000000
PA
USD
248879.66000000
0.004289614319
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
881017.50000000
0.015184950363
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
878336.54000000
0.015138742150
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.03448000
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
3248832.61000000
0.055995893296
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
491111.93000000
PA
USD
479480.09000000
0.008264173375
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
84243.70540000
PA
USD
89151.10000000
0.001536581314
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.05000000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC CP .015 06/15/2022
37046UFF3
5000000.00000000
PA
USD
4997273.00000000
0.086131481449
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.01500000
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
2090850.55000000
0.036037265796
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.01875000
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
2677444.07000000
0.046147613757
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
29589.56160000
PA
USD
31304.66000000
0.000539557623
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.05000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 04/07/2025
13607HR38
5000000.00000000
PA
USD
4992813.55000000
0.086054619721
Long
DBT
CORP
CA
N
2
2025-04-07
Variable
0.01558712
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 06/38#G62031
31335CHG2
113371.82000000
PA
USD
125515.48000000
0.002163346736
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
1041000.01000000
0.017942360373
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
250279.70000000
PA
USD
241997.69000000
0.004170998772
Long
ABS-CBDO
CORP
US
N
2
2037-07-20
Fixed
0.03510000
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
4815820.20000000
0.083004016034
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
1091344.97000000
0.018810090831
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
0.03875000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 1% 09/17/2024 144A
44891ABY2
445000.00000000
PA
USD
418178.48000000
0.007207597422
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
0.01000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 9/40 #004801
36202FKN5
60597.67860000
PA
USD
62863.49000000
0.001083496043
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
6154.95020000
PA
USD
6777.29000000
0.000116811314
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
0.06000000
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
862041.87000000
PA
USD
792034.67000000
0.013651269299
Long
ABS-CBDO
CORP
US
N
2
2051-06-25
Fixed
0.02500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025
404280BZ1
425000.00000000
PA
USD
424037.46000000
0.007308581024
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
551586.25000000
0.009506973275
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
2068.99180000
PA
USD
2101.52000000
0.000036221161
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
1105000.00000000
PA
USD
1055719.29000000
0.018196057418
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
429299.89000000
PA
USD
419774.88000000
0.007235112488
Long
ABS-CBDO
USGA
US
N
2
2034-01-25
Variable
0.02234460
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
NUCOR CORP 2% 06/01/2025
670346AR6
350000.00000000
PA
USD
334705.35000000
0.005768879875
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
4222546.86000000
0.072778536721
Long
ABS-CBDO
CORP
KY
N
2
2030-11-18
Variable
0.02403710
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
5856295.73000000
0.100937336629
Long
DBT
CORP
US
N
2
2024-06-02
Variable
0.01654000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 SOFR30A+100 12/25/2041 144A
20754LAA7
2110307.69770000
PA
USD
2066803.28000000
0.035622794346
Long
ABS-CBDO
CORP
US
N
2
2041-12-25
Variable
0.01584460
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
365688.06000000
0.006302888466
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
545705.28000000
PA
USD
501388.06000000
0.008641772500
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
4380842.04000000
PA
USD
4288829.90000000
0.073920971091
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
2094.55230000
PA
USD
2119.93000000
0.000036538470
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
84310.66000000
PA
USD
84452.60000000
0.001455599393
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
0.03500000
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
4099491.23000000
0.070657587213
Long
DBT
CORP
US
N
2
2024-10-15
Variable
0.01174152
N
N
N
N
N
N
TRINITY ACQ PLC
549300FJZWZN6MJNGB63
TRINITY ACQ PLC 4.625% 08/15/2023
89641UAA9
1054000.00000000
PA
USD
1069619.74000000
0.018435641357
Long
DBT
CORP
GB
N
2
2023-08-15
Fixed
0.04625000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 144A
775109CB5
1365000.00000000
PA
USD
1327268.21000000
0.022876392225
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
0.03200000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC FRN SOFR+96 05/22/2026
60687YBY4
5000000.00000000
PA
USD
4965175.00000000
0.085578250058
Long
DBT
CORP
JP
N
2
2026-05-22
Variable
0.01746730
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC 3.479% 03/22/2025 144A
63906YAG3
1210000.00000000
PA
USD
1200357.46000000
0.020688997038
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
0.03479000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.625% 08/15/2026
92343VDD3
1615000.00000000
PA
USD
1555012.10000000
0.026801716825
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.02625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 11/01/2026#AJ5340
3138AW5A7
105422.17270000
PA
USD
107439.26000000
0.001851790492
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
0.03500000
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
1752206.51000000
0.030200499854
Long
DBT
CORP
US
N
2
2024-04-12
Variable
0.00980008
N
N
N
N
N
N
FHLM STRCTRD ACR DBT NTS
S6XOOCT0IEG5ABCC6L87
STACR 14-DN3 M3 1ML+400 8/24
3137G0BK4
141288.93260000
PA
USD
142848.32000000
0.002462090308
Long
ABS-CBDO
USGSE
US
N
2
2024-08-25
Variable
0.05005710
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+95 12/25/2041 144A
35564KNK1
1915000.00000000
PA
USD
1857337.24000000
0.032012501224
Long
ABS-CBDO
USGA
US
N
2
2041-12-25
Variable
0.01534460
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
3127727.00000000
0.053908553740
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
0.00690000
N
N
N
N
N
N
BPR TRUST 2021-TY
N/A
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A
05592DAA2
3529000.00000000
PA
USD
3435720.77000000
0.059217040927
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Variable
0.02679650
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.25% 03/15/2023
29278NAL7
1795000.00000000
PA
USD
1805334.68000000
0.031116200875
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.04250000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 1.625% 05/05/2023
316773CZ1
10625000.00000000
PA
USD
10548820.13000000
0.181816263657
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
1770446.19000000
0.030514873446
Long
DBT
CORP
US
N
2
2023-09-28
Variable
0.01215570
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP 3.875% 05/01/2024
29717PAN7
1980000.00000000
PA
USD
1993883.62000000
0.034365973207
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03875000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
SWEDBANK AB 1.3% 06/02/2023 144A
87020PAK3
1150000.00000000
PA
USD
1132347.50000000
0.019516797999
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
728000.00000000
PA
USD
725535.52000000
0.012505110123
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
6117000.00000000
PA
USD
6113168.86000000
0.105364723972
Long
DBT
CORP
US
N
2
2023-03-09
Variable
0.01022860
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC 3.2% 03/15/2023
14149YAY4
875000.00000000
PA
USD
879514.83000000
0.015159050799
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
137360.44690000
PA
USD
148535.75000000
0.002560117127
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
288798.66000000
PA
USD
266247.56000000
0.004588962174
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Fixed
0.02500000
N
N
N
N
N
N
FINANCE OF AMERICA HECM BUYOUT 2019-AB1
N/A
FINANCE OF AMERICA HECM BUYOUT 2019-AB1 VAR 02/25/2032 144A
31735JAA3
4073779.56000000
PA
USD
3998045.55000000
0.068909100247
Long
ABS-CBDO
CORP
US
N
2
2032-02-25
Variable
0.02694800
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 4/35 #735502
31402RDF3
14318.39080000
PA
USD
15699.40000000
0.000270590095
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
17.53800000
PA
USD
17.56000000
0.000000302658
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
9798274.50000000
0.168880086865
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
3448506.36000000
0.059437409477
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
106781.15000000
0.001840447508
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
0.01350000
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
822031.52000000
0.014168285906
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
1713301.31000000
0.029529941629
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
202072.27000000
0.003482856344
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Variable
0.02525000
N
N
N
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
635258.70000000
0.010949126240
Long
ABS-CBDO
CORP
US
N
2
2025-05-15
Fixed
0.02940000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2022-DKLX
N/A
BAMLL COML MTG SECS TR 2022-DKLX SOFR30A+115 01/15/2039 144A
05530SAA4
1014000.00000000
PA
USD
989477.32000000
0.017054330918
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.01932000
N
N
N
N
N
N
NAVIENT PRIVATE ED REFI LN TR 2022-A
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A 2.23% 07/15/2070 144A
63942MAA8
1731296.38000000
PA
USD
1652164.88000000
0.028476212668
Long
ABS-CBDO
CORP
US
N
2
2070-07-15
Fixed
0.02230000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK FRN SOFR+20 01/17/2024
89788JAD1
10000000.00000000
PA
USD
9910990.00000000
0.170822817029
Long
DBT
CORP
US
N
2
2024-01-17
Variable
0.00754152
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
4999999.00000000
0.086178465958
Long
DBT
CORP
CA
N
2
2023-01-27
Variable
0.01125470
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 6.00% 2/23 #889634
31410KLP7
2105.85990000
PA
USD
2118.68000000
0.000036516925
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
380334.48700000
PA
USD
376720.13000000
0.006493033878
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Fixed
0.02226000
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
187161.26000000
PA
USD
181676.95000000
0.003131328796
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
273545.65000000
0.004714749840
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
2507480.68000000
0.043218176328
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
0.02875000
N
N
N
N
N
N
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC
N/A
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.65% 02/01/2026
03522AAG5
495000.00000000
PA
USD
495698.76000000
0.008543713451
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.03650000
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
665724.22000000
0.011474220700
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
215635.28000000
0.003716624270
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
246.03750000
PA
USD
246.58000000
0.000004249978
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
272277.03000000
0.004692884290
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
2104427.06000000
PA
USD
2097420.37000000
0.036150501221
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
0.00370000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 03/20/2048#MA5081
36179TUE3
61896.10000000
PA
USD
66853.41000000
0.001152265094
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
0.05500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 0.981%/VAR 5/01/2025
172967MX6
1880000.00000000
PA
USD
1786028.52000000
0.030783445758
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
14788.37000000
PA
USD
14797.63000000
0.000255047461
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
2437849.44000000
PA
USD
2377072.15000000
0.040970494465
Long
ABS-CBDO
CORP
US
N
2
2026-07-20
Fixed
0.00610000
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
1604887.80000000
0.027661359260
Long
DBT
CORP
US
N
2
2022-09-28
Fixed
0.02600000
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
2441426.16000000
0.042079680659
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.01576000
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
855310.51000000
PA
USD
789057.39000000
0.013599953804
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
0.02500000
N
N
N
N
N
N
AMPHENOL CORPORATION NEW
549300D3L3G0R4U4VT04
AMPHENOL CORPORATION NEW 2.05% 03/01/2025
032095AK7
910000.00000000
PA
USD
877349.46000000
0.015121729138
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.02050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 10/01/2050#
31418DTQ5
253890.84000000
PA
USD
226677.09000000
0.003906937558
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.02000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP FRN SFRIX+0 01/11/2024
828807DR5
3589000.00000000
PA
USD
3564663.92000000
0.061439465944
Long
DBT
CORP
US
N
2
2024-01-11
Variable
0.01059495
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.908%/VAR 04/25/2026
95000U2X0
1210000.00000000
PA
USD
1209544.40000000
0.020847340349
Long
DBT
CORP
US
N
2
2026-04-25
Variable
0.03908000
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
9936746.30000000
0.171266744803
Long
DBT
CORP
US
N
2
2023-11-08
Variable
0.01284435
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
1751000.00000000
PA
USD
1746564.66000000
0.030103258639
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
0.02700000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY 3.3% 04/01/2025
816851BN8
760000.00000000
PA
USD
755215.73000000
0.013016669219
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03300000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC 0.75% 09/02/2023
78081BAG8
870000.00000000
PA
USD
844623.43000000
0.014557673213
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.00750000
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
456658.80710000
PA
USD
452948.00000000
0.007806874321
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Fixed
0.03117000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIONS INC 0.9% 06/01/2023
83088MAJ1
305000.00000000
PA
USD
297251.27000000
0.005123332715
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
306556.45000000
PA
USD
297859.81000000
0.005133821326
Long
ABS-CBDO
CORP
US
N
2
2068-03-26
Variable
0.01745710
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
394941.86000000
0.006807098088
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
741027.89000000
PA
USD
705150.43000000
0.012153758896
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
400607.51000000
PA
USD
358382.64000000
0.006176974463
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
916194.35000000
0.015791247878
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
631656.68000000
0.010887042916
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
0.01675000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 08/01/2037#889633
31410KLN2
43573.66840000
PA
USD
47001.65000000
0.000810106180
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
357863.59000000
0.006168028275
Long
DBT
CORP
GB
N
2
2025-01-12
Variable
0.00991000
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
1091794.84840000
PA
USD
1060738.74000000
0.018282571135
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Fixed
0.02496000
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
516623.14000000
PA
USD
486789.34000000
0.008390153391
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
52684.69000000
PA
USD
53548.89000000
0.000922952423
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
4829848.78000000
0.083245808383
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
1777967.02000000
0.030644500190
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
12182.53240000
PA
USD
12426.49000000
0.000214179211
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
0.04500000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
WESTLAKE CHEMICAL CORP 0.875% 08/15/2024
960413AX0
180000.00000000
PA
USD
172673.31000000
0.002976144788
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.00875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 05/15/2025
91282CEQ0
22760000.00000000
PA
USD
22779559.49000000
0.392621576934
Long
DBT
UST
US
N
2
2025-05-15
Fixed
0.02750000
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
537273.16000000
0.009260277197
Long
ABS-CBDO
USGA
US
N
2
2041-10-25
Variable
0.02084460
N
N
N
N
N
N
OBX 2021-NQM1 TR
N/A
OBX 2021-NQM1 TR A2 1.175% 02/25/2066 144A
67114BAB3
361071.45000000
PA
USD
332759.98000000
0.005735350068
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
454142.81000000
0.007827467703
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
979104.67000000
0.016875551069
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
128275.21000000
PA
USD
128173.74000000
0.002209163699
Long
ABS-CBDO
CORP
GB
N
2
2060-08-25
Variable
0.01973860
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.01% 11/36 #1G1326
3128QJPK6
2689.28900000
PA
USD
2762.38000000
0.000047611543
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
0.02275000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 3.125% 03/15/2027 144A
404119CD9
1140000.00000000
PA
USD
1085353.80000000
0.018706828842
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2048#MA3276
31418CUA0
591367.67000000
PA
USD
587662.93000000
0.010128779987
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
5867396.67000000
0.101128669063
Long
DBT
CORP
CA
N
2
2023-06-22
Variable
0.00801427
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP FRN SOFR+135 05/09/2025
14040HCR4
8000000.00000000
PA
USD
8004560.00000000
0.137964167886
Long
DBT
CORP
US
N
2
2025-05-09
Variable
0.02135402
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
443284.64000000
0.007640319579
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
156718.55000000
PA
USD
164002.44000000
0.002826696303
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
7120.82890000
PA
USD
7226.37000000
0.000124551521
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
0.05000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2022-1
N/A
VERUS SECURITIZATION TRUST 2022-1 A3 3.288% 01/25/2067 144A
92538WAC1
1813844.23000000
PA
USD
1744123.14000000
0.030061177341
Long
ABS-CBDO
CORP
US
N
2
2067-01-25
Fixed
0.03288000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2049#CA4823
3140QCLD6
27178.64000000
PA
USD
27403.08000000
0.000472311173
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
9944068.40000000
0.171392946297
Long
DBT
CORP
US
N
2
2024-04-12
Variable
0.00919371
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV 2.65% 09/10/2024 144A
29278GAL2
1775000.00000000
PA
USD
1732956.69000000
0.029868715796
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
0.02650000
N
N
N
N
N
N
GS MTG BACKED SECS TR 2022-GR1
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR1 2.5% 06/25/2052 144A
36266TAJ8
1858981.03000000
PA
USD
1699878.47000000
0.029298589631
Long
ABS-CBDO
CORP
US
N
2
2052-06-25
Fixed
0.02500000
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
556035.47000000
0.009583658681
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.02521000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 0.976/VAR 05/24/2025
404280CS6
245000.00000000
PA
USD
231204.31000000
0.003984967348
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
2155563.65000000
0.037152641156
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Fixed
0.03683000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+70 01/24/2025
38141GZJ6
10000000.00000000
PA
USD
9881839.20000000
0.170320382684
Long
DBT
CORP
US
N
2
2025-01-24
Variable
0.01307692
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
1646827.89000000
0.028384225928
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Variable
0.01510930
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO LTD 3.043% 09/15/2023 144A
654744AA9
1800000.00000000
PA
USD
1788509.29000000
0.030826203558
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
390783.05000000
PA
USD
383819.18000000
0.006615390950
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.0% 02/37#AB0299
31416VKM5
6270.82630000
PA
USD
6897.91000000
0.000118890284
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
0.06000000
N
N
N
N
N
N
EFF 2021-2
N/A
EFF 2021-2 0.48% 05/20/2027 144A
29374YAB8
3293014.31000000
PA
USD
3181936.00000000
0.054842883619
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
0.00480000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK 4.2% 08/08/2023
25466AAD3
1075000.00000000
PA
USD
1086743.89000000
0.018730788012
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
0.04200000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024
785592AJ5
665000.00000000
PA
USD
686961.87000000
0.011840266393
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.05750000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 0.65% 08/03/2023
444859BP6
4706000.00000000
PA
USD
4581012.88000000
0.078956948297
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
4950019.20000000
0.085317029287
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.01985130
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
708857.35000000
0.012217650244
Long
ABS-CBDO
CORP
US
N
2
2024-11-20
Fixed
0.02520000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TR 2021-P4
N/A
CARVANA AUTO RECEIVABLES TR 2021-P4 1.98% 02/10/2028
14687KAE6
445000.00000000
PA
USD
400240.03000000
0.006898415739
Long
ABS-CBDO
CORP
US
N
2
2028-02-10
Fixed
0.01980000
N
N
N
N
N
N
PIMCO ETF TR
3JA8FFHDP0WD6S8AJT23
PIMCO Enhanced Short Maturity Active ETF
72201R833
2912968.00000000
NS
USD
290277261.20000000
5.003130815172
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
2298644.85000000
PA
USD
2265774.00000000
0.039052193315
Long
ABS-CBDO
CORP
US
N
2
2024-09-20
Fixed
0.00350000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB GROUP PLC 4.75% 10/12/2023 144A
00135TAA2
1115000.00000000
PA
USD
1123029.69000000
0.019356199053
Long
DBT
CORP
IE
N
2
2023-10-12
Fixed
0.04750000
N
N
N
N
N
N
ISHARES CORE TOTAL USD BOND MARKET ETF
549300G3FWQPUM47D181
iShares Short Treasury Bond ETF
464288679
513199.00000000
NS
USD
56575057.76000000
0.975110532871
Long
EC
RF
US
N
1
N
N
CFMT 2021-HB7 LLC
N/A
CFMT 2021-HB7 LLC 3.3574% 07/25/2054 144A
12527QAA9
1582000.00000000
PA
USD
1577390.21000000
0.027187419140
Long
ABS-CBDO
CORP
US
N
2
2054-07-25
Fixed
0.03169000
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
467135.66000000
0.008051408524
Long
ABS-CBDO
CORP
US
N
2
2026-08-17
Fixed
0.01640000
N
N
N
N
N
N
POSCO HOLDINGS INC
988400E5HRVX81AYLM04
POSCO 2.375% 01/17/2023 144A
693483AG4
1870000.00000000
PA
USD
1863268.00000000
0.032114722004
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
700666.17000000
PA
USD
696865.27000000
0.012010958391
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
283391.47000000
0.004884449406
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
519248.10690000
PA
USD
519122.29000000
0.008947434308
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
78719.03480000
PA
USD
77890.67000000
0.001342499959
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
256325.48000000
PA
USD
245954.47000000
0.004239196631
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
488994.07000000
0.008428153448
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.03300000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024 144A
233853AD2
1065000.00000000
PA
USD
1015672.04000000
0.017505815165
Long
DBT
CORP
US
N
2
2024-12-13
Fixed
0.01625000
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
242816.17000000
0.004185105845
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Variable
0.01975000
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
529907.81000000
PA
USD
528853.61000000
0.009115160388
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
