0001752724-24-130132.txt : 20240606
0001752724-24-130132.hdr.sgml : 20240606
20240606163454
ACCESSION NUMBER: 0001752724-24-130132
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20240606
DATE AS OF CHANGE: 20240606
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: THORNBURG INVESTMENT TRUST
CENTRAL INDEX KEY: 0000816153
ORGANIZATION NAME:
IRS NUMBER: 061158764
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05201
FILM NUMBER: 241025967
BUSINESS ADDRESS:
STREET 1: 2300 NORTH RIDGETOP ROAD
CITY: SANTA FE
STATE: NM
ZIP: 87506-8361
BUSINESS PHONE: 5059840200
MAIL ADDRESS:
STREET 1: 2300 NORTH RIDGETOP ROAD
CITY: SANTA FE
STATE: NM
ZIP: 87506-8361
FORMER COMPANY:
FORMER CONFORMED NAME: THORNBURG INCOME TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: LIMITED TERM TRUST
DATE OF NAME CHANGE: 19870816
0000816153
S000011845
Thornburg Limited Term Income Fund
C000032357
Thornburg Limited Term Income Fund - Class A
THIFX
C000032358
Thornburg Limited Term Income Fund - Class C
THICX
C000032359
Thornburg Limited Term Income Fund - Class I
THIIX
C000042668
Thornburg Limited Term Income Fund - Class R3
THIRX
C000113848
Thornburg Limited Term Income Fund - Class R5
THRRX
C000136849
Thornburg Limited Term Income Fund - Class R4
THRIX
C000177478
Thornburg Limited Term Income Fund - Class R6
THRLX
C000222325
Thornburg Limited Term Income Fund - Class C2
THIQX
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-23-116796
0000816153
XXXXXXXX
S000011845
C000113848
C000042668
C000032358
C000136849
C000177478
C000032359
C000032357
C000222325
THORNBURG INVESTMENT TRUST
811-05201
0000816153
5493001XM52H8S4WYY82
2300 NORTH RIDGETOP ROAD
SANTA FE
87506-8361
505-984-0200
Thornburg Limited Term Income Fund
S000011845
549300TTKQL3842TC885
2023-09-30
2023-03-31
N
7388309135.09
31770912.82
7356538222.27
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
574151.09000000
USD
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BN2
7690000.00000000
PA
USD
7720298.60000000
0.104944722187
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.33000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DT4
19470000.00000000
PA
USD
19715906.10000000
0.268005215283
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
5.13000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMP4
31242000.00000000
PA
USD
31322291.94000000
0.425774882065
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.54000000
N
N
N
N
N
N
MISSISSIPPI POWE
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417CC6
6780000.00000000
PA
USD
6707793.00000000
0.091181379030
Long
DBT
CORP
US
N
2
2024-06-28
Floating
5.15000000
N
N
N
N
N
N
EL PASO NATURAL GAS
N/A
El Paso Natural Gas Co LLC
283695BQ6
4068000.00000000
PA
USD
3504459.96000000
0.047637351348
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBJ8
15000000.00000000
PA
USD
12768450.00000000
0.173566011814
Long
DBT
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAB9
10415000.00000000
PA
USD
10182328.90000000
0.138411962153
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.53000000
N
N
N
N
N
N
Upstart Structured Pass-Through Trust
N/A
Upstart Structured Pass-Through Trust
91680YAM3
19244410.38000000
PA
USD
18438983.69000000
0.250647561840
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAB9
9720000.00000000
PA
USD
8688124.80000000
0.118100722615
Long
DBT
CORP
GB
N
2
2026-04-06
Fixed
1.38000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
6583000.00000000
PA
USD
4989453.19000000
0.067823384304
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DC6
9414000.00000000
PA
USD
9243700.74000000
0.125652860907
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAK8
3574000.00000000
PA
USD
3220710.10000000
0.043780240144
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAH3
4610000.00000000
PA
USD
4476885.33000000
0.060855869904
Long
ABS-O
CORP
US
N
2
2049-10-15
Variable
3.87000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2018-INV1
12553XAD5
802397.29000000
PA
USD
744927.80000000
0.010126064427
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133SKBP5
24099636.35000000
PA
USD
21367159.57000000
0.290451281899
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
Greystone Commercial Real Estate Notes
N/A
Greystone CRE Notes 2021-FL3 Ltd
39809PAA3
13382000.00000000
PA
USD
13051977.13000000
0.177420095371
Long
ABS-CBDO
CORP
KY
N
2
2039-07-15
Floating
5.96000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
2425000.00000000
PA
USD
2314735.25000000
0.031465006774
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.40000000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAB9
11803000.00000000
PA
USD
10311218.83000000
0.140164008103
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
2.70000000
N
N
N
N
N
N
COLORADO INT GAS CO/ISS
N/A
Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp
196500AA0
9092000.00000000
PA
USD
8808329.60000000
0.119734708552
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.15000000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAA2
2880000.00000000
PA
USD
2880000.00000000
0.039148848452
Long
DBT
CORP
CL
N
2
2023-07-26
Fixed
4.63000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2014-A
17322GAA7
543601.83000000
PA
USD
515747.18000000
0.007010732010
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396UCL2
214334.23000000
PA
USD
223943.15000000
0.003044137653
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Fixed
6.50000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAJ0
14210000.00000000
PA
USD
11772700.80000000
0.160030444270
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.38000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AL1
2916000.00000000
PA
USD
2017813.68000000
0.027428847904
Long
DBT
US
N
2
2031-06-01
Fixed
3.40000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CUB7
316216.92000000
PA
USD
303189.63000000
0.004121362804
Long
ABS-O
USGA
US
N
2
2031-06-01
Fixed
3.67000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2021-A
03842VAA5
12829791.18000000
PA
USD
11577539.80000000
0.157377552460
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.54000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBR6
4111000.00000000
PA
USD
3671328.55000000
0.049905654522
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.15000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CSX2
1347062.89000000
PA
USD
1300295.09000000
0.017675366466
Long
ABS-O
USGA
US
N
2
2029-11-01
Fixed
4.09000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642BC6
14800000.00000000
PA
USD
15199896.00000000
0.206617508680
Long
DBT
CORP
US
N
2
2025-11-22
Fixed
5.90000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAF5
12206000.00000000
PA
USD
12317440.78000000
0.167435285562
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
5.15000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAV3
6222000.00000000
PA
USD
5483759.70000000
0.074542665779
Long
DBT
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AK7
3898000.00000000
PA
USD
3780124.48000000
0.051384555694
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2J3
11960000.00000000
PA
USD
11573213.60000000
0.157318744908
Long
DBT
CORP
US
N
2
2025-04-11
Fixed
3.85000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R1
92538BAA1
7087379.20000000
PA
USD
6472592.64000000
0.087984218180
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2021-5
85573QAA8
43628639.61000000
PA
USD
35522369.87000000
0.482868012055
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.92000000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawnee Equipment Receivables Series 2020-1 LLC
70410LAA8
903131.83000000
PA
USD
896967.76000000
0.012192796841
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.37000000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2022-3FP
35634EAA7
2140354.20000000
PA
USD
2136905.10000000
0.029047699276
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
4.50000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AD3
5266000.00000000
PA
USD
4427600.14000000
0.060185919059
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCM1
75895515.23000000
PA
USD
69900260.57000000
0.950178718006
Long
DBT
UST
US
N
1
2031-07-15
Fixed
0.13000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAH0
4920000.00000000
PA
USD
4539831.60000000
0.061711520593
Long
DBT
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-HYB1
46651FAT8
5585706.44000000
PA
USD
5101641.19000000
0.069348395071
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
4.48000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAL8
8640000.00000000
PA
USD
7638019.20000000
0.103826269492
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.50000000
N
N
N
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
49374JAC7
9800000.00000000
PA
USD
9308432.00000000
0.126532775590
Long
DBT
CORP
KR
N
2
2025-02-14
Fixed
2.38000000
N
N
N
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AY2
14635000.00000000
PA
USD
14412255.30000000
0.195910832847
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-4
64829NAA2
4165413.79000000
PA
USD
3866247.11000000
0.052555250760
Long
ABS-MBS
CORP
US
N
2
2057-05-25
Variable
4.00000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
22599000.00000000
PA
USD
18334568.70000000
0.249228212319
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDD9
17831549.00000000
PA
USD
15986274.87000000
0.217307032016
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300GMVSOGAWY1JE39
SMB Private Education Loan Trust 2015-A
78448PAD2
1088611.28000000
PA
USD
1087410.76000000
0.014781555225
Long
ABS-O
CORP
US
N
2
2032-02-17
Floating
6.18000000
N
N
N
N
N
N
Foundation Finance Trust
54930021B3TF4B4HKE86
Foundation Finance Trust 2021-2
35042PAA8
11838730.48000000
PA
USD
11070330.93000000
0.150482884687
Long
ABS-O
CORP
US
N
2
2042-01-15
Fixed
2.19000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM4
45276JAA8
22473553.70000000
PA
USD
18944505.04000000
0.257519290563
Long
ABS-MBS
CORP
US
N
2
2057-01-25
Variable
2.09000000
N
N
N
N
N
N
RENESAS ELECTRONICS CORP
5299000EPC47VJQOFB81
Renesas Electronics Corp
75972BAA9
17721000.00000000
PA
USD
16547338.17000000
0.224933761914
Long
DBT
CORP
JP
N
2
2024-11-26
Fixed
1.54000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAZ3
7950000.00000000
PA
USD
8390387.87000000
0.114053480271
Long
DBT
US
N
2
2028-01-15
Fixed
6.60000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-1
35563PDU0
4948963.89000000
PA
USD
4639873.88000000
0.063071430335
Long
ABS-MBS
USGSE
US
N
2
2057-05-25
Variable
3.00000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2020-2
81882JAC5
709833.53000000
PA
USD
627288.69000000
0.008526954812
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.90000000
N
N
N
N
N
N
Bunker Hill Loan Depositary Trust 2020-1
N/A
Bunker Hill Loan Depositary Trust 2020-1
12062RAC4
3285000.00000000
PA
USD
2962104.87000000
0.040264928700
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
3.25000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAF9
5624000.00000000
PA
USD
5296851.92000000
0.072001962879
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAC3
10106000.00000000
PA
USD
7814969.80000000
0.106231620959
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VV39
3922.98000000
PA
USD
3906.32000000
0.000053099975
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
5.50000000
N
N
N
N
N
N
DaVinciRe Holdings Ltd
N/A
DaVinciRe Holdings Ltd
238791AB3
10260000.00000000
PA
USD
10099123.20000000
0.137280917938
Long
DBT
CORP
BM
N
2
2025-05-01
Fixed
4.75000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAF3
4763000.00000000
PA
USD
4114279.40000000
0.055926840528
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
7315000.00000000
PA
USD
6958832.65000000
0.094593848896
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41000000
N
N
N
N
N
N
KENTUCKY UTILITIES CO
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BN6
4920000.00000000
PA
USD
5107009.20000000
0.069421364311
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
5.45000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAJ6
3245000.00000000
PA
USD
3267163.35000000
0.044411695437
Long
DBT
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp
31847RAG7
4316000.00000000
PA
USD
3889320.24000000
0.052868891895
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461366Q9
860000.00000000
PA
USD
833617.78000000
0.011331658380
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
2.63000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-1
61946CAA0
1173288.78000000
PA
USD
1088903.22000000
0.014801842756
Long
ABS-O
CORP
US
N
2
2043-12-21
Fixed
4.37000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
4632156.73000000
PA
USD
4408989.10000000
0.059932932675
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AYA9
793690.89000000
PA
USD
780457.33000000
0.010609029769
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
4.00000000
N
N
N
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837AC7
6063000.00000000
PA
USD
6019831.44000000
0.081829676651
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AE0
10414000.00000000
PA
USD
10265079.80000000
0.139536824112
Long
DBT
CORP
US
N
2
2024-12-13
Floating
5.57000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZJ6
6322000.00000000
PA
USD
6243923.30000000
0.084875835771
Long
DBT
CORP
US
N
2
2025-01-24
Floating
5.32000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Trust Series 2020-2
35564CGQ4
24439695.43000000
PA
USD
22096923.33000000
0.300371216221
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Fixed
2.00000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDR7
19385000.00000000
PA
USD
19896182.45000000
0.270455774834
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.38000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
4275000.00000000
PA
USD
3984043.50000000
0.054156498336
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle SAB de CV
07586PAA9
28038000.00000000
PA
USD
22650498.30000000
0.307896154626
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
61690FAM5
1100000.00000000
PA
USD
1048638.07000000
0.014254504473
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.31000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2A9
29450000.00000000
PA
USD
26697308.50000000
0.362905862694
Long
DBT
CORP
AU
N
2
2026-05-05
Fixed
1.45000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAE6
14874000.00000000
PA
USD
14792639.22000000
0.201081524666
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BQ6
6146000.00000000
PA
USD
6111643.86000000
0.083077715024
Long
DBT
US
N
2
2026-01-13
Fixed
5.05000000
N
N
N
N
N
N
BRE Grand Islander Timeshare Issuer
N/A
BRE Grand Islander Timeshare Issuer 2017-A LLC
05584AAA8
1005439.76000000
PA
USD
967841.91000000
0.013156213979
Long
ABS-O
CORP
US
N
2
2029-05-25
Fixed
2.94000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AL5
14331000.00000000
PA
USD
14119617.75000000
0.191932908161
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.65000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust 2015-ON1
62942QCX9
3000000.00000000
PA
USD
2919872.70000000
0.039690852025
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
1.72000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
11850000.00000000
PA
USD
10820472.00000000
0.147086464761
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust 2017-B
83189DAC4
921883.26000000
PA
USD
902571.01000000
0.012268963780
Long
ABS-O
CORP
US
N
2
2035-10-15
Floating
5.43000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Corp
16164AAD7
2473235.70000000
PA
USD
2234634.44000000
0.030376168416
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2022-1
00091HAA0
2496742.93000000
PA
USD
2476784.89000000
0.033667804273
Long
ABS-O
CORP
US
N
2
2024-09-20
Fixed
1.19000000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2A7
9414000.00000000
PA
USD
8424682.74000000
0.114519662447
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
1.75000000
N
N
N
N
N
N
Entergy Mississippi LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29364NAU2
4727000.00000000
PA
USD
4386845.08000000
0.059631921257
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.25000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BT5
1582000.00000000
PA
USD
1285343.36000000
0.017472122364
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.30000000
N
N
N
