0001752724-23-139609.txt : 20230622
0001752724-23-139609.hdr.sgml : 20230622
20230622132910
ACCESSION NUMBER: 0001752724-23-139609
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230428
FILED AS OF DATE: 20230622
DATE AS OF CHANGE: 20230622
PERIOD START: 20230430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: IndexIQ Active ETF Trust
CENTRAL INDEX KEY: 0001426439
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22739
FILM NUMBER: 231032611
BUSINESS ADDRESS:
STREET 1: 51 MADISON AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: 888-474-7725
MAIL ADDRESS:
STREET 1: 51 MADISON AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10010
0001426439
S000071156
IQ MacKay ESG Core Plus Bond ETF
C000225893
IQ MacKay ESG Core Plus Bond ETF
ESGB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001426439
XXXXXXXX
S000071156
C000225893
IndexIQ Active ETF Trust
811-22739
0001426439
549300VWZDQ61K9DOP39
51 Madison Avenue
4th Floor
New York
10010
888-474-7725
IQ MacKay ESG Core Plus Bond ETF
S000071156
549300LXJK55YI2K3A41
2023-04-30
2023-04-28
N
246573262.94
4030544.30
242542718.64
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
979344.00000000
USD
N
Bloomberg US Aggregate
LBUSTRUU
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2019-C
12596UAE8
500000.00000000
PA
USD
494197.35000000
0.203756827981
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BHVP1
2459794.46000000
PA
USD
87111.90000000
0.035916106032
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Floating
0.01000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2023-REV1
34535QAD7
425000.00000000
PA
USD
426356.81000000
0.175786274842
Long
ABS-O
CORP
US
N
2
2035-08-15
Fixed
6.26000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBJ9
535000.00000000
PA
USD
503180.76000000
0.207460674483
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BFK33
218594.17000000
PA
USD
203168.25000000
0.083765965492
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.50000000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300RM62GNIVQ1WJ04
Agate Bay Mortgage Trust 2015-5
00842BAV9
189996.64000000
PA
USD
161072.29000000
0.066409864168
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Variable
3.57813400
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
800000.00000000
PA
USD
716392.54000000
0.295367572367
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XYW8
1205000.00000000
PA
USD
1284741.36000000
0.529696940482
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
8.57043000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382NXV4
1405176.18000000
PA
USD
194024.62000000
0.079996060524
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XY58
1044995.43000000
PA
USD
42751.08000000
0.017626206319
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Floating
0.01000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WH26
1249276.18000000
PA
USD
194481.07000000
0.080184254176
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAT0
185000.00000000
PA
USD
169374.36000000
0.069832795208
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.25100000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAF3
665000.00000000
PA
USD
645009.90000000
0.265936616698
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
7.91533000
N
N
N
N
N
N
Freddie Mac - STACR
549300Y6KOVOWQ8OJC33
Freddie Mac STACR Trust 2019-DNA2
35564LBD8
755000.00000000
PA
USD
788879.19000000
0.325253709706
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Floating
9.37043000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR3 Trust
001807AB2
660000.00000000
PA
USD
606829.74000000
0.250194993856
Long
ABS-O
CORP
US
N
2
2037-09-17
Fixed
1.80600000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
250000.00000000
PA
USD
225895.41000000
0.093136339555
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
400000.00000000
PA
USD
341648.00000000
0.140860959222
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAA3
537596.27000000
PA
USD
491817.58000000
0.202775652370
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
1.33900000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
1190000.00000000
PA
USD
1131820.19000000
0.466647770894
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
7.86533000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
415000.00000000
PA
USD
437748.91000000
0.180483220627
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAY1
680000.00000000
PA
USD
586316.40000000
0.241737374466
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3132HTPF7
177437.98000000
PA
USD
136777.48000000
0.056393150355
Long
ABS-MBS
USGSE
US
N
2
2043-08-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H2T79
1803465.12000000
PA
USD
233380.29000000
0.096222344380
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REJ9
315000.00000000
PA
USD
277371.52000000
0.114359862689
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
1.63000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAA0
740199.19000000
PA
USD
673528.93000000
0.277694970097
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.26600000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAA0
585000.00000000
PA
USD
450831.52000000
0.185877161156
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XY32
625000.00000000
PA
USD
681893.81000000
0.281143797605
Long
ABS-MBS
CORP
US
N
2
2031-01-25
Floating
9.27043000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LBS9
539568.83000000
PA
USD
73658.75000000
0.030369392415
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Floating
1.34729000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-1
61946NAA6
828629.36000000
PA
USD
727749.54000000
0.300050046474
Long
ABS-O
CORP
US
N
2
2046-04-20
Fixed
2.10000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRN1
535000.00000000
PA
USD
524300.00000000
0.216168105536
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
8.56533000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2022-3
14318MAD1
550000.00000000
PA
USD
540434.90000000
0.222820500664
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
3.97000000
N
N
N
N
N
N
AMER AIRLINE 19-1B PTT
N/A
American Airlines 2019-1 Class B Pass Through Trust
02379DAA8
350143.40000000
PA
USD
305725.15000000
0.126050021915
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.85000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-2
61946RAB5
631296.57000000
PA
USD
498851.37000000
0.205675673463
Long
ABS-O
CORP
US
N
2
2047-04-22
Fixed
2.09000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAG0
530000.00000000
PA
USD
516508.27000000
0.212955586915
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.09000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CYH7
1549175.22000000
PA
USD
213010.82000000
0.087824042376
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Floating
1.34729000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYZ4
555000.00000000
PA
USD
544985.91000000
0.224696875278
Long
DBT
CORP
CA
N
2
2027-01-21
Floating
5.51201700
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LQ53
799901.28000000
PA
USD
91469.67000000
0.037712808083
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
520000.00000000
PA
USD
456992.98000000
0.188417521895
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CF9
390000.00000000
PA
USD
330419.66000000
0.136231531440
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAU0
995000.00000000
PA
USD
893193.95000000
0.368262529177
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDE3
640000.00000000
PA
USD
505286.79000000
0.208328987500
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
INDIANAPOLIS PWR & LIGHT
2T85JNP2R2B2GTSFND21
Indianapolis Power & Light Co
455434BV1
370000.00000000
PA
USD
392065.48000000
0.161648010791
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
5.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QAM2
1596284.56000000
PA
USD
214791.58000000
0.088558247060
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
1.34729000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
1115000.00000000
PA
USD
895422.80000000
0.369181480697
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383X4E1
845000.00000000
PA
USD
963163.11000000
0.397110709157
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Variable
7.48555000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KGR4
805000.00000000
PA
USD
729573.92000000
0.300802235618
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
7.96533000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
295002.00000000
PA
USD
289296.64000000
0.119276571822
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VER6
352564.53000000
PA
USD
305678.38000000
0.126030738714
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
3.00000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
384495.59000000
PA
USD
384421.57000000
0.158496438134
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AN2
540000.00000000
PA
USD
502508.18000000
0.207183370755
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.22400000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
42566.72000000
PA
USD
42235.13000000
0.017413480906
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
6.46533000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAL9
320000.00000000
PA
USD
296065.44000000
0.122067337935
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.19250000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
940000.00000000
PA
USD
771888.35000000
0.318248411796
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2005-5
576434T20
533766.38000000
PA
USD
285421.91000000
0.117679026441
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383XYN8
345000.00000000
PA
USD
278466.75000000
0.114811424379
Long
ABS-MBS
USGA
US
N
2
2053-04-20
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPD6
1540097.17000000
PA
USD
1552870.44000000
0.640246158988
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBS7
900018.99000000
PA
USD
876401.95000000
0.361339212702
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
7.06533000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQC6
485000.00000000
PA
USD
456527.93000000
0.188225782476
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
7.31533000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382DM30
1120808.27000000
PA
USD
136112.41000000
0.056118942990
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Floating
1.09729000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XR30
630000.00000000
PA
USD
682245.77000000
0.281288910186
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
9.52043000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K71 Mortgage Trust
35708WAS9
505000.00000000
PA
USD
475423.82000000
0.196016529651
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
3.88055500
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAZ8
460000.00000000
PA
USD
339400.48000000
0.139934310089
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XGN8
245000.00000000
PA
USD
254331.46000000
0.104860480424
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
8.67043000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAL9
260000.00000000
PA
USD
246005.01000000
0.101427497547
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.59772000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382RLF3
196700.63000000
PA
USD
28447.44000000
0.011728836948
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBD2
565000.00000000
PA
USD
559298.18000000
0.230597802785
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-9
12669GYY1
45535.95000000
PA
USD
35423.63000000
0.014605109647
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.62043000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAN3
755000.00000000
PA
USD
618452.59000000
0.254987077520
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.07545700
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAT4
135000.00000000
PA
USD
134389.37000000
0.055408536176
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.95000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
65000.00000000
PA
USD
62068.39000000
0.025590704329
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WED9
815000.00000000
PA
USD
827100.16000000
0.341012158451
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
4.70000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV2 Trust
67112VAE5
333425.69000000
PA
USD
315519.43000000
0.130088188905
Long
ABS-MBS
CORP
US
N
2
2049-05-27
Variable
4.00000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GL2
280000.00000000
PA
USD
286813.97000000
0.118252970696
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHJC2
717325.62000000
PA
USD
686059.92000000
0.282861478525
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LJQ5
654367.00000000
PA
USD
66458.76000000
0.027400847311
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2020-4
02530QAF4
220000.00000000
PA
USD
215665.45000000
0.088918542353
Long
ABS-O
CORP
US
N
2
2027-08-13
Fixed
5.22000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
575000.00000000
PA
USD
538508.26000000
0.222026149875
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-3
80287EAF2
555000.00000000
PA
USD
522042.44000000
0.215237316925
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.33000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West 2020-1MW Mortgage Trust
563136AA8
400000.00000000
PA
USD
346043.08000000
0.142673044130
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Fixed
2.13000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAA7
579444.02000000
PA
USD
540207.26000000
0.222726645033
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
1.81900000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust 2021-FILM
05609JAJ1
615000.00000000
PA
USD
561949.12000000
0.231690781381
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
5.84800000
N
N
N
N
N
N
Freddie Mac - STACR
549300L8K4CLYS7FCQ06
Freddie Mac STACR Trust 2018-DNA2
35563TAV3
585000.00000000
PA
USD
603965.52000000
0.249014080235
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
8.72043000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K86 Mortgage Trust
30308RAQ9
625000.00000000
PA
USD
588278.94000000
0.242546526772
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
4.43729100
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
585000.00000000
PA
USD
387516.79000000
0.159772592709
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
715000.00000000
PA
USD
708967.19000000
0.292306111671
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BC7
50000.00000000
PA
USD
40750.00000000
0.016801164029
Long
DBT
CORP
US
N
2
2047-02-12
Floating
6.98857000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-2
80286MAD0
440000.00000000
PA
USD
427262.97000000
0.176159883255
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
3.44000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
580000.00000000
PA
USD
512561.20000000
0.211328215859
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JBC1
420000.00000000
PA
USD
401416.26000000
0.165503323394
Long
DBT
CORP
AU
N
2
2028-06-21
Fixed
4.09800000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3F9
375000.00000000
PA
USD
374491.83000000
0.154402421189
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAG0
268597.59000000
PA
USD
229918.38000000
0.094795004067
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
205000.00000000
PA
USD
186974.10000000
0.077089141677
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
355000.00000000
PA
USD
337351.22000000
0.139089403257
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-4
14317JAE7
330000.00000000
PA
USD
299672.37000000
0.123554469777
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
0.82000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
440000.00000000
PA
USD
367676.07000000
0.151592293539
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAQ0
465000.00000000
PA
USD
449944.00000000
0.185511237988
Long
DBT
CORP
SE
N
2
2025-04-04
Fixed
3.35600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FXNA2
361105.80000000
PA
USD
280259.56000000
0.115550597260
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
1.50000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325YRN0
1361008.09000000
PA
USD
171894.95000000
0.070872030693
Long
ABS-MBS
USGSE
US
N
2
2052-06-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383X4D3
915000.00000000
PA
USD
1062953.67000000
0.438254207737
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Variable
7.99279000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6PH4
862089.88000000
PA
USD
137939.55000000
0.056872270078
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
200000.00000000
PA
USD
174123.67000000
0.071790928615
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAC7
100000.00000000
PA
USD
88214.62000000
0.036370755838
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
1.78800000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAG1
490000.00000000
PA
USD
495289.79000000
0.204207239358
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383FT37
15542275.79000000
PA
USD
170099.33000000
0.070131699254
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Floating
0.01000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-MFM1
05608VAA4
569674.53000000
PA
USD
554651.76000000
0.228682090771
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
5.70448000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EES5
910511.76000000
PA
USD
870780.90000000
0.359021662197
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAS4
600000.00000000
PA
USD
597557.38000000
0.246372013701
Long
DBT
CORP
ES
N
2
2027-08-18
Fixed
5.29400000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
845484.90000000
PA
USD
762074.09000000
0.314202007082
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
555000.00000000
PA
USD
515199.08000000
0.212415809837
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
980000.00000000
PA
USD
702881.42000000
0.289796957806
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBY6
430000.00000000
PA
USD
386911.84000000
0.159523172729
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAJ3
286375.00000000
PA
USD
225614.24000000
0.093020413585
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.54200000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAA3
1689000.00000000
PA
USD
1373164.43000000
0.566153639944
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K58 Mortgage Trust
35690AAS7
270000.00000000
PA
USD
258163.63000000
0.106440478381
Long
ABS-MBS
CORP
US
N
2
2049-09-25
Variable
3.86556900
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382PCP5
1200866.05000000
PA
USD
115645.44000000
0.047680441881
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Floating
2.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-2
33844WAE0
285000.00000000
PA
USD
266847.12000000
0.110020668316
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.27000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
220000.00000000
PA
USD
230375.20000000
0.094983350269
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
N
N
N
N
N
N
Multifamily Connecticut Avenue
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAB5
1116509.47000000
PA
USD
1042308.37000000
0.429742181436
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Floating
8.27043000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-3
36258AAD2
390000.00000000
PA
USD
381282.72000000
0.157202294976
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
3.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BFKM4
673551.13000000
PA
USD
99792.46000000
0.041144281947
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
710000.00000000
PA
USD
677218.57000000
0.279216203148
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BGKA8
207927.26000000
PA
USD
25487.43000000
0.010508429254
Long
ABS-MBS
USGSE
US
N
2
2051-06-25
Fixed
2.50000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HBE8
440000.00000000
PA
USD
434306.69000000
0.179063998472
Long
DBT
CORP
JP
N
2
2025-07-03
Fixed
5.09900000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
ULTRA U.S. TREASURY BOND
000000000
44.00000000
NC
USD
235020.72000000
0.096898691215
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-06-21
5986854.28000000
USD
235020.72000000
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-C
12598CAJ5
410000.00000000
PA
USD
349588.71000000
0.144134902074
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
3.21000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
170000.00000000
PA
USD
135464.67000000
0.055851880757
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AH4
85000.00000000
PA
USD
70870.37000000
0.029219747513
Long
DBT
CORP
US
N
2
2048-01-30
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383GMT5
1760806.16000000
PA
USD
22723.91000000
0.009369034093
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Floating
0.01000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007222WHFWMBOC78
Freddie Mac STACR Trust 2019-DNA1
35563KBD1
345000.00000000
PA
USD
371924.84000000
0.153344055053
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Floating
9.67043000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K99 Mortgage Trust
30314FAA2
200000.00000000
PA
USD
181418.36000000
0.074798518387
Long
ABS-MBS
CORP
US
N
2
2052-10-25
Variable
3.76499400
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
655000.00000000
PA
USD
615582.30000000
0.253803661248
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
450000.00000000
PA
USD
412901.51000000
0.170238674784
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382K4T7
283935.27000000
PA
USD
234037.93000000
0.096493488368
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FU6G4
1619846.52000000
PA
USD
245204.75000000
0.101097551546
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Floating
1.02957000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BLHM5
375715.24140000
PA
USD
4580.04000000
0.001888343639
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Floating
0.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED80
1778309.11000000
PA
USD
1699975.52000000
0.700897363372
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BX1
1085000.00000000
PA
USD
875837.11000000
0.361106330015
Long
DBT
CORP
JP
N
2
2032-07-20
Fixed
2.30900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGST7
777990.09000000
PA
USD
723451.30000000
0.298277888553
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAW5
50000.00000000
PA
USD
46739.73000000
0.019270720746
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAN0
540000.00000000
PA
USD
396502.62000000
0.163477436974
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.45000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BN8
50000.00000000
PA
USD
31500.00000000
0.012987402869
Long
DBT
CORP
US
N
2
2066-05-17
Floating
7.23407000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383WJT4
323047.93000000
PA
USD
354280.30000000
0.146069237611
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Variable
6.81676000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CTL4
1617386.39000000
PA
USD
254739.65000000
0.105028776550
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE66
1993793.34000000
PA
USD
1949168.42000000
0.803639223197
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382CDW8
1427496.41000000
PA
USD
28938.49000000
0.011931296128
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Floating
0.01000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JetBlue 2019-1 Class AA Pass Through Trust
477143AH4
839902.22000000
PA
USD
714709.75000000
0.294673760567
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57667JAA0
450000.00000000
PA
USD
367605.00000000
0.151562991485
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB
46651EAA2
590000.00000000
PA
USD
525057.05000000
0.216480236118
Long
ABS-MBS
CORP
US
N
2
2039-06-05
Fixed
3.39730000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H5BK2
668931.26000000
PA
USD
9413.47000000
0.003881159596
Long
ABS-MBS
USGSE
US
N
2
2052-01-25
Floating
0.01000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
549300720M0IRUIX3Q60
Shellpoint Co-Originator Trust 2015-1
82280QCA7
393697.09000000
PA
USD
369727.75000000
0.152438198133
Long
ABS-MBS
CORP
US
N
2
2045-08-25
Variable
3.77692200
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAG9
765000.00000000
PA
USD
717737.00000000
0.295921891213
Long
ABS-O
CORP
US
N
2
2028-03-13
Fixed
2.46000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
360000.00000000
PA
USD
292500.00000000
0.120597312358
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
1190000.00000000
PA
USD
914647.11000000
0.377107634947
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
178.00000000
NC
USD
664969.94000000
0.274166111326
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-06-21
20953686.31000000
USD
664969.94000000
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAB2
409445.00000000
PA
USD
400232.49000000
0.165015256794
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
6.36533000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR1
89613GAA4
269005.48000000
PA
USD
243255.90000000
0.100294043607
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
1.49900000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528PAK2
560000.00000000
PA
USD
542928.96000000
0.223848797871
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
4.06000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAF4
655000.00000000
PA
USD
596719.81000000
0.246026684843
Long
DBT
CORP
GB
N
2
2028-02-16
Fixed
2.97200000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAC3
650000.00000000
PA
USD
602514.25000000
0.248415723786
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
2.05000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C43
435000.00000000
PA
USD
438992.00000000
0.180995744774
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDH6
255000.00000000
PA
USD
253588.65000000
0.104554220972
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91200000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDN1
870000.00000000
PA
USD
820349.10000000
0.338228706514
Long
DBT
CORP
NL
N
2
2028-04-06
Fixed
3.64900000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust 2022-DKLX
05530SAN6
305000.00000000
PA
USD
287430.05000000
0.118506979558
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
9.01700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BL3H1
888444.08000000
PA
USD
122673.78000000
0.050578215948
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Floating
0.93467000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
485000.00000000
PA
USD
471540.01000000
0.194415240599
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
280000.00000000
PA
USD
257887.52000000
0.106326638641
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
DREYFUS GOVERNMENT CASH MANAGEMENT
N/A
DREYFUS GOVERNMENT CASH MANAGEMENT
000000000
372750.05000000
NS
USD
372750.05000000
0.153684287901
Long
STIV
RF
US
N
1
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAE7
1210000.00000000
PA
USD
1211284.86000000
0.499410935439
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKK4
945000.00000000
PA
USD
882989.10000000
0.364055084791
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
8.16533000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2022-SFR6 Trust
74334DAA1
335000.00000000
PA
USD
324444.32000000
0.133767907698
Long
ABS-O
CORP
US
N
2
2039-07-20
Fixed
4.45100000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
50000.00000000
PA
USD
43231.21000000
0.017824163199
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
205000.00000000
PA
USD
168612.50000000
0.069518681469
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
365000.00000000
PA
USD
347736.39000000
0.143371193309
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VKV0
1404362.58000000
PA
USD
162529.13000000
0.067010517121
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
2.50000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAP5
250000.00000000
PA
USD
246058.26000000
0.101449452442
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325URK4
627062.25750000
PA
USD
73106.59000000
0.030141737674
Long
ABS-MBS
USGSE
US
N
2
2043-08-15
Floating
1.00229000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBU0
830000.00000000
PA
USD
848036.42000000
0.349644147123
Long
DBT
CORP
IT
N
2
2025-11-21
Fixed
7.00000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AW4
760000.00000000
PA
USD
732629.33000000
0.302061976590
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
4.86600000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
54930012YCNUERXJ1I74
Wells Fargo Commercial Mortgage Trust 2018-AUS
94990EAA2
100000.00000000
PA
USD
90953.64000000
0.037500049686
Long
ABS-MBS
CORP
US
N
2
2036-08-17
Variable
4.19357700
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AS2
665000.00000000
PA
USD
632838.70000000
0.260918449149
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.12500000
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND - WHEN ISSUED
91282CGZ8
2320000.00000000
PA
USD
2323987.50000000
0.958176569072
Long
DBT
UST
US
N
2
2030-04-30
Fixed
3.50000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EP1
555000.00000000
PA
USD
512596.88000000
0.211342926670
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.55000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
240000.00000000
PA
USD
194004.59000000
0.079987802185
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KAH1
49478.16000000
PA
USD
49416.25000000
0.020374245937
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
6.87043000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R04
20753YCK6
275000.00000000
PA
USD
277750.00000000
0.114515909427
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
7.91533000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H5N86
995719.45000000
PA
USD
162353.05000000
0.066937919600
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.50000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-2
262104AF9
85000.00000000
PA
USD
79809.44000000
0.032905312700
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
1.39000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCY0
220000.00000000
PA
USD
220222.89000000
0.090797568046
Long
DBT
CORP
US
N
2
2028-02-24
Floating
5.89344800
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B4XC7
1231094.33220000
PA
USD
137012.92000000
0.056490221915
Long
ABS-MBS
USGSE
US
N
2
2049-06-25
Floating
1.02957000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383C3X6
3457223.56000000
PA
USD
68652.51000000
0.028305327154
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Floating
0.01000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-2
025291AD7
615000.00000000
PA
USD
580626.30000000
0.239391354750
Long
ABS-O
CORP
US
N
2
2027-07-13
Fixed
1.34000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBY1
715000.00000000
PA
USD
704226.21000000
0.290351412711
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.10000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
435000.00000000
PA
USD
348352.72000000
0.143625305246
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
755000.00000000
PA
USD
738226.44000000
0.304369656668
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
515000.00000000
PA
USD
491696.25000000
0.202725628193
Long
DBT
CORP
N/A
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FXFB9
546987.84000000
PA
USD
76337.08000000
0.031473663867
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K84 Mortgage Trust
30297RAG4
200000.00000000
PA
USD
187281.20000000
0.077215758547
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Variable
4.31416100
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AT2
285000.00000000
PA
USD
243202.47000000
0.100272014498
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLU1
685000.00000000
PA
USD
668306.55000000
0.275541790636
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
8.21533000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EP46
604053.16000000
PA
USD
615340.50000000
0.253703967470
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.00000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
660000.00000000
PA
USD
590916.35000000
0.243633926968
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383VFT0
826246.85000000
PA
USD
778515.48000000
0.320980767579
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FUFU3
898841.29000000
PA
USD
121061.16000000
0.049913335134
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Floating
1.07957000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAF6
205000.00000000
PA
USD
180958.32000000
0.074608844584
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
2.12000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
610000.00000000
PA
USD
592373.93000000
0.244234885022
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383UVS6
1406921.35000000
PA
USD
187524.04000000
0.077315881116
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Floating
1.34729000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AM1
775000.00000000
PA
USD
741872.76000000
0.305873028949
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNX99
454842.66000000
PA
USD
436424.33000000
0.179937098275
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KCN7
980000.00000000
PA
USD
889401.94000000
0.366699089128
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
7.81533000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-1
262108AF0
475000.00000000
PA
USD
447993.26000000
0.184706950805
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
1.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JXP6
2060536.10000000
PA
USD
47340.20000000
0.019518293629
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Floating
0.01000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-3
36263LAG4
615000.00000000
PA
USD
562347.64000000
0.231855090580
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.48000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CBD6
425000.00000000
PA
USD
414100.11000000
0.170732855771
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
7.81533000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
435000.00000000
PA
USD
332035.50000000
0.136897739854
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
165000.00000000
PA
USD
161651.52000000
0.066648679831
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
510000.00000000
PA
USD
492742.64000000
0.203157053224
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H9YM5
709746.90000000
PA
USD
688901.14000000
0.284032909280
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
80000.00000000
PA
USD
67536.48000000
0.027845189655
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KPT5
795000.00000000
PA
USD
769286.74000000
0.317175771886
Long
DBT
CORP
US
N
2
2025-10-24
Fixed
6.06400000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JB0
200000.00000000
PA
USD
186660.76000000
0.076959952063
Long
DBT
NUSS
N/A
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KVX8
1606401.82000000
PA
USD
210291.65000000
0.086702932654
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4P7
220675.07000000
PA
USD
200171.89000000
0.082530570747
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
385000.00000000
PA
USD
361924.26000000
0.149220830882
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
8.77043000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2020-REV2
34532JAA2
100000.00000000
PA
USD
91345.53000000
0.037661625346
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.06000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAU7
215000.00000000
PA
USD
185383.54000000
0.076433356168
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.95000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K94 Mortgage Trust
30310XAE9
395000.00000000
PA
USD
366884.26000000
0.151265831461
Long
ABS-MBS
CORP
US
N
2
2052-07-25
Variable
4.10110700
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383GFG1
1145355.82000000
PA
USD
139342.16000000
0.057450564082
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDU4
947124.98000000
PA
USD
905415.36000000
0.373301398234
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AA9
550000.00000000
PA
USD
477588.10000000
0.196908859057
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAE6
480000.00000000
PA
USD
480238.90000000
0.198001779930
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
BANCO BTG PACTUAL/CAYMAN
2549002JHJ73KGETOK78
Banco BTG Pactual SA/Cayman Islands
05971AAG6
660000.00000000
PA
USD
600930.00000000
0.247762539881
Long
DBT
CORP
BR
N
2
2026-01-11
Fixed
2.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AV0
550000.00000000
PA
USD
544346.72000000
0.224433338198
Long
DBT
CORP
CH
N
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LLE9
1142538.62000000
PA
USD
162348.00000000
0.066935837493
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Floating
1.34729000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAN5
365000.00000000
PA
USD
246276.05000000
0.101539246933
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQY8
410000.00000000
PA
USD
382376.87000000
0.157653411384
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
8.21533000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382BJL8
1169935.76000000
PA
USD
1037644.10000000
0.427819109894
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
2.50000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3E2
485000.00000000
PA
USD
464351.38000000
0.191451379205
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KBD9
610000.00000000
PA
USD
591736.78000000
0.243972189030
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
7.52043000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAE5
254460.87000000
PA
USD
223756.81000000
0.092254597975
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UB3
505000.00000000
PA
USD
515206.25000000
0.212418766017
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
8.17043000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564ABF7
151705.22000000
PA
USD
151506.32000000
0.062465829050
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
7.42043000
N
N
N
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158AJ8
666000.00000000
PA
USD
629491.15000000
0.259538259292
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAY4
450000.00000000
PA
USD
450714.00000000
0.185828707836
Long
DBT
CORP
FR
N
2
2028-01-18
Fixed
5.12500000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAB1
340000.00000000
PA
USD
316118.82000000
0.130335316505
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
1.12500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
330000.00000000
PA
USD
231000.00000000
0.095240954375
Long
DBT
CORP
FR
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAJ2
200000.00000000
PA
USD
172541.76000000
0.071138709488
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.85600000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAH0
890000.00000000
PA
USD
773807.22000000
0.319039559026
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
2.55200000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565ECA1
655000.00000000
PA
USD
636822.70000000
0.262561046388
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382MV97
1132207.53000000
PA
USD
169780.63000000
0.070000299721
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564ACB5
560000.00000000
PA
USD
586468.12000000
0.241799928395
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
9.22043000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLE7
775000.00000000
PA
USD
773521.74000000
0.318921856049
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
5.08000000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
N/A
Sealed Air Corp/Sealed Air Corp US
812127AA6
500000.00000000
PA
USD
507350.50000000
0.209179852046
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2019-1 Trust
43731QAA6
386911.49000000
PA
USD
355733.35000000
0.146668327952
Long
ABS-O
CORP
US
N
2
2039-09-17
Fixed
2.90800000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR46
465000.00000000
PA
USD
449300.57000000
0.185245952762
Long
DBT
CORP
CA
N
2
2025-04-07
Fixed
3.30000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAY5
660000.00000000
PA
USD
555872.86000000
0.229185548474
Long
DBT
CORP
JP
N
2
2028-07-14
Fixed
2.17200000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAF0
95000.00000000
PA
USD
93302.38000000
0.038468431673
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2021-4
81748WBB1
13249199.21000000
PA
USD
110720.91000000
0.045650065531
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
0.16857800
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K78 Mortgage Trust
30296XAJ6
182000.00000000
PA
USD
170593.62000000
0.070335494281
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
4.26722200
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AY6
455000.00000000
PA
USD
337883.00000000
0.139308655355
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBM5
174278.76000000
PA
USD
188359.42000000
0.077660307040
Long
ABS-MBS
CORP
US
N
2
2028-08-25
Floating
11.77043000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EK2
560000.00000000
PA
USD
396196.06000000
0.163351042744
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DU1
305000.00000000
PA
USD
315904.23000000
0.130246841369
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
5.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
390000.00000000
PA
USD
359073.08000000
0.148045293634
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAB4
100000.00000000
PA
USD
68663.36000000
0.028309800593
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
2.03000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
825000.00000000
PA
USD
523221.78000000
0.215723557043
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAC1
700000.00000000
PA
USD
663506.90000000
0.273562902123
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.94000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAF1
795000.00000000
PA
USD
733241.14000000
0.302314224937
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.55000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DG2
860000.00000000
PA
USD
818431.21000000
0.337437963336
Long
DBT
CORP
US
N
2
2030-07-28
Fixed
4.77200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WBD8
1248874.60000000
PA
USD
181911.20000000
0.075001715582
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Floating
1.34729000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAA8
99587.53000000
PA
USD
91083.05000000
0.037553405235
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.29400000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KDX4
435000.00000000
PA
USD
425453.75000000
0.175413944556
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
8.21533000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-WEST Trust
12655QAA3
800000.00000000
PA
USD
606121.44000000
0.249902962825
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Fixed
3.04030000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QAD2
1232315.47000000
PA
USD
166831.24000000
0.068784270637
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
1.34729000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR2 Trust
33767TAC4
100000.00000000
PA
USD
87650.99000000
0.036138372032
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
1.60700000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAU4
570000.00000000
PA
USD
519808.60000000
0.214316308036
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QRAB9
924301.40000000
PA
USD
903591.29000000
0.372549336903
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K90 Mortgage Trust
30308QAU2
420000.00000000
PA
USD
392346.11000000
0.161763714120
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
4.46486000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DL9
200000.00000000
PA
USD
187868.08000000
0.077457728293
Long
DBT
CORP
N/A
N
2
2025-04-03
Fixed
0.87500000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GM3
570000.00000000
PA
USD
607265.45000000
0.250374636437
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.30000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2020-B
12656CAJ4
500000.00000000
PA
USD
504267.10000000
0.207908570839
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
7.38000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAP0
750000.00000000
PA
USD
732089.58000000
0.301839438472
Long
DBT
CORP
GB
N
2
2026-05-12
Fixed
5.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383RA23
992710.96000000
PA
USD
131345.98000000
0.054153751032
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAA4
96719.93000000
PA
USD
86344.78000000
0.035599823603
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.30200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BFES8
782594.61000000
PA
USD
153284.69000000
0.063199048340
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
3.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
-6.00000000
NC
USD
4486.68000000
0.001849851450
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-06-30
-1241471.05000000
USD
4486.68000000
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661ED5
540000.00000000
PA
USD
471893.01000000
0.194560781971
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BDR42
2237330.33000000
PA
USD
363185.39000000
0.149740792894
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBA1
460000.00000000
PA
USD
440954.32000000
0.181804806374
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383VFN3
995437.33000000
PA
USD
935982.15000000
0.385904040017
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.50000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAC5
885000.00000000
PA
USD
729553.79000000
0.300793936050
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAB1
548915.14000000
PA
USD
466316.26000000
0.192261496290
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.99000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GJ7
500000.00000000
PA
USD
458272.10000000
0.188944901157
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.62500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBJ5
925000.00000000
PA
USD
913923.36000000
0.376809233905
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
4.41400000
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOL
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133TAD5
330000.00000000
PA
USD
290282.70000000
0.119683122885
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.90000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
60000.00000000
PA
USD
57035.26000000
0.023515552361
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BAE91
153574.83000000
PA
USD
123022.18000000
0.050721860746
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
1.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-RISE
12434EAC4
645000.00000000
PA
USD
622599.80000000
0.256696965998
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
6.19800000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K102 Mortgage Trust
30312WAG4
685000.00000000
PA
USD
607833.65000000
0.250608904447
Long
ABS-MBS
USGSE
US
N
2
2051-12-25
Variable
3.65176700
N
N
N
N
N
N
NewRez Warehouse Securitizatio
N/A
NewRez Warehouse Securitization Trust 2021-1
65246PAA9
390000.00000000
PA
USD
385996.85000000
0.159145923721
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Floating
5.77043000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2021-A
44933LAF0
540000.00000000
PA
USD
495734.42000000
0.204390559642
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.33000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EX7
635000.00000000
PA
USD
500759.29000000
0.206462306025
Long
DBT
CORP
AU
N
2
2036-11-18
Fixed
3.02000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
320000.00000000
PA
USD
280288.00000000
0.115562323029
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWMZ0
869865.89230000
PA
USD
30293.43000000
0.012489935863
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
0.01000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769GK4
190000.00000000
PA
USD
184634.30000000
0.076124445637
Long
DBT
CORP
DE
N
2
2024-11-20
Fixed
2.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
555000.00000000
PA
USD
488493.54000000
0.201405155652
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust 2006-4
07325BAB4
58494.27000000
PA
USD
54104.66000000
0.022307270365
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.36543000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382ML56
845510.49000000
PA
USD
108652.83000000
0.044797399241
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
825000.00000000
PA
USD
675319.08000000
0.278433046263
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XJW5
590000.00000000
PA
USD
647372.72000000
0.266910803849
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Floating
9.87043000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAZ1
660000.00000000
PA
USD
536458.18000000
0.221180904958
Long
DBT
CORP
AU
N
2
2033-01-14
Fixed
2.87100000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-RISE
12434EAE0
342000.00000000
PA
USD
326484.96000000
0.134609260517
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
6.39800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XKBM1
358734.10000000
PA
USD
361709.37000000
0.149132232057
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EP20
945427.16000000
PA
USD
940069.01000000
0.387589046280
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
240000.00000000
PA
USD
170256.00000000
0.070196294060
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383GRY9
387238.96000000
PA
USD
52110.98000000
0.021485279084
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XUW2
735000.00000000
PA
USD
782630.21000000
0.322677264602
Long
ABS-MBS
CORP
US
N
2
2030-05-25
Floating
9.02043000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BKUF7
2592682.36000000
PA
USD
354687.76000000
0.146237232759
Long
ABS-MBS
USGSE
US
N
2
2051-04-25
Fixed
2.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
400000.00000000
PA
USD
275901.39000000
0.113753730290
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AB28
465000.00000000
PA
USD
364978.50000000
0.150480089464
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CFR6
7581886.93000000
PA
USD
155568.19000000
0.064140531974
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Floating
0.01000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214FK4
740000.00000000
PA
USD
768302.45000000
0.316769950591
Long
DBT
CORP
AU
N
2
2027-11-18
Fixed
5.45700000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GAN5
695000.00000000
PA
USD
691818.57000000
0.285235761303
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
3.87510000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBF2
430000.00000000
PA
USD
432224.07000000
0.178205337362
Long
DBT
CORP
US
N
2
2029-03-09
Fixed
6.49900000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West 2020-1MW Mortgage Trust
563136AJ9
260000.00000000
PA
USD
207387.70000000
0.085505638414
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Variable
2.41281000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382A4Z5
316519.01420000
PA
USD
6066.28000000
0.002501118167
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Floating
0.01000000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust 2022-DKLX
05530SAL0
100000.00000000
PA
USD
95048.49000000
0.039188350214
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.89000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAU7
580000.00000000
PA
USD
562278.41000000
0.231826547155
Long
DBT
CORP
GB
N
2
2033-08-11
Fixed
4.97600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382PZ47
914113.81000000
PA
USD
124276.79000000
0.051239134572
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
1.34729000
N
N
N
N
N
N
FREMF Mortgage Trust
549300KQ08QVSM4XK212
FREMF 2018-K733 Mortgage Trust
35708YAS5
100000.00000000
PA
USD
94052.74000000
0.038777803979
Long
ABS-MBS
CORP
US
N
2
2051-02-25
Variable
3.98628000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2021-REV2
345285AD2
130000.00000000
PA
USD
113743.29000000
0.046896188282
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
2.60000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
510000.00000000
PA
USD
435955.81000000
0.179743928180
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-1
36258XAD2
350000.00000000
PA
USD
338276.54000000
0.139470911308
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
3.68000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CX8
200000.00000000
PA
USD
233021.72000000
0.096074506506
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
6.35000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K58 Mortgage Trust
35690AAU2
200000.00000000
PA
USD
189398.84000000
0.078088858351
Long
ABS-MBS
CORP
US
N
2
2049-09-25
Variable
3.86556900
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
566007AC4
560000.00000000
PA
USD
411291.38000000
0.169574820594
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EG6
375000.00000000
PA
USD
359232.11000000
0.148110861465
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
415000.00000000
PA
USD
295026.53000000
0.121638996896
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAK8
1220000.00000000
PA
USD
1078255.00000000
0.444562923202
Long
DBT
CORP
FR
N
2
2027-10-19
Fixed
2.04500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QWD8
1703878.42000000
PA
USD
1429645.83000000
0.589440836656
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Floating
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383LEF3
802023.23000000
PA
USD
722115.25000000
0.297727037137
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-K104 Mortgage Trust
302984AU3
315000.00000000
PA
USD
277853.91000000
0.114558751364
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Variable
3.66262700
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K80 Mortgage Trust
30307RAG2
323000.00000000
PA
USD
303956.40000000
0.125320768936
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
4.37619600
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust
93363DAB3
62486.57000000
PA
USD
50499.43000000
0.020820839431
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
4.51270000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE55
1192262.09000000
PA
USD
1140111.02000000
0.470066067698
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
285000.00000000
PA
USD
252024.12000000
0.103909167594
Long
DBT
CORP
CH
N
2
2027-01-30
Fixed
1.36400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFF5
2954447.08000000
PA
USD
2888245.84000000
1.190819438404
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS Finance PLC
44984WAH0
750000.00000000
PA
USD
741045.00000000
0.305531744739
Long
DBT
CORP
GB
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H9F46
1835721.86000000
PA
USD
286413.73000000
0.118087952343
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Fixed
2.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBJ0
535000.00000000
PA
USD
437534.17000000
0.180394683647
Long
DBT
CORP
FR
N
2
2033-01-21
Fixed
3.33700000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAB7
518045.00000000
PA
USD
495380.53000000
0.204244651324
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
6.81533000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBE0
650000.00000000
PA
USD
461409.68000000
0.190238520697
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAF8
200000.00000000
PA
USD
192750.00000000
0.079470536605
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
8.11533000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HV8
465000.00000000
PA
USD
486739.68000000
0.200682041798
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.70000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US TREASURE BOND
000000000
36.00000000
NC
USD
200728.98000000
0.082760258120
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-06-21
4538896.02000000
USD
200728.98000000
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBX6
395000.00000000
PA
USD
354035.14000000
0.145968158510
Long
DBT
CORP
JP
N
2
2030-05-22
Fixed
3.26100000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
525000.00000000
PA
USD
492663.44000000
0.203124399183
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAW0
205000.00000000
PA
USD
203417.09000000
0.083868561851
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382P5H1
619000.54000000
PA
USD
84692.09000000
0.034918421989
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
1.34729000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31422MZU3
2078593.33000000
PA
USD
204124.50000000
0.084160225936
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Fixed
1.50000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2005-2
41161PLR2
68196.90000000
PA
USD
61166.14000000
0.025218708004
Long
ABS-MBS
CORP
US
N
2
2035-05-19
Floating
5.39129000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-GC17
17321RAD8
428000.00000000
PA
USD
423269.10000000
0.174513216629
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
4.13100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CLU2
1066544.74000000
PA
USD
141313.55000000
0.058263365230
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KWF6
659556.13000000
PA
USD
515502.48000000
0.212540901203
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XKKS8
249314.77000000
PA
USD
248053.33000000
0.102272016818
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust 2021-FILM
05609JAL6
345000.00000000
PA
USD
308723.87000000
0.127286389684
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.04800000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AR0
650000.00000000
PA
USD
570072.41000000
0.235040001693
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.37500000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
1380000.00000000
PA
USD
1144691.23000000
0.471954481428
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
415000.00000000
PA
USD
394558.49000000
0.162675875083
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.17500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HT3
380000.00000000
PA
USD
413358.13000000
0.170426938527
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.95000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAD7
512687.65000000
PA
USD
433261.67000000
0.178633138289
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432PA7
460000.00000000
PA
USD
495487.20000000
0.204288631206
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.80000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555DE1
665000.00000000
PA
USD
727670.06000000
0.300017276989
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
6.35000000
N
N
N
N
N
N
BLACKROCK TREASURY TRUST
N/A
BLACKROCK TREASURY TRUST
000000000
365857.79000000
NS
USD
365857.79000000
0.150842619416
Long
STIV
RF
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
90000.00000000
PA
USD
84436.44000000
0.034813017877
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VAW9
1399621.12000000
PA
USD
200522.04000000
0.082674937068
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
1.34729000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382PYU0
654186.24000000
PA
USD
90548.47000000
0.037332998701
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
190000.00000000
PA
USD
163475.26000000
0.067400605104
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CS1
980000.00000000
PA
USD
980676.94000000
0.404331635061
Long
DBT
CORP
US
N
2
2025-11-18
Fixed
5.24100000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22303XAA3
801000.00000000
PA
USD
712890.00000000
0.293923480365
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
Boca Commercial Mortgage Trust
N/A
BOCA Commercial Mortgage Trust 2022-BOCA
05592LAA4
370000.00000000
PA
USD
364897.63000000
0.150446746884
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
6.65912000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383HKD0
575521.13000000
PA
USD
519187.45000000
0.214060208820
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383XM84
830000.00000000
PA
USD
746765.53000000
0.307890310699
Long
ABS-MBS
USGA
US
N
2
2052-07-20
None
0.00000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEP6
545000.00000000
PA
USD
536387.53000000
0.221151776069
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
4.27000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XJ62
685000.00000000
PA
USD
734572.08000000
0.302862969508
Long
ABS-MBS
CORP
US
N
2
2030-10-25
Floating
8.77043000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R02
20754WAB1
207796.83000000
PA
USD
207997.50000000
0.085757058041
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
7.02043000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
20985000.00000000
PA
USD
21109598.44000000
8.703455852382
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644MAJ0
910000.00000000
PA
USD
906688.49000000
0.373826307829
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
5.65000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAQ3
375000.00000000
PA
USD
369188.81000000
0.152215993978
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.25000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAH9
790000.00000000
PA
USD
756938.50000000
0.312084611009
Long
DBT
CORP
N/A
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KFV6
850000.00000000
PA
USD
812118.05000000
0.334835056914
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
6.86533000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
220000.00000000
PA
USD
210100.00000000
0.086623915645
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
Santander Revolving Auto Loan
N/A
Santander Revolving Auto Loan Trust 2019-A
80286JAA3
550000.00000000
PA
USD
525007.40000000
0.216459765497
Long
ABS-O
CORP
US
N
2
2032-01-26
Fixed
2.51000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
950000.00000000
PA
USD
782101.83000000
0.322459414319
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCG3
865000.00000000
PA
USD
738776.39000000
0.304596400231
Long
DBT
CORP
JP
N
2
2028-09-17
Fixed
1.90200000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAH0
600000.00000000
PA
USD
591729.46000000
0.243969171005
Long
DBT
CORP
GB
N
2
2027-07-27
Fixed
4.85000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBR6
845000.00000000
PA
USD
759017.41000000
0.312941742492
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18200000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
307500.94000000
PA
USD
305462.83000000
0.125941867771
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383MCW6
2445201.05000000
PA
USD
129871.23000000
0.053545713814
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Floating
0.01000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAJ9
592548.68000000
PA
USD
568805.55000000
0.234517677211
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.19800000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CF3
345000.00000000
PA
USD
386886.03000000
0.159512531305
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
5.90000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-J1 Trust
67116WAP4
246406.56000000
PA
USD
194381.76000000
0.080143308811
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382TM27
634955.19000000
PA
USD
110234.51000000
0.045449523538
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAJ4
400000.00000000
PA
USD
379970.72000000
0.156661359339
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.04772000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAB0
100000.00000000
PA
USD
73019.32000000
0.030105756383
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
2.24000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LNZ0
1072174.60000000
PA
USD
147376.62000000
0.060763159919
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368D3S1
380000.00000000
PA
USD
369974.22000000
0.152539817346
Long
DBT
CORP
CA
N
2
2025-06-07
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383HKK4
922189.08000000
PA
USD
896516.35000000
0.369632349726
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-2NU
46592FAA1
400000.00000000
PA
USD
324218.48000000
0.133674794204
Long
ABS-MBS
CORP
US
N
2
2040-01-05
Fixed
1.97387000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383V3J5
1939004.83000000
PA
USD
256317.05000000
0.105679136210
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K94 Mortgage Trust
30310XAG4
470000.00000000
PA
USD
429384.43000000
0.177034558038
Long
ABS-MBS
CORP
US
N
2
2052-07-25
Variable
4.10110700
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
5493000F7E2NMQ4HIO61
WFRBS Commercial Mortgage Trust 2014-C21
92939FAW9
500000.00000000
PA
USD
478097.20000000
0.197118760225
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.89100000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K95 Mortgage Trust
30311MAU6
535000.00000000
PA
USD
488090.72000000
0.201239073568
Long
ABS-MBS
USGSE
US
N
2
2052-08-25
Variable
4.05515300
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383XXB5
725000.00000000
PA
USD
805415.55000000
0.332071626192
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Variable
6.89658000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
45000.00000000
PA
USD
33808.44000000
0.013939169227
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR4 Trust
66981FAA8
690000.00000000
PA
USD
629041.12000000
0.259352712597
Long
ABS-O
CORP
US
N
2
2037-11-17
Fixed
1.35500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDV5
475000.00000000
PA
USD
442686.42000000
0.182518948613
Long
DBT
CORP
US
N
2
2029-04-06
Fixed
4.30000000
N
N
N
N
N
N
PROTECTIVE LIFE CORP
549300ZWIT8J8Y2EXL07
Protective Life Corp
743674AY9
138000.00000000
PA
USD
166950.08000000
0.068833268191
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
8.45000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust 2015-NXS4
94989XBC8
100000.00000000
PA
USD
95974.74000000
0.039570241703
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.71800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATEN0
569416.86310000
PA
USD
67244.72000000
0.027724897443
Long
ABS-MBS
USGSE
US
N
2
2046-06-25
Floating
1.02957000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K98 Mortgage Trust
30312DAJ0
85000.00000000
PA
USD
76546.78000000
0.031560122863
Long
ABS-MBS
CORP
US
N
2
2052-10-25
Variable
3.86283100
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382GXQ0
322963.44000000
PA
USD
251529.93000000
0.103705413796
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
1.00000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2023-1
24702HAE3
440000.00000000
PA
USD
445953.51000000
0.183865964932
Long
ABS-O
CORP
US
N
2
2028-09-22
Fixed
5.65000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
700000.00000000
PA
USD
526606.12000000
0.217118915361
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BG5
905000.00000000
PA
USD
880763.39000000
0.363137427888
Long
DBT
CORP
GB
N
2
2029-05-18
Fixed
4.89200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBX23
912354.28000000
PA
USD
132393.01000000
0.054585439935
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
1.22957000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382P5E8
790279.49000000
PA
USD
109249.34000000
0.045043339421
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
1.34729000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAE9
1005000.00000000
PA
USD
893543.59000000
0.368406685226
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
AMER AIRLINE 21-1B PTT
N/A
American Airlines 2021-1 Class B Pass Through Trust
02376LAA3
281725.00000000
PA
USD
248534.70000000
0.102470484949
Long
DBT
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2023-LIFE
05609DAC9
260000.00000000
PA
USD
250937.18000000
0.103461023858
Long
ABS-MBS
CORP
US
N
2
2028-02-15
Fixed
5.39080000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FXMY1
542828.79000000
PA
USD
82347.89000000
0.033951911837
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - STACR
549300KB1O80CETXGJ21
Freddie Mac STACR Trust 2019-DNA3
35564TBD1
330000.00000000
PA
USD
338809.94000000
0.139690831330
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Floating
8.27043000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6TN7
647138.19000000
PA
USD
128219.63000000
0.052864761605
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383V3K2
1364981.76000000
PA
USD
200488.52000000
0.082661116822
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
150000.00000000
PA
USD
116625.00000000
0.048084313004
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XEQ3
135000.00000000
PA
USD
152154.19000000
0.062732944882
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
10.77043000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPV5
405000.00000000
PA
USD
392103.02000000
0.161663488476
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
6.66533000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XBY0
1393183.00000000
PA
USD
193432.45000000
0.079751909719
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAK9
440000.00000000
PA
USD
301200.64000000
0.124184573212
Long
DBT
CORP
US
N
2
2060-10-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BFLG6
530236.35000000
PA
USD
77261.53000000
0.031854813219
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAT7
445000.00000000
PA
USD
435191.92000000
0.179428977476
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.37500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
560000.00000000
PA
USD
430640.00000000
0.177552227671
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC35
17324KAR9
395000.00000000
PA
USD
360886.10000000
0.148792799067
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
4.07200000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EL5
85000.00000000
PA
USD
73832.75000000
0.030441132355
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VIV2
05605NAA5
610000.00000000
PA
USD
507594.54000000
0.209280469373
Long
ABS-MBS
CORP
US
N
2
2044-03-09
Variable
3.66045400
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PET8
545000.00000000
PA
USD
557918.19000000
0.230028834973
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.80000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
515000.00000000
PA
USD
484172.36000000
0.199623539603
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGT1
322174.19000000
PA
USD
320443.63000000
0.132118429197
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
345000.00000000
PA
USD
341766.81000000
0.140909944407
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2023-LIFE
05609DAA3
255000.00000000
PA
USD
249625.98000000
0.102920418060
Long
ABS-MBS
CORP
US
N
2
2028-02-15
Fixed
5.04530000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
420000.00000000
PA
USD
304759.22000000
0.125651770421
Long
DBT
CORP
BM
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACE5
915000.00000000
PA
USD
939178.43000000
0.387221861479
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.80000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAJ9
205000.00000000
PA
USD
173466.78000000
0.071520093850
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCK0
1000000.00000000
PA
USD
1030619.76000000
0.424922985022
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.90000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
565000.00000000
PA
USD
417730.32000000
0.172229585922
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K97 Mortgage Trust
30298PAS1
315000.00000000
PA
USD
289148.36000000
0.119215436200
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
3.89624900
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UD9
369292.07000000
PA
USD
371971.84000000
0.153363433083
Long
ABS-MBS
CORP
US
N
2
2030-09-25
Floating
7.32043000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAE0
302619.59000000
PA
USD
293524.66000000
0.121019778142
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.32800000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K056 Mortgage Trust
30302XAG4
580000.00000000
PA
USD
548748.96000000
0.226248375163
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Variable
4.21834200
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BHWC9
984494.02000000
PA
USD
119656.88000000
0.049334352591
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F9Y54
925961.64000000
PA
USD
143230.99000000
0.059053922873
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
3.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
-10.00000000
NC
USD
-9021.71000000
-0.00371963753
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-06-30
-1088400.17000000
USD
-9021.71000000
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K78 Mortgage Trust
30296XAG2
20000.00000000
PA
USD
19002.50000000
0.007834702318
Long
ABS-MBS
USGSE
US
N
2
2051-06-25
Variable
4.26722200
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
715000.00000000
PA
USD
681847.79000000
0.281124823628
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
DROP Mortgage Trust 2021-FILE
N/A
DROP Mortgage Trust 2021-FILE
26210YAA4
425000.00000000
PA
USD
390930.43000000
0.161180031374
Long
ABS-MBS
CORP
US
N
2
2043-10-15
Floating
6.10000000
N
N
N
N
N
N
CVS PASS-THROUGH TRUST
N/A
CVS Pass-Through Trust
126650BY5
129213.16000000
PA
USD
127511.59000000
0.052572837772
Long
DBT
CORP
US
N
2
2034-01-10
Fixed
5.92600000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAA1
615000.00000000
PA
USD
537787.18000000
0.221728849670
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Fixed
3.22800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LNQ26
88080.24000000
PA
USD
73444.76000000
0.030281164659
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
560000.00000000
PA
USD
484313.79000000
0.199681850981
Long
DBT
CORP
FR
N
2
2031-01-13
Fixed
3.05200000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KDB2
455000.00000000
PA
USD
453862.50000000
0.187126829675
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
7.11533000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAC9
995000.00000000
PA
USD
849053.83000000
0.350063623744
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
1.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
155000.00000000
PA
USD
149465.57000000
0.061624430878
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38400000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRF8
425000.00000000
PA
USD
418630.23000000
0.172600617469
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
7.21533000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-BILT
05606JAA3
630000.00000000
PA
USD
617710.78000000
0.254681230367
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Floating
5.74800000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-2
36261XAG0
530000.00000000
PA
USD
491353.57000000
0.202584341742
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.42000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
412250.00000000
PA
USD
411590.56000000
0.169698172061
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
870000.00000000
PA
USD
867825.00000000
0.357802949050
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
7.71533000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
340000.00000000
PA
USD
324323.89000000
0.133718254589
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CH9
400000.00000000
PA
USD
417555.05000000
0.172157322364
Long
DBT
CORP
US
N
2
2063-02-27
Fixed
4.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TQ1
12315000.00000000
PA
USD
12445846.88000000
5.131404047001
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
1066416.77000000
PA
USD
910071.54000000
0.375221134282
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31423XQF1
2127014.63000000
PA
USD
313075.28000000
0.129080469517
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.50000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JY7
445000.00000000
PA
USD
464488.18000000
0.191507781641
Long
DBT
CORP
US
N
2
2053-02-01
Fixed
5.30000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BX6
75000.00000000
PA
USD
69980.26000000
0.028852756492
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.66900000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
110975.00000000
PA
USD
105129.50000000
0.043344735554
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.35200000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBL4
355000.00000000
PA
USD
359733.22000000
0.148317468368
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
5.75000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382J4E3
961745.61000000
PA
USD
127440.62000000
0.052543576947
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
70000.00000000
PA
USD
60977.00000000
0.025140725865
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KWJ8
1017442.17000000
PA
USD
143288.31000000
0.059077555823
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Floating
1.34729000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AZ1
265000.00000000
PA
USD
250498.06000000
0.103279975339
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
430000.00000000
PA
USD
376498.91000000
0.155229937270
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VET2
5100462.29000000
PA
USD
93018.15000000
0.038351244070
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
0.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BHQA0
799500.04000000
PA
USD
84686.80000000
0.034916240930
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Floating
0.92957000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382MGE3
674468.33000000
PA
USD
99098.22000000
0.040858047834
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Floating
1.34729000
N
N
N
N
N
N
TRANSALTA CORP
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAH0
830000.00000000
PA
USD
871566.40000000
0.359345522672
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
7.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K79 Mortgage Trust
302956AG2
50000.00000000
PA
USD
47685.36000000
0.019660602580
Long
ABS-MBS
USGSE
US
N
2
2051-07-25
Variable
4.35084500
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FUNH3
198951.44000000
PA
USD
156253.48000000
0.064423076015
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XNW0
375000.00000000
PA
USD
395571.34000000
0.163093471623
Long
ABS-MBS
CORP
US
N
2
2030-01-25
Floating
8.62043000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K103 Mortgage Trust
30315DAS7
255000.00000000
PA
USD
228844.50000000
0.094352244950
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
3.57370400
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-3
025286AD7
175000.00000000
PA
USD
163583.96000000
0.067445421951
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.34000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300ZAGI6FKGY8O078
CSAIL 2015-C3 Commercial Mortgage Trust
12635FAT1
100000.00000000
PA
USD
96841.37000000
0.039927551955
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.71820000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AN7
290000.00000000
PA
USD
280725.80000000
0.115742827314
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BAP81
175837.99000000
PA
USD
138121.59000000
0.056947324897
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
1.50000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust
92922FB80
55689.63000000
PA
USD
50384.62000000
0.020773503439
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
5.90043000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K77 Mortgage Trust
30296VAU5
245000.00000000
PA
USD
230184.34000000
0.094904658977
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
4.30296600
N
N
N
N
N
N
2023-06-22
IndexIQ Active ETF Trust
Adefolahan Oyefeso
Adefolahan Oyefeso
Director and Vice President, IndexIQ