1456147.34000000
PA
USD
1454285.80000000
0.025065628874
Long
ABS-CBDO
CORP
US
N
2
2023-08-15
Fixed
0.00620000
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
1629228.74000000
PA
USD
1504983.43000000
0.025939437845
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
22227.68050000
PA
USD
24093.82000000
0.000415273772
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
739971.07000000
0.012753916883
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
0.02200000
N
N
N
N
N
N
TOWD PT MTG TR 2017-1
N/A
TPMT 17-1 A1 2.75% 10/56
89173FAA8
133073.92080000
PA
USD
132550.06000000
0.002284592623
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
38123.21000000
PA
USD
38605.59000000
0.000665394237
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
965873.80000000
0.016647507808
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
5272080.01000000
0.090867971707
Long
DBT
CORP
CA
N
2
2024-05-21
Variable
0.01210064
N
N
N
N
N
N
AIMCO 2019
N/A
AIMCO 2019 3ML+106 07/22/2032 144A
00901AAJ6
4100000.00000000
PA
USD
3988160.20000000
0.068738719353
Long
ABS-CBDO
CORP
KY
N
2
2032-07-22
Variable
0.02196290
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC 2.73% 10/20/2037 144A
55400EAB5
363952.55180000
PA
USD
350360.96000000
0.006038715220
Long
ABS-CBDO
CORP
US
N
2
2037-10-20
Fixed
0.02730000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC 2.67% 09/01/2023
595017AZ7
1110000.00000000
PA
USD
1101989.57000000
0.018993557927
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
517260.49000000
0.008915344888
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
791256.94000000
0.013637864581
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
1156281.04000000
0.019929309234
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
125177.11000000
PA
USD
123872.39000000
0.002135026935
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
59257.64980000
PA
USD
65292.79000000
0.001125366721
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
0.06000000
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
517143.48000000
0.008913328139
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
0.03632689
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
5678885.41000000
PA
USD
5632790.47000000
0.097085067770
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
0.00410000
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
501355.68000000
PA
USD
499098.73000000
0.008602314303
Long
ABS-CBDO
CORP
US
N
2
2049-02-25
Variable
0.02405710
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
822611.47000000
0.014178281748
Long
ABS-CBDO
CORP
KY
N
2
2036-11-15
Variable
0.02224710
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 08/47#MA4654
36179TE35
176171.56000000
PA
USD
182738.71000000
0.003149628969
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
0.04500000
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
426996.70000000
PA
USD
427224.42000000
0.007363510499
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
255935.27000000
PA
USD
254585.03000000
0.004387950345
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
325424.00000000
0.005608909342
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.05500000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 3.85% 10/01/2024
444859BD3
1045000.00000000
PA
USD
1050596.81000000
0.018107767906
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
87975.00000000
PA
USD
90352.47000000
0.001557287763
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
60763745.72100000
NS
USD
301388178.78000000
5.194635219959
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
2493935.34000000
PA
USD
2485463.94000000
0.042838702476
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
5395831.45000000
0.093000913986
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.01855000
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
495103.60000000
0.008533455454
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
716510.60000000
0.012349559340
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
1971871.79000000
0.033986583982
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
14424000.00000000
PA
USD
14388505.57000000
0.247995917089
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
9741.53000000
PA
USD
9901.32000000
0.000170656147
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
1718486.60000000
PA
USD
1593754.37000000
0.027469466838
Long
ABS-CBDO
CORP
US
N
2
2056-08-25
Fixed
0.01162000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2052#
31418ED72
320000.00000000
PA
USD
313995.30000000
0.005411927736
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2034#CA4885
3140QCNB8
682559.56000000
PA
USD
677270.68000000
0.011673231982
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03000000
N
N
N
N
N
N
MAGNETITE XXV LTD
N/A
MAGNETITE XXV LTD 3ML+120 01/25/2032 144A
55955GAA1
1015000.00000000
PA
USD
1000691.55000000
0.017247615984
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Variable
0.02384000
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
858230.56000000
0.014792201578
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Variable
0.02444290
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 2.5% 02/14/2025
29250NBL8
615000.00000000
PA
USD
597695.98000000
0.010301706593
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2050#BT2982
3617MRJ39
23926.45000000
PA
USD
24294.99000000
0.000418741077
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 1.45% 03/20/2026
92343VGG3
1155000.00000000
PA
USD
1073515.03000000
0.018502779394
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
1024176.25000000
0.017652391149
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
0.04125000
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
1933323.32000000
0.033322174248
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
5993.67000000
PA
USD
6135.04000000
0.000105741688
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
115142.42000000
PA
USD
121413.76000000
0.002092650735
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
762390.10000000
0.013140324483
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.02475000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA YCP SOFR+17 08/30/2022
63307NFY8
8000000.00000000
PA
USD
7997153.60000000
0.137836513423
Long
DBT
CORP
CA
N
2
2022-08-30
Variable
0.00950000
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
4004183.00000000
0.069014883474
Long
ABS-CBDO
CORP
KY
N
2
2032-07-17
Variable
0.02044290
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.5% 01/01/2025#AL0464
3138EGQS6
235.76520000
PA
USD
241.15000000
0.000004156388
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
5850773.62000000
0.100842159216
Long
DBT
CORP
GB
N
2
2024-08-12
Variable
0.00745282
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/30#AS4509
3138WEAK5
12849.86810000
PA
USD
12866.75000000
0.000221767399
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
7195348.73000000
0.124016847920
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
10041885.30000000
0.173078888712
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
0.03800000
N
N
N
N
N
N
CSL UK HOLDINGS LTD
N/A
CSL UK HOLDINGS LTD 3.85% 04/27/2027 144A
12661PAA7
395000.00000000
PA
USD
395652.60000000
0.006819348187
Long
DBT
CORP
GB
N
2
2027-04-27
Fixed
0.03850000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 0.0% 05/01/2038#847962
3128JRZ33
5342.89170000
PA
USD
5517.29000000
0.000095094336
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Variable
0.02210000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC FRN SFRIX+65 05/13/2024
15189TAZ0
2893000.00000000
PA
USD
2855799.93000000
0.049221701254
Long
DBT
CORP
US
N
2
2024-05-13
Variable
0.01435140
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC FRN SOFR+69.4 01/25/2026
17327CAP8
10000000.00000000
PA
USD
9789551.30000000
0.168729736436
Long
DBT
CORP
US
N
2
2026-01-25
Variable
0.01398787
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 11/01/2026#AL1794
3138EH7G1
52353.61400000
PA
USD
53386.10000000
0.000920146624
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 11/34 #735061
31402QTS0
8725.45570000
PA
USD
9562.92000000
0.000164823588
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.06000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC 2.625% 03/17/2027
609207BA2
815000.00000000
PA
USD
776820.90000000
0.013389049375
Long
DBT
CORP
US
N
2
2027-03-17
Fixed
0.02625000
N
N
N
N
N
N
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2
N/A
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2 2.52% 05/16/2025
362585AB7
3502000.00000000
PA
USD
3492847.17000000
0.060201654227
Long
ABS-CBDO
CORP
US
N
2
2025-05-16
Fixed
0.02520000
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
1299978.30000000
0.022406031615
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
621316.22000000
0.010708817884
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.02275000
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
984982.07000000
0.016976852153
Long
ABS-CBDO
CORP
US
N
2
2025-07-18
Fixed
0.02130000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TR 20221
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2022-1 D 3.23% 02/18/2028
03066TAF8
1830000.00000000
PA
USD
1759089.15000000
0.030319126949
Long
ABS-CBDO
CORP
US
N
2
2028-02-18
Fixed
0.03230000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST 2022-A
N/A
FORD CREDIT AUTO LEASE TRUST 2022-A C 4.18% 10/15/2025
34528LAG0
2030000.00000000
PA
USD
2021538.35000000
0.034842621744
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
0.04180000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.25% 10/01/2022
00287YCT4
5850000.00000000
PA
USD
5855848.13000000
0.100929621931
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
3177410.32000000
PA
USD
3155784.87000000
0.054392150676
Long
ABS-CBDO
CORP
US
N
2
2034-12-11
Variable
0.01172140
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 3% 09/15/2022
254687CM6
4273000.00000000
PA
USD
4287097.82000000
0.073891117486
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.03000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN/OLD
5493008C12PZMWP3WY03
KANSAS CITY SOUTHERN 3% 05/15/2023
485170AV6
1030000.00000000
PA
USD
1031856.13000000
0.017784759231
Long
DBT
CORP
US
N
2
2023-05-15
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
306141.28000000
PA
USD
306130.96000000
0.005276380358
Long
ABS-CBDO
CORP
US
N
2
2031-01-15
Variable
0.01354710
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 2.35% 09/15/2024
776743AH9
365000.00000000
PA
USD
357972.72000000
0.006169909206
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
923884.61000000
0.015923794867
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Variable
0.02625000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
SYNOVUS FINANCIAL CORP 3.125% 11/01/2022
87161CAL9
5000000.00000000
PA
USD
5005471.00000000
0.086272779690
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.03125000
N
N
N
N
N
N
BANK 2019-BNK19
N/A
BANK 2019-BNK19 2.263% 08/15/2061
06540WBA0
314620.95000000
PA
USD
304012.21000000
0.005239862226
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
4726.45920000
PA
USD
4860.38000000
0.000083772035
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
0.01834000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.92% 12/36 #905196
31411DUV9
1185.96340000
PA
USD
1227.42000000
0.000021155438
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
0.02290000
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
16363.42270000
PA
USD
16112.17000000
0.000277704474
Long
ABS-CBDO
CORP
US
N
2
2034-12-20
Fixed
0.02750000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028
80282KBC9
760000.00000000
PA
USD
690100.77000000
0.011894367521
Long
DBT
CORP
US
N
2
2028-01-06
Variable
0.02490000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC FRN SFRIX+54 03/01/2023
65339KBV1
3472000.00000000
PA
USD
3465274.77000000
0.059726424705
Long
DBT
CORP
US
N
2
2023-03-01
Variable
0.01320020
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 09/20/2047#MA4718
36179TG33
2322209.64000000
PA
USD
2268326.25000000
0.039096183122
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
