| US TREASURY N/B |
680,000,000 |
285,913,200 |
-394,086,800 |
10.62% |
-$396.52M |
| CORPORATE OFFICE |
28,296,000 |
19,236,000 |
-9,060,000 |
0.71% |
-$8.89M |
| NATWEST GROUP |
30,939,000 |
18,669,000 |
-12,270,000 |
0.69% |
-$12.39M |
| GOLDMAN SACHS BK |
23,400,000 |
18,330,000 |
-5,070,000 |
0.68% |
-$5.13M |
| GOLDMAN SACHS GP |
22,330,000 |
17,550,000 |
-4,780,000 |
0.65% |
-$4.62M |
| MATTEL INC REGD 144A P/P 5.87500000 |
21,570,000 |
16,950,000 |
-4,620,000 |
0.63% |
-$4.63M |
| ING GROEP NV |
21,004,000 |
16,504,000 |
-4,500,000 |
0.61% |
-$4.36M |
| OHA Credit Funding 22 Ltd., Series 2025-22A, Class A1 |
16,813,000 |
14,813,000 |
-2,000,000 |
0.55% |
-$2.00M |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1R TSFR3M+108 07/15/2036 144A |
29,514,000 |
14,514,000 |
-15,000,000 |
0.54% |
-$15.01M |
| FLATIRON CLO LTD |
21,508,000 |
14,008,000 |
-7,500,000 |
0.52% |
-$7.50M |
| Juniper Valley Park CLO, Ltd., Series 2023-1A, Class ARR |
20,000,000 |
13,000,000 |
-7,000,000 |
0.48% |
-$6.97M |
| PSTAT 2025-2A A1 |
14,130,000 |
12,599,590 |
-1,530,410 |
0.47% |
-$1.52M |
| PNC Bank, National Association |
16,414,000 |
12,414,000 |
-4,000,000 |
0.46% |
-$3.97M |
| MORGAN STANLEY PRIVATE BANK NA FRN SOFR+78 11/17/2028 |
19,600,000 |
12,400,000 |
-7,200,000 |
0.46% |
-$7.19M |
| US BANK NA CINCINNATI SR UNSECURED 05/28 VAR |
32,800,000 |
12,350,000 |
-20,450,000 |
0.46% |
-$20.52M |
| Federation des Caisses Desjardins du Quebec |
23,000,000 |
12,350,000 |
-10,650,000 |
0.46% |
-$10.67M |
| MORGAN STANLEY |
31,920,000 |
12,430,000 |
-19,490,000 |
0.46% |
-$19.19M |
| Citigroup Inc. |
19,000,000 |
12,300,000 |
-6,700,000 |
0.46% |
-$6.74M |
| LLOYDS BANKING GROUP PLC SR UNSECURED 05/27 VAR |
24,446,000 |
12,426,000 |
-12,020,000 |
0.46% |
-$11.80M |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/26 VAR |
29,800,000 |
12,350,000 |
-17,450,000 |
0.46% |
-$17.47M |
| RY F 10/18/27 GMTN |
30,000,000 |
12,310,000 |
-17,690,000 |
0.46% |
-$17.74M |
| BARCLAYS PLC |
20,000,000 |
12,500,000 |
-7,500,000 |
0.46% |
-$7.29M |
| UBS GROUP |
23,000,000 |
12,470,000 |
-10,530,000 |
0.46% |
-$10.24M |
| NATL BANK CANADA |
26,561,000 |
12,221,000 |
-14,340,000 |
0.46% |
-$14.50M |
| DEUTSCHE BANK NY |
23,000,000 |
12,480,000 |
-10,520,000 |
0.46% |
-$10.25M |
| BNP PARIBAS |
25,000,000 |
12,480,000 |
-12,520,000 |
0.46% |
-$12.22M |
| DEUTSCHE BANK NY |
27,450,000 |
12,480,000 |
-14,970,000 |
0.46% |
-$14.61M |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027 |
24,500,000 |
12,280,000 |
-12,220,000 |
0.45% |
-$12.24M |
| WELLS FARGO CO |
24,200,000 |
12,330,000 |
-11,870,000 |
0.45% |
-$11.78M |
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR |
20,150,000 |
12,260,000 |
-7,890,000 |
0.45% |
-$7.91M |
| BMW US CAPITAL LLC REGD V/R 144A P/P 4.61353100 |
22,600,000 |
12,250,000 |
-10,350,000 |
0.45% |
-$10.38M |
| BANK OF NEW YORK MELLON CORP THE |
25,000,000 |
12,240,000 |
-12,760,000 |
0.45% |
-$12.77M |
| JPMORGAN CHASE |
28,000,000 |
12,310,000 |
-15,690,000 |
0.45% |
-$15.45M |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A |
20,600,000 |
12,190,000 |
-8,410,000 |
0.45% |
-$8.42M |
| BANK OF AMER CRP |
23,000,000 |
12,260,000 |
-10,740,000 |
0.45% |
-$10.70M |
| CAN IMPERIAL BK |
21,000,000 |
12,200,000 |
-8,800,000 |
0.45% |
-$8.79M |
| BANK OF MONTREAL SR UNSECURED 09/28 VAR |
21,000,000 |
12,200,000 |
-8,800,000 |
0.45% |
-$8.78M |
| NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A |
20,421,000 |
12,151,000 |
-8,270,000 |
0.45% |
-$8.29M |
| CITIBANK NA SR UNSECURED 05/27 VAR |
25,100,000 |
12,130,000 |
-12,970,000 |
0.45% |
-$13.01M |
| BARCLAYS PLC |
31,250,000 |
12,050,000 |
-19,200,000 |
0.45% |
-$19.37M |
| AMERICAN EXPRESS |
23,000,000 |
12,040,000 |
-10,960,000 |
0.45% |
-$11.08M |
| JPM V6.07 10/22/27 |
28,456,000 |
11,886,000 |
-16,570,000 |
0.45% |
-$16.89M |
| MORGAN STANLEY PVT BANK SR UNSECURED 07/28 VAR |
22,100,000 |
11,990,000 |
-10,110,000 |
0.44% |
-$10.13M |
| BANK OF MONTREAL |
28,606,000 |
11,966,000 |
-16,640,000 |
0.44% |
-$16.70M |
| MAGNETITE XXII LTD / MAGNETITE XXII LLC ARR TSFR3M+125 07/15/2036 144A |
17,992,000 |
11,992,000 |
-6,000,000 |
0.44% |
-$6.00M |
| VW FLOAT 08/14/26 |
21,978,000 |
11,858,000 |
-10,120,000 |
0.44% |
-$10.15M |
| TRUIST BANK FRN SOFR+77 07/24/2028 |
22,000,000 |
11,860,000 |
-10,140,000 |
0.44% |
-$10.12M |
| GSK Float 03/12/27 |
25,080,000 |
11,760,000 |
-13,320,000 |
0.44% |
-$13.37M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR |
21,530,000 |
11,630,000 |
-9,900,000 |
0.43% |
-$9.93M |
| Dryden CLO Ltd., Series 2019-68A, Class ARR |
17,693,000 |
11,693,000 |
-6,000,000 |
0.43% |
-$5.97M |
| Bank of Nova Scotia (The), Series I |
21,480,000 |
11,590,000 |
-9,890,000 |
0.43% |
-$9.89M |
| HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028 |
18,225,000 |
11,545,000 |
-6,680,000 |
0.43% |
-$6.66M |
| JPMORGAN CHASE |
17,000,000 |
11,700,000 |
-5,300,000 |
0.43% |
-$5.11M |
| SOCIETE GENERALE SA MTN 1.792000% 06/09/2027 |
21,044,000 |
11,354,000 |
-9,690,000 |
0.42% |
-$9.47M |
| Kubota Credit Owner Trust, Series 2025-1A, Class A2 |
19,293,549 |
11,084,773 |
-8,208,776 |
0.41% |
-$8.23M |
| GMF Floorplan Owner Revolving Trust |
16,000,000 |
11,010,000 |
-4,990,000 |
0.41% |
-$4.95M |
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 04/27 VAR |
14,000,000 |
11,000,000 |
-3,000,000 |
0.41% |
-$3.00M |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2025-C CL A3 REGD 144A P/P 4.36000000 |
17,460,000 |
10,950,000 |
-6,510,000 |
0.41% |
-$6.54M |
| WOSAT 2025-A A2A 4.14% 05-15-30 |
15,985,000 |
10,995,000 |
-4,990,000 |
0.41% |
-$4.97M |
| BOEING CO |
20,400,000 |
11,030,000 |
-9,370,000 |
0.41% |
-$9.29M |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A2 |
21,000,000 |
10,950,000 |
-10,050,000 |
0.41% |
-$10.08M |
| BANK OF AMER CRP |
23,000,000 |
10,900,000 |
-12,100,000 |
0.40% |
-$11.94M |
| ORACLE CORP |
20,000,000 |
10,760,000 |
-9,240,000 |
0.40% |
-$9.12M |
| Wheels Fleet Lease Funding 1 LLC |
19,700,000 |
10,636,276 |
-9,063,724 |
0.39% |
-$9.03M |
| HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A |
15,576,000 |
10,576,000 |
-5,000,000 |
0.39% |
-$4.98M |
| BANK OF AMER CRP |
14,920,000 |
10,560,000 |
-4,360,000 |
0.39% |
-$4.22M |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 A2 |
15,985,000 |
10,455,172 |
-5,529,828 |
0.39% |
-$5.52M |
| TRUIST FINANCIAL |
19,300,000 |
10,360,000 |
-8,940,000 |
0.38% |
-$9.06M |
| KEURIG DR PEPPER INC REGD V/R 4.63613700 |
26,204,000 |
10,324,000 |
-15,880,000 |
0.38% |
-$15.86M |
| USB AUTO OWNER TRUST USCAR 2025 1A A2 144A |
19,563,199 |
10,188,080 |
-9,375,119 |
0.38% |
-$9.40M |
| WALMART INC SR UNSECURED 04/27 VAR |
21,313,000 |
10,083,000 |
-11,230,000 |
0.37% |
-$11.27M |
| JXN 4.9 01/13/27 144A |
18,565,000 |
10,005,000 |
-8,560,000 |
0.37% |
-$8.63M |
| HAROT 2024-2 A3 |
17,000,000 |
9,938,879 |
-7,061,121 |
0.37% |
-$7.11M |
| WELLS FARGO CO |
14,790,000 |
10,090,000 |
-4,700,000 |
0.37% |
-$4.64M |
| PNC FINANCIAL |
23,000,000 |
9,960,000 |
-13,040,000 |
0.37% |
-$13.12M |
| NXP BV/NXP FDG |
14,600,000 |
10,000,000 |
-4,600,000 |
0.37% |
-$4.59M |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 10/26 VAR |
20,934,000 |
9,964,000 |
-10,970,000 |
0.37% |
-$10.97M |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR |
18,000,000 |
9,730,000 |
-8,270,000 |
0.36% |
-$8.35M |
| WELLS FARGO CO |
13,770,000 |
9,470,000 |
-4,300,000 |
0.36% |
-$4.42M |
| GLENLN 1.625 04/27/26 144A |
24,782,000 |
9,632,000 |
-15,150,000 |
0.35% |
-$14.93M |
| CARMX 2025-3 4.42% 08/15/2028 |
19,645,000 |
9,564,238 |
-10,080,762 |
0.35% |
-$10.12M |
| Toyota Lease Owner Trust 2024-B |
29,200,000 |
9,457,295 |
-19,742,705 |
0.35% |
-$19.76M |
| MITSUB UFJ FIN |
20,200,000 |
9,450,000 |
-10,750,000 |
0.35% |
-$10.50M |
| ING GROEP NV |
24,835,000 |
9,025,000 |
-15,810,000 |
0.34% |
-$16.07M |
| GOLDMAN SACHS GP |
20,000,000 |
9,230,000 |
-10,770,000 |
0.34% |
-$10.49M |
| AERCAP IRELAND |
13,279,000 |
9,179,000 |
-4,100,000 |
0.34% |
-$3.99M |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 3A A1 144A |
15,170,000 |
9,047,843 |
-6,122,157 |
0.34% |
-$6.11M |
| GOLDMAN SACHS GP |
19,800,000 |
9,130,000 |
-10,670,000 |
0.33% |
-$10.40M |
| GMF Floorplan Owner Revolving Trust Series 2025-1 |
12,980,000 |
8,950,000 |
-4,030,000 |
0.33% |
-$4.03M |
| CPCHEM 3.4 12/01/26 144A |
16,234,000 |
8,764,000 |
-7,470,000 |
0.32% |
-$7.38M |
| Carvana Auto Receivables Trust, Series 2025-P2, Class A2 |
16,536,452 |
8,603,385 |
-7,933,067 |
0.32% |
-$7.95M |
| Enterprise Fleet Financing LLC, Series 2025-1, Class A2 |
15,452,805 |
8,581,341 |
-6,871,464 |
0.32% |
-$6.89M |
| MRK Float 09/15/27 |
20,807,000 |
8,557,000 |
-12,250,000 |
0.32% |
-$12.32M |
| ABN AMRO BANK NV REGD V/R 144A P/P 5.90263100 |
17,900,000 |
8,500,000 |
-9,400,000 |
0.32% |
-$9.50M |
| FIRST INVESTORS AUTO OWNER TRUST 2025-1 SER 2025-1A CL A2 REGD 144A P/P 4.31000000 |
12,135,000 |
8,375,000 |
-3,760,000 |
0.31% |
-$3.75M |
| SEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66% 10/15/2030 144A |
15,175,000 |
8,375,779 |
-6,799,221 |
0.31% |
-$6.80M |
| STATE STREET BANK TRUST CO |
14,768,000 |
8,360,000 |
-6,408,000 |
0.31% |
-$6.44M |
| EQUITABLE FINANCIAL LIFE SR SECURED 144A 04/27 4.6 |
12,548,000 |
8,268,000 |
-4,280,000 |
0.31% |
-$4.29M |
| World Omni Auto Receivables Trust, Series 2025-B, Class A2A |
23,256,777 |
8,272,696 |
-14,984,081 |
0.31% |
-$15.00M |
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A |
14,095,343 |
8,160,127 |
-5,935,216 |
0.31% |
-$6.01M |
| MERCEDES-BENZ FIN NA REGD V/R 144A P/P 4.69612100 |
22,000,000 |
8,170,000 |
-13,830,000 |
0.30% |
-$13.85M |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95 |
24,000,000 |
8,080,000 |
-15,920,000 |
0.30% |
-$16.05M |
| HCA INC |
11,731,000 |
8,031,000 |
-3,700,000 |
0.30% |
-$3.70M |
| AMERICAN HONDA FINANCE SR UNSECURED 05/26 VAR |
32,000,000 |
8,020,000 |
-23,980,000 |
0.30% |
-$24.01M |
| EVERSOURCE ENERG |
16,000,000 |
8,000,000 |
-8,000,000 |
0.30% |
-$8.03M |
| Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR |
19,000,000 |
8,000,000 |
-11,000,000 |
0.30% |
-$11.00M |
| Fidelity Cash Central Fund |
15,711,454 |
7,943,781 |
-7,767,673 |
0.29% |
-$7.77M |
| ATHENE GLOBAL FUNDING SR SECURED 144A 08/26 4.86 |
26,208,000 |
7,808,000 |
-18,400,000 |
0.29% |
-$18.48M |
| ENEL FINANCE INTL NV STEP 07/12/2026 144A |
11,493,000 |
7,893,000 |
-3,600,000 |
0.29% |
-$3.50M |
| US BANCORP |
17,119,000 |
7,619,000 |
-9,500,000 |
0.29% |
-$9.76M |
| INVESCO CLO 2021-3 LTD |
17,740,000 |
7,740,000 |
-10,000,000 |
0.29% |
-$9.99M |
| AMERICAN TOWER |
11,345,000 |
7,745,000 |
-3,600,000 |
0.29% |
-$3.56M |
| AMERICAN HONDA FINANCE CORP FRN SOFR+55 05/11/2026 |
22,000,000 |
7,680,000 |
-14,320,000 |
0.28% |
-$14.34M |
| Exeter Automobile Receivables Trust 2025-4 |
14,571,000 |
7,608,821 |
-6,962,179 |
0.28% |
-$6.96M |
| BX Trust, Series 2025-ROIC, Class A |
15,426,833 |
7,551,433 |
-7,875,400 |
0.28% |
-$7.86M |
| GMF Floorplan Owner Revolving Trust |
19,600,000 |
7,380,000 |
-12,220,000 |
0.27% |
-$12.31M |
| GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-1A CL A1 REGD 144A P/P 5.13000000 |
22,000,000 |
7,310,000 |
-14,690,000 |
0.27% |
-$14.90M |
| GMALT 2024-3 A3 |
16,900,000 |
7,370,000 |
-9,530,000 |
0.27% |
-$9.54M |
| GM FINANCIAL LEASING TRST 4.19% 10/20/2027 |
19,105,000 |
7,341,173 |
-11,763,827 |
0.27% |
-$11.79M |
| Chase Auto Owner Trust, Series 2024-1A, Class A3 |
12,511,247 |
7,150,770 |
-5,360,476 |
0.27% |
-$5.41M |
| Santander Drive Auto Receivables Trust 2025-2 |
12,110,838 |
6,999,234 |
-5,111,604 |
0.26% |
-$5.13M |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A |
13,456,684 |
6,793,709 |
-6,662,975 |
0.25% |
-$6.67M |
| DELL INT / EMC |
18,020,000 |
6,770,000 |
-11,250,000 |
0.25% |
-$11.32M |
| BX TRUST BX 2024 MDHS A 144A |
7,498,525 |
6,780,797 |
-717,728 |
0.25% |
-$718.17K |
| Wheels Fleet Lease Funding 1 LLC, Series 2024-2A, Class A2 |
7,331,668 |
6,502,249 |
-829,419 |
0.24% |
-$836.72K |
| BX Trust, Series 2024-CNYN, Class A |
6,594,753 |
6,519,322 |
-75,431 |
0.24% |
-$73.39K |
| MTLRF 2025-1A A2 |
9,585,000 |
6,474,710 |
-3,110,290 |
0.24% |
-$3.14M |
| EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A A2 4.94% 01/18/2028 |
12,675,192 |
6,427,629 |
-6,247,563 |
0.24% |
-$6.25M |
| DLLAD LLC, Series 2025-1A, Class A2 |
11,855,000 |
6,355,000 |
-5,500,000 |
0.24% |
-$5.53M |
| ALA Trust 2025-OANA |
17,695,000 |
6,345,000 |
-11,350,000 |
0.24% |
-$11.38M |
| Wheels Fleet Lease Funding LLC, Series 2024-1A, Class A2 |
10,700,913 |
6,350,360 |
-4,350,553 |
0.24% |
-$4.36M |
| BX Commercial Mortgage Trust, Series 2024-XL5, Class A |
14,459,115 |
6,298,077 |
-8,161,038 |
0.23% |
-$8.16M |
| FLATIRON RR CLO 22 LLC FLAT 2021-2A AR |
18,300,000 |
6,300,000 |
-12,000,000 |
0.23% |
-$11.97M |
| SBNA Auto Lease Trust, Series 2024-C, Class A3 |
17,285,906 |
6,275,982 |
-11,009,925 |
0.23% |
-$11.03M |
| Enterprise Fleet Financing LLC, Series 2024-4, Class A2 |
17,772,109 |
6,224,852 |
-11,547,257 |
0.23% |
-$11.58M |
| Honda Auto Receivables Owner Trust, Series 2025-2, Class A2A |
19,648,000 |
6,178,661 |
-13,469,339 |
0.23% |
-$13.49M |
| ESSEX PORTFOLIO |
8,817,000 |
6,017,000 |
-2,800,000 |
0.22% |
-$2.77M |
| Ally Auto Receivables Trust, Series 2025-1, Class A2 |
18,910,000 |
5,940,000 |
-12,970,000 |
0.22% |
-$12.97M |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 4.4% 02/16/2028 |
17,943,839 |
5,927,479 |
-12,016,360 |
0.22% |
-$12.04M |
| Carmax Auto Owner Trust, Series 2025-4, Class A2A |
15,400,000 |
5,930,000 |
-9,470,000 |
0.22% |
-$9.47M |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 COPAR 2025-1 A2A |
19,700,000 |
5,930,000 |
-13,770,000 |
0.22% |
-$13.79M |
| USAA Auto Owner Trust, Series 2025-A, Class A2 |
19,900,000 |
5,930,000 |
-13,970,000 |
0.22% |
-$13.97M |
| Exeter Select Automobile Receivables Trust 2025-2 |
9,915,000 |
5,893,296 |
-4,021,704 |
0.22% |
-$4.04M |
| GMALT 2024-2 A3 |
12,387,538 |
5,656,095 |
-6,731,443 |
0.21% |
-$6.77M |
| Mercedes-Benz Auto Lease Trust, Series 2025-A, Class A2A |
15,125,000 |
5,649,417 |
-9,475,583 |
0.21% |
-$9.53M |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A 4.11% 03/20/2029 144A |
17,010,000 |
5,458,584 |
-11,551,416 |
0.20% |
-$11.55M |
| Hyundai Auto Receivables Trust, Series 2025-B, Class A2A |
13,240,000 |
5,354,325 |
-7,885,675 |
0.20% |
-$7.90M |
| BROWN & BROWN |
7,970,000 |
5,270,000 |
-2,700,000 |
0.20% |
-$2.71M |
| Porsche Innovative Lease Owner Trust, Series 2025-1A, Class A2A |
11,114,172 |
5,258,351 |
-5,855,821 |
0.19% |
-$5.87M |
| SoFi Consumer Loan Program Trust, Series 2025-4, Class A |
18,741,551 |
4,977,025 |
-13,764,526 |
0.18% |
-$13.75M |
| WFLF 2023-2A A |
6,014,125 |
4,820,344 |
-1,193,781 |
0.18% |
-$1.21M |
| EFF 2024-1 A2 |
8,551,458 |
4,835,523 |
-3,715,935 |
0.18% |
-$3.74M |
| Extended Stay America Trust, Series 2025-ESH, Class A |
9,440,000 |
4,720,000 |
-4,720,000 |
0.17% |
-$4.73M |
| Dell Equipment Finance Trust, Series 2024-2, Class A2 |
8,302,176 |
4,608,540 |
-3,693,635 |
0.17% |
-$3.70M |
| WELLS FARGO CO |
22,249,000 |
4,449,000 |
-17,800,000 |
0.17% |
-$17.96M |
| Enterprise Fleet Financing LLC, Series 2024-3, Class A2 |
6,622,281 |
4,400,161 |
-2,222,119 |
0.16% |
-$2.24M |
| Santander Drive Auto Receivables Trust 2025-1 |
7,584,236 |
4,201,561 |
-3,382,675 |
0.16% |
-$3.39M |
| Voya CLO Ltd., Series 2022-1A, Class A1R |
13,911,000 |
3,911,000 |
-10,000,000 |
0.14% |
-$10.02M |
| Capital One Prime Auto Receivables Trust, Series 2024-1, Class A2A |
7,817,663 |
3,764,600 |
-4,053,063 |
0.14% |
-$4.06M |
| TAOT 2023-A A3 |
5,561,732 |
3,735,326 |
-1,826,406 |
0.14% |
-$1.83M |
| REACH FINANCIAL LLC REACH 2025 2A A 144A |
4,251,689 |
3,432,643 |
-819,046 |
0.13% |
-$819.49K |
| BofA Auto Trust, Series 2025-1A, Class A2A |
5,289,464 |
3,327,077 |
-1,962,387 |
0.12% |
-$1.97M |
| SoFi Consumer Loan Program Trust, Series 2025-3, Class A |
4,146,913 |
3,171,471 |
-975,442 |
0.12% |
-$975.29K |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 4.53% 10/18/2027 |
6,377,749 |
3,045,432 |
-3,332,317 |
0.11% |
-$3.34M |
| Chesapeake Funding II LLC, Series 2023-1A, Class A1 |
3,465,337 |
2,609,905 |
-855,431 |
0.10% |
-$863.21K |
| VOYA CLO LTD VOYA 2019 2A AR 144A |
12,450,754 |
2,308,426 |
-10,142,328 |
0.09% |
-$10.15M |
| Onity Loan Investment Trust, Series 2025-HB1, Class A |
2,728,590 |
2,256,798 |
-471,792 |
0.08% |
-$448.66K |
| Dllad LLC, Series 2024-1A, Class A2 |
3,263,465 |
2,093,104 |
-1,170,361 |
0.08% |
-$1.18M |
| DRVPNK 2025-1A A2 144A 4.72% 04-10-28 |
2,839,711 |
1,880,793 |
-958,918 |
0.07% |
-$961.40K |
| RCKT TRUST RCKTL 2025 2A A 144A |
2,480,000 |
1,744,875 |
-735,125 |
0.06% |
-$734.10K |
| Carmax Auto Owner Trust 2024-3 |
4,600,481 |
1,728,078 |
-2,872,403 |
0.06% |
-$2.88M |
| BX TRUST |
1,696,018 |
1,656,856 |
-39,162 |
0.06% |
-$27.43K |
| BX TRUST |
2,838,975 |
1,558,259 |
-1,280,716 |
0.06% |
-$1.28M |
| CFMT LLC, Series 2024-HB13, Class A |
1,659,620 |
1,512,918 |
-146,702 |
0.06% |
-$139.73K |
| MSBAM 17-C34 ASB 3.354% 11-15-52/06-17-27 |
1,772,035 |
1,505,066 |
-266,969 |
0.06% |
-$262.11K |
| PREF 2025-1A A2 144A 4.9% 05-15-31 |
1,641,138 |
1,464,482 |
-176,655 |
0.05% |
-$175.14K |
| AFFRM 2025-X1 A 144A 5.08% 04-15-30 |
3,388,365 |
1,442,862 |
-1,945,502 |
0.05% |
-$1.95M |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 |
2,665,048 |
1,364,808 |
-1,300,240 |
0.05% |
-$1.30M |
| BENCHMARK MORTGAGE TRUST BMARK 2018 B2 ASB |
1,587,716 |
1,330,651 |
-257,064 |
0.05% |
-$254.27K |
| BX TRUST BX 2022 LP2 A 144A |
1,899,631 |
1,135,079 |
-764,552 |
0.04% |
-$761.35K |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A2 144A |
1,357,349 |
941,691 |
-415,658 |
0.03% |
-$416.10K |
| RCKT Trust, Series 2025-1A, Class A |
1,276,173 |
906,026 |
-370,148 |
0.03% |
-$371.11K |
| DBJPM Mortgage Trust |
1,102,855 |
890,403 |
-212,453 |
0.03% |
-$210.08K |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2017 C4 ASB |
1,210,395 |
755,904 |
-454,491 |
0.03% |
-$450.50K |
| Enterprise Fleet Financing LLC, Series 2024-2, Class A2 |
1,396,465 |
694,856 |
-701,608 |
0.03% |
-$705.69K |
| MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A |
1,019,686 |
673,129 |
-346,557 |
0.02% |
-$347.23K |
| ARI Fleet Lease Trust, Series 2024-B, Class A2 |
852,130 |
663,510 |
-188,620 |
0.02% |
-$190.39K |
| Carvana Auto Receivables Trust, Series 2024-P4, Class A2 |
2,939,386 |
663,292 |
-2,276,094 |
0.02% |
-$2.28M |
| BANK 2017-BNKS 3.179% 06/15/2060 |
842,614 |
667,301 |
-175,313 |
0.02% |
-$173.53K |
| Chesapeake Funding LLC, Series 2023-2A, Class A1 |
796,185 |
647,853 |
-148,332 |
0.02% |
-$151.90K |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A2 144A |
2,252,078 |
595,921 |
-1,656,157 |
0.02% |
-$1.66M |
| GS MTG SECS CORP TR 2012-BWTR 3.313% 11/10/2050 |
672,677 |
534,126 |
-138,551 |
0.02% |
-$136.71K |
| TAOT 2022-C A3 |
1,185,713 |
469,854 |
-715,859 |
0.02% |
-$715.26K |
| CD COMMERCIAL MORTGAGE TRUST CD_ |
563,968 |
436,971 |
-126,997 |
0.02% |
-$126.45K |
| WFCM 2017-C42 ASB 3.488% 12/15/2050 |
498,981 |
391,997 |
-106,985 |
0.01% |
-$105.99K |
| Exeter Select Automobile Receivables Trust, Series 2025-1, Class A2 |
492,904 |
317,176 |
-175,728 |
0.01% |
-$176.25K |
| FORDO 2024-B 5.4% 04/15/2027 |
3,244,625 |
314,811 |
-2,929,815 |
0.01% |
-$2.94M |
| CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.3269% 08/15/2026 |
433,088 |
293,262 |
-139,827 |
0.01% |
-$138.61K |
| Mercedes-Benz Auto Lease Trust 2024-A |
4,674,380 |
291,302 |
-4,383,078 |
0.01% |
-$4.39M |
| Upstart Securitization Trust, Series 2023-3, Class A |
1,037,500 |
278,668 |
-758,832 |
0.01% |
-$762.62K |
| JPMDB Commercial Mortgage Securities Trust 2016-C4 |
267,211 |
209,900 |
-57,310 |
0.01% |
-$56.48K |
| Wells Fargo Commercial Mortgage Trust |
340,995 |
198,490 |
-142,506 |
0.01% |
-$141.60K |
| ALLYA 2022-2 A3 |
1,306,423 |
163,937 |
-1,142,486 |
0.01% |
-$1.14M |
| OLIT 2024-HB1 A 144A 3.0% 02-25-37 |
173,929 |
156,435 |
-17,494 |
0.01% |
-$17.17K |
| ENTERPRISE FLEET FING 2023-1 LLC 5.51% 01/22/2029 144A |
1,271,634 |
82,265 |
-1,189,369 |
0.00% |
-$1.19M |
| CMXS 2024-A A2A 5.78% 09-15-27 |
250,210 |
81,748 |
-168,463 |
0.00% |
-$168.93K |
| Ocwen Loan Investment Trust 2023-HB1 |
122,505 |
42,919 |
-79,586 |
0.00% |
-$79.14K |
| Oportun Funding Trust, Series 2024-3, Class A |
553,302 |
16,275 |
-537,027 |
0.00% |
-$536.47K |
| ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A |
105,865 |
3,438 |
-102,427 |
0.00% |
-$102.45K |