0001752724-21-263213.txt : 20211129
0001752724-21-263213.hdr.sgml : 20211129
20211129144146
ACCESSION NUMBER: 0001752724-21-263213
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211129
PERIOD START: 20210930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD MALVERN FUNDS
CENTRAL INDEX KEY: 0000836906
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05628
FILM NUMBER: 211455519
BUSINESS ADDRESS:
STREET 1: P.O. BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: P.O. BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD ASSET ALLOCATION FUND INC
DATE OF NAME CHANGE: 19920703
0000836906
S000049659
Vanguard Institutional Short-Term Bond Fund
C000157009
Institutional Plus Shares
VISTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000836906
XXXXXXXX
S000049659
C000157009
VANGUARD MALVERN FUNDS
811-05628
0000836906
549300EW16IGZDA38J20
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD INSTITUTIONAL SHORT-TERM BOND FUND
S000049659
549300VRQLVE63JP0O95
2021-09-30
2021-09-30
N
9674630858.79
32555291.63
9642075567.16
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
16458738.32000000
AUD
EUR
GBP
USD
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MAH3
1700000.00000000
PA
USD
1701634.58000000
0.017648011241
Long
DBT
CORP
JP
N
2
2021-10-19
Fixed
2.44200000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_18-A
N/A
MMAF 2018-A A5
60700DAE8
3550000.00000000
PA
USD
3761472.08000000
0.039011020540
Long
ABS-CBDO
CORP
US
Y
2
2042-03-10
Fixed
3.61000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_19-A
N/A
HDMOT 2019-A A4
41284WAD2
3600000.00000000
PA
USD
3678629.40000000
0.038151841627
Long
ABS-CBDO
CORP
US
N
2
2026-11-15
Fixed
2.39000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADM
341271AD6
56750000.00000000
PA
USD
57361827.43000000
0.594911614521
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
1.25800000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C23
N/A
WFRBS 2014-C23 A5
92939HAY1
1038000.00000000
PA
USD
1121621.28000000
0.011632570935
Long
ABS-MBS
CORP
US
N
2
2057-10-15
Fixed
3.91700000
N
N
N
N
N
N
COMM 2012-CCRE2 Mortgage Trust
N/A
COMM 2012-CR2 AM
12624KAF3
900804.00000000
PA
USD
913541.37000000
0.009474530287
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Fixed
3.79100000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BV5
29080000.00000000
PA
USD
29209015.46000000
0.302932861877
Long
DBT
CORP
JP
N
2
2024-09-15
Variable
0.84800000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEC2
1845000.00000000
PA
USD
1847175.99000000
0.019157451910
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.15000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
83051GAM0
9170000.00000000
PA
USD
9376369.38000000
0.097244305074
Long
DBT
CORP
SE
Y
2
2022-12-12
Fixed
2.20000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C
N/A
WOART 2021-C A4
98164CAD1
1470000.00000000
PA
USD
1456626.68000000
0.015106982618
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.64000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-A
N/A
NAROT 2019-A A4
65479KAE0
6410000.00000000
PA
USD
6597574.55000000
0.068424837619
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
3.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BW3
11915000.00000000
PA
USD
11933137.01000000
0.123761081593
Long
DBT
CORP
JP
N
2
2025-07-19
Variable
0.95300000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
N/A
AMCAR 2021-2 A3
03066RAC9
9270000.00000000
PA
USD
9252565.91000000
0.095960313166
Long
ABS-CBDO
CORP
US
N
2
2026-12-18
Fixed
0.34000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGQ6
6952000.00000000
PA
USD
7084427.12000000
0.073474088339
Long
DBT
CORP
US
N
2
2023-07-21
Variable
2.81600000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_20-1
N/A
MBART 2020-1 A3
58769VAC4
21610000.00000000
PA
USD
21669788.39000000
0.224741947302
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
0.55000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEA9
16600000.00000000
PA
USD
16552730.50000000
0.171671860324
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.79000000
N
N
N
N
N
N
MUFG Union Bank NA
OX3PU53ZLPQKJ4700D47
MUFG UNION BANK
90520EAK7
4000000.00000000
PA
USD
4078101.76000000
0.042294853754
Long
DBT
CORP
US
N
2
2022-12-09
Fixed
2.10000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CJ6
2385000.00000000
PA
USD
2399082.97000000
0.024881395642
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.64500000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE
74368CBF0
22250000.00000000
PA
USD
22261968.50000000
0.230883572161
Long
DBT
CORP
US
Y
2
2024-07-05
Fixed
0.78100000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGP9
3788000.00000000
PA
USD
4123703.66000000
0.042767800680
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_18-B
N/A
SMB 2018-B A2A
78449LAB4
937144.41000000
PA
USD
991514.15000000
0.010283202440
Long
ABS-CBDO
CORP
US
Y
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
53944YAC7
3020000.00000000
PA
USD
3042530.17000000
0.031554722308
Long
DBT
CORP
GB
N
2
2022-01-11
Fixed
3.00000000
N
N
N
N
N
N
GOLDEN CREDIT CARD TRUST GCCT_2021-1A
N/A
GCCT 2021-1A A
380881FB3
12890000.00000000
PA
USD
12832478.38000000
0.133088340685
Long
ABS-CBDO
CORP
US
Y
2
2028-08-15
Fixed
1.14000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816CC1
3039000.00000000
PA
USD
3234225.03000000
0.033542830145
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAD1
10000000.00000000
PA
USD
10517716.50000000
0.109081456857
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
2.70600000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2015-GC27
N/A
CGCMT 2015-GC27 A5
17323CAE7
50000.00000000
PA
USD
53092.50000000
0.000550633518
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.13700000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_16-4
N/A
CARMX 2018-4 A3
14315EAC4
5246872.06000000
PA
USD
5302975.81000000
0.054998280951
Long
ABS-CBDO
CORP
US
N
2
2023-09-15
Fixed
3.36000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
N/A
MSBAM 2013-C12 A4
61762XAU1
70000.00000000
PA
USD
74133.50000000
0.000768854169
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
4.25900000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C19
N/A
JPMBB 2014-C19 A4
46641WAV9
120000.00000000
PA
USD
127882.80000000
0.001326299499
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Fixed
3.99650000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
853254BV1
3350000.00000000
PA
USD
3371556.08000000
0.034967119439
Long
DBT
CORP
GB
Y
2
2023-10-14
Variable
1.31900000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114QCJ5
7365000.00000000
PA
USD
7367704.06000000
0.076412013250
Long
DBT
CORP
CA
N
2
2023-09-11
Fixed
0.45000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MT5
3230000.00000000
PA
USD
3241699.48000000
0.033620349243
Long
DBT
CORP
US
N
2
2024-10-30
Variable
0.77600000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHC6
37520000.00000000
PA
USD
38660125.87000000
0.400952321942
Long
DBT
CORP
US
N
2
2023-12-20
Variable
3.00400000
N
N
N
N
N
N
Morgan Stanley Capital I 2017-HR2
N/A
MSC 2017-HR2 ASB
61691NAC9
180000.00000000
PA
USD
194351.40000000
0.002015659373
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.50900000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
N/A
JPMCC 2013-LC11 A5
46639YAQ0
800000.00000000
PA
USD
823472.00000000
0.008540401848
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
2.95990000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353RFS2
5000000.00000000
PA
USD
5015619.40000000
0.052018046996
Long
DBT
CORP
US
N
2
2022-12-09
Variable
2.02800000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC42
N/A
GSMS 2019-GC42 A4
36257UAL1
500000.00000000
PA
USD
536030.00000000
0.005559280222
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
3.00050000
N
N
N
N
N
N
COMM 2013-CCRE12 Mortgage Trust
549300MGZ5FI5VFL1177
COMM 2013-CR12 A4
12591KAE5
800000.00000000
PA
USD
849128.00000000
0.008806485637
Long
ABS-MBS
CORP
US
N
2
2046-10-10
Fixed
4.04600000
N
N
N
N
N
N
Banc of America Commercial Mortgage Trust 2017-BNK3
N/A
BACM 2017-BNK3 A4
06427DAS2
160000.00000000
PA
USD
175643.20000000
0.001821632684
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
3.57400000
N
N
N
N
N
N
Korea Development Bank/The
549300ML2LNRZUCS7149
KOREA DEV BANK
500630CC0
10000000.00000000
PA
USD
10737244.60000000
0.111358229099
Long
DBT
NUSS
KR
N
2
2024-01-22
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
N/A
MSBAM 2013-C11 A3
61762TAD8
1023489.38000000
PA
USD
1054675.10000000
0.010938257978
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Fixed
3.96000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61772BAA1
6960000.00000000
PA
USD
6983481.79000000
0.072427163024
Long
DBT
CORP
US
N
2
2024-04-05
Variable
0.73100000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109AV6
10000000.00000000
PA
USD
10952428.90000000
0.113589950874
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BDJ2
8515000.00000000
PA
USD
8907084.33000000
0.092377250810
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3
N/A
HAROT 2021-3 A3
43815EAC8
13380000.00000000
PA
USD
13359380.08000000
0.138552949382
Long
ABS-CBDO
CORP
US
N
2
2025-11-18
Fixed
0.41000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C41
N/A
WFCM 2017-C41 A4
95001ABD7
1430000.00000000
PA
USD
1561574.30000000
0.016195416527
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.47200000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_18-B
N/A
FORDO 2018-B A3
34532TAD4
1998885.39000000
PA
USD
2009432.11000000
0.020840244364
Long
ABS-CBDO
CORP
US
N
2
2023-04-15
Fixed
3.24000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAH2
10060000.00000000
PA
USD
10170877.70000000
0.105484318486
Long
DBT
CORP
JP
N
2
2022-02-28
Fixed
2.95300000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBF4
12675000.00000000
PA
USD
12676207.29000000
0.131467620241
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.62000000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST TLOT_21-B
N/A
TLOT 2021-B A3
89239CAC3
23600000.00000000
PA
USD
23594357.24000000
0.244702056892
Long
ABS-CBDO
CORP
US
Y
2
2024-10-21
Fixed
0.42000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP7
N/A
JPMCC 2017-JP7 A5
465968AE5
340000.00000000
PA
USD
371881.80000000
0.003856864607
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.45400000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
53944YAM5
7445000.00000000
PA
USD
7493618.38000000
0.077717897228
Long
DBT
CORP
GB
N
2
2023-06-15
Variable
1.32600000
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2012-C1
N/A
UBSCM 2012-C1 AS
90269GAE1
246886.00000000
PA
USD
249932.57000000
0.002592103414
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Fixed
4.17100000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDR0
1275000.00000000
PA
USD
1336200.93000000
0.013858021757
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.37500000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE
74368CBB9
2480000.00000000
PA
USD
2481817.24000000
0.025739450211
Long
DBT
CORP
US
Y
2
2023-04-12
Fixed
0.50200000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OSEAS
N/A
5542000.00000000
PA
USD
5609706.06000000
0.058179445088
Long
DBT
CORP
VG
N
2
2022-05-04
Fixed
2.75000000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1
N/A
GFORT 2020-1 A
361886CH5
9540000.00000000
PA
USD
9581624.93000000
0.099373053688
Long
ABS-CBDO
CORP
US
Y
2
2025-08-15
Fixed
0.68000000
N
N
N
N
N
N
Korea Development Bank/The
549300ML2LNRZUCS7149
KOREA DEV BANK
500630DD7
24000000.00000000
PA
USD
24008850.96000000
0.249000858713
Long
DBT
NUSS
KR
N
2
2023-10-27
Fixed
0.50000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78013XZU5
2000000.00000000
PA
USD
2099517.38000000
0.021774537705
Long
DBT
CORP
CA
N
2
2024-07-16
Fixed
2.55000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NM3
2000000.00000000
PA
USD
2020924.64000000
0.020959435817
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
2.40000000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG GLOBAL FUNDI
00138CAC2
235000.00000000
PA
USD
236177.61000000
0.002449447822
Long
DBT
CORP
US
Y
2
2021-12-15
Fixed
2.70000000
N
N
N
N
N
N
N/A
N/A
FSWP: OIS 0.750000 15-DEC-2025
N/A
13631000.00000000
NC
USD
2789.29000000
0.000028928315
N/A
DIR
N/A
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
United States SOFR Secured Ove
SOFRRATE
Y
2025-12-15
0.00000000
USD
-82183.04000000
USD
13631000.00000000
USD
84972.33000000
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C14
N/A
JPMBB 2013-C14 A4
46640LAD4
208800.84000000
PA
USD
217706.20000000
0.002257876932
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.13270000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BM4
15273000.00000000
PA
USD
16202815.66000000
0.168042819693
Long
DBT
CORP
US
N
2
2026-03-30
Variable
2.90100000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXL3
15630000.00000000
PA
USD
15643554.80000000
0.162242607320
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.62700000
N
N
N
N
N
N
CAPITAL ONE MULTI-ASSET EXECUTION TRUST
R42WS16M9R97TJJKGU15
COMET 2019-A3 A3
14041NFV8
29960000.00000000
PA
USD
31262867.52000000
0.324233794915
Long
ABS-CBDO
CORP
US
N
2
2028-08-15
Fixed
2.06000000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_17-1A
N/A
NAVSL 2017-1A A2
63940NAB6
870285.44300000
PA
USD
870568.11000000
0.009028845541
Long
ABS-CBDO
CORP
US
Y
2
2066-07-26
Floating
0.83600000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBF5
21453000.00000000
PA
USD
21698723.09000000
0.225042035180
Long
DBT
CORP
JP
N
2
2024-07-10
Variable
1.24100000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
2000000.00000000
PA
2360566.02000000
0.024481928227
Long
DBT
CORP
US
N
2
2023-07-26
Fixed
0.75000000
N
N
N
N
N
N
CHEASAPEAKE FUNDING II LLC CFII_19-2
N/A
CFII 2019-2A A1
165183CD4
5506213.29000000
PA
USD
5552638.38000000
0.057587584139
Long
ABS-CBDO
CORP
US
Y
2
2031-09-15
Fixed
1.95000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
59173LAD2
21000000.00000000
PA
USD
20769568.05000000
0.215405572226
Long
DBT
NUSS
JP
Y
2
2025-07-16
Fixed
0.75000000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG GLOBAL FUNDI
00138CAQ1
5000000.00000000
PA
USD
5000816.30000000
0.051864520923
Long
DBT
CORP
US
Y
2
2023-12-08
Fixed
0.45000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475AV7
2070000.00000000
PA
USD
2202169.96000000
0.022839169270
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
3.50000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_19-1A
N/A
AESOP 2019-1A A
05377RDG6
7620000.00000000
PA
USD
7680426.60000000
0.079655324691
Long
ABS-CBDO
CORP
US
Y
2
2023-03-20
Fixed
3.45000000
N
N
N
N
N
N
Benchmark 2020-B21 Mortgage Trust
N/A
BMARK 2020-B21 AAB
08163LAJ8
600000.00000000
PA
USD
604026.00000000
0.006264481083
Long
ABS-MBS
CORP
US
N
2
2053-12-17
Fixed
1.79750000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-P8
N/A
CGCMT 2017-P8 A4
17326DAD4
1085000.00000000
PA
USD
1191612.10000000
0.012358460496
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.46500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCH2
50000000.00000000
PA
USD
49890625.00000000
0.517426197839
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
DLL SECURITIZATION TRUST DLL_19-DA1
N/A
DLL 2019-DA1 A3
23291GAC8
1396535.16000000
PA
USD
1402072.00000000
0.014541184522
Long
ABS-CBDO
CORP
US
Y
2
2023-04-20
Fixed
2.89000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607HVC3
16640000.00000000
PA
USD
16641157.48000000
0.172588955190
Long
DBT
CORP
CA
N
2
2023-06-22
Fixed
0.45000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531FBF9
6610000.00000000
PA
USD
7062678.45000000
0.073248528294
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
3.75000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_20-B
N/A
FORDL 2020-B A4
34531RAE7
7380000.00000000
PA
USD
7413097.09000000
0.076882793941
Long
ABS-CBDO
CORP
US
N
2
2023-10-15
Fixed
0.69000000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FIN PLC
50220PAA1
4135000.00000000
PA
USD
4123022.60000000
0.042760737263
Long
DBT
CORP
GB
Y
2
2024-04-06
Fixed
0.65000000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBSBM 2012-WRM A
90269PAA9
2364000.00000000
PA
USD
2342747.64000000
0.024297130049
Long
ABS-MBS
CORP
US
Y
2
2030-06-10
Fixed
3.66300000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2013-C6
549300G1IXWLFE766Q13
UBSBB 2013-C6 A4
90349GBF1
100000.00000000
PA
USD
102979.00000000
0.001068016935
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
3.24430000
N
N
N
N
N
N
DLL FINANCE LLC DLLAD_21-1
N/A
DLLAD 2021-1A A3
233262AC8
7550000.00000000
PA
USD
7516271.13000000
0.077952833678
Long
ABS-CBDO
CORP
US
Y
2
2026-09-21
Fixed
0.64000000
N
N
N
N
N
N
CSAIL 2017-C8 Commercial Mortgage Trust
N/A
CSAIL 2017-C8 A4
12595BAD3
1240000.00000000
PA
USD
1342833.20000000
0.013926806429
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.39200000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-1
N/A
GMCAR 2020-1 A3
36258NAC6
12778773.23000000
PA
USD
12894119.55000000
0.133727634264
Long
ABS-CBDO
CORP
US
N
2
2024-09-16
Fixed
1.84000000
N
N
N
N
N
N
BANK 2017-BNK6
N/A
BANK 2017-BNK6 A4
060352AE1
440000.00000000
PA
USD
470505.20000000
0.004879708696
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
3.25400000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BS2
5157000.00000000
PA
USD
5182733.84000000
0.053751226112
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
GS Mortgage Securities Trust 2015-GC30
549300L45M7638EL0H21
GSMS 2015-GC30 A4
36250GAP0
5000.00000000
PA
USD
5374.00000000
0.000055734887
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.38200000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_20-B
N/A
WOLS 2020-B A4
98163GAE1
8320000.00000000
PA
USD
8333655.62000000
0.086430100676
Long
ABS-CBDO
CORP
US
N
2
2026-02-17
Fixed
0.52000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
63859UBF9
2870000.00000000
PA
USD
2845908.24000000
0.029515514789
Long
DBT
CORP
GB
Y
2
2025-08-28
Fixed
1.00000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES FUNDING GALC_20-1
N/A
GALC 2020-1 A3
39154TBC1
26738000.00000000
PA
USD
27029631.37000000
0.280330009671
Long
ABS-CBDO
CORP
US
Y
2
2023-08-15
Fixed
1.76000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C39
N/A
WFCM 2017-C39 A4
95000XAE7
190000.00000000
PA
USD
202857.30000000
0.002103875857
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.15700000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST CPART_20-1A
N/A
CPART 2020-1A A4
13645YAE9
2150000.00000000
PA
USD
2181890.74000000
0.022628849201
Long
ABS-CBDO
CORP
CA
Y
2
2025-03-19
Fixed
1.89000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C26
N/A
JPMBB 2014-C26 A4
46643TBJ0
1653700.00000000
PA
USD
1773990.14000000
0.018398426019
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Fixed
3.49430000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_19-A
N/A
MMAF 2019-A A5
60700FAJ2
4320000.00000000
PA
USD
4541827.68000000
0.047104253107
Long
ABS-CBDO
CORP
US
Y
2
2041-11-12
Fixed
3.08000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXJ8
12982000.00000000
PA
USD
13957485.52000000
0.144756027089
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114TZE5
20000000.00000000
PA
USD
19959585.20000000
0.207005069198
Long
DBT
CORP
CA
N
2
2024-09-10
Fixed
0.70000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_20-A
N/A
MMAF 2020-A A2
60700MAB4
7442161.35000000
PA
USD
7467626.19000000
0.077448326742
Long
ABS-CBDO
CORP
US
Y
2
2024-04-09
Fixed
0.74000000
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM SOFI_17-D
N/A
SOFI 2017-D A2FX
78471CAB5
210026.58850000
PA
USD
213801.00000000
0.002217375278
Long
ABS-CBDO
CORP
US
Y
2
2040-09-25
Fixed
2.65000000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd/London
213800VD256NU2D97H12
ANZ NZ INTL/LDN
00182EBL2
3840000.00000000
PA
USD
3922547.40000000
0.040681566667
Long
DBT
CORP
NZ
Y
2
2023-02-13
Fixed
1.90000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_20-B
N/A
HALST 2020-B A4
44891PAD6
4230000.00000000
PA
USD
4245971.21000000
0.044035863237
Long
ABS-CBDO
CORP
US
Y
2
2024-06-17
Fixed
0.58000000
N
N
N
N
N
N
N/A
N/A
FSWP: OIS 0.250000 15-DEC-2023
N/A
161465000.00000000
NC
USD
206275.99000000
0.002139331812
N/A
DIR
N/A
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
United States SOFR Secured Ove
SOFRRATE
Y
2023-12-15
13154.28000000
USD
0.00000000
USD
161465000.00000000
USD
193121.71000000
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
377373AJ4
30410000.00000000
PA
USD
30879104.66000000
0.320253709327
Long
DBT
CORP
GB
N
2
2022-06-01
Fixed
2.87500000
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST
N/A
TALNT 2019-1A A
89231XAA9
900000.00000000
PA
USD
944648.55000000
0.009797149414
Long
ABS-CBDO
CORP
US
Y
2
2031-11-25
Fixed
2.56000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAK8
2000000.00000000
PA
USD
2091897.90000000
0.021695514471
Long
DBT
CORP
NO
N
2
2024-01-15
Fixed
2.65000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CRED SUIS NY
22546QAP2
1000000.00000000
PA
USD
1078629.28000000
0.011186691832
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.62500000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-C
N/A
WOART 2020-C A4
98163CAF7
16350000.00000000
PA
USD
16357954.28000000
0.169651795052
Long
ABS-CBDO
CORP
US
N
2
2026-10-15
Fixed
0.61000000
N
N
N
N
N
N
BANK 2019-BNK17
N/A
BANK 2019-BN17 ASB
065403BA4
181000.00000000
PA
USD
199539.83000000
0.002069469676
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.62300000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST CPART_18-2
N/A
CPART 2018-2A A3
13646AAD2
1415874.61000000
PA
USD
1419590.86000000
0.014722876315
Long
ABS-CBDO
CORP
CA
Y
2
2022-12-19
Fixed
3.27000000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1
N/A
DCENT 2021-A2 A2
254683CQ6
8900000.00000000
PA
USD
8838055.11000000
0.091661334205
Long
ABS-CBDO
CORP
US
N
2
2028-09-15
Fixed
1.03000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDX6
3839000.00000000
PA
4424766.28000000
0.045890184630
Long
DBT
CORP
US
N
2
2026-09-14
None
0.00000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69349LAG3
5213000.00000000
PA
USD
5338500.63000000
0.055366716354
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.70000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
N/A
21500000.00000000
PA
15771080.22000000
0.163565200357
Long
DBT
CORP
CA
N
2
2023-09-07
Floating
1.00160000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
1360698A2
6050000.00000000
PA
USD
6157586.30000000
0.063861626649
Long
DBT
CORP
CA
N
2
2023-07-22
Variable
2.60600000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_19-B
N/A
HART 2019-B A3
44891JAC2
13537019.41000000
PA
USD
13643486.71000000
0.141499479183
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Fixed
1.94000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCK0
7500000.00000000
PA
USD
7507365.60000000
0.077860472547
Long
DBT
CORP
US
N
2
2025-06-23
Variable
0.96900000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-3
N/A
CARMX 2019-3 A4
14315PAE5
5400000.00000000
PA
USD
5565755.16000000
0.057723621031
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
2.30000000
N
N
N
N
N
N
BANK 2017-BNK8
N/A
BANK 2017-BNK8 A4
06650AAE7
1120000.00000000
PA
USD
1231148.80000000
0.012768503953
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.48800000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST_20-A
N/A
SRT 2020-B A4
80286RAD9
7950000.00000000
PA
USD
7971662.96000000
0.082675798426
Long
ABS-CBDO
CORP
US
Y
2
2024-12-20
Fixed
0.65000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
N/A
1970000.00000000
PA
2581104.64000000
0.026769180785
Long
DBT
CORP
US
N
2
2026-02-19
Fixed
3.00000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_17-A
N/A
MMAF 2017-AA A5
55315XAE1
5160000.00000000
PA
USD
5267016.85000000
0.054625342990
Long
ABS-CBDO
CORP
US
Y
2
2027-07-16
Fixed
2.68000000
N
N
N
N
N
N
PENDING
N/A
CARD2 2021-1A A
14161GBY5
38910000.00000000
PA
USD
38907766.57000000
0.403520655889
Long
ABS-CBDO
CORP
CA
Y
2
2027-04-15
Fixed
0.60200000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FN9
7474000.00000000
PA
USD
7690132.91000000
0.079755990880
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-2
N/A
HAROT 2019-2 A4
43815MAD8
1270000.00000000
PA
USD
1298230.20000000
0.013464219305
Long
ABS-CBDO
CORP
US
N
2
2025-03-21
Fixed
2.54000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C12
N/A
JPMBB 2013-C12 AS
46639NAU5
1834512.00000000
PA
USD
1912056.82000000
0.019830344687
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
4.17440000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_18-D
N/A
WOART 2018-D A3
98162WAD9
18185667.48000000
PA
USD
18389619.74000000
0.190722626180
Long
ABS-CBDO
CORP
US
N
2
2024-04-15
Fixed
3.33000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_20-A
N/A
TESLA 2020-A A4
88167HAD8
1230000.00000000
PA
USD
1237163.89000000
0.012830887721
Long
ABS-CBDO
CORP
US
Y
2
2023-12-20
Fixed
0.78000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78015K7L2
5000000.00000000
PA
USD
4979032.00000000
0.051638591352
Long
DBT
CORP
CA
N
2
2024-01-19
Fixed
0.42500000
N
N
N
N
N
N
COMM 2015-CCRE22 Mortgage Trust
N/A
COMM 2015-CR22 A5
12592XBD7
855000.00000000
PA
USD
915876.00000000
0.009498743228
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Fixed
3.30900000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MASSMUTUAL GLBL
57629WCU2
9500000.00000000
PA
USD
9578917.83000000
0.099344977782
Long
DBT
CORP
US
Y
2
2023-06-09
Fixed
0.85000000
N
N
N
N
N
N
COMM 2015-CCRE27 Mortgage Trust
N/A
COMM 2015-CR27 A4
12635QBG4
487000.00000000
PA
USD
528769.99000000
0.005483985126
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.61200000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHF9
12567000.00000000
PA
USD
13100957.88000000
0.135872798224
Long
DBT
CORP
US
N
2
2024-03-05
Variable
3.55000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHY8
9753000.00000000
PA
USD
10007369.36000000
0.103788538995
Long
DBT
CORP
US
N
2
2026-02-13
Variable
2.01500000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TJH9
50000000.00000000
PA
USD
49765828.50000000
0.516131907008
Long
DBT
CORP
US
N
2
2024-06-18
Fixed
0.50000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-4
N/A
CARMX 2021-4 A3
14317JAD9
14320000.00000000
PA
USD
14290217.26000000
0.148206858165
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
0.56000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-E
N/A
SOFI 2017-E A2B
83404KAC7
130187.91000000
PA
USD
131407.84000000
0.001362858433
Long
ABS-CBDO
CORP
US
Y
2
2040-11-26
Fixed
2.72000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAF9
3000000.00000000
PA
USD
3022443.54000000
0.031346399630
Long
DBT
CORP
NO
N
2
2022-01-23
Fixed
3.15000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BN4
4430000.00000000
PA
USD
4450932.41000000
0.046161559085
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
0.75000000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_18-2
N/A
VALET 2018-2 A3
92869BAD4
1821082.36000000
PA
USD
1832649.51000000
0.019006794722
Long
ABS-CBDO
CORP
US
N
2
2023-04-20
Fixed
3.25000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_19-B
N/A
HART 2019-B A4
44891JAD0
10320000.00000000
PA
USD
10584979.42000000
0.109779054792
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
2.00000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2
N/A
SDART 2020-2 A3
80285RAD0
3364315.04000000
PA
USD
3366087.70000000
0.034910405716
Long
ABS-CBDO
CORP
US
N
2
2024-04-15
Fixed
0.67000000
N
N
N
N
N
N
Morgan Stanley Capital I 2017-HR2
N/A
MSC 2017-HR2 A4
61691NAE5
222000.00000000
PA
USD
245232.30000000
0.002543355922
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.58700000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
3100000.00000000
PA
3617934.78000000
0.037522364918
Long
DBT
CORP
LU
N
2
2024-11-12
None
0.00000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641593X2
8000000.00000000
PA
USD
7996293.36000000
0.082931245501
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
0.70000000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_16-6A
N/A
NAVSL 2016-6A A2
63940LAB0
14451503.12830000
PA
USD
14492955.82000000
0.150309502544
Long
ABS-CBDO
CORP
US
Y
2
2066-03-25
Floating
0.83600000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2
N/A
AMCAR 2020-2 A3
03066EAD6
5580000.00000000
PA
USD
5597895.06000000
0.058056950715
Long
ABS-CBDO
CORP
US
N
2
2024-12-18
Fixed
0.66000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_20-A
N/A
HDMOT 2020-A A3
41284UAD6
9039226.17000000
PA
USD
9114731.73000000
0.094530805805
Long
ABS-CBDO
CORP
US
N
2
2024-10-15
Fixed
1.87000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_18-C
N/A
TAOT 2018-C A4
89231AAE1
20140000.00000000
PA
USD
20513137.81000000
0.212746080106
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Fixed
3.13000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_18-3
N/A
CARMX 2018-3 A3
14313FAD1
992641.81000000
PA
USD
998624.76000000
0.010356948076
Long
ABS-CBDO
CORP
US
N
2
2023-06-15
Fixed
3.13000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214DZ3
4500000.00000000
PA
USD
4742120.12000000
0.049181528260
Long
DBT
CORP
AU
N
2
2023-05-15
Fixed
3.65000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2M2
9400000.00000000
PA
USD
9751540.73000000
0.101135286298
Long
DBT
CORP
US
Y
2
2023-05-26
Fixed
2.80000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINL
03076CAJ5
250000.00000000
PA
USD
253239.83000000
0.002626403705
Long
DBT
CORP
US
N
2
2022-03-22
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C30
N/A
WFCM 2015-C30 A4
94989NBE6
700000.00000000
PA
USD
760991.00000000
0.007892398215
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
3.66400000
N
N
N
N
N
N
PENDING
N/A
COMET 2021-A1 A1
14041NFW6
45830000.00000000
PA
USD
45725567.18000000
0.474229504441
Long
ABS-CBDO
CORP
US
N
2
2026-07-15
Fixed
0.55000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDF5
24000000.00000000
PA
USD
24263005.44000000
0.251636748446
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
1.95000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAJ1
5000000.00000000
PA
USD
5120706.30000000
0.053107925408
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
1.75000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2018-C8
N/A
JPMDB 2018-C8 A4
46591ABA2
230000.00000000
PA
USD
261615.80000000
0.002713272657
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
4.21060000
N
N
N
N
N
N
Slovakia Government International Bond
N/A
SLOVAK REPUBLIC
N/A
58542000.00000000
PA
USD
59989011.89000000
0.622158698841
Long
DBT
NUSS
SK
N
2
2022-05-21
Fixed
4.37500000
N
N
N
N
N
N
CSAIL 2015-C4 Commercial Mortgage Trust
54930025J96YEH8FQE77
CSAIL 2015-C4 A4
12635RAX6
1250000.00000000
PA
USD
1364000.00000000
0.014146331777
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.80790000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL
14913R2P1
35000000.00000000
PA
USD
34989792.25000000
0.362886517599
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.60000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BA6
17734000.00000000
PA
USD
18645934.06000000
0.193380916070
Long
DBT
CORP
GB
N
2
2023-05-25
Fixed
3.60000000
N
N
N
N
N
N
Bank of Nova Scotia/Australia
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA/AUS
N/A
22430000.00000000
PA
16447911.82000000
0.170584763679
Long
DBT
CORP
CA
N
2
2023-09-07
Floating
0.99160000
N
N
N
N
N
N
SA Global Sukuk Ltd
5493007DFAVKU7UOGR47
SA GLOBAL SUKU
78397PAA9
2316000.00000000
PA
USD
2294134.37000000
0.023792951569
Long
DBT
CORP
KY
Y
2
2024-06-17
Fixed
0.94600000
N
N
N
N
N
N
Sinopec Group Overseas Development 2012 Ltd
N/A
SINOPEC GRP OVER
N/A
268000.00000000
PA
USD
273440.83000000
0.002835912538
Long
DBT
CORP
VG
N
2
2022-05-17
Fixed
3.90000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_20-P1
N/A
CRVNA 2020-P1 A4
14687AAP3
4850000.00000000
PA
USD
4851294.95000000
0.050313803456
Long
ABS-CBDO
CORP
US
N
2
2026-10-08
Fixed
0.61000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust 2016-C4
N/A
CFCRE 2016-C4 A4
12531YAN8
472000.00000000
PA
USD
505729.12000000
0.005245023402
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Fixed
3.28300000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBX8
300000000.00000000
PA
USD
299625000.00000000
3.107474090127
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust 2012-GC6
N/A
GSMS 2012-GC6 AS
36192BAE7
151881.62000000
PA
USD
152148.93000000
0.001577968653
Long
ABS-MBS
CORP
US
Y
2
2045-01-10
Fixed
4.94800000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RAC1
14959000.00000000
PA
USD
15176443.28000000
0.157398095195
Long
DBT
CORP
US
N
2
2023-05-16
Variable
2.66100000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CS6
10000000.00000000
PA
USD
9980972.20000000
0.103514768479
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97600000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-A
N/A
HDMOT 2021-A A3
41284NAC4
10990000.00000000
PA
USD
10998040.28000000
0.114062996119
Long
ABS-CBDO
CORP
US
N
2
2026-04-15
Fixed
0.37000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13
N/A
MSBAM 2013-C13 A4
61763BAU8
150000.00000000
PA
USD
159343.50000000
0.001652585056
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Fixed
4.03900000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828ZQ6
4000000.00000000
PA
USD
3734375.20000000
0.038729993080
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A
N/A
AESOP 2019-2A A
05377RDL5
12150000.00000000
PA
USD
12937166.91000000
0.134174087517
Long
ABS-CBDO
CORP
US
Y
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBT6
7892000.00000000
PA
USD
8247594.18000000
0.085537539324
Long
DBT
CORP
JP
N
2
2024-09-27
Fixed
2.44800000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-B
N/A
HDMOT 2021-B A4
41285AAD9
1470000.00000000
PA
USD
1464767.09000000
0.015191408528
Long
ABS-CBDO
CORP
US
N
2
2029-05-15
Fixed
0.82000000
N
N
N
N
N
N
JT International Financial Services BV
549300U2F0PG10VZUN93
JT INTL FIN SERV
AU5891414
2150000.00000000
PA
2584620.00000000
0.026805639325
Long
DBT
CORP
NL
N
2
2025-09-28
Fixed
1.12500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JPMCC 2013-C16 A3
46641BAC7
181097.87000000
PA
USD
188981.06000000
0.001959962444
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
3.88120000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CRED SUIS NY
22550L2D2
18780000.00000000
PA
USD
18946512.31000000
0.196498276517
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
COMM 2013-LC13 Mortgage Trust
N/A
COMM 2013-LC13 A5
12626GAF0
145792.98000000
PA
USD
153869.91000000
0.001595817300
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Fixed
4.20500000
N
N
N
N
N
N
N/A
N/A
SCDS: (QATAR)
BVN4MVCF9
5280000.00000000
NC
USD
-34220.22000000
-0.00035490512
N/A
DCR
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
N/A
QATAR STATE OF
Y
Receipt of notional amount upon default event with regard to reference instrument
2022-06-20
8863.29000000
USD
0.00000000
USD
5280000.00000000
USD
-43083.51000000
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-B
N/A
NAROT 2019-B A4
65479HAD9
1250000.00000000
PA
USD
1285925.88000000
0.013336608607
Long
ABS-CBDO
CORP
US
N
2
2025-12-15
Fixed
2.54000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_20-A
N/A
CNH 2020-A A4
12597PAD0
2310000.00000000
PA
USD
2358899.00000000
0.024464639211
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
1.51000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
N/A
11745000.00000000
PA
USD
12239816.85000000
0.126941722917
Long
DBT
NUSS
BM
N
2
2023-01-03
Fixed
4.13800000
N
N
N
N
N
N
Korea National Oil Corp
988400ZTQ08W926ONT36
KOREA NATL OIL
50066RAM8
5000000.00000000
PA
USD
4918817.85000000
0.051014097698
Long
DBT
NUSS
KR
N
2
2025-10-05
Fixed
0.87500000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6
N/A
MSBAM 2012-C6 A4
61761DAD4
330649.78000000
PA
USD
335225.97000000
0.003476699261
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
2.85800000
N
N
N
N
N
N
Comm 2013-CCRE13 Mortgage Trust
N/A
COMM 2013-CR13 A4
12630BBA5
837011.00000000
PA
USD
894019.82000000
0.009272068174
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
4.19400000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-B
N/A
HART 2021-B A4
44934KAD6
11800000.00000000
PA
USD
11812525.70000000
0.122510196251
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
0.60000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJJ0
1000000.00000000
PA
USD
1045769.12000000
0.010845892180
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-6520000.00000000
NC
USD
40964.08000000
0.000424847116
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2026-12-20
44291.81000000
USD
0.00000000
USD
-6520000.00000000
USD
-3327.73000000
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST CPART_20-1A
N/A
CPART 2020-1A A3
13645YAD1
10040000.00000000
PA
USD
10141876.88000000
0.105183544863
Long
ABS-CBDO
CORP
CA
Y
2
2024-07-19
Fixed
1.83000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_19-B
N/A
HART 2020-A A4
44891LAD5
10777000.00000000
PA
USD
11052976.34000000
0.114632749588
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
1.72000000
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
BRIT SKY BROADCA
N/A
2570000.00000000
PA
3335461.63000000
0.034592776283
Long
DBT
CORP
GB
N
2
2026-09-15
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
N/A
MSBAM 2015-C20 A4
61764RBF4
90000.00000000
PA
USD
95848.20000000
0.000994061904
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.24900000
N
N
N
N
N
N
COMM 2013-CCRE11 Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CR11 A4
12626LAE2
813000.00000000
PA
USD
863804.37000000
0.008958697367
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
4.25800000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
N/A
1620000.00000000
PA
1901749.03000000
0.019723440422
Long
DBT
CORP
AU
N
2
2024-05-20
Fixed
0.25000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
55608JAH1
5792000.00000000
PA
USD
5964157.70000000
0.061855537829
Long
DBT
CORP
AU
Y
2
2023-11-28
Variable
3.18900000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-F
N/A
SOFI 2017-F A2FX
83401BAB2
249677.60000000
PA
USD
255069.49000000
0.002645379495
Long
ABS-CBDO
CORP
US
Y
2
2041-01-25
Fixed
2.84000000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-1
N/A
GMCAR 2019-1 A4
36256XAE2
14060000.00000000
PA
USD
14382484.38000000
0.149163779933
Long
ABS-CBDO
CORP
US
N
2
2024-07-16
Fixed
3.11000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
N/A
MSBAM 2015-C23 A3
61690QAD1
223729.43000000
PA
USD
238600.73000000
0.002474578511
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.45100000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWM2
5630000.00000000
PA
USD
5739287.31000000
0.059523359571
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.90500000
N
N
N
N
N
N
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
MIZUHO CORP BANK
60688QAD7
940000.00000000
PA
USD
966360.28000000
0.010022326347
Long
DBT
CORP
JP
Y
2
2022-10-17
Fixed
2.95000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-3
N/A
HAROT 2019-3 A3
43815NAC8
19106992.88000000
PA
USD
19248797.34000000
0.199633338340
Long
ABS-CBDO
CORP
US
N
2
2023-08-15
Fixed
1.78000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAN8
3135000.00000000
PA
USD
3245916.77000000
0.033664087647
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.12500000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114QCA4
1225000.00000000
PA
USD
1289007.44000000
0.013368568116
Long
DBT
CORP
CA
N
2
2024-06-12
Fixed
2.65000000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-3
N/A
GMCAR 2019-3 A3
36257PAD0
14008996.47000000
PA
USD
14138729.58000000
0.146635747474
Long
ABS-CBDO
CORP
US
N
2
2024-04-16
Fixed
2.18000000
N
N
N
N
N
N
Huntington National Bank/The
2WHM8VNJH63UN14OL754
HUNTINGTON NATL
44644AAB3
3000000.00000000
PA
USD
3052195.53000000
0.031654963796
Long
DBT
CORP
US
N
2
2022-08-07
Fixed
2.50000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCA6
15647000.00000000
PA
USD
15762867.76000000
0.163480027201
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
377373AL9
6125000.00000000
PA
USD
6135325.10000000
0.063630751048
Long
DBT
CORP
GB
N
2
2023-10-01
Fixed
0.53400000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BA1
5750000.00000000
PA
USD
6094226.40000000
0.063204507759
Long
DBT
CORP
JP
N
2
2023-07-26
Fixed
3.76100000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-A
N/A
TAOT 2020-A A4
89232HAD7
8300000.00000000
PA
USD
8488204.99000000
0.088032964799
Long
ABS-CBDO
CORP
US
N
2
2025-05-15
Fixed
1.68000000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Dec21
N/A
-2342.00000000
NC
USD
1681581.63000000
0.017440037866
N/A
DIR
N/A
N
1
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
CBOT 5 Year US Treasury Note
2021-12-31
-289143785.93000000
USD
1681581.63000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MX6
5415000.00000000
PA
USD
5435681.62000000
0.056374600905
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.98100000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MAU4
5408000.00000000
PA
USD
5549620.92000000
0.057556289424
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
2.77800000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2013-LC12
549300V2DF3KW9L1CV04
WFCM 2013-LC12 A4
94988QAG6
800000.00000000
PA
USD
842632.00000000
0.008739114251
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.21800000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BM0
19420000.00000000
PA
USD
19975373.16000000
0.207168809462
Long
DBT
CORP
GB
N
2
2023-11-22
Variable
3.03300000
N
N
N
N
N
N
Security Benefit Global Funding
5493003C0JW6BY7YFF93
SECURITY BENEFIT
81412DAA1
14420000.00000000
PA
USD
14522589.36000000
0.150616838240
Long
DBT
CORP
US
Y
2
2024-05-17
Fixed
1.25000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-B
N/A
WOART 2020-B A4
98163WAD8
7420000.00000000
PA
USD
7468531.99000000
0.077457720985
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
0.82000000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_18-1
N/A
VALET 2018-1 A4
92868LAE1
12200000.00000000
PA
USD
12276607.46000000
0.127323286096
Long
ABS-CBDO
CORP
US
N
2
2024-07-22
Fixed
3.15000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAR2
855000.00000000
PA
USD
915632.51000000
0.009496217942
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.75000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_18-3
N/A
CARMX 2018-3 A4
14313FAE9
6600000.00000000
PA
USD
6737035.14000000
0.069871212822
Long
ABS-CBDO
CORP
US
N
2
2024-03-15
Fixed
3.27000000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
EXP-IMP BK KOREA
302154BY4
25000000.00000000
PA
USD
27128290.00000000
0.281353219138
Long
DBT
NUSS
KR
N
2
2025-11-10
Fixed
3.25000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST MBALT_21-B
N/A
MBALT 2021-B A4
58769KAE4
10930000.00000000
PA
USD
10909817.76000000
0.113148021751
Long
ABS-CBDO
CORP
US
N
2
2027-03-15
Fixed
0.51000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBQ7
9750000.00000000
PA
USD
9788747.09000000
0.101521161308
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
0.80000000
N
N
N
N
N
N
JOHN DEERE OWNER TRUST JDOT_19-B
N/A
JDOT 2019-B A3
477870AC3
8945883.63000000
PA
USD
9032060.22000000
0.093673402133
Long
ABS-CBDO
CORP
US
N
2
2023-12-15
Fixed
2.21000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJH3
7470000.00000000
PA
USD
7495979.39000000
0.077742383761
Long
DBT
CORP
US
N
2
2024-10-24
Variable
0.81000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114QCQ9
4730000.00000000
PA
USD
4717890.21000000
0.048930234752
Long
DBT
CORP
CA
N
2
2024-03-04
Fixed
0.55000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CU1
7000000.00000000
PA
USD
7005145.70000000
0.072651844006
Long
DBT
CORP
GB
N
2
2024-08-17
Variable
0.73200000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
377373AG0
6780000.00000000
PA
USD
7188954.07000000
0.074558159391
Long
DBT
CORP
GB
N
2
2024-06-01
Fixed
3.00000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CHUBB INA HLDGS
171239AE6
1500000.00000000
PA
1753686.76000000
0.018187855382
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.30000000
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1
N/A
TALNT 2021-1A A
89237MAA7
32040000.00000000
PA
USD
31974209.06000000
0.331611268106
Long
ABS-CBDO
CORP
US
Y
2
2034-02-27
Fixed
1.07000000
N
N
N
N
N
N
Kuwait International Government Bond
N/A
KUWAIT INTL BOND
N/A
42100000.00000000
PA
USD
42540765.95000000
0.441199258953
Long
DBT
NUSS
KW
N
2
2022-03-20
Fixed
2.75000000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2
N/A
GFORT 2020-2 A
361886CM4
23510000.00000000
PA
USD
23552915.15000000
0.244272252233
Long
ABS-CBDO
CORP
US
Y
2
2025-10-15
Fixed
0.69000000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_19-2
N/A
GFORT 2019-2 A
361886CD4
8400000.00000000
PA
USD
8860205.76000000
0.091891063270
Long
ABS-CBDO
CORP
US
Y
2
2026-04-15
Fixed
2.90000000
N
N
N
N
N
N
FIRSTKEY HOMES FKH_20-SFR2
N/A
FKH 2020-SFR2 A
33767JAA0
4487199.20000000
PA
USD
4458032.41000000
0.046235194683
Long
ABS-CBDO
CORP
US
Y
2
2037-10-19
Fixed
1.26600000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214ER0
9500000.00000000
PA
USD
9482765.58000000
0.098347762511
Long
DBT
CORP
AU
N
2
2026-06-03
Fixed
1.15000000
N
N
N
N
N
N
Pepper Residential Securities Trust No. 22
N/A
PEPAU 22A A1U
71338AAA9
2380263.56060000
PA
USD
2384793.92000000
0.024733200890
Long
ABS-MBS
CORP
AU
Y
2
2060-06-20
Floating
1.08740000
N
N
N
N
N
N
Resimac MBS Trust
N/A
RESI 2018-2A A1A
76119TAA2
1361629.78000000
PA
USD
1360218.45000000
0.014107112524
Long
ABS-MBS
CORP
AU
Y
2
2050-04-10
Floating
0.93480000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C38
N/A
WFCM 2017-C38 A5
95001MAF7
520000.00000000
PA
USD
570055.20000000
0.005912162749
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.45300000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EVU0
20000000.00000000
PA
USD
20008853.80000000
0.207516044244
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.62500000
N
N
N
N
N
N
BMW VEHICLE OWNER TRUST BMWOT_19-A
N/A
BMWOT 2019-A A3
05588CAC6
13103996.56000000
PA
USD
13208179.88000000
0.136984820208
Long
ABS-CBDO
CORP
US
N
2
2024-01-25
Fixed
1.92000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_18-A
N/A
SOFI 2018-A A2B
83406EAC9
119784.13000000
PA
USD
121502.78000000
0.001260130966
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Fixed
2.95000000
N
N
N
N
N
N
BANK OF AMERICA CREDIT CARD TRUST BACCT_21-A1
N/A
BACCT 2021-A1 A1
05522RDD7
11060000.00000000
PA
USD
11019707.31000000
0.114287709458
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
0.44000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
LOEWS CORP
540424AQ1
2000000.00000000
PA
USD
2061422.20000000
0.021379444556
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.62500000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST CPART_18-2
N/A
CPART 2018-2A A4
13646AAE0
6380000.00000000
PA
USD
6499026.56000000
0.067402775623
Long
ABS-CBDO
CORP
CA
Y
2
2023-08-21
Fixed
3.44000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBF2
2767000.00000000
PA
USD
2869114.89000000
0.029756195852
Long
DBT
CORP
US
N
2
2025-10-15
Variable
2.30100000
N
N
N
N
N
N
Lanark Master Issuer PLC
213800KIOPB5OYXIVY33
LAN 2020-1A 1A
513770BE6
2050000.00000000
PA
USD
2099597.70000000
0.021775370721
Long
ABS-MBS
CORP
GB
Y
2
2069-12-22
Variable
2.27700000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
63859UBE2
4625000.00000000
PA
USD
4725212.65000000
0.049006177322
Long
DBT
CORP
GB
Y
2
2023-01-27
Fixed
2.00000000
N
N
N
N
N
N
CD 2016-CD1 Mortgage Trust
N/A
CD 2016-CD1 A4
12514MBC8
540000.00000000
PA
USD
571935.60000000
0.005931664775
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.72400000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST ALLYA_19-1
N/A
ALLYA 2019-1 A4
02004WAD3
5520000.00000000
PA
USD
5646311.95000000
0.058559092496
Long
ABS-CBDO
CORP
US
N
2
2024-04-15
Fixed
3.02000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC40
N/A
GSMS 2019-GC40 A4
36257HBP0
140000.00000000
PA
USD
151608.80000000
0.001572366851
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.16000000
N
N
N
N
N
N
COMM 2013-CCRE9 Mortgage Trust
549300C72XVZH4MIKU63
COMM 2013-CR9 A4
12625UBF9
800000.00000000
PA
USD
842160.00000000
0.008734219039
Long
ABS-MBS
CORP
US
N
2
2045-07-10
Variable
4.38800000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
898164.60000000
0.009315054562
N/A
DFE
N/A
N
2
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
44552486.12000000
EUR
52528673.16000000
USD
2021-10-27
898164.60000000
N
N
N
Five Corners Funding Trust
N/A
FIVE COR FND TRS
33829TAA4
5000000.00000000
PA
USD
5400615.25000000
0.056010920183
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
COMM 2013-CCRE8 Mortgage Trust
549300NGGFIEJ2ER3D22
COMM 2013-CR8 A5
12625KAE5
20000.00000000
PA
USD
20848.20000000
0.000216221080
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Variable
3.61200000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_16-2
N/A
NAVSL 2016-2A A2
63940FAB3
883960.29020000
PA
USD
885291.71000000
0.009181547103
Long
ABS-CBDO
CORP
US
Y
2
2065-06-25
Floating
1.13600000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDJ7
23000000.00000000
PA
USD
24605946.71000000
0.255193464712
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.10000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBU4
250000000.00000000
PA
USD
249765625.00000000
2.590371992630
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636ABA8
4200000.00000000
PA
USD
4196164.60000000
0.043519308376
Long
DBT
CORP
DK
Y
2
2025-09-10
Variable
0.97600000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
TRUIST BANK
89788JAA7
440000.00000000
PA
USD
447863.33000000
0.004644885086
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
Korea Development Bank/The
549300ML2LNRZUCS7149
KOREA DEV BANK
50065TAC7
2315000.00000000
PA
USD
2326410.82000000
0.024127697442
Long
DBT
NUSS
KR
N
2
2021-11-16
Fixed
4.62500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_20-A
N/A
FORDO 2020-A A3
34528GAK2
8863735.50000000
PA
USD
8911364.78000000
0.092421644260
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
1.04000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAC9
18891000.00000000
PA
USD
18775546.14000000
0.194725150298
Long
DBT
CORP
JP
Y
2
2026-04-03
Fixed
1.16200000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST KCOT_20-2
N/A
KCOT 2020-2A A4
50116YAD3
4950000.00000000
PA
USD
4957780.91000000
0.051418191814
Long
ABS-CBDO
CORP
US
Y
2
2026-06-15
Fixed
0.73000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
86959LAG8
5000000.00000000
PA
USD
4987491.85000000
0.051726330241
Long
DBT
CORP
SE
Y
2
2024-06-11
Fixed
0.55000000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A
N/A
WOLS 2021-A A4
98163JAD7
7190000.00000000
PA
USD
7186642.27000000
0.074534183225
Long
ABS-CBDO
CORP
US
N
2
2026-11-16
Fixed
0.50000000
N
N
N
N
N
N
COMM 2013-CCRE9 Mortgage Trust
549300C72XVZH4MIKU63
COMM 2013-CR9 AM
12625UAC7
3169000.00000000
PA
USD
3262992.54000000
0.033841184061
Long
ABS-MBS
CORP
US
Y
2
2045-07-10
Variable
4.41170000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC19
N/A
CGCMT 2014-GC19 A4
17322AAD4
805000.00000000
PA
USD
860858.95000000
0.008928149795
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
4.02300000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C21
N/A
JPMBB 2014-C21 A4
46642EAX4
183738.17000000
PA
USD
192967.34000000
0.002001304995
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.49270000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B
N/A
SRT 2021-B A3
80286DAC2
30290000.00000000
PA
USD
30264607.89000000
0.313880633678
Long
ABS-CBDO
CORP
US
Y
2
2024-08-20
Fixed
0.51000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2017-C7
N/A
UBSCM 2017-C7 A4
90276WAS6
495000.00000000
PA
USD
546593.85000000
0.005668840139
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.67900000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
539439AS8
5000000.00000000
PA
USD
5324255.65000000
0.055218978661
Long
DBT
CORP
GB
N
2
2023-08-16
Fixed
4.05000000
N
N
N
N
N
N
MASTER CREDIT CARD TRUST MSTCCT_20-1
N/A
MCCT 2020-1A A
576339CF0
5680000.00000000
PA
USD
5819729.14000000
0.060357638762
Long
ABS-CBDO
CORP
CA
Y
2
2024-09-21
Fixed
1.99000000
N
N
N
N
N
N
Cooperatieve Rabobank UA/NY
DG3RU1DBUFHT4ZF9WN62
COOP RAB UA/NY
21688AAL6
10155000.00000000
PA
USD
10469710.36000000
0.108583575051
Long
DBT
CORP
NL
N
2
2023-01-10
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
EURO-BOBL FUTURE Dec21
N/A
-120.00000000
NC
108285.22000000
0.001123048862
N/A
DIR
N/A
N
1
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 5 Year Euro BOBL Future
2021-12-08
-19320007.79000000
EUR
108285.22000000
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_20-1
N/A
HPEFS 2020-1A A3
40438FAC8
9200000.00000000
PA
USD
9250439.92000000
0.095938264075
Long
ABS-CBDO
CORP
US
Y
2
2030-02-20
Fixed
1.76000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXZ2
10000000.00000000
PA
USD
10011975.60000000
0.103836311282
Long
DBT
CORP
US
N
2
2024-03-08
Variable
0.67300000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCG4
100000000.00000000
PA
USD
99437500.00000000
1.031287291905
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.25000000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OSEAS
N/A
3630000.00000000
PA
USD
3983895.60000000
0.041317821793
Long
DBT
CORP
VG
N
2
2027-05-04
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C46
N/A
WFCM 2018-C46 A4
95001QAU5
235000.00000000
PA
USD
267427.65000000
0.002773548580
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.15200000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-A
N/A
NAROT 2020-A A3
65479MAC0
23470000.00000000
PA
USD
23684515.80000000
0.245637110340
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
1.38000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL
14913Q2V0
1300000.00000000
PA
USD
1374612.49000000
0.014256396150
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
2.85000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-3
N/A
HAROT 2020-3 A4
43813KAD4
8970000.00000000
PA
USD
8979777.30000000
0.093131164939
Long
ABS-CBDO
CORP
US
N
2
2027-04-19
Fixed
0.46000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-LC14
549300QGM7D5K3CV2643
WFRBS 2014-LC14 A5
96221TAE7
500000.00000000
PA
USD
534160.00000000
0.005539886057
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
4.04500000
N
N
N
N
N
N
VERIZON OWNER TRUST VZOT_20-B
N/A
VZOT 2020-B A
92290BAA9
18050000.00000000
PA
USD
18091047.51000000
0.187626070590
Long
ABS-CBDO
CORP
US
N
2
2025-02-20
Fixed
0.47000000
N
N
N
N
N
N
Korea Hydro & Nuclear Power Co Ltd
9884008CRY5MLCN8OQ43
KOREA HYDRO & NU
N/A
4786000.00000000
PA
USD
4906894.36000000
0.050890436668
Long
DBT
NUSS
KR
N
2
2022-09-19
Fixed
3.00000000
N
N
N
N
N
N
COMM 2013-CCRE11 Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CR11 A3
12626LAD4
923731.79000000
PA
USD
974943.48000000
0.010111344525
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
3.98300000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863BN7
528000.00000000
PA
USD
538058.30000000
0.005580316149
Long
DBT
NUSS
CL
N
2
2022-10-30
Fixed
2.25000000
N
N
N
N
N
N
Abbott Ireland Financing DAC
54930021QV18ZVZQDE71
ABBOTT IL FIN
N/A
2000000.00000000
PA
2370086.96000000
0.024580671905
Long
DBT
CORP
IE
N
2
2023-09-27
Fixed
0.87500000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_19-D
N/A
TAOT 2019-D A4
89233MAE3
2460000.00000000
PA
USD
2526043.13000000
0.026198126247
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
1.99000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C24
N/A
JPMBB 2014-C24 A5
46643GAE0
500000.00000000
PA
USD
536515.00000000
0.005564310259
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.63850000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
N/A
MSBAM 2014-C18 A4
61763XAE6
20000.00000000
PA
USD
21563.80000000
0.000223642719
Long
ABS-MBS
CORP
US
N
2
2047-10-15
Fixed
3.92300000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
N/A
2320000.00000000
PA
2722726.80000000
0.028237974085
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.37500000
N
N
N
N
N
N
Harvest Operations Corp
B1EEF6ML54YDWRC6ZK53
HARVEST OPERATIO
41754WAS0
2000000.00000000
PA
USD
2112527.12000000
0.021909464464
Long
DBT
CORP
CA
Y
2
2023-06-01
Fixed
4.20000000
N
N
N
N
N
N
BANK 2018-BNK14
N/A
BANK 2018-BN14 A4
06035RAS5
250000.00000000
PA
USD
286385.00000000
0.002970159256
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Variable
4.23100000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GC13
549300WF5YRKNHB1FX69
GSMS 2013-GC13 A5
36198EAE5
1338000.00000000
PA
USD
1409556.24000000
0.014618805154
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
4.18460000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJS9
7000000.00000000
PA
USD
7036215.48000000
0.072974075249
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QDA3
670000.00000000
PA
USD
725769.27000000
0.007527106222
Long
DBT
CORP
GB
N
2
2025-03-17
Fixed
3.50600000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C12
N/A
JPMBB 2013-C12 A5
46639NAQ4
2043411.00000000
PA
USD
2127252.15000000
0.022062180857
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Fixed
3.66370000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2R3
19270000.00000000
PA
USD
19652123.14000000
0.203816315305
Long
DBT
CORP
US
N
2
2024-06-02
Variable
1.65400000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCC2
900000.00000000
PA
USD
896744.07000000
0.009300321945
Long
DBT
CORP
JP
N
2
2024-01-12
Fixed
0.50800000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578DAG7
6241000.00000000
PA
USD
6757451.11000000
0.070082951154
Long
DBT
CORP
FR
N
2
2024-04-15
Fixed
4.00000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
CORP ANDINA FOM
219868CC8
10000000.00000000
PA
USD
10271836.00000000
0.106531378316
Long
DBT
CORP
N/A
N
2
2023-05-12
Fixed
2.37500000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAW4
8255000.00000000
PA
USD
8413595.64000000
0.087259175489
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.35000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC23
N/A
CGCMT 2014-GC23 A4
17322VAT3
756000.00000000
PA
USD
809040.96000000
0.008390734488
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Fixed
3.62200000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC25
N/A
CGCMT 2014-GC25 A3
17322YAC4
533320.44000000
PA
USD
563447.71000000
0.005843635077
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.37200000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17308CC46
20620000.00000000
PA
USD
20651994.82000000
0.214186195452
Long
DBT
CORP
US
N
2
2022-11-04
Variable
2.31200000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
641062AU8
6925000.00000000
PA
USD
6928597.40000000
0.071857945436
Long
DBT
CORP
US
Y
2
2024-09-14
Fixed
0.60600000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-C
N/A
TAOT 2020-C A4
89237VAC3
7770000.00000000
PA
USD
7774713.28000000
0.080633191742
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
0.57000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_21-1
N/A
MBART 2021-1 A3
58772WAC7
16720000.00000000
PA
USD
16705380.03000000
0.173255020805
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
0.46000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
N/A
1300000.00000000
PA
1723844.21000000
0.017878351999
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
1.12500000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816BM0
27320000.00000000
PA
USD
27789387.93000000
0.288209605249
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAH1
27778000.00000000
PA
USD
28226498.59000000
0.292742972126
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
2.75000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654AT2
25000000.00000000
PA
USD
25033669.00000000
0.259629462822
Long
DBT
CORP
US
N
2
2024-10-01
Floating
0.2987
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_18-A
N/A
FORDO 2018-B A4
34532TAE2
14050000.00000000
PA
USD
14320354.32000000
0.148519415972
Long
ABS-CBDO
CORP
US
N
2
2024-03-15
Fixed
3.38000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
48128BAB7
29675000.00000000
PA
USD
29898499.34000000
0.310083644664
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.97200000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DT2
20000000.00000000
PA
USD
20002985.40000000
0.207455181829
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.53700000
N
N
N
N
N
N
Qatar Petroleum
254900QTESJKJ3P87J26
QATAR PETROLEUM
74730DAB9
7798000.00000000
PA
USD
7741826.64000000
0.080292117460
Long
DBT
CORP
QA
Y
2
2026-09-12
Fixed
1.37500000
N
N
N
N
N
N
BANK 2018-BNK10
549300GL0Y86051URC66
BANK 2018-BN10 ASB
065404AZ8
380000.00000000
PA
USD
412968.80000000
0.004282986553
Long
ABS-MBS
CORP
US
N
2
2061-02-15
Fixed
3.64100000
N
N
N
N
N
N
BANK 2018-BNK14
N/A
BANK 2018-BN14 ASB
06035RAQ9
445000.00000000
PA
USD
496624.45000000
0.005150596949
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
4.18500000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_20-B
N/A
HART 2020-B A4
44933FAD8
8430000.00000000
PA
USD
8458720.17000000
0.087727171510
Long
ABS-CBDO
CORP
US
N
2
2025-12-15
Fixed
0.62000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAU0
12460000.00000000
PA
USD
13171983.09000000
0.136609415662
Long
DBT
CORP
US
N
2
2024-07-23
Variable
3.79700000
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_19-2
N/A
COPAR 2019-2 A3
14043TAF3
19095785.84000000
PA
USD
19266082.06000000
0.199812601817
Long
ABS-CBDO
CORP
US
N
2
2024-05-15
Fixed
1.92000000
N
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
PACIFIC LIFE GF
6944PL2C2
14070000.00000000
PA
USD
14090479.17000000
0.146135332292
Long
DBT
CORP
US
Y
2
2023-09-23
Fixed
0.50000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST MBALT_20-B
N/A
MBALT 2020-B A4
58769EAD0
4680000.00000000
PA
USD
4691430.90000000
0.048655819665
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
0.50000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_20-B
N/A
FORDO 2020-B A4
34533GAE9
27200000.00000000
PA
USD
27372809.76000000
0.283889185158
Long
ABS-CBDO
CORP
US
N
2
2025-11-15
Fixed
0.79000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2T9
2750000.00000000
PA
USD
2757379.13000000
0.028597360711
Long
DBT
CORP
US
N
2
2025-05-19
Variable
0.80500000
N
N
N
N
N
N
COMM 2012-CCRE5 Mortgage Trust
N/A
COMM 2012-CR5 A4
12623SAE0
291466.00000000
PA
USD
297735.43000000
0.003087876960
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Fixed
2.77100000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2013-GC11
N/A
CGCMT 2013-GC11 A4
17320DAG3
951512.00000000
PA
USD
981246.75000000
0.010176717068
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
3.09300000
N
N
N
N
N
N
GS Mortgage Securities Trust 2015-GC34
54930070360RBP384M53
GSMS 2015-GC34 A4
36250VAD4
770000.00000000
PA
USD
834164.10000000
0.008651291873
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.50600000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-B
N/A
TAOT 2020-B A3
89239RAC0
13380000.00000000
PA
USD
13502778.89000000
0.140040168695
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
1.36000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDM1
2350000.00000000
PA
USD
2510905.65000000
0.026041132249
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.50000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
N/A
18594000.00000000
PA
USD
18610989.34000000
0.193018497006
Long
DBT
NUSS
SA
N
2
2021-10-26
Fixed
2.37500000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641594A1
8125000.00000000
PA
USD
8123267.51000000
0.084248121199
Long
DBT
CORP
CA
N
2
2026-06-24
Fixed
1.35000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAH9
38468000.00000000
PA
USD
40642017.87000000
0.421506942015
Long
DBT
CORP
US
N
2
2025-03-01
Variable
3.22000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
WALT DISNEY CO
25468PCW4
1860000.00000000
PA
USD
1902901.90000000
0.019735397080
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.35000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2B6
11300000.00000000
PA
USD
11432214.86000000
0.118565912291
Long
DBT
CORP
US
Y
2
2022-01-25
Fixed
4.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2019-C16
N/A
UBSCM 2019-C16 ASB
90276YAC7
214000.00000000
PA
USD
233204.36000000
0.002418611619
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.46030000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_20-1
N/A
VALET 2020-1 A4
92868JAE6
4010000.00000000
PA
USD
4061952.76000000
0.042127369068
Long
ABS-CBDO
CORP
US
N
2
2026-08-20
Fixed
1.26000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C40
N/A
WFCM 2017-C40 A4
95000YAY1
1160000.00000000
PA
USD
1275837.60000000
0.013231980926
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.58100000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEB4
7200000.00000000
PA
USD
7196426.93000000
0.074635661999
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.55000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KAX1
9445000.00000000
PA
USD
9455447.11000000
0.098064436895
Long
DBT
CORP
NL
Y
2
2024-03-11
Fixed
0.65000000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1
N/A
DCENT 2021-A1 A1
254683CP8
24020000.00000000
PA
USD
23958491.99000000
0.248478575210
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
0.58000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
N/A
MSBAM 2017-C34 A4
61767EAE4
460000.00000000
PA
USD
505678.00000000
0.005244493226
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.53600000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC24
N/A
GSMS 2014-GC24 A5
36253GAE2
110000.00000000
PA
USD
118847.30000000
0.001232590422
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Fixed
3.93100000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GCJ14
549300ITVQSU1IHX4H03
GSMS 2013-GC14 A4
36198FAD4
58939.05000000
PA
USD
60876.38000000
0.000631361780
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Fixed
3.95500000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CM8
5807000.00000000
PA
USD
6166054.48000000
0.063949451931
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
2.90000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2012-LC5
N/A
WFCM 2012-LC5 AS
94988HAE1
433628.00000000
PA
USD
443575.43000000
0.004600414370
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.53900000
N
N
N
N
N
N
N/A
N/A
US LONG BOND(CBT) Dec21
N/A
116.00000000
NC
USD
-367167.03000000
-0.00380796673
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
CBOT US Long Bond Future
2021-12-21
18836542.03000000
USD
-367167.03000000
N
N
N
COMM 2014-CCRE17 Mortgage Trust
N/A
COMM 2014-CR17 AM
12631DBD4
350000.00000000
PA
USD
374213.00000000
0.003881041974
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.17400000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
N/A
2200000.00000000
PA
2569648.89000000
0.026650370784
Long
DBT
CORP
US
N
2
2024-06-26
Fixed
0.14200000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_18-A
N/A
MMAF 2018-A A4
60700DAD0
9390000.00000000
PA
USD
9567757.40000000
0.099229230608
Long
ABS-CBDO
CORP
US
Y
2
2025-01-10
Fixed
3.39000000
N
N
N
N
N
N
Aventura Mall Trust
N/A
AVMT 2018-AVM A
05359AAA1
240000.00000000
PA
USD
272632.80000000
0.002827532289
Long
ABS-MBS
CORP
US
Y
2
2040-07-05
Variable
4.24940000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4
N/A
GMCAR 2019-4 A3
36258MAD6
18066681.33000000
PA
USD
18213449.63000000
0.188895528801
Long
ABS-CBDO
CORP
US
N
2
2024-07-16
Fixed
1.75000000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG GLOBAL FUNDI
00138CAS7
12000000.00000000
PA
USD
11972370.12000000
0.124167976454
Long
DBT
CORP
US
Y
2
2024-06-17
Fixed
0.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJD2
4763000.00000000
PA
USD
4761503.13000000
0.049382553547
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.31900000
N
N
N
N
N
N
N/A
N/A
SCDS: (QATAR)
BVN4MVDN1
2720000.00000000
NC
USD
-17628.60000000
-0.00018282992
N/A
DCR
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
QATAR STATE OF
Y
Receipt of notional amount upon default event with regard to reference instrument
2022-06-20
4746.15000000
USD
0.00000000
USD
2720000.00000000
USD
-22374.75000000
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MAX8
6450000.00000000
PA
USD
6676084.11000000
0.069239076830
Long
DBT
CORP
JP
N
2
2023-01-17
Fixed
3.10200000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG GLOBAL FUNDI
00138CAM0
12960000.00000000
PA
USD
13064173.78000000
0.135491302562
Long
DBT
CORP
US
Y
2
2023-07-07
Fixed
0.80000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-A
N/A
NAROT 2020-A A4
65479MAD8
7760000.00000000
PA
USD
7961475.21000000
0.082570139121
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
1.70000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR ELECTRIC
67021CAG2
1440000.00000000
PA
USD
1462955.86000000
0.015172623879
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.37500000
N
N
N
N
N
N
Slovenia Government International Bond
N/A
SLOVENIA
N/A
303000.00000000
PA
USD
319433.39000000
0.003312911082
Long
DBT
NUSS
SI
N
2
2022-10-26
Fixed
5.50000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_20-3
N/A
CARMX 2020-3 A4
14315FAE7
4900000.00000000
PA
USD
4922178.87000000
0.051048955546
Long
ABS-CBDO
CORP
US
N
2
2026-03-16
Fixed
0.77000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2E0
2729000.00000000
PA
USD
2782398.15000000
0.028856838246
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
3.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C17
N/A
JPMBB 2013-C17 A4
46640UAD4
2947240.00000000
PA
USD
3148536.49000000
0.032654136218
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Fixed
4.19890000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_19-A
N/A
HART 2019-A A4
44932NAE0
3260000.00000000
PA
USD
3332894.58000000
0.034566152866
Long
ABS-CBDO
CORP
US
N
2
2025-05-15
Fixed
2.71000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
N/A
14769000.00000000
PA
USD
16097471.55000000
0.166950273702
Long
DBT
NUSS
BM
N
2
2024-02-06
Fixed
4.85400000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
N/A
1620000.00000000
PA
1898400.92000000
0.019688716467
Long
DBT
CORP
SE
N
2
2024-06-18
Fixed
0.12500000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A
N/A
WOLS 2021-A A3
98163JAC9
20990000.00000000
PA
USD
20987882.11000000
0.217669753403
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
0.42000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32
N/A
MSBAM 2016-C32 A4
61691GAS9
900000.00000000
PA
USD
991683.00000000
0.010284953619
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.72000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641598J8
6700000.00000000
PA
USD
6697629.34000000
0.069462526956
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGE3
9548000.00000000
PA
USD
9626907.82000000
0.099842692094
Long
DBT
CORP
US
N
2
2023-01-20
Variable
3.12400000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC24
N/A
GSMS 2014-GC24 AS
36253GAJ1
60000.00000000
PA
USD
64480.80000000
0.000668743981
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.16200000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20211027
N/A
1.00000000
NC
599165.81000000
0.006214075028
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
125013054.65000000
AUD
90986501.38000000
USD
2021-10-27
599165.81000000
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-2
N/A
GMALT 2021-2 A4
380144AD7
5110000.00000000
PA
USD
5095394.60000000
0.052845412427
Long
ABS-CBDO
CORP
US
N
2
2025-05-20
Fixed
0.41000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-2
N/A
GMALT 2021-2 A3
380144AC9
35740000.00000000
PA
USD
35738355.96000000
0.370650029768
Long
ABS-CBDO
CORP
US
N
2
2024-05-20
Fixed
0.34000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB 2014-C18 A5
46641JAW6
1160000.00000000
PA
USD
1236873.20000000
0.012827872913
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Fixed
4.07930000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CV7
10000000.00000000
PA
USD
10877054.80000000
0.112808230180
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAQ1
5000000.00000000
PA
USD
5247010.20000000
0.054417849802
Long
DBT
CORP
US
N
2
2024-04-24
Variable
3.73700000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST MBALT_21-B
N/A
MBALT 2021-B A3
58769KAD6
20810000.00000000
PA
USD
20809053.15000000
0.215815080529
Long
ABS-CBDO
CORP
US
N
2
2024-11-15
Fixed
0.40000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP FINANCIAL
125094AQ5
1750000.00000000
PA
USD
1873455.57000000
0.019430002979
Long
DBT
NUSS
CA
Y
2
2024-07-24
Fixed
3.15000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2012-C9
N/A
WFRBS 2012-C9 AS
92930RAC6
567176.00000000
PA
USD
580498.96000000
0.006020477188
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
3.38800000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-A
N/A
HART 2021-A A4
44933LAD5
17030000.00000000
PA
USD
16954572.43000000
0.175839447761
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
0.62000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GVM3
15000000.00000000
PA
USD
16165646.40000000
0.167657329455
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
4.00000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-B
N/A
SOFI 2017-B A2FX
83403YAB0
200026.60000000
PA
USD
202237.49000000
0.002097447677
Long
ABS-CBDO
CORP
US
Y
2
2040-05-25
Fixed
2.74000000
N
N
N
N
N
N
PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY PHEAA_16-2A
N/A
PHEAA 2016-2A A
69343VAA0
5664444.40620000
PA
USD
5741912.48000000
0.059550585763
Long
ABS-CBDO
CORP
US
Y
2
2065-11-25
Floating
1.03600000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2016-UB11
N/A
MSC 2016-UB11 A4
61767FBA8
600000.00000000
PA
USD
634956.00000000
0.006585262639
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.78200000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-B
N/A
WOART 2021-B A3
98163LAC4
19370000.00000000
PA
USD
19333357.77000000
0.200510332400
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
0.42000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
N/A
6000000.00000000
PA
USD
6073509.60000000
0.062989649455
Long
DBT
NUSS
QA
N
2
2022-01-20
Fixed
4.50000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3
N/A
HAROT 2021-3 A4
43815EAD6
1890000.00000000
PA
USD
1882424.69000000
0.019523023615
Long
ABS-CBDO
CORP
US
N
2
2027-12-20
Fixed
0.60000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
CAMDEN PROP TRST
133131AU6
3890000.00000000
PA
USD
4158564.59000000
0.043129350740
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
N/A
MSBAM 2014-C14 A5
61690GAF8
250000.00000000
PA
USD
266962.50000000
0.002768724411
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Fixed
4.06400000
N
N
N
N
N
N
RESIMAC Premier Series 2020-1
N/A
RESI 2020-1A A1B
76120GAB5
3135355.96000000
PA
USD
3136117.54000000
0.032525336667
Long
ABS-MBS
CORP
AU
Y
2
2052-02-07
Fixed
1.27400000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBG5
300000000.00000000
PA
USD
299906250.00000000
3.110390993215
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-B
N/A
HART 2021-B A3
44934KAC8
36410000.00000000
PA
USD
36478454.44000000
0.378325747251
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
0.38000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-1
N/A
HAROT 2019-1 A4
43814WAD7
5320000.00000000
PA
USD
5419254.71000000
0.056204233956
Long
ABS-CBDO
CORP
US
N
2
2024-06-18
Fixed
2.90000000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
DEXIA CRED LOCAL
25214BAW4
50000000.00000000
PA
USD
52761002.50000000
0.547195488486
Long
DBT
CORP
FR
Y
2
2023-09-26
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GRD8
4300000.00000000
PA
USD
4481561.39000000
0.046479218699
Long
DBT
CORP
US
N
2
2023-01-22
Fixed
3.62500000
N
N
N
N
N
N
BANK 2017-BNK7
N/A
BANK 2017-BNK7 A5
06541XAF7
280000.00000000
PA
USD
306454.40000000
0.003178303238
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
3.43500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_20-A
N/A
FORDO 2020-A A4
34528GAL0
2660000.00000000
PA
USD
2706871.59000000
0.028073536357
Long
ABS-CBDO
CORP
US
N
2
2025-07-15
Fixed
1.35000000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4
N/A
GMCAR 2019-4 A4
36258MAE4
3810000.00000000
PA
USD
3883256.78000000
0.040274075358
Long
ABS-CBDO
CORP
US
N
2
2025-01-16
Fixed
1.76000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_20-3
N/A
CARMX 2020-3 A3
14315FAD9
43100000.00000000
PA
USD
43238639.77000000
0.448437055578
Long
ABS-CBDO
CORP
US
N
2
2025-03-17
Fixed
0.62000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468Q5
15000000.00000000
PA
USD
15488183.25000000
0.160631216195
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800000
N
N
N
N
N
N
Toyota Finance Australia Ltd
3UKPTDP5PGQRH8AUK042
TOYOTA FIN AUSTR
N/A
22800000.00000000
PA
17406477.50000000
0.180526250585
Long
DBT
CORP
AU
N
2
2023-11-22
Fixed
3.30000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_18-D
N/A
WOART 2018-D A4
98162WAE7
5870000.00000000
PA
USD
6040995.45000000
0.062652438346
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
3.44000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78013XW20
3600000.00000000
PA
USD
3831916.90000000
0.039741618630
Long
DBT
CORP
CA
N
2
2023-10-05
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBN0
300000000.00000000
PA
USD
299812500.00000000
3.109418692186
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.12500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C31
N/A
JPMBB 2015-C31 A3
46644YAU4
219090.79000000
PA
USD
237446.22000000
0.002462604844
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.80140000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-1
N/A
HAROT 2020-1 A3
43813RAC1
38330000.00000000
PA
USD
38729134.12000000
0.401668021062
Long
ABS-CBDO
CORP
US
N
2
2024-04-22
Fixed
1.61000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-2
N/A
HAROT 2021-2 A4
43811JAD9
10300000.00000000
PA
USD
10254775.79000000
0.106354443279
Long
ABS-CBDO
CORP
US
N
2
2027-08-16
Fixed
0.55000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-A
N/A
SOFI 2017-A A1
83404FAA2
436352.46230000
PA
USD
436910.12000000
0.004531287034
Long
ABS-CBDO
CORP
US
Y
2
2040-03-26
Floating
0.78600000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-LC22
549300XO83D3BDYP0P62
WFCM 2015-LC22 A4
94989TAZ7
1771000.00000000
PA
USD
1938607.44000000
0.020105706769
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
3.83900000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
064159VK9
15000000.00000000
PA
USD
15307407.45000000
0.158756352233
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
1.62500000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_19-A
N/A
HDMOT 2019-A A3
41284WAC4
14094268.07000000
PA
USD
14196399.36000000
0.147233852930
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Fixed
2.34000000
N
N
N
N
N
N
SA Global Sukuk Ltd
5493007DFAVKU7UOGR47
SA GLOBAL SUKU
78397PAB7
6780000.00000000
PA
USD
6749184.97000000
0.069997221272
Long
DBT
CORP
KY
Y
2
2026-06-17
Fixed
1.60200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2013-LC12
549300V2DF3KW9L1CV04
WFCM 2013-LC12 AS
94988QAN1
350000.00000000
PA
USD
363916.00000000
0.003774249615
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.44310000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
86959LAF0
5000000.00000000
PA
USD
5022512.55000000
0.052089537309
Long
DBT
CORP
SE
Y
2
2023-06-30
Fixed
0.62500000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_16-4
N/A
CARMX 2018-4 A4
14315EAD2
5320000.00000000
PA
USD
5486296.82000000
0.056899541823
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Fixed
3.48000000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-6130000.00000000
NC
USD
38513.78000000
0.000399434538
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2026-12-20
35470.63000000
USD
0.00000000
USD
-6130000.00000000
USD
3043.15000000
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
FIRST REP BANK
336158AK6
2770000.00000000
PA
USD
2806655.55000000
0.029108416859
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGK9
5000000.00000000
PA
USD
5069197.45000000
0.052573716257
Long
DBT
CORP
US
N
2
2023-04-24
Variable
2.88100000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_18-1
N/A
MBART 2018-1 A4
58772RAE4
18320000.00000000
PA
USD
18599907.62000000
0.192903566150
Long
ABS-CBDO
CORP
US
N
2
2024-10-15
Fixed
3.15000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468T9
29130000.00000000
PA
USD
29174311.10000000
0.302572935638
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.56000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C21
5493000F7E2NMQ4HIO61
WFRBS 2014-C21 A5
92939FAU3
1583900.00000000
PA
USD
1695786.70000000
0.017587361644
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.67800000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK
65557CBE2
10570000.00000000
PA
USD
10681612.12000000
0.110781252911
Long
DBT
CORP
FI
Y
2
2023-06-09
Fixed
1.00000000
N
N
N
N
N
N
Benchmark 2018-B1 Mortgage Trust
N/A
BMARK 2018-B1 AM
08162PAZ4
60000.00000000
PA
USD
66191.40000000
0.000686484974
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
3.87800000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368FAA7
35000000.00000000
PA
USD
35037588.25000000
0.363382219999
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.40000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CY2
5000000.00000000
PA
USD
5154779.05000000
0.053461301087
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.75000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DD6
1970000.00000000
PA
USD
2034239.81000000
0.021097530255
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_16-A
N/A
SMB 2016-A A2A
78449FAB7
211805.34000000
PA
USD
216821.25000000
0.002248698928
Long
ABS-CBDO
CORP
US
Y
2
2031-05-15
Fixed
2.70000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_18-1
N/A
CARMX 2018-1 A4
14314AAD1
10028794.97000000
PA
USD
10088177.47000000
0.104626616953
Long
ABS-CBDO
CORP
US
N
2
2023-06-15
Fixed
2.64000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJR1
20000000.00000000
PA
USD
20102889.40000000
0.208491307291
Long
DBT
CORP
US
N
2
2025-04-22
Variable
0.97600000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236THA6
2000000.00000000
PA
USD
2036711.72000000
0.021123166955
Long
DBT
CORP
US
N
2
2023-08-25
Fixed
1.35000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDH1
30000000.00000000
PA
USD
30732224.40000000
0.318730383162
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
1.95000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
N/A
MSBAM 2014-C16 A5
61763MAF7
300000.00000000
PA
USD
320874.00000000
0.003327851952
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Fixed
3.89200000
N
N
N
N
N
N
JOHN DEERE OWNER TRUST JDOT_20-B
N/A
JDOT 2020-B A4
47787NAD1
4020000.00000000
PA
USD
4037458.86000000
0.041873337663
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
0.72000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_21-1
N/A
MBART 2021-1 A4
58772WAD5
7960000.00000000
PA
USD
7929470.22000000
0.082238208617
Long
ABS-CBDO
CORP
US
N
2
2027-12-15
Fixed
0.73000000
N
N
N
N
N
N
MUFG Union Bank NA
OX3PU53ZLPQKJ4700D47
MUFG UNION BANK
90520EAH4
9375000.00000000
PA
USD
9487716.84000000
0.098399113073
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG LONDON
902674YF1
12000000.00000000
PA
USD
11984808.96000000
0.124296982288
Long
DBT
CORP
CH
Y
2
2023-06-01
Fixed
0.37500000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CK3
900000.00000000
PA
USD
922347.05000000
0.009565855853
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.60000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LV1
2830000.00000000
PA
USD
2853721.26000000
0.029596545267
Long
DBT
CORP
US
N
2
2023-01-24
Variable
3.14200000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJY6
8000000.00000000
PA
USD
7998729.84000000
0.082956514749
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.52300000
N
N
N
N
N
N
Great-West Lifeco US Finance 2020 LP
N/A
GREAT-WEST LIFEC
391399AA0
3840000.00000000
PA
USD
3779217.64000000
0.039195063486
Long
DBT
CORP
US
Y
2
2025-08-12
Fixed
0.90400000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
4528479.48700000
NS
USD
452847948.70000000
4.696581618198
Long
STIV
CORP
US
N
1
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
UNILEVER CAPITAL
904764BN6
6500000.00000000
PA
USD
6506127.88000000
0.067476424911
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.62600000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAG2
7500000.00000000
PA
USD
7512196.43000000
0.077910574104
Long
DBT
CORP
US
Y
2
2023-04-06
Fixed
0.50000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
539439AP4
10010000.00000000
PA
USD
10269954.90000000
0.106511869031
Long
DBT
CORP
GB
N
2
2023-11-07
Variable
2.90700000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
EXP-IMP BK KOREA
302154CQ0
2400000.00000000
PA
USD
2467152.17000000
0.025587355676
Long
DBT
NUSS
KR
N
2
2022-11-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-RC1
N/A
WFCM 2017-RC1 A4
95001FAX3
246000.00000000
PA
USD
270093.24000000
0.002801193976
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
3.63100000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAC1
10000000.00000000
PA
USD
9998535.50000000
0.103696921169
Long
DBT
CORP
US
Y
2
2023-11-17
Fixed
0.50000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-B
N/A
NAROT 2020-B A4
65479CAE8
5030000.00000000
PA
USD
5058641.32000000
0.052464236406
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
0.71000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BG8
24895000.00000000
PA
USD
25204604.18000000
0.261402267638
Long
DBT
CORP
JP
N
2
2022-03-07
Fixed
3.21800000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B
N/A
SMB 2017-B A2A
83189DAB6
440022.41000000
PA
USD
455409.82000000
0.004723151325
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Fixed
2.82000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
83051GAN8
8560000.00000000
PA
USD
8577374.15000000
0.088957756971
Long
DBT
CORP
SE
Y
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06053FAA7
5000000.00000000
PA
USD
5331980.45000000
0.055299094192
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
4.10000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578AAA6
13500000.00000000
PA
USD
13918244.99000000
0.144349055273
Long
DBT
CORP
FR
Y
2
2023-01-11
Fixed
2.75000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A3A7
3600000.00000000
PA
USD
3595097.20000000
0.037285511557
Long
DBT
CORP
US
Y
2
2024-08-19
Fixed
0.91400000
N
N
N
N
N
N
KSA Sukuk Ltd
635400XBJFPNCGN9CK71
KSA SUKUK LTD
N/A
5000000.00000000
PA
USD
5064249.00000000
0.052522394838
Long
DBT
CORP
KY
N
2
2022-04-20
Fixed
2.89400000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EC3
520000.00000000
PA
USD
553826.12000000
0.005743847537
Long
DBT
CORP
AU
N
2
2024-02-26
Fixed
3.30000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-B
N/A
WOART 2021-B A4
98163LAD2
5100000.00000000
PA
USD
5071452.75000000
0.052597106449
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
0.69000000
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Dec21
N/A
21.00000000
NC
USD
3151.74000000
0.000032687360
N/A
DIR
N/A
N
1
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
Long
N/A
CBOT 10 Year US Treasury Note
2021-12-21
2760645.14000000
USD
3151.74000000
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1
N/A
GMCAR 2021-1 A3
36261LAC5
12080000.00000000
PA
USD
12082350.77000000
0.125308608979
Long
ABS-CBDO
CORP
US
N
2
2025-10-16
Fixed
0.35000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAE6
25135000.00000000
PA
USD
25469214.57000000
0.264146597821
Long
DBT
CORP
US
N
2
2023-04-25
Variable
2.77600000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP FUNDIN
90352JAA1
3400000.00000000
PA
USD
3465464.04000000
0.035941058705
Long
DBT
CORP
CH
Y
2
2023-05-23
Fixed
3.49100000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
641062AD6
11000000.00000000
PA
USD
11612018.55000000
0.120430694295
Long
DBT
CORP
US
Y
2
2023-09-24
Fixed
3.35000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBS4
3000000.00000000
PA
USD
3006799.92000000
0.031184156347
Long
DBT
CORP
US
N
2
2024-09-16
Variable
0.65300000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1
N/A
DRIVE 2021-1 A3
262108AC7
12780000.00000000
PA
USD
12795052.28000000
0.132700186706
Long
ABS-CBDO
CORP
US
N
2
2024-11-15
Fixed
0.44000000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST CPART_19-1
N/A
CPART 2019-1A A4
13646BAJ7
1900000.00000000
PA
USD
1949164.02000000
0.020215191287
Long
ABS-CBDO
CORP
CA
Y
2
2024-06-19
Fixed
2.96000000
N
N
N
N
N
N
BANK 2020-BNK28
N/A
BANK 2020-BN28 ASB
06540YAB5
1000000.00000000
PA
USD
1002860.00000000
0.010400872644
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
1.72500000
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1
N/A
TALNT 2020-1A A
89237JAA4
13400000.00000000
PA
USD
13602340.00000000
0.141072737972
Long
ABS-CBDO
CORP
US
Y
2
2033-05-25
Fixed
1.35000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3
N/A
JPMCC 2016-JP3 A5
46590RAE9
900000.00000000
PA
USD
952641.00000000
0.009880040799
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.87040000
N
N
N
N
N
N
SSM Health Care Corp
5493000QP6H63JFPC580
SSM HEALTH CARE
784710AB1
5985000.00000000
PA
USD
6249093.33000000
0.064810665364
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.68800000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBB5
15914000.00000000
PA
USD
16850076.60000000
0.174755699461
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.74800000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469TX3
1400000.00000000
PA
USD
1423934.29000000
0.014767922944
Long
DBT
NUSS
CA
N
2
2022-09-06
Fixed
2.10000000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-2
N/A
GMCAR 2019-2 A4
36257FAE0
6850000.00000000
PA
USD
7012687.50000000
0.072730061605
Long
ABS-CBDO
CORP
US
N
2
2024-08-16
Fixed
2.71000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BED4
16052000.00000000
PA
USD
16098712.12000000
0.166963139915
Long
DBT
CORP
US
N
2
2021-11-17
Fixed
2.62500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2C6
16850000.00000000
PA
USD
18008698.34000000
0.186772009974
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BJ7
28633000.00000000
PA
USD
28992241.36000000
0.300684651951
Long
DBT
CORP
GB
N
2
2023-03-13
Variable
3.26200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2020-C58
N/A
WFCM 2020-C58 ASB
95002UAC5
1400000.00000000
PA
USD
1407980.00000000
0.014602457636
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
1.84900000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_19-A
N/A
FORDO 2019-A A4
34533FAE1
18140000.00000000
PA
USD
18607689.11000000
0.192984269625
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
2.85000000
N
N
N
N
N
N
BMW VEHICLE OWNER TRUST BMWOT_20-A
N/A
BMWOT 2020-A A4
09661RAE1
4550000.00000000
PA
USD
4566352.25000000
0.047358602597
Long
ABS-CBDO
CORP
US
N
2
2027-04-26
Fixed
0.62000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL
14913Q3A5
130000.00000000
PA
USD
132105.50000000
0.001370094012
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
1.90000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353RFT0
13000000.00000000
PA
USD
13074360.91000000
0.135596955436
Long
DBT
CORP
US
N
2
2023-02-24
Variable
1.74300000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST ALLYA_19-4
N/A
ALLYA 2019-4 A4
02007TAD7
1890000.00000000
PA
USD
1931595.88000000
0.020032988401
Long
ABS-CBDO
CORP
US
N
2
2025-01-15
Fixed
1.92000000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_21-1
N/A
VZMT 2021-1 A
92348KAA1
40190000.00000000
PA
USD
40108872.47000000
0.415977578589
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
0.50000000
N
N
N
N
N
N
BANK 2020-BNK30
N/A
BANK 2020-BN30 ASB
06541UBQ8
700000.00000000
PA
USD
698873.00000000
0.007248159331
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Fixed
1.67300000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2015-UBS8
N/A
MSC 2015-UBS8 A4
61691ABL6
2000000.00000000
PA
USD
2185780.00000000
0.022669185537
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.80900000
N
N
N
N
N
N
Met Tower Global Funding
635400OFJCY9IOGBGY57
MET TOWER
58989V2C7
10000000.00000000
PA
USD
10012035.10000000
0.103836928369
Long
DBT
CORP
US
Y
2
2024-04-05
Fixed
0.70000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63307A2M6
4600000.00000000
PA
USD
4589019.16000000
0.047593685903
Long
DBT
CORP
CA
N
2
2024-11-15
Variable
0.55000000
N
N
N
N
N
N
IDB Trust Services Ltd
213800VKLEPJ95I3W549
IDB TRUST SERV
N/A
25625000.00000000
PA
USD
25903328.50000000
0.268648884978
Long
DBT
CORP
JE
N
2
2022-04-12
Fixed
2.39300000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAL3
9900000.00000000
PA
USD
10119006.81000000
0.104946354542
Long
DBT
CORP
JP
N
2
2022-09-11
Fixed
2.60100000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_19-A
N/A
FORDO 2019-A A3
34533FAD3
14759278.35000000
PA
USD
14888348.24000000
0.154410200752
Long
ABS-CBDO
CORP
US
N
2
2023-09-15
Fixed
2.78000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
06675FAR8
10500000.00000000
PA
USD
11112376.91000000
0.115248805431
Long
DBT
CORP
FR
Y
2
2023-07-20
Fixed
3.75000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-2
N/A
HAROT 2021-2 A3
43811JAC1
25120000.00000000
PA
USD
25088074.99000000
0.260193718823
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.33000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-2
N/A
HAROT 2020-2 A3
43813DAC2
19150000.00000000
PA
USD
19248281.63000000
0.199627989802
Long
ABS-CBDO
CORP
US
N
2
2024-07-15
Fixed
0.82000000
N
N
N
N
N
N
Harvest Operations Corp
B1EEF6ML54YDWRC6ZK53
HARVEST OPERATIO
N/A
6000000.00000000
PA
USD
6150299.40000000
0.063786052672
Long
DBT
CORP
CA
N
2
2022-09-21
Fixed
3.00000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1
N/A
FORDF 2020-1 A1
34528QHK3
19540000.00000000
PA
USD
19636472.89000000
0.203654003261
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
0.70000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-4
N/A
CARMX 2020-1 A4
14315XAD0
5620000.00000000
PA
USD
5800858.91000000
0.060161931625
Long
ABS-CBDO
CORP
US
N
2
2025-06-16
Fixed
2.03000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST_20-A
N/A
SRT 2020-A A3
80286KAC6
9510000.00000000
PA
USD
9613678.02000000
0.099705483047
Long
ABS-CBDO
CORP
US
Y
2
2023-07-20
Fixed
1.74000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2013-C6
549300G1IXWLFE766Q13
UBSBB 2013-C6 AS
90349GBH7
60000.00000000
PA
USD
61785.00000000
0.000640785270
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
3.46880000
N
N
N
N
N
N
GS Mortgage Securities Corp II
5493005BBCF84ICNQ550
GSMS 2018-GS10 A5
36250SAE9
250000.00000000
PA
USD
285085.00000000
0.002956676682
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
4.15500000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2Q3
13000000.00000000
PA
USD
13158721.55000000
0.136471877432
Long
DBT
CORP
US
Y
2
2023-10-13
Fixed
1.20000000
N
N
N
N
N
N
CSAIL 2016-C7 Commercial Mortgage Trust
5493006MX7HG5PC85C29
CSAIL 2016-C7 A5
12637UAW9
900000.00000000
PA
USD
977544.00000000
0.010138315067
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
3.50200000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
10000000.00000000
PA
7323076.48000000
0.075949171202
Long
DBT
CORP
FR
N
2
2023-04-26
Floating
1.12500000
N
N
N
N
N
N
COMM 2013-LC6 Mortgage Trust
N/A
COMM 2013-LC6 A4
20048EAY7
745260.14000000
PA
USD
760165.34000000
0.007883835121
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Fixed
2.94100000
N
N
N
N
N
N
TMSQ 2014-1500 Mortgage Trust
N/A
TMSQ 2014-1500 A
87264JAA4
100000.00000000
PA
USD
105212.00000000
0.001091175849
Long
ABS-MBS
CORP
US
Y
2
2036-10-10
Fixed
3.68000000
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Dec21
N/A
7439.00000000
NC
USD
-875281.28000000
-0.00907772682
N/A
DIR
N/A
N
1
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
CBOT 2 Year US Treasury Note Future
2021-12-31
1637862105.31000000
USD
-875281.28000000
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
53944YAK9
14700000.00000000
PA
USD
14865659.30000000
0.154174888969
Long
DBT
CORP
GB
N
2
2023-03-17
Variable
2.85800000
N
N
N
N
N
N
VOLVO FINANCIAL EQUIPMENT LLC VFET_20-1
N/A
VFET 2020-1A A3
92888EAC7
20600000.00000000
PA
USD
20636373.42000000
0.214024182617
Long
ABS-CBDO
CORP
US
Y
2
2024-10-15
Fixed
0.51000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_16-AA
N/A
MMAF 2016-AA A5
55315FAE0
8390000.00000000
PA
USD
8517455.85000000
0.088336331640
Long
ABS-CBDO
CORP
US
Y
2
2032-12-15
Fixed
2.21000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-3
N/A
CARMX 2021-3 A3
14317DAC4
29670000.00000000
PA
USD
29644415.56000000
0.307448488175
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
0.55000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-B
N/A
TAOT 2020-B A4
89239RAD8
5220000.00000000
PA
USD
5328094.72000000
0.055258794466
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
1.66000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_18-3
N/A
FORDF 2018-3 A1
34528QGH1
11810000.00000000
PA
USD
11821911.57000000
0.122607539089
Long
ABS-CBDO
CORP
US
N
2
2023-10-15
Fixed
3.52000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
06675FAS6
5345000.00000000
PA
USD
5453420.44000000
0.056558573950
Long
DBT
CORP
FR
Y
2
2022-11-21
Fixed
2.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828ZU7
100000000.00000000
PA
USD
100031250.00000000
1.037445198424
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_17-A
N/A
MMAF 2017-AA A4
55315XAD3
1697768.15000000
PA
USD
1701191.02000000
0.017643410987
Long
ABS-CBDO
CORP
US
Y
2
2024-08-16
Fixed
2.41000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-3
N/A
GMCAR 2018-3 A4
36255JAE4
9990000.00000000
PA
USD
10154878.96000000
0.105318392178
Long
ABS-CBDO
CORP
US
N
2
2024-01-16
Fixed
3.16000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_20-C
N/A
FORDO 2020-C A4
34533YAE0
18530000.00000000
PA
USD
18423059.66000000
0.191069438646
Long
ABS-CBDO
CORP
US
N
2
2026-08-15
Fixed
0.51000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25
N/A
MSBAM 2015-C25 A5
61765TAF0
500000.00000000
PA
USD
544400.00000000
0.005646087257
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.63500000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-A
N/A
WOART 2019-A A4
98162YAE3
6420000.00000000
PA
USD
6623055.61000000
0.068689107068
Long
ABS-CBDO
CORP
US
N
2
2025-06-16
Fixed
3.22000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
2000000.00000000
PA
2351090.02000000
0.024383650632
Long
DBT
CORP
US
N
2
2024-07-26
Variable
0.63700000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
UNILEVER CAPITAL
904764AX5
2905000.00000000
PA
USD
3047863.16000000
0.031610031873
Long
DBT
CORP
US
N
2
2024-05-05
Fixed
2.60000000
N
N
N
N
N
N
COMM 2012-CCRE4 Mortgage Trust
N/A
COMM 2012-CR4 A3
12624QAR4
547090.71000000
PA
USD
557529.20000000
0.005782252961
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
2.85300000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748AU6
1500000.00000000
PA
USD
1594887.96000000
0.016540919523
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.05000000
N
N
N
N
N
N
BRAZOS HIGHER EDUCATION AUTHORITY INC BRHEA_11-1
N/A
BRHEA 2011-1 A2
10620NCG1
1184759.51800000
PA
USD
1189328.54000000
0.012334777213
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Floating
0.94700000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-B
N/A
NAROT 2019-B A3
65479HAC1
3510867.68000000
PA
USD
3545243.99000000
0.036768473398
Long
ABS-CBDO
CORP
US
N
2
2023-11-15
Fixed
2.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DG9
6140000.00000000
PA
USD
6352034.89000000
0.065878294001
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
2.00000000
N
N
N
N
N
N
Pepper Residential Securities Trust
N/A
PEPAU 21A A1U
71336WAA3
443942.47310000
PA
USD
444942.94000000
0.004614597105
Long
ABS-MBS
CORP
AU
Y
2
2060-01-16
Floating
0.96460000
N
N
N
N
N
N
Korea Development Bank/The
549300ML2LNRZUCS7149
KOREA DEV BANK
500630DB1
7000000.00000000
PA
USD
7156574.67000000
0.074222345802
Long
DBT
NUSS
KR
N
2
2025-02-18
Fixed
1.75000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CS4
16740000.00000000
PA
USD
17913952.43000000
0.185789380151
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.37500000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
CAMDEN PROP TRST
133131AT9
3080000.00000000
PA
USD
3150638.63000000
0.032675937956
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.95000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
085209AB0
7000000.00000000
PA
USD
7300400.73000000
0.075713996215
Long
DBT
NUSS
BM
Y
2
2023-01-03
Fixed
4.13800000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXY5
16000000.00000000
PA
USD
16006894.72000000
0.166010882288
Long
DBT
CORP
US
N
2
2023-03-08
Fixed
0.52300000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-2
N/A
GMCAR 2018-2 A4
38013RAE5
5945000.00000000
PA
USD
5996616.87000000
0.062192178729
Long
ABS-CBDO
CORP
US
N
2
2023-12-18
Fixed
3.02000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38148YAC2
34440000.00000000
PA
USD
34500999.44000000
0.357817144241
Long
DBT
CORP
US
N
2
2022-10-31
Variable
2.87600000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDY4
13725000.00000000
PA
USD
13723160.85000000
0.142325796499
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828ZY9
150000000.00000000
PA
USD
149695320.00000000
1.552521746560
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.12500000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBU8
12500000.00000000
PA
USD
12531349.75000000
0.129965272131
Long
DBT
CORP
US
Y
2
2024-08-12
Fixed
0.75000000
N
N
N
N
N
N
Benchmark 2020-B22 Mortgage Trust
N/A
BMARK 2020-B22 ASB
08163BBD2
700000.00000000
PA
USD
700406.00000000
0.007264058398
Long
ABS-MBS
CORP
US
N
2
2054-01-15
Fixed
1.73100000
N
N
N
N
N
N
Gosforth Funding 2018-1 plc
213800GD24WOLHNGMP34
GFUND 2018-1A A1
38312RAA1
4203882.29780000
PA
USD
4208936.63000000
0.043651769794
Long
ABS-MBS
CORP
GB
Y
2
2060-08-25
Floating
0.57920000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST ALLYA_18-1
N/A
ALLYA 2018-1 A4
02007MAF7
515063.15000000
PA
USD
515411.13000000
0.005345437571
Long
ABS-CBDO
CORP
US
N
2
2023-02-15
Fixed
2.53000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC25
N/A
CGCMT 2014-GC25 A4
17322YAD2
2250000.00000000
PA
USD
2419695.00000000
0.025095167354
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.63500000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-3
N/A
GMCAR 2021-3 A3
380140AC7
19990000.00000000
PA
USD
19965264.37000000
0.207063969069
Long
ABS-CBDO
CORP
US
N
2
2026-06-16
Fixed
0.48000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BX9
4358000.00000000
PA
USD
4620072.47000000
0.047915746333
Long
DBT
CORP
NL
N
2
2026-09-12
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2016-UBS9
N/A
MSC 2016-UBS9 A4
61766CAE9
900000.00000000
PA
USD
974286.00000000
0.010104525661
Long
ABS-MBS
CORP
US
N
2
2049-03-15
Fixed
3.59400000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BS7
14505000.00000000
PA
USD
15275513.58000000
0.158425574178
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
3.95000000
N
N
N
N
N
N
COMM 2014-CCRE17 Mortgage Trust
N/A
COMM 2014-CR17 A5
12631DBB8
500000.00000000
PA
USD
536725.00000000
0.005566488213
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
3.97700000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C23
N/A
WFRBS 2014-C23 A4
92939HAX3
692074.76000000
PA
USD
738997.43000000
0.007664298260
Long
ABS-MBS
CORP
US
N
2
2057-10-15
Fixed
3.65000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2
N/A
GMCAR 2021-2 A3
380149AC8
10530000.00000000
PA
USD
10543459.45000000
0.109348442423
Long
ABS-CBDO
CORP
US
N
2
2026-04-16
Fixed
0.51000000
N
N
N
N
N
N
TAOT_19-C
N/A
TAOT 2019-C A3
89238UAD2
21351220.26000000
PA
USD
21511945.84000000
0.223104928914
Long
ABS-CBDO
CORP
US
N
2
2023-09-15
Fixed
1.91000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-1
N/A
FORDR 2020-1 A
34531NAA4
3580000.00000000
PA
USD
3701254.60000000
0.038386492350
Long
ABS-CBDO
CORP
US
Y
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
WHEELS SPV LLC WHLS_20-1
N/A
WHLS 2020-1A A3
96328DBU7
3000000.00000000
PA
USD
2991355.50000000
0.031023979009
Long
ABS-CBDO
CORP
US
Y
2
2029-08-20
Fixed
0.62000000
N
N
N
N
N
N
Lithuania Government International Bond
N/A
LITHUANIA
N/A
42390000.00000000
PA
USD
43263992.78000000
0.448699996993
Long
DBT
NUSS
LT
N
2
2022-02-01
Fixed
6.62500000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-2
N/A
HAROT 2020-2 A4
43813DAD0
4970000.00000000
PA
USD
5029501.83000000
0.052162024607
Long
ABS-CBDO
CORP
US
N
2
2026-10-15
Fixed
1.09000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BL7
53915000.00000000
PA
USD
54918333.35000000
0.569569621887
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.62300000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
3100000.00000000
PA
3663511.01000000
0.037995045615
Long
DBT
CORP
NL
N
2
2024-02-27
Fixed
0.62500000
N
N
N
N
N
N
Korea Midland Power Co Ltd
988400Z1HCY1QUPS1W65
KOREA MIDLAND PW
N/A
1605000.00000000
PA
USD
1618660.32000000
0.016787467684
Long
DBT
CORP
KR
N
2
2022-01-22
Fixed
3.37500000
N
N
N
N
N
N
Arab Petroleum Investments Corp
213800A54KIUYH5YD185
ARAB PETROLEUM
N/A
5882000.00000000
PA
USD
6273252.41000000
0.065061224280
Long
DBT
CORP
N/A
N
2
2023-09-18
Fixed
4.12500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWT7
8000000.00000000
PA
USD
8288135.20000000
0.085957998796
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.20000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2
N/A
GMCAR 2021-2 A4
380149AD6
8690000.00000000
PA
USD
8731572.09000000
0.090556976339
Long
ABS-CBDO
CORP
US
N
2
2026-10-16
Fixed
0.82000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
4025000.00000000
PA
4733654.14000000
0.049093725796
Long
DBT
CORP
US
N
2
2024-04-26
Fixed
0.50000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3
N/A
CRVNA 2021-P3 A4
14687JAF6
5590000.00000000
PA
USD
5572036.54000000
0.057788766549
Long
ABS-CBDO
CORP
US
N
2
2027-06-10
Fixed
1.03000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CRED SUIS NY
22550L2E0
1000000.00000000
PA
USD
996668.57000000
0.010336660017
Long
DBT
CORP
CH
N
2
2024-02-02
Fixed
0.49500000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_19-1
N/A
MBART 2019-1 A4
58769TAE5
9370000.00000000
PA
USD
9597435.20000000
0.099537025333
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
2.04000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-4
N/A
GMCAR 2018-4 A3
38013FAD3
1412743.71000000
PA
USD
1424084.23000000
0.014769478003
Long
ABS-CBDO
CORP
US
N
2
2023-10-16
Fixed
3.21000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2016-BNK2
N/A
MSC 2016-BNK2 A4
61690YBU5
150000.00000000
PA
USD
160668.00000000
0.001666321725
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
3.04900000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607GRS5
10000000.00000000
PA
USD
9985564.60000000
0.103562397229
Long
DBT
CORP
CA
N
2
2023-12-14
Fixed
0.50000000
N
N
N
N
N
N
COMM 2014-LC17 Mortgage Trust
N/A
COMM 2014-LC17 A5
12592MBK5
1500000.00000000
PA
USD
1621485.00000000
0.016816763037
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.91700000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB 2014-C18 AS
46641JBA3
700000.00000000
PA
USD
747082.00000000
0.007748145041
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.43860000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC20
N/A
GSMS 2014-GC20 A5
36252WAX6
1500000.00000000
PA
USD
1602555.00000000
0.016620436013
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
3.99800000
N
N
N
N
N
N
BANK 2019-BNK17
N/A
BANK 2019-BN17 A4
065403BC0
576000.00000000
PA
USD
643449.60000000
0.006673351557
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.71400000
N
N
N
N
N
N
Benchmark 2019-B10 Mortgage Trust
N/A
BMARK 2019-B10 ASB
08162VAC2
194000.00000000
PA
USD
213642.50000000
0.002215731441
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Fixed
3.61500000
N
N
N
N
N
N
RESIMAC Bastille Trust Series 2018-1NC
N/A
RESI 2018-1NCA A1
76118VAA8
624930.31000000
PA
USD
625970.01000000
0.006492067041
Long
ABS-MBS
CORP
AU
Y
2
2059-12-05
Floating
0.93290000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
N/A
JPMCC 2013-C13 A4
46640JAR8
656870.89350000
PA
USD
688380.99000000
0.007139344482
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
3.99360000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-A
N/A
WOART 2020-A A3
98163MAD0
1000000.00000000
PA
USD
1006399.50000000
0.010437581545
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
1.10000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-C4
N/A
CGCMT 2017-C4 A4
17326FAD9
520000.00000000
PA
USD
569561.20000000
0.005907039371
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Fixed
3.47100000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-4
N/A
CARMX 2019-4 A4
14315WAE0
3830000.00000000
PA
USD
3953679.89000000
0.041004448289
Long
ABS-CBDO
CORP
US
N
2
2025-07-15
Fixed
2.13000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDS7
14500000.00000000
PA
USD
14424194.44000000
0.149596363765
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
0.55000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GGV5
4210000.00000000
PA
USD
4192852.88000000
0.043484961830
Long
DBT
CORP
US
Y
2
2024-01-07
Fixed
0.40000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2016-GS3
N/A
GSMS 2016-GS3 A4
36251PAD6
580000.00000000
PA
USD
615066.80000000
0.006378987550
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.85000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748AV4
2700000.00000000
PA
USD
2881561.72000000
0.029885284552
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.50000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63307A2L8
2870000.00000000
PA
USD
2881095.68000000
0.029880451153
Long
DBT
CORP
CA
N
2
2023-08-15
Variable
0.90000000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST KCOT_20-2
N/A
KCOT 2020-2A A3
50116YAC5
18250000.00000000
PA
USD
18270575.05000000
0.189487988584
Long
ABS-CBDO
CORP
US
Y
2
2024-10-15
Fixed
0.59000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2014-LC18
5493007CD1Q2V06I4172
WFCM 2014-LC18 A5
94989AAU9
10000.00000000
PA
USD
10705.00000000
0.000111023813
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.40500000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816BY4
14550000.00000000
PA
USD
14550000.00000000
0.150901119770
Long
DBT
CORP
US
N
2
2021-11-05
Fixed
3.70000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C15
5493003CHVRASC16O965
WFRBS 2013-C15 A4
92938CAD9
526000.00000000
PA
USD
553615.00000000
0.005741657967
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.15300000
N
N
N
N
N
N
Abu Dhabi Government International Bond
N/A
ABU DHABI GOVT
N/A
17000000.00000000
PA
USD
17371667.60000000
0.180165229768
Long
DBT
NUSS
AE
N
2
2022-10-11
Fixed
2.50000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-B
N/A
HALST 2021-B A3
44891VAC5
5470000.00000000
PA
USD
5464309.56000000
0.056671507311
Long
ABS-CBDO
CORP
US
Y
2
2024-06-17
Fixed
0.33000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-3
N/A
CARMX 2019-3 A3
14315PAD7
23745104.07000000
PA
USD
24043558.66000000
0.249360819592
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
2.18000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP6
N/A
JPMCC 2017-JP6 A5
48128KAU5
310000.00000000
PA
USD
338981.90000000
0.003515652803
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.48980000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-4
N/A
CARMX 2021-4 A4
14317JAE7
6000000.00000000
PA
USD
5967616.80000000
0.061891412885
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.82000000
N
N
N
N
N
N
COMM 2014-CR14 Mortgage Trust
N/A
COMM 2014-CR14 A4
12630DAY0
505200.00000000
PA
USD
540483.17000000
0.005605464987
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.23600000
N
N
N
N
N
N
SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_17-2
N/A
SYNCT 2017-2 A
87165LBU4
8520000.00000000
PA
USD
8730065.71000000
0.090541353354
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
2.62000000
N
N
N
N
N
N
COMM 2014-CCRE20 Mortgage Trust
N/A
COMM 2014-CR20 A3
12592LBH4
73777.28000000
PA
USD
77569.43000000
0.000804488924
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
3.32600000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
SUNTRUST BANK
86787EBC0
5000000.00000000
PA
USD
5311648.20000000
0.055088224138
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.20000000
N
N
N
N
N
N
Abu Dhabi National Energy Co PJSC
213800UNJSVQFNUYYW03
TAQA ABU DHABI
N/A
543000.00000000
PA
USD
564570.46000000
0.005855279354
Long
DBT
CORP
AE
N
2
2023-01-12
Fixed
3.62500000
N
N
N
N
N
N
COPART_20-1-A1
N/A
COPAR 2020-1 A4
14043MAD3
4340000.00000000
PA
USD
4451253.73000000
0.046164891562
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
1.63000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_19-A
N/A
TAOT 2019-A A3
89239AAD5
20958875.51000000
PA
USD
21172297.64000000
0.219582365773
Long
ABS-CBDO
CORP
US
N
2
2023-07-17
Fixed
2.91000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST DEFT_20-2
N/A
DEFT 2020-2 A3
24704GAC7
19650000.00000000
PA
USD
19689400.22000000
0.204202923767
Long
ABS-CBDO
CORP
US
Y
2
2023-10-23
Fixed
0.57000000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3
N/A
GMCAR 2020-3 A4
362590AD3
13500000.00000000
PA
USD
13540635.00000000
0.140432782399
Long
ABS-CBDO
CORP
US
N
2
2026-01-16
Fixed
0.58000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC26
549300V3F4KBEWHAZP46
GSMS 2014-GC26 A5
36250HAE3
1180000.00000000
PA
USD
1269042.80000000
0.013161510622
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
3.62900000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE
74368CAZ7
3230000.00000000
PA
USD
3238937.67000000
0.033591705929
Long
DBT
CORP
US
Y
2
2023-10-13
Fixed
0.63100000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
N/A
MSBAM 2014-C15 A3
61763KAZ7
1293811.04000000
PA
USD
1365397.60000000
0.014160826582
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Fixed
3.77300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-C37
549300TRQQDPEF728F16
WFCM 2016-C37 A4
95000PAD6
260000.00000000
PA
USD
279905.60000000
0.002902960032
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.52500000
N
N
N
N
N
N
GS Mortgage Securities Trust 2020-GSA2
N/A
GSMS 2020-GSA2 A5
36264KAV2
1360000.00000000
PA
USD
1342918.40000000
0.013927690056
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
2.01200000
N
N
N
N
N
N
Sinopec Group Overseas Development 2017 Ltd
5493001IPW8ZGQ181Z16
SINOPEC OVERSEAS
N/A
300000.00000000
PA
USD
305088.60000000
0.003164138238
Long
DBT
CORP
VG
N
2
2022-09-13
Fixed
2.50000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
HERSHEY COMPANY
427866BC1
500000.00000000
PA
USD
520894.14000000
0.005402303024
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.05000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-C
N/A
SRT 2021-C A4
80286CAD2
5340000.00000000
PA
USD
5320284.72000000
0.055177795309
Long
ABS-CBDO
CORP
US
Y
2
2026-03-20
Fixed
0.59000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
N/A
MSBAM 2014-C14 AS
61690GAH4
250000.00000000
PA
USD
266855.00000000
0.002767609506
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.38400000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63307A2J3
6670000.00000000
PA
USD
6818904.28000000
0.070720294945
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
2.10000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2018-C5
N/A
CGCMT 2018-C5 A4
17291DAD5
230000.00000000
PA
USD
263350.00000000
0.002731258411
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
4.22800000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-C32
549300VOKB4Z9J8DIM89
WFCM 2016-C32 A4
94989YAZ6
900000.00000000
PA
USD
979092.00000000
0.010154369701
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Fixed
3.56000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2
N/A
DRIVE 2020-2 A3
26208VAD8
3729352.25000000
PA
USD
3731949.00000000
0.038704830448
Long
ABS-CBDO
CORP
US
N
2
2024-05-15
Fixed
0.83000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_18-A
N/A
WOART 2018-A A4
98161VAD2
14460000.00000000
PA
USD
14614265.06000000
0.151567626266
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Fixed
2.73000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C19
549300FCX3YXSYSLU895
WFRBS 2014-C19 A5
92938VAQ8
110000.00000000
PA
USD
118185.10000000
0.001225722606
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
4.10100000
N
N
N
N
N
N
CD 2017-CD6 Mortgage Trust
N/A
CD 2017-CD6 A5
125039AF4
1129538.00000000
PA
USD
1235432.19000000
0.012812927894
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Fixed
3.45600000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
PRINCIPAL LFE II
74256LEJ4
7500000.00000000
PA
USD
7486436.03000000
0.077643407561
Long
DBT
CORP
US
Y
2
2024-01-08
Fixed
0.50000000
N
N
N
N
N
N
WHEELS SPV LLC WHLS_20-1
N/A
WHLS 2020-1A A2
96328DBT0
7432054.11000000
PA
USD
7445488.29000000
0.077218729910
Long
ABS-CBDO
CORP
US
Y
2
2029-08-20
Fixed
0.51000000
N
N
N
N
N
N
N/A
N/A
US 10yr Ultra Fut Dec21
N/A
-4.00000000
NC
USD
8479.90000000
0.000087946831
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
Short
N/A
Ultra 10-Year US Treasury Note Futures
2021-12-21
-589479.90000000
USD
8479.90000000
N
N
N
CK Hutchison Europe Finance 18 Ltd
2549003J58N9TB141B68
CK HUTCHISON E F
N/A
2790000.00000000
PA
3361827.18000000
0.034866218964
Long
DBT
CORP
KY
N
2
2025-04-13
Fixed
1.25000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
N/A
10734000.00000000
PA
USD
11291709.66000000
0.117108703217
Long
DBT
NUSS
QA
N
2
2023-04-23
Fixed
3.87500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
06675FAV9
14000000.00000000
PA
USD
13983704.42000000
0.145027948833
Long
DBT
CORP
FR
Y
2
2024-02-27
Fixed
0.65000000
N
N
N
N
N
N
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
MIZUHO CORP BANK
60688QAS4
4550000.00000000
PA
USD
4749495.80000000
0.049258022994
Long
DBT
CORP
JP
Y
2
2023-03-21
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
N/A
MSBAM 2015-C23 A4
61690QAE9
1450000.00000000
PA
USD
1570248.50000000
0.016285378485
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.71900000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
902613AB4
4445000.00000000
PA
USD
4473216.95000000
0.046392676751
Long
DBT
CORP
CH
Y
2
2024-07-30
Variable
1.00800000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
REL STAN LIFE II
75951AAM0
2000000.00000000
PA
USD
2043279.94000000
0.021191287350
Long
DBT
CORP
US
Y
2
2023-01-21
Fixed
2.15000000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST KCOT_20-1
N/A
KCOT 2020-1A A3
50117WAC8
8390000.00000000
PA
USD
8521191.91000000
0.088375079106
Long
ABS-CBDO
CORP
US
Y
2
2024-03-15
Fixed
1.96000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_20-B
N/A
HART 2020-B A3
44933FAC0
38010000.00000000
PA
USD
38072594.87000000
0.394858913983
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
0.48000000
N
N
N
N
N
N
BANK 2017-BNK6
N/A
BANK 2017-BNK6 A5
060352AF8
420000.00000000
PA
USD
461214.60000000
0.004783353924
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
3.51800000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CQ0
3500000.00000000
PA
USD
3544499.84000000
0.036760755662
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
1.12500000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-4
N/A
HAROT 2018-4 A4
43815AAD4
5600000.00000000
PA
USD
5691972.16000000
0.059032644168
Long
ABS-CBDO
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
AN2064235
2000000.00000000
PA
2353615.22000000
0.024409840014
Long
DBT
CORP
GB
N
2
2023-04-19
Fixed
0.62500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BN3
4000000.00000000
PA
USD
4132157.16000000
0.042855473712
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
COMM 2014-CR14 Mortgage Trust
N/A
COMM 2014-CR14 A3
12630DAX2
20000.00000000
PA
USD
21135.80000000
0.000219203841
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Fixed
3.95500000
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
BRIT SKY BROADCA
111013AK4
9480000.00000000
PA
USD
9776229.90000000
0.101391342889
Long
DBT
CORP
GB
Y
2
2022-11-26
Fixed
3.12500000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
SWEDBANK AB
87020PAL1
3835000.00000000
PA
USD
3841473.21000000
0.039840729138
Long
DBT
CORP
SE
Y
2
2023-09-25
Fixed
0.60000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QCS5
2163000.00000000
PA
USD
2338505.06000000
0.024253129356
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
3.53500000
N
N
N
N
N
N
VERIZON OWNER TRUST VZOT_20-A
N/A
VZOT 2020-A A1A
92348TAA2
19526000.00000000
PA
USD
19782716.13000000
0.205170722757
Long
ABS-CBDO
CORP
US
N
2
2024-07-22
Fixed
1.85000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967HD6
4500000.00000000
PA
USD
4814291.97000000
0.049930037744
Long
DBT
CORP
US
N
2
2023-10-25
Fixed
3.87500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJH4
1895000.00000000
PA
USD
1967054.59000000
0.020400738163
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.20000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP FINANCIAL
125094AR3
22500000.00000000
PA
USD
22747570.43000000
0.235919852230
Long
DBT
NUSS
CA
Y
2
2022-03-07
Fixed
2.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
N/A
2200000.00000000
PA
2618646.40000000
0.027158534298
Long
DBT
CORP
GB
N
2
2024-09-06
Fixed
0.87500000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA-BG
91412HGE7
27000000.00000000
PA
USD
27243928.80000000
0.282552533531
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
0.88300000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AK9
2150000.00000000
PA
USD
2301359.18000000
0.023867881598
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
4.10000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C27
5493001SKB2HKIF64L70
WFCM 2015-C27 A4
94989DAV1
64432.43000000
PA
USD
67668.87000000
0.000701808127
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.19000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_20-1
N/A
MBART 2020-1 A4
58769VAD2
4950000.00000000
PA
USD
4977331.92000000
0.051620959463
Long
ABS-CBDO
CORP
US
N
2
2026-10-15
Fixed
0.77000000
N
N
N
N
N
N
NongHyup Bank
988400GSDJCW3LKJBD20
NONGHYUP BANK
65540JAF5
20000000.00000000
PA
USD
20038928.40000000
0.207827954265
Long
DBT
CORP
KR
Y
2
2024-07-28
Fixed
0.87500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBQ8
5000000.00000000
PA
USD
5083728.30000000
0.052724418768
Long
DBT
CORP
US
N
2
2024-06-01
Variable
1.51400000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-3
N/A
GMALT 2021-3 A4
36262XAD6
1370000.00000000
PA
USD
1366485.13000000
0.014172105585
Long
ABS-CBDO
CORP
US
N
2
2025-07-21
Fixed
0.50000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-A
N/A
HALST 2021-A A4
44891TAD8
4730000.00000000
PA
USD
4734602.76000000
0.049103564134
Long
ABS-CBDO
CORP
US
Y
2
2024-12-16
Fixed
0.42000000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST ALLYA_19-3
N/A
ALLYA 2019-3 A3
02007RAC3
7552335.03000000
PA
USD
7614919.72000000
0.078975939018
Long
ABS-CBDO
CORP
US
N
2
2024-05-15
Fixed
1.93000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBF6
2080000.00000000
PA
USD
2223952.89000000
0.023065084633
Long
DBT
CORP
JP
N
2
2023-10-16
Fixed
3.93600000
N
N
N
N
N
N
N/A
N/A
EURO-SCHATZ FUT Dec21
N/A
-464.00000000
NC
46207.28000000
0.000479225449
N/A
DIR
N/A
N
1
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
Short
N/A
Eurex 2 Year Euro SCHATZ Future
2021-12-08
-61866271.23000000
EUR
46207.28000000
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_20-A
N/A
MMAF 2020-A A3
60700MAC2
20500000.00000000
PA
USD
20475043.30000000
0.212350993905
Long
ABS-CBDO
CORP
US
Y
2
2027-04-09
Fixed
0.97000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
N/A
2200000.00000000
PA
2568839.02000000
0.026641971452
Long
DBT
CORP
CA
N
2
2024-07-23
Fixed
0.12500000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_20-A
N/A
HDMOT 2020-A A4
41284UAE4
3640000.00000000
PA
USD
3717209.50000000
0.038551963984
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
1.93000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367TQW3
15000000.00000000
PA
USD
14976783.15000000
0.155327377862
Long
DBT
CORP
CA
N
2
2024-07-09
Fixed
0.62500000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G GLOBAL FUND
30321L2B7
6300000.00000000
PA
USD
6289321.44000000
0.065227879580
Long
DBT
CORP
US
Y
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_21-2
N/A
EFF 2021-2 A2
29374YAB8
19170000.00000000
PA
USD
19124271.88000000
0.198341858521
Long
ABS-CBDO
CORP
US
Y
2
2027-05-20
Fixed
0.48000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C18
549300O5GNH0TNJ6B119
WFRBS 2013-C18 A5
96221QAE3
1041673.00000000
PA
USD
1113996.36000000
0.011553491281
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
4.16200000
N
N
N
N
N
N
Schlumberger Investment SA
529900EZ29I5KXPV2J32
SCHLUMBERGER INV
806854AH8
30000000.00000000
PA
USD
31804310.10000000
0.329849210146
Long
DBT
CORP
LU
N
2
2023-12-01
Fixed
3.65000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_21-B
N/A
TESLA 2021-B A4
88161KAD7
4620000.00000000
PA
USD
4607410.50000000
0.047784426370
Long
ABS-CBDO
CORP
US
Y
2
2025-09-22
Fixed
0.63000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4604 DB
3137BRMN2
0.04500000
PA
USD
0.05000000
0.000000000518
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Fixed
2.75000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QAD2
20000000.00000000
PA
USD
21407089.60000000
0.222017442726
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
3.79000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
SUNTRUST BANK
86787EAV9
3000000.00000000
PA
USD
3100062.39000000
0.032151401100
Long
DBT
CORP
US
N
2
2023-02-02
Fixed
3.00000000
N
N
N
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
FIRST REP BANK
33616CHQ6
15840000.00000000
PA
USD
16145433.53000000
0.167447697516
Long
DBT
CORP
US
N
2
2024-02-12
Variable
1.91200000
N
N
N
N
N
N
BANK 2018-BNK12
N/A
BANK 2018-BN12 A4
06541KBA5
250000.00000000
PA
USD
285862.50000000
0.002964740299
Long
ABS-MBS
CORP
US
N
2
2061-05-15
Variable
4.25500000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20211027
N/A
1.00000000
NC
44842.50000000
0.000465071028
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1633171.99000000
GBP
2245443.27000000
USD
2021-10-27
44842.50000000
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002BH3
5000000.00000000
PA
USD
4936188.35000000
0.051194250818
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.75000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_19-3
N/A
EFF 2019-3 A2
29374WAB2
4537147.56000000
PA
USD
4585150.58000000
0.047553564043
Long
ABS-CBDO
CORP
US
Y
2
2025-05-20
Fixed
2.06000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCH7
5720000.00000000
PA
USD
5716129.62000000
0.059283186282
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.82400000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-C
N/A
TAOT 2021-C A4
89239BAD3
15170000.00000000
PA
USD
15115665.61000000
0.156767757156
Long
ABS-CBDO
CORP
US
N
2
2027-01-15
Fixed
0.72000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-1
N/A
AMCAR 2021-1 A3
03063FAC8
21100000.00000000
PA
USD
21130763.80000000
0.219151609555
Long
ABS-CBDO
CORP
US
N
2
2025-08-18
Fixed
0.37000000
N
N
N
N
N
N
Pepper Residential Securities Trust No. 23
N/A
PEPAU 23A A1U
71338BAA7
1191880.82100000
PA
USD
1195701.75000000
0.012400875119
Long
ABS-MBS
CORP
AU
Y
2
2060-08-18
Floating
1.03740000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460WAB3
6465000.00000000
PA
USD
6472837.97000000
0.067131168231
Long
DBT
CORP
US
N
2
2024-04-23
Floating
0.52000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B
N/A
SRT 2021-B A4
80286DAD0
7460000.00000000
PA
USD
7431117.12000000
0.077069683474
Long
ABS-CBDO
CORP
US
Y
2
2025-06-20
Fixed
0.54000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EW4
3125000.00000000
PA
3668570.47000000
0.038047518342
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
0.25000000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
857524AB8
20135000.00000000
PA
USD
20573280.76000000
0.213369835329
Long
DBT
NUSS
PL
N
2
2022-03-23
Fixed
5.00000000
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_19-1
N/A
COPAR 2019-1 A3
14042WAC4
5540980.94180000
PA
USD
5590845.89000000
0.057983842286
Long
ABS-CBDO
CORP
US
N
2
2023-11-15
Fixed
2.51000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA GLOBAL FNDING
36143L2B0
21505000.00000000
PA
USD
21600691.23000000
0.224025326077
Long
DBT
CORP
US
Y
2
2024-04-08
Fixed
1.00000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-B
N/A
HALST 2021-B A4
44891VAD3
5780000.00000000
PA
USD
5761660.64000000
0.059755398097
Long
ABS-CBDO
CORP
US
Y
2
2025-08-15
Fixed
0.38000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC23
N/A
CGCMT 2014-GC23 AS
17322VAV8
255000.00000000
PA
USD
273168.75000000
0.002833090739
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Fixed
3.86300000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367WHH9
8790000.00000000
PA
USD
9345294.10000000
0.096922016788
Long
DBT
CORP
CA
N
2
2024-02-05
Fixed
3.30000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYE8
24950000.00000000
PA
USD
24958514.69000000
0.258850021617
Long
DBT
CORP
US
N
2
2024-09-10
Variable
0.65700000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST CPART_21-1
N/A
CPART 2021-1A A3
13646CAD8
10410000.00000000
PA
USD
10391873.48000000
0.107776312347
Long
ABS-CBDO
CORP
CA
Y
2
2025-10-20
Fixed
0.50000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
N/A
MSBAM 2014-C19 A4
61764PBU5
20000.00000000
PA
USD
21395.20000000
0.000221894133
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.52600000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G GLOBAL FUND
30321L2A9
4000000.00000000
PA
USD
4024383.36000000
0.041737728894
Long
DBT
CORP
US
Y
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468J1
2854000.00000000
PA
USD
2989381.94000000
0.031003510801
Long
DBT
CORP
US
N
2
2025-07-22
Variable
2.72000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
N/A
MSBAM 2014-C16 AS
61763MAH3
465000.00000000
PA
USD
496206.15000000
0.005146258671
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Fixed
4.09400000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAJ6
15000000.00000000
PA
USD
14982177.60000000
0.155383324841
Long
DBT
CORP
US
Y
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-2
N/A
AMCAR 2019-1 A3
03066GAD1
1671891.57000000
PA
USD
1672250.86000000
0.017343266481
Long
ABS-CBDO
CORP
US
N
2
2023-11-20
Fixed
2.97000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-3
N/A
GMALT 2021-3 A3
36262XAC8
27420000.00000000
PA
USD
27338625.67000000
0.283534654749
Long
ABS-CBDO
CORP
US
N
2
2024-10-21
Fixed
0.39000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
549300P1YQ48837ZOI22
MSBAM 2013-C10 A4
61762MBW0
3023244.00000000
PA
USD
3169115.52000000
0.032867565680
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.21620000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GCJ12
549300SSCQUZ3RRV2T53
GSMS 2013-GC12 A4
36197XAK0
1175512.00000000
PA
USD
1217242.68000000
0.012624280649
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Fixed
3.13500000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-B
N/A
WOART 2020-B A3
98163WAC0
28930000.00000000
PA
USD
29037292.69000000
0.301151888799
Long
ABS-CBDO
CORP
US
N
2
2025-05-15
Fixed
0.63000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC26
549300V3F4KBEWHAZP46
GSMS 2014-GC26 A4
36250HAD5
613721.01000000
PA
USD
646923.32000000
0.006709378240
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
3.36400000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp
5U0XI89JRFVHWIBS4F54
SUMITOMO MITSUI
EJ0395909
14900000.00000000
PA
USD
15161578.44000000
0.157243928803
Long
DBT
CORP
JP
N
2
2022-03-01
Fixed
4.85000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-2
N/A
CARMX 2021-2 A4
14314QAD6
7160000.00000000
PA
USD
7153211.60000000
0.074187466694
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
0.81000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20211027
N/A
1.00000000
NC
26175.80000000
0.000271474744
N/A
DFE
N/A
N
2
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
1291000.00000000
GBP
1765720.45000000
USD
2021-10-27
26175.80000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GEU9
9790000.00000000
PA
USD
10160056.71000000
0.105372091716
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
3.30000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2016-C4
N/A
JPMDB 2016-C4 A3
46646RAJ2
80000.00000000
PA
USD
86380.00000000
0.000895865204
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.14130000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES FUNDING GALC_18-1
N/A
GALC 2018-1 A4
39154TAR9
644529.26000000
PA
USD
646013.55000000
0.006699942823
Long
ABS-CBDO
CORP
US
Y
2
2024-06-17
Fixed
2.83000000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
DEXIA CRED LOCAL
25214BAT1
10290000.00000000
PA
USD
10499571.18000000
0.108893267915
Long
DBT
CORP
FR
Y
2
2022-09-20
Fixed
2.37500000
N
N
N
N
N
N
BBCMS Mortgage Trust 2020-C8
N/A
BBCMS 2020-C8 ASB
05552AAZ1
1620000.00000000
PA
USD
1628035.20000000
0.016884696543
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Fixed
1.86700000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69349LAK4
10000000.00000000
PA
USD
10318069.80000000
0.107010878810
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.95000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_21-B
N/A
TESLA 2021-B A3
88161KAC9
8970000.00000000
PA
USD
8945727.18000000
0.092778023960
Long
ABS-CBDO
CORP
US
Y
2
2025-09-22
Fixed
0.60000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
3000000.00000000
PA
3558682.99000000
0.036907852103
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.37500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
1350000.00000000
PA
1760727.62000000
0.018260877626
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
2.87500000
N
N
N
N
N
N
Benchmark 2020-B19 Mortgage Trust
N/A
BMARK 2020-B19 AAB
08162WBD7
1000000.00000000
PA
USD
997920.00000000
0.010349638861
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Fixed
1.74500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP FUNDIN
90352JAE3
15310000.00000000
PA
USD
15628275.92000000
0.162084146832
Long
DBT
CORP
CH
Y
2
2023-08-15
Variable
2.85900000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINL
03076CAG1
4650000.00000000
PA
USD
5062633.37000000
0.052505638798
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.70000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CH0
2000000.00000000
PA
USD
2109470.40000000
0.021877762576
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
2.87500000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BL6
5330000.00000000
PA
USD
5396319.54000000
0.055966368469
Long
DBT
CORP
US
N
2
2023-03-30
Variable
2.82500000
N
N
N
N
N
N
Bank 2019-BNK19
N/A
BANK 2019-BN19 A3
06540WBD4
470000.00000000
PA
USD
508648.10000000
0.005275296760
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
3.18300000
N
N
N
N
N
N
EDSOUTH INDENTURE NO 5 LLC EDUSA_15-1
N/A
EDUSA 2015-1 A
281378AA7
371645.58380000
PA
USD
373432.08000000
0.003872942888
Long
ABS-CBDO
CORP
US
Y
2
2056-10-25
Floating
0.88600000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEB7
15000000.00000000
PA
USD
15009771.75000000
0.155669509593
Long
DBT
CORP
US
N
2
2025-01-22
Variable
0.79100000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508BK9
10000000.00000000
PA
USD
9993042.90000000
0.103639956256
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.12500000
N
N
N
N
N
N
MASTER CREDIT CARD TRUST MCCT_21-1A
N/A
MCCT 2021-1A A
576339CJ2
36840000.00000000
PA
USD
36751871.35000000
0.381161411710
Long
ABS-CBDO
CORP
CA
Y
2
2025-11-21
Fixed
0.53000000
N
N
N
N
N
N
Toyota Motor Finance Netherlands BV
724500OPA8GZSQUNSR96
TOYOTA MOTOR FIN
N/A
1620000.00000000
PA
1909542.43000000
0.019804267418
Long
DBT
CORP
NL
N
2
2023-09-26
Fixed
0.62500000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_20-1
N/A
VALET 2020-1 A3
92868JAD8
27300000.00000000
PA
USD
27454826.49000000
0.284739797969
Long
ABS-CBDO
CORP
US
N
2
2024-11-20
Fixed
0.98000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3
N/A
SDART 2020-3 A3
80285WAD9
21646408.49000000
PA
USD
21656017.33000000
0.224599124733
Long
ABS-CBDO
CORP
US
N
2
2024-07-15
Fixed
0.52000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-C49
N/A
WFCM 2019-C49 ASB
95001WAZ1
230000.00000000
PA
USD
256277.50000000
0.002657908022
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.93300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C29
549300NYO16WLNMVJJ46
WFCM 2015-C29 A4
94989KAV5
1250000.00000000
PA
USD
1356025.00000000
0.014063621370
Long
ABS-MBS
CORP
US
N
2
2048-06-15
Fixed
3.63700000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EQ7
3050000.00000000
PA
USD
3183457.97000000
0.033016314255
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.25000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_19-1A
N/A
HPEFS 2019-1A A3
40438DAC3
539228.69000000
PA
USD
539819.52000000
0.005598582133
Long
ABS-CBDO
CORP
US
Y
2
2029-09-20
Fixed
2.21000000
N
N
N
N
N
N
DBJPM 17-C6 Mortgage Trust
N/A
DBJPM 2017-C6 A5
23312JAF0
740000.00000000
PA
USD
806925.60000000
0.008368795643
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Fixed
3.32800000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC21
N/A
CGCMT 2014-GC21 A5
17322MAW6
1054100.00000000
PA
USD
1129710.59000000
0.011716466876
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
3.85500000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_19-A
N/A
TAOT 2019-A A4
89239AAE3
4280000.00000000
PA
USD
4403906.00000000
0.045673838265
Long
ABS-CBDO
CORP
US
N
2
2024-05-15
Fixed
3.00000000
N
N
N
N
N
N
DLLAA_21-1
N/A
DLLAA 2021-1A A3
23291YAC9
22900000.00000000
PA
USD
22906086.82000000
0.237563859155
Long
ABS-CBDO
CORP
US
Y
2
2026-04-17
Fixed
0.67000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
N/A
GMALT 2020-2 A4
36259PAE6
1850000.00000000
PA
USD
1864974.83000000
0.019342047435
Long
ABS-CBDO
CORP
US
N
2
2024-07-22
Fixed
1.01000000
N
N
N
N
N
N
PENDING
N/A
COPAR 2019-1 A4
14042WAD2
5380000.00000000
PA
USD
5515954.21000000
0.057207124872
Long
ABS-CBDO
CORP
US
N
2
2024-10-15
Fixed
2.56000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
N/A
11155000.00000000
PA
USD
12220493.25000000
0.126741313785
Long
DBT
NUSS
SA
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-3
N/A
HAROT 2019-3 A4
43815NAD6
2920000.00000000
PA
USD
2971916.14000000
0.030822369305
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
1.85000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-3
N/A
GMALT 2020-3 A4
362569AD7
5380000.00000000
PA
USD
5393111.60000000
0.055933098246
Long
ABS-CBDO
CORP
US
N
2
2024-10-21
Fixed
0.51000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBJ8
2300000.00000000
PA
USD
2460539.38000000
0.025518773036
Long
DBT
CORP
US
N
2
2025-04-06
Fixed
3.19400000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST TLOT_21-A
N/A
TLOT 2021-A A3
89238EAC0
28650000.00000000
PA
USD
28665840.59000000
0.297299480701
Long
ABS-CBDO
CORP
US
Y
2
2024-04-22
Fixed
0.39000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GFB0
8000000.00000000
PA
USD
8648321.28000000
0.089693564624
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
FSWP: OIS 0.500000 15-DEC-2024
N/A
120775000.00000000
NC
USD
181962.80000000
0.001887174589
N/A
DIR
N/A
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
United States SOFR Secured Ove
SOFRRATE
Y
2024-12-15
0.00000000
USD
-212642.45000000
USD
120775000.00000000
USD
394605.25000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAP1
11290000.00000000
PA
USD
11816759.79000000
0.122554108891
Long
DBT
CORP
US
N
2
2024-04-23
Variable
3.55900000
N
N
N
N
N
N
Lithuania Government International Bond
N/A
LITHUANIA
536878AG6
5717000.00000000
PA
USD
5838244.25000000
0.060549662874
Long
DBT
NUSS
LT
Y
2
2022-02-01
Fixed
6.62500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2015-GC31
N/A
CGCMT 2015-GC31 A4
17323YAD1
850000.00000000
PA
USD
927120.50000000
0.009615362310
Long
ABS-MBS
CORP
US
N
2
2048-06-10
Fixed
3.76200000
N
N
N
N
N
N
COMM 2015-LC19 Mortgage Trust
N/A
COMM 2015-LC19 A4
200474BC7
44000.00000000
PA
USD
46915.00000000
0.000486565363
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.18300000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
SAUDI ARAB OIL
80414L2G9
3000000.00000000
PA
USD
3023171.34000000
0.031353947798
Long
DBT
CORP
SA
Y
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-C
N/A
TAOT 2021-C A3
89239BAC5
19620000.00000000
PA
USD
19595881.13000000
0.203233017554
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
0.43000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CR6
8346000.00000000
PA
USD
8889239.39000000
0.092192177172
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
FSWP: OIS 1.000000 15-DEC-2026
N/A
72988000.00000000
NC
USD
-308864.24000000
-0.00320329619
N/A
DIR
N/A
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
United States SOFR Secured Ove
SOFRRATE
Y
2026-12-15
0.00000000
USD
-980664.50000000
USD
72988000.00000000
USD
671800.26000000
N
N
N
FLAGSHIP CREDIT AUTO TRUST
N/A
