0001752724-23-236585.txt : 20231025 0001752724-23-236585.hdr.sgml : 20231025 20231025113611 ACCESSION NUMBER: 0001752724-23-236585 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230831 FILED AS OF DATE: 20231025 DATE AS OF CHANGE: 20231025 PERIOD START: 20230831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Goldman Sachs ETF Trust CENTRAL INDEX KEY: 0001479026 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23013 FILM NUMBER: 231344641 BUSINESS ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282-2198 BUSINESS PHONE: (312) 655-4400 MAIL ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282-2198 0001479026 S000064104 Goldman Sachs Access Ultra Short Bond ETF C000207250 Goldman Sachs Access Ultra Short Bond ETF GSST NPORT-P 1 primary_doc.xml NPORT-P false 0001479026 XXXXXXXX S000064104 C000207250 Goldman Sachs ETF Trust 811-23013 0001479026 549300VEZF7K2ES5WL82 200 West Street New York 10282 312-655-4400 Goldman Sachs Access Ultra Short Bond ETF S000064104 549300FKQVF6C8MY6C40 2023-08-31 2023-08-31 N 572713102.39 404283.87 572308818.52 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 USD N American Express Credit Accoun 549300Y4SA5G3GIJTP18 02582JJT8 6000000.00000000 PA USD 5814920.40000000 1.016045919934 Long ABS-O CORP US N 2 2027-05-15 Fixed 3.39000000 N N N N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 21684LGE6 2635000.00000000 PA USD 2636528.30000000 0.460682801781 Long DBT CORP NL N 2 2024-03-21 Floating 5.79000000 N N N N N N Morgan Stanley BAML Trust N/A 61690GAF8 2128693.58480000 PA USD 2113391.05000000 0.369274591201 Long ABS-MBS CORP US N 2 2047-02-15 Fixed 4.06400000 N N N N N N TCW Gem Ltd N/A 87242BAW0 3500000.00000000 PA USD 3472248.50000000 0.606708893457 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 6.60614000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHV5 960000.00000000 PA USD 950081.15000000 0.166008476412 Long DBT CORP US N 2 2024-02-05 Fixed 3.37500000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 870195AA2 3991000.00000000 PA USD 4019893.36000000 0.702399339292 Long DBT CORP SE N 2 2026-06-15 Floating 6.57359400 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J6E2 5573000.00000000 PA USD 5592647.61000000 0.977208008861 Long DBT CORP US N 2 2026-08-07 Floating 6.36828600 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394V5L0 91074.26090000 PA USD 89610.48000000 0.015657714349 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 5.70206000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WES8 219000.00000000 PA USD 218705.96000000 0.038214675874 Long DBT CORP US N 2 2025-04-21 Floating 5.87922300 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CW2 2400000.00000000 PA USD 2396681.66000000 0.418774197154 Long DBT CORP JP N 2 2026-02-20 Floating 6.24474000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAA1 238000.00000000 PA USD 237560.18000000 0.041509089553 Long DBT CORP FR N 2 2023-10-22 Fixed 5.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3P79 1774434.36000000 PA USD 1720009.44000000 0.300538692457 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 5.85206000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AE9 23000.00000000 PA USD 22642.88000000 0.003956409418 Long DBT CORP US N 2 2024-03-28 Fixed 3.30000000 N N N N N N Great Wolf Trust N/A 39152TAA8 3250000.00000000 PA USD 3232386.56000000 0.564797615448 Long ABS-MBS CORP US N 2 2036-12-15 Floating 6.45848000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394KHG2 151653.48920000 PA USD 151366.01000000 0.026448309916 Long ABS-MBS USGSE US N 2 2033-10-15 Floating 6.20299000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAF0 1000000.00000000 PA USD 975739.37000000 0.170491758719 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGW76 197545.16500000 PA USD 188405.62000000 0.032920272045 Long ABS-MBS USGSE US N 2 2048-04-15 Floating 5.60299000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 41000.00000000 PA USD 41169.73000000 0.007193621462 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 40435RRA1 1000000.00000000 PA USD 1000730.00000000 0.174858392465 Long DBT CORP US N 2 2024-04-26 Floating 5.89837800 N N N N N N NORTHSTAR EDUCATION FINANCE, I 25490059JOHYRUHEXW19 66705EAA6 37670.47820000 PA USD 37690.53000000 0.006585697927 Long ABS-MBS USGA US N 2 2031-12-26 Floating 6.10206000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YL8 1462000.00000000 PA USD 1457662.13000000 0.254698526884 Long DBT CORP CH N 2 2024-08-09 Floating 5.75869000 N N N N N N BANCO SANTANDER SA/NY 5493006QMFDDMYWIAM13 05966D2N1 2000000.00000000 PA USD 2000180.00000000 0.349493129456 Long DBT CORP ES N 2 2024-02-09 Floating 5.79000000 N N N N N N Educational Services of Americ N/A 28137QAA7 18347.49750000 PA USD 18282.91000000 0.003194588202 Long ABS-MBS USGA US N 2 2039-04-25 Floating 6.13206000 N N N N N N COMM Mortgage Trust N/A 12594CBE9 486011.91950000 PA USD 467560.23000000 0.081697191248 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.49700000 N N N N N N COMM Mortgage Trust N/A 12591UAF0 5000000.00000000 PA USD 4937393.50000000 0.862714908494 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.96100000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550UAF8 3000000.00000000 PA USD 2956918.80000000 0.516664902638 Long DBT CORP CH N 2 2025-02-21 Floating 6.56472700 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AB6 544000.00000000 PA USD 531741.63000000 0.092911661115 Long DBT CORP US N 2 2024-02-10 Fixed 0.80000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HVZG7 157170.75000000 PA USD 153690.60000000 0.026854487477 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 5.65299000 N N N N N N STANDARD CHARTERED BK/NY RILFO74KP1CM8P6PCT96 85325VFA3 2388000.00000000 PA USD 2390483.52000000 0.417691190952 Long DBT CORP GB N 2 2024-02-20 Floating 5.94000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368FAF6 3000000.00000000 PA USD 2987469.69000000 0.522003085279 Long DBT CORP CA N 2 2025-01-10 Floating 5.69233100 N N N N N N TCW Gem Ltd N/A 871969AC5 3500000.00000000 PA USD 3466886.50000000 0.605771986698 Long ABS-CBDO CORP KY N 2 2033-04-22 Floating 6.68557000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AHC40 91291.14210000 PA USD 88667.59000000 0.015492962388 Long ABS-MBS USGSE US N 2 2044-01-25 Floating 5.85206000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86959LAN3 2950000.00000000 PA USD 2976499.47000000 0.520086249535 Long DBT CORP SE N 2 2026-06-15 Floating 6.44359400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JCCC6 17465739.34310000 PA USD 17731103.31000000 3.098170556912 Long ABS-MBS USGSE US N 2 2044-05-01 Floating 4.42200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396VMF2 57013.18000000 PA USD 55513.24000000 0.009699874998 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 5.65206000 N N N N N N NORDEA BANK CP 1/18/27 N/A 000000000 1238000.00000000 PA USD 1238693.28000000 0.216437916019 Long DBT CORP US N 2 2027-01-18 Floating 5.74999920 N N N N N N RHODE ISLAND ST STUDENT LOAN A N/A 762315NR6 62279.80870000 PA USD 61006.29000000 0.010659680233 Long ABS-O USGA US N 2 2028-10-02 Floating 5.89286000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FN4L1 164884.44000000 PA USD 158193.13000000 0.027641218321 Long ABS-MBS USGSE US N 2 2048-09-15 Floating 5.75299000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKV6 2461000.00000000 PA USD 2471374.52000000 0.431825343245 Long DBT CORP US N 2 2026-05-18 Floating 6.19473200 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAU9 2639000.00000000 PA USD 2507686.95000000 0.438170244604 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N TORONTO-DOMI CD 04/3/24 N/A 000000000 1633000.00000000 PA USD 1635343.36000000 0.285744917268 Long DBT CORP US N 2 2024-04-03 None 0.00000000 N N N N N N SLC Student Loan Trust N/A 78444WAA7 165868.23570000 PA USD 165884.41000000 0.028985122128 Long ABS-O CORP US N 2 2042-11-25 Floating 6.29969000 N N N N N N Madison Park Funding Ltd N/A 55817EAN6 1500000.00000000 PA USD 1492474.50000000 0.260781321500 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 6.63957000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPRW7 193000.00000000 PA USD 193009.84000000 0.033724771269 Long DBT USGSE US N 2 2025-08-04 Floating 5.46000000 N N N N N N EQUITABLE SHORTCP 7/9/24 N/A 000000000 1500000.00000000 PA USD 1427580.00000000 0.249442251072 Long DBT CORP US N 2 2024-07-08 None 0.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCK0 4283000.00000000 PA USD 4104570.22000000 0.717194998080 Long DBT CORP US N 2 2025-06-23 Fixed 0.96900000 N N N N N N SKANDINAV BANK CP 8/24 N/A 000000000 998000.00000000 PA USD 997543.91000000 0.174301684286 Long DBT CORP US N 2 2024-08-02 Floating 5.87999880 N N N N N N TCW CLO 2019-1 AMR, LTD. 549300RWQDI4UTTLDE63 87241EAQ8 1100000.00000000 PA USD 1084746.30000000 0.189538631049 Long ABS-CBDO CORP KY N 2 2034-08-16 Floating 6.85344000 N N N N N N Voya CLO Ltd N/A 92917RAC3 700000.00000000 PA USD 698937.40000000 0.122125918277 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.85775000 N N N N N N Voya CLO Ltd 54930085W413OSH6FR69 92914NAJ0 109777.39000000 PA USD 109471.11000000 0.019127978891 Long ABS-CBDO CORP KY N 2 2029-01-18 Floating 6.47150000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 1453992.00000000 NS USD 1453992.00000000 0.254057241990 Long STIV RF US N 1 N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BN3 1000000.00000000 PA USD 948995.32000000 0.165818748425 Long DBT CORP JP N 2 2025-02-25 Fixed 2.19300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397GX39 21405.86660000 PA USD 20946.21000000 0.003659948846 Long ABS-MBS USGSE US N 2 2036-12-15 Floating 5.70299000 N N N N N N LCM Ltd Partnership 549300HV40B88JRNJD93 50184NAR3 1689278.35000000 PA USD 1679593.72000000 0.293476819795 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.58775000 N N N N N N HSBC CP 5/20/2024 N/A 000000000 1130000.00000000 PA USD 1080822.40000000 0.188853004710 Long DBT CORP US N 2 2024-05-20 None 0.00000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AWZJ2 335000.00000000 PA USD 334872.16000000 0.058512493458 Long DBT USGSE US N 2 2025-08-22 Floating 5.45500000 N N N N N N Citigroup Commercial Mortgage N/A 17322MAW6 600000.00000000 PA USD 590489.23000000 0.103176678550 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.85500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBJ5 2171000.00000000 PA USD 2099329.19000000 0.366817550606 Long DBT CORP IT N 2 2024-09-23 Fixed 3.25000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AWTE0 160000.00000000 PA USD 160004.05000000 0.027957641892 Long DBT USGSE US N 2 2025-07-08 Floating 5.45500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CL1 2648000.00000000 PA USD 2645703.42000000 0.462285978196 Long DBT CORP DE N 2 2023-11-08 Floating 5.80980800 N N N N N N World Omni Automobile Lease Se N/A 981944AB7 1400000.00000000 PA USD 1399753.46000000 0.244580096392 Long ABS-O CORP US N 2 2025-11-17 Fixed 5.47000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPSC0 157000.00000000 PA USD 157004.56000000 0.027433538488 Long DBT USGSE US N 2 2025-02-04 Floating 5.42500000 N N N N N N SUMITOMO MITSUI TR BK LT 5493006GGLR4BTEL8O61 86563VAX7 1854000.00000000 PA USD 1847000.74000000 0.322727988846 Long DBT CORP JP N 2 2024-09-16 Floating 5.62822000 N N N N N N Ally Auto Receivables Trust N/A 02008JAC0 3170000.00000000 PA USD 3105791.33000000 0.542677524702 Long ABS-O CORP US N 2 2026-11-15 Fixed 3.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ACUN7 37544.56640000 PA USD 37447.28000000 0.006543194650 Long ABS-MBS USGSE US N 2 2040-12-15 Floating 5.65299000 N N N N N N Nissan Auto Lease Trust N/A 65473FAB3 1800000.00000000 PA USD 1803341.52000000 0.315099376707 Long ABS-O CORP US N 2 2025-08-15 Fixed 5.74000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPRP2 101000.00000000 PA USD 101024.24000000 0.017652050209 Long DBT USGSE US N 2 2025-06-27 Floating 5.47785700 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2T8 2000000.00000000 PA USD 2001061.28000000 0.349647116250 Long DBT CORP CA N 2 2026-07-17 Floating 6.32651200 N N N N N N Morgan Stanley Capital I Trust N/A 61690YBS0 389824.74770000 PA USD 371769.74000000 0.064959638567 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398SXN8 96734.57630000 PA USD 94618.70000000 0.016532804831 Long ABS-MBS USGSE US N 2 2040-12-25 Floating 5.87206000 N N N N N N Carlyle Global Market Strategi 549300VC6J79YJCFU884 14315JAQ2 2000000.00000000 PA USD 1991720.00000000 0.348014906558 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.63775000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BN4 1250000.00000000 PA USD 1215678.99000000 0.212416609819 Long DBT CORP US N 2 2024-03-18 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398PUZ0 1550795.35000000 PA USD 1526501.21000000 0.266726837085 Long ABS-MBS USGSE US N 2 2040-05-25 Floating 6.15206000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKT5 737000.00000000 PA USD 738557.97000000 0.129048853713 Long DBT CORP US N 2 2025-04-25 Floating 6.37632000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EV1 1186000.00000000 PA USD 1183221.74000000 0.206745327297 Long DBT CORP AU N 2 2024-11-18 Floating 5.60520000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FV51 392533.00000000 PA USD 386157.20000000 0.067473571523 Long ABS-MBS USGSE US N 2 2035-10-25 Floating 5.85206000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AA0 1373000.00000000 PA USD 1359511.00000000 0.237548497595 Long DBT CORP SG N 2 2025-05-19 Fixed 4.65000000 N N N N N N ING CP 4.1.24 N/A 000000000 825000.00000000 PA USD 797445.00000000 0.139338233868 Long DBT CORP US N 2 2024-04-01 None 0.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBY1 1780000.00000000 PA USD 1734591.01000000 0.303086542417 Long DBT CORP US N 2 2025-02-16 Fixed 0.56300000 N N N N N N PACIFIC LIFE GF II 6354003EUPCHXTWUU869 6944PL2V0 4500000.00000000 PA USD 4515446.39000000 0.788987735970 Long DBT CORP US N 2 2026-07-28 Floating 6.35692200 N N N N N N TORONTO DOM CD 23MAY24 N/A 000000000 1282000.00000000 PA USD 1280730.82000000 0.223783170651 Long DBT CORP US N 2 2024-05-23 Fixed 5.82000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBM6 344000.00000000 PA USD 344039.05000000 0.060114231838 Long DBT CORP CA N 2 2024-02-16 Floating 5.93556700 N N N N N N BAYERISCHE LANDESBANK N/A 000000000 2204000.00000000 PA USD 2202853.92000000 0.384906513531 Long DBT CORP US N 2 2024-03-08 Fixed 5.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATKM5 831044.24000000 PA USD 814516.93000000 0.142321226520 Long ABS-MBS USGSE US N 2 2046-08-25 Floating 5.80206000 N N N N N N EFS Volunteer LLC N/A 26844VAB2 161846.25050000 PA USD 161772.53000000 0.028266649886 Long ABS-O USGA US N 2 2035-10-25 Floating 6.16614000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468J1 2811000.00000000 PA USD 2727923.79000000 0.476652412425 Long DBT CORP US N 2 2025-07-22 Fixed 2.72000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2D6 753000.00000000 PA USD 739898.94000000 0.129283162526 Long DBT CORP NO N 2 2025-03-28 Fixed 2.96800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEQ4 1430000.00000000 PA USD 1407812.28000000 0.245988220772 Long DBT CORP US N 2 2025-04-17 Fixed 3.62000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138MAA4 1390000.00000000 PA USD 1389501.24000000 0.242788717390 Long DBT CORP US N 2 2023-12-15 Floating 5.57146500 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849CJL6 3651000.00000000 PA USD 3652141.05000000 0.638141669639 Long DBT CORP US N 2 2024-06-28 Floating 6.35934300 N N N N N N Wells Fargo Commercial Mortgag N/A 94989WAT4 61782.24290000 PA USD 60017.49000000 0.010486906379 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.48700000 N N N N N N NATIXIS NY CD 7/25/24 N/A 000000000 2000000.00000000 PA USD 2000680.00000000 0.349580494875 Long DBT CORP US N 2 2024-07-25 None 0.00000000 N N N N N N Atlas Senior Loan Fund LTD 635400UCHZNUTGTBTH21 04941GAL2 5137.85330000 PA USD 5131.98000000 0.000896715170 Long ABS-CBDO CORP KY N 2 2027-11-17 Floating 6.46809000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12531WBB7 245000.00000000 PA USD 232978.34000000 0.040708500805 Long ABS-MBS CORP US N 2 2048-01-10 Fixed 3.86500000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZY6 819000.00000000 PA USD 815665.32000000 0.142521885668 Long DBT CORP CA N 2 2024-10-07 Floating 5.56507000 N N N N N N SUMITOMO MITSUI TR BK LT 5493006GGLR4BTEL8O61 86563VBF5 2699000.00000000 PA USD 2704821.88000000 0.472615796309 Long DBT CORP JP N 2 2026-03-09 Floating 6.29795000 N N N N N N Toyota Auto Receivables Owner N/A 89239HAD0 1825000.00000000 PA USD 1826915.70000000 0.319218512956 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.30000000 N N N N N N Morgan Stanley BAML Trust N/A 61765LAT7 2053239.12880000 PA USD 1959154.37000000 0.342324686707 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.47900000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2Q7 655000.00000000 PA USD 653276.15000000 0.114147489757 Long DBT CORP CA N 2 2024-08-06 Floating 5.79980800 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BK5 272000.00000000 PA USD 268142.05000000 0.046852685354 Long DBT CORP US N 2 2023-12-15 Fixed 0.90000000 N N N N N N Barclays Commercial Mortgage S N/A 05491UBA5 556929.89000000 PA USD 532340.38000000 0.093016281205 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.23600000 N N N N N N Trysail CLO Ltd N/A 89855AAC0 3000000.00000000 PA USD 2977389.00000000 0.520241677858 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.90775000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AB4P5 65651.28000000 PA USD 63925.66000000 0.011169784202 Long ABS-MBS USGSE US N 2 2043-02-25 Floating 5.90206000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397GFX3 97063.65000000 PA USD 94508.33000000 0.016513519788 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 5.72299000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAM9 1864000.00000000 PA USD 1814492.74000000 0.317047838733 Long DBT CORP SE N 2 2024-03-18 Fixed 0.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AJN44 1641264.11660000 PA USD 1607294.05000000 0.280843837800 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.85206000 N N N N N N CARDS II Trust 549300GWPYLNK6X47W76 14161GBY5 3125000.00000000 PA USD 3031320.31000000 0.529665140900 Long ABS-O CORP CA N 2 2027-04-15 Fixed 0.60200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381YXB5 1655352.70000000 PA USD 1602530.73000000 0.280011538900 Long ABS-MBS USGA US N 2 2049-09-20 Floating 5.87846000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395N2P1 158141.00000000 PA USD 154736.15000000 0.027037177305 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 5.76206000 N N N N N N SKANDINAV ENSKILDA BANK N/A 000000000 1900000.00000000 PA USD 1901957.00000000 0.332330542261 Long DBT CORP SE N 2 2024-05-31 Floating 5.96000160 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3D4 250000.00000000 PA USD 245026.36000000 0.042813661448 Long DBT CORP US N 2 2024-06-14 Floating 5.51039000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHL8 3460400.00000000 PA USD 3441070.41000000 0.601261119634 Long DBT UST US N 1 2025-06-30 Fixed 4.62500000 N N N N N N Stratus CLO N/A 86315TAA3 3529559.46490000 PA USD 3510326.90000000 0.613362364235 Long ABS-CBDO CORP KY N 2 2029-12-28 Floating 6.48775000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAG0 705000.00000000 PA USD 699186.75000000 0.122169487412 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N Hayfin Kingsland VIII Ltd 549300ROX4COSD406L14 42086PAC7 2989537.76000000 PA USD 2973591.57000000 0.519578149728 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.70775000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUAH7 179366.39220000 PA USD 169418.27000000 0.029602596451 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 5.80206000 N N N N N N COMM Mortgage Trust N/A 12592GBD4 3350000.00000000 PA USD 3291216.88000000 0.575077086617 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.79600000 N N N N N N MACQUARIE BANK 02/24 N/A 000000000 1725000.00000000 PA USD 1726000.50000000 0.301585515397 Long DBT CORP US N 2 2024-02-15 Fixed 5.57000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GYSB9 1438000.00000000 PA USD 1433570.27000000 0.250488935974 Long DBT USGSE US N 2 2024-06-12 Fixed 5.38000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AWSP6 50000.00000000 PA USD 50002.95000000 0.008737057403 Long DBT USGSE US N 2 2024-11-06 Floating 5.41534500 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B2EA4 1022801.23500000 PA USD 994688.01000000 0.173802670483 Long ABS-MBS USGSE US N 2 2043-05-15 Floating 5.55299000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EYR2 2000000.00000000 PA USD 1990569.28000000 0.347813840287 Long DBT CORP CA N 2 2025-01-21 Floating 5.70922300 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367TQW3 661000.00000000 PA USD 632976.10000000 0.110600444989 Long DBT CORP CA N 2 2024-07-09 Fixed 0.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378VQF5 1545724.97000000 PA USD 1502386.55000000 0.262513262312 Long ABS-MBS USGA US N 2 2043-07-20 Floating 5.72846000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644MAE1 1600000.00000000 PA USD 1558492.06000000 0.272316625144 Long DBT CORP US N 2 2025-05-16 Floating 6.49556700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VJV3 343393.67140000 PA USD 338229.89000000 0.059099192438 Long ABS-MBS USGSE US N 2 2036-01-25 Floating 5.92206000 N N N N N N UBS Commercial Mortgage Trust N/A 90276CAC5 809049.95200000 PA USD 772825.31000000 0.135036414780 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.26400000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAZ0 2131000.00000000 PA USD 2129777.64000000 0.372137833819 Long DBT CORP US N 2 2024-05-13 Floating 5.95706000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ANWT0 83171.26000000 PA USD 80661.97000000 0.014094133689 Long ABS-MBS USGSE US N 2 2045-05-25 Floating 5.70206000 N N N N N N COMM Mortgage Trust N/A 12593QBC3 398638.34460000 PA USD 382551.33000000 0.066843514833 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.37300000 N N N N N N SOCIETE GENERALE SA N/A 000000000 1355000.00000000 PA USD 1321057.25000000 0.230829441596 Long DBT CORP US N 2 2024-02-09 None 0.00000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBJ7 1259000.00000000 PA USD 1258376.90000000 0.219877251455 Long DBT CORP JP N 2 2024-09-08 Fixed 0.84900000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46641JAX4 6091.53000000 PA USD 6075.14000000 0.001061514308 Long ABS-MBS CORP US N 2 2047-02-15 Fixed 3.56590000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395NCU9 859674.65000000 PA USD 844473.20000000 0.147555510709 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 5.80206000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644YAW0 287298.28000000 PA USD 277424.13000000 0.048474550980 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.53950000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AWSX9 100000.00000000 PA USD 100002.80000000 0.017473573141 Long DBT USGSE US N 2 2025-02-03 Floating 5.42500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXFK9 2355866.15000000 PA USD 2249421.76000000 0.393043351283 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 5.48851000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAG8 1493000.00000000 PA USD 1451045.82000000 0.253542453487 Long DBT CORP CA N 2 2025-08-23 Fixed 4.40000000 N N N N N N ROYAL BANK OF CANADA NY 549300HXQQQCCUBS2Z23 78015JS65 968000.00000000 PA USD 969713.36000000 0.169438828936 Long DBT CORP CA N 2 2024-03-27 Floating 5.88787900 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5J89 728831.51630000 PA USD 719434.40000000 0.125707376283 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12550YAN4 484344.96000000 PA USD 482184.78000000 0.084252551139 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 6.53775000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590MAS9 340435.64000000 PA USD 325642.25000000 0.056899743540 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.71300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374HYS3 374384.42000000 PA USD 368680.79000000 0.064419903742 Long ABS-MBS USGA US N 2 2034-08-16 Floating 5.72709000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ARPN0 178446.06000000 PA USD 170607.37000000 0.029810368891 Long ABS-MBS USGSE US N 2 2042-06-15 Floating 5.80299000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CP7 1529000.00000000 PA USD 1534596.94000000 0.268141410780 Long DBT CORP JP N 2 2025-09-12 Floating 6.56461700 N N N N N N FED CAISSES 02/24 N/A 000000000 2365000.00000000 PA USD 2303935.70000000 0.402568617753 Long DBT CORP CA N 2 2024-02-14 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B35B0 697031.73080000 PA USD 672648.65000000 0.117532462934 Long ABS-MBS USGSE US N 2 2043-06-15 Floating 5.65299000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3A0 691000.00000000 PA USD 689832.60000000 0.120535028934 Long DBT CORP US N 2 2024-01-03 Floating 5.55466000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394ULL4 7717685.21480000 PA USD 7605176.03000000 1.328858788104 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 5.90206000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCB2 859000.00000000 PA USD 847547.19000000 0.148092631560 Long DBT CORP CA N 2 2024-03-11 Fixed 3.25000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36267VAB9 3067000.00000000 PA USD 3058565.01000000 0.534425630188 Long DBT CORP US N 2 2024-11-15 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396LXF2 2147705.28360000 PA USD 2101435.34000000 0.367185559962 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 5.73206000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AT6Q0 145989.45000000 PA USD 144238.72000000 0.025202952555 Long ABS-MBS USGSE US N 2 2041-11-15 Floating 5.60299000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHN4 4092700.00000000 PA USD 4081509.04000000 0.713165498752 Long DBT UST US N 1 2025-07-31 Fixed 4.75000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58769KAD6 414639.77000000 PA USD 410114.64000000 0.071659675113 Long ABS-O CORP US N 2 2024-11-15 Fixed 0.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381VB33 806173.81000000 PA USD 782812.67000000 0.136781514571 Long ABS-MBS USGA US N 2 2049-05-20 Floating 5.82846000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AVH39 4780000.00000000 PA USD 4766459.74000000 0.832847509204 Long DBT USGSE US N 2 2024-04-23 Fixed 5.34000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBL2 785000.00000000 PA USD 786404.75000000 0.137409161723 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ACLU3 504668.90110000 PA USD 498935.76000000 0.087179463928 Long ABS-MBS USGSE US N 2 2041-09-25 Floating 5.70206000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAC5 200000.00000000 PA USD 192583.28000000 0.033650238082 Long DBT CORP FI N 2 2024-05-24 Fixed 0.62500000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CR8 1854000.00000000 PA USD 1860649.17000000 0.325112790470 Long DBT CORP US N 2 2025-03-04 Floating 6.11177900 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AJXT8 759821.57400000 PA USD 740768.29000000 0.129435064781 Long ABS-MBS USGSE US N 2 2044-04-25 Floating 5.95206000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 55608PBN3 2155000.00000000 PA USD 2163900.86000000 0.378100212678 Long DBT CORP AU N 2 2026-06-15 Floating 6.43359300 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAN9 1400000.00000000 PA USD 1406656.85000000 0.245786331518 Long DBT CORP ES N 2 2024-05-24 Floating 6.54347700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A76U1 113540.78700000 PA USD 110170.28000000 0.019250145452 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 5.90206000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAW8 1100000.00000000 PA USD 1095117.46000000 0.191350792537 Long DBT CORP FR N 2 2025-01-14 Floating 5.81511400 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397HJN9 524187.96000000 PA USD 512665.42000000 0.089578458938 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 5.60299000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375KCD2 2275857.06000000 PA USD 2214595.31000000 0.386958096456 Long ABS-MBS USGA US N 2 2037-05-20 Floating 5.62846000 N N N N N N Educational Funding of the Sou N/A 28148WAB9 216575.70590000 PA USD 216346.59000000 0.037802421175 Long ABS-MBS USGA US N 2 2035-04-25 Floating 5.96614000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U7V6 5913000.00000000 PA USD 5918320.75000000 1.034113149838 Long DBT CORP US N 2 2025-07-16 Floating 6.06096400 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CS6 1033000.00000000 PA USD 993572.99000000 0.173607842103 Long DBT CORP GB N 2 2025-05-24 Fixed 0.97600000 N N N N N N HSBC USA INC 05/24 N/A 000000000 1053000.00000000 PA USD 1006425.81000000 0.175853626124 Long DBT CORP US N 2 2024-05-24 None 0.00000000 N N N N N N General Motors N/A 361886CR3 1500000.00000000 PA USD 1497361.50000000 0.261635231110 Long ABS-O CORP US N 2 2028-06-15 Fixed 5.34000000 N N N N N N ONE Park Mortgage Trust N/A 682413AA7 908000.00000000 PA USD 862196.78000000 0.150652366711 Long ABS-MBS CORP US N 2 2036-03-15 Floating 6.12448000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FAV9 1298000.00000000 PA USD 1265586.42000000 0.221136976933 Long DBT CORP FR N 2 2024-02-27 Fixed 0.65000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZR4 1218000.00000000 PA USD 1218147.20000000 0.212847882223 Long DBT CORP CA N 2 2026-07-20 Floating 6.34508200 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BB4 479000.00000000 PA USD 478993.93000000 0.083695011242 Long DBT CORP US N 2 2024-02-14 Floating 5.72706300 N N N N N N Trimaran CAVU Ltd N/A 89624NAA6 1000000.00000000 PA USD 991710.00000000 0.173282320297 Long ABS-CBDO CORP KY N 2 2032-04-23 Floating 6.81718000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPRU1 123000.00000000 PA USD 123014.02000000 0.021494342917 Long DBT USGSE US N 2 2025-04-28 Floating 5.44588200 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAS7 1002000.00000000 PA USD 987940.27000000 0.172623632212 Long DBT CORP US N 2 2024-06-27 Fixed 4.20000000 N N N N N N SLM Student Loan Trust 549300H0EHPP0GTD9V95 78442GQJ8 35538.23110000 PA USD 35422.93000000 0.006189478277 Long ABS-O CORP US N 2 2029-10-25 Floating 5.46614000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381VXC9 1880646.99250000 PA USD 1833907.46000000 0.320440189047 Long ABS-MBS USGA US N 2 2049-05-20 Floating 5.87846000 N N N N N N US TREASURY FRN 254900HROIFWPRGM1V77 91282CFS5 10803600.00000000 PA USD 10812683.13000000 1.889309194634 Long DBT UST US N 1 2024-10-31 Floating 5.55306738 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B0E44 2187303.10000000 PA USD 2089917.80000000 0.365173090536 Long ABS-MBS USGSE US N 2 2048-02-25 Floating 5.70206000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629TBQ9 774000.00000000 PA USD 774524.43000000 0.135333303443 Long DBT CORP US N 2 2026-07-10 Floating 6.24114700 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKS3 568000.00000000 PA USD 567680.71000000 0.099191326715 Long DBT CORP US N 2 2024-02-22 Floating 5.68390300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AQWE6 360846.65860000 PA USD 349827.59000000 0.061125668289 Long ABS-MBS USGSE US N 2 2045-12-25 Floating 5.70206000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395DPR4 42407.76000000 PA USD 41373.69000000 0.007229259564 Long ABS-MBS USGSE US N 2 2036-05-25 Floating 5.70206000 N N N N N N Access To Loans For Learning S N/A 00434MAA5 14917.30750000 PA USD 14830.22000000 0.002591296782 Long ABS-O USGA US N 2 2036-07-25 Floating 6.10206000 N N N N N N SCOT 0 2024-02-09 N/A 000000000 2951000.00000000 PA USD 2875779.01000000 0.502487279059 Long DBT CORP US N 2 2024-02-09 None 0.00000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813DB2 1356000.00000000 PA USD 1341304.09000000 0.234367188936 Long DBT CORP US N 2 2024-11-29 Floating 5.74108300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXP4 838749.51000000 PA USD 808983.46000000 0.141354358664 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CBM5 551000.00000000 PA USD 552261.54000000 0.096497122205 Long DBT CORP US N 2 2025-03-28 Floating 6.18934000 N N N N N N BAKER HUGHES LLC/CO-OBL N/A 05724BAB5 373000.00000000 PA USD 368096.79000000 0.064317860932 Long DBT CORP US N 2 2023-12-15 Fixed 1.23100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NQH0 161724.47000000 PA USD 158827.35000000 0.027752036114 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 5.80206000 N N N N N N Morgan Stanley BAML Trust N/A 61690QAE9 550000.00000000 PA USD 526576.60000000 0.092009171090 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.71900000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EN3K4 25000.00000000 PA USD 25020.22000000 0.004371804031 Long DBT USGSE US N 2 2024-12-05 Floating 5.35183900 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LNU6 2108000.00000000 PA USD 2120130.42000000 0.370452166975 Long DBT CORP CA N 2 2026-06-05 Floating 6.51178000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398PU98 496585.63630000 PA USD 493790.75000000 0.086280472014 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 6.17206000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DD8 2800000.00000000 PA USD 2793643.27000000 0.488135632301 Long DBT CORP US N 2 2026-02-13 Floating 6.06706700 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQVN0 1041038.57360000 PA USD 998078.03000000 0.174395011522 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 5.90206000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GYSC7 1438000.00000000 PA USD 1434060.73000000 0.250574634461 Long DBT USGSE US N 2 2024-06-11 Fixed 5.40000000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 194814.14000000 PA USD 194097.61000000 0.033914838234 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 6.46957000 N N N N N N ZAIS CLO 15 Ltd 549300BTYXZYFTGVBO58 98888DAN2 1000000.00000000 PA USD 988002.00000000 0.172634418346 Long ABS-CBDO CORP KY N 2 2032-07-28 Floating 6.97720000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMNT5 1079098.58400000 PA USD 1048764.04000000 0.183251420572 Long ABS-MBS USGSE US N 2 2049-07-15 Floating 5.70299000 N N N N N N Mizuho Bank Ltd/New York NY RB0PEZSDGCO3JS6CEU02 60710TAH4 65000.00000000 PA USD 65000.00000000 0.011357504531 Long DBT CORP JP N 2 2023-09-05 Floating 5.48000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDT0 3000000.00000000 PA USD 3002139.03000000 0.524566271364 Long DBT CORP US N 2 2025-04-07 Floating 6.52506500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AVZT9 681872.41810000 PA USD 657360.26000000 0.114861109723 Long ABS-MBS USGSE US N 2 2047-03-25 Floating 5.85206000 N N N N N N Ford Credit Auto Owner Trust N/A 345286AC2 2908652.22000000 PA USD 2817069.23000000 0.492228869945 Long ABS-O CORP US N 2 2026-06-15 Fixed 1.29000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368FAG4 573000.00000000 PA USD 562502.27000000 0.098286493549 Long DBT CORP CA N 2 2024-03-08 Fixed 2.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKTA1 320033.09000000 PA USD 316727.72000000 0.055342100235 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 4.56800000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AWTG5 65000.00000000 PA USD 65002.92000000 0.011358014745 Long DBT USGSE US N 2 2025-08-08 Floating 5.46000000 N N N N N N PACIFIC LIFE GF II 6354003EUPCHXTWUU869 6944PL2T5 1004000.00000000 PA USD 1006228.88000000 0.175819216380 Long DBT CORP US N 2 2025-06-16 Floating 6.05257300 N N N N N N CREDIT SUISSE AG N/A 000000000 1949000.00000000 PA USD 1930776.85000000 0.337366258830 Long DBT CORP US N 2 2023-11-02 None 0.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17322AAD4 2400000.00000000 PA USD 2385195.60000000 0.416767228254 Long ABS-MBS CORP US N 2 2047-03-11 Fixed 4.02300000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGX3 4322000.00000000 PA USD 4243157.25000000 0.741410426100 Long DBT UST US N 1 2025-04-30 Fixed 3.87500000 N N N N N N LCM Ltd Partnership 549300VQTTD2PAP2Y421 50188WAE8 13465.55000000 PA USD 13459.58000000 0.002351803705 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 6.62775000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 7425APAB1 2340000.00000000 PA USD 2339824.22000000 0.408839448962 Long DBT CORP US N 2 2025-08-28 Floating 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B6BC4 58334.35400000 PA USD 56452.25000000 0.009863949003 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 5.65299000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGU9 8149000.00000000 PA USD 8001299.38000000 1.398073753378 Long DBT UST US N 1 2025-03-31 Fixed 3.87500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBZ1 2000000.00000000 PA USD 1930418.38000000 0.337303623067 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KYA4 362200.40000000 PA USD 356020.10000000 0.062207690757 Long ABS-MBS USGSE US N 2 2036-08-25 Floating 5.75206000 N N N N N N SREIT Trust N/A 78485GAA2 1350000.00000000 PA USD 1319654.16000000 0.230584278504 Long ABS-MBS CORP US N 2 2036-07-15 Floating 6.00103000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAK5 1000000.00000000 PA USD 997121.52000000 0.174227879727 Long DBT CORP ES N 2 2024-06-30 Fixed 5.74200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395DUX5 80213.21720000 PA USD 78926.20000000 0.013790841141 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 5.81206000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BD4 3020000.00000000 PA USD 3038959.53000000 0.530999948220 Long DBT CORP NL N 2 2026-03-28 Floating 6.85147000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AS9 2421000.00000000 PA USD 2419703.22000000 0.422796773647 Long DBT CORP US N 2 2025-08-08 Fixed 5.60000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHG8 936000.00000000 PA USD 927337.39000000 0.162034440146 Long DBT CORP US N 2 2024-01-30 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QJT8 3406143.37580000 PA USD 3428337.81000000 0.599036341754 Long ABS-MBS USGSE US N 2 2043-10-01 Floating 4.76700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUGN3 1508449.40000000 PA USD 1466659.62000000 0.256270665860 Long ABS-MBS USGSE US N 2 2042-09-15 Floating 5.70299000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AWSR2 100000.00000000 PA USD 100010.91000000 0.017474990208 Long DBT USGSE US N 2 2025-01-03 Floating 5.42000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398T6X4 129854.00900000 PA USD 127706.56000000 0.022314274368 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 5.80206000 N N N N N N BNP PARIBAS FRN 02/24 N/A 000000000 2403000.00000000 PA USD 2397905.64000000 0.418988064206 Long DBT CORP FR N 2 2024-02-16 Fixed 5.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QJY7 625729.41000000 PA USD 629131.06000000 0.109928597924 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 4.87200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNVK3 1415919.95500000 PA USD 1379956.15000000 0.241120895807 Long ABS-MBS USGSE US N 2 2038-03-15 Floating 4.90398900 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396AC93 449834.48850000 PA USD 440379.06000000 0.076947802610 Long ABS-MBS USGSE US N 2 2035-09-15 Floating 5.65299000 N N N N N N BAYER CORP CP 07/09/24 N/A 000000000 3000000.00000000 PA USD 2845650.00000000 0.497222811865 Long DBT CORP US N 2 2024-07-09 None 0.00000000 N N N N N N Regatta XII Funding Ltd. 2549001ZYXDVCT6R4I31 75888HAL5 2000000.00000000 PA USD 1983662.00000000 0.346606925458 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 6.66957000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394AGW0 245401.25000000 PA USD 242878.43000000 0.042438351837 Long ABS-MBS USGSE US N 2 2034-07-25 Floating 5.85206000 N N N N N N LLOYDS BANK CORP MKTS/NY 213800MBWEIJDM5CU638 53947BQ52 1293000.00000000 PA USD 1294097.54000000 0.226118748850 Long DBT CORP GB N 2 2024-08-14 Floating 5.97000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAM1 200000.00000000 PA USD 196950.27000000 0.034413285909 Long DBT CORP ES N 2 2024-05-24 Fixed 3.89200000 N N N N N N Wells Fargo Commercial Mortgag 549300VOKB4Z9J8DIM89 94989YAY9 1422359.91630000 PA USD 1353253.71000000 0.236455156064 Long ABS-MBS CORP US N 2 2059-01-15 Fixed 3.29400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RNL5 1689712.40000000 PA USD 1667273.36000000 0.291324072956 Long ABS-MBS USGSE US N 2 2040-06-25 Floating 6.13206000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WPE0 140162.07540000 PA USD 136374.13000000 0.023828766146 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.72206000 N N N N N N BXHPP Trust N/A 05609JAA0 1850000.00000000 PA USD 1742715.97000000 0.304506223494 Long ABS-MBS CORP US N 2 2036-08-15 Floating 6.07448000 N N N N N N DNB NOR BANK N/A 000000000 3236000.00000000 PA USD 3068342.84000000 0.536134118627 Long DBT CORP US N 2 2024-07-31 None 0.00000000 N N N N N N American Express Credit Accoun N/A 02582JJZ4 2100000.00000000 PA USD 2091657.96000000 0.365477150152 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B5QC0 53737.01000000 PA USD 51827.90000000 0.009055932448 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 5.70299000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES N/A 58768PAB0 708577.24000000 PA USD 707908.98000000 0.123693529977 Long ABS-O CORP US N 2 2025-10-15 Fixed 5.26000000 N N N N N N NORTHSTAR EDUCATION FINANCE, I N/A 66705RAA7 5670.56770000 PA USD 5671.89000000 0.000991054098 Long ABS-O CORP US N 2 2036-05-27 Floating 6.67943000 N N N N N N Anchorage Capital CLO LTD 549300MP4QPQUMB6AD63 03328LAA0 830231.63000000 PA USD 826780.36000000 0.144464025932 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 6.67720000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396YCY6 43140.52550000 PA USD 42529.72000000 0.007431253656 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 6.10206000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398P5P0 145982.64000000 PA USD 144402.19000000 0.025231515805 Long ABS-MBS USGSE US N 2 2040-05-25 Floating 6.15206000 N N N N N N Honda Auto Receivables Owner T N/A 43815GAC3 2289707.90000000 PA USD 2209106.98000000 0.385999115951 Long ABS-O CORP US N 2 2026-01-21 Fixed 0.88000000 N N N N N N Shackleton CLO LTD 549300VJPG28RMYCYW83 81882EAN2 90608.38710000 PA USD 90518.87000000 0.015816438096 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 6.50775000 N N N N N N GLENCORE FD CP 2/1/24 N/A 000000000 2174000.00000000 PA USD 2120367.42000000 0.370493578184 Long DBT CORP US N 2 2024-02-01 None 0.00000000 N N N N N N KELLOGG CO LONOZNOJYIBXOHXWDB86 487836BS6 1542000.00000000 PA USD 1529601.66000000 0.267268581315 Long DBT CORP US N 2 2023-12-01 Fixed 2.65000000 N N N N N N Sycamore Tree CLO Ltd N/A 87122CAA1 2200000.00000000 PA USD 2209000.20000000 0.385980458192 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 7.65614000 N N N N N N Marathon CLO LTD N/A 56579AAS9 2200000.00000000 PA USD 2186085.00000000 0.381976466071 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 6.88957000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAB7 1970000.00000000 PA USD 1953086.72000000 0.341264481132 Long DBT CORP FR N 2 2024-01-10 Fixed 3.80000000 N N N N N N LLOYDS MKTS CP 4/8/24 N/A 000000000 900000.00000000 PA USD 869175.00000000 0.151871676946 Long DBT CORP US N 2 2024-04-08 None 0.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAL5 1620000.00000000 PA USD 1611327.28000000 0.281548567461 Long DBT CORP CA N 2 2024-12-06 Fixed 5.25000000 N N N N N N COMM Mortgage Trust N/A 12593PAV4 1967087.87640000 PA USD 1901819.31000000 0.332306483572 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.50500000 N N N N N N Discover Card Execution Note T 549300CKCX1QE4RUW216 254683CA1 2000000.00000000 PA USD 2005187.60000000 0.350368111605 Long ABS-O CORP US N 2 2026-12-15 Floating 6.02496000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381BDB7 2478248.31000000 PA USD 2406240.08000000 0.420444347899 Long ABS-MBS USGA US N 2 2048-12-20 Floating 5.82846000 N N N N N N Barclays Dryrock Issuance Trus 213800R4G3N2G68CHU37 06742LAT0 2400000.00000000 PA USD 2285177.04000000 0.399290901354 Long ABS-O CORP US N 2 2027-07-15 Fixed 0.63000000 N N N N N N BAYER CORP CP 07/08/24 N/A 000000000 1200000.00000000 PA USD 1138440.00000000 0.198920576297 Long DBT CORP US N 2 2024-07-08 None 0.00000000 N N N N N N COLLATERALIZED CP 28FEB24 N/A 000000000 2861000.00000000 PA USD 2861658.03000000 0.500019908377 Long DBT CORP US N 2 2024-02-28 Fixed 5.92000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B3V70 2426634.40720000 PA USD 2348924.59000000 0.410429564247 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 5.80299000 N N N N N N Hyundai Auto Receivables Trust N/A 44933DAD3 3625000.00000000 PA USD 3627687.58000000 0.633868894311 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.39000000 N N N N N N Extended Stay America Trust N/A 30227FAA8 1383747.45000000 PA USD 1369924.09000000 0.239367985547 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.50448000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AWSY7 100000.00000000 PA USD 99987.90000000 0.017470969652 Long DBT USGSE US N 2 2025-05-02 Floating 5.43500000 N N N N N N BX Trust N/A 05608RAA3 1300000.00000000 PA USD 1266817.49000000 0.221352082827 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.32358000 N N N N N N LBWG CD 01/17/24 N/A 000000000 2437000.00000000 PA USD 2431273.05000000 0.424818379749 Long DBT CORP US N 2 2024-01-17 Floating 5.22000000 N N N N N N Flatiron CLO Ltd N/A 33883JAN1 1000000.00000000 PA USD 991935.00000000 0.173321634736 Long ABS-CBDO CORP KY N 2 2034-11-16 Floating 6.71344000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AVX28 1999248.80500000 PA USD 1941113.05000000 0.339172311728 Long ABS-MBS USGSE US N 2 2042-11-15 Floating 5.70299000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398MRG3 314141.18020000 PA USD 314166.56000000 0.054894586599 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 6.33206000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YT1 3500000.00000000 PA USD 3488115.58000000 0.609481361657 Long DBT CORP CH N 2 2025-01-13 Floating 5.71220700 N N N N N N Morgan Stanley BAML Trust N/A 61766EBD6 4495100.14290000 PA USD 4253841.83000000 0.743277351727 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.05800000 N N N N N N Citigroup Commercial Mortgage N/A 17290XAS9 2738532.36650000 PA USD 2597997.18000000 0.453950226858 Long ABS-MBS CORP US N 2 2049-04-10 Fixed 3.05000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACF2 1264000.00000000 PA USD 1264742.70000000 0.220989553030 Long DBT CORP US N 2 2025-06-26 Fixed 5.80000000 N N N N N N COMM Mortgage Trust 549300MGZ5FI5VFL1177 12591KAE5 373483.86000000 PA USD 317077.30000000 0.055403182641 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.04600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QJ92 6517825.05000000 PA USD 6549101.49000000 1.144329997733 Long ABS-MBS USGSE US N 2 2046-01-01 Floating 4.79500000 N N N N N N Hyundai Auto Lease Securitizat N/A 44891WAD1 3800000.00000000 PA USD 3693513.74000000 0.645370754473 Long ABS-O CORP US N 2 2025-12-15 Fixed 1.32000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AWQK9 300000.00000000 PA USD 300022.79000000 0.052423233801 Long DBT USGSE US N 2 2025-05-28 Floating 5.45000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2L4 396000.00000000 PA USD 404198.58000000 0.070625956986 Long DBT CORP CH N 2 2025-01-09 Fixed 7.95000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBQ7 2073000.00000000 PA USD 2044302.53000000 0.357202696139 Long DBT CORP GB N 2 2024-12-10 Fixed 1.00700000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPSH9 29000.00000000 PA USD 28993.52000000 0.005066062073 Long DBT USGSE US N 2 2025-08-07 Floating 5.49000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BY5 1452000.00000000 PA USD 1422490.23000000 0.248552911289 Long DBT CORP GB N 2 2025-01-12 Fixed 0.99100000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCL7 3534000.00000000 PA USD 3488969.03000000 0.609630485691 Long DBT CORP US N 2 2024-12-06 Floating 5.87880000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KNW7 104683.59040000 PA USD 103038.51000000 0.018004005296 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 5.90299000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 6325C0EA5 2300000.00000000 PA USD 2293619.98000000 0.400766143343 Long DBT CORP AU N 2 2025-01-12 Floating 5.61942600 N N N N N N SLC Student Loan Trust N/A 784424AD5 745908.29500000 PA USD 743366.46000000 0.129889045205 Long ABS-O CORP US N 2 2029-05-15 Floating 5.45106000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBY0 1231000.00000000 PA USD 1236259.48000000 0.216012656103 Long DBT CORP US N 2 2025-04-01 Floating 6.05466000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1HD9 893218.44000000 PA USD 853528.73000000 0.149137791063 Long ABS-MBS USGSE US N 2 2048-03-25 Floating 5.70206000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAC1 2241000.00000000 PA USD 2229533.61000000 0.389568278148 Long DBT CORP CA N 2 2025-06-12 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397URA9 141924.44000000 PA USD 139535.20000000 0.024381102559 Long ABS-MBS USGSE US N 2 2041-06-25 Floating 5.98206000 N N N N N N BANK OF MONTREAL CP 9/24 N/A 000000000 1211000.00000000 PA USD 1210904.33000000 0.211582329472 Long DBT CORP US N 2 2024-09-02 Floating 5.91999840 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 00182EBQ1 500000.00000000 PA USD 498898.48000000 0.087172949962 Long DBT CORP NZ N 2 2025-02-18 Floating 5.90515300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394AGS9 87442.91000000 PA USD 86830.21000000 0.015171915439 Long ABS-MBS USGSE US N 2 2034-07-25 Floating 5.80206000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YK0 993000.00000000 PA USD 946988.89000000 0.165468163228 Long DBT CORP CH N 2 2024-08-09 Fixed 0.70000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAF0 1895000.00000000 PA USD 1891244.62000000 0.330458759117 Long DBT CORP CA N 2 2024-05-21 Floating 5.73369000 N N N N N N Citigroup Commercial Mortgage N/A 17323VBB0 106155.35000000 PA USD 104482.43000000 0.018256302649 Long ABS-MBS CORP US N 2 2048-04-10 Fixed 2.98400000 N N N N N N Discover Card Execution Note T 549300CKCX1QE4RUW216 254683CY9 2925000.00000000 PA USD 2866557.33000000 0.500875967176 Long ABS-O CORP US N 2 2028-03-15 Fixed 4.31000000 N N N N N N JP MORGAN SEC CP 8/24 N/A 000000000 994000.00000000 PA USD 994354.05000000 0.173744317372 Long DBT CORP US N 2 2024-08-02 Floating 5.96000160 N N N N N N Goal Capital Funding Trust N/A 38021EAA2 125268.64030000 PA USD 122321.78000000 0.021373387241 Long ABS-MBS USGA US N 2 2048-08-25 Floating 6.35266000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4XW4 717135.00000000 PA USD 691523.31000000 0.120830448111 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.00206000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AYRQ8 1644844.33000000 PA USD 1576783.80000000 0.275512756220 Long ABS-MBS USGSE US N 2 2047-11-25 Floating 5.75206000 N N N N N N US TREASURY FRN 254900HROIFWPRGM1V77 91282CGY1 1215400.00000000 PA USD 1215746.75000000 0.212428449581 Long DBT UST US N 1 2025-04-30 Floating 5.58206738 N N N N N N OZLM Ltd 5493009CITK5BZZY6417 67109UAS1 164634.39010000 PA USD 164398.30000000 0.028725452881 Long ABS-CBDO CORP KY N 2 2030-10-30 Floating 6.88073000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAB3 1191000.00000000 PA USD 1194217.72000000 0.208666664107 Long DBT CORP CA N 2 2025-06-12 Floating 6.27642300 N N N N N N Nelnet Student Loan Trust N/A 64033LAB6 25017.23230000 PA USD 25011.22000000 0.004370231453 Long ABS-O CORP US N 2 2030-03-25 Floating 6.00206000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ACAX9 94327.46000000 PA USD 91846.70000000 0.016048450946 Long ABS-MBS USGSE US N 2 2043-02-25 Floating 5.70206000 N N N N N N Atrium CDO Corp 549300O252OCTN35RH57 04965CAJ7 143303.49000000 PA USD 142874.73000000 0.024964621438 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 6.43718000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ARHL3 705065.06000000 PA USD 689522.46000000 0.120480837912 Long ABS-MBS USGSE US N 2 2042-06-15 Floating 5.75299000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A0ZP5 132755.47780000 PA USD 129332.01000000 0.022598290610 Long ABS-MBS USGSE US N 2 2041-09-25 Floating 5.95206000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKG3 1608000.00000000 PA USD 1578936.62000000 0.275888920265 Long DBT CORP US N 2 2025-02-04 Fixed 1.84300000 N N N N N N GM Financial Securitized Term N/A 380146AC4 4520000.00000000 PA USD 4350211.17000000 0.760116047355 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.26000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394LYU0 161617.90000000 PA USD 164400.73000000 0.028725877477 Long ABS-MBS USGSE US N 2 2033-11-15 Floating 6.30299000 N N N N N N Bank of America Credit Card Tr 5493006DQ60M1CRKHH19 05522RDD7 500000.00000000 PA USD 485141.60000000 0.084769198778 Long ABS-O CORP US N 2 2026-09-15 Fixed 0.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398KRF9 1161789.00730000 PA USD 1159888.20000000 0.202668238277 Long ABS-MBS USGSE US N 2 2036-02-15 Floating 5.90299000 N N N N N N Honda Auto Receivables Owner T N/A 437927AB2 1900000.00000000 PA USD 1899145.57000000 0.331839298739 Long ABS-O CORP US N 2 2026-04-15 Fixed 5.41000000 N N N N N N COMMONWEALTH BK AUSTR NY MSFSBD3QN1GSN7Q6C537 20271EC64 11000.00000000 PA USD 11003.63000000 0.001922673501 Long DBT CORP AU N 2 2024-01-29 Floating 5.70000000 N N N N N N SVENSKA HANDELSBANKEN NY NHBDILHZTYCNBV5UYZ31 86959RS43 1884000.00000000 PA USD 1886091.24000000 0.329558304706 Long DBT CORP SE N 2 2024-01-09 Floating 5.87000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPRX5 58000.00000000 PA USD 57992.65000000 0.010133104387 Long DBT USGSE US N 2 2024-12-03 Floating 5.41500000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114TZM7 4000000.00000000 PA USD 3978316.64000000 0.695134604126 Long DBT CORP CA N 2 2025-01-10 Floating 5.63733000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BM6 1000000.00000000 PA USD 997897.09000000 0.174363395724 Long DBT CORP US N 2 2024-03-18 Floating 5.69372000 N N N N N N Hyundai Auto Receivables Trust N/A 44935FAD6 1778422.57000000 PA USD 1717837.40000000 0.300159170086 Long ABS-O CORP US N 2 2026-05-15 Fixed 0.74000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAXR4 2946812.10000000 PA USD 2845129.11000000 0.497131796318 Long ABS-MBS USGSE US N 2 2047-09-15 Floating 5.65299000 N N N N N N BX Trust N/A 05608VAA4 90424.53000000 PA USD 89013.59000000 0.015553419258 Long ABS-MBS CORP US N 2 2034-01-15 Floating 6.12448000 N N N N N N Babson CLO Ltd 5493000D71NBEM2WZE67 06760PAC5 186775.83000000 PA USD 186591.30000000 0.032603254390 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.53775000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKBB1 1268666.17000000 PA USD 1223082.23000000 0.213710184155 Long ABS-MBS USGSE US N 2 2048-12-15 Floating 5.70299000 N N N N N N Bank of America Credit Card Tr 5493006DQ60M1CRKHH19 05522RDF2 2100000.00000000 PA USD 2094001.35000000 0.365886612653 Long ABS-O CORP US N 2 2028-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374KKL6 324500.38060000 PA USD 319623.56000000 0.055848092787 Long ABS-MBS USGA US N 2 2035-01-16 Floating 5.79709000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KE99 328264.73200000 PA USD 322022.25000000 0.056267217903 Long ABS-MBS USGSE US N 2 2036-09-25 Floating 5.86206000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAN5 1522000.00000000 PA USD 1474983.33000000 0.257725074692 Long DBT CORP GB N 2 2025-03-15 Fixed 1.08900000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BW3 1040000.00000000 PA USD 993789.43000000 0.173645660846 Long DBT CORP JP N 2 2025-07-19 Fixed 0.95300000 N N N N N N COMM Mortgage Trust N/A 12593JBC9 186621.62950000 PA USD 183519.23000000 0.032066469021 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.44500000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629WDC1 786000.00000000 PA USD 785045.98000000 0.137171742701 Long DBT CORP US N 2 2024-04-12 Floating 5.59746700 N N N N N N General Motors N/A 361886CM4 1000000.00000000 PA USD 994796.00000000 0.173821539666 Long ABS-O CORP US N 2 2025-10-15 Fixed 0.69000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BWWX8 1710492.65100000 PA USD 1691078.39000000 0.295483545819 Long ABS-MBS USGSE US N 2 2042-12-15 Floating 4.61277500 N N N N N N SLM Student Loan Trust 54930060UIG70QCSNY68 78442GNK8 51184.52600000 PA USD 50896.70000000 0.008893223090 Long ABS-O CORP US N 2 2029-10-25 Floating 5.91614000 N N N N N N ACCESS TO LOANS FOR LEARNING S N/A 00432MCU1 421503.77380000 PA USD 422437.15000000 0.073812797624 Long ABS-O USGA US N 2 2037-04-25 Floating 6.11614000 N N N N N N HalseyPoint CLO 3, Ltd. N/A 40638UAA7 500000.00000000 PA USD 497679.50000000 0.086959956564 Long ABS-CBDO CORP KY N 2 2032-11-30 Floating 7.08073000 N N N N N N Hyundai Auto Lease Securitizat N/A 448980AB8 1800000.00000000 PA USD 1798637.04000000 0.314277358970 Long ABS-O CORP US N 2 2025-09-15 Fixed 5.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBBR6 9438313.88300000 PA USD 9575675.33000000 1.673165783949 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 4.33600000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HVZR3 392926.67500000 PA USD 384408.10000000 0.067167949813 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 5.60299000 N N N N N N Bluemountain CLO Ltd 549300KGXMRFX2DKIX03 09626YAN0 801958.69210000 PA USD 799298.60000000 0.139662114951 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 6.78718000 N N N N N N CSAIL Commercial Mortgage Trus 549300ZAGI6FKGY8O078 12635FAT1 1300000.00000000 PA USD 1233407.37000000 0.215514304530 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.71820000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GMX4 182252.90610000 PA USD 181236.97000000 0.031667687817 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 6.15206000 N N N N N N RHODE ISLAND ST STUDENT LOAN A N/A 762315MG1 543198.20980000 PA USD 542849.15000000 0.094852487404 Long ABS-O MUN US N 2 2031-07-01 Floating 6.09286000 N N N N N N Citigroup Commercial Mortgage N/A 29425AAD5 3000000.00000000 PA USD 2827605.30000000 0.494069846295 Long ABS-MBS CORP US N 2 2058-09-10 Fixed 3.77800000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 287000.00000000 PA USD 281393.09000000 0.049168050691 Long DBT CORP GB N 2 2025-07-09 Fixed 3.87000000 N N N N N N Tralee CLO Ltd 549300KVMYUNBMVPNK19 89289UAQ1 184027.11450000 PA USD 183964.18000000 0.032144215508 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.90775000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AP8 4181000.00000000 PA USD 4123417.55000000 0.720488207863 Long DBT CORP NL N 2 2024-04-09 Fixed 3.55000000 N N N N N N GS Mortgage Securities Trust N/A 36252RAM1 4500000.00000000 PA USD 4374023.40000000 0.764276778280 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 4.07400000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CZ0 720000.00000000 PA USD 718622.77000000 0.125565559492 Long DBT CORP GB N 2 2024-11-22 Floating 5.88432400 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4UR5 74715.34850000 PA USD 73291.09000000 0.012806213643 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.75299000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398PU56 218113.21720000 PA USD 217956.20000000 0.038083669680 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 6.32206000 N N N N N N BANK OF AMERICA NA N/A 000000000 964000.00000000 PA USD 961956.32000000 0.168083434829 Long DBT CORP US N 2 2024-02-08 Fixed 5.44000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCH7 1043000.00000000 PA USD 1001372.87000000 0.174970721679 Long DBT CORP US N 2 2025-06-01 Fixed 0.82400000 N N N N N N Nelnet Student Loan Trust N/A 64033UAA8 330407.66410000 PA USD 327422.96000000 0.057210888493 Long ABS-O CORP US N 2 2065-09-25 Floating 6.20206000 N N N N N N Hyundai Auto Receivables Trust N/A 44891RAD2 4000000.00000000 PA USD 3825161.60000000 0.668373695497 Long ABS-O CORP US N 2 2026-11-16 Fixed 0.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JCB86 11200107.25520000 PA USD 11361648.64000000 1.985230398752 Long ABS-MBS USGSE US N 2 2045-02-01 Floating 4.65800000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CM9 929000.00000000 PA USD 920289.51000000 0.160802958161 Long DBT CORP DE N 2 2023-11-08 Fixed 0.96200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375LPU8 109550.54000000 PA USD 107954.21000000 0.018862929681 Long ABS-MBS USGA US N 2 2037-10-20 Floating 5.92846000 N N N N N N Master Credit Card Trust N/A 576339CJ2 1400000.00000000 PA USD 1350244.70000000 0.235929389222 Long ABS-O CORP CA N 2 2025-11-21 Fixed 0.53000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CE1 2785000.00000000 PA USD 2781554.51000000 0.486023353124 Long DBT CORP US N 2 2026-08-03 Floating 6.15595800 N N N N N N Honda Auto Receivables Owner T N/A 43815EAC8 829030.44420000 PA USD 802215.45000000 0.140171778599 Long ABS-O CORP US N 2 2025-11-18 Fixed 0.41000000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312VAD8 206837.17000000 PA USD 196870.41000000 0.034399331904 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.75600000 N N N N N N CIFC Funding Ltd 254900S2BZHNDNVF2L25 12548JAC6 2128165.72000000 PA USD 2124879.83000000 0.371282035369 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.80775000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAP0 800000.00000000 PA USD 771679.83000000 0.134836264098 Long DBT CORP ES N 2 2025-03-24 Fixed 3.49600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERLR9 8838479.45010000 PA USD 8978506.60000000 1.568821990759 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 4.59200000 N N N N N N SUMITOMO MITSUI BANK NY 549300MS3WYYVQ4HXM15 86565FU83 3295000.00000000 PA USD 3295816.86000000 0.575880844982 Long DBT CORP JP N 2 2024-08-14 Floating 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQ7B8 334766.16000000 PA USD 330289.27000000 0.057711721244 Long ABS-MBS USGSE US N 2 2032-05-15 Floating 5.67299000 N N N N N N Sound Point CLO LTD N/A 83611KAL6 600000.00000000 PA USD 594672.60000000 0.103907642300 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 6.66775000 N N N N N N Toyota Auto Receivables Owner N/A 89238JAC9 2125324.90000000 PA USD 2046639.21000000 0.357610986196 Long ABS-O CORP US N 2 2026-04-15 Fixed 0.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A45W5 144032.10000000 PA USD 141806.43000000 0.024777956482 Long ABS-MBS USGSE US N 2 2035-12-25 Floating 5.90206000 N N N N N N BSPDF 2021-FL1 Issuer Ltd N/A 055731AA1 1150000.00000000 PA USD 1117767.80000000 0.195308505448 Long ABS-CBDO CORP KY N 2 2036-10-15 Floating 6.62496000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B5TK1 1062093.95100000 PA USD 1021737.57000000 0.178529062795 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 5.85206000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392EJM3 177877.65580000 PA USD 176279.25000000 0.030801421242 Long ABS-MBS USGSE US N 2 2032-08-25 Floating 5.90206000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 06428CAB0 3000000.00000000 PA USD 3009377.46000000 0.525831048310 Long DBT CORP US N 2 2026-08-18 Floating 6.32474000 N N N N N N PUBLIC STORAGE OP CO 549300LMZF40TKJ6DM64 74460WAB3 1385000.00000000 PA USD 1384811.79000000 0.241969325858 Long DBT CORP US N 2 2024-04-23 Floating 5.74383400 N N N N N N NORDEA BANK ABP NEW YORK 529900ODI3047E2LIV03 65558UZX3 11000.00000000 PA USD 11012.54000000 0.001924230353 Long DBT CORP FI N 2 2024-01-04 Floating 5.82096800 N N N N N N 2023-10-25 Goldman Sachs ETF Trust Peter Fortner Peter Fortner Vice President Assistant Treasurer