0001752724-22-189654.txt : 20220824
0001752724-22-189654.hdr.sgml : 20220824
20220824140831
ACCESSION NUMBER: 0001752724-22-189654
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220824
DATE AS OF CHANGE: 20220824
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price Fixed Income Series, Inc.
CENTRAL INDEX KEY: 0000920467
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07153
FILM NUMBER: 221190965
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-2000
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE FIXED INCOME SERIES INC
DATE OF NAME CHANGE: 19940317
0000920467
S000002129
T. Rowe Price Limited-Term Bond Portfolio
C000005520
T. Rowe Price Limited-Term Bond Portfolio
C000005521
T. Rowe Price Limited-Term Bond Portfolio-II
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000920467
XXXXXXXX
S000002129
C000005520
C000005521
T. ROWE PRICE FIXED INCOME SERIES, INC.
811-07153
0000920467
54930067NWU2KV18CE95
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price Limited-Term Bond Portfolio
S000002129
MMIDQLKHUPGX6F6S4D55
2022-12-31
2022-06-30
N
187797629.63
2781399.49
185016230.14
0.00000000
0.00000000
376.60000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1954455.67000000
0.00000000
0.00000000
USD
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BY44
4.20000000
PA
USD
4.20000000
0.000002270071
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
5.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAA5
85375.31000000
PA
USD
83683.52000000
0.045230367053
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCV6
485000.00000000
PA
USD
462672.06000000
0.250071066549
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.90000000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust 2021-JACX
05493LAJ5
190000.00000000
PA
USD
182474.02000000
0.098625952902
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
3.32400000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2021-5INV
33851PAE5
214957.86000000
PA
USD
197604.76000000
0.106804013815
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QSD29
2646.95000000
PA
USD
2722.94000000
0.001471730343
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Floating
3.22500000
N
N
N
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AY2
195000.00000000
PA
USD
188450.73000000
0.101856323554
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBM9
225000.00000000
PA
USD
224291.93000000
0.121228245668
Long
DBT
CORP
US
N
2
2024-05-09
Fixed
3.60000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-AHP
05610FAA5
190000.00000000
PA
USD
183768.63000000
0.099325680704
Long
ABS-MBS
CORP
US
N
2
2039-01-17
Floating
2.26865000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS47
51657.24000000
PA
USD
50487.16000000
0.027287962770
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAE4
311631.40000000
PA
USD
305454.24000000
0.165095916054
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.72400000
N
N
N
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
19123MAE3
480000.00000000
PA
USD
452861.28000000
0.244768407429
Long
DBT
CORP
GB
N
2
2024-05-03
Fixed
0.80000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AL3
715000.00000000
PA
USD
662558.33000000
0.358108220829
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.85000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
1010000.00000000
PA
USD
1024474.31000000
0.553721319056
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
175000.00000000
PA
USD
176312.50000000
0.095295693716
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040673
100000.00000000
PA
USD
99560.55000000
0.053811792578
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-5
03464WAB8
45824.55000000
PA
USD
43502.95000000
0.023513045297
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.57900000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAK3
365000.00000000
PA
USD
357599.26000000
0.193279940754
Long
DBT
CORP
SE
N
2
2023-06-02
Fixed
1.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2GB5
87953.14000000
PA
USD
87504.99000000
0.047295845307
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBB8
130000.00000000
PA
USD
135525.00000000
0.073250330469
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
8.25000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KYN3
335000.00000000
PA
USD
334994.31000000
0.181062120737
Long
ABS-MBS
CORP
US
N
2
2042-06-25
Floating
3.72924000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAG8
215000.00000000
PA
USD
206772.60000000
0.111759168286
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AE9
220000.00000000
PA
USD
217177.40000000
0.117382891131
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAD4
200000.00000000
PA
USD
198402.40000000
0.107235132750
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
4.12500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AD8
630000.00000000
PA
USD
634725.00000000
0.343064497379
Long
DBT
CORP
US
N
2
2023-04-15
Variable
5.62500000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AK7
220000.00000000
PA
USD
209484.00000000
0.113224661339
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.05000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-2
80286MAE8
365000.00000000
PA
USD
352774.47000000
0.190672174940
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
3.76000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAA5
1571.12000000
PA
USD
1568.70000000
0.000847871561
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.61000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG33
786945.71000000
PA
USD
751269.83000000
0.406056176494
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.00000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAF4
470000.00000000
PA
USD
470275.89000000
0.254180884371
Long
DBT
CORP
FR
N
2
2023-04-24
Floating
2.20400000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BD2
380000.00000000
PA
USD
378910.54000000
0.204798541032
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128LUHZ2
2087.49000000
PA
USD
2140.57000000
0.001156963363
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
2.20300000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AJ9
400000.00000000
PA
USD
399364.40000000
0.215853711697
Long
DBT
CORP
GB
N
2
2023-01-11
Fixed
3.95000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBL8
150000.00000000
PA
USD
143940.00000000
0.077798580098
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ82
125268.11000000
PA
USD
133177.42000000
0.071981479624
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
5.00000000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2A7
355000.00000000
PA
USD
316960.69000000
0.171315073147
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
1.75000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2021-FL7 Ltd
55284AAA6
195000.00000000
PA
USD
186712.50000000
0.100916822193
Long
ABS-CBDO
CORP
KY
N
2
2036-10-16
Floating
2.69229000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-C
80286CAF7
155000.00000000
PA
USD
144630.27000000
0.078171666286
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.11000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
475000.00000000
PA
USD
466894.13000000
0.252353066348
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448AQ6
200000.00000000
PA
USD
199784.80000000
0.107982310443
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R06
20754NAB1
263495.41000000
PA
USD
262831.51000000
0.142058623614
Long
ABS-MBS
CORP
US
N
2
2042-05-25
Floating
3.69768000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAS6
320000.00000000
PA
USD
318881.28000000
0.172353138834
Long
DBT
CORP
FR
N
2
2022-11-21
Fixed
2.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128NC3S1
2502.10000000
PA
USD
2578.93000000
0.001393893929
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
2.05700000
N
N
N
N
N
N
Navistar Financial Dealer Note
N/A
Navistar Financial Dealer Note Master Trust
63938PBN8
230000.00000000
PA
USD
230034.96000000
0.124332313887
Long
ABS-O
CORP
US
N
2
2025-07-25
Floating
2.97357000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXZ2
280000.00000000
PA
USD
273451.36000000
0.147798579504
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
0.67300000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QBA5
185000.00000000
PA
USD
186687.57000000
0.100903347700
Long
DBT
CORP
N/A
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CU2
115000.00000000
PA
USD
109358.91000000
0.059107738773
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
120000.00000000
PA
USD
118206.12000000
0.063889594934
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
330000.00000000
PA
USD
304544.46000000
0.164604186221
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AB6
135000.00000000
PA
USD
128271.06000000
0.069329625786
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AX3
125000.00000000
PA
USD
124419.00000000
0.067247613847
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.95000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
CDS GENERAL MILLS INC
000000000
1.00000000
NC
USD
-6772.77000000
-0.00366063560
N/A
DCR
CORP
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
GENERAL MILLS INC
General Mills Inc
Y
Default Event
2024-12-20
0.00000000
USD
-6532.65000000
USD
-417000.00000000
USD
-240.12000000
N
N
N
Sequoia Mortgage Trust
549300FECQ7XLTBL1027
Sequoia Mortgage Trust 2018-CH3
81746WAU2
8695.80000000
PA
USD
8641.86000000
0.004670865898
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LBR2
21346.69000000
PA
USD
23281.54000000
0.012583512258
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ATJ6
2614.14000000
PA
USD
2684.93000000
0.001451186200
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AY0
321000.00000000
PA
USD
318727.00000000
0.172269751555
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
2.70000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JX6
45000.00000000
PA
USD
44873.69000000
0.024253920840
Long
DBT
CORP
US
N
2
2022-11-14
Floating
2.11000000
N
N
N
N
N
N
Hundred Acre Wood Trust
N/A
Hundred Acre Wood Trust 2021-INV1
44590HAJ5
203741.87000000
PA
USD
187748.95000000
0.101477016290
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415VZ57
2538.74000000
PA
USD
2550.13000000
0.001378327727
Long
ABS-MBS
USGSE
US
N
2
2023-09-01
Fixed
5.50000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
105000.00000000
PA
USD
97826.61000000
0.052874609933
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBY5
310000.00000000
PA
USD
279557.38000000
0.151098841322
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.87500000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAR0
465000.00000000
PA
USD
455457.27000000
0.246171522171
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
2.70000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2021-INV2 Trust
62917JAC4
109690.48000000
PA
USD
99107.30000000
0.053566814070
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.52000000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Trust 2021-MHC2
55293AAG2
150000.00000000
PA
USD
143219.36000000
0.077409079134
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Floating
2.42400000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBP0
275000.00000000
PA
USD
269314.65000000
0.145562716198
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.37500000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448AY9
342000.00000000
PA
USD
327012.19000000
0.176747839771
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.25000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AB1
105000.00000000
PA
USD
99089.55000000
0.053557220317
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.75000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
453140AB1
800000.00000000
PA
USD
795068.00000000
0.429728786171
Long
DBT
CORP
GB
N
2
2023-02-11
Fixed
3.50000000
N
N
N
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
Boral Finance Pty Ltd
09952AAA4
40000.00000000
PA
USD
39907.40000000
0.021569675249
Long
DBT
CORP
AU
N
2
2022-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GGR8
3749.18000000
PA
USD
4108.59000000
0.002220664639
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS OMNICOM GROUP INC
000000000
1.00000000
NC
USD
-7813.45000000
-0.00422311599
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
OMNICOM GP/OMNICOM CAP
Omnicom Group Inc / Omnicom Capital Inc
Y
Default Event
2024-12-20
0.00000000
USD
-9941.07000000
USD
-625000.00000000
USD
2127.62000000
N
N
N
CIM Trust
N/A
CIM Trust 2020-INV1
12560AAB0
84422.86000000
PA
USD
74466.00000000
0.040248360883
Long
ABS-MBS
CORP
US
N
2
2050-04-25
Variable
2.50000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2020-1
50117WAC8
140867.89000000
PA
USD
140013.08000000
0.075676106844
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
1.96000000
N
N
N
N
N
N
InTown Hotel Portfolio Trust
N/A
InTown Hotel Portfolio Trust 2018-STAY
46117MAA2
175000.00000000
PA
USD
174132.12000000
0.094117213321
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
2.42500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
120000.00000000
PA
USD
122364.00000000
0.066136900480
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBD5
315000.00000000
PA
USD
295752.87000000
0.159852392288
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02343JAA8
185000.00000000
PA
USD
182923.01000000
0.098868628909
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCU3
30000.00000000
PA
USD
29029.69000000
0.015690347802
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
BDO UNIBANK INC
3FGIIBS1PEI1FYQBGN97
BDO Unibank Inc
000000000
1200000.00000000
PA
USD
1200480.00000000
0.648851184078
Long
DBT
CORP
PH
N
2
2023-03-06
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FCP9
75424.48000000
PA
USD
80155.29000000
0.043323383002
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
5.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAY1
265000.00000000
PA
USD
254877.80000000
0.137759698058
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAN5
75000.00000000
PA
USD
71043.80000000
0.038398685318
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
2.57400000
N
N
N
N
N
N
Mello Mortgage Capital Accepta
N/A
Mello Mortgage Capital Acceptance 2021-INV3
585491AF0
182844.70000000
PA
USD
166752.90000000
0.090128795659
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAE7
470000.00000000
PA
USD
469163.40000000
0.253579591176
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJY1
3641.81000000
PA
USD
3991.88000000
0.002157583687
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XQA5
25349.49000000
PA
USD
25310.30000000
0.013680043086
Long
ABS-MBS
CORP
US
N
2
2030-01-25
Floating
2.82357000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564AAK7
36717.31000000
PA
USD
36646.53000000
0.019807197440
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
2.87357000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer 2019-A LLC
05588UAA0
122472.64000000
PA
USD
117724.23000000
0.063629136703
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAP0
200000.00000000
PA
USD
195858.20000000
0.105860010147
Long
DBT
CORP
ES
N
2
2025-03-24
Fixed
3.49600000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-1
36418WAG4
20984.52000000
PA
USD
20730.24000000
0.011204552154
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
4.50000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207BA2
190000.00000000
PA
USD
177360.44000000
0.095862098079
Long
DBT
CORP
US
N
2
2027-03-17
Fixed
2.62500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KCU1
53596.42000000
PA
USD
53250.99000000
0.028781793878
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
1.72566000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAB2
105000.00000000
PA
USD
95489.00000000
0.051611147804
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAD3
250000.00000000
PA
USD
250442.25000000
0.135362313787
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CVW9
87870.03000000
PA
USD
95759.28000000
0.051757232285
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2D9
545000.00000000
PA
USD
528837.48000000
0.285833021027
Long
DBT
CORP
US
N
2
2023-06-28
Fixed
0.60000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBG0
100000.00000000
PA
USD
96016.00000000
0.051895987680
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
3.92600000
N
N
N
N
N
N
UNITED AIR 2019-2 B PTT
N/A
United Airlines 2019-2 Class B Pass Through Trust
90932KAA7
201600.47000000
PA
USD
178519.84000000
0.096488745806
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.50000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAA3
275000.00000000
PA
USD
270344.25000000
0.146119207917
Long
DBT
CORP
JP
N
2
2023-03-03
Fixed
0.37300000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EBJ2
9335.25000000
PA
USD
9318.98000000
0.005036844601
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MBZ9
275000.00000000
PA
USD
275000.00000000
0.148635608774
Long
ABS-MBS
CORP
US
N
2
2042-06-25
Floating
3.87566000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd
80685XAC5
80000.00000000
PA
USD
74246.48000000
0.040129711833
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBB7
305000.00000000
PA
USD
303145.91000000
0.163848279564
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QTE91
15070.98000000
PA
USD
15499.64000000
0.008377448826
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Floating
3.29000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
75000.00000000
PA
USD
71812.50000000
0.038814162382
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R05
20754DAA5
297196.34000000
PA
USD
292303.21000000
0.157987874782
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
2.82566000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
375000.00000000
PA
USD
383437.50000000
0.207245331779
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.87500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBL8
305000.00000000
PA
USD
300426.83000000
0.162378635524
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CER8
4190000.00000000
PA
USD
4152682.81000000
2.244496500040
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.50000000
N
N
N
N
N
Symphony Static CLO Ltd
N/A
Symphony Static CLO I Ltd
87190TAC7
350000.00000000
PA
USD
335425.56000000
0.181295208396
Long
ABS-CBDO
CORP
KY
N
2
2029-10-25
Floating
2.63400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MB6P7
7867.64000000
PA
USD
8080.32000000
0.004367357390
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCR3
195000.00000000
PA
USD
195060.00000000
0.105428588536
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
3.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AM95
3726.40000000
PA
USD
3809.92000000
0.002059235558
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
295000.00000000
PA
USD
291847.63000000
0.157741636925
Long
DBT
CORP
US
N
2
2023-11-10
Fixed
0.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411HJ35
1760.04000000
PA
USD
1750.30000000
0.000946025112
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Floating
2.53800000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KJG5
166356.60000000
PA
USD
160637.78000000
0.086823615354
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
1.77566000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-MEAD
61771LAJ1
710000.00000000
PA
USD
632972.38000000
0.342117218322
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.28300000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAG3
275000.00000000
PA
USD
268167.08000000
0.144942462505
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
3.47900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QJ2R6
6568.85000000
PA
USD
6718.24000000
0.003631162517
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Floating
2.87000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2022-GR1
36266TAJ8
468758.79000000
PA
USD
427504.27000000
0.231063117909
Long
ABS-MBS
CORP
US
N
2
2052-06-25
Variable
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKG3
215000.00000000
PA
USD
207536.92000000
0.112172277990
Long
DBT
CORP
US
N
2
2025-02-04
Fixed
1.84300000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding XIV CLO Ltd
15034AAA3
290000.00000000
PA
USD
283414.25000000
0.153183453033
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
2.14429000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAH6
250000.00000000
PA
USD
222424.00000000
0.120218642349
Long
DBT
CORP
SE
N
2
2027-06-11
Fixed
1.41800000
N
N
N
N
N
N
Freddie Mac Whole Loan Securit
N/A
Freddie Mac Whole Loan Securities Trust 2017-SC02
3137G1BY2
37592.76000000
PA
USD
37094.16000000
0.020049138376
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
3.85032500
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2T0
290000.00000000
PA
USD
261051.33000000
0.141096448566
Long
DBT
CORP
FR
N
2
2028-01-20
Fixed
2.59100000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1 Mortgage Loan Trust
19688EAB4
120544.54000000
PA
USD
106808.24000000
0.057729119180
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.16700000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
225000.00000000
PA
USD
210465.45000000
0.113755128315
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.82400000
N
N
N
N
N
N
PSMC Trust
N/A
PSMC 2021-1 Trust
693650AL7
326796.76000000
PA
USD
296810.54000000
0.160424055649
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Variable
2.50000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2020-1
64034GAA8
180675.72000000
PA
USD
174812.65000000
0.094485035106
Long
ABS-O
CORP
US
N
2
2068-03-26
Floating
2.36357000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CKX3
148230.15000000
PA
USD
162420.87000000
0.087787363236
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCZ7
440000.00000000
PA
USD
433557.08000000
0.234334620088
Long
DBT
CORP
US
N
2
2026-04-26
Fixed
4.08000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
101982.51000000
PA
USD
100186.76000000
0.054150254777
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.24400000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CQ0
445000.00000000
PA
USD
428365.01000000
0.231528341959
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
2.25000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BB4
425000.00000000
PA
USD
422722.85000000
0.228478793282
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R02
20754BAA9
391452.65000000
PA
USD
381032.53000000
0.205945462034
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
2.12566000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
300000.00000000
PA
USD
298468.50000000
0.161320171627
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.87500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
510000.00000000
PA
USD
482103.51000000
0.260573631640
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412MLH9
697.99000000
PA
USD
701.00000000
0.000378885679
Long
ABS-MBS
USGSE
US
N
2
2023-03-01
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M
46652RAJ3
210000.00000000
PA
USD
198443.13000000
0.107257147035
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
3.49500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BU3
570000.00000000
PA
USD
571406.19000000
0.308841116029
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.70000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2021-INV2 Trust
62917JAA8
412435.22000000
PA
USD
372906.36000000
0.201553323034
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.16200000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDD3
395000.00000000
PA
USD
373141.10000000
0.201680198389
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.62500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GBF9
210000.00000000
PA
USD
206609.00000000
0.111670743611
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
4.08000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RFT1
44337.95000000
PA
USD
46623.09000000
0.025199459509
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac Whole Loan Securit
S6XOOCT0IEG5ABCC6L87
Freddie Mac Whole Loan Securities Trust
3137G1BM8
80140.93000000
PA
USD
78253.51000000
0.042295483991
Long
ABS-MBS
USGSE
US
N
2
2046-12-25
Variable
3.65313300
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBQ7
245000.00000000
PA
USD
232831.34000000
0.125843738046
Long
DBT
CORP
GB
N
2
2024-12-10
Fixed
1.00700000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCB9
190000.00000000
PA
USD
179752.92000000
0.097155217066
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2022-A
63942MAA8
419187.41000000
PA
USD
390424.24000000
0.211021616700
Long
ABS-O
CORP
US
N
2
2070-07-15
Fixed
2.23000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
715000.00000000
PA
USD
695051.50000000
0.375670555752
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A0UA1
68384.33000000
PA
USD
66805.40000000
0.036107859266
Long
ABS-MBS
USGSE
US
N
2
2040-02-15
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZP8
125000.00000000
PA
USD
122031.25000000
0.065957051393
Long
DBT
UST
US
N
2
2023-05-15
Fixed
0.12500000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BL3
100000.00000000
PA
USD
91383.00000000
0.049391883042
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.65000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPU7
195000.00000000
PA
USD
188144.78000000
0.101690959683
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
1.92566000
N
N
N
N
N
N
ONE Park Mortgage Trust
N/A
ONE 2021-PARK Mortgage Trust
682413AE9
170000.00000000
PA
USD
160081.54000000
0.086522971459
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
2.42400000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
265000.00000000
PA
USD
231875.00000000
0.125326842852
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
1.37500000
N
N
N
N
N
N
Bayview Opportunity Master Fun
N/A
Oceanview Mortgage Trust 2022-INV1
67648BAE2
220223.09000000
PA
USD
200841.70000000
0.108553557624
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAA2
200000.00000000
PA
USD
200065.40000000
0.108133972813
Long
DBT
CORP
IE
N
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYL2
325000.00000000
PA
USD
311687.68000000
0.168465047506
Long
DBT
CORP
US
N
2
2024-10-21
Fixed
0.92500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAD8
135000.00000000
PA
USD
131392.34000000
0.071016656160
Long
ABS-O
CORP
US
N
2
2028-12-11
Fixed
3.32000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 YEAR US TREASURY NOTE
000000000
-7.00000000
NC
USD
-3331.37000000
-0.00180058257
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-09-21
-826387.38000000
USD
-3331.37000000
N
N
N
MFRA Trust
N/A
MFA 2021-INV1 Trust
552747AA5
75968.99000000
PA
USD
71124.95000000
0.038442546335
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
0.85200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMH71
1908.35000000
PA
USD
1918.02000000
0.001036676619
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
5.50000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DY7
435000.00000000
PA
USD
430278.08000000
0.232562343138
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.75000000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2019-C
98162RAG3
460000.00000000
PA
USD
452615.76000000
0.244635705558
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ5F1
25799.95000000
PA
USD
26378.23000000
0.014257251907
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
4.50000000
N
N
N
N
N
N
APA INFRASTRUCTURE LTD
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd
00205GAB3
400000.00000000
PA
USD
395940.40000000
0.214003063244
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
4.20000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
255000.00000000
PA
USD
247096.49000000
0.133553953516
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
Navistar Financial Dealer Note
N/A
Navistar Financial Dealer Note Master Trust
63938PBM0
220000.00000000
PA
USD
219940.95000000
0.118876570900
Long
ABS-O
CORP
US
N
2
2025-07-25
Floating
2.57357000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-G
63941JAA6
82777.78000000
PA
USD
79761.07000000
0.043110309803
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.40000000
N
N
N
N
N
N
OCP CLO Ltd
254900M77QLN2EBJHE11
OCP CLO 2017-13 Ltd
67097LAM8
315000.00000000
PA
USD
302939.24000000
0.163736575851
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
2.59429000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-3 Mortgage Loan Trust
19688FAC9
98197.94000000
PA
USD
84910.27000000
0.045893416991
Long
ABS-MBS
CORP
US
N
2
2066-09-27
Variable
1.41900000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAG0
415000.00000000
PA
USD
394630.60000000
0.213295125352
Long
ABS-O
CORP
US
N
2
2025-12-18
Fixed
1.80000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
250000.00000000
PA
USD
245407.25000000
0.132640930914
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-5
92538CAC5
40109.18000000
PA
USD
37515.74000000
0.020276999467
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.73300000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAB8
160000.00000000
PA
USD
159636.48000000
0.086282419590
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.50000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BD3
200000.00000000
PA
USD
198444.60000000
0.107257941559
Long
DBT
CORP
US
N
2
2023-05-12
Fixed
3.12500000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
24547.33000000
PA
USD
23757.15000000
0.012840576192
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2B5
240000.00000000
PA
USD
226613.52000000
0.122483049097
Long
DBT
CORP
US
N
2
2025-01-06
Fixed
1.65000000
N
N
N
N
N
N
United Wholesale Mortgage LLC
N/A
UWM Mortgage Trust 2021-INV5
90355DAE3
448022.03000000
PA
USD
408592.51000000
0.220841441689
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
Fortinet Inc
34959EAA7
160000.00000000
PA
USD
141570.08000000
0.076517654636
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAF1
115000.00000000
PA
USD
107545.15000000
0.058127413967
Long
ABS-O
CORP
US
N
2
2026-12-18
Fixed
1.21000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAA1
320000.00000000
PA
USD
303069.44000000
0.163806948055
Long
DBT
CORP
GB
N
2
2024-04-06
Fixed
0.65000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITD
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
714295AC6
675000.00000000
PA
USD
631968.75000000
0.341574763209
Long
DBT
CORP
IE
N
2
2024-12-15
Fixed
3.90000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2017-1
553896AC5
26076.52000000
PA
USD
25403.28000000
0.013730298136
Long
ABS-O
CORP
US
N
2
2034-12-20
Fixed
2.99000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AG6
95000.00000000
PA
USD
94485.01000000
0.051068498114
Long
DBT
CORP
US
N
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
485000.00000000
PA
USD
480089.86000000
0.259485267663
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAB5
95000.00000000
PA
USD
92265.43000000
0.049868830388
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.23100000
N
N
N
N
N
N
Symphony CLO Ltd
54930001DQI1CFLYVB48
Symphony CLO XXIII Ltd
87167NDC6
450000.00000000
PA
USD
439200.00000000
0.237384579540
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
2.06429000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAG3
340000.00000000
PA
USD
312961.16000000
0.169153354688
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.75377800
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-B
63942LAA0
152571.70000000
PA
USD
138529.69000000
0.074874344750
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
0.94000000
N
N
N
N
N
N
TRINITY ACQUISITION PLC
549300FJZWZN6MJNGB63
Trinity Acquisition PLC
89641UAA9
343000.00000000
PA
USD
343857.50000000
0.185852613978
Long
DBT
CORP
GB
N
2
2023-08-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413MUF2
1668.10000000
PA
USD
1662.38000000
0.000898504957
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Floating
1.90500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AJ6
110000.00000000
PA
USD
108537.88000000
0.058663977705
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AP2
170000.00000000
PA
USD
169643.51000000
0.091691150485
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.12500000
N
N
N
N
N
N
ONE Park Mortgage Trust
N/A
ONE 2021-PARK Mortgage Trust
682413AC3
315000.00000000
PA
USD
298835.21000000
0.161518375860
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
2.27400000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BV1
200000.00000000
PA
USD
198471.20000000
0.107272318677
Long
DBT
CORP
GB
N
2
2023-10-14
Fixed
1.31900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QTS0
8639.89000000
PA
USD
9294.71000000
0.005023726833
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412QEP0
13878.34000000
PA
USD
14189.41000000
0.007669278521
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AE6
75000.00000000
PA
USD
75046.20000000
0.040561954993
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.65000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAE9
115000.00000000
PA
USD
109351.25000000
0.059103598596
Long
ABS-O
CORP
US
N
2
2026-08-18
Fixed
1.06000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740AZ2
130000.00000000
PA
USD
129992.20000000
0.070259890119
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
2.65000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAD0
325000.00000000
PA
USD
301231.78000000
0.162813705463
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAE4
100000.00000000
PA
USD
97856.03000000
0.052890511241
Long
ABS-O
CORP
US
N
2
2026-02-18
Fixed
0.97000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NQ0
255000.00000000
PA
USD
254142.95000000
0.137362516687
Long
DBT
CORP
US
N
2
2025-05-24
Fixed
4.14000000
N
N
N
N
N
N
BIG Commercial Mortgage Trust
N/A
BIG Commercial Mortgage Trust 2022-BIG
05551UAC9
105000.00000000
PA
USD
101230.44000000
0.054714356639
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
3.61905000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BJ0
45000.00000000
PA
USD
44994.15000000
0.024319028641
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.90000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2021-1
24380VAB7
36147.71000000
PA
USD
34571.46000000
0.018685636375
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.97300000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BP6
135000.00000000
PA
USD
130774.23000000
0.070682571956
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410K4E1
73.59000000
PA
USD
75.51000000
0.000040812635
Long
ABS-MBS
USGSE
US
N
2
2023-03-01
Fixed
5.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
200000.00000000
PA
USD
174513.40000000
0.094323292539
Long
DBT
CORP
CH
N
2
2027-08-10
Fixed
1.49400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DE70
624.31000000
PA
USD
684.28000000
0.000369848634
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.00000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460WAB3
115000.00000000
PA
USD
114443.06000000
0.061855686884
Long
DBT
CORP
US
N
2
2024-04-23
Floating
1.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCCH7
53894.08000000
PA
USD
53551.19000000
0.028944049913
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BD3
180000.00000000
PA
USD
179283.60000000
0.096901552833
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414DPA8
6194.22000000
PA
USD
6215.24000000
0.003359294476
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Floating
3.19800000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAG8
700000.00000000
PA
USD
655731.30000000
0.354418258065
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAA7
90000.00000000
PA
USD
89101.53000000
0.048158764197
Long
DBT
CORP
GB
N
2
2027-04-27
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
114145.34000000
PA
USD
99762.09000000
0.053920723562
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLV5
61388.46000000
PA
USD
63736.73000000
0.034449264235
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-INV2
64831GAG0
419778.66000000
PA
USD
382834.78000000
0.206919565764
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAW7
33602.57000000
PA
USD
33018.86000000
0.017846466753
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
193807.21000000
PA
USD
187480.10000000
0.101331704714
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
3.02500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KLP7
250.32000000
PA
USD
250.85000000
0.000135582699
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
6.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-NQM1R
64828BAA9
117751.27000000
PA
USD
111375.55000000
0.060197718824
Long
ABS-MBS
CORP
US
N
2
2055-07-25
Variable
0.94260000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAE3
250000.00000000
PA
USD
249501.25000000
0.134853709758
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCF1
75000.00000000
PA
USD
72016.28000000
0.038924304070
Long
DBT
CORP
US
N
2
2027-04-22
Floating
1.68000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAH0
270000.00000000
PA
USD
259542.90000000
0.140281152525
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
1.12500000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2017-A LLC
28416DAA8
66062.90000000
PA
USD
64367.82000000
0.034790364040
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.69000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAB1
18888.67000000
PA
USD
18487.02000000
0.009992107171
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.96000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHDK9
36757.18000000
PA
USD
36619.44000000
0.019792555481
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DQ7
330000.00000000
PA
USD
313992.69000000
0.169710889559
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AX44
132044.72000000
PA
USD
136273.44000000
0.073654857142
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAC2
40911.49000000
PA
USD
36697.17000000
0.019834568011
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.10600000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-375P
17320QAG4
205000.00000000
PA
USD
198474.87000000
0.107274302286
Long
ABS-MBS
CORP
US
N
2
2035-05-10
Variable
3.63483000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAE3
360000.00000000
PA
USD
346500.00000000
0.187280867055
Long
DBT
CORP
NO
N
2
2025-01-15
Fixed
3.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAF2
235000.00000000
PA
USD
216014.14000000
0.116754157100
Long
ABS-O
CORP
US
N
2
2027-06-18
Fixed
1.29000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3J8
535000.00000000
PA
USD
517399.04000000
0.279650622871
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.51400000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
300000.00000000
PA
USD
305625.00000000
0.165188210660
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2020-2
81882JAA9
52464.24000000
PA
USD
49675.38000000
0.026849201263
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.38100000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BM3
145000.00000000
PA
USD
146613.13000000
0.079243388479
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAN9
15000.00000000
PA
USD
14906.25000000
0.008056725611
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NZ2
12693.24000000
PA
USD
12808.51000000
0.006922911568
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
104000.00000000
PA
USD
104268.42000000
0.056356363936
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP2 Trust
67113KAL2
38204.26000000
PA
USD
37365.44000000
0.020195763350
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Floating
2.82357000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAZ4
220000.00000000
PA
USD
203221.04000000
0.109839574531
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBA6
75000.00000000
PA
USD
75375.00000000
0.040739669132
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-3 Mortgage Loan Trust
12659YAA2
261391.72000000
PA
USD
252396.79000000
0.136418729215
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
3.90100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MBHP5
11.60000000
PA
USD
11.59000000
0.000006264315
Long
ABS-MBS
USGSE
US
N
2
2022-08-01
Fixed
6.00000000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2019-C
80284NAH1
525000.00000000
PA
USD
523305.67000000
0.282843115765
Long
ABS-O
CORP
US
N
2
2024-06-20
Fixed
2.88000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
519750.00000000
PA
USD
504215.71000000
0.272525123670
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.19400000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YAY4
185000.00000000
PA
USD
184516.97000000
0.099730153327
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.20000000
N
N
N
N
N
N
Barclays Mortgage Loan Trust
N/A
Barclays Mortgage Loan Trust 2021-NQM1
06744UAA9
289190.10000000
PA
USD
268353.52000000
0.145043232043
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
1.74700000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAC8
251857.77000000
PA
USD
250309.40000000
0.135290509276
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.00000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
4521527Q8
415000.00000000
PA
USD
414362.89000000
0.223960292395
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
2.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCT4
240000.00000000
PA
USD
240000.48000000
0.129718608912
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-ROSS
36264YAE0
160000.00000000
PA
USD
152578.10000000
0.082467413742
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Floating
2.92500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CED9
5090000.00000000
PA
USD
4919803.13000000
2.659119757373
Long
DBT
UST
US
N
2
2025-03-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128JM6Y8
1333.41000000
PA
USD
1342.04000000
0.000725363390
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Floating
2.12700000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AY5
375000.00000000
PA
USD
361901.25000000
0.195605136763
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HMT7
1126.37000000
PA
USD
1234.56000000
0.000667271189
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
460000.00000000
PA
USD
430405.44000000
0.232631180342
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08300000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAL6
285000.00000000
PA
USD
282491.43000000
0.152684675169
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AD0
250000.00000000
PA
USD
248215.00000000
0.134158500479
Long
DBT
CORP
CH
N
2
2023-12-14
Fixed
2.99700000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAC1
235504.53000000
PA
USD
229838.08000000
0.124225901601
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.91600000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-C
64035GAB5
351734.61000000
PA
USD
322992.05000000
0.174574981749
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.32000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2022-FL8 Issuer Ltd
055983AA8
380000.00000000
PA
USD
365706.75000000
0.197661983342
Long
ABS-CBDO
CORP
KY
N
2
2037-02-15
Floating
2.27924000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAA9
48084.62000000
PA
USD
43891.87000000
0.023723253882
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.81500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ5
36261HAJ9
300987.40000000
PA
USD
272692.18000000
0.147388247935
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAF1
155000.00000000
PA
USD
145098.21000000
0.078424584637
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.55000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EGC7
2471.06000000
PA
USD
2627.53000000
0.001420161894
Long
ABS-MBS
USGA
US
N
2
2035-12-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KMH9
90000.00000000
PA
USD
81052.70000000
0.043808426935
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
2.72566000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
309648.47000000
PA
USD
304786.52000000
0.164735017987
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
2.92566000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGQ49
31348.66000000
PA
USD
33672.85000000
0.018199943850
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.50000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BR2
200000.00000000
PA
USD
196217.80000000
0.106054371474
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
3.95000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2005-4
64031QCJ8
368602.37000000
PA
USD
348916.20000000
0.188586806539
Long
ABS-O
CORP
US
N
2
2032-03-22
Floating
2.27586000
N
N
N
N
N
N
CK HUTCH INTL 17 II LTD
254900F7C0PB6TKONV55
CK Hutchison International 17 II Ltd
000000000
950000.00000000
PA
USD
946561.00000000
0.511609710825
Long
DBT
CORP
KY
N
2
2023-03-29
Fixed
2.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
195000.00000000
PA
USD
180423.36000000
0.097517585275
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAJ9
390000.00000000
PA
USD
375286.51000000
0.202839777740
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.95700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXDC1
16918.02000000
PA
USD
18551.08000000
0.010026731160
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
6.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-6
03465AAA7
72839.76000000
PA
USD
69608.49000000
0.037622910134
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.26100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128JRZ33
5803.90000000
PA
USD
5773.61000000
0.003120596498
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Floating
2.90000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAM2
250000.00000000
PA
USD
247580.12000000
0.133815352205
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.44800000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2020-REV2
34532JAC8
145000.00000000
PA
USD
130001.26000000
0.070264786987
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.74000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AA9
665000.00000000
PA
USD
654027.50000000
0.353497365882
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.04300000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GENERAL MILLS INC
000000000
1.00000000
NC
USD
-10151.04000000
-0.00548656730
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GENERAL MILLS INC
General Mills Inc
Y
Default Event
2024-12-20
0.00000000
USD
-9792.58000000
USD
-625000.00000000
USD
-358.46000000
N
N
N
KKR Financial CLO Ltd
5493000WWM0GGYYSIJ83
KKR CLO 29 Ltd
48254GAA4
250000.00000000
PA
USD
244848.77000000
0.132339076314
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
2.24429000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBA5
215000.00000000
PA
USD
213032.32000000
0.115142503897
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-TY
05592AAG5
200000.00000000
PA
USD
190382.04000000
0.102900183327
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
2.47400000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-INV1
12566PAH8
103700.98000000
PA
USD
94976.03000000
0.051333891047
Long
ABS-MBS
CORP
US
N
2
2051-07-01
Variable
2.50000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAE3
170000.00000000
PA
USD
156363.45000000
0.084513369384
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.54700000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAJ0
345000.00000000
PA
USD
341160.84000000
0.184395087794
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.15000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
235000.00000000
PA
USD
229159.78000000
0.123859285116
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.73100000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AA8
85000.00000000
PA
USD
83589.68000000
0.045179647178
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
0.62500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAF8
45797.08000000
PA
USD
41438.03000000
0.022396970238
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.15500000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAW1
200000.00000000
PA
USD
187688.00000000
0.101444073235
Long
DBT
CORP
DK
N
2
2024-06-22
Fixed
1.22600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QS3L8
5835.42000000
PA
USD
6006.89000000
0.003246682734
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
2.43300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032670
367000.00000000
PA
USD
356563.44000000
0.192720087167
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.50000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
50000.00000000
PA
USD
48663.75000000
0.026302422205
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM3 Trust
67114JAA8
106806.77000000
PA
USD
92310.25000000
0.049893055290
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.05400000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AJ8
255577.54000000
PA
USD
248835.89000000
0.134494087254
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
2.62400000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-2
85573HAA8
134620.30000000
PA
USD
128128.29000000
0.069252459583
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.94300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWG73
182438.81000000
PA
USD
180261.65000000
0.097430182132
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AY6
955000.00000000
PA
USD
956186.11000000
0.516812016587
Long
DBT
CORP
US
N
2
2022-09-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128JNNV3
2402.89000000
PA
USD
2391.33000000
0.001292497419
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Floating
2.09100000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAA8
325000.00000000
PA
USD
316007.09000000
0.170799658906
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.35800000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-F
63941XAA5
150538.49000000
PA
USD
143706.04000000
0.077672126327
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
1.22000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2020-1NV
33851YAL0
158907.49000000
PA
USD
149875.95000000
0.081006920250
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
2.47357000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2022-A
34528LAG0
465000.00000000
PA
USD
459148.53000000
0.248166622816
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
4.18000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKC8
415000.00000000
PA
USD
417212.78000000
0.225500638340
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
3.95000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2020-A
98163DAE8
140000.00000000
PA
USD
136067.85000000
0.073543737161
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.84000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CW7
200000.00000000
PA
USD
191191.60000000
0.103337744940
Long
DBT
CORP
GB
N
2
2024-11-22
Fixed
1.16200000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-375P
17320QAJ8
150000.00000000
PA
USD
143726.46000000
0.077683163196
Long
ABS-MBS
CORP
US
N
2
2035-05-10
Variable
3.63483000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft Lease Securitization Ltd 2016-1
09228YAA0
121796.46000000
PA
USD
113734.14000000
0.061472520499
Long
ABS-O
CORP
KY
N
2
2041-12-16
Variable
2.48700000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAA7
205000.00000000
PA
USD
199387.31000000
0.107767469831
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNLC5
222755.49000000
PA
USD
201225.42000000
0.108760955645
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C5R8
31932.27000000
PA
USD
34974.35000000
0.018903395649
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FEJ1
3518.30000000
PA
USD
3738.98000000
0.002020892976
Long
ABS-MBS
USGA
US
N
2
2040-02-20
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAE0
180000.00000000
PA
USD
181536.66000000
0.098119316268
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LA58
147995.13000000
PA
USD
155525.18000000
0.084060290214
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-2
30166QAE9
305000.00000000
PA
USD
296551.04000000
0.160283797683
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
3.85000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2X0
280000.00000000
PA
USD
275417.80000000
0.148861426801
Long
DBT
CORP
US
N
2
2026-04-25
Fixed
3.90800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A3K1
18830.40000000
PA
USD
20636.92000000
0.011154113336
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
400000.00000000
PA
USD
373555.60000000
0.201904232789
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95300000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
81689.08000000
PA
USD
81033.73000000
0.043798173781
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAC4
35000.00000000
PA
USD
35000.00000000
0.018917259298
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCXQ4
28983.58000000
PA
USD
29233.87000000
0.015800705688
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWK1
92609.20000000
PA
USD
101505.66000000
0.054863111156
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.00000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AN4
70000.00000000
PA
USD
70180.67000000
0.037932169489
Long
DBT
CORP
US
N
2
2023-01-17
Fixed
4.25000000
N
N
N
N
N
N
Bayview MSR Opportunity Master
N/A
Bayview MSR Opportunity Master Fund Trust 2021-INV2
07336LAE3
215258.50000000
PA
USD
197654.90000000
0.106831114140
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAW0
450000.00000000
PA
USD
456439.95000000
0.246702653953
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40000000
N
N
N
N
N
N
POSCO HOLDINGS INC
988400E5HRVX81AYLM04
POSCO Holdings Inc
693483AF6
1175000.00000000
PA
USD
1171685.89000000
0.633288165645
Long
DBT
CORP
KR
N
2
2022-11-12
Fixed
2.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
255000.00000000
PA
USD
239769.87000000
0.129593965793
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AF0
155000.00000000
PA
USD
137159.35000000
0.074133685404
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.87500000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2021-2
67578AAA6
129961.16000000
PA
USD
125621.52000000
0.067897567637
Long
ABS-O
CORP
US
N
2
2028-09-20
Fixed
1.21000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
78413HAA7
455000.00000000
PA
USD
450450.00000000
0.243465127172
Long
DBT
CORP
LU
N
2
2023-04-04
Fixed
3.60000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AZ4
335000.00000000
PA
USD
313545.93000000
0.169469418851
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
125000.00000000
PA
USD
122528.50000000
0.066225811598
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.52900000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YK0
205000.00000000
PA
USD
191976.56000000
0.103762010421
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
0.70000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
220000.00000000
PA
USD
213553.12000000
0.115423992715
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MC6H3
19.72000000
PA
USD
20.27000000
0.000010955795
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAC0
70838.09000000
PA
USD
63685.35000000
0.034421493699
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.29100000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAG3
185000.00000000
PA
USD
171863.98000000
0.092891299249
Long
ABS-O
CORP
US
N
2
2025-11-20
Fixed
1.41000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2020-B
44933FAF3
175000.00000000
PA
USD
166330.26000000
0.089900361646
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.60000000
N
N
N
N
N
N
Toorak Mortgage Corp.
N/A
TRK 2021-INV1 Trust
89688WAB7
74960.09000000
PA
USD
67707.10000000
0.036595221915
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
1.40900000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBE7
35000.00000000
PA
USD
34482.60000000
0.018637608156
Long
DBT
CORP
N/A
N
2
2027-06-01
Fixed
4.40000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-INV1 Trust
67113CAE6
65610.22000000
PA
USD
62575.12000000
0.033821422019
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
340000.00000000
PA
USD
323245.65000000
0.174712050805
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AQ7
450000.00000000
PA
USD
450221.85000000
0.243341813666
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.87500000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
64000.00000000
PA
USD
60650.88000000
0.032781383532
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AT2
70000.00000000
PA
USD
69261.57000000
0.037435402260
Long
DBT
CORP
US
N
2
2024-10-01
Floating
1.77000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIII Ltd
55820TAJ7
285000.00000000
PA
USD
280178.80000000
0.151434714558
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
2.19486000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBD6
140000.00000000
PA
USD
139454.56000000
0.075374230625
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.50000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBK0
315000.00000000
PA
USD
305602.92000000
0.165176276572
Long
DBT
CORP
CA
N
2
2024-02-16
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KGP3
3297.32000000
PA
USD
3614.07000000
0.001953379980
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS AT&T INC
000000000
1.00000000
NC
USD
878.25000000
0.000474688085
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
AT&T INC
AT&T Inc
Y
Default Event
2022-12-20
1229.24000000
USD
0.00000000
USD
500000.00000000
USD
-350.99000000
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-A
80286TAF0
430000.00000000
PA
USD
403422.26000000
0.218046957120
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.14000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413U4T3
880.87000000
PA
USD
881.51000000
0.000476450092
Long
ABS-MBS
USGSE
US
N
2
2022-11-01
Fixed
5.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-5
92538KAC7
107496.55000000
PA
USD
90878.89000000
0.049119415054
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.37300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411DUV9
980.86000000
PA
USD
987.70000000
0.000533845057
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Floating
2.29000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-5.00000000
NC
USD
10188.20000000
0.005506652033
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-09-21
-647063.20000000
USD
10188.20000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M76Q4
2731.50000000
PA
USD
2935.67000000
0.001586709445
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
260000.00000000
PA
USD
237731.78000000
0.128492392164
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAL2
405000.00000000
PA
USD
391974.80000000
0.211859683717
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
2.65000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV3
92537MAE0
264478.92000000
PA
USD
257649.41000000
0.139257734202
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.10000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
200000.00000000
PA
USD
172750.00000000
0.093370186966
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BC6
170000.00000000
PA
USD
169534.88000000
0.091632436717
Long
DBT
CORP
US
N
2
2022-10-03
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042673
570000.00000000
PA
USD
572159.76000000
0.309248415432
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RR92
76152.55000000
PA
USD
81690.44000000
0.044153121019
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.50000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAV9
235000.00000000
PA
USD
222589.89000000
0.120308304753
Long
DBT
CORP
FR
N
2
2024-02-27
Fixed
0.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406AUU4
1495.61000000
PA
USD
1602.61000000
0.000866199683
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.50000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
85000.00000000
PA
USD
78638.02000000
0.042503309001
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.88400000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAA8
215000.00000000
PA
USD
215227.90000000
0.116329199788
Long
DBT
CORP
KY
N
2
2022-08-15
Fixed
5.25000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
190000.00000000
PA
USD
168121.69000000
0.090868617241
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2022-1
03066TAF8
420000.00000000
PA
USD
399040.24000000
0.215678505446
Long
ABS-O
CORP
US
N
2
2028-02-18
Fixed
3.23000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAV3
255000.00000000
PA
USD
220611.98000000
0.119239258000
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AU1
140000.00000000
PA
USD
136459.26000000
0.073755291574
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBA1
510000.00000000
PA
USD
476688.84000000
0.257647039743
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128JPP46
7252.34000000
PA
USD
7214.66000000
0.003899474113
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Floating
1.87500000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GENERAL MILLS INC
000000000
1.00000000
NC
USD
-9663.79000000
-0.00522321203
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GENERAL MILLS INC
General Mills Inc
Y
Default Event
2024-12-20
0.00000000
USD
-9460.12000000
USD
-595000.00000000
USD
-203.67000000
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AM0
200000.00000000
PA
USD
199182.40000000
0.107656717385
Long
DBT
CORP
CH
N
2
2026-05-12
Fixed
4.48800000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300XVEYZNG956Y145
Neuberger Berman CLO XVII Ltd
64129UBS3
455000.00000000
PA
USD
448082.86000000
0.242185704281
Long
ABS-CBDO
CORP
KY
N
2
2029-04-22
Floating
2.16629000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AB9
550000.00000000
PA
USD
555858.05000000
0.300437453286
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.60000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAM6
75000.00000000
PA
USD
75339.83000000
0.040720659989
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CHG2
67006.00000000
PA
USD
72385.91000000
0.039124086543
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
7.50000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAA4
242873.46000000
PA
USD
219583.28000000
0.118683252725
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.93100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EH36
2105.00000000
PA
USD
2237.85000000
0.001209542534
Long
ABS-MBS
USGA
US
N
2
2036-05-20
Fixed
5.00000000
N
N
N
N
N
N
BCP Trust
N/A
BCP Trust 2021-330N
05553BAA3
120000.00000000
PA
USD
115258.04000000
0.062296177969
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
2.12300000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
155000.00000000
PA
USD
152151.57000000
0.082236877210
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
MIZUHO FIN GRP CAYMAN 2
5493005X5HKEZQSVVC05
Mizuho Financial Group Cayman 2 Ltd
000000000
390000.00000000
PA
USD
389290.20000000
0.210408675879
Long
DBT
CORP
KY
N
2
2022-07-18
Fixed
4.20000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AS8
290000.00000000
PA
USD
267979.43000000
0.144841038971
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.85000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
195000.00000000
PA
USD
175087.38000000
0.094633524781
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
225000.00000000
PA
USD
199302.53000000
0.107721646824
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CA63
27751.00000000
PA
USD
29656.57000000
0.016029172131
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEU1
10000000.00000000
PA
USD
9959375.00000000
5.382973695044
Long
DBT
UST
US
N
2
2025-06-15
Fixed
2.87500000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-1
36418WAQ2
32132.54000000
PA
USD
31685.71000000
0.017125908346
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
4.00000000
N
N
N
N
N
N
BINOM Securitization Trust
N/A
BINOM Securitization Trust 2021-INV1
05552UAB0
312512.11000000
PA
USD
287804.40000000
0.155556298916
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
2.37000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
290000.00000000
PA
USD
273691.85000000
0.147928562695
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUE3
37460.47000000
PA
USD
39958.14000000
0.021597099870
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
5.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDM3
415000.00000000
PA
USD
403207.24000000
0.217930740289
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.55000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CAA3
147.22000000
PA
USD
146.93000000
0.000079414654
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
1.82566000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
90000.00000000
PA
USD
78847.83000000
0.042616709863
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283H6N0
53836.10000000
PA
USD
57973.21000000
0.031334121312
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BD4
360000.00000000
PA
USD
363591.00000000
0.196518435017
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.35000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAF9
165000.00000000
PA
USD
160056.93000000
0.086509669924
Long
DBT
CORP
US
N
2
2025-06-09
Floating
1.57000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAW8
140000.00000000
PA
USD
133102.90000000
0.071941202076
Long
DBT
CORP
N/A
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAA7
319854.44000000
PA
USD
313040.90000000
0.169196453610
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
1.92566000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17328PAQ6
65349.77000000
PA
USD
57304.57000000
0.030972725990
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
2.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AP4
200000.00000000
PA
USD
199159.40000000
0.107644286044
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25000000
N
N
N
N
N
N
Barings CLO Ltd
54930079SUKCXYW8DR07
Barings CLO Ltd 2013-I
06760EAA4
422022.09000000
PA
USD
416338.98000000
0.225028355450
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Floating
1.86271000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413VJY4
18143.10000000
PA
USD
18681.37000000
0.010097152009
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Floating
3.11700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128LU7A8
7214.81000000
PA
USD
7378.47000000
0.003988012291
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Floating
2.58200000
N
N
N
N
N
N
PANASONIC HOLDINGS CORP
254900GE1G59KGWPHX32
Panasonic Holdings Corp
69832AAA4
275000.00000000
PA
USD
275006.05000000
0.148638878757
Long
DBT
CORP
JP
N
2
2022-07-19
Fixed
2.53600000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAK7
74000.00000000
PA
USD
73450.40000000
0.039699436068
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
265000.00000000
PA
USD
256872.98000000
0.138838079127
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408DT95
5278.56000000
PA
USD
5287.37000000
0.002857787122
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Floating
1.83400000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAA4
51744.55000000
PA
USD
51411.77000000
0.027787708116
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BN8
175000.00000000
PA
USD
170790.73000000
0.092311215005
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R2
92538DAA7
93061.71000000
PA
USD
89943.46000000
0.048613821572
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
0.91800000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEM3
250000.00000000
PA
USD
239958.50000000
0.129695919011
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
2.63000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust
30167JAF1
340000.00000000
PA
USD
315644.64000000
0.170603757173
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.02000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2A9
405000.00000000
PA
USD
364738.14000000
0.197138456298
Long
DBT
CORP
AU
N
2
2026-05-05
Fixed
1.45000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-7
92538QAA8
383240.91000000
PA
USD
344306.39000000
0.186095235936
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.82900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDX4
3000.85000000
PA
USD
3217.27000000
0.001738912309
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAS8
55637.43000000
PA
USD
53167.90000000
0.028736884304
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QJPK6
2277.82000000
PA
USD
2270.44000000
0.001227157205
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Floating
2.27500000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CA3
615000.00000000
PA
USD
608798.96000000
0.329051651057
Long
DBT
CORP
US
N
2
2023-06-30
Fixed
2.95000000
N
N
N
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2020-PTB
78449DAB2
130909.14000000
PA
USD
120104.69000000
0.064915758962
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2D2
635000.00000000
PA
USD
621929.80000000
0.336148779774
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services Inc
44920UAS7
200000.00000000
PA
USD
189144.22000000
0.102231150130
Long
DBT
CORP
KR
N
2
2025-04-24
Fixed
2.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KH3Q7
31260.26000000
PA
USD
31524.13000000
0.017038575467
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CE8
200000.00000000
PA
USD
186008.20000000
0.100536152887
Long
DBT
CORP
GB
N
2
2025-11-23
Fixed
1.82200000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
135000.00000000
PA
USD
121410.50000000
0.065621540287
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368D3S1
350000.00000000
PA
USD
346653.30000000
0.187363724651
Long
DBT
CORP
CA
N
2
2025-06-07
Fixed
3.70000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAC7
85000.00000000
PA
USD
85106.25000000
0.045999342833
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-CSMO
05610MAC6
260000.00000000
PA
USD
255448.21000000
0.138068000740
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Floating
3.89070000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd
55817EAN6
465000.00000000
PA
USD
453897.95000000
0.245328720435
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
2.11429000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GAG8
250000.00000000
PA
USD
228655.23000000
0.123586579310
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
4.85415100
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CEQ0
10380000.00000000
PA
USD
10300528.13000000
5.567364615637
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418XEB0
36003.76000000
PA
USD
36810.75000000
0.019895957220
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2021-GR2
36262JAF2
233367.79000000
PA
USD
212829.56000000
0.115032913511
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-1
80286EAE6
415000.00000000
PA
USD
394919.81000000
0.213451441368
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
2.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAQ3
69764.87000000
PA
USD
67195.80000000
0.036318867782
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.50000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM2
452761AC3
123155.76000000
PA
USD
109204.26000000
0.059024151512
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
1.51600000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P4
14687KAE6
190000.00000000
PA
USD
165659.39000000
0.089537761024
Long
ABS-O
CORP
US
N
2
2028-02-10
Fixed
1.98000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trus
N/A
LSTAR Commercial Mortgage Trust 2017-5
54910TAL6
145000.00000000
PA
USD
140245.26000000
0.075801598537
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Fixed
4.02100000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAF3
185000.00000000
PA
USD
182338.90000000
0.098552921471
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
48128U2P3
154872.86000000
PA
USD
149349.86000000
0.080722572223
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
1.13800000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAD4
205000.00000000
PA
USD
202777.19000000
0.109599676658
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.25000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AM4
314000.00000000
PA
USD
313253.31000000
0.169311259754
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.62500000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAK3
360000.00000000
PA
USD
337277.52000000
0.182296180040
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
1.10000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAJ6
255000.00000000
PA
USD
238438.01000000
0.128874104622
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAA9
142857.18000000
PA
USD
138619.28000000
0.074922767529
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CHF4
65793.21000000
PA
USD
70696.49000000
0.038210966652
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
7.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
375000.00000000
PA
USD
346509.00000000
0.187285731493
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGG3
270000.00000000
PA
USD
246138.48000000
0.133036155700
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAD9
230000.00000000
PA
USD
219736.71000000
0.118766180585
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.33900000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAB7
325000.00000000
PA
USD
321750.00000000
0.173903662266
Long
DBT
CORP
KY
N
2
2023-10-01
Fixed
5.12500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DF4
105000.00000000
PA
USD
100703.30000000
0.054429441094
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297EJ72
2625.84000000
PA
USD
2822.85000000
0.001525731011
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
6.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-3
03465LAC9
32266.86000000
PA
USD
30833.77000000
0.016665440635
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
2.87200000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3F6
435000.00000000
PA
USD
407861.66000000
0.220446422290
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
1.71600000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
470000.00000000
PA
USD
467997.33000000
0.252949338361
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408BQC5
1676.12000000
PA
USD
1667.08000000
0.000901045275
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Floating
2.14200000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300P0MOXZPIM3AS61
Neuberger Berman Loan Advisers CLO 26 Ltd
64131QAJ9
250000.00000000
PA
USD
245476.20000000
0.132678197914
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
1.96429000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AR6
80000.00000000
PA
USD
75261.60000000
0.040678377212
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAB5
134759.22000000
PA
USD
128361.27000000
0.069378383670
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
2.73000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAA6
96496.65000000
PA
USD
86543.94000000
0.046776404391
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
0.97000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VV31
35621.16000000
PA
USD
35704.54000000
0.019298058323
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
4.00000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AK5
165000.00000000
PA
USD
159059.51000000
0.085970571273
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2020-A
80286KAG7
435000.00000000
PA
USD
426084.59000000
0.230295790632
Long
ABS-O
CORP
US
N
2
2024-11-20
Fixed
2.52000000
N
N
N
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AD2
260000.00000000
PA
USD
244634.78000000
0.132223416191
Long
DBT
CORP
US
N
2
2024-12-13
Fixed
1.62500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2021-HP1
36262RAF4
138567.36000000
PA
USD
126372.32000000
0.068303369874
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
200000.00000000
PA
USD
189192.40000000
0.102257191089
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAZ1
110000.00000000
PA
USD
105737.50000000
0.057150391573
Long
DBT
CORP
N/A
N
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZE5
350000.00000000
PA
USD
327792.50000000
0.177169591960
Long
DBT
CORP
CA
N
2
2024-09-10
Fixed
0.70000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
125000.00000000
PA
USD
116562.50000000
0.063001229628
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAC1
115000.00000000
PA
USD
114942.50000000
0.062125630769
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RDF3
5588.24000000
PA
USD
6014.74000000
0.003250925605
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QVG3
3192.40000000
PA
USD
3492.08000000
0.001887445224
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.00000000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAE2
235000.00000000
PA
USD
227978.44000000
0.123220778970
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
3.55000000
N
N
N
N
N
N
United Wholesale Mortgage LLC
N/A
UWM Mortgage Trust 2021-INV2
90354TAD1
72572.47000000
PA
USD
66648.49000000
0.036023050491
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAA1
150000.00000000
PA
USD
139312.50000000
0.075297448172
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.80000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZH0
265000.00000000
PA
USD
255542.95000000
0.138119207059
Long
DBT
CORP
US
N
2
2025-01-24
Fixed
1.75700000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAA7
870000.00000000
PA
USD
869510.19000000
0.469964277913
Long
DBT
CORP
IE
N
2
2023-11-25
Fixed
4.50000000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2022-A
98164GAF7
155000.00000000
PA
USD
147507.67000000
0.079726881197
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
2.55000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2017-1
553896AB7
15803.95000000
PA
USD
15448.81000000
0.008349975560
Long
ABS-O
CORP
US
N
2
2034-12-20
Fixed
2.75000000
N
N
N
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
03880KAA2
270000.00000000
PA
USD
258634.69000000
0.139790271266
Long
ABS-CBDO
CORP
KY
N
2
2034-08-15
Floating
2.39400000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAJ2
440000.00000000
PA
USD
436034.24000000
0.235673508032
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
4.70100000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CJ7
200000.00000000
PA
USD
194928.40000000
0.105357459641
Long
DBT
CORP
GB
N
2
2026-03-30
Fixed
3.97100000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-4
85573PAA0
302986.73000000
PA
USD
271958.71000000
0.146991812444
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.16200000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAH4
400000.00000000
PA
USD
385930.80000000
0.208592943282
Long
DBT
CORP
ES
N
2
2023-09-18
Fixed
0.87500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-6
03465JAC4
111524.61000000
PA
USD
92153.01000000
0.049808068151
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.71400000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AX0
45000.00000000
PA
USD
42734.75000000
0.023097838480
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.87500000
N
N
N
N
N
N
Fontainebleau Miami Beach Trus
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAJ3
895000.00000000
PA
USD
860774.13000000
0.465242497562
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
65000.00000000
PA
USD
61587.50000000
0.033287620201
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBB9
100000.00000000
PA
USD
98625.00000000
0.053306134237
Long
DBT
CORP
LU
N
2
2024-07-16
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128NGEY7
1482.59000000
PA
USD
1548.72000000
0.000837072509
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
2.69800000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
170000.00000000
PA
USD
161115.46000000
0.087081798109
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
Santander Consumer Auto Receiv
N/A
Santander Consumer Auto Receivables Trust 2020-B
802830AR0
115000.00000000
PA
USD
110124.26000000
0.059521405185
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
1.29000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
205000.00000000
PA
USD
191957.49000000
0.103751703218
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.18800000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABD2
200000.00000000
PA
USD
196024.00000000
0.105949623906
Long
DBT
CORP
DK
N
2
2025-03-28
Fixed
3.77300000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
45000.00000000
PA
USD
43337.48000000
0.023423609900
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAG6
120000.00000000
PA
USD
114829.92000000
0.062064782053
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAF0
177000.00000000
PA
USD
160142.70000000
0.086556028019
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
N
PSMC Trust
N/A
PSMC 2021-2 Trust
69376CAC8
242532.02000000
PA
USD
220884.10000000
0.119386336989
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
190000.00000000
PA
USD
169070.74000000
0.091381572239
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-D
63941CAB9
110280.91000000
PA
USD
105814.56000000
0.057192041973
Long
ABS-O
CORP
US
N
2
2059-12-15
Fixed
3.01000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
200000.00000000
PA
USD
187482.41000000
0.101332953253
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
CREDICORP LTD
529900UYAEYQCQ2BKB17
Credicorp Ltd
22530EAA0
200000.00000000
PA
USD
185793.49000000
0.100420103608
Long
DBT
CORP
BM
N
2
2025-06-17
Fixed
2.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-2
03463WAD5
400000.00000000
PA
USD
394211.52000000
0.213068615494
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
4.06500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP2 Trust
67448VAG5
30008.67000000
PA
USD
27931.84000000
0.015096967427
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R04
20753YCH3
156295.30000000
PA
USD
153238.30000000
0.082824247302
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
2.92566000
N
N
N
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493002Y0IYARJVQ5N24
T. ROWE PRICE GOVERNMENT RESERVE FUND
76105Y109
8435402.39000000
NS
USD
8435402.39000000
4.559276979980
Long
STIV
RF
US
N
1
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBK4
17742.32000000
PA
USD
17605.15000000
0.009515462501
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
1.62566000
N
N
N
N
N
N
Slide 2018-Fun
N/A
SLIDE 2018-FUN
831350AA1
481606.98000000
PA
USD
474279.23000000
0.256344662109
Long
ABS-MBS
CORP
US
N
2
2031-06-15
Floating
2.47400000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAX5
280000.00000000
PA
USD
258613.88000000
0.139779023604
Long
DBT
CORP
FR
N
2
2025-02-04
Fixed
0.99800000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS OMNICOM GROUP INC
000000000
1.00000000
NC
USD
-7813.45000000
-0.00422311599
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
OMNICOM GP/OMNICOM CAP
Omnicom Group Inc / Omnicom Capital Inc
Y
Default Event
2024-12-20
0.00000000
USD
-9940.50000000
USD
-625000.00000000
USD
2127.05000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXV Ltd
55819MAN6
455000.00000000
PA
USD
442810.24000000
0.239335889432
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
2.05271000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
955000.00000000
PA
USD
957244.25000000
0.517383933980
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
460000.00000000
PA
USD
433550.00000000
0.234330793396
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AF6
75000.00000000
PA
USD
73825.73000000
0.039902299351
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QLRA1
5631.13000000
PA
USD
5800.78000000
0.003135281696
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
2.37000000
N
N
N
N
N
N
Shelter Growth CRE
N/A
Shelter Growth CRE Issuer Ltd
822866AA7
96134.49000000
PA
USD
94819.37000000
0.051249217394
Long
ABS-MBS
CORP
KY
N
2
2036-09-15
Floating
2.40400000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-NUGS
61692AAL6
130000.00000000
PA
USD
123830.85000000
0.066929722817
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
3.30000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABC0
131000.00000000
PA
USD
130991.35000000
0.070799923823
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.85000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAP0
400000.00000000
PA
USD
398105.20000000
0.215173122757
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
145000.00000000
PA
USD
144780.76000000
0.078253005096
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-SOAR
05608WAL8
143909.85000000
PA
USD
135959.05000000
0.073484931509
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
2.72500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAC9
42002.85000000
PA
USD
38740.55000000
0.020939000849
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.11500000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
465000.00000000
PA
USD
480693.75000000
0.259811666055
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-INV1
46591VBH1
113145.59000000
PA
USD
107418.90000000
0.058059176710
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.50000000
N
N
N
N
N
N
BSREP Commercial Mortgage Trus
N/A
BSREP Commercial Mortgage Trust 2021-DC
05591UAG2
175000.00000000
PA
USD
162573.22000000
0.087869707364
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
3.22500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-3
03465LAA3
30922.39000000
PA
USD
29523.12000000
0.015957043324
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.69100000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M
46652RAG9
255000.00000000
PA
USD
244261.24000000
0.132021520390
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
3.09500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCLD6
9082.62000000
PA
USD
9028.50000000
0.004879842159
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2020-A
00217TAD7
475000.00000000
PA
USD
467235.32000000
0.252537477196
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
2.06000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABR7
160000.00000000
PA
USD
152112.00000000
0.082215489897
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.80000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAA6
100527.14000000
PA
USD
97392.17000000
0.052639798101
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.73900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AL70
14449.66000000
PA
USD
15838.78000000
0.008560751663
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED64
385000.48000000
PA
USD
358883.20000000
0.193973901494
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AS2
130000.00000000
PA
USD
123175.00000000
0.066575240402
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.85000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REX8
315000.00000000
PA
USD
312648.43000000
0.168984326274
Long
ABS-O
CORP
US
N
2
2024-09-20
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2014-150E
61764BAA1
340000.00000000
PA
USD
330142.24000000
0.178439610271
Long
ABS-MBS
CORP
US
N
2
2032-09-09
Fixed
3.91200000
N
N
N
N
N
N
GCT Commercial Mortgage Trust
N/A
GCT Commercial Mortgage Trust 2021-GCT
36167RAA1
140000.00000000
PA
USD
135524.48000000
0.073250049413
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
2.12400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DQ69
5601.76000000
PA
USD
5739.90000000
0.003102376475
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Floating
2.28900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JJC3
28217.54000000
PA
USD
30296.07000000
0.016374817483
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
200000.00000000
PA
USD
198723.00000000
0.107408414845
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-4
80285VAF6
255000.00000000
PA
USD
237183.20000000
0.128195888447
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.67000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
225000.00000000
PA
USD
214920.90000000
0.116163268399
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
KNDR Trust 2021-KIND
N/A
KIND Trust 2021-KIND
482606AL4
245000.00000000
PA
USD
230030.87000000
0.124330103270
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
3.07400000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BV0
336000.00000000
PA
USD
332720.98000000
0.179833401506
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KNK1
475000.00000000
PA
USD
459427.13000000
0.248317204200
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
1.87566000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2020-4
14316HAG7
145000.00000000
PA
USD
135947.82000000
0.073478861771
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEQ4
220000.00000000
PA
USD
217023.62000000
0.117299774098
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
3.62000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPD8
10079.24000000
PA
USD
10591.05000000
0.005724389688
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
5.50000000
N
N
N
N
N
N
Slide 2018-Fun
N/A
SLIDE 2018-FUN
831350AL7
527474.31000000
PA
USD
507414.46000000
0.274254026047
Long
ABS-MBS
CORP
US
N
2
2031-06-15
Floating
3.42400000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170AV6
255000.00000000
PA
USD
253792.07000000
0.137172868460
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS GENERAL MILLS INC
000000000
1.00000000
NC
USD
-9680.04000000
-0.00523199504
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
GENERAL MILLS INC
General Mills Inc
Y
Default Event
2024-12-20
0.00000000
USD
-9336.83000000
USD
-596000.00000000
USD
-343.21000000
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABY2
110000.00000000
PA
USD
102546.95000000
0.055425921240
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
1.00000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AL6
140000.00000000
PA
USD
135498.86000000
0.073236201979
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
Dryden Senior Loan Fund
25490017VKY7XEFZL303
Dryden 86 CLO Ltd
26245XAL1
250000.00000000
PA
USD
241294.95000000
0.130418261045
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
2.14429000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408DVP6
1888.16000000
PA
USD
1876.72000000
0.001014354253
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Floating
1.59000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AH9
90000.00000000
PA
USD
87206.31000000
0.047134410821
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2016-A LLC
28415PAA2
206483.35000000
PA
USD
203724.55000000
0.110111718223
Long
ABS-O
CORP
US
N
2
2028-04-25
Fixed
2.73000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2020-4
36260KAF1
105000.00000000
PA
USD
99529.42000000
0.053794967027
Long
ABS-O
CORP
US
N
2
2026-05-18
Fixed
1.05000000
N
N
N
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd
03880RAA7
200000.00000000
PA
USD
193500.00000000
0.104585419264
Long
ABS-CBDO
CORP
KY
N
2
2036-11-15
Floating
2.67400000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AX8
35000.00000000
PA
USD
33250.00000000
0.017971396333
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.30000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BB9
300000.00000000
PA
USD
284985.30000000
0.154032594753
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CH8
435000.00000000
PA
USD
424647.00000000
0.229518783124
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NET
126438AA8
112565.89000000
PA
USD
103808.62000000
0.056107845199
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
2.25690000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
90000.00000000
PA
USD
88841.79000000
0.048018376513
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
BINOM Securitization Trust
N/A
BINOM Securitization Trust 2021-INV1
05552UAC8
98688.03000000
PA
USD
90816.24000000
0.049085553160
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
2.62500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R1
92538BAB9
32439.09000000
PA
USD
31411.44000000
0.016977667297
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
1.05700000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
69809.80000000
PA
USD
65469.38000000
0.035385749645
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740BD0
415000.00000000
PA
USD
413480.69000000
0.223483469362
Long
DBT
CORP
US
N
2
2022-09-28
Fixed
2.60000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
168000.00000000
PA
USD
166172.66000000
0.089815179930
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
Galton Funding Mortgage Trust
N/A
Galton Funding Mortgage Trust 2020-H1
36418HAD4
380000.00000000
PA
USD
348983.11000000
0.188622970933
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.83200000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2020-A
98163DAF5
160000.00000000
PA
USD
154264.26000000
0.083378771626
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
1.25000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
470000.00000000
PA
USD
464079.41000000
0.250831729545
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.37500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
170000.00000000
PA
USD
161002.92000000
0.087020971013
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BA9
85000.00000000
PA
USD
85065.71000000
0.045977431242
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.15000000
N
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XXVI Ltd
87190GAC5
250000.00000000
PA
USD
244353.88000000
0.132071591673
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
2.14271000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AG0
165000.00000000
PA
USD
159331.76000000
0.086117720526
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.60000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAD7
325000.00000000
PA
USD
308097.15000000
0.166524390734
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
0.80000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WFCL37N4TDUR08
Magnetite XXV Ltd
55955GAA1
500000.00000000
PA
USD
489538.19000000
0.264592025050
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Floating
2.38400000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAK5
400000.00000000
PA
USD
385993.20000000
0.208626670053
Long
DBT
CORP
ES
N
2
2024-06-30
Fixed
0.70100000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAL7
440000.00000000
PA
USD
437250.00000000
0.236330617951
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTA7
379831.02000000
PA
USD
376576.40000000
0.203536954414
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
3.02566000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEG3
280000.00000000
PA
USD
279750.80000000
0.151203383502
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.70000000
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE
549300MJAANHLHOVTO40
Sydney Airport Finance Co Pty Ltd
87124VAD1
250000.00000000
PA
USD
250360.00000000
0.135317858228
Long
DBT
CORP
AU
N
2
2023-03-22
Fixed
3.90000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-3
31573JAA8
105279.09000000
PA
USD
92454.76000000
0.049971161951
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.24100000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2021-2
24381WAC2
66162.61000000
PA
USD
59383.54000000
0.032096394978
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
1.26000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2022-1
78433QAA3
140727.22000000
PA
USD
134043.38000000
0.072449525049
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.16600000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEL3
105000.00000000
PA
USD
104109.60000000
0.056270522819
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.87800000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAE1
64115.91000000
PA
USD
58251.59000000
0.031484583788
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.05200000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAL9
187500.00000000
PA
USD
179022.04000000
0.096760181452
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
2.32400000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAA2
243921.48000000
PA
USD
239613.51000000
0.129509454288
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
3.02566000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-NQM2 Trust
55283WAB7
65185.99000000
PA
USD
58778.92000000
0.031769602026
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
1.31700000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAA6
40911.49000000
PA
USD
37321.79000000
0.020172170826
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
0.79700000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-2
03465DAA1
127262.75000000
PA
USD
115750.03000000
0.062562095180
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.98500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9XM0
265466.95000000
PA
USD
270206.13000000
0.146044555007
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAF2
435000.00000000
PA
USD
420621.64000000
0.227343103727
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
1.59000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAA8
200000.00000000
PA
USD
174366.00000000
0.094243623852
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.71100000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
103929.39000000
PA
USD
100209.95000000
0.054162788812
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
2.57566000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-3
03465EAA9
99681.83000000
PA
USD
90293.88000000
0.048803221172
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.06800000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2021-FL10 Ltd
07335YAA4
185000.00000000
PA
USD
178120.34000000
0.096272818803
Long
ABS-CBDO
CORP
KY
N
2
2036-12-16
Floating
2.96229000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEK3
4755000.00000000
PA
USD
4713393.75000000
2.547556906998
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
200000.00000000
PA
USD
187314.80000000
0.101242361201
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040677
330000.00000000
PA
USD
325404.49000000
0.175878888978
Long
ABS-MBS
USGSE
US
N
2
2051-07-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AF69
36862.94000000
PA
USD
39519.49000000
0.021360012562
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A26K3
12531.09000000
PA
USD
12379.79000000
0.006691191356
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBB0
200000.00000000
PA
USD
200121.80000000
0.108164456625
Long
DBT
CORP
GB
N
2
2024-05-16
Fixed
4.33800000
N
N
N
N
N
N
CYTEC INDUSTRIES INC
549300CC16G1Y2NHCH33
Cytec Industries Inc
232820AJ9
235000.00000000
PA
USD
232768.44000000
0.125809741028
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300P0MOXZPIM3AS61
Neuberger Berman Loan Advisers CLO 26 Ltd
64131QAL4
255000.00000000
PA
USD
243303.23000000
0.131503722573
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
2.44429000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AA6
360000.00000000
PA
USD
360177.48000000
0.194673450933
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QWA5
48202.74000000
PA
USD
51652.89000000
0.027918031818
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KKY4
140000.00000000
PA
USD
127806.14000000
0.069078339723
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
2.42566000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
265000.00000000
PA
USD
259088.65000000
0.140035633524
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-INV1
64829WAF1
142648.58000000
PA
USD
130094.36000000
0.070315106897
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335APZ5
100794.85000000
PA
USD
98685.65000000
0.053338915145
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
350000.00000000
PA
USD
353169.60000000
0.190885739987
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.37500000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHN7
220000.00000000
PA
USD
211962.87000000
0.114564473527
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
1.42000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-3
80285WAE7
33177.18000000
PA
USD
33148.86000000
0.017916730859
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
0.69000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIII Ltd
55819JAN3
485000.00000000
PA
USD
473297.12000000
0.255813838408
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
2.13635000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM1 Trust
67114BAA5
150983.81000000
PA
USD
141913.53000000
0.076703286999
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.07200000
N
N
N
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank NA - SBCLN
80290CAE4
182977.26000000
PA
USD
177823.63000000
0.096112449089
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.83300000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
43000.00000000
PA
USD
42745.53000000
0.023103664996
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73400000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
88728.74000000
PA
USD
87077.45000000
0.047064762877
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CB5
310000.00000000
PA
USD
293737.09000000
0.158762877060
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408GJG3
657.68000000
PA
USD
653.83000000
0.000353390618
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Floating
2.14500000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-6 Mortgage Loan Trust
12658YAA3
146899.89000000
PA
USD
127986.07000000
0.069175590651
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
1.90700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BYZ5
0.10000000
PA
USD
0.10000000
0.000000054049
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2019-A LLC
28416TAA3
297985.31000000
PA
USD
283663.48000000
0.153318160134
Long
ABS-O
CORP
US
N
2
2034-01-25
Fixed
2.61000000
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
LeasePlan Corp NV
52206AAD2
400000.00000000
PA
USD
382566.40000000
0.206774508220
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
2.87500000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
330544.22920000
PA
USD
285920.76000000
0.154538204450
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEL9
165000.00000000
PA
USD
156277.28000000
0.084466795092
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
0.75000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
320000.00000000
PA
USD
288749.44000000
0.156067086536
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
GM Financial Consumer Automobi
N/A
GM Financial Consumer Automobile Receivables Trust 2020-2
36258VAD6
111285.48000000
PA
USD
110427.09000000
0.059685082717
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.49000000
N
N
N
N
N
N
InTown Hotel Portfolio Trust
N/A
InTown Hotel Portfolio Trust 2018-STAY
46117MAL8
145000.00000000
PA
USD
142991.98000000
0.077286181807
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
2.97500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LAE2
182.98000000
PA
USD
183.68000000
0.000099277776
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDA6
30000.00000000
PA
USD
29006.25000000
0.015677678643
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAM5
610000.00000000
PA
USD
617625.00000000
0.333822064979
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2022-NQM4
45276NAA9
378468.30000000
PA
USD
375557.20000000
0.202986083824
Long
ABS-MBS
CORP
US
N
2
2067-06-25
Variable
4.76700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407CB71
1444.78000000
PA
USD
1435.09000000
0.000775656275
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
2.33900000
N
N
N
N
N
N
Bayview Opportunity Master Fun
N/A
Bayview MSR Opportunity Master Fund Trust 2021-INV5
07336JAH1
161430.71000000
PA
USD
147662.03000000
0.079810311716
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAA3
147009.96000000
PA
USD
136345.31000000
0.073693702383
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.90900000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAL3
30000.00000000
PA
USD
29887.50000000
0.016153988208
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.45000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
250000.00000000
PA
USD
229375.00000000
0.123975610045
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
46591JAJ5
355000.00000000
PA
USD
342202.71000000
0.184958211363
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
2.92400000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AQ7
400000.00000000
PA
USD
397307.20000000
0.214741809245
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-6
03465JAB6
119490.66000000
PA
USD
100304.01000000
0.054213627595
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.58100000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
1065000.00000000
PA
USD
1027725.00000000
0.555478294646
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2021-NQM3
105690AA9
166935.74000000
PA
USD
160265.91000000
0.086622622176
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
1.69900000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2022-1
67571EAC1
180000.00000000
PA
USD
177017.17000000
0.095676563005
Long
ABS-O
CORP
US
N
2
2028-05-22
Fixed
4.90000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AL8
255000.00000000
PA
USD
253725.00000000
0.137136617586
Long
DBT
CORP
US
N
2
2023-06-22
Fixed
4.20000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
215000.00000000
PA
USD
209850.97000000
0.113423006101
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65400000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky Ltd
111013AL2
975000.00000000
PA
USD
970320.00000000
0.524451286930
Long
DBT
CORP
GB
N
2
2024-09-16
Fixed
3.75000000
N
N
N
N
N
N
LONG ISLAND NY PWR AUTH ELEC S
1R46U5SYJ63KQXF39168
Long Island Power Authority
542691DP2
85000.00000000
PA
USD
83670.91000000
0.045223551434
Long
DBT
MUN
US
N
2
2023-03-01
Fixed
0.76400000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDE1
260000.00000000
PA
USD
260017.11000000
0.140537459769
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
4.95000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CE7
350000.00000000
PA
USD
335815.20000000
0.181505806137
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.86800000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2022-B
80287UAE9
75000.00000000
PA
USD
73513.59000000
0.039733589828
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EBU2
3535.00000000
PA
USD
3736.19000000
0.002019385000
Long
ABS-MBS
USGA
US
N
2
2034-12-20
Fixed
5.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCM5
265000.00000000
PA
USD
250240.83000000
0.135253447662
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
2.63600000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XHT4
20307.75000000
PA
USD
20183.78000000
0.010909194282
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
2.97357000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-NXS2
94989MAB5
147883.36000000
PA
USD
145407.91000000
0.078591975358
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Fixed
3.02000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BC7
220000.00000000
PA
USD
205219.08000000
0.110919501410
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122NC34
200000.00000000
PA
USD
192251.50000000
0.103910613601
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
1.71100000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AY8
120000.00000000
PA
USD
118609.80000000
0.064107781198
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.62500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TBF1
41922.60000000
PA
USD
41064.80000000
0.022195241989
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
2.57357000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CW0
185000.00000000
PA
USD
174920.28000000
0.094543208381
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.95000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2021-2
24381WAA6
66162.61000000
PA
USD
58435.19000000
0.031583818325
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.89900000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCG3
230000.00000000
PA
USD
231967.88000000
0.125377043854
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
4.45000000
N
N
N
N
N
N
HPHT FINANCE 19 LTD
254900U58MWSWY66P584
HPHT Finance 19 Ltd
000000000
400000.00000000
PA
USD
390600.00000000
0.211116613771
Long
DBT
CORP
KY
N
2
2024-11-05
Fixed
2.87500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300QGM7D5K3CV2643
WFRBS Commercial Mortgage Trust 2014-LC14
96221TAE7
440000.00000000
PA
USD
438130.48000000
0.236806511336
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
4.04500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KA46
59.46000000
PA
USD
59.52000000
0.000032170150
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
5.50000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
54304.93000000
PA
USD
53519.20000000
0.028926759538
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAA1
205000.00000000
PA
USD
195621.25000000
0.105731940301
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.39600000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
54890.58000000
PA
USD
51855.79000000
0.028027697873
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EG8
80000.00000000
PA
USD
76788.64000000
0.041503731830
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
205000.00000000
PA
USD
202999.41000000
0.109719785040
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABV8
80000.00000000
PA
USD
74770.72000000
0.040413059947
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.87500000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AZ5
415000.00000000
PA
USD
414501.59000000
0.224035258791
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAP4
45000.00000000
PA
USD
45101.88000000
0.024377255966
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
3.20000000
N
N
N
N
N
N
Sequoia Mortgage Trust
5493003EWUCLH0O45S72
Sequoia Mortgage Trust 2018-CH4
81747LAB7
14146.88000000
PA
USD
14036.18000000
0.007586458760
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MKV3
12471.12000000
PA
USD
13395.36000000
0.007240099957
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAF0
280000.00000000
PA
USD
278388.66000000
0.150467156199
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.96100000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-1
92538WAC1
326914.56000000
PA
USD
304908.01000000
0.164800682496
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
3.28800000
N
N
N
N
N
N
Nissan Auto Receivables Owner
N/A
Nissan Auto Receivables 2020-A Owner Trust
65479MAC0
156239.48000000
PA
USD
154830.65000000
0.083684901526
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.38000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBH0
180000.00000000
PA
USD
177366.96000000
0.095865622094
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.07900000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKS7
190000.00000000
PA
USD
189745.78000000
0.102556289173
Long
DBT
CORP
US
N
2
2025-04-25
Fixed
3.84100000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
95003JAC9
264363.64000000
PA
USD
240502.71000000
0.129990060773
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403VLM9
5795.92000000
PA
USD
5765.92000000
0.003116440106
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Floating
2.03000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-NQM1
36262EAA4
70189.18000000
PA
USD
65425.10000000
0.035361816609
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.01700000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
453140AF2
200000.00000000
PA
USD
197195.80000000
0.106582973748
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
4.25000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-J1 Trust
67113XAD2
221058.87000000
PA
USD
201106.54000000
0.108696701823
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 YEAR US TREASURY NOTE
000000000
169.00000000
NC
USD
-190122.22000000
-0.10275975240
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-09-30
35682763.02000000
USD
-190122.22000000
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BY0
495000.00000000
PA
USD
461066.76000000
0.249203412939
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415LL62
7261.42000000
PA
USD
7548.23000000
0.004079766404
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Floating
2.10300000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAA1
480000.00000000
PA
USD
464341.92000000
0.250973614395
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.12500000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
115000.00000000
PA
USD
102761.23000000
0.055541738107
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.63100000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAA6
465000.00000000
PA
USD
459202.85000000
0.248195982402
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
2.37500000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2020-A
98163MAG3
295000.00000000
PA
USD
284351.98000000
0.153690289649
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.64000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS ENBRIDGE INC
000000000
1.00000000
NC
USD
8370.24000000
0.004524057156
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ENBRIDGE INC
Enbridge Inc
Y
Default Event
2023-06-20
0.00000000
USD
-23928.05000000
USD
1750000.00000000
USD
32298.29000000
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP2 Trust
67448VAF7
114032.93000000
PA
USD
106846.21000000
0.057749641703
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H042679
350000.00000000
PA
USD
355140.63000000
0.191951068147
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QM4V3
202479.77000000
PA
USD
182368.54000000
0.098568941687
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBQ8
130000.00000000
PA
USD
123146.53000000
0.066559852563
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
240000.00000000
PA
USD
230517.60000000
0.124593177488
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.10600000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AZ7
250000.00000000
PA
USD
245751.50000000
0.132826995671
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAJ1
70000.00000000
PA
USD
67708.55000000
0.036596005630
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GR
N/A
PeaceHealth Obligated Group
70462GAB4
50000.00000000
PA
USD
46187.15000000
0.024963836937
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EK3V5
24571.32000000
PA
USD
24523.79000000
0.013254939840
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-2
92538FAA2
85325.72000000
PA
USD
77127.13000000
0.041686683347
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.03100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EGN3
1695.56000000
PA
USD
1801.94000000
0.000973936177
Long
ABS-MBS
USGA
US
N
2
2036-01-20
Fixed
5.00000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AJ0
340000.00000000
PA
USD
337788.98000000
0.182572620653
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
-85.00000000
NC
USD
-57151.79000000
-0.03089014945
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-09-30
-9484098.21000000
USD
-57151.79000000
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2022-GR2
36250BAE6
5117.10000000
PA
USD
5128.03000000
0.002771664948
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
1.95678700
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAA2
150000.00000000
PA
USD
148638.62000000
0.080338151894
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
2.47566000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAH3
110000.00000000
PA
USD
107746.52000000
0.058236253067
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
3.86900000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd
64132DAJ7
400000.00000000
PA
USD
390054.71000000
0.210821888276
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
2.03429000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CV9
190000.00000000
PA
USD
188714.46000000
0.101998867805
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
3.37500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AV5
80000.00000000
PA
USD
79751.76000000
0.043105277812
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA4
35564KWS4
348771.81000000
PA
USD
344367.83000000
0.186128443834
Long
ABS-MBS
CORP
US
N
2
2042-05-25
Floating
3.12566000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJH3
135000.00000000
PA
USD
128752.61000000
0.069589900249
Long
DBT
CORP
US
N
2
2024-10-24
Fixed
0.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJR6
23322.89000000
PA
USD
25051.67000000
0.013540255350
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAE4
190000.00000000
PA
USD
177584.37000000
0.095983130704
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.89000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAG0
145000.00000000
PA
USD
135169.71000000
0.073058298668
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BY77
235.55000000
PA
USD
241.71000000
0.000130642592
Long
ABS-MBS
USGSE
US
N
2
2023-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411ETV9
1515.28000000
PA
USD
1628.36000000
0.000880117381
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.00000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300IUW4WDDDVSMS20
Palmer Square CLO 2020-3 Ltd
69701RAL1
480000.00000000
PA
USD
468375.99000000
0.253154001487
Long
ABS-CBDO
CORP
KY
N
2
2031-11-15
Floating
2.49129000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HM2
220000.00000000
PA
USD
208590.58000000
0.112741773974
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
2022-08-24
T. ROWE PRICE FIXED INCOME SERIES, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President