0001752724-22-093866.txt : 20220427
0001752724-22-093866.hdr.sgml : 20220427
20220427104536
ACCESSION NUMBER: 0001752724-22-093866
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220228
FILED AS OF DATE: 20220427
PERIOD START: 20220228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Institutional Trust
CENTRAL INDEX KEY: 0001303608
IRS NUMBER: 201491791
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21638
FILM NUMBER: 22857259
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
0001303608
S000007336
JPMorgan Intermediate Bond Trust
C000020140
JPMorgan Intermediate Bond Trust
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001303608
XXXXXXXX
S000007336
C000020140
JPMorgan Institutional Trust
811-21638
0001303608
5493005FRK56SHN6MJ34
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Intermediate Bond Trust
S000007336
5493001V1VDT1J53V683
2022-02-28
2022-02-28
N
86265616.32
604043.97
85661572.35
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
202546.88000000
0.00000000
0.00000000
7273.59000000
USD
N
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
96145DAB1
80000.00000000
PA
USD
81482.80000000
0.095121765529
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-93, Class AS
38375Y2X9
44596.53000000
PA
USD
4177.15000000
0.004876340563
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Floating
5.53829040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KEB98
338773.71000000
PA
USD
343250.28000000
0.400705089322
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-45, Class QA
38375KW24
62667.49000000
PA
USD
6987.15000000
0.008156691277
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Floating
6.47829000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFY1
21000.00000000
PA
USD
22169.47000000
0.025880297771
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
143000.00000000
PA
USD
150051.18000000
0.175167436090
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401XSY4
38935.32000000
PA
USD
43524.68000000
0.050810040962
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1491, Class I
312915QG9
1016.87000000
PA
USD
1042.84000000
0.001217395351
Long
ABS-MBS
USGSE
US
N
2
2023-04-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-91, Class SD
31393EQX0
4623.65000000
PA
USD
5419.35000000
0.006326465708
Long
ABS-MBS
USGSE
US
N
2
2033-09-25
Floating
12.18856680
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2020-4, Class A
33845XAA5
88822.12000000
PA
USD
88618.92000000
0.103452362090
Long
ABS-O
CORP
US
Y
2
2025-04-15
Fixed
0.53000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
26000.00000000
PA
USD
24070.21000000
0.028099192367
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AW7
31000.00000000
PA
USD
32366.87000000
0.037784585447
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.75000000
N
N
N
N
N
N
GM Financial Leasing Trust
N/A
GM Financial Leasing Trust, Series 2021-1, Class A4
36261RAD0
78000.00000000
PA
USD
76914.31000000
0.089788580678
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
0.33000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAZ7
14000.00000000
PA
USD
13771.12000000
0.016076193352
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.40000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAH6
40000.00000000
PA
USD
36555.66000000
0.042674514367
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BF8
50000.00000000
PA
USD
52830.20000000
0.061673161664
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967ML2
350000.00000000
PA
USD
337442.65000000
0.393925351523
Long
DBT
CORP
US
N
2
2031-01-29
Variable
2.66600160
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LQ1
1206000.00000000
PA
USD
1172248.61000000
1.368464969578
Long
DBT
UST
US
N
2
2024-02-15
None
0.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-54CB, Class 1A11
12668APD1
62597.08000000
PA
USD
56769.07000000
0.066271337827
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-25, Class DC
3136ACKP5
179117.46000000
PA
USD
180719.68000000
0.210969370561
Long
ABS-MBS
USGSE
US
N
2
2039-06-25
Fixed
2.50000000
N
N
N
N
N
N
Spirit Airlines Pass-Through Trust
N/A
Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA
84858WAA4
35982.95000000
PA
USD
35573.64000000
0.041528119346
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AK7
50000.00000000
PA
USD
48081.98000000
0.056130162780
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AZ0
75000.00000000
PA
USD
78496.31000000
0.091635383108
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2450, Class SW
31392KMK9
5794.23000000
PA
USD
836.78000000
0.000976844081
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
7.80886080
N
N
N
N
N
N
VOLT XCIV LLC
N/A
VOLT XCIV LLC, Series 2021-NPL3, Class A1
92873AAA6
102044.97000000
PA
USD
100227.78000000
0.117004366427
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
2.23949880
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
1356892.53000000
NS
USD
1357299.60000000
1.584490644713
Long
STIV
RF
US
N
1
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
100000.00000000
PA
USD
92149.52000000
0.107573930143
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-56, Class A5
31393RGG9
405070.31000000
PA
USD
446469.06000000
0.521201103075
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Fixed
5.23100000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CE6
150000.00000000
PA
USD
147937.24000000
0.172699655098
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.55000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EBH1
100000.00000000
PA
USD
97601.83000000
0.113938872848
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
FRTKL
N/A
FRTKL, Series 2021-SFR1, Class A
30322DAA7
156000.00000000
PA
USD
148063.83000000
0.172847434313
Long
ABS-O
CORP
US
Y
2
2038-09-17
Fixed
1.57100000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
200000.00000000
PA
USD
188564.17000000
0.220126907348
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3611
31398LSE9
12854.63000000
PA
USD
11760.31000000
0.013728804733
Long
ABS-MBS
USGSE
US
N
2
2034-07-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-46, Class SK
31393YT54
12625.25000000
PA
USD
15175.12000000
0.017715201325
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
15.98613480
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 329, Class 1
3136FAWE6
2585.46400000
PA
USD
2398.87000000
0.002800403884
Long
ABS-MBS
USGSE
US
N
2
2033-01-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-53, Class ES
38375LFW5
16724.93000000
PA
USD
1731.49000000
0.002021314753
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
6.38829000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
114000.00000000
PA
USD
109007.17000000
0.127253291072
Long
DBT
CORP
US
Y
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-55, Class SA
38375QK73
38528.98000000
PA
USD
4017.29000000
0.004689722462
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Floating
6.03829080
N
N
N
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251VAM4
150000.00000000
PA
USD
153182.40000000
0.178822774083
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.10000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAM2
200000.00000000
PA
USD
183300.00000000
0.213981596381
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H26, Class FG
38376RKA3
481037.86000000
PA
USD
482040.10000000
0.562726187222
Long
ABS-MBS
USGA
US
N
2
2065-10-20
Floating
0.62124840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31412BPZ9
20562.13000000
PA
USD
20719.27000000
0.024187356630
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Variable
2.62500120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1996-14, Class SE
31359KAJ6
4854.11000000
PA
USD
208.41000000
0.000243294623
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Floating
8.93000160
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AH8
51000.00000000
PA
USD
47532.24000000
0.055488404772
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
2.53200000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AR6
42000.00000000
PA
USD
41145.39000000
0.048032494467
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.62500000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAH8
35000.00000000
PA
USD
38200.30000000
0.044594441768
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.70900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-17, Class JI
38375JTD7
59730.97000000
PA
USD
11338.72000000
0.013236647062
Long
ABS-MBS
USGA
US
N
2
2037-04-16
Floating
6.68428920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-56, Class S
31394D6N5
17300.13000000
PA
USD
2995.99000000
0.003497472574
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Floating
6.52313880
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
100000.00000000
PA
USD
90058.00000000
0.105132321914
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAM8
50000.00000000
PA
USD
49177.77000000
0.057409371146
Long
DBT
CORP
CA
Y
2
2030-01-25
Fixed
2.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2466, Class DH
31392MM82
18013.29000000
PA
USD
20411.74000000
0.023828350846
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
VOLT CI LLC
N/A
VOLT CI LLC, Series 2021-NP10, Class A1
92873EAA8
79431.36000000
PA
USD
78013.30000000
0.091071524675
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
1.99180080
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AK1
15000.00000000
PA
USD
13868.57000000
0.016189954981
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.80000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HH9
162000.00000000
PA
USD
167800.08000000
0.195887228539
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-183, Class KA
31359EHA2
16921.08000000
PA
USD
17495.52000000
0.020424000540
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Fixed
6.50000000
N
N
N
N
N
N
Triton Container International Ltd.
N/A
Triton Container International Ltd.
89681LAA0
51000.00000000
PA
USD
49077.30000000
0.057292084015
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
61000.00000000
PA
USD
63487.60000000
0.074114446254
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
Entergy Mississippi LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29364NAT5
186000.00000000
PA
USD
186228.68000000
0.217400492299
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.85000000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
100000.00000000
PA
USD
99098.87000000
0.115686494283
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2021-1, Class A3
03063FAC8
86000.00000000
PA
USD
85339.80000000
0.099624367915
Long
ABS-O
CORP
US
N
2
2025-08-18
Fixed
0.37000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2015-M17, Class FA
3136AQC65
61026.39000000
PA
USD
61015.91000000
0.071229033423
Long
ABS-MBS
USGSE
US
N
2
2022-11-25
Floating
1.03250160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QSZW9
29903.47000000
PA
USD
31553.10000000
0.036834602884
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Variable
2.21900040
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-116, Class HI
31396X6G4
27160.66000000
PA
USD
1154.11000000
0.001347290235
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Floating
1.25281080
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
81000.00000000
PA
USD
88328.21000000
0.103112991714
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-101, Class DO
3136AGZH8
146645.25000000
PA
USD
130864.87000000
0.152769633348
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAK3
44000.00000000
PA
USD
42533.67000000
0.049653151154
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
Invesco Finance plc
549300OYQ3LAJYXXO449
Invesco Finance plc
46132FAD2
125000.00000000
PA
USD
130690.78000000
0.152566403364
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.75000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RGR7
250000.00000000
PA
USD
327906.38000000
0.382792856825
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-24
38373SF69
3986.81800000
PA
USD
3953.99000000
0.004615827017
Long
ABS-MBS
USGA
US
N
2
2033-03-16
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class AM
3137FQXK4
305000.00000000
PA
USD
304203.37000000
0.355122328080
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
2.09700000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2021-3, Class B
262081AD4
28000.00000000
PA
USD
27593.68000000
0.032212436969
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
1.11000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371HKW7
5595.01000000
PA
USD
5989.27000000
0.006991781537
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
6.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CP1
71000.00000000
PA
USD
74736.75000000
0.087246530678
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BJ7
74000.00000000
PA
USD
70508.38000000
0.082310396675
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LK4
700000.00000000
PA
USD
696149.52000000
0.812674225912
Long
DBT
UST
US
N
2
2022-11-15
None
0.00000000
N
N
N
N
N
N
RPM International, Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685AY9
17000.00000000
PA
USD
16566.45000000
0.019339418534
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2444, Class ES
31392KUY0
14488.43000000
PA
USD
2086.57000000
0.002435829675
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
7.75886040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607, Class AO
31398LQK7
19511.69000000
PA
USD
17309.43000000
0.020206761941
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1994-9, Class E
31359F6T0
73.11000000
PA
USD
72.78000000
0.000084962250
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2201, Class C
3133TMGW0
6342.07000000
PA
USD
7027.16000000
0.008203398335
Long
ABS-MBS
USGSE
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4
90269CAD2
87905.14000000
PA
USD
87922.30000000
0.102639138633
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Fixed
3.52500000
N
N
N
N
N
N
20 Times Square Trust
N/A
20 Times Square Trust, Series 2018-20TS, Class A
90137LAA8
145000.00000000
PA
USD
145117.64000000
0.169408097492
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.09989880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4YT8
17152.85000000
PA
USD
18064.25000000
0.021087927181
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Variable
2.34699840
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2063, Class PG
3133TEB78
19897.41000000
PA
USD
21839.47000000
0.025495060855
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-39
31393A5Z6
2927.59000000
PA
USD
453.74000000
0.000529689086
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Variable
6.00000120
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-1, Class A
02528BAA2
5921.92000000
PA
USD
5920.05000000
0.006910975175
Long
ABS-O
CORP
US
Y
2
2024-05-13
Fixed
0.35000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QHVC1
13535.19000000
PA
USD
13581.54000000
0.015854880581
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
1.78999920
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-130, Class SX
31393UWF6
1380.22000000
PA
USD
1493.42000000
0.001743395502
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
11.23971120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-92, Class ZC
38376CR35
278107.37000000
PA
USD
299093.57000000
0.349157226274
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.00000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAF6
29000.00000000
PA
USD
26543.57000000
0.030986554731
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3122, Class OH
31396JLG8
25003.86000000
PA
USD
22735.16000000
0.026540675563
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-36, Class DE
313920LG3
20028.19000000
PA
USD
22736.32000000
0.026542029729
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Fixed
7.00000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2021-A, Class A3
89240BAC2
131000.00000000
PA
USD
129385.56000000
0.151042709642
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
0.26000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2007-W7, Class 1A4
31396WVA1
4509.39000000
PA
USD
6904.46000000
0.008060160245
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
38.05884000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BN9
33000.00000000
PA
USD
31092.72000000
0.036297162364
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust, Series 2021-A, Class A3
58770GAC4
59000.00000000
PA
USD
58554.23000000
0.068355306111
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
0.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAU5
1500000.00000000
PA
USD
1396113.29000000
1.629801148519
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
10000.00000000
PA
USD
9831.80000000
0.011477491867
Long
DBT
CORP
CA
Y
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAD2
38000.00000000
PA
USD
39979.59000000
0.046671557506
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
27000.00000000
PA
USD
27814.54000000
0.032470265530
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1745, Class D
3133T54P5
2582.81000000
PA
USD
2727.53000000
0.003184076506
Long
ABS-MBS
USGSE
US
N
2
2024-08-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31373UED5
979.87000000
PA
USD
997.56000000
0.001164536177
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Variable
3.84699960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CFP3
302.59000000
PA
USD
307.21000000
0.000358632221
Long
ABS-MBS
USGA
US
N
2
2025-03-20
Fixed
8.50000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
90000.00000000
PA
USD
92491.23000000
0.107972837134
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
US Auto Funding
N/A
US Auto Funding, Series 2021-1A, Class A
90355EAA9
80046.08000000
PA
USD
79646.06000000
0.092977583547
Long
ABS-O
CORP
US
Y
2
2024-07-15
Fixed
0.79000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAB7
1600000.00000000
PA
USD
1523624.99000000
1.778656342863
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAZ7
152000.00000000
PA
USD
155331.90000000
0.181332067272
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.20000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-33, Class XS
38375QFE4
25218.31000000
PA
USD
3011.52000000
0.003515602057
Long
ABS-MBS
USGA
US
N
2
2038-04-16
Floating
7.57428840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAV3
80000.00000000
PA
USD
73903.12000000
0.086273363858
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AK4
200000.00000000
PA
USD
190685.77000000
0.222603630506
Long
DBT
CORP
CH
Y
2
2033-02-11
Variable
2.74600080
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAS6
36000.00000000
PA
USD
32543.77000000
0.037991095782
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-7, Class 30PO
576434TQ7
5547.78900000
PA
USD
4541.97000000
0.005302225811
Long
ABS-MBS
CORP
US
N
3
2034-08-25
None
0.00000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAD5
28000.00000000
PA
USD
26896.37000000
0.031398408016
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1997-1, Class 2Z
911760KE5
93313.91000000
PA
USD
101506.65000000
0.118497299565
Long
ABS-MBS
USGSE
US
N
2
2027-02-15
Fixed
7.50000000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BC7
200000.00000000
PA
USD
205671.78000000
0.240098067730
Long
DBT
CORP
US
Y
2
2023-08-01
Fixed
4.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H29, Class FA
38375BZQ8
224287.06000000
PA
USD
224618.02000000
0.262215616451
Long
ABS-MBS
USGA
US
N
2
2062-10-20
Floating
0.61625160
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series N
06051GJP5
250000.00000000
PA
USD
239057.91000000
0.279072521600
Long
DBT
CORP
US
N
2
2032-03-11
Variable
2.65100040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3149, Class SO
31396RJA6
4867.45000000
PA
USD
4255.54000000
0.004967851842
Long
ABS-MBS
USGSE
US
N
2
2036-05-15
None
0.00000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAH5
69000.00000000
PA
USD
62633.76000000
0.073117686591
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
APT Pipelines Ltd.
261700SS8OEHDOCOUJ33
APT Pipelines Ltd.
00205GAD9
100000.00000000
PA
USD
106544.87000000
0.124378839982
Long
DBT
CORP
AU
Y
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class C
36263LAE9
66000.00000000
PA
USD
64151.74000000
0.074889753059
Long
ABS-O
CORP
US
Y
2
2026-09-15
Fixed
1.11000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G92-54, Class ZQ
31358QKR5
8.11000000
PA
USD
8.14000000
0.000009502510
Long
ABS-MBS
USGSE
US
N
2
2022-09-25
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2296, Class PD
3133TRUS2
6433.82000000
PA
USD
7289.27000000
0.008509381511
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
Fixed
7.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2020-3, Class A3
14315FAD9
78123.64000000
PA
USD
77726.62000000
0.090736858859
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
0.62000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1541, Class O
3133T0BX1
1170.23000000
PA
USD
1160.77000000
0.001355065017
Long
ABS-MBS
USGSE
US
N
2
2023-07-15
Floating
1.00000080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833QB9
140000.00000000
PA
USD
126247.15000000
0.147378978153
Long
DBT
UST
US
N
2
2027-11-15
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210APW1
1930.92000000
PA
USD
2054.78000000
0.002398718519
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2033, Class SN
3133TCX78
507.16000000
PA
USD
58.10000000
0.000067825045
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
30.42871560
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB International Finance III LLC
50249AAG8
75000.00000000
PA
USD
70365.54000000
0.082143647460
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GEU9
90000.00000000
PA
USD
91512.51000000
0.106830294482
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
3.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-14, Class NI
38374XAF2
19294.87000000
PA
USD
3820.61000000
0.004460121259
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
6.50000000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AH1
57000.00000000
PA
USD
53628.50000000
0.062605084787
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Cameron LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AA8
84000.00000000
PA
USD
82766.86000000
0.096620757393
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
2.90200000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class A
90931VAA4
104237.03000000
PA
USD
102917.10000000
0.120143837168
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
Healthcare Trust of America Holdings LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAH7
29000.00000000
PA
USD
26289.37000000
0.030689805567
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-58, Class APO
31394JY76
10779.83900000
PA
USD
8713.23000000
0.010171690480
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-178, Class PK
31359D6L2
1181.75000000
PA
USD
1219.34000000
0.001423438732
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Fixed
6.50000000
N
N
N
N
N
N
Chevron USA, Inc.
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AR7
100000.00000000
PA
USD
107689.52000000
0.125715086760
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
83000.00000000
PA
USD
82351.23000000
0.096135557334
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.56000160
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAS8
28000.00000000
PA
USD
28296.64000000
0.033033061644
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AW5
50000.00000000
PA
USD
46368.80000000
0.054130222838
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.63800000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BB9
72000.00000000
PA
USD
70164.03000000
0.081908407790
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-1, Class SA
31392BVQ6
2200.31000000
PA
USD
2855.79000000
0.003333805254
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Floating
24.58020600
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
450000.00000000
PA
USD
435621.10000000
0.508537361677
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AQ0
72000.00000000
PA
USD
65398.25000000
0.076344909632
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCK5
1600000.00000000
PA
USD
1576062.50000000
1.839871084271
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405JWZ3
13591.22000000
PA
USD
13601.46000000
0.015878134882
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Variable
1.89500040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-38, Class ZK
38374NQB6
234267.44000000
PA
USD
250817.08000000
0.292799995516
Long
ABS-MBS
USGA
US
N
2
2036-08-20
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31371KNW7
236.45000000
PA
USD
257.99000000
0.000301173551
Long
ABS-MBS
USGSE
US
N
2
2022-05-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CSM6
432.74000000
PA
USD
470.15000000
0.000548845867
Long
ABS-MBS
USGA
US
N
2
2026-11-20
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYG3
150000.00000000
PA
USD
141216.47000000
0.164853931729
Long
DBT
CORP
US
N
2
2027-09-10
Variable
1.54199880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DET2
18605.88000000
PA
USD
19332.08000000
0.022567972393
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Variable
2.42200080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833RY8
53000.00000000
PA
USD
47538.89000000
0.055496167879
Long
DBT
UST
US
N
2
2028-02-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G95-1, Class C
31359LMA0
1862.55000000
PA
USD
2007.16000000
0.002343127664
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
8.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402CPA4
27979.63000000
PA
USD
31498.55000000
0.036770922055
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617H9N97
116631.58000000
PA
USD
123908.10000000
0.144648407215
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.50000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
10000.00000000
PA
USD
9522.50000000
0.011116419812
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M11, Class A2
3136BF4D2
117000.00000000
PA
USD
109387.49000000
0.127697270782
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
1.45877040
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2003-9, Class 8A1
576434LD4
55883.46000000
PA
USD
57461.63000000
0.067079821702
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Fixed
6.00000000
N
N
N
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AY6
25000.00000000
PA
USD
23267.15000000
0.027161712494
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207UDY1
648.82000000
PA
USD
651.83000000
0.000760936300
Long
ABS-MBS
USGA
US
N
2
2026-11-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209DEH3
28226.75000000
PA
USD
30634.80000000
0.035762593610
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
17000.00000000
PA
USD
18005.06000000
0.021018829687
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2512, Class PG
31392WB41
4639.43000000
PA
USD
4686.21000000
0.005470609365
Long
ABS-MBS
USGSE
US
N
2
2022-10-15
Fixed
5.50000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAH2
100000.00000000
PA
USD
89568.63000000
0.104561038914
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2586, Class WI
31393MWB3
8294.01000000
PA
USD
1519.17000000
0.001773455656
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
30000.00000000
PA
USD
32013.77000000
0.037372381946
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-45, Class DC
31394DQ60
27289.17000000
PA
USD
36154.41000000
0.042206101298
Long
ABS-MBS
USGSE
US
N
2
2035-06-25
Floating
23.62484880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K081, Class A1
3137FJEG0
99695.18000000
PA
USD
105937.41000000
0.123669700536
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Fixed
3.87900000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
50000.00000000
PA
USD
49355.29000000
0.057616605259
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3819, Class ZQ
3137A8N20
127462.84000000
PA
USD
145237.15000000
0.169547611625
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
Amur Equipment Finance Receivables X LLC
549300K5Y88MV8B4M421
Amur Equipment Finance Receivables X LLC, Series 2022-1A, Class A2
03236VAB7
116000.00000000
PA
USD
114824.62000000
0.134044492588
Long
ABS-O
CORP
US
Y
2
2027-10-20
Fixed
1.64000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co., Series 122
202795JK7
200000.00000000
PA
USD
204704.39000000
0.238968751546
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
2.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2500, Class MC
31392UXE9
25873.96000000
PA
USD
28923.10000000
0.033764381398
Long
ABS-MBS
USGSE
US
N
2
2032-09-15
Fixed
6.00000000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class A
55348UAG3
200000.00000000
PA
USD
198395.96000000
0.231604387541
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2014-M2, Class A2
3136AJDU7
290574.54000000
PA
USD
297431.66000000
0.347217138140
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Variable
3.51299880
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
45000.00000000
PA
USD
46046.58000000
0.053754068174
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PE4
100000.00000000
PA
USD
90638.36000000
0.105809825238
Long
DBT
UST
US
N
2
2027-08-15
None
0.00000000
N
N
N
N
N
N
Gold Key Resorts LLC
549300MORAF4RGEXUA95
Gold Key Resorts LLC, Series 2014-A, Class A
38061LAA7
7675.04000000
PA
USD
7695.07000000
0.008983106180
Long
ABS-O
CORP
US
Y
2
2031-03-17
Fixed
3.22000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
27000.00000000
PA
USD
28469.37000000
0.033234703985
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-3, Class 4A2
576433KX3
7039.08000000
PA
USD
7008.23000000
0.008181299744
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
2.23222320
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GN77
1041.29000000
PA
USD
1099.78000000
0.001283866230
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
7.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DQ8
100000.00000000
PA
USD
90567.45000000
0.105727045996
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBR0
72000.00000000
PA
USD
68226.79000000
0.079646903656
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BY5
38899.12000000
PA
USD
45104.73000000
0.052654566992
Long
ABS-O
CORP
US
Y
2
2034-01-10
Fixed
5.92600000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2021-1, Class A3
262108AC7
44185.86000000
PA
USD
44167.25000000
0.051560167281
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.44000000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
18000.00000000
PA
USD
17062.33000000
0.019918301207
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2020-1, Class A3
03067DAD7
33231.38000000
PA
USD
33261.88000000
0.038829406334
Long
ABS-O
CORP
US
N
2
2024-08-19
Fixed
1.11000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31403R2E7
5621.65000000
PA
USD
6198.71000000
0.007236278566
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3316, Class JO
31397HKD9
2767.02000000
PA
USD
2547.25000000
0.002973620411
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
None
0.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DE2
70000.00000000
PA
USD
68858.11000000
0.080383896899
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KAT7
89000.00000000
PA
USD
92429.80000000
0.107901124698
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CRE5
711.53000000
PA
USD
772.43000000
0.000901722883
Long
ABS-MBS
USGA
US
N
2
2026-09-20
Fixed
8.00000000
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series EE
742651DM1
500000.00000000
PA
USD
502321.83000000
0.586402766397
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
1000000.00000000
PA
USD
1081601.56000000
1.262644999768
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2064, Class TE
3133TELZ5
2947.03000000
PA
USD
3286.77000000
0.003836924667
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-81, Class GE
31396XAU8
48720.40000000
PA
USD
54470.43000000
0.063587940900
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CZ30
7273.29000000
PA
USD
7899.51000000
0.009221766287
Long
ABS-MBS
USGA
US
N
2
2028-03-20
Fixed
6.00000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAD1
17000.00000000
PA
USD
16172.74000000
0.018879807545
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2011-137, Class WA
38377YX39
130041.68000000
PA
USD
145030.18000000
0.169305998035
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Variable
5.59386000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-36, Class ZB
31359T5E4
2170.79000000
PA
USD
2348.78000000
0.002741929590
Long
ABS-MBS
USGSE
US
N
2
2028-07-18
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3202, Class HI
31397ABD4
101540.00000000
PA
USD
18350.78000000
0.021422417890
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
Floating
6.45886080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2000-2, Class ZE
31359XSV2
22427.96000000
PA
USD
25299.93000000
0.029534748552
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Fixed
7.50000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CY4
64000.00000000
PA
USD
64088.29000000
0.074815682507
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.37500000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-B, Class B
12656QAB0
100000.00000000
PA
USD
99001.06000000
0.115572312396
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
0.81000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401N3H0
13113.94000000
PA
USD
14070.71000000
0.016425930103
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
4.50000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DE7
35000.00000000
PA
USD
35846.15000000
0.041846243323
Long
DBT
CORP
US
N
2
2032-02-22
Fixed
3.35000000
N
N
N
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039482AB0
53000.00000000
PA
USD
54949.35000000
0.064147024730
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
3.25000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust, Series 2020-B, Class A4
34531RAE7
47000.00000000
PA
USD
46897.89000000
0.054747874354
Long
ABS-O
CORP
US
N
2
2023-10-15
Fixed
0.69000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2256, Class MC
3133TPS67
12721.33000000
PA
USD
14555.42000000
0.016991773091
Long
ABS-MBS
USGSE
US
N
2
2030-09-15
Fixed
7.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2210, Class Z
3133TNDG6
21939.32000000
PA
USD
25373.29000000
0.029620387886
Long
ABS-MBS
USGSE
US
N
2
2030-01-15
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-88, Class VI
31396XUU6
54343.22000000
PA
USD
10369.58000000
0.012105287955
Long
ABS-MBS
USGSE
US
N
2
2037-09-25
Floating
6.35313960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G92-42, Class Z
31358MQ49
1.81000000
PA
USD
1.81000000
0.000002112966
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
7.00000000
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAK2
28000.00000000
PA
USD
28691.76000000
0.033494318645
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
3.50800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CZN6
471.49500000
PA
USD
507.64000000
0.000592611116
Long
ABS-MBS
USGA
US
N
2
2028-02-20
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-103, Class MB
31398GJB6
28166.04000000
PA
USD
29452.67000000
0.034382593258
Long
ABS-MBS
USGSE
US
N
2
2039-12-25
Floating
1.99647360
N
N
N
N
N
N
GE Capital Mortgage Services, Inc. Trust
N/A
GE Capital Mortgage Services, Inc. Trust, Series 1999-HE1, Class M
36157RD93
11534.49840000
PA
USD
10144.70000000
0.011842766507
Long
ABS-O
CORP
US
N
3
2029-04-25
Variable
6.70500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2014-M13, Class A2
3136ALYF2
429386.20000000
PA
USD
438125.63000000
0.511461111418
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.02100120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H3XT5
106903.74000000
PA
USD
112516.81000000
0.131350390744
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1343, Class LA
312911GW4
180.12000000
PA
USD
182.03000000
0.000212499017
Long
ABS-MBS
USGSE
US
N
2
2022-08-15
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128P7CW1
3543.66000000
PA
USD
3777.09000000
0.004409316682
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class A1
3136BCGR5
352304.10000000
PA
USD
334997.94000000
0.391071434728
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
0.67000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-2, Class C
80286XAE4
74000.00000000
PA
USD
73272.53000000
0.085537222805
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M3, Class 1A1
3136BDXP8
17157.93000000
PA
USD
16487.16000000
0.019246856609
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Fixed
1.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128M4J38
13560.20000000
PA
USD
15156.92000000
0.017693954925
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-68, Class PG
31394E7B8
102944.70000000
PA
USD
112737.30000000
0.131607787374
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust, Series 2019-B, Class A3
58769QAC5
2617.08000000
PA
USD
2618.81000000
0.003057158452
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
2.00000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAE9
70000.00000000
PA
USD
64800.82000000
0.075647479053
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407WSP9
33618.29000000
PA
USD
34828.57000000
0.040658336106
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
1.83399840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402Q4R9
27547.01000000
PA
USD
28105.84000000
0.032810324663
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Variable
2.27300040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVY73
391414.68000000
PA
USD
399869.71000000
0.466801739718
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
2.52000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-47, Class PE
31393CRH8
53713.96000000
PA
USD
59159.40000000
0.069061772247
Long
ABS-MBS
USGSE
US
N
2
2033-06-25
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-79, Class DO
31396KYB2
17210.56000000
PA
USD
16213.05000000
0.018926864818
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416BYE2
75370.26000000
PA
USD
84330.74000000
0.098446406815
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-50, Class VZ
31394AJV9
178752.36000000
PA
USD
195908.17000000
0.228700179818
Long
ABS-MBS
USGSE
US
N
2
2034-07-25
Fixed
5.50000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CY3
100000.00000000
PA
USD
108049.54000000
0.126135368562
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-56, Class TP
31394D6U9
20827.40000000
PA
USD
23400.50000000
0.027317383230
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
17.58942000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAF2
200000.00000000
PA
USD
204466.08000000
0.238690552123
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2306, Class SE
3133TSK69
2911.01000000
PA
USD
221.65000000
0.000258750795
Long
ABS-MBS
USGSE
US
N
2
2024-05-15
Floating
8.78000040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407KGJ2
30899.64000000
PA
USD
31332.35000000
0.036576902735
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
1.90400040
N
N
N
N
N
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
CarMax Auto Owner Trust, Series 2019-1, Class A3
14315NAC4
52411.99000000
PA
USD
52729.05000000
0.061555080712
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.05000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687DF0
50000.00000000
PA
USD
59346.03000000
0.069279641234
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
7.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607, Class OP
31398LQS0
102225.61000000
PA
USD
89574.71000000
0.104568136613
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GQD1
1122.64000000
PA
USD
1197.76000000
0.001398246573
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2089, Class PJ
3133TGKG3
4775.31000000
PA
USD
431.68000000
0.000503936582
Long
ABS-MBS
USGSE
US
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AT4
50000.00000000
PA
USD
47507.70000000
0.055459757154
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBL6
84000.00000000
PA
USD
74994.61000000
0.087547552470
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
50000.00000000
PA
USD
48540.78000000
0.056665758832
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1
126694LU0
66265.55830000
PA
USD
63006.97000000
0.073553366196
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
2.48437080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
31416BXJ2
3182.76000000
PA
USD
3240.91000000
0.003783388409
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WLP1
125277.31000000
PA
USD
125367.49000000
0.146352076620
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1996-59, Class J
31359KL96
119.42000000
PA
USD
120.50000000
0.000140669843
Long
ABS-MBS
USGSE
US
N
2
2022-08-25
Fixed
6.50000000
N
N
N
N
N
N
ORIX Corp.
35380016EMHNBOVYE123
ORIX Corp.
686330AH4
81000.00000000
PA
USD
81596.10000000
0.095254030204
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.90000000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2021-2A, Class A
55400KAA3
105081.45000000
PA
USD
101498.10000000
0.118487318427
Long
ABS-O
CORP
US
Y
2
2039-05-20
Fixed
1.43000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class QX
31339NHV1
6102.63000000
PA
USD
939.15000000
0.001096349242
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
8.45885880
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
40000.00000000
PA
USD
39552.14000000
0.046172558960
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2259, Class ZM
3133TQC54
13001.30000000
PA
USD
14719.78000000
0.017183644423
Long
ABS-MBS
USGSE
US
N
2
2030-10-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203LAX0
301.28000000
PA
USD
309.93000000
0.000361807507
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7.00000000
N
N
N
N
N
N
BA Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust, Series 2020-A1, Class A1
05522RDC9
88000.00000000
PA
USD
85937.90000000
0.100322580641
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
0.34000000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
110000.00000000
PA
USD
106535.00000000
0.124367317896
Long
DBT
CORP
BM
Y
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
Eaton Corp.
0NZWDMRCE180888QQE14
Eaton Corp.
278062AG9
140000.00000000
PA
USD
144364.36000000
0.168528730023
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-79, Class SB
31396XDL5
20116.09000000
PA
USD
28938.74000000
0.033782639293
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Floating
23.33151720
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-56, Class FC
31395NXA0
97981.11000000
PA
USD
98283.43000000
0.114734562189
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Floating
0.47685960
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2019-1, Class A3
02004WAC5
9972.34000000
PA
USD
10012.74000000
0.011688718436
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
2.91000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-68, Class KI
38374L3B5
135037.86000000
PA
USD
21519.54000000
0.025121579501
Long
ABS-MBS
USGA
US
N
2
2035-09-20
Floating
6.13829160
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EE6
43000.00000000
PA
USD
43175.16000000
0.050402016698
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206HPN2
1580.65000000
PA
USD
1588.01000000
0.001853818411
Long
ABS-MBS
USGA
US
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
PG&E Energy Recovery Funding LLC
N/A
PG&E Energy Recovery Funding LLC, Series A-2
71710TAB4
16000.00000000
PA
USD
15356.17000000
0.017926556306
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
2.28000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3152, Class MO
31396R2P1
82025.10000000
PA
USD
74752.28000000
0.087264660161
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AX4
200000.00000000
PA
USD
185545.76000000
0.216603262010
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945CAF0
21000.00000000
PA
USD
21262.05000000
0.024820989641
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2344, Class ZD
313399C47
106279.01000000
PA
USD
118520.22000000
0.138358679100
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31415RBR4
17563.08000000
PA
USD
20083.70000000
0.023445402003
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2019-2, Class A3
03066KAE0
19990.03000000
PA
USD
20012.05000000
0.023361758897
Long
ABS-O
CORP
US
N
2
2024-01-18
Fixed
2.28000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-2, Class M55D
35563PFP9
202090.48850000
PA
USD
211814.92000000
0.247269474735
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
4.00000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
50000.00000000
PA
USD
48790.58000000
0.056957371504
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859AS3
17000.00000000
PA
USD
17323.35000000
0.020223011934
Long
DBT
CORP
US
N
2
2032-05-08
Variable
3.37500000
N
N
N
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203CB5
100000.00000000
PA
USD
98474.68000000
0.114957824492
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GAP9
150000.00000000
PA
USD
152970.29000000
0.178575160137
Long
DBT
CORP
CA
N
2
2024-04-02
Fixed
3.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-14, Class ES
31396PC33
19696.72000000
PA
USD
3179.05000000
0.003711173998
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
6.25313880
N
N
N
N
N
N
NACC Reperforming Loan REMIC Trust
N/A
NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1
62951MAM2
24403.58000000
PA
USD
23456.19000000
0.027382394878
Long
ABS-MBS
CORP
US
Y
2
2034-10-25
Variable
6.50000160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2125, Class JZ
3133TJHS5
9080.12000000
PA
USD
9762.40000000
0.011396475376
Long
ABS-MBS
USGSE
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3680, Class MA
3137A02S3
24312.70000000
PA
USD
24701.19000000
0.028835788700
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Fixed
4.50000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AW9
30000.00000000
PA
USD
27140.13000000
0.031682969685
Long
DBT
CORP
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AY0
160000.00000000
PA
USD
169605.16000000
0.197994451125
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3417, Class EO
31397RH33
178225.12000000
PA
USD
164666.70000000
0.192229368995
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
None
0.00000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBA4
29000.00000000
PA
USD
27785.55000000
0.032436423051
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523BX7
72000.00000000
PA
USD
73844.43000000
0.086204850056
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-37, Class Z
31392DCF7
14996.18000000
PA
USD
16601.08000000
0.019379845063
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1608, Class L
3133T1W81
4976.76000000
PA
USD
5166.19000000
0.006030930624
Long
ABS-MBS
USGSE
US
N
2
2023-09-15
Fixed
6.50000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
21000.00000000
PA
USD
20136.89000000
0.023507495190
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
37000.00000000
PA
USD
35179.40000000
0.041067889643
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-106, Class US
31394UN81
31064.04000000
PA
USD
40064.27000000
0.046770411633
Long
ABS-MBS
USGSE
US
N
2
2035-11-25
Floating
23.88151800
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2163, Class PC
3133TLFS2
2249.18010000
PA
USD
215.41000000
0.000251466315
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-53, Class SW
38375LGF1
12336.74000000
PA
USD
14669.33000000
0.017124749870
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
19.71987120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402CPL0
26041.59000000
PA
USD
28981.26000000
0.033832276486
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KL3L, Class ALNZ
3137FJF53
500000.00000000
PA
USD
515916.40000000
0.602272857999
Long
ABS-MBS
USGSE
US
N
2
2025-04-25
Variable
3.45560760
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAY0
100000.00000000
PA
USD
101205.32000000
0.118145531565
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-1, Class A
02530WAA2
113000.00000000
PA
USD
112714.31000000
0.131580949202
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
0.99000000
N
N
N
N
N
N
United Auto Credit Securitization Trust
N/A
United Auto Credit Securitization Trust, Series 2021-1, Class A
90943UAA2
7972.92000000
PA
USD
7969.39000000
0.009303343122
Long
ABS-O
CORP
US
Y
2
2023-07-10
Fixed
0.34000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-20
31359N4H1
1073.67000000
PA
USD
13.19000000
0.000015397802
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Floating
1.83999960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2423, Class MC
31339WBV7
7153.22000000
PA
USD
8155.69000000
0.009520826872
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1993-1, Class ZB
911760BX3
17094.05000000
PA
USD
17481.93000000
0.020408135784
Long
ABS-MBS
USGSE
US
N
2
2023-02-15
Fixed
7.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H15, Class FJ
38376RDE3
464167.26000000
PA
USD
464652.55000000
0.542428229196
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
0.54124920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 262, Class 35
3128HXKY0
227662.07000000
PA
USD
238018.84000000
0.277859527288
Long
ABS-MBS
USGSE
US
N
2
2042-07-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class X1
3136BCGU8
2673297.31000000
PA
USD
263299.20000000
0.307371430125
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.90509840
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-4, Class 10A1
576434QG2
33045.75000000
PA
USD
33220.84000000
0.038781496870
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2015-M7, Class A2
3136ANLF2
571140.27000000
PA
USD
577246.84000000
0.673869068899
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Fixed
2.59000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BD7
110000.00000000
PA
USD
112861.10000000
0.131752309587
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1466, Class PZ
312914MW1
2267.65000000
PA
USD
2315.86000000
0.002703499289
Long
ABS-MBS
USGSE
US
N
2
2023-02-15
Fixed
7.50000000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BB3
7000.00000000
PA
USD
7663.26000000
0.008945971676
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658CF2
60000.00000000
PA
USD
63141.57000000
0.073710496162
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DTT6
19800.29000000
PA
USD
20014.38000000
0.023364478903
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
2.35100160
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBJ8
68000.00000000
PA
USD
62149.71000000
0.072552614077
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3117, Class OK
31396HVU0
3581.84000000
PA
USD
3239.00000000
0.003781158705
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203LDM1
89.02000000
PA
USD
89.59000000
0.000104585985
Long
ABS-MBS
USGA
US
N
2
2023-08-15
Fixed
7.00000000
N
N
N
N
N
N
Ontario Teachers' Cadillac Fairview Properties Trust
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAA4
200000.00000000
PA
USD
200112.81000000
0.233608611784
Long
DBT
CORP
CA
Y
2
2022-03-20
Fixed
3.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LR9
200000.00000000
PA
USD
193478.98000000
0.225864380832
Long
DBT
UST
US
N
2
2024-05-15
None
0.00000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
50000.00000000
PA
USD
50373.85000000
0.058805656513
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
41000.00000000
PA
USD
39253.40000000
0.045823814486
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class B
02376LAA3
75000.00000000
PA
USD
71543.74000000
0.083519059990
Long
ABS-O
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWZ3
80000.00000000
PA
USD
84805.60000000
0.099000751064
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.22300160
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2020-3A, Class B
96042QAG5
90000.00000000
PA
USD
89563.46000000
0.104555003536
Long
ABS-O
CORP
US
Y
2
2025-11-17
Fixed
0.78000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust, Series 2021-2A, Class B
36261XAC9
32000.00000000
PA
USD
31582.06000000
0.036868410342
Long
ABS-O
CORP
US
Y
2
2025-09-15
Fixed
0.77000000
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261LAD0
55000.00000000
PA
USD
55829.72000000
0.065174755107
Long
DBT
CORP
US
N
2
2023-07-14
Fixed
3.65000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4DJ3
11823.43000000
PA
USD
12371.44000000
0.014442228481
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
1.99500120
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2075, Class PM
3133TGCK3
14295.28000000
PA
USD
15489.59000000
0.018082308758
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
Fixed
6.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CGP2
512.81000000
PA
USD
520.13000000
0.000607191749
Long
ABS-MBS
USGA
US
N
2
2025-05-20
Fixed
8.50000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AL3
70000.00000000
PA
USD
73500.88000000
0.085803795078
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85000000
N
N
N
N
N
N
Resolution Funding Corp.
N/A
Resolution Funding Corp. STRIPS
76116EGH7
60000.00000000
PA
USD
55817.21000000
0.065160151125
Long
DBT
USGA
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-10, Class 1A1
576434VU5
420.22000000
PA
USD
416.85000000
0.000486624268
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1798, Class F
3133T6MS7
1181.38000000
PA
USD
1197.85000000
0.001398351637
Long
ABS-MBS
USGSE
US
N
2
2023-05-15
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PC8
100000.00000000
PA
USD
91623.87000000
0.106960294431
Long
DBT
UST
US
N
2
2027-02-15
None
0.00000000
N
N
N
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836BU1
95000.00000000
PA
USD
98959.91000000
0.115524274520
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.40000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887CL1
50000.00000000
PA
USD
45427.62000000
0.053031503804
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.95700000
N
N
N
N
N
N
HollyFrontier Corp.
549300J3U2WK73C9ZK26
HollyFrontier Corp.
436106AA6
40000.00000000
PA
USD
43355.99000000
0.050613114854
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-52, Class AP
38373QR86
28137.17000000
PA
USD
26503.00000000
0.030939193938
Long
ABS-MBS
USGA
US
N
2
2033-06-16
None
0.00000000
N
N
N
N
N
N
Fn jan32
N/A
Fn jan32
N/A
200000.00000000
PA
USD
202546.88000000
0.236450107607
Long
ABS-MBS
CORP
US
N
2
2032-01-01
Fixed
0.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-4A, Class D
26253WAG3
57000.00000000
PA
USD
55026.76000000
0.064237391972
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
1.99000000
N
N
N
N
N
N
Evergy Metro, Inc.
1128SIJQ26096WL7IO82
Evergy Metro, Inc.
485134BN9
47000.00000000
PA
USD
47579.04000000
0.055543038371
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.15000000
N
N
N
N
N
N
HollyFrontier Corp.
549300J3U2WK73C9ZK26
HollyFrontier Corp.
436106AB4
12000.00000000
PA
USD
12051.48000000
0.014068712106
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.62500000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
60000.00000000
PA
USD
55206.34000000
0.064447030897
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BM3
150000.00000000
PA
USD
152859.96000000
0.178446362594
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.93000000
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057CT9
140000.00000000
PA
USD
152312.05000000
0.177806740900
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
107209.82000000
PA
USD
105354.25000000
0.122988928535
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.11569840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDG3
3000000.00000000
PA
USD
2915156.25000000
3.403108500144
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9G30
176328.23000000
PA
USD
181528.06000000
0.211913060921
Long
ABS-MBS
USGSE
US
N
2
2025-03-01
Fixed
2.96000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAL7
28000.00000000
PA
USD
29093.77000000
0.033963618927
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
500000.00000000
PA
USD
509511.72000000
0.594796133227
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H26, Class MA
38375BYQ9
755.01000000
PA
USD
757.64000000
0.000884457265
Long
ABS-MBS
USGA
US
N
2
2062-07-20
Floating
0.65125080
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
39000.00000000
PA
USD
38423.68000000
0.044855212139
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2283, Class K
3133TRJM8
1599.58000000
PA
USD
1653.39000000
0.001930142016
Long
ABS-MBS
USGSE
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-118, Class NT
3136A1Y82
72951.23000000
PA
USD
84738.89000000
0.098922874837
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
7.00000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBD0
91000.00000000
PA
USD
94198.36000000
0.109965714398
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A
31393AP68
10704.93000000
PA
USD
11742.81000000
0.013708375503
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Variable
5.42427840
N
N
N
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
18000.00000000
PA
USD
17725.61000000
0.020692604062
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-4A, Class B
30165JAD8
74000.00000000
PA
USD
72879.65000000
0.085078580745
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
1.05000000
N
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506BU0
37000.00000000
PA
USD
35318.82000000
0.041230646404
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-21, Class PE
31392CPT5
11237.01000000
PA
USD
12719.83000000
0.014848933601
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
6.50000000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust, Series 2021-1A, Class A
12598NAA0
59639.69000000
PA
USD
59240.03000000
0.069155898467
Long
ABS-O
CORP
US
Y
2
2025-04-14
Fixed
0.69000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust, Series 2020-B, Class A3
44891PAC8
135000.00000000
PA
USD
134698.98000000
0.157245514300
Long
ABS-O
CORP
US
Y
2
2023-09-15
Fixed
0.51000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410S5Y9
33638.47000000
PA
USD
35371.44000000
0.041292074181
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
2.41800120
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class AA
90932EAA1
94626.24000000
PA
USD
94262.91000000
0.110041069074
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp, Series X
91159HHR4
68000.00000000
PA
USD
70557.22000000
0.082367411739
Long
DBT
CORP
US
N
2
2027-04-27
Fixed
3.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-29, Class J
31359PFV3
5087.41000000
PA
USD
5544.63000000
0.006472715650
Long
ABS-MBS
USGSE
US
N
2
2027-04-20
Fixed
7.50000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513AG0
40000.00000000
PA
USD
40409.74000000
0.047173707989
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.22500000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2020-A, Class A3
98162HAC4
109727.60000000
PA
USD
110031.85000000
0.128449486720
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
1.70000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PAQ7
100000.00000000
PA
USD
105079.76000000
0.122668493137
Long
DBT
CORP
AU
Y
2
2025-07-29
Fixed
4.00000000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBS-BAMLL Trust, Series 2012-WRM, Class A
90269PAA9
116000.00000000
PA
USD
115918.09000000
0.135320992622
Long
ABS-MBS
CORP
US
Y
2
2030-06-10
Fixed
3.66300000
N
N
N
N
N
N
Washington Mutual MSC Mortgage Pass-Through Certificates Trust
N/A
Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Series 2003-MS7, Class P
939336TX1
154.83300000
PA
USD
131.53000000
0.000153546095
Long
ABS-MBS
CORP
US
N
3
2033-03-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31403MJ75
7237.89000000
PA
USD
7712.39000000
0.009003325281
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1700, Class GA
3133T4BL9
3.54000000
PA
USD
3.54000000
0.000004132541
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
None
0.00000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BC3
16000.00000000
PA
USD
16344.25000000
0.019080025677
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JM0
75000.00000000
PA
USD
77040.17000000
0.089935507703
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QPNJ7
32340.33000000
PA
USD
33975.45000000
0.039662416960
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
2.18099880
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400RV24
4625.08000000
PA
USD
4966.32000000
0.005797605465
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241KYC6
3.33000000
PA
USD
3.36000000
0.000003922412
Long
ABS-MBS
USGA
US
N
2
2024-10-15
Fixed
9.50000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust, Series 2020-A, Class A3
34531MAD0
3449.18000000
PA
USD
3451.88000000
0.004029671538
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
1.85000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295VHP7
63928.10000000
PA
USD
69500.71000000
0.081134058240
Long
ABS-MBS
USGA
US
N
2
2038-12-15
Fixed
6.00000000
N
N
N
N
N
N
Citrix Systems, Inc.
HCTKJGUQOPZ5NBK7NP58
Citrix Systems, Inc.
177376AG5
20000.00000000
PA
USD
19719.61000000
0.023020368946
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-43, Class EA
31359TL63
7187.73000000
PA
USD
7135.07000000
0.008329370806
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
None
0.00000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AN1
100000.00000000
PA
USD
93527.69000000
0.109182784572
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
United Auto Credit Securitization Trust
N/A
United Auto Credit Securitization Trust, Series 2021-1, Class C
90943UAC8
70000.00000000
PA
USD
69346.85000000
0.080954444446
Long
ABS-O
CORP
US
Y
2
2026-06-10
Fixed
0.84000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BYK8
12256.76000000
PA
USD
14151.17000000
0.016519857868
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
7.00000000
N
N
N
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AV2
56000.00000000
PA
USD
52889.08000000
0.061741897269
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFM1
58000.00000000
PA
USD
54912.42000000
0.064103913217
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.12500000
N
N
N
N
N
N
Goodman US Finance Three LLC
N/A
Goodman US Finance Three LLC
38239JAA9
52000.00000000
PA
USD
54381.45000000
0.063484067018
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-165, Class SD
31359D4W0
280.67000000
PA
USD
285.92000000
0.000333778603
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Floating
14.38430760
N
N
N
N
N
N
Nomura Asset Acceptance Corp. Alternative Loan Trust
N/A
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2
65535VAU2
7100.67000000
PA
USD
7313.57000000
0.008537748957
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209BDK1
10198.36000000
PA
USD
11083.24000000
0.012938403645
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBS9
16000.00000000
PA
USD
16491.79000000
0.019252261600
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255AX2
100000.00000000
PA
USD
98420.56000000
0.114894645638
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
3.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1987, Class PE
3133TBEZ9
3174.60000000
PA
USD
3486.93000000
0.004070588368
Long
ABS-MBS
USGSE
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M3, Class X1
3136BDXR4
106805.94000000
PA
USD
13315.51000000
0.015544321257
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Variable
1.97856720
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H21, Class DF
38375BWC2
1591.04000000
PA
USD
1599.69000000
0.001867453463
Long
ABS-MBS
USGA
US
N
2
2061-05-20
Floating
0.75125160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4096, Class HA
3137ATB92
121205.76000000
PA
USD
119704.75000000
0.139741481175
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
2.00000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAF7
50000.00000000
PA
USD
54554.97000000
0.063686631593
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.59700000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-1A, Class B
30166RAD9
78000.00000000
PA
USD
77867.56000000
0.090901390044
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.50000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254AL4
200000.00000000
PA
USD
208261.47000000
0.243121231944
Long
DBT
CORP
GB
Y
2
2024-01-26
Fixed
5.20000000
N
N
N
N
N
N
World Omni Select Auto Trust
N/A
World Omni Select Auto Trust, Series 2020-A, Class A3
98163DAD0
60000.00000000
PA
USD
59864.38000000
0.069884755039
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
0.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 218, Class 2
31364HVN4
83.73000000
PA
USD
2.36000000
0.000002755027
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
7.50000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAC8
25000.00000000
PA
USD
23306.21000000
0.027207310536
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2306, Class K
3133TSJA2
1196.91700000
PA
USD
1178.36000000
0.001375599312
Long
ABS-MBS
USGSE
US
N
2
2024-05-15
None
0.00000000
N
N
N
N
N
N
Prudential Insurance Co. of America (The)
X574KRZ6V5A7UBU45C31
Prudential Insurance Co. of America (The)
743917AH9
150000.00000000
PA
USD
174643.93000000
0.203876633604
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
8.30000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BF9
57000.00000000
PA
USD
59438.12000000
0.069387145682
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KA8
50000.00000000
PA
USD
53401.64000000
0.062340251918
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc.
209111FP3
155000.00000000
PA
USD
164131.82000000
0.191604958322
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2568, Class KG
31393KKC8
9605.32000000
PA
USD
9741.88000000
0.011372520644
Long
ABS-MBS
USGSE
US
N
2
2023-02-15
Fixed
5.50000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3D1
82000.00000000
PA
USD
78004.63000000
0.091061403450
Long
DBT
CORP
US
Y
2
2026-10-02
Fixed
1.73000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-3A, Class D
96043JAL9
72000.00000000
PA
USD
70573.50000000
0.082386416760
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1981, Class Z
3133TAUE0
8124.16000000
PA
USD
8606.67000000
0.010047293977
Long
ABS-MBS
USGSE
US
N
2
2027-05-15
Fixed
6.00000000
N
N
N
N
N
N
Reperforming Loan REMIC Trust
N/A
Reperforming Loan REMIC Trust, Series 2005-R1, Class 2APO
12669GXG1
30644.44000000
PA
USD
20311.62000000
0.023711472300
Long
ABS-MBS
CORP
US
Y
3
2035-03-25
None
0.00000000
N
N
N
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865BC8
14000.00000000
PA
USD
12973.16000000
0.015144667140
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241K3Y2
28418.11000000
PA
USD
32073.03000000
0.037441561157
Long
ABS-MBS
USGA
US
N
2
2035-06-15
Fixed
7.00000000
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AC5
200000.00000000
PA
USD
205888.36000000
0.240350899886
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140J7XD2
157487.91000000
PA
USD
167039.40000000
0.194999222425
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BF6
100000.00000000
PA
USD
104040.26000000
0.121454996850
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.87500000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust, Series 2021-AA, Class A3
80282YAC0
35000.00000000
PA
USD
34666.79000000
0.040469476626
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
0.33000000
N
N
N
N
N
N
MASTR Resecuritization Trust
N/A
MASTR Resecuritization Trust, Series 2005-PO, Class 3PO
576435BB6
4393.88400000
PA
USD
3640.18000000
0.004249490057
Long
ABS-MBS
CORP
US
Y
3
2035-05-28
None
0.00000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
50000.00000000
PA
USD
51891.14000000
0.060576917486
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203YHF4
2843.17000000
PA
USD
2869.64000000
0.003349973531
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31374GNC7
759.96000000
PA
USD
821.55000000
0.000959064814
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
7.00000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2020-1A, Class A
22534GAA1
250000.00000000
PA
USD
250459.75000000
0.292382853978
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
2.01000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AN6
174000.00000000
PA
USD
162305.75000000
0.189473232334
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-27, Class J
31359NR78
4774.62000000
PA
USD
5307.35000000
0.006195718633
Long
ABS-MBS
USGSE
US
N
2
2027-04-18
Fixed
7.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2020-3, Class B
03066PAD1
75000.00000000
PA
USD
74255.97000000
0.086685275512
Long
ABS-O
CORP
US
N
2
2025-12-18
Fixed
0.76000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-37, Class PX
31358UDP8
5065.97000000
PA
USD
5153.55000000
0.006016174882
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class A2
3137FKZZ2
480000.00000000
PA
USD
522644.98000000
0.610127698642
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Fixed
3.69000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A
31397KYA3
72070.34000000
PA
USD
72630.78000000
0.084788053741
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Variable
1.55364120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2543, Class YX
31393HGW6
56345.12000000
PA
USD
62676.72000000
0.073167837433
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AD8
15000.00000000
PA
USD
15776.41000000
0.018417138008
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1470, Class F
312914LG7
27.78000000
PA
USD
27.84000000
0.000032499987
Long
ABS-MBS
USGSE
US
N
2
2023-02-15
Floating
1.22299920
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2020-3A, Class B
30166NAD8
24441.64000000
PA
USD
24442.20000000
0.028533447763
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
0.79000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSEN7
150000.00000000
PA
USD
164315.74000000
0.191819663697
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.81000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4ZC4
16487.82000000
PA
USD
17253.25000000
0.020141178274
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Variable
2.13000120
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2575, Class ME
31393KSG1
109765.48000000
PA
USD
122515.91000000
0.143023186055
Long
ABS-MBS
USGSE
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAD9
44000.00000000
PA
USD
45292.03000000
0.052873218127
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBJ0
100000.00000000
PA
USD
105880.39000000
0.123603136266
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2021-1, Class A3
36261LAC5
34000.00000000
PA
USD
33586.99000000
0.039208934740
Long
ABS-O
CORP
US
N
2
2025-10-16
Fixed
0.35000000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AS9
200000.00000000
PA
USD
206435.64000000
0.240989786127
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.37500000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AB0
150000.00000000
PA
USD
154217.12000000
0.180030690272
Long
DBT
CORP
AU
Y
2
2025-02-12
Fixed
3.50000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAS2
80000.00000000
PA
USD
74266.50000000
0.086697568072
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BF5
50000.00000000
PA
USD
52084.74000000
0.060802923144
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2435, Class CJ
31392K2Z8
51577.07000000
PA
USD
57866.72000000
0.067552717528
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
DTE Electric Co.
9N0FWODEJVKHC2DYLO03
DTE Electric Co.
250847EJ5
20000.00000000
PA
USD
20016.86000000
0.023367374017
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.65000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2003-A1, Class 1A1
466247AA1
102950.00000000
PA
USD
103909.43000000
0.121302267924
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
1.85136840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31391SQG8
12434.65000000
PA
USD
13596.14000000
0.015871924396
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
150000.00000000
PA
USD
140879.44000000
0.164460488098
Long
DBT
CORP
US
Y
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
52000.00000000
PA
USD
48361.80000000
0.056456820337
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-74, Class CS
31394FDF9
13277.18000000
PA
USD
15152.70000000
0.017689028562
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Floating
19.50613560
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D
35563PMT3
222828.99000000
PA
USD
233692.39000000
0.272808896205
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
4.00000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2019-3, Class A
21872NAA8
73974.32000000
PA
USD
73953.56000000
0.086332246737
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
2.70500000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust, Series 2019-1, Class A
02588QAB4
135000.00000000
PA
USD
135121.34000000
0.157738570858
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.87000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-247, Class SA
31359FP51
1983.06000000
PA
USD
2099.73000000
0.002451192457
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
30.02467680
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-3, Class B
80287EAD7
102000.00000000
PA
USD
100993.90000000
0.117898723113
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.60000000
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series KK
742651DT6
200000.00000000
PA
USD
207118.07000000
0.241786444397
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.55000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
63743HEQ1
200000.00000000
PA
USD
201231.57000000
0.234914634975
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A
31393LFK4
171028.89000000
PA
USD
200646.77000000
0.234231948463
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
6.50000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EBA6
28000.00000000
PA
USD
29086.43000000
0.033955050324
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.35000000
N
N
N
N
N
N
Ovintiv Exploration, Inc.
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration, Inc.
651290AR9
40000.00000000
PA
USD
43182.92000000
0.050411075602
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
Nomura Asset Acceptance Corp. Alternative Loan Trust
N/A
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5
65535VAX6
6786.89000000
PA
USD
7343.33000000
0.008572490322
Long
ABS-MBS
CORP
US
N
2
2033-04-25
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-106, Class ST
38376JFW9
105554.40000000
PA
USD
12614.88000000
0.014726416587
Long
ABS-MBS
USGA
US
N
2
2038-02-20
Floating
5.83828920
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAM1
100000.00000000
PA
USD
102129.25000000
0.119224113214
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833WQ9
10000.00000000
PA
USD
8927.27000000
0.010421557479
Long
DBT
UST
US
N
2
2028-05-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132G7LR4
278748.37000000
PA
USD
288771.36000000
0.337107237327
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC - GNMA, Series 24, Class ZE
3133T2KA7
2817.85000000
PA
USD
2900.70000000
0.003386232496
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3117, Class EO
31396HUN7
32388.57000000
PA
USD
29310.54000000
0.034216672885
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
Healthcare Trust of America Holdings LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAG9
68000.00000000
PA
USD
67366.65000000
0.078642789470
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642AY9
100000.00000000
PA
USD
95024.25000000
0.110929845662
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.60000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDE3
200000.00000000
PA
USD
180668.98000000
0.210910184162
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EZ7
33000.00000000
PA
USD
30777.59000000
0.035929284457
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.62500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2020-3, Class B
80285WAE7
62155.59000000
PA
USD
62146.60000000
0.072548983511
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
0.69000000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAR6
100000.00000000
PA
USD
98635.80000000
0.115145913498
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31348SG32
5486.51000000
PA
USD
5485.47000000
0.006403653177
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Variable
2.12500080
N
Y
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2A0
170000.00000000
PA
USD
175540.65000000
0.204923450719
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1992-107, Class SB
31358NMJ8
29.77000000
PA
USD
30.70000000
0.000035838707
Long
ABS-MBS
USGSE
US
N
2
2022-06-25
Floating
29.74801320
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2021-1, Class A3
14316NAC3
41000.00000000
PA
USD
40170.56000000
0.046894492942
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.34000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H18, Class FA
38376REW2
282046.61000000
PA
USD
282277.10000000
0.329525938242
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
0.55125000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWL4
149000.00000000
PA
USD
154247.77000000
0.180066470610
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.69100080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1992-143, Class MA
31358QQP3
27.33000000
PA
USD
27.50000000
0.000032103076
Long
ABS-MBS
USGSE
US
N
2
2022-09-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
31283LA48
2026.98000000
PA
USD
2151.46000000
0.002511581262
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
10.00000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAT1
250000.00000000
PA
USD
252597.19000000
0.294878068508
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BY5
50000.00000000
PA
USD
47224.68000000
0.055129363966
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BX1
50000.00000000
PA
USD
44402.90000000
0.051835261461
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
BA Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust, Series 2019-A1, Class A1
05522RDB1
230000.00000000
PA
USD
230919.91000000
0.269572345761
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
1.74000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2021-P3, Class A3
14687JAE9
90000.00000000
PA
USD
87704.99000000
0.102385454287
Long
ABS-O
CORP
US
N
2
2026-11-10
Fixed
0.70000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-H17, Class FC
38375UNP1
387480.97000000
PA
USD
388084.51000000
0.453043878781
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
0.60125040
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
200000.00000000
PA
USD
204798.54000000
0.239078660806
Long
DBT
CORP
FR
Y
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31337NHS0
4895.94000000
PA
USD
4896.69000000
0.005716320475
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Variable
2.23499880
N
Y
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2021-2, Class B
03066RAD7
55000.00000000
PA
USD
53521.48000000
0.062480151288
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
0.69000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-110
31396LVP2
25696.26000000
PA
USD
23374.30000000
0.027286797753
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
None
0.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CK3
150000.00000000
PA
USD
140942.34000000
0.164533916589
Long
DBT
CORP
DE
N
2
2032-05-28
Variable
3.03500160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H4CL3
94027.31000000
PA
USD
100834.77000000
0.117712957203
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAH3
75000.00000000
PA
USD
79400.94000000
0.092691434235
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.41700000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2021-1A, Class A
32059FAA7
17210.43000000
PA
USD
17125.25000000
0.019991753046
Long
ABS-O
CORP
US
Y
2
2026-03-16
Fixed
0.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241KHA9
37978.44000000
PA
USD
42707.19000000
0.049855715729
Long
ABS-MBS
USGA
US
N
2
2035-12-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-130, Class CP
38377LK72
33174.43000000
PA
USD
38059.54000000
0.044430120713
Long
ABS-MBS
USGA
US
N
2
2040-10-16
Fixed
7.00000000
N
N
N
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235PAH1
26000.00000000
PA
USD
24217.54000000
0.028271183140
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAV6
60000.00000000
PA
USD
64053.41000000
0.074774964132
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
3.75000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
22000.00000000
PA
USD
21098.82000000
0.024630437454
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3136195D6
1520.37400000
PA
USD
1548.78000000
0.001808021914
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Variable
2.17599840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CX40
1306.22000000
PA
USD
1408.18000000
0.001643887639
Long
ABS-MBS
USGA
US
N
2
2027-10-20
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-50, Class KB
38375QD89
80212.46000000
PA
USD
87288.90000000
0.101899717230
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Fixed
6.00000000
N
N
N
N
N
N
VOLT XCIII LLC
N/A
VOLT XCIII LLC, Series 2021-NPL2, Class A1
92873CAA2
74128.76000000
PA
USD
72567.31000000
0.084713959841
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-62, Class SA
31358UVD5
375.90000000
PA
USD
389.19000000
0.000454334410
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Floating
20.01299760
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2038, Class PN
3133TDA22
3618.82000000
PA
USD
451.12000000
0.000526630538
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JT9
115000.00000000
PA
USD
120653.75000000
0.140849329156
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-91, Class WA
38378TTL4
310148.33000000
PA
USD
328991.64000000
0.384059772631
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Variable
4.47608880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411VHW2
20778.92000000
PA
USD
21814.23000000
0.025465596067
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
2.26599840
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AQ9
78000.00000000
PA
USD
81262.04000000
0.094864053706
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402TVS1
6785.71000000
PA
USD
7563.81000000
0.008829875278
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2020-2, Class B
26208VAE6
15438.72000000
PA
USD
15452.42000000
0.018038917073
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
1.42000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAR2
334000.00000000
PA
USD
312760.68000000
0.365111999955
Long
DBT
CORP
KY
Y
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406QGE1
10557.90000000
PA
USD
10588.80000000
0.012361202006
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
2.04500160
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1
59020UAR6
15784.30000000
PA
USD
15371.46000000
0.017944405616
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
0.64685880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-27, Class SA
38375JJ55
74536.23000000
PA
USD
7334.04000000
0.008561645319
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Floating
6.03829080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L8K52
500000.00000000
PA
USD
528035.71000000
0.616420753803
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.34000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZC7
1500000.00000000
PA
USD
1477500.00000000
1.724810740063
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C5F6
1613.74000000
PA
USD
1744.07000000
0.002036000451
Long
ABS-MBS
USGA
US
N
2
2028-09-20
Fixed
7.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAG7
45000.00000000
PA
USD
43414.44000000
0.050681348484
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418XEZ7
70695.72000000
PA
USD
78705.38000000
0.091879448206
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AF2
150000.00000000
PA
USD
160990.94000000
0.187938343394
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.12500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR25, Class A4
12593PAW2
281000.00000000
PA
USD
291655.55000000
0.340474196303
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.75900000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PED0
73000.00000000
PA
USD
70327.34000000
0.082099053368
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
Gulf South Pipeline Co. LP
K1LMA2W6NLW5O02TPD38
Gulf South Pipeline Co. LP
402524AE2
50000.00000000
PA
USD
50063.87000000
0.058443790636
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.00000000
N
N
N
N
N
N
Schlumberger Investment SA
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AJ4
94000.00000000
PA
USD
91269.24000000
0.106546304832
Long
DBT
CORP
LU
N
2
2030-06-26
Fixed
2.65000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7
9393366B4
67369.20000000
PA
USD
67542.76000000
0.078848377571
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-124, Class HB
31396PGJ4
48379.25000000
PA
USD
48992.96000000
0.057193626798
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
2.00363400
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAG4
12000.00000000
PA
USD
11250.59000000
0.013133765457
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2
92922FNJ3
11255.14000000
PA
USD
11496.42000000
0.013420743613
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
2.59703640
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
976657AL0
20000.00000000
PA
USD
20651.10000000
0.024107776023
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.55000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
150000.00000000
PA
USD
157209.19000000
0.183523586699
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AW8
77000.00000000
PA
USD
69395.99000000
0.081011809725
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
N
Citigroup Global Markets Mortgage Securities VII, Inc.
549300VB2N1G56GWKB41
Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-UP2, Class PO1
79549AXS3
98.27900000
PA
USD
88.58000000
0.000103406927
Long
ABS-MBS
CORP
US
N
3
2033-06-25
None
0.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1996-2, Class 1Z
911760HH2
21345.63000000
PA
USD
23041.46000000
0.026898245465
Long
ABS-MBS
USGSE
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-116, Class SB
31393T4W3
42830.28000000
PA
USD
7141.50000000
0.008336877089
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Floating
7.41314160
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABC0
200000.00000000
PA
USD
201415.32000000
0.235129141894
Long
DBT
CORP
US
Y
2
2022-11-01
Fixed
2.85000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBF4
11000.00000000
PA
USD
10731.76000000
0.012528091308
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2020-A, Class A3
89232HAC9
130064.74000000
PA
USD
130477.84000000
0.152317820488
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
1.66000000
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585ABH4
105000.00000000
PA
USD
111517.98000000
0.130184371989
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAF8
120000.00000000
PA
USD
122773.40000000
0.143323775914
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-44, Class PD
3139204E7
3845.54300000
PA
USD
4356.18000000
0.005085337427
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ALMQ0
84817.60000000
PA
USD
89296.68000000
0.104243568674
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1602, Class SA
3133T1D82
542.14000000
PA
USD
591.88000000
0.000690951594
Long
ABS-MBS
USGSE
US
N
2
2023-10-15
Floating
22.40455680
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-47, Class HF
3136A6GB4
39308.74000000
PA
USD
39209.84000000
0.045772963213
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Floating
0.58686120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2474, Class NR
31392R3C3
18645.28000000
PA
USD
20773.77000000
0.024250979091
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2019-4, Class A3
43813VAC2
101215.49000000
PA
USD
101599.63000000
0.118605842985
Long
ABS-O
CORP
US
N
2
2024-01-18
Fixed
1.83000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283HCS2
2945.77000000
PA
USD
3214.97000000
0.003753106453
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410PSM6
24043.78000000
PA
USD
24915.03000000
0.029085422221
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
1.82999880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CYW7
685.55000000
PA
USD
745.85000000
0.000870693800
Long
ABS-MBS
USGA
US
N
2
2027-12-20
Fixed
8.00000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAR3
70000.00000000
PA
USD
63720.62000000
0.074386470212
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
2.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
36180B5V9
301106.46000000
PA
USD
315232.57000000
0.367997646263
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AHB7
147380.60000000
PA
USD
157251.97000000
0.183573527412
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2535, Class BK
31393GQV9
462.00000000
PA
USD
465.85000000
0.000543826113
Long
ABS-MBS
USGSE
US
N
2
2022-12-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2423, Class MT
31339WCD6
14241.18000000
PA
USD
16307.62000000
0.019037264379
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-46, Class HI
31397LRU5
16562.46000000
PA
USD
710.30000000
0.000829193278
Long
ABS-MBS
USGSE
US
N
2
2038-06-25
Floating
1.65961080
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAA3
150000.00000000
PA
USD
150627.24000000
0.175839919660
Long
DBT
CORP
IE
N
2
2022-05-26
Fixed
3.50000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2020-4A, Class A
36261EAA5
6155.49000000
PA
USD
6154.23000000
0.007184353300
Long
ABS-O
CORP
US
Y
2
2024-02-15
Fixed
0.52000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-118, Class MT
3136A12F1
77691.61000000
PA
USD
90784.77000000
0.105980742017
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-28, Class S
38374GDC3
7368.48000000
PA
USD
9521.91000000
0.011115731055
Long
ABS-MBS
USGA
US
N
2
2034-04-16
Floating
19.31680080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-72, Class US
38375LV72
31817.86000000
PA
USD
2825.93000000
0.003298947150
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
6.38829000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DD6
161000.00000000
PA
USD
167468.66000000
0.195500333937
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3
466247K93
21911.03000000
PA
USD
22127.24000000
0.025830999120
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.26932840
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DZ4
150000.00000000
PA
USD
149084.11000000
0.174038493469
Long
DBT
CORP
US
Y
2
2025-03-10
Fixed
2.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3179, Class OA
31396UFA3
10381.46000000
PA
USD
9189.71000000
0.010727925892
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
None
0.00000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust, Series 2021-A, Class A3
34532QAC2
72000.00000000
PA
USD
71616.23000000
0.083603683700
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
0.26000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132HBPL3
324514.12000000
PA
USD
340831.28000000
0.397881185985
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2019-A, Class A3
88165GAC4
107146.92000000
PA
USD
107434.29000000
0.125417135189
Long
ABS-O
CORP
US
Y
2
2022-10-20
Fixed
2.16000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1
589929Y36
51280.84000000
PA
USD
50786.43000000
0.059287296049
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
0.80686080
N
N
N
N
N
N
Pennsylvania Electric Co.
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co.
708696BY4
132000.00000000
PA
USD
132354.67000000
0.154508802919
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.25000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C
35563PDB2
281493.56000000
PA
USD
290333.92000000
0.338931345800
Long
ABS-MBS
USGSE
US
N
2
2057-06-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-128
3136AHNE6
118521.86000000
PA
USD
106386.74000000
0.124194241456
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KLU2, Class A7
3137FPHV0
212757.28000000
PA
USD
213517.87000000
0.249257472332
Long
ABS-MBS
USGSE
US
N
2
2025-09-25
Variable
2.22900120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-105, Class B
38377DD94
355566.52000000
PA
USD
385210.81000000
0.449689165669
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GMZ6
348.52000000
PA
USD
366.16000000
0.000427449543
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
8.00000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
40414LAM1
3000.00000000
PA
USD
3089.69000000
0.003606856511
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.40000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AM9
50000.00000000
PA
USD
51457.02000000
0.060070132485
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-25, Class SA
31393XRE9
18070.88000000
PA
USD
23520.63000000
0.027457621141
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Floating
19.01113560
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-HYB3, Class 2A
12669FYY3
5559.97000000
PA
USD
5649.30000000
0.006594905796
Long
ABS-MBS
CORP
US
N
2
2034-06-20
Variable
1.98277560
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAD4
47000.00000000
PA
USD
51559.46000000
0.060189719363
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2990, Class SL
31395V4J5
6638.08000000
PA
USD
7275.21000000
0.008492968084
Long
ABS-MBS
USGSE
US
N
2
2034-06-15
Floating
23.79248640
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2075, Class PH
3133TGCG2
14750.86000000
PA
USD
16177.07000000
0.018884862320
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
Fixed
6.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJD2
60000.00000000
PA
USD
57328.70000000
0.066924641268
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.31900040
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR8, Class E1
74333TAJ8
100000.00000000
PA
USD
92235.13000000
0.107673869939
Long
ABS-O
CORP
US
Y
3
2038-10-17
Fixed
2.38200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Whole Loan, Series 2007-106, Class A7
31396XF25
17467.09000000
PA
USD
19792.30000000
0.023105226132
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Variable
6.24999960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H20, Class FA
38376RFG6
417048.65000000
PA
USD
417884.75000000
0.487832219904
Long
ABS-MBS
USGA
US
N
2
2065-08-20
Floating
0.57125160
N
N
N
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AS9
52000.00000000
PA
USD
53639.42000000
0.062617832627
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAW7
53000.00000000
PA
USD
46958.28000000
0.054818372709
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAD5
250000.00000000
PA
USD
259416.44000000
0.302838755912
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558AZ6
25000.00000000
PA
USD
25868.14000000
0.030198068153
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HNWP3
144673.60000000
PA
USD
153252.57000000
0.178904689460
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AQ3
165000.00000000
PA
USD
183160.80000000
0.213819096445
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-1A, Class A2
30167JAB0
135000.00000000
PA
USD
134966.74000000
0.157558093200
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
1.15000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2020-2A, Class A2A
96042PAB8
15434.12000000
PA
USD
15438.17000000
0.018022281842
Long
ABS-O
CORP
US
Y
2
2024-02-15
Fixed
0.93000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371EX83
768.69000000
PA
USD
807.40000000
0.000942546322
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.50000000
N
N
N
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
17000.00000000
PA
USD
16161.89000000
0.018867141422
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSAH4
300000.00000000
PA
USD
329612.53000000
0.384784590053
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.88000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAG1
100000.00000000
PA
USD
111521.53000000
0.130188516204
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-4, Class A
33845AAA5
110439.00000000
PA
USD
109249.20000000
0.127535833166
Long
ABS-O
CORP
US
Y
2
2026-07-17
Fixed
0.81000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2017-1, Class AA
00908PAA5
82080.00000000
PA
USD
81375.24000000
0.094996201642
Long
ABS-O
CORP
CA
Y
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE Recovery Funding LLC, Series A-2
78433LAB2
25000.00000000
PA
USD
22985.18000000
0.026832545060
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
1.94200000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
54000.00000000
PA
USD
57406.47000000
0.067015428768
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHF9
42000.00000000
PA
USD
42665.28000000
0.049806790640
Long
DBT
CORP
US
N
2
2024-03-05
Variable
3.54999960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2455, Class GK
31392K5C6
20808.96000000
PA
USD
22965.26000000
0.026809290758
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAG3
100000.00000000
PA
USD
93012.50000000
0.108581359702
Long
DBT
CORP
US
Y
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LV0
200000.00000000
PA
USD
189805.09000000
0.221575538240
Long
DBT
UST
US
N
2
2025-05-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2271, Class PC
3133TQKD8
11435.89000000
PA
USD
13057.75000000
0.015243416203
Long
ABS-MBS
USGSE
US
N
2
2030-12-15
Fixed
7.25000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2020-1, Class A3
14315XAC2
69816.16000000
PA
USD
70095.23000000
0.081828091730
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.89000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CL9
67000.00000000
PA
USD
59239.32000000
0.069155069624
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
1.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-59, Class SD
38374NQ34
15489.04000000
PA
USD
1652.81000000
0.001929464933
Long
ABS-MBS
USGA
US
N
2
2036-10-20
Floating
6.53829120
N
N
N
N
N
N
Securitized Asset-Backed Receivables LLC Trust
N/A
Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2
81375WHH2
22178.58000000
PA
USD
22334.34000000
0.026072764469
Long
ABS-O
CORP
US
N
3
2036-01-25
Variable
2.90854440
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LER78
446630.86000000
PA
USD
451022.04000000
0.526516181791
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
2.21000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406P5W5
71207.86000000
PA
USD
71191.96000000
0.083108397437
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
1.69499880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833RZ5
200000.00000000
PA
USD
177609.69000000
0.207338816143
Long
DBT
UST
US
N
2
2028-08-15
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209DBS2
689.69000000
PA
USD
692.78000000
0.000808740700
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series L
06051GFP9
154000.00000000
PA
USD
159697.23000000
0.186428086268
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416JAY7
35194.08000000
PA
USD
39952.74000000
0.046640213229
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
150000.00000000
PA
USD
155113.68000000
0.181077320605
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494AX1
73000.00000000
PA
USD
75926.91000000
0.088635905128
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95000000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2D3
50000.00000000
PA
USD
48499.39000000
0.056617440784
Long
DBT
CORP
US
Y
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
Safehold Operating Partnership LP
54930012UY5Z4Q8NL108
Safehold Operating Partnership LP
78646UAA7
88000.00000000
PA
USD
82181.59000000
0.095937522211
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PB0
300000.00000000
PA
USD
276344.54000000
0.322600359086
Long
DBT
UST
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
N
N
Seasoned Loans Structured Transaction
N/A
Seasoned Loans Structured Transaction, Series 2018-2, Class A1
35564CAN7
272199.66000000
PA
USD
279190.86000000
0.325923109208
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Fixed
3.50000000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
42217KBC9
100000.00000000
PA
USD
104141.66000000
0.121573369648
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-22, Class SA
38374TRY2
51774.60000000
PA
USD
6272.34000000
0.007322233094
Long
ABS-MBS
USGA
US
N
2
2039-04-20
Floating
6.10828920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-76, Class SA
38375LT67
32712.12000000
PA
USD
2981.26000000
0.003480276999
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
6.36828840
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
86000.00000000
PA
USD
83910.68000000
0.097956035241
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust, Series 2020-B, Class A4
98163GAE1
60000.00000000
PA
USD
59066.29000000
0.068953077067
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
0.52000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1
31392GVX0
56940.03000000
PA
USD
59754.87000000
0.069756914752
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Variable
4.96506960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1720, Class PL
3133T5DV2
20852.93000000
PA
USD
21598.28000000
0.025213499364
Long
ABS-MBS
USGSE
US
N
2
2024-04-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-39, Class PD
31359PSF4
9637.75000000
PA
USD
10451.46000000
0.012200873405
Long
ABS-MBS
USGSE
US
N
2
2027-05-20
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-20, Class IB
31359N4S7
1699.58000000
PA
USD
22.74000000
0.000026546325
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Floating
1.83999960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM4X9
79545.65000000
PA
USD
78575.59000000
0.091727933359
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402BEZ3
12627.46000000
PA
USD
14048.96000000
0.016400539488
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAV2
50000.00000000
PA
USD
55325.68000000
0.064586346575
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-91, Class ES
31396XYW8
142753.52000000
PA
USD
26889.22000000
0.031390061216
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Floating
6.27314040
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-1, Class A
33845VAA9
180000.00000000
PA
USD
179141.04000000
0.209126490543
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
1.79000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2005-W3, Class 2AF
31394FSB2
57097.87000000
PA
USD
56905.65000000
0.066430779215
Long
ABS-MBS
USGSE
US
N
2
2045-03-25
Floating
0.40686120
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460DAJ8
36000.00000000
PA
USD
34424.24000000
0.040186327492
Long
DBT
CORP
US
N
2
2031-11-09
Fixed
2.25000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAJ2
12000.00000000
PA
USD
12081.39000000
0.014103628579
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.37500000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBT6
150000.00000000
PA
USD
143696.60000000
0.167749197286
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
127000.00000000
PA
USD
120781.19000000
0.140998100649
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.59300000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3232, Class ST
31397BP96
18013.49000000
PA
USD
3244.12000000
0.003787135714
Long
ABS-MBS
USGSE
US
N
2
2036-10-15
Floating
6.50886120
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2020-2, Class A3
03066EAD6
21000.00000000
PA
USD
20947.32000000
0.024453578688
Long
ABS-O
CORP
US
N
2
2024-12-18
Fixed
0.66000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2018-3, Class A3
14313FAD1
5103.34000000
PA
USD
5109.85000000
0.005965160176
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
3.13000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1706, Class K
3133T4UA2
8509.91000000
PA
USD
8813.11000000
0.010288288853
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-2CB, Class 1A9
12667FAQ8
441440.43000000
PA
USD
459358.76000000
0.536248340297
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
5.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132Y15Q7
161868.78000000
PA
USD
176195.72000000
0.205688169346
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-52, Class SX
31393CV67
5385.70000000
PA
USD
6958.92000000
0.008123736010
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Floating
22.38941880
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-2A, Class B
30165XAD7
55000.00000000
PA
USD
54633.14000000
0.063777886047
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.57000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR5, Class A
03217JAA9
100000.00000000
PA
USD
95708.23000000
0.111728313378
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
1.37900000
N
N
N
N
N
N
Nomura Asset Acceptance Corp. Alternative Loan Trust
N/A
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A1
65535VAT5
1759.93000000
PA
USD
1791.62000000
0.002091509589
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class OE
31339NKQ8
8108.72000000
PA
USD
8547.63000000
0.009978371591
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403BBP7
34472.70000000
PA
USD
34527.36000000
0.040306708192
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Variable
1.73900160
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAN6
29000.00000000
PA
USD
26925.59000000
0.031432518994
Long
DBT
CORP
US
Y
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AP6
40000.00000000
PA
USD
37819.78000000
0.044150228582
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-36, Class SA
31393X5V5
28787.07000000
PA
USD
38563.65000000
0.045018610961
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
19.01113560
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2345, Class NE
313399SN8
8820.80000000
PA
USD
9946.05000000
0.011610865557
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411SM94
11797.47000000
PA
USD
12218.45000000
0.014263630312
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
1.77000120
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
600000.00000000
PA
USD
543726.56000000
0.634738010386
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-1, Class A2
80286EAB2
175000.00000000
PA
USD
174993.93000000
0.204285218213
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.36000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CF65
1164.86000000
PA
USD
1197.55000000
0.001398001422
Long
ABS-MBS
USGA
US
N
2
2025-04-20
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-69
31396Q5D7
27110.89000000
PA
USD
24269.13000000
0.028331408511
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-49, Class Z
313921AG3
4299.14000000
PA
USD
4823.73000000
0.005631148095
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
6.50000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AJ4
25000.00000000
PA
USD
23694.87000000
0.027661026233
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LZ1
200000.00000000
PA
USD
186150.45000000
0.217309167802
Long
DBT
UST
US
N
2
2026-05-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-121, Class DX
31394VBA7
67292.57000000
PA
USD
69966.82000000
0.081678187874
Long
ABS-MBS
USGSE
US
N
2
2026-01-25
Fixed
5.50000000
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAF4
62000.00000000
PA
USD
64791.16000000
0.075636202117
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class NG
31339NLX2
8049.32000000
PA
USD
9082.14000000
0.010602350331
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403EDC8
31470.06000000
PA
USD
32838.95000000
0.038335684367
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
2.05999920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3481, Class SJ
31397Y4R9
54345.00000000
PA
USD
8942.73000000
0.010439605244
Long
ABS-MBS
USGSE
US
N
2
2038-08-15
Floating
5.65886160
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAE7
28000.00000000
PA
USD
25009.48000000
0.029195681697
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHD4
250000.00000000
PA
USD
255584.86000000
0.298365828443
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.41899920
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KA4
100000.00000000
PA
USD
100656.52000000
0.117504870899
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-51, Class 2A
31392W7D6
17487.00000000
PA
USD
22184.00000000
0.025897259869
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Variable
7.49999880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-74, Class SW
31394AR81
15039.34000000
PA
USD
17873.26000000
0.020864968397
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Floating
15.22658160
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
90000.00000000
PA
USD
80334.58000000
0.093781351189
Long
DBT
CORP
US
N
2
2032-02-13
Variable
1.79399880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31387Y5U3
10475.94000000
PA
USD
11822.28000000
0.013801147557
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-31, Class TS
38374TXN9
33051.04000000
PA
USD
1858.22000000
0.002169257403
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Floating
6.13829160
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGH7
99000.00000000
PA
USD
100891.90000000
0.117779649885
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283GHW0
439.40000000
PA
USD
462.32000000
0.000539705246
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
8.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-UP3, Class A3
17307GAV0
2457.09000000
PA
USD
2555.71000000
0.002983496484
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2172, Class QC
3133TLLL0
19223.16000000
PA
USD
21542.11000000
0.025147927371
Long
ABS-MBS
USGSE
US
N
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-68, Class DP
38374L4C2
14004.24000000
PA
USD
16045.56000000
0.018731339572
Long
ABS-MBS
USGA
US
N
2
2035-06-17
Floating
16.13081880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2344, Class ZJ
313399C70
15504.20000000
PA
USD
17635.64000000
0.020587574470
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
200000.00000000
PA
USD
199686.23000000
0.233110628864
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.63300040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-28, Class QS
31396YY71
17610.65000000
PA
USD
22311.90000000
0.026046568359
Long
ABS-MBS
USGSE
US
N
2
2038-04-25
Floating
20.13941880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H24, Class FA
38375BWP3
4427.41000000
PA
USD
4427.92000000
0.005169085598
Long
ABS-MBS
USGA
US
N
2
2060-03-20
Floating
0.55125000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2196, Class TL
3133TMSB3
126.09000000
PA
USD
143.27000000
0.000167251191
Long
ABS-MBS
USGSE
US
N
2
2029-11-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-33, Class ID
31359S6G0
17128.11000000
PA
USD
2229.60000000
0.002602800694
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1250, Class J
3129093W2
19.30000000
PA
USD
19.35000000
0.000022588891
Long
ABS-MBS
USGSE
US
N
2
2022-05-15
Fixed
7.00000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2021-B, Class A4
88161KAD7
51000.00000000
PA
USD
49574.20000000
0.057872157421
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
0.63000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-81, Class PI
31359RLD2
2954.68000000
PA
USD
202.46000000
0.000236348685
Long
ABS-MBS
USGSE
US
N
2
2027-12-18
Fixed
7.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-1, Class B
80286NAE6
146000.00000000
PA
USD
145639.42000000
0.170017215426
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.50000000
N
N
N
N
N
N
VOLT XCVII LLC
N/A
VOLT XCVII LLC, Series 2021-NPL6, Class A1
91835EAA7
115582.48000000
PA
USD
113483.53000000
0.132478924781
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.23949880
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
68000.00000000
PA
USD
64939.67000000
0.075809570404
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2006-1F, Class 1A3
3623416K0
22067.93000000
PA
USD
37295.95000000
0.043538717509
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-61, Class SH
31394ARP3
17147.94000000
PA
USD
23680.35000000
0.027644075809
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Floating
23.24067120
N
N
N
N
N
N
Mylan, Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BK2
75000.00000000
PA
USD
79937.09000000
0.093317327486
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-28, Class PK
31392CA46
11420.34000000
PA
USD
12837.51000000
0.014986311420
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406H3D7
19806.87000000
PA
USD
20485.32000000
0.023914247004
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
1.68999840
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-1A, Class B
23344GAC5
20000.00000000
PA
USD
19829.27000000
0.023148384340
Long
ABS-O
CORP
US
Y
2
2025-09-15
Fixed
0.62000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2021-P4, Class A4
14687KAD8
150000.00000000
PA
USD
146996.36000000
0.171601286279
Long
ABS-O
CORP
US
N
2
2027-12-10
Fixed
1.64000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-27, Class OH
31395BZL0
24246.84000000
PA
USD
22255.03000000
0.025980179197
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-71, Class HJ
31398TDU2
63609.73000000
PA
USD
70985.05000000
0.082866853890
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2021-PLZA, Class A
61773PAA9
147000.00000000
PA
USD
140576.34000000
0.164106653827
Long
ABS-MBS
CORP
US
Y
2
2043-11-09
Fixed
2.57400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CYH0
1375.40000000
PA
USD
1486.38000000
0.001735177115
Long
ABS-MBS
USGA
US
N
2
2027-11-20
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-71, Class DS
31393EKS7
55272.17000000
PA
USD
57056.70000000
0.066607112658
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
7.32494880
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2018-1, Class AA
11042TAA1
52482.07000000
PA
USD
53377.49000000
0.062312059580
Long
ABS-O
CORP
US
Y
2
2031-09-20
Fixed
3.80000000
N
N
N
N
N
N
VOLT C LLC
N/A
VOLT C LLC, Series 2021-NPL9, Class A1
91835DAA9
63790.99000000
PA
USD
62138.75000000
0.072539819542
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
1.99180080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-25, Class J
31358TWE5
835.55000000
PA
USD
854.72000000
0.000997786961
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
25000.00000000
PA
USD
24145.67000000
0.028187283209
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G93-5, Class Z
31358TPN3
229.76000000
PA
USD
233.21000000
0.000272245761
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCF6
3000000.00000000
PA
USD
2877656.25000000
3.359331577807
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BN3
225000.00000000
PA
USD
223176.48000000
0.260532784861
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAD8
125000.00000000
PA
USD
114830.64000000
0.134051520243
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2002-QS16, Class A3
76110GW49
103.96000000
PA
USD
107.08000000
0.000125003542
Long
ABS-MBS
CORP
US
N
2
2017-10-25
Floating
16.23201840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 300, Class 1
31364HT56
5182.55000000
PA
USD
5083.20000000
0.005934049376
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
None
0.00000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series 21-B
842587DH7
167000.00000000
PA
USD
156175.82000000
0.182317246480
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR5, Class A7
929227R65
23000.54000000
PA
USD
23324.76000000
0.027228965521
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
2.57918760
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AN6
100000.00000000
PA
USD
101934.27000000
0.118996496566
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 3A
31393LFM0
54222.68000000
PA
USD
65385.18000000
0.076329651915
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
7.00000000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804FQ2
21000.00000000
PA
USD
21601.10000000
0.025216791388
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1927, Class PH
3133T8TQ0
22430.06000000
PA
USD
24661.13000000
0.028789023273
Long
ABS-MBS
USGSE
US
N
2
2027-01-15
Fixed
7.50000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AK5
58000.00000000
PA
USD
57826.00000000
0.067505181627
Long
DBT
NUSS
CO
N
2
2025-01-16
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-65, Class PA
3136B7AE1
203575.63000000
PA
USD
204783.85000000
0.239061511926
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
2.50000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
20000.00000000
PA
USD
21575.77000000
0.025187221537
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410ERP5
37637.59000000
PA
USD
40080.32000000
0.046789148156
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Variable
2.19499920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31374AUY4
89.54000000
PA
USD
89.88000000
0.000104924527
Long
ABS-MBS
USGSE
US
N
2
2025-05-01
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-22, Class UD
31393ANT0
53289.31000000
PA
USD
56295.63000000
0.065718651264
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
4.00000000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust, Series 2021-A, Class A3
98163JAC9
67000.00000000
PA
USD
65748.65000000
0.076753961194
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.42000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L7US3
220798.75000000
PA
USD
241585.34000000
0.282023004449
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
3.76000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
57000.00000000
PA
USD
52934.89000000
0.061795375158
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097AE3
60000.00000000
PA
USD
62520.11000000
0.072985013331
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2019-4, Class C
33845FAE6
105000.00000000
PA
USD
105674.25000000
0.123362491606
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.77000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-79, Class OK
38376CXX2
48840.80000000
PA
USD
45253.29000000
0.052827993648
Long
ABS-MBS
USGA
US
N
2
2037-11-16
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617LMSM9
402302.95000000
PA
USD
429794.92000000
0.501735968893
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.50000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2021-A, Class A3
98164EAC9
123000.00000000
PA
USD
121643.41000000
0.142004642995
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2224, Class CB
3133TNK45
7337.62000000
PA
USD
8436.74000000
0.009848920313
Long
ABS-MBS
USGSE
US
N
2
2030-03-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-6, Class SA
38375Y5V0
11476.74000000
PA
USD
676.57000000
0.000789817395
Long
ABS-MBS
USGA
US
N
2
2039-02-16
Floating
5.97429000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
50000.00000000
PA
USD
53994.04000000
0.063031810552
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EWE5
40147.92000000
PA
USD
44895.18000000
0.052409941550
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-44, Class P
31395NBC0
16137.02000000
PA
USD
14700.79000000
0.017161475789
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-64, Class SX
31393DJU6
5932.50000000
PA
USD
6821.75000000
0.007963605865
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Floating
13.48427520
N
N
N
N
N
N
Impac Secured Assets CMN Owner Trust
N/A
Impac Secured Assets CMN Owner Trust, Series 2002-2, Class APO
45254TLJ1
477.82000000
PA
USD
366.06000000
0.000427332805
Long
ABS-MBS
CORP
US
N
3
2033-04-25
None
0.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
32000.00000000
PA
USD
32502.47000000
0.037942882798
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.37500000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
28000.00000000
PA
USD
26644.97000000
0.031104927529
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31391REW8
8162.34000000
PA
USD
8908.48000000
0.010399622322
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-3, Class AA
023771R91
63290.09000000
PA
USD
62660.39000000
0.073148774043
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
37000.00000000
PA
USD
34701.56000000
0.040510066588
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT
35563PJE0
377265.31140000
PA
USD
394312.16000000
0.460313941458
Long
ABS-MBS
USGSE
US
N
3
2058-07-25
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CQX4
618.15000000
PA
USD
668.43000000
0.000780314885
Long
ABS-MBS
USGA
US
N
2
2026-08-20
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1206, Class IA
3129082A3
2.52000000
PA
USD
2.52000000
0.000002941809
Long
ABS-MBS
USGSE
US
N
2
2022-03-15
Fixed
7.00000000
N
N
N
N
N
N
Aon plc
635400FALWQYX5E6QC64
Aon plc
00185AAK0
143000.00000000
PA
USD
149336.58000000
0.174333223058
Long
DBT
CORP
IE
N
2
2025-12-15
Fixed
3.87500000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
38000.00000000
PA
USD
36992.45000000
0.043184416285
Long
DBT
CORP
US
Y
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1998-1, Class 2E
911760LH7
24025.21000000
PA
USD
25761.63000000
0.030073730020
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2040, Class PE
3133TD3W4
16499.76000000
PA
USD
18372.57000000
0.021447855200
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.50000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BA9
83000.00000000
PA
USD
73597.24000000
0.085916284257
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AX2
50000.00000000
PA
USD
48111.67000000
0.056164822428
Long
DBT
CORP
US
Y
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
VOLT XCIX LLC
N/A
VOLT XCIX LLC, Series 2021-NPL8, Class A1
92872VAA1
75485.35000000
PA
USD
73817.15000000
0.086173003804
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.11569840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401A3J4
26795.26000000
PA
USD
30364.82000000
0.035447423117
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AT7
38000.00000000
PA
USD
40790.75000000
0.047618493194
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2169, Class TB
3133TL5G9
43642.74000000
PA
USD
48457.64000000
0.056568702477
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J8TU7
278635.53000000
PA
USD
295823.27000000
0.345339528430
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Variable
3.19500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-H15, Class FA
38378U8D2
488310.20000000
PA
USD
489779.23000000
0.571760728368
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
0.60125040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3171, Class MO
31396TUG6
18780.84000000
PA
USD
17732.09000000
0.020700168714
Long
ABS-MBS
USGSE
US
N
2
2036-06-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K069, Class A2
3137FBU79
480000.00000000
PA
USD
504554.06000000
0.589008637313
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.18700080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZQ6
1000000.00000000
PA
USD
908750.00000000
1.060860751291
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L7CT1
974232.53000000
PA
USD
1021086.74000000
1.192000931091
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
3.29000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2
31393XGQ4
17313.14000000
PA
USD
19551.38000000
0.022823979835
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
7.00000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DAZ8
200000.00000000
PA
USD
202394.78000000
0.236272548410
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2412, Class SP
31339DW95
20232.46000000
PA
USD
25201.18000000
0.029419469324
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
15.71771880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-81, Class LO
31392BNB8
2583.96400000
PA
USD
2466.23000000
0.002879038911
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1518, Class G
312915YY1
1072.41000000
PA
USD
1098.87000000
0.001282803910
Long
ABS-MBS
USGSE
US
N
2
2023-05-15
Floating
8.60600160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-189, Class PL
31359EXF3
6286.54000000
PA
USD
6502.29000000
0.007590673182
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-10, Class XI
31396YKW1
12007.89000000
PA
USD
1997.65000000
0.002332025837
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
6.04314000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-90, Class SI
38374JXC5
77808.81000000
PA
USD
8656.44000000
0.010105394709
Long
ABS-MBS
USGA
US
N
2
2034-10-20
Floating
5.93829000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31373TSU5
335.79000000
PA
USD
349.73000000
0.000408269414
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204JM60
969.32000000
PA
USD
972.95000000
0.001135806842
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
7.00000000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AX5
19000.00000000
PA
USD
20160.95000000
0.023535582463
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-34, Class GE
31393CAU7
120079.51000000
PA
USD
133349.03000000
0.155669603466
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LM0
1890000.00000000
PA
USD
1855558.21000000
2.166150070674
Long
DBT
UST
US
N
2
2023-08-15
None
0.00000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DB3
43000.00000000
PA
USD
40319.99000000
0.047068935222
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-122, Class M
31359BPE1
500.60000000
PA
USD
515.24000000
0.000601483239
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
6.50000000
N
N
N
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216BG5
2000.00000000
PA
USD
2093.16000000
0.002443522740
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31371NT54
5050.24000000
PA
USD
5536.19000000
0.006462862924
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.50000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1996-1, Class 1Z
92260MAH6
67649.58000000
PA
USD
73264.57000000
0.085527930424
Long
ABS-MBS
USGSE
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2441, Class GF
3133TVJF4
14694.17000000
PA
USD
16569.04000000
0.019342442060
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M55D
35563PLQ0
64101.05000000
PA
USD
67170.96000000
0.078414343978
Long
ABS-MBS
USGSE
US
N
3
2058-10-25
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CPT4
527.61000000
PA
USD
564.12000000
0.000658544998
Long
ABS-MBS
USGA
US
N
2
2026-06-20
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1671, Class L
3133T36F0
1766.30000000
PA
USD
1820.30000000
0.002124990179
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-40, Class SB
38375KA77
100849.37000000
PA
USD
13677.95000000
0.015967428129
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Floating
6.58829160
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-4A, Class A
36263DAA5
135343.28000000
PA
USD
134731.07000000
0.157282975672
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
0.84000000
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156AU3
100000.00000000
PA
USD
100222.37000000
0.116998050876
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CH6
250000.00000000
PA
USD
252185.16000000
0.294397071033
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2484, Class LZ
31392R3H2
29096.62000000
PA
USD
32470.95000000
0.037906086835
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCE3
168000.00000000
PA
USD
160348.73000000
0.187188637333
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FJ2
500000.00000000
PA
USD
651386.72000000
0.760418822734
Long
DBT
UST
US
N
2
2029-08-15
Fixed
6.12500000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AD2
80000.00000000
PA
USD
72898.36000000
0.085100422511
Long
DBT
CORP
US
Y
2
2028-02-10
Fixed
1.30000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABX2
100000.00000000
PA
USD
90546.82000000
0.105702962852
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBF5
100000.00000000
PA
USD
107975.46000000
0.126048888711
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-54, Class Z
31358UYY6
1792.99000000
PA
USD
1826.10000000
0.002131761010
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAL5
580000.00000000
PA
USD
536771.88000000
0.626619224086
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CLW1
301.95000000
PA
USD
320.39000000
0.000374018350
Long
ABS-MBS
USGA
US
N
2
2025-12-20
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225AA67
0.21000000
PA
USD
0.21000000
0.000000245150
Long
ABS-MBS
USGA
US
N
2
2024-11-15
Fixed
9.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406QGB7
11285.87000000
PA
USD
11689.98000000
0.013646702575
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
1.86000120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H03, Class FA
38375BF64
226.87000000
PA
USD
226.36000000
0.000264249177
Long
ABS-MBS
USGA
US
N
2
2060-08-20
Floating
0.40124880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371EW35
132.67000000
PA
USD
138.12000000
0.000161239160
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
8.00000000
N
N
N
N
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAH1
90000.00000000
PA
USD
92945.74000000
0.108503425106
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
4.20000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAC5
100000.00000000
PA
USD
101382.26000000
0.118352088595
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
3.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-41, Class 3A
31392MEN8
18030.64000000
PA
USD
19252.08000000
0.022474581626
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Variable
4.59569160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410D5T3
8405.77000000
PA
USD
8760.26000000
0.010226592577
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
2.02299840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class A2
3136BCGS3
165000.00000000
PA
USD
156142.85000000
0.182278757809
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
1.20000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBN0
80000.00000000
PA
USD
82479.34000000
0.096285110974
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.37500000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust, Series 2022-A, Class A3
80287CAC3
34000.00000000
PA
USD
33537.38000000
0.039151020790
Long
ABS-O
CORP
US
Y
2
2025-07-21
Fixed
1.34000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class A
78449RAA3
155000.00000000
PA
USD
150091.38000000
0.175214364950
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402HGD7
29494.22000000
PA
USD
32773.58000000
0.038259372436
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128NFF28
42235.00000000
PA
USD
43960.19000000
0.051318448627
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
1.93399920
N
Y
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-1A, Class A
23345YAA9
200000.00000000
PA
USD
200171.32000000
0.233676915457
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
1.58000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAT7
48000.00000000
PA
USD
43181.04000000
0.050408880919
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WQA9
39261.01000000
PA
USD
39289.39000000
0.045865828658
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2020-C, Class A4
89237VAC3
56000.00000000
PA
USD
54750.51000000
0.063914901977
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
0.57000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-1, Class M60C
35563PEL9
202521.86000000
PA
USD
208667.37000000
0.243595073351
Long
ABS-MBS
USGSE
US
N
2
2057-05-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-73, Class PS
31394EC48
49073.96000000
PA
USD
59675.64000000
0.069664422871
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
16.23285000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2019-3A, Class A
22535KAA1
167386.83000000
PA
USD
167995.87000000
0.196115790769
Long
ABS-O
CORP
US
Y
2
2028-11-15
Fixed
2.38000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
150000.00000000
PA
USD
154864.47000000
0.180786396690
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.59100000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KSMC, Class A2
3137B04Y7
500000.00000000
PA
USD
505573.45000000
0.590198657496
Long
ABS-MBS
USGSE
US
N
2
2023-01-25
Fixed
2.61500000
N
N
N
N
N
N
Baxalta, Inc.
5493000JW8DCO3T45R55
Baxalta, Inc.
07177MAL7
23000.00000000
PA
USD
23078.63000000
0.026941637150
Long
DBT
CORP
US
N
2
2022-06-23
Fixed
3.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G92-35, Class E
31358PHT7
118.82000000
PA
USD
119.70000000
0.000139735936
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2990, Class UZ
31395V4P1
361221.75000000
PA
USD
401452.61000000
0.468649592794
Long
ABS-MBS
USGSE
US
N
2
2035-06-15
Fixed
5.75000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1994-1, Class 1
911760DD5
20611.75000000
PA
USD
21089.68000000
0.024619767559
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Variable
4.91846400
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31410GAH6
8726.57000000
PA
USD
9113.80000000
0.010639309727
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.00000000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AJ3
52000.00000000
PA
USD
50083.10000000
0.058466239442
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C4S9
54.23000000
PA
USD
54.46000000
0.000063575765
Long
ABS-MBS
USGA
US
N
2
2028-08-20
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204DKT5
2953.15000000
PA
USD
3205.09000000
0.003741572693
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-71, Class SB
38374JBS4
12593.49000000
PA
USD
17161.26000000
0.020033790565
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Floating
28.67016960
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
124857AQ6
100000.00000000
PA
USD
103082.05000000
0.120336397257
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296SLS3
18112.88000000
PA
USD
20312.35000000
0.023712324491
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust, Series 2020-A, Class A3
58770FAC6
16396.15000000
PA
USD
16417.97000000
0.019166085269
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
1.84000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2020-4, Class C
80286WAF3
50000.00000000
PA
USD
49598.95000000
0.057901050190
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-5, Class 1A4
12669FVR1
14074.54000000
PA
USD
14337.35000000
0.016737201532
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
5.50000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBR6
37000.00000000
PA
USD
34633.85000000
0.040431022977
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2021-2A, Class A
22537CAA7
250000.00000000
PA
USD
245311.85000000
0.286373274818
Long
ABS-O
CORP
US
Y
2
2030-02-15
Fixed
0.96000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class A
05377RDU5
100000.00000000
PA
USD
100047.84000000
0.116794307243
Long
ABS-O
CORP
US
Y
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2005-6, Class 3A1
576434W59
7493.55310000
PA
USD
6621.59000000
0.007729942164
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36202SBN7
7566.39000000
PA
USD
8225.04000000
0.009601784994
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Global Markets Mortgage Securities VII, Inc.
549300VB2N1G56GWKB41
Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A
79549AYG8
4104.45000000
PA
USD
4298.20000000
0.005017652468
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
2.23999560
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2450, Class GZ
31392KPH3
23013.18000000
PA
USD
26551.43000000
0.030995730374
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
7.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-3, Class A
33846QAA9
115387.45000000
PA
USD
113784.98000000
0.132830832867
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
0.36000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAN5
150000.00000000
PA
USD
154738.57000000
0.180639422969
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.75000000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AJ4
14000.00000000
PA
USD
13178.66000000
0.015384564675
Long
DBT
CORP
US
Y
2
2032-01-07
Fixed
2.77500000
N
N
N
N
N
N
SITE Centers Corp.
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp.
23317HAD4
12000.00000000
PA
USD
12299.21000000
0.014357908292
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.62500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2020-3A, Class B
26253AAB2
65000.00000000
PA
USD
64867.56000000
0.075725390300
Long
ABS-O
CORP
US
Y
2
2024-12-16
Fixed
0.91000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1
576433UE4
23059.16000000
PA
USD
23083.82000000
0.026947695876
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Variable
2.62022760
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-40, Class TJ
38373QXZ9
100678.66000000
PA
USD
105194.29000000
0.122802193695
Long
ABS-MBS
USGA
US
N
2
2033-03-20
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-40, Class SA
38375QKS7
65481.51000000
PA
USD
9724.12000000
0.011351787894
Long
ABS-MBS
USGA
US
N
2
2038-05-16
Floating
6.27428880
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBL4
77000.00000000
PA
USD
79366.70000000
0.092651462987
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BCA4
1.76000000
PA
USD
1.77000000
0.000002066270
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
9.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-72, Class GO
31396KJK9
21774.14000000
PA
USD
20544.88000000
0.023983776431
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617K1XV0
78710.12000000
PA
USD
83181.66000000
0.097104988524
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAT8
72000.00000000
PA
USD
64890.23000000
0.075751854909
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1
466247K51
7400.77000000
PA
USD
7762.23000000
0.009061507729
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
2.22374880
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AU8
150000.00000000
PA
USD
156304.28000000
0.182467208705
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.65000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2004-1
05946XGF4
6985.78000000
PA
USD
5420.59000000
0.006327913265
Long
ABS-MBS
CORP
US
N
3
2034-03-25
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PA2
47000.00000000
PA
USD
43538.80000000
0.050826524432
Long
DBT
UST
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4ZA8
15696.24000000
PA
USD
15751.19000000
0.018387696569
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
2.01399840
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M2, Class A2
3136B0YM2
500000.00000000
PA
USD
516394.10000000
0.602830517621
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
2.90188080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-4, Class C
31359RA69
127.57600000
PA
USD
126.92000000
0.000148164452
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
None
0.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-3A, Class C
23344QAC3
95000.00000000
PA
USD
92192.94000000
0.107624617983
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
0.87000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-77, Class PC
31396KGX4
28599.21000000
PA
USD
31797.49000000
0.037119900006
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class A2
3137FJXV6
297000.00000000
PA
USD
328708.85000000
0.383729647941
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
4.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2351, Class PZ
313399HV2
8293.48000000
PA
USD
9177.97000000
0.010714220797
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3137, Class XP
31396N2Q8
46288.92000000
PA
USD
52758.38000000
0.061589320103
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEA8
208000.00000000
PA
USD
231122.29000000
0.269808601055
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-16, Class IS
31396YTG7
7151.37000000
PA
USD
1057.84000000
0.001234906120
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
6.01314120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-65, Class QO
31396KAA0
14909.55000000
PA
USD
13715.41000000
0.016011158356
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
None
0.00000000
N
N
N
N
N
N
2022-03-30
JPMorgan Institutional Trust
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer