0001752724-24-149809.txt : 20240628
0001752724-24-149809.hdr.sgml : 20240628
20240628110304
ACCESSION NUMBER: 0001752724-24-149809
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240628
DATE AS OF CHANGE: 20240628
PERIOD START: 20241031
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: 241082651
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
2024-10-31
2024-04-30
N
585187644.07
2222451.68
582965192.39
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
103.84000000
USD
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 C
46644FAK7
1750000.00000000
PA
USD
1636781.48000000
0.280768303385
Long
ABS-MBS
US
N
2
2048-10-15
Floating
4.26990240
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST
N/A
OCTANE RECEIVABLES TRUST 2023-1 OCTL 2023-1A D
67571BAD5
1080000.00000000
PA
USD
1109347.49000000
0.190293949704
Long
ABS-MBS
US
Y
2
2030-03-20
Fixed
7.76000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 2.375000% 05/24/2027
298785HM1
1253000.00000000
PA
USD
1162946.80000000
0.199488205330
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
0.000004020823
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
2015405.20000000
0.345716215360
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
493393.08600000
PA
USD
368591.57000000
0.063227028785
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
662512.73000000
0.113645332285
Long
DBT
NUSS
XX
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
NUVEEN, LLC
N/A
NUVEEN LLC 144A 5.550000% 01/15/2030
67080LAC9
980000.00000000
PA
USD
972451.41000000
0.166811230360
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.55000000
N
N
N
N
N
N
HUDSON YARDS MORTGAGE TRUST
N/A
HUDSON YARDS 2016-10HY MORTGAGE TRUST HY 2016-10HY A
44421LAA0
1000000.00000000
PA
USD
925572.40000000
0.158769753680
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
931029.96000000
0.159705926211
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
500000.00000000
PA
USD
400247.25000000
0.068657143723
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
485996.07000000
0.083366224320
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
707179.69000000
0.121307360925
Long
ABS-MBS
US
Y
2
2036-11-15
Floating
6.69200040
N
N
N
N
N
N
DEERFIELD ILL
N/A
DEERFIELD IL VILLAGE OF DEERFIELD IL
244415JP1
1250000.00000000
PA
USD
1207994.63000000
0.207215567201
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
4.00000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP LLC 144A 6.375000% 07/15/2030
05366DAA6
1300000.00000000
PA
USD
1316732.76000000
0.225868161116
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.37500000
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
981155.17000000
0.168304245743
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
975800.99000000
0.167385806689
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
2165000.00000000
PA
USD
2036603.35000000
0.349352478773
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
670366.80000000
0.114992594540
Long
ABS-MBS
US
Y
2
2029-08-15
Fixed
6.58000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN ZERO COUPON 03/31/2028
459058KR3
1000000.00000000
PA
USD
949512.00000000
0.162876276730
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
1250757.48000000
0.214550970851
Long
ABS-MBS
US
N
2
2049-12-10
Floating
4.03200000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK MTN 1.750000% 08/14/2026
045167DR1
1000000.00000000
PA
USD
928963.45000000
0.159351443641
Long
DBT
NUSS
XX
N
2
2026-08-14
Fixed
1.75000000
N
N
N
N
N
N
GAM RE-REMIC TRUST
N/A
GAM RE-REMIC TRUST 2021-FRR2 GAM 2021-FRR2 AK44
36459TAA4
2940000.00000000
PA
USD
2823026.81000000
0.484253064651
Long
ABS-MBS
US
Y
2
2051-09-27
Floating
1.95999840
N
N
N
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP INTEREST
N/A
729.36000000
PA
USD
729.36000000
0.000125112100
Long
STIV
US
N
1
N
N
N
JERSEY MIKES FUNDING LLC
N/A
JERSEY MIKE'S FUNDING LLC JMIKE 2019-1A A2
476681AA9
1637625.00000000
PA
USD
1551453.17000000
0.266131355740
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
2317250.00000000
0.397493714933
Long
ABS-MBS
US
Y
2
2038-09-15
Floating
7.94098080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.375000% 11/30/2028
91282CJN2
1195000.00000000
PA
USD
1176374.80000000
0.201791601858
Long
SN
UST
US
N
2
2028-11-30
Fixed
4.37500000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 C
14686KAD9
244267.13000000
PA
USD
229238.69000000
0.039322877762
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
411415.10300000
PA
USD
410772.27000000
0.070462572270
Long
ABS-MBS
US
Y
2
2038-07-15
Floating
6.81548040
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
681103.82000000
0.116834388895
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
919925.54000000
PA
USD
897474.48000000
0.153949925607
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
5750000.00000000
PA
USD
5385234.38000000
0.923766024163
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
1655757.42000000
0.284023375943
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
2340000.00000000
PA
USD
1999784.36000000
0.343036666014
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
486556.85000000
0.083462418743
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
945459.90000000
PA
USD
825523.21000000
0.141607632973
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
998811.36000000
0.171332932572
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
942596.94000000
0.161690089271
Long
ABS-MBS
US
N
2
2031-03-17
Fixed
6.69000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4733
31418EHK9
4853280.85000000
PA
USD
4474125.66000000
0.767477324273
Long
DBT
USGA
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
BLUE OWL CREDIT INCOME CORP.
5493003I42XBWPE05N35
BLUE OWL CREDIT INCOME CORP 144A 7.750000% 01/15/2029
69120VAU5
955000.00000000
PA
USD
971743.04000000
0.166689718817
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.75000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA8879
36179X2L9
5930990.90000000
PA
USD
5820102.90000000
0.998361990728
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
1000400.00000000
0.171605442839
Long
DBT
NUSS
XX
N
2
2024-06-17
Floating
5.74300080
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
AID-JORDAN 3.000000% 06/30/2025
418097AF8
1000000.00000000
PA
USD
964046.02000000
0.165369396421
Long
DBT
NUSS
US
N
2
2025-06-30
Fixed
3.00000000
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
964050.00000000
0.165370079137
Long
ABS-MBS
US
Y
2
2027-12-15
Fixed
2.31000000
N
N
N
N
N
N
AVENTURA MALL VENTURE
N/A
AVENTURA MALL TRUST AVMT 2018-AVM D
05359AAJ2
1500000.00000000
PA
USD
1272213.75000000
0.218231511350
Long
ABS-MBS
US
N
2
2040-07-05
Floating
4.24939680
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.000000% 08/15/2052
912810TJ7
5970000.00000000
PA
USD
4310293.37000000
0.739374052905
Long
DBT
UST
US
N
1
2052-08-15
Fixed
3.00000000
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
2416859.35000000
0.414580386882
Long
DBT
NUSS
IE
N
2
2029-09-20
Fixed
4.39500000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO MASTER ISSUER LLC SPRO 2019-1A A2
817743AA5
1719000.00000000
PA
USD
1617020.84000000
0.277378625878
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
993902.60000000
0.170490899452
Long
ABS-MBS
US
Y
2
2028-04-17
Fixed
6.15000000
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
794954.14000000
0.136363911666
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
1212867.70000000
0.208051478172
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
1155950.10000000
0.198288013605
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
1452618.30000000
0.249177535633
Long
ABS-MBS
US
N
2
2048-08-25
Floating
3.77100000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST
N/A
TESLA AUTO LEASE TRUST 2023-A TESLA 2023-A A2
88167PAB4
798270.22000000
PA
USD
799009.50000000
0.137059555258
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
1094124.59000000
0.187682661723
Long
ABS-MBS
US
N
2
2049-11-25
Floating
3.79206720
N
N
N
N
N
N
DISTRICT COLUMBIA REV
N/A
DIST OF COLUMBIA REVENUE DISTRICT OF COLUMBIA
25483VA79
500000.00000000
PA
USD
491528.25000000
0.084315196930
Long
DBT
MUN
US
N
2
2025-02-28
Fixed
3.85000000
N
N
N
N
N
N
FRONTIER ISSUER LLC
N/A
FRONTIER ISSUER LLC FYBR 2023-1 A2
35910EAA2
1000000.00000000
PA
USD
998556.00000000
0.171289128928
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
428890.95000000
0.073570593167
Long
ABS-MBS
US
Y
2
2054-11-20
Fixed
5.55000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
BELROSE FUNDING TRUST 144A 2.330000% 08/15/2030
080807AA8
3335000.00000000
PA
USD
2590653.65000000
0.444392509847
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
NJ TRUST
N/A
NJ TRUST 2023-GSP NJ 2023-GSP A
65486XAA1
1500000.00000000
PA
USD
1528749.90000000
0.262236908816
Long
ABS-MBS
US
Y
2
2029-01-06
Floating
6.69678120
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
0.145806303891
Long
DBT
MUN
US
N
2
2033-07-01
Floating
5.43000162
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
415415.54000000
0.071259064078
Long
ABS-MBS
US
N
2
2043-01-05
Fixed
3.87200000
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
499108.76000000
0.085615533571
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
48465574.68000000
8.313630953042
Long
SN
UST
US
N
2
2025-01-31
Floating
5.52574440
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
920575.24000000
0.157912556704
Long
DBT
NUSS
XX
N
2
2026-04-21
Fixed
1.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA9171
36179YFL3
4627195.85000000
PA
USD
4540684.08000000
0.778894544524
Long
DBT
USGA
US
N
2
2053-09-20
Fixed
5.50000000
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
795853.21000000
0.136518135283
Long
ABS-MBS
US
N
2
2051-04-25
Floating
4.40301960
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
974491.08000000
0.167161108882
Long
DBT
NUSS
FR
N
2
2025-05-17
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.875000% 04/30/2026
91282CKK6
580000.00000000
PA
USD
578119.53000000
0.099168790443
Long
SN
UST
US
N
2
2026-04-30
Fixed
4.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.375000% 12/15/2026
91282CJP7
1335000.00000000
PA
USD
1316643.75000000
0.225852892623
Long
SN
UST
US
N
2
2026-12-15
Fixed
4.37500000
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
1949745.16000000
0.334453100365
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
918182.81000000
0.157502166850
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
2651975.10000000
PA
USD
2444793.52000000
0.419372125799
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
3486036.60000000
0.597983661032
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
2850223.51000000
PA
USD
2850223.51000000
0.488918300304
Long
STIV
US
N
1
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 04/12/2027
4581X0ED6
1000000.00000000
PA
USD
998470.00000000
0.171274376761
Long
DBT
NUSS
XX
N
2
2027-04-12
Floating
5.63310000
N
N
N
N
N
N
AVANGRID, INC.
549300OX0Q38NLSKPB49
AVANGRID INC 3.150000% 12/01/2024
05351WAA1
1000000.00000000
PA
USD
983591.67000000
0.168722195225
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
187274.62000000
PA
USD
183394.61000000
0.031458929691
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
436651.45000000
0.074901804721
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
1002230.00000000
0.171919355234
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
919641.55000000
0.157752394483
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
1001546.40000000
0.171802092659
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
950254.09000000
0.163003572495
Long
DBT
NUSS
SG
N
2
2026-12-21
Fixed
6.50000000
N
N
N
N
N
N
MOSAIC SOLAR LOAN TRUST
N/A
MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC 2022-1A B
61946QAB7
1156746.36000000
PA
USD
914803.72000000
0.156922528470
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
2879079.24000000
0.493868120701
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
2745145.63000000
0.470893574064
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
2039285.60000000
0.349812583430
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
974758.13000000
0.167206917792
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
253880.30000000
0.043549821381
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
829417.90000000
0.142275715742
Long
ABS-MBS
US
N
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
CF MORTGAGE TRUST
N/A
CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2 CF 2019-CF2 E
12528YAV5
2000000.00000000
PA
USD
1326772.80000000
0.227590397732
Long
ABS-MBS
US
N
2
2052-11-15
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC VARIABLE RATE 01/25/2026
17327CAP8
1000000.00000000
PA
USD
1001838.90000000
0.171852267181
Long
DBT
CORP
US
N
2
2026-01-25
Floating
6.04881360
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.625000% 04/30/2029
91282CKP5
1083000.00000000
PA
USD
1078346.48000000
0.184976134780
Long
SN
UST
US
N
2
2029-04-30
Fixed
4.62500000
N
N
N
N
N
N
CAJUN GLOBAL LLC
N/A
CAJUN GLOBAL LLC CAJUN 2021-1 A2
12803VAA3
1455000.00000000
PA
USD
1309909.87000000
0.224697784207
Long
ABS-MBS
US
Y
2
2051-11-20
Fixed
3.93100000
N
N
N
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE.
N/A
839.00000000
NC
USD
87878695.31000000
15.07443265175
N/A
DIR
US
N
1
CITIGROUP GLOBAL MARKETS
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Jun 2024
2024-07-01
89643063.06000000
USD
-1764367.75000000
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP AS
05610FAB3
2500000.00000000
PA
USD
2459375.00000000
0.421873386628
Long
ABS-MBS
US
Y
2
2039-01-17
Floating
6.81098040
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
1627436.18000000
0.279165240265
Long
ABS-MBS
US
Y
2
2027-04-15
Fixed
1.42000000
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
469829.68000000
PA
USD
460694.26000000
0.079026032088
Long
ABS-MBS
US
N
2
2026-11-16
Fixed
1.13000000
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
3375000.00000000
PA
USD
3185418.49000000
0.546416583971
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
975861.85000000
0.167396246420
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
1.28100000
N
N
N
N
N
N
BMO MORTGAGE TRUST
N/A
BMO 2023-C7 MORTGAGE TRUST BMO 2023-C7 C
05593FAK4
750000.00000000
PA
USD
782276.33000000
0.134189200352
Long
ABS-MBS
US
N
2
2056-12-15
Floating
7.36028280
N
N
N
N
N
N
FAIRFAX CNTY VA ECONOMIC DEV AUTH FAC REV
N/A
FAIRFAX CNTY VA ECON DEV AUTH FAIRFAX COUNTY ECONOMIC DEVELOPMENT AUTHORITY
30382LGY8
1000000.00000000
PA
USD
1000505.50000000
0.171623539974
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.58900000
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
493082.10000000
0.084581739430
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
950474.69000000
PA
USD
915530.39000000
0.157047179137
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
247782.60000000
0.042503841264
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.33900000
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
2430437.89000000
0.416909606564
Long
DBT
NUSS
GB
N
2
2026-08-21
Fixed
1.53200000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.125000% 03/31/2029
91282CKG5
11835000.00000000
PA
USD
11521557.36000000
1.976371404399
Long
SN
UST
US
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
CSMC TRUST
N/A
CSMC 2014-USA OA LLC CSMC 2014-USA A2
12649AAC3
1000000.00000000
PA
USD
867500.10000000
0.148808215537
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
929943.20000000
0.159519506848
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
1574514.67000000
0.270087252301
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
5.50000000
N
N
N
N
N
N
CONSUMERS SECURITIZATION FUNDING LLC
N/A
CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028
21071BAA3
1000000.00000000
PA
USD
996397.78000000
0.170918914715
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.55000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS, LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP 144A 7.250000% 01/15/2029
65342QAM4
1016000.00000000
PA
USD
1029702.79000000
0.176631950490
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.25000000
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
1918836.40000000
0.329151109714
Long
ABS-MBS
US
Y
2
2028-01-18
Fixed
3.14000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-4 C
02530CAE8
3000000.00000000
PA
USD
3040933.50000000
0.521632087077
Long
ABS-MBS
US
Y
2
2030-09-12
Fixed
6.99000000
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
885375.90000000
0.151874573569
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
6341374.11000000
PA
USD
6222813.43000000
1.067441677690
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
907821.73000000
PA
USD
865685.28000000
0.148496907071
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
3.24200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4655
31418EE55
898236.12000000
PA
USD
803757.44000000
0.137874001825
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
880674.71000000
0.151068146348
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
4074369.70000000
0.698904454877
Long
ABS-MBS
US
N
2
2029-04-06
Fixed
8.03000000
N
N
N
N
N
N
BPR TRUST
N/A
BPR TRUST 2023-BRK2 BPR 2023-BRK2 C
05610WAE0
1500000.00000000
PA
USD
1515498.45000000
0.259963797115
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
948857.28000000
0.162763968138
Long
DBT
NUSS
NL
N
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING, LLC
N/A
TERRAFORM POWER OPERATING, LLC 5/21/2029
88103NAL4
2267587.93300000
PA
USD
2259787.43000000
0.387636767940
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
3994183.59000000
PA
USD
3576373.21000000
0.613479716574
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
441562.50000000
0.075744230661
Long
ABS-MBS
US
Y
2
2036-11-15
Floating
7.74000000
N
N
N
N
N
N
CONTINENTAL WIND, LLC
N/A
CONTINENTAL WIND LLC 144A 6.000000% 02/28/2033
212168AA6
983992.00000000
PA
USD
973938.10000000
0.167066252447
Long
DBT
CORP
US
N
2
2033-02-28
Fixed
6.00000000
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
1501536.64000000
0.257568832513
Long
ABS-MBS
US
N
2
2050-07-25
Floating
4.22028360
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP MTN 7.161000% 10/30/2029
89788MAQ5
1965000.00000000
PA
USD
2056911.13000000
0.352836010940
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
706159.30000000
PA
USD
626495.24000000
0.107467006294
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
449062.97000000
0.077030837494
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.04200000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 5.690000% 03/12/2030
06738ECR4
1300000.00000000
PA
USD
1283045.84000000
0.220089613710
Long
DBT
NUSS
GB
N
2
2030-03-12
Fixed
5.69000000
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
13013JDE3
1420000.00000000
PA
USD
1414080.02000000
0.242566801321
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
6.12500000
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
483847.57000000
0.082997677445
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
1311235.45000000
0.224925169995
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
3397811.18000000
PA
USD
3132363.60000000
0.537315716425
Long
DBT
USGA
US
N
2
2052-10-01
Fixed
4.50000000
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
1026341.80000000
0.176055416926
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
1229687.50000000
0.210936693314
Long
ABS-MBS
US
Y
2
2036-09-15
Floating
6.53546160
N
N
N
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU 1.750000% 09/14/2029
500769JD7
1000000.00000000
PA
USD
856637.96000000
0.146944958495
Long
DBT
NUSS
DE
N
2
2029-09-14
Fixed
1.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 0.768000% 08/09/2025
46647PCM6
1000000.00000000
PA
USD
985532.43000000
0.169055107039
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
4128105.60000000
PA
USD
3955248.48000000
0.678470778638
Long
DBT
USGA
US
N
2
2053-03-20
Fixed
5.00000000
N
N
N
N
N
N
TESLA ELECTRIC VEHICLE TRUST
N/A
TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A3
881943AD6
600000.00000000
PA
USD
597915.06000000
0.102564452870
Long
ABS-MBS
US
Y
2
2028-06-20
Fixed
5.38000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4626
31418ED80
11226304.48000000
PA
USD
10052307.18000000
1.724340888825
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
625000.00000000
PA
USD
568388.31000000
0.097499527831
Long
ABS-MBS
US
N
2
2052-05-25
Floating
4.25681640
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA8947
36179X5G7
5373272.30000000
PA
USD
5145025.58000000
0.882561368528
Long
DBT
USGA
US
N
2
2053-06-20
Fixed
5.00000000
N
N
N
N
N
N
Alcoa Nederland Holding B.V.
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING BV 144A 7.125000% 03/15/2031
013822AH4
685000.00000000
PA
USD
693152.19000000
0.118901128068
Long
DBT
NUSS
US
N
2
2031-03-15
Fixed
7.12500000
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
2072007.02000000
0.355425512028
Long
ABS-MBS
US
Y
2
2026-08-17
Fixed
3.44000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.250000% 02/28/2029
91282CKD2
4260000.00000000
PA
USD
4171471.88000000
0.715561054837
Long
SN
UST
US
N
2
2029-02-28
Fixed
4.25000000
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
2417166.38000000
0.414633053834
Long
DBT
NUSS
XX
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
NHP FOUNDATION (THE)
N/A
NHP FOUNDATION/THE 5.850000% 12/01/2028
62925MAA1
250000.00000000
PA
USD
252043.57000000
0.043234754542
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
1691422.99000000
0.290141334693
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
1337187.50000000
PA
USD
1119575.48000000
0.192048426666
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
1472999.20000000
PA
USD
1430277.95000000
0.245345342855
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
951803.93000000
0.163269427133
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.15000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 EART 2023-4A D
30166TAF0
2400000.00000000
PA
USD
2432206.80000000
0.417213039774
Long
ABS-MBS
US
N
2
2029-12-17
Fixed
6.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.625000% 02/15/2029
9128286B1
6500000.00000000
PA
USD
5911953.13000000
1.014117687843
Long
SN
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.500000% 04/15/2027
91282CKJ9
138000.00000000
PA
USD
136555.31000000
0.023424264738
Long
SN
UST
US
N
2
2027-04-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP INTEREST
N/A
5802511.15000000
PA
USD
5802511.15000000
0.995344357732
Long
STIV
US
N
1
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 2.125000% 04/13/2026
298785HD1
500000.00000000
PA
USD
472535.03000000
0.081057160216
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
569351.72000000
0.097664788126
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
905708.40000000
0.155362346126
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
3.25800000
N
N
N
N
N
N
RWE FINANCE US, LLC
529900J7MYLKI84UP772
RWE FINANCE US LLC 144A 5.875000% 04/16/2034
749983AA0
350000.00000000
PA
USD
343231.97000000
0.058876923439
Long
DBT
CORP
DE
N
2
2034-04-16
Fixed
5.87500000
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
222277.58000000
0.038128791032
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
558625.32000000
0.095824815493
Long
ABS-MBS
US
Y
2
2048-05-27
Floating
0.69999840
N
N
N
N
N
N
Arab Petroleum Investments Corporation
213800A54KIUYH5YD185
ARAB PETROLEUM INVESTMENTS CORP 144A 5.428000% 05/02/2029
03845EAD4
1000000.00000000
PA
USD
1003750.00000000
0.172180091213
Long
DBT
NUSS
XX
N
2
2029-05-02
Fixed
5.42800000
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
3135444.22000000
0.537844156208
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
4102169.45000000
PA
USD
4025473.77000000
0.690517002138
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
791236.78000000
0.135726247523
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
3843011.38000000
PA
USD
3771161.02000000
0.646892999655
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
498764.40000000
0.085556463149
Long
ABS-MBS
US
Y
2
2028-06-15
Fixed
6.42000000
N
N
N
N
N
N
USAA CAPITAL CORPORATION
5493007XLF4LU3U2W757
USAA CAPITAL CORP 144A 2.125000% 05/01/2030
90327QD55
1825000.00000000
PA
USD
1506794.22000000
0.258470701110
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY FRN VARIABLE RATE 10/31/2025
91282CJD4
6230000.00000000
PA
USD
6237210.54000000
1.069911312273
Long
SN
UST
US
N
2
2025-10-31
Floating
5.49574560
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
479797.77000000
0.082302987599
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
469297.76000000
0.080501849188
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
1402876.20000000
0.240644933576
Long
DBT
CORP
US
N
2
2028-07-31
Fixed
7.46700000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST
N/A
PAGAYA AI DEBT TRUST 2024-3 PAID 2024-3 C
69547XAC6
2120000.00000000
PA
USD
2118626.24000000
0.363422425156
Long
ABS-MBS
US
Y
2
2031-10-15
Fixed
7.29700000
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
442716.42000000
0.075942170438
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
931096.51000000
0.159717341987
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
579697.98000000
0.099439552749
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
1290439.22000000
0.221357850665
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
494384.80000000
0.084805200456
Long
DBT
NUSS
XX
N
2
2026-02-09
Fixed
5.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 144A 1.450000% 01/08/2026
04685A2U4
2560000.00000000
PA
USD
2375060.51000000
0.407410346450
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
379791.49000000
0.065148227537
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
2154737.76000000
0.369616880755
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
262258.07000000
0.044986917473
Long
ABS-MBS
US
N
2
2037-02-10
Floating
3.75377760
N
N
N
N
N
N
Smurfit Kappa Treasury Unlimited Company
635400B3DOXSWFOWJT40
SMURFIT KAPPA TREASURY ULC 144A 5.200000% 01/15/2030
83272GAA9
2250000.00000000
PA
USD
2194942.50000000
0.376513474329
Long
DBT
NUSS
IE
N
2
2030-01-15
Fixed
5.20000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBS COMMERCIAL MORTGAGE TRUST 2017-C3 UBSCM 2017-C3 C
90276GAY8
1500000.00000000
PA
USD
1352572.20000000
0.232015944975
Long
ABS-MBS
US
N
2
2050-08-15
Floating
4.38699960
N
N
N
N
N
N
LUXE TRUST
N/A
LUXE TRUST 2021-TRIP LUXE 2021-TRIP E
55066WAJ3
1500000.00000000
PA
USD
1499982.60000000
0.257302257421
Long
ABS-MBS
US
Y
2
2038-10-15
Floating
8.19447840
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC VARIABLE RATE 10/30/2024
172967MT5
1000000.00000000
PA
USD
1001294.89000000
0.171758949431
Long
DBT
CORP
US
N
2
2024-10-30
Floating
6.04114920
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
TRUIST BANK 2.636000% 09/17/2029
07330MAC1
2000000.00000000
PA
USD
1926337.22000000
0.330437776585
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
3779000.00000000
PA
USD
3871454.37000000
0.664097002794
Long
ABS-MBS
US
Y
2
2031-06-20
Fixed
7.38000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-S1 SDART 2023-S1 R1
80286QAA7
950093.48000000
PA
USD
954096.51000000
0.163662689034
Long
ABS-MBS
US
Y
2
2028-04-18
Fixed
8.14000000
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
1971250.00000000
0.338141972408
Long
ABS-MBS
US
Y
2
2036-10-15
Floating
6.38547840
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 CGCMT 2014-GC21 AS
17322MAY2
2126559.64000000
PA
USD
2101040.92000000
0.360405895142
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
1269805.58000000
PA
USD
1128618.82000000
0.193599692525
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
1983834.00000000
0.340300591852
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-21
Floating
7.13616840
N
N
N
N
N
N
HAT HOLDINGS I LLC
254900YE1WH1XG7Y4E44
HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 144A 8.000000% 06/15/2027
418751AL7
500000.00000000
PA
USD
513141.00000000
0.088022579512
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
8.00000000
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
2331451.06000000
0.399929719721
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
2453214.75000000
0.420816676882
Long
ABS-MBS
US
N
2
2029-11-15
Fixed
5.00000000
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
63609FAD1
1000000.00000000
PA
USD
1000000.00000000
0.171536828108
Long
DBT
MUN
US
N
2
2029-02-01
Floating
5.57999940
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST
N/A
CPS AUTO RECEIVABLES TRUST 2023-D CPS 2023-D D
12598VAD6
3555000.00000000
PA
USD
3679771.26000000
0.631216290103
Long
ABS-MBS
US
Y
2
2030-01-15
Fixed
7.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.250000% 03/15/2027
91282CKE0
2415000.00000000
PA
USD
2373492.19000000
0.407141321811
Long
SN
UST
US
N
2
2027-03-15
Fixed
4.25000000
N
N
N
N
N
N
BBCMS TRUST
N/A
BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL A
05548WAA5
2000000.00000000
PA
USD
1900000.60000000
0.325920076327
Long
ABS-MBS
US
N
2
2037-03-15
Floating
6.24000960
N
N
N
N
N
N
WESTGATE RESORTS LLC
N/A
WESTGATE RESORTS 2023-1 LLC WESTR 2023-1A C
96033EAC2
1685792.14000000
PA
USD
1669104.99000000
0.286312975763
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
996463.07000000
0.170930114354
Long
DBT
NUSS
FR
N
2
2024-05-27
Fixed
0.37500000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST, INC.
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST INC 144A 7.250000% 04/01/2029
85571BBB0
500000.00000000
PA
USD
493806.05000000
0.084705923517
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.25000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY FRN VARIABLE RATE 04/30/2025
91282CGY1
36380000.00000000
PA
USD
36418369.99000000
6.247091672951
Long
SN
UST
US
N
2
2025-04-30
Floating
5.49474480
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
1289421.66000000
0.221183301650
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
1213184.69000000
0.208105853631
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.15000000
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
3935638.99000000
0.675107028923
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
914842.37000000
0.156929158368
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
488678.50000000
0.083826359854
Long
ABS-MBS
US
Y
2
2028-02-14
Fixed
1.82000000
N
N
N
N
N
N
WLB Asset VI Pte. Ltd.
254900M29A8RHZTF4J92
WLB ASSET VI PTE LTD 144A 7.250000% 12/21/2027
ZG6473158
1000000.00000000
PA
USD
967243.82000000
0.165917936889
Long
DBT
NUSS
MU
N
2
2027-12-21
Fixed
7.25000000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
HYDRO-QUEBEC 8.050000% 07/07/2024
448814EJ8
1000000.00000000
PA
USD
1003981.02000000
0.172219719651
Long
DBT
NUSS
CA
N
2
2024-07-07
Fixed
8.05000000
N
N
N
N
N
N
SUNNOVA HELIOS ISSUER LLC
N/A
SUNNOVA HELIOS XII ISSUER LLC SNVA 2023-B A
86745YAA2
960526.88000000
PA
USD
922255.07000000
0.158200709414
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
1657875.24000000
0.284386660068
Long
ABS-MBS
US
N
2
2049-12-25
Floating
3.93960960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.125000% 07/31/2028
91282CHQ7
8490000.00000000
PA
USD
8277086.76000000
1.419825208785
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
236312.30000000
0.040536262384
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
1992565.33000000
0.341798336506
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.10000000
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
235216.83000000
0.040348348935
Long
ABS-MBS
US
N
2
2048-04-30
Fixed
7.37000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS, LTD.
N/A
OCTAGON INVESTMENT PARTNERS 26 LTD OCT26 2016-1A CR
67590YAS9
1000000.00000000
PA
USD
986070.00000000
0.169147320092
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.25468760
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY FRN VARIABLE RATE 07/31/2024
91282CFD8
2650000.00000000
PA
USD
2650047.30000000
0.454580708178
Long
SN
UST
US
N
2
2024-07-31
Floating
5.36274360
N
N
N
N
N
N
SOUTHERN POWER COMPANY
5LADC78JBG2BMZD5XF57
SOUTHERN POWER CO 0.900000% 01/15/2026
843646AW0
1000000.00000000
PA
USD
922102.90000000
0.158174606655
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.90000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1 EART 2024-1A D
30167PAF7
1005000.00000000
PA
USD
990631.92000000
0.169929857379
Long
ABS-MBS
US
N
2
2030-06-17
Fixed
5.84000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK MTN 2.875000% 06/13/2025
N/A
1000000.00000000
PA
USD
973150.90000000
0.166931218656
Long
DBT
NUSS
XX
N
2
2025-06-13
Fixed
2.87500000
N
N
N
N
N
N
Nederlandse Waterschapsbank N.V.
JLP5FSPH9WPSHY3NIM24
NEDERLANDSE WATERSCHAPSBANK NV 144A 4.375000% 02/28/2029
63983TEJ0
400000.00000000
PA
USD
390995.00000000
0.067070042106
Long
DBT
NUSS
NL
N
2
2029-02-28
Fixed
4.37500000
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
976574.38000000
0.167518471556
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
819641.79000000
0.140598752841
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
8144049.72000000
PA
USD
7732598.48000000
1.326425416292
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
983733.94000000
0.168746599769
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
1383198.00000000
0.237269397565
Long
ABS-MBS
US
N
2
2052-02-25
Floating
4.52873160
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
1164449.80000000
0.199746025183
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
414411.45000000
0.071086825664
Long
ABS-MBS
US
Y
2
2049-07-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA9241
36179YHS6
3946242.44000000
PA
USD
3872462.03000000
0.664269853595
Long
DBT
USGA
US
N
2
2053-10-20
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
1274445.17570000
PA
USD
1272156.22000000
0.218221642836
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
1818302.26000000
0.311905802222
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
973936.87000000
0.167066041457
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
908797.62000000
0.155892261126
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
3050000.00000000
PA
USD
2959929.69000000
0.507736950445
Long
SN
UST
US
N
2
2028-06-30
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-1 D
02531AAG6
1630000.00000000
PA
USD
1604386.02000000
0.275211288931
Long
ABS-MBS
US
Y
2
2030-05-13
Fixed
5.86000000
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
2382946.52000000
0.408763087591
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35 WFCM 2016-C35 C
95000FAZ9
1500000.00000000
PA
USD
1386930.30000000
0.237909624468
Long
ABS-MBS
US
N
2
2048-07-15
Floating
4.17600000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK MTN 2.875000% 06/13/2025
29878TDB7
2500000.00000000
PA
USD
2432877.25000000
0.417328046641
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
2400000.00000000
PA
USD
2160000.48000000
0.370519631051
Long
ABS-MBS
US
N
2
2037-03-15
Floating
6.63900840
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.014000% 01/25/2026
17327CAN3
1284000.00000000
PA
USD
1246539.27000000
0.213827392487
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
1798811.64000000
0.308562443089
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
692443.16000000
0.118779503311
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
1523000.00000000
PA
USD
1496355.27000000
0.256680036738
Long
ABS-MBS
US
N
2
2056-02-10
Floating
6.50718000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2023-ML18 XCA
3137HASR8
23523220.05000000
PA
USD
2411911.03000000
0.413731567765
Long
DBT
USGA
US
N
2
2037-09-25
Floating
1.50668280
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.875000% 08/15/2033
91282CHT1
22600000.00000000
PA
USD
21215750.00000000
3.639282460934
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
260964.23000000
PA
USD
235289.48000000
0.040360811086
Long
DBT
USGA
US
N
2
2029-10-15
Fixed
1.79000000
N
N
N
N
N
N
Vistra Zero Opt Co, LLC
N/A
Vistra Zero Opt Co, LLC 3/20/2031
N/A
1000000.00000000
PA
USD
1002880.00000000
0.172030854173
Long
LON
US
N
2
2031-03-20
Floating
8.07870960
N
N
N
N
N
N
State Street Institutional Government Money Market Fund
N/A
State Street Institutional Government Money Market Fund
857492706
101750
PA
USD
101750
0.017453872259
Long
STIV
US
N
1
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY CO LLC 0.550000% 10/01/2025
68233JBZ6
1000000.00000000
PA
USD
932910.91000000
0.160028578408
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.55000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP MTN 2.250000% 04/06/2027
49326EEK5
1015000.00000000
PA
USD
907448.83000000
0.155660893968
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
PALOMINO FUNDING TRUST I
N/A
PALOMINO FUNDING TRUST I 144A 7.233000% 05/17/2028
69754AAA8
2400000.00000000
PA
USD
2476359.70000000
0.424786888192
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
7.23300000
N
N
N
N
N
N
OPORTUN FUNDING LLC
N/A
OPORTUN ISSUANCE TRUST 2022-3 OPTN 2022-3 A
68378PAA3
33719.19000000
PA
USD
33728.55000000
0.005785688483
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
4228339.29000000
PA
USD
4051321.35000000
0.694950814025
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
1473781.70000000
0.252807838141
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
498568.05000000
0.085522781893
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
1821326.12000000
0.312424505575
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
GAM RE-REMIC TRUST
N/A
GAM RE-REMIC TRUST 2021-FRR2 GAM 2021-FRR2 AK74
36459TBL9
1500000.00000000
PA
USD
1103757.15000000
0.189335000512
Long
DBT
USGA
US
N
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INCORPORATED
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 6.208000% 08/21/2029
446150BC7
1360000.00000000
PA
USD
1365203.37000000
0.234182655812
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
2190500.00000000
PA
USD
2194725.96000000
0.376476329744
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
2490000.00000000
PA
USD
2496986.94000000
0.428325219514
Long
ABS-CBDO
CORP
JE
Y
2
2036-10-20
Floating
7.32456000
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
924527.48000000
0.158590511417
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
985120.79000000
0.168984495619
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
811170.30000000
0.139145580317
Long
ABS-MBS
US
N
2
2039-11-13
Floating
3.09669480
N
N
N
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP INTEREST
N/A
3188240.32000000
PA
USD
3188240.32000000
0.546900631739
Long
STIV
US
N
1
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3 EART 2022-3A D
30166YAF9
2070000.00000000
PA
USD
2077244.17000000
0.356323876127
Long
ABS-MBS
US
N
2
2028-09-15
Fixed
6.76000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 6.000000% 11/15/2028
29250NBX2
490000.00000000
PA
USD
497907.89000000
0.085409540140
Long
DBT
NUSS
CA
N
2
2028-11-15
Fixed
6.00000000
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
2012961.15000000
0.345296970775
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
2249957.50000000
0.385950572927
Long
DBT
NUSS
XX
N
2
2027-03-31
Fixed
0.00000000
N
N
N
N
N
N
OMERS Finance Trust
529900M039WCPES03P17
OMERS FINANCE TRUST 3.500000% 04/19/2032
C68012AF7
1000000.00000000
PA
USD
889925.01000000
0.152654913469
Long
DBT
NUSS
CA
N
2
2032-04-19
Fixed
3.50000000
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
428633.80000000
0.073526482471
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
3341462.88000000
0.573183943676
Long
ABS-MBS
US
Y
2
2028-06-13
Fixed
4.85000000
N
N
N
N
N
N
Nederlandse Waterschapsbank N.V.
JLP5FSPH9WPSHY3NIM24
NEDER WATERSCHAPSBANK 1.000000% 05/28/2030
N/A
1500000.00000000
PA
USD
1192431.21000000
0.204545867500
Long
DBT
NUSS
NL
N
2
2030-05-28
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
OWS CRE FUNDING I LLC 144A VARIABLE RATE 09/15/2024
67114QAA2
1219446.85000000
PA
USD
1220079.74000000
0.209288608638
Long
DBT
CORP
US
N
2
2024-09-15
Floating
10.34416080
Y
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
1806694.67000000
0.309914673051
Long
DBT
NUSS
FR
N
2
2028-05-23
Fixed
5.70000000
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
501498.18000000
0.086025407099
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
1354.33000000
0.000232317472
Long
ABS-MBS
US
N
2
2036-03-25
Floating
4.62291840
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST
N/A
OCTANE RECEIVABLES TRUST 2024-1 OCTL 2024-1A D
67571FAE4
1295000.00000000
PA
USD
1278566.84000000
0.219321300257
Long
ABS-MBS
US
Y
2
2030-10-21
Fixed
6.43000000
N
N
N
N
N
N
SOUTHERN POWER COMPANY
5LADC78JBG2BMZD5XF57
SOUTHERN POWER CO 4.150000% 12/01/2025
843646AM2
1000000.00000000
PA
USD
977198.09000000
0.167625460791
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
1469463.60000000
0.252067124964
Long
ABS-MBS
US
Y
2
2025-12-26
Fixed
1.56000000
N
N
N
N
N
N
OAKTREE STRATEGIC CREDIT FUND
N/A
OAKTREE STRATEGIC CREDIT FUND 144A 8.400000% 11/14/2028
67403AAA7
1200000.00000000
PA
USD
1251397.30000000
0.214660723545
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
8.40000000
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
952261.02000000
0.163347834901
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
2510520.62000000
0.430646744054
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
KOREA ELECTRIC POWER CORPORATION
988400QG33WS7JEIV602
KOREA ELECTRIC POWER CORP 144A 4.875000% 01/31/2027
500631BB1
250000.00000000
PA
USD
246083.30000000
0.042212348732
Long
DBT
NUSS
KR
N
2
2027-01-31
Fixed
4.87500000
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
725938.80000000
0.124525239152
Long
ABS-MBS
US
Y
2
2038-03-15
Floating
6.53547960
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
937142.70000000
0.160754486242
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
2053916.26000000
0.352322280440
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA 144A 5.176000% 01/09/2030
05581KAH4
2390000.00000000
PA
USD
2344622.48000000
0.402189103330
Long
DBT
NUSS
FR
N
2
2030-01-09
Fixed
5.17600000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.875000% 06/13/2025
87165BAS2
1200000.00000000
PA
USD
1179892.42000000
0.202395003235
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST
N/A
TESLA AUTO LEASE TRUST 2024-A TESLA 2024-A A3
88166VAD8
1170000.00000000
PA
USD
1162601.04000000
0.199428894756
Long
ABS-MBS
US
Y
2
2027-06-21
Fixed
5.30000000
N
N
N
N
N
N
CHICAGO ILL HSG AUTH
N/A
CHICAGO IL HSG AUTH CHICAGO HOUSING AUTHORITY
16753QAZ0
500000.00000000
PA
USD
488478.65000000
0.083792078219
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
647668.17000000
0.111098943548
Long
DBT
NUSS
KR
N
2
2028-07-03
Fixed
4.87500000
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
788786.81000000
0.135305987440
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
FLORIDA DEV FIN CORP REV
N/A
FLORIDA ST DEV FIN CORP FLORIDA DEVELOPMENT FINANCE CORP
340618DJ3
1000000.00000000
PA
USD
1001864.30000000
0.171856624216
Long
DBT
MUN
US
N
2
2057-07-01
Floating
8.25000120
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
1449875.74000000
0.248707085590
Long
ABS-MBS
US
Y
2
2029-10-12
Fixed
6.82000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-4 E
02530TAJ0
1555000.00000000
PA
USD
1504373.55000000
0.258055467056
Long
ABS-MBS
US
Y
2
2028-02-14
Fixed
3.12000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.750000% 12/31/2028
91282CJR3
3710000.00000000
PA
USD
3555223.44000000
0.609851752113
Long
SN
UST
US
N
2
2028-12-31
Fixed
3.75000000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG CHEM LTD 144A 3.250000% 10/15/2024
501955AA6
700000.00000000
PA
USD
691572.76000000
0.118630197656
Long
DBT
NUSS
KR
N
2
2024-10-15
Fixed
3.25000000
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
1485361.61000000
0.254794219172
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
1239705.06000000
0.212655073781
Long
ABS-MBS
US
Y
2
2027-09-15
Fixed
5.48000000
N
N
N
N
N
N
BBCMS TRUST
N/A
BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024-5C25 C
05554VAG5
925000.00000000
PA
USD
912691.95000000
0.156560282142
Long
ABS-MBS
US
N
2
2057-03-15
Floating
6.64300080
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
346801.04000000
0.059489150386
Long
ABS-MBS
US
Y
2
2039-01-10
Fixed
2.81900000
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
1180823.25000000
0.202554674861
Long
ABS-MBS
US
N
2
2041-12-10
Floating
3.04089480
N
N
N
N
N
N
2024-04-30
Catholic Responsible Investments Funds
Paul Ainslie
Paul Ainslie
CCO