0001752724-23-091244.txt : 20230428
0001752724-23-091244.hdr.sgml : 20230428
20230428140224
ACCESSION NUMBER: 0001752724-23-091244
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230228
FILED AS OF DATE: 20230428
DATE AS OF CHANGE: 20230428
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: 23863785
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
0001303608
S000007336
JPMorgan Intermediate Bond Trust
C000020140
JPMorgan Intermediate Bond Trust
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001303608
XXXXXXXX
S000007336
C000020140
JPMorgan Institutional Trust
811-21638
0001303608
5493005FRK56SHN6MJ34
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Intermediate Bond Trust
S000007336
5493001V1VDT1J53V683
2023-02-28
2023-02-28
N
80950576.63
477641.59
80472935.04
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
382826.40000000
0.00000000
0.00000000
0.00000000
USD
N
Intermediate U.S. Government/Credit
4TRUSD0
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
96145DAB1
80000.00000000
PA
USD
76486.18000000
0.095045843626
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-93, Class AS
38375Y2X9
37922.39000000
PA
USD
1465.02000000
0.001820512696
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Floating
1.10214000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KEB98
291366.09000000
PA
USD
258258.06000000
0.320925364374
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-45, Class QA
38375KW24
53069.96000000
PA
USD
2193.48000000
0.002725736297
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Floating
2.04213960
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFY1
21000.00000000
PA
USD
20157.67000000
0.025049005594
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401XSY4
34579.10000000
PA
USD
34789.76000000
0.043231628102
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1491, Class I
312915QG9
34.03000000
PA
USD
33.98000000
0.000042225376
Long
ABS-MBS
USGSE
US
N
2
2023-04-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-91, Class SD
31393EQX0
3689.58000000
PA
USD
3497.43000000
0.004346094743
Long
ABS-MBS
USGSE
US
N
2
2033-09-25
Floating
4.80499920
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
26000.00000000
PA
USD
20014.39000000
0.024870958155
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2021-1, Class A4
36261RAD0
78000.00000000
PA
USD
77005.50000000
0.095691178607
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
0.33000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BF8
50000.00000000
PA
USD
47799.34000000
0.059398032364
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967ML2
350000.00000000
PA
USD
291218.67000000
0.361883992245
Long
DBT
CORP
US
N
2
2031-01-29
Variable
2.66600160
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LQ1
1206000.00000000
PA
USD
1149517.54000000
1.428452360322
Long
DBT
UST
US
N
2
2024-02-15
None
0.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-54CB, Class 1A11
12668APD1
51660.76000000
PA
USD
40234.44000000
0.049997480494
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-25, Class DC
3136ACKP5
133773.04000000
PA
USD
125331.96000000
0.155744238653
Long
ABS-MBS
USGSE
US
N
2
2039-06-25
Fixed
2.50000000
N
N
N
N
N
N
Spirit Airlines Pass-Through Trust
N/A
Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA
84858WAA4
33368.03000000
PA
USD
29691.76000000
0.036896578937
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AK7
50000.00000000
PA
USD
42129.64000000
0.052352558011
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AZ0
75000.00000000
PA
USD
66118.23000000
0.082162070970
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2450, Class SW
31392KMK9
4631.76000000
PA
USD
423.92000000
0.000526785806
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
3.41214120
N
N
N
N
N
N
VOLT XCIV LLC
N/A
VOLT XCIV LLC, Series 2021-NPL3, Class A1
92873AAA6
91159.35000000
PA
USD
83891.74000000
0.104248391037
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
2.23949880
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
979211.66200000
NS
USD
979701.27000000
1.217429523992
Long
STIV
RF
US
N
1
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
100000.00000000
PA
USD
76572.56000000
0.095153184063
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-56, Class A5
31393RGG9
370610.67000000
PA
USD
358357.06000000
0.445313768935
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Fixed
5.23100000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CE6
150000.00000000
PA
USD
126945.25000000
0.157748999631
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.55000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EBH1
100000.00000000
PA
USD
83092.58000000
0.103255311812
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
FRTKL
N/A
FRTKL, Series 2021-SFR1, Class A
30322DAA7
156000.00000000
PA
USD
134391.00000000
0.167001489299
Long
ABS-O
CORP
US
Y
2
2038-09-17
Fixed
1.57100000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
200000.00000000
PA
USD
174963.56000000
0.217419135903
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3611
31398LSE9
10553.17000000
PA
USD
8888.12000000
0.011044856255
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
9201.72000000
PA
USD
8639.74000000
0.010736205900
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
3.80324880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 329, Class 1
3136FAWE6
2079.85400000
PA
USD
1757.16000000
0.002183541583
Long
ABS-MBS
USGSE
US
N
2
2033-01-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-53, Class ES
38375LFW5
13894.94000000
PA
USD
444.33000000
0.000552148371
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
1.95213960
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
114000.00000000
PA
USD
92004.60000000
0.114329867494
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
33451.90000000
PA
USD
870.09000000
0.001081220660
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Floating
1.60214040
N
N
N
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251VAM4
150000.00000000
PA
USD
138628.00000000
0.172266613528
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.10000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAM2
200000.00000000
PA
USD
161400.00000000
0.200564326279
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H26, Class FG
38376RKA3
409871.14000000
PA
USD
404460.39000000
0.502604247998
Long
ABS-MBS
USGA
US
N
2
2065-10-20
Floating
4.91157000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31412BPZ9
18914.87000000
PA
USD
18608.18000000
0.023123525929
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Variable
4.25000160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1996-14, Class SE
31359KAJ6
966.33000000
PA
USD
10.90000000
0.000013544926
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Floating
7.26000120
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AH8
51000.00000000
PA
USD
40543.83000000
0.050381945159
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
2.53200000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AR6
42000.00000000
PA
USD
36264.60000000
0.045064343660
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.62500000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAH8
35000.00000000
PA
USD
33421.21000000
0.041530994219
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.70900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-17, Class JI
38375JTD7
50577.43000000
PA
USD
4020.99000000
0.004996698576
Long
ABS-MBS
USGA
US
N
2
2037-04-16
Floating
2.22000120
N
N
N
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097AG8
60000.00000000
PA
USD
56232.42000000
0.069877431427
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-56, Class S
31394D6N5
14202.38000000
PA
USD
1063.83000000
0.001321972411
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Floating
2.09300040
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
100000.00000000
PA
USD
77964.99000000
0.096883492519
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271BA6
18000.00000000
PA
USD
17017.58000000
0.021146960765
Long
DBT
CORP
US
N
2
2035-04-15
Fixed
4.75000000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAH9
50000.00000000
PA
USD
46364.43000000
0.057614935974
Long
DBT
CORP
CA
Y
2
2027-07-26
Fixed
3.55000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2466, Class DH
31392MM82
15984.00000000
PA
USD
16586.34000000
0.020611078733
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
VOLT CI LLC
N/A
VOLT CI LLC, Series 2021-NP10, Class A1
92873EAA8
71946.74000000
PA
USD
64625.55000000
0.080307186469
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
1.99180080
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AK1
15000.00000000
PA
USD
12262.61000000
0.015238179139
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.80000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HH9
162000.00000000
PA
USD
151063.55000000
0.187719697218
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-183, Class KA
31359EHA2
4014.10000000
PA
USD
4012.49000000
0.004986136019
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Fixed
6.50000000
N
N
N
N
N
N
Triton Container International Ltd.
N/A
Triton Container International Ltd.
89681LAA0
51000.00000000
PA
USD
39023.16000000
0.048492278777
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCQ6
42000.00000000
PA
USD
41058.67000000
0.051021713051
Long
DBT
CORP
US
N
2
2025-05-09
Variable
4.16599920
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-2
693342AB3
83000.00000000
PA
USD
76896.11000000
0.095555244706
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
4.26300000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
61000.00000000
PA
USD
60523.81000000
0.075210143596
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
Entergy Mississippi LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29364NAT5
186000.00000000
PA
USD
167104.50000000
0.207653044985
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.85000000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
200000.00000000
PA
USD
182236.42000000
0.226456783152
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2021-1, Class A3
03063FAC8
40297.77000000
PA
USD
39640.90000000
0.049259915747
Long
ABS-O
CORP
US
N
2
2025-08-18
Fixed
0.37000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QSZW9
25354.87000000
PA
USD
25791.61000000
0.032050042647
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Variable
3.35499840
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-116, Class HI
31396X6G4
19750.06000000
PA
USD
560.20000000
0.000696134669
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Floating
0.00001080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-101, Class DO
3136AGZH8
122894.70000000
PA
USD
89616.79000000
0.111362646280
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAK3
44000.00000000
PA
USD
37073.98000000
0.046070122807
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
Invesco Finance plc
549300OYQ3LAJYXXO449
Invesco Finance plc
46132FAD2
125000.00000000
PA
USD
120673.75000000
0.149955696210
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class AM
3137FQXK4
305000.00000000
PA
USD
277930.91000000
0.345371906544
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
2.09700000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2021-3, Class B
262081AD4
28000.00000000
PA
USD
27449.29000000
0.034109965029
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
1.11000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371HKW7
4190.54000000
PA
USD
4221.05000000
0.005245303899
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
6.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CP1
22000.00000000
PA
USD
20183.68000000
0.025081327020
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BJ7
74000.00000000
PA
USD
61560.94000000
0.076498937151
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.37500000
N
N
N
N
N
N
RPM International, Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685AY9
17000.00000000
PA
USD
13394.72000000
0.016644999953
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2444, Class ES
31392KUY0
11581.74000000
PA
USD
965.90000000
0.001200279323
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
3.36214080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607, Class AO
31398LQK7
15951.58000000
PA
USD
13004.67000000
0.016160302831
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1994-9, Class E
31359F6T0
5.81000000
PA
USD
5.76000000
0.000007157685
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2201, Class C
3133TMGW0
4292.64000000
PA
USD
4447.24000000
0.005526379767
Long
ABS-MBS
USGSE
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
20 Times Square Trust
N/A
20 Times Square Trust, Series 2018-20TS, Class A
90137LAA8
145000.00000000
PA
USD
142807.76000000
0.177460608251
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.09989880
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2022-1, Class D
43730NAG1
96812.52000000
PA
USD
89140.17000000
0.110770372617
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
4.73000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4YT8
13075.82000000
PA
USD
12911.60000000
0.016044649040
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Variable
3.52299960
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2063, Class PG
3133TEB78
13903.32000000
PA
USD
14158.09000000
0.017593604598
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-39
31393A5Z6
2207.81000000
PA
USD
321.36000000
0.000399339231
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Variable
6.00000120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QHVC1
12758.95000000
PA
USD
12699.40000000
0.015780957900
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
4.41500040
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-130, Class SX
31393UWF6
919.91000000
PA
USD
892.43000000
0.001108981547
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
4.59450000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-92, Class ZC
38376CR35
230739.17000000
PA
USD
229561.57000000
0.285265561503
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.00000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAF6
29000.00000000
PA
USD
19357.05000000
0.024054112094
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3122, Class OH
31396JLG8
18121.51000000
PA
USD
15392.05000000
0.019126989704
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-36, Class DE
313920LG3
15776.83000000
PA
USD
16445.62000000
0.020436212487
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Fixed
7.00000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2021-A, Class A3
89240BAC2
77119.38000000
PA
USD
75009.75000000
0.093211152249
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
0.26000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2007-W7, Class 1A4
31396WVA1
3008.97000000
PA
USD
3374.91000000
0.004193844798
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
12.14484120
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BN9
33000.00000000
PA
USD
27744.06000000
0.034476262095
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust, Series 2021-A, Class A3
58770GAC4
15651.75000000
PA
USD
15520.59000000
0.019286720426
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
0.25000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2023-1, Class A2
337955AC2
17000.00000000
PA
USD
16968.91000000
0.021086480804
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
5.38000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAU5
2500000.00000000
PA
USD
2109570.30000000
2.621465588339
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
10000.00000000
PA
USD
9527.23000000
0.011839048737
Long
DBT
CORP
CA
Y
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAD2
38000.00000000
PA
USD
37746.36000000
0.046905658382
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
27000.00000000
PA
USD
25923.98000000
0.032214532733
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
1450.22000000
PA
USD
1459.01000000
0.001813044347
Long
ABS-MBS
USGSE
US
N
2
2024-08-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31373UED5
675.89000000
PA
USD
670.28000000
0.000832926001
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Variable
4.09500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CFP3
115.45000000
PA
USD
115.36000000
0.000143352544
Long
ABS-MBS
USGA
US
N
2
2025-03-20
Fixed
8.50000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
90000.00000000
PA
USD
83519.61000000
0.103785962272
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAB7
1600000.00000000
PA
USD
1441500.00000000
1.791285479128
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
PG&E Recovery Funding LLC
N/A
PG&E Recovery Funding LLC, Series A-1
71710TAD0
74000.00000000
PA
USD
73244.04000000
0.091016985976
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.04500000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAZ7
152000.00000000
PA
USD
145156.16000000
0.180378856478
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.20000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-33, Class XS
38375QFE4
19439.96000000
PA
USD
1058.42000000
0.001315249654
Long
ABS-MBS
USGA
US
N
2
2038-04-16
Floating
3.11000040
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AK4
200000.00000000
PA
USD
157171.99000000
0.195310373508
Long
DBT
CORP
CH
Y
2
2033-02-11
Variable
2.74600080
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAS6
36000.00000000
PA
USD
28105.13000000
0.034924947109
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-7, Class 30PO
576434TQ7
4765.67900000
PA
USD
3525.34000000
0.004380777211
Long
ABS-MBS
CORP
US
N
2
2034-08-25
None
0.00000000
N
N
N
N
N
N
Healthpeak Properties Interim, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Interim, Inc.