0.03000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 1.716% 01/07/2025 144A
04685A3F6
1905000.00000000
PA
USD
1792971.37000000
0.030903110615
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
0.01716000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2022-AHP
N/A
BX COMMERCIAL MORTGAGE TRUST 2022-AHP SOFR30A+ 02/15/2039 144A
05610FAA5
760000.00000000
PA
USD
738248.04000000
0.012724219261
Long
ABS-MBS
CORP
US
N
2
2039-01-17
Variable
0.01771650
N
N
N
N
N
N
CSMC 2020-NET
N/A
CSMC 2020-NET 2.2569% 08/15/2037 144A
126438AA8
445369.41000000
PA
USD
414762.51000000
0.007148720799
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
4016000.91000000
0.069218573385
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.00450000
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
885377.41000000
0.015260096449
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
554472.90000000
0.009556726698
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Variable
0.02475000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN SFRIX+26.5 09/15/2023
06368FAB5
10000000.00000000
PA
USD
9936782.90000000
0.171267375629
Long
DBT
CORP
CA
N
2
2023-09-15
Variable
0.00694211
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
26993104.11400000
NS
USD
26998502.73000000
0.465338002754
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
2035000.00000000
PA
USD
1978607.52000000
0.034102678981
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
3336307.07000000
0.057503576552
Long
DBT
CORP
US
N
2
2023-02-22
Variable
0.01654860
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
1779971.73000000
0.030679052763
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01564100
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2050#BS6831
3617MHSU1
22464.00000000
PA
USD
22846.52000000
0.000393775687
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% 3/41 #004979
36202FQ82
7041.33260000
PA
USD
7409.41000000
0.000127706343
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
2790000.00000000
PA
USD
2772972.46000000
0.047794112108
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
605000.00000000
PA
USD
593381.21000000
0.010227338526
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
9746227.80000000
0.167983025733
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
1385543.44000000
0.023880806411
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
144000.00000000
0.002481940315
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
390341.33000000
0.006727804749
Long
DBT
CORP
LU
N
2
2024-07-16
Fixed
0.03600000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 3.125% 11/15/2022
776696AE6
1505000.00000000
PA
USD
1508316.16000000
0.025996879769
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
148387.68830000
PA
USD
148079.90000000
0.002552260234
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
1488373.28000000
0.025653150339
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.02524710
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
432438.79000000
0.007453383799
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
3954541.40000000
0.068159275915
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
650368.33000000
0.011209551239
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
850000.00000000
PA
USD
856072.93000000
0.014755013322
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
424370.88000000
PA
USD
421867.77000000
0.007271184905
Long
ABS-CBDO
CORP
US
N
2
2048-09-25
Variable
0.01905710
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA 1.45% 01/10/2025
06417XAB7
1720000.00000000
PA
USD
1634142.12000000
0.028165577844
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
0.01450000
N
N
N
N
N
N
MORGAN STANLEY DOMESTIC HOLD
549300RJIC678ZPVWG08
MORGAN STANLEY DOMESTIC HOLD 2.95% 08/24/2022
269246BP8
8277000.00000000
PA
USD
8288639.86000000
0.142860482174
Long
DBT
CORP
US
N
2
2022-08-24
Fixed
0.02950000
N
N
N
N
N
N
TAKE-TWO INTERACTV SOFTWR INC
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTV SOFTWR INC 3.3% 03/28/2024
874054AE9
955000.00000000
PA
USD
953709.30000000
0.016437844176
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
0.03300000
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
4494.85000000
PA
USD
4392.43000000
0.000075706590
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Fixed
0.02310000
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
227861.98690000
PA
USD
218760.38000000
0.003770487546
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
0.01381000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 01/31/2024
91282CDV0
39730000.00000000
PA
USD
38730542.19000000
0.667547875841
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.00875000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 3.35% 04/01/2027
548661EG8
345000.00000000
PA
USD
338445.06000000
0.005833336383
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03350000
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
3634238.55000000
PA
USD
3605703.60000000
0.062146813418
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
3893971.82000000
0.067115317009
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01359000
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
305197.97450000
PA
USD
296438.88000000
0.005109330607
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
1701681.45000000
0.029329665248
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.01605510
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
303868.47000000
PA
USD
289925.89000000
0.004997074687
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
3926453.43000000
0.067675160185
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
3402.72900000
PA
USD
3509.06000000
0.000060481093
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.01818000
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
777002.91000000
0.013392186444
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Variable
0.02875000
N
N
N
N
N
N
Fidelity Colchester Street Trust
549300SHPEJB1OPRCV46
FIMM MM Government Portfolio - Instl Cl
31607A703
15012795.57000000
NS
USD
15012795.57000000
0.258755990144
Long
EC
RF
US
N
1
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 05/20/2052#MA8046
36179W5F1
1205000.00000000
PA
USD
1234573.83000000
0.021278740012
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
0.04500000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 0.583% 03/01/2024 144A
62954WAB1
2184000.00000000
PA
USD
2090672.79000000
0.036034201979
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
307346.89000000
PA
USD
278961.07000000
0.004808088376
Long
ABS-CBDO
CORP
US
N
2
2066-06-25
Fixed
0.01291000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC 2.8% 05/15/2023
867224AC1
975000.00000000
PA
USD
973719.26000000
0.016782729776
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
0.02800000
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
799083.92000000
0.013772768034
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
733335.70000000
0.012639551659
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
2327014.10000000
0.040107709101
Long
DBT
CORP
US
N
2
2023-09-15
Variable
0.01356000
N
N
N
N
N
N
PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC
N/A
PALMER SQUARE LN FDG 2022-1 LTD 22-1A A1 3M CME+105 04/15/2030 144A
69701CAA8
4210000.00000000
PA
USD
4157429.73000000
0.071656197623
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Variable
0.01284240
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
868237.90000000
0.014964685054
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
1565147.38000000
0.026976405436
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
4034299.16000000
0.069533956471
Long
DBT
CORP
US
N
2
2024-06-24
Variable
0.00801065
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC 3.625% 09/29/2022 144A
63906AAA8
5000000.00000000
PA
USD
5023152.95000000
0.086577540416
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
316344.19000000
0.005452412492
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.03150000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.93% 12/36 #1G1353
3128QJQE9
4788.64200000
PA
USD
4921.22000000
0.000084820655
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
0.02185000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN SOFR+91 03/08/2024
89114TZS4
5948000.00000000
PA
USD
5962493.13000000
0.102767722799
Long
DBT
CORP
CA
N
2
2024-03-08
Variable
0.01325671
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
763031.41000000
0.013151377908
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Variable
0.03045000
N
N
N
N
N
N
JDE PEETS BV
724500EHG519SE5ZRT89
JDE PEETS BV 0.8% 09/24/2024 144A
47216QAA1
515000.00000000
PA
USD
482335.00000000
0.008313379738
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
212300.00000000
PA
USD
209971.07000000
0.003618997665
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 SFRIX+64 04/03/2023
842400HA4
5000000.00000000
PA
USD
4997465.95000000
0.086134807076
Long
DBT
CORP
US
N
2
2023-04-03
Variable
0.01136006
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 0.55% 10/04/2023
29250NBG9
5000000.00000000
PA
USD
4837813.55000000
0.083383086742
Long
DBT
CORP
CA
N
2
2023-10-04
Fixed
0.00550000
N
N
N
N
N
N
CREDIT SUISSE AG NY BRNCH
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE AG NY BRNCH FRN SFRIX+0 02/21/2025
22550UAF8
5000000.00000000
PA
USD
5004009.95000000
0.086247597475
Long
DBT
CORP
US
N
2
2025-02-21
Variable
0.02040903
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 3/34 #725229
31402CVW9
88890.51160000
PA
USD
96776.54000000
0.001668011085
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
0.06000000
N
N
N
N
N
N
HCL AMERICA INC
549300CBM0L7W7N2EB94
HCL AMERICA INC 1.375% 03/10/2026 144A
40480HAA5
1800000.00000000
PA
USD
1627650.00000000
0.028053681634
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
1639304.48000000
0.028254554715
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
0.02250000
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
557868.08000000
0.009615244991
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
595017BB9
1165000.00000000
PA
USD
1116615.29000000
0.019245642400
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.00972000
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
355433.10000000
0.006126137086
Long
DBT
CORP
US
N
2
2023-05-12
Fixed
0.03125000
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
534147.11000000
0.009206397548
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
4246979.67000000
0.073199653223
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Variable
0.02144290
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO GLOBAL FUNDING 1.65% 01/06/2025 144A
18977W2B5
1300000.00000000
PA
USD
1243492.59000000
0.021432461053
Long
DBT
CORP
US
N
2
2025-01-06
Fixed
0.01650000
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
9928642.70000000
0.171127073611
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.01325134
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
6027672.73000000
0.103891138611
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Variable
0.02064290
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE 1ML+85 07/25/2030
30711XZZ0
545516.49000000
PA
USD
538054.10000000
0.009273737242
Long
ABS-CBDO
USGSE
US
N
2
2030-07-25
Variable
0.01855710
N
N
N
N
N
N
STATE STR INVT TR
549300CCOK7OZZUAS108
State Street Instl US Govt MMkt Premier
857492706
16419305.84000000
NS
USD
16419305.84000000
0.282998174477
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
4968412.50000000
0.085634050626
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
1770000.00000000
PA
USD
1775144.86000000
0.030595858296
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
2009000.00000000
PA
USD
2003767.98000000
0.034536337037
Long
DBT
CORP
US
N
2
2023-03-02
Variable
0.01004290
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
580621.56000000
0.010007417070
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
927274.99000000
0.015982230428
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
0.04627483
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
6924187.04000000
0.119343187291
Long
DBT
CORP
CH
N
2
2024-07-30
Variable
0.01008000
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLOBAL FUNDING
635400LZXFVELZDVP257
NORTHWESTERN MUTUAL GLOBAL FUNDING FRN SOFR+33 03/25/2024 144A
66815L2C2
4063000.00000000
PA
USD
4041528.47000000
0.069658558665
Long
DBT
CORP
US
N
2
2024-03-25
Variable
0.00803829
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 0.45% 08/15/2022
776743AK2
205000.00000000
PA
USD
204373.92000000
0.003522526885
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
9079756.96000000
0.156495936516
Long
DBT
CORP
US
N
2
2022-08-08
Variable
0.01740710
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.5% 10/01/2024#890205
31410LAE2
4373.30080000
PA
USD
4418.35000000
0.000076153340
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
114496.73000000
PA
USD
127576.49000000
0.002198869679
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
215511.94200000
PA
USD
213071.16000000
0.003672429876
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
1758456.34000000
0.030308220028
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
447668.13000000
0.007715872083
Long
ABS-CBDO
CORP
KY
N
2
2033-04-16
Variable
0.02104290
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
3631019.03000000
0.062583142490
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.01995000
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
1802885.11000000
0.031073980830
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
2098.04880000
PA
USD
2149.82000000
0.000037053645
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
3253072.01000000
0.056068962308
Long
DBT
CORP
US
N
2
2023-05-04
Variable
0.02174860
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2050#BS9707
3617MLYC5
16590.76000000
PA
USD
16862.90000000
0.000290643828
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC 0.65% 04/06/2024 144A
50220PAA1
1355000.00000000
PA
USD
1289426.69000000
0.022224167266
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 SFRIX+44.5 04/15/2024
0641593W4
10000000.00000000
PA
USD
9944300.00000000
0.171396938084
Long
DBT
CORP
CA
N
2
2024-04-15
Variable
0.00999151
N
N
N
N
N
N
COLT 2022-3 MTG LN TR
N/A
COLT 2022-3 MTG LN TR 3.901% 02/25/2067 144A
12659YAA2
1894676.24000000
PA
USD
1832275.46000000
0.031580543987
Long
ABS-CBDO
CORP
US
N
2
2067-02-25
Fixed
0.03901000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
APTIV PLC / APTIV CORP 2.396% 02/18/2025
00217GAA1
815000.00000000
PA
USD
787638.38000000
0.013575496178
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
0.02396000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 5.00% 10/23 #G13276
3128MB2H9
2206.27010000
PA
USD
2232.27000000
0.000038474728
Long
ABS-MBS
USGSE
US
N
2
2023-10-01
Fixed
0.05000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 10YR NOTE FUT (CBT)SEP22 TYU2
N/A
-16.00000000
NC
USD
8008.53000000
0.000138032593
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UST NOTES
UST NOTES 0% 06/30/2040
2022-09-21
-1919258.53000000
USD
8008.53000000
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
NUCOR CORP 3.95% 05/23/2025
670346AX3
525000.00000000
PA
USD
530594.85000000
0.009145171872
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
0.03950000
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
7225932.49000000
PA
USD
7143061.88000000
0.123115647635
Long
ABS-CBDO
CORP
US
N
2
2024-10-15
Fixed
0.00440000
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
56156.41000000
PA
USD
55729.69000000
0.000960540030
Long
ABS-CBDO
CORP
US
N
2
2048-06-25
Fixed
0.04000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA FRN SFRIX+83 03/28/2025 144A
25601B2C8
10000000.00000000
PA
USD
9994000.20000000
0.172253555654
Long
DBT
CORP
NO
N
2
2025-03-28
Floating
0.01398791
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
831608.68000000
PA
USD
810941.29000000
0.013977138066
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
6030321.41000000
0.103936790456
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
663096.52000000
0.011428930460
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
0.03718200
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
857721.15000000
PA
USD
838396.61000000
0.014450349632
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.01955000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2050#
31418DQ96
153909.32000000
PA
USD
147682.10000000
0.002545403874
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.03000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP 3.878%/VAR 05/23/2025
49326EEL3
445000.00000000
PA
USD
449039.51000000
0.007739508773
Long
DBT
CORP
US
N
2
2025-05-23
Variable
0.03878000
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
899267.02000000
0.015499493553
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
251638.26000000
PA
USD
264218.79000000
0.004553994910
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
10785.68860000
PA
USD
11132.86000000
0.000191882597
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Variable
0.02582000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 06/01/2032#BE3725
3140FPD71
20323.40000000
PA
USD
20566.18000000
0.000354472439
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.03500000
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
493802.15000000
0.008511024056
Long
ABS-CBDO
USGA
US
N
2
2041-09-25
Variable
0.01434460
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
923242.89000000
0.015912734375
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
48124.07530000
PA
USD
51683.70000000
0.000890804574
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
0.05500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 3.496% 03/24/2025
05964HAP0
1400000.00000000
PA
USD
1390741.86000000
0.023970404801
Long
DBT
CORP
ES
N
2
2025-03-24
Fixed
0.03496000
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
564355.86000000
PA
USD
549351.73000000
0.009468459766
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
290873.47000000
0.005013406889
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
364291.25000000
0.006278813473
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
1614591.00000000
0.027828600671
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Variable
0.02052710
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
2262150.00000000
PA
USD
2220877.07000000
0.038278363450
Long
ABS-CBDO
CORP
US
N
2
2049-06-05
Fixed
0.04194000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 03/15/2025
91282CED9
17440000.00000000
PA
USD
16987672.67000000
0.292794372738
Long
DBT
UST
US
N
2
2025-03-15
Fixed
0.01750000
N
N
N
N
N
N
PIMCO FDS PAC INVT MGMT SER
549300F3V4IM7FBY9U59
PIMCO Short-Term Instl
693390601
80580990.98900000
NS
USD
775189133.31000000
13.36092473939
Long
EC
RF
US
N
1
N
N
N
BX COML MTG TR 2022-CSMO
N/A
BX COML MTG TR 2022-CSMO TSFR1M+314.07 06/15/2027
05610MAC6
1090000.00000000
PA
USD
1084773.78000000
0.018696831793
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Variable
0.03890000
N
N
N
N
N
N
MHC TR 2021-MHC2
N/A
MHC TR 2021-MHC2 1ML+110 05/15/2023 144A
55293AAG2
660000.00000000
PA
USD
631512.75000000
0.010884562182
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Variable
0.01975000
N
N
N
N
N
N
AON CORP2
LTS3U8DGK38SETRUWX71
AON CORP 2.2% 11/15/2022
037389BD4
1592000.00000000
PA
USD
1590800.06000000
0.027418547247
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.02200000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+200 04/25/2042 144A
35564KUW7
1425000.00000000
PA
USD
1418813.51000000
0.024454239245
Long
ABS-CBDO
USGA
US
N
2
2042-04-25
Variable
0.02584460
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG 1.75% 01/12/2025 144A
46849LUV1
1145000.00000000
PA
USD
1090460.96000000
0.018794854302
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
0.01750000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 1.65% 06/22/2025
92556VAB2
445000.00000000
PA
USD
410304.39000000
0.007071881995
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
0.01650000
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
5013898.10000000
0.086418026629
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
825674.31000000
0.014231071929
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
3073046.62000000
PA
USD
3071154.85000000
0.052933493325
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
5179285.80000000
0.089268598854
Long
DBT
CORP
JP
N
2
2023-03-03
Fixed
0.00373000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO FRN SFRIX+72 05/03/2024
025816CU1
5517000.00000000
PA
USD
5516044.07000000
0.095072862236
Long
DBT
CORP
US
N
2
2024-05-03
Variable
0.01411756
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
10010109.70000000
0.172531214109
Long
DBT
CORP
JP
N
2
2023-09-13
Variable
0.01652860
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 2.125% 03/08/2024
20826FAT3
10000000.00000000
PA
USD
9937008.60000000
0.171271265726
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
0.02125000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NELNET STUDENT LOAN TRUST 3ML+18 03/22/2032
64031QCJ8
551799.41000000
PA
USD
525138.17000000
0.009051122191
Long
ABS-CBDO
CORP
US
N
2
2032-03-22
Variable
0.01114000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 5/36 #745516
31403DGZ6
7946.91510000
PA
USD
8581.62000000
0.000147910198
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
0.05500000
N
N
N
N
N
N
LIFE FINANCIAL SERVICES TRUST 2022
N/A
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A
53218DAA6
2874000.00000000
PA
USD
2816479.76000000
0.048543990732
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.02095240
N
N
N
N
N
N
VOLKSWAGEN AUTO LN ENHANCED TR 2021-1
N/A
VOLKSWAGEN AUTO LN ENHANCED TR 2021-1 0.49% 10/21/2024
92868KAB9
7037869.45000000
PA
USD
6978799.20000000
0.120284465914
Long
ABS-CBDO
CORP
US
N
2
2024-10-21
Fixed
0.00490000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC 2.5% 08/15/2024
760759AU4
880000.00000000
PA
USD
865405.32000000
0.014915863565
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
376319.37000000
PA
USD
338552.82000000
0.005835193701
Long
ABS-CBDO
CORP
US
N
2
2066-09-27
Variable
0.01419000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3% 08/15/2026
126650DF4
415000.00000000
PA
USD
405110.82000000
0.006982367198
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03000000
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
1271526.52000000
0.021915645366
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
2045572.71000000
PA
USD
2028973.50000000
0.034970771734
Long
ABS-CBDO
CORP
US
N
2
2028-09-20
Fixed
0.00300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 1/37 #888688
31410GJ95
1815.58770000
PA
USD
1962.12000000
0.000033818505
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
2067065.59000000
0.035627315441
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
754261.20000000
0.013000217229
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
195459.10000000
PA
USD
181594.85000000
0.003129913745
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
273658.05000000
0.004716687132
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
4981500.00000000
0.085859622805
Long
DBT
CORP
US
N
2
2022-08-11
Fixed
0.00400000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY FRN SOFR+62.5 01/24/2025
61747YEJ0
8000000.00000000
PA
USD
7902008.00000000
0.136196612725
Long
DBT
CORP
US
N
2
2025-01-24
Variable
0.01277580
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
601923.26000000
0.010374566709
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Variable
0.01925000
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
3854060.99000000
0.066427426050
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Variable
0.02144290
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
KILROY REALTY LP 4.375% 10/01/2025
49427RAL6
755000.00000000
PA
USD
759451.70000000
0.013089679112
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.04375000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST 2022-A
N/A
FORD CREDIT AUTO LEASE TRUST 2022-A SOFR30A+119 10/15/2024
34528LAC9
2696000.00000000
PA
USD
2687013.96000000
0.046312557478
Long
ABS-CBDO
CORP
US
N
2
2024-10-15
Variable
0.00998730
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 3.75% 06/15/2024 144A
629377CK6
535000.00000000
PA
USD
530477.15000000
0.009143143231
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
3383130.11000000
0.058310604265
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
577173.47000000
0.009947986836
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
18987.19680000
PA
USD
20458.02000000
0.000352608226
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.05500000
N
N
N
N
N
N
BIG COMMERCIAL MORTGAGE TRUST 2022-BIG
N/A
BIG COMMERCIAL MORTGAGE TRUST 2022-BIG C TSFR1M+ 02/15/2039 144A
05551UAC9
410000.00000000
PA
USD
401547.52000000
0.006920951240
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.03122050
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP FRN SOFR+40 06/09/2025
89788MAF9
10710000.00000000
PA
USD
10531464.30000000
0.181517123836
Long
DBT
CORP
US
N
2
2025-06-09
Variable
0.00811369
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 1/35 #735141
31402QWA5
275819.93510000
PA
USD
296584.98000000
0.005111848742
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
886613.92000000
0.015281408560
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
1831000.00000000
PA
USD
1816473.65000000
0.031308188783
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
833.80670000
PA
USD
837.43000000
0.000014433689
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
798007.60000000
0.013754216909
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
1383.36000000
PA
USD
1385.69000000
0.000023883332
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
1070929.58000000
PA
USD
1066695.12000000
0.018385233494
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
272659.95000000
PA
USD
270165.17000000
0.004656484912
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Fixed
0.03020000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 3.05% 03/22/2027
89236TJZ9
640000.00000000
PA
USD
625099.86000000
0.010774031555
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
0.03050000
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
1487263.41000000
PA
USD
1381760.36000000
0.023815602392
Long
ABS-CBDO
CORP
US
N
2
2062-04-20
Fixed
0.01320000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TR 2022-2
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 3.85% 07/17/2028
30166QAE9
1285000.00000000
PA
USD
1273448.75000000
0.021948776340
Long
ABS-CBDO
CORP
US
N
2
2028-07-17
Fixed
0.03850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 5/38 #889579
31410KJY1
3721.66800000
PA
USD
4096.78000000
0.000070610857
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
682752.45000000
0.011767714107
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
10000000.00000000
PA
USD
10072182.00000000
0.173601073442
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
5235577.31000000
0.090238822243
Long
DBT
CORP
US
N
2
2024-06-28
Variable
0.00776824
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 0.95% 01/08/2024 144A
04685A2S9
3469000.00000000
PA
USD
3316462.31000000
0.057161538289
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
510103.63000000
0.008791991421
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
102463.72780000
PA
USD
102061.05000000
0.001759093296
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
4995350.00000000
0.086098337204
Long
DBT
CORP
US
N
2
2022-11-17
Variable
0.00935134
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD)3.773%/VAR 03/28/2025 144A
23636ABD2
800000.00000000
PA
USD
792875.13000000
0.013665755213
Long
DBT
CORP
DK
N
2
2025-03-28
Variable
0.03773000
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
699633.27000000
0.012058666800
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
17094.04210000
PA
USD
18829.57000000
0.000324540756
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
3282773.87000000
0.056580894556
Long
DBT
CORP
US
N
2
2022-10-15
Variable
0.04400000
N
N
N
N
N
N
COCA-COLA EUROPACIFIC PARTNERS PLC
549300LTH67W4GWMRF57
COCA-COLA EUROPEAN PARTNERS PLC 0.8% 05/03/2024 144A
19123MAE3
2005000.00000000
PA
USD
1909453.77000000
0.032910765925
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
998625.00000000
0.017211997555
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
0.03500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 2.25% 03/04/2025
025816CQ0
1925000.00000000
PA
USD
1873164.37000000
0.032285292835
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
0.02250000
N
N
N
N
N
N
BRASS NO 10 PLC
213800UCE3NFG8SQKH09
BRASS NO 10 PLC VAR 04/16/2069 144A
10554PAA1
752337.61000000
PA
USD
725549.88000000
0.012505357627
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
536008.60000000
0.009238481625
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
6745.14740000
PA
USD
6988.62000000
0.000120453734
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Variable
0.02472000
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
1012136.31000000
0.017444874396
Long
ABS-CBDO
CORP
US
N
2
2037-12-15
Variable
0.01874710
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC FRN SFRIX+63 02/16/2024
29250NBM6
4149000.00000000
PA
USD
4131012.18000000
0.071200872745
Long
DBT
CORP
CA
N
2
2024-02-16
Variable
0.01415393
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.21% 2/37 #1J0248
3128LUHZ2
2636.81700000
PA
USD
2709.12000000
0.000046693570
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
0.02204000
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
437692.95000000
PA
USD
437264.84000000
0.007536564133
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
20003809.20000000
0.344779586990
Long
DBT
USGSE
US
N
2
2022-07-08
Variable
0.00960000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC FRN SFRIX+53 04/01/2024 144A
05565EBN4
5925000.00000000
PA
USD
5909701.71000000
0.101857825899
Long
DBT
CORP
US
N
2
2024-04-01
Variable
0.01026010
N
N
N
N
N
N
CONNECTICUT AVE SECS TR 2022-R02
N/A
CONNECTICUT AVE SECS TR 2022-R02 SOFR30A+120 12/25/2041 144A
20754BAA9
1607827.34000000
PA
USD
1593440.50000000
0.027464057069
Long
ABS-CBDO
CORP
US
N
2
2042-01-25
Variable
0.01784460
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA 3% 01/15/2025 144A
00973RAE3
995000.00000000
PA
USD
974713.84000000
0.016799872055
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
23698.95000000
PA
USD
24087.69000000
0.000415168117
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
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
1028752.66000000
0.017731268764
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Variable
0.02144290
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
4074829.55000000
0.070232525978
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
3242676.72000000
0.055889792243
Long
DBT
CORP
US
N
2
2023-05-10
Variable
0.01154195
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
1267992.00000000
0.021854725452
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Variable
0.02594290
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GROUP
N/A
PEACEHEALTH OBLIGATED GROUP 1.375% 11/15/2025
70462GAB4
190000.00000000
PA
USD
175798.44000000
0.003030008581
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
87164097.20800000
NS
USD
87172813.62000000
1.502484170701
Long
STIV
RF
US
N
1
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 5/25 #AD6392
31418UC69
2268.63860000
PA
USD
2308.96000000
0.000039796534
Long
ABS-MBS
USGSE
US
N
2
2025-05-01
Fixed
0.04500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE FRN SOFR+105 01/21/2026 144A
83368RBF8
10000000.00000000
PA
USD
9754306.60000000
0.168122269479
Long
DBT
CORP
FR
N
2
2026-01-21
Variable
0.01743669
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
1145292.61000000
PA
USD
1055861.41000000
0.018198506955
Long
ABS-CBDO
CORP
US
N
2
2050-12-25
Variable
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 5/39 #995838
31416CHP4
21147.97700000
PA
USD
22913.47000000
0.000394929617
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
538989.75000000
0.009289863822
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Variable
0.01675000
N
N
N
N
N
N
OBX 2021-NQM1 TR
N/A
OBX 2021-J1 A4 2.5% 05/25/2051 144A
67113XAD2
971408.18000000
PA
USD
896162.03000000
0.015445976888
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
317908.40000000
PA
USD
284882.42000000
0.004910146968
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.03500000
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
2909090.36000000
0.050140198939
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
0.01633140
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2022-2
N/A
CARMAX AUTO OWNER TR 2022-2 SOFR30A+74 05/15/2025
14317HAH4
2753000.00000000
PA
USD
2744138.37000000
0.047297136480
Long
ABS-CBDO
CORP
US
N
2
2025-05-15
Variable
0.00998730
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
924448.18000000
0.015933508388
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
5118052.04000000
0.088213192342
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
540881.00000000
0.009322460833
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
477745.61000000
PA
USD
456674.26000000
0.007871099008
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 SFRIX+40 11/03/2023
65339KBX7
6000000.00000000
PA
USD
5961293.04000000
0.102747038412
Long
DBT
CORP
US
N
2
2023-11-03
Variable
0.01091756
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A
05610HAA1
2451911.17000000
PA
USD
2367498.24000000
0.040805481457
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.01808900
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
1050055.19290000
PA
USD
1029378.45000000
0.017742054690
Long
ABS-CBDO
CORP
US
N
2
2037-01-15
Variable
0.01594710
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
8878862.00000000
0.153033371929
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
101919.74000000
PA
USD
100018.89000000
0.001723895246
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
158890.65000000
PA
USD
157016.28000000
0.002706284969
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
1963242.70000000
0.033837855605
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC 5.625% 03/01/2025
785592AM8
510000.00000000
PA
USD
529879.83000000
0.009132848004
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.05625000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.63%/VAR SOFR+0 02/18/2026
61747YEM3
1070000.00000000
PA
USD
1036221.63000000
0.017860001665
Long
DBT
CORP
US
N
2
2026-02-18
Variable
0.02630000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2022-B OWNER TR
N/A
TOYOTA AUTO RECEIVABLES 2022-B OWNER TR SOFR30A+0 01/15/2025
89238FAC7
1867000.00000000
PA
USD
1863345.16000000
0.032116051911
Long
ABS-CBDO
CORP
US
N
2
2025-01-15
Variable
0.00888730
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.4% 09/15/2023
68389XBL8
1280000.00000000
PA
USD
1269290.04000000
0.021877098076
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
443222.40000000
0.007639246829
Long
ABS-CBDO
CORP
US
N
2
2024-07-22
Fixed
0.02560000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 SOFR30A+210 03/25/2042 144A
20753XAA2
1079207.71000000
PA
USD
1076494.58000000
0.018554134014
Long
ABS-CBDO
CORP
US
N
2
2042-03-25
Variable
0.02684460
N
N
N
N
N
N
COMM 2013-300P MTG TR
N/A
COMM 2013-300P MTG TR
12625XAA5
620000.00000000
PA
USD
620635.50000000
0.010697085201
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
19164.87640000
PA
USD
19390.71000000
0.000334212395
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
1857422.26000000
PA
USD
1846373.76000000
0.031823538009
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
3166703.40000000
PA
USD
3135698.21000000
0.054045943098
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Variable
0.02278000
N
N
N
N
N
N
SCHLUMBERGER HOLDINGS CORPORATION
529900IKZG65COT1D505
SCHLUMBERGER HOLDINGS CORPORATION 4% 12/21/2025 144A
806851AG6
375000.00000000
PA
USD
378564.62000000
0.006524824948
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
11920.38280000
PA
USD
12331.49000000
0.000212541820
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
0.02076000
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
660335.43000000
0.011381341151
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
1798520.36000000
0.030998751323
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
355717.84000000
0.006131044779
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
70474.92000000
0.001214684341
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 10/26 #AL2456
3138EJWS3
39062.27330000
PA
USD
39676.48000000
0.000683851772
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
0.04500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.620%/VAR 04/17/2025
61747YEQ4
1280000.00000000
PA
USD
1281244.74000000
0.022083145658
Long
DBT
CORP
US
N
2
2025-04-17
Variable
0.03620000
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
886302.10000000
0.015276034125
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
45319.05000000
PA
USD
45045.79000000
0.000776395571
Long
ABS-CBDO
CORP
US
N
2
2059-02-25
Fixed
0.04000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.75% 07/15/2025
91324PCP5
1020000.00000000
PA
USD
1038241.72000000
0.017894819323
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03750000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 2.4% 03/15/2025
03027XAZ3
665000.00000000
PA
USD
640480.93000000
0.011039135012
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.02400000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS 3.85% 11/21/2022
254709AJ7
3500000.00000000
PA
USD
3521293.83000000
0.060691952229
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
405018.39000000
0.006980774103
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 09/01/2024#AC1850
31417LBU8
15993.51290000
PA
USD
16234.16000000
0.000279807056
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 SFRIX+25 08/15/2023
30040WAM0
5000000.00000000
PA
USD
4987268.45000000
0.085959046060
Long
DBT
CORP
US
N
2
2023-08-15
Variable
0.01035393
N
N
N
N
N
N
NEUBERGER BERMAN CLO XVII LTD / NEUBERGER BERMAN CLO XVII LLC
N/A
NEUBERGER BERMAN CLO XVII LTD/LLC 3ML+103 04/22/2029 144A
64129UBS3
1300000.00000000
PA
USD
1289395.90000000
0.022223636579
Long
ABS-CBDO
CORP
KY
N
2
2029-04-22
Variable
0.02166290
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN CO LTD 1.45% 05/05/2026 144A
62878U2A9
1765000.00000000
PA
USD
1603763.31000000
0.027641977891
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
1082019.68000000
0.018649362961
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
80947.83000000
PA
USD
80440.72000000
0.001386451847
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
SG RESIDENTIAL MTG TR 2022-1
N/A
SG RESIDENTIAL MORTGAGE TRUST 2022-2 3.166% 03/27/2062 144A
78433QAA3
1207239.77000000
PA
USD
1156119.44000000
0.019926523946
Long
ABS-CBDO
CORP
US
N
2
2062-03-27
Fixed
0.03166000
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
507683.80000000
0.008750283965
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
1317094.84000000
0.022701047106
Long
ABS-CBDO
CORP
KY
N
2
2029-10-25
Variable
0.02634000
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
3065000.00000000
PA
USD
3129607.96000000
0.053940973396
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
483078.06000000
PA
USD
469624.43000000
0.008094304209
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
1511512.70000000
0.026051974362
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
0.02375000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 2.514% 03/08/2024 144A
04685A3J8
2290000.00000000
PA
USD
2237713.46000000
0.038568550361
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
0.02514000
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
881862.37000000
0.015199512286
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
1911959.78000000
0.032953958753
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
223815743.90000000
3.857620264838
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
74404196.61000000
1.282408161420
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
1378000.00000000
PA
USD
1301680.31000000
0.022435366943
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
1931402.44000000
0.033289066543
Long
ABS-MBS
CORP
US
N
2
2026-09-15
Variable
0.01625000
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
1360846.35000000
0.023455134860
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.01805000
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
399904.72000000
0.006892636438
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
1714757.55000000
0.029555040940
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
2363130.79000000
0.040730205414
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
456781.20000000
0.007872942193
Long
ABS-CBDO
CORP
US
N
2
2034-04-25
Variable
0.02134460
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
STRYKER CORP 0.6% 12/01/2023
863667BB6
325000.00000000
PA
USD
313796.43000000
0.005408500073
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.00600000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TR 2022-1
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 3.02% 06/15/2028
30167JAF1
1350000.00000000
PA
USD
1273909.95000000
0.021956725443
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
0.03020000
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
728133.63000000
0.012549890359
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
1949822.00000000
0.033606540491
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
640094.33000000
0.011032471692
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% 08/15/2032 144A
165183CJ1
1905896.29000000
PA
USD
1884963.83000000
0.032488664748
Long
ABS-CBDO
CORP
US
N
2
2032-08-15
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
871214.32000000
0.015015985726
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.01575000
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
175510.57000000
PA
USD
174365.14000000
0.003005304657
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Fixed
0.02739000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 10YR ULTRA FUT SEP22 UXYU2
N/A
-18.00000000
NC
USD
16708.82000000
0.000287988152
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UST NOTES
$US 10YR NOTE ULTRA FUT CONTRACT UNDERLYING
2022-09-21
-2329427.57000000
USD
16708.82000000
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK 1.25% 03/09/2023
89788JAB5
7000000.00000000
PA
USD
6935437.88000000
0.119537103356
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
47310.32000000
PA
USD
48381.87000000
0.000833895234
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
0.04500000
N
N
N
N
N
N
AIMCO CLO 12 LTD
N/A
AIMCO CLO 12 LTD TSFR3M+117 01/17/2032 144A
00140LAG9
4835000.00000000
PA
USD
4699822.59000000
0.081004716417
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Variable
0.02021210
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TR 2022-1
N/A
SANTANDER DRIVE AUTO RECEIVABLES TR 2022-1 2.56% 04/17/2028
80286EAE6
1630000.00000000
PA
USD
1557687.82000000
0.026847834723
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.02560000
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
328279.14610000
PA
USD
307341.01000000
0.005297236413
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 SFRIX+27 04/14/2023
06368EJS2
8000000.00000000
PA
USD
7973546.80000000
0.137429633779
Long
DBT
CORP
CA
N
2
2023-04-14
Variable
0.00818765
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 4.4% 06/01/2027
62954HBE7
155000.00000000
PA
USD
155547.59000000
0.002680971074
Long
DBT
CORP
NL
N
2
2027-06-01
Fixed
0.04400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 12/01/2024#AC6942
31417TWC8
8151.84300000
PA
USD
8287.07000000
0.000142833424
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
383896.09000000
0.006616716548
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
899265.99000000
0.015499475801
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
0.03704200
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
ECOLAB INC 1.65% 02/01/2027
278865BL3
400000.00000000
PA
USD
369579.08000000
0.006369952906
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.01650000
N
N
N
N
N
N
COMM 2015-CCRE22 MTG TR
N/A
COMM 2015-CCRE22 MTG TR VAR 03/10/2048
12592XBJ4
740000.00000000
PA
USD
715005.46000000
0.012323617203
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
0.04075185
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
1063315.24000000
0.018326978908
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
772849.60000000
0.013320601252
Long
ABS-CBDO
CORP
KY
N
2
2036-10-16
Variable
0.02015570
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC FRN SFRIX+178 03/15/2024 144A
55903VAA1
3122000.00000000
PA
USD
3144634.50000000
0.054199966281
Long
DBT
CORP
US
N
2
2024-03-15
Variable
0.02209211
N
N
N
N
N
N
KEYBANK NATL ASSN
HUX2X73FUCYHUVH1BK78
KEYBANK NATL ASSN FRN SOFR+32 06/14/2024
49327M3D4
10000000.00000000
PA
USD
9890291.70000000
0.170466067410
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.01100000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL 30YR 5.5% 09/45#784653
3622AABW3
314099.66000000
PA
USD
336080.83000000
0.005792587231
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
235280.49000000
PA
USD
221933.38000000
0.003825176411
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
245047.31000000
PA
USD
248147.94000000
0.004277002615
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 04/30/2024
91282CEK3
13820000.00000000
PA
USD
13815681.25000000
0.238122890882
Long
DBT
UST
US
N
2
2024-04-30
Fixed
0.02500000
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
518998.76000000
0.008945305183
Long
ABS-CBDO
USGA
US
N
2
2041-11-25
Variable
0.02384460
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
570153.96000000
0.009827000691
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
110299.46000000
0.001901088031
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
986695.21000000
0.017006379314
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
948120.58000000
0.016341518693
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Variable
0.01725000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 3.755% 03/15/2027 144A
55903VAG8
3060000.00000000
PA
USD
2970036.83000000
0.051190653807
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03755000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
MARVELL TECHNOLOGY INC 4.2% 06/22/2023
573874AL8
1050000.00000000
PA
USD
1059541.23000000
0.018261931216
Long
DBT
CORP
US
N
2
2023-06-22
Fixed
0.04200000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO FRN SFRIX+25 05/10/2023
341081GD3
3574000.00000000
PA
USD
3558817.00000000
0.061338690204
Long
DBT
CORP
US
N
2
2023-05-10
Variable
0.01034191
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
921491.26000000
0.015882543812
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
4071000.00000000
PA
USD
4033454.47000000
0.069519397651
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
454349.64000000
0.007831032562
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Variable
0.02142710
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 8/24 #931726
31412QD71
57475.05960000
PA
USD
58339.88000000
0.001005528473
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
0.04500000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
HUNTINGTON NATL BK COLUMBUS OH FRN SFRIX+119 05/16/2025
44644MAE1
8000000.00000000
PA
USD
8008720.00000000
0.138035868384
Long
DBT
CORP
US
N
2
2025-05-16
Variable
0.01971743
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
567524.82000000
0.009781685632
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
4950571.10000000
0.085326541668
Long
DBT
CORP
CA
N
2
2024-07-31
Variable
0.01047549
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
1006909.65000000
PA
USD
928913.52000000
0.016010471634
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Fixed
0.02500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.843%/VAR 02/04/2025
06051GKG3
850000.00000000
PA
USD
827435.71000000
0.014261430885
Long
DBT
CORP
US
N
2
2025-02-04
Variable
0.01843000
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
405699.97000000
PA
USD
405355.17000000
0.006986578741
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
401852.77000000
0.006926212437
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
4963573.30000000
0.085550643643
Long
DBT
CORP
CA
N
2
2023-09-15
Variable
0.00689212
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
965244.21000000
0.016636656385
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
9920807.90000000
0.170992035375
Long
DBT
CORP
US
N
2
2025-04-22
Variable
0.01314600
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
354060.31420000
PA
USD
347314.93000000
0.005986214771
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
5434188.72000000
0.093662028255
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
10377.75000000
PA
USD
10688.24000000
0.000184219262
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
2581911.47000000
PA
USD
2418606.09000000
0.041686360855
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
84822.30000000
PA
USD
85628.78000000
0.001475871675
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
449121.96000000
PA
USD
449272.28000000
0.007743520726
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
7337.67250000
PA
USD
7648.06000000
0.000131819642
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
9139.16360000
PA
USD
9567.19000000
0.000164897184
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
5001640.10000000
0.086206751459
Long
DBT
CORP
US
N
2
2023-01-17
Variable
0.01104152
N
N
N
N
N
N
WASTE MANAGEMENT INC DEL
549300YX8JIID70NFS41
WASTE MANAGEMENT INC DEL 0.75% 11/15/2025
94106LBL2
946000.00000000
PA
USD
873325.21000000
0.015052368386
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.00750000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 3.5% 03/01/2023 144A
09659W2E3
10000000.00000000
PA
USD
10049390.20000000
0.173208240891
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
636654.38000000
0.010973181757
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
1270122.18000000
PA
USD
1197159.25000000
0.020633873661
Long
ABS-CBDO
CORP
US
N
2
2056-08-25
Fixed
0.01162000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL FUNDING
635400EVYITCJYWL2I50
PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+98 03/28/2025 144A
74368CBM5
7500000.00000000
PA
USD
7527994.28000000
0.129750225708
Long
DBT
CORP
US
N
2
2025-03-28
Variable
0.01447760
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST 1.25% 12/08/2023 144A
36143L2F1
5000000.00000000
PA
USD
4827866.15000000
0.083211636373
Long
DBT
CORP
US
N
2
2023-12-08
Fixed
0.01250000
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
5991120.00000000
0.103261126846
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
0.00550000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 1.875% 01/15/2027
65339KBY5
1255000.00000000
PA
USD
1157040.51000000
0.019942399229
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.01875000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC 0.868% 12/01/2023 144A
071813CC1
1460000.00000000
PA
USD
1409573.45000000
0.024294980374
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
2445690.17000000
0.042153173842
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC 4.375% 03/15/2023
747262AK9
3565000.00000000
PA
USD
3531546.15000000
0.060868658107
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
397639.25000000
0.006853589484
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
23211.53000000
PA
USD
22964.57000000
0.000395810361
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
910000.00000000
PA
USD
870209.09000000
0.014998659887
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
1690000.00000000
PA
USD
1584301.70000000
0.027306543485
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
0.01650000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+50 06/14/2023 144A
233853AA8
8000000.00000000
PA
USD
7979302.64000000
0.137528839691
Long
DBT
CORP
US
N
2
2023-06-14
Variable
0.00986924
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
305152.00000000
PA
USD
286587.71000000
0.004939538829
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
1753150.00000000
0.030216761562
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
3984689.92000000
PA
USD
3942557.00000000
0.067952716433
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
202864.40000000
PA
USD
202657.80000000
0.003492948362
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 SFRIX+50 03/22/2024
92343VGD0
2563000.00000000
PA
USD
2553133.27000000
0.044005030520
Long
DBT
CORP
US
N
2
2024-03-22
Variable
0.00961690
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB 1.418%/VAR 06/11/2027
86959LAH6
695000.00000000
PA
USD
630054.99000000
0.010859436673
Long
DBT
CORP
SE
N
2
2027-06-11
Variable
0.01418000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.14%/VAR 05/24/2025
172967NQ0
1070000.00000000
PA
USD
1078944.60000000
0.018596361815
Long
DBT
CORP
US
N
2
2025-05-24
Variable
0.04140000
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
381274.89000000
PA
USD
372176.91000000
0.006414728316
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
566072.56000000
PA
USD
526543.83000000
0.009075349720
Long
ABS-CBDO
CORP
US
N
2
2066-04-25
Fixed
0.00985000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% #AL2664
3138EJ6A1
49193.07130000
PA
USD
50102.87000000
0.000863557868
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
9314.75000000
PA
USD
9583.94000000
0.000165185882
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 SFRIX+70 05/24/2024 144A
04685A2X8
8000000.00000000
PA
USD
7767138.64000000
0.133872045350
Long
DBT
CORP
US
N
2
2024-05-24
Variable
0.01480067
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 2.591%/VAR 01/20/2028 144A
09659W2T0
1150000.00000000
PA
USD
1056002.30000000
0.018200935292
Long
DBT
CORP
FR
N
2
2028-01-20
Variable
0.02591000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+88.5 04/22/2027
46647PCF1
747000.00000000
PA
USD
728967.42000000
0.012564261310
Long
DBT
CORP
US
N
2
2027-04-22
Variable
0.01484460
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
680009.32000000
0.011720434351
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.01975962
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 1.164/VAR 10/21/2025
61747YEG6
1035000.00000000
PA
USD
974085.71000000
0.016789045797
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
249388.24000000
PA
USD
231324.50000000
0.003987038907
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
690000.00000000
PA
USD
618642.09000000
0.010662727391
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
10011.76000000
PA
USD
9992.99000000
0.000172236144
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
26358316.29400000
NS
USD
242760093.07000000
4.184139320151
Long
EC
RF
US
N
1
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC FRN SOFR+0 10/01/2024
032654AT2
2353000.00000000
PA
USD
2334357.30000000
0.040234274269
Long
DBT
CORP
US
N
2
2024-10-01
Variable
0.00746010
N
N
N
N
N
N
BVINV 2021-5 A20
N/A
BVINV 2021-5 A20 2.5% 11/25/2051 144A
07336JAH1
1766538.13000000
PA
USD
1623075.98000000
0.027974845212
Long
ABS-CBDO
CORP
US
N
2
2051-11-25
Fixed
0.02500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+132 04/26/2026
46647PDB9
5000000.00000000
PA
USD
5002350.00000000
0.086218987080
Long
DBT
CORP
US
N
2
2026-04-26
Variable
0.01936603
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
340586.28000000
0.005870241801
Long
ABS-CBDO
CORP
US
N
2
2050-07-15
Fixed
0.01884000
N
N
N
N
N
N
COMM 2015-CCRE22 MTG TR
N/A
COMM 2015-CCRE22 MTG TR 3.048% 03/10/2048
12592XBC9
2091510.00000000
PA
USD
2049443.88000000
0.035323592993
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Fixed
0.03048000
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
1236347.92000000
0.021309317689
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
1865472.34000000
0.032152715340
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.01909000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.3% 03/04/2024
96950FAM6
305000.00000000
PA
USD
309531.74000000
0.005334995170
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
584342.61000000
PA
USD
566360.87000000
0.009761624143
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Fixed
0.00943000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TR 2021-3
N/A
EXETER AUTOMOBILE RECEIVABLES TR 2021-3A D 1.55% 06/15/2027
30166AAF1
660000.00000000
PA
USD
623021.92000000
0.010738216812
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
0.01550000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 11/20/2050#MA6997
36179VX21
2599186.79000000
PA
USD
2588332.85000000
0.044611719802
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
0.03500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.384%/VAR 04/02/2026
06051GKM0
1145000.00000000
PA
USD
1128108.97000000
0.019443743982
Long
DBT
CORP
US
N
2
2026-04-02
Variable
0.03384000
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A
453140AF2
235000.00000000
PA
USD
233255.17000000
0.004020315349
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
0.04250000
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
4424272.64000000
0.076255421070
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Variable
0.01994290
N
N
N
N
N
N
S and P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S and P GLOBAL INC 2.45% 03/01/2027 144A
78409VBA1
2215000.00000000
PA
USD
2101850.62000000
0.036226859666
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.02450000
N
N
N
N
N
N
MFA 2021-NQM2 TR
N/A
MFA 2021-NQM2 TR 1.317% 11/25/2064 144A
55283WAB7
264418.71650000
PA
USD
246154.10000000
0.004242637393
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
3520569.25000000
0.060679463588
Long
ABS-CBDO
CORP
KY
N
2
2031-04-22
Variable
0.02186290
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
798850.45000000
0.013768744015
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
1500575.00000000
PA
USD
1471153.23000000
0.025356350781
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
109040.21640000
PA
USD
107513.59000000
0.001853071621
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
1356509.05000000
0.023380378473
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
365659.18000000
0.006302390699
Long
DBT
CORP
GB
N
2
2024-03-15
Variable
0.03885000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR 2022-B
N/A
WORLD OMNI AUTO RECEIVABLES TR 2022-B SOFR30A+105 10/15/2025
98163QAC3
3347000.00000000
PA
USD
3345629.74000000
0.057664259264
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Variable
0.00000000
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
1306968.75000000
0.022526516891
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
0.00800000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 2.65% 10/01/2026
70450YAD5
1295000.00000000
PA
USD
1247926.70000000
0.021508886028
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.02650000
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
533065.75000000
0.009187759555
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
1120738.87000000
0.019316715174
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
194140.43000000
0.003346145556
Long
DBT
CORP
ES
N
2
2024-06-30
Variable
0.00701000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC FRN SFRIX+84 04/01/2025 144A
05565EBY0
7500000.00000000
PA
USD
7504342.43000000
0.129342569596
Long
DBT
CORP
US
N
2
2025-04-01
Variable
0.01336010
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
1529175.14000000
0.026356398820
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
13.71240000
PA
USD
13.83000000
0.000000238369
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 SFRIX+115 11/14/2022
694308JX6
180000.00000000
PA
USD
179651.64000000
0.003096421167
Long
DBT
CORP
US
N
2
2022-11-14
Variable
0.01935393
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 4/25 #AD3831
31418RHH7
1377.37200000
PA
USD
1401.85000000
0.000024161861
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
264985.91000000
PA
USD
261230.19000000
0.004502484307
Long
ABS-CBDO
CORP
US
N
2
2050-03-25
Variable
0.01855710
N
N
N
N
N
N
UBS AG LONDN BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG LON BRANCH FRN SOFR+47 01/13/2025 144A
902674YT1
5000000.00000000
PA
USD
4943420.00000000
0.085203287477
Long
DBT
CORP
GB
N
2
2025-01-13
Variable
0.01120630
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
193137.24000000
PA
USD
187306.99000000
0.003228366457
Long
ABS-CBDO
CORP
US
N
2
2060-01-26
Fixed
0.02464130
N
N
N
N
N
N
2022-06-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer