NPORT-P
false
0001053425
XXXXXXXX
S000003218
C000008622
C000008623
HARTFORD SERIES FUND INC
811-08629
0001053425
L2SH4E1KCLEHYZJ8SW12
690 LEE ROAD
WAYNE
19087
610-386-4068
HARTFORD ULTRASHORT BOND HLS FUND
S000003218
549300MGYSKEXXKZGP29
2022-12-31
2022-03-31
N
693142727.73
5181520.96
687961206.77
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
486040.02000000
USD
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
25601B2D6
1350000.00000000
PA
USD
1349635.50000000
0.196179012234
Long
DBT
CORP
NO
N
2
2025-03-28
Fixed
2.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AAL29
643152.48000000
PA
USD
626902.20000000
0.091124643923
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Fixed
1.75000000
N
N
N
N
N
N
MISSISSIPPI POWE
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417CC6
1520000.00000000
PA
USD
1506397.25000000
0.218965435140
Long
DBT
CORP
US
N
2
2024-06-28
Floating
0.57000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAB1
703731.14000000
PA
USD
700934.93000000
0.101885821918
Long
ABS-O
CORP
US
N
2
2024-11-18
Fixed
0.26000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796S42
10000000.00000000
PA
USD
9979457.30000000
1.450584306468
Long
STIV
UST
US
N
2
2022-07-21
None
0.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP NY
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp/NY
96130AKL1
3650000.00000000
PA
USD
3646443.81000000
0.530036254096
Long
STIV
CORP
AU
N
2
2022-09-06
Floating
0.41000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2019-2 LLC
29374DAB4
415590.43000000
PA
USD
416443.80000000
0.060533035279
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
2.29000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAC5
805000.00000000
PA
USD
795913.67000000
0.115691649786
Long
DBT
CORP
US
N
2
2022-12-21
Fixed
0.45000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GAX7
2500000.00000000
PA
USD
2521896.95000000
0.366575458787
Long
DBT
CORP
US
N
2
2023-01-10
Fixed
3.00000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2021-NQM1
10569TAA6
533473.65000000
PA
USD
502770.64000000
0.073081248630
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
0.94000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P3
14687JAD1
1399928.13000000
PA
USD
1389268.94000000
0.201940011490
Long
ABS-O
CORP
US
N
2
2025-01-10
Fixed
0.38000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
05526MF26
1500000.00000000
PA
USD
1497682.13000000
0.217698631152
Long
STIV
CORP
DE
N
2
2022-06-02
None
0.00000000
N
N
N
N
N
N
MIZUHO BANK LTD/NY
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd/New York NY
60710RRF4
3000000.00000000
PA
USD
2996805.12000000
0.435606701440
Long
STIV
CORP
JP
N
2
2022-07-25
Floating
0.44000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796Q36
10000000.00000000
PA
USD
9998930.60000000
1.453414887584
Long
STIV
UST
US
N
2
2022-05-26
None
0.00000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183CJ1
724275.95000000
PA
USD
718512.09000000
0.104440785749
Long
ABS-O
CORP
US
N
2
2032-08-15
Fixed
0.87000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAT4
750000.00000000
PA
USD
747170.25000000
0.108606450864
Long
DBT
CORP
US
N
2
2024-04-26
Floating
0.40000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2021-1
50117TAB7
1479098.09000000
PA
USD
1467897.62000000
0.213369243142
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.31000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YG9
1875000.00000000
PA
USD
1868818.33000000
0.271645888112
Long
DBT
CORP
CH
N
2
2023-06-01
Floating
0.54000000
N
N
N
N
N
N
MARTIN MARIETTA
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AY2
1030000.00000000
PA
USD
1006016.54000000
0.146231579644
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-3
33846QAA9
1675686.37000000
PA
USD
1640096.63000000
0.238399580363
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
0.36000000
N
N
N
N
N
N
PPL ELECTRIC UTI
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAY9
2115000.00000000
PA
USD
2102165.57000000
0.305564550633
Long
DBT
CORP
US
N
2
2024-06-24
Floating
0.60000000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust 2021-1
89615BAA3
863675.03000000
PA
USD
861048.77000000
0.125159494681
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.74000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2022-A
80287CAB5
1260000.00000000
PA
USD
1236049.92000000
0.179668549307
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
0.97000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183CT9
949555.06000000
PA
USD
942021.01000000
0.136929379262
Long
ABS-O
CORP
US
N
2
2033-04-15
Floating
0.63000000
N
N
N
N
N
N
Standard Chartered Bank/New York
RILFO74KP1CM8P6PCT96
Standard Chartered Bank/New York
85324UK69
2735000.00000000
PA
USD
2713332.65000000
0.394401984196
Long
STIV
CORP
GB
N
2
2022-10-06
None
0.00000000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust 2021-1
12598NAA0
995054.50000000
PA
USD
984301.94000000
0.143075209810
Long
ABS-O
CORP
US
N
2
2025-04-14
Fixed
0.69000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641596F8
3675000.00000000
PA
USD
3647517.43000000
0.530192312314
Long
DBT
CORP
CA
N
2
2024-07-31
Floating
0.53000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F14B1
160922.20000000
PA
USD
161054.11000000
0.023410347620
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
3.50000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2020-1 Trust
83407AAA0
54836.65000000
PA
USD
54864.20000000
0.007974897343
Long
ABS-O
CORP
US
N
2
2029-01-25
Fixed
2.02000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
38122NA44
1260000.00000000
PA
USD
1258647.89000000
0.182953323183
Long
DBT
MUN
US
N
2
2022-06-01
Fixed
0.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796R50
5000000.00000000
PA
USD
4993562.50000000
0.725849430296
Long
STIV
UST
US
N
2
2022-06-30
None
0.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAF9
1500000.00000000
PA
USD
1488570.00000000
0.216374118969
Long
DBT
CORP
US
N
2
2025-06-09
Floating
0.65000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
06742TG75
2100000.00000000
PA
USD
2100000.00000000
0.305249769803
Long
STIV
CORP
US
N
2
2023-02-03
Fixed
1.00000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CZ1
750000.00000000
PA
USD
743608.02000000
0.108088655680
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1.63000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-4
33845AAA5
2771555.43000000
PA
USD
2708607.59000000
0.393715163492
Long
ABS-O
CORP
US
N
2
2026-07-17
Fixed
0.81000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2021-2
85573HAA8
461748.25000000
PA
USD
447540.26000000
0.065053124448
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.94000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THM0
1650000.00000000
PA
USD
1639914.41000000
0.238373093404
Long
DBT
CORP
US
N
2
2022-10-14
Fixed
0.35000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2021-1
32059FAA7
2333807.21000000
PA
USD
2313545.80000000
0.336290153751
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
0.45000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBQ1
1750000.00000000
PA
USD
1747171.46000000
0.253963659986
Long
DBT
CORP
NZ
N
2
2025-02-18
Floating
0.81000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-HX1 Mortgage Loan Trust
19688KAA2
2048529.87000000
PA
USD
1905900.98000000
0.277036112101
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.11000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-3
26253AAA4
239952.36000000
PA
USD
239676.58000000
0.034838676605
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.54000000
N
N
N
N
N
N
MFRA TRUST
N/A
MFA 2021-NQM2 Trust
55283WAA9
750283.24000000
PA
USD
709735.16000000
0.103164997243
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
1.03000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCK4
950000.00000000
PA
USD
952412.48000000
0.138439852513
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
2.25000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CZ9
1323000.00000000
PA
USD
1339346.51000000
0.194683435173
Long
DBT
CORP
US
N
2
2023-02-20
Fixed
3.25000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-1
33843WAA9
1149294.96000000
PA
USD
1141094.74000000
0.165866146051
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
0.31000000
N
N
N
N
N
N
United Auto Credit Securitization Trust
N/A
United Auto Credit Securitization Trust 2022-1
90944DAA9
1325209.76000000
PA
USD
1321726.05000000
0.192122177383
Long
ABS-O
CORP
US
N
2
2024-07-10
Fixed
1.11000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BP6
1945000.00000000
PA
USD
1898468.15000000
0.275955697983
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LER6
2500000.00000000
PA
USD
2473725.00000000
0.359573327050
Long
DBT
CORP
US
N
2
2024-08-23
Floating
0.60000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-2
262104AB8
246498.55000000
PA
USD
245971.09000000
0.035753627905
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
0.36000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AZ8
1155000.00000000
PA
USD
1147341.23000000
0.166774117306
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.13000000
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A3EH9
800000.00000000
PA
USD
799488.89000000
0.116211333158
Long
STIV
CORP
US
N
2
2022-05-17
None
0.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A3DB3
1000000.00000000
PA
USD
999847.22000000
0.145334825592
Long
STIV
CORP
US
N
2
2022-04-11
None
0.00000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAV5
1090000.00000000
PA
USD
1073479.03000000
0.156037727045
Long
DBT
CORP
NL
N
2
2023-03-11
Fixed
0.40000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAB5
440497.60000000
PA
USD
440316.56000000
0.064003108847
Long
ABS-O
CORP
US
N
2
2024-03-18
Fixed
0.42000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2021-2
50117XAC6
1410000.00000000
PA
USD
1393042.07000000
0.202488462473
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
0.26000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HL0
1500000.00000000
PA
USD
1500203.91000000
0.218065189611
Long
DBT
CORP
US
N
2
2022-12-02
Floating
0.70000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-2
380149AB0
740158.57000000
PA
USD
737753.94000000
0.107237723979
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
0.27000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2021-1
784212AA0
2322915.63000000
PA
USD
2242140.88000000
0.325910946421
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.16000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAA5
719400.56000000
PA
USD
714231.45000000
0.103818564618
Long
ABS-O
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDP5
875000.00000000
PA
USD
864171.13000000
0.125613351668
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1.10000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2021-B
88161KAB1
1535000.00000000
PA
USD
1528547.01000000
0.222185058540
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
0.36000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAT3
2425000.00000000
PA
USD
2404444.29000000
0.349502888584
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.13000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-NQM7 Trust
36167YAA6
918263.15000000
PA
USD
891994.49000000
0.129657672732
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
1.92000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGZ2
1525000.00000000
PA
USD
1524624.71000000
0.221614924649
Long
DBT
CORP
US
N
2
2022-05-26
Fixed
1.15000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBP0
1525000.00000000
PA
USD
1497693.20000000
0.217700240255
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.38000000
N
N
N
N
N
N
Evergreen Credit Card Trust
5493002G9KVV6J3CNU15
Evergreen Credit Card Trust
30023JBH0
1150000.00000000
PA
USD
1152113.70000000
0.167467829386
Long
ABS-O
CORP
CA
N
2
2024-09-15
Fixed
1.90000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2020-D Owner Trust
89236XAB2
101453.10000000
PA
USD
101414.32000000
0.014741284683
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
0.23000000
N
N
N
N
N
N
FHF Trust 2021-2
N/A
FHF Trust 2021-2
30322JAA4
947174.74000000
PA
USD
921245.55000000
0.133909520033
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.83000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2019-3
22535KAA1
2154673.85000000
PA
USD
2158649.44000000
0.313774878402
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
2.38000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BB4
1290000.00000000
PA
USD
1291380.12000000
0.187711183027
Long
DBT
CORP
US
N
2
2024-02-14
Floating
0.61000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CZ0
1425000.00000000
PA
USD
1410592.08000000
0.205039479860
Long
DBT
CORP
GB
N
2
2024-11-22
Floating
0.78000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WDC1
1550000.00000000
PA
USD
1545592.11000000
0.224662683708
Long
DBT
CORP
US
N
2
2024-04-12
Floating
0.47000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-1
57110NAA4
190337.03000000
PA
USD
189571.91000000
0.027555610423
Long
ABS-O
CORP
US
N
2
2031-06-16
Fixed
0.60000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-3
92537JAA5
152926.19000000
PA
USD
152964.64000000
0.022234486260
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.78000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBK0
825000.00000000
PA
USD
822526.77000000
0.119560051047
Long
DBT
CORP
US
N
2
2023-06-10
Floating
0.50000000
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-2
57108TAA5
504468.52000000
PA
USD
499687.12000000
0.072633037311
Long
ABS-O
CORP
US
N
2
2031-09-15
Fixed
0.51000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2021-NQM3
64831TAA5
1887758.53000000
PA
USD
1800313.21000000
0.261688187107
Long
ABS-MBS
CORP
US
N
2
2056-11-27
Variable
1.16000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAA2
2900009.29000000
PA
USD
2882106.66000000
0.418934473577
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.99000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd/ New York
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd/ New York
86563HFU9
1500000.00000000
PA
USD
1496469.66000000
0.217522390110
Long
STIV
CORP
JP
N
2
2022-06-28
None
0.00000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2020-A
88167HAB2
49612.81000000
PA
USD
49592.08000000
0.007208557620
Long
ABS-O
CORP
US
N
2
2023-05-22
Fixed
0.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BL7B8
60211.53000000
PA
USD
60522.13000000
0.008797317262
Long
ABS-MBS
USGSE
US
N
2
2042-05-15
Fixed
3.50000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-3
025286AA3
716801.07000000
PA
USD
713330.39000000
0.103687589210
Long
ABS-O
CORP
US
N
2
2025-06-13
Fixed
0.33000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183BY9
734659.87000000
PA
USD
735158.63000000
0.106860477417
Long
ABS-O
CORP
US
N
2
2031-04-15
Fixed
2.94000000
N
N
N
N
N
N
Toyota Lease Owner Trust
5493006AB33TXC4NJ781
Toyota Lease Owner Trust 2021-B
89239CAB5
1803890.73000000
PA
USD
1784439.92000000
0.259380892765
Long
ABS-O
CORP
US
N
2
2024-03-20
Fixed
0.25000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-1
33843FAA6
118256.98000000
PA
USD
118254.52000000
0.017189126194
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
1.90000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-4
26253WAA6
1714805.42000000
PA
USD
1697952.14000000
0.246809285653
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.56000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-4
36261EAA5
81775.55000000
PA
USD
81746.40000000
0.011882414182
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
0.52000000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAA1
1750000.00000000
PA
USD
1643548.43000000
0.238901323770
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.80000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AT2
1120000.00000000
PA
USD
1115986.50000000
0.162216486775
Long
DBT
CORP
US
N
2
2024-10-01
Floating
0.52000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAG8
2250000.00000000
PA
USD
2185613.33000000
0.317694269457
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Leasing Trust
36261RAB4
248986.20000000
PA
USD
248695.51000000
0.036149641513
Long
ABS-O
CORP
US
N
2
2023-04-20
Fixed
0.17000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AM3
430000.00000000
PA
USD
427940.46000000
0.062204155668
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.70000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-3
96043JAE5
3575000.00000000
PA
USD
3500435.51000000
0.508812920780
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
0.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136APC67
144857.99000000
PA
USD
145396.46000000
0.021134398069
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Fixed
3.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-6
64830BAA5
589031.70000000
PA
USD
592786.60000000
0.086165701520
Long
ABS-MBS
CORP
US
N
2
2057-08-27
Variable
4.00000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2022-1 LLC
784033AC6
2760000.00000000
PA
USD
2715823.72000000
0.394764078740
Long
ABS-O
CORP
US
N
2
2028-02-22
Fixed
2.06000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAA9
1940000.00000000
PA
USD
1940229.46000000
0.282025998109
Long
DBT
CORP
US
N
2
2024-03-24
Fixed
3.02000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644MAA9
525000.00000000
PA
USD
523408.01000000
0.076081035507
Long
DBT
CORP
US
N
2
2023-02-03
Fixed
1.80000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2019-1 LLC
29374AAB0
53408.28000000
PA
USD
53459.80000000
0.007770757925
Long
ABS-O
CORP
US
N
2
2024-10-20
Fixed
2.98000000
N
N
N
N
N
N
New York City Tax Lien
N/A
Nyctl 2021-A Trust
62955UAA6
3500000.00000000
PA
USD
3466555.05000000
0.503888157629
Long
ABS-O
CORP
US
N
2
2034-11-10
Fixed
2.10000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GKW3
900000.00000000
PA
USD
901800.00000000
0.131082972575
Long
DBT
CORP
CA
N
2
2023-03-17
Floating
1.07000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BG6
1600000.00000000
PA
USD
1586205.62000000
0.230566143031
Long
DBT
CORP
US
N
2
2022-11-23
Fixed
0.75000000
N
N
N
N
N
N
Verizon Owner Trust
549300AUOVO1I366IH69
Verizon Owner Trust 2019-A
92347YAA2
40831.29000000
PA
USD
40954.78000000
0.005953065317
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
2.93000000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAS4
1690000.00000000
PA
USD
1664938.36000000
0.242010500536
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.74000000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2C2
650000.00000000
PA
USD
631537.72000000
0.091798449358
Long
DBT
CORP
US
N
2
2023-09-23
Fixed
0.50000000
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-2
33844WAA8
1858257.55000000
PA
USD
1833296.88000000
0.266482595524
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.37000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CG5
1475000.00000000
PA
USD
1428537.85000000
0.207648023746
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.50000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2021-A
44891TAB2
726596.43000000
PA
USD
725637.10000000
0.105476456064
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
0.25000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAB5
2200000.00000000
PA
USD
2186959.83000000
0.317889992702
Long
DBT
CORP
CA
N
2
2023-09-15
Floating
0.52000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
1125000.00000000
PA
USD
1102225.28000000
0.160216196662
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.73000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-3
80287EAB1
269362.12000000
PA
USD
268969.15000000
0.039096557676
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
0.29000000
N
N
N
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
19123MAD5
2275000.00000000
PA
USD
2225841.64000000
0.323541737251
Long
DBT
CORP
GB
N
2
2023-05-05
Fixed
0.50000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEM7
645000.00000000
PA
USD
643664.24000000
0.093561124328
Long
DBT
CORP
US
N
2
2024-04-12
Floating
0.56000000
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAR5
420000.00000000
PA
USD
413003.66000000
0.060032986734
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
1.08000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2G2
1500000.00000000
PA
USD
1457321.36000000
0.211831909366
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.20000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-2
40441JAB7
1335779.05000000
PA
USD
1327566.68000000
0.192971154032
Long
ABS-O
CORP
US
N
2
2028-09-20
Fixed
0.30000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2020-3
362569AC9
384495.83000000
PA
USD
383452.69000000
0.055737545406
Long
ABS-O
CORP
US
N
2
2023-08-21
Fixed
0.45000000
N
N
N
N
N
N
DLLAA LLC
N/A
DLLAA 2021-1 LLC
23291YAB1
2733504.36000000
PA
USD
2715841.55000000
0.394766670456
Long
ABS-O
CORP
US
N
2
2024-05-17
Fixed
0.36000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A97B8
216348.46000000
PA
USD
216766.66000000
0.031508558602
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Fixed
1.75000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AF3
1125000.00000000
PA
USD
1121012.42000000
0.162947039595
Long
DBT
CORP
US
N
2
2022-08-12
Fixed
0.33000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796Q44
10000000.00000000
PA
USD
9994316.70000000
1.452744224768
Long
STIV
UST
US
N
2
2022-06-02
None
0.00000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-2R Mortgage Loan Trust
12656GAA4
567373.58000000
PA
USD
566164.28000000
0.082295960067
Long
ABS-MBS
CORP
US
N
2
2065-10-26
Variable
1.33000000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204AZ1
775000.00000000
PA
USD
775327.12000000
0.112699249953
Long
DBT
CORP
US
N
2
2022-04-23
Fixed
2.05000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P4
14687KAB2
1530000.00000000
PA
USD
1513648.74000000
0.220019490213
Long
ABS-O
CORP
US
N
2
2025-04-10
Fixed
0.82000000
N
N
N
N
N
N
Goldman Sachs Financial Square Funds - Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Funds - Government Fund
38141W273
2454803.90000000
NS
USD
2454803.90000000
0.356823012088
Long
STIV
RF
US
N
1
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
1035000.00000000
PA
USD
987255.45000000
0.143504523261
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBL7
1375000.00000000
PA
USD
1374201.90000000
0.199749911256
Long
DBT
CORP
US
N
2
2025-03-28
Fixed
3.22000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2022-1
32057KAA8
3382460.96000000
PA
USD
3347874.62000000
0.486637122421
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
2.03000000
N
N
N
N
N
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
Carmax Auto Owner Trust 2019-1
14315NAC4
856899.94000000
PA
USD
860137.48000000
0.125027032270
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.05000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CC8
200000.00000000
PA
USD
199403.75000000
0.028984737516
Long
DBT
CORP
US
N
2
2022-08-19
Fixed
0.48000000
N
N
N
N
N
N
Marlette Funding Trust
549300GIOP3T7X23OV63
Marlette Funding Trust
57109KAA3
3500000.00000000
PA
USD
3476508.00000000
0.505334888913
Long
ABS-O
CORP
US
N
2
2032-04-15
Fixed
1.36000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2021-1 LLC
783897AB7
996867.25000000
PA
USD
993417.99000000
0.144400291793
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
0.42000000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio
825252885
293405.29000000
NS
USD
293405.29000000
0.042648522491
Long
STIV
RF
US
N
1
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust
36261XAA3
639978.91000000
PA
USD
635884.45000000
0.092430277135
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.31000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXL3
1765000.00000000
PA
USD
1742967.95000000
0.253352650243
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.63000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV3
92537MAA8
458863.25000000
PA
USD
458350.88000000
0.066624524099
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.69000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCL0
750000.00000000
PA
USD
747204.01000000
0.108611358118
Long
DBT
CORP
CA
N
2
2023-09-28
Floating
0.72000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2020-1 LLC
29373KAB9
839385.60000000
PA
USD
838941.06000000
0.121945983544
Long
ABS-O
CORP
US
N
2
2025-12-22
Fixed
1.78000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCU8
1000000.00000000
PA
USD
1005093.49000000
0.146097407834
Long
DBT
CORP
US
N
2
2022-07-08
Fixed
3.55000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2021-B
58769KAC8
1769958.87000000
PA
USD
1761266.96000000
0.256012540048
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
0.22000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-1
02528BAA2
104016.25000000
PA
USD
103973.92000000
0.015113340545
Long
ABS-O
CORP
US
N
2
2024-05-13
Fixed
0.35000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZY6
1475000.00000000
PA
USD
1460777.73000000
0.212334317055
Long
DBT
CORP
CA
N
2
2024-10-07
Floating
0.44000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AK6
645000.00000000
PA
USD
625159.80000000
0.090871373828
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
MACQUARIE BANK LIMITED
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607NKX7
4000000.00000000
PA
USD
4000000.00000000
0.581428132958
Long
STIV
CORP
AU
N
2
2022-06-21
Floating
0.48000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2021-1
14316NAB5
743518.82000000
PA
USD
742503.02000000
0.107928036158
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
0.22000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZR6
1000000.00000000
PA
USD
994619.50000000
0.144574939722
Long
DBT
CORP
CA
N
2
2024-03-08
Fixed
2.35000000
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
2200861.00000000
PA
USD
2200861.00000000
0.319910625532
Long
RA
CORP
US
N
2
Repurchase
N
0.24000000
2022-04-01
2165900.00000000
USD
2244969.51000000
USD
UST
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2022-1
35105JAB4
525000.00000000
PA
USD
517615.09000000
0.075238993842
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
1.15000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AA8
1620000.00000000
PA
USD
1594851.62000000
0.231822899940
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
0.63000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RQ82
485000.00000000
PA
USD
477304.99000000
0.069379637296
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
0.80000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAX7
2200000.00000000
PA
USD
2190276.00000000
0.318372021335
Long
DBT
CORP
JP
N
2
2024-09-16
Floating
0.70000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-5 Mortgage Loan Trust
12598RAA1
1357232.55000000
PA
USD
1309405.03000000
0.190331230469
Long
ABS-MBS
CORP
US
N
2
2066-11-26
Variable
1.73000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2021-NQM3
105690AA9
1855223.61000000
PA
USD
1811005.65000000
0.263242408464
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
1.70000000
N
N
N
N
N
N
Volkswagen Auto Lease Trust
N/A
Volkswagen Auto Lease Trust 2020-A
92868VAB5
1707805.00000000
PA
USD
1705436.96000000
0.247897256882
Long
ABS-O
CORP
US
N
2
2023-04-20
Fixed
0.27000000
N
N
N
N
N
N
NORDEA BANK ABP NEW YORK
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558UMD1
3500000.00000000
PA
USD
3493687.82000000
0.507832096580
Long
STIV
CORP
FI
N
2
2022-11-28
Floating
0.44000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7M0
1925000.00000000
PA
USD
1912853.25000000
0.278046673442
Long
DBT
CORP
CA
N
2
2024-01-19
Floating
0.42000000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2Q7
3725000.00000000
PA
USD
3697965.81000000
0.537525339162
Long
DBT
CORP
CA
N
2
2024-08-06
Floating
0.66000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJE6
1500000.00000000
PA
USD
1500780.00000000
0.218148928345
Long
DBT
CORP
US
N
2
2023-04-06
Floating
0.42000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAA3
148992.31000000
PA
USD
147882.69000000
0.021495789085
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.28000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2021-2
24702VAC6
710000.00000000
PA
USD
701105.90000000
0.101910673610
Long
ABS-O
CORP
US
N
2
2026-12-22
Fixed
0.33000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCA2
1900000.00000000
PA
USD
1894137.25000000
0.275326171208
Long
DBT
CORP
US
N
2
2024-03-16
Floating
0.85000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYF5
1500000.00000000
PA
USD
1483983.12000000
0.215707383700
Long
DBT
CORP
US
N
2
2024-09-10
Floating
0.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAA0
3518000.00000000
PA
USD
3524869.63000000
0.512364591973
Long
DBT
CORP
FR
N
2
2022-05-22
Fixed
3.00000000
N
N
N
N
N
N
Freed ABS Trust
N/A
FREED ABS Trust 2022-1FP
35633KAA4
543586.51000000
PA
USD
539738.46000000
0.078454781270
Long
ABS-O
CORP
US
N
2
2029-03-19
Fixed
0.94000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2021-A
55317JAB6
943478.68000000
PA
USD
938135.57000000
0.136364603231
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.30000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust
14687TAB3
1486756.17000000
PA
USD
1481985.76000000
0.215417053376
Long
ABS-O
CORP
US
N
2
2024-07-10
Fixed
0.30000000
N
N
N
N
N
N
Volvo Financial Equipment LLC
N/A
Volvo Financial Equipment LLC Series 2019-2
92888BAC3
382717.38000000
PA
USD
383432.22000000
0.055734569947
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
2.04000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183BT0
166612.76000000
PA
USD
166965.33000000
0.024269585022
Long
ABS-O
CORP
US
N
2
2031-01-15
Fixed
3.39000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-1
36261AAA3
558304.48000000
PA
USD
557708.88000000
0.081066908208
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
0.34000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAA3
1525000.00000000
PA
USD
1502179.95000000
0.218352420923
Long
DBT
CORP
JP
N
2
2023-03-03
Fixed
0.37000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BW0
780000.00000000
PA
USD
763517.80000000
0.110982682233
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.55000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAC4
1994510.75000000
PA
USD
1989735.09000000
0.289221989615
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
0.56000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3B5
3500000.00000000
PA
USD
3442969.81000000
0.500459877114
Long
DBT
CORP
US
N
2
2024-08-19
Floating
0.76000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2022-A
12659WAA6
1272635.27000000
PA
USD
1262710.88000000
0.183543907356
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
0.98000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-C
12598CAA4
806779.97000000
PA
USD
804165.84000000
0.116891160735
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
0.33000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DR5
2100000.00000000
PA
USD
2098053.36000000
0.304966811987
Long
DBT
US
N
2
2024-01-11
Floating
0.53000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBT6
2675000.00000000
PA
USD
2665671.47000000
0.387474096470
Long
DBT
CORP
US
N
2
2023-02-22
Floating
0.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMH2
1000000.00000000
PA
USD
999996.23000000
0.145356485243
Long
DBT
CORP
US
N
2
2024-03-25
Floating
0.91000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CQ3
680000.00000000
PA
USD
678759.07000000
0.098662404699
Long
DBT
CORP
US
N
2
2024-10-18
Floating
0.65000000
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460WAB3
1220000.00000000
PA
USD
1219721.73000000
0.177295132050
Long
DBT
US
N
2
2024-04-23
Floating
0.61000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBS7
705000.00000000
PA
USD
704963.93000000
0.102471465405
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
1.80000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAA7
2200000.00000000
PA
USD
2135753.07000000
0.310446729987
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.40000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-3
23344QAA7
1849562.36000000
PA
USD
1831699.84000000
0.266250454527
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.33000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254ABC1
675000.00000000
PA
USD
675575.46000000
0.098199644595
Long
DBT
CORP
AU
N
2
2022-12-13
Fixed
1.88000000
N
N
N
N
N
N
Crossroads Asset Trust
N/A
Crossroads Asset Trust 2021-A
22767CAB6
954578.24000000
PA
USD
948174.17000000
0.137823784345
Long
ABS-O
CORP
US
N
2
2024-03-20
Fixed
0.82000000
N
N
N
N
N
N
CLECO POWER LLC
TM1ZH54SJKLNHFCBFK92
Cleco Power LLC
185508AH1
2400000.00000000
PA
USD
2399360.30000000
0.348763894880
Long
DBT
CORP
US
N
2
2023-06-15
Floating
1.33000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GD3
2275000.00000000
PA
USD
2269165.47000000
0.329839160648
Long
DBT
CORP
US
N
2
2023-05-10
Floating
0.43000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796H44
7500000.00000000
PA
USD
7499450.03000000
1.090097807289
Long
STIV
UST
US
N
2
2022-05-19
None
0.00000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PBG8
1150000.00000000
PA
USD
1138468.16000000
0.165484354175
Long
DBT
CORP
AU
N
2
2022-12-16
Fixed
0.44000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BL5R5
187764.48000000
PA
USD
187527.28000000
0.027258409072
Long
ABS-MBS
USGSE
US
N
2
2042-11-15
Fixed
3.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAC8
585000.00000000
PA
USD
583061.13000000
0.084752036054
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.34000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-3
14315PAD7
503236.22000000
PA
USD
504270.32000000
0.073299237665
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
2.18000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZF2
2200000.00000000
PA
USD
2180710.66000000
0.316981631891
Long
DBT
CORP
CA
N
2
2024-09-10
Floating
0.60000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2020-1
02529VAE9
896239.71000000
PA
USD
896672.15000000
0.130337603512
Long
ABS-O
CORP
US
N
2
2026-03-13
Fixed
2.19000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2021-1 Trust
83407CAA6
401866.90000000
PA
USD
394456.96000000
0.057337093446
Long
ABS-O
CORP
US
N
2
2030-09-25
Fixed
0.49000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2021-A
34532NAB1
603017.43000000
PA
USD
601769.00000000
0.087471356535
Long
ABS-O
CORP
US
N
2
2023-10-15
Fixed
0.17000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBV1
1085000.00000000
PA
USD
1083880.33000000
0.157549629155
Long
DBT
CORP
US
N
2
2023-03-01
Floating
0.76000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AU1
1300000.00000000
PA
USD
1271602.09000000
0.184836307263
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796N96
7175000.00000000
PA
USD
7131871.08000000
1.036667621635
Long
STIV
UST
US
N
2
2022-11-03
None
0.00000000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
542691EY2
1085000.00000000
PA
USD
1069652.13000000
0.155481460215
Long
DBT
MUN
US
N
2
2023-03-01
Fixed
0.36000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-1
96043FAB9
1941480.30000000
PA
USD
1929102.78000000
0.280408656915
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.39000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAK4
1325000.00000000
PA
USD
1323269.84000000
0.192346578117
Long
DBT
CORP
US
N
2
2023-03-11
Floating
1.36000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-B
12656QAA2
460719.54000000
PA
USD
458881.73000000
0.066701686880
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
0.37000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796U80
7000000.00000000
PA
USD
6998862.50000000
1.017333889051
Long
STIV
UST
US
N
2
2022-05-10
None
0.00000000
N
N
N
N
N
N
Wheels SPV LLC
N/A
Wheels SPV 2 LLC
96328DBT0
460730.14000000
PA
USD
456367.03000000
0.066336157549
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
0.51000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-6
92538MAA7
1491423.06000000
PA
USD
1424429.83000000
0.207050894146
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.63000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDR3
1040000.00000000
PA
USD
1039396.49000000
0.151083590146
Long
ABS-O
CORP
US
N
2
2024-06-15
Fixed
1.21000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAA7
379275.59000000
PA
USD
377858.73000000
0.054924423976
Long
ABS-O
CORP
US
N
2
2057-02-25
Floating
1.06000000
N
N
N
N
N
N
BWAY Mortgage Trust
N/A
BWAY 2013-1515 Mortgage Trust
05604FAA3
552740.17000000
PA
USD
548055.37000000
0.079663702634
Long
ABS-MBS
CORP
US
N
2
2033-03-10
Fixed
2.81000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BD3
750000.00000000
PA
USD
755406.02000000
0.109803577958
Long
DBT
CORP
US
N
2
2023-05-12
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796R27
11000000.00000000
PA
USD
10897877.21000000
1.584083099854
Long
STIV
UST
US
N
2
2022-12-29
None
0.00000000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAR3
1550000.00000000
PA
USD
1546129.77000000
0.224740836370
Long
DBT
CORP
NL
N
2
2024-01-12
Floating
0.41000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBC2
1100000.00000000
PA
USD
1099642.71000000
0.159840801949
Long
DBT
CORP
JP
N
2
2024-05-25
Floating
1.13000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AJPU7
6000000.00000000
PA
USD
5996581.50000000
0.871645296419
Long
DBT
USGSE
US
N
2
2022-06-03
Fixed
0.25000000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust 2022-A
054977AA1
2727183.79000000
PA
USD
2679384.44000000
0.389467373106
Long
ABS-O
CORP
US
N
2
2035-02-20
Fixed
1.71000000
N
N
N
N
N
N
AIG GLOBAL FUNDING
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAM0
785000.00000000
PA
USD
767946.31000000
0.111626397308
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.80000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YL8
2200000.00000000
PA
USD
2188105.00000000
0.318056451216
Long
DBT
CORP
CH
N
2
2024-08-09
Floating
0.63000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-1
36261LAB7
503457.04000000
PA
USD
502735.54000000
0.073076146598
Long
ABS-O
CORP
US
N
2
2023-11-16
Fixed
0.23000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83369CEX8
2000000.00000000
PA
USD
1997431.22000000
0.290340676239
Long
STIV
CORP
US
N
2
2022-05-31
None
0.00000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550UAD3
3675000.00000000
PA
USD
3661889.66000000
0.532281417028
Long
DBT
CORP
CH
N
2
2023-08-09
Floating
0.56000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2021-2 LLC
29374YAB8
1295000.00000000
PA
USD
1256257.74000000
0.182605898070
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
0.48000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2022-A
44891WAB5
2035000.00000000
PA
USD
2010642.68000000
0.292261054869
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.81000000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2L8
875000.00000000
PA
USD
869840.18000000
0.126437387957
Long
DBT
CORP
CA
N
2
2023-08-15
Fixed
0.90000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LQ2
2300000.00000000
PA
USD
2312600.73000000
0.336152781180
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
2.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEJ0
750000.00000000
PA
USD
746632.50000000
0.108528285120
Long
DBT
CORP
US
N
2
2025-01-24
Floating
0.77000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2020-2
50116YAB7
138120.23000000
PA
USD
137994.78000000
0.020058511823
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
0.41000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2020-4
14316HAB8
753103.36000000
PA
USD
752302.89000000
0.109352516187
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
0.31000000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307NFJ1
1500000.00000000
PA
USD
1496957.87000000
0.217593354867
Long
STIV
CORP
CA
N
2
2023-01-24
Floating
0.49000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-1
23344EAE6
931000.00000000
PA
USD
931071.69000000
0.135337818591
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.29000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-2
025291AA3
338814.23000000
PA
USD
338184.20000000
0.049157452000
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.37000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2021-NQM2
10569EAA9
932348.17000000
PA
USD
912188.01000000
0.132592942890
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
0.97000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-1
03464MAA2
342099.75000000
PA
USD
342240.59000000
0.049747076816
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
3.92000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-1
40440YAB5
720427.84000000
PA
USD
717644.97000000
0.104314743758
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
0.27000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F66V4
1140459.90000000
PA
USD
1091615.37000000
0.158673971621
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Fixed
1.00000000
N
N
N
N
N
N
Atalaya Equipment Leasing Fund I LP
N/A
Atalaya Equipment Leasing Trust 21-1
046497AB9
1090000.00000000
PA
USD
1069369.90000000
0.155440436099
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
1.23000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2020-1
76119CAA9
204736.59000000
PA
USD
199255.63000000
0.028963207233
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.38000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA DDCA
000000000
144642.59000000
NS
USD
144642.59000000
0.021024817762
Long
STIV
RF
US
N
1
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAK3
640000.00000000
PA
USD
641489.25000000
0.093244974235
Long
DBT
CORP
US
N
2
2022-08-23
Fixed
1.95000000
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-3
80287EAC9
995000.00000000
PA
USD
989823.51000000
0.143877808844
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
0.33000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-4
03463UAA5
167280.67000000
PA
USD
166993.25000000
0.024273643391
Long
ABS-MBS
CORP
US
N
2
2049-07-26
Variable
2.99000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AJ4
4000000.00000000
PA
USD
4005560.96000000
0.582236457605
Long
DBT
CORP
GB
N
2
2022-06-01
Fixed
2.88000000
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3B8
2000000.00000000
PA
USD
1991145.26000000
0.289426967742
Long
DBT
CORP
US
N
2
2024-01-03
Floating
0.61000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAH1
4190000.00000000
PA
USD
4197307.02000000
0.610108096022
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380WZN2
583216.90000000
PA
USD
578200.30000000
0.084045480226
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
2.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N1
14687DAA0
709983.03000000
PA
USD
686960.20000000
0.099854496625
Long
ABS-O
CORP
US
N
2
2028-01-10
Fixed
0.70000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CM2
435000.00000000
PA
USD
434656.07000000
0.063180316814
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.70000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-3
262081AC6
1465000.00000000
PA
USD
1437139.51000000
0.208898335524
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
0.79000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-2
96042RAB4
1392118.21000000
PA
USD
1380388.50000000
0.200649177078
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.32000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce/New York NY
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce/New York NY
13606CRM8
2500000.00000000
PA
USD
2500000.00000000
0.363392583098
Long
STIV
CORP
CA
N
2
2022-04-08
Fixed
0.23000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJS5
2000000.00000000
PA
USD
1996146.10000000
0.290153875008
Long
DBT
CORP
US
N
2
2023-06-13
Floating
0.62000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2021-A
88161FAB2
1290197.42000000
PA
USD
1275685.92000000
0.185429920676
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
0.36000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DV9
875000.00000000
PA
USD
864107.31000000
0.125604074982
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.75000000
N
N
N
N
N
N
DLLAD LLC
N/A
DLLAD 2021-1 LLC
233262AB0
1238017.33000000
PA
USD
1222994.86000000
0.177770904516
Long
ABS-O
CORP
US
N
2
2024-09-20
Fixed
0.35000000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2020-A
00217TAB1
148562.72000000
PA
USD
148678.82000000
0.021611512180
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
1.77000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-3
14317DAB6
1343842.41000000
PA
USD
1336444.29000000
0.194261577084
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
0.29000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDN3
1500000.00000000
PA
USD
1476148.26000000
0.214568531695
Long
DBT
CORP
US
N
2
2024-10-15
Floating
0.74000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THV0
2000000.00000000
PA
USD
1992111.06000000
0.289567353565
Long
DBT
CORP
US
N
2
2024-01-11
Floating
0.43000000
N
N
N
N
N
Donlen Fleet Lease Funding
549300ZWUQETU54FDP26
Donlen Fleet Lease Funding 2 LLC
257812AD9
1383969.77000000
PA
USD
1357702.72000000
0.197351639400
Long
ABS-O
CORP
US
N
2
2034-12-11
Fixed
0.56000000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2021-1 LLC
23345CAA7
870659.45000000
PA
USD
851664.36000000
0.123795404685
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
1.12000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2020-4
36260KAB0
218658.40000000
PA
USD
218514.04000000
0.031762552575
Long
ABS-O
CORP
US
N
2
2023-11-16
Fixed
0.26000000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust 2021-A
98163JAB1
2388705.18000000
PA
USD
2371727.22000000
0.344747232352
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.21000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBM6
2100000.00000000
PA
USD
2099480.73000000
0.305174290256
Long
DBT
CORP
CA
N
2
2024-02-16
Floating
0.83000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2020-B
80286RAB3
1127523.07000000
PA
USD
1123945.66000000
0.163373406660
Long
ABS-O
CORP
US
N
2
2023-11-20
Fixed
0.42000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
7250000.00000000
PA
USD
7165039.06000000
1.041488820807
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.13000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506BN6
1914000.00000000
PA
USD
1931302.29000000
0.280728371163
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.20000000
N
N
N
N
N
N
DLLMT LLC
N/A
Dllmt 2021-1 LLC
23345FAB8
1935000.00000000
PA
USD
1914440.82000000
0.278277437907
Long
ABS-O
CORP
US
N
2
2024-03-20
Fixed
0.60000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-2
03464XAL4
882632.39000000
PA
USD
878494.08000000
0.127695293187
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
2.53000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2019-AFC1 Trust
12596XAA0
1878708.72000000
PA
USD
1834387.73000000
0.266641158243
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.57000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDR9
2050000.00000000
PA
USD
2038522.34000000
0.296313559534
Long
DBT
CORP
US
N
2
2022-10-21
Fixed
0.40000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAB0
175852.10000000
PA
USD
175517.95000000
0.025512768492
Long
ABS-O
CORP
US
N
2
2024-06-18
Fixed
0.28000000
N
N
N
N
N
N
New York City Tax Lien
N/A
NYCTL 2019-A TRUST
62954VAA5
248608.91000000
PA
USD
243047.78000000
0.035328704236
Long
ABS-O
CORP
US
N
2
2032-11-10
Fixed
2.19000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796L64
5000000.00000000
PA
USD
4984768.05000000
0.724571095135
Long
STIV
UST
US
N
2
2022-08-11
None
0.00000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2021-2
380144AB1
548825.67000000
PA
USD
547263.55000000
0.079548606028
Long
ABS-O
CORP
US
N
2
2023-07-20
Fixed
0.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796U98
3946500.00000000
PA
USD
3944990.28000000
0.573432083259
Long
STIV
UST
US
N
2
2022-05-17
None
0.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
256686.19000000
PA
USD
256415.05000000
0.037271730945
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137APJB7
793462.21000000
PA
USD
784486.72000000
0.114030662235
Long
ABS-MBS
USGSE
US
N
2
2027-04-15
Fixed
1.75000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-1
23344GAA9
859181.23000000
PA
USD
856395.16000000
0.124483059738
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
0.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136APW99
166711.39000000
PA
USD
167331.56000000
0.024322819128
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Fixed
3.00000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2021-2
12511EAC0
1230000.00000000
PA
USD
1197423.57000000
0.174053937666
Long
ABS-O
CORP
US
N
2
2029-03-14
Fixed
0.54000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796R43
5000000.00000000
PA
USD
4994591.55000000
0.725999009951
Long
STIV
UST
US
N
2
2022-06-23
None
0.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739GCR8
675000.00000000
PA
USD
675351.38000000
0.098167072991
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
1.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796T90
5000000.00000000
PA
USD
4999775.00000000
0.726752460865
Long
STIV
UST
US
N
2
2022-04-19
None
0.00000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAB4
1410031.09000000
PA
USD
1399234.20000000
0.203388532119
Long
ABS-O
CORP
US
N
2
2024-01-22
Fixed
0.31000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AK2
295000.00000000
PA
USD
293720.69000000
0.042694368099
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.45000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2019-3 LLC
29374WAB2
1687374.87000000
PA
USD
1688394.55000000
0.245420022725
Long
ABS-O
CORP
US
N
2
2025-05-20
Fixed
2.06000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-4 Mortgage Loan Trust
19688GAA1
2391653.56000000
PA
USD
2261626.53000000
0.328743322696
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.40000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAH0
2650000.00000000
PA
USD
2644831.73000000
0.384444893690
Long
DBT
CORP
US
N
2
2023-04-06
Floating
0.49000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2020-B
58769EAB4
14570.05000000
PA
USD
14564.39000000
0.002117036521
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
0.31000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
1625000.00000000
PA
USD
1628560.38000000
0.236722705288
Long
DBT
CORP
US
N
2
2024-04-12
Floating
0.87000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BL7
675000.00000000
PA
USD
666928.28000000
0.096942716164
Long
DBT
CORP
US
N
2
2023-07-23
Fixed
1.38000000
N
N
N
N
N
N
Avid Automobile Receivables Trust
N/A
Avid Automobile Receivables Trust 2021-1
05369LAA5
579153.27000000
PA
USD
575303.93000000
0.083624472475
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
0.61000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N2
14686KAA5
211949.71000000
PA
USD
209383.55000000
0.030435371637
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
0.32000000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2021-1
35105WAC3
486916.99000000
PA
USD
484862.83000000
0.070478222496
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.40000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAH0
1425000.00000000
PA
USD
1382943.70000000
0.201020593369
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
1.13000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJX8
1875000.00000000
PA
USD
1872131.25000000
0.272127444335
Long
DBT
CORP
US
N
2
2024-05-28
Floating
0.91000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCF3
675000.00000000
PA
USD
675006.52000000
0.098116945164
Long
DBT
CORP
CA
N
2
2023-01-27
Floating
0.63000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2021-2
32057JAA1
2609335.63000000
PA
USD
2556184.51000000
0.371559396786
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.48000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BH9
2400000.00000000
PA
USD
2382266.42000000
0.346279179197
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796K57
5000000.00000000
PA
USD
4991176.85000000
0.725502659290
Long
STIV
UST
US
N
2
2022-07-14
None
0.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-2
23345EAA3
992216.67000000
PA
USD
986652.32000000
0.143416854074
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
0.41000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434RFA5
3645000.00000000
PA
USD
3638652.34000000
0.528903709132
Long
STIV
CORP
US
N
2
2022-06-10
None
0.00000000
N
N
N
N
N
N
Verizon Owner Trust
549300P0XXSIS1ESEJ26
Verizon Owner Trust 2019-B
92349GAA9
650838.28000000
PA
USD
652517.57000000
0.094848018111
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
2.33000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2020-2
96042PAB8
261076.18000000
PA
USD
260994.96000000
0.037937453076
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
0.93000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N3
14687GAA3
829747.81000000
PA
USD
818258.62000000
0.118939645425
Long
ABS-O
CORP
US
N
2
2028-06-12
Fixed
0.35000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P1
14687BAF3
437048.90000000
PA
USD
436533.84000000
0.063453263891
Long
ABS-O
CORP
US
N
2
2024-03-11
Fixed
0.28000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2020-B
60700KAB8
334684.34000000
PA
USD
333051.55000000
0.048411385223
Long
ABS-O
CORP
US
N
2
2023-08-14
Fixed
0.38000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAC2
1290000.00000000
PA
USD
1272756.22000000
0.185004068176
Long
DBT
CORP
GB
N
2
2024-08-12
Floating
0.72000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N4
14687HAA1
1669439.35000000
PA
USD
1644680.06000000
0.239065814149
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
0.83000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAP8
1400000.00000000
PA
USD
1377306.00000000
0.200201114023
Long
DBT
CORP
US
N
2
2026-01-25
Floating
0.83000000
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5
61761ABA5
785000.00000000
PA
USD
785568.58000000
0.114187918195
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Fixed
3.79000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJU4
1525000.00000000
PA
USD
1515925.44000000
0.220350424570
Long
DBT
CORP
US
N
2
2025-04-22
Floating
0.83000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
541849.65000000
PA
USD
529494.99000000
0.076965820861
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01000000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2021-2
35105UAB9
920467.37000000
PA
USD
912461.79000000
0.132632738738
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.40000000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust 2020-B
98163GAB7
228925.56000000
PA
USD
228582.72000000
0.033226106029
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
0.32000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAJ1
2285000.00000000
PA
USD
2234962.36000000
0.324867498051
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
N
N
N
N
N
N
Verizon Owner Trust
N/A
Verizon Owner Trust 2020-C
92348CAA9
4000000.00000000
PA
USD
3922549.20000000
0.570170114448
Long
ABS-O
CORP
US
N
2
2025-04-21
Fixed
0.41000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2021-B
12657WAB6
1107475.10000000
PA
USD
1102190.12000000
0.160211085909
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.22000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557CBE2
875000.00000000
PA
USD
857790.43000000
0.124685872046
Long
DBT
CORP
FI
N
2
2023-06-09
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BVXR2
176852.42000000
PA
USD
177949.12000000
0.025866156150
Long
ABS-MBS
USGSE
US
N
2
2043-05-15
Fixed
3.00000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFB3
1400000.00000000
PA
USD
1399390.17000000
0.203411203455
Long
DBT
CORP
US
N
2
2023-08-07
Floating
0.57000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2020-3 Owner Trust
43813KAB8
88165.52000000
PA
USD
88131.68000000
0.012810559539
Long
ABS-O
CORP
US
N
2
2023-02-21
Fixed
0.27000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKF5
1700000.00000000
PA
USD
1692112.00000000
0.245960380229
Long
DBT
CORP
US
N
2
2025-02-04
Floating
0.94000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-3
36263LAA7
2324511.42000000
PA
USD
2301461.80000000
0.334533659362
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
0.42000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AK5
2600000.00000000
PA
USD
2526033.72000000
0.367176767402
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
Volvo Financial Equipment LLC
N/A
Volvo Financial Equipment LLC Series 2020-1
92888EAB9
98490.72000000
PA
USD
98428.22000000
0.014307234046
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
0.37000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust
30167JAB0
2255000.00000000
PA
USD
2245373.86000000
0.326380882803
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
1.15000000
N
N
N
N
N
N
AXIS Equipment Finance Receivables LLC
549300INEWFFGID70G60
Amur Equipment Finance Receivables IX LLC
03237KAB0
1352307.97000000
PA
USD
1325731.20000000
0.192704354105
Long
ABS-O
CORP
US
N
2
2026-11-20
Fixed
0.75000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAC7
3035000.00000000
PA
USD
3054785.80000000
0.444034601070
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.43000000
N
N
N
N
N
N
COMMONWEALTH BK AUSTR NY
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia/New York NY
20271EYB9
3000000.00000000
PA
USD
2993510.04000000
0.435127738387
Long
STIV
CORP
AU
N
2
2023-01-20
Floating
0.47000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3D4
1250000.00000000
PA
USD
1240925.00000000
0.180377176472
Long
DBT
CORP
US
N
2
2024-06-14
Floating
0.59000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2022-EBO1
89180EAA2
2026740.49000000
PA
USD
2016685.83000000
0.293139469225
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
2.16000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2021-A
44933LAB9
516425.62000000
PA
USD
514573.92000000
0.074796938393
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
0.23000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill- When Issued
912796R68
8000000.00000000
PA
USD
7987629.28000000
1.161058094758
Long
STIV
UST
US
N
2
2022-07-07
None
0.00000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-4
02530TAA9
2454241.68000000
PA
USD
2435518.02000000
0.354019673788
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.45000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
2254EBD81
2250000.00000000
PA
USD
2249916.86000000
0.327041239805
Long
STIV
CORP
CH
N
2
2022-04-08
None
0.00000000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2021-A
00217FAB1
625000.00000000
PA
USD
614310.88000000
0.089294407003
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
0.37000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174824M3
1025000.00000000
PA
USD
1042436.55000000
0.151525484248
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.88000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCN6
2700000.00000000
PA
USD
2695287.10000000
0.391778936584
Long
DBT
CORP
CA
N
2
2023-01-06
Floating
0.34000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DM5
445000.00000000
PA
USD
433823.49000000
0.063059295456
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.35000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2R7
1100000.00000000
PA
USD
1095413.00000000
0.159225983852
Long
DBT
CORP
US
N
2
2024-09-13
Floating
0.53000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAA5
2938969.74000000
PA
USD
2911536.81000000
0.423212352869
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
0.84000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BT2
1000000.00000000
PA
USD
1002685.45000000
0.145747382284
Long
DBT
CORP
US
N
2
2022-08-08
Fixed
2.15000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2020-A
98163DAB4
23277.57000000
PA
USD
23270.36000000
0.003382510492
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
0.47000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZE7
1425000.00000000
PA
USD
1391422.97000000
0.202253114900
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
1.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796S34
7050000.00000000
PA
USD
6971510.02000000
1.013358013707
Long
STIV
UST
US
N
2
2023-01-26
None
0.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30165XAC9
1185000.00000000
PA
USD
1182179.46000000
0.171838099062
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.30000000
N
N
N
N
N
N
FIC Funding, LLC
N/A
FCI Funding 2021-1 LLC
30260GAA4
602176.50000000
PA
USD
588122.30000000
0.085487712710
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.13000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-3
33844TAA5
124494.99000000
PA
USD
123992.85000000
0.018023232818
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.70000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-4
33845XAA5
1341064.00000000
PA
USD
1334727.47000000
0.194012025222
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.53000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill - WI Post Auction
912796V30
5000000.00000000
PA
USD
4997126.65000000
0.726367504566
Long
STIV
UST
US
N
2
2022-05-31
None
0.00000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JBB3
1500000.00000000
PA
USD
1489266.32000000
0.216475333978
Long
DBT
CORP
AU
N
2
2025-10-14
Floating
0.83000000
N
N
N
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAE4
1750000.00000000
PA
USD
1752127.35000000
0.254684033453
Long
DBT
CORP
NL
N
2
2022-09-19
Fixed
2.13000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2021-1
24703QAB8
707224.33000000
PA
USD
703463.88000000
0.102253422587
Long
ABS-O
CORP
US
N
2
2026-05-22
Fixed
0.33000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAN0
1826000.00000000
PA
USD
1820361.39000000
0.264602331074
Long
DBT
CORP
US
N
2
2023-03-02
Floating
1.00000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
84346LAC4
1015000.00000000
PA
USD
994936.53000000
0.144621022262
Long
DBT
CORP
US
N
2
2023-04-28
Fixed
0.63000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BB6
1215000.00000000
PA
USD
1179179.56000000
0.171402042498
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.60000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2020-C
98163CAB6
261404.94000000
PA
USD
261202.01000000
0.037967549249
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
0.35000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-NQM5 Trust
36168KAA5
3436786.51000000
PA
USD
3327022.42000000
0.483606108492
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.26000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AY4
3000000.00000000
PA
USD
2937283.98000000
0.426954885114
Long
DBT
CORP
GB
N
2
2023-05-26
Fixed
0.30000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KA4
1400000.00000000
PA
USD
1394441.33000000
0.202691854755
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
3.25000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CL1
2525000.00000000
PA
USD
2508812.98000000
0.364673611725
Long
DBT
CORP
DE
N
2
2023-11-08
Floating
0.67000000
N
N
N
N
N
N
Bunker Hill Loan Depositary Trust
N/A
Bunker Hill Loan Depositary Trust 2019-3
12062BAA3
437749.89000000
PA
USD
433656.97000000
0.063035090602
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.72000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796R35
8000000.00000000
PA
USD
7994204.00000000
1.162013776551
Long
STIV
UST
US
N
2
2022-06-09
None
0.00000000
N
N
N
N
N
N
CAPITAL ONE NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RNW7
350000.00000000
PA
USD
351016.77000000
0.051022756304
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
2.15000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-2
262104AC6
1335000.00000000
PA
USD
1323478.82000000
0.192376954830
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
0.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796P94
20750000.00000000
PA
USD
20593164.24000000
2.993361258941
Long
STIV
UST
US
N
2
2022-12-01
None
0.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEB4
820000.00000000
PA
USD
786140.38000000
0.114271033346
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.55000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAA4
534163.40000000
PA
USD
499649.50000000
0.072627568979
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.93000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2018-1 Trust
67112FAD2
50300.31000000
PA
USD
49677.29000000
0.007220943493
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
1.11000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAA6
92745.41000000
PA
USD
91273.21000000
0.013267203019
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.74000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
N/A
BANK OF NOVA SCOTIA
06417MNH4
4000000.00000000
PA
USD
4000000.00000000
0.581428132958
Long
STIV
CORP
CA
N
2
2022-04-07
Fixed
0.23000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2021-A
80286TAB9
1471093.88000000
PA
USD
1458940.73000000
0.212067296185
Long
ABS-O
CORP
US
N
2
2024-02-20
Fixed
0.32000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCG9
2000000.00000000
PA
USD
1980230.00000000
0.287840357931
Long
DBT
CORP
US
N
2
2025-06-01
Floating
0.76000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAB0
104591.99000000
PA
USD
104554.91000000
0.015197791528
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.28000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-1
22534GAA1
2997389.20000000
PA
USD
2996793.02000000
0.435604942620
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
2.01000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables Funding LLC Series 2021-1
39154TBH0
2349892.01000000
PA
USD
2340859.03000000
0.340260323832
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
0.27000000
N
N
N
N
N
N
Synchrony Bank
549300UATVPGSLE43Z27
Synchrony Bank
87166FAA1
1566000.00000000
PA
USD
1568739.84000000
0.228027369067
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.00000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2Z6
1350000.00000000
PA
USD
1339086.49000000
0.194645639437
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.25000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCU2
848000.00000000
PA
USD
833471.93000000
0.121151007033
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
0.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828L24
25000000.00000000
PA
USD
25101562.50000000
3.648688654677
Long
DBT
UST
US
N
2
2022-08-31
Fixed
1.88000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183CD4
675674.55000000
PA
USD
677029.21000000
0.098410957382
Long
ABS-O
CORP
US
N
2
2031-09-15
Fixed
1.95000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2021-A
80282YAB2
341340.25000000
PA
USD
341043.90000000
0.049573129508
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
0.23000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAA4
182456.31000000
PA
USD
181827.04000000
0.026429839097
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.51000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-C
34533YAB6
570857.16000000
PA
USD
570057.50000000
0.082861866975
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
0.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796U31
15000000.00000000
PA
USD
14766393.00000000
2.146399078129
Long
STIV
UST
US
N
2
2023-03-23
None
0.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2017-REV2
34529SAA7
1500000.00000000
PA
USD
1505001.30000000
0.218762523989
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
2.36000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2X8
2620000.00000000
PA
USD
2587074.96000000
0.376049540953
Long
DBT
CORP
US
N
2
2024-05-24
Floating
0.91000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886BZ6
742000.00000000
PA
USD
742416.11000000
0.107915403178
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
2.70000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2019-3
03066NAD6
245319.59000000
PA
USD
245536.13000000
0.035690403409
Long
ABS-O
CORP
US
N
2
2024-04-18
Fixed
2.06000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-1
80286EAB2
2925000.00000000
PA
USD
2903047.88000000
0.421978427189
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.36000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJH3
1250000.00000000
PA
USD
1209335.89000000
0.175785477160
Long
DBT
CORP
US
N
2
2024-10-24
Fixed
0.81000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2020-C
44891RAB6
380486.44000000
PA
USD
380125.17000000
0.055253866970
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
0.26000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YT1
1400000.00000000
PA
USD
1385634.54000000
0.201411725888
Long
DBT
CORP
CH
N
2
2025-01-13
Floating
0.58000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAC8
1230000.00000000
PA
USD
1220754.58000000
0.177445264062
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.35000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables Funding LLC Series 2021-2
39154TBP2
1680000.00000000
PA
USD
1652057.06000000
0.240138112984
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
0.38000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2021-1
12510KAC7
774592.86000000
PA
USD
760012.39000000
0.110473146235
Long
ABS-O
CORP
US
N
2
2027-06-14
Fixed
0.30000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06418BAC2
1400000.00000000
PA
USD
1394680.57000000
0.202726629972
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
2.44000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-D
12658VAA9
2666184.04000000
PA
USD
2632666.37000000
0.382676573052
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
0.61000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0EA5
1400000.00000000
PA
USD
1392223.04000000
0.202369410702
Long
DBT
CORP
AU
N
2
2025-01-12
Floating
0.49000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796P37
10000000.00000000
PA
USD
9999550.00000000
1.453504921730
Long
STIV
UST
US
N
2
2022-04-28
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379QW43
505318.99000000
PA
USD
505711.47000000
0.073508718954
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
1.70000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Funding 2021-1 LLC
29374EAB2
569184.97000000
PA
USD
557174.31000000
0.080989204698
Long
ABS-O
CORP
US
N
2
2026-12-21
Fixed
0.44000000
N
N
N
N
N
N
United Auto Credit Securitization Trust
N/A
United Auto Credit Securitization Trust
90943UAA2
121284.81000000
PA
USD
121207.98000000
0.017618432377
Long
ABS-O
CORP
US
N
2
2023-07-10
Fixed
0.34000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40441RAB9
1400000.00000000
PA
USD
1383586.12000000
0.201113973634
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
1.02000000
N
N
N
N
N
N
2022-04-28
HARTFORD SERIES FUND INC
John Stanziani
John Stanziani
Assistant Treasurer
XXXX