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp
440327AK0
6533000.00000000
PA
USD
6348181.43000000
0.086293053039
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.50000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951ACY2
3922000.00000000
PA
USD
3893016.42000000
0.052919135364
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
5.24000000
N
N
N
N
N
N
TRISTATE INSURED CASH SWEEP
N/A
TRISTATE INSURED CASH SWEEP
000000000
75739249.09000000
PA
USD
75739249.09000000
1.029550133522
Long
DBT
CORP
US
N
2
2050-10-01
Variable
5.35000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
3500000.00000000
PA
USD
2942800.00000000
0.040002510842
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.21000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAU3
6550000.00000000
PA
USD
6270315.00000000
0.085234587390
Long
DBT
CORP
JP
N
2
2024-03-25
Fixed
0.85000000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AE5
13150000.00000000
PA
USD
12123905.50000000
0.164804492734
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
GENPACT LUXEMBOURG SARL
549300875ZJZQ1PBR343
Genpact Luxembourg Sarl
37254BAC4
4350000.00000000
PA
USD
4194487.50000000
0.057017137317
Long
DBT
CORP
LU
N
2
2024-12-01
Fixed
3.38000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBS0
2331000.00000000
PA
USD
2231629.47000000
0.030335320806
Long
DBT
CORP
MX
N
2
2025-04-15
Floating
5.14000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AZ9
17717000.00000000
PA
USD
15171952.95000000
0.206237669017
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735DA2
6337000.00000000
PA
USD
6085357.73000000
0.082720398455
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBF4
3963000.00000000
PA
USD
3843674.07000000
0.052248407523
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.62000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST6
91680VAA5
3320695.29000000
PA
USD
3092287.11000000
0.042034541472
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
1.85000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2014-J1
17322NAN4
1489968.86000000
PA
USD
1274769.07000000
0.017328382338
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Variable
3.64000000
N
N
N
N
N
N
Homeward Opportunities Fund I Trust
N/A
Homeward Opportunities Fund Trust 2022-1
43789KAA0
5704048.35000000
PA
USD
5662843.96000000
0.076977020833
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.08000000
N
N
N
N
N
N
CFG Investments Limited
549300C3OD89QRWQ1Y92
CFG Investments Ltd
12528GAD4
6000000.00000000
PA
USD
5814580.20000000
0.079039624675
Long
ABS-O
CORP
US
N
2
2032-05-20
Fixed
4.70000000
N
N
N
N
N
N
GEN LUX SARL/GEN USA INC
N/A
Genpact Luxembourg SARL/Genpact USA Inc
37190AAA7
9063000.00000000
PA
USD
8286482.16000000
0.112641053572
Long
DBT
CORP
LU
N
2
2026-04-10
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust 2017-4
35563PDD8
7408884.40000000
PA
USD
6817723.59000000
0.092675704033
Long
ABS-MBS
USGSE
US
N
2
2057-06-25
Variable
3.25000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2019-3
30167EAD7
1057717.05000000
PA
USD
1044722.51000000
0.014201278895
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.11000000
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
Hercules Capital Inc
427096AH5
14120000.00000000
PA
USD
11902595.20000000
0.161796144332
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.63000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-3
35563PSC4
12973845.08000000
PA
USD
11714211.87000000
0.159235383764
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
GABELLI DVD & INC TR
549300082N1MHBT8NI60
Gabelli Dividend & Income Trust/The
36242H872
1162.00000000
NS
USD
26362875.00000000
0.358359791024
Long
EP
CORP
US
N
3
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
3500000.00000000
PA
USD
3091620.00000000
0.042025473212
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.38000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AW3
9844000.00000000
PA
USD
10002291.52000000
0.135964651005
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.25000000
N
N
N
N
N
N
PHOSAGRO(PHOS BOND FUND)
635400F8A3KGJIIBIK95
Phosagro OAO Via Phosagro Bond Funding DAC
71922LAC3
2525000.00000000
PA
USD
1581685.25000000
0.021500401441
Long
DBT
CORP
IE
N
2
2025-01-23
Fixed
3.05000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBA8
3575000.00000000
PA
USD
3524056.25000000
0.047903730579
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611AN9
17120000.00000000
PA
USD
17801547.20000000
0.241982664429
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HA4
19476000.00000000
PA
USD
19476000.00000000
0.264744087661
Long
DBT
CORP
US
N
2
2023-04-03
Floating
5.14000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AX9
7170000.00000000
PA
USD
7431059.70000000
0.101012996541
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.63000000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAF8
4870000.00000000
PA
USD
4421911.30000000
0.060108588664
Long
DBT
CORP
US
N
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac Whole Loan Securities Trust
S6XOOCT0IEG5ABCC6L87
Freddie Mac Whole Loan Securities Trust
3137G1BK2
8872378.91000000
PA
USD
7860174.45000000
0.106846103595
Long
ABS-MBS
USGSE
US
N
2
2046-12-25
Fixed
3.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-E
78450MAB8
23274725.53000000
PA
USD
22548689.55000000
0.306512232638
Long
ABS-O
CORP
US
N
2
2051-02-15
Floating
5.31000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AJ1
5200000.00000000
PA
USD
4721236.00000000
0.064177414122
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
6100000.00000000
PA
USD
5377333.00000000
0.073095970380
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.59000000
N
N
N
N
N
N
Post Road Equipment Finance
N/A
Post Road Equipment Finance 2022-1
29252VAA3
9030279.52000000
PA
USD
8917777.32000000
0.121222469734
Long
ABS-O
CORP
US
N
2
2027-08-16
Fixed
3.76000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
2980000.00000000
PA
USD
2762370.60000000
0.037549870829
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDF3
25576000.00000000
PA
USD
24593625.84000000
0.334309767677
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.60000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CH5
4550000.00000000
PA
USD
4503635.50000000
0.061219494331
Long
DBT
CORP
JP
N
2
2025-07-18
Fixed
4.79000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-3
69546RAA4
7396960.55000000
PA
USD
7272571.26000000
0.098858607680
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
1.15000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CUG6
3103583.16000000
PA
USD
2909106.40000000
0.039544501939
Long
ABS-O
USGA
US
N
2
2031-09-01
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac Whole Loan Securities Trust
N/A
Freddie Mac Whole Loan Securities Trust 2017-SC02
3137G1BV8
615310.73000000
PA
USD
554307.96000000
0.007534902195
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
3.50000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2020-ST3
91679RAA7
1754937.16000000
PA
USD
1710032.72000000
0.023245073543
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
3.35000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2020-ST5
91679XAA4
2517151.84000000
PA
USD
2364914.35000000
0.032147108851
Long
ABS-O
CORP
US
N
2
2027-07-20
Fixed
2.00000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2022-1
52607KAA1
9865678.06000000
PA
USD
9542662.15000000
0.129716748036
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
US AIRWAYS 2010-1A PTT
N/A
US Airways 2010-1 Class A Pass Through Trust
90345KAA8
1935115.36000000
PA
USD
1933683.37000000
0.026285235141
Long
DBT
CORP
US
N
2
2023-04-22
Fixed
6.25000000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAB5
16116000.00000000
PA
USD
15076679.16000000
0.204942579029
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2021-J2
17329MCL1
24001865.63000000
PA
USD
20769884.81000000
0.282332316946
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AE5
4501000.00000000
PA
USD
3842863.78000000
0.052237392967
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AY5
7256000.00000000
PA
USD
6925634.32000000
0.094142572372
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
2.85000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAF4
6800000.00000000
PA
USD
5776532.00000000
0.078522422170
Long
DBT
CORP
US
N
2
2028-03-08
Fixed
1.80000000
N
N
N
N
N
N
TMS ISSUER SARL
21380092DY1X4BHPMA32
TMS Issuer Sarl
87266GAA8
10700000.00000000
PA
USD
11132708.00000000
0.151330798041
Long
DBT
CORP
LU
N
2
2032-08-23
Fixed
5.78000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Corp
16163YAD6
2030478.50000000
PA
USD
1817664.76000000
0.024708153551
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
16912000.00000000
PA
USD
15128798.72000000
0.205651058458
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2022-NQM4
45276NAA9
28834331.95000000
PA
USD
28423670.51000000
0.386372905994
Long
ABS-MBS
CORP
US
N
2
2067-06-25
Variable
4.77000000
N
N
N
N
N
N
BLOCK FINANCIAL LLC
N/A
Block Financial LLC
093662AJ3
10392000.00000000
PA
USD
8956137.36000000
0.121743911190
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.50000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BR4
4212000.00000000
PA
USD
4195236.24000000
0.057027315202
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.60000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BZ6
6750000.00000000
PA
USD
5934127.50000000
0.080664672984
Long
DBT
CORP
JP
N
2
2027-10-13
Fixed
1.64000000
N
N
N
N
N
N
ENTERGY NEW ORLEANS STORM RECOVERY FUNDING LLC
N/A
Entergy New Orleans Storm Recovery Funding I LLC
29277VAA4
2851724.80000000
PA
USD
2782127.03000000
0.037818426900
Long
ABS-O
CORP
US
N
2
2027-06-01
Fixed
2.67000000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust 2021-1
88339VAA6
3279636.76000000
PA
USD
3239578.10000000
0.044036719474
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.21000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-1
69547JAA1
4417818.96000000
PA
USD
4375398.49000000
0.059476323751
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.18000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAE2
7500000.00000000
PA
USD
6722920.73000000
0.091387015561
Long
ABS-O
CORP
US
N
2
2046-03-26
Fixed
1.88000000
N
N
N
N
N
N
Toorak Mortgage Corp.
N/A
TRK 2022-INV2 Trust
87265XAA2
25262722.76000000
PA
USD
24135636.99000000
0.328084164871
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
4.35000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAD2
8906484.00000000
PA
USD
7682911.23000000
0.104436502575
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAR7
14600000.00000000
PA
USD
14605188.84000000
0.198533446013
Long
ABS-O
CORP
US
N
2
2027-09-20
Fixed
8.04000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2022-3
57109NAA7
4683190.11000000
PA
USD
4636963.42000000
0.063031867434
Long
ABS-O
CORP
US
N
2
2032-11-15
Fixed
5.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECR9
29586734.42000000
PA
USD
26530734.53000000
0.360641564393
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711BA7
10778000.00000000
PA
USD
8788488.98000000
0.119465008057
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.30000000
N
N
N
N
N
N
Nvent Finance Sarl
549300KO1OQ4MVFB6X02
nVent Finance Sarl
67078AAD5
7023000.00000000
PA
USD
6701557.29000000
0.091096614841
Long
DBT
CORP
LU
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2019-1
10568GAD9
829137.77000000
PA
USD
809313.83000000
0.011001286278
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Fixed
3.50000000
N
N
N
N
N
N
CHNGE Mortgage Trust 2022-1
N/A
CHNGE Mortgage Trust 2022-1
17030JAA4
15652069.74000000
PA
USD
13992740.61000000
0.190208222770
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
3.01000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAA5
6800000.00000000
PA
USD
6551256.00000000
0.089053516777
Long
DBT
CORP
KR
N
2
2024-01-19
Fixed
1.00000000
N
N
N
N
N
N
Continental Credit Card llc
N/A
Continental Finance Credit Card ABS Master Trust
66981PAA6
17500000.00000000
PA
USD
16690829.75000000
0.226884293205
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
2.24000000
N
N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
73730EAC7
4700000.00000000
PA
USD
4757904.00000000
0.064675855086
Long
DBT
CORP
KR
N
2
2026-01-17
Fixed
5.63000000
N
N
N
N
N
N
FHF Trust 2021-2
N/A
FHF Trust 2021-2
30322JAA4
6613211.89000000
PA
USD
6301452.58000000
0.085657851418
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.83000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST8
91683LAA4
5026314.86000000
PA
USD
4648856.51000000
0.063193534370
Long
ABS-O
CORP
US
N
2
2029-10-20
Fixed
1.75000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAF5
2816000.00000000
PA
USD
2218613.76000000
0.030158393703
Long
DBT
CORP
NL
N
2
2031-07-13
Fixed
3.06000000
N
N
N
N
N
N
BIO-RAD LABS
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572AR9
5820000.00000000
PA
USD
5497106.40000000
0.074724092146
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.30000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4
59020ULT0
139208.87000000
PA
USD
126812.05000000
0.001723800599
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.53000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AP3
7800000.00000000
PA
USD
7448922.00000000
0.101255805039
Long
DBT
CORP
CH
N
2
2028-05-12
Fixed
4.75000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
1329825.31000000
PA
USD
1288656.58000000
0.017517160124
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
Service Experts Issuer
N/A
Service Experts Issuer 2021-1 LLC
81758VAA3
17042147.72000000
PA
USD
15925917.04000000
0.216486566898
Long
ABS-O
CORP
US
N
2
2032-02-02
Fixed
2.67000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CZ0
1585000.00000000
PA
USD
1551271.20000000
0.021086972610
Long
DBT
CORP
GB
N
2
2024-11-22
Floating
5.32000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AQ4
9667000.00000000
PA
USD
9439438.82000000
0.128313597167
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.75000000
N
N
N
N
N
N
TOWD POINT ASSET TRUST
N/A
Towd Point Asset Trust 2021-SL1
89179XAL9
6465167.91000000
PA
USD
6352544.88000000
0.086352366943
Long
ABS-O
CORP
US
N
2
2061-11-20
Floating
5.46000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
8825000.00000000
PA
USD
7774119.00000000
0.105676321730
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.38000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVB6
2091997.59000000
PA
USD
1926241.07000000
0.026184069351
Long
ABS-O
USGA
US
N
2
2032-10-01
Fixed
2.18000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM3
452762AA5
17019810.82000000
PA
USD
14309443.56000000
0.194513276865
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
1.60000000
N
N
N
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
Lenovo Group Ltd
000000000
10600000.00000000
PA
USD
10688192.00000000
0.145288336403
Long
DBT
CORP
HK
Y
2
2025-04-24
Fixed
5.88000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAT5
3859000.00000000
PA
USD
3998850.16000000
0.054357770450
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.45000000
N
N
N
N
N
N
PROTECTIVE LIFE CORP
549300ZWIT8J8Y2EXL07
Protective Life Corp
743674BE2
16787000.00000000
PA
USD
14846758.54000000
0.201817187533
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.40000000
N
N
N
N
N
N
Nelnet Private Education Loan Trust
N/A
Nelnet Private Education Loan Trust 2016-A
64034JAA2
28524.22000000
PA
USD
28517.42000000
0.000387647275
Long
ABS-O
CORP
US
N
2
2040-12-26
Floating
6.60000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAG7
3516000.00000000
PA
USD
3115035.36000000
0.042343766400
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.15000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-3
382371AA0
15936287.98000000
PA
USD
12517822.89000000
0.170159149749
Long
ABS-O
CORP
US
N
2
2048-05-20
Fixed
2.10000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BF8
11984000.00000000
PA
USD
11298155.68000000
0.153579786288
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
4.63000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
4800000.00000000
PA
USD
4413120.00000000
0.059989085445
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.22000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAN8
20585000.00000000
PA
USD
17365917.70000000
0.236061000096
Long
DBT
CORP
NL
N
2
2028-07-12
Fixed
1.88000000
N
N
N
N
N
N
Monongahela Power Co
N/A
Monongahela Power Co
610202BR3
3300000.00000000
PA
USD
3137937.00000000
0.042655076412
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.55000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BB9
18694000.00000000
PA
USD
17946053.06000000
0.243946983183
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2022-1
31573CAA3
19302913.80000000
PA
USD
16088580.63000000
0.218697710035
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.21000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
10700000.00000000
PA
USD
9298300.00000000
0.126395047766
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-2
35563PFB0
11176393.45000000
PA
USD
10541850.36000000
0.143299063248
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Variable
3.00000000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2B5
5359000.00000000
PA
USD
5037460.00000000
0.068475957682
Long
DBT
CORP
US
N
2
2025-01-06
Fixed
1.65000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2019-A
43284HAA7
4006546.61000000
PA
USD
3786733.84000000
0.051474399039
Long
ABS-O
CORP
US
N
2
2033-07-25
Fixed
2.34000000
N
N
N
N
N
N
Mercury General Corp
5493001Q9EXPCEL4W527
Mercury General Corp
589400AB6
2901000.00000000
PA
USD
2792415.57000000
0.037958282627
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
12250000.00000000
PA
USD
10915362.50000000
0.148376344555
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
1.38000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BT0
9819000.00000000
PA
USD
9804860.64000000
0.133280903921
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.55000000
N
N
N
N
N
N
AMERICAN NATIONAL GROUP
549300I1RRC5M591MY93
American National Group Inc
02772AAA7
25662000.00000000
PA
USD
24801553.14000000
0.337136196273
Long
DBT
CORP
US
N
2
2032-06-13
Fixed
6.14000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAE1
8520000.00000000
PA
USD
7056349.20000000
0.095919425506
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.75000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAF2
5334000.00000000
PA
USD
4800386.64000000
0.065253336487
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
1.45000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2020-1
04285CAC5
4500000.00000000
PA
USD
3663931.82000000
0.049805108181
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Fixed
3.33000000
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
Sixth Street Specialty Lending Inc
83012AAA7
2591000.00000000
PA
USD
2277411.27000000
0.030957648845
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
2.50000000
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
Sixth Street Specialty Lending Inc
87265KAF9
14960000.00000000
PA
USD
14262415.20000000
0.193874003900
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.88000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AB6
13945000.00000000
PA
USD
13362377.90000000
0.181639481727
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust 2015-ON1
62942QCW1
49400000.00000000
PA
USD
48199451.56000000
0.655192022439
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
1.48000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-2
46655DAH5
33280430.77000000
PA
USD
29954204.47000000
0.407177990040
Long
ABS-MBS
CORP
US
N
2
2052-08-25
Variable
2.50000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAJ9
2411000.00000000
PA
USD
2481714.63000000
0.033734815955
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.25000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2020-1
67592LAA4
1409852.05000000
PA
USD
1399189.20000000
0.019019668731
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
1.71000000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC CO
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co
708696CA5
980000.00000000
PA
USD
984272.80000000
0.013379564820
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.15000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-AEINV1 Trust
55284FAF4
16782517.66000000
PA
USD
14502785.50000000
0.197141441555
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
CP EF ASSET SECURITIZATION I, LLC
N/A
CP EF Asset Securitization I LLC
12662AAA9
10853657.35000000
PA
USD
10735939.67000000
0.145937387200
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
5.96000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-6
64830BAA5
1870172.89000000
PA
USD
1751550.07000000
0.023809433419
Long
ABS-MBS
CORP
US
N
2
2057-08-27
Variable
4.00000000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
7250000.00000000
PA
USD
6798107.50000000
0.092409055653
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEZ2
4892000.00000000
PA
USD
4838970.72000000
0.065777823397
Long
DBT
CORP
US
N
2
2033-01-28
Fixed
4.55000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AM4
11725000.00000000
PA
USD
11005436.75000000
0.149600755375
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.80000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PML0
18132118.62000000
PA
USD
17011649.79000000
0.231245312346
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3A9
3448000.00000000
PA
USD
3405830.96000000
0.046296652815
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.81000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2020-2
02529WAD9
4250000.00000000
PA
USD
4238047.94000000
0.057609269631
Long
ABS-O
CORP
US
N
2
2026-05-13
Fixed
5.65000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2023-CCM1
362918AA2
14895696.00000000
PA
USD
15101481.53000000
0.205279726329
Long
ABS-MBS
CORP
US
N
2
2053-08-25
Variable
6.65000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAR6
10000000.00000000
PA
USD
9833800.00000000
0.133674286775
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.15000000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAE5
2375000.00000000
PA
USD
2421787.50000000
0.032920205493
Long
DBT
CORP
SG
N
2
2028-01-15
Fixed
6.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAF1
5000000.00000000
PA
USD
4110893.80000000
0.055880818882
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.02000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDJ9
26025628.11000000
PA
USD
22419656.06000000
0.304758235227
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAD9
3000000.00000000
PA
USD
3029670.00000000
0.041183365170
Long
DBT
CORP
KR
N
2
2026-01-17
Fixed
6.25000000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust 2023-1
00461VAA1
4628393.23000000
PA
USD
4630166.97000000
0.062939480909
Long
ABS-O
CORP
US
N
2
2030-01-22
Fixed
6.61000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851DZ4
13600000.00000000
PA
USD
12903408.00000000
0.175400543164
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
2.13000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKW8
6007000.00000000
PA
USD
5975523.32000000
0.081227380861
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
4.95000000
N
N
N
N
N
N
ESC 144A3C7 SCHAHIN II
N/A
ESC 144A3C7 SCHAHIN II
806ESCAA7
3997362.12000000
PA
USD
19986.81000000
0.000271687706
Long
ABS-O
CORP
US
N
2
2023-09-25
None
0.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DL8
2828000.00000000
PA
USD
2973839.96000000
0.040424447887
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.70000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
PAGAYA AI Debt Trust 2022-2
69546VAA5
9920109.12000000
PA
USD
9770218.55000000
0.132810001862
Long
ABS-O
CORP
US
N
2
2030-01-15
Fixed
4.97000000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Ave Student Loans 2021-A LLC
19424KAA1
8747244.75000000
PA
USD
8506523.29000000
0.115632149701
Long
ABS-O
CORP
US
N
2
2051-07-25
Floating
5.95000000
N
N
N
N
N
N
GUARDIAN LIFE GLOB FUND
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LBG7
9750000.00000000
PA
USD
10121670.00000000
0.137587404485
Long
DBT
CORP
US
N
2
2027-10-28
Fixed
5.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMAL8
14218415.75000000
PA
USD
12751170.51000000
0.173331125656
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2013-HYB1
12647JBR2
260882.21000000
PA
USD
258396.80000000
0.003512478181
Long
ABS-MBS
CORP
US
N
2
2043-04-25
Variable
5.91000000
N
N
N
N
N
N
Goldman Home Improvement Trust Issuer Trust
N/A
Goldman Home Improvement Trust 2022-GRN1 Issuer Trust
38150YAA1
7319979.69000000
PA
USD
7162379.50000000
0.097360732502
Long
ABS-O
CORP
US
N
2
2052-06-25
Fixed
4.50000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2C1
7538000.00000000
PA
USD
6774023.70000000
0.092081676127
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
1.55000000
N
N
N
N
N
N
Rate Mortgage Trust
N/A
Rate Mortgage Trust 2022-J1
75410RAJ5
51672047.53000000
PA
USD
44583381.52000000
0.606037516192
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
11615000.00000000
PA
USD
10745152.65000000
0.146062622463
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAF7
28691000.00000000
PA
USD
24992156.28000000
0.339727131497
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
1.75000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
18849600.00000000
PA
USD
15979748.40000000
0.217218315424
Long
DBT
CORP
MX
Y
2
2036-09-29
Fixed
5.00000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2020-2
81882JAB7
2079118.06000000
PA
USD
1845597.36000000
0.025087851163
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBZ90
3547521.93000000
PA
USD
2994281.42000000
0.040702315811
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2022-NQM1
452766AA6
39293360.98000000
PA
USD
34081990.18000000
0.463288426570
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
2.49000000
N
N
N
N
N
N
Santa Rosa Leasing LLC
N/A
Santa Rosa Leasing LLC
802722AA6
499178.19000000
PA
USD
489628.91000000
0.006655697220
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.69000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAE6
6584000.00000000
PA
USD
5990715.76000000
0.081433897017
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XF7L9
33227605.85000000
PA
USD
29811841.20000000
0.405242796261
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
SAMMONS FINANCIAL GROUP
N/A
Sammons Financial Group Inc
79588TAC4
7950000.00000000
PA
USD
7504084.50000000
0.102005648217
Long
DBT
CORP
US
N
2
2027-05-12
Fixed
4.45000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-6
46650JAT1
1006593.70000000
PA
USD
894992.55000000
0.012165947120
Long
ABS-MBS
CORP
US
N
2
2048-12-25
Variable
3.89000000
N
N
N
N
N
N
Continental Credit Card llc
5493002QR2K2E0R56Z02
Continental Credit Card ABS 2019-1 LLC
21134LAA6
4590056.54000000
PA
USD
4568816.97000000
0.062105528877
Long
ABS-O
CORP
US
N
2
2026-08-15
Fixed
3.83000000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp
86038AAA0
22401000.00000000
PA
USD
17627122.89000000
0.239611653707
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520AC5
5748000.00000000
PA
USD
5346157.32000000
0.072672188446
Long
DBT
CORP
US
N
2
2025-08-25
Fixed
5.15000000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Receivables Trust
N/A
Arivo Acceptance Auto Loan Receivables Trust 2019-1
04046LAB7
2350958.72000000
PA
USD
2333502.15000000
0.031720111817
Long
ABS-O
CORP
US
N
2
2025-06-15
Fixed
3.37000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-1
35563PJF7
22589048.20000000
PA
USD
21591418.70000000
0.293499714779
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Fixed
3.50000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AG3
10556000.00000000
PA
USD
8810143.16000000
0.119759360908
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AS7
10524000.00000000
PA
USD
10513370.76000000
0.142911930072
Long
DBT
CORP
GB
N
2
2023-08-17
Floating
5.54000000
N
N
N
N
N
N
Reach Financial LLC
N/A
LL ABS Trust 2021-1
53934QAA0
5847900.71000000
PA
USD
5579891.07000000
0.075849413153
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
1.07000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CC6
2475000.00000000
PA
USD
2479133.25000000
0.033699726353
Long
DBT
CORP
US
N
2
2023-10-17
Floating
5.84000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAA8
30294445.17000000
PA
USD
28225940.45000000
0.383685092052
Long
DBT
CORP
JE
N
2
2027-09-30
Fixed
1.75000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAA3
8555000.00000000
PA
USD
8517101.35000000
0.115775940974
Long
DBT
CORP
MA
N
2
2024-04-25
Fixed
5.63000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAE6
32350000.00000000
PA
USD
30357925.82000000
0.412665915716
Long
ABS-O
CORP
US
N
2
2026-09-21
Fixed
2.50000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
4764000.00000000
PA
USD
4338765.36000000
0.058978356788
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.67000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAA1
5434000.00000000
PA
USD
5173439.70000000
0.070324377359
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.40000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CUD3
1644715.74000000
PA
USD
1579824.60000000
0.021475108974
Long
ABS-O
USGA
US
N
2
2031-07-01
Fixed
3.74000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AFSL7
62969.88000000
PA
USD
62439.12000000
0.000848756821
Long
ABS-MBS
USGSE
US
N
2
2024-08-15
Fixed
4.00000000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust 2023-1
12547QAA5
9644739.31000000
PA
USD
9612133.34000000
0.130661094248
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
7.07000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-NQM4 Trust
36168HAA2
13486441.83000000
PA
USD
10463009.49000000
0.142227351695
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
1.09000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8YW7
2651001.38000000
PA
USD
2586900.17000000
0.035164639832
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KHTG6
8802.84000000
PA
USD
8187.57000000
0.000111296505
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.50000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
22750000.00000000
PA
USD
19100445.00000000
0.259639037042
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
9528000.00000000
PA
USD
8885622.24000000
0.120785374472
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBL7
4000000.00000000
PA
USD
3851000.00000000
0.052347991455
Long
DBT
CORP
US
N
2
2025-03-28
Fixed
3.22000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAD3
4556000.00000000
PA
USD
4565339.80000000
0.062058262487
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AH8
3462000.00000000
PA
USD
3494127.36000000
0.047496896698
Long
DBT
CORP
US
N
2
2028-03-23
Fixed
5.45000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BQ5
4150000.00000000
PA
USD
3983668.00000000
0.054151394033
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBR1
2060000.00000000
PA
USD
1929004.60000000
0.026221634982
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128E52U2
750287.10000000
PA
USD
732354.22000000
0.009955147351
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLH0
11235996.44000000
PA
USD
10747031.72000000
0.146088165320
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Trust Series 2019-2
35564CCZ8
16196849.36000000
PA
USD
14976011.84000000
0.203574172899
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
2.75000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
5838000.00000000
PA
USD
5429106.48000000
0.073799745423
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
Carpintero Finance Ltd
549300Y5DJU1XVTHQF43
Carpintero Finance Ltd
14440PAB9
2160382.80000000
PA
USD
2115061.19000000
0.028750767359
Long
DBT
CORP
KY
N
2
2024-11-11
Fixed
2.58000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-3
35563PSB6
3895954.87000000
PA
USD
3278910.03000000
0.044571372171
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187AC6
9725000.00000000
PA
USD
8543509.75000000
0.116134919603
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.90000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAP3
5957000.00000000
PA
USD
4651344.74000000
0.063227357752
Long
DBT
CORP
NL
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-1
61946NAA6
3814848.09000000
PA
USD
3313334.58000000
0.045039317133
Long
ABS-O
CORP
US
N
2
2046-04-20
Fixed
2.10000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-2
33845WAG4
3500000.00000000
PA
USD
3441704.11000000
0.046784289104
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.53000000
N
N
N
N
N
N
Navient Student Loan Trust
549300YZ4ZMNDBNO4U12
Navient Private Education Loan Trust 2015-A
63939EAC7
279868.87000000
PA
USD
279421.63000000
0.003798276058
Long
ABS-O
CORP
US
N
2
2028-12-15
Floating
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Y38
87156606.60000000
PA
USD
85467137.66000000
1.161784729144
Long
DBT
UST
US
N
1
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
Hercules Capital Inc
427096AJ1
7458000.00000000
PA
USD
6391804.32000000
0.086886034257
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJK6
3035000.00000000
PA
USD
2726886.80000000
0.037067527111
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.20000000
N
N
N
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
Lenovo Group Ltd
526250AD7
10065000.00000000
PA
USD
10153370.70000000
0.138018323200
Long
DBT
CORP
HK
N
2
2028-01-27
Fixed
5.83000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-5
89173CAA5
850319.56000000
PA
USD
833513.59000000
0.011330242089
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DN7
7240000.00000000
PA
USD
7274534.80000000
0.098885298766
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.51000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-1
20268BAA8
12725890.07000000
PA
USD
11486657.91000000
0.156142163106
Long
ABS-O
CORP
US
N
2
2051-10-25
Fixed
1.69000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BM6
2374000.00000000
PA
USD
2343802.72000000
0.031860131072
Long
DBT
CORP
US
N
2
2034-01-24
Fixed
5.07000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEZ8
4000000.00000000
PA
USD
3704640.00000000
0.050358468726
Long
DBT
CORP
US
N
2
2029-03-21
Fixed
3.30000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AJ6
16096000.00000000
PA
USD
16006828.16000000
0.217586420084
Long
DBT
CORP
US
N
2
2024-12-15
Variable
7.16000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAC3
800926.21000000
PA
USD
772824.60000000
0.010505275397
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.08000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
2961000.00000000
PA
USD
2597448.42000000
0.035308025888
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM3 Trust
36167VAA2
4305864.50000000
PA
USD
4007713.83000000
0.054478257420
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.69000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM3
12660LAA7
12174475.93000000
PA
USD
9880527.09000000
0.134309464471
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
1.02000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CSN4
174987.31000000
PA
USD
170162.64000000
0.002313080349
Long
ABS-O
USGA
US
N
2
2029-05-01
Fixed
4.43000000
N
N
N
N
N
N
Thornburg Capital Management Fund
549300GLR0WG6ALV5277
Thornburg Capital Management Fund
885216739
11712980.06000000
NS
USD
117129800.56000000
1.592186392852
Long
EC
RF
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379V3R3
557241.82000000
PA
USD
552641.18000000
0.007512245071
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
2.50000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BA1
10634000.00000000
PA
USD
10460134.10000000
0.142188265512
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
Goldman Home Improvement Trust Issuer Trust
N/A
Goldman Home Improvement Trust 2021-GRN2 Issuer Trust
38149XAA7
14265030.85000000
PA
USD
13132451.88000000
0.178514016827
Long
ABS-O
CORP
US
N
2
2051-06-25
Fixed
1.15000000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Receivables Trust
N/A
Arivo Acceptance Auto Loan Receivables Trust 2021-1
04047AAA2
2482297.50000000
PA
USD
2406498.81000000
0.032712380977
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.19000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCH1
11650000.00000000
PA
USD
10186876.50000000
0.138473779272
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
1.40000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AK8
4742000.00000000
PA
USD
4387250.98000000
0.059637438798
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.10000000
N
N
N
N
N
N
EVERGY MISSOURI WEST INC
EZIFUDC0VSUS6T6LCG85
Evergy Missouri West Inc
30037FAA8
9711000.00000000
PA
USD
9800826.75000000
0.133226069842
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.15000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AE3
5891000.00000000
PA
USD
5918157.51000000
0.080447587318
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.30000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
LendingPoint 2020-REV1 Asset Securitization Trust
52606YAA2
23887926.44000000
PA
USD
23679287.14000000
0.321880841566
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
2.73000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AN9
5600000.00000000
PA
USD
5681592.00000000
0.077231869506
Long
DBT
CORP
US
N
2
2025-12-12
Fixed
5.80000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAC5
14391000.00000000
PA
USD
12411230.13000000
0.168710197038
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.95000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
8137000.00000000
PA
USD
6841182.75000000
0.092994592610
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.63000000
N
N
N
N
N
N
Foundation Finance Trust
549300MQ65NOVQXYNB21
Foundation Finance Trust 2021-1
35041LAA8
16578954.03000000
PA
USD
14999658.62000000
0.203895611859
Long
ABS-O
CORP
US
N
2
2041-05-15
Fixed
1.27000000
N
N
N
N
N
N
Upstart Structured Pass-Through Trust
N/A
Upstart Structured Pass-Through Trust Series 2022-4A
91680YBD2
7212331.84000000
PA
USD
7209538.07000000
0.098001775457
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
7.01000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AL4
6125000.00000000
PA
USD
5480343.75000000
0.074496231575
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
4.69000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HP1
5722000.00000000
PA
USD
5641090.92000000
0.076681324144
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.20000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
549300PQFD4GEYYTOY78
Carvana Auto Receivables Trust 2019-1
146868AF1
246544.82000000
PA
USD
246416.28000000
0.003349622778
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
3.88000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2022-B
63942PAA1
22494838.31000000
PA
USD
21564551.00000000
0.293134492725
Long
ABS-O
CORP
US
N
2
2070-10-15
Fixed
4.16000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2021-GRN1 Issuer Trust
12529KAA0
4965620.64000000
PA
USD
4581511.51000000
0.062278090204
Long
ABS-O
CORP
US
N
2
2041-03-20
Fixed
1.10000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-3
35563PGB9
13403013.68000000
PA
USD
12601845.86000000
0.171301303401
Long
ABS-MBS
USGSE
US
N
2
2057-08-25
Fixed
3.00000000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AF4
13878000.00000000
PA
USD
11824611.12000000
0.160736079426
Long
DBT
US
N
2
2028-11-01
Fixed
2.30000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBW5
7167000.00000000
PA
USD
7062935.16000000
0.096008950767
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.70000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AC4
6300000.00000000
PA
USD
5304806.58000000
0.072110093358
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
3.97000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CJ6
10952000.00000000
PA
USD
10286885.04000000
0.139833230375
Long
DBT
CORP
DE
N
2
2024-05-28
Fixed
0.90000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-2
92537UAD4
3275000.00000000
PA
USD
3094955.04000000
0.042070807579
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
5.36000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNXR9
9725659.00000000
PA
USD
9805606.74000000
0.133291045920
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VBG3
3800000.00000000
PA
USD
3860420.00000000
0.052476040813
Long
DBT
CORP
JP
N
2
2026-03-09
Fixed
5.65000000
N
N
N
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust 2022-A
00085YAA1
7422543.76000000
PA
USD
7298323.78000000
0.099208670702
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.58000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133N3X25
27418825.14000000
PA
USD
22031840.06000000
0.299486516542
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
9900000.00000000
PA
USD
10532709.00000000
0.143174801540
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2E7
10733000.00000000
PA
USD
9175534.37000000
0.124726251570
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
2.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAN5
3444000.00000000
PA
USD
3504717.72000000
0.047640855170
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.25000000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAB1
9507000.00000000
PA
USD
9246698.34000000
0.125693608333
Long
DBT
CORP
SG
N
2
2030-05-12
Fixed
4.88000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAU0
5000000.00000000
PA
USD
4237250.00000000
0.057598422953
Long
DBT
CORP
KY
N
2
2030-06-03
Fixed
2.39000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYF5
6506000.00000000
PA
USD
6447836.36000000
0.087647697397
Long
DBT
CORP
US
N
2
2024-09-10
Floating
5.30000000
N
N
N
N
N
N
Nelnet Student Loan Trust
5493000EBJ0T2MCM3713
Nelnet Student Loan Trust 2015-2
64033QAB5
21914435.31000000
PA
USD
21055443.79000000
0.286214020152
Long
ABS-O
CORP
US
N
2
2042-09-25
Floating
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AADA0
1302240.64000000
PA
USD
1229212.52000000
0.016709116201
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2021-LTV2
46654VAA1
37525014.47000000
PA
USD
30157508.48000000
0.409941572636
Long
ABS-MBS
CORP
US
N
2
2052-05-25
Variable
2.52000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Auto Receivables Trust 2021-1
92512BAA1
1893340.48000000
PA
USD
1870126.40000000
0.025421282993
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.92000000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AB1
3900000.00000000
PA
USD
3824379.00000000
0.051986122880
Long
DBT
CORP
MX
N
2
2024-04-08
Fixed
3.80000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CUK7
2805013.79000000
PA
USD
2633635.55000000
0.035799930217
Long
ABS-O
USGA
US
N
2
2031-11-01
Fixed
2.87000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CL6
1250000.00000000
PA
USD
1240337.50000000
0.016860341950
Long
DBT
CORP
JP
N
2
2028-07-20
Fixed
5.02000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
1940000.00000000
PA
USD
1749550.20000000
0.023782248486
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.63000000
N
N
N
N
N
N
FIDELIS INSUR HLD LTD
549300CDMGCAGJQ7DX03
Fidelis Insurance Holdings Ltd
31575FAA4
17531000.00000000
PA
USD
17546602.59000000
0.238517113074
Long
DBT
CORP
BM
N
2
2030-06-30
Fixed
4.88000000
N
N
N
N
N
N
TTX Co
549300I8CNSYS1OGX775
TTX Co
87305QCF6
6000000.00000000
PA
USD
5919840.00000000
0.080470457994
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.15000000
N
N
N
N
N
N
SPS Servicer Advance Receivables Trust
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
6000000.00000000
PA
USD
5537728.20000000
0.075276278497
Long
ABS-O
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAB3
10200000.00000000
PA
USD
9064434.00000000
0.123216025338
Long
DBT
CORP
KR
N
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
9395000.00000000
PA
USD
9008207.85000000
0.122451723593
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
Globe Life Inc
37959EAB8
3410000.00000000
PA
USD
3280010.80000000
0.044586335323
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
4.80000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
N/A
New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
62942QCR2
65590000.00000000
PA
USD
64175597.56000000
0.872361369179
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.43000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-3
64828MAA5
3837456.54000000
PA
USD
3665157.81000000
0.049821773492
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2021-1
24380VAA9
3727800.47000000
PA
USD
3366044.50000000
0.045755821533
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.72000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
10161000.00000000
PA
USD
9728039.79000000
0.132236651208
Long
DBT
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465976AA6
13673266.01000000
PA
USD
11463918.49000000
0.155833058207
Long
ABS-MBS
CORP
US
N
2
2052-07-25
Variable
3.25000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2019-1
252722AA1
4325231.67000000
PA
USD
4166872.01000000
0.056641750292
Long
ABS-O
CORP
US
N
2
2032-02-20
Fixed
2.89000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748TAC5
15759000.00000000
PA
USD
15807222.54000000
0.214873110998
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
5.41000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-2
91680FAA0
967580.12000000
PA
USD
957476.59000000
0.013015314555
Long
ABS-O
CORP
US
N
2
2031-06-20
Fixed
0.91000000
N
N
N
N
N
N
MFRA Trust
N/A
MFRA Trust
552758AA2
20278226.21000000
PA
USD
19079918.91000000
0.259360018714
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.88000000
N
N
N
N
N
N
ASCOT GROUP LTD
213800DJV7WRJBE2II28
Ascot Group Ltd
04365XAA6
12308000.00000000
PA
USD
9687011.40000000
0.131678937936
Long
DBT
CORP
BM
N
2
2030-12-15
Fixed
4.25000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
8489000.00000000
PA
USD
6901047.66000000
0.093808357293
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
501955AE8
5000000.00000000
PA
USD
4911450.00000000
0.066763059629
Long
DBT
CORP
KR
N
2
2025-07-14
Fixed
4.38000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AV1
3846000.00000000
PA
USD
3979571.58000000
0.054095709962
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.95000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-3
46649TAZ9
2462432.06000000
PA
USD
2202848.65000000
0.029944093042
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
3.71000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GK4
2170000.00000000
PA
USD
2184604.10000000
0.029696088486
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.00000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2022-NQM2
45276PAA4
23125940.13000000
PA
USD
21204010.08000000
0.288233533753
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
3.64000000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
5200000.00000000
PA
USD
5042284.00000000
0.068541532003
Long
DBT
CORP
CL
N
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354PAF2
5914000.00000000
PA
USD
5131873.50000000
0.069759353447
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAT3
4880000.00000000
PA
USD
4593592.80000000
0.062442315409
Long
DBT
US
N
2
2028-07-15
Fixed
4.45000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DG1
2330000.00000000
PA
USD
2310614.40000000
0.031408990617
Long
DBT
CORP
GB
N
2
2028-08-11
Fixed
5.21000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
12661000.00000000
PA
USD
11993442.44000000
0.163031062676
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
Nelnet Student Loan Trust 2021-C
64035GAA7
12551878.25000000
PA
USD
12238549.35000000
0.166362886730
Long
ABS-O
CORP
US
N
2
2062-04-20
Floating
5.50000000
N
N
N
N
N
N
Crossroads Asset Trust
N/A
Crossroads Asset Trust 2021-A
22767CAB6
62137.12000000
PA
USD
62011.10000000
0.000842938595
Long
ABS-O
CORP
US
N
2
2024-03-20
Fixed
0.82000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
3040000.00000000
PA
USD
2876113.60000000
0.039096019256
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2021-B-GS
20268AAA0
11288805.08000000
PA
USD
9290956.38000000
0.126295223368
Long
ABS-O
CORP
US
N
2
2051-09-25
Fixed
1.17000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AA8
2030163.22000000
PA
USD
1908944.33000000
0.025948948708
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.35000000
N
N
N
N
N
N
HIGHMARK INC
549300B6868ZXXEB2Y57
Highmark Inc
431116AD4
20542000.00000000
PA
USD
18535457.44000000
0.251958963305
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
1.45000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBT1
14790000.00000000
PA
USD
14292612.30000000
0.194284483654
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDA1
3906000.00000000
PA
USD
3815497.98000000
0.051865400066
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
4.32000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAM7
14002000.00000000
PA
USD
13842797.26000000
0.188169990310
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSS1
5000000.00000000
PA
USD
4921150.00000000
0.066894915126
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
3.25000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AX7
14004000.00000000
PA
USD
12594357.36000000
0.171199509599
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAF8
23500000.00000000
PA
USD
20851315.00000000
0.283439226032
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.38000000
N
N
N
N
N
N
PRKCM Trust
N/A
PRKCM 2021-AFC2 Trust
69361JAA4
17400516.56000000
PA
USD
14374152.42000000
0.195392887057
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
2.07000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM8
12659FAA3
16540429.23000000
PA
USD
13772785.70000000
0.187218298659
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.84000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286F2
52700000.00000000
PA
USD
50773156.25000000
0.690177291491
Long
DBT
UST
US
N
1
2026-02-28
Fixed
2.50000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
10707000.00000000
PA
USD
10301204.70000000
0.140027882527
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.63000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2013-1
64033CAA8
2878707.78000000
PA
USD
2734243.86000000
0.037167534204
Long
ABS-O
CORP
US
N
2
2041-06-25
Floating
5.45000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
3000000.00000000
PA
USD
2852550.00000000
0.038775710990
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.45000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
335036.78000000
PA
USD
324693.39000000
0.004413670943
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP 1
531546AB5
15653000.00000000
PA
USD
12383088.30000000
0.168327655289
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AC9
5120000.00000000
PA
USD
4224256.00000000
0.057421790961
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.20000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
4701000.00000000
PA
USD
4783455.54000000
0.065023186116
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KQ3
20681000.00000000
PA
USD
20502522.97000000
0.278697973836
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-1 Ltd
53948PAA6
16791876.23000000
PA
USD
12277993.88000000
0.166899070038
Long
ABS-O
CORP
US
N
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2022-1
042855AD8
7338000.00000000
PA
USD
4754137.86000000
0.064624660626
Long
ABS-MBS
CORP
US
N
2
2056-12-25
Fixed
3.65000000
N
N
N
N
N
N
HIN Timeshare Trust 2020-A
N/A
HIN Timeshare Trust 2020-A
40439HAA7
3840079.38000000
PA
USD
3510621.96000000
0.047721113571
Long
ABS-O
CORP
US
N
2
2039-10-09
Fixed
1.39000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-D
64034YAA9
18045723.35000000
PA
USD
17521373.82000000
0.238174169570
Long
ABS-O
CORP
US
N
2
2062-04-20
Floating
5.45000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BW1
11996000.00000000
PA
USD
12062457.84000000
0.163969213175
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
5.70000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
8740000.00000000
PA
USD
6930907.40000000
0.094214251195
Long
DBT
CORP
MX
N
2
2031-02-09
Fixed
3.35000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2013-6
81745BAH8
716583.54000000
PA
USD
500235.37000000
0.006799874545
Long
ABS-MBS
CORP
US
N
2
2043-05-25
Variable
3.52000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAE2
3828000.00000000
PA
USD
3902531.16000000
0.053048472557
Long
DBT
NUSS
AE
N
2
2032-11-23
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFVB1
299410.06000000
PA
USD
289162.79000000
0.003930691056
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
3.00000000
N
N
N
N
N
N
Carpintero Finance Ltd
549300Y5DJU1XVTHQF43
Carpintero Finance Ltd
14440PAA1
1964872.91000000
PA
USD
1909659.98000000
0.025958676789
Long
DBT
CORP
KY
N
2
2024-09-18
Fixed
2.00000000
N
N
N
N
N
N
Shellpoint Asset Funding Trust
N/A
Shellpoint Asset Funding Trust 2013-1
822804AA8
906068.93000000
PA
USD
846310.06000000
0.011504188987
Long
ABS-MBS
CORP
US
N
2
2043-07-25
Variable
3.75000000
N
N
N
N
N
N
NORTHWEST NATURAL GAS CO
H4JZVBMGV45MWUCMUB11
Northwest Natural Gas Co
66765RCL8
7311000.00000000
PA
USD
7506569.25000000
0.102039424294
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
Affirm Asset Securitization Trust
N/A
Affirm Asset Securitization Trust 2020-Z1
00832PAA6
808194.84000000
PA
USD
804446.36000000
0.010935121054
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
3.46000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CR9
11172000.00000000
PA
USD
11238696.84000000
0.152771541456
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.69000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust 2015-1
42770LAA1
2490535.44000000
PA
USD
2383178.17000000
0.032395375351
Long
ABS-O
CORP
US
N
2
2040-09-21
Fixed
3.84000000
N
N
N
N
N
N
Pennsylvania Higher Education Assistance Agency
N/A
PHEAA Student Loan Trust 2012-1
69338YAA1
673687.34000000
PA
USD
650535.23000000
0.008842953170
Long
ABS-O
CORP
US
N
2
2057-05-25
Floating
5.40000000
N
N
N
N
N
N
JT INTL FIN SERVICES BV
549300U2F0PG10VZUN93
JT International Financial Services BV
480914AA8
5350000.00000000
PA
USD
5904367.00000000
0.080260128087
Long
DBT
CORP
NL
N
2
2032-10-24
Fixed
6.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AVH34
555196.18000000
PA
USD
524887.44000000
0.007134978765
Long
ABS-MBS
USGSE
US
N
2
2027-10-15
Fixed
1.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BX1
2750000.00000000
PA
USD
2203437.50000000
0.029952097486
Long
DBT
CORP
JP
N
2
2032-07-20
Fixed
2.31000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust 2018-2
64828CAA7
3998995.74000000
PA
USD
3833918.80000000
0.052115800722
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
4.50000000
N
N
N
N
N
N
Freddie Mac Whole Loan Securities Trust
N/A
Freddie Mac Whole Loan Securities Trust 2016-SC01
3137G1AW7
985328.85000000
PA
USD
901084.42000000
0.012248756042
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
6256000.00000000
PA
USD
5803128.16000000
0.078883953085
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.20000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
9723000.00000000
PA
USD
10024510.23000000
0.136266677710
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
Avid Automobile Receivables Trust
N/A
Avid Automobile Receivables Trust 2023-1
05368QAA5
8746634.20000000
PA
USD
8783513.16000000
0.119397369994
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBC2
12978000.00000000
PA
USD
12957364.98000000
0.176133999287
Long
DBT
CORP
JP
N
2
2024-05-25
Floating
5.59000000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAV8
13400000.00000000
PA
USD
13386466.00000000
0.181966919705
Long
DBT
US
N
2
2028-01-15
Fixed
5.55000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAP3
13490000.00000000
PA
USD
12775704.50000000
0.173664624773
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
2.75000000
N
N
N
N
N
N
Foundation Finance Trust
549300QVJKB4ZVR88F06
Foundation Finance Trust 2020-1
35041KAB8
3000000.00000000
PA
USD
2827480.35000000
0.038434930460
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
4.62000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKS7
7305000.00000000
PA
USD
7169346.15000000
0.097455432614
Long
DBT
CORP
US
N
2
2025-04-25
Fixed
3.84000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
1016000.00000000
PA
USD
817280.56000000
0.011109580828
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust 2022-A
054977AA1
23676166.53000000
PA
USD
22634627.10000000
0.307680411847
Long
ABS-O
CORP
US
N
2
2035-02-20
Fixed
1.71000000
N
N
N
N
N
N
ECAF LTD
635400SSRNQERTYCWK57
ECAF I Ltd
26827EAC9
3362895.27000000
PA
USD
2223896.09000000
0.030230198264
Long
ABS-O
CORP
KY
N
2
2040-06-15
Fixed
4.95000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-INV1 Trust
552747AA5
4603123.79000000
PA
USD
4082334.05000000
0.055492596200
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
0.85000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YL8
2800000.00000000
PA
USD
2782472.00000000
0.037823116198
Long
DBT
CORP
CH
N
2
2024-08-09
Floating
5.16000000
N
N
N
N
N
N
ExteNet Systems
N/A
ExteNet LLC 2019-1
30227XAA9
9855000.00000000
PA
USD
9375889.32000000
0.127449746561
Long
ABS-O
CORP
US
N
2
2049-07-26
Fixed
3.20000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBC8
17500000.00000000
PA
USD
17451875.00000000
0.237229447774
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
6.25000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJK7
7881000.00000000
PA
USD
7684605.48000000
0.104459533109
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.65000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
03880XAA4
37350000.00000000
PA
USD
36680796.32000000
0.498614908421
Long
ABS-CBDO
CORP
KY
N
2
2037-01-15
Floating
6.01000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CL1
9550000.00000000
PA
USD
8182822.00000000
0.111231964719
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01000000
N
N
N
N
N
N
METALLOINVEST FINANCE
635400ZS3HCCUYTNHA25
Metalloinvest Finance DAC
59126LAB4
12700000.00000000
PA
USD
7141845.00000000
0.097081599853
Long
DBT
CORP
IE
N
2
2028-10-22
Fixed
3.38000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AN1
14211000.00000000
PA
USD
11987973.27000000
0.162956718334
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
Diamond Infrastructure Funding LLC
N/A
Diamond Infrastructure Funding LLC
25265LAA8
36000000.00000000
PA
USD
30809466.00000000
0.418803859493
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
1.76000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2023-1
69548JAA0
7250000.00000000
PA
USD
7270432.46000000
0.098829534222
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
7.56000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAA5
720546.33000000
PA
USD
686903.78000000
0.009337323605
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-HG1
69547PAA7
6614979.67000000
PA
USD
6290371.04000000
0.085507216165
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
1.22000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
2248648.34000000
PA
USD
2128655.29000000
0.028935556720
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAC6
16535000.00000000
PA
USD
15447989.10000000
0.209989925060
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.63000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
14075000.00000000
PA
USD
13253864.50000000
0.180164421084
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95000000
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services Inc
44920UAP3
2970000.00000000
PA
USD
2659872.60000000
0.036156579625
Long
DBT
CORP
KR
N
2
2026-02-08
Fixed
1.25000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2020-2
02529WAC1
4414311.01000000
PA
USD
4386679.85000000
0.059629675228
Long
ABS-O
CORP
US
N
2
2026-04-13
Fixed
3.88000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
6800000.00000000
PA
USD
6248384.00000000
0.084936471628
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.10000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BZ7
33148000.00000000
PA
USD
31638108.60000000
0.430067888510
Long
DBT
CORP
US
N
2
2027-03-03
Floating
5.83000000
N
N
N
N
N
N
KEYSPAN GAS EAST CORP
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAD5
14757000.00000000
PA
USD
15225829.89000000
0.206970037128
Long
DBT
CORP
US
N
2
2033-03-06
Fixed
5.99000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBF8
6400000.00000000
PA
USD
6244544.00000000
0.084884273163
Long
DBT
CORP
FR
N
2
2026-01-21
Floating
5.67000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
11785000.00000000
PA
USD
11337641.40000000
0.154116529506
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
3141910.95000000
PA
USD
2965528.78000000
0.040311471107
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust
05351KAA7
11900000.00000000
PA
USD
11072429.97000000
0.150511417673
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.37000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
14800000.00000000
PA
USD
13039836.00000000
0.177255056740
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-9A
86359ARF2
305714.18000000
PA
USD
289558.36000000
0.003936068178
Long
ABS-MBS
CORP
US
N
2
2033-03-25
Variable
5.50000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2021-1R
042853AA9
9714096.92000000
PA
USD
7860306.26000000
0.106847895334
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
1.18000000
N
N
N
N
N
N
OSCAR US Funding Trust
N/A
Oscar US Funding XII LLC
68785AAC9
15933600.00000000
PA
USD
15575214.30000000
0.211719341753
Long
ABS-O
CORP
JP
N
2
2025-04-10
Fixed
0.70000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-D
78449MAB2
7692899.83000000
PA
USD
7460399.16000000
0.101411818094
Long
ABS-O
CORP
US
N
2
2053-03-17
Floating
5.28000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
391093.21000000
PA
USD
383567.13000000
0.005213962306
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2021-2
78432YAA7
15618575.45000000
PA
USD
12763377.72000000
0.173497062536
Long
ABS-MBS
CORP
US
N
2
2061-12-25
Variable
1.74000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
4699000.00000000
PA
USD
4826013.97000000
0.065601697757
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAV4
4020000.00000000
PA
USD
3522645.60000000
0.047884555120
Long
DBT
US
N
2
2026-02-15
Fixed
5.25000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding 2022-1 LLC
68377XAA7
9827869.48000000
PA
USD
9697476.26000000
0.131821190443
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
3.25000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAH0
4940000.00000000
PA
USD
4207990.80000000
0.057200692402
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
2.55000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BX8
9192000.00000000
PA
USD
9514823.04000000
0.129338321266
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.40000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2020-2
81882JAA9
10700586.54000000
PA
USD
9638394.96000000
0.131018077644
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.38000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300DFASAA48I36408
Sequoia Mortgage Trust 2013-7
81745CAH6
489807.68000000
PA
USD
378342.16000000
0.005142937460
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
3.50000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2022-3
68378NAA8
22026000.00000000
PA
USD
21485349.36000000
0.292057877099
Long
ABS-O
CORP
US
N
2
2031-06-09
Fixed
5.05000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-INV2 Trust
552732AA7
24669303.64000000
PA
USD
20567634.73000000
0.279583060789
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
1.91000000
N
N
N
N
N
N
AXIS Equipment Finance Receivables LLC
549300K5Y88MV8B4M421
Amur Equipment Finance Receivables X LLC
03236VAB7
26595857.66000000
PA
USD
25458475.17000000
0.346065967453
Long
ABS-O
CORP
US
N
2
2027-10-20
Fixed
1.64000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAT9
8000000.00000000
PA
USD
7806880.00000000
0.106121653475
Long
DBT
CORP
FR
N
2
2024-03-28
Fixed
3.88000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2017-T1
3136AV6R5
17879467.35000000
PA
USD
16847695.14000000
0.229016619379
Long
ABS-O
USGSE
US
N
2
2027-06-25
Fixed
2.90000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABY2
8872000.00000000
PA
USD
8318121.04000000
0.113071131946
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
1.00000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
460896.70000000
PA
USD
445479.52000000
0.006055559103
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCLD4
4420000.00000000
PA
USD
4244869.96000000
0.057702003737
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Fixed
3.29000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DE6
5400000.00000000
PA
USD
5242104.00000000
0.071257755232
Long
DBT
CORP
GB
N
2
2025-12-09
Fixed
4.18000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-2
35563PQP7
22840881.32000000
PA
USD
20687130.11000000
0.281207403332
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BK7
15746000.00000000
PA
USD
15489655.12000000
0.210556305860
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.63000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAA1
12382000.00000000
PA
USD
11288793.22000000
0.153452519091
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2023-1
03465WAA9
14804934.94000000
PA
USD
14406365.22000000
0.195830766927
Long
ABS-MBS
CORP
US
N
2
2067-09-26
Variable
4.75000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AC2
17883000.00000000
PA
USD
16101674.37000000
0.218875697828
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DN2A0
26858214.36000000
PA
USD
23148553.23000000
0.314666389687
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust 2021-A
00108XAA6
2189980.72000000
PA
USD
2172798.96000000
0.029535617084
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.08000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAA2
8731094.41000000
PA
USD
8489631.63000000
0.115402535452
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2020-1
04285CAB7
6518000.00000000
PA
USD
5469477.50000000
0.074348522834
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Fixed
2.93000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBN7
2750000.00000000
PA
USD
2752255.00000000
0.037412365936
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
5.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AR9
9800000.00000000
PA
USD
9565192.00000000
0.130023004176
Long
DBT
CORP
CH
N
2
2025-08-05
Fixed
4.49000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAZ0
2289000.00000000
PA
USD
2267185.83000000
0.030818650858
Long
DBT
CORP
US
N
2
2024-05-13
Floating
5.37000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38150AGZ2
14450000.00000000
PA
USD
14355930.50000000
0.195145190118
Long
SN
CORP
US
N
2
2024-07-16
Variable
5.06000000
N
N
N
N
N
N
WIPRO IT SERVICE
549300S6XZZ65F0EJS98
Wipro IT Services LLC
97654MAA4
10647000.00000000
PA
USD
9592734.06000000
0.130397393042
Long
DBT
CORP
US
N
2
2026-06-23
Fixed
1.50000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2D3
9800000.00000000
PA
USD
8764826.00000000
0.119143348884
Long
DBT
CORP
AU
N
2
2027-01-08
Fixed
1.63000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
3292939.03000000
PA
USD
2877474.97000000
0.039114524835
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBA8
7301000.00000000
PA
USD
7355757.50000000
0.099989387368
Long
DBT
US
N
2
2028-01-11
Fixed
5.00000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AA8
20312554.05000000
PA
USD
18723547.02000000
0.254515730827
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust 2014-1
63938EAC8
4792751.47000000
PA
USD
4626705.01000000
0.062892421274
Long
ABS-O
CORP
US
N
2
2031-06-25
Floating
5.36000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AD7
15043000.00000000
PA
USD
14865943.89000000
0.202077980713
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.50000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AC7
4906000.00000000
PA
USD
4939557.04000000
0.067145128466
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.05000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-4
23343JAG1
5970299.90000000
PA
USD
5884232.71000000
0.079986435633
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
2.85000000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2021-1 LLC
23345CAA7
8897017.70000000
PA
USD
8549071.35000000
0.116210520379
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
1.12000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851DL5
4725000.00000000
PA
USD
4717723.50000000
0.064129667480
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
3.70000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
1712000.00000000
PA
USD
1655349.92000000
0.022501751095
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
15136000.00000000
PA
USD
13906502.72000000
0.189035960934
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust 2019-B
63941LAC7
1375483.22000000
PA
USD
1363410.38000000
0.018533314703
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
5.66000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
6823000.00000000
PA
USD
6173313.94000000
0.083916018016
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24000000
N
N
N
N
N
N
Khadrawy Ltd
N/A
Khadrawy Ltd
49374GAA7
1336976.75000000
PA
USD
1301493.39000000
0.017691655377
Long
DBT
CORP
KY
N
2
2025-03-31
Fixed
2.47000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2022-NQM3
64831QAA1
41708434.55000000
PA
USD
37733248.28000000
0.512921256437
Long
ABS-MBS
CORP
US
N
2
2062-04-25
Variable
3.90000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
16381000.00000000
PA
USD
14404304.73000000
0.195802757965
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
7000000.00000000
PA
USD
5618410.00000000
0.076373014456
Long
DBT
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-1
35563PNP0
3042042.80000000
PA
USD
2806725.28000000
0.038152799526
Long
ABS-MBS
USGSE
US
N
2
2059-08-25
Fixed
2.50000000
N
N
N
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co
546676AZ0
4771000.00000000
PA
USD
4941229.28000000
0.067167859809
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
5.45000000
N
N
N
N
N
N
PANASONIC HOLDINGS CORP
254900GE1G59KGWPHX32
Panasonic Holdings Corp
69832AAB2
2000000.00000000
PA
USD
1934020.00000000
0.026289811070
Long
DBT
CORP
JP
N
2
2024-07-19
Fixed
2.68000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV2
46651DBF2
9251369.22000000
PA
USD
7558550.53000000
0.102746024035
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2014-IVR3
46643BBC4
1940615.98000000
PA
USD
1861966.19000000
0.025310358401
Long
ABS-MBS
CORP
US
N
2
2044-09-25
Variable
3.79000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-CM1 Trust
36168AAA7
11030528.56000000
PA
USD
10368727.73000000
0.140945746718
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.47000000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BM1
5905000.00000000
PA
USD
4846233.50000000
0.065876548908
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBB1
4453000.00000000
PA
USD
4186131.71000000
0.056903554138
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GBA5
4000000.00000000
PA
USD
4460440.00000000
0.060632322775
Long
DBT
CORP
NL
N
2
2032-10-14
Fixed
7.50000000
N
N
N
N
N
N
PRKCM Trust
N/A
PRKCM 2021-AFC1 Trust
69357TAA8
31185571.78000000
PA
USD
24505653.80000000
0.333113932934
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.51000000
N
N
N
N
N
N
SLM Student Loan Trust
549300GQO6PBOYVGSS10
SLM Student Loan Trust 2011-2
78446JAB2
9189071.96000000
PA
USD
9182950.66000000
0.124827063797
Long
ABS-O
CORP
US
N
2
2034-10-25
Floating
6.05000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2017-1
33850BAT4
1624221.78000000
PA
USD
1460761.68000000
0.019856645012
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Variable
3.00000000
N
N
N
N
N
N
NORTHERN STATES PWR-WISC
OOVRSRHKQSBLKRB7QM17
Northern States Power Co/WI
665789AY9
2500000.00000000
PA
USD
2448925.00000000
0.033289095033
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.30000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
26000000.00000000
PA
USD
22769567.60000000
0.309514705314
Long
DBT
US
N
2
2026-11-15
Fixed
1.63000000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAL5
6810000.00000000
PA
USD
6626130.00000000
0.090071305276
Long
DBT
CORP
US
N
2
2025-03-21
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2Y7
1335209.51000000
PA
USD
1235594.56000000
0.016795869506
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
2.00000000
N
N
N
N
N
N
TRANE TECHNOLOGIES CO LL
549300S2NUDMTQBEXQ18
Trane Technologies Co LLC
456866AK8
3000000.00000000
PA
USD
3138270.00000000
0.042659602997
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
6.39000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AB7
5272000.00000000
PA
USD
4677371.12000000
0.063581143449
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N1T37
9100129.64000000
PA
USD
9087470.63000000
0.123529170316
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBR0
4969000.00000000
PA
USD
4415503.09000000
0.060021479622
Long
DBT
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAK8
25918000.00000000
PA
USD
25622016.44000000
0.348289041201
Long
DBT
CORP
US
N
2
2024-05-13
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-3
35563PBY4
8088647.20000000
PA
USD
7669731.31000000
0.104257343308
Long
ABS-MBS
USGSE
US
N
2
2056-07-25
Variable
3.25000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
9314000.00000000
PA
USD
7838941.82000000
0.106557481021
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BJ0
5261000.00000000
PA
USD
4414978.59000000
0.060014349910
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.38000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-D
63941CAC7
8975551.10000000
PA
USD
8787283.26000000
0.119448618283
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
5.73000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM2 Trust
670857AA9
18863623.63000000
PA
USD
14475226.26000000
0.196766819156
Long
ABS-MBS
CORP
US
N
2
2061-05-25
Variable
1.10000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAH4
930000.00000000
PA
USD
857450.70000000
0.011655627607
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.38000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAJ9
10562000.00000000
PA
USD
9231504.86000000
0.125487078039
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUX7
12660000.00000000
PA
USD
12700512.00000000
0.172642506791
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
5.50000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AE8
12276000.00000000
PA
USD
10800056.52000000
0.146808949993
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
3.75000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AN0
3853000.00000000
PA
USD
3801639.51000000
0.051677017030
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.40000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2022-INV3 Trust
55284PAE5
13129000.00000000
PA
USD
10746184.97000000
0.146076655151
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
4.20000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
7121000.00000000
PA
USD
6131608.26000000
0.083349098104
Long
DBT
CORP
CH
N
2
2027-08-10
Fixed
1.49000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
Onslow Bay Mortgage Loan Trust
67115DAA0
48004158.27000000
PA
USD
39081096.85000000
0.531243034008
Long
ABS-MBS
CORP
US
N
2
2061-10-25
Variable
1.96000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAG3
6400000.00000000
PA
USD
5819264.00000000
0.079103293209
Long
DBT
CORP
NL
N
2
2027-01-19
Fixed
3.26000000
N
N
N
N
N
N
LendingPoint Pass-Through Trust
N/A
LendingPoint Pass-Through Trust Series 2022-ST3
52607TAA2
6418864.44000000
PA
USD
6199070.33000000
0.084266133644
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.00000000
N
N
N
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
8870000.00000000
PA
USD
8597424.90000000
0.116867807115
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
10007000.00000000
PA
USD
8601817.06000000
0.116927511284
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZ72
3356982.02000000
PA
USD
3326216.32000000
0.045214423136
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
4.00000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAR0
12245000.00000000
PA
USD
11481156.90000000
0.156067385951
Long
DBT
CORP
XX
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BW8
24026000.00000000
PA
USD
24164389.76000000
0.328475011342
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.60000000
N
N
N
N
N
N
FHF Trust 2021-1
N/A
FHF Trust 2021-1
30260WAA9
8245106.48000000
PA
USD
7867177.93000000
0.106941304351
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.27000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CUS0
2356281.46000000
PA
USD
2200404.82000000
0.029910873205
Long
ABS-O
USGA
US
N
2
2032-04-01
Fixed
2.67000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
7247000.00000000
PA
USD
7153586.17000000
0.097241201688
Long
DBT
CORP
US
N
2
2024-04-12
Floating
5.33000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Trust Series 2020-2
35564CGN1
32858607.54000000
PA
USD
29426963.00000000
0.400011012121
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Fixed
1.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2R4
3650000.00000000
PA
USD
3051509.50000000
0.041480237141
Long
DBT
CORP
FR
N
2
2029-09-15
Fixed
2.16000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AFJJ2
139331.46000000
PA
USD
133624.32000000
0.001816402171
Long
ABS-MBS
USGSE
US
N
2
2041-04-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNQ30
14763203.81000000
PA
USD
13239911.34000000
0.179974750894
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
12850000.00000000
PA
USD
12189638.50000000
0.165698024419
Long
DBT
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-4
35563PHA0
11326539.76000000
PA
USD
10629693.66000000
0.144493147983
Long
ABS-MBS
USGSE
US
N
2
2058-03-25
Fixed
3.00000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2017-E LLC
83404KAC7
186845.64000000
PA
USD
185880.98000000
0.002526745248
Long
ABS-O
CORP
US
N
2
2040-11-26
Fixed
2.72000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
4690000.00000000
PA
USD
4185918.80000000
0.056900659977
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJX8
5093000.00000000
PA
USD
5086430.03000000
0.069141624447
Long
DBT
CORP
US
N
2
2024-05-28
Floating
5.27000000
N
N
N
N
N
N
PHOSAGRO(PHOS BOND FUND)
635400F8A3KGJIIBIK95
Phosagro OAO Via Phosagro Bond Funding DAC
71922LAB5
29098000.00000000
PA
USD
26121856.56000000
0.355083542975
Long
DBT
CORP
IE
N
2
2023-04-24
Fixed
3.95000000
N
N
N
N
N
N
CHNGE 2022 2 M1
N/A
CHNGE Mortgage Trust 2022-2
12546YAB7
14163000.00000000
PA
USD
11824906.81000000
0.160740098844
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.61000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AD7
14013000.00000000
PA
USD
12531125.25000000
0.170339973386
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
SHARJAH SUKUK PROGRAM
549300N3BQ9P6RRMVV02
Sharjah Sukuk Program Ltd
000000000
2000000.00000000
PA
USD
1902860.00000000
0.025866242280
Long
DBT
NUSS
KY
Y
2
2028-03-14
Fixed
4.23000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEE9
22760000.00000000
PA
USD
22120216.40000000
0.300687847077
Long
DBT
CORP
US
N
2
2026-06-09
Floating
5.28000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239AA8
17000000.00000000
PA
USD
16844960.00000000
0.228979439663
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.75000000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust 2023-1
89616KAA2
5942021.70000000
PA
USD
5941980.11000000
0.080771416262
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
6.48000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYH1
10881000.00000000
PA
USD
10491569.01000000
0.142615571251
Long
DBT
CORP
US
N
2
2027-09-10
Floating
5.62000000
N
N
N
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC 2019 Term Loan B2
16117LBX6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-02-01
None
0.00000000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAF1
9000000.00000000
PA
USD
8397000.00000000
0.114143361269
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.45000000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen 2021-1 Trust
38217UAA0
18250196.51000000
PA
USD
15410489.66000000
0.209480182041
Long
ABS-O
CORP
US
N
2
2056-10-15
Fixed
2.66000000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust 2021-B
08862BAA3
7533558.20000000
PA
USD
7151895.41000000
0.097218218595
Long
ABS-O
CORP
US
N
2
2034-10-17
Fixed
0.90000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAC1
6588000.00000000
PA
USD
4935070.80000000
0.067084145434
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.38000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAC0
5240000.00000000
PA
USD
4639758.00000000
0.063069855138
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.40000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NG2
9000.00000000
PA
USD
8372.52000000
0.000113810596
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
3.07000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAM8
26644000.00000000
PA
USD
22605568.92000000
0.307285413831
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
9525000.00000000
PA
USD
9074943.75000000
0.123358888050
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.98000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBG7
10000000.00000000
PA
USD
10048500.00000000
0.136592779054
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-3
04285AAA3
4752251.69000000
PA
USD
4346776.60000000
0.059087256378
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
2.96000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-AFC1 Trust
12657LAA2
9395506.18000000
PA
USD
7301781.33000000
0.099255670389
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
0.83000000
N
N
N
N
N
N
Residential Asset Mortgage Products, INC.
N/A
RAMP Series 2003-SL1 Trust
760985E64
313410.55000000
PA
USD
313410.55000000
0.004260299349
Long
ABS-MBS
CORP
US
N
2
2031-04-25
Fixed
7.13000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2D3
16833000.00000000
PA
USD
14991806.46000000
0.203788874699
Long
DBT
CORP
US
N
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128283R9
14543324.70000000
PA
USD
14045258.00000000
0.190922110041
Long
DBT
UST
US
N
1
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIII LLC
68377FAC2
4183217.87000000
PA
USD
4084201.65000000
0.055517983140
Long
ABS-O
CORP
US
N
2
2025-08-08
Fixed
3.87000000
N
N
N
N
N
N
Diamond Issuer LLC
N/A
Diamond Issuer
25267TAN1
27894000.00000000
PA
USD
24073520.61000000
0.327239795167
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.31000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CJ6
3025000.00000000
PA
USD
2764003.00000000
0.037572060614
Long
DBT
CORP
GB
N
2
2026-04-18
Fixed
1.65000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-4
91682NAA1
2625945.35000000
PA
USD
2564413.38000000
0.034858969022
Long
ABS-O
CORP
US
N
2
2031-09-20
Fixed
0.84000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AQLA4
176298.08000000
PA
USD
175602.68000000
0.002387028717
Long
ABS-MBS
USGSE
US
N
2
2023-08-15
Fixed
3.50000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
3436082.47000000
PA
USD
3051099.43000000
0.041474662916
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2015-3
64033TAC7
1325092.64000000
PA
USD
1306109.84000000
0.017754408398
Long
ABS-O
CORP
US
N
2
2051-02-27
Floating
5.45000000
N
N
N
N
N
N
Mission Lane Credit Card Master Trust
N/A
Mission Lane Credit Card Master Trust
60510MAA6
21455000.00000000
PA
USD
20838539.92000000
0.283265569896
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.59000000
N
N
N
N
N
N
FIVE CORNERS FND TR III
N/A
Five Corners Funding Trust III
33830GAA9
5900000.00000000
PA
USD
6054639.00000000
0.082302828002
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.79000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAV2
8140000.00000000
PA
USD
7097930.22000000
0.096484650871
Long
DBT
US
N
2
2027-04-15
Fixed
1.84000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XBB3
4922000.00000000
PA
USD
5027380.02000000
0.068338936985
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.95000000
N
N
N
N
N
N
Foundation Finance Trust
549300QVJKB4ZVR88F06
Foundation Finance Trust 2020-1
35041KAA0
5166833.33000000
PA
USD
4996947.02000000
0.067925250559
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
3.54000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
22410000.00000000
PA
USD
21125458.80000000
0.287165758699
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.04000000
N
N
N
N
N
N
GAZPROM PJSC (GAZ FN)
213800UNP9N6BPNYMQ45
Gazprom PJSC via Gaz Finance PLC
000000000
32475000.00000000
PA
USD
20869734.00000000
0.283689601949
Long
DBT
CORP
GB
N
2
2031-07-14
Fixed
3.50000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2022-1
69546MAA5
16745565.86000000
PA
USD
16197320.89000000
0.220175854465
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
2.03000000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Ave Student Loans 2021-C LLC
19424WAA5
14314022.14000000
PA
USD
13599374.26000000
0.184861056234
Long
ABS-O
CORP
US
N
2
2055-07-26
Floating
5.75000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAQ1
10762000.00000000
PA
USD
9498325.96000000
0.129114070681
Long
DBT
CORP
US
N
2
2026-09-28
Fixed
1.51000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
14145104.40000000
PA
USD
14026912.15000000
0.190672728478
Long
DBT
UST
US
N
1
2024-01-15
Fixed
0.63000000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawneee Equipment Receivables Series 2021-1 LLC
704100AB2
5420896.90000000
PA
USD
5210858.88000000
0.070833029375
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.10000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AK8
9990000.00000000
PA
USD
8687903.40000000
0.118097713047
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
Commonbond Student Loan Trust
549300O1CSZVJJTIR319
Commonbond Student Loan Trust 2018-C-GS
20267XAA1
1770405.15000000
PA
USD
1692338.96000000
0.023004556067
Long
ABS-O
CORP
US
N
2
2046-02-25
Fixed
3.87000000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Student Loan Trust 2013-6
78448CAG4
24742978.24000000
PA
USD
23993982.80000000
0.326158609865
Long
ABS-O
CORP
US
N
2
2028-06-26
Floating
5.50000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAJ4
14931000.00000000
PA
USD
13083438.06000000
0.177847754809
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AF2
4828000.00000000
PA
USD
4987661.96000000
0.067799035487
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.80000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAC7
4090000.00000000
PA
USD
3997893.20000000
0.054344762158
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.43000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAC0
4935000.00000000
PA
USD
4335644.25000000
0.058935930447
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
4847000.00000000
PA
USD
4536598.12000000
0.061667566767
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.63000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900IWOX9Q54UE4072
Angel Oak Mortgage Trust 2023-2
03465GAA4
12967892.28000000
PA
USD
12430151.39000000
0.168967400351
Long
ABS-MBS
CORP
US
N
2
2067-10-25
Variable
4.65000000
N
N
N
N
N
N
LendingPoint Pass-Through Trust
N/A
LendingPoint Pass-Through Trust Series 2022-ST1
52607NAA5
5207838.30000000
PA
USD
4977450.30000000
0.067660224817
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
2.50000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAA9
10075000.00000000
PA
USD
10014147.00000000
0.136125806696
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
9635000.00000000
PA
USD
8999379.05000000
0.122331710623
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp
31847RAH5
2261000.00000000
PA
USD
1750285.32000000
0.023792241229
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
Vista Point Securitization Trust
N/A
Vista Point Securitization Trust 2020-2
92838TAA9
4831356.11000000
PA
USD
4407516.80000000
0.059912919186
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.48000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CX5
3430000.00000000
PA
USD
3037436.50000000
0.041288937924
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
2.25000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2021-1
52607BAA1
13127202.65000000
PA
USD
12535394.49000000
0.170398006660
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.46000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKV0
11759000.00000000
PA
USD
11900225.59000000
0.161763933394
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.65000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAB3
4433000.00000000
PA
USD
3796775.84000000
0.051610903461
Long
DBT
CORP
US
N
2
2027-08-27
Fixed
1.40000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2020-A
43285HAA6
813158.47000000
PA
USD
770042.30000000
0.010467454619
Long
ABS-O
CORP
US
N
2
2039-02-25
Fixed
2.74000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
Lendingpoint 2022-B Asset Securitization Trust
52606WAA6
5671672.02000000
PA
USD
5574434.89000000
0.075775245388
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
4.77000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2019-2 LLC
784034AD2
3000000.00000000
PA
USD
2872093.62000000
0.039041374260
Long
ABS-O
CORP
US
N
2
2027-06-21
Fixed
3.11000000
N
N
N
N
N
N
ALLEGION PLC
984500560CAC2E6FB757
Allegion PLC
01748TAB7
3059000.00000000
PA
USD
2767722.02000000
0.037622614555
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MW8
5753000.00000000
PA
USD
5687645.92000000
0.077314162560
Long
DBT
CORP
US
N
2
2025-05-01
Floating
5.34000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNYX5
14688791.48000000
PA
USD
14833475.49000000
0.201636626383
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAX9
7878000.00000000
PA
USD
7824587.16000000
0.106362353101
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.20000000
N
N
N
N
N
N
MIDLAND COGEN VENTURE
A7EF7IZXZY5NPHMMPV49
Midland Cogeneration Venture LP
59748TAA7
555576.65000000
PA
USD
566465.95000000
0.007700170010
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
891906AE9
1335000.00000000
PA
USD
1328632.05000000
0.018060560685
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-1
35563PAP4
4609760.23000000
PA
USD
4344539.06000000
0.059056840714
Long
ABS-MBS
USGSE
US
N
2
2056-01-25
Variable
3.00000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
Lendingpoint 2021-B Asset Securitization Trust
52607HAA8
834890.08000000
PA
USD
832653.89000000
0.011318555886
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
1.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPJ24
5704092.63000000
PA
USD
5750986.15000000
0.078175168486
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZH0
3991000.00000000
PA
USD
3868835.49000000
0.052590435516
Long
DBT
CORP
US
N
2
2025-01-24
Fixed
1.76000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
38072000.00000000
PA
USD
36912707.60000000
0.501767359656
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCX2
10418000.00000000
PA
USD
10339344.10000000
0.140546324746
Long
DBT
CORP
US
N
2
2026-02-24
Floating
5.68000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
2105000.00000000
PA
USD
1928958.85000000
0.026221013086
Long
DBT
CORP
US
N
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AV6
9700000.00000000
PA
USD
9478452.00000000
0.128843916984
Long
DBT
CORP
US
N
2
2027-08-05
Fixed
4.63000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAJ4
2800000.00000000
PA
USD
2761024.00000000
0.037531566024
Long
DBT
CORP
JP
N
2
2025-07-25
Fixed
4.24000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAQ2
14760000.00000000
PA
USD
14451663.60000000
0.196446523668
Long
DBT
CORP
JP
N
2
2023-09-12
Fixed
0.80000000
N
N
N
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAP9
26465699.55000000
PA
USD
24598623.58000000
0.334377703707
Long
ABS-O
CORP
US
N
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
Instar Leasing III, LLC
N/A
InStar Leasing III LLC
45783NAA5
8979408.26000000
PA
USD
7526794.75000000
0.102314356597
Long
ABS-O
CORP
US
N
2
2054-02-15
Fixed
2.30000000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAM3
19056000.00000000
PA
USD
16252671.84000000
0.220928259310
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
3.13000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Trust Series 2019-3
35564CEE3
2732226.82000000
PA
USD
2539917.12000000
0.034525982782
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Fixed
2.75000000
N
N
N
N
N
N
METROPOLITAN EDISON CO
N/A
Metropolitan Edison Co
591894CE8
1475000.00000000
PA
USD
1489897.50000000
0.020252698415
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.20000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CUA9
1703390.38000000
PA
USD
1637819.44000000
0.022263453142
Long
ABS-O
USGA
US
N
2
2031-05-01
Fixed
3.79000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAH1
13254000.00000000
PA
USD
11264707.14000000
0.153125108572
Long
DBT
CORP
NL
N
2
2032-01-19
Fixed
4.19000000
N
N
N
N
N
N
CALEDONIA GENERA
N/A
Caledonia Generating LLC
129268AB4
18678253.24000000
PA
USD
16127644.37000000
0.219228717131
Long
DBT
CORP
US
N
2
2034-02-28
Fixed
1.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCF1
3096000.00000000
PA
USD
3039188.40000000
0.041312752114
Long
DBT
CORP
US
N
2
2027-04-22
Floating
5.51000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-CM2 Trust
36167AAA8
22589124.12000000
PA
USD
20446292.70000000
0.277933616087
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7F3
20584217.58000000
PA
USD
17760107.18000000
0.241419355726
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
110098000.00000000
PA
USD
104782330.94000000
1.424342914753
Long
DBT
UST
US
N
1
2032-05-15
Fixed
2.88000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CU9
3000000.00000000
PA
USD
2906130.00000000
0.039504042692
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.40000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAJ7
5950000.00000000
PA
USD
5893475.00000000
0.080112069317
Long
DBT
CORP
US
N
2
2023-09-19
Fixed
3.85000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2G9
9479000.00000000
PA
USD
8474415.58000000
0.115195698356
Long
DBT
CORP
US
N
2
2027-01-06
Fixed
2.25000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
4000000.00000000
PA
USD
3745480.00000000
0.050913621146
Long
DBT
CORP
FR
N
2
2025-01-22
Fixed
2.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNR54
12683403.54000000
PA
USD
11397924.48000000
0.154935978521
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CEZ0
110839662.93000000
PA
USD
105879954.89000000
1.439263301446
Long
DBT
UST
US
N
1
2032-07-15
Fixed
0.63000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
4265000.00000000
PA
USD
4078065.05000000
0.055434566188
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.11000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAS8
10850000.00000000
PA
USD
10755605.00000000
0.146204704917
Long
DBT
CORP
JP
N
2
2024-09-11
Fixed
3.92000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-5
46591FBA1
7989313.96000000
PA
USD
7282824.36000000
0.098997981658
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
4.48000000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
8163000.00000000
PA
USD
7147114.65000000
0.097153232050
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPFN3
5872214.70000000
PA
USD
5267529.79000000
0.071603376898
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-2
03464XAC4
5194550.42000000
PA
USD
4940487.19000000
0.067157772320
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
5.00000000
N
N
N
N
N
N
OSCAR US Funding Trust
N/A
OSCAR US Funding Trust IX LLC
68784XAE6
151570.50000000
PA
USD
151254.19000000
0.002056051167
Long
ABS-O
CORP
JP
N
2
2025-09-10
Fixed
3.63000000
N
N
N
N
N
N
Los Angeles Community College District/CA
N/A
LOS ANGELES CA CMNTY CLG DIST
54438CYN6
12115000.00000000
PA
USD
10277130.27000000
0.139700630371
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
1.81000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AK7
7000000.00000000
PA
USD
6957230.00000000
0.094572063514
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
4.15000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBV1
6380000.00000000
PA
USD
6056278.80000000
0.082325118377
Long
DBT
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2C5
17963000.00000000
PA
USD
15194003.55000000
0.206537410544
Long
DBT
CORP
US
N
2
2028-09-20
Fixed
2.00000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
12955000.00000000
PA
USD
11697846.80000000
0.159012927637
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
OLYMPUS CORP
5299000Y52IFDI1I2A21
Olympus Corp
68163WAA7
14061000.00000000
PA
USD
12690755.55000000
0.172509883950
Long
DBT
CORP
JP
N
2
2026-12-08
Fixed
2.14000000
N
N
N
N
N
N
CONSOLIDATED EDISON INC
54930033SBW53OO8T749
Consolidated Edison Inc
209115AE4
12309000.00000000
PA
USD
11945515.23000000
0.162379571329
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.65000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2022-INV1 Trust
69377EAA7
33536836.66000000
PA
USD
32381320.26000000
0.440170624845
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMB5
2799844.74000000
PA
USD
2648672.33000000
0.036004330433
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
2.50000000
N
N
N
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
759470AT4
1950000.00000000
PA
USD
1869055.50000000
0.025406725874
Long
DBT
CORP
IN
N
2
2026-01-15
Fixed
2.51000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2E4
6888000.00000000
PA
USD
6744729.60000000
0.091683471168
Long
DBT
CORP
US
N
2
2024-09-13
Floating
5.31000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABV8
8710000.00000000
PA
USD
8255947.70000000
0.112225987965
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.88000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-DSC1
46656AAA5
9442731.29000000
PA
USD
9069860.78000000
0.123289793459
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Variable
4.75000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2020-1
04285CAD3
3189000.00000000
PA
USD
2572648.96000000
0.034970918144
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Fixed
4.28000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
2500000.00000000
PA
USD
2447650.00000000
0.033271763512
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AC2
2423996.57000000
PA
USD
2281082.43000000
0.031007552208
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
4.21000000
N
N
N
N
N
N
Winwater Mortgage Loan Trust
N/A
WinWater Mortgage Loan Trust 2015-3
97651JBE5
1131599.59000000
PA
USD
1032300.23000000
0.014032418493
Long
ABS-MBS
CORP
US
N
2
2045-03-20
Variable
3.84000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KA4
20160000.00000000
PA
USD
19753574.40000000
0.268517253675
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
3.25000000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Ave Student Loans 2021-A LLC
19424KAB9
2022818.26000000
PA
USD
1753691.82000000
0.023838546977
Long
ABS-O
CORP
US
N
2
2051-07-25
Fixed
1.60000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-4
38237GAA7
10585536.68000000
PA
USD
8287804.73000000
0.112659031729
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFB37
3310088.08000000
PA
USD
3240539.02000000
0.044049781596
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
5.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDY6
25172759.30000000
PA
USD
21718447.79000000
0.295226465679
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
2.50000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAX0
8355000.00000000
PA
USD
7468116.75000000
0.101516725997
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
N
Credito Real USA Auto Receivables Trust
N/A
Credito Real USA Auto Receivables Trust 2021-1
22551EAA4
2261565.98000000
PA
USD
2222088.54000000
0.030205627604
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBE0
50000000.00000000
PA
USD
48230469.00000000
0.655613653362
Long
DBT
UST
US
N
1
2024-01-15
Fixed
0.13000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAS1
4233000.00000000
PA
USD
4127175.00000000
0.056102134934
Long
DBT
US
N
2
2024-03-15
Fixed
4.65000000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2M0
653000.00000000
PA
USD
646685.49000000
0.008790622307
Long
DBT
CORP
US
N
2
2025-03-30
Floating
5.65000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-E
17328DAA8
6534475.64000000
PA
USD
6521324.35000000
0.088646645378
Long
ABS-MBS
CORP
US
N
2
2070-11-25
Variable
6.23000000
N
N
N
N
N
N
SPIRE MISSOURI INC
06LJQCOVPRXOPDHFC707
Spire Missouri Inc
84859DAB3
24347000.00000000
PA
USD
24038280.04000000
0.326760757760
Long
DBT
CORP
US
N
2
2024-12-02
Floating
5.28000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAA4
11075061.89000000
PA
USD
9092573.98000000
0.123598541940
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.93000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAC7
7500000.00000000
PA
USD
7556925.00000000
0.102723927636
Long
DBT
CORP
NO
N
2
2026-10-09
Fixed
5.90000000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2G3
13475000.00000000
PA
USD
13027091.00000000
0.177081809492
Long
DBT
CORP
US
N
2
2026-06-04
Floating
5.41000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVD2
1410574.26000000
PA
USD
1299007.65000000
0.017657865843
Long
ABS-O
USGA
US
N
2
2032-11-01
Fixed
2.09000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAA6
3694965.89000000
PA
USD
3439130.26000000
0.046749301860
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.74000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAL6
9000000.00000000
PA
USD
8956350.00000000
0.121746801680
Long
DBT
CORP
FR
N
2
2023-09-14
Fixed
4.25000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
4940000.00000000
PA
USD
4663162.40000000
0.063387999342
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461366P1
1170000.00000000
PA
USD
1163776.77000000
0.015819625139
Long
DBT
MUN
US
N
2
2023-06-15
Fixed
2.55000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ2
36262DAT5
5161994.84000000
PA
USD
4252250.75000000
0.057802333400
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Variable
3.57000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAX6
3073000.00000000
PA
USD
2879861.95000000
0.039146971890
Long
DBT
CORP
NL
N
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
AFG ABS LLC
N/A
AFG ABS I LLC
00111LAB5
10000000.00000000
PA
USD
10064798.00000000
0.136814323475
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
6.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828H45
21181871.72000000
PA
USD
20674576.27000000
0.281036754589
Long
DBT
UST
US
N
1
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BY9
4800000.00000000
PA
USD
4244688.00000000
0.057699530291
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.54000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CRS4
306676.01000000
PA
USD
303357.80000000
0.004123648798
Long
ABS-O
USGA
US
N
2
2028-04-01
Fixed
5.37000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AR6
9703000.00000000
PA
USD
9755202.14000000
0.132605878543
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
7000000.00000000
PA
USD
6189400.00000000
0.084134681462
Long
DBT
CORP
FR
N
2
2027-01-13
Fixed
1.32000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST
N/A
Upstart Pass-Through Trust Series 2020-ST2
91680BAA9
361782.70000000
PA
USD
352756.57000000
0.004795143576
Long
ABS-O
CORP
US
N
2
2028-03-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-2
35563PKG3
23666930.10000000
PA
USD
22579844.10000000
0.306935727345
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust 2019-2
30312JAC2
1719824.89000000
PA
USD
1718532.46000000
0.023360613485
Long
ABS-O
CORP
US
N
2
2026-11-18
Fixed
4.86000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2023-1
91679AAA4
4225000.00000000
PA
USD
4209996.35000000
0.057227954546
Long
ABS-O
CORP
US
N
2
2033-02-20
Fixed
6.59000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AT6
5490000.00000000
PA
USD
4586510.70000000
0.062346045944
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.50000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
17190000.00000000
PA
USD
16897770.00000000
0.229697304485
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CN2
5000000.00000000
PA
USD
5015450.00000000
0.068176768045
Long
DBT
CORP
JP
N
2
2028-09-13
Fixed
5.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KHUP4
749783.36000000
PA
USD
697377.62000000
0.009479698180
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.50000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3H5
9100000.00000000
PA
USD
8450078.00000000
0.114864869109
Long
DBT
CORP
US
N
2
2033-01-26
Fixed
5.00000000
N
N
N
N
N
N
RCKT Mortgage Trust 2020-1
N/A
RCKT Mortgage Trust 2020-1
749389BJ0
3116952.45000000
PA
USD
2655822.87000000
0.036101530227
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.47000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2004-HYB2
17307GEF1
51026.22000000
PA
USD
45628.70000000
0.000620246896
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Variable
4.31000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAE7
8665000.00000000
PA
USD
7801966.00000000
0.106054855752
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
1.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-ATH2
12665WAC4
12585173.69000000
PA
USD
12293194.39000000
0.167105695893
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
4.55000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORPORA
5493003BCZ22YM5BRK17
Owl Rock Capital Corp III
69122JAC0
16243000.00000000
PA
USD
13944777.93000000
0.189556249266
Long
DBT
CORP
US
N
2
2027-04-13
Fixed
3.13000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAD3
7360000.00000000
PA
USD
5996633.60000000
0.081514340289
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBC7
14716000.00000000
PA
USD
13300762.28000000
0.180801919029
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.62000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-2
89175VAA1
14438018.42000000
PA
USD
13834984.26000000
0.188063785465
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
Dext ABS 2020-1, LLC
N/A
Dext ABS 2020-1 LLC
25216AAA2
3547116.70000000
PA
USD
3518869.06000000
0.047833219289
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.46000000
N
N
N
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
759470AU1
450000.00000000
PA
USD
431181.00000000
0.005861194314
Long
DBT
CORP
IN
N
2
2026-01-15
Fixed
2.06000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAA4
9673000.00000000
PA
USD
9624441.54000000
0.130828403920
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBT2
5982000.00000000
PA
USD
5348506.20000000
0.072704117594
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
1.05000000
N
N
N
N
N
N
CCL INDUSTRIES INC
549300TD3EMSRRC0YH75
CCL Industries Inc
124900AD3
9810000.00000000
PA
USD
8341050.60000000
0.113382821484
Long
DBT
CORP
CA
N
2
2030-06-01
Fixed
3.05000000
N
N
N
N
N
N
SECURITY BENEFIT GL FUND
5493003C0JW6BY7YFF93
Security Benefit Global Funding
81412DAA1
37488000.00000000
PA
USD
35555868.48000000
0.483323370391
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFQ9
19520000.00000000
PA
USD
19542112.45000000
0.265642777343
Long
DBT
UST
US
N
1
2024-10-31
Fixed
4.38000000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
4129476.53000000
PA
USD
4049977.62000000
0.055052763917
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
4933000.00000000
PA
USD
4284458.49000000
0.058240144488
Long
DBT
CORP
FR
N
2
2027-06-09
Fixed
1.79000000
N
N
N
N
N
N
ALEX ALPHA LLC
N/A
ALEX Alpha LLC
01447UAA0
652173.02000000
PA
USD
635366.04000000
0.008636753059
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.62000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
6873000.00000000
PA
USD
6118825.71000000
0.083175340426
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.51000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZZ6
149130352.14000000
PA
USD
138756883.62000000
1.886170905765
Long
DBT
UST
US
N
1
2030-07-15
Fixed
0.13000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2023-NQM1
59980DAA9
14702696.55000000
PA
USD
14554685.97000000
0.197846942818
Long
ABS-MBS
CORP
US
N
2
2067-10-25
Variable
6.05000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AC2
3000000.00000000
PA
USD
2643900.00000000
0.035939458480
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.64000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABT3
4325000.00000000
PA
USD
3675947.25000000
0.049968438128
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
1.80000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2018-RPL1
64829VAA4
2287081.95000000
PA
USD
2154091.11000000
0.029281314728
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
3982000.00000000
PA
USD
3563531.62000000
0.048440333106
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
2950000.00000000
PA
USD
2393305.50000000
0.032533039694
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.73000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust 2017-2
42771LAB8
492205.65000000
PA
USD
454429.16000000
0.006177214693
Long
ABS-O
CORP
US
N
2
2048-09-20
Fixed
3.28000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-5
64828NAA3
305968.51000000
PA
USD
298177.79000000
0.004053235108
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
6.35000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2022-INV1 Trust
55284TAC1
4995000.00000000
PA
USD
3923857.31000000
0.053338366381
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397NGR0
327430.65000000
PA
USD
269063.64000000
0.003657476273
Long
ABS-MBS
USGSE
US
N
2
2039-03-25
Variable
0.57000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-3
35563PGG8
8861073.40000000
PA
USD
8510371.61000000
0.115684461262
Long
ABS-MBS
USGSE
US
N
2
2057-08-25
Variable
3.50000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160BA6
4595000.00000000
PA
USD
4639341.75000000
0.063064196906
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKZP3
9234.07000000
PA
USD
8971.15000000
0.000121947983
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAM2
12187000.00000000
PA
USD
10108872.76000000
0.137413447121
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.10000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAL7
3500000.00000000
PA
USD
3402385.00000000
0.046249810674
Long
DBT
CORP
GB
N
2
2025-07-09
Fixed
3.87000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
5440000.00000000
PA
USD
4993484.80000000
0.067878187390
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
7328000.00000000
PA
USD
6511221.12000000
0.088509308634
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AH8
3304000.00000000
PA
USD
3114713.84000000
0.042339395866
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
14223684.60000000
PA
USD
13996795.35000000
0.190263340270
Long
DBT
UST
US
N
1
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAG7
10296000.00000000
PA
USD
9601946.64000000
0.130522622868
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CEJ6
100132337.06000000
PA
USD
95381687.50000000
1.296556676770
Long
DBT
UST
US
N
1
2027-04-15
Fixed
0.13000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAG1
11412000.00000000
PA
USD
9946470.96000000
0.135205862587
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.20000000
N
N
N
N
N
N
UNIVERSITY OF CHICAGO
54930099Y7GU6182V326
University of Chicago/The
91412NAG5
360000.00000000
PA
USD
349765.20000000
0.004754480836
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.07000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
3632000.00000000
PA
USD
3251184.80000000
0.044194493412
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
7532000.00000000
PA
USD
6528737.60000000
0.088747416281
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
9685000.00000000
PA
USD
7466069.65000000
0.101488899050
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAD1
8212000.00000000
PA
USD
8376157.88000000
0.113860047034
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2017-A
63939XAB7
926997.09000000
PA
USD
910651.41000000
0.012378803487
Long
ABS-O
CORP
US
N
2
2058-12-16
Fixed
2.88000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2021-A-GS
20268WAA2
9746870.51000000
PA
USD
8199364.07000000
0.111456826869
Long
ABS-O
CORP
US
N
2
2052-03-25
Fixed
1.20000000
N
N
N
N
N
N
Prodigy Finance Designated Activity Co
635400HTAZNW3LYYMQ40
Prodigy Finance CM2021-1 DAC
742855AA7
2654358.63000000
PA
USD
2550630.70000000
0.034671616226
Long
ABS-O
CORP
IE
N
2
2051-07-25
Floating
6.10000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GGW3
14683000.00000000
PA
USD
14608116.70000000
0.198573245440
Long
DBT
CORP
US
N
2
2024-01-07
Floating
4.86000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
6800000.00000000
PA
USD
5811688.00000000
0.079000309988
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.38000000
N
N
N
N
N
N
NBK SPC LTD
549300P1ANDK86KWB419
NBK SPC Ltd
62877PAB0
13033000.00000000
PA
USD
11594417.46000000
0.157606976402
Long
DBT
CORP
AE
N
2
2027-09-15
Fixed
1.63000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAA5
27285000.00000000
PA
USD
24347224.05000000
0.330960341866
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.40000000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
Bankers Healthcare Group Securitization Trust 2020-A
06616PAA5
1611008.49000000
PA
USD
1578728.50000000
0.021460209303
Long
ABS-O
CORP
US
N
2
2031-09-17
Fixed
2.56000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2X0
8792000.00000000
PA
USD
8524899.04000000
0.115881937705
Long
DBT
CORP
US
N
2
2026-04-25
Fixed
3.91000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST4
91534HAA4
1931082.65000000
PA
USD
1807428.09000000
0.024569002911
Long
ABS-O
CORP
US
N
2
2027-07-20
Fixed
2.00000000
N
N
N
N
N
N
2024-05-23
THORNBURG INVESTMENT TRUST
Christopher Luckham
Christopher Luckham
Manager - Fund Admin