0001752724-24-143001.txt : 20240625
0001752724-24-143001.hdr.sgml : 20240625
20240625100733
ACCESSION NUMBER: 0001752724-24-143001
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240625
DATE AS OF CHANGE: 20240625
PERIOD START: 20240430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: IndexIQ Active ETF Trust
CENTRAL INDEX KEY: 0001426439
ORGANIZATION NAME:
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: 241066712
BUSINESS ADDRESS:
STREET 1: 51 MADISON AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: (212) 576-5018
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
2024-04-30
2024-04-30
N
214837874.21
1233236.89
213604637.32
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
1688159.25000000
USD
ACMBS
AMBS
UST
Bloomberg US Aggregate
LBUSTRUU
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
385000.00000000
PA
USD
366224.04000000
0.171449480027
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2005-2
41161PLR2
64608.21000000
PA
USD
59819.34000000
0.028004700998
Long
ABS-MBS
CORP
US
N
2
2035-05-19
Floating
5.87330000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAU7
580000.00000000
PA
USD
544184.92000000
0.254762689999
Long
DBT
CORP
GB
N
2
2033-08-11
Fixed
4.97600000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31423YVM8
2062162.32000000
PA
USD
354878.48000000
0.166138003581
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Fixed
3.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAK3
240000.00000000
PA
USD
192328.73000000
0.090039585475
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
4.97060000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAN5
365000.00000000
PA
USD
251424.01000000
0.117705314432
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FBKV7
941281.32000000
PA
USD
808252.38000000
0.378387094091
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Fixed
3.50000000
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
Cantor Fitzgerald LP
138616AM9
475000.00000000
PA
USD
482011.04000000
0.225655700198
Long
DBT
CORP
US
N
2
2028-12-12
Fixed
7.20000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
700000.00000000
PA
USD
576326.12000000
0.269809741600
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AT2
285000.00000000
PA
USD
244429.74000000
0.114430914546
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.25000000
N
N
N
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust 2006-4
07325BAB4
50007.96000000
PA
USD
47549.90000000
0.022260705851
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.77633000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAL9
725000.00000000
PA
USD
708687.50000000
0.331775334511
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.67998000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-WEST Trust
12655QAA3
800000.00000000
PA
USD
590382.40000000
0.276390254166
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
38383GMT5
1604670.27000000
PA
USD
6426.22000000
0.003008464647
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Floating
0.01000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LLE9
1017979.38000000
PA
USD
114693.90000000
0.053694480344
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Floating
0.87008000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DU1
305000.00000000
PA
USD
291327.51000000
0.136386322719
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QAD2
2160679.00000000
PA
USD
220320.98000000
0.103144286923
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
0.87008000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DK6
450000.00000000
PA
USD
425749.71000000
0.199316698055
Long
DBT
CORP
US
N
2
2054-02-15
Fixed
5.60000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
560000.00000000
PA
USD
475850.87000000
0.222771788089
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HAYG5
507706.54000000
PA
USD
392492.34000000
0.183747106300
Long
ABS-MBS
USGSE
US
N
2
2053-09-25
None
0.00000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644MAJ0
631000.00000000
PA
USD
619749.29000000
0.290138499695
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
5.65000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C16
90276YAN3
375000.00000000
PA
USD
292933.09000000
0.137137982431
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Variable
5.18090500
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
415000.00000000
PA
USD
394834.66000000
0.184843674254
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.17500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WHE0
738460.60000000
PA
USD
642698.73000000
0.300882386292
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Floating
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384BBR1
321525.51000000
PA
USD
311592.49000000
0.145873466938
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
5.00000000
N
N
N
N
N
N
MSWF Commercial Mortgage Trust
N/A
MSWF Commercial Mortgage Trust 2023-2
55361AAX2
395000.00000000
PA
USD
407777.22000000
0.190902793645
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
6.49100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381JZC4
2901655.74000000
PA
USD
214669.42000000
0.100498482941
Long
ABS-MBS
USGA
US
N
2
2065-07-16
Variable
0.95621000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FYEX0
419542.60000000
PA
USD
341325.43000000
0.159793080469
Long
ABS-MBS
USGSE
US
N
2
2041-01-15
Fixed
1.00000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31422MZU3
2286770.50000000
PA
USD
217741.92000000
0.101936888043
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Fixed
1.50000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JB0
200000.00000000
PA
USD
191100.88000000
0.089464761813
Long
DBT
NUSS
N/A
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132E06G2
126575.67000000
PA
USD
127918.97000000
0.059885858099
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
6.50000000
N
N
N
N
N
N
AGCO CORP
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084AS1
750000.00000000
PA
USD
733834.84000000
0.343548178170
Long
DBT
CORP
US
N
2
2034-03-21
Fixed
5.80000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISMYB8CLVZD05
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KCN7
1075000.00000000
PA
USD
1157979.25000000
0.542113347597
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
8.33002000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132E0TE2
1431589.38000000
PA
USD
1358255.10000000
0.635873414098
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITBQFEOXM0S98
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CBD6
255000.00000000
PA
USD
274571.10000000
0.128541731792
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
8.33002000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBG7
820000.00000000
PA
USD
615400.41000000
0.288102551387
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Variable
4.16262200
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
825000.00000000
PA
USD
661245.33000000
0.309565062957
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83371GAA9
425000.00000000
PA
USD
445280.15000000
0.208459963972
Long
DBT
CORP
FR
N
2
N/A
Fixed
10.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382AGG4
271518.33000000
PA
USD
234973.02000000
0.110003707292
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Floating
3.50000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAC5
885000.00000000
PA
USD
703499.68000000
0.329346632557
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM2
12662EAA1
440343.28000000
PA
USD
376165.36000000
0.176103555016
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.17900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380RA75
3568837.96000000
PA
USD
249583.47000000
0.116843657109
Long
ABS-MBS
USGA
US
N
2
2061-03-16
Variable
0.99224000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325URK4
823569.87750000
PA
USD
65566.83000000
0.030695415054
Long
ABS-MBS
USGSE
US
N
2
2043-08-15
Floating
0.50550000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QAM2
3634327.57000000
PA
USD
375596.12000000
0.175837062674
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
0.87008000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBF7
650000.00000000
PA
USD
463467.80000000
0.216974596532
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
3.37500000
N
N
N
N
N
N
WE SODA INV HOLDING PLC
984500SE38C07DB47A90
WE Soda Investments Holding PLC
92943TAC7
625000.00000000
PA
USD
635937.50000000
0.297717085162
Long
DBT
CORP
GB
N
2
2031-02-14
Fixed
9.37500000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AN2
540000.00000000
PA
USD
472311.45000000
0.221114792228
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.22400000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-RISE
12434EAE0
313625.45000000
PA
USD
309705.13000000
0.144989890615
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
6.88548000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDU4
261136.10000000
PA
USD
234044.26000000
0.109568903997
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KWJ8
906516.97000000
PA
USD
104602.81000000
0.048970289836
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Floating
0.87008000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6TN7
603578.23000000
PA
USD
117114.16000000
0.054827536269
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWHT3
879597.10000000
PA
USD
853986.68000000
0.399797818396
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
549300720M0IRUIX3Q60
Shellpoint Co-Originator Trust 2015-1
82280QCA7
383443.87000000
PA
USD
341753.40000000
0.159993436606
Long
ABS-MBS
CORP
US
N
2
2045-08-25
Variable
3.77548900
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAJ4
650000.00000000
PA
USD
635781.25000000
0.297643936001
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.33088000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBU0
830000.00000000
PA
USD
