0001752724-23-296132.txt : 20231228
0001752724-23-296132.hdr.sgml : 20231228
20231228144509
ACCESSION NUMBER: 0001752724-23-296132
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231228
DATE AS OF CHANGE: 20231228
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Catholic Responsible Investments Funds
CENTRAL INDEX KEY: 0001872555
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23718
FILM NUMBER: 231521838
BUSINESS ADDRESS:
STREET 1: ONE FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610-676-1000
MAIL ADDRESS:
STREET 1: ONE FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
0001872555
S000073782
CATHOLIC RESPONSIBLE INVESTMENTS OPPORTUNISTIC BOND FUND
C000230948
Investor Shares
CROVX
C000230949
Institutional Shares
CROSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001872555
XXXXXXXX
S000073782
C000230949
C000230948
Catholic Responsible Investments Funds
811-23718
0001872555
549300NTV87BU611VE10
ONE FREEDOM VALLEY DRIVE
OAKS
19456
6106761000
Catholic Responsible Investments Opportunistic Bond Fund
S000073782
549300IL4ZPE3K458K91
2023-10-31
2023-10-31
N
528557357.92
2160800.06
526396557.86
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
101.61000000
USD
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 C
46644FAK7
1500000.00000000
PA
USD
1363020.30000000
0.258934120986
Long
ABS-MBS
US
N
2
2048-10-15
Floating
4.13428320
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 2.375000% 05/24/2027
298785HM1
1253000.00000000
PA
USD
1150020.20000000
0.218470311560
Long
DBT
NUSS
XX
N
2
2027-05-24
Fixed
2.37500000
N
N
N
N
N
N
FORT WAYNE IND ECONOMIC DEV SOLID WASTE FAC REV
N/A
FORT WAYNE IN ECON DEV SOLID W CITY OF FORT WAYNE IN
34924CAB1
234357.85000000
PA
USD
23.44000000
0.000004452916
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
10.75000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2020-2 GCAR 2020-2A D
38014RAG9
2000000.00000000
PA
USD
2004111.40000000
0.380722740313
Long
ABS-MBS
US
N
2
2027-04-15
Fixed
7.48000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
COMMONBOND STUDENT LOAN TRUST 2021-A-GS CBSLT 2021-AGS B
20268WAB0
539272.25600000
PA
USD
399147.91000000
0.075826466575
Long
ABS-MBS
US
Y
2
2052-03-25
Fixed
1.40000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 3.250000% 11/15/2027
298785JT4
700000.00000000
PA
USD
658339.45000000
0.125065302986
Long
DBT
NUSS
XX
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
HUDSON YARDS MORTGAGE TRUST
N/A
HUDSON YARDS 2016-10HY MORTGAGE TRUST HY 2016-10HY A
44421LAA0
1500000.00000000
PA
USD
1350720.30000000
0.256597479567
Long
ABS-MBS
US
N
2
2038-08-10
Fixed
2.83500000
N
N
N
N
N
N
Deutsche Bank AG (New York Branch)
N/A
DEUTSCHE BANK AG/NEW YORK NY 1.686000% 03/19/2026
25160PAF4
1000000.00000000
PA
USD
901328.33000000
0.171226106353
Long
DBT
NUSS
DE
N
2
2026-03-19
Fixed
1.68600000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2014-GC22 GSMS 2014-GC22 B
36253BAZ6
2300000.00000000
PA
USD
1819534.60000000
0.345658529264
Long
ABS-MBS
US
N
2
2047-06-10
Floating
4.39099920
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA 144A 3.625000% 10/13/2025
268317AS3
500000.00000000
PA
USD
480416.71000000
0.091265169353
Long
DBT
NUSS
FR
N
2
2025-10-13
Fixed
3.62500000
N
N
N
N
N
N
STWD MORTGAGE TRUST
N/A
STWD 2021-LIH MORTGAGE TRUST STWD 2021-LIH AS
78486EAG3
715000.00000000
PA
USD
695738.47000000
0.132170026496
Long
ABS-MBS
US
Y
2
2036-11-15
Floating
6.70600080
N
N
N
N
N
N
DEERFIELD ILL
N/A
DEERFIELD IL VILLAGE OF DEERFIELD IL
244415JP1
1250000.00000000
PA
USD
1205983.50000000
0.229101707067
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
4.00000000
N
N
N
N
N
N
OPEC Fund for International Development
HHX3T53LK1P186EUNV37
OPEC FUND FOR INTERNATIONAL DEVELOPMENT/THE 144A 4.500000% 01/26/2026
683483AA9
1000000.00000000
PA
USD
975702.78000000
0.185355083621
Long
DBT
NUSS
XX
N
2
2026-01-26
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 0.864000% 10/21/2025
6174468R3
1000000.00000000
PA
USD
944200.33000000
0.179370536509
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
0.86400000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 3.000000% 06/20/2027
037833CX6
1665000.00000000
PA
USD
1545321.07000000
0.293565952688
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
3.00000000
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST
N/A
FLAGSHIP CREDIT AUTO TRUST 2023-3 FCAT 2023-3 D
33846BAL8
674000.00000000
PA
USD
655837.05000000
0.124589919939
Long
ABS-MBS
US
Y
2
2029-08-15
Fixed
6.58000000
N
N
N
N
N
N
CANTOR FITZGERALD, L.P.
549300RLUEEVQEMX0450
CANTOR FITZGERALD LP 144A 4.875000% 05/01/2024
138616AE7
1140000.00000000
PA
USD
1125111.57000000
0.213738398019
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN ZERO COUPON 03/31/2028
459058KR3
1000000.00000000
PA
USD
952943.00000000
0.181031388935
Long
DBT
NUSS
XX
N
2
2028-03-31
Fixed
0.00000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 CGCMT 2016-P6 AS
17291EAY7
1400000.00000000
PA
USD
1262701.86000000
0.239876541961
Long
ABS-MBS
US
N
2
2049-12-10
Floating
4.03200000
N
N
N
N
N
N
GAM RE-REMIC TRUST
N/A
GAM RE-REMIC TRUST 2021-FRR2 GAM 2021-FRR2 AK44
36459TAA4
1200000.00000000
PA
USD
1110732.84000000
0.211006858501
Long
ABS-MBS
US
Y
2
2051-09-27
Floating
1.95999840
N
N
N
N
N
N
DELL INTERNATIONAL L.L.C.
254900ZARLSVK41DKO78
DELL INTERNATIONAL LLC / EMC CORP 3.375000% 12/15/2041
24703DBF7
1370000.00000000
PA
USD
882547.15000000
0.167658229679
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP INTEREST
N/A
711.65000000
PA
USD
711.65000000
0.000135192753
Long
STIV
US
N
2
N
N
N
JERSEY MIKES FUNDING LLC
N/A
JERSEY MIKE'S FUNDING JMIKE 2019-1A A2
476681AA9
1637625.00000000
PA
USD
1498132.10000000
0.284601424084
Long
ABS-MBS
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
CENT TRUST
N/A
CENT TRUST 2023-CITY CENT 2023-CITY A
12516WAA9
2300000.00000000
PA
USD
2307193.48000000
0.438299499787
Long
ABS-MBS
US
Y
2
2028-09-15
Floating
7.95449880
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 C
14686KAD9
305299.92000000
PA
USD
282425.87000000
0.053652681762
Long
ABS-MBS
US
N
2
2028-03-10
Fixed
1.07000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST
N/A
EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH B
30227FAE0
426307.47300000
PA
USD
418292.30000000
0.079463342560
Long
ABS-MBS
US
Y
2
2038-07-15
Floating
6.82848000
N
N
N
N
N
N
Keybank National Association
HUX2X73FUCYHUVH1BK78
KEYBANK NA/CLEVELAND OH MTN 4.700000% 01/26/2026
49327M3G7
700000.00000000
PA
USD
650076.13000000
0.123495513086
Long
DBT
CORP
US
N
2
2026-01-26
Fixed
4.70000000
N
N
N
N
N
N
CHNGE MORTGAGE TRUST
N/A
CHNGE MORTGAGE TRUST 2022-NQM1 CHNGE 2022-NQM1 A3
12569CAC5
987638.68000000
PA
USD
946458.30000000
0.179799484982
Long
ABS-MBS
US
Y
2
2067-06-25
Floating
5.82000120
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.500000% 04/30/2030
91282CGZ8
4195000.00000000
PA
USD
3869887.50000000
0.735165806503
Long
SN
UST
US
N
2
2030-04-30
Fixed
3.50000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 WLAKE 2021-1A E
96043FAG8
1716000.00000000
PA
USD
1625299.96000000
0.308759610170
Long
ABS-MBS
US
Y
2
2026-08-17
Fixed
2.33000000
N
N
N
N
N
N
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 JPMDB 2017-C5 AS
46590TAJ4
2500000.00000000
PA
USD
2031773.50000000
0.385977732882
Long
ABS-MBS
US
N
2
2050-03-15
Floating
3.85750080
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 EART 2022-2A D
30166QAF6
500000.00000000
PA
USD
475725.65000000
0.090374004711
Long
ABS-MBS
US
N
2
2028-07-17
Fixed
4.56000000
N
N
N
N
N
N
SERVICEMASTER FUNDING LLC
N/A
SERVICEMASTER FUNDING LLC SERV 2020-1 A2I
81761TAA3
950459.90000000
PA
USD
781817.90000000
0.148522608730
Long
ABS-MBS
US
Y
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
OVINTIV INC.
2549003MEX7YMKLGI239
OVINTIV INC 5.650000% 05/15/2028
69047QAB8
1000000.00000000
PA
USD
971374.49000000
0.184532834703
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.65000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-7 SDART 2022-7 C
80287FAE2
930000.00000000
PA
USD
932112.59000000
0.177074218302
Long
ABS-MBS
US
N
2
2031-03-17
Fixed
6.69000000
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2014-LC14 WFRBS 2014-LC14 D
96221TAQ0
900000.00000000
PA
USD
716914.89000000
0.136192928942
Long
ABS-MBS
US
N
2
2047-03-15
Floating
4.58600040
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4733
31418EHK9
4996041.09000000
PA
USD
4465325.03000000
0.848281578464
Long
DBT
USGA
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA MTN 5.200000% 08/01/2028
78016HZS2
885000.00000000
PA
USD
853440.78000000
0.162128867914
Long
DBT
NUSS
CA
N
2
2028-08-01
Fixed
5.20000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA8879
36179X2L9
6150397.39000000
PA
USD
5884471.80000000
1.117878092501
Long
DBT
USGA
US
N
2
2053-05-20
Fixed
5.50000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN VARIABLE RATE 06/17/2024
45906M2B6
1000000.00000000
PA
USD
1001254.74000000
0.190209211107
Long
DBT
NUSS
XX
N
2
2024-06-17
Floating
5.73379920
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST
N/A
CPS AUTO RECEIVABLES TRUST 2021-D CPS 2021-D D
12658VAD3
1000000.00000000
PA
USD
939297.50000000
0.178439141741
Long
ABS-MBS
US
Y
2
2027-12-15
Fixed
2.31000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 0.625000% 10/21/2027
298785JJ6
2000000.00000000
PA
USD
1695321.08000000
0.322061581650
Long
DBT
NUSS
XX
N
2
2027-10-21
Fixed
0.62500000
N
N
N
N
N
N
AVENTURA MALL VENTURE
N/A
AVENTURA MALL TRUST AVMT 2018-AVM D
05359AAJ2
1500000.00000000
PA
USD
1213108.80000000
0.230455306343
Long
ABS-MBS
US
N
2
2040-07-05
Floating
4.11231960
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 WFRBS 2013-C15 B
92938CAH0
1000000.00000000
PA
USD
817500.00000000
0.155301167493
Long
ABS-MBS
US
N
2
2046-08-15
Floating
4.67118360
N
N
N
N
N
N
BB BLUE FINANCING DESIGNATED ACTIVITY COMPANY
635400ZEZBP91CFF7965
BB BLUE FINANCING DAC 4.395000% 09/20/2029
BZ1196170
2500000.00000000
PA
USD
2413242.45000000
0.458445712451
Long
DBT
NUSS
IE
N
2
2029-09-20
Fixed
4.39500000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2018-GS10 GSMS 2018-GS10 WLSA
36250SBD0
148000.00000000
PA
USD
133473.80000000
0.025356130849
Long
ABS-MBS
US
N
2
2033-03-10
Floating
4.90380840
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO MASTER ISSUER LLC SPRO 2019-1A A2
817743AA5
1728000.00000000
PA
USD
1570765.82000000
0.298399713399
Long
ABS-MBS
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2022-2 GCAR 2022-2A D
36265NAE3
1000000.00000000
PA
USD
975866.30000000
0.185386147654
Long
ABS-MBS
US
Y
2
2028-04-17
Fixed
6.15000000
N
N
N
N
N
N
SPGN MORTGAGE TRUST
N/A
SPGN 2022-TFLM MORTGAGE TRUST SPGN 2022-TFLM D
78473HAL0
530000.00000000
PA
USD
491527.78000000
0.093375948733
Long
ABS-MBS
US
Y
2
2039-02-15
Floating
8.83450080
N
N
N
N
N
N
Nederlandse Waterschapsbank N.V.
JLP5FSPH9WPSHY3NIM24
NEDERLANDSE WATERSCHAPSBANK NV 144A 1.000000% 05/28/2030
63983TBU8
1000000.00000000
PA
USD
770457.48000000
0.146364460119
Long
DBT
NUSS
NL
N
2
2030-05-28
Fixed
1.00000000
N
N
N
N
N
N
MIDAMERICAN ENERGY COMPANY
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 3.100000% 05/01/2027
595620AQ8
1292000.00000000
PA
USD
1186154.41000000
0.225334758042
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.10000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO 5.400000% 10/15/2029
37045VAY6
1175000.00000000
PA
USD
1103992.98000000
0.209726481587
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.40000000
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2015-K48 MORTGAGE TRUST FREMF 2015-K48 C
30293HAG0
1500000.00000000
PA
USD
1426806.45000000
0.271051629934
Long
ABS-MBS
US
N
2
2048-08-25
Floating
3.64572720
N
N
N
N
N
N
TESLA AUTO LEASE TRUST
N/A
TESLA AUTO LEASE TRUST 2023-A TESLA 2023-A A2
88167PAB4
1000000.00000000
PA
USD
998381.30000000
0.189663341276
Long
ABS-MBS
US
Y
2
2025-08-20
Fixed
5.86000000
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2017-K729 MORTGAGE TRUST FREMF 2017-K729 B
30306HAS9
1111948.00000000
PA
USD
1076557.81000000
0.204514599103
Long
ABS-MBS
US
N
2
2049-11-25
Floating
3.67360560
N
N
N
N
N
N
FRONTIER ISSUER LLC
N/A
FRONTIER ISSUER LLC FYBR 2023-1 A2
35910EAA2
1000000.00000000
PA
USD
949107.90000000
0.180302831739
Long
ABS-MBS
US
N
2
2053-08-20
Fixed
6.60000000
N
N
N
N
N
N
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST
N/A
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-4 GOOD 2022-4CS B
38237DAB2
500000.00000000
PA
USD
422323.70000000
0.080229191033
Long
ABS-MBS
US
Y
2
2054-11-20
Fixed
5.55000000
N
N
N
N
N
N
NATIONAL FIN AUTH N H INDL DEV REV
N/A
NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY
63609FAC3
850000.00000000
PA
USD
850000.00000000
0.161475220023
Long
DBT
MUN
US
N
2
2033-07-01
Floating
5.46999950
N
N
N
N
N
N
SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A1
78413MAA6
530000.00000000
PA
USD
352627.50000000
0.066988944880
Long
ABS-MBS
US
N
2
2043-01-05
Fixed
3.87200000
N
N
N
N
N
N
ABN AMRO Bank N.V.
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV 144A 2.470000% 12/13/2029
00084DAW0
1000000.00000000
PA
USD
814536.51000000
0.154738190787
Long
DBT
NUSS
NL
N
2
2029-12-13
Fixed
2.47000000
N
N
N
N
N
N
SUMIT MORTGAGE TRUST
N/A
SUMIT 2022-BVUE MORTGAGE TRUST SUMMT 2022-BVUE A
865592AA7
660000.00000000
PA
USD
495410.12000000
0.094113480151
Long
ABS-MBS
US
Y
2
2041-02-12
Fixed
2.78900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY FRN VARIABLE RATE 01/31/2025
91282CGF2
48410000.00000000
PA
USD
48491308.95000000
9.211935037557
Long
SN
UST
US
N
2
2025-01-31
Floating
5.58224280
N
N
N
N
N
N
INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION COMPANY
549300ILK2NRULX3HX87
INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION CO 1.000000% 04/21/2026
N/A
1000000.00000000
PA
USD
901931.31000000
0.171340654974
Long
DBT
NUSS
XX
N
2
2026-04-21
Fixed
1.00000000
N
N
N
N
N
N
Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen
529900MUF4C20K50JS49
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN M 5.875000% 05/23/2042
62582PAA8
2600000.00000000
PA
USD
2461035.20000000
0.467524941653
Long
DBT
NUSS
DE
N
2
2042-05-23
Fixed
5.87500000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RB1 WFCM 2017-RB1 D
95000TAC0
1500000.00000000
PA
USD
610384.50000000
0.115955260513
Long
ABS-MBS
US
N
2
2050-03-15
Fixed
3.40100000
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2019-K91 MORTGAGE TRUST FREMF 2019-K91 C
30309JAG8
870000.00000000
PA
USD
772382.26000000
0.146730112206
Long
ABS-MBS
US
N
2
2051-04-25
Floating
4.25688840
N
N
N
N
N
N
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE
969500P04DQJS4BPM574
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 144A 3.000000% 05/17/2025
12802D2J4
1000000.00000000
PA
USD
963750.44000000
0.183084487466
Long
DBT
NUSS
FR
N
2
2025-05-17
Fixed
3.00000000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST
N/A
CPS AUTO RECEIVABLES TRUST 2023-B CPS 2023-B D
12664WAD3
1955000.00000000
PA
USD
1899298.34000000
0.360811314519
Long
ABS-MBS
US
Y
2
2029-07-16
Fixed
6.34000000
N
N
N
N
N
N
CDP FINANCIERE INC.
549300OXMGVYFCBFV096
CDP FINANCIAL INC MTN 1.000000% 05/26/2026
125094AV4
1000000.00000000
PA
USD
897078.15000000
0.170418696058
Long
DBT
NUSS
CA
N
2
2026-05-26
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD8245
3132DWES8
2721622.53000000
PA
USD
2432536.90000000
0.462111095461
Long
DBT
USGA
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5 EART 2022-5A D
30167FAF9
3430000.00000000
PA
USD
3426221.51000000
0.650882202560
Long
ABS-MBS
US
N
2
2029-02-15
Fixed
7.40000000
N
N
N
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP INTEREST
N/A
1195122.65000000
PA
USD
1195122.65000000
0.227038462192
Long
STIV
US
N
2
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 04/12/2027
4581X0ED6
1000000.00000000
PA
USD
998081.53000000
0.189606393715
Long
DBT
NUSS
XX
N
2
2027-04-12
Floating
5.62510080
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4842
31418ELY4
418585.34000000
PA
USD
397405.34000000
0.075495429076
Long
DBT
USGA
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
AVANGRID, INC.
549300OX0Q38NLSKPB49
AVANGRID INC 3.150000% 12/01/2024
05351WAA1
1000000.00000000
PA
USD
966175.47000000
0.183545172469
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST
N/A
OCTANE RECEIVABLES TRUST 2021-2 OCTL 2021-2A A
67578AAA6
301702.04000000
PA
USD
292150.27000000
0.055500034268
Long
ABS-MBS
US
Y
2
2028-09-20
Fixed
1.21000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2022-HC MORTGAGE TRUST COMM 2022-HC C
12659DAG5
500000.00000000
PA
USD
395700.90000000
0.075171635165
Long
ABS-MBS
US
Y
2
2039-01-10
Fixed
3.37600000
N
N
N
N
N
N
FRONTIER ISSUER LLC
N/A
FRONTIER ISSUER LLC FYBR 2023-1 C
35910EAC8
1000000.00000000
PA
USD
952802.80000000
0.181004755022
Long
ABS-MBS
US
N
2
2053-08-20
Fixed
11.50000000
N
N
N
N
N
N
International Development Association
P41R60HC414IWQA1XW02
INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 0.875000% 04/28/2026
45939EAD2
1000000.00000000
PA
USD
899776.37000000
0.170931279197
Long
DBT
NUSS
XX
N
2
2026-04-28
Fixed
0.87500000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST
N/A
TESLA AUTO LEASE TRUST 2023-A TESLA 2023-A A3
88167PAC2
1000000.00000000
PA
USD
995167.80000000
0.189052869959
Long
ABS-MBS
US
Y
2
2026-06-22
Fixed
5.89000000
N
N
N
N
N
N
WLB ASSET II D PTE. LTD.
549300RHQSFI6RYM6N43
WLB ASSET II D PTE LTD 144A 6.500000% 12/21/2026
ZN8384739
1000000.00000000
PA
USD
942776.06000000
0.179099966730
Long
DBT
NUSS
SG
N
2
2026-12-21
Fixed
6.50000000
N
N
N
N
N
N
ME FUNDING LLC
N/A
ME FUNDING LLC 2019-1 ME 2019-1 A2
55282GAA5
1464000.00000000
PA
USD
1430142.07000000
0.271685300491
Long
ABS-MBS
US
N
2
2049-07-30
Fixed
6.44800000
N
N
N
N
N
N
MOSAIC SOLAR LOAN TRUST
N/A
MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC 2022-1A B
61946QAB7
1218139.41000000
PA
USD
938151.89000000
0.178221509238
Long
ABS-MBS
US
Y
2
2053-01-20
Fixed
3.16000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022- ACAR 2022-3 D
02528GAG8
2895000.00000000
PA
USD
2808901.83000000
0.533609460027
Long
ABS-MBS
US
Y
2
2028-10-13
Fixed
5.83000000
N
N
N
N
N
N
CFCRE COMMERCIAL MORTGAGE TRUST
N/A
CFCRE COMMERCIAL MORTGAGE TRUST 2016-C6 CFCRE 2016-C6 AM
12532ABA6
3005000.00000000
PA
USD
2679179.87000000
0.508966069400
Long
ABS-MBS
US
N
2
2049-11-10
Floating
3.50200080
N
N
N
N
N
N
BX TRUST
N/A
BX TRUST 2022-CLS BX 2022-CLS B
05609XAC5
2200000.00000000
PA
USD
1979730.28000000
0.376091038294
Long
ABS-MBS
US
Y
2
2027-10-13
Fixed
6.30000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 4.387000% 06/15/2027
38141GZT4
1000000.00000000
PA
USD
955352.12000000
0.181489051502
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.38700000
N
N
N
N
N
N
GALLATIN CNTY MONT INDL DEV REV
N/A
GALLATIN CNTY MT INDL DEV REVE COUNTY OF GALLATIN MT
363671BN7
250000.00000000
PA
USD
259736.45000000
0.049342353425
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
11.50000000
N
N
N
N
N
N
ONE BRYANT PARK TRUST
N/A
ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A
68236JAA9
1000000.00000000
PA
USD
783786.70000000
0.148896623334
Long
ABS-MBS
US
N
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC VARIABLE RATE 01/25/2026
17327CAP8
1000000.00000000
PA
USD
991158.46000000
0.188291212242
Long
DBT
CORP
US
N
2
2026-01-25
Floating
6.03904320
N
N
N
N
N
N
CAJUN GLOBAL LLC
N/A
CAJUN GLOBAL LLC CAJUN 2021-1 A2
12803VAA3
1460625.00000000
PA
USD
1272941.99000000
0.241821868132
Long
ABS-MBS
US
Y
2
2051-11-20
Fixed
3.93100000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP AS
05610FAB3
2500000.00000000
PA
USD
2431095.75000000
0.461837318975
Long
ABS-MBS
US
Y
2
2039-01-17
Floating
6.82449840
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2021-2 GCAR 2021-2A D
36261XAG0
1700000.00000000
PA
USD
1581752.76000000
0.300486911698
Long
ABS-MBS
US
Y
2
2027-04-15
Fixed
1.42000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2013-CCRE12 MORTGAGE TRUST COMM 2013-CR12 AM
12591KAG0
1500000.00000000
PA
USD
1245000.00000000
0.236513704622
Long
ABS-MBS
US
N
2
2046-10-10
Fixed
4.30000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-1 SDART 2021-1 D
80286NAG1
800000.00000000
PA
USD
774834.88000000
0.147196038505
Long
ABS-MBS
US
N
2
2026-11-16
Fixed
1.13000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST
N/A
TESLA AUTO LEASE TRUST 2021-A TESLA 2021-A B
88161FAE6
700806.18000000
PA
USD
698754.64000000
0.132743010866
Long
ABS-MBS
US
Y
2
2025-03-20
Fixed
1.02000000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 B
46644FAJ0
2925000.00000000
PA
USD
2684713.88000000
0.510017369968
Long
ABS-MBS
US
N
2
2048-10-15
Fixed
3.98600000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 1.281000% 11/03/2025
172967ND9
1000000.00000000
PA
USD
946367.83000000
0.179782298320
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
1.28100000
N
N
N
N
N
N
BANQUE DEVELOPPT CONSEIL EUROPE 9
549300UYNXMI821WYG82
COUNCIL OF EUROPE DEVELOPMENT BANK 3.000000% 06/16/2025
222213BA7
1000000.00000000
PA
USD
963237.14000000
0.182986975430
Long
DBT
NUSS
XX
N
2
2025-06-16
Fixed
3.00000000
N
N
N
N
N
N
NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN
N/A
NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO
64985VAC0
500000.00000000
PA
USD
488590.30000000
0.092817913169
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
4.48000000
N
N
N
N
N
N
SUNNOVA HELIOS ISSUER LLC
N/A
SUNNOVA HELIOS XI ISSUER LLC SNVA 2023-A A
86746AAA3
977635.08000000
PA
USD
925597.62000000
0.175836563932
Long
ABS-MBS
US
Y
2
2050-05-20
Fixed
5.30000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 6.339000% 07/27/2029
316773DK3
245000.00000000
PA
USD
237536.42000000
0.045124994921
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.33900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.125000% 11/15/2032
91282CFV8
5260000.00000000
PA
USD
4955495.34000000
0.941399647472
Long
SN
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC 1.532000% 08/21/2026
80281LAM7
2580000.00000000
PA
USD
2336690.96000000
0.443903161050
Long
DBT
NUSS
GB
N
2
2026-08-21
Fixed
1.53200000
N
N
N
N
N
N
CSMC TRUST
N/A
CSMC 2014-USA OA LLC CSMC 2014-USA A2
12649AAC3
1000000.00000000
PA
USD
830906.80000000
0.157848068645
Long
ABS-MBS
US
N
2
2037-09-15
Fixed
3.95300000
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST
N/A
FLAGSHIP CREDIT AUTO TRUST 2022-1 FCAT 2022-1 D
33845VAG6
1000000.00000000
PA
USD
912028.40000000
0.173258807714
Long
ABS-MBS
US
Y
2
2028-03-15
Fixed
3.64000000
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FUNDING II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FUNDING II MTN 5.500000% 06/28/2028
74256LEW5
1595000.00000000
PA
USD
1545677.32000000
0.293633629802
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
5.50000000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA/THE 0.650000% 07/31/2024
0641596E1
1000000.00000000
PA
USD
961012.87000000
0.182564428974
Long
DBT
NUSS
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY FLOATING RATE NOTE BND/GOVT US TREASURY FRN
91282CEL1
11550000.00000000
PA
USD
11547790.83000000
2.193743605951
Long
SN
UST
US
N
2
2024-04-30
Floating
5.30724240
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2021-1 GCAR 2021-1A E
36261AAJ4
2000000.00000000
PA
USD
1882452.60000000
0.357611115021
Long
ABS-MBS
US
Y
2
2028-01-18
Fixed
3.14000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4783
31418EJ50
474510.62000000
PA
USD
410222.42000000
0.077930300621
Long
DBT
USGA
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
THE CONSERVATION FUND, A NONPROFIT CORPORATION
N/A
CONSERVATION FUND A NONPROFIT CORP/THE 3.474000% 12/15/2029
20848FAA8
1000000.00000000
PA
USD
836134.05000000
0.158841093756
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47400000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA8801
36179XX68
6659665.04000000
PA
USD
6371859.36000000
1.210467520134
Long
DBT
USGA
US
N
2
2053-04-20
Fixed
5.50000000
N
N
N
N
N
N
HAWAII ST DEPT BUSINESS ECONOMIC DEV & TOURISM GREEN ENERGY MKT SECURITIZATION
N/A
HAWAII ST DEPT BUSINESS ECON D STATE OF HAWAII DEPARTMENT OF BUSINESS ECONOMIC DE
41980UAB7
990831.36000000
PA
USD
929740.36000000
0.176623563759
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
3.24200000
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 WFRBS 2014-C21 B
92939FAX7
2500000.00000000
PA
USD
2256164.50000000
0.428605481231
Long
ABS-MBS
US
N
2
2047-08-15
Fixed
4.21300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4655
31418EE55
922621.47000000
PA
USD
796741.95000000
0.151357743150
Long
DBT
USGA
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC 144A 5.400000% 05/08/2028
378272BK3
890000.00000000
PA
USD
860818.38000000
0.163530396836
Long
DBT
CORP
AU
N
2
2028-05-08
Fixed
5.40000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6 EART 2022-6A D
30168AAF9
3950000.00000000
PA
USD
4017050.46000000
0.763122478674
Long
ABS-MBS
US
N
2
2029-04-06
Fixed
8.03000000
N
N
N
N
N
N
THE PRUDENTIAL INSURANCE COMPANY OF AMERICA
X574KRZ6V5A7UBU45C31
PRUDENTIAL INSURANCE CO OF AMERICA/THE 144A 8.300000% 07/01/2025
743917AH9
800000.00000000
PA
USD
817456.61000000
0.155292924658
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
8.30000000
N
N
N
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE.
N/A
904.00000000
NC
USD
94446812.50000000
17.94214097523
N/A
DIR
US
N
1
CITIGROUP GLOBAL MARKETS
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Dec 2023
2024-01-01
96017776.41000000
USD
-1570963.91000000
N
N
N
BANQUE NATIONALE DU CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA MTN 0.550000% 11/15/2024
63307A2M6
2000000.00000000
PA
USD
1995406.60000000
0.379069082083
Long
DBT
NUSS
CA
N
2
2024-11-15
Fixed
0.55000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2018-GS10 GSMS 2018-GS10 WLSB
36250SBF5
294000.00000000
PA
USD
259441.01000000
0.049286228438
Long
ABS-MBS
US
N
2
2033-03-10
Floating
4.90380840
N
N
N
N
N
N
BPR TRUST
N/A
BPR TRUST 2023-BRK2 BPR 2023-BRK2 C
05610WAE0
1500000.00000000
PA
USD
1486615.35000000
0.282413577331
Long
ABS-MBS
US
Y
2
2028-11-05
Floating
8.63034120
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV 144A 1.400000% 07/01/2026
456837AU7
1000000.00000000
PA
USD
918200.01000000
0.174431233694
Long
DBT
NUSS
NL
N
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.875000% 10/31/2028
91282CJF9
459000.00000000
PA
USD
460219.22000000
0.087428235068
Long
SN
UST
US
N
2
2028-10-31
Fixed
4.87500000
N
N
N
N
N
N
TERRAFORM POWER OPERATING, LLC
N/A
TERRAFORM POWER OPERATING, LLC 5/21/2029
88103NAL4
2280150.75300000
PA
USD
2260199.43000000
0.429372000301
Long
LON
US
N
2
2029-05-21
Floating
7.84186920
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD8227
3132DWD83
4094362.33000000
PA
USD
3540185.93000000
0.672532119965
Long
DBT
USGA
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
STWD MORTGAGE TRUST
N/A
STWD 2021-LIH MORTGAGE TRUST STWD 2021-LIH D
78486EAN8
450000.00000000
PA
USD
430971.44000000
0.081872009526
Long
ABS-MBS
US
Y
2
2036-11-15
Floating
7.75400040
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 CGCMT 2013-GC17 C
17321RAL0
1095000.00000000
PA
USD
1073550.81000000
0.203943356765
Long
ABS-MBS
US
N
2
2046-11-10
Floating
5.10017400
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.292000% 09/12/2026
404280BX6
1750000.00000000
PA
USD
1679035.98000000
0.318967887409
Long
DBT
NUSS
GB
N
2
2026-09-12
Fixed
4.29200000
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2017-K056 MORTGAGE TRUST FREMF 2017-K65 C
30302XAG4
1600000.00000000
PA
USD
1473358.72000000
0.279895204100
Long
ABS-MBS
US
N
2
2050-07-25
Floating
4.07782800
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP MTN 7.161000% 10/30/2029
89788MAQ5
1965000.00000000
PA
USD
1977111.14000000
0.375593478049
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16100000
N
N
N
N
N
N
SOLAR STAR FUNDING, LLC
N/A
SOLAR STAR FUNDING LLC 144A 3.950000% 06/30/2035
83416WAB9
694884.00000000
PA
USD
575138.36000000
0.109259521441
Long
DBT
CORP
US
N
2
2035-06-30
Fixed
3.95000000
N
N
N
N
N
N
COLUMBIA PIPELINES HOLDING COMPANY LLC
N/A
COLUMBIA PIPELINES HOLDING CO LLC 144A 6.042000% 08/15/2028
19828AAB3
445000.00000000
PA
USD
437510.47000000
0.083114234595
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.04200000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028
830867AB3
500000.00000000
PA
USD
469933.45000000
0.089273655570
Long
DBT
NUSS
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST
N/A
GS MORTGAGE SECURITIES CORP TRUST 2012-BWTR GSMS 2012-BWTR A
36192RAA0
1750000.00000000
PA
USD
1291852.45000000
0.245414304237
Long
ABS-MBS
US
N
2
2034-11-05
Fixed
2.95400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD8257
3132DWE66
3496376.84000000
PA
USD
3125000.15000000
0.593658925640
Long
DBT
USGA
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 5.000000% 10/31/2025
91282CJE2
480000.00000000
PA
USD
479362.50000000
0.091064900186
Long
SN
UST
US
N
2
2025-10-31
Fixed
5.00000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
NATURE CONSERVANCY/THE 1.304000% 07/01/2028
63902HAL3
330000.00000000
PA
USD
267963.04000000
0.050905165696
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
1.30400000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST
N/A
OCTANE RECEIVABLES TRUST 2023-3 OCTL 2023-3A D
67571CAE1
1000000.00000000
PA
USD
997799.20000000
0.189552759246
Long
ABS-MBS
US
N
2
2029-09-20
Fixed
7.58000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT C
05609VAJ4
1250000.00000000
PA
USD
1200815.63000000
0.228119962425
Long
ABS-MBS
US
Y
2
2036-09-15
Floating
6.54897960
N
N
N
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU 1.750000% 09/14/2029
500769JD7
1000000.00000000
PA
USD
840158.19000000
0.159605563040
Long
DBT
NUSS
DE
N
2
2029-09-14
Fixed
1.75000000
N
N
N
N
N
N
INTERNATIONAL FINANCE CORPORATION
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP MTN VARIABLE RATE 04/03/2024
45950VQM1
2000000.00000000
PA
USD
2000155.92000000
0.379971314427
Long
DBT
NUSS
XX
N
2
2024-04-03
Floating
5.43480120
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 0.768000% 08/09/2025
46647PCM6
1000000.00000000
PA
USD
955295.18000000
0.181478234562
Long
DBT
CORP
US
N
2
2025-08-09
Fixed
0.76800000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA8725
36179XVS2
4262603.68000000
PA
USD
3968132.36000000
0.753829465779
Long
DBT
USGA
US
N
2
2053-03-20
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4626
31418ED80
11566563.86000000
PA
USD
10003585.31000000
1.900389575241
Long
DBT
USGA
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2019-K93 MORTGAGE TRUST FREMF 2019-K93 C
30313FAU9
505000.00000000
PA
USD
445514.18000000
0.084634706163
Long
ABS-MBS
US
N
2
2052-05-25
Floating
4.11599520
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA8947
36179X5G7
5483170.83000000
PA
USD
5105075.28000000
0.969815475381
Long
DBT
USGA
US
N
2
2053-06-20
Fixed
5.00000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2020-3 EART 2020-3A E
30166NAJ5
2120000.00000000
PA
USD
2040317.47000000
0.387600838100
Long
ABS-MBS
US
Y
2
2026-08-17
Fixed
3.44000000
N
N
N
N
N
N
Corporacion Interamericana de Inversiones
5493001X4LH60PFRL744
INTER-AMERICAN INVESTMENT CORP 4.125000% 02/15/2028
45828Q2B2
2500000.00000000
PA
USD
2400285.63000000
0.455984294380
Long
DBT
NUSS
XX
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.875000% 11/30/2027
91282CFZ9
1880000.00000000
PA
USD
1811629.68000000
0.344156824916
Long
SN
UST
US
N
2
2027-11-30
Fixed
3.87500000
N
N
N
N
N
N
NHP FOUNDATION (THE)
N/A
NHP FOUNDATION/THE 5.850000% 12/01/2028
62925MAA1
250000.00000000
PA
USD
253663.49000000
0.048188668070
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.85000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1 EART 2023-1A D
30168BAF7
1680000.00000000
PA
USD
1654655.69000000
0.314336343065
Long
ABS-MBS
US
N
2
2029-06-15
Fixed
6.69000000
N
N
N
N
N
N
HARDEES FUNDING LLC
N/A
HARDEE'S FUNDING LLC HNGRY 2021-1A A2
411707AK8
1344062.50000000
PA
USD
1050150.98000000
0.199498071239
Long
ABS-MBS
US
Y
2
2051-06-20
Fixed
2.86500000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST
N/A
DRIVE AUTO RECEIVABLES TRUST 2021-1 DRIVE 2021-1 D
262108AF0
1520000.00000000
PA
USD
1443187.26000000
0.274163506286
Long
ABS-MBS
US
N
2
2029-01-16
Fixed
1.45000000
N
N
N
N
N
N
ERP OPERATING LIMITED PARTNERSHIP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP 4.150000% 12/01/2028
26884ABK8
1000000.00000000
PA
USD
925015.11000000
0.175725904014
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.15000000
N
N
N
N
N
N
FLORIDA DEV FIN CORP REV
N/A
FLORIDA ST DEV FIN CORP FLORIDA DEVELOPMENT FINANCE CORP
340618DH7
1000000.00000000
PA
USD
1006952.20000000
0.191291562409
Long
DBT
MUN
US
N
2
2057-07-01
Floating
7.89041160
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C19 WFRBS 2014-C19 B
92938VAT2
2093258.00000000
PA
USD
1989094.34000000
0.377869936704
Long
ABS-MBS
US
N
2
2047-03-15
Floating
4.72299840
N
N
N
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP INTEREST
N/A
8652494.80000000
PA
USD
8652494.80000000
1.643721766566
Long
STIV
US
N
2
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 2.125000% 04/13/2026
298785HD1
500000.00000000
PA
USD
466354.61000000
0.088593780304
Long
DBT
NUSS
XX
N
2
2026-04-13
Fixed
2.12500000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2020-1 EART 2020-1A E
30167HAJ7
575000.00000000
PA
USD
555056.47000000
0.105444547786
Long
ABS-MBS
US
N
2
2027-01-15
Fixed
3.74000000
N
N
N
N
N
N
LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV
N/A
LOS ANGELES CA DEPT OF ARPTS C CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS CUSTOME
54445CAB9
1000000.00000000
PA
USD
873946.00000000
0.166024261927
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
3.25800000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 4.166000% 05/09/2025
14040HCQ6
2805000.00000000
PA
USD
2748154.26000000
0.522069192696
Long
DBT
CORP
US
N
2
2025-05-09
Fixed
4.16600000
N
N
N
N
N
N
ONE MARKET PLAZA TRUST
N/A
ONE MARKET PLAZA TRUST 2017-1MKT OMPT 2017-1MKT B
68245HAC8
250000.00000000
PA
USD
215000.00000000
0.040843732123
Long
ABS-MBS
US
N
2
2032-02-10
Fixed
3.84530000
N
N
N
N
N
N
GAM RE-REMIC TRUST
N/A
GAM RE-REMIC TRUST 2022-FRR3 GAM 2022-FRR3 AK47
36459DBQ3
600000.00000000
PA
USD
534687.90000000
0.101575113289
Long
ABS-MBS
US
Y
2
2048-05-27
Floating
0.69999840
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2 EART 2023-2A D
30168CAF5
3142000.00000000
PA
USD
3063691.31000000
0.582012033371
Long
ABS-MBS
US
N
2
2029-08-15
Fixed
6.32000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA8648
36179XTD8
1989714.34000000
PA
USD
1905321.98000000
0.361955630512
Long
DBT
USGA
US
N
2
2053-02-20
Fixed
5.50000000
N
N
N
N
N
N
NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN
N/A
NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO
64985VAE6
820000.00000000
PA
USD
783294.42000000
0.148803104485
Long
DBT
MUN
US
N
2
2027-04-01
Fixed
4.62100000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA8948
36179X5H5
1604523.63000000
PA
USD
1535101.41000000
0.291624515221
Long
DBT
USGA
US
N
2
2053-06-20
Fixed
5.50000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2022-3 GCAR 2022-3A D
38014QAE6
500000.00000000
PA
USD
489893.05000000
0.093065397690
Long
ABS-MBS
US
Y
2
2028-06-15
Fixed
6.42000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST
N/A
DRIVE AUTO RECEIVABLES TRUST 2021-2 DRIVE 2021-2 D
262104AF9
2845000.00000000
PA
USD
2664525.43000000
0.506182153020
Long
ABS-MBS
US
N
2
2029-03-15
Fixed
1.39000000
N
N
N
N
N
N
AIR PRODUCTS AND CHEMICALS, INC.
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS AND CHEMICALS INC 4.800000% 03/03/2033
009158BF2
500000.00000000
PA
USD
468621.34000000
0.089024392922
Long
DBT
CORP
US
N
2
2033-03-03
Fixed
4.80000000
N
N
N
N
N
N
PORT LIONS ALASKA REV
N/A
PORT LIONS AK REVENUE CITY OF PORT LIONS AK
734707AA0
465000.00000000
PA
USD
460147.73000000
0.087414654052
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
7.00000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST II
N/A
ALEXANDER FUNDING TRUST II 144A 7.467000% 07/31/2028
014916AA8
1345000.00000000
PA
USD
1336689.29000000
0.253931996712
Long
DBT
CORP
US
N
2
2028-07-31
Fixed
7.46700000
N
N
N
N
N
N
CPTS MORTGAGE TRUST
N/A
CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT A
12654YAA7
530000.00000000
PA
USD
418512.54000000
0.079505181740
Long
ABS-MBS
US
N
2
2039-11-13
Fixed
2.86500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC MTN 1.500000% 03/10/2026
74432QCH6
1000000.00000000
PA
USD
903412.28000000
0.171621996099
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2020-CBM MORTGAGE TRUST COMM 2020-CBM A2
20049AAB4
600000.00000000
PA
USD
566124.90000000
0.107547226809
Long
ABS-MBS
US
N
2
2037-02-10
Fixed
2.89600000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-2A D
30165XAF2
1350000.00000000
PA
USD
1255755.56000000
0.238556947466
Long
ABS-MBS
US
N
2
2027-04-15
Fixed
1.40000000
N
N
N
N
N
N
Banco Centroamericano de Integracion Economica
549300OLDAMXBPSHIC05
CENTRAL AMERICAN BANK FOR ECONOMIC INTEGRATION 144 5.000000% 02/09/2026
15238PAH9
500000.00000000
PA
USD
491221.32000000
0.093317730267
Long
DBT
NUSS
XX
N
2
2026-02-09
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 0.563000% 02/16/2025
46647PBY1
1168000.00000000
PA
USD
1145086.49000000
0.217533050492
Long
DBT
CORP
US
N
2
2025-02-16
Fixed
0.56300000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 144A 1.450000% 01/08/2026
04685A2U4
2560000.00000000
PA
USD
2292741.07000000
0.435553963217
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
DEVON FINANCING COMPANY, L.L.C.
N/A
DEVON ENERGY CORP 7.875000% 09/30/2031
25179SAD2
340000.00000000
PA
USD
363612.72000000
0.069075816429
Long
DBT
CORP
US
N
2
2031-09-30
Fixed
7.87500000
N
N
N
N
N
N
BPR TRUST
N/A
BPR TRUST 2023-BRK2 BPR 2023-BRK2 A
05610WAA8
2100000.00000000
PA
USD
2080616.79000000
0.395256534058
Long
ABS-MBS
US
Y
2
2028-11-05
Floating
7.14647520
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2020-CBM MORTGAGE TRUST COMM 2020-CBM D
20049AAG3
275000.00000000
PA
USD
252851.12000000
0.048034341453
Long
ABS-MBS
US
N
2
2037-02-10
Floating
3.63268800
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.500000% 04/30/2028
91282CHA2
6560000.00000000
PA
USD
6209706.23000000
1.179663152670
Long
SN
UST
US
N
2
2028-04-30
Fixed
3.50000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CREDIT FUND
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND 2.350000% 11/22/2024
09261HAH0
3000000.00000000
PA
USD
2854044.81000000
0.542185310178
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
2.35000000
N
N
N
N
N
N
LUXE TRUST
N/A
LUXE TRUST 2021-TRIP LUXE 2021-TRIP E
55066WAJ3
1500000.00000000
PA
USD
1442611.95000000
0.274054214158
Long
ABS-MBS
US
Y
2
2038-10-15
Floating
8.20447920
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC VARIABLE RATE 10/30/2024
172967MT5
1000000.00000000
PA
USD
997280.00000000
0.189454126382
Long
DBT
CORP
US
N
2
2024-10-30
Floating
6.03137160
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
TRUIST BANK 2.636000% 09/17/2029
07330MAC1
2000000.00000000
PA
USD
1844856.66000000
0.350468982453
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
2.63600000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST
N/A
OCTANE RECEIVABLES TRUST 2023-2 OCTL 2023-2A D
67571QAE0
1720000.00000000
PA
USD
1693806.12000000
0.321773783416
Long
ABS-MBS
US
Y
2
2031-06-20
Fixed
7.38000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 0.855000% 02/12/2026
38141GXS8
1100000.00000000
PA
USD
1020237.48000000
0.193815378304
Long
DBT
CORP
US
N
2
2026-02-12
Fixed
0.85500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA9107
36179YDL5
2985615.41000000
PA
USD
2926136.04000000
0.555880542208
Long
DBT
USGA
US
N
2
2053-08-20
Fixed
6.00000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST
N/A
GS MORTGAGE SECURITIES CORPORTATION TRUST 2021-IP GSMS 2021-IP A
36262MAA6
2000000.00000000
PA
USD
1907353.60000000
0.362341579085
Long
ABS-MBS
US
Y
2
2036-10-15
Floating
6.39947880
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 CGCMT 2014-GC21 AS
17322MAY2
2365000.00000000
PA
USD
2301955.25000000
0.437304388797
Long
ABS-MBS
US
N
2
2047-05-10
Fixed
4.02600000
N
N
N
N
N
N
SEACUBE CONTAINER CLIF
N/A
CLI FUNDING VI LLC CLIF 2020-1A A
12563LAN7
1367500.02000000
PA
USD
1178419.48000000
0.223865346838
Long
ABS-MBS
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
GUGGENHEIM MM CLO LTD.
N/A
GUGGENHEIM MM CLO 2021-3 LTD GCF 2021-3A A
40170UAA1
2000000.00000000
PA
USD
1950130.00000000
0.370467848028
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-21
Floating
7.22354040
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-1 D
02530UAG3
2345000.00000000
PA
USD
2279516.34000000
0.433041650056
Long
ABS-MBS
US
Y
2
2029-04-12
Fixed
6.35000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 C
80286FAE3
2500000.00000000
PA
USD
2417572.50000000
0.459268295717
Long
ABS-MBS
US
N
2
2029-11-15
Fixed
5.00000000
N
N
N
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC 1.125000% 03/15/2026
001055BK7
1500000.00000000
PA
USD
1346714.63000000
0.255836519044
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.12500000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST
N/A
CPS AUTO RECEIVABLES TRUST 2023-D CPS 2023-D D
12598VAD6
2050000.00000000
PA
USD
2055018.07000000
0.390393523535
Long
ABS-MBS
US
Y
2
2030-01-15
Fixed
7.80000000
N
N
N
N
N
N
BBCMS TRUST
N/A
BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL A
05548WAA5
2000000.00000000
PA
USD
1849171.20000000
0.351288619271
Long
ABS-MBS
US
N
2
2037-03-15
Floating
6.25401000
N
N
N
N
N
N
WESTGATE RESORTS LLC
N/A
WESTGATE RESORTS 2023-1 LLC WESTR 2023-1A C
96033EAC2
1914677.28000000
PA
USD
1875064.52000000
0.356207595205
Long
ABS-MBS
US
Y
2
2037-12-20
Fixed
7.49000000
N
N
N
N
N
N
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE
969500P04DQJS4BPM574
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 144A 0.375000% 05/27/2024
12802D2E5
1000000.00000000
PA
USD
970254.53000000
0.184320074953
Long
DBT
NUSS
FR
N
2
2024-05-27
Fixed
0.37500000
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2018-K80 MORTGAGE TRUST FREMF 2018-K80 C
30307RAG2
1270000.00000000
PA
USD
1148968.87000000
0.218270589509
Long
ABS-MBS
US
N
2
2050-08-25
Floating
4.23240480
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY FRN VARIABLE RATE 04/30/2025
91282CGY1
3580000.00000000
PA
USD
3583554.37000000
0.680770859248
Long
SN
UST
US
N
2
2025-04-30
Floating
5.55124320
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE COMPANY
CNC20I6IOMGF7KY49D67
LIBERTY MUTUAL INSURANCE CO 144A 7.875000% 10/15/2026
53079QAC1
1250000.00000000
PA
USD
1250395.13000000
0.237538622038
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
7.87500000
N
N
N
N
N
N
Keybank National Association
HUX2X73FUCYHUVH1BK78
KEYBANK NA/CLEVELAND OH 4.150000% 08/08/2025
49327M3E2
1250000.00000000
PA
USD
1162390.19000000
0.220820249039
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.15000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.000000% 02/29/2028
91282CGP0
3170000.00000000
PA
USD
3066479.69000000
0.582541744282
Long
SN
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2022-1 GCAR 2022-1A D
36263XAG8
4080000.00000000
PA
USD
3837561.91000000
0.729024886788
Long
ABS-MBS
US
Y
2
2028-01-18
Fixed
3.97000000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP 4.150000% 08/05/2032
458140CA6
1000000.00000000
PA
USD
888289.41000000
0.168749091675
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
4.15000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-4 D
02530TAG6
500000.00000000
PA
USD
474400.00000000
0.090122169857
Long
ABS-MBS
US
Y
2
2028-02-14
Fixed
1.82000000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
HYDRO-QUEBEC 8.050000% 07/07/2024
448814EJ8
500000.00000000
PA
USD
506601.92000000
0.096239595877
Long
DBT
NUSS
CA
N
2
2024-07-07
Fixed
8.05000000
N
N
N
N
N
N
DIAMONDBACK ENERGY, INC.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC 6.250000% 03/15/2033
25278XAV1
1690000.00000000
PA
USD
1668079.89000000
0.316886549710
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 CGCMT 2014-GC21 C
17322MBA3
3400000.00000000
PA
USD
2894872.20000000
0.549941324040
Long
ABS-MBS
US
N
2
2047-05-10
Floating
4.78000080
N
N
N
N
N
N
SUNNOVA HELIOS ISSUER LLC
N/A
SUNNOVA HELIOS XII ISSUER LLC SNVA 2023-B A
86745YAA2
982678.92000000
PA
USD
929765.10000000
0.176628263638
Long
ABS-MBS
US
Y
2
2050-08-22
Fixed
5.30000000
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2017-K70 MORTGAGE TRUST FREMF 2017-K70 C
35708VAU6
1800000.00000000
PA
USD
1621705.32000000
0.308076733364
Long
ABS-MBS
US
N
2
2049-12-25
Floating
3.80927520
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.125000% 07/31/2028
91282CHQ7
11570000.00000000
PA
USD
11228775.36000000
2.133139966881
Long
SN
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
SOUTH DAKOTA HSG DEV AUTH
N/A
SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY
83756CY90
240000.00000000
PA
USD
233356.20000000
0.044330874986
Long
DBT
MUN
US
N
2
2053-05-01
Fixed
5.46000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.100000% 12/01/2028
29273VAS9
1955000.00000000
PA
USD
1931209.41000000
0.366873487518
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.10000000
N
N
N
N
N
N
Spirit Airlines Pass Through Trusts
N/A
SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A 3.650000% 02/15/2030
84858XAA2
906058.17100000
PA
USD
761966.29000000
0.144751381562
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.65000000
N
N
N
N
N
N
ONE MARKET PLAZA TRUST
N/A
ONE MARKET PLAZA TRUST 2017-1MKT OMPT 2017-1MKT C
68245HAE4
500000.00000000
PA
USD
412500.00000000
0.078362974423
Long
ABS-MBS
US
N
2
2032-02-10
Fixed
4.01630000
N
N
N
N
N
N
VIVINT SOLAR FINANCING V LLC
N/A
VIVINT SOLAR FINANCING V LLC VSLR 2018-1A B
92854VAB1
253246.15500000
PA
USD
232283.15000000
0.044127026769
Long
ABS-MBS
US
N
2
2048-04-30
Fixed
7.37000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY FRN VARIABLE RATE 07/31/2024
91282CFD8
20100000.00000000
PA
USD
20105338.36000000
3.819428159206
Long
SN
UST
US
N
2
2024-07-31
Floating
5.41924200
N
N
N
N
N
N
SOUTHERN POWER COMPANY
5LADC78JBG2BMZD5XF57
SOUTHERN POWER CO 0.900000% 01/15/2026
843646AW0
1000000.00000000
PA
USD
895754.87000000
0.170167311435
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.90000000
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP 5.700000% 04/01/2028
26884LAQ2
500000.00000000
PA
USD
486448.46000000
0.092411026010
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 144A 6.301000% 09/22/2034
225401BG2
490000.00000000
PA
USD
464141.41000000
0.088173336825
Long
DBT
NUSS
CH
N
2
2034-09-22
Fixed
6.30100000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
JPN BANK FOR INT'L COOP 4.375000% 10/05/2027
471048CU0
1000000.00000000
PA
USD
971869.16000000
0.184626807582
Long
DBT
NUSS
JP
N
2
2027-10-05
Fixed
4.37500000
N
N
N
N
N
N
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REV
N/A
CALIFORNIA CMNTY CHOICE FING A CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY
13013JBN5
825000.00000000
PA
USD
817156.73000000
0.155235956200
Long
DBT
MUN
US
N
2
2029-08-01
Fixed
5.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4806
31418EKU3
8889768.17000000
PA
USD
8202178.83000000
1.558174860288
Long
DBT
USGA
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO MTN 4.540000% 08/15/2026
95000U3C5
1000000.00000000
PA
USD
968999.90000000
0.184081731829
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.54000000
N
N
N
N
N
N
FREMF MORTGAGE TRUST
N/A
FREMF 2019-K88 MORTGAGE TRUST FREMF 2019-K88 C
302971AT3
1500000.00000000
PA
USD
1344608.55000000
0.255436425243
Long
ABS-MBS
US
N
2
2052-02-25
Floating
4.38242760
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD8268
3132DWFH1
8081510.23000000
PA
USD
7673028.28000000
1.457651682069
Long
DBT
USGA
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-C62 WFCM 2022-C62 D
95003MBD9
2000000.00000000
PA
USD
883239.40000000
0.167789736998
Long
ABS-MBS
US
Y
2
2055-04-15
Fixed
2.50000000
N
N
N
N
N
N
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST
N/A
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-3 GOOD 2022-3CS B
38237TAB7
500000.00000000
PA
USD
412900.00000000
0.078438962761
Long
ABS-MBS
US
Y
2
2049-07-20
Fixed
5.50000000
N
N
N
N
N
N
CVS LEASE BACKED PASS THROUGH SERIES TRUST
N/A
CVS PASS-THROUGH TRUST 6.036000% 12/10/2028
126650BP4
1399816.65570000
PA
USD
1384476.57000000
0.263010186774
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.03600000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC 6.350000% 11/15/2028
15089QAW4
1790000.00000000
PA
USD
1748533.92000000
0.332170469941
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.35000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 1.530000% 12/06/2025
06051GKE8
1000000.00000000
PA
USD
944248.48000000
0.179379683605
Long
DBT
CORP
US
N
2
2025-12-06
Fixed
1.53000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 144A 2.045000% 10/19/2027
05583JAK8
1000000.00000000
PA
USD
872619.13000000
0.165772195309
Long
DBT
NUSS
FR
N
2
2027-10-19
Fixed
2.04500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.000000% 06/30/2028
91282CHK0
3280000.00000000
PA
USD
3167890.62000000
0.601806864558
Long
SN
UST
US
N
2
2028-06-30
Fixed
4.00000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CREDIT FUND
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND 2.625000% 12/15/2026
09261HAD9
2625000.00000000
PA
USD
2247106.31000000
0.426884689203
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK MTN 2.875000% 06/13/2025
29878TDB7
2000000.00000000
PA
USD
1925207.26000000
0.365733253998
Long
DBT
NUSS
XX
N
2
2025-06-13
Fixed
2.87500000
N
N
N
N
N
N
BBCMS TRUST
N/A
BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL C
05548WAE7
1900000.00000000
PA
USD
1524750.95000000
0.289658229567
Long
ABS-MBS
US
N
2
2037-03-15
Floating
6.65300880
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.014000% 01/25/2026
17327CAN3
1284000.00000000
PA
USD
1212250.03000000
0.230292165079
Long
DBT
CORP
US
N
2
2026-01-25
Fixed
2.01400000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST
N/A
CPS AUTO RECEIVABLES TRUST 2023-A CPS 2023-A D
12664LAD7
1800000.00000000
PA
USD
1757825.10000000
0.333935523276
Long
ABS-MBS
US
Y
2
2029-04-16
Fixed
6.44000000
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST
N/A
FLAGSHIP CREDIT AUTO TRUST 2022-2 FCAT 2022-2 D
33844XAL2
740000.00000000
PA
USD
705262.18000000
0.133979253752
Long
ABS-MBS
US
Y
2
2028-04-17
Fixed
5.80000000
N
N
N
N
N
N
FIVE MORTGAGE TRUST
N/A
FIVE 2023-V1 MORTGAGE TRUST F1VE 2023-V1 C
337964AG5
1440000.00000000
PA
USD
1286905.68000000
0.244474562149
Long
ABS-MBS
US
N
2
2056-02-10
Floating
6.40448640
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2023-ML18 XCA
3137HASR8
23675000.00000000
PA
USD
2367317.70000000
0.449721348791
Long
DBT
USGA
US
N
2
2037-09-25
Floating
1.50770160
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.875000% 08/15/2033
91282CHT1
6820000.00000000
PA
USD
6277596.88000000
1.192560396960
Long
SN
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
INT DEVELOPMENT FIN CORP 1.790000% 10/15/2029
90376PAD3
284302.14000000
PA
USD
253197.92000000
0.048100223342
Long
DBT
USGA
US
N
2
2029-10-15
Fixed
1.79000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY CO LLC 0.550000% 10/01/2025
68233JBZ6
1000000.00000000
PA
USD
908549.24000000
0.172597868742
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.55000000
N
N
N
N
N
N
ONE MARKET PLAZA TRUST
N/A
ONE MARKET PLAZA TRUST 2017-1MKT OMPT 2017-1MKT D
68245HAG9
1000000.00000000
PA
USD
785000.00000000
0.149127114962
Long
ABS-MBS
US
N
2
2032-02-10
Fixed
4.14550000
N
N
N
N
N
N
OPORTUN FUNDING LLC
N/A
OPORTUN ISSUANCE TRUST 2022-3 OPTN 2022-3 A
68378PAA3
591920.95000000
PA
USD
591804.82000000
0.112425662965
Long
ABS-MBS
US
Y
2
2030-01-08
Fixed
7.45100000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA8647
36179XTC0
4385883.89000000
PA
USD
4087412.61000000
0.776489235913
Long
DBT
USGA
US
N
2
2053-02-20
Fixed
5.00000000
N
N
N
N
N
N
GOLUB CAPITAL BDC, INC.
2549005WE0QLGK9APF78
GOLUB CAPITAL BDC INC 2.500000% 08/24/2026
38173MAB8
1610000.00000000
PA
USD
1407785.85000000
0.267438270440
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
2.50000000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST
N/A
CPS AUTO RECEIVABLES TRUST 2022-C CPS 2022-C D
12664DAG8
500000.00000000
PA
USD
489494.70000000
0.092989722803
Long
ABS-MBS
US
Y
2
2030-04-15
Fixed
6.45000000
N
N
N
N
N
N
AVANGRID, INC.
549300OX0Q38NLSKPB49
AVANGRID INC 3.800000% 06/01/2029
05351WAB9
2000000.00000000
PA
USD
1758993.12000000
0.334157413025
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
BGC GROUP, INC.
2549001IGRCG4F0RLD36
BGC GROUP INC 8.000000% 05/25/2028
088929AC8
910000.00000000
PA
USD
886625.25000000
0.168432949790
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
8.00000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INCORPORATED
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 6.208000% 08/21/2029
446150BC7
1360000.00000000
PA
USD
1308092.39000000
0.248499419395
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
6.20800000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS, LLC
N/A
MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECT 6.500000% 06/20/2027
599191AA1
2527500.00000000
PA
USD
2496978.42000000
0.474353105603
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
KATAYMA CLO LTD
N/A
KATAYMA CLO I LTD KTAMA 2023-1A A1
48585JAA8
2880000.00000000
PA
USD
2880000.00000000
0.547116039608
Long
ABS-CBDO
CORP
JE
N
2
2036-10-20
Floating
0.00000000
N
N
N
N
N
N
WEIR GROUP PLC(THE)
549300KDR56WHY9I3D10
WEIR GROUP PLC/THE 144A 2.200000% 05/13/2026
94876QAA4
1000000.00000000
PA
USD
897384.68000000
0.170476927821
Long
DBT
NUSS
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
SAN DIEGO GAS & ELECTRIC COMPANY
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS & ELECTRIC CO 4.950000% 08/15/2028
797440CE2
1000000.00000000
PA
USD
964568.37000000
0.183239870321
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.95000000
N
N
N
N
N
N
CPTS MORTGAGE TRUST
N/A
CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT B
12654YAE9
1000000.00000000
PA
USD
739926.60000000
0.140564482983
Long
ABS-MBS
US
N
2
2039-11-13
Floating
2.99679840
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 3.559000% 04/23/2027
06051GHT9
1750000.00000000
PA
USD
1634435.62000000
0.310495119239
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.55900000
N
N
N
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP INTEREST
N/A
1829843.46000000
PA
USD
1829843.46000000
0.347616912131
Long
STIV
US
N
2
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3 EART 2022-3A D
30166YAF9
2070000.00000000
PA
USD
2032537.35000000
0.386122842114
Long
ABS-MBS
US
N
2
2028-09-15
Fixed
6.76000000
N
N
N
N
N
N
BLUE OWL CAPITAL CORPORATION
2549000BD79OOCPF2L94
BLUE OWL CAPITAL CORP 3.750000% 07/22/2025
69121KAC8
2075000.00000000
PA
USD
1938456.66000000
0.368250253740
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN ZERO COUPON 03/31/2027
45906M3A7
2500000.00000000
PA
USD
2221420.00000000
0.422005039134
Long
DBT
NUSS
XX
N
2
2027-03-31
Fixed
0.00000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2023-2 GCAR 2023-2A D
379928AJ3
430000.00000000
PA
USD
420010.46000000
0.079789742871
Long
ABS-MBS
US
Y
2
2029-03-15
Fixed
6.31000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022- ACAR 2022-2 D
02530BAG5
3400000.00000000
PA
USD
3298833.68000000
0.626682228586
Long
ABS-MBS
US
Y
2
2028-06-13
Fixed
4.85000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA 144A 5.700000% 05/23/2028
28504DAB9
1800000.00000000
PA
USD
1762281.00000000
0.334782014374
Long
DBT
NUSS
FR
N
2
2028-05-23
Fixed
5.70000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-3 D
025286AD7
2200000.00000000
PA
USD
2095300.46000000
0.398046003286
Long
ABS-MBS
US
Y
2
2027-11-15
Fixed
1.34000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4 EART 2022-4A D
30166BAF9
505000.00000000
PA
USD
490568.62000000
0.093193736295
Long
ABS-MBS
US
N
2
2028-12-15
Fixed
5.98000000
N
N
N
N
N
N
RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED
N/A
HOME EQUITY LOAN TRUST 2006-HSA2 RFMS2 2006-HSA2 AI3
76110VTP3
40889.10000000
PA
USD
1493.02000000
0.000283630274
Long
ABS-MBS
US
N
2
2036-03-25
Floating
4.56485040
N
N
N
N
N
N
SOUTHERN POWER COMPANY
5LADC78JBG2BMZD5XF57
SOUTHERN POWER CO 4.150000% 12/01/2025
843646AM2
1000000.00000000
PA
USD
965393.90000000
0.183396696954
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.15000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC
N/A
HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A B
42806MAB5
1500000.00000000
PA
USD
1427358.15000000
0.271156436851
Long
ABS-MBS
US
Y
2
2025-12-26
Fixed
1.56000000
N
N
N
N
N
N
SHOPS AT CRYSTALS TRUST
N/A
SHOPS AT CRYSTALS TRUST 2016-CSTL SHOPS 2016-CSTL A
82510WAA8
1018000.00000000
PA
USD
919091.53000000
0.174600596503
Long
ABS-MBS
US
N
2
2036-07-05
Fixed
3.12550000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 1.512000% 07/20/2027
61747YEC5
2750000.00000000
PA
USD
2414216.09000000
0.458630675666
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
LIFE MORTGAGE TRUST
N/A
LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR C
53218CAE0
737227.60000000
PA
USD
711343.61000000
0.135134548161
Long
ABS-MBS
US
Y
2
2038-03-15
Floating
6.54847920
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.125000% 08/31/2027
91282CFH9
685000.00000000
PA
USD
643498.63000000
0.122245979840
Long
SN
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
MOSAIC SOLAR LOAN TRUST
N/A
MOSAIC SOLAR LOAN TRUST 2023-2 MSAIC 2023-2A C
61945WAC3
1000000.00000000
PA
USD
922484.30000000
0.175245123894
Long
ABS-MBS
US
Y
2
2053-09-22
Fixed
8.18000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC 5.700000% 09/15/2048
744320BF8
2115000.00000000
PA
USD
1895164.57000000
0.360026018730
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.875000% 06/13/2025
87165BAS2
1200000.00000000
PA
USD
1137931.19000000
0.216173752090
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
CHICAGO ILL HSG AUTH
N/A
CHICAGO IL HSG AUTH CHICAGO HOUSING AUTHORITY
16753QAZ0
500000.00000000
PA
USD
480202.25000000
0.091224428205
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
3.82200000
N
N
N
N
N
N
NongHyup Bank
988400GSDJCW3LKJBD20
NONGHYUP BANK MTN 4.875000% 07/03/2028
65540JAK4
660000.00000000
PA
USD
635137.20000000
0.120657551900
Long
DBT
NUSS
KR
N
2
2028-07-03
Fixed
4.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.625000% 03/31/2028
91282CGT2
1770000.00000000
PA
USD
1685095.31000000
0.320118983461
Long
SN
UST
US
N
2
2028-03-31
Fixed
3.62500000
N
N
N
N
N
N
LIBERTY UTILITIES FINANCE GP1
N/A
LIBERTY UTILITIES FINANCE GP 1 144A 2.050000% 09/15/2030
531546AB5
1000000.00000000
PA
USD
754867.96000000
0.143402905799
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 D
02530EAG9
1450000.00000000
PA
USD
1425931.45000000
0.270885405443
Long
ABS-MBS
US
Y
2
2029-10-12
Fixed
6.82000000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG CHEM LTD 144A 3.250000% 10/15/2024
501955AA6
700000.00000000
PA
USD
681811.82000000
0.129524368998
Long
DBT
NUSS
KR
N
2
2024-10-15
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.500000% 01/31/2028
91282CGH8
3380000.00000000
PA
USD
3205982.80000000
0.609043268260
Long
SN
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
GAM RE-REMIC TRUST
N/A
GAM RE-REMIC TRUST 2021-FRR2 GAM 2021-FRR2 BK44
36459TAC0
1570000.00000000
PA
USD
1432565.97000000
0.272145770827
Long
ABS-MBS
US
Y
2
2051-09-27
Floating
1.71000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-2 WLAKE 2022-2A D
96042VAG4
1255000.00000000
PA
USD
1224088.72000000
0.232541171047
Long
ABS-MBS
US
Y
2
2027-09-15
Fixed
5.48000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2022-HC MORTGAGE TRUST COMM 2022-HC A
12659DAA8
386000.00000000
PA
USD
324637.73000000
0.061671704564
Long
ABS-MBS
US
Y
2
2039-01-10
Fixed
2.81900000
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2014-C20 AS
46642CBN9
1170000.00000000
PA
USD
1142243.04000000
0.216992877887
Long
ABS-MBS
US
N
2
2047-07-15
Fixed
4.04320000
N
N
N
N
N
N
HUDSON YARDS MORTGAGE TRUST
N/A
HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY D
44421MAJ9
1500000.00000000
PA
USD
1088144.10000000
0.206715656429
Long
ABS-MBS
US
N
2
2041-12-10
Floating
2.94279840
N
N
N
N
N
N
2023-10-31
Catholic Responsible Investments Funds
Paul Ainslie
Paul Ainslie
CCO