NPORT-P
false
0001257927
XXXXXXXX
S000003483
C000009629
C000103218
Weitz Funds
811-21410
0001257927
5493001DCTX72JLZFE90
1125 SOUTH 103 ST
Suite 200
OMAHA
68124
402-391-1980
Short Duration Income Fund
S000003483
54930007RBMNZNW1JB54
2022-03-31
2022-03-31
N
784410079.87
2706673.14
781703406.73
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
30239550.68
CAD
USD
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2020 2
38014RAA2
363021.85000000
PA
USD
363144.44000000
0.046455527361
Long
ABS-MBS
CORP
US
Y
2
2024-08-15
Fixed
1.58000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DF98
1785442.92000000
PA
USD
1767811.15000000
0.226148579471
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
2.50000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020 2
03066EAG9
320000.00000000
PA
USD
312943.01000000
0.040033471429
Long
ABS-MBS
CORP
US
N
2
2026-03-18
Fixed
2.13000000
N
N
N
N
N
N
BALLYROCK CLO LTD
N/A
BALLYROCK CLO 2016 1 LTD
05875FBA4
4000000.00000000
PA
USD
3990480.00000000
0.510485174510
Long
ABS-MBS
CORP
US
Y
2
2028-10-15
Floating
1.59129000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31402CVZ2
115768.42000000
PA
USD
125227.12000000
0.016019774114
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2019 2
916780AB5
148700.48000000
PA
USD
148875.65000000
0.019045030214
Long
ABS-MBS
CORP
US
Y
2
2029-09-20
Fixed
3.73400000
N
N
N
N
N
N
BDS LTD
N/A
BDS 2021 FL10 LTD
07335YAA4
4000000.00000000
PA
USD
3947603.20000000
0.505000127415
Long
ABS-MBS
CORP
US
Y
2
2036-12-18
Floating
1.45000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST
N/A
DELL EQUIPMENT FINANCE TRUST
24703WAB5
2750000.00000000
PA
USD
2739653.13000000
0.350472200378
Long
ABS-MBS
CORP
US
N
2
2027-08-22
Fixed
2.11000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST
03066PAF6
3000000.00000000
PA
USD
2870074.50000000
0.367156452855
Long
ABS-MBS
CORP
US
N
2
2026-09-18
Fixed
1.49000000
N
N
N
N
N
N
STWD MORTGAGE TRUST
N/A
STWD 2022 FL3 LTD
78485KAA3
6500000.00000000
PA
USD
6459102.00000000
0.826285512432
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.43280000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PCM6
1000000.00000000
PA
USD
948704.37000000
0.121363724634
Long
DBT
CORP
US
N
2
2025-08-09
Fixed
0.76800000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416W6F4
491928.42000000
PA
USD
496151.63000000
0.063470572819
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
3.00000000
N
N
N
N
N
N
KREF LTD
N/A
KREF
48275RAA5
4500000.00000000
PA
USD
4460903.95000000
0.570664514391
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Floating
1.17300000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST
N/A
OCTANE RECEIVABLES TRUST 2021 2
67578AAA6
2312417.39000000
PA
USD
2255861.90000000
0.288582841085
Long
ABS-MBS
CORP
US
Y
2
2028-09-20
Fixed
1.21000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418MVX7
5665.28000000
PA
USD
5772.93000000
0.000738506439
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Fixed
5.00000000
N
N
N
N
N
N
REDWOOD TRUST, INC.
DRBV4N1ERQLEMIF11G78
REDWOOD TRUST INC
758075AC9
10000000.00000000
PA
USD
9909939.30000000
1.267736486074
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4.75000000
N
N
N
N
N
REDWOOD TRUST, INC.
REDWOOD TRUST, INC.
USD
XXXX
N
N
N
ABPCI DIRECT LENDING FUND CLO LTD
N/A
ABPCI DIRECT LENDING FUND CLO X LP
000848AA9
6500000.00000000
PA
USD
6509721.18000000
0.832761009348
Long
ABS-MBS
CORP
US
Y
2
2032-01-20
Floating
2.08150000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WHRU8
1146344.15000000
PA
USD
1135074.72000000
0.145205292727
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
FOUNDATION FINANCE TRUST
N/A
FOUNDATION FINANCE TRUST 2021 2
35042PAA8
2500672.88000000
PA
USD
2409216.52000000
0.308200846927
Long
ABS-MBS
CORP
US
Y
2
2042-01-15
Fixed
2.19000000
N
N
N
N
N
N
FOUNDATION FINANCE TRUST
N/A
FOUNDATION FINANCE TRUST 2019 1
35041JAA3
1199345.09000000
PA
USD
1211353.65000000
0.154963332585
Long
ABS-MBS
CORP
US
Y
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
XEROX CORPORATION
984121CQ4
1370000.00000000
PA
USD
1377562.40000000
0.176225712737
Long
DBT
CORP
US
N
2
2023-03-15
Variable
4.62500000
N
N
N
N
N
N
GPMT LTD
N/A
GPMT 2018 FL1 LTD
36255CAJ8
4500000.00000000
PA
USD
4506959.25000000
0.576556173504
Long
ABS-MBS
CORP
US
Y
2
2035-11-21
Floating
3.39900000
N
N
N
N
N
N
FIRST INVESTORS AUTO OWNER TRUST
N/A
FIRST INVESTORS AUTO OWNER TRUST 2022 1
32057KAA8
3406795.22000000
PA
USD
3378277.28000000
0.432168678160
Long
ABS-MBS
CORP
US
Y
2
2027-01-15
Fixed
2.03000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31374CPY6
1090272.39000000
PA
USD
1114253.04000000
0.142541663552
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417C7D1
497393.48000000
PA
USD
502309.68000000
0.064258346026
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
VMC FINANCE LLC
N/A
VMC FINANCE 2021 FL4 LLC
91835RAA8
4074724.30000000
PA
USD
4017873.75000000
0.513989540714
Long
ABS-MBS
CORP
US
Y
2
2036-06-16
Floating
1.23700000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES TRUST
36263DAA5
5920226.78000000
PA
USD
5866225.43000000
0.750441328449
Long
ABS-MBS
CORP
US
Y
2
2025-07-15
Fixed
0.84000000
N
N
N
N
N
N
FREED ABS TRUST
N/A
FREED ABS TRUST 2020 1CP
35635BAA2
201081.06000000
PA
USD
200663.64000000
0.025670048035
Long
ABS-MBS
CORP
US
Y
2
2028-03-20
Fixed
0.66000000
N
N
N
N
N
N
OFFICE PROPERTIES INCOME TRUST
N/A
OFFICE PROPERTIES INCOME TRUST
38376AAB9
1000000.00000000
PA
USD
1002204.79000000
0.128207806358
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST
N/A
AFFIRM ASSET SECURITIZATION TRUST 2021 A
00833MAA2
2150000.00000000
PA
USD
2138942.55000000
0.273625844736
Long
ABS-MBS
CORP
US
Y
2
2025-08-15
Fixed
0.88000000
N
N
N
N
N
N
LOANCORE ISSUER LTD
N/A
LOANCORE 2021 CRE5 ISSUER LTD
53947XAA0
5000000.00000000
PA
USD
4953359.24000000
0.633662230118
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Floating
1.49114000
N
N
N
N
N
N
PFP LTD
N/A
PFP 2021 7 LTD
69290LAC1
4499775.45000000
PA
USD
4464371.22000000
0.571108067531
Long
ABS-MBS
CORP
US
Y
2
2038-04-14
Floating
1.27600000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2020 1
91679UAA0
66390.14000000
PA
USD
66402.83000000
0.008494632289
Long
ABS-MBS
CORP
US
Y
2
2030-04-22
Fixed
2.32200000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2020 3
30166NAF3
1440000.00000000
PA
USD
1413456.05000000
0.180817435082
Long
ABS-MBS
CORP
US
N
2
2026-07-15
Fixed
1.73000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST
N/A
SEQ PAID
69547PAA7
4159625.33000000
PA
USD
4032017.59000000
0.515798902152
Long
ABS-MBS
CORP
US
Y
2
2029-01-16
Fixed
1.02000000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
35105JAB4
1750000.00000000
PA
USD
1725869.78000000
0.220783197967
Long
ABS-MBS
CORP
US
Y
2
2025-09-15
Fixed
1.15000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2020 8
46652TAF7
331381.82000000
PA
USD
332208.95000000
0.042498081387
Long
ABS-MBS
CORP
US
Y
2
2051-03-25
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMKJ1
40371.01000000
PA
USD
41424.32000000
0.005299237491
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
UNITED AUTO CREDIT SECURITIZATION TRUST
N/A
UNITED AUTO CREDIT SECURITIZATION TRUST
90943UAA2
46828.13000000
PA
USD
46799.43000000
0.005986852506
Long
ABS-MBS
CORP
US
Y
2
2023-07-10
Fixed
0.34000000
N
N
N
N
N
N
ARI FLEET LEASE TRUST
N/A
ARI FLEET LEASE TRUST 2018 B
04033BAB4
6325.29000000
PA
USD
6326.81000000
0.000809361958
Long
ABS-MBS
CORP
US
Y
2
2027-08-16
Fixed
3.22000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416XQD5
678975.09000000
PA
USD
685171.03000000
0.087651022638
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
3.00000000
N
N
N
N
N
N
CCG RECEIVABLES TRUST
N/A
CCG RECEIVABLES TRUST
12510GAC6
250000.00000000
PA
USD
251740.48000000
0.032204091453
Long
ABS-MBS
CORP
US
Y
2
2026-09-14
Fixed
3.22000000
N
N
N
N
N
N
AMUR EQUIPMENT FINANCE RECEIVABLES LLC
N/A
AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC
03237KAB0
3360999.33000000
PA
USD
3296549.14000000
0.421713543988
Long
ABS-MBS
CORP
US
Y
2
2026-11-20
Fixed
0.75000000
N
N
N
N
N
N
LOANCORE ISSUER LTD
N/A
LOANCORE 2021 CRE7 ISSUER LTD
53946PAA8
4750000.00000000
PA
USD
4734496.00000000
0.605663984477
Long
ABS-MBS
CORP
US
Y
2
2037-01-17
Floating
1.59833000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2017 3
46647SBY5
3225248.39000000
PA
USD
3097366.97000000
0.396233014124
Long
ABS-MBS
CORP
US
Y
2
2047-08-25
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828P79
25000000.00000000
PA
USD
24967924.25000000
3.194040608629
Long
DBT
UST
US
N
2
2023-02-28
Fixed
1.50000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE BACKED SECURITIES TRUST 2021 PJ9
36263CAH2
3657829.16000000
PA
USD
3504547.10000000
0.448321840461
Long
ABS-MBS
CORP
US
Y
2
2052-02-26
Fixed
2.50000000
N
N
N
N
N
N
CFMT TRUST
N/A
CFMT 2021 AL1 LLC
12529UAF7
5594145.17000000
PA
USD
5474488.64000000
0.700328103071
Long
ABS-MBS
CORP
US
Y
2
2031-09-22
Fixed
2.15000000
N
N
N
N
N
N
FREED ABS TRUST
N/A
FREED ABS TRUST 2022 1FP
35633KAA4
1235423.89000000
PA
USD
1226902.92000000
0.156952484719
Long
ABS-MBS
CORP
US
Y
2
2029-03-19
Fixed
0.94000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138A4Y33
2717857.50000000
PA
USD
2776694.36000000
0.355210727763
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.50000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC
N/A
ENTERPRISE FLEET FINANCING 2019 2 LLC
29374DAB4
630049.66000000
PA
USD
631450.76000000
0.080778816436
Long
ABS-MBS
CORP
US
Y
2
2025-02-20
Fixed
2.29000000
N
N
N
N
N
N
CARLISLE COMPANIES INCORPORATED
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC
142339AG5
500000.00000000
PA
USD
504617.47000000
0.064553571809
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.50000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE BACKED SECURITIES CORP TRUST 2022 PJ2
36267EBT7
2981068.50000000
PA
USD
2919858.22000000
0.373525072919
Long
ABS-MBS
CORP
US
Y
2
2052-06-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMKU6
89343.74000000
PA
USD
91690.29000000
0.011729549751
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CRK2
822906.49000000
PA
USD
814780.05000000
0.104231354626
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132A9UR6
829930.30000000
PA
USD
821734.50000000
0.105121007907
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137B6MD0
219958.14000000
PA
USD
219501.15000000
0.028079850760
Long
ABS-MBS
USGSE
US
N
2
2028-12-15
Fixed
2.50000000
N
N
N
N
N
N
ACC TRUST
N/A
ACC AUTO TRUST
00108XAA6
2622778.72000000
PA
USD
2599148.53000000
0.332498043071
Long
ABS-MBS
CORP
US
Y
2
2027-04-15
Fixed
1.08000000
N
N
N
N
N
N
DEXT ABS LLC
N/A
DEXT ABS FUNDING LLC
23345CAA7
3297952.41000000
PA
USD
3227848.17000000
0.412924920399
Long
ABS-MBS
CORP
US
Y
2
2028-02-15
Fixed
1.12000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128PUEW8
605389.52000000
PA
USD
619312.71000000
0.079226047202
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
3.50000000
N
N
N
N
N
N
LAD AUTO RECEIVABLES TRUST
N/A
LAD AUTO RECEIVABLES TRUST 2021 1
501683AA4
7661719.48000000
PA
USD
7510670.98000000
0.960808270162
Long
ABS-MBS
CORP
US
Y
2
2026-08-17
Fixed
1.30000000
N
N
N
N
N
N
SIERRA TIMESHARE RECEIVABLES FUNDING LLC
N/A
SIERRA RECEIVABLES FUNDING CO LLC
826525AA5
897258.91000000
PA
USD
860770.08000000
0.110114664025
Long
ABS-MBS
CORP
US
Y
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
TIAA CHURCHILL MIDDLE MARKET CLO LTD
N/A
CHURCHILL MIDDLE MARKET CLO LTD
17151KAA4
2750000.00000000
PA
USD
2744938.81000000
0.351148374993
Long
ABS-MBS
CORP
US
Y
2
2033-10-24
Floating
1.63382000
N
N
N
N
N
N
CERBERUS LOAN FUNDING L.P.
N/A
CERBERUS LOAN FUNDING XXIX LP
15674HAA3
4500000.00000000
PA
USD
4479165.00000000
0.573000573035
Long
ABS-MBS
CORP
US
Y
2
2032-10-15
Floating
2.02375000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST 2021 2
57108TAA5
1817904.56000000
PA
USD
1801170.02000000
0.230416038166
Long
ABS-MBS
CORP
US
Y
2
2031-09-15
Fixed
0.51000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST
N/A
AFFIRM ASSET SECURITIZATION TRUST 2020 A
00833LAA4
4951508.80000000
PA
USD
4943041.72000000
0.632342353563
Long
ABS-MBS
CORP
US
Y
2
2025-02-18
Fixed
2.10000000
N
N
N
N
N
N
THEOREM FUNDING TRUST
N/A
THEOREM FUNDING TRUST 2021 1
88339VAA6
3651771.03000000
PA
USD
3600039.31000000
0.460537753706
Long
ABS-MBS
CORP
US
Y
2
2027-12-15
Fixed
1.21000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020 3
80285WAF4
900000.00000000
PA
USD
893376.90000000
0.114285916155
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
1.12000000
N
N
N
N
N
N
ARES CAPITAL CORPORATION
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LAX1
3000000.00000000
PA
USD
3023961.45000000
0.386842557415
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
4.20000000
N
N
N
N
N
N
BHG SECURITIZATION TRUST
N/A
BHG SECURITIZATION TRUST 2021 A
08861YAA4
722799.11000000
PA
USD
688860.44000000
0.088122993205
Long
ABS-MBS
CORP
US
Y
2
2033-11-17
Fixed
1.42000000
N
N
N
N
N
N
CCG RECEIVABLES TRUST
N/A
CCG RECEIVABLES TRUST 2019 2
12510FAB0
459221.24000000
PA
USD
460154.74000000
0.058865643419
Long
ABS-MBS
CORP
US
Y
2
2027-03-15
Fixed
2.11000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418AU48
318534.12000000
PA
USD
315541.52000000
0.040365887788
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
2.50000000
N
N
N
N
N
N
GPMT LTD
N/A
GPMT 2018 FL1 LTD
36255CAG4
5434511.19000000
PA
USD
5452678.76000000
0.697538057664
Long
ABS-MBS
CORP
US
Y
2
2035-11-19
Floating
2.59900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31398WC36
409363.65000000
PA
USD
420035.72000000
0.053733387418
Long
ABS-MBS
USGSE
US
N
2
2039-12-15
Fixed
4.50000000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO LTD
381743AA1
4500000.00000000
PA
USD
4492082.15000000
0.574653009226
Long
ABS-MBS
CORP
US
Y
2
2033-08-05
Floating
1.84500000
N
N
N
N
N
N
PFP LTD
N/A
PFP 2019 5 LTD
69346TAG9
1500000.00000000
PA
USD
1474417.50000000
0.188615974717
Long
ABS-MBS
CORP
US
Y
2
2036-04-14
Floating
2.12571000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RAV6
9560000.00000000
PA
USD
9620641.57000000
1.230727854985
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.12500000
N
N
N
N
N
N
BANKERS HEALTHCARE GROUP
N/A
BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 2020
06616PAA5
3010360.12000000
PA
USD
2999005.94000000
0.383650104909
Long
ABS-MBS
CORP
US
Y
2
2031-09-17
Fixed
2.56000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
CHASE AUTO CREDIT LINKED NOTES SERIES 2020 1
46591HAN0
834781.56000000
PA
USD
828083.27000000
0.105933179115
Long
ABS-MBS
CORP
US
Y
2
2028-01-25
Fixed
0.99100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417YUM7
1644730.36000000
PA
USD
1692979.33000000
0.216575662255
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
BPCRE LTD.
N/A
BPCRE 2021 FL1 LTD
05601GAC0
4000000.00000000
PA
USD
4011344.00000000
0.513154217503
Long
ABS-MBS
CORP
US
Y
2
2037-02-15
Floating
1.54657000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST 2021 10INV
33851RAD3
5581754.63000000
PA
USD
5376258.98000000
0.687761999463
Long
ABS-MBS
CORP
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING, INC.
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC
527298BM4
1455000.00000000
PA
USD
1459808.78000000
0.186747143153
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.25000000
N
N
N
N
N
N
FS KKR CAPITAL CORP.
549300TYRSI1T21B1360
FS KKR CAPITAL CORP
302635AJ6
6000000.00000000
PA
USD
5660417.94000000
0.724113249509
Long
DBT
CORP
US
N
2
2024-10-12
Fixed
1.65000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLOBAL FUNDING I
59217GDB2
1000000.00000000
PA
USD
1002860.90000000
0.128291739727
Long
DBT
CORP
US
Y
2
2022-06-17
Fixed
2.40000000
N
N
N
N
N
N
HILTON USA TRUST
N/A
HILTON USA TRUST 2016 SFP
43289VAQ6
4300000.00000000
PA
USD
4262114.85000000
0.545234268305
Long
ABS-MBS
CORP
US
Y
2
2035-11-05
Fixed
5.51910000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA PASS THRU INT 15 YEAR
31412N6C5
75451.47000000
PA
USD
77401.33000000
0.009901623727
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
4.50000000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AQ7
1000000.00000000
PA
USD
1063585.00000000
0.136059916183
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.69400000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO 31M LTD
38175WAG3
1000000.00000000
PA
USD
991565.00000000
0.126846703169
Long
ABS-MBS
CORP
US
Y
2
2030-08-05
Floating
3.21500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128283J7
2500000.00000000
PA
USD
2476074.23000000
0.316753670085
Long
DBT
UST
US
N
2
2024-11-30
Fixed
2.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828YV6
17000000.00000000
PA
USD
16563710.98000000
2.118925264671
Long
DBT
UST
US
N
2
2024-11-30
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31398V7F7
311756.21000000
PA
USD
316251.61000000
0.040456726589
Long
ABS-MBS
USGSE
US
N
2
2025-03-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMKW2
98634.76000000
PA
USD
101475.69000000
0.012981354453
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.00000000
N
N
N
N
N
N
FORTRESS CREDIT OPPORTUNITIES CLO LIMITED
N/A
FORTRESS CREDIT OPPORTUNITIES XV CLO LTD
34962UAC2
3500000.00000000
PA
USD
3466263.50000000
0.443424381953
Long
ABS-MBS
CORP
US
Y
2
2033-04-25
Floating
1.80771000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020 2
96042PAB8
331525.31000000
PA
USD
331430.36000000
0.042398479672
Long
ABS-MBS
CORP
US
Y
2
2024-02-15
Fixed
0.93000000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST
N/A
OCTANE RECEIVABLES TRUST 2020 1
67592LAA4
2597648.50000000
PA
USD
2582801.38000000
0.330406821534
Long
ABS-MBS
CORP
US
Y
2
2025-02-20
Fixed
1.71000000
N
N
N
N
N
N
SECURITIZED TERM AUTO RECEIVABLES TRUST
N/A
SECURITIZED TERM AUTO LOAN RECEIVABLES TRUST 2019
81379MAC8
370204.08000000
PA
USD
371481.95000000
0.047522109639
Long
ABS-MBS
CORP
US
Y
2
2026-03-25
Fixed
2.84900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMF81
343.17000000
PA
USD
344.19000000
0.000044030766
Long
ABS-MBS
USGSE
US
N
2
2022-06-01
Fixed
5.50000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST
14686XAD1
11141.04000000
PA
USD
11145.92000000
0.001425850252
Long
ABS-MBS
CORP
US
Y
2
2024-04-15
Fixed
2.51000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST, INC.
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST
85571BAL9
1175000.00000000
PA
USD
1191103.38000000
0.152372801467
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST 2017 1
33850BAT4
729065.98000000
PA
USD
712446.48000000
0.091140255225
Long
ABS-MBS
CORP
US
Y
2
2047-03-25
Variable
3.00000000
N
N
N
N
N
N
DRAX FINCO PLC
5493000MW6H7G7JFNQ88
DRAX FINCO PLC
26151AAA7
3500000.00000000
PA
USD
3544537.50000000
0.453437642651
Long
DBT
CORP
GB
Y
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
ARI FLEET LEASE TRUST
N/A
ARI FLEET LEASE TRUST 2020 A
00217TAB1
403077.17000000
PA
USD
403425.87000000
0.051608559784
Long
ABS-MBS
CORP
US
Y
2
2028-08-15
Fixed
1.77000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2020 3
91680EAA3
1084463.87000000
PA
USD
1082260.35000000
0.138448974468
Long
ABS-MBS
CORP
US
Y
2
2030-11-20
Fixed
1.70200000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD.
N/A
PALMER SQUARE LOAN FUNDING 2021 1 LTD
69701YAC6
3000000.00000000
PA
USD
2990253.00000000
0.382530378434
Long
ABS-MBS
CORP
US
Y
2
2029-04-20
Floating
1.50400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31398RSZ9
74824.62000000
PA
USD
75266.00000000
0.009628460021
Long
ABS-MBS
USGSE
US
N
2
2025-06-25
Fixed
3.75000000
N
N
N
N
N
N
FORTRESS CREDIT OPPORTUNITIES CLO LIMITED
N/A
FORTRESS CREDIT OPPORTUNITIES IX CLO LTD
34961JAY0
1500000.00000000
PA
USD
1490085.00000000
0.190620251513
Long
ABS-MBS
CORP
US
Y
2
2033-10-15
Floating
1.67375000
N
N
N
N
N
N
MF1 LTD
N/A
MF1 2021 FL7 LTD
55284AAA6
2000000.00000000
PA
USD
1972050.38000000
0.252276037563
Long
ABS-MBS
CORP
US
Y
2
2036-10-18
Floating
1.54757000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
N/A
CITIGROUP MORTGAGE LOAN TRUST INC
17322GAA7
433071.87000000
PA
USD
427813.68000000
0.054728388838
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
CERBERUS LOAN FUNDING L.P.
N/A
CERBERUS
15674LAA4
3000000.00000000
PA
USD
2971530.00000000
0.380135224487
Long
ABS-MBS
CORP
US
Y
2
2033-04-22
Floating
1.74375000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128PWML9
1722552.42000000
PA
USD
1762135.47000000
0.225422513811
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
3.50000000
N
N
N
N
N
N
FREED ABS TRUST
N/A
FREED ABS TRUST 2021 2
35635CAA0
251037.52000000
PA
USD
250684.79000000
0.032069041511
Long
ABS-MBS
CORP
US
Y
2
2028-06-19
Fixed
0.68000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2021 6
46653PAF4
5310564.41000000
PA
USD
5115445.25000000
0.654397205635
Long
ABS-MBS
CORP
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAJ0
20000000.00000000
PA
USD
18508203.20000000
2.367675903757
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
Masonite International Corporation
549300H0H07ZFT4JYM32
MASONITE INTERNATIONAL C
575385AD1
400000.00000000
PA
USD
403548.00000000
0.051624183357
Long
DBT
CORP
CA
Y
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46655DAE2
2150003.00000000
PA
USD
2058662.70000000
0.263355984159
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.50000000
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES LLC
N/A
PAWNEE EQUIPMENT RECEIVABLES SERIES 2020 1 LLC
70410LAA8
1305223.37000000
PA
USD
1299086.86000000
0.166186669882
Long
ABS-MBS
CORP
US
Y
2
2025-11-17
Fixed
1.37000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST
57109KAA3
6250000.00000000
PA
USD
6210141.88000000
0.794437100636
Long
ABS-MBS
CORP
US
Y
2
2032-04-15
Fixed
1.36000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2021 8
46592TAF0
1727878.52000000
PA
USD
1645760.06000000
0.210535101399
Long
ABS-MBS
CORP
US
Y
2
2051-12-25
Fixed
2.50000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES TRUST
36261AAA3
389062.37000000
PA
USD
388660.90000000
0.049719739821
Long
ABS-MBS
CORP
US
Y
2
2024-05-15
Fixed
0.34000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
CHASE AUTO CREDIT LINKED NOTES SERIES 2020 2
46591HAU4
906353.10000000
PA
USD
894892.72000000
0.114479828576
Long
ABS-MBS
CORP
US
Y
2
2028-02-25
Fixed
0.84000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLE
96042WAB3
6500000.00000000
PA
USD
6488126.45000000
0.829998487168
Long
ABS-MBS
CORP
US
Y
2
2024-12-16
Fixed
1.97000000
N
N
N
N
N
N
NXP B.V.
724500RKKW4NOJ9YQF60
NXP BV NXP FUNDING LLC
62947QAV0
3500000.00000000
PA
USD
3556497.18000000
0.454967593767
Long
DBT
CORP
NL
N
2
2023-06-01
Fixed
4.62500000
N
N
N
N
N
N
SECURITIZED TERM AUTO RECEIVABLES TRUST
N/A
SECURITIZED TERM AUTO LOAN RECEIVABLES TRUST 2019
81379MAB0
493605.37000000
PA
USD
494633.55000000
0.063276371286
Long
ABS-MBS
CORP
US
Y
2
2026-03-25
Fixed
2.45300000
N
N
N
N
N
N
EXPEDIA GROUP, INC.
N/A
EXPEDIA GROUP INC
30212PBJ3
2000000.00000000
PA
USD
2017777.06000000
0.258125657714
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EHQU9
893986.61000000
PA
USD
885976.69000000
0.113339238689
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
2.50000000
N
N
N
N
N
N
BCRED MML CLO
N/A
BCRED MML CLO 2022 1 LLC
072917AA5
3000000.00000000
PA
USD
2964291.00000000
0.379209169933
Long
ABS-MBS
CORP
US
Y
2
2035-04-20
Floating
2.19700000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CS2
1000000.00000000
PA
USD
1017499.61000000
0.130164407784
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50800000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST
N/A
HPEFS EQUIPMENT TRUST 2020 1
40438FAC8
1389128.40000000
PA
USD
1389980.49000000
0.177814306299
Long
ABS-MBS
CORP
US
Y
2
2030-02-20
Fixed
1.76000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBP5
16000000.00000000
PA
USD
14839375.04000000
1.898338284346
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.12500000
N
N
N
N
N
N
DEXT ABS LLC
N/A
DEXT ABS 2020 1 LLC
25216AAA2
1391493.85000000
PA
USD
1384180.85000000
0.177072382963
Long
ABS-MBS
CORP
US
Y
2
2027-02-16
Fixed
1.46000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST 2021 7
33852JAE8
5830453.15000000
PA
USD
5615801.52000000
0.718405660209
Long
ABS-MBS
CORP
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
KKR LENDING PARTNERS CLO LLC
N/A
KKR LENDING PARTNERS III CLO LLC
48254VAG8
2000000.00000000
PA
USD
1984312.15000000
0.253844633772
Long
ABS-MBS
CORP
US
Y
2
2030-10-20
Floating
2.15400000
N
N
N
N
N
N
ABERCROMBIE & FITCH MANAGEMENT CO.
5493003QMCFDA98NPT74
ABERCROMBIE FITCH MANA
003000AA4
2125000.00000000
PA
USD
2247060.00000000
0.287456851365
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
8.75000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST
N/A
PAGAYA AI DEBT SELECTION TRUST 2021 1
69547JAA1
3981858.56000000
PA
USD
3927671.84000000
0.502450393101
Long
ABS-MBS
CORP
US
Y
2
2027-11-15
Fixed
1.18000000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202
35105WAC3
202208.05000000
PA
USD
201365.73000000
0.025759863429
Long
ABS-MBS
CORP
US
Y
2
2024-08-15
Fixed
0.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46625HJJ0
3956000.00000000
PA
USD
4001244.50000000
0.511862231320
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31294MLN9
1022687.26000000
PA
USD
1034091.39000000
0.132286923799
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST
N/A
J P MORGAN WEALTH MANAGEMENT 2020 ATR1
46652HAF3
903467.93000000
PA
USD
904514.96000000
0.115710760911
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31419AA98
64468.02000000
PA
USD
65791.90000000
0.008416478607
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
5.00000000
N
N
N
N
N
N
SIERRA TIMESHARE RECEIVABLES FUNDING LLC
N/A
SIERRA TIMESHARE 2019 2 RECEIVABLES FUNDING LLC
82652MAB6
68343.77000000
PA
USD
67058.11000000
0.008578459479
Long
ABS-MBS
CORP
US
Y
2
2036-05-20
Fixed
2.82000000
N
N
N
N
N
N
BFLD TRUST
N/A
BFLD TRUST 2020 OBRK
05553JAA6
2625000.00000000
PA
USD
2601378.94000000
0.332783369958
Long
ABS-MBS
CORP
US
Y
2
2022-11-15
Floating
2.44657000
N
N
N
N
N
N
HGI CRE CLO LTD
N/A
HGI CRE CLO LTD
40441LAA4
4750000.00000000
PA
USD
4701312.50000000
0.601418960122
Long
ABS-MBS
CORP
US
Y
2
2036-06-16
Floating
1.15600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31412QEL9
40923.62000000
PA
USD
42078.56000000
0.005382931638
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
4.00000000
N
N
N
N
N
N
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD
N/A
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD
03880RAA7
5000000.00000000
PA
USD
4954626.50000000
0.633824345313
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Floating
1.74657000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JAKW7
1389963.65000000
PA
USD
1402353.41000000
0.179397121456
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
3.00000000
N
N
N
N
N
N
PDC ENERGY, INC.
5493008W8H2T511J5Y59
PDC ENERGY INC
69327RAG6
1463000.00000000
PA
USD
1482655.41000000
0.189669815589
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.12500000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS, LLC
N/A
MILEAGE PLUS HLDINGS LLC
599191AA1
1000000.00000000
PA
USD
1043750.00000000
0.133522508794
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST
91679LAA0
1337229.24000000
PA
USD
1313633.16000000
0.168047516320
Long
ABS-MBS
CORP
US
Y
2
2031-07-20
Fixed
0.83000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS
494550BL9
2000000.00000000
PA
USD
2007515.78000000
0.256812975703
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.95000000
N
N
N
N
N
N
MATADOR RESOURCES COMPANY
549300CI3Q2UUK5R4G79
MATADOR RESOURCES CO
576485AE6
500000.00000000
PA
USD
509825.00000000
0.065219749026
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020 3
96042QAL4
1650000.00000000
PA
USD
1599564.62000000
0.204625514770
Long
ABS-MBS
CORP
US
Y
2
2026-02-17
Fixed
1.65000000
N
N
N
N
N
N
KIMCO REALTY CORPORATION
549300EA7I6T15IBYS12
KIMCO REALTY CORP
49446RAK5
495000.00000000
PA
USD
497390.18000000
0.063629015265
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.12500000
N
N
N
N
N
N
CONN'S RECEIVABLES FUNDING LLC
N/A
CONN S RECEIVABLES FUNDING 2021 A LLC
20825GAA3
6878586.45000000
PA
USD
6851974.57000000
0.876544033326
Long
ABS-MBS
CORP
US
Y
2
2026-05-15
Fixed
1.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417YBM8
46578.90000000
PA
USD
47876.38000000
0.006124622150
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
CERBERUS LOAN FUNDING L.P.
N/A
CERBERUS ONSHORE CLO LLC
15674UAA4
2833685.87000000
PA
USD
2835244.01000000
0.362700736057
Long
ABS-MBS
CORP
US
Y
2
2033-11-22
Floating
1.57800000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2020 2
38014RAC8
250000.00000000
PA
USD
250517.65000000
0.032047660000
Long
ABS-MBS
CORP
US
Y
2
2025-06-16
Fixed
3.16000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418U2F0
146617.25000000
PA
USD
150821.67000000
0.019293976296
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
READYCAP COMMERCIAL MORTGAGE TRUST
N/A
READY CAPITAL MORTGAGE FINANCING 2020 FL4 LLC
75575JAA3
2618519.25000000
PA
USD
2629328.50000000
0.336358838577
Long
ABS-MBS
CORP
US
Y
2
2035-02-25
Floating
2.60657000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE, INC.
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC
931427AU2
5000000.00000000
PA
USD
4874800.30000000
0.623612518255
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.95000000
N
N
N
N
N
N
ARI FLEET LEASE TRUST
N/A
ARI FLEET LEASE TRUST 2019 A
04033JAB7
142641.41000000
PA
USD
142661.01000000
0.018250017688
Long
ABS-MBS
CORP
US
Y
2
2027-11-15
Fixed
2.41000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST
N/A
PAGAYA AI DEBT SELECTION TRUST 2020 3
69546TAA0
595975.99000000
PA
USD
595784.03000000
0.076216123004
Long
ABS-MBS
CORP
US
Y
2
2027-05-17
Fixed
2.10000000
N
N
N
N
N
N
QVC, INC.
549300WBLU5NKPX5X472
QVC INC
747262AK9
3000000.00000000
PA
USD
3019770.00000000
0.386306363001
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31395W4L8
512821.24000000
PA
USD
550369.09000000
0.070406382428
Long
ABS-MBS
USGSE
US
N
2
2034-12-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417AKQ1
489947.83000000
PA
USD
494792.11000000
0.063296655194
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
3.00000000
N
N
N
N
N
N
CONN'S RECEIVABLES FUNDING LLC
N/A
CONN S RECEIVABLES FUNDING 2020 A LLC
20825XAA6
22952.70000000
PA
USD
22932.15000000
0.002933612646
Long
ABS-MBS
CORP
US
Y
2
2025-06-16
Fixed
1.71000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202FZU3
2121861.27000000
PA
USD
2139346.09000000
0.273677467896
Long
ABS-MBS
USGA
US
N
2
2026-12-20
Fixed
3.00000000
N
N
N
N
N
N
CITIBANK NA
N/A
DDCA - WEITZ AG
N/A
34968.75000000
NS
USD
34968.75
0.004473403812
Long
STIV
US
N
1
N
N
BRUNSWICK CORPORATION
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP DE
117043AS8
500000.00000000
PA
USD
473081.54000000
0.060519314093
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.85000000
N
N
N
N
N
N
VMC FINANCE LLC
N/A
VMC FINANCE 2018 FL2 LLC
91832YAG3
1417068.81000000
PA
USD
1421349.77000000
0.181827245188
Long
ABS-MBS
CORP
US
Y
2
2035-10-15
Floating
2.34657000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE BACKED SECURITIES
36263NAH8
4398340.83000000
PA
USD
4236738.31000000
0.541987955217
Long
ABS-MBS
CORP
US
Y
2
2052-05-28
Variable
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410GBG7
87.13000000
PA
USD
87.03000000
0.000011133378
Long
ABS-MBS
USGSE
US
N
2
2022-06-01
Fixed
5.50000000
N
N
N
N
N
N
AREIT LTD.
N/A
AREIT 2021 CRE5 TRUST
04002PAA2
6000000.00000000
PA
USD
5974092.00000000
0.764240241064
Long
ABS-MBS
CORP
US
Y
2
2026-07-17
Floating
1.52143000
N
N
N
N
N
N
ATALAYA EQUIPMENT LEASING TRUST LLC.
N/A
ATALAYA EQUIPMENT LEASING TRUST 21 1
046497AA1
728874.25000000
PA
USD
728103.76000000
0.093143224620
Long
ABS-MBS
CORP
US
Y
2
2022-11-15
Fixed
0.32573000
N
N
N
N
N
N
Markel Corporation
549300SCNO12JLWIK605
MARKEL CORP
570535AK0
3850000.00000000
PA
USD
3878228.16000000
0.496125272911
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4.90000000
N
N
N
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORPORATION
526057BW3
1951000.00000000
PA
USD
2004997.87000000
0.256490870161
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.87500000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
JPMORGAN CHASE BANK NA CACLN
48128U2M0
3318266.56000000
PA
USD
3257324.60000000
0.416695715018
Long
ABS-MBS
CORP
US
Y
2
2028-12-26
Fixed
0.88900000
N
N
N
N
N
N
ASHTEAD CAPITAL, INC.
213800J1134IW58IC398
ASHTEAD CAPITAL INC
045054AF0
3000000.00000000
PA
USD
3043395.00000000
0.389328609009
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
4.37500000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2021 5
91679JAA5
2370628.18000000
PA
USD
2267876.38000000
0.290119802533
Long
ABS-MBS
CORP
US
Y
2
2031-11-20
Fixed
1.31000000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST
N/A
OCTANE RECEIVABLES TRUST
67571AAA3
1269498.57000000
PA
USD
1240228.50000000
0.158657169627
Long
ABS-MBS
CORP
US
Y
2
2027-03-22
Fixed
0.93000000
N
N
N
N
N
N
ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST
N/A
ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2021
04047AAA2
472501.53000000
PA
USD
464330.37000000
0.059399814047
Long
ABS-MBS
CORP
US
Y
2
2027-01-15
Fixed
1.19000000
N
N
N
N
N
N
IVY HILL MIDDLE MARKET CREDIT FUND, LTD.
