0001752724-22-237625.txt : 20221026
0001752724-22-237625.hdr.sgml : 20221026
20221026134118
ACCESSION NUMBER: 0001752724-22-237625
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: 221332652
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
S000007337
JPMorgan Core Bond Trust
C000020141
JPMorgan Core Bond Trust
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001303608
XXXXXXXX
S000007337
C000020141
JPMorgan Institutional Trust
811-21638
0001303608
5493005FRK56SHN6MJ34
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Core Bond Trust
S000007337
549300Q7485FUJKEMM46
2023-02-28
2022-08-31
N
2130367027.58
78051080.93
2052315946.65
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
33838309.82999999
0.00000000
0.00000000
0.00000000
USD
N
N/A
N/A
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
13000000.00000000
PA
USD
12323593.75000000
0.600472542744
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Indexed Bonds
912810FD5
799000.00000000
PA
USD
1688002.14000000
0.082248649032
Long
DBT
UST
US
N
2
2028-04-15
Fixed
3.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-93, Class AS
38375Y2X9
159717.12000000
PA
USD
11072.58000000
0.000539516345
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Floating
3.33186120
N
N
N
N
N
N
BOC Aviation Ltd.
254900H06V5RMEB3KE72
BOC Aviation Ltd.
09681LAJ9
310000.00000000
PA
USD
302405.00000000
0.014734817048
Long
DBT
CORP
SG
Y
2
2024-10-10
Fixed
3.50000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAX2
483000.00000000
PA
USD
469364.62000000
0.022869998197
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
905000.00000000
PA
USD
791149.95000000
0.038549130375
Long
DBT
CORP
IT
Y
2
2026-09-22
Variable
2.56899960
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
1680000.00000000
PA
USD
1688300.38000000
0.082263180908
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB
35563PLJ6
1722206.30000000
PA
USD
1580162.51000000
0.076994115481
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-57CB, Class 3A2
12668AYH2
453466.79000000
PA
USD
52305.22000000
0.002548594922
Long
ABS-MBS
CORP
US
N
3
2035-12-25
Floating
2.65628880
N
N
N
N
N
N
Potomac Electric Power Co.
549300BXF2DWUNN57U06
Potomac Electric Power Co.
737679DB3
1085000.00000000
PA
USD
1250953.21000000
0.060953247088
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023BX2
840000.00000000
PA
USD
764884.26000000
0.037269323042
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2018-1, Class A
11043HAA6
755966.22000000
PA
USD
646385.82000000
0.031495434270
Long
ABS-O
CORP
US
Y
2
2031-09-20
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3852, Class TP
3137ABB59
251354.45000000
PA
USD
244017.21000000
0.011889846219
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
5.50000080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-179, Class SB
31359EFW6
976.13000000
PA
USD
951.96000000
0.000046384671
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Floating
13.94063280
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAU3
815000.00000000
PA
USD
668447.27000000
0.032570388155
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.46100000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128JRE51
48130.12000000
PA
USD
47311.89000000
0.002305292714
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Variable
2.69300160
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVYM0
4479898.33000000
PA
USD
4025235.29000000
0.196131365473
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
2.39000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-91, Class SD
31393EQX0
45036.23000000
PA
USD
46107.14000000
0.002246590739
Long
ABS-MBS
USGSE
US
N
2
2033-09-25
Floating
8.42715000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31300LLL7
45356.62000000
PA
USD
46394.21000000
0.002260578351
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Variable
2.63499840
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-53, Class NC
31394ABD7
6671.67000000
PA
USD
6688.52000000
0.000325901088
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Fixed
5.50000000
N
N
N
N
N
N
Cars Net Lease Mortgage Notes
N/A
Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3
14576AAC6
798291.61000000
PA
USD
723524.90000000
0.035254069977
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
3.10000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
335000.00000000
PA
USD
264612.91000000
0.012893380789
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4251, Class KW
3137B4KB1
2947370.80000000
PA
USD
2870272.89000000
0.139855312954
Long
ABS-MBS
USGSE
US
N
2
2028-04-15
Fixed
2.50000000
N
N
N
N
N
N
BAMLL Commercial Mortgage Securities Trust
N/A
BAMLL Commercial Mortgage Securities Trust, Series 2012-PARK, Class A
05524UAA7
560000.00000000
PA
USD
559422.75000000
0.027258120315
Long
ABS-MBS
CORP
US
Y
2
2030-12-10
Fixed
2.95900000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority STRIPS
88059FAV3
5000000.00000000
PA
USD
4432779.20000000
0.215989122300
Long
DBT
USGA
US
N
2
2025-11-01
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H04, Class BA
38375BK84
5511.18000000
PA
USD
5358.75000000
0.000261107458
Long
ABS-MBS
USGA
US
N
2
2063-02-20
Fixed
1.65000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1
12669FXJ7
87610.90000000
PA
USD
84044.42000000
0.004095101445
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
3.15642600
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406DJV9
63185.35000000
PA
USD
62999.97000000
0.003069701334
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Variable
2.85999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1999-17, Class C
31359VSW4
13179.12000000
PA
USD
13694.41000000
0.000667266169
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
6.35000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAH6
609000.00000000
PA
USD
497479.97000000
0.024239931030
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM6G4
3888576.91000000
PA
USD
3620879.27000000
0.176428939993
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-54CB, Class 1A11
12668APD1
678703.23000000
PA
USD
555983.23000000
0.027090528186
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844BV9
600000.00000000
PA
USD
521768.15000000
0.025423383317
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.05000000
N
N
N
N
N
N
Liberty Mutual Group, Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBJ2
900000.00000000
PA
USD
692842.28000000
0.033759045780
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-39, Class WC
31395DFA2
95315.44000000
PA
USD
95906.42000000
0.004673082629
Long
ABS-MBS
USGSE
US
N
2
2036-01-25
Fixed
5.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
1000000.00000000
PA
USD
889705.95000000
0.043351314959
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AM7
900000.00000000
PA
USD
898489.94000000
0.043779318748
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-101, Class E
3136AGA69
2832051.13000000
PA
USD
2742968.68000000
0.133652359154
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Fixed
3.00000000
N
N
N
N
N
N
Spirit Airlines Pass-Through Trust
N/A
Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA
84858WAA4
300018.38000000
PA
USD
264583.63000000
0.012891954108
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
895000.00000000
PA
USD
780275.19000000
0.038019252896
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAE1
1205000.00000000
PA
USD
1178870.20000000
0.057440970622
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEV9
30000000.00000000
PA
USD
29878125.00000000
1.455824823111
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38145GAH3
469000.00000000
PA
USD
450528.01000000
0.021952176064
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAJ2
336000.00000000
PA
USD
316490.62000000
0.015421145097
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
1265000.00000000
PA
USD
980087.92000000
0.047755216325
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-1, Class A
69547JAA1
2766903.13000000
PA
USD
2705626.74000000
0.131832856652
Long
ABS-O
CORP
US
Y
2
2027-11-15
Fixed
1.18000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-247, Class SU
31359FP36
1253.59000000
PA
USD
1256.03000000
0.000061200615
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
9.33643080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2450, Class SW
31392KMK9
46870.31000000
PA
USD
5868.67000000
0.000285953535
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
5.60900160
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAA8
500000.00000000
PA
USD
497307.34000000
0.024231519557
Long
DBT
CORP
JP
Y
2
2024-04-02
Fixed
4.43600000
N
N
N
N
N
N
VOLT XCIV LLC
N/A
VOLT XCIV LLC, Series 2021-NPL3, Class A1
92873AAA6
3520390.38000000
PA
USD
3348561.18000000
0.163160120909
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
2.23949880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-83, Class CS
31392GKS3
17571.41000000
PA
USD
17657.89000000
0.000860388481
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Fixed
6.88111000
N
N
N
N
N
N
CGI, Inc.
549300WSRCZY73ZG3090
CGI, Inc.
12532HAF1
1515000.00000000
PA
USD
1204659.66000000
0.058697573439
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
198452512.18700000
NS
USD
198531893.19000000
9.673554089664
Long
STIV
RF
US
N
1
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AN5
470000.00000000
PA
USD
317081.93000000
0.015449956938
Long
DBT
CORP
FR
Y
2
2041-01-11
Fixed
2.81100000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CD2
220000.00000000
PA
USD
209097.07000000
0.010188346991
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BA8
2010000.00000000
PA
USD
1998790.79000000
0.097391963126
Long
DBT
CORP
GB
N
2
2026-04-05
Fixed
4.80000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust, Series 2013
12665UAA2
580545.57000000
PA
USD
556094.97000000
0.027095972767
Long
ABS-O
CORP
US
Y
2
2036-01-10
Fixed
4.70400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H08, Class FC
38375BM82
534628.32000000
PA
USD
531024.71000000
0.025874413287
Long
ABS-MBS
USGA
US
N
2
2063-02-20
Floating
2.24757000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-111, Class EO
31396LSR2
30572.32000000
PA
USD
26029.19000000
0.001268283767
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
None
0.00000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAW0
800000.00000000
PA
USD
668713.68000000
0.032583369100
Long
DBT
CORP
NL
Y
2
2029-12-13
Variable
2.46999960
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFT6
988000.00000000
PA
USD
713137.74000000
0.034747951024
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AS8
653000.00000000
PA
USD
536659.69000000
0.026148980174
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128HDR92
3836.28000000
PA
USD
3776.91000000
0.000184031606
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Variable
2.67199920
N
Y
N
N
N
N
Texas Eastern Transmission LP
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AC4
554000.00000000
PA
USD
552870.23000000
0.026938845887
Long
DBT
CORP
US
Y
2
2022-10-15
Fixed
2.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-58, Class AP
31395NE29
172495.77000000
PA
USD
145907.19000000
0.007109392208
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-61, Class SK
31394ATX4
24018.64000000
PA
USD
25346.91000000
0.001235039373
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Floating
8.49999960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3422, Class AI
31397RCW4
791331.60000000
PA
USD
6739.93000000
0.000328406062
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Variable
0.24999840
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404YDK5
5879.34000000
PA
USD
5800.95000000
0.000282653848
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
2.17000080
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109BA1
530000.00000000
PA
USD
403206.94000000
0.019646436049
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.80000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BS7
1054000.00000000
PA
USD
1048181.71000000
0.051073116286
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
3.94999920
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAE6
567000.00000000
PA
USD
393902.59000000
0.019193077490
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140JVK92
1997567.28000000
PA
USD
2010713.35000000
0.097972895122
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.50000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBT1
520000.00000000
PA
USD
363219.71000000
0.017698040625
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LE2A4
5267374.68000000
PA
USD
4436874.98000000
0.216188690987
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
2.29000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
550000.00000000
PA
USD
479073.18000000
0.023343052066
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900040
N
N
N
N
N
N
Union Carbide Corp.
QE84C8O80MNLK8IFRL44
Union Carbide Corp.
905581AS3
850000.00000000
PA
USD
1074304.43000000
0.052345957344
Long
DBT
CORP
US
N
2
2096-10-01
Fixed
7.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3611
31398LSE9
28454.14000000
PA
USD
24541.14000000
0.001195777874
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
217196.62000000
PA
USD
222111.56000000
0.010822483758
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
22774.22400000
PA
USD
19799.92000000
0.000964759837
Long
ABS-MBS
USGSE
US
N
2
2033-01-25
None
0.00000000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
1425000.00000000
PA
USD
1176635.28000000
0.057332073159
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
124392.64000000
PA
USD
6598.59000000
0.000321519209
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Floating
3.83186160
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAN5
246000.00000000
PA
USD
251897.56000000
0.012273819750
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949AD2
1275000.00000000
PA
USD
1236830.87000000
0.060265129841
Long
DBT
CORP
US
Y
2
2023-10-01
Fixed
2.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2434, Class TC
3133TVTX4
86457.26000000
PA
USD
93660.19000000
0.004563634081
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
7.00000000
N
N
N
N
N
N
John Sevier Combined Cycle Generation LLC
N/A
John Sevier Combined Cycle Generation LLC
478045AA5
696351.00000000
PA
USD
688352.64000000
0.033540286091
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.62600000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAM2
1075000.00000000
PA
USD
889562.50000000
0.043344325295
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4A23
29136.78000000
PA
USD
29653.28000000
0.001444869151
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Variable
2.33399880
N
Y
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507VAP4
842000.00000000
PA
USD
665098.47000000
0.032407216397
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.35000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCZ2
21887200.00000000
PA
USD
19772862.34000000
0.963441441473
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949AF7
577000.00000000
PA
USD
582017.26000000
0.028359047784
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2015-2, Class AA
009088AA3
191881.43000000
PA
USD
177295.16000000
0.008638784895
Long
ABS-O
CORP
CA
Y
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2013-SFS, Class A2
12625EAC3
1060000.00000000
PA
USD
1042351.00000000
0.050789012369
Long
ABS-MBS
CORP
US
Y
2
2035-04-12
Variable
3.08635920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1996-14, Class SE
31359KAJ6
8971.46000000
PA
USD
202.24000000
0.000009854233
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Floating
7.80999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G93-27, Class FD
31359B3C9
543.75000000
PA
USD
543.34000000
0.000026474481
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Floating
3.32371080
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2019-3A, Class C
14686XAE9
1467001.38000000
PA
USD
1466013.35000000
0.071432147296
Long
ABS-O
CORP
US
Y
2
2024-10-15
Fixed
2.71000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAF7
872000.00000000
PA
USD
812320.22000000
0.039580661122
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
2.63200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEV79
4460000.00000000
PA
USD
3741985.31000000
0.182329885225
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
2.16000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
LendingPoint Asset Securitization Trust, Series 2020-REV1, Class A
52606YAA2
5537000.00000000
PA
USD
5440741.47000000
0.265102528627
Long
ABS-O
CORP
US
Y
2
2028-10-15
Fixed
2.73100000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DG2
150000.00000000
PA
USD
135209.03000000
0.006588119642
Long
DBT
CORP
US
N
2
2047-11-13
Fixed
3.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3129413U9
209743.36000000
PA
USD
218419.39000000
0.010642581146
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR2, Class C
00178UAC3
3500000.00000000
PA
USD
3279458.70000000
0.159793072082
Long
ABS-O
CORP
US
Y
3
2037-07-17
Fixed
2.53300000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AS0
1025000.00000000
PA
USD
914482.27000000
0.044558552083
Long
DBT
CORP
AU
Y
2
2034-08-02
Variable
3.93300000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-38, Class SW
38374NPR2
24812.56000000
PA
USD
274.59000000
0.000013379518
Long
ABS-MBS
USGA
US
N
2
2036-06-20
Floating
4.13186040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-66, Class SG
31394EKR8
83619.98000000
PA
USD
94744.77000000
0.004616480720
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Floating
11.26572480
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL6, Class A1
69362GAA9
3119051.87000000
PA
USD
2935111.09000000
0.143014582856
Long
ABS-O
CORP
US
Y
2
2051-07-25
Variable
2.48709960
N
N
N
N
N
N
LP LMS Asset Securitization Trust
N/A
LP LMS Asset Securitization Trust
50214GAA9
1716769.18000000
PA
USD
1693936.15000000
0.082537786287
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.22800000
N
N
N
N
N
N
Barrick Gold Corp.
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp.
725906AN1
295000.00000000
PA
USD
322377.41000000
0.015707981537
Long
DBT
CORP
CA
N
2
2035-10-15
Fixed
6.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ULWC8
2675612.05000000
PA
USD
2514861.06000000
0.122537714726
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BL4
240000.00000000
PA
USD
223088.10000000
0.010870066100
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
4.44499920
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen Trust, Series 2017-1A, Class A
38217VAA8
322878.30000000
PA
USD
304346.70000000
0.014829427237
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
3.74000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402AF27
14448.73000000
PA
USD
14362.31000000
0.000699809891
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Variable
3.98800080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-23, Class KO
31395B4J9
24647.27000000
PA
USD
22137.08000000
0.001078638990
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-17, Class JI
38375JTD7
475566.14000000
PA
USD
49202.41000000
0.002397409135
Long
ABS-MBS
USGA
US
N
2
2037-04-16
Floating
4.42314000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECK5
199000.00000000
PA
USD
181290.59000000
0.008833463984
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-56, Class S
31394D6N5
232488.60000000
PA
USD
25109.12000000
0.001223452950
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Floating
4.26629160
N
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AL0
620000.00000000
PA
USD
592662.53000000
0.028877743262
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.30000000
N
N
N
N
N
N
Bear Stearns ARM Trust
N/A
Bear Stearns ARM Trust, Series 2006-1, Class A1
07387AGZ2
293480.14790000
PA
USD
287401.47000000
0.014003763429
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.40000120
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
465000.00000000
PA
USD
364991.25000000
0.017784359693
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H7EG5
4874472.14000000
PA
USD
4850321.03000000
0.236334032190
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A
12669FNP4
31608.12000000
PA
USD
30206.17000000
0.001471808960
Long
ABS-MBS
CORP
US
N
2
2034-05-20
Variable
3.02050440
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
490000.00000000
PA
USD
437795.42000000
0.021331774998
Long
DBT
CORP
CH
Y
2
2026-06-05
Variable
2.19300120
N
N
N
N
N
N
Mead Johnson Nutrition Co.
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co.
582839AH9
153000.00000000
PA
USD
153456.43000000
0.007477232258
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority
6789084E1
575000.00000000
PA
USD
569635.19000000
0.027755725960
Long
DBT
MUN
US
N
2
2052-05-01
Fixed
4.71400000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-16, Class A23
12669G3R0
211028.06000000
PA
USD
153120.40000000
0.007460859048
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-47, Class PH
38375KE99
2030162.04000000
PA
USD
2132707.55000000
0.103917116342
Long
ABS-MBS
USGA
US
N
2
2037-07-16
Fixed
6.00000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAR4
770000.00000000
PA
USD
741685.93000000
0.036138974177
Long
DBT
CORP
GB
N
2
2026-03-18
Variable
3.51100080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31390LY75
8526.29000000
PA
USD
8573.72000000
0.000417758289
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust, Series 2016-3A, Class A1
42770XAA5
368214.07000000
PA
USD
356850.69000000
0.017387707315
Long
ABS-O
CORP
US
Y
2
2042-09-20
Fixed
3.08000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3387, Class SA
31397PFM7
128858.50000000
PA
USD
13569.55000000
0.000661182310
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Floating
4.02900120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-26, Class SC
38375KBN1
206706.51000000
PA
USD
7882.03000000
0.000384055389
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Floating
3.83186160
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYJ7
2255000.00000000
PA
USD
1825376.00000000
0.088942250971
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38299840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-53, Class US
31395NJD0
291498.45000000
PA
USD
32750.35000000
0.001595775253
Long
ABS-MBS
USGSE
US
N
2
2036-06-25
Floating
4.13628840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-61, Class Z
313921M70
202697.21200000
PA
USD
220213.58000000
0.010730003845
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2544, Class HC
31393FQX7
104581.42000000
PA
USD
112521.48000000
0.005482658758
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
VOLT CI LLC
N/A
VOLT CI LLC, Series 2021-NP10, Class A1
92873EAA8
2050792.72000000
PA
USD
1914796.45000000
0.093299301850
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
1.99180080
N
N
N
N
N
N
BAMLL Commercial Mortgage Securities Trust
N/A
BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C
05525MAG1
1300000.00000000
PA
USD
1068645.63000000
0.052070229817
Long
ABS-MBS
CORP
US
Y
3
2046-08-15
Variable
4.35436200
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAG3
440000.00000000
PA
USD
493778.55000000
0.024059577708
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
6.75000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833CD0
569000.00000000
PA
USD
517260.15000000
0.025203729028
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3331
31397J5M2
87249.17000000
PA
USD
73451.52000000
0.003578957719
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
None
0.00000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBV6
585000.00000000
PA
USD
458824.73000000
0.022356437406
Long
DBT
CORP
GB
N
2
2032-11-24
Variable
2.89400040
N
N
N
N
N
N
University of Southern California
0GMCSQ6M60R4T46U5511
University of Southern California, Series A
914886AD8
570000.00000000
PA
USD
366966.24000000
0.017880591952
Long
DBT
CORP
US
N
2
2120-10-01
Fixed
3.22600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
312941XL6
225341.75000000
PA
USD
235430.53000000
0.011471456448
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128P7RY1
117811.14000000
PA
USD
116822.92000000
0.005692248320
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Toledo Edison Co. (The)
N/A
Toledo Edison Co. (The)
889175BD6
300000.00000000
PA
USD
333934.98000000
0.016271129235
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.15000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF
362341LL1
551364.23020000
PA
USD
474261.35000000
0.023108593526
Long
ABS-MBS
CORP
US
Y
2
2035-09-25
Floating
2.79371160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G92-62, Class B
31358Q7C3
8.01600000
PA
USD
8.01000000
0.000000390290
Long
ABS-MBS
USGSE
US
N
2
2022-10-25
None
0.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JC6
1200000.00000000
PA
USD
1183096.02000000
0.057646875566
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BK4
315000.00000000
PA
USD
222856.54000000
0.010858783237
Long
DBT
CORP
US
N
2
2050-04-24
Fixed
3.12500000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-2
693342AB3
640000.00000000
PA
USD
619712.10000000
0.030195745494
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
4.26300000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KNNT6
4082715.13000000
PA
USD
3801534.66000000
0.185231453578
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L96Z0
1724053.08000000
PA
USD
1649972.76000000
0.080395650713
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
2.79000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBA9
460000.00000000
PA
USD
386760.77000000
0.018845089160
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.15000000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
2405000.00000000
PA
USD
2217696.70000000
0.108058250174
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-116, Class HI
31396X6G4
299832.42000000
PA
USD
9568.49000000
0.000466228896
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Floating
0.00001080
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
605000.00000000
PA
USD
603807.71000000
0.029420797074
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1994-40, Class Z
31359G5C6
74024.58000000
PA
USD
75136.56000000
0.003661062036
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-101, Class DO
3136AGZH8
998764.01000000
PA
USD
806276.12000000
0.039286159682
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
1430000.00000000
PA
USD
1230428.40000000
0.059953166665
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-22, Class AO
31395BA52
143196.37000000
PA
USD
122440.53000000
0.005965968846
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
None
0.00000000
N
N
N
N
N
N
RMIP
N/A
RMIP
N/A
527466.89000000
PA
USD
516917.55000000
0.025187035692
Long
ABS-MBS
CORP
US
N
3
2023-08-25
Fixed
0.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBW4
1000000.00000000
PA
USD
727244.34000000
0.035435301332
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-24
38373SF69
13298.91600000
PA
USD
13298.92000000
0.000647995744
Long
ABS-MBS
USGA
US
N
2
2033-03-16
None
0.00000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AG3
240000.00000000
PA
USD
219785.88000000
0.010709163974
Long
DBT
CORP
GB
N
2
2042-09-18
Fixed
4.00000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BX6
365000.00000000
PA
USD
347780.56000000
0.016945761229
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.66900000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAW1
2000000.00000000
PA
USD
1592340.04000000
0.077587471003
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.10000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCY5
1715000.00000000
PA
USD
1396748.27000000
0.068057175713
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-1, Class AA
90931CAA6
865992.35000000
PA
USD
793790.93000000
0.038677813291
Long
ABS-O
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617XXDC0
3860472.50000000
PA
USD
4018406.75000000
0.195798641849
Long
ABS-MBS
USGA
US
N
2
2072-03-20
Variable
4.55299920
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series F
257469AJ5
920000.00000000
PA
USD
930524.70000000
0.045340226563
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371HKW7
26396.34000000
PA
USD
27228.03000000
0.001326697774
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RD2
238000.00000000
PA
USD
243689.69000000
0.011873887663
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403K4Q3
89403.57000000
PA
USD
88770.84000000
0.004325398345
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Variable
3.33500040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-H09, Class TA
38375UFZ8
744085.20000000
PA
USD
741442.43000000
0.036127109532
Long
ABS-MBS
USGA
US
N
2
2064-04-20
Floating
2.39757120
N
N
N
N
N
N
Diversified Abs Phase III LLC
549300TKTDRB5WEDGC48
Diversified Abs Phase III LLC, Series 2022-1
255125AB2
5355897.40000000
PA
USD
5195220.48000000
0.253139410064
Long
ABS-O
CORP
US
Y
2
2039-04-28
Fixed
4.87500000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DN5
497000.00000000
PA
USD
413069.13000000
0.020126975608
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210ASU2
2956.75000000
PA
USD
3085.45000000
0.000150339912
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2444, Class ES
31392KUY0
58579.79000000
PA
USD
6743.73000000
0.000328591219
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
5.55900120
N
N
N
N
N
N
DH Europe Finance II SARL
222100KDGL314CKTZ511
DH Europe Finance II SARL
23291KAJ4
1000000.00000000
PA
USD
825757.12000000
0.040235380003
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEW7
12000000.00000000
PA
USD
11942812.56000000
0.581918811257
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402DNT3
11768.65000000
PA
USD
11650.45000000
0.000567673316
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Variable
1.90500120
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAX6
629000.00000000
PA
USD
562271.65000000
0.027396934225
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.05000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-4, Class 2A1
576433LY0
28917.08000000
PA
USD
27384.75000000
0.001334334026
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
1.93147920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2201, Class C
3133TMGW0
24385.97000000
PA
USD
25956.52000000
0.001264742889
Long
ABS-MBS
USGSE
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
250000.00000000
PA
USD
231306.98000000
0.011270534655
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300080
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 2005-6, Class 2A4
92922FY44
113627.27900000
PA
USD
99315.43000000
0.004839188145
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAV4
1137000.00000000
PA
USD
948867.91000000
0.046234007563
Long
DBT
CORP
US
N
2
2031-11-24
Fixed
2.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-99, Class SC
31398F4S7
60972.34000000
PA
USD
5511.48000000
0.000268549294
Long
ABS-MBS
USGSE
US
N
2
2039-12-25
Floating
3.73628880
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
530000.00000000
PA
USD
461994.19000000
0.022510870743
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
2.37500000
N
N
N
N
N
N
MASTR Asset Securitization Trust
N/A
MASTR Asset Securitization Trust, Series 2003-12, Class 30PO
55265K4C0
6765.72200000
PA
USD
5477.83000000
0.000266909683
Long
ABS-MBS
CORP
US
N
3
2033-12-25
None
0.00000000
N
N
N
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust, Series 2003-5, Class AI6
64352VED9
240277.80000000
PA
USD
230754.37000000
0.011243608489
Long
ABS-O
CORP
US
N
3
2033-11-25
Variable
4.84551000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AD5
337000.00000000
PA
USD
339543.94000000
0.016544428286
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
4.65000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDL7
910000.00000000
PA
USD
714142.35000000
0.034796901089
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
US Auto Funding Trust
N/A
US Auto Funding Trust, Series 2022-1A, Class B
90355FAB4
4700000.00000000
PA
USD
4543904.54000000
0.221403753521
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
5.13000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAH5
476000.00000000
PA
USD
452014.09000000
0.022024585967
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-21, Class KA
31358T4H9
626.14000000
PA
USD
627.97000000
0.000030598115
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-39
31393A5Z6
23966.75000000
PA
USD
3640.52000000
0.000177385943
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Variable
6.00000120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-130, Class GI
31396PAS0
136854.18000000
PA
USD
16066.49000000
0.000782846813
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9P63
7366100.32000000
PA
USD
7026838.81000000
0.342385821319
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
3.08000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1999-62, Class PB
31359XEP0
21847.79000000
PA
USD
23168.01000000
0.001128871509
Long
ABS-MBS
USGSE
US
N
2
2029-12-18
Fixed
7.50000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HR7
95000.00000000
PA
USD
74432.45000000
0.003626753966
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDW8
259000.00000000
PA
USD
173179.91000000
0.008438267523
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
1809000.00000000
PA
USD
1594606.69000000
0.077697914524
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1994-1, Class 2ZB
911760DS2
38206.81000000
PA
USD
38604.23000000
0.001881008139
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AS7
975000.00000000
PA
USD
957008.18000000
0.046630645810
Long
DBT
CORP
CH
Y
2
2027-08-05
Variable
4.70300040
N
N
N
N
N
N
Arizona Public Service Co.
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555CM4
200000.00000000
PA
USD
189129.65000000
0.009215425641
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-130, Class SX
31393UWF6
4784.48000000
PA
USD
4898.48000000
0.000238680599
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
7.85443680
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D
92937EAJ3
400000.00000000
PA
USD
388728.04000000
0.018940945259
Long
ABS-MBS
CORP
US
Y
3
2045-03-15
Variable
4.36546440
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAF6
490000.00000000
PA
USD
326639.64000000
0.015915660575
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617FGLD6
1632500.03000000
PA
USD
1698548.32000000
0.082762516306
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-36, Class DE
313920LG3
55742.03000000
PA
USD
60007.29000000
0.002923881680
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Fixed
7.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-3A, Class D
30167EAD7
3196664.56000000
PA
USD
3170078.86000000
0.154463491119
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
3.11000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
490000.00000000
PA
USD
444582.26000000
0.021662466772
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140JBZB5
6749695.10000000
PA
USD
5676196.12000000
0.276575160333
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Variable
1.75500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2007-W7, Class 1A4
31396WVA1
6044.71000000
PA
USD
7935.49000000
0.000386660251
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
25.62599880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TC2
1160000.00000000
PA
USD
901084.38000000
0.043905733981
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-44
31397LMA4
5979.36000000
PA
USD
4999.96000000
0.000243625257
Long
ABS-MBS
USGSE
US
N
2
2038-05-25
None
0.00000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAD2
974000.00000000
PA
USD
983530.04000000
0.047922935140
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-2, Class WA
31397QHL5
133088.06000000
PA
USD
138865.39000000
0.006766277396
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Variable
5.88258720
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2022-2A, Class D
96042VAG4
4910000.00000000
PA
USD
4894307.64000000
0.238477299169
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
5.48000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
242000.00000000
PA
USD
236192.55000000
0.011508586208
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
5492.82000000
PA
USD
5620.28000000
0.000273850622
Long
ABS-MBS
USGSE
US
N
2
2024-08-15
Fixed
7.50000000
N
N
N
N
N
N
American Municipal Power, Inc.
EARKGGZJJEMVD66XQ486
American Municipal Power, Inc., Meldahl Hydroelectric Project
02765UDV3
1315000.00000000
PA
USD
1687236.79000000
0.082211357016
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
7.49900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31373UED5
4308.93000000
PA
USD
4363.67000000
0.000212621746
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Variable
3.88900080
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBD0
875000.00000000
PA
USD
811924.80000000
0.039561394108
Long
DBT
CORP
JP
N
2
2026-05-25
Variable
2.22599880
N
N
N
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AF9
2500000.00000000
PA
USD
2288996.28000000
0.111532353667
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.30000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2015-SFR1, Class A
02666AAA6
3671932.74000000
PA
USD
3574582.09000000
0.174173089471
Long
ABS-O
CORP
US
Y
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
Hydro-Quebec
448814EJ8
350000.00000000
PA
USD
376375.35000000
0.018339054988
Long
DBT
NUSS
CA
N
2
2024-07-07
Fixed
8.05000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1
92922FNH7
29577.89000000
PA
USD
28032.26000000
0.001365884236
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
3.09780360
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-90, Class AO
31396KU42
73007.99000000
PA
USD
64242.08000000
0.003130223692
Long
ABS-MBS
USGSE
US
N
2
2036-09-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31403R4H8
20334.16000000
PA
USD
20917.19000000
0.001019199311
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
8.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810PW2
447000.00000000
PA
USD
510173.67000000
0.024858437163
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-43, Class SA
31359TL71
1363.26000000
PA
USD
34.41000000
0.000001676642
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Floating
15.23000160
N
N
N
N
N
N
Oportun Funding XIII LLC
N/A
Oportun Funding XIII LLC, Series 2019-A, Class A
68377FAA6
3010000.00000000
PA
USD
2995055.05000000
0.145935378755
Long
ABS-O
CORP
US
Y
2
2025-08-08
Fixed
3.08000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR6, Class E1
74333HAJ4
3446000.00000000
PA
USD
2993051.56000000
0.145837757821
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
2.42500000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CD1
745000.00000000
PA
USD
653945.78000000
0.031863796657
Long
DBT
CORP
CA
Y
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
1200000.00000000
PA
USD
1105983.20000000
0.053889519389
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-72, Class SM
38373AGM2
318469.39000000
PA
USD
25638.89000000
0.001249266227
Long
ABS-MBS
USGA
US
N
2
2039-08-16
Floating
3.86313840
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAE3
555000.00000000
PA
USD
505402.28000000
0.024625949080
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.54700000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CX6
171000.00000000
PA
USD
169047.38000000
0.008236908175
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA
90269CAH3
1275771.13000000
PA
USD
12.76000000
0.000000621736
Long
ABS-MBS
CORP
US
Y
3
2063-05-10
Variable
0.80649720
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128M5CE8
155984.90000000
PA
USD
162536.44000000
0.007919659751
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.50000000
N
N
N
N
N
N
Utah Acquisition Sub, Inc.
254900JOFV74IJ7H9933
Utah Acquisition Sub, Inc.
62854AAN4
300000.00000000
PA
USD
281923.05000000
0.013736824998
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAZ7
532000.00000000
PA
USD
519143.15000000
0.025295479034
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138MDV25
183692.79000000
PA
USD
181256.15000000
0.008831785880
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.00000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AM7
125000.00000000
PA
USD
109896.56000000
0.005354758373
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405KZ20
26278.25000000
PA
USD
26004.01000000
0.001267056860
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Variable
2.68800120
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AK2
263000.00000000
PA
USD
258594.01000000
0.012600107231
Long
DBT
CORP
AU
Y
2
2026-05-19
Fixed
4.40000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DC1
845000.00000000
PA
USD
595027.00000000
0.028992953106
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-179, Class SC
31359EFX4
648.77000000
PA
USD
661.38000000
0.000032226032
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Floating
10.50000120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-66, Class CB
3136A6ZU1
2988087.21000000
PA
USD
2894635.98000000
0.141042415263
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
3.00000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust, Series 2015-2, Class A
48250BAA9
534211.60420000
PA
USD
56089.01000000
0.002732961759
Long
ABS-MBS
CORP
US
Y
3
2041-07-25
Variable
2.86319160
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AK4
360000.00000000
PA
USD
288432.08000000
0.014053980356
Long
DBT
CORP
CH
Y
2
2033-02-11
Variable
2.74600080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617YMN65
475089.69000000
PA
USD
441620.01000000
0.021518129833
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYB4
1000000.00000000
PA
USD
826281.67000000
0.040260938933
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500040
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
42217KAX4
350000.00000000
PA
USD
384912.46000000
0.018755029440
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
6.50000000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EH9
376000.00000000
PA
USD
308912.28000000
0.015051887137
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.50000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-7, Class 30PO
576434TQ7
58643.53500000
PA
USD
44785.82000000
0.002182208839
Long
ABS-MBS
CORP
US
N
3
2034-08-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4217, Class KY
3137B2KH2
2000000.00000000
PA
USD
1838180.80000000
0.089566170501
Long
ABS-MBS
USGSE
US
N
2
2043-06-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31371LPA1
4368.10000000
PA
USD
4346.75000000
0.000211797311
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-1, Class UD
31392BWF9
2701.87000000
PA
USD
2746.31000000
0.000133815166
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
15.94701360
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAE1
264000.00000000
PA
USD
256254.93000000
0.012486134526
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
510000.00000000
PA
USD
446251.38000000
0.021743795380
Long
DBT
CORP
AU
Y
2
2027-01-12
Variable
1.33999920
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities Trust
N/A
First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A19
32051GYZ2
353498.36140000
PA
USD
200939.11000000
0.009790846790
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
GMACM Mortgage Loan Trust
N/A
GMACM Mortgage Loan Trust, Series 2005-AR3, Class 3A4
36185N7E4
400316.00000000
PA
USD
376312.21000000
0.018335978464
Long
ABS-MBS
CORP
US
N
2
2035-06-19
Variable
3.18109320
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664BU4
1000000.00000000
PA
USD
964310.43000000
0.046986451163
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.40000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1997-1, Class 2Z
911760KE5
168377.03000000
PA
USD
175639.64000000
0.008558118952
Long
ABS-MBS
USGSE
US
N
2
2027-02-15
Fixed
7.50000000
N
N
N
N
N
N
Ford Foundation (The)
54930013YZ3DULPNNT44
Ford Foundation (The), Series 2020
34531XAC8
365000.00000000
PA
USD
247093.41000000
0.012039735421
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.81500000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-15, Class 3A1
576433VM5
46567.63000000
PA
USD
44233.84000000
0.002155313370
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
2.43663840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H29, Class FA
38375BZQ8
401768.27000000
PA
USD
399614.99000000
0.019471416701
Long
ABS-MBS
USGA
US
N
2
2062-10-20
Floating
2.31257160
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044CR0
1100000.00000000
PA
USD
1054695.11000000
0.051390484575
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3149, Class SO
31396RJA6
22251.06000000
PA
USD
18161.98000000
0.000884950488
Long
ABS-MBS
USGSE
US
N
2
2036-05-15
None
0.00000000
N
N
N
N
N
N
US Airways Pass-Through Trust
N/A
US Airways Pass-Through Trust, Series 2011-1, Class A
903436AA1
1236315.70000000
PA
USD
1234308.05000000
0.060142204323
Long
ABS-O
CORP
US
N
2
2023-10-22
Fixed
7.12500000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAH5
1095000.00000000
PA
USD
865183.14000000
0.042156430222
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
732000.00000000
PA
USD
706828.78000000
0.034440544164
Long
DBT
CORP
AU
Y
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2002-52, Class GH
38373XE69
246566.08000000
PA
USD
246212.18000000
0.011996797101
Long
ABS-MBS
USGA
US
N
2
2032-07-20
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-30, Class LS
31397SMD3
256593.24000000
PA
USD
11707.99000000
0.000570476978
Long
ABS-MBS
USGSE
US
N
2
2041-04-25
Variable
0.40465440
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2296, Class PD
3133TRUS2
36552.72000000
PA
USD
39347.94000000
0.001917245737
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
Fixed
7.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAJ1
730000.00000000
PA
USD
565333.95000000
0.027546146143
Long
DBT
CORP
FR
Y
2
2032-01-20
Variable
2.27700000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CL4
1375000.00000000
PA
USD
1157655.69000000
0.056407284262
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3122, Class ZB
31396JMD4
28538.97500000
PA
USD
33414.57000000
0.001628139666
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
Fixed
6.00000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBB2
221000.00000000
PA
USD
219936.44000000
0.010716500076
Long
DBT
CORP
MX
N
2
2026-01-30
Fixed
4.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
5725000.00000000
PA
USD
5580085.94000000
0.271892149408
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-12, Class IE
38374XPH2
330138.52000000
PA
USD
33131.02000000
0.001614323567
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2567, Class QD
31393KA39
181442.76000000
PA
USD
193430.59000000
0.009424990840
Long
ABS-MBS
USGSE
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAP0
2420000.00000000
PA
USD
2407415.81000000
0.117302397514
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 393, Class 6
3136FGCE5
23599.52000000
PA
USD
3090.55000000
0.000150588412
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1899, Class ZE
3133T86T9
22924.47000000
PA
USD
24316.54000000
0.001184834140
Long
ABS-MBS
USGSE
US
N
2
2026-09-15
Fixed
8.00000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAL7
425000.00000000
PA
USD
328898.11000000
0.016025705522
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
Nevada Power Co.
MJZFGXRJ52U8U4MKJ519
Nevada Power Co.
641423CA4
305000.00000000
PA
USD
308082.70000000
0.015011465486
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
5.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1541, Class O
3133T0BX1
2147.77000000
PA
USD
2136.41000000
0.000104097519
Long
ABS-MBS
USGSE
US
N
2
2023-07-15
Floating
2.36999880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210APW1
6437.37000000
PA
USD
6598.78000000
0.000321528466
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
2264.75000000
PA
USD
159.65000000
0.000007779016
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
28.94250960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-165, Class SK
31359D5S8
1189.87000000
PA
USD
1214.61000000
0.000059182408
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Floating
12.49999920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class A2
3137F1G44
2467000.00000000
PA
USD
2407363.48000000
0.117299847712
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Fixed
3.24300000
N
N
N
N
N
N
OneSky Loan Trust
N/A
OneSky Loan Trust, 1st Lien Term Loan
68278AAA7
3500000.00000000
PA
USD
3046002.96000000
0.148417838148
Long
LON
CORP
US
N
2
2031-01-15
Variable
3.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3920, Class LP
3137AF3W0
425419.68000000
PA
USD
436777.28000000
0.021282165677
Long
ABS-MBS
USGSE
US
N
2
2034-01-15
Fixed
5.00000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CA5
543000.00000000
PA
USD
477058.46000000
0.023244883945
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.15000000
N
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YAZ0
239000.00000000
PA
USD
228189.90000000
0.011118653556
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SC3
3757000.00000000
PA
USD
3535248.94000000
0.172256564383
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-14, Class NI
38374XAF2
143691.02000000
PA
USD
25017.15000000
0.001218971671
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K138, Class AM
3137H5XV4
1850000.00000000
PA
USD
1557665.22000000
0.075897925099
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Fixed
1.88900000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
745000.00000000
PA
USD
650406.64000000
0.031691350499
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAU2
230000.00000000
PA
USD
227541.93000000
0.011087080932
Long
DBT
CORP
CA
N
2
2049-04-01
Fixed
5.00000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class A
90931VAA4
1371447.55000000
PA
USD
1153280.14000000
0.056194083658
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
610000.00000000
PA
USD
474514.88000000
0.023120946888
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
73960.91700000
PA
USD
54938.37000000
0.002676896317
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-110, Class GL
31394US60
1893726.64000000
PA
USD
1993886.41000000
0.097152995047
Long
ABS-MBS
USGSE
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2020-GT1, Class A
30259RAE5
5000000.00000000
PA
USD
4445776.50000000
0.216622421477
Long
ABS-O
CORP
US
Y
2
2026-01-25
Variable
4.44999960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31409JS50
42973.26000000
PA
USD
43935.93000000
0.002140797574
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-91, Class PI
38374MSK6
116409.32000000
PA
USD
15370.54000000
0.000748936343
Long
ABS-MBS
USGA
US
N
2
2035-12-20
Fixed
6.00000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AH9
353000.00000000
PA
USD
339925.88000000
0.016563038481
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.20000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBR5
780000.00000000
PA
USD
658275.03000000
0.032074741273
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BB9
350000.00000000
PA
USD
333195.59000000
0.016235102131
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
10360.83000000
PA
USD
11144.20000000
0.000543006061
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Floating
17.24544360
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2262, Class Z
3133TQ5B9
6439.19000000
PA
USD
7066.67000000
0.000344326613
Long
ABS-MBS
USGSE
US
N
2
2030-10-15
Fixed
7.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
414000.00000000
PA
USD
284186.16000000
0.013847096031
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
9800000.00000000
PA
USD
8747265.58000000
0.426214374754
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
1050000.00000000
PA
USD
855484.59000000
0.041683864094
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-116, Class JY
38378VB61
1300000.00000000
PA
USD
1311544.00000000
0.063905560064
Long
ABS-MBS
USGA
US
N
2
2043-08-16
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 299, Class 300
3132HTJV9
1315249.70000000
PA
USD
1223649.94000000
0.059622883211
Long
ABS-MBS
USGSE
US
N
2
2043-01-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3747, Class PY
31398QUH8
781609.20000000
PA
USD
777039.91000000
0.037861612451
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-38, Class ZK
38374NQB6
636049.35000000
PA
USD
657578.79000000
0.032040816672
Long
ABS-MBS
USGA
US
N
2
2036-08-20
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
355000.00000000
PA
USD
342450.20000000
0.016686037086
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-13, Class ST
31392B5S1
2161.31000000
PA
USD
2362.92000000
0.000115134319
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Floating
10.00000080
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
400000.00000000
PA
USD
344333.18000000
0.016777786118
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.72199880
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBC7
1791000.00000000
PA
USD
1588445.87000000
0.077397725851
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
1563.43000000
PA
USD
1626.63000000
0.000079258264
Long
ABS-MBS
USGA
US
N
2
2026-11-20
Fixed
8.00000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAT4
813000.00000000
PA
USD
776494.31000000
0.037835027850
Long
DBT
CORP
FR
Y
2
2024-11-21
Fixed
2.37500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CU7
960000.00000000
PA
USD
957112.58000000
0.046635732746
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFH9
45000000.00000000
PA
USD
44599218.75000000
2.173116611153
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-28CB, Class 1A4
12667GWT6
1052826.31600000
PA
USD
955199.63000000
0.046542523414
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2000-20, Class SA
31359X4V8
27978.03000000
PA
USD
1036.70000000
0.000050513664
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
6.65628840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEM9
30400000.00000000
PA
USD
29561625.15000000
1.440403228277
Long
DBT
UST
US
N
2
2029-04-30
Fixed
2.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-59, Class BG
31394AVD5
65965.12000000
PA
USD
56875.67000000
0.002771292114
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1935, Class FL
3133T8Z83
1374.59000000
PA
USD
1379.84000000
0.000067233312
Long
ABS-MBS
USGSE
US
N
2
2027-02-15
Floating
3.09099960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2247, Class Z
3133TPGX1
29000.47000000
PA
USD
31298.28000000
0.001525022502
Long
ABS-MBS
USGSE
US
N
2
2030-08-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G95-1, Class C
31359LMA0
5062.64000000
PA
USD
5259.96000000
0.000256293871
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
8.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31349UJY5
89049.70000000
PA
USD
90772.23000000
0.004422916956
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
2.37499920
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402CPA4
248465.05000000
PA
USD
263080.01000000
0.012818689560
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31300LUY9
106803.80000000
PA
USD
109426.62000000
0.005331860339
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Variable
3.28799880
N
Y
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2018-C, Class D
12655CAD8
479494.86000000
PA
USD
479810.03000000
0.023378955408
Long
ABS-O
CORP
US
Y
2
2024-06-17
Fixed
4.40000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series N
06051GJQ3
590000.00000000
PA
USD
528733.41000000
0.025762768683
Long
DBT
CORP
US
N
2
2027-03-11
Variable
1.65800160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128M8RN6
900901.17000000
PA
USD
920288.52000000
0.044841464176
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NE7
885000.00000000
PA
USD
715267.56000000
0.034851727443
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-6F, Class 3A4
36228F2R6
95053.10000000
PA
USD
91908.55000000
0.004478284649
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
6.50000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
840000.00000000
PA
USD
709598.69000000
0.034575509251
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
200000.00000000
PA
USD
172472.24000000
0.008403785990
Long
DBT
CORP
IT
Y
2
2032-06-19
Variable
5.86100160
N
N
N
N
N
N
Impac Secured Assets Trust
N/A
Impac Secured Assets Trust, Series 2006-1, Class 2A1
45254TTN4
51197.17000000
PA
USD
47120.16000000
0.002295950585
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
3.14371080
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
770000.00000000
PA
USD
587497.52000000
0.028626075870
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A6
17307GBJ6
7819.76000000
PA
USD
6827.20000000
0.000332658332
Long
ABS-MBS
CORP
US
N
3
2033-10-25
None
0.00000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AL5
365000.00000000
PA
USD
334855.99000000
0.016316005854
Long
DBT
CORP
US
N
2
2048-09-26
Fixed
5.00000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2003-9, Class 8A1
576434LD4
188973.89000000
PA
USD
181362.34000000
0.008836960035
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-41, Class PE
31393BE50
6624.56000000
PA
USD
6628.28000000
0.000322965867
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-32, Class PI
383742YT4
18524.55000000
PA
USD
268.09000000
0.000013062803
Long
ABS-MBS
USGA
US
N
2
2037-10-16
Fixed
5.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
114000.00000000
PA
USD
111819.65000000
0.005448461782
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-112, Class SA
38374EZ91
263379.20000000
PA
USD
9651.00000000
0.000470249233
Long
ABS-MBS
USGA
US
N
2
2033-12-16
Floating
4.16314080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2512, Class PG
31392WB41
1008.65000000
PA
USD
1008.04000000
0.000049117193
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
1180000.00000000
PA
USD
897284.46000000
0.043720581203
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAL4
382000.00000000
PA
USD
356178.89000000
0.017354973564
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3211, Class SO
31397BAA9
121995.37000000
PA
USD
103876.07000000
0.005061407341
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31405FTF9
19070.22000000
PA
USD
19731.43000000
0.000961422632
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2586, Class WI
31393MWB3
51100.84000000
PA
USD
9035.15000000
0.000440241670
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Fixed
6.50000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABW6
775000.00000000
PA
USD
678192.43000000
0.033045225376
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
1.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
945000.00000000
PA
USD
825287.41000000
0.040212493176
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H07, Class HA
38375BQ96
536463.92000000
PA
USD
532249.67000000
0.025934100003
Long
ABS-MBS
USGA
US
N
2
2063-03-20
Floating
2.20757040
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-6, Class 7A1
576434SK1
188313.56000000
PA
USD
177414.52000000
0.008644600763
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132FPDJ2
301111.79000000
PA
USD
295923.93000000
0.014419024053
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1829, Class ZB
3133T6J36
2522.43000000
PA
USD
2554.33000000
0.000124460856
Long
ABS-MBS
USGSE
US
N
2
2026-03-15
Fixed
6.50000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCJ2
920000.00000000
PA
USD
733229.98000000
0.035726954282
Long
DBT
CORP
US
N
2
2032-11-02
Variable
2.61799920
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CD2
2280000.00000000
PA
USD
2010389.93000000
0.097957136340
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.37500000
N
N
N
N
N
N
GTP Acquisition Partners I LLC
N/A
GTP Acquisition Partners I LLC
36246MAU3
1436000.00000000
PA
USD
1376963.60000000
0.067093158938
Long
DBT
CORP
US
Y
2
2025-06-16
Fixed
3.48200000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAQ9
1420000.00000000
PA
USD
1017904.69000000
0.049597855128
Long
DBT
CORP
CA
Y
2
2051-05-13
Fixed
3.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3819, Class ZQ
3137A8N20
549901.74000000
PA
USD
590434.17000000
0.028769165437
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283HTD7
35128.38000000
PA
USD
37051.33000000
0.001805342401
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AY4
1393000.00000000
PA
USD
1386463.88000000
0.067556064272
Long
DBT
CORP
CH
Y
2
2026-07-15
Variable
6.37300080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138WRUE8
472494.50000000
PA
USD
463455.95000000
0.022582095644
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-31, Class NO
38376XM59
500844.11000000
PA
USD
425951.94000000
0.020754696210
Long
ABS-MBS
USGA
US
N
2
2040-03-20
None
0.00000000
N
N
N
N
N
N
Phillips 66 Co.
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co.
718547AJ1
985000.00000000
PA
USD
873960.67000000
0.042584119244
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2500, Class MC
31392UXE9
90272.29000000
PA
USD
95702.26000000
0.004663134843
Long
ABS-MBS
USGSE
US
N
2
2032-09-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1999-52, Class NS
31359W5E7
1812.51000000
PA
USD
1868.00000000
0.000091019124
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Floating
16.53761160
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class A
55348UAG3
2050000.00000000
PA
USD
1932865.26000000
0.094179712590
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2R4
1746000.00000000
PA
USD
1436861.92000000
0.070011731007
Long
DBT
CORP
FR
Y
2
2029-09-15
Variable
2.15899920
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECG4
350000.00000000
PA
USD
346511.08000000
0.016883905256
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2043, Class CJ
3133TDML7
6257.13000000
PA
USD
6530.29000000
0.000318191261
Long
ABS-MBS
USGSE
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2017-1, Class AA
023761AA7
414568.69000000
PA
USD
378860.69000000
0.018460154276
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-109, Class PC
31394UZE5
198216.36000000
PA
USD
205173.26000000
0.009997157617
Long
ABS-MBS
USGSE
US
N
2
2035-12-25
Fixed
6.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
292000.00000000
PA
USD
275957.31000000
0.013446141684
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
Gold Key Resorts LLC
549300MORAF4RGEXUA95
Gold Key Resorts LLC, Series 2014-A, Class A
38061LAA7
55255.25700000
PA
USD
54318.44000000
0.002646689954
Long
ABS-O
CORP
US
Y
2
2031-03-17
Fixed
3.22000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3621, Class BO
31398LZP6
83807.53000000
PA
USD
71236.32000000
0.003471021122
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
None
0.00000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAE7
502000.00000000
PA
USD
355696.67000000
0.017331477182
Long
DBT
CORP
GB
Y
2
2050-09-15
Fixed
3.00000000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAB5
545000.00000000
PA
USD
426436.80000000
0.020778321227
Long
DBT
CORP
US
Y
2
2039-12-30
Fixed
4.31700000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBD1
496000.00000000
PA
USD
345762.11000000
0.016847411362
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3102, Class FB
31396H5M7
61483.53000000
PA
USD
61450.40000000
0.002994197852
Long
ABS-MBS
USGSE
US
N
2
2036-01-15
Floating
2.69100000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
560000.00000000
PA
USD
493781.83000000
0.024059737527
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
175000.00000000
PA
USD
143308.47000000
0.006982768429
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class B
90932NAA1
523296.01750000
PA
USD
487646.74000000
0.023760802560
Long
ABS-O
CORP
US
N
2
2026-03-01
Fixed
4.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400JA25
12943.74000000
PA
USD
13396.75000000
0.000652762554
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2359, Class ZB
3133TV5T9
89082.38000000
PA
USD
99277.56000000
0.004837342913
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
Fixed
8.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKG6
250000.00000000
PA
USD
214761.71000000
0.010464359074
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BY5
749061.66000000
PA
USD
757260.20000000
0.036897837354
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
1500000.00000000
PA
USD
1222344.17000000
0.059559258992
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31414HWF0
30687.70000000
PA
USD
30540.62000000
0.001488105184
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Variable
2.28499920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31403R2E7
55005.66000000
PA
USD
58054.84000000
0.002828747693
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
8.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
27100000.00000000
PA
USD
24229093.75000000
1.180573283053
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-71, Class SC
38375XML5
56164.35000000
PA
USD
3008.54000000
0.000146592438
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Floating
3.63186000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR2, Class D
02665UAD7
2000000.00000000
PA
USD
1988384.40000000
0.096884907182
Long
ABS-O
CORP
US
Y
3
2036-10-17
Fixed
5.14900000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAH5
690000.00000000
PA
USD
613643.94000000
0.029900071721
Long
DBT
CORP
FR
Y
2
2026-10-06
Variable
1.65200040
N
N
N
N
N
N
Blackstone Holdings Finance Co. LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. LLC
09256BAH0
429000.00000000
PA
USD
385095.98000000
0.018763971533
Long
DBT
CORP
US
Y
2
2045-07-15
Fixed
4.45000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAK5
400000.00000000
PA
USD
383166.35000000
0.018669949460
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
6.10000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCR0
9500000.00000000
PA
USD
8304707.06000000
0.404650515606
Long
DBT
UST
US
N
2
2028-07-31
Fixed
1.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DE2
2265000.00000000
PA
USD
2171360.23000000
0.105800485229
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust, Series 2021-EBO2, Class A
55351BAA2
6216567.51000000
PA
USD
6064883.26000000
0.295514112722
Long
ABS-MBS
CORP
US
Y
2
2022-04-01
Floating
4.25999880
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-RN3, Class A1
74143JAA9
3936429.27000000
PA
USD
3668471.81000000
0.178747907503
Long
ABS-O
CORP
US
Y
3
2051-09-25
Variable
1.84290120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CRE5
1461.71000000
PA
USD
1522.23000000
0.000074171328
Long
ABS-MBS
USGA
US
N
2
2026-09-20
Fixed
8.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR3, Class E1
00180UAE5
2168000.00000000
PA
USD
1883034.83000000
0.091751702902
Long
ABS-O
CORP
US
Y
3
2038-10-17
Fixed
2.32700000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAM6
820000.00000000
PA
USD
600110.42000000
0.029240644988
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-58
31395ND20
87997.98000000
PA
USD
74818.35000000
0.003645557114
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
None
0.00000000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
1060000.00000000
PA
USD
824796.60000000
0.040188578242
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXTS1
5308839.09000000
PA
USD
4679848.84000000
0.228027699518
Long
ABS-MBS
USGSE
US
N
2
2061-09-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31406N4K7
610.98000000
PA
USD
620.53000000
0.000030235598
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
4.50000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBG9
441000.00000000
PA
USD
406822.50000000
0.019822605806
Long
DBT
CORP
MX
N
2
2049-04-22
Fixed
4.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-81, Class GE
31396XAU8
111606.33000000
PA
USD
117194.53000000
0.005710355181
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Fixed
6.00000000
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AG6
13000.00000000
PA
USD
12804.56000000
0.000623907835
Long
DBT
CORP
US
Y
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
6152000.00000000
PA
USD
3803906.55000000
0.185347024965
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR10, Class 2P
93363EAM7
43051.25000000
PA
USD
40675.53000000
0.001981933145
Long
ABS-MBS
CORP
US
N
3
2036-09-25
Variable
3.44325600
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVR2
1415000.00000000
PA
USD
1395724.71000000
0.068007302300
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
31410KLP7
1749.71000000
PA
USD
1748.73000000
0.000085207640
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
6.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AA6
965000.00000000
PA
USD
843172.24000000
0.041083939408
Long
DBT
CORP
CH
Y
2
2030-08-13
Variable
3.12599880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-36, Class ZB
31359T5E4
18963.02000000
PA
USD
19678.72000000
0.000958854314
Long
ABS-MBS
USGSE
US
N
2
2028-07-18
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31384VRC8
2999.75000000
PA
USD
3013.71000000
0.000146844349
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
8.00000000
N
N
N
N
N
N
CFMT LLC
N/A
CFMT LLC, Series 2020-HB4, Class A
12529LAA8
1827195.57000000
PA
USD
1800386.59000000
0.087724630943
Long
ABS-MBS
CORP
US
Y
2
2030-12-26
Variable
0.94610160
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series B
842400GJ6
400000.00000000
PA
USD
380055.06000000
0.018518350482
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2000-2, Class ZE
31359XSV2
64685.68400000
PA
USD
69522.63000000
0.003387520820
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class A2
3137FCJK1
1748000.00000000
PA
USD
1708593.26000000
0.083251960439
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Variable
3.30300000
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156AV1
845000.00000000
PA
USD
710974.38000000
0.034642540353
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
4.05000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York and New Jersey, Consolidated, Series 164
73358WCW2
1825000.00000000
PA
USD
2035751.73000000
0.099192901235
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.64700000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGL7
1700000.00000000
PA
USD
1614845.54000000
0.078684061420
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.70500120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-73, Class MI
38375LD23
150445.43000000
PA
USD
5635.58000000
0.000274596121
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
3.63186000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAA2
1165000.00000000
PA
USD
1155309.01000000
0.056292941244
Long
DBT
CORP
IE
Y
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR2, Class E
02665UAE5
850000.00000000
PA
USD
861093.27000000
0.041957149502
Long
ABS-O
CORP
US
Y
2
2036-10-17
Fixed
6.23100000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-6, Class 30PO
576434SQ8
96288.32650000
PA
USD
73016.03000000
0.003557738277
Long
ABS-MBS
CORP
US
N
3
2034-07-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200MGS6
33089.86000000
PA
USD
34530.21000000
0.001682499717
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CES6
130000.00000000
PA
USD
125439.84000000
0.006112111549
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2256, Class MC
3133TPS67
28734.36000000
PA
USD
31222.31000000
0.001521320830
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
56406.01000000
PA
USD
61761.26000000
0.003009344643
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
733318.95000000
PA
USD
89857.82000000
0.004378361925
Long
ABS-MBS
USGSE
US
N
2
2037-09-25
Floating
4.09628880
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
94973VAY3
500000.00000000
PA
USD
474526.54000000
0.023121515026
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAK2
493000.00000000
PA
USD
478472.16000000
0.023313767102
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
2411.49000000
PA
USD
2490.52000000
0.000121351685
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
105089.50000000
PA
USD
107716.71000000
0.005248544220
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
44503.90220000
PA
USD
36866.21000000
0.001796322347
Long
ABS-O
CORP
US
N
3
2029-04-25
Variable
6.70500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-49, Class SC
31398P5R6
171830.20000000
PA
USD
176878.97000000
0.008618505853
Long
ABS-MBS
USGSE
US
N
2
2040-03-25
Floating
7.77258000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR2, Class E1
74332VAJ4
4000000.00000000
PA
USD
3637140.00000000
0.177221251237
Long
ABS-O
CORP
US
N
2
2027-04-17
Fixed
4.55000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017BT5
2799000.00000000
PA
USD
2651267.10000000
0.129184159209
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBK9
110000.00000000
PA
USD
118839.78000000
0.005790520713
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.75000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGN8
1787000.00000000
PA
USD
1466068.13000000
0.071434816476
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class A1
3136BCGR5
2190073.84000000
PA
USD
1994151.81000000
0.097165926779
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
0.67000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4240, Class B
3137B3TZ1
2500650.00000000
PA
USD
2411708.13000000
0.117511542700
Long
ABS-MBS
USGSE
US
N
2
2033-08-15
Fixed
3.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-20CB, Class 3A8
12667GQN6
1116375.91000000
PA
USD
63515.43000000
0.003094817350
Long
ABS-MBS
CORP
US
N
3
2035-07-25
Floating
2.30628960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2430, Class WF
31339NW36
154295.79000000
PA
USD
165885.05000000
0.008082822251
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
6.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NF4
298000.00000000
PA
USD
217813.09000000
0.010613038911
Long
DBT
CORP
US
N
2
2042-11-03
Variable
2.90400120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M3, Class 1A1
3136BDXP8
413388.17000000
PA
USD
393208.05000000
0.019159235723
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Fixed
1.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9YA4
3510423.44000000
PA
USD
3351777.01000000
0.163316813645
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
3.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1863, Class Z
3133T7DV8
2945.71000000
PA
USD
2982.84000000
0.000145340195
Long
ABS-MBS
USGSE
US
N
2
2026-07-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617XXCU1
4758077.19000000
PA
USD
4945697.21000000
0.240981278641
Long
ABS-MBS
USGA
US
N
2
2072-02-20
Variable
4.53899880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H24, Class FG
38375BXB3
8576.65000000
PA
USD
8485.71000000
0.000413469963
Long
ABS-MBS
USGA
US
N
2
2060-04-20
Floating
2.22756840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-68, Class PG
31394E7B8
231115.80000000
PA
USD
239539.28000000
0.011671657104
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617F2E86
4139868.42000000
PA
USD
4226662.62000000
0.205946000999
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
4.50000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAE9
980000.00000000
PA
USD
741066.95000000
0.036108814103
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140JSFW4
536192.34000000
PA
USD
530555.04000000
0.025851528409
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BP0
340000.00000000
PA
USD
270319.27000000
0.013171425697
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407WSP9
186218.64000000
PA
USD
191076.17000000
0.009310270687
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
3.60900000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2571, Class SK
31393LAX1
3044.40000000
PA
USD
3130.27000000
0.000152523786
Long
ABS-MBS
USGSE
US
N
2
2023-09-15
Floating
24.18881040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402Q4R9
101746.23000000
PA
USD
102488.00000000
0.004993773018
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Variable
2.90300040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617XXDP1
4536861.78000000
PA
USD
4716679.84000000
0.229822306243
Long
ABS-MBS
USGA
US
N
2
2072-04-20
Variable
4.52199960
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBM0
778000.00000000
PA
USD
669058.88000000
0.032600189122
Long
DBT
CORP
NZ
Y
2
2030-02-13
Fixed
2.55000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAT6
244000.00000000
PA
USD
233376.55000000
0.011371375366
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
Cameron LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
961000.00000000
PA
USD
810859.96000000
0.039509509309
Long
DBT
CORP
US
Y
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-74, Class SH
31393EBW8
53412.28000000
PA
USD
51591.99000000
0.002513842475
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
5.77132200
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2420, Class XK
31339DMW5
114031.63000000
PA
USD
121725.53000000
0.005931130155
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVY73
6010581.24000000
PA
USD
5559412.17000000
0.270884810843
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
2.52000000
N
N
N
N
N
N
Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust
N/A
Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust, Series 2005-5, Class APO
1729732E8
27497.22200000
PA
USD
20230.35000000
0.000985732729
Long
ABS-MBS
CORP
US
N
3
2035-08-25
None
0.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
620000.00000000
PA
USD
534390.89000000
0.026038431893
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class AA
909318AA5
884361.17000000
PA
USD
790687.07000000
0.038526576343
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
960000.00000000
PA
USD
872017.32000000
0.042489428658
Long
DBT
CORP
US
N
2
2028-01-21
Variable
2.47500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
485000.00000000
PA
USD
433385.50000000
0.021116899700
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-77, Class FG
31396XJE5
36960.94000000
PA
USD
36991.00000000
0.001802402795
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
2.94370920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-47, Class PE
31393CRH8
103404.49000000
PA
USD
107655.94000000
0.005245583175
Long
ABS-MBS
USGSE
US
N
2
2033-06-25
Fixed
5.75000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAE0
1216000.00000000
PA
USD
1169184.00000000
0.056969006254
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SZ2
16100000.00000000
PA
USD
12095125.00000000
0.589340302098
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KS01, Class A2
3137B1U75
340297.10000000
PA
USD
338661.19000000
0.016501415902
Long
ABS-MBS
USGSE
US
N
2
2023-01-25
Fixed
2.52200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-79, Class DO
31396KYB2
107879.32000000
PA
USD
96091.69000000
0.004682109991
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
None
0.00000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAE9
350000.00000000
PA
USD
340676.08000000
0.016599592307
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.25000000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN2, Class M1
35563JAA1
6141792.75500000
PA
USD
5768438.09000000
0.281069691019
Long
ABS-MBS
USGSE
US
Y
2
2041-07-25
Floating
3.98319120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3720, Class A
3137A1XL2
35327.26000000
PA
USD
35530.13000000
0.001731221260
Long
ABS-MBS
USGSE
US
N
2
2025-09-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-65, Class SA
38374N3Q8
282694.12000000
PA
USD
10809.09000000
0.000526677679
Long
ABS-MBS
USGA
US
N
2
2036-11-20
Floating
4.43185920
N
N
N
N
N
N
Guardian Life Insurance Co. of America (The)
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co. of America (The)
401378AC8
208000.00000000
PA
USD
188082.18000000
0.009164387203
Long
DBT
CORP
US
Y
2
2077-01-24
Fixed
4.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2306, Class SE
3133TSK69
6844.88000000
PA
USD
327.71000000
0.000015967814
Long
ABS-MBS
USGSE
US
N
2
2024-05-15
Floating
7.66000080
N
N
N
N
N
N
Bear Stearns ARM Trust
N/A
Bear Stearns ARM Trust, Series 2003-7, Class 3A
07384MYS5
14837.62000000
PA
USD
14027.07000000
0.000683475174
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
3.14807400
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAC4
1385000.00000000
PA
USD
1376978.26000000
0.067093873253
Long
DBT
CORP
KY
Y
2
2023-03-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407KGJ2
29932.56000000
PA
USD
29902.90000000
0.001457031995
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
3.00600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296NA23
134439.13000000
PA
USD
142633.55000000
0.006949882654
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JY4
690000.00000000
PA
USD
666518.99000000
0.032476431861
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.70000000
N
N
N
N
N
N
Texas Health Resources
54930008C10TUBW7Z611
Texas Health Resources
882484AA6
300000.00000000
PA
USD
280502.09000000
0.013667588095
Long
DBT
CORP
US
N
2
2055-11-15
Fixed
4.33000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAM7
600000.00000000
PA
USD
573147.92000000
0.027926885279
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCH2
27019500.00000000
PA
USD
24009358.83000000
1.169866602127
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408GU1
150000.00000000
PA
USD
157152.00000000
0.007657300536
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class A2
3137H7ZB2
4200000.00000000
PA
USD
3895726.38000000
0.189820986693
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
2.92000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBG3
917000.00000000
PA
USD
909068.04000000
0.044294741337
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H3XA6
228094.75000000
PA
USD
226975.06000000
0.011059459941
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3229, Class HE
31397BRQ6
160091.26000000
PA
USD
160937.71000000
0.007841760926
Long
ABS-MBS
USGSE
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607, Class OP
31398LQS0
292553.44000000
PA
USD
241108.39000000
0.011748112681
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
None
0.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
1215000.00000000
PA
USD
1027231.47000000
0.050052306599
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
2.01300120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2089, Class PJ
3133TGKG3
32382.99000000
PA
USD
2752.00000000
0.000134092414
Long
ABS-MBS
USGSE
US
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664DB4
845000.00000000
PA
USD
729004.37000000
0.035521059571
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAH0
1300000.00000000
PA
USD
1108248.75000000
0.053999909312
Long
DBT
CORP
DE
N
2
2028-01-07
Variable
2.55200040
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAL9
740000.00000000
PA
USD
578916.47000000
0.028207960423
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBP4
1315000.00000000
PA
USD
1163029.24000000
0.056669112857
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBL6
1700000.00000000
PA
USD
1284869.25000000
0.062605821101
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1
126694LU0
661047.39000000
PA
USD
589711.98000000
0.028733976411
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
4527.78000000
PA
USD
4531.91000000
0.000220819314
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BV5
1120000.00000000
PA
USD
747315.87000000
0.036413295487
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-H01, Class FD
38375UCP3
725177.15000000
PA
USD
722845.42000000
0.035220962015
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Floating
2.44757160
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QH4
11000000.00000000
PA
USD
12466523.41000000
0.607436853489
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WLP1
26985057.08000000
PA
USD
24720470.28000000
1.204515821277
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DD4
1115000.00000000
PA
USD
1103289.16000000
0.053758251101
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.16700000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687DZ6
100000.00000000
PA
USD
113256.79000000
0.005518487062
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
6.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class QX
31339NHV1
32834.15000000
PA
USD
3311.07000000
0.000161333346
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
6.25899960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-10, Class S
38375PYG0
163699.77000000
PA
USD
8299.86000000
0.000404414340
Long
ABS-MBS
USGA
US
N
2
2038-02-20
Floating
3.46186080
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
800000.00000000
PA
USD
783892.79000000
0.038195522053
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z94
895000.00000000
PA
USD
793892.97000000
0.038682785235
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
2450000.00000000
PA
USD
2254283.34000000
0.109840950350
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
50436.67000000
PA
USD
54376.42000000
0.002649515055
Long
ABS-MBS
USGSE
US
N
2
2030-10-15
Fixed
7.00000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
009279AC4
150000.00000000
PA
USD
128988.61000000
0.006285026933
Long
DBT
CORP
NL
Y
2
2047-04-10
Fixed
3.95000000
N
N
N
N
N
N
Tri-State Generation and Transmission Association, Inc.
549300VDHNFNPADSSV98
Tri-State Generation and Transmission Association, Inc.
89566EAK4
417000.00000000
PA
USD
334510.06000000
0.016299150262
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
11555000.00000000
PA
USD
7864621.88000000
0.383207171041
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-5
693342AK3
795000.00000000
PA
USD
820621.09000000
0.039985124675
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.09900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-56, Class FC
31395NXA0
286404.90000000
PA
USD
284695.95000000
0.013871935774
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Floating
2.73371040
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LP4
1573000.00000000
PA
USD
1481457.63000000
0.072184676653
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.66800040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H09, Class HA
38375BR95
10920.55000000
PA
USD
10289.45000000
0.000501357991
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Fixed
1.65000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAW2
235000.00000000
PA
USD
197123.64000000
0.009604936331
Long
DBT
CORP
FR
Y
2
2030-01-22
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A6
17307GLD8
11125.98000000
PA
USD
10300.29000000
0.000501886174
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.91114800
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AY8
300000.00000000
PA
USD
261988.06000000
0.012765483814
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEYK7
8350000.00000000
PA
USD
7156998.84000000
0.348727926208
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
1.98000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBW0
1130000.00000000
PA
USD
1024989.45000000
0.049943063185
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H05, Class FB
38375BL75
9410.95000000
PA
USD
9287.81000000
0.000452552640
Long
ABS-MBS
USGA
US
N
2
2062-02-20
Floating
2.19756960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2464, Class SI
31392MWQ1
149287.05000000
PA
USD
13797.24000000
0.000672276606
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
5.60900160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-68, Class KI
38374L3B5
776047.66000000
PA
USD
83694.64000000
0.004078058260
Long
ABS-MBS
USGA
US
N
2
2035-09-20
Floating
3.93185880
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities Trust
N/A
First Horizon Alternative Mortgage Securities Trust, Series 2007-FA4, Class 1A2
32052WAB5
854477.68000000
PA
USD
94822.16000000
0.004620251582
Long
ABS-MBS
CORP
US
N
3
2037-08-25
Floating
3.20628960
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
6839000.00000000
PA
USD
8149680.12000000
0.397096759556
Long
DBT
USGA
US
N
2
2036-04-01
Fixed
5.88000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
Kingdom of Saudi Arabia
80413TAW9
550000.00000000
PA
USD
418687.50000000
0.020400733166
Long
DBT
NUSS
SA
Y
2
2061-02-02
Fixed
3.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3152, Class MO
31396R2P1
144383.43000000
PA
USD
123681.70000000
0.006026445401
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-60, Class HT
31396QPL7
221498.02000000
PA
USD
235502.52000000
0.011474964192
Long
ABS-MBS
USGSE
US
N
2
2039-08-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31410GFH1
5619.33000000
PA
USD
5856.34000000
0.000285352750
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 2A11
17307GRM2
103835.24000000
PA
USD
98137.47000000
0.004781791524
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2344, Class ZD
313399C47
310845.66000000
PA
USD
329452.88000000
0.016052736935
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
78364.60000000
PA
USD
84431.81000000
0.004113977194
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
10625000.00000000
PA
USD
8486718.75000000
0.413519115507
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404EVB9
27102.22000000
PA
USD
26942.21000000
0.001312771069
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Variable
1.96499880
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust, Series 2017-AA, Class A
43283AAA3
71718.49930000
PA
USD
70445.94000000
0.003432509507
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
550000.00000000
PA
USD
460458.08000000
0.022436023106
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Delta Air Lines Pass-Through Trust
N/A
Delta Air Lines Pass-Through Trust, Series 2015-1, Class AA
24736XAA6
229446.08000000
PA
USD
212560.32000000
0.010357095375
Long
ABS-O
CORP
US
N
2
2027-07-30
Fixed
3.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-58, Class BE
38374BNE9
324915.01000000
PA
USD
327819.36000000
0.015973142952
Long
ABS-MBS
USGA
US
N
2
2033-01-20
Fixed
6.50000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust, Series 2006-RP2, Class 1AS2
36298XAD4
1645345.32000000
PA
USD
128675.55000000
0.006269772946
Long
ABS-MBS
CORP
US
Y
3
2036-04-25
Variable
3.82022280
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-14, Class ES
31396PC33
358204.80000000
PA
USD
38412.34000000
0.001871658214
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
3.99629160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-46, Class QB
31393YT96
99983.56000000
PA
USD
109878.67000000
0.005353886675
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
14.22515880
N
N
N
N
N
N
NACC Reperforming Loan REMIC Trust
N/A
NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1
62951MAM2
165157.19000000
PA
USD
145750.71000000
0.007101767651
Long
ABS-MBS
CORP
US
Y
2
2034-10-25
Variable
6.50000160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class AM
3137F1G51
1322000.00000000
PA
USD
1290623.92000000
0.062886219936
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Fixed
3.32600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2125, Class JZ
3133TJHS5
30461.68000000
PA
USD
31284.71000000
0.001524361297
Long
ABS-MBS
USGSE
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AW9
980000.00000000
PA
USD
774418.72000000
0.037733893812
Long
DBT
CORP
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
Alexander Funding Trust
N/A
Alexander Funding Trust
014621AA4
1000000.00000000
PA
USD
950156.04000000
0.046296772266
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-97, Class KI
31396XB94
356251.77000000
PA
USD
33126.78000000
0.001614116971
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
7.00000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBH7
880000.00000000
PA
USD
825990.00000000
0.040246727183
Long
DBT
CORP
MX
N
2
2029-04-22
Fixed
3.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H18, Class JA
38375B7P1
992386.97000000
PA
USD
988030.29000000
0.048142211807
Long
ABS-MBS
USGA
US
N
2
2063-08-20
Floating
2.39757120
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91086QBG2
316000.00000000
PA
USD
315210.00000000
0.015358746323
Long
DBT
NUSS
MX
N
2
2026-01-21
Fixed
4.12500000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAP4
1094000.00000000
PA
USD
1041635.56000000
0.050754152239
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.64800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3925, Class FL
3137AFGG1
83288.83000000
PA
USD
83468.02000000
0.004067016101
Long
ABS-MBS
USGSE
US
N
2
2041-01-15
Floating
2.84100120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31407LE60
24810.69000000
PA
USD
25818.41000000
0.001258013418
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371PAK6
76912.52000000
PA
USD
85303.30000000
0.004156440929
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-37, Class Z
31392DCF7
36514.14860000
PA
USD
38392.97000000
0.001870714402
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
6.50000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR12, Class 2P
93363NAR6
43026.90000000
PA
USD
38300.30000000
0.001866199015
Long
ABS-MBS
CORP
US
N
3
2036-10-25
Variable
2.66765760
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1608, Class L
3133T1W81
29948.80000000
PA
USD
30312.50000000
0.001476989936
Long
ABS-MBS
USGSE
US
N
2
2023-09-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Whole Loan, Series 2007-54, Class FA
31396WFQ4
123438.07000000
PA
USD
122921.73000000
0.005989415528
Long
ABS-MBS
USGSE
US
N
2
2037-06-25
Floating
2.84370840
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
1440000.00000000
PA
USD
1229946.60000000
0.059929690748
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 1999-4, Class ZB
3837H1U90
145986.60000000
PA
USD
145777.15000000
0.007103055951
Long
ABS-MBS
USGA
US
N
2
2029-02-20
Fixed
6.00000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
629000.00000000
PA
USD
534322.61000000
0.026035104919
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YX2
9368900.00000000
PA
USD
8755895.78000000
0.426634885057
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGE4
1180000.00000000
PA
USD
1063698.92000000
0.051829199190
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3
36242DCH4
53408.28450000
PA
USD
53368.42000000
0.002600399811
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QS6G6
78629.19000000
PA
USD
78231.82000000
0.003811879946
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
1.97200080
N
Y
N
N
N
N
Wesley Apartments 3.805
N/A
Wesley Apartments 3.805
N/A
10000000.00000000
PA
USD
10006250.00000000
0.487558946093
Long
ABS-MBS
CORP
US
N
2
2033-08-01
Fixed
0.00000000
N
N
N
N
N
N
Evergy Metro, Inc.
1128SIJQ26096WL7IO82
Evergy Metro, Inc.
485134BM1
1400000.00000000
PA
USD
1421986.19000000
0.069286904500
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3957, Class B
3137AHAX6
106853.67000000
PA
USD
106439.10000000
0.005186292109
Long
ABS-MBS
USGSE
US
N
2
2041-11-15
Fixed
4.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BT0
1475000.00000000
PA
USD
1157758.37000000
0.056412287391
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
795000.00000000
PA
USD
680659.07000000
0.033165413498
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2019-1, Class AA
11043XAA1
636771.33000000
PA
USD
559856.04000000
0.027279232562
Long
ABS-O
CORP
US
Y
2
2032-12-15
Fixed
3.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2163, Class PC
3133TLFS2
10992.41000000
PA
USD
988.01000000
0.000048141223
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2176, Class OJ
3133TLTY4
53464.74000000
PA
USD
57673.87000000
0.002810184761
Long
ABS-MBS
USGSE
US
N
2
2029-08-15
Fixed
7.00000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust, Series 2012-SHOW, Class A
05538UAA1
4400000.00000000
PA
USD
4201415.24000000
0.204715811269
Long
ABS-MBS
CORP
US
Y
2
2036-11-05
Fixed
3.43020000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-53, Class SW
38375LGF1
22325.95000000
PA
USD
24595.17000000
0.001198410509
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
13.10058000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460DAH2
615000.00000000
PA
USD
539874.66000000
0.026305631005
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.95000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-28CB, Class 3A5
12667GYN7
51195.55240000
PA
USD
26521.76000000
0.001292284457
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2006-W2, Class 1AF1
31395N5A1
166183.80000000
PA
USD
164231.62000000
0.008002258144
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Floating
2.66370840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3014, Class OD
31395XBJ3
29738.37000000
PA
USD
24731.37000000
0.001205046914
Long
ABS-MBS
USGSE
US
N
2
2035-08-15
None
0.00000000
N
N
N
N
N
N
Freedom Frn
N/A
Freedom Frn
N/A
4394500.00000000
PA
USD
4361541.25000000
0.212518021755
Long
ABS-MBS
CORP
US
N
2
2023-03-25
Fixed
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2399, Class TH
31339MWA2
82368.37000000
PA
USD
87959.05000000
0.004285843519
Long
ABS-MBS
USGSE
US
N
2
2032-01-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-20
31359N4H1
4349.07000000
PA
USD
41.04000000
0.000001999692
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Floating
1.83999960
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class A
90932DAA3
1017431.83000000
PA
USD
824691.27000000
0.040183445991
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2423, Class MC
31339WBV7
87495.11000000
PA
USD
94615.07000000
0.004610161030
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-90, Class PM
3136AF6A7
1694000.00000000
PA
USD
1580865.87000000
0.077028387007
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
Fixed
3.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDM5
470000.00000000
PA
USD
439418.11000000
0.021410841284
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEF5
560000.00000000
PA
USD
439740.58000000
0.021426553777
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H15, Class FJ
38376RDE3
2551526.10000000
PA
USD
2528793.79000000
0.123216593143
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
2.23756920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-H08, Class XI
38376R2M7
5295124.60000000
PA
USD
346333.45000000
0.016875250156
Long
ABS-MBS
USGA
US
N
2
2067-03-20
Variable
1.89159120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class X1
3136BCGU8
20770536.58000000
PA
USD
1851527.17000000
0.090216478267
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
2.00000160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H01, Class FA
38375BE73
3681.62000000
PA
USD
3587.16000000
0.000174785953
Long
ABS-MBS
USGA
US
N
2
2063-01-20
Fixed
1.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3622AAXX7
4094379.11000000
PA
USD
3951948.56000000
0.192560437219
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.50000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440BH6
275000.00000000
PA
USD
291217.03000000
0.014189678274
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-4, Class 10A1
576434QG2
62396.05000000
PA
USD
60930.90000000
0.002968884985
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-247, Class FE
31359FP77
2701.91000000
PA
USD
2712.73000000
0.000132178966
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
3.44370960
N
N
N
N
N
N
Structured Asset Mortgage Investments II Trust
N/A
Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1
86359LDX4
153533.50000000
PA
USD
146071.39000000
0.007117392925
Long
ABS-MBS
CORP
US
N
2
2034-10-19
Floating
3.02556960
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-1, Class A1
693577AA6
3121888.38000000
PA
USD
2984720.41000000
0.145431818861
Long
ABS-MBS
CORP
US
Y
2
2026-01-25
Variable
2.11500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-101, Class AE
3136AGC26
3125824.04000000
PA
USD
3027604.08000000
0.147521344603
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Fixed
3.00000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I LLC
N/A
Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A1
741389AA8
3513402.03000000
PA
USD
3348251.05000000
0.163145009688
Long
ABS-O
CORP
US
Y
2
2060-09-27
Variable
2.23949880
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAS4
860000.00000000
PA
USD
758080.03000000
0.036937783933
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1466, Class PZ
312914MW1
2179.24000000
PA
USD
2187.93000000
0.000106607854
Long
ABS-MBS
USGSE
US
N
2
2023-02-15
Fixed
7.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAL3
1000000.00000000
PA
USD
764425.66000000
0.037246977554
Long
DBT
CORP
ES
N
2
2032-11-22
Variable
3.22499880
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
790000.00000000
PA
USD
704024.30000000
0.034303894639
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 365, Class 8
3136FCZH2
140585.00000000
PA
USD
30270.70000000
0.001474953213
Long
ABS-MBS
USGSE
US
N
2
2036-05-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140J73J2
1882919.83000000
PA
USD
1900885.13000000
0.092621466646
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DBG5
167000.00000000
PA
USD
109154.68000000
0.005318609942
Long
DBT
CORP
US
Y
2
2051-12-15
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-13, Class SJ
31392A7G7
152733.60000000
PA
USD
4609.91000000
0.000224619898
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Floating
1.59999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DTT6
51385.35000000
PA
USD
51107.60000000
0.002490240359
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
1215000.00000000
PA
USD
1021860.48000000
0.049790602741
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAG0
7325000.00000000
PA
USD
7141875.00000000
0.347991010431
Long
ABS-MBS
CORP
US
N
2
2024-02-25
Fixed
3.69000000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AG0
750000.00000000
PA
USD
690760.64000000
0.033657616953
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.61600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3117, Class OK
31396HVU0
105967.16000000
PA
USD
89980.90000000
0.004384359052
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 Inflation Indexed Bonds
912810PZ5
300000.00000000
PA
USD
457795.51000000
0.022306288208
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2021-RTL1, Class A1
501894AA7
2075000.00000000
PA
USD
2001165.28000000
0.097507661199
Long
ABS-MBS
CORP
US
Y
2
2026-09-25
Variable
2.09000160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138EQLH3
701768.64000000
PA
USD
716151.63000000
0.034894804144
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.50000000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494AZ6
300000.00000000
PA
USD
299688.77000000
0.014602467543
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.87500000
N
N
N
N
N
N
FNMA, Grantor Trust
N/A
FNMA, Grantor Trust, Series 2017-T1, Class A
3136AV6R5
4836871.02000000
PA
USD
4648674.66000000
0.226508723843
Long
ABS-O
USGSE
US
N
2
2027-06-25
Fixed
2.89800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1699, Class FC
3133T4J72
885.30000000
PA
USD
886.87000000
0.000043213132
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
2.59913880
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 21A
8426EPAE8
420000.00000000
PA
USD
292443.50000000
0.014249438566
Long
DBT
CORP
US
N
2
2051-09-30
Fixed
3.15000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBF1
832000.00000000
PA
USD
607314.13000000
0.029591648936
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XBT2
430000.00000000
PA
USD
415194.29000000
0.020230524967
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
1246000.00000000
PA
USD
1113793.92000000
0.054270100167
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138MDZ47
274294.97000000
PA
USD
270301.82000000
0.013170575438
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.00000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2005-6, Class 2A7
05946XP23
144178.22740000
PA
USD
128577.67000000
0.006265003700
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDT6
815000.00000000
PA
USD
701980.18000000
0.034204293990
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164QNA2
1936000.00000000
PA
USD
1830555.31000000
0.089194615136
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAC7
350000.00000000
PA
USD
359085.74000000
0.017496611113
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.65000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JU2
695000.00000000
PA
USD
516654.76000000
0.025174231133
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.20000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABT3
805000.00000000
PA
USD
669028.61000000
0.032598714203
Long
DBT
CORP
US
Y
2
2028-01-10
Fixed
1.80000000
N
N
N
N
N
N
China Southern Power Grid International Finance BVI Co. Ltd.
N/A
China Southern Power Grid International Finance BVI Co. Ltd.
16892DAC2
1234000.00000000
PA
USD
1201286.66000000
0.058533222526
Long
DBT
CORP
VG
Y
2
2027-05-08
Fixed
3.50000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2017-1, Class A
00908PAB3
552664.00000000
PA
USD
435851.94000000
0.021237078078
Long
ABS-O
CORP
CA
Y
2
2030-01-15
Fixed
3.55000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBK7
755000.00000000
PA
USD
519502.94000000
0.025313009960
Long
DBT
CORP
FR
Y
2
2043-01-21
Variable
4.02699960
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261LAD0
795000.00000000
PA
USD
787517.00000000
0.038372113284
Long
DBT
CORP
US
N
2
2023-07-14
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31410GH97
3611.31000000
PA
USD
3766.38000000
0.000183518527
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
6.50000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AC3
226000.00000000
PA
USD
226135.60000000
0.011018556882
Long
DBT
NUSS
CO
N
2
2023-09-18
Fixed
5.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31408EN81
18454.56000000
PA
USD
18502.45000000
0.000901540039
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-46, Class UC
31395D5M7
121420.60000000
PA
USD
123047.99000000
0.005995567602
Long
ABS-MBS
USGSE
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CQ9
1545000.00000000
PA
USD
1447211.22000000
0.070516005216
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAN8
455000.00000000
PA
USD
412677.14000000
0.020107875723
Long
DBT
CORP
CA
N
2
2035-03-15
Fixed
4.12500000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
359000.00000000
PA
USD
308235.74000000
0.015018922427
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCH2
443000.00000000
PA
USD
427117.57000000
0.020811492046
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.55000000
N
N
N
N
N
N
Brooklyn Union Gas Co. (The)
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co. (The)
114259AQ7
440000.00000000
PA
USD
351652.60000000
0.017134428087
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2075, Class PM
3133TGCK3
72827.17000000
PA
USD
75482.14000000
0.003677900574
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
Fixed
6.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 355, Class 11
3136FCNL6
94968.83000000
PA
USD
15088.26000000
0.000735182125
Long
ABS-MBS
USGSE
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
2795000.00000000
PA
USD
2471282.23000000
0.120414317007
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CGP2
1244.85000000
PA
USD
1253.11000000
0.000061058337
Long
ABS-MBS
USGA
US
N
2
2025-05-20
Fixed
8.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HP5
500000.00000000
PA
USD
454470.96000000
0.022144298042
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAA9
425000.00000000
PA
USD
467424.79000000
0.022775479124
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1994-37, Class L
31359GP34
11273.57000000
PA
USD
11405.58000000
0.000555741917
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
6.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAN2
371000.00000000
PA
USD
367011.11000000
0.017882778263
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-10, Class 1A1
576434VU5
1882.55000000
PA
USD
1797.42000000
0.000087580082
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
5619.37000000
PA
USD
5615.02000000
0.000273594326
Long
ABS-MBS
USGSE
US
N
2
2023-05-15
Fixed
5.00000000
N
N
N
N
N
N
Public Service Co. of Oklahoma
F3TJNSIZRGXRH8GEIK79
Public Service Co. of Oklahoma, Series G
744533BJ8
2490000.00000000
PA
USD
2751989.28000000
0.134091891869
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCJ8
3195000.00000000
PA
USD
2900960.16000000
0.141350563724
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H23, Class FB
38376RHF6
1581321.64000000
PA
USD
1569191.64000000
0.076459554999
Long
ABS-MBS
USGA
US
N
2
2065-09-20
Floating
2.31756840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31403KWA7
29112.48000000
PA
USD
29877.80000000
0.001455808987
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-52, Class AP
38373QR86
76352.45900000
PA
USD
69224.04000000
0.003372971891
Long
ABS-MBS
USGA
US
N
2
2033-06-16
None
0.00000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2019-2A, Class D
96041LAF9
1897024.65000000
PA
USD
1893973.10000000
0.092284674934
Long
ABS-O
CORP
US
Y
2
2024-11-15
Fixed
3.20000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
255000.00000000
PA
USD
221471.60000000
0.010791301425
Long
DBT
CORP
CH
Y
2
2027-08-10
Variable
1.49400000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286F2
560000.00000000
PA
USD
542106.25000000
0.026414366213
Long
DBT
UST
US
N
2
2026-02-28
Fixed
2.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AU4
375000.00000000
PA
USD
332649.15000000
0.016208476601
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
4.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138MN2S8
437322.46000000
PA
USD
428957.46000000
0.020901141498
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.50000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAN3
115000.00000000
PA
USD
116158.63000000
0.005659880496
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128Q3NB3
8203.84000000
PA
USD
8434.58000000
0.000410978631
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Variable
3.25000080
N
Y
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36202SD54
30599.20000000
PA
USD
31942.31000000
0.001556403147
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138WQAD4
726914.88000000
PA
USD
713009.08000000
0.034741682008
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-52, Class KB
313921KW7
19210.76000000
PA
USD
20147.62000000
0.000981701673
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A5
17307GBH0
14938.61800000
PA
USD
14372.76000000
0.000700319072
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2230, Class Z
3133TNSS4
34827.53000000
PA
USD
37890.59000000
0.001846235715
Long
ABS-MBS
USGSE
US
N
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DA0
701000.00000000
PA
USD
655848.74000000
0.031956519222
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-21, Class LO
31392CNN0
5344.37500000
PA
USD
4825.24000000
0.000235111947
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
None
0.00000000
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AD3
1102000.00000000
PA
USD
986572.45000000
0.048071177910
Long
DBT
CORP
JP
Y
2
2030-09-17
Fixed
4.81000000
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
2940880.82000000
PA
USD
2759077.92000000
0.134437288980
Long
ABS-O
CORP
US
Y
3
2051-03-27
Variable
2.11569840
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAW9
190000.00000000
PA
USD
170883.61000000
0.008326379292
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BS1
1225000.00000000
PA
USD
889922.69000000
0.043361875711
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BH6
325000.00000000
PA
USD
255896.88000000
0.012468688381
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2022-M1S, Class A2
3136BNET9
5230000.00000000
PA
USD
4507047.16000000
0.219607861419
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
2.15100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31412BTY8
69976.04000000
PA
USD
69422.26000000
0.003382630248
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Variable
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H21, Class CF
38375BWA6
9296.22000000
PA
USD
9268.16000000
0.000451595185
Long
ABS-MBS
USGA
US
N
2
2061-05-20
Floating
2.49756840
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
780000.00000000
PA
USD
693352.42000000
0.033783902577
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAP8
980000.00000000
PA
USD
865606.66000000
0.042177066421
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
1.62699840
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
355000.00000000
PA
USD
324148.86000000
0.015794296220
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2004-T3, Class 1A3
31393YU78
229901.81000000
PA
USD
247045.04000000
0.012037378572
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
7.00000000
N
N
N
N
N
N
Southern Natural Gas Co. LLC
N/A
Southern Natural Gas Co. LLC
843452AZ6
351000.00000000
PA
USD
405165.91000000
0.019741887727
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8.00000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAA4
127000.00000000
PA
USD
128299.75000000
0.006251461925
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
3947000.00000000
PA
USD
3439673.18000000
0.167599593308
Long
DBT
CORP
FR
Y
2
2026-12-14
Variable
1.48799880
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAL7
334000.00000000
PA
USD
335707.52000000
0.016357497029
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
5.00000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAX4
850000.00000000
PA
USD
757419.33000000
0.036905591034
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABY0
915000.00000000
PA
USD
658539.09000000
0.032087607713
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2004-QA6, Class NB2
76110HH44
298736.90900000
PA
USD
277387.11000000
0.013515809320
Long
ABS-MBS
CORP
US
N
2
2034-12-26
Variable
3.25170360
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H26, Class MA
38375BYQ9
2927.02000000
PA
USD
2907.40000000
0.000141664347
Long
ABS-MBS
USGA
US
N
2
2062-07-20
Floating
2.34757080
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBP5
905000.00000000
PA
USD
688680.52000000
0.033556262188
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.00000000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
440000.00000000
PA
USD
384432.64000000
0.018731649998
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBM2
555000.00000000
PA
USD
530890.38000000
0.025867867998
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2283, Class K
3133TRJM8
7643.78000000
PA
USD
7716.95000000
0.000376011793
Long
ABS-MBS
USGSE
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBZ7
950000.00000000
PA
USD
943040.56000000
0.045950067363
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
5.30399880
N
N
N
N
N
N
Children's Hospital
549300C1PQZDYQ6KZS51
Children's Hospital, Series 2020
16876DAA6
650000.00000000
PA
USD
451335.81000000
0.021991536475
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
2.92800000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
240000.00000000
PA
USD
209120.59000000
0.010189493013
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXR0
880000.00000000
PA
USD
695861.29000000
0.033906148375
Long
DBT
CORP
US
N
2
2032-01-27
Variable
1.99199880
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGC2
1045000.00000000
PA
USD
805629.94000000
0.039254674277
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2234, Class PZ
3133TNXB5
27242.08000000
PA
USD
29706.02000000
0.001447438931
Long
ABS-MBS
USGSE
US
N
2
2030-05-15
Fixed
7.50000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBD3
915000.00000000
PA
USD
717011.71000000
0.034936711921
Long
DBT
CORP
FR
Y
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LG5D0
2172000.00000000
PA
USD
2179681.67000000
0.106205951065
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.87000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A
31393AP68
35396.19000000
PA
USD
36609.24000000
0.001783801371
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Variable
5.05670040
N
N
N
N
N
N
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
96145DAF2
400000.00000000
PA
USD
393086.47000000
0.019153311683
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
560000.00000000
PA
USD
546670.54000000
0.026636763257
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEB3
12700000.00000000
PA
USD
11640839.81000000
0.567205055781
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
Children's Hospital Corp. (The)
549300NXFO6BISJLOS32
Children's Hospital Corp. (The), Series 2020
16876BAB8
580000.00000000
PA
USD
393054.68000000
0.019151762702
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.58500000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AZ9
590000.00000000
PA
USD
432951.33000000
0.021095744576
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBP3
1057000.00000000
PA
USD
919961.45000000
0.044825527546
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
1.23400080
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MEZ3
700000.00000000
PA
USD
694672.64000000
0.033848230879
Long
DBT
CORP
US
N
2
2035-12-09
Fixed
4.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418MZV7
1747654.08000000
PA
USD
1899077.87000000
0.092533407105
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-21, Class PE
31392CPT5
51825.59000000
PA
USD
55278.77000000
0.002693482457
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
6.50000000
N
N
N
N
N
N
Continental Finance Credit Card ABS Master Trust
N/A
Continental Finance Credit Card ABS Master Trust, Series 2020-1A, Class A
66981PAA6
2070000.00000000
PA
USD
1952971.31000000
0.095159388747
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
2.24000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418MZT2
58251.40000000
PA
USD
65827.83000000
0.003207490060
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
7.00000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAL9
515000.00000000
PA
USD
401556.46000000
0.019566015683
Long
DBT
CORP
US
N
2
2039-12-31
Fixed
2.74200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2436, Class MC
3133TVR99
49408.19000000
PA
USD
52202.53000000
0.002543591306
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1890, Class H
3133T85L7
6382.21000000
PA
USD
6644.10000000
0.000323736703
Long
ABS-MBS
USGSE
US
N
2
2026-09-15
Fixed
7.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class PO3
17307GCA4
9991.89400000
PA
USD
7250.54000000
0.000353285760
Long
ABS-MBS
CORP
US
N
3
2033-09-25
None
0.00000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAB0
859000.00000000
PA
USD
798704.59000000
0.038917233543
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410S5Y9
61250.14000000
PA
USD
62608.31000000
0.003050617528
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
3.83900040
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A3, Class 6A1
46628KAT7
31085.32000000
PA
USD
30622.71000000
0.001492105055
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.74886360
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AT8
800000.00000000
PA
USD
796059.59000000
0.038788354751
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410XDA1
52837.50000000
PA
USD
53965.82000000
0.002629508389
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
2.32499880
N
N
N
N
N
N
Baxalta, Inc.
5493000JW8DCO3T45R55
Baxalta, Inc.
07177MAN3
50000.00000000
PA
USD
49374.13000000
0.002405776268
Long
DBT
CORP
US
N
2
2045-06-23
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Whole Loan, Series 2007-101, Class A2
31396XC69
215871.86000000
PA
USD
212799.79000000
0.010368763656
Long
ABS-MBS
USGSE
US
N
2
2036-06-27
Floating
2.68203240
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-29, Class J
31359PFV3
7692.89000000
PA
USD
8092.43000000
0.000394307222
Long
ABS-MBS
USGSE
US
N
2
2027-04-20
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1638, Class H
3133T2W48
21286.36000000
PA
USD
21566.03000000
0.001050814326
Long
ABS-MBS
USGSE
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC Multi-Family WI Certificates
N/A
FHLMC Multi-family WI Certificates WI-K150, Series K150, Class A2
3137H8U41
4145000.00000000
PA
USD
4090699.67000000
0.199321146272
Long
ABS-MBS
CORP
US
N
2
2032-11-25
Fixed
3.71000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class QS
31339NJ23
60810.76000000
PA
USD
70089.62000000
0.003415147658
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
13.28339880
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
170000.00000000
PA
USD
149065.18000000
0.007263266664
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
840000.00000000
PA
USD
634874.60000000
0.030934544997
Long
DBT
CORP
CH
Y
2
2032-05-14
Variable
3.09099960
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AE8
1480000.00000000
PA
USD
1157297.68000000
0.056389840067
Long
DBT
CORP
CH
Y
2
2032-02-11
Variable
2.09499840
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AL4
325000.00000000
PA
USD
317729.45000000
0.015481507636
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406VQ74
37682.15000000
PA
USD
37173.09000000
0.001811275211
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
3.03599880
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBA6
720000.00000000
PA
USD
619499.77000000
0.030185399621
Long
DBT
CORP
JP
N
2
2030-09-13
Variable
2.86899840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 2A
31392GWB7
129775.06000000
PA
USD
129366.11000000
0.006303420787
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Variable
5.33489040
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PAQ7
1000000.00000000
PA
USD
988305.42000000
0.048155617638
Long
DBT
CORP
AU
Y
2
2025-07-29
Fixed
4.00000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-RPL1, Class A1
12660KAC5
5587516.75000000
PA
USD
5277644.80000000
0.257155571422
Long
ABS-MBS
CORP
US
Y
2
2060-09-27
Variable
1.66772880
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBS-BAMLL Trust, Series 2012-WRM, Class A
90269PAA9
70859.16000000
PA
USD
70784.72000000
0.003449016712
Long
ABS-MBS
CORP
US
Y
2
2030-06-10
Fixed
3.66300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31403MJ75
42372.97000000
PA
USD
43089.17000000
0.002099538819
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
190000.00000000
PA
USD
190288.46000000
0.009271889170
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.50000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AR0
475000.00000000
PA
USD
458874.18000000
0.022358846879
Long
DBT
CORP
GB
N
2
2028-03-22
Fixed
4.37500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
300000.00000000
PA
USD
268606.73000000
0.013087981430
Long
DBT
CORP
IT
Y
2
2034-04-02
Variable
7.29600120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400RV24
9034.20000000
PA
USD
9348.39000000
0.000455504427
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402HJY8
13866.15000000
PA
USD
14366.69000000
0.000700023308
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2835, Class QO
31395FEZ3
11656.30000000
PA
USD
10052.07000000
0.000489791545
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
None
0.00000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust, Series 2001-2, Class A
36228FEC6
314539.07000000
PA
USD
291738.20000000
0.014215072512
Long
ABS-MBS
CORP
US
Y
2
2032-06-19
Variable
7.49999880
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BK4
904000.00000000
PA
USD
850451.60000000
0.041438629436
Long
DBT
CORP
GB
N
2
2028-03-13
Variable
4.04100000
N
N
N
N
N
N
Fn sep32
N/A
Fn sep32
N/A
2850000.00000000
PA
USD
2808133.50000000
0.136827543760
Long
ABS-MBS
CORP
US
N
2
2032-09-01
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-80, Class SA
31397MRK5
242709.00000000
PA
USD
23427.15000000
0.001141498220
Long
ABS-MBS
USGSE
US
N
2
2038-09-25
Floating
3.40629120
N
N
N
N
N
N
CRH America, Inc.
549300RN11MJ182CNF63
CRH America, Inc.
12626PAM5
417000.00000000
PA
USD
410187.70000000
0.019986576660
Long
DBT
CORP
US
Y
2
2025-05-18
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
313615TX4
303.21000000
PA
USD
306.07000000
0.000014913395
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3047, Class OD
31396CJT8
486221.90000000
PA
USD
499115.63000000
0.024319629285
Long
ABS-MBS
USGSE
US
N
2
2035-10-15
Fixed
5.50000000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
00131LAH8
445000.00000000
PA
USD
422972.50000000
0.020609521681
Long
DBT
CORP
HK
Y
2
2029-04-09
Fixed
3.60000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAN0
772000.00000000
PA
USD
515454.75000000
0.025115760116
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
1500000.00000000
PA
USD
1318028.25000000
0.064221508006
Long
DBT
CORP
FR
Y
2
2027-01-26
Variable
1.24700040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-51, Class SY
31393Y4T9
49902.80000000
PA
USD
48589.05000000
0.002367522899
Long
ABS-MBS
USGSE
US
N
2
2034-07-25
Floating
9.35258040
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
2470000.00000000
PA
USD
2399744.75000000
0.116928621731
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138WQH88
471342.29000000
PA
USD
462325.46000000
0.022527012020
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H15, Class FD
38376RDD5
1144575.35000000
PA
USD
1133665.14000000
0.055238334129
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
2.23756920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BYK8
46444.34000000
PA
USD
50403.58000000
0.002455936673
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
1366000.00000000
PA
USD
1076861.40000000
0.052470546835
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A
92922FAS7
26219.57060000
PA
USD
25687.81000000
0.001251649875
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
4.15360440
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust, Series 2019-1A, Class A
35041JAA3
383290.46000000
PA
USD
377234.28000000
0.018380906732
Long
ABS-O
CORP
US
Y
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series 08-A
842400FH1
200000.00000000
PA
USD
207124.83000000
0.010092248727
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607
31398LQT8
129092.64000000
PA
USD
106484.45000000
0.005188501808
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3260, Class CS
31397ELL7
161026.23000000
PA
USD
18491.04000000
0.000900984082
Long
ABS-MBS
USGSE
US
N
2
2037-01-15
Floating
3.74900040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 383, Class 32
3136FFPD5
35033.79000000
PA
USD
10029.77000000
0.000488704968
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M8, Class A2
3136B2GX4
2345688.67000000
PA
USD
2284875.52000000
0.111331567818
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
3.41200080
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2B6
1200000.00000000
PA
USD
928542.70000000
0.045243652738
Long
DBT
CORP
FR
Y
2
2035-08-12
Variable
2.58800040
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
628000.00000000
PA
USD
586649.42000000
0.028584751824
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K737, Class B
30300SAS1
550000.00000000
PA
USD
515678.85000000
0.025126679488
Long
ABS-MBS
USGSE
US
Y
2
2053-01-25
Variable
3.41646480
N
N
N
N
N
N
Ohio State University (The)
JFC10ZULKO4X2E3HBY86
Ohio State University (The), General Receipts, Series 2011-A
677632PA3
1563000.00000000
PA
USD
1457634.11000000
0.071023865130
Long
DBT
MUN
US
N
2
2111-06-01
Fixed
4.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2716, Class UN
31394MNE6
26654.31000000
PA
USD
26631.18000000
0.001297615995
Long
ABS-MBS
USGSE
US
N
2
2023-12-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-165, Class SD
31359D4W0
547.07000000
PA
USD
535.76000000
0.000026105142
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Floating
7.18775640
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BJ8
400000.00000000
PA
USD
397908.00000000
0.019388242860
Long
DBT
CORP
GB
Y
2
2024-03-15
Variable
3.88500120
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
33320.22000000
PA
USD
32091.77000000
0.001563685652
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BC7
291000.00000000
PA
USD
278154.47000000
0.013553199274
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
545000.00000000
PA
USD
483606.89000000
0.023563959086
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400120
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBE1
610000.00000000
PA
USD
482299.21000000
0.023500241801
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.70000000
N
N
N
N
N
N
SART
N/A
SART
N/A
921052.35000000
PA
USD
905854.99000000
0.044138184058
Long
ABS-MBS
CORP
US
N
2
2025-06-15
Fixed
4.75700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G93-37, Class H
31359E2U4
145.25700000
PA
USD
144.18000000
0.000007025234
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1987, Class PE
3133TBEZ9
12572.19000000
PA
USD
13230.14000000
0.000644644408
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
3519410.77000000
PA
USD
391375.02000000
0.019069920527
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Variable
2.07200160
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust, Series 2017-1A, Class A2
42771XAC0
889806.83000000
PA
USD
869434.26000000
0.042363567920
Long
ABS-O
CORP
KY
Y
2
2047-09-20
Fixed
4.46000000
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1995-2, Class Z
31359LMW2
3948.22000000
PA
USD
4080.65000000
0.000198831471
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
8.50000000
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 30 Year
01F032690
53760000.00000000
PA
USD
51218999.73000000
2.495668360108
Long
ABS-MBS
USGSE
US
N
2
2052-09-25
Fixed
3.50000000
N
N
N
N
N
N
Bear Stearns ARM Trust
N/A
Bear Stearns ARM Trust, Series 2004-1, Class 12A1
07384MG48
158466.21000000
PA
USD
150868.25000000
0.007351122045
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
2.91312720
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3385, Class SN
31397PAT7
28742.36000000
PA
USD
2528.29000000
0.000123192045
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Floating
3.60900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 218, Class 2
31364HVN4
185.62000000
PA
USD
2.53000000
0.000000123275
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LYA31
260585.67000000
PA
USD
259047.13000000
0.012622185703
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
71644EAJ1
1195000.00000000
PA
USD
1317137.47000000
0.064178104358
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
6.80000000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2019-2A, Class B
55400DAB7
1657692.40000000
PA
USD
1550441.19000000
0.075545931050
Long
ABS-O
CORP
US
Y
3
2038-10-20
Fixed
2.44000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-16, Class OA
31394V4X5
85708.76000000
PA
USD
73677.99000000
0.003589992570
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
None
0.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
1265000.00000000
PA
USD
1176782.20000000
0.057339231901
Long
DBT
CORP
US
N
2
2039-04-22
Variable
4.45700160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405H4U9
62262.73000000
PA
USD
62011.42000000
0.003021533799
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Variable
3.89400120
N
N
N
N
N
N
LL ABS Trust
N/A
LL ABS Trust, Series 2022-1A, Class B
50203YAB1
2900000.00000000
PA
USD
2819636.07000000
0.137388011558
Long
ABS-O
CORP
US
Y
3
2029-11-15
Fixed
5.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2306, Class K
3133TSJA2
2898.42700000
PA
USD
2819.22000000
0.000137367738
Long
ABS-MBS
USGSE
US
N
2
2024-05-15
None
0.00000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAF4
1007000.00000000
PA
USD
807759.08000000
0.039358417563
Long
DBT
CORP
GB
Y
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
Prudential Insurance Co. of America (The)
X574KRZ6V5A7UBU45C31
Prudential Insurance Co. of America (The)
743917AH9
1750000.00000000
PA
USD
1910590.64000000
0.093094371903
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
8.30000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7
576433UM6
183100.64000000
PA
USD
174882.55000000
0.008521229408
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Variable
3.70434960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400JBY4
4094.10000000
PA
USD
4232.62000000
0.000206236276
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAD0
435000.00000000
PA
USD
383430.50000000
0.018682820285
Long
DBT
CORP
GB
Y
2
2026-09-29
Fixed
1.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2017-M3, Class A2
3136AVYL7
908939.89000000
PA
USD
863534.62000000
0.042076105358
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Variable
2.55399840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9X98
4649317.15000000
PA
USD
4442642.64000000
0.216469722766
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
2.78000000
N
N
N
N
N
N
Toorak Mortgage Corp. Ltd.
N/A
Toorak Mortgage Corp. Ltd., Series 2019-2, Class A1
89052LAA1
451022.63000000
PA
USD
449608.85000000
0.021907389587
Long
ABS-MBS
CORP
US
N
2
2022-09-25
Variable
3.72099960
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2022-B, Class B
52606WAB4
5237000.00000000
PA
USD
5058837.78000000
0.246494102833
Long
ABS-O
CORP
US
Y
3
2029-10-15
Fixed
5.99000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GFD1
685000.00000000
PA
USD
759269.82000000
0.036995756975
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBJ9
4500000.00000000
PA
USD
3921855.48000000
0.191094138619
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31385XNG8
19.35000000
PA
USD
20.15000000
0.000000981817
Long
ABS-MBS
USGSE
US
N
2
2022-12-01
Fixed
6.50000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AM2
594000.00000000
PA
USD
546783.43000000
0.026642263872
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LAF61
7000000.00000000
PA
USD
6384490.35000000
0.311087109195
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
3.12000000
N
N
N
N
N
N
Mayo Clinic
5493001OHMD58DCY4635
Mayo Clinic, Series 2016
578454AD2
225000.00000000
PA
USD
207181.33000000
0.010095001714
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.12800000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SY5
18355000.00000000
PA
USD
14967928.91000000
0.729318940118
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2568, Class KG
31393KKC8
5782.85000000
PA
USD
5789.87000000
0.000282113970
Long
ABS-MBS
USGSE
US
N
2
2023-02-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W15, Class 2AF
31394B2B9
173621.67000000
PA
USD
172831.07000000
0.008421270140
Long
ABS-MBS
USGSE
US
N
2
2044-08-25
Floating
2.69371080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1981, Class Z
3133TAUE0
25271.20000000
PA
USD
25808.68000000
0.001257539320
Long
ABS-MBS
USGSE
US
N
2
2027-05-15
Fixed
6.00000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AT5
395000.00000000
PA
USD
375853.86000000
0.018313645158
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-HYB6, Class A3
12669GBC4
124568.74000000
PA
USD
119854.51000000
0.005839963880
Long
ABS-MBS
CORP
US
N
2
2034-11-20
Variable
2.90923200
N
N
N
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865BC8
445000.00000000
PA
USD
343096.64000000
0.016717535161
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607, Class BO
31398LQM3
60193.94000000
PA
USD
51559.44000000
0.002512256462
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31401YSJ5
8765.88000000
PA
USD
8689.38000000
0.000423393874
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Variable
2.66299920
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AC5
2393000.00000000
PA
USD
2215553.98000000
0.107953845197
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
40414LAR0
772000.00000000
PA
USD
710135.78000000
0.034601679198
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2006-4, Class 1A4
05950AAD8
245494.87940000
PA
USD
209158.10000000
0.010191320704
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 310
3132HTSS6
673541.57000000
PA
USD
546393.79000000
0.026623278491
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
None
0.00000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BF6
442000.00000000
PA
USD
416877.56000000
0.020312543040
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.87500000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
00131LAK1
520000.00000000
PA
USD
413140.00000000
0.020130428780
Long
DBT
CORP
HK
Y
2
2040-09-16
Fixed
3.20000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAD6
485000.00000000
PA
USD
387074.59000000
0.018860380178
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
MASTR Resecuritization Trust
N/A
MASTR Resecuritization Trust, Series 2005-PO, Class 3PO
576435BB6
55916.69730000
PA
USD
44629.86000000
0.002174609619
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
400000.00000000
PA
USD
390040.23000000
0.019004882295
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 20 Year
3132D9DH4
1832202.24000000
PA
USD
1815165.31000000
0.088444730596
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
3.50000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
85325WAA6
570000.00000000
PA
USD
535910.77000000
0.026112488716
Long
DBT
CORP
GB
Y
2
2026-01-30
Variable
2.81900160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-19, Class IP
31397NUK9
543514.50000000
PA
USD
116000.67000000
0.005652183826
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
5.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAC7
800000.00000000
PA
USD
789582.86000000
0.038472773224
Long
DBT
CORP
FR
Y
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 3A23
225458QV3
1037598.36000000
PA
USD
1001324.96000000
0.048790000469
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.50000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AN6
1370000.00000000
PA
USD
1173265.18000000
0.057167863550
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31381BJC4
6558.74000000
PA
USD
6779.43000000
0.000330330717
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
6.00000000
N
N
N
N
N
N
Scentre Group Trust 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
1320000.00000000
PA
USD
1219350.00000000
0.059413366737
Long
DBT
CORP
AU
Y
2
2080-09-24
Variable
4.74999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-27, Class J
31359NR78
3154.16000000
PA
USD
3345.06000000
0.000162989524
Long
ABS-MBS
USGSE
US
N
2
2027-04-18
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2466, Class PH
31392MN99
132232.35000000
PA
USD
141285.82000000
0.006884213916
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust, Series 2020-A, Class A4
80286KAD4
3955000.00000000
PA
USD
3944425.52000000
0.192193873776
Long
ABS-O
CORP
US
Y
2
2024-03-20
Fixed
1.76000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36183SYB1
951702.33000000
PA
USD
952861.73000000
0.046428608205
Long
ABS-MBS
USGA
US
N
2
2045-03-20
Fixed
4.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-79, Class SY
383742AS2
135062.34000000
PA
USD
4467.55000000
0.000217683344
Long
ABS-MBS
USGA
US
N
2
2037-12-20
Floating
4.18186080
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205AR5
640000.00000000
PA
USD
647720.00000000
0.031560442779
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A
31397KYA3
518953.11000000
PA
USD
459124.51000000
0.022371044319
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
160634.57000000
PA
USD
169064.19000000
0.008237727250
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
832000.00000000
PA
USD
766921.77000000
0.037368601615
Long
DBT
CORP
FR
Y
2
2026-06-09
Variable
2.21900040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31389DS73
125420.96000000
PA
USD
130967.20000000
0.006381434603
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
5.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-54CB, Class 1A2
12668ANU5
1708959.02000000
PA
USD
112993.12000000
0.005505639625
Long
ABS-MBS
CORP
US
N
3
2035-11-25
Floating
2.40629040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G93-1, Class KA
31358R6V0
128.93000000
PA
USD
129.19000000
0.000006294839
Long
ABS-MBS
USGSE
US
N
2
2023-01-25
Fixed
7.90000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
490000.00000000
PA
USD
351526.69000000
0.017128293066
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Indexed Bonds
912810PV4
300000.00000000
PA
USD
445414.45000000
0.021703015596
Long
DBT
UST
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
5329000.00000000
PA
USD
4030888.91000000
0.196406840602
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Time Warner Entertainment Co. LP
N/A
Time Warner Entertainment Co. LP
88731EAJ9
700000.00000000
PA
USD
806039.14000000
0.039274612727
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.37500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
784000.00000000
PA
USD
519402.60000000
0.025308120849
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-188, Class W
38379HTQ8
303392.67000000
PA
USD
306138.53000000
0.014916734945
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Variable
4.55406840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3424, Class PI
31397T4Y5
175494.20000000
PA
USD
24140.67000000
0.001176264796
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Floating
4.40899920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1470, Class F
312914LG7
23.90000000
PA
USD
23.92000000
0.000001165512
Long
ABS-MBS
USGSE
US
N
2
2023-02-15
Floating
1.36699920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LAAW9
3698837.80000000
PA
USD
3501443.33000000
0.170609371121
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.97000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BK6
1480000.00000000
PA
USD
1463017.80000000
0.071286187801
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.26899880
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WB85
950000.00000000
PA
USD
895456.33000000
0.043631504762
Long
DBT
CORP
CA
N
2
2025-05-01
Fixed
1.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-77, Class S
31392F6E2
29151.08000000
PA
USD
31509.85000000
0.001535331343
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
Floating
10.00319400
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31410GNM1
47783.25000000
PA
USD
48910.29000000
0.002383175459
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
Spectra Energy Partners LP
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAG4
495000.00000000
PA
USD
431782.99000000
0.021038816694
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Mortgage-Backed Securities Trust
N/A
Wells Fargo Mortgage-Backed Securities Trust, Series 2007-7, Class A7
94985JAG5
103940.33000000
PA
USD
89304.37000000
0.004351394830
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-75, Class WA
38378J4C3
719604.59000000
PA
USD
743210.50000000
0.036213259523
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Variable
5.12646840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSEN7
3000000.00000000
PA
USD
3000578.22000000
0.146204497650
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.81000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4ZC4
55067.70000000
PA
USD
56592.63000000
0.002757500865
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Variable
3.13800120
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404J2J3
30574.56000000
PA
USD
30532.19000000
0.001487694428
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Variable
2.35000080
N
N
N
N
N
N
CGI, Inc.
549300WSRCZY73ZG3090
CGI, Inc.
12532HAC8
843000.00000000
PA
USD
745528.45000000
0.036326202659
Long
DBT
CORP
CA
N
2
2026-09-14
Fixed
1.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2575, Class ME
31393KSG1
448933.25000000
PA
USD
474721.14000000
0.023130996997
Long
ABS-MBS
USGSE
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
1047000.00000000
PA
USD
1025022.60000000
0.049944678433
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AV0
1100000.00000000
PA
USD
629236.88000000
0.030659844602
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAB2
985000.00000000
PA
USD
864231.43000000
0.042110057733
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AB0
420000.00000000
PA
USD
406575.40000000
0.019810565749
Long
DBT
CORP
AU
Y
2
2025-02-12
Fixed
3.50000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAS2
760000.00000000
PA
USD
638501.11000000
0.031111248296
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAT5
175000.00000000
PA
USD
169620.33000000
0.008264825417
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
2000000.00000000
PA
USD
1880710.14000000
0.091638431357
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2435, Class CJ
31392K2Z8
108491.28000000
PA
USD
115625.35000000
0.005633896193
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-35, Class UC
31393BL86
5217.44000000
PA
USD
5187.70000000
0.000252772971
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31391SQG8
37993.97000000
PA
USD
39446.29000000
0.001922037884
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
825000.00000000
PA
USD
655997.55000000
0.031963770055
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
62683.22000000
PA
USD
63470.04000000
0.003092605702
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Floating
13.29979680
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1591, Class PV
3133T1WB4
4634.48000000
PA
USD
4641.67000000
0.000226167418
Long
ABS-MBS
USGSE
US
N
2
2023-10-15
Fixed
6.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617JSK70
152579.80000000
PA
USD
153330.46000000
0.007471094314
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXTC6
4098444.06000000
PA
USD
3627014.06000000
0.176727860343
Long
ABS-MBS
USGSE
US
N
2
2061-07-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2638, Class DS
31393WXE4
1262.37000000
PA
USD
1249.71000000
0.000060892671
Long
ABS-MBS
USGSE
US
N
2
2023-07-15
Floating
6.20899920
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LL2
23462000.00000000
PA
USD
23160666.74000000
1.128513705592
Long
DBT
UST
US
N
2
2023-02-15
None
0.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
425000.00000000
PA
USD
376151.04000000
0.018328125385
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617VUET0
4812714.04000000
PA
USD
5005837.19000000
0.243911625701
Long
ABS-MBS
USGA
US
N
2
2071-10-20
Variable
4.58399880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-141, Class WC
38378GPG7
175731.25000000
PA
USD
173760.69000000
0.008466566284
Long
ABS-MBS
USGA
US
N
2
2042-01-20
Variable
3.70834920
N
N
N
N
N
N
American Tower Trust #1
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAJ1
750000.00000000
PA
USD
745927.58000000
0.036345650445
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
3.07000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-6, Class GS
31397M5Z6
227214.07000000
PA
USD
28967.09000000
0.001411434240
Long
ABS-MBS
USGSE
US
N
2
2039-02-25
Floating
4.10628960
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-1, Class A
90931MAA4
577895.75000000
PA
USD
480144.68000000
0.023395261376
Long
ABS-O
CORP
US
N
2
2028-07-07
Fixed
3.45000000
N
N
N
N
N
N
Southwestern Public Service Co.
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co.
845743BN2
200000.00000000
PA
USD
187957.42000000
0.009158308217
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2086, Class GB
3133TGE96
10778.77000000
PA
USD
11218.43000000
0.000546622951
Long
ABS-MBS
USGSE
US
N
2
2028-09-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-42, Class GB
31393BUX1
48802.76000000
PA
USD
49060.26000000
0.002390482814
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
4.00000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-13F, Class 3A3
36242DLW1
125605.87000000
PA
USD
120542.72000000
0.005873497216
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-61, Class ZC
31359QPC2
4234.28130000
PA
USD
4245.38000000
0.000206858013
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
7.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300XDUXW4MOV3QH87
FREMF Mortgage Trust, Series 2014-K39, Class C
30292GAQ1
4650000.00000000
PA
USD
4552706.19000000
0.221832617800
Long
ABS-MBS
USGSE
US
Y
2
2047-08-25
Variable
4.28180040
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
94973VBB2
535000.00000000
PA
USD
506488.07000000
0.024678854677
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JL2
795000.00000000
PA
USD
757811.25000000
0.036924687509
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W1, Class 2A2
31393U4Q3
69269.76000000
PA
USD
74668.15000000
0.003638238552
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138WTRM0
1846877.06000000
PA
USD
1756416.62000000
0.085582174755
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.00000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-8, Class 6A1
576434UW2
2121.94000000
PA
USD
2028.03000000
0.000098816656
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
5.50000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAM4
960000.00000000
PA
USD
839771.55000000
0.040918239288
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3274, Class JO
31397F6H0
22905.11000000
PA
USD
20219.45000000
0.000985201622
Long
ABS-MBS
USGSE
US
N
2
2037-02-15
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-46, Class TC
38373Q2J9
182444.81000000
PA
USD
184700.50000000
0.008999613353
Long
ABS-MBS
USGA
US
N
2
2033-03-20
Fixed
6.50000000
N
N
N
N
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust, Series 2021-EBO7, Class A1X
55349H106
6700000.00000000
PA
USD
6494812.50000000
0.316462604629
Long
ABS-MBS
CORP
US
Y
2
2023-02-15
Floating
2.85629040
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR3, Class C
74333AAE0
3250000.00000000
PA
USD
2947811.75000000
0.143633428118
Long
ABS-O
CORP
US
Y
3
2027-10-17
Fixed
1.69500000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAP3
700000.00000000
PA
USD
686488.10000000
0.033449435556
Long
DBT
CORP
AU
Y
2
2030-01-15
Variable
5.03300160
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638BM3
88000.00000000
PA
USD
91289.00000000
0.004448096802
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKD0
1120000.00000000
PA
USD
915449.49000000
0.044605680304
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57199840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A
31393LFK4
889606.91000000
PA
USD
969678.92000000
0.047248033207
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
6.50000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAS8
700000.00000000
PA
USD
570929.81000000
0.027818806891
Long
DBT
CORP
JP
N
2
2030-07-16
Fixed
2.67900000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust, Series 2007-2, Class AF2
75970QAE0
287131.89000000
PA
USD
89830.93000000
0.004377051698
Long
ABS-O
CORP
US
N
3
2037-06-25
Variable
5.67500040
N
N
N
N
N
N
Anheuser-Busch InBev Finance, Inc.
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance, Inc.
03524BAF3
70000.00000000
PA
USD
64481.65000000
0.003141896846
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-14, Class CO
38376WBS3
118828.43000000
PA
USD
102892.09000000
0.005013462482
Long
ABS-MBS
USGA
US
N
2
2035-08-20
None
0.00000000
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
33480.10000000
PA
USD
33015.65000000
0.001608702113
Long
ABS-MBS
CORP
US
N
2
2033-04-25
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L8K60
2000000.00000000
PA
USD
1965482.38000000
0.095768996153
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
3.55000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYM0
780000.00000000
PA
USD
692785.50000000
0.033756279150
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.94799960
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust, Series 2006-2, Class 1A1
52520MGG2
211122.91000000
PA
USD
150313.07000000
0.007324070655
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
5.91704640
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class B
90933JAA9
921875.01000000
PA
USD
836793.60000000
0.040773137360
Long
ABS-O
CORP
US
N
2
2025-10-07
Fixed
3.65000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
273000.00000000
PA
USD
229736.17000000
0.011193996244
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-81, Class SB
31397MUL9
302075.28000000
PA
USD
23615.91000000
0.001150695634
Long
ABS-MBS
USGSE
US
N
2
2038-09-25
Floating
3.40629120
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAQ0
920000.00000000
PA
USD
878010.68000000
0.042781457768
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBS8
1105000.00000000
PA
USD
983231.09000000
0.047908368670
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAB1
1105000.00000000
PA
USD
1026821.25000000
0.050032318448
Long
DBT
CORP
BM
Y
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617XXAR0
3992649.64000000
PA
USD
3853386.58000000
0.187757961257
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDU7
685000.00000000
PA
USD
667884.90000000
0.032542986429
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CN0
710000.00000000
PA
USD
644290.81000000
0.031393353983
Long
DBT
CORP
US
Y
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
Thornburg Mortgage Securities Trust
N/A
Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A
885220GF4
179440.43000000
PA
USD
171328.97000000
0.008348079655
Long
ABS-MBS
CORP
US
N
2
2044-12-25
Variable
2.02619160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-108, Class GU
3136AGMM1
3692257.09000000
PA
USD
3574530.95000000
0.174170597652
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3617JSLW4
524073.77000000
PA
USD
550793.33000000
0.026837648019
Long
ABS-MBS
USGA
US
N
2
2049-07-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3117, Class EO
31396HUN7
177816.29000000
PA
USD
151879.10000000
0.007400376157
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400RXM8
3693.48000000
PA
USD
3818.68000000
0.000186066867
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAG9
1604000.00000000
PA
USD
1382181.51000000
0.067347403905
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The)
29736RAQ3
1880000.00000000
PA
USD
1679842.40000000
0.081851062100
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.60000000
N
N
N
N
N
N
Commercial Mortgage Trust
549300NMFC2YLCA2NF13
Commercial Mortgage Trust, Series 2013-300P, Class A1
12625XAA5
3500000.00000000
PA
USD
3462028.85000000
0.168688883193
Long
ABS-MBS
CORP
US
Y
2
2030-08-10
Fixed
4.35300000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABQ9
1500000.00000000
PA
USD
1492572.48000000
0.072726252623
Long
DBT
CORP
US
Y
2
2022-11-10
Fixed
1.15000000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A
65246QAA7
3287116.48000000
PA
USD
3026046.46000000
0.147445448881
Long
ABS-O
CORP
US
Y
2
2026-11-25
Fixed
3.47400000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3004, Class EK
31395VXP9
1233142.82000000
PA
USD
1310174.66000000
0.063838838368
Long
ABS-MBS
USGSE
US
N
2
2035-07-15
Fixed
5.50000000
N
N
N
N
N
N
University of Miami
5493008ZSVWUNRYQE312
University of Miami, Series 2022
914453AA3
480000.00000000
PA
USD
423887.57000000
0.020654108871
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06300000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2019-2A, Class C
82652MAC4
900393.02000000
PA
USD
867567.03000000
0.042272586314
Long
ABS-O
CORP
US
Y
3
2036-05-20
Fixed
3.12000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408GY3
190000.00000000
PA
USD
167672.82000000
0.008169932133
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.10000000
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities Corp.
N/A
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4
22541QPB2
48845.56000000
PA
USD
46045.88000000
0.002243605818
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Fixed
5.25000000
N
N
N
N
N
N
Mid-State Capital Corp. Trust
N/A
Mid-State Capital Corp. Trust, Series 2006-1, Class M1
59548PAB5
426341.47000000
PA
USD
421328.59000000
0.020529421441
Long
ABS-O
CORP
US
Y
3
2040-10-15
Fixed
6.08300000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2005-5, Class 1A2
17307GXU7
174502.67000000
PA
USD
131364.84000000
0.006400809788
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
3.75981840
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDE3
520000.00000000
PA
USD
402654.38000000
0.019619512320
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DB1
273000.00000000
PA
USD
243684.93000000
0.011873655730
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.10000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAC2
925000.00000000
PA
USD
918317.06000000
0.044745403917
Long
DBT
CORP
IT
Y
2
2040-10-01
Fixed
5.70000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2021-GT2, Class A
30259RAK1
3370000.00000000
PA
USD
2931175.79000000
0.142822833627
Long
ABS-O
CORP
US
Y
2
2026-10-25
Variable
3.84999840
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAB8
88000.00000000
PA
USD
76070.82000000
0.003706584267
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2017-M8, Class A2
3136AW7J0
3579051.02000000
PA
USD
3467350.99000000
0.168948206812
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Variable
3.06100080
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAY8
895000.00000000
PA
USD
732809.54000000
0.035706468158
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CC1
1225000.00000000
PA
USD
1181433.45000000
0.057565866109
Long
DBT
CORP
DE
N
2
2024-09-18
Variable
2.22199920
N
N
N
N
N
N
Liberty Mutual Group, Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBG8
408000.00000000
PA
USD
396906.19000000
0.019339429226
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBB8
475000.00000000
PA
USD
473552.23000000
0.023074041342
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.90000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BY4
725000.00000000
PA
USD
653215.15000000
0.031828196387
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAR1
1252000.00000000
PA
USD
1042916.00000000
0.050816542243
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1963, Class Z
3133TAA28
19108.31000000
PA
USD
20165.27000000
0.000982561677
Long
ABS-MBS
USGSE
US
N
2
2027-01-15
Fixed
7.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKK4
435000.00000000
PA
USD
365483.38000000
0.017808338944
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200160
N
N
N
N
N
N
Ohio State University (The)
JFC10ZULKO4X2E3HBY86
Ohio State University (The), General Receipts, Series 2016A
677632G96
325000.00000000
PA
USD
298881.21000000
0.014563118826
Long
DBT
MUN
US
N
2
2056-12-01
Fixed
4.04800000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAX3
1096000.00000000
PA
USD
857624.15000000
0.041788115099
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128NFGD3
96404.32000000
PA
USD
98722.38000000
0.004810291522
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
2.51600040
N
Y
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAE0
175000.00000000
PA
USD
202303.61000000
0.009857332655
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3102, Class HS
31396H5V7
20518.86000000
PA
USD
22002.50000000
0.001072081520
Long
ABS-MBS
USGSE
US
N
2
2036-01-15
Floating
15.79966560
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
783000.00000000
PA
USD
769901.52000000
0.037513791249
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L94G4
2462546.52000000
PA
USD
2336732.09000000
0.113858302071
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
3.03000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3085, Class WF
31396FSM6
70475.15000000
PA
USD
71463.35000000
0.003482083258
Long
ABS-MBS
USGSE
US
N
2
2035-08-15
Floating
3.19100040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138NXRT6
804350.43000000
PA
USD
755297.20000000
0.036802189313
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-4, Class A3
80286FAC7
4829000.00000000
PA
USD
4801357.36000000
0.233948255766
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
4.14000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAM1
790000.00000000
PA
USD
714684.19000000
0.034823302482
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWL4
3776000.00000000
PA
USD
3569291.22000000
0.173915289496
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
3530.49000000
PA
USD
3654.18000000
0.000178051532
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
10.00000000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434LAB1
665000.00000000
PA
USD
615947.94000000
0.030012335138
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912834KV9
500000.00000000
PA
USD
245463.54000000
0.011960319287
Long
DBT
UST
US
N
2
2041-11-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-16, Class FC
31396PXY2
46340.04000000
PA
USD
46722.05000000
0.002276552500
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
3.19371120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2095, Class PE
3133TGWC9
81507.75000000
PA
USD
84710.74000000
0.004127568181
Long
ABS-MBS
USGSE
US
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-31, Class DB
31397SHK3
954984.25000000
PA
USD
943099.09000000
0.045952919263
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1995-19, Class Z
31359LZB4
12335.00000000
PA
USD
12422.16000000
0.000605275226
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CET4
12000000.00000000
PA
USD
11622187.44000000
0.566296210823
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1502, Class PX
312915HW4
5711.25000000
PA
USD
5738.85000000
0.000279627998
Long
ABS-MBS
USGSE
US
N
2
2023-04-15
Fixed
7.00000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2004-2, Class 30PO
06051GCR8
75538.80000000
PA
USD
56865.74000000
0.002770808271
Long
ABS-MBS
CORP
US
N
3
2034-09-20
None
0.00000000
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
1126000.00000000
PA
USD
1074230.96000000
0.052342377485
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Banc of America Mortgage Trust
N/A
Banc of America Mortgage Trust, Series 2004-A, Class 2A2
05948XT27
27700.65000000
PA
USD
27435.48000000
0.001336805867
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
2.63169720
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2F9
2927000.00000000
PA
USD
2757178.50000000
0.134344738903
Long
DBT
CORP
US
N
2
2027-06-17
Variable
3.19600080
N
N
N
N
N
N
Stellantis Finance US, Inc.
549300QZ0AI8Q7LNON33
Stellantis Finance US, Inc.
85855CAB6
785000.00000000
PA
USD
622159.93000000
0.030315017091
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
2.69100000
N
N
N
N
N
N
Oklahoma Gas and Electric Co.
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co.
678858BW0
675000.00000000
PA
USD
659522.38000000
0.032135518952
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.55300000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-2, Class MS
38374DPT0
80603.73000000
PA
USD
3289.16000000
0.000160265772
Long
ABS-MBS
USGA
US
N
2
2038-01-16
Floating
4.77313920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1686, Class SH
3133T4EV4
563.92000000
PA
USD
566.02000000
0.000027579574
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Floating
14.73943680
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust, Series 2013-2, Class A
48248XAA6
1564256.56440000
PA
USD
55942.51000000
0.002725823482
Long
ABS-O
CORP
US
Y
3
2039-03-25
Variable
1.62741960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H15, Class FA
38375BUB6
28.84000000
PA
USD
28.55000000
0.000001391111
Long
ABS-MBS
USGA
US
N
2
2062-05-20
Floating
2.24757000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-110
31396LVP2
234605.94000000
PA
USD
198862.69000000
0.009689672310
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
None
0.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HA8
308000.00000000
PA
USD
212932.59000000
0.010375234395
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75000000
N
N
N
N
N
N
vMobo, Inc.
N/A
vMobo, Inc.
91834VAC6
6000000.00000000
PA
USD
6000000.00000000
0.292352647251
Long
ABS-O
CORP
US
N
2
2027-07-18
Fixed
7.46000000
N
N
N
N
N
N
Renew
N/A
Renew, Series 2017-1A, Class A
75973LAA6
406918.04000000
PA
USD
370008.50000000
0.018028827413
Long
ABS-O
CORP
KY
Y
2
2052-09-20
Fixed
3.67000000
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H4CL3
918787.71000000
PA
USD
914225.89000000
0.044546059854
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 383, Class 33
3136FFPE3
91372.40000000
PA
USD
18581.05000000
0.000905369859
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Fixed
6.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HL4
525000.00000000
PA
USD
380496.88000000
0.018539878356
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAH3
36000.00000000
PA
USD
36247.07000000
0.001766154478
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.41700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 345, Class 6
3136FCCH7
34871.12000000
PA
USD
4891.37000000
0.000238334161
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Variable
5.00000040
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBG4
1090000.00000000
PA
USD
859533.84000000
0.041881165587
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-130, Class CP
38377LK72
90065.28000000
PA
USD
97977.84000000
0.004774013482
Long
ABS-MBS
USGA
US
N
2
2040-10-16
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2141
3133TKGP9
9177.27000000
PA
USD
735.58000000
0.000035841460
Long
ABS-MBS
USGSE
US
N
2
2029-04-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1498, Class I
312915RW3
3971.81000000
PA
USD
3979.20000000
0.000193888275
Long
ABS-MBS
USGSE
US
N
2
2023-04-15
Floating
3.54099960
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAD8
2132000.00000000
PA
USD
2214403.57000000
0.107897790962
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust, Series 2012-2, Class A
48247KAA5
1632878.17750000
PA
USD
31870.52000000
0.001552905148
Long
ABS-O
CORP
US
Y
3
2038-08-25
Variable
0.82251360
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SJ8
8965000.00000000
PA
USD
7179704.34000000
0.349834261713
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBC3
630000.00000000
PA
USD
508517.48000000
0.024777738575
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
1729000.00000000
PA
USD
1171423.92000000
0.057078147344
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-132, Class OA
31393UVB6
7693.04000000
PA
USD
7167.90000000
0.000349259090
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2399, Class OH
31339MTG3
66876.03000000
PA
USD
70526.85000000
0.003436451883
Long
ABS-MBS
USGSE
US
N
2
2032-01-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-72, Class TO
31396KHT2
23733.58000000
PA
USD
19962.77000000
0.000972694775
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3136195D6
7139.23900000
PA
USD
7001.52000000
0.000341152151
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Variable
2.34699840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVZ64
5456000.00000000
PA
USD
4950585.62000000
0.241219468575
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
2.24000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CX40
2826.37000000
PA
USD
2938.20000000
0.000143165091
Long
ABS-MBS
USGA
US
N
2
2027-10-20
Fixed
8.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
18550000.00000000
PA
USD
15376210.94000000
0.749212662168
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BK9
760000.00000000
PA
USD
654120.87000000
0.031872327994
Long
DBT
CORP
JP
N
2
2039-07-18
Fixed
3.75100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBZ3
17110000.00000000
PA
USD
15251292.62000000
0.743125961911
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBP4
1995000.00000000
PA
USD
1429700.95000000
0.069662809585
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1370, Class JA
3129115U0
29.33000000
PA
USD
29.33000000
0.000001429117
Long
ABS-MBS
USGSE
US
N
2
2022-09-15
Floating
3.54099960
N
N
N
N
N
N
VOLT XCIII LLC
N/A
VOLT XCIII LLC, Series 2021-NPL2, Class A1
92873CAA2
5024018.22000000
PA
USD
4748243.33000000
0.231360251220
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
537.00000000
PA
USD
535.20000000
0.000026077856
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Floating
12.10166640
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-19, Class SD
38375JTV7
259132.61000000
PA
USD
9015.33000000
0.000439275931
Long
ABS-MBS
USGA
US
N
2
2037-04-20
Floating
3.83186160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2038, Class PN
3133TDA22
21453.81000000
PA
USD
2441.45000000
0.000118960728
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
865000.00000000
PA
USD
861222.60000000
0.041963451163
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2021-GT1, Class A
30259RAH8
4300000.00000000
PA
USD
3864079.33000000
0.188278970219
Long
ABS-O
CORP
US
Y
2
2026-07-25
Variable
3.62000160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-91, Class WA
38378TTL4
579210.45000000
PA
USD
577580.03000000
0.028142841795
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Variable
4.45899960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31404ADZ4
193866.25000000
PA
USD
190740.52000000
0.009293915993
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
4.00000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAU2
1445000.00000000
PA
USD
1045186.56000000
0.050927176281
Long
DBT
CORP
US
N
2
2041-05-11
Fixed
3.25000000
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 CX
9393367B3
584000.73000000
PA
USD
92190.36000000
0.004492015966
Long
ABS-MBS
CORP
US
N
3
2035-06-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31390RK44
6162.93000000
PA
USD
6265.08000000
0.000305268787
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
7.00000000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AQ9
770000.00000000
PA
USD
733690.12000000
0.035749374807
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-7, Class PF
31359SDC1
18426.20000000
PA
USD
20026.59000000
0.000975804433
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Fixed
7.00000000
N
N
N
N
N
N
K Mah Fixed 10 Yr aug32
N/A
K Mah Fixed 10 Yr aug32
N/A
4000000.00000000
PA
USD
3968760.00000000
0.193379582051
Long
ABS-MBS
CORP
US
N
2
2032-08-01
Fixed
0.00000000
N
N
N
N
N
N
RFMSI Trust
N/A
RFMSI Trust, Series 2004-S9, Class 2A1
76111XRG0
12.72000000
PA
USD
13.92000000
0.000000678258
Long
ABS-MBS
CORP
US
N
2
2019-12-25
Fixed
4.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
565000.00000000
PA
USD
361291.01000000
0.017604063866
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31300LJJ5
50530.70000000
PA
USD
51927.03000000
0.002530167447
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
3.29000040
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402TVS1
24189.99000000
PA
USD
25412.89000000
0.001238254277
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2020-3, Class B
21873CAG8
3180000.00000000
PA
USD
2558310.00000000
0.124654783498
Long
ABS-O
CORP
US
Y
3
2053-08-15
Fixed
2.20300000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A
92922FBX5
33296.01000000
PA
USD
31117.13000000
0.001516195888
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
4.02396120
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AW6
895000.00000000
PA
USD
907053.32000000
0.044196573216
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAR2
7294000.00000000
PA
USD
5957028.25000000
0.290258829773
Long
DBT
CORP
KY
Y
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406QGE1
15326.28000000
PA
USD
15203.33000000
0.000740788962
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
2.04500160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-43, Class SA
38374UF97
139583.12000000
PA
USD
5890.76000000
0.000287029880
Long
ABS-MBS
USGA
US
N
2
2039-06-20
Floating
3.58185960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3256
31397EBP9
85726.18000000
PA
USD
69889.35000000
0.003405389414
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
None
0.00000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1
59020UAR6
64642.28000000
PA
USD
60326.90000000
0.002939454819
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
2.90370960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31381E7J6
3528.61000000
PA
USD
3527.83000000
0.000171895073
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
7.00000000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599AY2
600000.00000000
PA
USD
639447.89000000
0.031157380570
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-225, Class UB
31359GDE3
3466.54000000
PA
USD
3508.32000000
0.000170944439
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Fixed
6.50000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
124857AJ2
140000.00000000
PA
USD
113873.80000000
0.005548551147
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.85000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-27, Class SA
38375JJ55
226143.60000000
PA
USD
15342.49000000
0.000747569594
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Floating
3.83186160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3315, Class HZ
31397H3E6
111418.68000000
PA
USD
116501.71000000
0.005676597221
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR3, Class E
02665XAE9
2380000.00000000
PA
USD
2416049.62000000
0.117723083716
Long
ABS-O
CORP
US
Y
2
2036-12-17
Fixed
6.41800000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
18386400.00000000
PA
USD
13415608.08000000
0.653681422779
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H28, Class FA
38375BYE6
3416.18000000
PA
USD
3397.32000000
0.000165535915
Long
ABS-MBS
USGA
US
N
2
2062-09-20
Floating
2.37756960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L8K52
2000000.00000000
PA
USD
1978425.58000000
0.096399659283
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.34000000
N
N
N
N
N
N
Hanover Insurance Group, Inc. (The)
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc. (The)
410867AG0
500000.00000000
PA
USD
405087.80000000
0.019738081783
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
7225000.00000000
PA
USD
5261267.54000000
0.256357582203
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132G7H73
256225.48000000
PA
USD
244035.46000000
0.011890735459
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-109
31396LQW3
43632.12000000
PA
USD
35938.01000000
0.001751095393
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
None
0.00000000
N
N
N
N
N
N
DataBank Issuer
N/A
DataBank Issuer, Series 2021-1A, Class A2
23802WAA9
2700000.00000000
PA
USD
2403271.62000000
0.117100470028
Long
ABS-O
CORP
US
Y
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-7, Class SG
31396PRZ6
784962.10000000
PA
USD
109984.65000000
0.005359050597
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Floating
4.05628920
N
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAQ6
675000.00000000
PA
USD
588431.25000000
0.028671572277
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C5F6
6764.69000000
PA
USD
7020.82000000
0.000342092552
Long
ABS-MBS
USGA
US
N
2
2028-09-20
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
31283YKV9
74755.54000000
PA
USD
76153.70000000
0.003710622632
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-37T1, Class A2
12667G2U6
2160526.60000000
PA
USD
173909.43000000
0.008473813707
Long
ABS-MBS
CORP
US
N
3
2035-09-25
Floating
2.60628840
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAU9
795000.00000000
PA
USD
745503.80000000
0.036325001577
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.45000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-1, Class A
90931EAA2
774110.03000000
PA
USD
642761.98000000
0.031318861067
Long
ABS-O
CORP
US
N
2
2031-08-25
Fixed
4.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402REL9
359868.96000000
PA
USD
367142.68000000
0.017889189069
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
2.61000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBG9
900000.00000000
PA
USD
677869.49000000
0.033029489982
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
4.37500000
N
N
N
N
N
N
MidMichigan Health
N/A
MidMichigan Health, Series 2020
597861AA1
310000.00000000
PA
USD
232540.78000000
0.011330652104
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.40900000
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
672059.20490000
PA
USD
624574.39000000
0.030432662720
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
427713.20000000
PA
USD
446390.41000000
0.021750569678
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
2.00102040
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
94973VBK2
100000.00000000
PA
USD
93835.52000000
0.004572177113
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.65000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBG3
370000.00000000
PA
USD
370124.65000000
0.018034486873
Long
DBT
CORP
FR
Y
2
2024-01-17
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RC4
5214400.00000000
PA
USD
5239657.25000000
0.255304611288
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAE9
545000.00000000
PA
USD
501618.48000000
0.024441581756
Long
DBT
CORP
US
Y
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2019, Class Z
3133TCC63
27886.91000000
PA
USD
29040.39000000
0.001415005815
Long
ABS-MBS
USGSE
US
N
2
2027-12-15
Fixed
6.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CY9
940000.00000000
PA
USD
925157.80000000
0.045078721992
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400FEM5
97140.70000000
PA
USD
96604.14000000
0.004707079344
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Variable
3.67400160
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
24766.66730000
PA
USD
23472.46000000
0.001143705969
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
3.09780360
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-57
38375LUK4
50360.40000000
PA
USD
47814.52000000
0.002329783583
Long
ABS-MBS
USGA
US
N
2
2037-03-20
None
0.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
600000.00000000
PA
USD
465887.20000000
0.022700559373
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
70109HAN5
592000.00000000
PA
USD
533866.86000000
0.026012898300
Long
DBT
CORP
US
N
2
2044-11-21
Fixed
4.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFJ5
19000000.00000000
PA
USD
18812968.75000000
0.916670202787
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.12500000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
545000.00000000
PA
USD
429026.80000000
0.020904520120
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
1000000.00000000
PA
USD
964233.97000000
0.046982725616
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority STRIPS
88059FBM2
800000.00000000
PA
USD
484114.97000000
0.023588715508
Long
DBT
USGA
US
N
2
2035-06-15
None
0.00000000
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
621.93300000
PA
USD
542.38000000
0.000026427704
Long
ABS-MBS
CORP
US
N
3
2018-12-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2054, Class PV
3133TE4B7
32212.45000000
PA
USD
34130.73000000
0.001663034878
Long
ABS-MBS
USGSE
US
N
2
2028-05-15
Fixed
7.50000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1996-2, Class 1Z
911760HH2
81444.43000000
PA
USD
84400.46000000
0.004112449651
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
270722.96000000
PA
USD
28708.55000000
0.001398836765
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Floating
5.15629080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-58, Class FL
31395NC96
21917.49000000
PA
USD
21905.42000000
0.001067351254
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Floating
2.90370960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-230, Class FA
31359FE38
1368.72000000
PA
USD
1371.19000000
0.000066811837
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
2.85900120
N
N
N
N
N
N
Pendoor Proper
N/A
Pendoor Proper
N/A
4150000.00000000
PA
USD
4077375.00000000
0.198671895847
Long
ABS-MBS
CORP
US
N
3
2026-02-15
Fixed
0.00000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AF7
574000.00000000
PA
USD
390927.09000000
0.019048094940
Long
DBT
CORP
US
Y
2
2041-02-10
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128NHP98
62419.69000000
PA
USD
62271.88000000
0.003034224827
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
2.44500120
N
Y
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR2, Class A
02665UAA3
3446230.21000000
PA
USD
3389604.17000000
0.165159958705
Long
ABS-O
CORP
US
Y
2
2036-10-17
Fixed
3.78600000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
2025000.00000000
PA
USD
1866164.06000000
0.090929667191
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AH9
783000.00000000
PA
USD
768397.97000000
0.037440530112
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-RN4, Class A1
69359QAA2
5910141.64000000
PA
USD
5549493.57000000
0.270401522682
Long
ABS-O
CORP
US
Y
2
2051-10-25
Variable
2.48709960
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585ABH4
380000.00000000
PA
USD
382433.63000000
0.018634247354
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-44, Class PD
3139204E7
15545.30700000
PA
USD
16723.35000000
0.000814852607
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-30, Class PM
313920BG4
53358.77000000
PA
USD
56546.65000000
0.002755260470
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Fixed
7.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York and New Jersey, Consolidated, Series 174
73358WJA3
2060000.00000000
PA
USD
1991209.80000000
0.097022576043
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.45800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1970, Class PG
3133TAK43
2021.65000000
PA
USD
2138.09000000
0.000104179378
Long
ABS-MBS
USGSE
US
N
2
2027-07-15
Fixed
7.25000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AM1
400000.00000000
PA
USD
389905.37000000
0.018998311182
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1602, Class SA
3133T1D82
3023.09000000
PA
USD
3013.32000000
0.000146825346
Long
ABS-MBS
USGSE
US
N
2
2023-10-15
Floating
16.25279400
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC - GNMA, Series 8, Class ZA
3129145M2
702.20000000
PA
USD
702.70000000
0.000034239367
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128K7XQ6
306455.64000000
PA
USD
323048.21000000
0.015740666563
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.50000000
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAB6
1626000.00000000
PA
USD
1605611.21000000
0.078234114616
Long
DBT
CORP
KY
Y
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBG9
1069000.00000000
PA
USD
1041461.87000000
0.050745689117
Long
DBT
CORP
US
N
2
2025-02-05
Fixed
3.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2474, Class NR
31392R3C3
80231.71000000
PA
USD
84866.01000000
0.004135133780
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SK5
3700000.00000000
PA
USD
3049175.77000000
0.148572434715
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Series 2015-A, Class B2
17323MAD7
250579.52000000
PA
USD
240436.79000000
0.011715388675
Long
ABS-MBS
CORP
US
Y
2
2058-06-25
Variable
4.50000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAK6
312000.00000000
PA
USD
294283.47000000
0.014339091916
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CYW7
1977.08000000
PA
USD
2065.24000000
0.000100629730
Long
ABS-MBS
USGA
US
N
2
2027-12-20
Fixed
8.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CG2
461000.00000000
PA
USD
381489.99000000
0.018588268079
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2020-SFR2, Class E
33767JAJ1
3000000.00000000
PA
USD
2754260.10000000
0.134202538575
Long
ABS-O
CORP
US
Y
3
2037-10-19
Fixed
2.66800000
N
N
N
N
N
N
Memorial Health Services
549300FTIZOMIONZZ882
Memorial Health Services
58601VAC6
1340000.00000000
PA
USD
1076963.24000000
0.052475509034
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.44700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-36, Class SE
38375KHZ8
125924.98000000
PA
USD
5654.26000000
0.000275506313
Long
ABS-MBS
USGA
US
N
2
2037-06-16
Floating
4.08314160
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AJ5
570000.00000000
PA
USD
464163.61000000
0.022616576690
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
Pacific Life Insurance Co.
8WC3XYHE06SQFW7CQK10
Pacific Life Insurance Co.
69448FAA9
266000.00000000
PA
USD
228770.64000000
0.011146950369
Long
DBT
CORP
US
Y
2
2067-10-24
Variable
4.29999840
N
N
N
N
N
N
Texas Eastern Transmission LP
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AD2
90000.00000000
PA
USD
84014.75000000
0.004093655761
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385WZX0
164797.57000000
PA
USD
162804.81000000
0.007932736198
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Variable
2.65200120
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCS2
782000.00000000
PA
USD
773295.14000000
0.037679146880
Long
DBT
CORP
US
N
2
2028-05-10
Variable
4.92699960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31418AHQ4
293215.30000000
PA
USD
290487.08000000
0.014154111138
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
31418MEF5
6188.22000000
PA
USD
6330.76000000
0.000308469074
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBQ3
7870000.00000000
PA
USD
7100830.43000000
0.345991095649
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust, Series 2008-2, Class 1A6
52522UAF0
430019.45000000
PA
USD
161052.78000000
0.007847367763
Long
ABS-MBS
CORP
US
N
2
2038-03-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AHB7
382182.06000000
PA
USD
379941.65000000
0.018512824529
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR5, Class E1
74332YAJ8
3619000.00000000
PA
USD
3575102.98000000
0.174198470066
Long
ABS-O
CORP
US
Y
3
2039-06-17
Fixed
6.61800000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-3, Class 2A1
576434NV2
109804.65000000
PA
USD
105639.41000000
0.005147326861
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
6.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-42, Class AO
31397LPC7
41338.11000000
PA
USD
34737.00000000
0.001692575651
Long
ABS-MBS
USGSE
US
N
2
2036-09-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405YXX4
56841.84000000
PA
USD
56342.75000000
0.002745325352
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
1.83499920
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63859UBH5
1000000.00000000
PA
USD
883195.41000000
0.043034086025
Long
DBT
CORP
GB
Y
2
2026-10-13
Fixed
1.50000000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AW5
896000.00000000
PA
USD
698544.87000000
0.034036906994
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-42, Class ZC
31359PX84
3004.11000000
PA
USD
3115.15000000
0.000151787058
Long
ABS-MBS
USGSE
US
N
2
2027-07-18
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2535, Class BK
31393GQV9
378.71000000
PA
USD
378.30000000
0.000018432834
Long
ABS-MBS
USGSE
US
N
2
2022-12-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292J5V8
98521.30000000
PA
USD
107620.10000000
0.005243836855
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2423, Class MT
31339WCD6
75337.48000000
PA
USD
81799.68000000
0.003985725498
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-118, Class MT
3136A12F1
203502.83000000
PA
USD
223638.54000000
0.010896886532
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-44, Class PU
3139204T4
19761.55000000
PA
USD
21482.36000000
0.001046737469
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
7.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR3, Class E2
74331UAL2
2685000.00000000
PA
USD
2497160.89000000
0.121675266134
Long
ABS-O
CORP
US
Y
3
2039-04-17
Fixed
5.60000000
N
N
N
N
N
N
SART
N/A
SART
N/A
843545.52000000
PA
USD
829627.02000000
0.040423942588
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
4.75000000
N
N
N
N
N
N
Reynolds American, Inc.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BW5
100000.00000000
PA
USD
100877.86000000
0.004915318236
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-28, Class S
38374GDC3
110625.13000000
PA
USD
123313.47000000
0.006008503232
Long
ABS-MBS
USGA
US
N
2
2034-04-16
Floating
13.09860000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RJ9
8200000.00000000
PA
USD
7415234.42000000
0.361310568779
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-72, Class US
38375LV72
144378.09000000
PA
USD
6031.22000000
0.000293873855
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
4.18186080
N
N
N
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216BE0
540000.00000000
PA
USD
479145.94000000
0.023346597329
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGT0
526000.00000000
PA
USD
509331.48000000
0.024817401084
Long
DBT
CORP
US
N
2
2025-10-01
Variable
3.09300120
N
N
N
N
N
N
Southern Natural Gas Co. LLC
N/A
Southern Natural Gas Co. LLC
84346LAA8
367000.00000000
PA
USD
326926.32000000
0.015929629184
Long
DBT
CORP
US
Y
2
2047-03-15
Fixed
4.80000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
New York State Dormitory Authority, State Personal Income Tax, General Purpose
649902T37
360000.00000000
PA
USD
395960.65000000
0.019293357372
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
5.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128LXDY3
173812.06000000
PA
USD
173001.79000000
0.008429588547
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
4.00000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp.
001192AM5
254000.00000000
PA
USD
242647.79000000
0.011823120626
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400FV0
552000.00000000
PA
USD
459995.62000000
0.022413489538
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-46, Class MG
38373Q2Q3
254888.65000000
PA
USD
262736.14000000
0.012801934342
Long
ABS-MBS
USGA
US
N
2
2033-05-20
Fixed
6.50000000
N
N
N
N
N
N
PECO Energy Co.
YH65D4JBECK76IFEJ279
PECO Energy Co.
693304AY3
410000.00000000
PA
USD
297253.95000000
0.014483829864
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L7EW2
9297521.60000000
PA
USD
9098238.15000000
0.443315668079
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3
466247K93
143581.59000000
PA
USD
140683.34000000
0.006854857812
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.67752880
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AN9
840000.00000000
PA
USD
668893.30000000
0.032592121163
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.80000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAB8
526000.00000000
PA
USD
497767.10000000
0.024253921566
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
450000.00000000
PA
USD
412634.21000000
0.020105783940
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJZ6
1646000.00000000
PA
USD
1297422.45000000
0.063217481310
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3179, Class OA
31396UFA3
108148.19000000
PA
USD
90545.71000000
0.004411879669
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3131, Class BK
31396JMX0
147067.55000000
PA
USD
148769.67000000
0.007248867809
Long
ABS-MBS
USGSE
US
N
2
2026-03-15
Fixed
5.50000000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAP1
1275000.00000000
PA
USD
947157.11000000
0.046150648078
Long
DBT
CORP
CA
Y
2
2041-05-13
Fixed
3.43900000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAT2
985000.00000000
PA
USD
769985.77000000
0.037517896367
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138WSPZ5
405243.77000000
PA
USD
397493.16000000
0.019368029598
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BG5
690000.00000000
PA
USD
663864.24000000
0.032347077996
Long
DBT
CORP
GB
N
2
2029-05-18
Variable
4.89200040
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1
589929Y36
41246.54000000
PA
USD
39237.75000000
0.001911876680
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
150000.00000000
PA
USD
138806.34000000
0.006763400159
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.25000000
N
N
N
N
N
N
Hackensack Meridian Health, Inc.
5493001CB3OCWTEJY668
Hackensack Meridian Health, Inc., Series 2020
404530AC1
1430000.00000000
PA
USD
1060586.58000000
0.051677549050
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.67500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
31416BYW2
10837.20000000
PA
USD
10866.99000000
0.000529498882
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2015-SFR1, Class E
02666AAE8
1275000.00000000
PA
USD
1280558.36000000
0.062395771084
Long
ABS-O
CORP
US
Y
2
2052-04-17
Fixed
5.63900000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2005-4, Class 2A1
45254NPE1
95359.99000000
PA
USD
85795.76000000
0.004180436259
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
3.04371000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-128
3136AHNE6
1031003.69000000
PA
USD
831082.18000000
0.040494845901
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VER1
962000.00000000
PA
USD
949372.08000000
0.046258573469
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
1162000.00000000
PA
USD
1043134.36000000
0.050827181930
Long
DBT
CORP
CH
Y
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
Chase Funding Trust
N/A
Chase Funding Trust, Series 2003-6, Class 1A7
161546HC3
258158.55420000
PA
USD
248772.97000000
0.012121572724
Long
ABS-O
CORP
US
N
3
2034-11-25
Variable
5.27699880
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAJ1
1000000.00000000
PA
USD
922442.85000000
0.044946434855
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8
92922FEV6
181651.75000000
PA
USD
177623.48000000
0.008654782432
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.25000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBD6
1730000.00000000
PA
USD
1368357.96000000
0.066673845332
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292J5A4
48662.82000000
PA
USD
51298.45000000
0.002499539609
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G93-17, Class SI
31358UWA0
846.56000000
PA
USD
849.55000000
0.000041394698
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Floating
6.00000120
N
N
N
N
N
N
AIG SunAmerica Global Financing X
549300Q3UB1GMKCGGR05
AIG SunAmerica Global Financing X
00139PAA6
520000.00000000
PA
USD
594717.41000000
0.028977868196
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
6.90000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
40414LAM1
17000.00000000
PA
USD
16604.69000000
0.000809070846
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.40000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
400000.00000000
PA
USD
392900.96000000
0.019144272627
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
Markel Corp.
549300SCNO12JLWIK605
Markel Corp.
570535AR5
200000.00000000
PA
USD
188407.19000000
0.009180223459
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-25, Class SA
31393XRE9
116934.01000000
PA
USD
128776.47000000
0.006274690318
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
116355.72000000
PA
USD
111954.03000000
0.005455009506
Long
ABS-MBS
CORP
US
N
2
2034-06-20
Variable
2.71726560
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1999-1, Class 2Z
911760MJ2
454354.60000000
PA
USD
462646.57000000
0.022542658246
Long
ABS-MBS
CORP
US
N
2
2029-01-15
Fixed
6.50000000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAD4
411000.00000000
PA
USD
402336.54000000
0.019604025425
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAR4
232000.00000000
PA
USD
217222.54000000
0.010584264101
Long
DBT
CORP
NL
Y
2
2042-03-06
Fixed
4.87500000
N
N
N
N
N
N
Ohio University
549300P1K3IH2L5SFY61
Ohio University, General Receipts, Federally Taxable
677704A65
200000.00000000
PA
USD
195097.58000000
0.009506215664
Long
DBT
MUN
US
N
2
2114-12-01
Fixed
5.59000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-118, Class A2
31396L4T4
128021.96000000
PA
USD
126627.35000000
0.006169973497
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
2.31900120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2075, Class PH
3133TGCG2
64790.38000000
PA
USD
67963.08000000
0.003311531058
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
Fixed
6.50000000
N
N
N
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515BB9
400000.00000000
PA
USD
348441.01000000
0.016977941947
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Whole Loan, Series 2007-106, Class A7
31396XF25
69000.74000000
PA
USD
73611.85000000
0.003586769869
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Variable
6.24999960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418BA63
1137650.28000000
PA
USD
1152657.29000000
0.056163735017
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3318, Class AO
31397HCU0
5965.44000000
PA
USD
5237.13000000
0.000255181469
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
None
0.00000000
N
N
N
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AS9
463000.00000000
PA
USD
461472.90000000
0.022485470658
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HNWP3
1038054.69000000
PA
USD
1037020.23000000
0.050529268249
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDS7
1086000.00000000
PA
USD
764604.62000000
0.037255697459
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAB3
300000.00000000
PA
USD
296729.62000000
0.014458281654
Long
DBT
CORP
CH
Y
2
2025-09-24
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1573, Class PZ
3133T0R71
7321.00000000
PA
USD
7390.98000000
0.000360128761
Long
ABS-MBS
USGSE
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CL4
615000.00000000
PA
USD
556891.47000000
0.027134782581
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31381TNR7
857913.88000000
PA
USD
850120.27000000
0.041422485236
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
3.64000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H16, Class FG
38376RDY9
1667542.36000000
PA
USD
1651539.62000000
0.080471996658
Long
ABS-MBS
USGA
US
N
2
2065-07-20
Floating
2.23756920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405XXV0
51087.21000000
PA
USD
50564.78000000
0.002463791215
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
2.99499840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406DJX5
343740.18000000
PA
USD
343229.39000000
0.016724003463
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Variable
2.71699920
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities Corp.
N/A
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-25, Class 1P
22541QYW6
82900.89000000
PA
USD
62977.25000000
0.003068594292
Long
ABS-MBS
CORP
US
N
3
2033-10-25
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284M9
21212000.00000000
PA
USD
20871447.92000000
1.016970508564
Long
DBT
UST
US
N
2
2025-04-30
Fixed
2.87500000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CE2
1118000.00000000
PA
USD
879460.19000000
0.042852085783
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
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 2005-2, Class 2A3
9393363R2
391297.84000000
PA
USD
23533.71000000
0.001146690403
Long
ABS-MBS
CORP
US
N
3
2035-04-25
Floating
2.55629160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128KRW91
368947.80000000
PA
USD
385460.60000000
0.018781737803
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2014-M3, Class A2
3136AJLC8
581303.21000000
PA
USD
576108.63000000
0.028071147180
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Variable
3.50100000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2017-1, Class AA
00908PAA5
390443.20000000
PA
USD
348046.93000000
0.016958740225
Long
ABS-O
CORP
CA
Y
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
605000.00000000
PA
USD
606690.26000000
0.029561250595
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
547000.00000000
PA
USD
544787.41000000
0.026545006917
Long
DBT
CORP
US
N
2
2024-03-05
Variable
3.54999960
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAR1
305000.00000000
PA
USD
259905.81000000
0.012664025264
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2455, Class GK
31392K5C6
180016.98000000
PA
USD
188284.82000000
0.009174260927
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
Bayview Financing Trust
N/A
Bayview Financing Trust, Series 2020-3F, Class A
07326VAA1
1189941.50000000
PA
USD
1188513.57000000
0.057910848080
Long
ABS-MBS
CORP
US
Y
2
2022-11-10
Floating
3.08475000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138M1MA3
384509.03000000
PA
USD
381601.85000000
0.018593718507
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-4A, Class C
30167GAE0
126928.22000000
PA
USD
126867.62000000
0.006181680759
Long
ABS-O
CORP
US
Y
2
2024-09-16
Fixed
2.44000000
N
N
N
N
N
N
State of California
N/A
State of California, Various Purpose
13063A7D0
350000.00000000
PA
USD
444848.08000000
0.021675418968
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2271, Class PC
3133TQKD8
59985.76000000
PA
USD
65138.61000000
0.003173907511
Long
ABS-MBS
USGSE
US
N
2
2030-12-15
Fixed
7.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31349SF40
108237.99000000
PA
USD
106635.59000000
0.005195866171
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Variable
2.35500120
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-59, Class 1AP
31394PPU1
167933.29000000
PA
USD
95223.62000000
0.004639812897
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
Boston Gas Co.
FN7P4E7K9JOBORDEUX61
Boston Gas Co.
100743AJ2
308000.00000000
PA
USD
270479.22000000
0.013179219332
Long
DBT
CORP
US
Y
2
2042-02-15
Fixed
4.48700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-59, Class SD
38374NQ34
180033.33000000
PA
USD
13860.68000000
0.000675367748
Long
ABS-MBS
USGA
US
N
2
2036-10-20
Floating
4.33185840
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2004-6, Class 15PO
05948KSR1
5915.47890000
PA
USD
2855.41000000
0.000139131112
Long
ABS-MBS
CORP
US
N
3
2019-07-25
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QA9
960500.00000000
PA
USD
984287.38000000
0.047959836866
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
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
155919.42000000
PA
USD
127879.93000000
0.006231006010
Long
ABS-O
CORP
US
N
3
2036-01-25
Variable
5.73599880
N
N
N
N
N
N
Liberty Mutual Insurance Co.
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co.
53079QAB3
100000.00000000
PA
USD
108966.49000000
0.005309440302
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-92
3136AGGA4
558330.63000000
PA
USD
455529.85000000
0.022195892924
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
None
0.00000000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-4
693342AJ6
420000.00000000
PA
USD
437106.11000000
0.021298188064
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.21200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209DBS2
1560.81000000
PA
USD
1562.72000000
0.000076144221
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
1180000.00000000
PA
USD
909737.51000000
0.044327361558
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 265, Class 2
31364HJ81
367.86000000
PA
USD
373.29000000
0.000018188719
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
9.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406YB58
50393.59000000
PA
USD
50095.90000000
0.002440944830
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
3.17300040
N
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBC0
380000.00000000
PA
USD
340365.18000000
0.016584443567
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-81, Class TA
3136AFK60
1019157.79000000
PA
USD
999726.12000000
0.048712096284
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
3.00000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates, Series 2004-RS2, Class A4
92922FPH5
335079.99000000
PA
USD
318648.71000000
0.015526298985
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
5.00000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A1
59020UNN1
109410.25000000
PA
USD
105025.83000000
0.005117429905
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
2.70899640
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
2980000.00000000
PA
USD
2754196.07000000
0.134199418685
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3966, Class NA
3137AJXA7
248831.13000000
PA
USD
250615.00000000
0.012211326448
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
4.00000000
N
N
N
N
N
N
Progress Energy, Inc.
549300FBMTW0JYWMNB26
Progress Energy, Inc.
743263AG0
300000.00000000
PA
USD
333119.71000000
0.016231404845
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.00000000
N
N
N
N
N
N
Safehold Operating Partnership LP
54930012UY5Z4Q8NL108
Safehold Operating Partnership LP
78646UAA7
2940000.00000000
PA
USD
2362905.69000000
0.115133622279
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBE0
2500000.00000000
PA
USD
2144301.23000000
0.104482023515
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31410GVM2
146555.25000000
PA
USD
152629.29000000
0.007436929496
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31412QDW6
219600.88000000
PA
USD
229022.39000000
0.011159216999
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-22, Class SA
38374TRY2
308352.87000000
PA
USD
21153.28000000
0.001030702901
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
295974.63000000
PA
USD
20746.13000000
0.001010864337
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
4.16185920
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2020-1A, Class A
12327FAA5
795472.47000000
PA
USD
743949.72000000
0.036249278344
Long
ABS-O
CORP
US
Y
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
1385000.00000000
PA
USD
1267382.06000000
0.061753750053
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2009-W1, Class A
31398F7A3
302285.60000000
PA
USD
314303.27000000
0.015314565504
Long
ABS-MBS
USGSE
US
N
2
2049-12-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-119
31396LM80
35872.61000000
PA
USD
31768.76000000
0.001547946847
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203CRH7
118.72000000
PA
USD
119.03000000
0.000005799789
Long
ABS-MBS
USGA
US
N
2
2023-03-15
Fixed
7.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class PO2
17307GBP2
792.45500000
PA
USD
718.26000000
0.000034997535
Long
ABS-MBS
CORP
US
N
3
2033-10-25
None
0.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBE0
465000.00000000
PA
USD
388401.04000000
0.018925012039
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1
31392GVX0
308486.81000000
PA
USD
303965.26000000
0.014810841405
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Variable
4.86653040
N
N
N
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAC5
1075000.00000000
PA
USD
976527.29000000
0.047581723057
Long
DBT
CORP
US
Y
2
2029-03-24
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L5FJ4
1856918.32000000
PA
USD
1852660.81000000
0.090271715377
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
3.76000000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22546QAP2
402000.00000000
PA
USD
392330.61000000
0.019116482071
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.62500000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
600000.00000000
PA
USD
468907.33000000
0.022847716540
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AD0
300000.00000000
PA
USD
352808.77000000
0.017190762980
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
Pepperdine University
549300G0RVHY0VSFWD76
Pepperdine University, Series 2020
71338QAC0
600000.00000000
PA
USD
422554.82000000
0.020589170039
Long
DBT
CORP
US
N
2
2059-12-01
Fixed
3.30100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-39, Class PD
31359PSF4
40637.99000000
PA
USD
42604.07000000
0.002075902108
Long
ABS-MBS
USGSE
US
N
2
2027-05-20
Fixed
7.50000000
N
N
N
N
N
N
TSMC Arizona Corp.
2549005GOBWLCSY63Q97
TSMC Arizona Corp.
872898AJ0
680000.00000000
PA
USD
659511.60000000
0.032134993692
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
4.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
522000.00000000
PA
USD
422883.25000000
0.020605172935
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBJ3
250000.00000000
PA
USD
246861.28000000
0.012028424785
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Pepco Holdings LLC
0IYTXJPU5BH89F2Z1F31
Pepco Holdings LLC
713291AH5
316000.00000000
PA
USD
371359.78000000
0.018094669127
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
7.45000000
N
N
N
N
N
N
P -stla
N/A
P4 SFR
N/A
2600000.00000000
PA
USD
2600000.00000000
0.126686147142
Long
ABS-MBS
CORP
US
N
3
2022-10-11
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DQT9
145101.93000000
PA
USD
144679.13000000
0.007049554442
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Variable
2.20600080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM4X9
4326389.86000000
PA
USD
3874321.14000000
0.188778006930
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BK9
2000000.00000000
PA
USD
1885560.50000000
0.091874767288
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402BEZ3
62363.05000000
PA
USD
64772.42000000
0.003156064742
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31408EQC9
40947.21000000
PA
USD
42627.87000000
0.002077061773
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Variable
2.73700080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-157, Class OP
38377NF41
536191.86000000
PA
USD
455795.57000000
0.022208840249
Long
ABS-MBS
USGA
US
N
2
2040-12-20
None
0.00000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAV2
515000.00000000
PA
USD
530073.01000000
0.025828041285
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
529788.50000000
PA
USD
58662.32000000
0.002858347424
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Floating
4.01628960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2005-W3, Class 2AF
31394FSB2
504199.12390000
PA
USD
502621.48000000
0.024490453373
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
516000.00000000
PA
USD
432409.02000000
0.021069320282
Long
DBT
CORP
US
N
2
2031-11-09
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400KQ66
21860.18000000
PA
USD
22575.15000000
0.001099984144
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
8.00000000
N
N
N
N
N
N
Bon Secours Mercy Health, Inc.
5493006NA7JSVYYYF398
Bon Secours Mercy Health, Inc., Series 20-2
09778PAC9
800000.00000000
PA
USD
611102.62000000
0.029776244783
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3852, Class QN
3137ABAC5
84742.00000000
PA
USD
83127.22000000
0.004050410470
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
5.50000080
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
867914BS1
265000.00000000
PA
USD
264273.15000000
0.012876825833
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.00000000
N
N
N
N
N
N
Continental Airlines Pass-Through Trust
N/A
Continental Airlines Pass-Through Trust, Series 2012-2, Class A
210795QB9
122170.21000000
PA
USD
116242.01000000
0.005663943224
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDD5
1781000.00000000
PA
USD
1569079.36000000
0.076454084107
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
06279JAB5
755000.00000000
PA
USD
649220.44000000
0.031633552380
Long
DBT
CORP
IE
Y
2
2027-09-30
Variable
2.02899960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-2, Class NS
38374DPV5
268679.10000000
PA
USD
15046.76000000
0.000733160019
Long
ABS-MBS
USGA
US
N
2
2038-01-16
Floating
4.15314000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3232, Class ST
31397BP96
140265.12000000
PA
USD
16533.39000000
0.000805596722
Long
ABS-MBS
USGSE
US
N
2
2036-10-15
Floating
4.30899840
N
N
N
N
N
N
Banco Nacional de Panama
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
1250000.00000000
PA
USD
1002750.00000000
0.048859436171
Long
DBT
CORP
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Ascension Health
N/A
Ascension Health, Series B
04352EAA3
430000.00000000
PA
USD
384005.78000000
0.018710851057
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53200000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AV0
375000.00000000
PA
USD
325504.67000000
0.015860358661
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-22T1, Class A2
12667GGP2
2893958.34000000
PA
USD
216118.49000000
0.010530468778
Long
ABS-MBS
CORP
US
N
3
2035-06-25
Floating
2.62629000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-56
31395NWL7
158009.01000000
PA
USD
133297.44000000
0.006494976575
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
None
0.00000000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
675000.00000000
PA
USD
527445.00000000
0.025699990338
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1992-163, Class M
31358QLK9
48.51000000
PA
USD
48.39000000
0.000002357824
Long
ABS-MBS
USGSE
US
N
2
2022-09-25
Fixed
7.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213GR52
20262.49000000
PA
USD
21144.48000000
0.001030274117
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4048, Class FJ
3137AQUG1
354212.31000000
PA
USD
351145.50000000
0.017109719415
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
2.11313880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1706, Class K
3133T4UA2
13572.04000000
PA
USD
13718.62000000
0.000668445812
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
CWABS, Inc. Asset-Backed Certificates Trust
N/A
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1
126673BC5
62389.52000000
PA
USD
60455.49000000
0.002945720423
Long
ABS-O
CORP
US
N
2
2034-10-25
Floating
3.34370880
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2019-SFR4, Class D
74331AAG7
5000000.00000000
PA
USD
4821701.50000000
0.234939532963
Long
ABS-O
CORP
US
Y
3
2036-10-17
Fixed
3.13600000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBU8
254000.00000000
PA
USD
172734.95000000
0.008416586650
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEN9
225000.00000000
PA
USD
219149.09000000
0.010678136100
Long
DBT
CORP
US
N
2
2033-06-01
Variable
4.78900080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-16, Class OP
38374MM63
52117.75000000
PA
USD
45862.63000000
0.002234676881
Long
ABS-MBS
USGA
US
N
2
2036-03-20
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
31283YQW1
34415.67000000
PA
USD
35513.29000000
0.001730400724
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
7.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR4, Class C
66981FAC4
4000000.00000000
PA
USD
3633060.40000000
0.177022470927
Long
ABS-O
CORP
US
Y
3
2037-11-17
Fixed
1.85600000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CZ6
1030000.00000000
PA
USD
996587.82000000
0.048559181232
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-2CB, Class 1A9
12667FAQ8
2993124.77000000
PA
USD
3001680.92000000
0.146258227194
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
5.75000000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
750000.00000000
PA
USD
669050.90000000
0.032599800293
Long
DBT
CORP
US
Y
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
323000.00000000
PA
USD
283332.99000000
0.013805524946
Long
DBT
CORP
FR
Y
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DC6
560000.00000000
PA
USD
549396.53000000
0.026769588322
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
1200000.00000000
PA
USD
952363.92000000
0.046404352193
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-60, Class DZ
31395NTE7
3379771.01000000
PA
USD
3567964.77000000
0.173850657635
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Fixed
6.50000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HBA5
1405000.00000000
PA
USD
1123385.31000000
0.054737444877
Long
DBT
CORP
US
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBC0
200000.00000000
PA
USD
217100.00000000
0.010578293286
Long
DBT
CORP
MX
N
2
2046-01-31
Fixed
6.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-52, Class SX
31393CV67
29497.29000000
PA
USD
34667.33000000
0.001689180949
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Floating
15.61887000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-36, Class SH
38374D3F4
221608.11000000
PA
USD
454.92000000
0.000022166177
Long
ABS-MBS
USGA
US
N
2
2038-04-20
Floating
3.93185880
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAY6
935000.00000000
PA
USD
708518.14000000
0.034522858975
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.70000000
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
9168.55000000
PA
USD
8723.18000000
0.000425040794
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
5.50000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
705000.00000000
PA
USD
624265.47000000
0.030417610457
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72599840
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CV5
745000.00000000
PA
USD
710580.56000000
0.034623351300
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
Province of Quebec
74815HCC4
377000.00000000
PA
USD
415878.78000000
0.020263877044
Long
DBT
NUSS
CA
N
2
2026-03-06
Variable
7.36499880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31297GXZ9
64394.81000000
PA
USD
67917.33000000
0.003309301869
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class OE
31339NKQ8
15666.85000000
PA
USD
16010.34000000
0.000780110880
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.37500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
395000.00000000
PA
USD
341881.45000000
0.016658324492
Long
DBT
CORP
FR
Y
2
2027-06-09
Variable
1.79200080
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
252000.00000000
PA
USD
240551.50000000
0.011720977970
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
Bear Stearns ARM Trust
N/A
Bear Stearns ARM Trust, Series 2004-2, Class 14A
07384MM66
19168.22000000
PA
USD
18109.39000000
0.000882388017
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
3.07943280
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BM2
900000.00000000
PA
USD
853274.93000000
0.041576197436
Long
DBT
CORP
GB
N
2
2029-11-01
Variable
3.75400080
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAN6
1000000.00000000
PA
USD
817242.29000000
0.039820491154
Long
DBT
CORP
US
Y
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
1250000.00000000
PA
USD
1225520.00000000
0.059714002709
Long
DBT
CORP
FR
Y
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-36, Class SA
31393X5V5
261399.17000000
PA
USD
291827.34000000
0.014219415898
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
12.80479680
N
N
N
N
N
N
Hutchison Whampoa International 12 II Ltd.
2549005GEGKY2Q53V676
Hutchison Whampoa International 12 II Ltd.
44842CAB9
539000.00000000
PA
USD
538752.06000000
0.026250931825
Long
DBT
CORP
KY
Y
2
2022-11-08
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2345, Class NE
313399SN8
25067.24000000
PA
USD
26782.47000000
0.001304987667
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
3800000.00000000
PA
USD
3331382.82000000
0.162323097739
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAX0
400000.00000000
PA
USD
382098.88000000
0.018617936513
Long
DBT
CORP
FR
N
2
2026-12-02
Fixed
3.37500000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CJ3
1760000.00000000
PA
USD
1600419.00000000
0.077981121893
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128JLW39
65817.71000000
PA
USD
65586.80000000
0.003195745767
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Variable
2.86099920
N
Y
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A
58940BAA4
2330000.00000000
PA
USD
2207152.38000000
0.107544473530
Long
ABS-O
CORP
US
Y
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBX6
1832000.00000000
PA
USD
1673285.54000000
0.081531576204
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2021-R1, Class A1
89179TAA2
5690783.58640000
PA
USD
5085033.82000000
0.247770516440
Long
ABS-MBS
CORP
US
Y
2
2060-11-30
Variable
2.91808080
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BA7
1130000.00000000
PA
USD
980818.74000000
0.047790825852
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AS
362341LM9
416584.88000000
PA
USD
11952.53000000
0.000582392297
Long
ABS-MBS
CORP
US
Y
2
2035-09-25
Variable
1.87333560
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3218, Class AO
31397BHE4
61383.31000000
PA
USD
47439.80000000
0.002311525185
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
None
0.00000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
2000000.00000000
PA
USD
1639837.08000000
0.079901785233
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-49, Class Z
313921AG3
16048.24000000
PA
USD
17134.49000000
0.000834885585
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
6.50000000
N
N
N
N
N
N
Delmarva Power & Light Co.
NJ98T8DDD027ZFXUDB24
Delmarva Power & Light Co.
247109BR1
235000.00000000
PA
USD
201677.91000000
0.009826845146
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LZ1
1500000.00000000
PA
USD
1322730.98000000
0.064450650600
Long
DBT
UST
US
N
2
2026-05-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L5G20
1840710.44000000
PA
USD
1835099.94000000
0.089416054238
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
3.38000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 323, Class 300
3132HTZ66
1007321.50000000
PA
USD
943676.99000000
0.045981077696
Long
ABS-MBS
USGSE
US
N
2
2044-01-15
Fixed
3.00000000
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAF4
432000.00000000
PA
USD
416475.69000000
0.020292961747
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLJ9
2984000.00000000
PA
USD
2184859.29000000
0.106458232883
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2017-M5, Class A2
3136AWWF0
2771690.02000000
PA
USD
2666323.39000000
0.129917783582
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Variable
3.20400000
N
N
N
N
N
N
Yale-New Haven Health Services Corp.
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp., Series 2020
98459HAA0
780000.00000000
PA
USD
511946.15000000
0.024944802033
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado
744448CM1
214000.00000000
PA
USD
175703.92000000
0.008561251024
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.55000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBB5
830000.00000000
PA
USD
742625.38000000
0.036184749293
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class NG
31339NLX2
75033.88000000
PA
USD
80215.28000000
0.003908524909
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CK3
1160000.00000000
PA
USD
916565.69000000
0.044660067641
Long
DBT
CORP
GB
N
2
2031-08-18
Variable
2.35699920
N
N
N
N
N
N
Swiss Re Finance Luxembourg SA
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
600000.00000000
PA
USD
570000.00000000
0.027773501488
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
5.00000040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H32, Class FH
38376RMJ2
1303457.51000000
PA
USD
1297800.77000000
0.063235915119
Long
ABS-MBS
USGA
US
N
2
2065-12-20
Floating
2.45756880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403EDC8
75508.25000000
PA
USD
77680.29000000
0.003785006403
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
3.38600160
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
36000000.00000000
PA
USD
34728750.00000000
1.692173666373
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3481, Class SJ
31397Y4R9
218737.40000000
PA
USD
21223.61000000
0.001034129761
Long
ABS-MBS
USGSE
US
N
2
2038-08-15
Floating
3.45899880
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BZ2
485000.00000000
PA
USD
425377.50000000
0.020726706367
Long
DBT
CORP
GB
Y
2
2027-01-14
Variable
1.45599840
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAE7
1270000.00000000
PA
USD
1004316.14000000
0.048935747034
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MY4
2145000.00000000
PA
USD
1754380.81000000
0.085482979015
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.56100040
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9
362341NB1
329986.96000000
PA
USD
319435.59000000
0.015564640060
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
6.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHD4
6211000.00000000
PA
USD
5753006.33000000
0.280317771705
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
2060000.00000000
PA
USD
2014967.78000000
0.098180194101
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
158258.93000000
PA
USD
166204.46000000
0.008098385644
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Variable
7.49999880
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBM1
496000.00000000
PA
USD
457833.17000000
0.022308123208
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3290, Class SB
31397FR79
212673.68000000
PA
USD
23039.94000000
0.001122631241
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
4.05900000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
1740000.00000000
PA
USD
1365571.17000000
0.066538057760
Long
DBT
CORP
US
N
2
2032-02-13
Variable
1.79399880
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AM0
1838000.00000000
PA
USD
1818847.18000000
0.088624131336
Long
DBT
CORP
CH
Y
2
2026-05-12
Variable
4.48800120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-60, Class AX
31396WSA5
1074351.50000000
PA
USD
167917.38000000
0.008181848427
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
4.70629080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410RP29
50947.68000000
PA
USD
51524.72000000
0.002510564715
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
3.56500080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31387Y5U3
22747.51000000
PA
USD
24156.30000000
0.001177026375
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2692, Class SC
31394KZD9
31696.65000000
PA
USD
32566.69000000
0.001586826338
Long
ABS-MBS
USGSE
US
N
2
2033-07-15
Floating
8.50466880
N
N
N
N
N
N
MASTR Reperforming Loan Trust
N/A
MASTR Reperforming Loan Trust, Series 2005-2, Class 1A1F
57643QAE5
1208892.75380000
PA
USD
658971.19000000
0.032108661976
Long
ABS-MBS
CORP
US
Y
2
2035-05-25
Floating
2.79371160
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-UP3, Class A3
17307GAV0
8529.42000000
PA
USD
8397.58000000
0.000409175790
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Fixed
7.00000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EK2
1855000.00000000
PA
USD
1360732.88000000
0.066302309945
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2019-4, Class C
26209AAF8
233927.69000000
PA
USD
233822.35000000
0.011393097168
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.51000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440CA0
1050000.00000000
PA
USD
776341.50000000
0.037827582116
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AM1
700000.00000000
PA
USD
757653.11000000
0.036916982067
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31403KJW4
36599.05000000
PA
USD
37256.61000000
0.001815344760
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2132, Class SB
3133TJVQ3
6302.61000000
PA
USD
6946.23000000
0.000338458121
Long
ABS-MBS
USGSE
US
N
2
2029-03-15
Floating
20.26639440
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 2005-2, Class 1A4
9393363L5
2110842.52000000
PA
USD
118356.63000000
0.005766979016
Long
ABS-MBS
CORP
US
N
3
2035-04-25
Floating
2.60628840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1999-38, Class SK
31359WVD0
3.61000000
PA
USD
0.03000000
0.000000001461
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Floating
5.60629080
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
506000.00000000
PA
USD
499680.21000000
0.024347138695
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2172, Class QC
3133TLLL0
66448.25000000
PA
USD
71340.94000000
0.003476118777
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
36395.51000000
PA
USD
36088.80000000
0.001758442702
Long
ABS-MBS
USGA
US
N
2
2035-06-17
Floating
10.68225840
N
N
N
N
N
N
VM Master Issuer LLC
549300DTHP15ZDVADB72
VM Master Issuer LLC, Series 2022-1, Class A1
92859MAA8
4000000.00000000
PA
USD
3984800.00000000
0.194161138128
Long
ABS-MBS
CORP
US
Y
2
2025-05-24
Variable
5.16300120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296QYC8
62314.58000000
PA
USD
64625.05000000
0.003148884074
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-75, Class FA
3136A0GK7
73755.87000000
PA
USD
73749.67000000
0.003593485209
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Floating
2.99370960
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class P
92922FFA1
9758.02700000
PA
USD
7537.22000000
0.000367254369
Long
ABS-MBS
CORP
US
N
3
2033-10-25
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RV2
548000.00000000
PA
USD
497053.13000000
0.024219133063
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AE5
550000.00000000
PA
USD
544703.94000000
0.026540939804
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.65000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3326, Class JO
31397JJN5
6973.24000000
PA
USD
5933.62000000
0.000289118252
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
None
0.00000000
N
N
N
N
N
N
Two Harbors
N/A
Two Harbors
N/A
6600000.00000000
PA
USD
6600000.00000000
0.321587911976
Long
ABS-MBS
CORP
US
N
2
2023-02-08
Fixed
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2344, Class ZJ
313399C70
32345.14000000
PA
USD
34863.20000000
0.001698724801
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
31410GRM7
21689.31000000
PA
USD
24245.20000000
0.001181358067
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
7.50000000
N
N
N
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012725AD9
150000.00000000
PA
USD
143428.26000000
0.006988605250
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
N
Pagaya AI Technology in Housing Trust
N/A
Pagaya AI Technology in Housing Trust, Series 2022-1, Class A
69547NAA2
2667000.00000000
PA
USD
2555710.09000000
0.124528101736
Long
ABS-O
CORP
US
Y
2
2025-08-25
Fixed
4.25000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AZ7
528000.00000000
PA
USD
522630.36000000
0.025465394880
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
Awthorne At the CR 3.54
N/A
Awthorne At the CR 3.54
N/A
6700000.00000000
PA
USD
6570187.50000000
0.320135284760
Long
ABS-MBS
CORP
US
N
2
2035-04-01
Fixed
0.00000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4
90349GBF1
857000.00000000
PA
USD
850071.33000000
0.041420100613
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
3.24430000
N
N
N
N
N
N
Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust
N/A
Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust, Series 2005-8, Class APO
1729734K2
51873.93160000
PA
USD
38358.25000000
0.001869022655
Long
ABS-MBS
CORP
US
N
3
2035-11-25
None
0.00000000
N
N
N
N
N
N
Baker Hughes Holdings LLC
549300XU3XH6F05YEQ93
Baker Hughes Holdings LLC
057224AZ0
300000.00000000
PA
USD
290005.10000000
0.014130626450
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617KFSY9
1172136.13000000
PA
USD
1170944.33000000
0.057054779109
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-58, Class NI
38374LM73
542563.36000000
PA
USD
75951.60000000
0.003700775220
Long
ABS-MBS
USGA
US
N
2
2035-08-20
Floating
5.50000080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L8UK8
2759428.83000000
PA
USD
2648893.15000000
0.129068487448
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
3.17000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617YMMJ8
2479621.47000000
PA
USD
2304882.69000000
0.112306426004
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBH3
1840000.00000000
PA
USD
1656359.37000000
0.080706841103
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2367, Class ME
31339GK42
59657.17000000
PA
USD
63220.84000000
0.003080463322
Long
ABS-MBS
USGSE
US
N
2
2031-10-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2744, Class PE
31394PR88
5115.17000000
PA
USD
5155.27000000
0.000251192805
Long
ABS-MBS
USGSE
US
N
2
2034-02-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-70, Class CO
31396QYP8
216732.42000000
PA
USD
186156.72000000
0.009070568315
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-33, Class ID
31359S6G0
61258.67000000
PA
USD
7771.80000000
0.000378684383
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Fixed
6.00000000
N
N
N
N
N
N
Ladder Capital Commercial Mortgage Trust
N/A
Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2
50184BAC2
998000.00000000
PA
USD
940856.32000000
0.045843639305
Long
ABS-MBS
CORP
US
Y
2
2036-02-15
Fixed
3.98510000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAH6
353000.00000000
PA
USD
320895.66000000
0.015635782615
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2003-QS12, Class A2A
76110HDT3
41.37000000
PA
USD
0.01000000
0.000000000487
Long
ABS-MBS
CORP
US
N
3
2018-06-25
Floating
5.15629080
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKP3
1500000.00000000
PA
USD
1462060.82000000
0.071239558528
Long
DBT
CORP
US
N
2
2028-04-27
Variable
4.37600160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2710, Class HB
31394MHQ6
30481.59000000
PA
USD
30477.90000000
0.001485049124
Long
ABS-MBS
USGSE
US
N
2
2023-11-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140H26Q6
669760.17000000
PA
USD
675870.33000000
0.032932080029
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2136, Class PG
3133TKA26
32924.18000000
PA
USD
34297.13000000
0.001671142791
Long
ABS-MBS
USGSE
US
N
2
2029-03-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-81, Class PI
31359RLD2
11321.58000000
PA
USD
727.30000000
0.000035438013
Long
ABS-MBS
USGSE
US
N
2
2027-12-18
Fixed
7.00000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBB3
325000.00000000
PA
USD
325246.32000000
0.015847770443
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-48
31396VD39
59492.47000000
PA
USD
53991.86000000
0.002630777200
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132FYA80
1680549.06000000
PA
USD
1705850.90000000
0.083118337738
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.50000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 2003-2, Class Z
911760TM8
1916553.61000000
PA
USD
1943186.42000000
0.094682615665
Long
ABS-MBS
USGSE
US
N
3
2033-05-15
Fixed
5.00000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AP4
135000.00000000
PA
USD
131645.33000000
0.006414476787
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3261, Class OA
31397EPT6
101043.84000000
PA
USD
82998.49000000
0.004044138044
Long
ABS-MBS
USGSE
US
N
2
2037-01-15
None
0.00000000
N
N
N
N
N
N
Eastern Gas Transmission & Storage, Inc.
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage, Inc.
276480AB6
807000.00000000
PA
USD
643573.45000000
0.031358400301
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.90000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
985000.00000000
PA
USD
925218.90000000
0.045081699117
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800080
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EA1
2760000.00000000
PA
USD
2364590.42000000
0.115215711492
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.62500000
N
N
N
N
N
N
Tricon Residential Trust
N/A
Tricon Residential Trust, Series 2022-SFR1, Class D
89616QAD3
1837000.00000000
PA
USD
1745506.56000000
0.085050577268
Long
ABS-O
CORP
US
Y
3
2039-04-17
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-147, Class SA
31397QW95
709929.80000000
PA
USD
97974.57000000
0.004773854150
Long
ABS-MBS
USGSE
US
N
2
2041-01-25
Floating
4.08629160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3404, Class SC
31397PTW0
204274.40000000
PA
USD
20187.60000000
0.000983649716
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Floating
3.60900000
N
N
N
N
N
N
VOLT XCVII LLC
N/A
VOLT XCVII LLC, Series 2021-NPL6, Class A1
91835EAA7
2969986.08000000
PA
USD
2815240.60000000
0.137173840343
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
865000.00000000
PA
USD
767836.58000000
0.037413176136
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2396, Class FM
31339LJW1
75501.52000000
PA
USD
75662.44000000
0.003686685771
Long
ABS-MBS
USGSE
US
N
2
2031-12-15
Floating
2.84100120
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAR6
800000.00000000
PA
USD
796151.22000000
0.038792819463
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.14700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-28, Class PK
31392CA46
130922.46000000
PA
USD
139495.68000000
0.006796988554
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406H3D7
147150.20000000
PA
USD
150097.40000000
0.007313562039
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
2.90700000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCZ2
609000.00000000
PA
USD
480179.08000000
0.023396937532
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L4HK2
3357701.88000000
PA
USD
3296703.05000000
0.160633310645
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
3.25000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd.
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAE0
1080871.00000000
PA
USD
894961.19000000
0.043607378847
Long
DBT
CORP
JE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473QAZ6
1256000.00000000
PA
USD
1252962.89000000
0.061051169633
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.80000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406FAC7
254000.00000000
PA
USD
245492.84000000
0.011961746942
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
2.80000000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170BB9
1712000.00000000
PA
USD
1614879.10000000
0.078685696646
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
939000.00000000
PA
USD
912141.41000000
0.044444492646
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.29199920
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJE0
3685000.00000000
PA
USD
2638587.39000000
0.128566334745
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67599880
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CV9
815000.00000000
PA
USD
674492.02000000
0.032864921266
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
2.20600080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-71, Class HJ
31398TDU2
139923.86000000
PA
USD
148061.13000000
0.007214343885
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
5.50000000
N
N
N
N
N
N
Mid-Atlantic Interstate Transmission LLC
N/A
Mid-Atlantic Interstate Transmission LLC
59524QAA3
315000.00000000
PA
USD
304056.03000000
0.014815264213
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CYH0
3717.30000000
PA
USD
3862.79000000
0.000188216147
Long
ABS-MBS
USGA
US
N
2
2027-11-20
Fixed
8.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
765000.00000000
PA
USD
646172.88000000
0.031485058675
Long
DBT
CORP
FR
Y
2
2031-01-13
Variable
3.05200080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-71, Class DS
31393EKS7
230879.08000000
PA
USD
213611.59000000
0.010408318970
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
4.30247880
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAE0
980000.00000000
PA
USD
977106.86000000
0.047609962861
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.31900000
N
N
N
N
N
N
Mitsubishi HC Capital, Inc.
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital, Inc.
60682LAA0
606000.00000000
PA
USD
605648.52000000
0.029510491354
Long
DBT
CORP
JP
Y
2
2022-09-19
Fixed
2.65200000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2018-1, Class AA
11042TAA1
470498.85000000
PA
USD
437041.58000000
0.021295043812
Long
ABS-O
CORP
US
Y
2
2031-09-20
Fixed
3.80000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91086QBF4
2113000.00000000
PA
USD
1727773.69000000
0.084186535353
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
4.60000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust, Series 2007-A3, Class A3
17305EDT9
800000.00000000
PA
USD
933722.88000000
0.045496059294
Long
ABS-O
CORP
US
N
2
2039-06-15
Fixed
6.15000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132FCFU4
2244102.53000000
PA
USD
2229808.05000000
0.108648381046
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
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 2005-6, Class 2A9
92922FY93
728993.25880000
PA
USD
637173.42000000
0.031046556015
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-25, Class J
31358TWE5
1419.25000000
PA
USD
1423.97000000
0.000069383566
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYA6
2900000.00000000
PA
USD
2580057.15000000
0.125714422977
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.43100000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
795000.00000000
PA
USD
702597.83000000
0.034234389258
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
222.12000000
PA
USD
222.43000000
0.000010837999
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1671, Class QC
3133T36V5
3901.87000000
PA
USD
4005.36000000
0.000195162933
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Floating
10.00000080
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AY6
1243000.00000000
PA
USD
910497.50000000
0.044364392406
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.25000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
945000.00000000
PA
USD
901214.88000000
0.043912092651
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CM7
635000.00000000
PA
USD
428650.58000000
0.020886188634
Long
DBT
CORP
US
Y
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
1713000.00000000
PA
USD
1637359.28000000
0.079781053335
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
8800000.00000000
PA
USD
6020781.27000000
0.293365223801
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2019-2, Class D
21872GAL9
2000000.00000000
PA
USD
1775667.60000000
0.086520187249
Long
ABS-O
CORP
US
Y
3
2052-06-15
Fixed
4.21900000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2002-QS16, Class A3
76110GW49
362.28000000
PA
USD
373.15000000
0.000018181898
Long
ABS-MBS
CORP
US
N
2
2017-10-25
Floating
11.51315280
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1760, Class ZD
3133T5X32
21591.83000000
PA
USD
21472.08000000
0.001046236571
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Floating
2.44000080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-1, Class BI
31396YCX8
171549.00000000
PA
USD
17495.39000000
0.000852470596
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
3.46628880
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AE2
749000.00000000
PA
USD
781188.73000000
0.038063765536
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QAU0
317000.00000000
PA
USD
325211.44000000
0.015846070900
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
5.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2596, Class QG
31393NXU8
108634.31000000
PA
USD
111969.12000000
0.005455744773
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2011-22, Class WA
38377QRC3
268966.49000000
PA
USD
282415.97000000
0.013760842742
Long
ABS-MBS
USGA
US
N
2
2037-02-20
Variable
5.88960000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAH3
2583000.00000000
PA
USD
2499020.99000000
0.121765900327
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2353, Class AZ
3133TUYS1
179026.96000000
PA
USD
184837.19000000
0.009006273634
Long
ABS-MBS
USGSE
US
N
2
2031-09-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 3A
31393LFM0
246129.67000000
PA
USD
262651.15000000
0.012797793167
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
7.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2005-1, Class 2A1A
17307GPS1
144054.02660000
PA
USD
121920.57000000
0.005940633565
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
2.41572600
N
N
N
N
N
N
Goodgreen
N/A
Goodgreen, Series 2019-2A, Class A
38218EAA5
1521818.06000000
PA
USD
1369690.74000000
0.066738785625
Long
ABS-O
CORP
KY
Y
2
2055-04-15
Fixed
2.76000000
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-27, Class SA
31358TRH4
195.92000000
PA
USD
202.69000000
0.000009876159
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Floating
15.50000160
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAG6
820000.00000000
PA
USD
758024.98000000
0.036935101597
Long
DBT
CORP
KY
Y
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2005-4F, Class AP
36242DY56
2.03000000
PA
USD
2.03000000
0.000000098912
Long
ABS-MBS
CORP
US
N
3
2035-05-25
None
0.00000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AK5
533000.00000000
PA
USD
501115.94000000
0.024417095273
Long
DBT
NUSS
CO
N
2
2025-01-16
Fixed
4.12500000
N
N
N
N
N
N
RBS Commercial Funding, Inc. Trust
N/A
RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A
74932BAA1
664000.00000000
PA
USD
654208.66000000
0.031876605600
Long
ABS-MBS
CORP
US
Y
2
2031-03-11
Fixed
3.26000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31349UB56
58185.10000000
PA
USD
59965.60000000
0.002921850317
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
3.01399920
N
Y
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179XDD5
9675000.00000000
PA
USD
9554998.94000000
0.465571539099
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2006-1F, Class 2A4
3623417C7
720703.02000000
PA
USD
408234.66000000
0.019891413925
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-22, Class UD
31393ANT0
647175.39000000
PA
USD
645286.80000000
0.031441884036
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
4.00000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AD3
575000.00000000
PA
USD
447979.84000000
0.021828015356
Long
DBT
CORP
AU
Y
2
2036-03-03
Variable
3.05200080
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
1413000.00000000
PA
USD
1070610.02000000
0.052165945586
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-44, Class GO
31395NBG1
199668.38000000
PA
USD
171789.76000000
0.008370531851
Long
ABS-MBS
USGSE
US
N
2
2036-06-25
None
0.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
1510000.00000000
PA
USD
1273985.02000000
0.062075482192
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2552, Class ME
31393HXK3
185597.51000000
PA
USD
197090.51000000
0.009603322057
Long
ABS-MBS
USGSE
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L92X9
8000000.00000000
PA
USD
7499150.48000000
0.365399415827
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.92000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440BP8
379000.00000000
PA
USD
321240.59000000
0.015652589481
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
3.95000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
780000.00000000
PA
USD
687590.20000000
0.033503135865
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900040
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-8, Class 2A1
12669FZW6
2353.05620000
PA
USD
468.13000000
0.000022809840
Long
ABS-MBS
CORP
US
N
2
2019-06-25
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L5RM4
1617015.30000000
PA
USD
1619233.84000000
0.078897883273
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.97000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BG4
219000.00000000
PA
USD
214067.11000000
0.010430514383
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-53, Class CI
31397LC23
112621.63000000
PA
USD
11470.11000000
0.000558886170
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
4.75629120
N
N
N
N
N
N
Eaton Corp.
0NZWDMRCE180888QQE14
Eaton Corp.
278062AD6
170000.00000000
PA
USD
162482.38000000
0.007917025654
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
4.00000000
N
N
N
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097AE3
935000.00000000
PA
USD
892281.36000000
0.043476802948
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
770000.00000000
PA
USD
723960.79000000
0.035275308910
Long
DBT
CORP
US
Y
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L5EA4
1418942.18000000
PA
USD
1417861.17000000
0.069085911080
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
3.69000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAE2
2080000.00000000
PA
USD
1794984.09000000
0.087461391747
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-34, Class ED
31393CDP5
554997.22000000
PA
USD
587445.74000000
0.028623552867
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
Credit Suisse ABS Trust
N/A
Credit Suisse ABS Trust, Series 2020-AT1, Class A
22551XAA2
1245803.56000000
PA
USD
1205202.82000000
0.058724039150
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
2.61000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-79, Class OK
38376CXX2
78099.66000000
PA
USD
68875.48000000
0.003355988151
Long
ABS-MBS
USGA
US
N
2
2037-11-16
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3194, Class SA
31396UD64
27214.54980000
PA
USD
3554.90000000
0.000173214070
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Floating
4.70900160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 351, Class 7
3136FCHW9
112874.00000000
PA
USD
14583.44000000
0.000710584548
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Variable
5.00000040
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBD7
1130000.00000000
PA
USD
1054255.94000000
0.051369085823
Long
DBT
CORP
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2224, Class CB
3133TNK45
13360.35000000
PA
USD
14608.35000000
0.000711798299
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
146825.02000000
PA
USD
1072.01000000
0.000052234160
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
1490000.00000000
PA
USD
1520301.01000000
0.074077337482
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
401074.93000000
PA
USD
435874.08000000
0.021238156859
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Fixed
6.00000000
N
N
N
N
N
N
Eaton Corp.
0NZWDMRCE180888QQE14
Eaton Corp.
278058AP7
300000.00000000
PA
USD
316330.73000000
0.015413354387
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-44, Class P
31395NBC0
505349.33000000
PA
USD
429594.38000000
0.020932175706
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
23539.80000000
PA
USD
23038.61000000
0.001122566437
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Floating
7.81715160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31391REW8
10279.81000000
PA
USD
10650.94000000
0.000518971750
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1992-188, Class PZ
31358Q4G7
181.47680000
PA
USD
181.15000000
0.000008826613
Long
ABS-MBS
USGSE
US
N
2
2022-10-25
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-33, Class TI
38374UJV4
77012.90000000
PA
USD
11959.26000000
0.000582720220
Long
ABS-MBS
USGA
US
N
2
2039-05-20
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
305436.10000000
PA
USD
274402.75000000
0.013370395062
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEUY1
9000000.00000000
PA
USD
7705255.05000000
0.375441951936
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
2.16000000
N
N
N
N
N
N
Mylan, Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BC0
520000.00000000
PA
USD
426325.08000000
0.020772877621
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
5.40000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
505000.00000000
PA
USD
404696.86000000
0.019719033059
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LAZ3
150000.00000000
PA
USD
145938.79000000
0.007110931932
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT
35563PJE0
2739345.89490000
PA
USD
2618795.50000000
0.127601966172
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
1385.64000000
PA
USD
1441.27000000
0.000070226516
Long
ABS-MBS
USGA
US
N
2
2026-08-20
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1541, Class M
3133T0BV5
787.91000000
PA
USD
790.85000000
0.000038534515
Long
ABS-MBS
USGSE
US
N
2
2023-07-15
Floating
26.03041200
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAM6
129000.00000000
PA
USD
118348.68000000
0.005766591649
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2H7
278000.00000000
PA
USD
257150.00000000
0.012529747206
Long
DBT
NUSS
SA
Y
2
2025-11-24
Fixed
1.62500000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523BZ2
300000.00000000
PA
USD
300626.52000000
0.014648159826
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust, Series 2020-1A, Class A
89615AAA5
337056.28000000
PA
USD
336828.13000000
0.016412099245
Long
ABS-O
CORP
US
Y
2
2026-11-15
Fixed
4.87500000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU
35563P7E3
3531886.20370000
PA
USD
3319693.31000000
0.161753521207
Long
ABS-MBS
USGSE
US
N
2
2061-11-25
Fixed
3.25000000
N
N
N
N
N
N
nVent Finance SARL
549300KO1OQ4MVFB6X02
nVent Finance SARL
67078AAD5
450000.00000000
PA
USD
425842.63000000
0.020749370032
Long
DBT
CORP
LU
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L8AZ7
3273027.24000000
PA
USD
3184905.04000000
0.155185903281
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.11000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-25, Class SE
38374XSE6
104322.07000000
PA
USD
7309.39000000
0.000356153252
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Floating
5.23185840
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2004-7, Class 1A1
45254NKF3
353129.75000000
PA
USD
349194.47000000
0.017014654618
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
3.18371040
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-26CB, Class A9
02147WAJ8
874945.79760000
PA
USD
526595.93000000
0.025658619027
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
1173600.00000000
PA
USD
1005307.59000000
0.048984055873
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2325, Class PM
3133TU3J5
30448.87000000
PA
USD
32969.95000000
0.001606475360
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-90
38374CUL3
20872.09000000
PA
USD
20459.01000000
0.000996874288
Long
ABS-MBS
USGA
US
N
2
2033-10-20
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3549, Class FA
31398EP99
13123.82000000
PA
USD
13336.18000000
0.000649811254
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Floating
3.59100000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617VUD53
2605790.97700000
PA
USD
2721878.97000000
0.132624753729
Long
ABS-MBS
USGA
US
N
2
2071-08-20
Variable
4.66700040
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
535000.00000000
PA
USD
521237.78000000
0.025397540805
Long
DBT
CORP
US
Y
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1998-1, Class 2E
911760LH7
213105.45000000
PA
USD
218520.20000000
0.010647493157
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31403QVP2
60794.11000000
PA
USD
62476.30000000
0.003044185282
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 3A18
225458QQ4
491977.14000000
PA
USD
474778.11000000
0.023133772885
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2040, Class PE
3133TD3W4
39467.68000000
PA
USD
41978.67000000
0.002045429217
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
690000.00000000
PA
USD
543541.76000000
0.026484312071
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Advocate Health & Hospitals Corp.
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp., Series 2020
007589AD6
710000.00000000
PA
USD
607153.69000000
0.029583831426
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.21100000
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057BZ6
365000.00000000
PA
USD
365308.76000000
0.017799830508
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401A3J4
63372.21000000
PA
USD
67745.67000000
0.003300937660
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
500000.00000000
PA
USD
458886.22000000
0.022359433534
Long
DBT
CORP
FR
Y
2
2026-06-16
Variable
1.90699920
N
N
N
N
N
N
MASTR Asset Securitization Trust
N/A
MASTR Asset Securitization Trust, Series 2004-1, Class 30PO
55265K6X2
7559.70000000
PA
USD
5387.70000000
0.000262518059
Long
ABS-MBS
CORP
US
N
3
2034-02-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2462, Class JG
31392MQP0
78462.26000000
PA
USD
84004.51000000
0.004093156813
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGT1
300000.00000000
PA
USD
262770.03000000
0.012803585648
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2169, Class TB
3133TL5G9
104786.94000000
PA
USD
111359.85000000
0.005426057824
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.00000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAN2
1215000.00000000
PA
USD
1028264.89000000
0.050102660444
Long
DBT
CORP
US
N
2
2045-03-06
Fixed
3.56700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3171, Class MO
31396TUG6
21215.01000000
PA
USD
19042.89000000
0.000927873217
Long
ABS-MBS
USGSE
US
N
2
2036-06-15
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-28, Class BO
38375J8N8
52932.82000000
PA
USD
45704.55000000
0.002226974363
Long
ABS-MBS
USGA
US
N
2
2037-05-20
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-12, Class SP
38373SNF0
78921.62000000
PA
USD
2613.22000000
0.000127330297
Long
ABS-MBS
USGA
US
N
2
2033-02-20
Floating
5.33185920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31410DVM9
14111.36000000
PA
USD
14402.95000000
0.000701790093
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H31, Class FD
38375BD74
684981.04000000
PA
USD
678533.52000000
0.033061845136
Long
ABS-MBS
USGA
US
N
2
2062-12-20
Floating
2.13756840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405YX48
72642.44000000
PA
USD
72113.27000000
0.003513750897
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
2.09400120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2
31393XGQ4
129385.27000000
PA
USD
138518.71000000
0.006749385260
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209UJR8
2669.68000000
PA
USD
2673.37000000
0.000130261132
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2011-75, Class SM
38377WFA7
461250.14000000
PA
USD
37971.26000000
0.001850166396
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
4.23186120
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBK5
324000.00000000
PA
USD
218111.44000000
0.010627576146
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617KQEA2
704120.25000000
PA
USD
738789.90000000
0.035997863837
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
5.00000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HN6
600000.00000000
PA
USD
584406.20000000
0.028475449940
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2021-SFR1, Class D
33767WAG8
4000000.00000000
PA
USD
3493721.60000000
0.170233126420
Long
ABS-O
CORP
US
Y
3
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2003-QS12, Class A5
76110HDW6
12.59000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
3
2018-06-25
Fixed
5.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAK7
375000.00000000
PA
USD
354015.97000000
0.017249584333
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.37500000
N
N
N
N
N
N
Hamlet Mhc nov34
N/A
Hamlet Mhc nov34
N/A
2000000.00000000
PA
USD
1996171.88000000
0.097264355581
Long
ABS-MBS
CORP
US
N
2
2034-11-01
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138EPR30
1783343.31000000
PA
USD
1777322.37000000
0.086600816648
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Variable
3.80999880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBC4
10000000.00000000
PA
USD
9026171.90000000
0.439804208252
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2412, Class SP
31339DW95
58618.91000000
PA
USD
63757.91000000
0.003106632295
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
11.31800040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1518, Class G
312915YY1
1791.31000000
PA
USD
1784.25000000
0.000086938368
Long
ABS-MBS
USGSE
US
N
2
2023-05-15
Floating
6.26699880
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2L4
239000.00000000
PA
USD
224509.44000000
0.010939321519
Long
DBT
CORP
US
Y
2
2025-01-14
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3134
31396J5T8
26750.46000000
PA
USD
23429.03000000
0.001141589823
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-10, Class XI
31396YKW1
151027.73000000
PA
USD
14794.37000000
0.000720862205
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
3.78628920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 374, Class 5
3136FCZ82
79193.79000000
PA
USD
14790.64000000
0.000720680459
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-90, Class SI
38374JXC5
356745.07000000
PA
USD
24829.31000000
0.001209819084
Long
ABS-MBS
USGA
US
N
2
2034-10-20
Floating
3.73186080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M10, Class A2
3136B2HA3
3335000.00000000
PA
USD
3273835.43000000
0.159519075771
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.47600160
N
N
N
N
N
N
CFIN Issuer LLC
N/A
CFIN Issuer LLC, Series 2022-RTL1, Class AA
12531CAA4
4200000.00000000
PA
USD
4118100.00000000
0.200656239441
Long
ABS-O
CORP
US
Y
3
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-64, Class DM
31398RM85
93353.60000000
PA
USD
95963.88000000
0.004675882393
Long
ABS-MBS
USGSE
US
N
2
2040-06-25
Fixed
5.00000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2022-3FP, Class B
35634EAB5
3585000.00000000
PA
USD
3560397.58000000
0.173481942963
Long
ABS-O
CORP
US
Y
3
2029-08-20
Fixed
5.79000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3064, Class MC
31396ER57
3094883.00000000
PA
USD
3239729.40000000
0.157857244411
Long
ABS-MBS
USGSE
US
N
2
2035-11-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2313, Class LA
3133TTK67
20443.40000000
PA
USD
21566.10000000
0.001050817737
Long
ABS-MBS
USGSE
US
N
2
2031-05-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617XW7K1
1420781.97000000
PA
USD
1320733.20000000
0.064353307888
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDW8
3850000.00000000
PA
USD
3500492.19000000
0.170563026405
Long
DBT
UST
US
N
2
2029-01-31
Fixed
1.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2015-M10, Class A2
3136AN6U6
7439368.67000000
PA
USD
7224375.38000000
0.352010877847
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Variable
3.09200040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1505, Class Q
312915ZZ7
904.14000000
PA
USD
910.93000000
0.000044385466
Long
ABS-MBS
USGSE
US
N
2
2023-05-15
Fixed
7.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1996-1, Class 1Z
92260MAH6
114461.74000000
PA
USD
118917.74000000
0.005794319349
Long
ABS-MBS
USGSE
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3233, Class OP
31397BYN5
36411.14000000
PA
USD
31176.96000000
0.001519111131
Long
ABS-MBS
USGSE
US
N
2
2036-05-15
None
0.00000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
700000.00000000
PA
USD
609507.65000000
0.029698529166
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CPT4
1963.94000000
PA
USD
2028.12000000
0.000098821041
Long
ABS-MBS
USGA
US
N
2
2026-06-20
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-72, Class SX
31392BJG2
3949.57000000
PA
USD
4244.87000000
0.000206833163
Long
ABS-MBS
USGSE
US
N
2
2031-12-25
Floating
11.77491960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-40, Class SB
38375KA77
464744.49000000
PA
USD
35638.05000000
0.001736479710
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Floating
4.38185880
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities Corp.
N/A
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-1, Class DB1
2254W0GJ8
189638.81000000
PA
USD
185389.00000000
0.009033160820
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Variable
6.66153720
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
911596AL8
1277000.00000000
PA
USD
1417366.95000000
0.069061829993
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
7.50000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
1565000.00000000
PA
USD
1313490.70000000
0.064000413880
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LJZP8
3050000.00000000
PA
USD
2882044.34000000
0.140428882049
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.14000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617K1Y72
1855815.53000000
PA
USD
1863090.25000000
0.090779894442
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C5G4
1138.90000000
PA
USD
1139.95000000
0.000055544566
Long
ABS-MBS
USGA
US
N
2
2028-09-20
Fixed
8.00000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
1179000.00000000
PA
USD
1124708.49000000
0.054801917406
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Intact US Holdings, Inc.
N/A
Intact US Holdings, Inc.
68245JAB6
500000.00000000
PA
USD
500536.94000000
0.024388883242
Long
DBT
CORP
US
N
2
2022-11-09
Fixed
4.60000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-17, Class JO
38375JTE5
50998.32000000
PA
USD
42698.12000000
0.002080484735
Long
ABS-MBS
USGA
US
N
2
2037-04-16
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-48, Class GH
31392DS45
199539.82000000
PA
USD
214649.47000000
0.010458890130
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Fixed
6.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CH6
320000.00000000
PA
USD
302136.54000000
0.014721736216
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MBC6
790000.00000000
PA
USD
801976.26000000
0.039076647107
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2484, Class LZ
31392R3H2
87019.17000000
PA
USD
92079.90000000
0.004486633753
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AD2
565000.00000000
PA
USD
471599.89000000
0.022978912714
Long
DBT
CORP
US
Y
2
2028-02-10
Fixed
1.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140K22K9
2033825.46000000
PA
USD
1899307.96000000
0.092544618342
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAP6
769000.00000000
PA
USD
797559.09000000
0.038861418550
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.15000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBQ7
1452000.00000000
PA
USD
1376075.15000000
0.067049868819
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
1.00699920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617KQD88
891041.52000000
PA
USD
931661.27000000
0.045395606437
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
5.00000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2003-3, Class 1A1
576434DT8
94838.22000000
PA
USD
89404.23000000
0.004356260552
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
6.50000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BK5
200000.00000000
PA
USD
185236.92000000
0.009025750655
Long
DBT
CORP
GB
Y
2
2033-03-15
Variable
4.86600120
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAW5
690000.00000000
PA
USD
586581.92000000
0.028581462856
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2005-8, Class 30PO
05946X3C5
34614.94370000
PA
USD
23247.73000000
0.001132755901
Long
ABS-MBS
CORP
US
N
3
2036-01-25
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
13193300.00000000
PA
USD
10327880.16000000
0.503230517545
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2000-52
31358SU66
7720.89000000
PA
USD
1094.27000000
0.000053318788
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
8.50000000
N
N
N
N
N
N
Thornburg Mortgage Securities Trust
N/A
Thornburg Mortgage Securities Trust, Series 2003-4, Class A1
885220DW0
78324.14000000
PA
USD
75577.47000000
0.003682545571
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Floating
3.08370960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-84, Class XM
31394FN50
626180.56000000
PA
USD
646975.20000000
0.031524152071
Long
ABS-MBS
USGSE
US
N
2
2035-10-25
Fixed
5.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3138
31396N7B6
123120.20000000
PA
USD
104306.15000000
0.005082363179
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418A3V8
1446476.51000000
PA
USD
1465555.78000000
0.071409851996
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
251566AA3
335000.00000000
PA
USD
261849.56000000
0.012758735341
Long
DBT
CORP
DE
Y
2
2050-01-21
Fixed
3.62500000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2005-7, Class 30PO
05946XV83
77234.55840000
PA
USD
72934.79000000
0.003553779822
Long
ABS-MBS
CORP
US
N
3
2035-11-25
None
0.00000000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2G9
200000.00000000
PA
USD
193000.00000000
0.009404010153
Long
DBT
NUSS
SA
Y
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
1260000.00000000
PA
USD
1142617.20000000
0.055674527202
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
City of Los Angeles Department of Airports, Federally Taxable Build America Bonds Direct Payment to Issuer, Series 2009C
544435C32
420000.00000000
PA
USD
480487.60000000
0.023411970305
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
6.58200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31406UL48
44424.22000000
PA
USD
46365.11000000
0.002259160441
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAL5
4690000.00000000
PA
USD
4042560.13000000
0.196975525946
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
487.18000000
PA
USD
500.51000000
0.000024387570
Long
ABS-MBS
USGA
US
N
2
2025-12-20
Fixed
8.00000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EY5
882000.00000000
PA
USD
636748.03000000
0.031025828700
Long
DBT
CORP
AU
N
2
2041-11-18
Fixed
3.13300000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2021-2A, Class C
22537CAE9
7280000.00000000
PA
USD
6616785.45000000
0.322405790434
Long
ABS-O
CORP
US
Y
2
2030-06-17
Fixed
1.64000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-72, Class IE
31393DXG1
191905.73000000
PA
USD
30467.78000000
0.001484556023
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QK7
21115000.00000000
PA
USD
22349732.56000000
1.089000579880
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.87500000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
400000.00000000
PA
USD
360241.73000000
0.017552937236
Long
DBT
CORP
US
Y
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
SITE Centers Corp.
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp.
23317HAF9
330000.00000000
PA
USD
318433.31000000
0.015515803525
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H03, Class FA
38375BF64
755.43000000
PA
USD
748.86000000
0.000036488533
Long
ABS-MBS
USGA
US
N
2
2060-08-20
Floating
2.09756880
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-1CB, Class 1A6
12667F2M6
392714.17000000
PA
USD
33329.02000000
0.001623971204
Long
ABS-MBS
CORP
US
N
3
2035-03-25
Floating
4.65629040
N
N
N
N
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAH1
496000.00000000
PA
USD
495160.62000000
0.024126919678
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
4.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3511, Class SA
31397YVF5
165128.04000000
PA
USD
14612.33000000
0.000711992226
Long
ABS-MBS
USGSE
US
N
2
2039-02-15
Floating
3.60900000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAC5
490000.00000000
PA
USD
483676.23000000
0.023567337708
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138EGBP8
177624.06000000
PA
USD
191320.09000000
0.009322155797
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 233, Class 13
31282YDY2
282405.15000000
PA
USD
58525.37000000
0.002851674475
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-41, Class 3A
31392MEN8
220631.71190000
PA
USD
219177.22000000
0.010679506747
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Variable
4.46096520
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617LNSC9
3777640.86000000
PA
USD
3550557.05000000
0.173002458797
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.00000000
N
N
N
N
N
N
Nevada Power Co.
MJZFGXRJ52U8U4MKJ519
Nevada Power Co., Series N
641423BP2
100000.00000000
PA
USD
114676.32000000
0.005587654288
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65000000
N
N
N
N
N
N
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
92940PAE4
170000.00000000
PA
USD
163224.26000000
0.007953174084
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 233, Class 11
31282YDW6
194719.80000000
PA
USD
41145.65000000
0.002004839950
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Fixed
5.00000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAA6
497000.00000000
PA
USD
443340.18000000
0.021601945876
Long
DBT
CORP
NO
Y
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
CRH America, Inc.
549300RN11MJ182CNF63
CRH America, Inc.
12626PAN3
893000.00000000
PA
USD
855682.47000000
0.041693505885
Long
DBT
CORP
US
Y
2
2045-05-18
Fixed
5.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31287UNA6
15867.12000000
PA
USD
16463.21000000
0.000802177170
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TA6
980000.00000000
PA
USD
728109.38000000
0.035477450788
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AL9
828000.00000000
PA
USD
735052.64000000
0.035815764195
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class A2
3136BCGS3
1325000.00000000
PA
USD
1175015.70000000
0.057253158409
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
1.20000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
Kingdom of Saudi Arabia
80413TAV1
622000.00000000
PA
USD
531810.00000000
0.025912676889
Long
DBT
NUSS
SA
Y
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617FGMN3
1892401.77000000
PA
USD
1937287.19000000
0.094395173080
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
5.00000000
N
N
N
N
N
N
FMR LLC
6X064LF7Y6B4DKF2GZ26
FMR LLC
30251BAB4
500000.00000000
PA
USD
554242.27000000
0.027005699142
Long
DBT
CORP
US
Y
2
2039-11-15
Fixed
6.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371HDQ8
9743.31000000
PA
USD
10077.63000000
0.000491036968
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
6.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AF5
454000.00000000
PA
USD
452887.70000000
0.022067153000
Long
DBT
CORP
US
Y
2
2023-05-30
Fixed
4.12500000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class A
78449RAA3
3935000.00000000
PA
USD
3334523.72000000
0.162476139477
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
159030.06000000
PA
USD
165139.64000000
0.008046501820
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAX3
655000.00000000
PA
USD
528605.62000000
0.025756542059
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAY7
2110000.00000000
PA
USD
2087730.55000000
0.101725592173
Long
DBT
CORP
DK
Y
2
2023-12-08
Variable
1.17100080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXQS4
3154948.19000000
PA
USD
3031791.95000000
0.147725400416
Long
ABS-MBS
USGSE
US
N
2
2060-03-01
Fixed
3.50000000
N
N
N
N
N
N
Academic Loan Funding Trust
N/A
Academic Loan Funding Trust, Series 2013-1A, Class A
00389VAA0
646151.81000000
PA
USD
629914.14000000
0.030692844395
Long
ABS-O
CORP
US
Y
2
2044-12-26
Floating
3.24371160
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York and New Jersey, Consolidated, Series 165
73358WCX0
440000.00000000
PA
USD
490811.38000000
0.023915001040
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.64700000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAT7
640000.00000000
PA
USD
493098.60000000
0.024026446844
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2003-F, Class A1
5899292M9
330037.44000000
PA
USD
313837.98000000
0.015291894043
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
3.08370960
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJX1
2340000.00000000
PA
USD
2129454.73000000
0.103758621253
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WQA9
4955651.55000000
PA
USD
4529100.04000000
0.220682397726
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2002-T19, Class A2
31392GVR3
419380.32000000
PA
USD
454694.79000000
0.022155204258
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Fixed
7.00000000
N
N
N
N
N
N
HERO Funding
549300Z5C0ID42MSJA91
HERO Funding, Series 2017-3A, Class A2
42771AAB2
885562.72000000
PA
USD
852702.68000000
0.041548314302
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
3.95000000
N
Y
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
415000.00000000
PA
USD
283139.39000000
0.013796091701
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BQ7
525000.00000000
PA
USD
391734.83000000
0.019087452428
Long
DBT
CORP
AU
Y
2
2041-03-11
Fixed
3.30500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAP3
2205000.00000000
PA
USD
1943859.45000000
0.094715409348
Long
DBT
CORP
FR
Y
2
2026-01-20
Fixed
1.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
1040000.00000000
PA
USD
885178.12000000
0.043130694445
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
Camillo Issuer LLC
N/A
Camillo Issuer LLC, Class 1-A-1
133715AA0
4698315.90000000
PA
USD
4691268.43000000
0.228584124079
Long
ABS-O
USGA
US
N
3
2023-12-05
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-130, Class CA
3136A2B85
454942.52000000
PA
USD
484061.34000000
0.023586102363
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
6.00000000
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
1830000.00000000
PA
USD
1449308.12000000
0.070618177594
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1865, Class D
3133T7HX0
10742.79480000
PA
USD
10503.73000000
0.000511798878
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
None
0.00000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DD7
125000.00000000
PA
USD
111483.95000000
0.005432104651
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.10000000
N
N
N
N
N
N
MASTR Asset Securitization Trust
N/A
MASTR Asset Securitization Trust, Series 2004-6, Class 15PO
57643MDJ0
126.77000000
PA
USD
126.05000000
0.000006141841
Long
ABS-MBS
CORP
US
N
3
2019-07-25
None
0.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAL1
554000.00000000
PA
USD
531550.91000000
0.025900052614
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128NHY72
52392.98000000
PA
USD
53577.40000000
0.002610582453
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
2.98199880
N
Y
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EM8
450000.00000000
PA
USD
329774.56000000
0.016068410935
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1999-18, Class Z
31359VRN5
15951.88000000
PA
USD
16193.67000000
0.000789043715
Long
ABS-MBS
USGSE
US
N
2
2029-04-18
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2001-35, Class SA
38373RTZ2
51809.05000000
PA
USD
124.07000000
0.000006045365
Long
ABS-MBS
USGA
US
N
2
2031-08-16
Floating
5.86314000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AT5
1360000.00000000
PA
USD
1144382.05000000
0.055760520297
Long
DBT
CORP
CH
Y
2
2027-02-02
Variable
1.30500000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
930000.00000000
PA
USD
804388.53000000
0.039194186027
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.67299920
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFB2
7950000.00000000
PA
USD
7736964.80000000
0.376987023495
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2990, Class UZ
31395V4P1
1089172.14000000
PA
USD
1141049.30000000
0.055598130583
Long
ABS-MBS
USGSE
US
N
2
2035-06-15
Fixed
5.75000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2022-SFR2, Class E1
33767PAJ7
3700000.00000000
PA
USD
3318060.10000000
0.161673942329
Long
ABS-O
CORP
US
Y
3
2039-07-17
Fixed
4.50000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1994-1, Class 1
911760DD5
27200.56000000
PA
USD
27186.40000000
0.001324669334
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Variable
4.79192040
N
N
N
N
N
N
ACC
N/A
ACC
N/A
3023210.92000000
PA
USD
3012629.68000000
0.146791710356
Long
ABS-MBS
CORP
US
N
3
2022-09-15
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-205, Class H
31359EK34
1251.20800000
PA
USD
1231.02000000
0.000059981992
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
None
0.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-64CB, Class 1A9
12668AZU2
332830.79000000
PA
USD
303745.74000000
0.014800145196
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-2, Class AA
90932JAA0
1195807.48000000
PA
USD
1008393.84000000
0.049134434766
Long
ABS-O
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class D
55348UAQ1
2685000.00000000
PA
USD
2419604.93000000
0.117896317764
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A
62955MAB2
5674307.11000000
PA
USD
5128750.29000000
0.249900620729
Long
ABS-O
CORP
US
Y
2
2026-07-25
Fixed
3.10400000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
190000.00000000
PA
USD
175380.06000000
0.008545470802
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2209, Class TC
3133TNCF9
28537.12000000
PA
USD
31132.90000000
0.001516964288
Long
ABS-MBS
USGSE
US
N
2
2030-01-15
Fixed
8.00000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AP4
612000.00000000
PA
USD
610181.03000000
0.029731339903
Long
DBT
CORP
GB
N
2
2023-11-07
Variable
2.90700000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
124857AQ6
792000.00000000
PA
USD
779244.67000000
0.037969040355
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
57533.37000000
PA
USD
61059.20000000
0.002975136459
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-33, Class IA
31393BFR1
195752.50000000
PA
USD
35147.64000000
0.001712584266
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.50000000
N
N
N
N
N
N
Consumer Receivables Asset Investment Trust
N/A
Consumer Receivables Asset Investment Trust, Series 2021-1, Class A1X
21056K104
1751743.14000000
PA
USD
1724909.94000000
0.084046997871
Long
ABS-O
CORP
US
Y
2
2023-03-24
Floating
5.72320080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-44, Class MY
3139205U0
130693.05000000
PA
USD
141632.66000000
0.006901113848
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L4F73
2097082.74000000
PA
USD
2087605.71000000
0.101719509289
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
3.02000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
705000.00000000
PA
USD
597874.06000000
0.029131677360
Long
DBT
CORP
US
Y
2
2027-11-24
Fixed
1.62500000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust, Series 2019-1A, Class A
252722AA1
1510666.02000000
PA
USD
1478323.57000000
0.072031968197
Long
ABS-O
CORP
US
Y
2
2032-02-20
Fixed
2.89000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR3, Class C
02665XAC3
500000.00000000
PA
USD
495852.70000000
0.024160641581
Long
ABS-O
CORP
US
Y
2
2036-12-17
Fixed
4.59600000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617FRAU6
3600000.00000000
PA
USD
3790456.56000000
0.184691668268
Long
ABS-MBS
USGA
US
N
2
2072-07-20
Variable
4.71999960
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BG4
380000.00000000
PA
USD
400229.00000000
0.019501334609
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
4.75000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class A
12327BAA4
2962772.36000000
PA
USD
2665184.39000000
0.129862285305
Long
ABS-O
CORP
US
Y
2
2036-04-15
Fixed
2.16200000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A
433674AA6
1189107.38000000
PA
USD
1119610.24000000
0.054553502925
Long
ABS-O
CORP
US
Y
2
2025-12-25
Fixed
3.84400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-39, Class LW
31393A6T9
17686.98000000
PA
USD
17677.05000000
0.000861322060
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36202SBN7
26719.51000000
PA
USD
27882.56000000
0.001358590038
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.50000000
N
N
N
N
N
N
TSMC Global Ltd.
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AN5
595000.00000000
PA
USD
595793.37000000
0.029030294822
Long
DBT
CORP
VG
Y
2
2032-07-22
Fixed
4.62500000
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
16457.13000000
PA
USD
16721.20000000
0.000814747847
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
52369.54000000
PA
USD
57324.91000000
0.002793181531
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
7.00000000
N
N
N
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BQ2
475000.00000000
PA
USD
450340.23000000
0.021943026400
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.00000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6
92922FBV9
427388.56000000
PA
USD
406663.21000000
0.019814844330
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
3.19476240
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1570, Class F
3133T0PQ1
196.01000000
PA
USD
196.77000000
0.000009587705
Long
ABS-MBS
USGSE
US
N
2
2023-08-15
Floating
2.05400160
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAJ2
235000.00000000
PA
USD
233481.28000000
0.011376478381
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.75000000
N
N
N
N
N
N
PNMAC GMSR ISSUER TRUST
N/A
PNMAC GMSR ISSUER TRUST, Series 2022-GT1, Class A
69354WAF3
3450000.00000000
PA
USD
3442912.32000000
0.167757421834
Long
ABS-O
CORP
US
Y
2
2027-05-25
Floating
6.43318920
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612GAA9
400000.00000000
PA
USD
359148.09000000
0.017499649144
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-33, Class CI
38374UKD2
73582.89000000
PA
USD
9098.31000000
0.000443319169
Long
ABS-MBS
USGA
US
N
2
2039-05-20
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-62, Class HJ
31396QTN9
22847.75000000
PA
USD
22967.97000000
0.001119124471
Long
ABS-MBS
USGSE
US
N
2
2039-05-25
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QSZC3
10313.82000000
PA
USD
10263.82000000
0.000500109157
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
1.84500000
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2H58
4500000.00000000
PA
USD
3804790.37000000
0.185390089484
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
1.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201SRB7
12186.80000000
PA
USD
12717.27000000
0.000619654591
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-42, Class SB
38375KYH9
272789.35000000
PA
USD
17326.71000000
0.000844251589
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Floating
4.38185880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DYY1
57523.20000000
PA
USD
59287.78000000
0.002888823238
Long
ABS-MBS
USGA
US
N
2
2033-08-20
Fixed
4.50000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1
576433UE4
83200.14000000
PA
USD
80390.83000000
0.003917078660
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Variable
2.86206480
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-27, Class SN
31396Y4G4
75136.80000000
PA
USD
10512.65000000
0.000512233509
Long
ABS-MBS
USGSE
US
N
2
2038-04-25
Floating
4.45628880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G93-14, Class J
31358TV97
376.85000000
PA
USD
377.87000000
0.000018411882
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-40, Class TJ
38373QXZ9
386182.61000000
PA
USD
390148.78000000
0.019010171442
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
1400650.17000000
PA
USD
108177.40000000
0.005270991543
Long
ABS-MBS
USGA
US
N
2
2038-05-16
Floating
4.01313960
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAU4
175000.00000000
PA
USD
171319.35000000
0.008347610916
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K052, Class A2
3137BMTX4
3560000.00000000
PA
USD
3487387.75000000
0.169924506784
Long
ABS-MBS
USGSE
US
N
2
2025-11-25
Fixed
3.15100000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AQ0
1591000.00000000
PA
USD
1555264.25000000
0.075780936777
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687CP9
430000.00000000
PA
USD
444611.40000000
0.021663886631
Long
DBT
CORP
US
N
2
2023-04-26
Fixed
8.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-14, Class KI
38374XBQ7
147149.63000000
PA
USD
22141.52000000
0.001078855331
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
6.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAQ6
719000.00000000
PA
USD
608399.04000000
0.029644511654
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700120
N
N
N
N
N
N
Fortis, Inc.
549300MQYQ9Y065XPR71
Fortis, Inc.
349553AM9
500000.00000000
PA
USD
467900.46000000
0.022798656355
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-34, Class AX
31393CDE0
106171.36000000
PA
USD
112491.65000000
0.005481205278
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1
466247K51
131383.35000000
PA
USD
132706.26000000
0.006466171069
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.65177880
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities Trust
N/A
First Horizon Alternative Mortgage Securities Trust, Series 2004-AA4, Class A1
32051GAA3
98442.63000000
PA
USD
98615.87000000
0.004805101775
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
2.65899240
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AU9
430000.00000000
PA
USD
422476.67000000
0.020585362146
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QB7
3300000.00000000
PA
USD
3704121.10000000
0.180484934887
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
665000.00000000
PA
USD
562678.07000000
0.027416737219
Long
DBT
CORP
IT
Y
2
2027-06-03
Variable
1.98200160
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2004-1
05946XGF4
66435.46000000
PA
USD
47938.35000000
0.002335817254
Long
ABS-MBS
CORP
US
N
3
2034-03-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-128, Class BP
31396PES6
53202.60000000
PA
USD
54282.10000000
0.002644919272
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2018-160, Class PA
38381AH74
1392138.66000000
PA
USD
1379814.20000000
0.067232055680
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PA2
1592000.00000000
PA
USD
1393751.46000000
0.067911154823
Long
DBT
UST
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
N
N
Northwestern Mutual Global Funding
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2D0
795000.00000000
PA
USD
694208.41000000
0.033825611067
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
1.70000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR3, Class A
02665XAA7
2570401.05000000
PA
USD
2524411.69000000
0.123003073387
Long
ABS-O
CORP
US
Y
2
2036-12-17
Fixed
3.67800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-54, Class WA
38378MRL1
1110908.04000000
PA
USD
1139949.29000000
0.055544532110
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Variable
4.87374120
N
N
N
N
N
N
Bear Stearns Commercial Mortgage Securities Trust
N/A
Bear Stearns Commercial Mortgage Securities Trust, Series 2005-PWR8, Class X1
07383F6S2
7264.31000000
PA
USD
0.07000000
0.000000003410
Long
ABS-MBS
CORP
US
Y
3
2041-06-11
Variable
0.71605080
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAC6
337000.00000000
PA
USD
318455.18000000
0.015516869150
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center, Series 2015
586054AC2
200000.00000000
PA
USD
183633.63000000
0.008947629642
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
4.20000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCZ0
480000.00000000
PA
USD
440656.54000000
0.021471184332
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1695, Class EB
3133T4SX5
4755.35000000
PA
USD
4810.13000000
0.000234375706
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CF9
268000.00000000
PA
USD
204429.70000000
0.009960927328
Long
DBT
CORP
US
N
2
2062-03-17
Fixed
3.04100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LS7
10600000.00000000
PA
USD
9930397.79000000
0.483863013694
Long
DBT
UST
US
N
2
2024-08-15
None
0.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCA6
542000.00000000
PA
USD
498112.95000000
0.024270773260
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
304000.00000000
PA
USD
328804.07000000
0.016021123381
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.62500000
N
N
N
N
N
N
Alabama Power Co.
0RL818ELFOHP5JHOFU19
Alabama Power Co.
010392EZ7
239000.00000000
PA
USD
263621.26000000
0.012845062205
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-4, Class C
31359RA69
304.20900000
PA
USD
301.00000000
0.000014666357
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
None
0.00000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
3475000.00000000
PA
USD
3155210.52000000
0.153739024693
Long
DBT
CORP
US
Y
2
2026-11-12
Fixed
2.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-77, Class PC
31396KGX4
323399.33000000
PA
USD
341447.24000000
0.016637167418
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1709, Class FA
3133T4U79
281.61000000
PA
USD
278.87000000
0.000013588063
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
2.09000160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-42, Class AO
31396VM96
12999.90000000
PA
USD
11350.40000000
0.000553053247
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
None
0.00000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBD9
220000.00000000
PA
USD
214116.90000000
0.010432940422
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.25000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BB4
200000.00000000
PA
USD
194634.10000000
0.009483632396
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2013-1, Class A
009089AA1
500057.04000000
PA
USD
448232.88000000
0.021840344842
Long
ABS-O
CORP
CA
Y
2
2025-05-15
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1642, Class PJ
3133T2DL1
13756.82000000
PA
USD
13864.67000000
0.000675562162
Long
ABS-MBS
USGSE
US
N
2
2023-11-15
Fixed
6.00000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2006-A, Class 3A2
058927AG9
104953.94000000
PA
USD
98292.94000000
0.004789366869
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Variable
3.17593080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2351, Class PZ
313399HV2
20461.51000000
PA
USD
21512.98000000
0.001048229442
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGK4
1060000.00000000
PA
USD
853917.97000000
0.041607529844
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350BP9
1043000.00000000
PA
USD
817586.39000000
0.039837257578
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.90000000
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 2005-3, Class CX
9393365L3
656704.58000000
PA
USD
107356.95000000
0.005231014755
Long
ABS-MBS
CORP
US
N
3
2035-05-25
Fixed
5.50000000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494AY9
210000.00000000
PA
USD
205089.72000000
0.009993087094
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
5.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-16, Class IS
31396YTG7
68033.80000000
PA
USD
6359.09000000
0.000309849465
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
3.75629040
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967AR2
250000.00000000
PA
USD
271830.69000000
0.013245070304
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31381RTA2
2429818.56000000
PA
USD
2488569.87000000
0.121256664894
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.54000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-65, Class QO
31396KAA0
134360.13000000
PA
USD
116179.24000000
0.005660884728
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
None
0.00000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAF0
513000.00000000
PA
USD
491706.12000000
0.023958597641
Long
DBT
CORP
NL
Y
2
2045-05-27
Fixed
4.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SW9
7095000.00000000
PA
USD
5435712.29000000
0.264857479613
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3219, Class DI
31397BF22
89980.68000000
PA
USD
18514.35000000
0.000902119872
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3275, Class FL
31397FDQ2
25244.90000000
PA
USD
25189.83000000
0.001227385580
Long
ABS-MBS
USGSE
US
N
2
2037-02-15
Floating
2.83100040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3074, Class BH
31396FM83
146792.71000000
PA
USD
148832.16000000
0.007251912662
Long
ABS-MBS
USGSE
US
N
2
2035-11-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1455, Class WB
312914CC6
174.55000000
PA
USD
174.40000000
0.000008497716
Long
ABS-MBS
USGSE
US
N
2
2022-12-15
Floating
3.67543080
N
N
N
N
N
N
2022-09-30
JPMorgan Institutional Trust
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer