0001752724-22-237622.txt : 20221026
0001752724-22-237622.hdr.sgml : 20221026
20221026134116
ACCESSION NUMBER: 0001752724-22-237622
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220831
FILED AS OF DATE: 20221026
DATE AS OF CHANGE: 20221026
PERIOD START: 20230228
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: 221332649
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
2023-02-28
2022-08-31
N
80938396.08
67966.85
80870429.23
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Intermediate U.S. Government/Credit
4TRUSD0
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
96145DAB1
80000.00000000
PA
USD
77844.10000000
0.096257804912
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
39929.28000000
PA
USD
2768.15000000
0.003422944611
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Floating
3.33186120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KEB98
309313.05000000
PA
USD
287445.51000000
0.355439575054
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
57013.86000000
PA
USD
3714.82000000
0.004593545546
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Floating
4.27186080
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFY1
21000.00000000
PA
USD
20615.61000000
0.025492148608
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401XSY4
36541.89000000
PA
USD
37871.59000000
0.046829960420
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
462.97000000
PA
USD
465.87000000
0.000576069651
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
4025.72000000
PA
USD
4121.45000000
0.005096362216
Long
ABS-MBS
USGSE
US
N
2
2033-09-25
Floating
8.42715000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2020-4, Class A
33845XAA5
29504.46000000
PA
USD
29376.85000000
0.036325824259
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
20537.12000000
0.025395092119
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2021-1, Class A4
36261RAD0
78000.00000000
PA
USD
76185.17000000
0.094206461775
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
0.33000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAH6
40000.00000000
PA
USD
32675.20000000
0.040404385522
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
48655.49000000
0.060164748058
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
295085.28000000
0.364886501542
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
1149163.26000000
1.420993150329
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
55793.95000000
PA
USD
45705.54000000
0.056516999396
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
156078.06000000
PA
USD
150444.81000000
0.186031917268
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
34675.49000000
PA
USD
30580.02000000
0.037813599224
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
43590.79000000
0.053902013894
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
68693.03000000
0.084942086562
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
5181.36000000
PA
USD
648.76000000
0.000802221536
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
5.60900160
N
N
N
N
N
N
VOLT XCIV LLC
N/A
VOLT XCIV LLC, Series 2021-NPL3, Class A1
92873AAA6
94885.52000000
PA
USD
90254.19000000
0.111603451174
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
1541533.02000000
NS
USD
1542149.63000000
1.906938846106
Long
STIV
RF
US
N
1
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
100000.00000000
PA
USD
78524.64000000
0.097099323878
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
390026.99000000
PA
USD
391038.37000000
0.483536904308
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
133372.30000000
0.164920974539
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
86612.12000000
0.107099864344
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
137909.80000000
0.170531801689
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
174208.43000000
0.215416724826
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
11382.06000000
PA
USD
9816.80000000
0.012138924070
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
10860.00000000
PA
USD
11105.75000000
0.013732769945
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
9.77979960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 329, Class 1
3136FAWE6
2325.04400000
PA
USD
2021.39000000
0.002499541574
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
14705.55000000
PA
USD
840.75000000
0.001039625989
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
4.18186080
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
114000.00000000
PA
USD
94130.82000000
0.116397082216
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
35540.75000000
PA
USD
1885.31000000
0.002331272404
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Floating
3.83186160
N
N
N
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949AD2
12000.00000000
PA
USD
11640.76000000
0.014394334382
Long
DBT
CORP
US
Y
2
2023-10-01
Fixed
2.62500000
N
N
N
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251VAM4
150000.00000000
PA
USD
141634.23000000
0.175137230442
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
165500.00000000
0.204648351165
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
434337.43000000
PA
USD
430941.91000000
0.532879464228
Long
ABS-MBS
USGA
US
N
2
2065-10-20
Floating
2.31756840
N
N
N
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949AF7
40000.00000000
PA
USD
40347.82000000
0.049891932544
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31412BPZ9
19723.08000000
PA
USD
19577.75000000
0.024208787051
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Variable
3.25000080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1996-14, Class SE
31359KAJ6
2642.50000000
PA
USD
59.57000000
0.000073661040
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Floating
7.80999840
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AH8
51000.00000000
PA
USD
41611.28000000
0.051454258863
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
37510.27000000
0.046383171645
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
34637.77000000
0.042831193465
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
54873.02000000
PA
USD
5677.20000000
0.007020118545
Long
ABS-MBS
USGA
US
N
2
2037-04-16
Floating
4.42314000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-56, Class S
31394D6N5
15499.24000000
PA
USD
1673.94000000
0.002069903691
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Floating
4.26629160
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
100000.00000000
PA
USD
78492.74000000
0.097059878063
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.
01626PAH9
50000.00000000
PA
USD
46898.62000000
0.057992297613
Long
DBT
CORP
CA
Y
2
2027-07-26
Fixed
3.55000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2466, Class DH
31392MM82
16969.97000000
PA
USD
18208.30000000
0.022515399229
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
74574.28000000
PA
USD
69628.96000000
0.086099406993
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
12472.14000000
0.015422373936
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
156041.88000000
0.192952951388
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
9815.49000000
PA
USD
9907.34000000
0.012250880939
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
39933.00000000
0.049378988562
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCQ6
42000.00000000
PA
USD
41616.69000000
0.051460948576
Long
DBT
CORP
US
N
2
2025-05-09
Variable
4.16599920
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-2
693342AB3
83000.00000000
PA
USD
80368.91000000
0.099379848438
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
4.26300000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
61000.00000000
PA
USD
61230.58000000
0.075714424398
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
169221.08000000
0.209249637489
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
200000.00000000
PA
USD
184423.84000000
0.228048548469
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
76397.07000000
PA
USD
75071.35000000
0.092829172189
Long
ABS-O
CORP
US
N
2
2025-08-18
Fixed
0.37000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QSZW9
26899.20000000
PA
USD
27646.61000000
0.034186303032
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Variable
3.33900000
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-116, Class HI
31396X6G4
21736.95000000
PA
USD
693.69000000
0.000857779545
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Floating
0.00001080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-101, Class DO
3136AGZH8
132725.66000000
PA
USD
107145.96000000
0.132490900592
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
37859.34000000
0.046814812732
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
122048.78000000
0.150918921986
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-24
38373SF69
3576.22800000
PA
USD
3576.23000000
0.004422172645
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
283197.90000000
0.350187210203
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
27108.68000000
0.033521127880
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
4730.37000000
PA
USD
4879.41000000
0.006033614568
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
22000.00000000
PA
USD
20991.78000000
0.025957300090
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
62507.36000000
0.077293221508
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
696536.25000000
0.861299063986
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
13857.99000000
0.017136041111
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
12956.01000000
PA
USD
1491.50000000
0.001844308252
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
5.55900120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607, Class AO
31398LQK7
17364.08000000
PA
USD
14491.68000000
0.017919627901
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
28.90000000
PA
USD
28.58000000
0.000035340482
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
5242.68000000
PA
USD
5580.33000000
0.006900334341
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
4203.71000000
PA
USD
4199.09000000
0.005192367642
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
141887.26000000
0.175450113658
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.20322960
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2022-1, Class D
43730NAG1
98619.89000000
PA
USD
93549.65000000
0.115678438819
Long
ABS-O
CORP
US
Y
3
2039-04-17
Fixed
4.73000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4YT8
15975.73000000
PA
USD
16497.23000000
0.020399582587
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Variable
2.56600080
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2063, Class PG
3133TEB78
16403.18000000
PA
USD
17189.55000000
0.021255668065
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
2454.24000000
PA
USD
372.80000000
0.000460984322
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Variable
6.00000120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QHVC1
13164.33000000
PA
USD
13136.70000000
0.016244132898
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
2.41499880
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-130, Class SX
31393UWF6
1127.89000000
PA
USD
1154.77000000
0.001427926141
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
7.85443680
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-92, Class ZC
38376CR35
246942.22000000
PA
USD
252541.54000000
0.312279213062
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
19331.73000000
0.023904572022
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
21300.51000000
PA
USD
18513.70000000
0.022893040356
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
18436.79000000
PA
USD
19847.53000000
0.024542382412
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
118550.50000000
PA
USD
115591.44000000
0.142934124500
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
3627.11000000
PA
USD
4761.66000000
0.005888011285
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
25.62599880
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BN9
33000.00000000
PA
USD
28205.21000000
0.034877037587
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
44378.12000000
PA
USD
43863.04000000
0.054238663523
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
2500000.00000000
PA
USD
2164355.48000000
2.676324956609
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
9481.37000000
0.011724149470
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
38371.81000000
0.047448505424
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
26352.06000000
0.032585532500
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
1941.36000000
PA
USD
1986.41000000
0.002456287197
Long
ABS-MBS
USGSE
US
N
2
2024-08-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31373UED5
819.24000000
PA
USD
829.65000000
0.001025900329
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Variable
3.88900080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CFP3
251.82000000
PA
USD
253.40000000
0.000313340738
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
82948.74000000
0.102569926720
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
31489.32000000
PA
USD
31308.61000000
0.038714534222
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
1457250.00000000
1.801956554299
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
148326.61000000
0.183412665682
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
19892.64000000
PA
USD
1702.64000000
0.002105392559
Long
ABS-MBS
USGA
US
N
2
2038-04-16
Floating
5.31313920
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAV3
80000.00000000
PA
USD
66871.88000000
0.082690150944
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
160240.04000000
0.198144169043
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
28598.30000000
0.035363111426
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
4955.73900000
PA
USD
3784.68000000
0.004679930644
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
24071.09000000
0.029765008333
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
80463.40000000
PA
USD
83934.03000000
0.103788283058
Long
ABS-MBS
USGSE
US
N
2
2027-02-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H29, Class FA
38375BZQ8
180795.77000000
PA
USD
179826.80000000
0.222364097374
Long
ABS-MBS
USGA
US
N
2
2062-10-20
Floating
2.31257160
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series N
06051GJP5
250000.00000000
PA
USD
207270.58000000
0.256299591795
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
4450.80000000
PA
USD
3632.88000000
0.004492222972
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
54518.39000000
0.067414493182
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
APA Infrastructure Ltd.
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd.
00205GAD9
100000.00000000
PA
USD
96561.31000000
0.119402494730
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
61601.92000000
0.076173603363
Long
ABS-O
CORP
US
Y
2
2026-09-15
Fixed
1.11000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2296, Class PD
3133TRUS2
5898.37000000
PA
USD
6349.42000000
0.007851349449
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
48337.90000000
PA
USD
47585.30000000
0.058841408971
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
608.77000000
PA
USD
605.55000000
0.000748790387
Long
ABS-MBS
USGSE
US
N
2
2023-07-15
Floating
2.36999880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833QB9
140000.00000000
PA
USD
117394.42000000
0.145163592079
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
1728.98000000
PA
USD
1772.33000000
0.002191567445
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
324.68000000
PA
USD
22.89000000
0.000028304536
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
28.94250960
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB International Finance III LLC
50249AAG8
75000.00000000
PA
USD
61455.50000000
0.075992548308
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
89929.23000000
0.111201623209
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
17242.92000000
PA
USD
3002.06000000
0.003712185070
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
6.50000000
N
N
N
N
N
N
Cameron LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AA8
84000.00000000
PA
USD
73754.05000000
0.091200270237
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
101139.20000000
PA
USD
85050.16000000
0.105168429065
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAH7
29000.00000000
PA
USD
22558.90000000
0.027895115946
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
9914.34900000
PA
USD
7364.41000000
0.009106431201
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
647.13000000
PA
USD
652.77000000
0.000807180085
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
98786.41000000
0.122153933076
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
82384.80000000
0.101872589009
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
27963.93000000
0.034578683786
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
39769.44000000
0.049176739110
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
68543.09000000
0.084756678865
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
2106.98000000
PA
USD
2266.29000000
0.002802371672
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Floating
17.24544360
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
1000000.00000000
PA
USD
892578.12000000
1.103713840149
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
58661.80000000
0.072538009948
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
1556812.50000000
1.925070158305
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405JWZ3
13081.62000000
PA
USD
12980.82000000
0.016051380119
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Variable
3.89599920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-38, Class ZK
38374NQB6
212016.43000000
PA
USD
219192.91000000
0.271042100415
Long
ABS-MBS
USGA
US
N
2
2036-08-20
Fixed
6.50000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBC7
44000.00000000
PA
USD
39023.80000000
0.048254721004
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CSM6
333.34000000
PA
USD
346.82000000
0.000428858858
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
131885.62000000
0.163082626438
Long
DBT
CORP
US
N
2
2027-09-10
Variable
1.54199880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DET2
17299.69000000
PA
USD
17634.53000000
0.021805906272
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Variable
2.72099880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833RY8
53000.00000000
PA
USD
44052.67000000
0.054473149727
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
1531.12000000
PA
USD
1590.80000000
0.001967097263
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
24801.55000000
PA
USD
26260.40000000
0.032472190700
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
99419.46000000
PA
USD
100237.62000000
0.123948420893
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2022-2, Class A3
14317HAC5
76000.00000000
PA
USD
75500.47000000
0.093359798777
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
3.49000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
10000.00000000
PA
USD
8447.60000000
0.010445845385
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
97732.95000000
0.120851281402
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
1.50699960
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2003-9, Class 8A1
576434LD4
53831.10000000
PA
USD
51662.87000000
0.063883511552
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207UDY1
588.34000000
PA
USD
589.15000000
0.000728511033
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
26411.43000000
PA
USD
27561.07000000
0.034080528893
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
16674.86000000
0.020619230241
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.12500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-2, Class A3
33844XAE8
200000.00000000
PA
USD
197837.08000000
0.244634635779
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
4.03000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2512, Class PG
31392WB41
541.95000000
PA
USD
541.62000000
0.000669738005
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
76041.06000000
0.094028263141
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
7219.79000000
PA
USD
1276.53000000
0.001578487974
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
29516.55000000
0.036498569725
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
24386.86000000
PA
USD
26056.88000000
0.032220528873
Long
ABS-MBS
USGSE
US
N
2
2035-06-25
Floating
15.34973040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K081, Class A1
3137FJEG0
96574.25000000
PA
USD
97082.85000000
0.120047402894
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
43666.00000000
0.053995014513
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
109980.50000000
PA
USD
118087.00000000
0.146019999058
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
108819.93000000
PA
USD
104046.84000000
0.128658696374
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
189252.40000000
0.234019284677
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
24245.95000000
PA
USD
25704.37000000
0.031784634068
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
188572.22000000
0.233178210868
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
221582.95000000
PA
USD
220130.78000000
0.272201819745
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
42527.67000000
0.052587417186
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
84538.08000000
0.104535218626
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
4834.89000000
PA
USD
4752.92000000
0.005877203874
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
26088.36000000
0.032259455339
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
6951.39000000
PA
USD
6460.97000000
0.007989286147
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
2.48595120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GN77
724.53000000
PA
USD
740.19000000
0.000915278930
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
81604.78000000
0.100908058454
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
63244.51000000
0.078204741340
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
37756.63000000
PA
USD
38169.88000000
0.047198809705
Long
ABS-O
CORP
US
Y
2
2034-01-10
Fixed
5.92600000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
18000.00000000
PA
USD
14668.13000000
0.018137816430
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
5565.99000000
PA
USD
5558.34000000
0.006873142696
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
4861.94000000
PA
USD
5131.46000000
0.006345285970
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
2449.03000000
PA
USD
2132.47000000
0.002636897096
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
67106.06000000
0.082979725270
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
85629.09000000
0.105884302600
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
618.82000000
PA
USD
644.44000000
0.000796879658
Long
ABS-MBS
USGA
US
N
2
2026-09-20
Fixed
8.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
1600000.00000000
PA
USD
1579687.50000000
1.953356146419
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
2663.64000000
PA
USD
2838.50000000
0.003509935618
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
39859.34000000
PA
USD
41855.12000000
0.051755778222
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
5820.66000000
PA
USD
6057.38000000
0.007490228576
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
13686.94000000
0.016924529930
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
118518.41000000
PA
USD
126076.80000000
0.155899753717
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Variable
5.60062080
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBU5
14000.00000000
PA
USD
12260.01000000
0.015160065448
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-36, Class ZB
31359T5E4
1914.56000000
PA
USD
1986.82000000
0.002456794181
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
91207.66000000
PA
USD
10576.96000000
0.013078896823
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
Floating
4.25900160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2000-2, Class ZE
31359XSV2
17373.95630000
PA
USD
18673.11000000
0.023090158142
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
61262.08000000
0.075753375595
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
98482.58000000
0.121778233326
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
12619.24000000
PA
USD
12816.71000000
0.015848450567
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
31645.11000000
0.039130631927
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
49868.68000000
0.061664913213
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
40314.07000000
PA
USD
40248.25000000
0.049768809666
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
8747.63000000
PA
USD
9505.04000000
0.011753418512
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
18939.56000000
PA
USD
20737.70000000
0.025643118501
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
48887.93000000
PA
USD
5990.52000000
0.007407553115
Long
ABS-MBS
USGSE
US
N
2
2037-09-25
Floating
4.09628880
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAK2
28000.00000000
PA
USD
27174.89000000
0.033602999586
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
325.88500000
PA
USD
336.57000000
0.000416184263
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
26272.40000000
PA
USD
26929.20000000
0.033299192617
Long
ABS-MBS
USGSE
US
N
2
2039-12-25
Floating
2.85699600
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
10258.37840000
PA
USD
8497.85000000
0.010507981818
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
390387.73000000
PA
USD
384273.48000000
0.475171807122
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
94412.78000000
PA
USD
91774.20000000
0.113483013350
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128P7CW1
2854.01000000
PA
USD
2927.38000000
0.003619839820
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
274533.34000000
PA
USD
249973.83000000
0.309104121716
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
0.67000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2022-2, Class A3
36266FAC3
82000.00000000
PA
USD
81391.33000000
0.100644117726
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
3.42000000
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
72072.26000000
0.089120659660
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
11294.80000000
PA
USD
10743.43000000
0.013284744624
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
11940.76000000
PA
USD
12643.53000000
0.015634305543
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
90918.84000000
PA
USD
94232.56000000
0.116522888399
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAE9
70000.00000000
PA
USD
52933.35000000
0.065454518424
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407WSP9
23277.33000000
PA
USD
23884.52000000
0.029534305960
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
3.60900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402Q4R9
25137.37000000
PA
USD
25320.63000000
0.031310121933
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Variable
2.90300040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVY73
387779.42000000
PA
USD
358671.74000000
0.443514079763
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
50578.45000000
PA
USD
52657.97000000
0.065113998406
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
15365.02000000
PA
USD
13686.13000000
0.016923528328
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
67546.32000000
PA
USD
71873.96000000
0.088875452602
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
162955.74500000
PA
USD
169916.22000000
0.210109210026
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
97926.03000000
0.121090033690
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
17320.81000000
PA
USD
17362.28000000
0.021469256643
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
10.81887120
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAF2
200000.00000000
PA
USD
199507.75000000
0.246700495965
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
1938.58000000
PA
USD
92.81000000
0.000114763827
Long
ABS-MBS
USGSE
US
N
2
2024-05-15
Floating
7.66000080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407KGJ2
29932.56000000
PA
USD
29902.90000000
0.036976309245
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
3.00600000
N
N
N
N
N
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
CarMax Auto Owner Trust, Series 2019-1, Class A3
14315NAC4
4038.65000000
PA
USD
4038.76000000
0.004994112234
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
55238.05000000
0.068304385825
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
7.70000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-2A, Class A
23345AAA1
103046.23000000
PA
USD
101826.12000000
0.125912674100
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
2.88000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607, Class OP
31398LQS0
93617.36000000
PA
USD
77154.90000000
0.095405577458
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
900.41000000
PA
USD
923.46000000
0.001141900703
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
4149.69000000
PA
USD
352.65000000
0.000436067921
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
44669.66000000
0.055236086200
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
63487.66000000
0.078505407482
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
46419.12000000
0.057399373840
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
64335.97830000
PA
USD
57393.31000000
0.070969463803
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
2.48709240
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
31416BXJ2
1617.06000000
PA
USD
1618.53000000
0.002001386681
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
116935.25000000
PA
USD
107122.04000000
0.132461322414
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2021-2A, Class A
55400KAA3
90843.44000000
PA
USD
81776.13000000
0.101119940599
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
5245.63000000
PA
USD
528.98000000
0.000654108065
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
6.25899960
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CH7
100000.00000000
PA
USD
95855.41000000
0.118529616959
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
40000.00000000
PA
USD
36804.63000000
0.045510615376
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
10842.63000000
PA
USD
11689.58000000
0.014454702554
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
154.03000000
PA
USD
155.26000000
0.000191986120
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
84201.47000000
0.104118984901
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
96822.00000000
0.119724849888
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
132989.04000000
0.164447055946
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
16911.87000000
PA
USD
19661.99000000
0.024312953680
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Floating
15.05639880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-56, Class FC
31395NXA0
85921.50000000
PA
USD
85408.82000000
0.105611928628
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Floating
2.73371040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-68, Class KI
38374L3B5
121257.45000000
PA
USD
13077.29000000
0.016170669705
Long
ABS-MBS
USGA
US
N
2
2035-09-20
Floating
3.93185880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206HPN2
1459.34000000
PA
USD
1461.38000000
0.001807063488
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
12749.53000000
0.015765379411
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
72191.85000000
PA
USD
61840.97000000
0.076469199667
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
167204.58000000
0.206756142624
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
20993.16000000
0.025959006524
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
94428.12000000
PA
USD
100080.59000000
0.123754246085
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
15672.93000000
PA
USD
16886.37000000
0.020880772070
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-2, Class M55D
35563PFP9
181683.11850000
PA
USD
178896.46000000
0.221213689235
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
41859.83000000
0.051761602353
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
15806.05000000
0.019544906773
Long
DBT
CORP
US
N
2
2032-05-08
Variable
3.37500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKG3
154000.00000000
PA
USD
148021.87000000
0.183035840676
Long
DBT
CORP
US
N
2
2025-02-04
Variable
1.84299840
N
N
N
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203CB5
100000.00000000
PA
USD
86614.16000000
0.107102386898
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
147833.70000000
0.182803159829
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
17910.24000000
PA
USD
1920.62000000
0.002374934841
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
3.99629160
N
N
N
N
N
N
NACC Reperforming Loan REMIC Trust
N/A
NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1
62951MAM2
22193.53000000
PA
USD
19585.72000000
0.024218642322
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
8195.48000000
PA
USD
8416.91000000
0.010407895791
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
3072.57000000
PA
USD
3069.25000000
0.003795268591
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
23706.70000000
0.029314423363
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
159451.57000000
0.197169189675
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
156188.88000000
PA
USD
136416.99000000
0.168685873562
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
26155.25000000
0.032342167896
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
71452.70000000
0.088354545264
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
13087.25410000
PA
USD
13760.65000000
0.017015675730
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
3059.52000000
PA
USD
3096.68000000
0.003829187045
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
17936.72000000
0.022179578086
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
31678.47000000
0.039171883099
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
26464.25000000
PA
USD
28447.82000000
0.035177035995
Long
ABS-MBS
USGSE
US
N
2
2035-11-25
Floating
15.60639960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2163, Class PC
3133TLFS2
1924.16010000
PA
USD
172.95000000
0.000213860618
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
11163.09000000
PA
USD
12297.71000000
0.015206683230
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
13.10058000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402CPL0
23220.81000000
PA
USD
24140.34000000
0.029850639139
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
489897.45000000
0.605780697177
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
91158.28000000
0.112721399982
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
62449.38000000
PA
USD
61430.22000000
0.075961288427
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
0.99000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-20
31359N4H1
642.37000000
PA
USD
6.06000000
0.000007493468
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
6161.25000000
PA
USD
6662.62000000
0.008238635634
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
8411.25000000
PA
USD
8441.92000000
0.010438821804
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
425254.34000000
PA
USD
421465.62000000
0.521161596411
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
2.23756920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 262, Class 35
3128HXKY0
201645.18000000
PA
USD
194499.34000000
0.240507366971
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
2595773.57000000
PA
USD
231392.45000000
0.286127391931
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
2.00000160
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-4, Class 10A1
576434QG2
26500.81000000
PA
USD
25878.53000000
0.031999990906
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
561713.98000000
PA
USD
546918.43000000
0.676289757835
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
107925.11000000
0.133454355352
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
761.35000000
PA
USD
764.39000000
0.000945203342
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
6796.60000000
0.008404308057
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
59055.48000000
0.073024813349
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DTT6
17128.45000000
PA
USD
17035.87000000
0.021065635686
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
3.26700000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBJ8
68000.00000000
PA
USD
57190.55000000
0.070718741750
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
3163.76000000
PA
USD
2686.47000000
0.003321943540
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LR9
200000.00000000
PA
USD
188860.48000000
0.233534657597
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
45778.39000000
0.056607081767
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
36649.72000000
0.045319062046
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
62414.94000000
0.077178939934
Long
ABS-O
CORP
US
N
2
2030-07-11
Fixed
3.95000000
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
89070.44000000
0.110139689931
Long
ABS-O
CORP
US
Y
2
2025-11-17
Fixed
0.78000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-2A, Class B
36261XAC9
32000.00000000
PA
USD
31384.93000000
0.038808907407
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
54482.31000000
0.067369878605
Long
DBT
CORP
US
N
2
2023-07-14
Fixed
3.65000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4DJ3
10647.80000000
PA
USD
10972.09000000
0.013567493216
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
3.50100000
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2075, Class PM
3133TGCK3
12368.73000000
PA
USD
12819.64000000
0.015852073646
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
305.87000000
PA
USD
307.90000000
0.000380732491
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
68135.25000000
0.084252365974
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
53301.63000000
0.065909913558
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
325.33000000
PA
USD
310.62000000
0.000384095896
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
566.19000000
PA
USD
565.75000000
0.000699575859
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
86000.57000000
0.106343654681
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
90454.89000000
0.111851625941
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
40715.58000000
0.050346684675
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.95700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-52, Class AP
38373QR86
25261.35000000
PA
USD
22902.90000000
0.028320487745
Long
ABS-MBS
USGA
US
N
2
2033-06-16
None
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
51211.07000000
0.063324840102
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
46828.50000000
0.057905591012
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.15000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
60000.00000000
PA
USD
48785.57000000
0.060325597952
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
146148.65000000
0.180719518112
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
141016.74000000
0.174373675696
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
99091.04000000
PA
USD
92965.31000000
0.114955875571
Long
ABS-O
CORP
US
Y
3
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
2733515.64000000
3.380117635119
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9G30
174251.67000000
PA
USD
170201.08000000
0.210461452499
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
28143.15000000
0.034800297547
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
481093.75000000
0.594894517786
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2022-P3, Class A3
14686MAC7
22000.00000000
PA
USD
21996.60000000
0.027199806170
Long
ABS-O
CORP
US
N
2
2027-11-10
Fixed
4.61000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H26, Class MA
38375BYQ9
731.76000000
PA
USD
726.85000000
0.000898783408
Long
ABS-MBS
USGA
US
N
2
2062-07-20
Floating
2.34757080
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
39000.00000000
PA
USD
34074.71000000
0.042134943915
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
993.24000000
PA
USD
1002.75000000
0.001239946429
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
62516.44000000
PA
USD
68282.02000000
0.084433853820
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
50000.00000000
PA
USD
49080.05000000
0.060689735997
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
9996.66000000
PA
USD
10339.25000000
0.012784957491
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Variable
5.05670040
N
N
N
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
18000.00000000
PA
USD
17571.55000000
0.021728028609
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
71650.78000000
0.088599480282
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
33255.51000000
0.041121965490
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
9944.84000000
PA
USD
10607.47000000
0.013116623840
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
35247.38000000
PA
USD
34559.16000000
0.042733988590
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
52728.25000000
PA
USD
52528.40000000
0.064953779150
Long
ABS-O
CORP
US
Y
2
2023-09-15
Fixed
0.51000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFVK7
199475.00000000
PA
USD
179433.95000000
0.221878320306
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.58000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410S5Y9
30625.07000000
PA
USD
31304.16000000
0.038709031592
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
3.83900040
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class AA
90932EAA1
91454.52000000
PA
USD
80415.47000000
0.099437422016
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
65510.27000000
0.081006457643
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
4511.04000000
PA
USD
4745.33000000
0.005867818490
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
40000.00000000
0.049461837139
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 Automobile Lease Securitization Trust, Series 2020-A, Class A3
98162HAC4
1711.22000000
PA
USD
1710.45000000
0.002115049983
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
98830.54000000
0.122208501847
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
3676.06000000
PA
USD
3672.20000000
0.004540843958
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
64.72300000
PA
USD
51.77000000
0.000064015982
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
6992.96000000
PA
USD
7111.16000000
0.008793275944
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BC3
16000.00000000
PA
USD
16024.29000000
0.019814770556
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
66698.90000000
0.082476253230
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QPNJ7
25593.17000000
PA
USD
26122.76000000
0.032301992519
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
3.56799960
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400RV24
4167.54000000
PA
USD
4312.48000000
0.005332579585
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
36295VHP7
62853.48000000
PA
USD
65537.26000000
0.081039832017
Long
ABS-MBS
USGA
US
N
2
2038-12-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-43, Class EA
31359TL63
2714.06000000
PA
USD
2690.53000000
0.003326963916
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
84018.04000000
0.103892165282
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
68978.49000000
0.085295070963
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
11216.69000000
PA
USD
12172.88000000
0.015052325202
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
40000.00000000
PA
USD
31533.28000000
0.038992348996
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
49754.94000000
0.061524268479
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.12500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CS6
200000.00000000
PA
USD
186428.87000000
0.230527860152
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97599960
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
22000.00000000
PA
USD
20551.41000000
0.025412762360
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
Goodman US Finance Three LLC
N/A
Goodman US Finance Three LLC
38239JAA9
52000.00000000
PA
USD
49185.53000000
0.060820166862
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
153.84000000
PA
USD
150.66000000
0.000186298009
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Floating
7.18775640
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDZ1
500000.00000000
PA
USD
476660.16000000
0.589412180123
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.50000000
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
6713.67000000
PA
USD
6466.15000000
0.007995691455
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
4513.02000000
PA
USD
4700.36000000
0.005812211020
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
15571.48000000
0.019254850194
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1987, Class PE
3133TBEZ9
2827.69000000
PA
USD
2975.67000000
0.003679552623
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
100679.66000000
PA
USD
11196.05000000
0.013844430042
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Variable
2.07200160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H21, Class DF
38375BWC2
1328.97000000
PA
USD
1323.85000000
0.001637001327
Long
ABS-MBS
USGA
US
N
2
2061-05-20
Floating
2.44757160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4096, Class HA
3137ATB92
100553.50000000
PA
USD
94429.27000000
0.116766129349
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
2.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-1A, Class B
30166RAD9
16420.18000000
PA
USD
16389.57000000
0.020266456053
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.50000000
N
N
N
N
N
N
World Omni Select Auto Trust
N/A
World Omni Select Auto Trust, Series 2020-A, Class A3
98163DAD0
33851.43000000
PA
USD
33537.91000000
0.041471166060
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
34.88000000
PA
USD
0.48000000
0.000000593542
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
20072.60000000
0.024820691804
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
797.34700000
PA
USD
775.56000000
0.000959015560
Long
ABS-MBS
USGSE
US
N
2
2024-05-15
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCY5
3000000.00000000
PA
USD
2653476.57000000
3.281145648990
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Prudential Insurance Co. of America (The)
X574KRZ6V5A7UBU45C31
Prudential Insurance Co. of America (The)
743917AH9
150000.00000000
PA
USD
163764.91000000
0.202502832690
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
55965.23000000
0.069203577293
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
48748.76000000
0.060280080697
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
150756.74000000
0.186417633040
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.80000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-4A, Class C
30166BAE2
82000.00000000
PA
USD
81527.53000000
0.100812535281
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
4.92000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2568, Class KG
31393KKC8
3421.64000000
PA
USD
3425.79000000
0.004236146676
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
71455.57000000
0.088358094151
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
66789.91000000
0.082588791275
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
6540.11000000
PA
USD
6679.21000000
0.008259149931
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
29882.78000000
PA
USD
17462.55000000
0.021593245103
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
10794.05000000
0.013347338579
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
24432.50000000
PA
USD
26178.71000000
0.032371177263
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
185169.58000000
0.228970690230
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
136204.60000000
PA
USD
135233.03000000
0.167221852644
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
94316.19000000
0.116626300735
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
28408.09000000
PA
USD
27863.83000000
0.034454905538
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
3882.00630000
PA
USD
3098.42000000
0.003831338635
Long
ABS-MBS
CORP
US
Y
2
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
48755.03000000
0.060287833840
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
1368.41000000
PA
USD
1371.29000000
0.001695663066
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
630.46000000
PA
USD
656.19000000
0.000811409072
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
66174.66000000
PA
USD
66060.42000000
0.081686743385
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
149013.24000000
0.184261715213
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
3392.86000000
PA
USD
3598.21000000
0.004449351925
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
72340.59000000
0.089452462029
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
1783.36000000
PA
USD
1785.68000000
0.002208075333
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
477508.85000000
0.590461624287
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
64868.95000000
PA
USD
57390.40000000
0.070965865454
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Variable
1.84048560
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2543, Class YX
31393HGW6
52029.12000000
PA
USD
54759.45000000
0.067712574944
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
14683.72000000
0.018157094181
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
6.65000000
PA
USD
6.65000000
0.000008223030
Long
ABS-MBS
USGSE
US
N
2
2023-02-15
Floating
1.36699920
N
N
N
N
N
N
SpringCastle America Funding LLC
N/A
SpringCastle America Funding LLC, Series 2020-AA, Class A
85022WAP9
49535.36000000
PA
USD
45735.42000000
0.056553947389
Long
ABS-O
CORP
US
Y
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSEN7
150000.00000000
PA
USD
150028.91000000
0.185517637817
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.81000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4ZC4
11013.54000000
PA
USD
11318.53000000
0.013995882188
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Variable
3.13800120
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2575, Class ME
31393KSG1
96532.19000000
PA
USD
102077.25000000
0.126223207879
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
43515.00000000
0.053808296078
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
30000.00000000
PA
USD
29667.18000000
0.036684830638
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
30252.17000000
PA
USD
29471.51000000
0.036442875697
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
190743.25000000
0.235862789175
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
145205.50000000
0.179553269820
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
67210.64000000
0.083109043243
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
49551.93000000
0.061273237290
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
46660.99000000
PA
USD
49729.28000000
0.061492538710
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2003-A1, Class 1A1
466247AA1
98586.16000000
PA
USD
91961.98000000
0.113715211945
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
2.27034000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31391SQG8
11918.76000000
PA
USD
12374.35000000
0.015301452110
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.00000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
52000.00000000
PA
USD
41347.72000000
0.051128354818
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
10447.30000000
PA
USD
10578.44000000
0.013080726911
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Floating
13.29979680
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D
35563PMT3
204779.55000000
PA
USD
202107.01000000
0.249914600335
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
58450.68000000
PA
USD
55711.55000000
0.068889890322
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
2.70500000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2022-2, Class A3
03065WAD7
31000.00000000
PA
USD
30998.30000000
0.038330821655
Long
ABS-O
CORP
US
N
2
2028-04-18
Fixed
4.38000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-247, Class SA
31359FP51
1245.02000000
PA
USD
1215.11000000
0.001502539323
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
15.00316200
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
100576.67000000
0.124367671790
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
200008.72000000
0.247319968379
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
199937.16000000
0.247231481152
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
165097.02000000
PA
USD
179957.12000000
0.222525244039
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
26653.65000000
0.032958462387
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
40683.96000000
0.050307585093
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
6742.72000000
PA
USD
6649.18000000
0.008222016456
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
94493.04000000
PA
USD
6055.45000000
0.007487842042
Long
ABS-MBS
USGA
US
N
2
2038-02-20
Floating
3.63186000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833WQ9
10000.00000000
PA
USD
8244.29000000
0.010194443232
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
268140.39000000
PA
USD
261732.10000000
0.323643762611
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
1569.41000000
PA
USD
1580.75000000
0.001954669976
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
28451.13000000
PA
USD
24301.10000000
0.030049426262
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAG9
68000.00000000
PA
USD
58596.22000000
0.072456917266
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
82858.21000000
0.102457982217
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
154867.07000000
0.191500244866
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
27841.68000000
0.034427516046
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.62500000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAR6
100000.00000000
PA
USD
86482.80000000
0.106939954224
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31348SG32
4893.14000000
PA
USD
4854.57000000
0.006002898768
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Variable
3.87500040
N
Y
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2A0
170000.00000000
PA
USD
160408.21000000
0.198352118972
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400160
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2021-1, Class A3
14316NAC3
38455.50000000
PA
USD
37435.74000000
0.046291011877
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.34000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-4, Class A3
80286FAC7
110000.00000000
PA
USD
109370.33000000
0.135241436259
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
4.14000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H18, Class FA
38376REW2
248537.56000000
PA
USD
246668.53000000
0.305016966459
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
2.24757000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWL4
149000.00000000
PA
USD
140843.32000000
0.174159233901
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.69100080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
31283LA48
1722.17000000
PA
USD
1782.51000000
0.002204155483
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
10.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-2A, Class D
30166QAF6
75000.00000000
PA
USD
71457.47000000
0.088360443589
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
4.56000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAT1
250000.00000000
PA
USD
246497.58000000
0.304805578932
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
41769.37000000
0.051649744409
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
38035.26000000
0.047032345892
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
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
84928.30000000
0.105017743579
Long
ABS-O
CORP
US
N
2
2026-11-10
Fixed
0.70000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
200000.00000000
PA
USD
195832.94000000
0.242156424622
Long
DBT
CORP
FR
Y
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31337NHS0
4066.41000000
PA
USD
4007.55000000
0.004955519635
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Variable
2.34000000
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
52019.73000000
0.064324785332
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
23228.53000000
PA
USD
19689.56000000
0.024347045251
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
116135.48000000
0.143606854947
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
85072.68000000
PA
USD
84650.29000000
0.104673971445
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2022-B, Class A3
98163QAD1
140000.00000000
PA
USD
137604.17000000
0.170153876157
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAH3
18000.00000000
PA
USD
18123.54000000
0.022410589596
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
8851.33000000
PA
USD
8733.09000000
0.010798866882
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
33536.38000000
PA
USD
35680.02000000
0.044119983459
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
30021.74000000
PA
USD
32659.26000000
0.040384674980
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
21449.28000000
0.026523019853
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
22000.00000000
PA
USD
18369.38000000
0.022714582047
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3136195D6
1328.11400000
PA
USD
1302.49000000
0.001610588706
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Variable
2.34699840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CX40
1189.33000000
PA
USD
1236.39000000
0.001528853020
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
71479.25000000
PA
USD
74697.67000000
0.092367099706
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
70216.90000000
PA
USD
66362.60000000
0.082060402834
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
156.76000000
PA
USD
156.23000000
0.000193185570
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Floating
12.10166640
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2038, Class PN
3133TDA22
3085.25000000
PA
USD
351.10000000
0.000434151275
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
114497.80000000
0.141581788411
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
289605.22000000
PA
USD
288790.01000000
0.357102111055
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Variable
4.45899960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411VHW2
17203.13000000
PA
USD
17588.24000000
0.021748666561
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
3.26300040
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AQ9
78000.00000000
PA
USD
74321.86000000
0.091902393381
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
6489.21000000
PA
USD
6817.26000000
0.008429855096
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAR2
334000.00000000
PA
USD
272778.65000000
0.337303329037
Long
DBT
CORP
KY
Y
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406QGE1
10217.70000000
PA
USD
10135.73000000
0.012533295663
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
12928.60000000
PA
USD
12065.51000000
0.014919557265
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
2.90370960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-27, Class SA
38375JJ55
67843.08000000
PA
USD
4602.75000000
0.005691511772
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Floating
3.83186160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L8K52
500000.00000000
PA
USD
494606.40000000
0.611603530127
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
1416035.16000000
1.750992511703
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
1481.73000000
PA
USD
1537.83000000
0.001901597425
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
39974.57000000
0.049430391776
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
63930.30000000
PA
USD
66816.35000000
0.082621485549
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
US Auto Funding Trust
N/A
US Auto Funding Trust, Series 2022-1A, Class A
90355FAA6
95100.82000000
PA
USD
93826.84000000
0.116021196985
Long
ABS-O
CORP
US
Y
2
2025-04-15
Fixed
3.98000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AF2
109000.00000000
PA
USD
107401.71000000
0.132807147213
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
274442.30000000
0.339360508671
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
62346.62000000
0.077094459116
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
Schlumberger Investment SA
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AJ4
94000.00000000
PA
USD
82838.89000000
0.102434092150
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
62745.99000000
PA
USD
58312.63000000
0.072106245206
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
42771.38000000
PA
USD
44639.10000000
0.055198297356
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
2.00102040
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAG4
12000.00000000
PA
USD
9754.43000000
0.012061800701
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
9859.35000000
PA
USD
9344.14000000
0.011554458272
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
3.09780360
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
976657AL0
20000.00000000
PA
USD
19472.71000000
0.024078900267
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
138080.41000000
0.170742768790
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
63127.38000000
0.078059904715
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
97.01900000
PA
USD
84.61000000
0.000104624151
Long
ABS-MBS
CORP
US
N
3
2018-12-25
None
0.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1996-2, Class 1Z
911760HH2
17085.79000000
PA
USD
17705.92000000
0.021894183286
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
36372.85000000
PA
USD
3857.12000000
0.004769506031
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Floating
5.15629080
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABC0
200000.00000000
PA
USD
199678.85000000
0.246912068974
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
9583.39000000
0.011850301885
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
68460.06000000
PA
USD
68039.49000000
0.084133954336
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
105672.45000000
0.130668837801
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
114581.49000000
0.141685274940
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
3173.91300000
PA
USD
3414.44000000
0.004222111880
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
67633.65000000
PA
USD
67555.74000000
0.083535775243
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
332.60000000
PA
USD
331.53000000
0.000409952071
Long
ABS-MBS
USGSE
US
N
2
2023-10-15
Floating
16.25279400
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-47, Class HF
3136A6GB4
31122.24000000
PA
USD
31155.56000000
0.038525280867
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Floating
2.84370840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2474, Class NR
31392R3C3
17247.75000000
PA
USD
18244.01000000
0.022559556284
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
48779.35000000
PA
USD
48559.69000000
0.060046286958
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
2468.19000000
PA
USD
2586.90000000
0.003198820662
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410PSM6
23299.51000000
PA
USD
23785.88000000
0.029412333069
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
3.47900040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CYW7
631.21000000
PA
USD
659.35000000
0.000815316557
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
53169.86000000
0.065746973901
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
2.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
36180B5V9
292619.01000000
PA
USD
289877.23000000
0.358446508519
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AHB7
127394.02000000
PA
USD
126647.22000000
0.156605104246
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
68.17000000
PA
USD
68.10000000
0.000084208777
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
12139.94000000
PA
USD
13181.26000000
0.016299233385
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
14951.61000000
PA
USD
778.34000000
0.000962453157
Long
ABS-MBS
USGSE
US
N
2
2038-06-25
Floating
1.18032840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-118, Class MT
3136A12F1
67879.70000000
PA
USD
74596.10000000
0.092241503736
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
6517.81000000
PA
USD
7265.38000000
0.008983976057
Long
ABS-MBS
USGA
US
N
2
2034-04-16
Floating
13.09860000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-72, Class US
38375LV72
28875.62000000
PA
USD
1206.24000000
0.001491571160
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
4.18186080
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3
466247K93
18378.56000000
PA
USD
18007.58000000
0.022267199731
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.67752880
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851DZ4
150000.00000000
PA
USD
141957.61000000
0.175537104664
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
9831.83000000
PA
USD
8231.58000000
0.010178726734
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
49380.72000000
PA
USD
49102.46000000
0.060717446992
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
319067.00000000
PA
USD
309344.54000000
0.382518731439
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1
589929Y36
44683.71000000
PA
USD
42507.52000000
0.052562500786
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
3.06371160
N
N
N
N
N
N
Pennsylvania Electric Co.
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co.
708696BY4
132000.00000000
PA
USD
122149.58000000
0.151043565816
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
256481.37340000
PA
USD
248813.38000000
0.307669171994
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
103100.67000000
PA
USD
83108.46000000
0.102767427836
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
202400.68000000
0.250277736778
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
314308.68000000
PA
USD
322404.11000000
0.398667489550
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
280.56000000
PA
USD
285.52000000
0.000353058593
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
2930.24000000
0.003623376341
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
47193.94000000
0.058357474356
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
15592.44000000
PA
USD
17171.56000000
0.021233422603
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Floating
12.80479680
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-HYB3, Class 2A
12669FYY3
4812.58000000
PA
USD
4630.52000000
0.005725850652
Long
ABS-MBS
CORP
US
N
2
2034-06-20
Variable
2.71726560
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAD4
47000.00000000
PA
USD
46009.29000000
0.056892600222
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
3110.68000000
PA
USD
3133.76000000
0.003875038168
Long
ABS-MBS
USGSE
US
N
2
2034-06-15
Floating
15.72633360
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2075, Class PH
3133TGCG2
12762.88000000
PA
USD
13387.86000000
0.016554703774
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
54585.68000000
0.067497700358
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
86131.17000000
0.106505147580
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
13800.16000000
PA
USD
14722.38000000
0.018204899046
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
385971.62000000
PA
USD
382589.31000000
0.473089253566
Long
ABS-MBS
USGA
US
N
2
2065-08-20
Floating
2.26757160
N
N
N
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AS9
52000.00000000
PA
USD
51828.49000000
0.064088308289
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
41185.02000000
0.050927168795
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
238332.04000000
0.294708513691
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
24661.75000000
0.030495386552
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
110431.28000000
PA
USD
110321.23000000
0.136417267783
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
168384.63000000
0.208215328647
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
77774.05000000
PA
USD
77516.29000000
0.095852452791
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
1.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371EX83
507.24000000
PA
USD
518.13000000
0.000640691541
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
14790.16000000
0.018288712129
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
301210.84000000
0.372461037820
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.88000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2022-1, Class A
21873EAA7
99812.54000000
PA
USD
99806.37000000
0.123415160461
Long
ABS-O
CORP
US
Y
2
2055-06-17
Variable
4.74400080
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAG1
100000.00000000
PA
USD
99093.24000000
0.122533342463
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BQ5
32000.00000000
PA
USD
32248.55000000
0.039876813202
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
4.25000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-4, Class A
33845AAA5
77964.79000000
PA
USD
75947.35000000
0.093912386422
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
79520.00000000
PA
USD
70885.32000000
0.087652953836
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
18901.20000000
0.023372201903
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
54150.87000000
0.066960037822
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
41830.11000000
0.051724852208
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
18499.84000000
PA
USD
19349.50000000
0.023926545443
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LV0
200000.00000000
PA
USD
182379.32000000
0.225520405587
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
10000.52000000
PA
USD
10859.58000000
0.013428369434
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
42664.05000000
PA
USD
42291.23000000
0.052295048267
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
53148.76000000
0.065720882782
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
14089.35000000
PA
USD
1084.73000000
0.001341318465
Long
ABS-MBS
USGA
US
N
2
2036-10-20
Floating
4.33185840
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
21261.82000000
PA
USD
17438.24000000
0.021563184672
Long
ABS-O
CORP
US
N
3
2036-01-25
Variable
5.73599880
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AG4
22000.00000000
PA
USD
21170.93000000
0.026178827293
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LER78
441171.69000000
PA
USD
416874.91000000
0.515484972652
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
2.21000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406P5W5
46650.84000000
PA
USD
46225.85000000
0.057160386608
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
163697.84000000
0.202419897555
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
537.32000000
PA
USD
537.98000000
0.000665236978
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416JAY7
30675.86000000
PA
USD
33097.06000000
0.040926034788
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
138634.03000000
0.171427345347
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
72764.77000000
0.089976980081
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
44481.45000000
0.055003355891
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
70726.43000000
0.087456479053
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
260231.41000000
0.321788090502
Long
DBT
UST
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-5, Class B
80287HAD0
44000.00000000
PA
USD
43766.66000000
0.054119485226
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
4.43000000
N
N
N
N
N
N
Seasoned Loans Structured Transaction
N/A
Seasoned Loans Structured Transaction, Series 2018-2, Class A1
35564CAN7
245255.12000000
PA
USD
239782.69000000
0.296502309043
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
100309.83000000
0.124037711874
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
45681.91000000
PA
USD
3133.82000000
0.003875112361
Long
ABS-MBS
USGA
US
N
2
2039-04-20
Floating
3.90186000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-76, Class SA
38375LT67
29597.46000000
PA
USD
2074.61000000
0.002565350548
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
4.16185920
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
86000.00000000
PA
USD
78696.65000000
0.097312022143
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
58592.82000000
0.072452713010
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
52561.74000000
PA
USD
51791.33000000
0.064042358242
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Variable
4.86653040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1720, Class PL
3133T5DV2
11612.62000000
PA
USD
11763.05000000
0.014545551584
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
7885.83000000
PA
USD
8267.35000000
0.010222957981
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
901.47000000
PA
USD
9.44000000
0.000011672993
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Floating
1.83999960
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAK8
100000.00000000
PA
USD
98698.63000000
0.122045389074
Long
DBT
CORP
US
Y
2
2024-05-13
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM4X9
76999.16000000
PA
USD
68953.44000000
0.085264095487
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
11711.42000000
PA
USD
12163.89000000
0.015041208654
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
51463.40000000
0.063636857736
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
132447.12000000
PA
USD
14665.58000000
0.018134663238
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Floating
4.01628960
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-1, Class A
33845VAA9
136794.61000000
PA
USD
132564.93000000
0.163922624452
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
52046.56610000
PA
USD
51883.71000000
0.064156590355
Long
ABS-MBS
USGSE
US
N
2
2045-03-25
Floating
2.66370840
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460DAJ8
36000.00000000
PA
USD
30168.07000000
0.037304204129
Long
DBT
CORP
US
N
2
2031-11-09
Fixed
2.25000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBT6
150000.00000000
PA
USD
130798.80000000
0.161738723592
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
113199.07000000
0.139975849117
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.59300000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR3, Class A
74331UAA6
130000.00000000
PA
USD
120916.03000000
0.149518224586
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
3.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3232, Class ST
31397BP96
17533.14000000
PA
USD
2066.67000000
0.002555532374
Long
ABS-MBS
USGSE
US
N
2
2036-10-15
Floating
4.30899840
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2020-2, Class A3
03066EAD6
8939.64000000
PA
USD
8884.15000000
0.010985659510
Long
ABS-O
CORP
US
N
2
2024-12-18
Fixed
0.66000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1706, Class K
3133T4UA2
5399.69000000
PA
USD
5458.01000000
0.006749080043
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
401815.60000000
PA
USD
402964.23000000
0.498283777935
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
143135.01000000
PA
USD
146199.42000000
0.180782297549
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
4.50000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HBA5
100000.00000000
PA
USD
79956.25000000
0.098869575395
Long
DBT
CORP
US
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-52, Class SX
31393CV67
4659.83000000
PA
USD
5476.57000000
0.006772030335
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Floating
15.61887000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-2A, Class B
30165XAD7
53574.87000000
PA
USD
53111.91000000
0.065675316065
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
92027.48000000
0.113796205703
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
1672.19000000
PA
USD
1590.96000000
0.001967295110
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
5790.97000000
PA
USD
5917.93000000
0.007317792246
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403BBP7
31446.52000000
PA
USD
31244.61000000
0.038635395282
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Variable
1.72800000
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAN6
29000.00000000
PA
USD
23700.03000000
0.029306175601
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
34268.96000000
0.042375142961
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
25668.71000000
PA
USD
28656.68000000
0.035435300978
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
12.80479680
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2345, Class NE
313399SN8
8128.34000000
PA
USD
8684.52000000
0.010738807846
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411SM94
9628.75000000
PA
USD
9851.28000000
0.012181560174
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
3.69399960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
1600000.00000000
PA
USD
1312562.50000000
1.623043815270
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
117300.51000000
PA
USD
116627.55000000
0.144215322102
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
949.12000000
PA
USD
958.27000000
0.001184944866
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
24918.84000000
PA
USD
19796.60000000
0.024479405128
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
3699.21880000
PA
USD
3949.61000000
0.004883874164
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
22041.55000000
0.027255388910
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
176364.13000000
0.218082346884
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
49069.08000000
PA
USD
49458.29000000
0.061157447129
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
59771.97000000
0.073910786141
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
6852.33000000
PA
USD
7325.51000000
0.009058329564
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403EDC8
30203.30000000
PA
USD
31072.12000000
0.038422103475
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
3.38600160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3481, Class SJ
31397Y4R9
43747.48000000
PA
USD
4244.72000000
0.005248791233
Long
ABS-MBS
USGSE
US
N
2
2038-08-15
Floating
3.45899880
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAE7
28000.00000000
PA
USD
22142.40000000
0.027380094567
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
231565.22000000
0.286341029972
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
97813.97000000
0.120951466353
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
17015.22000000
PA
USD
17869.48000000
0.022096432738
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
13309.35000000
PA
USD
14170.84000000
0.017522894505
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Floating
10.74600000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
90000.00000000
PA
USD
70632.99000000
0.087340936201
Long
DBT
CORP
US
N
2
2032-02-13
Variable
1.79399880
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CC3
100000.00000000
PA
USD
91270.60000000
0.112860288821
Long
DBT
CORP
CA
Y
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31387Y5U3
9780.08000000
PA
USD
10385.78000000
0.012842493973
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
26862.25000000
PA
USD
685.83000000
0.000848060294
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Floating
3.93185880
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGH7
99000.00000000
PA
USD
96182.10000000
0.118933584149
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
300.69000000
PA
USD
306.74000000
0.000379298098
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
2289.91000000
PA
USD
2254.51000000
0.002787805161
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
14249.24000000
PA
USD
15298.43000000
0.018917211328
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
12131.92000000
PA
USD
12029.68000000
0.014875251825
Long
ABS-MBS
USGA
US
N
2
2035-06-17
Floating
10.68225840
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-3, Class A3
80285UAD3
73000.00000000
PA
USD
72072.69000000
0.089121191375
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
3.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2344, Class ZJ
313399C70
14337.81000000
PA
USD
15454.00000000
0.019109580778
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-28, Class QS
31396YY71
16180.43000000
PA
USD
17967.24000000
0.022217317468
Long
ABS-MBS
USGSE
US
N
2
2038-04-25
Floating
13.36887000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H24, Class FA
38375BWP3
4372.56000000
PA
USD
4325.04000000
0.005348110602
Long
ABS-MBS
USGA
US
N
2
2060-03-20
Floating
2.24757000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2196, Class TL
3133TMSB3
105.48000000
PA
USD
114.30000000
0.000141337199
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
15285.63000000
PA
USD
1939.27000000
0.002397996422
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Fixed
6.00000000
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
47982.30000000
0.059332317704
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
2230.56000000
PA
USD
143.29000000
0.000177184666
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
67085.06000000
PA
USD
66895.09000000
0.082718851175
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
106070.94000000
PA
USD
100544.32000000
0.124327669529
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
60361.72000000
0.074640039102
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
18049.04000000
PA
USD
30712.75000000
0.037977725965
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
15163.20000000
PA
USD
16753.38000000
0.020716323827
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Floating
14.21788680
N
N
N
N
N
N
Mylan, Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BK2
75000.00000000
PA
USD
70408.02000000
0.087062750464
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
10056.07000000
PA
USD
10714.57000000
0.013249057909
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406H3D7
15820.51000000
PA
USD
16137.37000000
0.019954599170
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
2.90700000
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
19690.16000000
0.024347787179
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
137915.82000000
0.170539245696
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
20645.44000000
PA
USD
18094.47000000
0.022374643206
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
55969.55000000
PA
USD
59224.46000000
0.073233764880
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
117839.61000000
0.145714089960
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
1091.35000000
PA
USD
1134.06000000
0.001402317275
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
51736.41000000
PA
USD
47867.03000000
0.059189781055
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
4.30247880
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2018-1, Class AA
11042TAA1
50004.70000000
PA
USD
46448.86000000
0.057436148716
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
51514.28000000
PA
USD
48085.06000000
0.059459385164
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
323.86000000
PA
USD
324.94000000
0.000401803234
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
22094.27000000
0.027320579611
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
60.13000000
PA
USD
60.21000000
0.000074452430
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
2715585.93000000
3.357946725219
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
213241.44000000
0.263682834418
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
102969.29000000
0.127326256309
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
0.000132409338
Long
ABS-MBS
CORP
US
N
2
2017-10-25
Floating
11.51315280
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 300, Class 1
31364HT56
3168.60000000
PA
USD
3077.62000000
0.003805618480
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
142951.56000000
0.176766169490
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
19047.71000000
PA
USD
18277.10000000
0.022600473589
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
3.21054120
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AN6
100000.00000000
PA
USD
97534.20000000
0.120605517899
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
52928.88000000
PA
USD
56481.74000000
0.069842265631
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
20875.21000000
0.025813155931
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
18585.83000000
PA
USD
19571.71000000
0.024201318314
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
54530.44000000
0.067429393561
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
178113.25000000
PA
USD
168301.92000000
0.208113053933
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
19146.63000000
0.023675687370
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410ERP5
30409.39000000
PA
USD
31749.41000000
0.039259603667
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Variable
3.65400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31374AUY4
77.08000000
PA
USD
77.07000000
0.000095300594
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
47143.85000000
PA
USD
47006.27000000
0.058125411782
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
64756.86000000
0.080074831575
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.42000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L7US3
218324.16000000
PA
USD
217596.67000000
0.269068276342
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
42361.61000000
0.052382076369
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
57258.70000000
0.070803012355
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAC3
80000.00000000
PA
USD
75216.71000000
0.093008916505
Long
DBT
CORP
US
Y
2
2027-04-05
Fixed
3.65000000
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
103966.73000000
0.128559636680
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
44256.79000000
PA
USD
39029.72000000
0.048262041356
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
340797.42000000
PA
USD
345906.46000000
0.427729224753
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
116918.45000000
PA
USD
114009.12000000
0.140977513147
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
5990.86000000
PA
USD
6550.47000000
0.008099957008
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
9788.33000000
PA
USD
71.47000000
0.000088375937
Long
ABS-MBS
USGA
US
N
2
2039-02-16
Floating
3.71314080
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
50000.00000000
PA
USD
51016.81000000
0.063084628690
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
36187.24000000
PA
USD
39327.02000000
0.048629666460
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
14460.47000000
PA
USD
12292.76000000
0.015200562327
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
5048.07000000
PA
USD
4940.59000000
0.006109266448
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Floating
7.81715160
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
450.98000000
PA
USD
330.55000000
0.000408740256
Long
ABS-MBS
CORP
US
N
3
2033-04-25
None
0.00000000
N
N
N
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAG1
50000.00000000
PA
USD
42440.85000000
0.052480060269
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
32000.00000000
PA
USD
31975.29000000
0.039538914661
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
25337.60000000
0.031331106117
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
7893.12000000
PA
USD
8178.08000000
0.010112571526
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
61236.56000000
PA
USD
55014.72000000
0.068028228023
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
29651.06000000
0.036664897518
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
349703.14410000
PA
USD
334313.76000000
0.413394318767
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CQX4
548.22000000
PA
USD
570.23000000
0.000705115584
Long
ABS-MBS
USGA
US
N
2
2026-08-20
Fixed
8.00000000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BQ6
75000.00000000
PA
USD
60770.60000000
0.075145638002
Long
DBT
CORP
US
Y
2
2031-02-02
Fixed
1.70000000
N
N
N
N
N
N
Aon Global Ltd.
VVT2B79I2Z4U3R6BY589
Aon Global Ltd.
00185AAK0
143000.00000000
PA
USD
141470.61000000
0.174934906797
Long
DBT
CORP
GB
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
35845.27000000
0.044324322674
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
20832.21000000
PA
USD
21361.53000000
0.026414512947
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
13867.26000000
PA
USD
14749.52000000
0.018238458903
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
65382.56000000
0.080848538362
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
VOLT XCIX LLC
N/A
VOLT XCIX LLC, Series 2021-NPL8, Class A1
92872VAA1
71001.77000000
PA
USD
67360.76000000
0.083294673518
Long
ABS-O
CORP
US
Y
3
2051-04-25
Variable
2.11569840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401A3J4
24823.99000000
PA
USD
26537.15000000
0.032814404786
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
38080.86000000
0.047088732386
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
35184.26000000
PA
USD
37391.24000000
0.046235985583
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J8TU7
152526.52000000
PA
USD
148366.94000000
0.183462535580
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Variable
3.27200040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-H15, Class FA
38378U8D2
451059.55000000
PA
USD
447257.48000000
0.553054415882
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
2.29757040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3171, Class MO
31396TUG6
16319.09000000
PA
USD
14648.25000000
0.018113233897
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
466867.39000000
0.577302970251
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
1600000.00000000
PA
USD
1318875.01000000
1.630849523809
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2
31393XGQ4
15479.17000000
PA
USD
16571.86000000
0.020491866010
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
195359.28000000
0.241570722277
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2022-C, Class B
12664DAC7
200000.00000000
PA
USD
198454.60000000
0.245398227621
Long
ABS-O
CORP
US
Y
2
2030-04-15
Fixed
4.88000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2412, Class SP
31339DW95
17379.93000000
PA
USD
18903.59000000
0.023375157248
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
11.31800040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-81, Class LO
31392BNB8
1988.74400000
PA
USD
1823.61000000
0.002254977520
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
513.97000000
PA
USD
511.94000000
0.000633037322
Long
ABS-MBS
USGSE
US
N
2
2023-05-15
Floating
6.26699880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-189, Class PL
31359EXF3
3761.40000000
PA
USD
3795.59000000
0.004693421360
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
10787.70000000
PA
USD
1056.74000000
0.001306707544
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
3.78628920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-90, Class SI
38374JXC5
69367.10000000
PA
USD
4827.92000000
0.005969944819
Long
ABS-MBS
USGA
US
N
2
2034-10-20
Floating
3.73186080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31373TSU5
201.62000000
PA
USD
204.52000000
0.000252898373
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
445.81000000
PA
USD
446.00000000
0.000551499484
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-34, Class GE
31393CAU7
114914.81000000
PA
USD
120821.97000000
0.149401915076
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
1831682.75000000
2.264959846807
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
37087.61000000
0.045860533143
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
265.32000000
PA
USD
267.17000000
0.000330367975
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
6.50000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-2, Class A
02530BAA8
55979.80000000
PA
USD
55365.23000000
0.068461649736
Long
ABS-O
CORP
US
Y
2
2026-02-13
Fixed
2.66000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31371NT54
4701.84000000
PA
USD
4862.18000000
0.006012308882
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
57136.75000000
PA
USD
59361.08000000
0.073402701785
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
12761.42000000
PA
USD
13634.41000000
0.016859574172
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
56851.61000000
PA
USD
56080.51000000
0.069346126308
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
443.29000000
PA
USD
457.78000000
0.000566065995
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
1124.28000000
PA
USD
1131.64000000
0.001399324834
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
92948.90000000
PA
USD
7127.61000000
0.008813617125
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Floating
4.38185880
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-4A, Class A
36263DAA5
78771.33000000
PA
USD
77332.85000000
0.095625620806
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
89094.69000000
0.110169676170
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.00000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
30000.00000000
PA
USD
28618.54000000
0.035388139116
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-3A, Class A3
30166YAC6
150000.00000000
PA
USD
149250.20000000
0.184554727137
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.21000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CH6
250000.00000000
PA
USD
236044.18000000
0.291879469723
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
25990.67000000
PA
USD
27502.20000000
0.034007733434
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
139266.94000000
0.172209967630
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
587792.97000000
0.726833003851
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
66775.21000000
0.082570614049
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
80224.91000000
0.099201785824
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
98225.58000000
0.121460441023
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
80000.00000000
PA
USD
72547.12000000
0.089707845860
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-54, Class Z
31358UYY6
747.02000000
PA
USD
748.37000000
0.000925393876
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
499932.81000000
0.618189880726
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
245.58000000
PA
USD
252.30000000
0.000311980537
Long
ABS-MBS
USGA
US
N
2
2025-12-20
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406QGB7
10561.27000000
PA
USD
10788.30000000
0.013340228440
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
3.79400040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H03, Class FA
38375BF64
188.65000000
PA
USD
187.01000000
0.000231246454
Long
ABS-MBS
USGA
US
N
2
2060-08-20
Floating
2.09756880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371EW35
100.60000000
PA
USD
101.62000000
0.000125657797
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
68000.00000000
PA
USD
67884.92000000
0.083942821432
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
98709.44000000
0.122058756136
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
17135.56000000
PA
USD
17022.60000000
0.021049226722
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Variable
4.46096520
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410D5T3
8159.33000000
PA
USD
8322.54000000
0.010291202951
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
4.02300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class A2
3136BCGS3
165000.00000000
PA
USD
146322.71000000
0.180934751296
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
78670.34000000
0.097279488620
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
32323.32000000
0.039969269741
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
131347.19000000
0.162416833013
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
27000.00000000
PA
USD
28037.28000000
0.034669384430
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128NFF28
34546.90000000
PA
USD
35481.05000000
0.043873947916
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
3.18499920
N
Y
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-1A, Class A
23345YAA9
127753.81000000
PA
USD
125753.10000000
0.155499483800
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
36982.39000000
0.045730423780
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
37260.54000000
PA
USD
34053.39000000
0.042108580755
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
53496.53000000
0.066150916360
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
180632.24000000
PA
USD
175370.62000000
0.216853826138
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
40726.28000000
PA
USD
44312.84000000
0.054794861882
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
10.59072480
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2019-3A, Class A
22535KAA1
18677.98000000
PA
USD
18660.04000000
0.023073996487
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
141602.39000000
0.175097858819
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
497261.75000000
0.614886992358
Long
ABS-MBS
USGSE
US
N
2
2023-01-25
Fixed
2.61500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2990, Class UZ
31395V4P1
314228.00000000
PA
USD
329194.65000000
0.407064304139
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
13503.58000000
PA
USD
13496.55000000
0.016689103951
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Variable
4.79192040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31410GAH6
8555.64000000
PA
USD
8820.48000000
0.010906928631
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
42632.97000000
0.052717625473
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
30.19000000
PA
USD
30.21000000
0.000037356052
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
2146.41000000
PA
USD
2239.84000000
0.002769665032
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
11359.00000000
PA
USD
12648.49000000
0.015640438811
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Floating
17.83503000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
124857AQ6
100000.00000000
PA
USD
98389.48000000
0.121663110900
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
14710.25000000
PA
USD
15611.74000000
0.019304633533
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
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
49383.20000000
0.061064594896
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
12361.34000000
PA
USD
12194.25000000
0.015078750188
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
31785.53000000
0.039304267706
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
239888.70000000
0.296633395276
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
94162.91000000
0.116436762975
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
7395.02310000
PA
USD
5536.66000000
0.006846334380
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
7176.26000000
PA
USD
7488.63000000
0.009260034936
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
3949.81000000
PA
USD
4013.19000000
0.004962493754
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
2.23999920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2450, Class GZ
31392KPH3
20820.29000000
PA
USD
22790.37000000
0.028181339232
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
77638.17000000
PA
USD
75753.25000000
0.093672372857
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
149285.84000000
0.184598797633
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
11415.89000000
0.014116272299
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
11549.06000000
0.014280943120
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
46703.82000000
PA
USD
46391.51000000
0.057365232807
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
20990.06000000
PA
USD
20281.32000000
0.025078783670
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Variable
2.86206480
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-40, Class TJ
38373QXZ9
89006.49000000
PA
USD
89920.60000000
0.111190951817
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
58482.26000000
PA
USD
4516.80000000
0.005585230649
Long
ABS-MBS
USGA
US
N
2
2038-05-16
Floating
4.01313960
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBL4
77000.00000000
PA
USD
75978.88000000
0.093951374715
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
1.28000000
PA
USD
1.28000000
0.000001582778
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
19076.57000000
PA
USD
17055.24000000
0.021089587581
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
63794.22000000
PA
USD
64049.14000000
0.079199703290
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAT8
72000.00000000
PA
USD
58473.34000000
0.072304970502
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
6569.23000000
PA
USD
6635.38000000
0.008204952123
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.65177880
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AU8
150000.00000000
PA
USD
143761.68000000
0.177767920077
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
6477.26000000
PA
USD
4673.85000000
0.005779430187
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
41147.18000000
0.050880377898
Long
DBT
UST
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4ZA8
12900.49000000
PA
USD
12881.13000000
0.015928108855
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
2.20700160
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M2, Class A2
3136B0YM2
485632.84000000
PA
USD
467092.93000000
0.577581860820
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
3.00200040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-4, Class C
31359RA69
57.54600000
PA
USD
56.94000000
0.000070408925
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
89643.19000000
0.110847921611
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
24463.06000000
PA
USD
25828.27000000
0.031937842108
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CS6
38000.00000000
PA
USD
35287.49000000
0.043634602086
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class A2
3137FJXV6
297000.00000000
PA
USD
300953.49000000
0.372142812725
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
7843.20000000
PA
USD
8246.24000000
0.010196854497
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
43438.12000000
PA
USD
46608.39000000
0.057633414888
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-16, Class IS
31396YTG7
6803.38000000
PA
USD
635.91000000
0.000786331921
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
3.75629040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-65, Class QO
31396KAA0
13108.77000000
PA
USD
11334.96000000
0.014016198637
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
None
0.00000000
N
N
N
N
N
N
2022-09-30
JPMorgan Institutional Trust
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer