0001752724-23-223086.txt : 20230929
0001752724-23-223086.hdr.sgml : 20230929
20230929111808
ACCESSION NUMBER: 0001752724-23-223086
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230731
FILED AS OF DATE: 20230929
DATE AS OF CHANGE: 20230929
PERIOD START: 20230731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Two Roads Shared Trust
CENTRAL INDEX KEY: 0001552947
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22718
FILM NUMBER: 231292958
BUSINESS ADDRESS:
STREET 1: 225 PICTORIA DRIVE
STREET 2: SUITE 450
CITY: CINCINNATI
STATE: OH
ZIP: 45246
BUSINESS PHONE: 402-895-1600
MAIL ADDRESS:
STREET 1: 225 PICTORIA DRIVE
STREET 2: SUITE 450
CITY: CINCINNATI
STATE: OH
ZIP: 45246
0001552947
S000062994
Anfield Universal Fixed Income ETF
C000204431
Anfield Universal Fixed Income ETF
NPORT-P
1
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2025-01-31
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N
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2033-07-25
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448579AL6
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2023-10-01
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2031-05-07
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N
N
N
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N
N
Government National Mortgage Association
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38380YVE2
200688.45300000
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2048-09-20
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31396YAV4
296877.92390000
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USD
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ABS-O
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2038-01-25
Floating
1.11651100
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 239 IO
31282YJ34
52806.14810000
PA
USD
9221.71000000
0.007896771398
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
Fixed
6.00000000
N
N
N
N
N
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Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 324 C17
31325VBM5
3930648.57570000
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USD
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US
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2033-12-15
Fixed
3.50000000
N
N
N
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N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2010-152 SA
38377NEM2
133515.67320000
PA
USD
11197.69000000
0.009588850453
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ABS-O
USGA
US
N
2
2040-11-16
Floating
0.71388000
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N
N
N
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B1V7KEBTPIMZEU4LTD58
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31398SBJ1
97082.09110000
PA
USD
12935.72000000
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ABS-O
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2040-10-25
Fixed
5.50000000
N
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Federal National Mortgage Association
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FNS 398 C9
3136FGRH2
854012.58000000
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USD
258358.97000000
0.221238981134
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ABS-MBS
USGSE
US
N
2
2039-05-25
Fixed
6.00000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
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25466AAQ4
645000.00000000
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USD
615833.59000000
0.527353070032
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DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
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B1V7KEBTPIMZEU4LTD58
FNS 364 2
3136FCYK6
346660.99000000
PA
USD
55667.64000000
0.047669534972
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2010-19 SD
38376V2G1
110630.33000000
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USD
1318.74000000
0.001129268683
Long
ABS-O
USGA
US
N
2
2039-07-16
Floating
1.21388000
N
N
N
N
N
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Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4618 SA
3137BRXK6
406328.90300000
PA
USD
47367.26000000
0.040561720545
Long
ABS-O
USGSE
US
N
2
2046-09-15
Floating
0.81758200
N
N
N
N
N
N
Imperial Brands Finance Plc
2138008L3B3MCG1DFS50
IMBLN 3 1/8 07/26/24
45262BAA1
500000.00000000
PA
USD
485350.01000000
0.415616851646
Long
DBT
CORP
GB
Y
2
2024-07-26
Fixed
3.12500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 240 IO
31282YJ42
310944.53000000
PA
USD
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0.054841445248
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
N
Credit Suisse AG New York Branch
549300D0YARF5HYP1809
CS 4 3/4 08/09/24
22550L2J9
750000.00000000
PA
USD
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0.631265313122
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
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N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 244 IO
31282YXC8
758609.91370000
PA
USD
123851.13000000
0.106056692413
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2013-181 SA
38378YFA2
94300.03000000
PA
USD
9261.35000000
0.007930716080
Long
ABS-O
USGA
US
N
2
2043-11-20
Floating
0.73095100
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2017-56 IE
38376ULU1
1365338.00000000
PA
USD
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0.110063012711
Long
ABS-O
USGA
US
N
2
2044-11-20
Fixed
4.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
ORCL 2.4 09/15/23
68389XBL8
300000.00000000
PA
USD
298840.91000000
0.255904637062
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.40000000
N
N
N
N
N
N
American Airlines, Inc.
N/A
AAL 4.4 09/22/23
02377BAC0
914775.80000000
PA
USD
910369.23000000
0.779571001159
Long
ABS-O
CORP
US
N
2
2023-09-22
Fixed
4.40000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 4.687 06/09/25
345397ZJ5
777000.00000000
PA
USD
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0.645588325002
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.68700000
N
N
N
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
BKIR 4 1/2 11/25/23
06279JAA7
485000.00000000
PA
USD
481305.06000000
0.412153063968
Long
DBT
CORP
IE
Y
2
2023-11-25
Fixed
4.50000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc.
35380028MYWPB6AUO129
SUMIBK 4.436 04/02/24
86562MAA8
381000.00000000
PA
USD
376446.25000000
0.322359950583
Long
DBT
CORP
JP
Y
2
2024-04-02
Fixed
4.43600000
N
N
N
N
N
N
Crown Castle Inc.
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CCI 3.2 09/01/24
22822VAG6
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USD
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0.563194321771
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DBT
CORP
US
N
2
2024-09-01
Fixed
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N
N
N
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N
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Mountain View Clo Ix Limited
549300URXZ1TS31FK720
MVW 2015-9A CR
62432BAU7
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USD
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1.518491909138
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ABS-CBDO
CORP
KY
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2
2031-07-15
Floating
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N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2017-97 SW
3136B0DZ6
1566055.26000000
PA
USD
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ABS-O
USGSE
US
N
2
2047-12-25
Floating
1.01651000
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N
N
N
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Federal Home Loan Mortgage Corporation
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31396RJ99
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ABS-O
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2
2036-05-15
Floating
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N
N
N
N
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Federal National Mortgage Association
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ABS-O
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US
N
2
2048-01-25
Floating
0.96651000
N
N
N
N
N
N
Federal National Mortgage Association
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FNR 2010-130 HI
31398N3D4
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PA
USD
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Long
ABS-O
USGSE
US
N
2
2040-11-25
Fixed
6.00000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS LTD
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OCT18 2018-18A D
67576HAA3
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1649406.00000000
1.412425908483
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-16
Floating
11.07956900
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 303 105
31325T6C8
350050.68000000
PA
USD
51390.89000000
0.044007251395
Long
ABS-MBS
USGSE
US
N
2
2043-01-15
Floating
4.00000000
N
N
N
N
N
N
FS KKR Capital Corp
549300TYRSI1T21B1360
FSK 4 1/8 02/01/25
302635AE7
1480000.00000000
PA
USD
1417983.68000000
1.214253426651
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2006-101 SA
31396LHY9
129495.12000000
PA
USD
11136.32000000
0.009536297850
Long
ABS-O
USGSE
US
N
2
2036-10-25
Floating
1.39650800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 343 6
3136FA6C9
88233.05000000
PA
USD
10583.29000000
0.009062725000
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-28 CF
31396VKY3
1470307.42100000
PA
USD
226568.49000000
0.194016030814
Long
ABS-O
USGSE
US
N
2
2036-07-25
Floating
5.57349100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 399 2
3136FKAB4
372594.41000000
PA
USD
80739.92000000
0.069139529537
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Fixed
5.50000000
N
N
N
N
N
N
Steele Creek CLO 2014-1 Ltd./LLC
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STCR 2014-1RA D
85816WAJ3
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USD
1792103.33000000
1.534621053865
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-21
Floating
8.39513200
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2007-40 SW
38375KB76
136078.98700000
PA
USD
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0.000619173616
Long
ABS-O
USGA
US
N
2
2037-07-20
Floating
0.00010100
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4456 IA
3137BGRL5
180195.16590000
PA
USD
26949.45000000
0.023077460248
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ABS-O
USGSE
US
N
2
2045-03-15
Fixed
4.00000000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
COF 1.343 12/06/24
14040HCK9
500000.00000000
PA
USD
489933.83000000
0.419542086626
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
1.34300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2019-H16 CI
38380LG23
2807647.06000000
PA
USD
100134.73000000
0.085747770404
Long
ABS-O
USGA
US
N
2
2069-10-20
Floating
0.53739000
N
N
N
N
N
N
Credit Agricole S.A.
969500TJ5KRTCJQWXH05
ACAFP 4 3/8 03/17/25
225313AF2
500000.00000000
PA
USD
484553.55000000
0.414934823850
Long
DBT
CORP
FR
Y
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2018-58 IO
3136B2XG2
525492.43000000
PA
USD
89479.91000000
0.076623792548
Long
ABS-O
USGSE
US
N
2
2048-08-25
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-121 JS
38380AZD2
1006278.50000000
PA
USD
81166.83000000
0.069505102807
Long
ABS-O
USGA
US
N
2
2046-09-20
Floating
0.73095100
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3572 VS
31398JTX1
157873.06000000
PA
USD
15383.28000000
0.013173071535
Long
ABS-O
USGSE
US
N
2
2039-09-15
Floating
1.54757900
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2019-6 SA
38381BG65
508997.78000000
PA
USD
41692.16000000
0.035701996333
Long
ABS-O
USGA
US
N
2
2049-01-20
Floating
0.68095100
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2012-69 QI
38378EQG1
151872.74720000
PA
USD
18593.34000000
0.015921922886
Long
ABS-O
USGA
US
N
2
2041-03-16
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2006-8 HL
31394VV64
50684.25360000
PA
USD
3937.64000000
0.003371895551
Long
ABS-O
USGSE
US
N
2
2036-03-25
Floating
1.51651100
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2004-106 HW
38374KJW4
25919.33000000
PA
USD
22782.49000000
0.019509192482
Long
ABS-O
USGA
US
N
2
2034-12-16
Floating
0.81940000
N
N
N
N
N
N
Aramark
42YMHYH0XMHJEXDUB065
ARMK TL B 1L USD
03852JAS0
876857.62000000
PA
USD
876967.23000000
0.750968067621
Long
LON
CORP
US
N
2
2028-04-01
Variable
7.93312900
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 395 7
3136FGDK0
1673766.27000000
PA
USD
330508.28000000
0.283022165337
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Fixed
5.50000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 5 1/8 06/16/25
345397A60
500000.00000000
PA
USD
487296.85000000
0.417283977421
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CCL TL B 1L USD
P2121YAN8
984771.58000000
PA
USD
985263.97000000
0.843705162903
Long
LON
CORP
US
N
2
2025-06-30
Variable
8.43313000
N
N
N
N
N
N
OneMain Financial Corporation
5493008I795YYBFWFU90
AMGFIN 6 1/8 03/15/24
85172FAP4
1025000.00000000
PA
USD
1023307.32000000
0.876282595739
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-55 S
31396WGR1
801529.86400000
PA
USD
41187.01000000
0.035269424275
Long
ABS-O
USGSE
US
N
2
2037-06-25
Floating
1.57650800
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2015-179 BI
38379TAF6
1208885.06000000
PA
USD
98502.74000000
0.084350258233
Long
ABS-O
USGA
US
N
2
2043-08-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 291 2
31364HR41
181383.40490000
PA
USD
16306.61000000
0.013963741155
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2012-30 CI
3136A5YA8
2558067.35000000
PA
USD
313361.97000000
0.268339368937
Long
ABS-O
USGSE
US
N
2
2041-10-25
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 396 2
3136FGEU7
253045.57820000
PA
USD
36450.25000000
0.031213223106
Long
ABS-MBS
USGSE
US
N
2
2039-06-25
Fixed
4.50000000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III B.V.
5493004T21MOAFINJP35
TEVA 6 04/15/24
88167AAL5
750000.00000000
PA
USD
747347.48000000
0.639971567577
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-36 SB
38374D3E7
109341.97000000
PA
USD
56.75000000
0.000048596385
Long
ABS-O
USGA
US
N
2
2038-04-20
Floating
0.90095000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-145 UI
38380BHW8
204314.88600000
PA
USD
35824.31000000
0.030677215674
Long
ABS-O
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Apidos CLO XV
549300HXW2GBYSKFE344
APID 2013-15A DRR
03764QBL5
2000000.00000000
PA
USD
1873648.00000000
1.604449710125
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
8.28775100
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4091 TS
3137ATGE6
146661.12000000
PA
USD
15316.38000000
0.013115783461
Long
ABS-O
USGSE
US
N
2
2042-08-15
Floating
1.36757900
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 5007 SK
3137FVLY6
766242.08000000
PA
USD
87574.34000000
0.074992007264
Long
ABS-O
USGSE
US
N
2
2050-08-25
Floating
0.91651000
N
N
N
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
NWG 0.8 08/12/24
63906YAB4
500000.00000000
PA
USD
474466.32000000
0.406296886922
Long
DBT
CORP
GB
Y
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
Telecom Italia S.p.A.
549300W384M3RI3VXU42
TITIM 5.303 05/30/24
87927YAA0
2650000.00000000
PA
USD
2600300.31000000
2.226699507387
Long
DBT
CORP
IT
Y
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2008-58 SE
31397LQ51
1840597.00000000
PA
USD
125106.11000000
0.107131361880
Long
ABS-O
USGSE
US
N
2
2038-07-25
Floating
0.81650900
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-9 SA
38379TA74
200948.31000000
PA
USD
16132.91000000
0.013814997679
Long
ABS-O
USGA
US
N
2
2046-01-20
Floating
0.73095100
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC 4.2 08/26/24
06051GFH7
287000.00000000
PA
USD
282185.45000000
0.241642167287
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2003-43 IY
31393A5A1
145460.60000000
PA
USD
18244.92000000
0.015623562486
Long
ABS-O
USGSE
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-28 LS
31396VLB2
176091.06400000
PA
USD
13822.18000000
0.011836264172
Long
ABS-O
USGSE
US
N
2
2036-01-25
Floating
1.44150800
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2004-46 S
38374G6F4
405961.00000000
PA
USD
23879.60000000
0.020448674082
Long
ABS-O
USGA
US
N
2
2034-06-20
Floating
1.73094800
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2013-53 OI
38378MVC6
274285.88000000
PA
USD
26054.74000000
0.022311298621
Long
ABS-O
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3355 BI
31397KCA7
209843.25000000
PA
USD
13007.87000000
0.011138950993
Long
ABS-O
USGSE
US
N
2
2037-08-15
Floating
0.86757800
N
N
N
N
N
N
Rockford Tower Clo 2017-1 Ltd/ Llc
5493007GXSFXDXOXG741
ROCKT 2017-1A DR2B
77340EBG0
1500000.00000000
PA
USD
1515582.00000000
1.297829208352
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
10.56775000
N
N
N
N
N
N
Societe Generale S.A.
O2RNE8IBXP4R0TD8PU41
SOCGEN 4 1/4 04/14/25
83367TBJ7
800000.00000000
PA
USD
771620.31000000
0.660756973938
Long
DBT
CORP
FR
Y
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2616 SC
31393QTR3
51363.80000000
PA
USD
3471.02000000
0.002972317656
Long
ABS-O
USGSE
US
N
2
2032-12-15
Floating
2.81758000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2020-167 NS
38382LBR1
731700.85000000
PA
USD
75642.72000000
0.064774674953
Long
ABS-O
USGA
US
N
2
2050-11-20
Floating
0.93094900
N
N
N
N
N
N
Venture XV CLO Ltd./LLC
549300UYHZCJPN3LMT03
VENTR 2013-15A DR2
92328XAZ2
2000000.00000000
PA
USD
1876810.00000000
1.607157406546
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
9.48957100
N
N
N
N
N
N
Great American Outdoors (Bass Pro Shops)
549300IYLDI2E8I2AU46
BASSPR TL B1 1L USD
07014QAN1
1982500.00000000
PA
USD
1980636.45000000
1.696066485308
Long
LON
CORP
US
N
2
2028-03-05
Variable
9.18312800
N
N
N
N
N
N
Dryden Senior Loan Fnd
N/A
DRSLF 2018-55A D
26245MAL5
1600000.00000000
PA
USD
1458846.40000000
1.249245153623
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
8.41956800
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2015-144 SA
38379QD51
574920.13000000
PA
USD
62420.00000000
0.053451742753
Long
ABS-O
USGA
US
N
2
2045-10-20
Floating
0.83094800
N
N
N
N
N
N
T-Mobile US Inc
549300ZTTY7CXOLJ6539
S 7 7/8 09/15/23
85207UAF2
1502000.00000000
PA
USD
1504518.85000000
1.288355567726
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2006-116 S
31396LZE3
116444.48200000
PA
USD
8767.27000000
0.007507623529
Long
ABS-O
USGSE
US
N
2
2036-12-25
Floating
1.41651000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2367 SG
31339GL25
99174.50000000
PA
USD
8758.67000000
0.007500259142
Long
ABS-O
USGSE
US
N
2
2031-06-15
Floating
2.69758100
N
N
N
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
ARNC 5 1/8 10/01/24
013817AW1
321000.00000000
PA
USD
318132.31000000
0.272424325466
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.12500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4995 KI
3137FUX25
1301865.35000000
PA
USD
233417.69000000
0.199881165009
Long
ABS-O
USGSE
US
N
2
2043-12-25
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2003-7 SN
31392HY56
476580.60000000
PA
USD
49640.16000000
0.042508059316
Long
ABS-O
USGSE
US
N
2
2033-02-25
Floating
2.56650800
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FITB 3.65 01/25/24
316773CX6
500000.00000000
PA
USD
494495.88000000
0.423448679433
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.65000000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
ALLY 1.45 10/02/23
02005NBL3
610000.00000000
PA
USD
605075.06000000
0.518140282817
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
1.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2014-38 QI
3136AKNS8
371723.42000000
PA
USD
66062.02000000
0.056570491810
Long
ABS-O
USGSE
US
N
2
2043-12-25
Fixed
5.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 367 116
31325XXE5
1042635.99000000
PA
USD
160409.73000000
0.137362698222
Long
ABS-MBS
USGSE
US
N
2
2050-06-15
Floating
3.49999900
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
549300ZX07JYMI8GHQ39
PENSKE 4 1/8 08/01/23
709599BC7
200000.00000000
PA
USD
200000.00000000
0.171264795748
Long
DBT
CORP
US
Y
2
2023-08-01
Fixed
4.12500000
N
N
N
N
N
N
Bluemountain Fuji U.S. CLO I
N/A
BLUEM 2017-2A C
09629EAJ0
2000000.00000000
PA
USD
1801068.40000000
1.542298058277
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
8.58775000
N
N
N
N
N
N
Light & Wonder (Scientific Games)
RLTHESQ0RNFQJWPBJN60
SGMS TL 1L USD
80875AAT8
247500.00000000
PA
USD
247480.20000000
0.211923229524
Long
LON
CORP
US
N
2
2029-04-07
Variable
8.30221900
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENIIM 4 09/12/23
26874RAG3
500000.00000000
PA
USD
498597.34000000
0.426960857979
Long
DBT
CORP
IT
Y
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2014-87 MS
3136AMKT5
1179918.14950000
PA
USD
85191.39000000
0.072951430039
Long
ABS-O
USGSE
US
N
2
2045-01-25
Floating
1.06651100
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3652 CS
31398WY40
2319139.61530000
PA
USD
234039.68000000
0.200413789961
Long
ABS-O
USGSE
US
N
2
2040-03-15
Floating
1.36757900
N
N
N
N
N
N
Ares XXXIIR Clo Ltd
N/A
ARES 2014-32RA C
04017EAN2
500000.00000000
PA
USD
469496.70000000
0.402041282151
Long
ABS-CBDO
CORP
KY
Y
2
2030-05-15
Floating
8.22071200
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2008-24 SP
31397LDE6
39194.37000000
PA
USD
38019.49000000
0.032557000946
Long
ABS-O
USGSE
US
N
2
2038-02-25
Floating
4.27720000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2020-86 TK
38382GCS9
20836788.86000000
PA
USD
110201.61000000
0.094368281139
Long
ABS-O
USGA
US
N
2
2048-08-20
Floating
0.15000100
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP 4 3/8 09/28/25
05581KAA9
1002000.00000000
PA
USD
968069.09000000
0.828980774847
Long
DBT
CORP
FR
Y
2
2025-09-28
Fixed
4.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2012-68 NS
3136A7DH2
802499.90500000
PA
USD
38970.60000000
0.033371459246
Long
ABS-O
USGSE
US
N
2
2042-03-25
Floating
1.51651100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 355 12
3136FCNM4
62803.99000000
PA
USD
8973.01000000
0.007683803624
Long
ABS-MBS
USGSE
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
ARMK 6 3/8 05/01/25
038522AR9
2595000.00000000
PA
USD
2597253.24000000
2.224090228281
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
ACGCAP 4 7/8 10/01/25
05367AAH6
650000.00000000
PA
USD
625289.78000000
0.535450632277
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
4.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2011-11 PI
31397Q6P8
73314.56000000
PA
USD
9245.68000000
0.007917297483
Long
ABS-O
USGSE
US
N
2
2041-03-25
Fixed
4.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4340 TI
3137BAW32
169639.42000000
PA
USD
11868.94000000
0.010163657924
Long
ABS-O
USGSE
US
N
2
2039-07-15
Fixed
5.50000000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III B.V.
5493004T21MOAFINJP35
TEVA 6 04/15/24
N8540WAA2
300000.00000000
PA
USD
298938.99000000
0.255988625318
Long
DBT
CORP
NL
Y
2
2024-04-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 378 4
3136FEMF6
778689.44920000
PA
USD
150508.02000000
0.128883626519
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Fixed
5.00000000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
ALLY 3 7/8 05/21/24
02005NBH2
500000.00000000
PA
USD
489745.59000000
0.419380892200
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
Benefit Street Partners Clo Vii, Ltd
549300CIOPBDYOSN3T91
BSP 2017-12A C
08179HAD2
2000000.00000000
PA
USD
1940532.00000000
1.661724083119
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
8.61957000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2444 TI
31392KWY8
81498.48000000
PA
USD
10899.12000000
0.009333177803
Long
ABS-O
USGSE
US
N
2
2032-05-15
Floating
6.50000200
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-15 CI
383742RH8
1107835.96500000
PA
USD
33396.60000000
0.028598309388
Long
ABS-O
USGA
US
N
2
2038-02-20
Floating
1.12095000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2010-113 BS
38377J3U5
76101.73940000
PA
USD
6103.76000000
0.005226796048
Long
ABS-O
USGA
US
N
2
2040-09-20
Floating
0.63095000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2950 SN
31395PXS6
311357.10000000
PA
USD
14748.86000000
0.012629802477
Long
ABS-O
USGSE
US
N
2
2035-03-15
Floating
0.86757800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 385 3
3136FEV74
451125.83000000
PA
USD
77291.92000000
0.066186924459
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2463 SB
31392MTM4
234143.06000000
PA
USD
17040.16000000
0.014591897609
Long
ABS-O
USGSE
US
N
2
2032-06-15
Floating
2.81758000
N
N
N
N
N
N
Invesco Exchange Traded Fund Trust II
O540V2L4S174Y60FMD36
INVESCO FUNDAMENTAL HIGH
46138E719
169500.00000000
NS
USD
2979810.00000000
2.551682755100
Long
EC
RF
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3368 AI
31397KL90
210656.71000000
PA
USD
15368.80000000
0.013160671964
Long
ABS-O
USGSE
US
N
2
2037-09-15
Floating
0.84758000
N
N
N
N
N
N
Oaktree CLO 2019-1 Ltd.
549300BJ8TRWJ20BLC43
OAKCL 2019-1A D
67401XAJ0
1000000.00000000
PA
USD
941895.00000000
0.806567273958
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-22
Floating
9.40718200
N
N
N
N
N
N
CARLYLE US CLO 2018-2 LTD
N/A
CGMS 2018-2A C
14317PAG8
2000000.00000000
PA
USD
1887898.80000000
1.616653011881
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-15
Floating
8.46956900
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2018-54 SA
3136B2XW7
3179661.73000000
PA
USD
231869.52000000
0.198555429915
Long
ABS-O
USGSE
US
N
2
2048-08-25
Floating
1.06651100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2004-70 XJ
31394A4U7
283340.68000000
PA
USD
46639.60000000
0.039938607839
Long
ABS-O
USGSE
US
N
2
2034-10-25
Floating
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2017-87 KI
3136AYZ97
268499.49000000
PA
USD
43708.15000000
0.037428336911
Long
ABS-O
USGSE
US
N
2
2041-06-25
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2009-66 SH
31396QR50
334129.40000000
PA
USD
15371.72000000
0.013163172430
Long
ABS-O
USGSE
US
N
2
2039-09-25
Floating
0.86650900
N
N
N
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARCC 3 1/4 07/15/25
04010LAY9
750000.00000000
PA
USD
699991.09000000
0.599419155273
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 346 2
3136FCBD7
103757.90970000
PA
USD
19179.88000000
0.016424191153
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-6 SD
383742HQ9
87341.05000000
PA
USD
145.86000000
0.000124903415
Long
ABS-O
USGA
US
N
2
2038-02-20
Floating
1.09095100
N
N
N
N
N
N
Spdr Series Trust
5493004JVD6CQEEJSS37
SPDR BLOOMBERG H
78468R622
31800.00000000
NS
USD
2949450.00000000
2.525684759105
Long
EC
RF
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2015-36 MI
38379JA50
346709.12000000
PA
USD
64240.45000000
0.055010637740
Long
ABS-O
USGA
US
N
2
2045-03-20
Fixed
5.50000000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BK 3.7 PERP
064058AJ9
1000000.00000000
PA
USD
909437.78000000
0.778773378189
Long
DBT
CORP
US
N
2
2170-03-20
Fixed
3.70000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3117 JS
31396HV30
54523.16000000
PA
USD
4473.58000000
0.003830833824
Long
ABS-O
USGSE
US
N
2
2036-02-15
Floating
1.51758000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2011-122 DS
3136A2YT4
1592587.05000000
PA
USD
170258.70000000
0.145796607399
Long
ABS-O
USGSE
US
N
2
2041-12-25
Floating
1.33651100
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANBNK 3 7/8 09/12/23
23636AAP6
630000.00000000
PA
USD
628023.89000000
0.537791916230
Long
DBT
CORP
DK
Y
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3.37 11/17/23
345397A78
1325000.00000000
PA
USD
1312897.98000000
1.124266021918
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-2 SM
38374DPK9
153346.13550000
PA
USD
9570.39000000
0.008195354442
Long
ABS-O
USGA
US
N
2
2038-01-16
Floating
1.16388000
N
N
N
N
N
N
Sound Point CLO VIII-R Ltd/Llc
549300KI4IWVSJHIIT32
SNDPT 2015-1RA E
83607KAA6
1000000.00000000
PA
USD
590396.80000000
0.505570936813
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-15
Floating
12.16957000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-18 BF
31395B7M9
1428961.84700000
PA
USD
211279.58000000
0.180923770572
Long
ABS-O
USGSE
US
N
2
2036-04-25
Floating
5.56349000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2019-41 SB
3136B5SN6
425483.74700000
PA
USD
42894.80000000
0.036731845803
Long
ABS-O
USGSE
US
N
2
2049-08-25
Floating
0.86650900
N
N
N
N
N
N
T-Mobile US Inc
549300ZTTY7CXOLJ6539
S 7 1/8 06/15/24
85207UAH8
530000.00000000
PA
USD
535458.40000000
0.458525867539
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 409 C18
3136FLFM3
379567.35000000
PA
USD
70141.38000000
0.060063745596
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-27 SI
38374DSX8
131503.13000000
PA
USD
3221.47000000
0.002758622007
Long
ABS-O
USGA
US
N
2
2038-03-20
Floating
1.10094800
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 238 8
31282YJZ3
270317.51000000
PA
USD
42285.73000000
0.036210284557
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-51 SC
38375QU31
134936.18000000
PA
USD
6351.97000000
0.005439344223
Long
ABS-O
USGA
US
N
2
2038-06-20
Floating
0.88094900
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-109 DI
31396XZ64
196023.88000000
PA
USD
17937.36000000
0.015360191483
Long
ABS-O
USGSE
US
N
2
2037-12-25
Floating
1.21650800
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CCL 7.2 10/01/23
143658AF9
1576000.00000000
PA
USD
1581445.08000000
1.354229343070
Long
DBT
CORP
PA
N
2
2023-10-01
Fixed
7.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 365 4
3136FCZD1
542710.08000000
PA
USD
88887.94000000
0.076116874443
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
Fixed
5.00000000
N
N
N
N
N
N
ZAIS CLO 18 LTD
549300PRQCSTFU7VEI08
ZAIS 2022-18A D1
98885NAL7
1000000.00000000
PA
USD
953780.00000000
0.816744684446
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-25
Floating
10.02120800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 370 2
3136FEAB8
84782.54480000
PA
USD
19533.91000000
0.016727355531
Long
ABS-MBS
USGSE
US
N
2
2036-06-25
Fixed
6.00000000
N
N
N
N
N
N
Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation
549300T0G4GS0SINS786
IEP 4 3/4 09/15/24
451102BW6
1250000.00000000
PA
USD
1210541.38000000
1.036615610955
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 5086 HI
3137FFGG6
1012536.07000000
PA
USD
187394.51000000
0.160470412397
Long
ABS-O
USGSE
US
N
2
2051-03-25
Fixed
4.50000000
N
N
N
N
N
N
Office Properties Income Trust
529900WFAP4ROYDYS509
OPI 4 1/4 05/15/24
81618TAE0
440000.00000000
PA
USD
414992.73000000
0.355368225703
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2018-154 IT
38381AWW2
303834.87000000
PA
USD
55947.30000000
0.047909014535
Long
ABS-O
USGA
US
N
2
2048-10-20
Fixed
5.50000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3.664 09/08/24
345397WW9
764000.00000000
PA
USD
741129.51000000
0.634646970767
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.66400000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 5112 IB
3137H0R91
1088480.36000000
PA
USD
147576.71000000
0.126373475477
Long
ABS-O
USGSE
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2013-103 JS
3136AGNX6
283760.27200000
PA
USD
21881.32000000
0.018737499002
Long
ABS-O
USGSE
US
N
2
2043-10-25
Floating
0.81650900
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2016-39 LS
3136ASU38
456491.91000000
PA
USD
55574.01000000
0.047589357357
Long
ABS-O
USGSE
US
N
2
2046-07-25
Floating
0.81650900
N
N
N
N
N
N
Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
GS 3 3/8 12/21/23
38150AN43
750000.00000000
PA
USD
741317.58000000
0.634808019618
Long
DBT
CORP
US
N
2
2023-12-21
Fixed
3.37500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2802 SI
31394YQF4
570623.34000000
PA
USD
29112.97000000
0.024930134303
Long
ABS-O
USGSE
US
N
2
2034-05-15
Floating
0.81758200
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 221 IO
31282YDE6
120057.53380000
PA
USD
21945.59000000
0.018792534944
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MS 0.791 01/22/25
61747YEB7
200000.00000000
PA
USD
195001.06000000
0.166984083558
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79100000
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
N/A
NSANY 1 1/8 09/16/24
65480CAB1
980000.00000000
PA
USD
923041.50000000
0.790422569825
Long
DBT
CORP
US
Y
2
2024-09-16
Fixed
1.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2017-99 DI
38380F5B8
313607.63900000
PA
USD
24155.22000000
0.020684694097
Long
ABS-O
USGA
US
N
2
2045-07-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2009-112 ST
31398GKH1
100617.77000000
PA
USD
7640.93000000
0.006543111578
Long
ABS-O
USGSE
US
N
2
2040-01-25
Floating
1.06651100
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-51 SE
38375QV30
160822.33000000
PA
USD
9237.35000000
0.007910164305
Long
ABS-O
USGA
US
N
2
2038-06-16
Floating
0.91388200
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4583 TI
3137BPDK2
9003561.66000000
PA
USD
29208.45000000
0.025011896116
Long
ABS-O
USGSE
US
N
2
2046-05-15
Floating
0.10000100
N
N
N
N
N
N
Alternative Loan Trust
N/A
CWALT 2007-J1 3A2
02149MCJ6
53385.37000000
PA
USD
49177.21000000
0.042111624130
Long
ABS-O
CORP
US
N
2
2036-11-25
Floating
3.99185300
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2013-170 ID
38378U7B7
395867.94300000
PA
USD
37417.56000000
0.032041553854
Long
ABS-O
USGA
US
N
2
2040-02-20
Floating
3.35488000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
BNFP 2.589 11/02/23
23636TAD2
500000.00000000
PA
USD
495975.47000000
0.424715687829
Long
DBT
CORP
FR
Y
2
2023-11-02
Fixed
2.58900000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITEL 4 1/2 12/04/23
111021AM3
500000.00000000
PA
USD
497465.12000000
0.425991310844
Long
DBT
CORP
GB
N
2
2023-12-04
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4471 JI
3137BJH22
416372.67000000
PA
USD
75670.53000000
0.064798489323
Long
ABS-O
USGSE
US
N
2
2043-09-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2012-103 TI
3136A8ZQ6
1438308.70000000
PA
USD
257829.78000000
0.220785823048
Long
ABS-O
USGSE
US
N
2
2042-09-25
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2006-125 SM
31396PDC2
52123.86800000
PA
USD
4591.28000000
0.003931623157
Long
ABS-O
USGSE
US
N
2
2037-01-25
Floating
2.01651100
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4291 MS
3137B7AC3
234221.74000000
PA
USD
16105.91000000
0.013791876932
Long
ABS-O
USGSE
US
N
2
2054-01-15
Floating
0.71758100
N
N
N
N
N
N
MKS Instruments
549300KEQATBHAGVF505
MKSI TL B 1L USD
55314NAS3
496250.00000000
PA
USD
496366.62000000
0.425050638953
Long
LON
CORP
US
N
2
2029-04-11
Variable
8.15537900
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BMO 1 1/4 06/26/24
06367WQ22
500000.00000000
PA
USD
477278.63000000
0.408705135410
Long
DBT
CORP
CA
N
2
2024-06-26
Floating
1.50000100
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DAL 2.9 10/28/24
247361ZU5
1175000.00000000
PA
USD
1129835.94000000
0.967505607468
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2010-139 SA
31398SWY5
377599.71480000
PA
USD
28103.16000000
0.024065409786
Long
ABS-O
USGSE
US
N
2
2040-12-25
Floating
0.84651100
N
N
N
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
AMT 5 02/15/24
03027XAD2
500000.00000000
PA
USD
497407.13000000
0.425941652617
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2011-148 SN
38378AQF1
370127.97360000
PA
USD
37165.44000000
0.031825657452
Long
ABS-O
USGA
US
N
2
2041-11-16
Floating
1.35388100
N
N
N
N
N
N
Swedbank AB (publ)
M312WZV08Y7LYUC71685
SWEDA 0.6 09/25/23
87020PAL1
500000.00000000
PA
USD
495980.50000000
0.424719995139
Long
DBT
CORP
SE
Y
2
2023-09-25
Fixed
0.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-4 SM
38379TU80
494593.89000000
PA
USD
33298.83000000
0.028514586593
Long
ABS-O
USGA
US
N
2
2046-01-20
Floating
0.28095100
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 5136 IJ
3137H1QP4
567064.78000000
PA
USD
68184.83000000
0.058388304915
Long
ABS-O
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 5.584 03/18/24
345397ZQ9
475000.00000000
PA
USD
472034.20000000
0.404214204247
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.58400000
N
N
N
N
N
N
Deutsche Bank AG New York Branch
N/A
DB 2.222 09/18/24
251526CC1
400000.00000000
PA
USD
397249.72000000
0.340174460785
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22200000
N
N
N
N
N
N
Air Liquide Finance
549300YGXL5Z3R14K812
AIFP 2 1/4 09/27/23
00913RAC0
200000.00000000
PA
USD
198886.43000000
0.170311219055
Long
DBT
CORP
FR
Y
2
2023-09-27
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2014-58 SA
38379BRL4
202965.11620000
PA
USD
18874.34000000
0.016162549924
Long
ABS-O
USGA
US
N
2
2044-04-20
Floating
0.73095100
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
PAG 3 1/2 09/01/25
70959WAJ2
1605000.00000000
PA
USD
1532328.97000000
1.312170040334
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4451 DI
3137BHBX4
222170.04600000
PA
USD
13095.37000000
0.011213879341
Long
ABS-O
USGSE
US
N
2
2039-10-15
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 371 2
3136FCP75
571118.60000000
PA
USD
121752.33000000
0.104259439646
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Fixed
6.50000000
N
N
N
N
N
N
Ball Corporation
0BGI85ALH27ZJP15DY16
BLL 4 11/15/23
058498AS5
350000.00000000
PA
USD
347215.65000000
0.297329086890
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.00000000
N
N
N
N
N
N
Ozlm Xxiv Ltd / Llc
N/A
OZLM 2019-24A C2
67113DAS3
2150000.00000000
PA
USD
1938317.24000000
1.659827531024
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
9.84775000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
AXP 2 1/2 07/30/24
025816CG2
468000.00000000
PA
USD
453565.39000000
0.388398919385
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2018-74 MI
3136B3JA9
121849.71000000
PA
USD
23552.16000000
0.020168279359
Long
ABS-O
USGSE
US
N
2
2048-10-25
Fixed
4.50000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
S6XOOCT0IEG5ABCC6L87
FHR 3055 MS
31396CVS6
836105.39000000
PA
USD
69043.33000000
0.059123459051
Long
ABS-O
USGSE
US
N
2
2035-10-15
Floating
1.41757900
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GE FLOAT PERP
369604BQ5
345000.00000000
PA
USD
346500.44000000
0.296716635417
Long
DBT
CORP
US
N
2
2169-06-15
Floating
8.88199900
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 324 C24
31325VBU7
1253814.10000000
PA
USD
234472.38000000
0.200784321347
Long
ABS-MBS
USGSE
US
N
2
2043-12-15
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
C FLOAT PERP
172967GD7
628000.00000000
PA
USD
632238.20000000
0.541400730937
Long
DBT
CORP
US
N
2
2167-07-30
Floating
9.69873100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-36 SN
31396VQY7
218125.26300000
PA
USD
20023.11000000
0.017146269222
Long
ABS-O
USGSE
US
N
2
2037-04-25
Floating
1.58650900
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 408 C4
3136FG6H5
1034278.77000000
PA
USD
197840.32000000
0.169415409978
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Fixed
5.50000000
N
N
N
N
N
N
American Airlines (AA Advantage Loyalty)
N/A
AAL TL 1L USD
02376CBJ3
950000.00000000
PA
USD
985226.00000000
0.843672648281
Long
LON
CORP
US
N
2
2028-03-10
Variable
10.33774900
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-106 SN
31396XD92
105880.01000000
PA
USD
8224.78000000
0.007043076333
Long
ABS-O
USGSE
US
N
2
2037-11-25
Floating
1.22650900
N
N
N
N
N
N
Plains All American Pipeline L.P./PAA Finance Corp.
5521FA2ITF25TVH63740
PAA 3.85 10/15/23
72650RBD3
1000000.00000000
PA
USD
995449.54000000
0.852427310731
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.85000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCEGP 5.15 07/21/24
05578QAB9
850000.00000000
PA
USD
837761.55000000
0.717395303734
Long
DBT
CORP
FR
Y
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 377 2
3136FC5N2
142386.00050000
PA
USD
26130.66000000
0.022376310738
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
5.00000000
N
N
N
N
N
N
Bcap Llc Tr 07-Aa2
N/A
BCAP 2007-AA2 21IO
05530NBF3
2375643.47000000
PA
USD
27277.85000000
0.023358677043
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
0.42633700
N
N
N
N
N
N
Cornerstone OnDemand
549300Z402F16H5EGH48
CSOD TL B 1L USD
86803YAB9
1234375.00000000
PA
USD
1146814.61000000
0.982044849716
Long
LON
CORP
US
N
2
2028-09-21
Variable
4.25000200
N
N
N
N
N
N
ILFC E-Capital Trust I
N/A
AER Float 12/21/65
44965TAA5
500000.00000000
PA
USD
351946.67000000
0.301380372760
Long
DBT
CORP
US
Y
2
2065-12-21
Floating
7.06429100
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 5174 NI
3137H4MG2
1081170.01000000
PA
USD
197297.09000000
0.168950229103
Long
ABS-O
USGSE
US
N
2
2051-12-25
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2010-89 AI
31398TPA3
5485061.79100000
PA
USD
19635.42000000
0.016814280978
Long
ABS-O
USGSE
US
N
2
2038-02-25
Floating
0.15000100
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3303 SG
31397GQ29
214962.33500000
PA
USD
15353.04000000
0.013147176298
Long
ABS-O
USGSE
US
N
2
2037-04-15
Floating
0.91757900
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCEGP 5.7 10/22/23
05578QAA1
400000.00000000
PA
USD
398761.16000000
0.341468743099
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
Pennsylvania Electric Company
O1PLQWO3TX952VMBJ146
FE 4.15 04/15/25
708696BX6
265000.00000000
PA
USD
255720.99000000
0.218980015605
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
4.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2018-8 IO
38380UPT4
326028.12000000
PA
USD
54774.71000000
0.046904897601
Long
ABS-O
USGA
US
N
2
2048-01-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-95 DS
38375DYP7
65893.77640000
PA
USD
2153.45000000
0.001844050872
Long
ABS-O
USGA
US
N
2
2038-12-20
Floating
1.93095000
N
N
N
N
N
N
Carlyle Global Mkt Strategies Clo 2013-4 Ltd
N/A
CGMS 2013-4A CRR
14310KAY7
250000.00000000
PA
USD
243729.25000000
0.208711201096
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-15
Floating
7.31957000
N
N
N
N
N
N
Greenwood Pk Clo Ltd
N/A
GRNPK 2018-1A D
39729RAE8
1500000.00000000
PA
USD
1386339.75000000
1.187155970610
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
8.06956900
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2010-133 SB
38377MHU3
1179208.31490000
PA
USD
96613.13000000
0.082732139880
Long
ABS-O
USGA
US
N
2
2040-10-16
Floating
0.68388100
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3758 S
3137A3G45
157729.26000000
PA
USD
10946.98000000
0.009374161468
Long
ABS-O
USGSE
US
N
2
2040-11-15
Floating
0.84758000
N
N
N
N
N
N
Columbia Cent Clo 28 Ltd
549300K7BI8XA1XTMK83
CECLO 2018-28A C
197361AL2
1000000.00000000
PA
USD
845554.00000000
0.724068165522
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-07
Floating
8.74370900
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2014-146 EI
38379GTZ0
1506697.31000000
PA
USD
296906.01000000
0.254247735796
Long
ABS-O
USGA
US
N
2
2044-10-20
Fixed
5.00000000
N
N
N
N
N
N
General Motors Financial Company Inc
5493008B6JBRUJ90QL97
GM 1.2 10/15/24
37045XDM5
500000.00000000
PA
USD
474056.69000000
0.405946110930
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2009-43 SA
38374UF97
114560.32550000
PA
USD
3055.36000000
0.002616378031
Long
ABS-O
USGA
US
N
2
2039-06-20
Floating
0.58095000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2524 SX
31392XY85
37999.65000000
PA
USD
3655.95000000
0.003130677650
Long
ABS-O
USGSE
US
N
2
2032-11-15
Floating
2.71757900
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4583 ST
3137BPDJ5
241377.43000000
PA
USD
20703.01000000
0.017728483895
Long
ABS-O
USGSE
US
N
2
2046-05-15
Floating
0.81758200
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2015-64 SG
38379PD95
495659.75000000
PA
USD
34009.94000000
0.029123527137
Long
ABS-O
USGA
US
N
2
2045-05-20
Floating
0.23095100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2012-89 SA
3136A7U91
904585.08000000
PA
USD
42658.42000000
0.036529427941
Long
ABS-O
USGSE
US
N
2
2042-08-25
Floating
0.36650900
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2019-22 SA
38381RDX4
576868.63000000
PA
USD
47926.30000000
0.041040439902
Long
ABS-O
USGA
US
N
2
2045-02-20
Floating
0.23095100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2014-68 IB
3136ALRF0
99740.46000000
PA
USD
10265.91000000
0.008790944896
Long
ABS-O
USGSE
US
N
2
2043-02-25
Fixed
4.50000000
N
N
N
N
N
N
Cedar Funding IX CLO
N/A
CEDF 2018-9A D
15033EAJ7
1400000.00000000
PA
USD
1336370.70000000
1.144366274900
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
8.18775000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2014-91 SB
38379CPE0
364657.21250000
PA
USD
24444.61000000
0.020932505694
Long
ABS-O
USGA
US
N
2
2044-06-16
Floating
0.26388000
N
N
N
N
N
N
First Citizens BancShares Inc (Delaware)
549300N3Z00ZHE2XC526
FCNCA 5.8 PERP
31959XAA1
1000000.00000000
PA
USD
997048.85000000
0.853796838233
Long
DBT
CORP
US
Y
2
2170-06-15
Floating
9.52400200
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2020-47 MI
38382EDP9
1541054.26000000
PA
USD
258546.99000000
0.221399987169
Long
ABS-O
USGA
US
N
2
2050-04-20
Fixed
3.50000000
N
N
N
N
N
N
Public Service Enterprise Group Incorporated
PUSS41EMO3E6XXNV3U28
PEG 2 7/8 06/15/24
744573AN6
250000.00000000
PA
USD
243739.25000000
0.208719764336
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.87500000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III B.V.
5493004T21MOAFINJP35
TEVA 7 1/8 01/31/25
88167AAN1
375000.00000000
PA
USD
377272.88000000
0.323067813673
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.12500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3239 SI
31397CW39
105688.47400000
PA
USD
8864.24000000
0.007590661265
Long
ABS-O
USGSE
US
N
2
2036-11-15
Floating
1.46758000
N
N
N
N
N
N
Credit Acceptance Corporation of Michigan
N/A
CACC 5 1/8 12/31/24
225310AN1
1021000.00000000
PA
USD
1000451.76000000
0.856710831664
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.12500000
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
BLAGSO 3 5/8 01/15/26
09261LAC2
600000.00000000
PA
USD
555670.14000000
0.475833665153
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-72 EK
31396WQH2
88472.95000000
PA
USD
7497.60000000
0.006420374663
Long
ABS-O
USGSE
US
N
2
2037-07-25
Floating
1.21650800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-88 MI
31396XUW2
698103.56700000
PA
USD
56938.58000000
0.048757871369
Long
ABS-O
USGSE
US
N
2
2037-09-25
Floating
1.33651100
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BA 1.95 02/01/24
097023CZ6
500000.00000000
PA
USD
490068.68000000
0.419657561915
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 383 20
3136FFNR6
88419.89290000
PA
USD
15070.22000000
0.012904990750
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Fixed
5.50000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3 3/8 11/13/25
345397B28
1083000.00000000
PA
USD
1013527.61000000
0.867907995561
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
ACGCAP 4 3/8 01/30/24
05369AAF8
545000.00000000
PA
USD
537314.97000000
0.460115692948
Long
DBT
CORP
US
Y
2
2024-01-30
Fixed
4.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2020-10 S
3136B9AZ0
1142908.14000000
PA
USD
115957.86000000
0.099297496041
Long
ABS-O
USGSE
US
N
2
2059-05-25
Floating
0.86650900
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2015-33 OI
3136APCS9
251916.05000000
PA
USD
32493.04000000
0.027824569294
Long
ABS-O
USGSE
US
N
2
2045-06-25
Fixed
5.00000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3.81 01/09/24
345397YG2
850000.00000000
PA
USD
839998.14000000
0.719310549382
Long
DBT
CORP
US
N
2
2024-01-09
Fixed
3.81000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM 0.653 09/16/24
46647PBS4
250000.00000000
PA
USD
248751.95000000
0.213012259544
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
0.65300000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 247 24
3128HUFQ9
458624.79200000
PA
USD
77907.07000000
0.066713692154
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Fixed
5.00000000
N
N
N
N
N
N
Manufacturers & Traders Trust Co.
WWB2V0FCW3A0EE3ZJN75
MTB 2.9 02/06/25
55279HAK6
500000.00000000
PA
USD
475950.01000000
0.407567406246
Long
DBT
CORP
US
N
2
2025-02-06
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2013-5 BI
38378FPP9
127625.65000000
PA
USD
21460.06000000
0.018376763963
Long
ABS-O
USGA
US
N
2
2043-01-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-66 AS
31396WXT8
108913.54520000
PA
USD
7059.58000000
0.006045287633
Long
ABS-O
USGSE
US
N
2
2037-07-25
Floating
1.41651000
N
N
N
N
N
N
Ssga Active Etf Trust
549300MAXSRPQ75ICU67
SPDR BLACKSTONE
78467V608
28100.00000000
NS
USD
1178514.00000000
1.009189797485
Long
EC
RF
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 407 40
3136FG4X2
503458.70000000
PA
USD
99596.32000000
0.085286717010
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-84 IG
38379XGR5
336152.07500000
PA
USD
65811.69000000
0.056356128228
Long
ABS-O
USGA
US
N
2
2045-11-16
Fixed
4.50000000
N
N
N
N
N
N
VICI Properties 2 L.P.
549300U6G4UOCMLQK204
VICI 4 5/8 06/15/25
55303XAK1
1705000.00000000
PA
USD
1657208.85000000
1.419107676041
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3935 SH
3137AGTF7
775709.84000000
PA
USD
18651.56000000
0.015971778068
Long
ABS-O
USGSE
US
N
2
2040-12-15
Floating
1.41757900
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2005-89 S
31394FUZ6
123000.24750000
PA
USD
8148.91000000
0.006978107033
Long
ABS-O
USGSE
US
N
2
2035-10-25
Floating
1.51651100
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2013-4 ID
38378FNU0
1123252.60190000
PA
USD
221202.47000000
0.189420979218
Long
ABS-O
USGA
US
N
2
2042-05-16
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2005-87 SE
31394FV69
71310.76000000
PA
USD
3915.93000000
0.003353304758
Long
ABS-O
USGSE
US
N
2
2035-10-25
Floating
0.86650900
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
ACACN TL B 1L USD
C0102MAP0
990000.00000000
PA
USD
991767.15000000
0.849273991875
Long
LON
CORP
US
N
2
2028-07-27
Variable
8.83914100
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-27 IA
38379VUJ1
85902.23000000
PA
USD
10138.49000000
0.008681832095
Long
ABS-O
USGA
US
N
2
2045-06-20
Fixed
4.00000000
N
N
N
N
N
N
Societe Generale S.A.
O2RNE8IBXP4R0TD8PU41
SOCGEN 5 01/17/24
83367TBG3
140000.00000000
PA
USD
138967.24000000
0.119000979871
Long
DBT
CORP
FR
Y
2
2024-01-17
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2021-78 QI
38382TBW3
630767.17000000
PA
USD
80830.92000000
0.069217455019
Long
ABS-O
USGA
US
N
2
2034-05-20
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2006-8 WN
31394VX47
22250.48530000
PA
USD
1955.20000000
0.001674284643
Long
ABS-O
USGSE
US
N
2
2036-03-25
Floating
1.51651100
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2012-126 IO
38378H3E4
932570.74000000
PA
USD
150406.31000000
0.128796529807
Long
ABS-O
USGA
US
N
2
2042-10-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2011-96 SA
3136A1QW8
424199.67200000
PA
USD
29086.23000000
0.024907236200
Long
ABS-O
USGSE
US
N
2
2041-10-25
Floating
1.36651000
N
N
N
N
N
N
Aercap Ireland Capital DAC
549300TI38531ODB1G63
AER 1.15 10/29/23
00774MAT2
500000.00000000
PA
USD
493883.41000000
0.422924206686
Long
DBT
CORP
IE
N
2
2023-10-29
Fixed
1.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-81 IM
38379YPT9
90175.46100000
PA
USD
6993.14000000
0.005988393468
Long
ABS-O
USGA
US
N
2
2044-10-20
Fixed
4.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCEGP 4 1/2 03/15/25
05578QAD5
500000.00000000
PA
USD
482437.62000000
0.413122902254
Long
DBT
CORP
FR
Y
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
United Airlines
K1OQBWM7XEOO08LDNP29
UAL TL B 1L USD
90932RAJ3
1557970.28000000
PA
USD
1562838.94000000
1.338296459236
Long
LON
CORP
US
N
2
2028-04-14
Variable
9.29185900
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2001-32 SA
313920FS4
78220.00000000
PA
USD
3293.16000000
0.002820011873
Long
ABS-O
USGSE
US
N
2
2031-07-25
Floating
2.76651000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FE 2.05 03/01/25
337932AK3
150000.00000000
PA
USD
141793.32000000
0.121421019941
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.05000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
SVC 4.65 03/15/24
44106MAS1
1960000.00000000
PA
USD
1927800.34000000
1.650821657372
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.65000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 08/01/23
912797GA9
1000000.00000000
PA
USD
1000000.00000000
0.856323978743
Long
DBT
UST
US
N
2
2023-08-01
Fixed
0.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 365 C10
31325XUV0
651586.86000000
PA
USD
116839.10000000
0.100052122984
Long
ABS-MBS
USGSE
US
N
2
2049-06-15
Fixed
3.50000000
N
N
N
N
N
N
Consolidated Edison, Inc.
54930033SBW53OO8T749
ED 0.65 12/01/23
209115AE4
250000.00000000
PA
USD
245919.35000000
0.210586636242
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.65000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 365 121
31325XKX7
732131.95000000
PA
USD
111050.35000000
0.095095077552
Long
ABS-MBS
USGSE
US
N
2
2047-10-15
Floating
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 384 28
3136FEU42
153444.03000000
PA
USD
28630.39000000
0.024516889477
Long
ABS-MBS
USGSE
US
N
2
2036-05-25
Floating
6.00000100
N
N
N
N
N
N
Dryden 37 Senior Loan Fund
N/A
DRSLF 2015-37A ER
26249MAW7
1500000.00000000
PA
USD
1204861.50000000
1.031751793515
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-15
Floating
10.71956900
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2012-77 DI
38375GAJ0
440942.31000000
PA
USD
32619.81000000
0.027933125485
Long
ABS-O
USGA
US
N
2
2041-01-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2017-68 CI
38376UT82
202884.13590000
PA
USD
40835.36000000
0.034968297948
Long
ABS-O
USGA
US
N
2
2047-05-16
Fixed
5.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP 4 1/4 10/15/24
05579T5G7
500000.00000000
PA
USD
489755.55000000
0.419389421187
Long
DBT
CORP
FR
N
2
2024-10-15
Fixed
4.25000000
N
N
N
N
N
N
2023-08-28
Two Roads Shared Trust
Laura Szalyga
Laura Szalyga
Treasurer