840327.47000000
0.393403195990
Long
DBT
CORP
IT
N
2
2025-11-21
Fixed
7.00000000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AF2
950000.00000000
PA
USD
940077.71000000
0.440101732712
Long
DBT
CORP
CA
N
2
2026-06-15
Variable
5.36500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383UVS6
1264914.47000000
PA
USD
145943.93000000
0.068324326583
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Floating
0.87008000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381HGG0
622389.26000000
PA
USD
326387.46000000
0.152799800648
Long
ABS-MBS
USGA
US
N
2
2061-09-16
Fixed
2.00000000
N
N
N
N
N
N
DROP Mortgage Trust 2021-FILE
N/A
DROP Mortgage Trust 2021-FILE
26210YAA4
760000.00000000
PA
USD
725800.00000000
0.339786630621
Long
ABS-MBS
CORP
US
N
2
2043-10-15
Floating
6.58548000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BJ8
375000.00000000
PA
USD
221092.39000000
0.103505426087
Long
DBT
CORP
US
N
2
2055-08-18
Fixed
2.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
250000.00000000
PA
USD
231604.73000000
0.108426826732
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
313000.00000000
PA
USD
293446.87000000
0.137378510917
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAJ9
205000.00000000
PA
USD
175577.21000000
0.082197283824
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AM1
775000.00000000
PA
USD
756242.11000000
0.354038245371
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58200000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life 2022-BMR Mortgage Trust
53218DAJ7
195000.00000000
PA
USD
185859.38000000
0.087010929318
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
7.86289000
N
N
N
N
N
N
AEGEA FINANCE SARL
213800V6WTKUT1XWIZ47
Aegea Finance Sarl
00775CAC0
759000.00000000
PA
USD
794251.06000000
0.371832311304
Long
DBT
CORP
LU
N
2
2031-01-20
Fixed
9.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2017-C7
46648KBA3
415000.00000000
PA
USD
352992.32000000
0.165254989043
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
4.28924100
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555DE1
665000.00000000
PA
USD
690037.96000000
0.323044466008
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
6.35000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
360000.00000000
PA
USD
288242.82000000
0.134942210813
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383PV40
237864.01000000
PA
USD
215929.50000000
0.101088395228
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Floating
4.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C43
435000.00000000
PA
USD
440885.98000000
0.206402812940
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AY6
185000.00000000
PA
USD
159565.43000000
0.074701294879
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.25000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAC3
650000.00000000
PA
USD
636980.89000000
0.298205553021
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPD6
184758.41000000
PA
USD
179864.43000000
0.084204365718
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - STACR
549300EUJICRX5L38Y52
Freddie Mac STACR Trust 2019-HQA3
35564XBE0
480000.00000000
PA
USD
542356.13000000
0.253906533493
Long
ABS-MBS
CORP
US
N
2
2049-09-25
Floating
12.94450000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
655000.00000000
PA
USD
611154.10000000
0.286114621699
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H94H9
604488.82000000
PA
USD
560352.61000000
0.262331668933
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAA0
585000.00000000
PA
USD
452127.35000000
0.211665512356
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
176251.50000000
PA
USD
173823.61000000
0.081376327864
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-J1 Trust
67116WAP4
817416.39000000
PA
USD
619352.31000000
0.289952651670
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
525000.00000000
PA
USD
510393.81000000
0.238943225392
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383HKD0
501959.05000000
PA
USD
424381.08000000
0.198675967584
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
485000.00000000
PA
USD
444265.72000000
0.207985053870
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QUD86
3111073.71000000
PA
USD
3152959.22000000
1.476072457769
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382PZ47
824502.75000000
PA
USD
88985.61000000
0.041659025345
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
0.87008000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2022-SFR6 Trust
74334DAA1
334513.84000000
PA
USD
321355.10000000
0.150443878013
Long
ABS-O
CORP
US
N
2
2039-07-20
Fixed
4.45100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382P2W1
2196456.35000000
PA
USD
10144.77000000
0.004749321048
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
0.01000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382NXV4
1268390.19000000
PA
USD
175728.23000000
0.082267984536
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CH9
400000.00000000
PA
USD
361624.59000000
0.169296226213
Long
DBT
CORP
US
N
2
2063-02-27
Fixed
4.95000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAJ2
200000.00000000
PA
USD
173588.16000000
0.081266100857
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.85600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LBS9
502375.35000000
PA
USD
53977.57000000
0.025269849324
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Floating
0.87008000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796Y45
1150000.00000000
PA
USD
1140399.65000000
0.533883376460
Long
DBT
UST
US
N
2
2024-06-27
None
0.00000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381XZV1
259705.17000000
PA
USD
232280.80000000
0.108743332033
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Floating
4.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV2 Trust
67112VAE5
303954.06000000
PA
USD
270259.99000000
0.126523465684
Long
ABS-MBS
CORP
US
N
2
2049-05-27
Variable
4.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
575000.00000000
PA
USD
549903.02000000
0.257439644990
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CHP9
2975000.00000000
PA
USD
2822025.51000000
1.321144309134
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRODEKU3J3Q16
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTJ8
500000.00000000
PA
USD
540940.00000000
0.253243565676
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
10.58002000
N
N
N
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AW7
740000.00000000
PA
USD
718606.51000000
0.336418964970
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
5.98200000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAT4
135000.00000000
PA
USD
119169.93000000
0.055789954513
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.95000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust
92922FB80
48570.57000000
PA
USD
44093.45000000
0.020642552780
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
6.31133000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H2T79
1713448.13000000
PA
USD
204284.83000000
0.095636889050
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382RR75
777682.49000000
PA
USD
123252.64000000
0.057701294104
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAT0
335000.00000000
PA
USD
290404.20000000
0.135954070868
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.25100000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAH4
370000.00000000
PA
USD
359634.34000000
0.168364481460
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
6.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381WS33
253482.46000000
PA
USD
220445.15000000
0.103202417684
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Floating
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TZ1
7365000.00000000
PA
USD
6992146.88000000
3.273405937121
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.50000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AF5
805000.00000000
PA
USD
798687.69000000
0.373909340181
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XNHU1
73204.12000000
PA
USD
74002.51000000
0.034644617705
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
6.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K103 Mortgage Trust
30315DAS7
255000.00000000
PA
USD
223607.94000000
0.104683092467
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
3.57401600
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FU6G4
1520468.36000000
PA
USD
167701.12000000
0.078510055822
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Floating
0.60550000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAF4
655000.00000000
PA
USD
605666.80000000
0.283545716796
Long
DBT
CORP
GB
N
2
2028-02-16
Fixed
2.97200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKP5
1250000.00000000
PA
USD
1245214.85000000
0.582953097658
Long
DBT
UST
US
N
2
2029-04-30
Fixed
4.62500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K58 Mortgage Trust
35690AAS7
270000.00000000
PA
USD
256985.57000000
0.120308984497
Long
ABS-MBS
CORP
US
N
2
2049-09-25
Variable
3.86521400
N
N
N
N
N
N
ALGOMA STEEL INC
5493006RXIB5GVHWJS53
Algoma Steel Inc
01566MAD7
515000.00000000
PA
USD
508562.50000000
0.238085889136
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
9.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BDR42
2867949.30000000
PA
USD
465825.23000000
0.218078238302
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DT91
2025690.91000000
PA
USD
145066.21000000
0.067913417901
Long
ABS-MBS
USGA
US
N
2
2063-10-16
Variable
0.94873000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDF9
210000.00000000
PA
USD
206551.22000000
0.096697910022
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
6.05100000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-3
38014QAF3
425000.00000000
PA
USD
424422.04000000
0.198695143197
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
8.35000000
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
493908.15000000
0.231225387330
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HBE8
440000.00000000
PA
USD
435411.86000000
0.203840078316
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
US 5YR NOTE (CBT)
000000000
1.00000000
NC
USD
-1916.23000000
-0.00089709194
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
2024-06-28
-6815718.33000000
USD
-1916.23000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382CDW8
1332054.04000000
PA
USD
9355.15000000
0.004379656788
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Floating
0.01000000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
1000629.58000000
PA
USD
849343.69000000
0.397624181130
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EG6
375000.00000000
PA
USD
368623.37000000
0.172572737476
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XY58
989750.26000000
PA
USD
21828.84000000
0.010219272518
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Floating
0.01000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDE3
640000.00000000
PA
USD
514378.57000000
0.240808709236
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
485000.00000000
PA
USD
460750.15000000
0.215702316101
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.24001000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
450000.00000000
PA
USD
422656.73000000
0.197868705147
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQY8
640000.00000000
PA
USD
659801.60000000
0.308889174073
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
8.73002000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAH0
480000.00000000
PA
USD
469913.78000000
0.219992311915
Long
DBT
CORP
GB
N
2
2027-07-27
Fixed
4.85000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2022-1
33845VAG6
780000.00000000
PA
USD
725539.23000000
0.339664549938
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
3.64000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAS1
535000.00000000
PA
USD
519210.51000000
0.243070804320
Long
DBT
CORP
US
N
2
2035-01-24
Fixed
5.71100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382UG62
892868.20000000
PA
USD
768635.77000000
0.359840394686
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
3.50000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GL2
280000.00000000
PA
USD
262331.47000000
0.122811692335
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384EBR5
390872.13000000
PA
USD
314866.69000000
0.147406298828
Long
ABS-MBS
USGA
US
N
2
2053-08-20
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384AQK2
765262.58000000
PA
USD
578235.39000000
0.270703575191
Long
ABS-MBS
USGA
US
N
2
2052-07-20
None
0.00000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAY1
680000.00000000
PA
USD
629750.25000000
0.294820495426
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KND7
1016000.00000000
PA
USD
1056708.68000000
0.494703061346
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
8.98002000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
950000.00000000
PA
USD
764459.57000000
0.357885287319
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
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
420706.57000000
0.196955728713
Long
ABS-O
CORP
US
N
2
2035-08-15
Fixed
6.26000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132E0PK2
229797.09000000
PA
USD
227872.73000000
0.106679673652
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-34.00000000
NC
USD
111280.50000000
0.052096481329
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
2024-06-18
-5183940.16000000
USD
111280.50000000
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR5
46591EAC1
155000.00000000
PA
USD
107731.17000000
0.050434846055
Long
ABS-MBS
CORP
US
N
2
2052-06-13
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJB6
730000.00000000
PA
USD
803893.74000000
0.376346576594
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
10.83002000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XPP78
1235000.00000000
PA
USD
1138311.37000000
0.532905738509
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HADW3
760603.44000000
PA
USD
491559.14000000
0.230125687422
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
0.25000000
N
N
N
N
N
N
LYB INT FINANCE III
984500A51LA0B8EB4053
LYB International Finance III LLC
50249AAK9
440000.00000000
PA
USD
290153.83000000
0.135836858993
Long
DBT
CORP
US
N
2
2060-10-01
Fixed
3.80000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
71.00000000
NC
USD
-200336.55000000
-0.09378848348
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
2024-06-18
16115702.69000000
USD
-200336.55000000
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems Inc
17275RBT8
875000.00000000
PA
USD
855875.54000000
0.400682096951
Long
DBT
CORP
US
N
2
2034-02-26
Fixed
5.05000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HV8
465000.00000000
PA
USD
443309.38000000
0.207537338871
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWMZ0
816650.75230000
PA
USD
15029.64000000
0.007036195556
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
0.01000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B3 Mortgage Trust
08161BBC6
385000.00000000
PA
USD
306031.88000000
0.143270241620
Long
ABS-MBS
CORP
US
N
2
2051-04-10
Variable
4.67163800
N
N
N
N
N
N
Bayview Opportunity Master Fun
N/A
Bayview Opportunity Master Fund VII 2024-EDU1 LLC
07336PAC8
400000.00000000
PA
USD
401548.76000000
0.187986911257
Long
ABS-O
CORP
US
N
2
2047-06-25
Floating
7.13000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AX2
325000.00000000
PA
USD
326772.34000000
0.152979984002
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.38800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QHX1
364628.93000000
PA
USD
346.73000000
0.000162323254
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Floating
0.01000000
N
N
N
N
N
N
TRANSALTA CORP
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAH0
830000.00000000
PA
USD
849498.46000000
0.397696637422
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
7.75000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AS2
665000.00000000
PA
USD
633483.79000000
0.296568369464
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XKAD2
642961.66000000
PA
USD
627162.79000000
0.293609164046
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
170000.00000000
PA
USD
139344.52000000
0.065234782235
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XMHT6
464062.80000000
PA
USD
460638.82000000
0.215650196446
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382RLF3
178184.90000000
PA
USD
27826.96000000
0.013027320169
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK20
06540AAJ0
180000.00000000
PA
USD
133386.03000000
0.062445287552
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Variable
3.77734300
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571AAR6
250000.00000000
PA
USD
257266.84000000
0.120440662350
Long
DBT
CORP
FR
N
2
2029-10-19
Fixed
6.71400000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AZ1
235000.00000000
PA
USD
247000.38000000
0.115634371565
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2021-4
81748WBB1
14373755.85000000
PA
USD
130127.05000000
0.060919580975
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
0.16698900
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383FAC7
1621153.08000000
PA
USD
2002.77000000
0.000937606048
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Floating
0.01000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R05
20754DAJ6
860000.00000000
PA
USD
935899.47000000
0.438145670310
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
12.33002000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382J4E3
881108.51000000
PA
USD
122488.18000000
0.057343408615
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MCE7
210000.00000000
PA
USD
210869.55000000
0.098719556207
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
6.15000000
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOL
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133TAD5
330000.00000000
PA
USD
287242.88000000
0.134474084272
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.90000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR1
89613GAA4
268633.26000000
PA
USD
245438.36000000
0.114903104670
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
1.49900000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAA1
249000.00000000
PA
USD
216955.49000000
0.101568717197
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.20200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383P8S3
1192134.87000000
PA
USD
12665.12000000
0.005929234570
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Floating
0.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BHWC9
912437.08000000
PA
USD
124096.19000000
0.058096205942
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
1190000.00000000
PA
USD
917973.25000000
0.429753427414
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED80
1095901.25000000
PA
USD
981296.74000000
0.459398612460
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
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
118055.33000000
0.055268149362
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISM9M3KNO6J64
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KGS2
360000.00000000
PA
USD
394322.15000000
0.184603740324
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
10.78002000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CTL4
3551571.26000000
PA
USD
565858.71000000
0.264909375142
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JY7
445000.00000000
PA
USD
411012.92000000
0.192417601582
Long
DBT
CORP
US
N
2
2053-02-01
Fixed
5.30000000
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
178376.31000000
0.083507695449
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BKUF7
2462134.65000000
PA
USD
332937.73000000