N/A
IVY HILL MIDDLE MARKET CREDIT FUND IX LTD
46604EAE2
3500000.00000000
PA
USD
3458843.50000000
0.442475172836
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Floating
1.98100000
N
N
N
N
N
N
CINEMARK USA, INC.
54930008H2137JSCPQ09
CINEMARK USA INC
172441BD8
2199000.00000000
PA
USD
2135602.83000000
0.273198608527
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Highwoods Realty Limited Partnership
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP
431282AM4
1275000.00000000
PA
USD
1281335.48000000
0.163915811159
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.62500000
N
N
N
N
N
N
REDWOOD TRUST, INC.
DRBV4N1ERQLEMIF11G78
REDWOOD TRUST INC
758075AD7
6300000.00000000
PA
USD
6315771.42000000
0.807949839494
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.62500000
N
N
N
N
N
REDWOOD TRUST, INC.
REDWOOD TRUST, INC.
USD
XXXX
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828Y95
15000000.00000000
PA
USD
14618261.70000000
1.870052192960
Long
DBT
UST
US
N
2
2026-07-31
Fixed
1.87500000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
CHASE AUTO CREDIT LINKED NOTES SERIES 2021 1
46591HBR0
3938596.82000000
PA
USD
3870407.89000000
0.495124858952
Long
ABS-MBS
CORP
US
Y
2
2028-09-25
Fixed
0.87500000
N
N
N
N
N
N
BPR TRUST
N/A
BPR TRUST 2021 KEN
05591QAA4
3000000.00000000
PA
USD
2981250.60000000
0.381378739600
Long
ABS-MBS
CORP
US
Y
2
2029-02-15
Fixed
1.33400000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZC7
9000000.00000000
PA
USD
8653359.42000000
1.106987553783
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.12500000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST
N/A
OCTANE RECEIVABLES TRUST 2019 1
67576TAA7
126485.00000000
PA
USD
126632.84000000
0.016199601909
Long
ABS-MBS
CORP
US
Y
2
2023-09-20
Fixed
3.16000000
N
N
N
N
N
N
AMUR EQUIPMENT FINANCE RECEIVABLES LLC
N/A
AMUR EQUIPMENT FINANCE RECEIVABLES VIII LLC
03237PAG8
547320.56000000
PA
USD
546785.34000000
0.069947928497
Long
ABS-MBS
CORP
US
Y
2
2025-08-20
Fixed
1.68000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST 2021 2
57108TAB3
2000000.00000000
PA
USD
1938852.00000000
0.248029109673
Long
ABS-MBS
CORP
US
Y
2
2031-09-15
Fixed
1.06000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZL7
5000000.00000000
PA
USD
4682812.50000000
0.599052333619
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST
30167HAG3
2400000.00000000
PA
USD
2391339.84000000
0.305913959106
Long
ABS-MBS
CORP
US
N
2
2025-12-15
Fixed
2.73000000
N
N
N
N
N
N
RATE MORTGAGE TRUST
N/A
RATE MORTGAGE TRUST
75409TAG0
4733323.05000000
PA
USD
4559062.92000000
0.583221574928
Long
ABS-MBS
CORP
US
Y
2
2051-10-25
Variable
0.83333000
N
N
N
N
N
N
ABPCI DIRECT LENDING FUND CLO LTD
N/A
ABPCI DIRECT LENDING FUND CLO I LLC
00086AAQ7
2000000.00000000
PA
USD
1979746.00000000
0.253260505577
Long
ABS-MBS
CORP
US
Y
2
2033-07-20
Floating
1.85525000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2021 1
91681NAA2
744726.10000000
PA
USD
738033.17000000
0.094413451911
Long
ABS-MBS
CORP
US
Y
2
2031-03-20
Fixed
0.87000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828UN8
7000000.00000000
PA
USD
7024093.23000000
0.898562443188
Long
DBT
UST
US
N
2
2023-02-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MB3H8
9841.93000000
PA
USD
10092.57000000
0.001291099656
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
4.50000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2014 2
46641YAJ2
967305.84000000
PA
USD
951588.28000000
0.121732651003
Long
ABS-MBS
CORP
US
Y
2
2029-06-25
Variable
3.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
1000000.00000000
PA
USD
1007964.15000000
0.128944576846
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31395PEM0
248859.40000000
PA
USD
259342.35000000
0.033176566427
Long
ABS-MBS
USGSE
US
N
2
2035-02-15
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBS9
7000000.00000000
PA
USD
6530644.54000000
0.835437646014
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
RCKT MORTGAGE TRUST
N/A
RCKT MORTGAGE TRUST
74938DAE3
6295103.54000000
PA
USD
6063345.53000000
0.775658066447
Long
ABS-MBS
CORP
US
Y
2
2051-07-25
Fixed
2.50000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2020 7
46591XAF2
198413.48000000
PA
USD
198504.95000000
0.025393895982
Long
ABS-MBS
CORP
US
Y
2
2051-01-25
Variable
3.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2021 4
46652VAG0
2373092.77000000
PA
USD
2283345.01000000
0.292098638734
Long
ABS-MBS
CORP
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST 2020 3
81748AAD6
514502.87000000
PA
USD
513992.64000000
0.065752897527
Long
ABS-MBS
CORP
US
Y
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31385XEC7
1255691.60000000
PA
USD
1375563.16000000
0.175969958446
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST 2021 1
57110NAA4
625765.58000000
PA
USD
623350.44000000
0.079742576869
Long
ABS-MBS
CORP
US
Y
2
2031-06-16
Fixed
0.60000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC
N/A
ENTERPRISE FLEET FINANCING 2020 1 LLC
29373KAB9
1519839.46000000
PA
USD
1519323.17000000
0.194360566542
Long
ABS-MBS
CORP
US
Y
2
2025-12-22
Fixed
1.78000000
N
N
N
N
N
N
SANTANDER BANK, N.A.
N/A
SANTANDER BANK NA SBCLN
80290CAE4
2799290.65000000
PA
USD
2750494.26000000
0.351859060139
Long
ABS-MBS
CORP
US
Y
2
2031-12-15
Fixed
1.83300000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST 2020 2
81748KAG7
75073.19000000
PA
USD
75078.83000000
0.009604516157
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
HGI CRE CLO LTD
N/A
HGI CRE CLO 2021 FL2 LTD
40390JAA0
2750000.00000000
PA
USD
2705815.09000000
0.346143443498
Long
ABS-MBS
CORP
US
Y
2
2026-09-19
Floating
1.44857000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EGQZ0
137728.78000000
PA
USD
140861.89000000
0.018019863900
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS, LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS
25470DAQ2
2277000.00000000
PA
USD
2283103.07000000
0.292067688376
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2016 3
46647EAT8
1690176.95000000
PA
USD
1628280.64000000
0.208299033365
Long
ABS-MBS
CORP
US
Y
2
2046-10-25
Fixed
3.00000000
N
N
N
N
N
N
CARLISLE COMPANIES INCORPORATED
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC
142339AK6
2000000.00000000
PA
USD
1938731.50000000
0.248013694619
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828XT2
18000000.00000000
PA
USD
17851640.58000000
2.283684633622
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2018 6
46650JAN4
628967.83000000
PA
USD
625374.91000000
0.080001558726
Long
ABS-MBS
CORP
US
Y
2
2048-12-25
Variable
3.00000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2017 3
30165YAE3
207455.46000000
PA
USD
208123.01000000
0.026624293588
Long
ABS-MBS
CORP
US
Y
2
2023-07-17
Fixed
3.68000000
N
N
N
N
N
N
PFP LTD
N/A
PFP 2019 5 LTD
69346TAE4
2500000.00000000
PA
USD
2490617.50000000
0.318614128908
Long
ABS-MBS
CORP
US
Y
2
2036-04-14
Floating
1.77571000
N
N
N
N
N
N
FREED ABS TRUST
N/A
FREED ABS TRUST 2022 1FP
35633KAB2
4000000.00000000
PA
USD
3901790.40000000
0.499139490298
Long
ABS-MBS
CORP
US
Y
2
2029-03-19
Fixed
1.91000000
N
N
N
N
N
N
DT AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST 2020 3
26253AAA4
63145.38000000
PA
USD
63075.72000000
0.008069009224
Long
ABS-MBS
CORP
US
Y
2
2024-04-15
Fixed
0.54000000
N
N
N
N
N
N
BLACKROCK RAINIER CLO LTD
N/A
BLACKROCK RAINIER CLO VI LTD
09261MAA4
5500000.00000000
PA
USD
5452430.50000000
0.697506298815
Long
ABS-MBS
CORP
US
Y
2
2033-04-20
Floating
1.95400000
N
N
N
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHX1
500000.00000000
PA
USD
497013.14000000
0.063580782138
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.40000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK CA
336158AK6
4200000.00000000
PA
USD
4205613.26000000
0.538006259636
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.50000000
N
N
N
N
N
N
Goldman Sachs Financial Square
N/A
GLDMN SCHS FIN SQ GV-FST
38141W273
314719.00000000
NS
USD
314718.75000000
0.040260634313
Long
STIV
RF
US
N
1
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GLS AUTO RECEIVABLES ISSUER TRUST 2020 3
36260CAB8
614873.94000000
PA
USD
614356.65000000
0.078592039475
Long
ABS-MBS
CORP
US
Y
2
2024-08-15
Fixed
1.38000000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD
N/A
GOLUB CAPITAL PARTNERS CLO LTD
381743AC7
2500000.00000000
PA
USD
2470295.84000000
0.316014465170
Long
ABS-MBS
CORP
US
Y
2
2033-08-05
Floating
2.16500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31294MDH1
618719.06000000
PA
USD
625344.50000000
0.079997668503
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128PTL60
908091.56000000
PA
USD
928379.18000000
0.118763609318
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.50000000
N
N
N
N
N
N
CHESAPEAKE FUNDING LLC
549300LG5AUFDML64706
CHESAPEAKE FUNDING II LLC
165183CP7
1778193.02000000
PA
USD
1730948.21000000
0.221432859969
Long
ABS-MBS
CORP
US
Y
2
2033-04-15
Fixed
0.47000000
N
N
N
N
N
N
HERCULES CAPITAL, INC.
549300UJ5OC256GR2B73
HERCULES CAPITAL INC
427096AH5
1500000.00000000
PA
USD
1380009.38000000
0.176538744505
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.62500000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021 1
96043FAE3
2385000.00000000
PA
USD
2310861.80000000
0.295618744923
Long
ABS-MBS
CORP
US
Y
2
2026-03-16
Fixed
0.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416PDQ7
29268.44000000
PA
USD
30084.42000000
0.003848572200
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE BACKED SECURITIES TRUST 2020 NQM1
36259WAA9
648078.45000000
PA
USD
633161.05000000
0.080997606579
Long
ABS-MBS
CORP
US
Y
2
2060-09-27
Fixed
1.38200000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST
N/A
AFFIRM ASSET SECURITIZATION TRUST 2021 B
00834DAA1
2000000.00000000
PA
USD
1912228.20000000
0.244623239906
Long
ABS-MBS
CORP
US
Y
2
2026-08-15
Fixed
1.03000000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP INC.
N/A
AMERICAN AIRLINES GROUP
02376RAE2
750000.00000000
PA
USD
685098.75000000
0.087641776164
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417A6U8
1271538.75000000
PA
USD
1285110.60000000
0.164398746242
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
BLACKROCK ELBERT CLO LTD
N/A
BLACKROCK ELBERT CLO V LTD
09260RAA4
4000000.00000000
PA
USD
3976676.00000000
0.508719287361
Long
ABS-MBS
CORP
US
Y
2
2031-12-15
Floating
2.72600000
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES LLC
N/A
PAWNEEE EQUIPMENT RECEIVABLES SERIES 2021 1 LLC
704100AB2
4250000.00000000
PA
USD
4114256.28000000
0.526319348819
Long
ABS-MBS
CORP
US
Y
2
2027-07-15
Fixed
1.10000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416BN53
563959.19000000
PA
USD
618096.38000000
0.079070447266
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA TBA
31416CMH6
7530.96000000
PA
USD
7674.06000000
0.000981709934
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
BUNKER HILL LOAN DEPOSITARY TRUST
N/A
BUNKER HILL LOAN DEPOSITARY TRUST 2019 3
12062BAA3
1094374.75000000
PA
USD
1085452.31000000
0.138857308367
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Fixed
2.72400000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNERS, LP
549300TLGDBYE711G509
ENABLE MIDSTREAM PARTNER
292480AH3
1852000.00000000
PA
USD
1864467.74000000
0.238513446909
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137AUGF0
3920469.39000000
PA
USD
3702801.01000000
0.473683621962
Long
ABS-MBS
USGSE
US
N
2
2027-08-15
Fixed
1.75000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
N/A
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
025291AA3
500094.83000000
PA
USD
499196.06000000
0.063860033831
Long
ABS-MBS
CORP
US
Y
2
2024-10-15
Fixed
0.37000000
N
N
N
N
N
N
BRIGHTWOOD CAPITAL MM CLO
N/A
BRIGHTWOOD CAPITAL MM CLO 2020 1 LTD
10948VAA3
2296995.58000000
PA
USD
2298144.08000000
0.293991820966
Long
ABS-MBS
CORP
US
Y
2
2028-12-15
Floating
2.72600000
N
N
N
N
N
N
ASHTEAD CAPITAL, INC.
213800J1134IW58IC398
ASHTEAD CAPITAL INC
045054AN3
1000000.00000000
PA
USD
908982.40000000
0.116282261555
Long
DBT
CORP
US
Y
2
2026-08-12
Fixed
1.50000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST
N/A
DELL EQUIPMENT FINANCE TRUST
24702VAE2
625000.00000000
PA
USD
600738.19000000
0.076849887671
Long
ABS-MBS
CORP
US
Y
2
2026-12-22
Fixed
0.53000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST
N/A
PAGAYA AI DEBT SELECTION TRUST 2021 3
69546RAA4
1252465.05000000
PA
USD
1227325.95000000
0.157006601152
Long
ABS-MBS
CORP
US
Y
2
2029-05-15
Fixed
1.15000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128283Z1
2000000.00000000
PA
USD
2013593.76000000
0.257590505895
Long
DBT
UST
US
N
2
2025-02-28
Fixed
2.75000000
N
N
N
N
N
N
RELX Capital Inc.
2R15C3RTKJN1RCBOV146
RELX CAPITAL INC
74949LAB8
1800000.00000000
PA
USD
1816244.35000000
0.232344433241
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.50000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD.
N/A
AMERICAN AIRLINES INC AADVAN
00253XAA9
750000.00000000
PA
USD
756678.75000000
0.096798701845
Long
DBT
CORP
KY
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828XQ8
17000000.00000000
PA
USD
17069347.93000000
2.183609254231
Long
DBT
UST
US
N
2
2022-07-31
Fixed
2.00000000
N
N
N
N
N
N
SIERRA TIMESHARE RECEIVABLES FUNDING LLC
N/A
SIERRA TIMESHARE 2019 2 RECEIVABLES FUNDING LLC
82652MAA8
546749.85000000
PA
USD
539048.88000000
0.068958235995
Long
ABS-MBS
CORP
US
Y
2
2036-05-20
Fixed
2.59000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410K3V4
51923.88000000
PA
USD
53353.73000000
0.006825316295
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140E9JM9
905510.07000000
PA
USD
896567.90000000
0.114694127245
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416MYM0
113255.69000000
PA
USD
116424.11000000
0.014893642396
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128LXAT7
597285.31000000
PA
USD
641745.50000000
0.082095778843
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST 2019 CH2
81747CAA9
620606.53000000
PA
USD
623634.10000000
0.079778864289
Long
ABS-MBS
CORP
US
Y
2
2049-08-25
Variable
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138E7TW4
1257396.06000000
PA
USD
1270521.62000000
0.162532439933
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416CC61
50398.27000000
PA
USD
51645.76000000
0.006606822940
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.50000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PROPERTIES
26884UAC3
2354000.00000000
PA
USD
2358177.22000000
0.301671605841
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRUST
N/A
ONEMAIN FINANCIAL ISSUANCE TRUST 2018 1
68267BAB6
1500000.00000000
PA
USD
1503353.70000000
0.192317660004
Long
ABS-MBS
CORP
US
Y
2
2029-03-14
Fixed
3.61000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
DELTA AIR LINES SKYMILES
830867AA5
3000000.00000000
PA
USD
3019789.74000000
0.386308888256
Long
DBT
CORP
KY
Y
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2021 2
91680FAA0
951930.18000000
PA
USD
935712.34000000
0.119701709362
Long
ABS-MBS
CORP
US
Y
2
2031-06-20
Fixed
0.91000000
N
N
N
N
N
N
MARANON LOAN FUNDING LTD
N/A
MARANON LOAN FUNDING LTD
56577JAA1
5000000.00000000
PA
USD
4991762.79000000
0.638575033321
Long
ABS-MBS
CORP
US
Y
2
2033-07-15
Floating
1.81375000
N
N
N
N
N
N
MONROE CAPITAL MML CLO LTD
N/A
MONROE CAPITAL MML CLO LTD
61034VAC7
7500000.00000000
PA
USD
7437182.87000000
0.951407248064
Long
ABS-MBS
CORP
US
Y
2
2033-09-14
Floating
1.61600000
N
N
N
N
N
N
READY CAPITAL MORTGAGE FINANCING LLC
N/A
READYCAP COMMERCIAL MORTGAGE TRUST 2014 1
75575WAA4
3999442.79000000
PA
USD
3965777.32000000
0.507325065473
Long
ABS-MBS
CORP
US
Y
2
2036-11-25
Floating
1.30771000
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRUST
N/A
ONEMAIN FINANCIAL ISSUANCE TRUST 2018 1
68267BAA8
1516178.06000000
PA
USD
1516552.25000000
0.194006094503
Long
ABS-MBS
CORP
US
Y
2
2029-03-14
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MCDW2
71567.83000000
PA
USD
73620.70000000
0.009417983773
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.00000000
N
N
N
N
N
N
PDC ENERGY, INC.
5493008W8H2T511J5Y59
PDC ENERGY INC
69327RAJ0
3000000.00000000
PA
USD
3045825.00000000
0.389639468598
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZB9
10000000.00000000
PA
USD
9384765.60000000
1.200553242982
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.12500000
N
N
N
N
N
N
CERBERUS LOAN FUNDING L.P.
N/A
CERBERUS LOAN FUNDING XXVIII LP
15673EAA1
5500000.00000000
PA
USD
5491585.00000000
0.702515167865
Long
ABS-MBS
CORP
US
Y
2
2031-10-15
Floating
2.09129000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST
N/A
HPEFS EQUIPMENT TRUST 2019 1
40438DAF6
1000000.00000000
PA
USD
1003824.80000000
0.128415047364
Long
ABS-MBS
CORP
US
Y
2
2029-09-20
Fixed
2.72000000
N
N
N
N
N
N
AUDAX SENIOR DEBT CLO
N/A
AUDAX SENIOR DEBT CLO LLC
05071LAA4
6000000.00000000
PA
USD
5995596.87000000
0.766991267836
Long
ABS-MBS
CORP
US
Y
2
2033-10-20
Floating
1.62400000
N
N
N
N
N
N
HILTON GRAND VACATIONS TRUST
N/A
HILTON GRAND VACATIONS TRUST 2020 A
43285HAA6
300242.49000000
PA
USD
293322.83000000
0.037523545052
Long
ABS-MBS
CORP
US
Y
2
2039-02-25
Fixed
2.74000000
N
N
N
N
N
N
RWT HOLDINGS, INC.
Z31FN4C0IQMCYFAEUP31
RWT HOLDINGS INC
749772AD1
3000000.00000000
PA
USD
2949375.00000000
0.377301029342
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
RWT HOLDINGS, INC.
RWT HOLDINGS, INC.
USD
XXXX
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC
N/A
SOFI CONSUMER LOAN PROGRAM 2020 1 TRUST
83407AAA0
91313.71000000
PA
USD
91363.84000000
0.011687788387
Long
ABS-MBS
CORP
US
Y
2
2029-01-25
Fixed
2.02000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST
80285RAG3
5745000.00000000
PA
USD
5701928.59000000
0.729423530831
Long
ABS-MBS
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416CC53
64605.15000000
PA
USD
66220.10000000
0.008471256416
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828YQ7
17000000.00000000
PA
USD
16368144.51000000
2.093907275966
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.62500000
N
N
N
N
N
N
KREF LTD
N/A
KREF 2022 FL3 LTD
48275EAA4
4500000.00000000
PA
USD
4485312.00000000
0.573786932663
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Floating
1.50853000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WHRX2
1678559.89000000
PA
USD
1664604.49000000
0.212945789370
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138W6DC7
333154.41000000
PA
USD
330094.59000000
0.042227600283
Long
ABS-MBS
USGSE
US
N
2
2023-03-01
Fixed
2.50000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2014 5
46643KAA9
2123970.23000000
PA
USD
2094231.89000000
0.267906199713
Long
ABS-MBS
CORP
US
Y
2
2029-10-25
Variable
2.85769000
N
N
N
N
N
N
MARLETTE FUNDING TRUST
N/A
MARLETTE FUNDING TRUST 2021 3
57108QAA1
1382496.73000000
PA
USD
1365069.67000000
0.174627570795
Long
ABS-MBS
CORP
US
Y
2
2031-12-15
Fixed
0.65000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP
25179MBD4
390000.00000000
PA
USD
404450.14000000
0.051739590299
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31294MHZ7
1849402.76000000
PA
USD
1891355.83000000
0.241953126175
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416CE44
121080.11000000
PA
USD
124188.11000000
0.015886857973
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.50000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020 4
80286WAF3
1000000.00000000
PA
USD
988926.10000000
0.126509119889
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418C5A8
906813.39000000
PA
USD
930788.63000000
0.119071840033
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137A9QP4
533127.33000000
PA
USD
545087.03000000
0.069730670904
Long
ABS-MBS
USGSE
US
N
2
2041-04-15
Fixed
4.00000000
N
N
N
N
N
N
DEERPATH CAPITAL CLO LTD
N/A
DEERPATH CAPITAL CLO LTD
24460XAA8
4000000.00000000
PA
USD
3956020.00000000
0.506076852926
Long
ABS-MBS
CORP
US
Y
2
2034-01-15
Floating
1.84023000
N
N
N
N
N
N
ISTAR INC.
QFFLKWYYS3UPWD86E794
ISTAR INC
45031UCG4
2502000.00000000
PA
USD
2465683.47000000
0.315424424247
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.25000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC
N/A
SOFI CONSUMER LOAN PROGRAM
83406HAC2
725371.21000000
PA
USD
728095.92000000
0.093142221682
Long
ABS-MBS
CORP
US
Y
2
2027-11-26
Fixed
4.17000000
N
N
N
N
N
N
GPMT LTD
N/A
GPMT 2021 FL3 LTD
36264BAA8
4299923.89000000
PA
USD
4291461.64000000
0.548988478629
Long
ABS-MBS
CORP
US
Y
2
2035-07-16
Floating
1.38700000
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES LLC
N/A
PAWNEE EQUIPMENT RECEIVABLES SERIES 2019 1 LLC
704102AB8
1748348.42000000
PA
USD
1750615.68000000
0.223948835955
Long
ABS-MBS
CORP
US
Y
2
2024-10-15
Fixed
2.29000000
N
N
N
N
N
N
2022-05-02
Weitz Funds
John Detisch
John Detisch
Vice President