FCAT 2020-2 A
33844QAA1
2063735.95000000
PA
USD
2073219.23000000
0.021501794043
Long
ABS-CBDO
CORP
US
Y
2
2024-07-15
Fixed
1.49000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3
N/A
CRVNA 2021-P3 A3
14687JAE9
11650000.00000000
PA
USD
11625784.31000000
0.120573461896
Long
ABS-CBDO
CORP
US
N
2
2026-11-10
Fixed
0.70000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_18-B
N/A
TAOT 2018-B A4
89238TAE3
12870000.00000000
PA
USD
13016221.22000000
0.134993976445
Long
ABS-CBDO
CORP
US
N
2
2023-11-15
Fixed
3.11000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_18-B
N/A
NAROT 2018-B A4
65479GAE9
12310000.00000000
PA
USD
12566722.59000000
0.130332131318
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
3.16000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
06675FAM9
15453000.00000000
PA
USD
15760415.80000000
0.163454597407
Long
DBT
CORP
FR
Y
2
2022-07-20
Fixed
2.70000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAY2
23163000.00000000
PA
USD
24822253.71000000
0.257436830245
Long
DBT
CORP
US
N
2
2024-12-05
Variable
4.02300000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHL6
10000000.00000000
PA
USD
10582527.20000000
0.109753622301
Long
DBT
CORP
US
N
2
2024-07-23
Variable
3.86400000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QCB2
13500000.00000000
PA
USD
13826805.71000000
0.143400719209
Long
DBT
CORP
GB
N
2
2022-11-06
Fixed
2.50000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-2
N/A
FORDF 2020-2 A
34528QHQ0
22350000.00000000
PA
USD
22283414.88000000
0.231105997093
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
1.06000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
BH6207386
8800000.00000000
PA
USD
9490454.16000000
0.098427502397
Long
DBT
NUSS
QA
N
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC CFII_19-1A
N/A
CFII 2019-1A A1
165183BY9
3213493.20000000
PA
USD
3227616.18000000
0.033474288367
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Fixed
2.94000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_20-2
N/A
EFF 2020-2 A2
29375MAB3
15768354.62000000
PA
USD
15815229.21000000
0.164023078846
Long
ABS-CBDO
CORP
US
Y
2
2026-07-20
Fixed
0.61000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-LC14
549300QGM7D5K3CV2643
WFRBS 2014-LC14 A4
96221TAD9
57682.07000000
PA
USD
60717.30000000
0.000629711928
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
3.76600000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_17-4
N/A
CARMX 2017-4 A4
14314RAD4
2103723.43000000
PA
USD
2110302.40000000
0.021886391423
Long
ABS-CBDO
CORP
US
N
2
2023-05-15
Fixed
2.33000000
N
N
N
N
N
N
VOLVO FINANCIAL EQUIPMENT LLC VFET_20-1
N/A
VFET 2020-1A A4
92888EAD5
4000000.00000000
PA
USD
4013123.20000000
0.041620947399
Long
ABS-CBDO
CORP
US
Y
2
2028-03-15
Fixed
0.60000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C
N/A
WOART 2021-C A3
98164CAC3
13360000.00000000
PA
USD
13311565.99000000
0.138057059367
Long
ABS-CBDO
CORP
US
N
2
2026-08-17
Fixed
0.44000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-2
N/A
HAROT 2019-2 A3
43815MAC0
3197727.54000000
PA
USD
3228358.25000000
0.033481984532
Long
ABS-CBDO
CORP
US
N
2
2023-06-21
Fixed
2.52000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_17-C
N/A
NAROT 2017-C A4
65478HAE8
14114716.96000000
PA
USD
14169556.87000000
0.146955463803
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Fixed
2.28000000
N
N
N
N
N
N
BANK 2017-BNK6
N/A
BANK 2017-BNK6 AS
060352AJ0
30000.00000000
PA
USD
32703.30000000
0.000339172824
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
3.74100000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAB1
9045000.00000000
PA
USD
9027917.88000000
0.093630441050
Long
DBT
CORP
JP
Y
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST NALT_20-B
N/A
NALT 2020-B A4
65480EAE1
5800000.00000000
PA
USD
5813325.50000000
0.060291225260
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
0.49000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TGW9
31431000.00000000
PA
USD
32652126.72000000
0.338642095185
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.90000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHX1
6789000.00000000
PA
USD
7116109.30000000
0.073802670912
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.40000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_19-B
N/A
HART 2020-A A3
44891LAC7
16940000.00000000
PA
USD
17120182.31000000
0.177557022767
Long
ABS-CBDO
CORP
US
N
2
2024-11-15
Fixed
1.41000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-A
N/A
SOFI 2017-A A2B
83404FAC8
746241.95000000
PA
USD
756083.69000000
0.007841503468
Long
ABS-CBDO
CORP
US
Y
2
2040-03-26
Fixed
2.40000000
N
N
N
N
N
N
N/A
N/A
FSWP: OIS 1.250000 15-DEC-2028
N/A
34063000.00000000
NC
USD
-262838.51000000
-0.00272595364
N/A
DIR
N/A
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
United States SOFR Secured Ove
SOFRRATE
Y
2028-12-15
0.00000000
USD
-734070.90000000
USD
34063000.00000000
USD
471232.39000000
N
N
N
DAIMLER TRUCKS RETAIL TRUST DTRT_19-1
N/A
DTRT 2019-1 A4
233871AD4
3980000.00000000
PA
USD
4020730.52000000
0.041699844519
Long
ABS-CBDO
CORP
US
Y
2
2025-05-15
Fixed
2.79000000
N
N
N
N
N
N
WOLS_20-A
N/A
WOLS 2020-A A4
98162HAD2
17600000.00000000
PA
USD
17870299.04000000
0.185336641634
Long
ABS-CBDO
CORP
US
N
2
2025-06-16
Fixed
1.79000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST_20-A
N/A
SRT 2020-A A4
80286KAD4
1920000.00000000
PA
USD
1950931.97000000
0.020233527070
Long
ABS-CBDO
CORP
US
Y
2
2024-03-20
Fixed
1.76000000
N
N
N
N
N
N
BANK 2019-BNK20
N/A
BANK 2019-BN20 A3
06540AAD3
100000.00000000
PA
USD
107241.00000000
0.001112219036
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
3.01100000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KAE3
31218000.00000000
PA
USD
33625264.00000000
0.348734707229
Long
DBT
CORP
NL
Y
2
2025-05-27
Fixed
3.25000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822AP9
9750000.00000000
PA
USD
9940643.90000000
0.103096515172
Long
DBT
CORP
JP
N
2
2022-07-25
Fixed
2.66500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
382341.07000000
0.003965339903
N/A
DFE
N/A
N
2
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
21945000.00000000
EUR
25813727.94000000
USD
2021-10-27
382341.07000000
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63307CAG6
11780000.00000000
PA
USD
12005911.89000000
0.124515845228
Long
DBT
CORP
CA
Y
2
2022-10-07
Fixed
2.15000000
N
N
N
N
N
N
SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_18-2A
N/A
SSTRT 2018-2A A4
81378TAE0
3820000.00000000
PA
USD
3849260.44000000
0.039921492143
Long
ABS-CBDO
CORP
CA
Y
2
2023-06-26
Fixed
3.54400000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_20-B
N/A
HALST 2020-B A3
44891PAC8
25180000.00000000
PA
USD
25244322.31000000
0.261814192744
Long
ABS-CBDO
CORP
US
Y
2
2023-09-15
Fixed
0.51000000
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST NALT_20-B
N/A
NALT 2020-B A3
65480EAD3
25130000.00000000
PA
USD
25169876.28000000
0.261042097260
Long
ABS-CBDO
CORP
US
N
2
2023-10-16
Fixed
0.43000000
N
N
N
N
N
N
Precision Castparts Corp
0XOOAY5P5J7Q734SEC89
PRECISION CAST
740189AG0
5500000.00000000
PA
USD
5624837.96000000
0.058336381216
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.50000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109AP9
10400000.00000000
PA
USD
11087381.55000000
0.114989573279
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.65000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20211027
N/A
1.00000000
NC
-23402.21000000
-0.00024270925
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1766350.09000000
USD
1293525.70000000
GBP
2021-10-27
-23402.21000000
N
N
N
WFRBS Commercial Mortgage Trust 2014-C19
549300FCX3YXSYSLU895
WFRBS 2014-C19 A4
92938VAP0
660000.00000000
PA
USD
692478.60000000
0.007181841660
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
3.82900000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC CFII_20-1
N/A
CFII 2020-1A A1
165183CJ1
12799442.91000000
PA
USD
12855454.55000000
0.133326631392
Long
ABS-CBDO
CORP
US
Y
2
2032-08-16
Fixed
0.87000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBV2
260000000.00000000
PA
USD
259756250.00000000
2.693986872335
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.37500000
N
N
N
N
N
N
KeyBank NA/Cleveland OH
HUX2X73FUCYHUVH1BK78
KEY BANK NA
49327M2U7
4000000.00000000
PA
USD
4170812.84000000
0.043256379925
Long
DBT
CORP
US
N
2
2023-03-07
Fixed
3.37500000
N
N
N
N
N
N
Korea Development Bank/The
549300ML2LNRZUCS7149
KOREA DEV BANK
500630CV8
12500000.00000000
PA
USD
12646371.25000000
0.131158184375
Long
DBT
NUSS
KR
N
2
2022-03-19
Fixed
3.00000000
N
N
N
N
N
N
UBS AG/Australia
BFM8T61CT2L1QCEMIK50
UBS AG AUSTRALIA
N/A
29512000.00000000
PA
21491073.37000000
0.222888456124
Long
DBT
CORP
CH
N
2
2023-07-30
Floating
0.69050000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCD1
300000000.00000000
PA
USD
299531250.00000000
3.106501789097
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-2
N/A
GMCAR 2019-2 A3
36257FAD2
8653034.73000000
PA
USD
8729268.83000000
0.090533088744
Long
ABS-CBDO
CORP
US
N
2
2024-02-16
Fixed
2.65000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-BNK1
549300DNBJ7A0SEFVK31
WFCM 2016-BNK1 A3
95000GAY0
280000.00000000
PA
USD
294425.60000000
0.003053550015
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.65200000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2S9
4445000.00000000
PA
USD
4466287.15000000
0.046320806333
Long
DBT
CORP
US
Y
2
2024-01-08
Fixed
0.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MF5
6085000.00000000
PA
USD
6463469.54000000
0.067034006267
Long
DBT
CORP
US
N
2
2025-04-24
Variable
3.35200000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PAC8
5000000.00000000
PA
USD
5128230.60000000
0.053185961510
Long
DBT
CORP
SG
Y
2
2023-01-23
Fixed
2.37500000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TJD8
30925000.00000000
PA
USD
30980962.19000000
0.321310095261
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.40000000
N
N
N
N
N
N
Palisades Center Trust 2016-PLSD
N/A
PCT 2016-PLSD A
69640GAA3
510000.00000000
PA
USD
443817.30000000
0.004602922855
Long
ABS-MBS
CORP
US
Y
2
2033-04-13
Fixed
2.71300000
N
N
N
N
N
N
Ooredoo International Finance Ltd
549300BHXCDJ03WU7N77
QTEL INTL FIN
N/A
14045000.00000000
PA
USD
14505676.00000000
0.150441426215
Long
DBT
CORP
BM
N
2
2023-02-21
Fixed
3.25000000
N
N
N
N
N
N
DLL SECURITIZATION TRUST DLL_19-MT3
N/A
DLL 2019-MT3 A4
23291RAD2
8000000.00000000
PA
USD
8128774.40000000
0.084305234317
Long
ABS-CBDO
CORP
US
Y
2
2026-09-21
Fixed
2.15000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353RFL7
5165000.00000000
PA
USD
5424633.50000000
0.056260018522
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531FBH5
11215000.00000000
PA
USD
11789415.48000000
0.122270515283
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
2.50000000
N
N
N
N
N
N
GOLDEN CREDIT CARD TRUST GCCT_18-4A
N/A
GCCT 2018-4A A
380881ER9
30290000.00000000
PA
USD
31944106.61000000
0.331299069246
Long
ABS-CBDO
CORP
CA
Y
2
2025-08-15
Fixed
3.44000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
JAPAN BANK COOP
471048BY3
5000000.00000000
PA
USD
5245415.65000000
0.054401312388
Long
DBT
NUSS
JP
N
2
2024-05-23
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967FT3
2400000.00000000
PA
USD
2428441.61000000
0.025185880291
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
LONG GILT FUTURE Dec21
N/A
-7.00000000
NC
37538.03000000
0.000389314828
N/A
DIR
N/A
N
1
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
Short
N/A
Long Gilt Future
2021-12-29
-1240525.89000000
GBP
37538.03000000
N
N
N
RESIMAC Premier Series 2018-1
N/A
RESI 2018-1A A1
76119HAA8
399300.97330000
PA
USD
399875.73000000
0.004147195561
Long
ABS-MBS
CORP
AU
Y
2
2049-11-10
Floating
0.88480000
N
N
N
N
N
N
BMW VEHICLE OWNER TRUST BMWOT_18-A
N/A
BMWOT 2018-A A4
09659QAE7
4754929.43000000
PA
USD
4775085.58000000
0.049523420001
Long
ABS-CBDO
CORP
US
N
2
2024-06-25
Fixed
2.51000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
83051GAS7
15000000.00000000
PA
USD
14956719.90000000
0.155119297663
Long
DBT
CORP
SE
Y
2
2024-09-09
Fixed
0.65000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
65559CAB7
4310000.00000000
PA
USD
4258133.29000000
0.044161998735
Long
DBT
CORP
FI
Y
2
2025-08-28
Fixed
0.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXP4
10000000.00000000
PA
USD
10001330.50000000
0.103725908704
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
0.48100000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CL0
9276000.00000000
PA
USD
9414293.57000000
0.097637624849
Long
DBT
CORP
US
N
2
2022-05-16
Fixed
2.60000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
638602BP6
7000000.00000000
PA
USD
7692676.60000000
0.079782372025
Long
DBT
CORP
GB
Y
2
2025-07-21
Fixed
3.90000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA GLOBAL FNDING
36143L2C8
15000000.00000000
PA
USD
14931409.05000000
0.154856793498
Long
DBT
CORP
US
Y
2
2024-09-13
Fixed
0.80000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-2
N/A
CARMX 2021-2 A3
14314QAC8
18620000.00000000
PA
USD
18649684.00000000
0.193419807489
Long
ABS-CBDO
CORP
US
N
2
2026-02-17
Fixed
0.52000000
N
N
N
N
N
N
DLL SECURITIZATION TRUST DLL_19-MT3
N/A
DLL 2019-MT3 A3
23291RAC4
7791477.51000000
PA
USD
7827287.92000000
0.081178454425
Long
ABS-CBDO
CORP
US
Y
2
2023-02-21
Fixed
2.08000000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST TLOT_21-A
N/A
TLOT 2021-A A4
89238EAD8
5150000.00000000
PA
USD
5150540.24000000
0.053417339494
Long
ABS-CBDO
CORP
US
Y
2
2025-08-20
Fixed
0.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468W2
21430000.00000000
PA
USD
21442255.39000000
0.222382154554
Long
DBT
CORP
US
N
2
2024-01-25
Variable
0.52900000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
05581KAB7
5000000.00000000
PA
USD
5327059.50000000
0.055248057981
Long
DBT
CORP
FR
Y
2
2024-01-10
Fixed
3.80000000
N
N
N
N
N
N
PFS FINANCING CORP PFSFC_20-A
N/A
PFSFC 2020-A A
69335PDP7
4800000.00000000
PA
USD
4859706.72000000
0.050401043698
Long
ABS-CBDO
CORP
US
Y
2
2025-06-15
Fixed
1.27000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C48
549300REQJRID6TODX95
WFCM 2018-C48 ASB
95001RAV1
280000.00000000
PA
USD
312782.40000000
0.003243932261
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
4.24500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GGS7
7568000.00000000
PA
USD
7696822.57000000
0.079825370755
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_20-B
N/A
MMAF 2020-BA A5
60700KAE2
8340000.00000000
PA
USD
8232274.72000000
0.085378657973
Long
ABS-CBDO
CORP
US
Y
2
2042-04-14
Fixed
0.85000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641596E1
4090000.00000000
PA
USD
4078808.25000000
0.042302180911
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C
N/A
SMB 2018-C A2A
78449QAB3
1807219.38000000
PA
USD
1896179.39000000
0.019665676511
Long
ABS-CBDO
CORP
US
Y
2
2035-11-15
Fixed
3.63000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JPMCC 2013-C16 A4
46641BAD5
1250000.00000000
PA
USD
1329337.50000000
0.013786839677
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
4.16640000
N
N
N
N
N
N
SoQ Sukuk A QSC
N/A
SOQ SUKUK A Q.S.
N/A
358000.00000000
PA
USD
371190.76000000
0.003849697686
Long
DBT
CORP
QA
N
2
2023-01-18
Fixed
3.24100000
N
N
N
N
N
N
PENDING
N/A
TRFIG 2021-1A A2
892725AS1
15430000.00000000
PA
USD
15400130.61000000
0.159718003688
Long
ABS-CBDO
CORP
IE
Y
2
2025-01-15
Fixed
1.08000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
AT5191404
3620000.00000000
PA
4289321.92000000
0.044485462596
Long
DBT
CORP
AU
N
2
2023-10-17
Fixed
0.75000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAL8
94836000.00000000
PA
USD
94961223.35000000
0.984862882359
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.58400000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TJN6
13435000.00000000
PA
USD
13406715.83000000
0.139043878432
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.62500000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114QCG1
11280000.00000000
PA
USD
11351039.18000000
0.117724022187
Long
DBT
CORP
CA
N
2
2023-06-12
Fixed
0.75000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973BB1
4292000.00000000
PA
5102371.40000000
0.052917770291
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.85000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477AZ6
10475000.00000000
PA
USD
10625828.48000000
0.110202709012
Long
DBT
CORP
US
N
2
2023-05-15
Variable
2.65300000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
N/A
MSBAM 2016-C29 A4
61766EBE4
900000.00000000
PA
USD
970785.00000000
0.010068216052
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.32500000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432MV4
8500000.00000000
PA
USD
8966337.12000000
0.092991773996
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.40000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
N/A
MSBAM 2014-C15 A4
61763KBA1
1065000.00000000
PA
USD
1139635.20000000
0.011819397100
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Fixed
4.05100000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-3
N/A
GMCAR 2021-3 A4
380140AD5
9190000.00000000
PA
USD
9159922.05000000
0.094999484148
Long
ABS-CBDO
CORP
US
N
2
2027-08-16
Fixed
0.73000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_20-A
N/A
TESLA 2020-A A3
88167HAC0
6820000.00000000
PA
USD
6850354.46000000
0.071046471398
Long
ABS-CBDO
CORP
US
Y
2
2023-12-20
Fixed
0.68000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78016EZQ3
4960000.00000000
PA
USD
4930884.80000000
0.051139246582
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-B
N/A
HDMOT 2021-B A3
41285AAC1
16050000.00000000
PA
USD
16048215.24000000
0.166439426119
Long
ABS-CBDO
CORP
US
N
2
2026-11-16
Fixed
0.56000000
N
N
N
N
N
N
JOHN DEERE OWNER TRUST JDOT_20-B
N/A
JDOT 2020-B A3
47787NAC3
15290000.00000000
PA
USD
15321041.76000000
0.158897756538
Long
ABS-CBDO
CORP
US
N
2
2024-11-15
Fixed
0.51000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAV1
13500000.00000000
PA
USD
13748304.29000000
0.142586564420
Long
DBT
CORP
JP
N
2
2023-07-16
Variable
2.72100000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-A
N/A
HART 2021-A A3
44933LAC7
21180000.00000000
PA
USD
21166616.36000000
0.219523444019
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
0.38000000
N
N
N
N
N
N
UBS AG/Australia
BFM8T61CT2L1QCEMIK50
UBS AG AUSTRALIA
N/A
15000000.00000000
PA
11008196.62000000
0.114168329664
Long
DBT
CORP
CH
N
2
2025-07-30
Floating
0.89050000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607RAD2
4000000.00000000
PA
USD
4240037.44000000
0.043974322856
Long
DBT
CORP
CA
N
2
2023-09-13
Fixed
3.50000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
GEORGIA-PACIFIC
37331NAM3
18760000.00000000
PA
USD
18742627.86000000
0.194383747871
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
0.62500000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_19-A
N/A
SRT 2019-A A3
80285JAG1
288179.46000000
PA
USD
288516.46000000
0.002992265078
Long
ABS-CBDO
CORP
US
Y
2
2022-06-20
Fixed
2.77000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_15-A
N/A
MMAF 2015-AA A5
55315GAE8
125319.21000000
PA
USD
125914.86000000
0.001305889578
Long
ABS-CBDO
CORP
US
Y
2
2036-02-19
Fixed
2.49000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBB1
55120000.00000000
PA
USD
55892884.37000000
0.579676896127
Long
DBT
CORP
US
N
2
2023-04-01
Variable
3.20700000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
N/A
2000000.00000000
PA
2335929.54000000
0.024226418095
Long
DBT
CORP
NO
N
2
2023-11-14
Fixed
0.05000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78016EZT7
10350000.00000000
PA
USD
10266828.33000000
0.106479442714
Long
DBT
CORP
CA
N
2
2026-07-14
Fixed
1.15000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBY1
3375000.00000000
PA
USD
3358485.21000000
0.034831558688
Long
DBT
CORP
US
N
2
2025-02-16
Variable
0.56300000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1
N/A
GMCAR 2021-1 A4
36261LAD3
7910000.00000000
PA
USD
7887417.74000000
0.081802073475
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
0.54000000
N
N
N
N
N
N
2021-11-26
VANGUARD MALVERN FUNDS
Christine M. Buchanan
Christine M. Buchanan
Chief Financial Officer and Acting Treasurer