0.155866339877
Long
ABS-MBS
USGSE
US
N
2
2051-04-25
Fixed
2.50000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
294762.71000000
PA
USD
293953.47000000
0.137615678052
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR46
465000.00000000
PA
USD
455072.97000000
0.213044517998
Long
DBT
CORP
CA
N
2
2025-04-07
Fixed
3.30000000
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust 2022-DKLX
05530SAL0
100000.00000000
PA
USD
98031.25000000
0.045893783594
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
8.32100000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
755000.00000000
PA
USD
738795.96000000
0.345870749469
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WAA4
830000.00000000
PA
USD
554756.81000000
0.259711969253
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR REMIC Trust 2020-DNA2
35564KDY2
445000.00000000
PA
USD
511613.03000000
0.239514008880
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
11.33002000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
320000.00000000
PA
USD
314673.31000000
0.147315767086
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
INDIANAPOLIS PWR & LIGHT
2T85JNP2R2B2GTSFND21
Indianapolis Power & Light Co
455434BV1
370000.00000000
PA
USD
365532.71000000
0.171125830687
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
38383V3K2
1223964.09000000
PA
USD
192012.43000000
0.089891508166
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BP5
700000.00000000
PA
USD
646965.26000000
0.302879782067
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07300000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
350000.00000000
PA
USD
330690.24000000
0.154814167027
Long
DBT
CORP
BM
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBA1
460000.00000000
PA
USD
449924.59000000
0.210634280062
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FW2G4
1722246.39000000
PA
USD
292903.48000000
0.137124120372
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRODEKU3J3Q16
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KUE7
979000.00000000
PA
USD
1084859.27000000
0.507881890398
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
12.33002000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300RM62GNIVQ1WJ04
Agate Bay Mortgage Trust 2015-5
00842BAV9
161761.09000000
PA
USD
127637.80000000
0.059754227062
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Variable
3.57762900
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WBD8
1156939.92000000
PA
USD
131209.48000000
0.061426325592
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Floating
0.87008000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAF1
245000.00000000
PA
USD
190500.80000000
0.089183831582
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380REA4
1530230.12000000
PA
USD
108198.90000000
0.050653816020
Long
ABS-MBS
USGA
US
N
2
2062-12-16
Variable
0.97837000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HBD6
600000.00000000
PA
USD
585219.36000000
0.273973153084
Long
DBT
CORP
ES
N
2
2034-03-14
Fixed
6.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383FT37
14282372.94000000
PA
USD
65826.03000000
0.030816760734
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Floating
0.01000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VKV0
2328228.29000000
PA
USD
227009.94000000
0.106275754519
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XGN8
245000.00000000
PA
USD
258065.90000000
0.120814745989
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
9.09450000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAZ1
645000.00000000
PA
USD
640324.63000000
0.299770940384
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
5.95000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BN8
50000.00000000
PA
USD
38268.00000000
0.017915341389
Long
DBT
CORP
US
N
2
2066-05-17
Floating
7.93820000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BM4
845000.00000000
PA
USD
813745.37000000
0.380958662793
Long
DBT
CORP
NL
N
2
2035-03-19
Fixed
5.55000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAC9
995000.00000000
PA
USD
898997.14000000
0.420869673654
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
1.85000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-2
33844WAE0
285000.00000000
PA
USD
274272.83000000
0.128402095310
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.27000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBX6
395000.00000000
PA
USD
352207.49000000
0.164887567245
Long
DBT
CORP
JP
N
2
2030-05-22
Fixed
3.26100000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-2NU
46592FAE3
375000.00000000
PA
USD
295709.81000000
0.138437916755
Long
ABS-MBS
CORP
US
N
2
2040-01-05
Variable
2.14569600
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
479220.56000000
0.224349324065
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
355000.00000000
PA
USD
342835.12000000
0.160499848833
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-3
36263LAG4
615000.00000000
PA
USD
580596.53000000
0.271808953815
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.48000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
660000.00000000
PA
USD
614425.67000000
0.287646222342
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
38382VER6
1981433.73000000
PA
USD
1635700.49000000
0.765760758063
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
3.00000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327V2C7
570000.00000000
PA
USD
489468.51000000
0.229146949308
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BHQA0
1023887.48000000
PA
USD
84721.88000000
0.039662940403
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Floating
0.50550000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CFR6
6927827.16000000
PA
USD
84777.90000000
0.039689166426
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Floating
0.01000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRLADKYZNON28
Freddie Mac STACR REMIC Trust 2022-HQA2
35564KB65
915000.00000000
PA
USD
1013646.15000000
0.474543138537
Long
ABS-MBS
CORP
US
N
2
2042-07-25
Floating
11.33002000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAZ8
460000.00000000
PA
USD
309512.23000000
0.144899583587
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.25000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YDE6
525000.00000000
PA
USD
511328.73000000
0.239380912519
Long
DBT
CORP
JP
N
2
2035-05-26
Fixed
5.57900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H6BU8
913647.11000000
PA
USD
820225.41000000
0.383992323523
Long
ABS-MBS
USGSE
US
N
2
2049-05-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R03
20754AAJ2
485000.00000000
PA
USD
506435.35000000
0.237090054014
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
10.83002000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GN8
260000.00000000
PA
USD
252969.37000000
0.118428781871
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.70000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAT1
475000.00000000
PA
USD
464083.41000000
0.217262797204
Long
DBT
CORP
US
N
2
2032-03-13
Fixed
6.08200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BFES8
730253.38000000
PA
USD
158402.55000000
0.074156887222
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
3.50000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAF1
1070000.00000000
PA
USD
1010555.08000000
0.473096039804
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.55000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAA1
565000.00000000
PA
USD
492843.12000000
0.230726788605
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Fixed
3.22800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
710000.00000000
PA
USD
668670.38000000
0.313041134494
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C9
90291JBB2
375000.00000000
PA
USD
276264.26000000
0.129334392486
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
5.11230000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C51
95001VAZ3
250000.00000000
PA
USD
201888.08000000
0.094514839440
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Variable
4.28900000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAV6
430000.00000000
PA
USD
374978.49000000
0.175547916330
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.34970000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CLU2
982675.78000000
PA
USD
124100.65000000
0.058098293912
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
3132E0W57
219751.14000000
PA
USD
218318.27000000
0.102206708964
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
6.00000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAB1
340000.00000000
PA
USD
333264.36000000
0.156019253224
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
266920.67000000
0.124960147564
Long
DBT
CORP
FR
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H5N86
897213.67000000
PA
USD
172095.99000000
0.080567534562
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.50000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AW4
760000.00000000
PA
USD
689950.91000000
0.323003713148
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
4.86600000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
220000.00000000
PA
USD
230972.87000000
0.108131018548
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
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
71084.11000000
0.033278355232
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
38382WH26
1140285.67000000
PA
USD
203012.93000000
0.095041443176
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XTS4
528845.80000000
PA
USD
415271.09000000
0.194411083584
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Floating
2.50000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GJ7
500000.00000000
PA
USD
411262.38000000
0.192534387436
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNLB7
2144187.56000000
PA
USD
1717776.41000000
0.804184980041
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383WJT4
300398.46000000
PA
USD
306528.84000000
0.143502895745
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Variable
6.66785000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3132HTPF7
162505.25000000
PA
USD
117200.97000000
0.054868176772
Long
ABS-MBS
USGSE
US
N
2
2043-08-15
None
0.00000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AZ1
265000.00000000
PA
USD
251875.73000000
0.117916789242
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDT3
765000.00000000
PA
USD
750364.50000000
0.351286615035
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.95000000
N
N
N
N
N
N
AMER AIRLINE 19-1B PTT
N/A
American Airlines 2019-1 Class B Pass Through Trust
02379DAA8
303150.86000000
PA
USD
278156.89000000
0.130220435983
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383XSW5
681650.70000000
PA
USD
583649.71000000
0.273238314169
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Floating
0.53930000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
385000.00000000
PA
USD
253817.03000000
0.118825617825
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCZ6
635000.00000000
PA
USD
640613.24000000
0.299906054492
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
6.31200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FAD21
530196.86000000
PA
USD
460972.29000000
0.215806311971
Long
ABS-MBS
USGSE
US
N
2
2047-08-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382BJL8
586321.90000000
PA
USD
490049.43000000
0.229418909696
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
2.50000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBF2
430000.00000000
PA
USD
433336.06000000
0.202868282934
Long
DBT
CORP
US
N
2
2029-03-09
Fixed
6.49900000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
315250.00000000
PA
USD
315782.34000000
0.147834964615
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DL9
200000.00000000
PA
USD
191849.91000000
0.089815423675
Long
DBT
NUSS
N/A
N
2
2025-04-03
Fixed
0.87500000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAA3
1539000.00000000
PA
USD
1229198.84000000
0.575455128419
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBJ9
535000.00000000
PA
USD
445892.88000000
0.208746816358
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.45000000
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564ACB5
695000.00000000
PA
USD
773899.39000000
0.362304582760
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
9.64450000
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
330702.56000000
0.154819934692
Long
ABS-MBS
CORP
US
N
2
2040-01-05
Fixed
1.97387000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
155000.00000000
PA
USD
151473.50000000
0.070913020382
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38400000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GQ4
365000.00000000
PA
USD
347548.00000000
0.162706205427
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382A4Z5
291073.47420000
PA
USD
2026.13000000
0.000948542140
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Floating
0.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132E0FK3
203984.81000000
PA
USD
161985.51000000
0.075834266536
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAF6
205000.00000000
PA
USD
184886.63000000
0.086555531902
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
2.12000000
N
N
N
N
N
N
UNITED AIR 2023-1 A PTT
N/A
United Airlines 2023-1 Class A Pass Through Trust
90932LAJ6
375000.00000000
PA
USD
372632.85000000
0.174449794103
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.80000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAG9
905000.00000000
PA
USD
883312.58000000
0.413526874267
Long
ABS-O
CORP
US
N
2
2028-03-13
Fixed
2.46000000
N
N
N
N
N
N
BLACKROCK TREASURY TRUST
N/A
BLACKROCK TREASURY TRUST
000000000
1391166.41000000
NS
USD
1391166.41000000
0.651280996262
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BP5A5
502123.54000000
PA
USD
402764.09000000
0.188555873623
Long
ABS-MBS
USGSE
US
N
2
2054-07-25
None
0.00000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KPT5
795000.00000000
PA
USD
791270.46000000
0.370436929613
Long
DBT
CORP
US
N
2
2025-10-24
Fixed
6.06400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383C3X6
3251075.04000000
PA
USD
40828.30000000
0.019113957689
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Floating
0.01000000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAF8
200000.00000000
PA
USD
197253.50000000
0.092345139354
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
12.94450000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAU0
995000.00000000
PA
USD
901296.72000000
0.421946232679
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AH4
230000.00000000
PA
USD
181073.45000000
0.084770374029
Long
DBT
CORP
US
N
2
2048-01-30
Fixed
4.40000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
89.00000000
NC
USD
-694790.18000000
-0.32526923980
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
2024-06-18
10441640.07000000
USD
-694790.18000000
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
300000.00000000
PA
USD
324801.48000000
0.152057316767
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HB5E0
490847.96000000
PA
USD
395975.79000000
0.185377899547
Long
ABS-MBS
USGSE
US
N
2
2053-12-25
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384CBE8
1184493.78000000
PA
USD
769870.38000000
0.360418383074
Long
ABS-MBS
USGA
US
N
2
2051-01-20
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BGKA8
192453.12000000
PA
USD
24067.30000000
0.011267217932
Long
ABS-MBS
USGSE
US
N
2
2051-06-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383GRY9
369638.07000000
PA
USD
48219.40000000
0.022574135376
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
2.50000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AF4
445000.00000000
PA
USD
464844.55000000
0.217619128419
Long
DBT
CORP
US
N
2
2033-11-27
Fixed
7.85000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382TM27
595021.21000000
PA
USD
101839.49000000
0.047676628783
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HAFC5
823533.72000000
PA
USD
553031.96000000
0.258904472739
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
None
0.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBV2
300000.00000000
PA
USD
251357.04000000
0.117673962116
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Variable
4.25411200
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAD7
512687.65000000
PA
USD
419511.18000000
0.196396101350
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAT7
445000.00000000
PA
USD
444558.52000000
0.208122129546
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.37500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VIVA
12433XAG4
200000.00000000
PA
USD
166765.56000000
0.078072069076
Long
ABS-MBS
CORP
US
N
2
2044-03-11
Variable
3.66704200
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381JA72
2014035.39000000
PA
USD
200794.90000000
0.094003062161
Long
ABS-MBS
USGA
US
N
2
2066-02-16
Variable
1.38632000
N
N
N
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust 2007-4
07326BAA5
302038.00000000
PA
USD
281436.17000000
0.131755646099
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
6.10633000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
1115000.00000000
PA
USD
883499.40000000
0.413614334915
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAL1
500000.00000000
PA
USD
495011.40000000
0.231741878926
Long
DBT
CORP
US
N
2
2028-08-03
Fixed
5.10000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust 2021-FILM
05609JAL6
345000.00000000
PA
USD
320742.19000000
0.150156941358
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.53548000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DSS52
658471.52000000
PA
USD
640877.82000000
0.300029918844
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EV98
193119.96000000
PA
USD
191413.20000000
0.089610975867
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6PH4
774351.59000000
PA
USD
148845.71000000
0.069682808326
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
38382LQ53
746171.60000000
PA
USD
79370.35000000
0.037157596855
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
285000.00000000
PA
USD
263005.05000000
0.123127031931
Long
DBT
CORP
CH
N
2
2027-01-30
Fixed
1.36400000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Freddie Mac STACR REMIC Trust 2022-DNA6
35564KH77
770000.00000000
PA
USD
861990.21000000
0.403544708024
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Floating
11.08002000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-1
36258XAD2
333385.66000000
PA
USD
331415.35000000
0.155153630631
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
3.68000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MCB1
100000.00000000
PA
USD
108752.44000000
0.050912958334
Long
ABS-MBS
CORP
US
N
2
2042-06-25
Floating
9.98002000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EX7
635000.00000000
PA
USD
510422.75000000
0.238956773787
Long
DBT
CORP
AU
N
2
2036-11-18
Fixed
3.02000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381JN94
2303326.98000000
PA
USD
158681.26000000
0.074287366599
Long
ABS-MBS
USGA
US
N
2
2065-10-16
Variable
0.87672000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCG3
865000.00000000
PA
USD
743732.01000000
0.348181584131
Long
DBT
CORP
JP
N
2
2028-09-17
Fixed
1.90200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B4XC7
1081334.19220000
PA
USD
86722.25000000
0.040599422881
Long
ABS-MBS
USGSE
US
N
2
2049-06-25
Floating
0.60550000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VIV2
05605NAA5
410000.00000000
PA
USD
347841.29000000
0.162843510498
Long
ABS-MBS
CORP
US
N
2
2044-03-09
Variable
3.66045400
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
295000.00000000
PA
USD
273432.70000000
0.128008784561
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAN0
540000.00000000
PA
USD
346817.46000000
0.162364199743
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.45000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BD5
685000.00000000
PA
USD
656711.41000000
0.307442487316
Long
DBT
CORP
US
N
2
2035-02-02
Fixed
5.70900000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2024-WOLF
39152MAJ4
550000.00000000
PA
USD
549312.50000000
0.257163190318
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
8.95998000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
560000.00000000
PA
USD
481391.42000000
0.225365622226
Long
DBT
CORP
FR
N
2
2031-01-13
Fixed
3.05200000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
150000.00000000
PA
USD
134683.14000000
0.063052535604
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AP6
645000.00000000
PA
USD
636457.23000000
0.297960399167
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
5493000F7E2NMQ4HIO61
WFRBS Commercial Mortgage Trust 2014-C21
92939FAW9
500000.00000000
PA
USD
482553.70000000
0.225909748989
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.89100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383MCW6
2310328.67000000
PA
USD
70729.33000000
0.033112263332
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Floating
0.01000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3E2
485000.00000000
PA
USD
470793.34000000
0.220404082002
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.15000000
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDV5
475000.00000000
PA
USD
445250.98000000
0.208446307901
Long
DBT
CORP
US
N
2
2029-04-06
Fixed
4.30000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JetBlue 2019-1 Class AA Pass Through Trust
477143AH4
792593.94000000
PA
USD
668670.37000000
0.313041129813
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-2
025291AD7
456963.02000000
PA
USD
448195.04000000
0.209824583222
Long
ABS-O
CORP
US
N
2
2027-07-13
Fixed
1.34000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769GK4
190000.00000000
PA
USD
186873.84000000
0.087485853464
Long
DBT
CORP
DE
N
2
2024-11-20
Fixed
2.50000000
N
N
N
N
N
N
AMER AIRLINE 21-1B PTT
N/A
American Airlines 2021-1 Class B Pass Through Trust
02376LAA3
255175.00000000
PA
USD
230551.91000000
0.107933944174
Long
DBT
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC35
17324KAR9
395000.00000000
PA
USD
363620.57000000
0.170230653492
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
4.07200000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D42
390000.00000000
PA
USD
404083.64000000
0.189173627066
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
7.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BL3H1
824302.04000000
PA
USD
85924.34000000
0.040225877620
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Floating
0.41998000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IT2BRJ2Q9YQ96
Freddie Mac STACR REMIC Trust 2020-HQA5
35565TBD0
310000.00000000
PA
USD
349603.09000000
0.163668305326
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
9.33002000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EP1
555000.00000000
PA
USD
458300.19000000
0.214555355983
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.55000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383TLA9
6335265.78000000
PA
USD
65983.06000000
0.030890275055
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Floating
0.01000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383F6G3
1255597.50000000
PA
USD
10592.09000000
0.004958735977
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Floating
0.01000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-9
12669GYY1
41370.56000000
PA
USD
33763.03000000
0.015806318825
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
6.03133000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KWF6
611018.01000000
PA
USD
440605.03000000
0.206271284897
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H9YM5
371402.54000000
PA
USD
334843.09000000
0.156758342984
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XM3V6
203089.11000000
PA
USD
201851.22000000
0.094497583260
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
6.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
400000.00000000
PA
USD
368003.12000000
0.172282364567
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
610000.00000000
PA
USD
590530.25000000
0.276459470828
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
Onslow Bay Mortgage Loan Trust
67115DAA0
557667.61000000
PA
USD
452683.78000000
0.211926007637
Long
ABS-MBS
CORP
US
N
2
2061-10-25
Variable
1.95700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QWD8
1530961.22000000
PA
USD
1197060.72000000
0.560409518734
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
38382CGQ8
621822.23000000
PA
USD
533747.20000000
0.249876223052
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Floating
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382NP76
2303776.86000000
PA
USD
17511.01000000
0.008197860411
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Floating
0.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KN4F7
1027839.95000000
PA
USD
893037.94000000
0.418079846582
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISE4NWBTOSK36
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KNS4
630000.00000000
PA
USD
634862.09000000
0.297213626991
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
7.68002000
N
N
N
N
N
N
Freddie Mac - STACR
529900PGKDI4ZEXFQ523
Freddie Mac STACR REMIC Trust 2024-HQA1
35564NCA9
385000.00000000
PA
USD
384900.05000000
0.180192740583
Long
ABS-MBS
CORP
US
N
2
2044-03-25
Floating
7.33002000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAG0
362842.35000000
PA
USD
318872.13000000
0.149281464110
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CYH7
1408588.28000000
PA
USD
150386.10000000
0.070403949037
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Floating
0.87008000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
25.00000000
NC
USD
-110325.37000000
-0.05164933279
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
2024-06-18
4439700.19000000
USD
-110325.37000000
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158AJ8
666000.00000000
PA
USD
614682.56000000
0.287766486585
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384A3B7
873822.14000000
PA
USD
101145.26000000
0.047351621794
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Floating
1.31965000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CF3
345000.00000000
PA
USD
338242.10000000
0.158349605253
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
5.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382AEQ4
258273.92000000
PA
USD
222982.42000000
0.104390252382
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Floating
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382PYU0
601314.71000000
PA
USD
79055.99000000
0.037010427765
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2024-R03
207941AB1
385000.00000000
PA
USD
385606.64000000
0.180523533963
Long
ABS-MBS
CORP
US
N
2
2044-03-25
Floating
7.28002000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAG0
511639.98000000
PA
USD
510566.66000000
0.239024145920
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.09000000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
1129979.61000000
PA
USD
1113036.13000000
0.521073017872
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
9.19450000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-K104 Mortgage Trust
302984AU3
315000.00000000
PA
USD
274275.38000000
0.128403289105
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Variable
3.66222700
N
N
N
N
N
N
Multifamily Connecticut Avenue
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAB5
1045881.87000000
PA
USD
1028931.68000000
0.481699130182
Long
ABS-MBS
USGA
US
N
2
2049-10-25
Floating
8.69450000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KVX8
1487292.37000000
PA
USD
192770.94000000
0.090246608134
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR3 Trust
001807AB2
660000.00000000
PA
USD
622410.16000000
0.291384198306
Long
ABS-O
CORP
US
N
2
2037-09-17
Fixed
1.80600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384BPQ8
2996798.10000000
PA
USD
85431.82000000
0.039995302101
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Floating
0.01000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REJ9
315000.00000000
PA
USD
286859.03000000
0.134294383117
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
1.63000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TLZ6
755000.00000000
PA
USD
743752.14000000
0.348191008084
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-SBT1
20753VBE7
1045000.00000000
PA
USD
1112350.15000000
0.520751873159
Long
ABS-MBS
CORP
US
N
2
2040-02-25
Floating
9.09450000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325YRN0
1276072.82000000
PA
USD
158631.90000000
0.074264258487
Long
ABS-MBS
USGSE
US
N
2
2052-06-15
Fixed
2.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AV0
550000.00000000
PA
USD
558390.01000000
0.261412868655
Long
DBT
CORP
CH
N
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JBC1
295000.00000000
PA
USD
281485.34000000
0.131778665262
Long
DBT
CORP
AU
N
2
2028-06-21
Fixed
4.09800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383XXB5
665424.35000000
PA
USD
696208.68000000
0.325933317148
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Variable
6.96448000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEP4
320000.00000000
PA
USD
314784.53000000
0.147367835244
Long
DBT
CORP
US
N
2
2035-03-06
Fixed
6.40100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BFLG6
496847.77000000
PA
USD
68653.98000000
0.032140678620
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BHVP1
2459794.46000000
PA
USD
38199.87000000
0.017883446014
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Floating
0.01000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AR7
715000.00000000
PA
USD
697350.12000000
0.326467687569
Long
DBT
CORP
AU
N
2
2034-09-18
Fixed
5.73100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383RYT8
2510050.47000000
PA
USD
22054.81000000
0.010325061420
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Floating
0.01000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAJ0
960000.00000000
PA
USD
1009200.00000000
0.472461652828
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
11.53002000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HAA48
387603.52000000
PA
USD
308294.68000000
0.144329581917
Long
ABS-MBS
USGSE
US
N
2
2055-01-25
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XBY0
1286112.50000000
PA
USD
179784.89000000
0.084167128698
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382MGE3
625626.25000000
PA
USD
69269.46000000
0.032428818432
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Floating
0.87008000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382P5E8
716096.93000000
PA
USD
77891.72000000
0.036465369374
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
0.87008000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2024-R02
20754GAF7
220000.00000000
PA
USD
221695.89000000
0.103787957406
Long
ABS-MBS
CORP
US
N
2
2044-02-25
Floating
7.83002000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383XYN8
309735.50000000
PA
USD
246439.19000000
0.115371647868
Long
ABS-MBS
USGA
US
N
2
2053-04-20
None
0.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAK8
1220000.00000000
PA
USD
1108754.78000000
0.519068684046
Long
DBT
CORP
FR
N
2
2027-10-19
Fixed
2.04500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
585000.00000000
PA
USD
476359.36000000
0.223009840037
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3133Q3C33
584201.15000000
PA
USD
456345.51000000
0.213640263491
Long
ABS-MBS
USGSE
US
N
2
2053-09-25
None
0.00000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAZ1
660000.00000000
PA
USD
533938.19000000
0.249965635905
Long
DBT
CORP
AU
N
2
2033-01-14
Fixed
2.87100000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
430000.00000000
PA
USD
371031.53000000
0.173700128730
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
38382NAB3
2366244.48000000
PA
USD
11807.32000000
0.005527651528
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Floating
0.01000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 16-C1 Mortgage Trust
23312LAV0
480000.00000000
PA
USD
415586.74000000
0.194558856593
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
3.47076800
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAB1
546176.92000000
PA
USD
468380.35000000
0.219274429561
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.99000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
566007AC4
1225000.00000000
PA
USD
982917.34000000
0.460157303854
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ARD62
1507396.14000000
PA
USD
97906.28000000
0.045835278310
Long
ABS-MBS
USGSE
US
N
2
2046-04-25
Floating
0.65550000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR REMIC Trust 2020-DNA2
35564KDX4
435000.00000000
PA
USD
477547.35000000
0.223566003056
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
8.73002000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QHY9
815052.89000000
PA
USD
660.52000000
0.000309225496
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Floating
0.01000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDN1
745000.00000000
PA
USD
702647.85000000
0.328947844398
Long
DBT
CORP
NL
N
2
2028-04-06
Fixed
3.64900000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
555000.00000000
PA
USD
486597.59000000
0.227802914817
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
845484.90000000
PA
USD
777308.55000000
0.363900596800
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CS1
980000.00000000
PA
USD
974325.04000000
0.456134778825
Long
DBT
CORP
US
N
2
2025-11-18
Fixed
5.24100000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAG1
490000.00000000
PA
USD
485068.45000000
0.227087040846
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWJT1
630781.55000000
PA
USD
635644.60000000
0.297579962670
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
6.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAG2
730000.00000000
PA
USD
627800.07000000
0.293907509629
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.96651000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AN8
430000.00000000
PA
USD
421147.22000000
0.197162021051
Long
DBT
CORP
GB
N
2
2035-03-01
Fixed
5.77800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H5BK2
624845.27000000
PA
USD
687.58000000
0.000321893760
Long
ABS-MBS
USGSE
US
N
2
2052-01-25
Floating
0.01000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22303XAA3
801000.00000000
PA
USD
702160.95000000
0.328719899909
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X83H8
252986.79000000
PA
USD
219223.27000000
0.102630388904
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.50000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HXY25
530505.81000000
PA
USD
384682.93000000
0.180091094850
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BFKM4
627817.16000000
PA
USD
96683.28000000
0.045262725197
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.50000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CF9
390000.00000000
PA
USD
330832.70000000
0.154880860336
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBY7
335000.00000000
PA
USD
319852.47000000
0.149740414821
Long
DBT
CORP
FR
N
2
2055-01-19
Fixed
7.13200000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BR9
370000.00000000
PA
USD
359396.89000000
0.168253318143
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C50
95001XAJ5
685000.00000000
PA
USD
490492.20000000
0.229626194521
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.00000000
N
N
N
N
N
N
PROTECTIVE LIFE CORP
549300ZWIT8J8Y2EXL07
Protective Life Corp
743674AY9
138000.00000000
PA
USD
166571.67000000
0.077981298575
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
8.45000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
240000.00000000
PA
USD
192572.09000000
0.090153515586
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FXFB9
512359.89000000
PA
USD
81470.24000000
0.038140670081
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.50000000
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
297519.51000000
0.139285136190
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
9.44800000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-3
36263LAJ8
875000.00000000
PA
USD
811271.56000000
0.379800537188
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FYDY9
738407.65000000
PA
USD
2274.59000000
0.001064859840
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Floating
0.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HAZG4
986977.34000000
PA
USD
766105.63000000
0.358655897929
Long
ABS-MBS
USGSE
US
N
2
2053-10-25
None
0.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R08
20755DAF3
365000.00000000
PA
USD
401273.70000000
0.187858140644
Long
ABS-MBS
CORP
US
N
2
2042-07-25
Floating
10.93002000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2024-1
403963AF8
260000.00000000
PA
USD
257710.44000000
0.120648335744
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
5.82000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
205000.00000000
PA
USD
188187.75000000
0.088100966515
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BX1
475000.00000000
PA
USD
381963.13000000
0.178817807886
Long
DBT
CORP
JP
N
2
2032-07-20
Fixed
2.30900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQXV3
320456.66000000
PA
USD
311782.44000000
0.145962392910
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQTC0
417923.93000000
PA
USD
385206.32000000
0.180336122301
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384AWS8
708148.18000000
PA
USD
637636.80000000
0.298512620325
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Floating
1.63930000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
400000.00000000
PA
USD
319459.96000000
0.149556659447
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBW81
1059128.66000000
PA
USD
799677.83000000
0.374372878806
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
1.50000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAA4
96126.35000000
PA
USD
87297.62000000
0.040868785011
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.30200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F9Y54
863600.07000000
PA
USD
156076.02000000
0.073067711430
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
3.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAE7
675000.00000000
PA
USD
607500.14000000
0.284404003406
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.63901000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382P5H1
560091.94000000
PA
USD
60494.91000000
0.028320972221
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
0.87008000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383X4E1
500413.19000000
PA
USD
529334.47000000
0.247810383070
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Variable
7.50983000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBT6
565000.00000000
PA
USD
577174.47000000
0.270206900581
Long
DBT
CORP
US
N
2
2029-06-13
Fixed
6.99200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XPND7
663856.23000000
PA
USD
646052.94000000
0.302452675234
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381KAF1
635000.00000000
PA
USD
468300.24000000
0.219236925693
Long
ABS-MBS
USGA
US
N
2
2064-08-16
Variable
2.50000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BF9
1090000.00000000
PA
USD
1095103.48000000
0.512677764743
Long
DBT
CORP
NL
N
2
2027-09-11
Fixed
6.08300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HAFB7
245056.55000000
PA
USD
182451.81000000
0.085415659645
Long
ABS-MBS
USGSE
US
N
2
2053-08-25
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383X4D3
458571.92000000
PA
USD
507266.57000000
0.237479193506
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Variable
7.88783000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AB28
465000.00000000
PA
USD
414635.01000000
0.194113299787
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAH0
755000.00000000
PA
USD
689437.58000000
0.322763395331
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
2.55200000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AB7
1110000.00000000
PA
USD
933519.21000000
0.437031340570
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
2.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATEN0
501993.28310000
PA
USD
43625.32000000
0.020423395553
Long
ABS-MBS
USGSE
US
N
2
2046-06-25
Floating
0.60550000
N
N
N
N
N
N
Freddie Mac - STACR
549300TCRXCIFPAC3B85
Freddie Mac STACR REMIC Trust 2020-HQA1
35565JBE0
975000.00000000
PA
USD
1037047.44000000
0.485498560804
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Floating
10.54450000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FUFU3
811407.60000000
PA
USD
73764.01000000
0.034532962825
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Floating
0.65550000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR REMIC Trust 2020-DNA2
35565KBE7
365000.00000000
PA
USD
389980.24000000
0.182571055054
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
10.24450000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382DM30
966368.52000000
PA
USD
97327.42000000
0.045564282321
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Floating
0.62008000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AR0
360000.00000000
PA
USD
311437.09000000
0.145800715708
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FXMY1
507362.03000000
PA
USD
80150.42000000
0.037522790237
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383GFG1
1084717.07000000
PA
USD
123993.79000000
0.058048266908
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.00000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAQ3
375000.00000000
PA
USD
330001.49000000
0.154491725526
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382ML56
810446.89000000
PA
USD
100367.85000000
0.046987673703
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2022-2
33844XAL2
609000.00000000
PA
USD
570004.02000000
0.266850021212
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381HVY4
1312007.01000000
PA
USD
98050.35000000
0.045902725348
Long
ABS-MBS
USGA
US
N
2
2065-10-16
Variable
1.02336000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
440000.00000000
PA
USD
362531.55000000
0.169720823737
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
7.00000000
NC
USD
-2453.79000000
-0.00114875315
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
2024-06-28
3448726.00000000
USD
-2453.79000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BLHM5
367359.96140000
PA
USD
411.41000000
0.000192603496
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Floating
0.01000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAJ5
1075000.00000000
PA
USD
1127808.19000000
0.527988626160
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
11.33002000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383LEF3
523807.17000000
PA
USD
445326.29000000
0.208481564626
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
CVS PASS-THROUGH TRUST
N/A
CVS Pass-Through Trust
126650BY5
120338.81000000
PA
USD
115563.97000000
0.054101807643
Long
DBT
CORP
US
N
2
2034-01-10
Fixed
5.92600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383RA23
901343.47000000
PA
USD
123472.79000000
0.057804358345
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
155000.00000000
PA
USD
137681.11000000
0.064456049141
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
1190000.00000000
PA
USD
1258056.10000000
0.588964788304
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
8.38002000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XMMG8
622490.36000000
PA
USD
617915.68000000
0.289280086683
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
510000.00000000
PA
USD
423201.06000000
0.198123535757
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAG7
490000.00000000
PA
USD
416726.67000000
0.195092520100
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISM9M3KNO6J64
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KGR4
840000.00000000
PA
USD
914289.60000000
0.428028909611
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
8.48002000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAN3
755000.00000000
PA
USD
632493.40000000
0.296104713800
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.07545700
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JXP6
1837602.96000000
PA
USD
15333.14000000
0.007178280486
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Floating
0.01000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-C
12598CAJ5
560000.00000000
PA
USD
528359.66000000
0.247354021255
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
3.21000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382MV97
1340481.03000000
PA
USD
219110.74000000
0.102577707464
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.00000000
N
N
N
N
N
N
GENESEE & WYOMING INC
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc
371559AB1
290000.00000000
PA
USD
288228.06000000
0.134935300851
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-4
26253WAG3
630000.00000000
PA
USD
590512.29000000
0.276451062771
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.99000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383V3J5
1760093.35000000
PA
USD
242778.30000000
0.113657785264
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
38382CDV0
483296.51000000
PA
USD
408362.79000000
0.191176930952
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Floating
3.50000000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
715000.00000000
PA
USD
705939.87000000
0.330489018804
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381YHP2
697084.89000000
PA
USD
598138.92000000
0.280021504918
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Floating
3.50000000
N
N
N
N
N
N
DREYFUS GOVERNMENT CASH MANAGE
N/A
DREYFUS GOVERNMENT CASH MANAGE
000000000
277744.81000000
NS
USD
277744.81000000
0.130027518823
Long
STIV
RF
US
N
2
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DG2
860000.00000000
PA
USD
811161.76000000
0.379749133809
Long
DBT
CORP
US
N
2
2030-07-28
Fixed
4.77200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBX23
839907.55000000
PA
USD
82146.23000000
0.038457137930
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
0.80550000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWKU6
735385.60000000
PA
USD
697013.47000000
0.326310083313
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
5.00000000
N
N
N
N
N
N
SG Commercial Mortgage Securit
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust 2016-C5
78419CAK0
400000.00000000
PA
USD
356286.20000000
0.166797034217
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.93300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
940000.00000000
PA
USD
758310.32000000
0.355006487459
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMT6
360000.00000000
PA
USD
351735.80000000
0.164666743387
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.40000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VET2
4637505.43000000
PA
USD
26641.08000000
0.012472144956
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
0.01000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-3
26253AAE6
530000.00000000
PA
USD
518552.74000000
0.242762866249
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
3.62000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383XP99
2461872.90000000
PA
USD
216597.79000000
0.101401258286
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Floating
0.62008000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LJQ5
612783.47000000
PA
USD
58088.13000000
0.027194227020
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-2
36261XAJ4
735000.00000000
PA
USD
695581.36000000
0.325639634385
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
2.87000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGW8
750000.00000000
PA
USD
712265.11000000
0.333450209197
Long
DBT
CORP
US
N
2
2054-02-23
Fixed
5.50000000
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233WEJ4
535000.00000000
PA
USD
528889.16000000
0.247601909132
Long
DBT
CORP
US
N
2
2034-04-14
Fixed
6.20000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAG9
855000.00000000
PA
USD
793780.20000000
0.371611876015
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
3.04000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2024-R01
20753UAJ9
395000.00000000
PA
USD
400305.80000000
0.187405013778
Long
ABS-MBS
CORP
US
N
2
2044-01-25
Floating
9.33002000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CX8
200000.00000000
PA
USD
210205.77000000
0.098408804526
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
6.35000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE15 Mortgage Trust
12591RAE0
652000.00000000
PA
USD
585672.56000000
0.274185320762
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.08485000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VAW9
1276291.34000000
PA
USD
140920.05000000
0.065972373899
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
0.87008000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300ZAGI6FKGY8O078
CSAIL 2015-C3 Commercial Mortgage Trust
12635FAT1
100000.00000000
PA
USD
97121.09000000
0.045467687976
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.71820000
N
N
N
N
N
N
2024-06-24
IndexIQ Active ETF Trust
Adefolahan Oyefeso
Adefolahan Oyefeso
Director and Vice President, IndexIQ