42250PAD5
28000.00000000
PA
USD
23675.14000000
0.029420003120
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-151, Class A2
3137H9JG5
300000.00000000
PA
USD
284260.38000000
0.353237246608
Long
ABS-MBS
USGSE
US
N
2
2032-10-25
Variable
3.80000160
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1997-1, Class 2Z
911760KE5
63758.42000000
PA
USD
65049.81000000
0.080834394778
Long
ABS-MBS
USGSE
US
N
2
2027-02-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H29, Class FA
38375BZQ8
140991.82000000
PA
USD
140489.38000000
0.174579664492
Long
ABS-MBS
USGA
US
N
2
2062-10-20
Floating
4.90656960
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series N
06051GJP5
250000.00000000
PA
USD
203081.13000000
0.252359541626
Long
DBT
CORP
US
N
2
2032-03-11
Variable
2.65100040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3149, Class SO
31396RJA6
4038.37000000
PA
USD
3185.43000000
0.003958386752
Long
ABS-MBS
USGSE
US
N
2
2036-05-15
None
0.00000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAH5
69000.00000000
PA
USD
52699.41000000
0.065487123060
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
APA Infrastructure Ltd.
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd.
00205GAD9
100000.00000000
PA
USD
94864.48000000
0.117883708296
Long
DBT
CORP
AU
Y
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class C
36263LAE9
66000.00000000
PA
USD
62296.96000000
0.077413555214
Long
ABS-O
CORP
US
Y
2
2026-09-15
Fixed
1.11000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2296, Class PD
3133TRUS2
5463.41000000
PA
USD
5704.72000000
0.007088992090
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
Fixed
7.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2020-3, Class A3
14315FAD9
26053.22000000
PA
USD
25661.75000000
0.031888671622
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
0.62000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
6000000.00000000
PA
USD
5518125.00000000
6.857119101294
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1541, Class O
3133T0BX1
182.73000000
PA
USD
182.35000000
0.000226597923
Long
ABS-MBS
USGSE
US
N
2
2023-07-15
Floating
2.99000160
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833QB9
140000.00000000
PA
USD
114881.00000000
0.142757313304
Long
DBT
UST
US
N
2
2027-11-15
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210APW1
1519.65000000
PA
USD
1527.63000000
0.001898315252
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
174.09000000
PA
USD
6.66000000
0.000008276074
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
22.15802880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-14, Class NI
38374XAF2
16138.73000000
PA
USD
2075.10000000
0.002578630938
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
6.50000000
N
N
N
N
N
N
Cameron LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AA8
84000.00000000
PA
USD
72917.41000000
0.090611097959
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
2.90200000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class A
90931VAA4
98041.37000000
PA
USD
83802.92000000
0.104138018525
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAH7
29000.00000000
PA
USD
22127.52000000
0.027496847218
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
9239.01900000
PA
USD
6299.07000000
0.007827563387
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-178, Class PK
31359D6L2
262.43000000
PA
USD
262.25000000
0.000325885963
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Fixed
6.50000000
N
N
N
N
N
N
Chevron USA, Inc.
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AR7
100000.00000000
PA
USD
96168.43000000
0.119504066742
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
83000.00000000
PA
USD
82988.85000000
0.103126411331
Long
DBT
CORP
US
N
2
2023-11-10
Floating
5.02578720
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLE7
168000.00000000
PA
USD
166244.52000000
0.206584387555
Long
DBT
CORP
US
N
2
2027-01-20
Variable
5.07999960
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AW5
50000.00000000
PA
USD
38088.65000000
0.047331006357
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.63800000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BB9
72000.00000000
PA
USD
68807.88000000
0.085504374813
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
1972.14000000
PA
USD
2198.79000000
0.002732334789
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Floating
10.18225080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
2000000.00000000
PA
USD
1734140.62000000
2.154936462971
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AQ0
72000.00000000
PA
USD
56112.06000000
0.069727865613
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405JWZ3
12658.48000000
PA
USD
12507.76000000
0.015542815722
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Variable
3.89599920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-38, Class ZK
38374NQB6
196107.84000000
PA
USD
197954.35000000
0.245988728883
Long
ABS-MBS
USGA
US
N
2
2036-08-20
Fixed
6.50000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBC7
44000.00000000
PA
USD
37660.03000000
0.046798380078
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
216.32000000
PA
USD
219.96000000
0.000273334133
Long
ABS-MBS
USGA
US
N
2
2026-11-20
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYG3
150000.00000000
PA
USD
130244.51000000
0.161848837668
Long
DBT
CORP
US
N
2
2027-09-10
Variable
1.54199880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DET2
15915.98000000
PA
USD
16079.98000000
0.019981848545
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Variable
4.23399960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833RY8
53000.00000000
PA
USD
43069.13000000
0.053520018846
Long
DBT
UST
US
N
2
2028-02-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G95-1, Class C
31359LMA0
557.53000000
PA
USD
566.94000000
0.000704510155
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
8.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402CPA4
22560.66000000
PA
USD
23150.05000000
0.028767498027
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617H9N97
98491.75000000
PA
USD
96246.60000000
0.119601204991
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2022-2, Class A3
14317HAC5
76000.00000000
PA
USD
73820.59000000
0.091733438035
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
3.49000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
10000.00000000
PA
USD
8403.59000000
0.010442753201
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M11, Class A2
3136BF4D2
117000.00000000
PA
USD
91865.48000000
0.114156989495
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
1.45865160
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2003-9, Class 8A1
576434LD4
47723.91000000
PA
USD
45719.86000000
0.056813958602
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207UDY1
525.37000000
PA
USD
525.16000000
0.000652592079
Long
ABS-MBS
USGA
US
N
2
2026-11-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209DEH3
18740.78000000
PA
USD
19213.60000000
0.023875853403
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
17000.00000000
PA
USD
16362.94000000
0.020333469870
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.12500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-2, Class A3
33844XAE8
200000.00000000
PA
USD
195844.16000000
0.243366493222
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
4.03000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAH2
100000.00000000
PA
USD
75254.79000000
0.093515652141
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2586, Class WI
31393MWB3
6559.87000000
PA
USD
1097.38000000
0.001363663447
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
30000.00000000
PA
USD
29022.79000000
0.036065280812
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-45, Class DC
31394DQ60
21898.81000000
PA
USD
20739.56000000
0.025772093424
Long
ABS-MBS
USGSE
US
N
2
2035-06-25
Floating
7.38100080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K081, Class A1
3137FJEG0
92658.24000000
PA
USD
90851.16000000
0.112896540874
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Fixed
3.87900000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
50000.00000000
PA
USD
42513.09000000
0.052829053617
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3819, Class ZQ
3137A8N20
101651.45000000
PA
USD
105263.99000000
0.130806699106
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
Amur Equipment Finance Receivables X LLC
549300K5Y88MV8B4M421
Amur Equipment Finance Receivables X LLC, Series 2022-1A, Class A2
03236VAB7
86187.76000000
PA
USD
81875.52000000
0.101742927556
Long
ABS-O
CORP
US
Y
2
2027-10-20
Fixed
1.64000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co., Series 122
202795JK7
200000.00000000
PA
USD
184189.17000000
0.228883375396
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
2.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEPQ4
400000.00000000
PA
USD
330492.62000000
0.410687916174
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
1.96000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2500, Class MC
31392UXE9
22512.72000000
PA
USD
23149.30000000
0.028766566036
Long
ABS-MBS
USGSE
US
N
2
2032-09-15
Fixed
6.00000000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class A
55348UAG3
200000.00000000
PA
USD
183760.64000000
0.228350860955
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AW0
4000.00000000
PA
USD
3257.48000000
0.004047919960
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2014-M2, Class A2
3136AJDU7
183736.57000000
PA
USD
180704.75000000
0.224553447578
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Variable
3.51299880
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
45000.00000000
PA
USD
41443.05000000
0.051499364325
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PE4
100000.00000000
PA
USD
82808.42000000
0.102902199303
Long
DBT
UST
US
N
2
2027-08-15
None
0.00000000
N
N
N
N
N
N
Gold Key Resorts LLC
549300MORAF4RGEXUA95
Gold Key Resorts LLC, Series 2014-A, Class A
38061LAA7
2634.79000000
PA
USD
2595.09000000
0.003224798497
Long
ABS-O
CORP
US
Y
2
2031-03-17
Fixed
3.22000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
27000.00000000
PA
USD
25541.88000000
0.031739714709
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-3, Class 4A2
576433KX3
6779.53000000
PA
USD
5943.51000000
0.007385725395
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
2.88846720
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GN77
391.29000000
PA
USD
393.24000000
0.000488661187
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
7.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DQ8
100000.00000000
PA
USD
78945.01000000
0.098101318114
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBR0
72000.00000000
PA
USD
62604.98000000
0.077796317443
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BY5
36579.88000000
PA
USD
35553.11000000
0.044180207895
Long
ABS-O
CORP
US
Y
2
2034-01-10
Fixed
5.92600000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
18000.00000000
PA
USD
14014.44000000
0.017415097377
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31403R2E7
4387.12000000
PA
USD
4489.30000000
0.005578645786
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3316, Class JO
31397HKD9
2184.75000000
PA
USD
1668.03000000
0.002072783848
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
None
0.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KAT7
89000.00000000
PA
USD
83080.35000000
0.103240114156
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CRE5
535.61000000
PA
USD
544.92000000
0.000677146918
Long
ABS-MBS
USGA
US
N
2
2026-09-20
Fixed
8.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
1000000.00000000
PA
USD
947929.69000000
1.177948448790
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2064, Class TE
3133TELZ5
2391.64000000
PA
USD
2474.19000000
0.003074561650
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-81, Class GE
31396XAU8
34673.20000000
PA
USD
36381.75000000
0.045209920555
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CZ30
4451.72000000
PA
USD
4544.73000000
0.005647526087
Long
ABS-MBS
USGA
US
N
2
2028-03-20
Fixed
6.00000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAD1
17000.00000000
PA
USD
13459.43000000
0.016725412082
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2011-137, Class WA
38377YX39
108775.35000000
PA
USD
111480.29000000
0.138531408037
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Variable
5.59554120
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBU5
14000.00000000
PA
USD
11866.40000000
0.014745827269
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-36, Class ZB
31359T5E4
1477.07000000
PA
USD
1494.61000000
0.001857282823
Long
ABS-MBS
USGSE
US
N
2
2028-07-18
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3202, Class HI
31397ABD4
83228.10000000
PA
USD
6557.87000000
0.008149162195
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
Floating
2.06214120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2000-2, Class ZE
31359XSV2
15118.96630000
PA
USD
15803.58000000
0.019638379030
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Fixed
7.50000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CY4
64000.00000000
PA
USD
60433.77000000
0.075098255046
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXVK5
196801.53000000
PA
USD
162866.92000000
0.202387200018
Long
ABS-MBS
USGSE
US
N
2
2062-03-01
Fixed
2.50000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-B, Class B
12656QAB0
28476.14000000
PA
USD
28365.19000000
0.035248111661
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
0.81000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401N3H0
10459.52000000
PA
USD
10304.89000000
0.012805410906
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
4.50000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DE7
35000.00000000
PA
USD
30349.86000000
0.037714369414
Long
DBT
CORP
US
N
2
2032-02-22
Fixed
3.35000000
N
N
N
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039482AB0
53000.00000000
PA
USD
47747.02000000
0.059333016717
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2256, Class MC
3133TPS67
8195.97000000
PA
USD
8644.06000000
0.010741574164
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
17261.35000000
PA
USD
18343.67000000
0.022794831567
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
45242.68000000
PA
USD
3836.49000000
0.004767428947
Long
ABS-MBS
USGSE
US
N
2
2037-09-25
Floating
1.92300120
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAK2
28000.00000000
PA
USD
26984.27000000
0.033532106150
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
293.95500000
PA
USD
297.48000000
0.000369664657
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
19783.29000000
PA
USD
19983.63000000
0.024832734123
Long
ABS-MBS
USGSE
US
N
2
2039-12-25
Floating
3.31569720
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
9049.16710000
PA
USD
7423.89000000
0.009225325255
Long
ABS-O
CORP
US
N
2
2029-04-25
Variable
6.70500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2014-M13, Class A2
3136ALYF2
302110.85000000
PA
USD
292733.99000000
0.363767010429
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.02100120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H3XT5
86907.12000000
PA
USD
81007.20000000
0.100663906392
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128P7CW1
2366.28000000
PA
USD
2390.79000000
0.002970924322
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class A1
3136BCGR5
256257.13000000
PA
USD
234919.19000000
0.291923228453
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
0.67000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2022-2, Class A3
36266FAC3
82000.00000000
PA
USD
80163.29000000
0.099615218408
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
3.42000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-2, Class C
80286XAE4
74000.00000000
PA
USD
72593.00000000
0.090207968634
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M3, Class 1A1
3136BDXP8
8483.72000000
PA
USD
7979.21000000
0.009915395773
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Fixed
1.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128M4J38
11117.79000000
PA
USD
11437.90000000
0.014213350108
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-68, Class PG
31394E7B8
83163.10000000
PA
USD
83570.43000000
0.103849113939
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAE9
70000.00000000
PA
USD
51732.32000000
0.064285364979
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407WSP9
22394.59000000
PA
USD
22960.55000000
0.028532015128
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
5.60700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402Q4R9
19886.18000000
PA
USD
19827.27000000
0.024638432772
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Variable
3.84999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVY73
384201.04000000
PA
USD
340223.01000000
0.422779422461
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
2.52000000
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AH4
94000.00000000
PA
USD
88580.13000000
0.110074436773
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.30000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KPZA9
388841.29000000
PA
USD
383601.07000000
0.476683334352
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-47, Class PE
31393CRH8
46648.51000000
PA
USD
47694.45000000
0.059267690405
Long
ABS-MBS
USGSE
US
N
2
2033-06-25
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-79, Class DO
31396KYB2
14252.51000000
PA
USD
12377.98000000
0.015381544110
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416BYE2
58636.40000000
PA
USD
60634.45000000
0.075347630815
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-50, Class VZ
31394AJV9
152580.49500000
PA
USD
153534.78000000
0.190790580614
Long
ABS-MBS
USGSE
US
N
2
2034-07-25
Fixed
5.50000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CY3
100000.00000000
PA
USD
95183.63000000
0.118280301262
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-56, Class TP
31394D6U9
12548.12000000
PA
USD
11841.15000000
0.014714450260
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
4.29900120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2306, Class SE
3133TSK69
1112.76000000
PA
USD
34.45000000
0.000042809424
Long
ABS-MBS
USGSE
US
N
2
2024-05-15
Floating
7.16000040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407KGJ2
24172.36000000
PA
USD
23894.44000000
0.029692517102
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
3.88699920
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687DF0
50000.00000000
PA
USD
52819.29000000
0.065636092400
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
7.70000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-2A, Class A
23345AAA1
61847.39000000
PA
USD
60898.43000000
0.075675666570
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
2.88000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607, Class OP
31398LQS0
86585.89000000
PA
USD
69531.70000000
0.086403832500
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GQD1
750.10000000
PA
USD
754.21000000
0.000937221936
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2089, Class PJ
3133TGKG3
3618.30000000
PA
USD
288.78000000
0.000358853569
Long
ABS-MBS
USGSE
US
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AT4
50000.00000000
PA
USD
44523.06000000
0.055326750512
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBL6
84000.00000000
PA
USD
63406.64000000
0.078792503303
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
50000.00000000
PA
USD
45574.46000000
0.056633276737
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1
126694LU0
62830.89830000
PA
USD
49113.49000000
0.061031065880
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.50880840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
31416BXJ2
687.26000000
PA
USD
683.91000000
0.000849863372
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2023-A, Class A3
98164JAD6
58000.00000000
PA
USD
57530.64000000
0.071490669467
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.83000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WLP1
111829.94000000
PA
USD
96955.75000000
0.120482432946
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-1, Class B
80287GAD2
43000.00000000
PA
USD
42367.50000000
0.052648135648
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.98000000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2021-2A, Class A
55400KAA3
78799.74000000
PA
USD
69781.87000000
0.086714707205
Long
ABS-O
CORP
US
Y
2
2039-05-20
Fixed
1.43000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class QX
31339NHV1
4741.05000000
PA
USD
346.35000000
0.000430393149
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
4.06213920
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust, Series 2023-1A, Class A
682685AA0
140000.00000000
PA
USD
141712.90000000
0.176100076292
Long
ABS-O
CORP
US
Y
2
2029-11-14
Fixed
5.41000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CH7
100000.00000000
PA
USD
91546.48000000
0.113760582927
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
40000.00000000
PA
USD
36195.31000000
0.044978240177
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
9280.02000000
PA
USD
9705.77000000
0.012060912150
Long
ABS-MBS
USGSE
US
N
2
2030-10-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203LAX0
71.13000000
PA
USD
71.13000000
0.000088389966
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7.00000000
N
N
N
N
N
N
BA Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust, Series 2020-A1, Class A1
05522RDC9
88000.00000000
PA
USD
84740.65000000
0.105303292290
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
0.34000000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
110000.00000000
PA
USD
96937.50000000
0.120459754514
Long
DBT
CORP
BM
Y
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
Eaton Corp.
0NZWDMRCE180888QQE14
Eaton Corp.
278062AG9
140000.00000000
PA
USD
129265.15000000
0.160631832225
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
750000.00000000
PA
USD
474697.27000000
0.589884375118
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-79, Class SB
31396XDL5
15212.50000000
PA
USD
15944.76000000
0.019813816896
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Floating
7.08766920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-56, Class FC
31395NXA0
77349.69000000
PA
USD
76891.57000000
0.095549603058
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Floating
4.90700160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-68, Class KI
38374L3B5
111837.66000000
PA
USD
8116.51000000
0.010086012143
Long
ABS-MBS
USGA
US
N
2
2035-09-20
Floating
1.70214120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206HPN2
1333.10000000
PA
USD
1332.57000000
0.001655923198
Long
ABS-MBS
USGA
US
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
PG&E Energy Recovery Funding LLC
N/A
PG&E Energy Recovery Funding LLC, Series A-2
71710TAB4
16000.00000000
PA
USD
11673.81000000
0.014506504571
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
2.28000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3152, Class MO
31396R2P1
67252.50000000
PA
USD
56176.74000000
0.069808240462
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AX4
200000.00000000
PA
USD
163080.04000000
0.202652034400
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2344, Class ZD
313399C47
83668.32000000
PA
USD
85907.65000000
0.106753469296
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
15280.05000000
PA
USD
15804.77000000
0.019639857788
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-2, Class M55D
35563PFP9
173997.56850000
PA
USD
164779.79000000
0.204764235227
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
4.00000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
50000.00000000
PA
USD
41879.75000000
0.052042031248
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859AS3
17000.00000000
PA
USD
15407.14000000
0.019145741350
Long
DBT
CORP
US
N
2
2032-05-08
Variable
3.37500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKG3
154000.00000000
PA
USD
148392.85000000
0.184400941665
Long
DBT
CORP
US
N
2
2025-02-04
Variable
1.84299840
N
N
N
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203CB5
100000.00000000
PA
USD
86802.38000000
0.107865308947
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GAP9
150000.00000000
PA
USD
146210.41000000
0.181688924266
Long
DBT
CORP
CA
N
2
2024-04-02
Fixed
3.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-14, Class ES
31396PC33
16454.58000000
PA
USD
1242.93000000
0.001544531710
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
1.82300040
N
N
N
N
N
N
NACC Reperforming Loan REMIC Trust
N/A
NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1
62951MAM2
21049.20960000
PA
USD
18379.85000000
0.022839790782
Long
ABS-MBS
CORP
US
Y
2
2034-10-25
Variable
6.50000160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2125, Class JZ
3133TJHS5
7071.21000000
PA
USD
7058.83000000
0.008771682052
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
30000.00000000
PA
USD
22951.24000000
0.028520446021
Long
DBT
CORP
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AY0
160000.00000000
PA
USD
156560.85000000
0.194550938054
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3417, Class EO
31397RH33
144509.00000000
PA
USD
123201.67000000
0.153097025650
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
None
0.00000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBA4
29000.00000000
PA
USD
25678.70000000
0.031909734604
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523BX7
72000.00000000
PA
USD
70247.30000000
0.087293075572
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-37, Class Z
31392DCF7
12178.65410000
PA
USD
12405.60000000
0.015415866208
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1608, Class L
3133T1W81
1486.95000000
PA
USD
1489.47000000
0.001850895582
Long
ABS-MBS
USGSE
US
N
2
2023-09-15
Fixed
6.50000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
21000.00000000
PA
USD
17380.20000000
0.021597571893
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
37000.00000000
PA
USD
31194.74000000
0.038764262772
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-106, Class US
31394UN81
22359.48000000
PA
USD
22546.07000000
0.028016959973
Long
ABS-MBS
USGSE
US
N
2
2035-11-25
Floating
7.63767000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2163, Class PC
3133TLFS2
1685.92010000
PA
USD
142.94000000
0.000177624936
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-53, Class SW
38375LGF1
10489.65000000
PA
USD
10473.73000000
0.013015220576
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
6.41142000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402CPL0
21271.46000000
PA
USD
21433.41000000
0.026634308776
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KL3L, Class ALNZ
3137FJF53
500000.00000000
PA
USD
479298.65000000
0.595602297544
Long
ABS-MBS
USGSE
US
N
2
2025-04-25
Variable
3.45560760
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-1, Class A
02530WAA2
13307.83000000
PA
USD
13253.82000000
0.016469910030
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
0.99000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-20
31359N4H1
391.62000000
PA
USD
2.71000000
0.000003367591
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Floating
1.83999960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2423, Class MC
31339WBV7
5418.00000000
PA
USD
5673.30000000
0.007049947907
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H15, Class FJ
38376RDE3
403951.06000000
PA
USD
401560.84000000
0.499001111119
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
4.83157080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 262, Class 35
3128HXKY0
188402.63000000
PA
USD
175167.95000000
0.217673121917
Long
ABS-MBS
USGSE
US
N
2
2042-07-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class X1
3136BCGU8
2577555.42000000
PA
USD
187032.83000000
0.232417060353
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.89179280
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-4, Class 10A1
576434QG2
19718.66000000
PA
USD
19147.19000000
0.023793328763
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2015-M7, Class A2
3136ANLF2
539926.29000000
PA
USD
514910.64000000
0.639855672896
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Fixed
2.59000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BD7
110000.00000000
PA
USD
105697.78000000
0.131345749906
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.30000000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BB3
7000.00000000
PA
USD
6396.21000000
0.007948274779
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658CF2
60000.00000000
PA
USD
57676.51000000
0.071671935379
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DTT6
16413.73000000
PA
USD
16284.03000000
0.020235412057
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
3.52000080
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBJ8
68000.00000000
PA
USD
56104.93000000
0.069719005491
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3117, Class OK
31396HVU0
2897.10000000
PA
USD
2398.28000000
0.002980231799
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCM5
33000.00000000
PA
USD
31733.78000000
0.039434102887
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LR9
200000.00000000
PA
USD
188401.48000000
0.234117818501
Long
DBT
UST
US
N
2
2024-05-15
None
0.00000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
50000.00000000
PA
USD
44026.79000000
0.054710058702
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
41000.00000000
PA
USD
35831.01000000
0.044525541391
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class B
02376LAA3
71625.00000000
PA
USD
62644.94000000
0.077845973890
Long
ABS-O
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2020-3A, Class B
96042QAG5
18330.56000000
PA
USD
18290.47000000
0.022728722384
Long
ABS-O
CORP
US
Y
2
2025-11-17
Fixed
0.78000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-2A, Class B
36261XAC9
18669.71000000
PA
USD
18554.51000000
0.023056832698
Long
ABS-O
CORP
US
Y
2
2025-09-15
Fixed
0.77000000
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261LAD0
55000.00000000
PA
USD
54580.31000000
0.067824430627
Long
DBT
CORP
US
N
2
2023-07-14
Fixed
3.65000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4DJ3
7004.49000000
PA
USD
7115.75000000
0.008842413907
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
4.02500160
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2075, Class PM
3133TGCK3
10571.77000000
PA
USD
10650.51000000
0.013234896918
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
Fixed
6.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CGP2
220.97000000
PA
USD
221.36000000
0.000275073849
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
100000.00000000
PA
USD
91852.24000000
0.114140536758
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AL3
70000.00000000
PA
USD
66870.94000000
0.083097428926
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAU6
100000.00000000
PA
USD
97160.88000000
0.120737338524
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.30000000
N
N
N
N
N
N
Resolution Funding Corp.
N/A
Resolution Funding Corp. STRIPS
76116EGH7
60000.00000000
PA
USD
52684.70000000
0.065468843622
Long
DBT
USGA
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-10, Class 1A1
576434VU5
233.84000000
PA
USD
219.75000000
0.000273073176
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
144.69000000
PA
USD
144.33000000
0.000179352225
Long
ABS-MBS
USGSE
US
N
2
2023-05-15
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PC8
100000.00000000
PA
USD
84494.45000000
0.104997350920
Long
DBT
UST
US
N
2
2027-02-15
None
0.00000000
N
N
N
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836BU1
95000.00000000
PA
USD
88663.35000000
0.110177850423
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.40000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887CL1
50000.00000000
PA
USD
39448.56000000
0.049020903711
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.95700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-52, Class AP
38373QR86
23416.19000000
PA
USD
21023.37000000
0.026124771004
Long
ABS-MBS
USGA
US
N
2
2033-06-16
None
0.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-4A, Class D
26253WAG3
57000.00000000
PA
USD
51301.23000000
0.063749669344
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
1.99000000
N
N
N
N
N
N
Evergy Metro, Inc.
1128SIJQ26096WL7IO82
Evergy Metro, Inc.
485134BN9
47000.00000000
PA
USD
46966.77000000
0.058363436075
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.15000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
60000.00000000
PA
USD
48619.05000000
0.060416648126
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BM3
150000.00000000
PA
USD
143597.16000000
0.178441559175
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.93000000
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057CT9
140000.00000000
PA
USD
138454.27000000
0.172050727280
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
91938.14000000
PA
USD
85064.15000000
0.105705290800
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.11569840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDG3
2000000.00000000
PA
USD
1781562.50000000
2.213865443225
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9G30
172194.96000000
PA
USD
165262.61000000
0.205364213344
Long
ABS-MBS
USGSE
US
N
2
2025-03-01
Fixed
2.96000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
500000.00000000
PA
USD
470781.25000000
0.585018117912
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2022-P3, Class A3
14686MAC7
22000.00000000
PA
USD
21293.54000000
0.026460498786
Long
ABS-O
CORP
US
N
2
2027-11-10
Fixed
4.61000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H26, Class MA
38375BYQ9
735.96000000
PA
USD
725.78000000
0.000901893288
Long
ABS-MBS
USGA
US
N
2
2062-07-20
Floating
4.87963080
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
39000.00000000
PA
USD
33270.99000000
0.041344322763
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2283, Class K
3133TRJM8
503.49000000
PA
USD
503.55000000
0.000625738330
Long
ABS-MBS
USGSE
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-118, Class NT
3136A1Y82
56744.78000000
PA
USD
59690.45000000
0.074174565610
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
7.00000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBD0
50000.00000000
PA
USD
48522.48000000
0.060296645047
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A
31393AP68
9506.12000000
PA
USD
9525.00000000
0.011836277619
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Variable
5.17466160
N
N
N
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
18000.00000000
PA
USD
17802.68000000
0.022122568278
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-4A, Class B
30165JAD8
74000.00000000
PA
USD
72640.76000000
0.090267317780
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
1.05000000
N
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506BU0
37000.00000000
PA
USD
32742.41000000
0.040687480807
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-21, Class PE
31392CPT5
8766.49000000
PA
USD
9051.64000000
0.011248055008
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
6.50000000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust, Series 2021-1A, Class A
12598NAA0
16179.36000000
PA
USD
15966.88000000
0.019841304398
Long
ABS-O
CORP
US
Y
2
2025-04-14
Fixed
0.69000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFVK7
199475.00000000
PA
USD
171628.26000000
0.213274512623
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.58000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410S5Y9
29483.18000000
PA
USD
29821.57000000
0.037057887829
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
4.31899920
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class AA
90932EAA1
88282.80000000
PA
USD
78664.17000000
0.097752331216
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AT8
250000.00000000
PA
USD
247000.00000000
0.306935493128
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp, Series X
91159HHR4
68000.00000000
PA
USD
63410.23000000
0.078796964430
Long
DBT
CORP
US
N
2
2027-04-27
Fixed
3.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-29, Class J
31359PFV3
3955.96000000
PA
USD
4050.32000000
0.005033145613
Long
ABS-MBS
USGSE
US
N
2
2027-04-20
Fixed
7.50000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PAQ7
100000.00000000
PA
USD
96909.53000000
0.120424997487
Long
DBT
CORP
AU
Y
2
2025-07-29
Fixed
4.00000000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBS-BAMLL Trust, Series 2012-WRM, Class A
90269PAA9
3676.06000000
PA
USD
3639.53000000
0.004522675851
Long
ABS-MBS
CORP
US
Y
2
2030-06-10
Fixed
3.66300000
N
N
N
N
N
N
Washington Mutual MSC Mortgage Pass-Through Certificates Trust
N/A
Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Series 2003-MS7, Class P
939336TX1
62.48300000
PA
USD
47.37000000
0.000058864511
Long
ABS-MBS
CORP
US
N
2
2033-03-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31403MJ75
6741.43000000
PA
USD
6682.67000000
0.008304245392
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BC3
16000.00000000
PA
USD
16000.00000000
0.019882461093
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JM0
75000.00000000
PA
USD
67726.56000000
0.084160668386
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QPNJ7
24860.65000000
PA
USD
25056.29000000
0.031136294441
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
3.56799960
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400RV24
3690.31000000
PA
USD
3739.58000000
0.004647003365
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295VHP7
61742.72000000
PA
USD
62531.24000000
0.077704684151
Long
ABS-MBS
USGA
US
N
2
2038-12-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-43, Class EA
31359TL63
216.34000000
PA
USD
215.82000000
0.000268189547
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
None
0.00000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AN1
100000.00000000
PA
USD
81298.46000000
0.101025841743
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
United Auto Credit Securitization Trust
N/A
United Auto Credit Securitization Trust, Series 2021-1, Class C
90943UAC8
21005.88000000
PA
USD
20935.48000000
0.026015554160
Long
ABS-O
CORP
US
Y
2
2026-06-10
Fixed
0.84000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BYK8
9999.86000000
PA
USD
10499.43000000
0.013047156779
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
7.00000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFM1
58000.00000000
PA
USD
48016.07000000
0.059667352726
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.12500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CS6
200000.00000000
PA
USD
188137.29000000
0.233789521789
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97599960
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
124857AR4
100000.00000000
PA
USD
90583.34000000
0.112563733328
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
22000.00000000
PA
USD
20550.86000000
0.025537604649
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
Goodman US Finance Three LLC
N/A
Goodman US Finance Three LLC
38239JAA9
52000.00000000
PA
USD
46718.83000000
0.058055332487
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2023-1, Class C
337955AJ7
200000.00000000
PA
USD
197387.38000000
0.245284181447
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
5.43000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-165, Class SD
31359D4W0
62.58000000
PA
USD
61.42000000
0.000076323797
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Floating
3.30566760
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDZ1
500000.00000000
PA
USD
469140.63000000
0.582979395205
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.50000000
N
N
N
N
N
N
Nomura Asset Acceptance Corp. Alternative Loan Trust
N/A
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2
65535VAU2
6179.51000000
PA
USD
5941.72000000
0.007383501045
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209BDK1
3705.20000000
PA
USD
3747.31000000
0.004656609079
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBS9
16000.00000000
PA
USD
15129.21000000
0.018800370574
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2023-1, Class A3
362541AD6
44000.00000000
PA
USD
43971.73000000
0.054641638183
Long
ABS-O
CORP
US
N
2
2026-04-20
Fixed
5.16000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1987, Class PE
3133TBEZ9
2477.42000000
PA
USD
2534.25000000
0.003149195439
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
97742.41000000
PA
USD
8547.93000000
0.010622117853
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Variable
1.94266080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H21, Class DF
38375BWC2
1297.69770000
PA
USD
1285.08000000
0.001596909568
Long
ABS-MBS
USGA
US
N
2
2061-05-20
Floating
4.83905160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4096, Class HA
3137ATB92
94243.27000000
PA
USD
85036.58000000
0.105671030835
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
2.00000000
N
N
N
N
N
N
World Omni Select Auto Trust
N/A
World Omni Select Auto Trust, Series 2020-A, Class A3
98163DAD0
10294.19000000
PA
USD
10233.83000000
0.012717107925
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
0.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 218, Class 2
31364HVN4
3.34000000
PA
USD
0.01000000
0.000000012426
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
7.50000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAC8
25000.00000000
PA
USD
19934.27000000
0.024771396731
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2306, Class K
3133TSJA2
458.00700000
PA
USD
446.57000000
0.000554931915
Long
ABS-MBS
USGSE
US
N
2
2024-05-15
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCY5
3000000.00000000
PA
USD
2569804.68000000
3.193377597974
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Prudential Insurance Co. of America (The)
X574KRZ6V5A7UBU45C31
Prudential Insurance Co. of America (The)
743917AH9
150000.00000000
PA
USD
157161.60000000
0.195297462335
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
8.30000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BF9
57000.00000000
PA
USD
54434.83000000
0.067643649349
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KA8
50000.00000000
PA
USD
47750.11000000
0.059336856517
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc.
209111FP3
155000.00000000
PA
USD
146468.86000000
0.182010088146
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.80000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-4A, Class C
30166BAE2
82000.00000000
PA
USD
80235.44000000
0.099704875881
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
4.92000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3D1
82000.00000000
PA
USD
70609.04000000
0.087742593164
Long
DBT
CORP
US
Y
2
2026-10-02
Fixed
1.73000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-3A, Class D
96043JAL9
72000.00000000
PA
USD
65562.37000000
0.081471329419
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1981, Class Z
3133TAUE0
5235.94000000
PA
USD
5234.58000000
0.006504770824
Long
ABS-MBS
USGSE
US
N
2
2027-05-15
Fixed
6.00000000
N
N
N
N
N
N
Reperforming Loan REMIC Trust
N/A
Reperforming Loan REMIC Trust, Series 2005-R1, Class 2APO
12669GXG1
27725.72000000
PA
USD
14852.55000000
0.018456577969
Long
ABS-MBS
CORP
US
Y
2
2035-03-25
None
0.00000000
N
N
N
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865BC8
14000.00000000
PA
USD
10584.22000000
0.013152521397
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241K3Y2
21250.91000000
PA
USD
22119.75000000
0.027487191798
Long
ABS-MBS
USGA
US
N
2
2035-06-15
Fixed
7.00000000
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AC5
200000.00000000
PA
USD
182309.86000000
0.226548043648
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140J7XD2
128418.95000000
PA
USD
123779.63000000
0.153815229851
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BF6
100000.00000000
PA
USD
91598.84000000
0.113825648280
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.87500000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust, Series 2021-AA, Class A3
80282YAC0
16096.09000000
PA
USD
15839.90000000
0.019683512217
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
0.33000000
N
N
N
N
N
N
MASTR Resecuritization Trust
N/A
MASTR Resecuritization Trust, Series 2005-PO, Class 3PO
576435BB6
3595.09630000
PA
USD
2177.94000000
0.002706425457
Long
ABS-MBS
CORP
US
Y
2
2035-05-28
None
0.00000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
50000.00000000
PA
USD
47934.95000000
0.059566548649
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203YHF4
172.54000000
PA
USD
172.20000000
0.000213984987
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31374GNC7
514.48000000
PA
USD
519.95000000
0.000646117852
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
7.00000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AN6
174000.00000000
PA
USD
147579.70000000
0.183390477713
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-27, Class J
31359NR78
2972.30730000
PA
USD
3059.09000000
0.003801389869
Long
ABS-MBS
USGSE
US
N
2
2027-04-18
Fixed
7.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2020-3, Class B
03066PAD1
75000.00000000
PA
USD
72160.93000000
0.089671055199
Long
ABS-O
CORP
US
N
2
2025-12-18
Fixed
0.76000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class A2
3137FKZZ2
480000.00000000
PA
USD
458786.93000000
0.570113330366
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Fixed
3.69000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A
31397KYA3
63055.23000000
PA
USD
53585.85000000
0.066588661111
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Variable
2.01443040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2543, Class YX
31393HGW6
48955.35000000
PA
USD
50415.29000000
0.062648752620
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AD8
15000.00000000
PA
USD
14265.70000000
0.017727326576
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
SpringCastle America Funding LLC
N/A
SpringCastle America Funding LLC, Series 2020-AA, Class A
85022WAP9
42232.71000000
PA
USD
38084.99000000
0.047326458244
Long
ABS-O
CORP
US
Y
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSEN7
150000.00000000
PA
USD
144191.86000000
0.179180565401
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.81000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4ZC4
9359.49000000
PA
USD
9583.74000000
0.011909271104
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Variable
5.25099960
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2575, Class ME
31393KSG1
90300.39000000
PA
USD
92873.74000000
0.115409907633
Long
ABS-MBS
USGSE
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAD9
44000.00000000
PA
USD
43031.25000000
0.053472947120
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBJ0
30000.00000000
PA
USD
29268.78000000
0.036370961224
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2021-1, Class A3
36261LAC5
20542.70000000
PA
USD
19945.98000000
0.024785948207
Long
ABS-O
CORP
US
N
2
2025-10-16
Fixed
0.35000000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AS9
200000.00000000
PA
USD
185159.14000000
0.230088712320
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.37500000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AB0
150000.00000000
PA
USD
143507.41000000
0.178330030995
Long
DBT
CORP
AU
Y
2
2025-02-12
Fixed
3.50000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAS2
80000.00000000
PA
USD
65562.04000000
0.081470919343
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BF5
50000.00000000
PA
USD
48683.35000000
0.060496550766
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2435, Class CJ
31392K2Z8
37036.64000000
PA
USD
38307.36000000
0.047602787174
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2003-A1, Class 1A1
466247AA1
77295.20000000
PA
USD
68834.72000000
0.085537727641
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
3.06503640
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31391SQG8
9439.48000000
PA
USD
9564.33000000
0.011885151194
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.00000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
52000.00000000
PA
USD
38634.73000000
0.048009594754
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
7874.63000000
PA
USD
7577.08000000
0.009415687393
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Floating
7.32324960
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D
35563PMT3
193583.32000000
PA
USD
183351.67000000
0.227842652823
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
4.00000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2019-3, Class A
21872NAA8
56086.19000000
PA
USD
52724.61000000
0.065518437936
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
2.70500000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2022-2, Class A3
03065WAD7
31000.00000000
PA
USD
30526.15000000
0.037933436856
Long
ABS-O
CORP
US
N
2
2028-04-18
Fixed
4.38000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2023-1A, Class C
23346KAE0
176000.00000000
PA
USD
173432.93000000
0.215517092689
Long
ABS-O
CORP
US
Y
2
2028-10-16
Fixed
5.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-247, Class SA
31359FP51
602.11000000
PA
USD
581.92000000
0.000723125109
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
6.89999760
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-3, Class B
80287EAD7
51028.35000000
PA
USD
50714.68000000
0.063020790747
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.60000000
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series KK
742651DT6
200000.00000000
PA
USD
196713.75000000
0.244447092556
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.55000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A
31393LFK4
158951.07000000
PA
USD
166296.55000000
0.206649042833
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
6.50000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EBA6
28000.00000000
PA
USD
26055.22000000
0.032377618620
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.35000000
N
N
N
N
N
N
Ovintiv Exploration, Inc.
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration, Inc.
651290AR9
40000.00000000
PA
USD
39647.50000000
0.049268117262
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
Nomura Asset Acceptance Corp. Alternative Loan Trust
N/A
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5
65535VAX6
6703.52000000
PA
USD
6599.59000000
0.008201005712
Long
ABS-MBS
CORP
US
N
2
2033-04-25
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-106, Class ST
38376JFW9
88209.71000000
PA
USD
3630.09000000
0.004510945199
Long
ABS-MBS
USGA
US
N
2
2038-02-20
Floating
1.40213880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833WQ9
10000.00000000
PA
USD
8043.29000000
0.009995025030
Long
DBT
UST
US
N
2
2028-05-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132G7LR4
257331.97000000
PA
USD
243296.38000000
0.302333175593
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC - GNMA, Series 24, Class ZE
3133T2KA7
641.25000000
PA
USD
640.28000000
0.000795646386
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3117, Class EO
31396HUN7
25926.95000000
PA
USD
21639.10000000
0.026889910240
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAG9
68000.00000000
PA
USD
57917.84000000
0.071971825025
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642AY9
100000.00000000
PA
USD
82133.60000000
0.102063631653
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.60000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDE3
200000.00000000
PA
USD
153618.35000000
0.190894429193
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EZ7
33000.00000000
PA
USD
26808.17000000
0.033313274813
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.62500000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAR6
100000.00000000
PA
USD
84318.46000000
0.104778656275
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31348SG32
4301.76000000
PA
USD
4225.38000000
0.005250684590
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Variable
3.87500040
N
Y
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2A0
170000.00000000
PA
USD
157293.06000000
0.195460821606
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400160
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2021-1, Class A3
14316NAC3
26991.33000000
PA
USD
26071.77000000
0.032398184541
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.34000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-4, Class A3
80286FAC7
110000.00000000
PA
USD
108517.71000000
0.134849946688
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
4.14000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H18, Class FA
38376REW2
208460.40000000
PA
USD
207405.34000000
0.257733037693
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
4.84157160
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWL4
149000.00000000
PA
USD
138400.24000000
0.171983586694
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
1072.04000000
PA
USD
1095.45000000
0.001361265125
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
10.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-2A, Class D
30166QAF6
75000.00000000
PA
USD
70686.77000000
0.087839184646
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
4.56000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAT1
250000.00000000
PA
USD
246761.64000000
0.306639294164
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BY5
50000.00000000
PA
USD
40572.60000000
0.050417696309
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BX1
50000.00000000
PA
USD
36781.55000000
0.045706733551
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2021-P3, Class A3
14687JAE9
90000.00000000
PA
USD
84522.68000000
0.105032431037
Long
ABS-O
CORP
US
N
2
2026-11-10
Fixed
0.70000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
200000.00000000
PA
USD
191751.48000000
0.238280708793
Long
DBT
CORP
FR
Y
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31337NHS0
3239.19000000
PA
USD
3172.41000000
0.003942207399
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Variable
3.74199840
N
Y
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2021-2, Class B
03066RAD7
55000.00000000
PA
USD
51646.79000000
0.064179080798
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
0.69000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-110
31396LVP2
21435.65000000
PA
USD
17634.69000000
0.021913814863
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
None
0.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CK3
150000.00000000
PA
USD
118173.24000000
0.146848427910
Long
DBT
CORP
DE
N
2
2032-05-28
Variable
3.03500160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H4CL3
80817.87000000
PA
USD
77611.54000000
0.096444276527
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2022-B, Class A3
98163QAD1
140000.00000000
PA
USD
135272.97000000
0.168097472687
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAH3
18000.00000000
PA
USD
17645.10000000
0.021926750889
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.41700000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2021-1A, Class A
32059FAA7
3409.71000000
PA
USD
3381.50000000
0.004202033886
Long
ABS-O
CORP
US
Y
2
2026-03-16
Fixed
0.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241KHA9
30108.03000000
PA
USD
30895.36000000
0.038392237072
Long
ABS-MBS
USGA
US
N
2
2035-12-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-130, Class CP
38377LK72
28050.36000000
PA
USD
29693.59000000
0.036898852993
Long
ABS-MBS
USGA
US
N
2
2040-10-16
Fixed
7.00000000
N
N
N
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235PAH1
26000.00000000
PA
USD
21225.98000000
0.026376545094
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
22000.00000000
PA
USD
18184.68000000
0.022597262037
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3136195D6
1116.74400000
PA
USD
1093.64000000
0.001359015921
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Variable
3.37200120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CX40
1023.84000000
PA
USD
1041.31000000
0.001293987847
Long
ABS-MBS
USGA
US
N
2
2027-10-20
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-50, Class KB
38375QD89
66407.35000000
PA
USD
67703.08000000
0.084131490874
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Fixed
6.00000000
N
N
N
N
N
N
VOLT XCIII LLC
N/A
VOLT XCIII LLC, Series 2021-NPL2, Class A1
92873CAA2
66303.30000000
PA
USD
59919.62000000
0.074459344586
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
15.32000000
PA
USD
15.23000000
0.000018925617
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Floating
7.83399960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2038, Class PN
3133TDA22
2522.11000000
PA
USD
261.86000000
0.000325401328
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JT9
115000.00000000
PA
USD
112520.13000000
0.139823569183
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-91, Class WA
38378TTL4
273571.06000000
PA
USD
263518.53000000
0.327462307506
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Variable
4.45686840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411VHW2
13123.51000000
PA
USD
13112.56000000
0.016294372752
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
4.25900160
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AQ9
78000.00000000
PA
USD
72514.05000000
0.090109861115
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402TVS1
6187.19000000
PA
USD
6311.32000000
0.007842785896
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAR2
334000.00000000
PA
USD
278297.71000000
0.345827711965
Long
DBT
CORP
KY
Y
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406QGE1
9872.79000000
PA
USD
9662.53000000
0.012007179799
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
4.04499960
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1
59020UAR6
11366.77000000
PA
USD
10256.88000000
0.012745751096
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
5.07700080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-27, Class SA
38375JJ55
64831.05000000
PA
USD
2241.43000000
0.002785321548
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Floating
1.60214040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L8K52
500000.00000000
PA
USD
474431.51000000
0.589554127439
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.34000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZC7
1500000.00000000
PA
USD
1395703.13000000
1.734375823755
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C5F6
1277.04000000
PA
USD
1294.24000000
0.001608292277
Long
ABS-MBS
USGA
US
N
2
2028-09-20
Fixed
7.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAG7
45000.00000000
PA
USD
39433.87000000
0.049002649127
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418XEZ7
59780.33000000
PA
USD
60310.72000000
0.074945346494
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
US Auto Funding Trust
N/A
US Auto Funding Trust, Series 2022-1A, Class A
90355FAA6
59977.75000000
PA
USD
59223.21000000
0.073593948040
Long
ABS-O
CORP
US
Y
2
2025-04-15
Fixed
3.98000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AF2
109000.00000000
PA
USD
103774.76000000
0.128956101760
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.12500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR25, Class A4
12593PAW2
281000.00000000
PA
USD
268351.80000000
0.333468388926
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.75900000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PED0
73000.00000000
PA
USD
60172.30000000
0.074773338352
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
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
59702.33000000
PA
USD
54241.85000000
0.067403842016
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
35240.47000000
PA
USD
36234.45000000
0.045026877647
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
3.95007840
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2023-1A, Class D
30168BAF7
21000.00000000
PA
USD
20904.01000000
0.025976447844
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
6.69000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAG4
12000.00000000
PA
USD
9674.24000000
0.012021731275
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2
92922FNJ3
9261.09000000
PA
USD
8470.47000000
0.010525861888
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
3.16179720
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
976657AL0
20000.00000000
PA
USD
19040.82000000
0.023661147677
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.55000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
150000.00000000
PA
USD
136539.69000000
0.169671567132
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AW8
77000.00000000
PA
USD
60792.06000000
0.075543485483
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
N
Citigroup Global Markets Mortgage Securities VII, Inc.
549300VB2N1G56GWKB41
Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-UP2, Class PO1
79549AXS3
94.72900000
PA
USD
82.07000000
0.000101984598
Long
ABS-MBS
CORP
US
N
2
2033-06-25
None
0.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1996-2, Class 1Z
911760HH2
14307.12000000
PA
USD
14490.46000000
0.018006625448
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
32822.66000000
PA
USD
2398.31000000
0.002980269079
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Floating
2.98299960
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AE0
100000.00000000
PA
USD
76774.96000000
0.095404697196
Long
DBT
CORP
US
Y
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBF4
11000.00000000
PA
USD
9342.05000000
0.011608934103
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2020-A, Class A3
89232HAC9
20675.79000000
PA
USD
20598.91000000
0.025597314165
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
1.66000000
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585ABH4
105000.00000000
PA
USD
103522.92000000
0.128643151823
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAF8
120000.00000000
PA
USD
116036.50000000
0.144193199791
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-44, Class PD
3139204E7
2879.52300000
PA
USD
3005.42000000
0.003734696638
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ALMQ0
65980.95000000
PA
USD
63849.54000000
0.079342874679
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1602, Class SA
3133T1D82
151.52000000
PA
USD
147.71000000
0.000183552395
Long
ABS-MBS
USGSE
US
N
2
2023-10-15
Floating
8.25824880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-47, Class HF
3136A6GB4
24587.92000000
PA
USD
24589.53000000
0.030556273345
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Floating
5.01699960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2474, Class NR
31392R3C3
15914.40000000
PA
USD
16306.78000000
0.020263682431
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2019-4, Class A3
43813VAC2
7576.36000000
PA
USD
7563.59000000
0.009398923993
Long
ABS-O
CORP
US
N
2
2024-01-18
Fixed
1.83000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283HCS2
1935.09000000
PA
USD
1979.87000000
0.002460293015
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410PSM6
20494.16000000
PA
USD
20693.25000000
0.025714546126
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
3.83199840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CYW7
574.44000000
PA
USD
585.86000000
0.000728021166
Long
ABS-MBS
USGA
US
N
2
2027-12-20
Fixed
8.00000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAR3
70000.00000000
PA
USD
48024.59000000
0.059677940137
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
2.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
36180B5V9
283779.67000000
PA
USD
269954.22000000
0.335459642258
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AHB7
118818.73000000
PA
USD
113965.33000000
0.141619452482
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2022-2A, Class A3
78397WAC0
150000.00000000
PA
USD
151090.10000000
0.187752689677
Long
ABS-O
CORP
US
Y
2
2030-10-21
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2423, Class MT
31339WCD6
10899.42000000
PA
USD
11459.83000000
0.014240601506
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-46, Class HI
31397LRU5
13895.48000000
PA
USD
683.39000000
0.000849217192
Long
ABS-MBS
USGSE
US
N
2
2038-06-25
Floating
0.57953880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-118, Class MT
3136A12F1
62836.87000000
PA
USD
66508.01000000
0.082646432576
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-28, Class S
38374GDC3
6070.02000000
PA
USD
6200.44000000
0.007705000441
Long
ABS-MBS
USGA
US
N
2
2034-04-16
Floating
7.04000160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-72, Class US
38375LV72
27208.17000000
PA
USD
498.37000000
0.000619301383
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
1.95213960
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3
466247K93
14613.34000000
PA
USD
13892.07000000
0.017263033830
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
4.18381200
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851DZ4
150000.00000000
PA
USD
140757.02000000
0.174912248360
Long
DBT
CORP
US
Y
2
2025-03-10
Fixed
2.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3179, Class OA
31396UFA3
8802.22000000
PA
USD
7214.44000000
0.008965051413
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132HBPL3
312488.94000000
PA
USD
291239.49000000
0.361909864298
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1
589929Y36
36601.94000000
PA
USD
33733.04000000
0.041918490960
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
5.23699920
N
N
N
N
N
N
Pennsylvania Electric Co.
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co.
708696BY4
132000.00000000
PA
USD
119371.22000000
0.148337102332
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.25000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C
35563PDB2
243939.29340000
PA
USD
228711.99000000
0.284209827672
Long
ABS-MBS
USGSE
US
N
2
2057-06-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-128
3136AHNE6
95654.42000000
PA
USD
72322.36000000
0.089871656804
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAT2
200000.00000000
PA
USD
202444.52000000
0.251568455778
Long
DBT
CORP
GB
N
2
2029-01-10
Variable
6.53400000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KLU2, Class A7
3137FPHV0
212757.28000000
PA
USD
197572.26000000
0.245513923285
Long
ABS-MBS
USGSE
US
N
2
2025-09-25
Variable
2.22900120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-105, Class B
38377DD94
295740.23000000
PA
USD
295433.49000000
0.367121554412
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GMZ6
181.73000000
PA
USD
181.93000000
0.000226076009
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
8.00000000
N
N
N
N
N
N
Healthpeak Properties Interim, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Interim, Inc.
40414LAM1
3000.00000000
PA
USD
2890.07000000
0.003591356520
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.40000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AM9
50000.00000000
PA
USD
46614.91000000
0.057926195902
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-25, Class SA
31393XRE9
13429.04000000
PA
USD
13520.23000000
0.016800965434
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Floating
6.82824960
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-HYB3, Class 2A
12669FYY3
4702.55000000
PA
USD
4334.77000000
0.005386618492
Long
ABS-MBS
CORP
US
N
2
2034-06-20
Variable
2.71321560
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAD4
47000.00000000
PA
USD
45086.93000000
0.056027445721
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2990, Class SL
31395V4J5
763.26000000
PA
USD
759.89000000
0.000944280210
Long
ABS-MBS
USGSE
US
N
2
2034-06-15
Floating
7.67117880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2075, Class PH
3133TGCG2
10908.61000000
PA
USD
11116.41000000
0.013813849332
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
Fixed
6.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJD2
60000.00000000
PA
USD
54424.80000000
0.067631185532
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.31900040
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR8, Class E1
74333TAJ8
100000.00000000
PA
USD
84164.92000000
0.104587859207
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
2.38200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Whole Loan, Series 2007-106, Class A7
31396XF25
11709.42000000
PA
USD
12011.90000000
0.014926633400
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Variable
6.18395760
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H20, Class FA
38376RFG6
362757.87000000
PA
USD
360610.16000000
0.448113592254
Long
ABS-MBS
USGA
US
N
2
2065-08-20
Floating
4.86156960
N
N
N
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AS9
52000.00000000
PA
USD
51089.59000000
0.063486674090
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAW7
53000.00000000
PA
USD
39861.92000000
0.049534567094
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAD5
250000.00000000
PA
USD
233005.77000000
0.289545509784
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2023-1, Class C
02530UAE8
133000.00000000
PA
USD
131063.25000000
0.162866248055
Long
ABS-O
CORP
US
Y
2
2029-04-12
Fixed
5.59000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558AZ6
25000.00000000
PA
USD
24216.01000000
0.030092117291
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HNWP3
95261.43000000
PA
USD
92854.24000000
0.115385675884
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AQ3
165000.00000000
PA
USD
162200.71000000
0.201559331617
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371EX83
318.90000000
PA
USD
320.82000000
0.000398668197
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.50000000
N
N
N
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
17000.00000000
PA
USD
14471.16000000
0.017982642229
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSAH4
300000.00000000
PA
USD
289481.64000000
0.359725465283
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.88000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2022-1, Class A
21873EAA7
98610.54000000
PA
USD
97162.12000000
0.120738879415
Long
ABS-O
CORP
US
Y
2
2055-06-17
Variable
4.74400080
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAG1
100000.00000000
PA
USD
96620.38000000
0.120065684135
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BQ5
32000.00000000
PA
USD
30629.40000000
0.038061740863
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
4.25000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-4, Class A
33845AAA5
52683.91000000
PA
USD
51125.94000000
0.063531844556
Long
ABS-O
CORP
US
Y
2
2026-07-17
Fixed
0.81000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2017-1, Class AA
00908PAA5
76960.00000000
PA
USD
65970.22000000
0.081978145779
Long
ABS-O
CORP
CA
Y
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE Recovery Funding LLC, Series A-2
78433LAB2
25000.00000000
PA
USD
17612.57000000
0.021886327361
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
1.94200000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
54000.00000000
PA
USD
53244.06000000
0.066163934462
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHF9
42000.00000000
PA
USD
41994.53000000
0.052184663053
Long
DBT
CORP
US
N
2
2024-03-05
Variable
3.54999960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2455, Class GK
31392K5C6
17067.76000000
PA
USD
17288.33000000
0.021483409287
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BL8
74000.00000000
PA
USD
72890.58000000
0.090577757557
Long
DBT
CORP
US
N
2
2027-01-26
Variable
4.75800120
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LV0
200000.00000000
PA
USD
180615.64000000
0.224442714696
Long
DBT
UST
US
N
2
2025-05-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2271, Class PC
3133TQKD8
7815.17000000
PA
USD
8228.95000000
0.010225736138
Long
ABS-MBS
USGSE
US
N
2
2030-12-15
Fixed
7.25000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2020-1, Class A3
14315XAC2
21918.88000000
PA
USD
21703.79000000
0.026970297515
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.89000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CL9
67000.00000000
PA
USD
51652.89000000
0.064186660986
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
1.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-59, Class SD
38374NQ34
12793.32000000
PA
USD
646.83000000
0.000803785769
Long
ABS-MBS
USGA
US
N
2
2036-10-20
Floating
2.10214080
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
20644.97000000
PA
USD
16376.37000000
0.020350158710
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
2.88787680
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AG4
22000.00000000
PA
USD
20760.89000000
0.025798599230
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LER78
435749.47000000
PA
USD
403423.99000000
0.501316361581
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
2.21000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406P5W5
45080.54000000
PA
USD
44169.51000000
0.054887410255
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
3.69500040
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833RZ5
200000.00000000
PA
USD
159422.69000000
0.198107214457
Long
DBT
UST
US
N
2
2028-08-15
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209DBS2
381.99000000
PA
USD
381.81000000
0.000474457654
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416JAY7
28455.70000000
PA
USD
29359.85000000
0.036484129708
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
150000.00000000
PA
USD
136012.08000000
0.169015930551
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494AX1
73000.00000000
PA
USD
71512.84000000
0.088865703685
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95000000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2D3
50000.00000000
PA
USD
43827.68000000
0.054462633900
Long
DBT
CORP
US
Y
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
Safehold Operating Partnership LP
54930012UY5Z4Q8NL108
Safehold Operating Partnership LP
78646UAA7
88000.00000000
PA
USD
67766.79000000
0.084210660349
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PB0
300000.00000000
PA
USD
255812.01000000
0.317885771002
Long
DBT
UST
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-5, Class B
80287HAD0
44000.00000000
PA
USD
43042.48000000
0.053486902122
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
4.43000000
N
N
N
N
N
N
Seasoned Loans Structured Transaction
N/A
Seasoned Loans Structured Transaction, Series 2018-2, Class A1
35564CAN7
229805.10000000
PA
USD
217700.25000000
0.270526046914
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Fixed
3.50000000
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
42217KBC9
100000.00000000
PA
USD
99118.35000000
0.123169796094
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-22, Class SA
38374TRY2
41009.12000000
PA
USD
1762.14000000
0.002189729999
Long
ABS-MBS
USGA
US
N
2
2039-04-20
Floating
1.67213880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-76, Class SA
38375LT67
28002.10000000
PA
USD
769.34000000
0.000956023288
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
1.93214160
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
86000.00000000
PA
USD
78118.10000000
0.097073755245
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust, Series 2020-B, Class A4
98163GAE1
60000.00000000
PA
USD
59605.15000000
0.074068567239
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
0.52000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1
31392GVX0
48717.61000000
PA
USD
46443.88000000
0.057713664820
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Variable
4.83289920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1720, Class PL
3133T5DV2
5238.72000000
PA
USD
5250.59000000
0.006524665712
Long
ABS-MBS
USGSE
US
N
2
2024-04-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-39, Class PD
31359PSF4
6185.17000000
PA
USD
6323.76000000
0.007858244510
Long
ABS-MBS
USGSE
US
N
2
2027-05-20
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-20, Class IB
31359N4S7
500.18000000
PA
USD
3.88000000
0.000004821496
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Floating
1.83999960
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAK8
100000.00000000
PA
USD
97991.00000000
0.121768890312
Long
DBT
CORP
US
Y
2
2024-05-13
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM4X9
73787.15000000
PA
USD
62706.35000000
0.077922285261
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402BEZ3
10626.43000000
PA
USD
10707.34000000
0.013305516935
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAV2
50000.00000000
PA
USD
50535.91000000
0.062798641524
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
123125.68000000
PA
USD
9397.59000000
0.011677951096
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Floating
1.84299840
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-1, Class A
33845VAA9
96434.94000000
PA
USD
93774.32000000
0.116529016809
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
1.79000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2005-W3, Class 2AF
31394FSB2
47374.06610000
PA
USD
46873.84000000
0.058247956255
Long
ABS-MBS
USGSE
US
N
2
2045-03-25
Floating
4.83699960
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460DAJ8
36000.00000000
PA
USD
28976.63000000
0.036007919911
Long
DBT
CORP
US
N
2
2031-11-09
Fixed
2.25000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBT6
150000.00000000
PA
USD
125691.45000000
0.156190960274
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CE8
100000.00000000
PA
USD
98539.01000000
0.122449877031
Long
DBT
CORP
US
N
2
2028-02-10
Fixed
4.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
127000.00000000
PA
USD
112127.27000000
0.139335380204
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.59300000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR3, Class A
74331UAA6
129848.55000000
PA
USD
118900.66000000
0.147752359151
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
3.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3232, Class ST
31397BP96
17043.80000000
PA
USD
1339.00000000
0.001663913462
Long
ABS-MBS
USGSE
US
N
2
2036-10-15
Floating
2.11214160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XF6U0
376483.55000000
PA
USD
321976.99000000
0.400105936039
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2020-2, Class A3
03066EAD6
582.73000000
PA
USD
581.45000000
0.000722541062
Long
ABS-O
CORP
US
N
2
2024-12-18
Fixed
0.66000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1706, Class K
3133T4UA2
2759.60000000
PA
USD
2760.33000000
0.003430134614
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-2CB, Class 1A9
12667FAQ8
374348.70000000
PA
USD
366693.53000000
0.455673115212
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
5.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132Y15Q7
135203.95000000
PA
USD
134382.64000000
0.166991100713
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
4.50000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HBA5
100000.00000000
PA
USD
78465.00000000
0.097504831855
Long
DBT
CORP
US
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-52, Class SX
31393CV67
4224.00000000
PA
USD
4508.08000000
0.005601982825
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Floating
9.09900000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-2A, Class B
30165XAD7
11691.60000000
PA
USD
11649.82000000
0.014476693305
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.57000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR5, Class A
03217JAA9
100000.00000000
PA
USD
89701.22000000
0.111467563542
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
1.37900000
N
N
N
N
N
N
Nomura Asset Acceptance Corp. Alternative Loan Trust
N/A
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A1
65535VAT5
1582.34000000
PA
USD
1494.95000000
0.001857705325
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class OE
31339NKQ8
4426.32000000
PA
USD
4443.99000000
0.005522341142
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403BBP7
30286.20000000
PA
USD
29808.94000000
0.037042193111
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Variable
3.72800160
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAN6
29000.00000000
PA
USD
23085.85000000
0.028687719651
Long
DBT
CORP
US
Y
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AP6
40000.00000000
PA
USD
33488.68000000
0.041614836072
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-36, Class SA
31393X5V5
23169.82000000
PA
USD
23373.63000000
0.029045330567
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
6.82824960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2345, Class NE
313399SN8
7680.19000000
PA
USD
7941.72000000
0.009868808682
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411SM94
7083.17000000
PA
USD
7227.27000000
0.008980994661
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
5.69199960
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-1, Class A2
80286EAB2
8449.38000000
PA
USD
8438.12000000
0.010485662037
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.36000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CF65
723.19000000
PA
USD
724.85000000
0.000900737620
Long
ABS-MBS
USGA
US
N
2
2025-04-20
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-69
31396Q5D7
23071.39000000
PA
USD
17991.97000000
0.022357790219
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-49, Class Z
313921AG3
3506.64880000
PA
USD
3623.59000000
0.004502867949
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
6.50000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AJ4
25000.00000000
PA
USD
21590.57000000
0.026829604250
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LZ1
200000.00000000
PA
USD
173703.49000000
0.215853305106
Long
DBT
UST
US
N
2
2026-05-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-121, Class DX
31394VBA7
33466.34000000
PA
USD
33203.98000000
0.041261052530
Long
ABS-MBS
USGSE
US
N
2
2026-01-25
Fixed
5.50000000
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAF4
62000.00000000
PA
USD
58258.29000000
0.072394886518
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class NG
31339NLX2
6126.23000000
PA
USD
6339.21000000
0.007877443511
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403EDC8
26673.44000000
PA
USD
27088.92000000
0.033662149872
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
4.06000080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3481, Class SJ
31397Y4R9
41936.66000000
PA
USD
2694.07000000
0.003347796372
Long
ABS-MBS
USGSE
US
N
2
2038-08-15
Floating
1.26213840
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAE7
28000.00000000
PA
USD
21799.55000000
0.027089294045
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHD4
250000.00000000
PA
USD
227545.97000000
0.282760868467
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.41899920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-51, Class 2A
31392W7D6
16804.52000000
PA
USD
17269.72000000
0.021460283499
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Variable
7.49999880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-74, Class SW
31394AR81
12104.02000000
PA
USD
12439.25000000
0.015457681509
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Floating
6.30428040
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
90000.00000000
PA
USD
68495.17000000
0.085115784537
Long
DBT
CORP
US
N
2
2032-02-13
Variable
1.79399880
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CC3
100000.00000000
PA
USD
87347.89000000
0.108543189031
Long
DBT
CORP
CA
Y
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31387Y5U3
9359.75000000
PA
USD
9825.73000000
0.012209980902
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-31, Class TS
38374TXN9
23114.01000000
PA
USD
253.91000000
0.000315522231
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Floating
1.70214120
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGH7
99000.00000000
PA
USD
94778.92000000
0.117777386835
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283GHW0
195.38000000
PA
USD
196.36000000
0.000244007503
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
8.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-UP3, Class A3
17307GAV0
2117.64000000
PA
USD
2072.43000000
0.002575313052
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2172, Class QC
3133TLLL0
12780.13000000
PA
USD
13321.69000000
0.016554248945
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
10494.30000000
PA
USD
9633.73000000
0.011971391369
Long
ABS-MBS
USGA
US
N
2
2035-06-17
Floating
5.37348960
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-3, Class A3
80285UAD3
73000.00000000
PA
USD
71894.50000000
0.089339974942
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
3.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2344, Class ZJ
313399C70
12083.72000000
PA
USD
12599.12000000
0.015656344575
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-28, Class QS
31396YY71
13916.95000000
PA
USD
13967.15000000
0.017356332278
Long
ABS-MBS
USGSE
US
N
2
2038-04-25
Floating
6.84900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H24, Class FA
38375BWP3
4332.01000000
PA
USD
4238.02000000
0.005266391735
Long
ABS-MBS
USGA
US
N
2
2060-03-20
Floating
4.84157160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2196, Class TL
3133TMSB3
88.98000000
PA
USD
93.59000000
0.000116299970
Long
ABS-MBS
USGSE
US
N
2
2029-11-15
Fixed
7.50000000
N
N
N
N
N
N
Mercedes-Benz Auto Receivables Trust
N/A
Mercedes-Benz Auto Receivables Trust, Series 2023-1, Class A3
58770AAC7
63000.00000000
PA
USD
62242.87000000
0.077346340069
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
4.51000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-33, Class ID
31359S6G0
13886.33000000
PA
USD
1683.64000000
0.002092181674
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Fixed
6.00000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2021-B, Class A4
88161KAD7
51000.00000000
PA
USD
48161.68000000
0.059848295549
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
0.63000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-81, Class PI
31359RLD2
1868.93000000
PA
USD
113.02000000
0.000140444734
Long
ABS-MBS
USGSE
US
N
2
2027-12-18
Fixed
7.00000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DQ0
46000.00000000
PA
USD
45775.63000000
0.056883261406
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
VOLT XCVII LLC
N/A
VOLT XCVII LLC, Series 2021-NPL6, Class A1
91835EAA7
101725.74000000
PA
USD
92510.44000000
0.114958451501
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.23949880
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
68000.00000000
PA
USD
59763.20000000
0.074264968675
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2006-1F, Class 1A3
3623416K0
16698.57000000
PA
USD
28893.53000000
0.035904655379
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-61, Class SH
31394ARP3
13774.02000000
PA
USD
13457.72000000
0.016723287144
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Floating
5.52917160
N
N
N
N
N
N
Mylan, Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BK2
75000.00000000
PA
USD
69919.94000000
0.086886280418
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-28, Class PK
31392CA46
9140.48000000
PA
USD
9426.23000000
0.011713540701
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406H3D7
13744.91000000
PA
USD
13834.79000000
0.017191854619
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
4.90200120
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-1A, Class B
23344GAC5
7809.97000000
PA
USD
7775.83000000
0.009662664840
Long
ABS-O
CORP
US
Y
2
2025-09-15
Fixed
0.62000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2021-P4, Class A4
14687KAD8
150000.00000000
PA
USD
133030.34000000
0.165310659955
Long
ABS-O
CORP
US
N
2
2027-12-10
Fixed
1.64000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-27, Class OH
31395BZL0
17554.79000000
PA
USD
15027.89000000
0.018674464890
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
None
0.00000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2022-3A, Class A3
96043PAG6
183000.00000000
PA
USD
182597.40000000
0.226905356327
Long
ABS-O
CORP
US
Y
2
2026-07-15
Fixed
5.49000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-71, Class HJ
31398TDU2
51684.41000000
PA
USD
53041.12000000
0.065911750296
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2021-PLZA, Class A
61773PAA9
147000.00000000
PA
USD
113252.95000000
0.140734210755
Long
ABS-MBS
CORP
US
Y
3
2043-11-09
Fixed
2.57400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CYH0
899.91000000
PA
USD
916.06000000
0.001138345456
Long
ABS-MBS
USGA
US
N
2
2027-11-20
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-71, Class DS
31393EKS7
48380.77000000
PA
USD
41528.89000000
0.051606033729
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
1.37923920
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2018-1, Class AA
11042TAA1
47480.03000000
PA
USD
42966.90000000
0.053392982346
Long
ABS-O
CORP
US
Y
2
2031-09-20
Fixed
3.80000000
N
N
N
N
N
N
VOLT C LLC
N/A
VOLT C LLC, Series 2021-NPL9, Class A1
91835DAA9
46965.70000000
PA
USD
42489.76000000
0.052800062504
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
1.99180080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-25, Class J
31358TWE5
3.79000000
PA
USD
3.78000000
0.000004697231
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
25000.00000000
PA
USD
21577.58000000
0.026813462177
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCF6
3000000.00000000
PA
USD
2667304.68000000
3.314536345262
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BN3
225000.00000000
PA
USD
210811.49000000
0.261965702997
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAD8
125000.00000000
PA
USD
100797.81000000
0.125256783476
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2002-QS16, Class A3
76110GW49
103.96000000
PA
USD
103.44000000
0.000128540110
Long
ABS-MBS
CORP
US
N
3
2017-10-25
Floating
8.22497760
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 300, Class 1
31364HT56
1640.10000000
PA
USD
1600.81000000
0.001989252658
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
None
0.00000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series 21-B
842587DH7
167000.00000000
PA
USD
140340.62000000
0.174394807310
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR5, Class A7
929227R65
18416.34000000
PA
USD
17036.84000000
0.021170894278
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
3.23301240
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AN6
100000.00000000
PA
USD
96527.71000000
0.119950527406
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 3A
31393LFM0
51282.71000000
PA
USD
53890.79000000
0.066967595966
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
7.00000000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804FQ2
21000.00000000
PA
USD
20591.84000000
0.025588528602
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1927, Class PH
3133T8TQ0
15185.63000000
PA
USD
15575.69000000
0.019355190651
Long
ABS-MBS
USGSE
US
N
2
2027-01-15
Fixed
7.50000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AK5
58000.00000000
PA
USD
55364.63000000
0.068799068870
Long
DBT
NUSS
CO
N
2
2025-01-16
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-65, Class PA
3136B7AE1
164990.02000000
PA
USD
147702.76000000
0.183543398692
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
2.50000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
20000.00000000
PA
USD
18734.86000000
0.023280945314
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410ERP5
22401.27000000
PA
USD
23139.14000000
0.028753940673
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Variable
3.54399840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31374AUY4
64.04000000
PA
USD
63.89000000
0.000079393152
Long
ABS-MBS
USGSE
US
N
2
2025-05-01
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-22, Class UD
31393ANT0
43386.17000000
PA
USD
41699.45000000
0.051817980764
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
4.00000000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust, Series 2021-A, Class A3
98163JAC9
64809.34000000
PA
USD
63185.10000000
0.078517205776
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.42000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L7US3
215881.09000000
PA
USD
206908.32000000
0.257115413893
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
3.76000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
57000.00000000
PA
USD
41275.39000000
0.051291020986
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAC3
80000.00000000
PA
USD
74643.76000000
0.092756353378
Long
DBT
CORP
US
Y
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2019-4, Class C
33845FAE6
76680.79000000
PA
USD
75943.58000000
0.094371579664
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.77000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-79, Class OK
38376CXX2
40967.97000000
PA
USD
34220.96000000
0.042524806611
Long
ABS-MBS
USGA
US
N
2
2037-11-16
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617LMSM9
318508.24000000
PA
USD
313412.65000000
0.389463426236
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.50000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2021-A, Class A3
98164EAC9
82561.34000000
PA
USD
79625.18000000
0.098946533962
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2224, Class CB
3133TNK45
5304.49000000
PA
USD
5629.76000000
0.006995842760
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
8663.59000000
PA
USD
27.10000000
0.000033675918
Long
ABS-MBS
USGA
US
N
2
2039-02-16
Floating
1.50999840
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2023-1A, Class A3
96042XAD7
50000.00000000
PA
USD
49632.63000000
0.061676177183
Long
ABS-O
CORP
US
Y
2
2028-01-18
Fixed
5.21000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust, Series 2023-1, Class A3
05593AAC3
16000.00000000
PA
USD
15980.12000000
0.019857757135
Long
ABS-O
CORP
US
N
2
2025-11-25
Fixed
5.16000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDV0
1000000.00000000
PA
USD
961992.19000000
1.195423268110
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
50000.00000000
PA
USD
50167.18000000
0.062340437782
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
33910.06000000
PA
USD
35755.33000000
0.044431497350
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-44, Class P
31395NBC0
13045.70000000
PA
USD
10761.28000000
0.013372545682
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
4747.59000000
PA
USD
4227.63000000
0.005253480562
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Floating
2.33607600
N
N
N
N
N
N
Impac Secured Assets CMN Owner Trust
N/A
Impac Secured Assets CMN Owner Trust, Series 2002-2, Class APO
45254TLJ1
423.22000000
PA
USD
303.87000000
0.000377605215
Long
ABS-MBS
CORP
US
N
2
2033-04-25
None
0.00000000
N
N
N
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAG1
50000.00000000
PA
USD
41064.72000000
0.051029231106
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.50000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
28000.00000000
PA
USD
24959.83000000
0.031016428054
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31391REW8
4802.30000000
PA
USD
4862.33000000
0.006042192940
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-3, Class AA
023771R91
31774.67000000
PA
USD
28140.45000000
0.034968837642
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
37000.00000000
PA
USD
29544.27000000
0.036713299925
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT
35563PJE0
334964.39510000
PA
USD
307134.41000000
0.381661747328
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
449.26000000
PA
USD
456.79000000
0.000567631837
Long
ABS-MBS
USGA
US
N
2
2026-08-20
Fixed
8.00000000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BQ6
75000.00000000
PA
USD
58598.25000000
0.072817339110
Long
DBT
CORP
US
Y
2
2031-02-02
Fixed
1.70000000
N
N
N
N
N
N
Aon Global Ltd.
VVT2B79I2Z4U3R6BY589
Aon Global Ltd.
00185AAK0
143000.00000000
PA
USD
137754.08000000
0.171180633503
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
3.87500000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
38000.00000000
PA
USD
35873.90000000
0.044578838813
Long
DBT
CORP
US
Y
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1998-1, Class 2E
911760LH7
17748.59000000
PA
USD
17747.70000000
0.022054247171
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2040, Class PE
3133TD3W4
11592.76000000
PA
USD
11979.47000000
0.014886334137
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.50000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2023-1, Class A3
43815JAC7
34000.00000000
PA
USD
33935.55000000
0.042170140784
Long
ABS-O
CORP
US
N
2
2027-04-21
Fixed
5.04000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BA9
83000.00000000
PA
USD
64000.69000000
0.079530701804
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
VOLT XCIX LLC
N/A
VOLT XCIX LLC, Series 2021-NPL8, Class A1
92872VAA1
68051.39000000
PA
USD
61571.39000000
0.076511922883
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.11569840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401A3J4
22236.05000000
PA
USD
22997.82000000
0.028578328836
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AT7
38000.00000000
PA
USD
37187.60000000
0.046211313134
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2169, Class TB
3133TL5G9
29671.90000000
PA
USD
30632.58000000
0.038065692502
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J8TU7
77505.17000000
PA
USD
72017.67000000
0.089493032613
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Variable
3.12099840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-H15, Class FA
38378U8D2
435782.83000000
PA
USD
433298.34000000
0.538439836678
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
4.89156840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3171, Class MO
31396TUG6
14161.74000000
PA
USD
12493.70000000
0.015525344010
Long
ABS-MBS
USGSE
US
N
2
2036-06-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K069, Class A2
3137FBU79
480000.00000000
PA
USD
452311.10000000
0.562066115489
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.18700080
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-5A, Class B
30167FAD4
107000.00000000
PA
USD
107161.41000000
0.133164535314
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.97000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2
31393XGQ4
13845.59000000
PA
USD
14372.68000000
0.017860265681
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
7.00000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DAZ8
200000.00000000
PA
USD
192749.94000000
0.239521448924
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2022-C, Class B
12664DAC7
200000.00000000
PA
USD
196663.06000000
0.244384102434
Long
ABS-O
CORP
US
Y
2
2030-04-15
Fixed
4.88000000
N
N
N
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653AE1
50000.00000000
PA
USD
47525.24000000
0.059057420953
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2412, Class SP
31339DW95
15675.11000000
PA
USD
16336.82000000
0.020301011752
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
6.92427960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-81, Class LO
31392BNB8
1689.68400000
PA
USD
1524.33000000
0.001894214494
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1518, Class G
312915YY1
131.35000000
PA
USD
130.85000000
0.000162601252
Long
ABS-MBS
USGSE
US
N
2
2023-05-15
Floating
4.19199840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-189, Class PL
31359EXF3
1651.39000000
PA
USD
1650.94000000
0.002051546894
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-10, Class XI
31396YKW1
10511.64000000
PA
USD
639.70000000
0.000794925647
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
1.61300160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-90, Class SI
38374JXC5
63506.82000000
PA
USD
2666.68000000
0.003313760084
Long
ABS-MBS
USGA
US
N
2
2034-10-20
Floating
1.50213960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31373TSU5
130.01000000
PA
USD
130.12000000
0.000161694114
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204JM60
0.08000000
PA
USD
0.08000000
0.000000099412
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-34, Class GE
31393CAU7
109602.64000000
PA
USD
112541.20000000
0.139849751899
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LM0
1890000.00000000
PA
USD
1848046.63000000
2.296482201228
Long
DBT
UST
US
N
2
2023-08-15
None
0.00000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DB3
43000.00000000
PA
USD
35984.18000000
0.044715878676
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-122, Class M
31359BPE1
73.17000000
PA
USD
73.06000000
0.000090788287
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
6.50000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-2, Class A
02530BAA8
23372.76000000
PA
USD
23258.17000000
0.028901853757
Long
ABS-O
CORP
US
Y
2
2026-02-13
Fixed
2.66000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDW8
1000000.00000000
PA
USD
875820.31000000
1.088341452395
Long
DBT
UST
US
N
2
2029-01-31
Fixed
1.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31371NT54
4334.62000000
PA
USD
4350.08000000
0.005405643522
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.50000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1996-1, Class 1Z
92260MAH6
47554.70000000
PA
USD
48247.31000000
0.059954703995
Long
ABS-MBS
USGSE
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2441, Class GF
3133TVJF4
11770.09000000
PA
USD
12168.59000000
0.015121344827
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M55D
35563PLQ0
53660.91000000
PA
USD
50829.64000000
0.063163646230
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CPT4
306.72000000
PA
USD
310.58000000
0.000385943422
Long
ABS-MBS
USGA
US
N
2
2026-06-20
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1671, Class L
3133T36F0
634.75000000
PA
USD
632.78000000
0.000786326483
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-40, Class SB
38375KA77
86769.79000000
PA
USD
3896.16000000
0.004841578100
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Floating
2.15214120
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-4A, Class A
36263DAA5
37872.10000000
PA
USD
37389.24000000
0.046461881850
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
0.84000000
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156AU3
100000.00000000
PA
USD
85985.11000000
0.106849725261
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.00000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
30000.00000000
PA
USD
28021.37000000
0.034820862425
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-3A, Class A3
30166YAC6
150000.00000000
PA
USD
149048.24000000
0.185215364551
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.21000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CH6
100000.00000000
PA
USD
93099.90000000
0.115690946221
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2484, Class LZ
31392R3H2
23289.67000000
PA
USD
23845.36000000
0.029631527653
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCE3
168000.00000000
PA
USD
139283.27000000
0.173080887295
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FJ2
500000.00000000
PA
USD
556679.69000000
0.691760142367
Long
DBT
UST
US
N
2
2029-08-15
Fixed
6.12500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABX2
100000.00000000
PA
USD
78408.91000000
0.097435131402
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBF5
100000.00000000
PA
USD
95650.75000000
0.118860769714
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
80000.00000000
PA
USD
71487.60000000
0.088834339103
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-54, Class Z
31358UYY6
71.87000000
PA
USD
71.62000000
0.000088998866
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
7.00000000
N
N
N
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949AB6
40000.00000000
PA
USD
40026.69000000
0.049739319163
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAL5
580000.00000000
PA
USD
487811.72000000
0.606181096486
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
180.53000000
PA
USD
182.31000000
0.000226548217
Long
ABS-MBS
USGA
US
N
2
2025-12-20
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406QGB7
10218.05000000
PA
USD
10199.23000000
0.012674112103
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
5.79399840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H03, Class FA
38375BF64
124.03000000
PA
USD
122.90000000
0.000152722154
Long
ABS-MBS
USGA
US
N
2
2060-08-20
Floating
4.69157040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371EW35
67.85000000
PA
USD
67.83000000
0.000084289208
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
8.00000000
N
N
N
N
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAH1
14000.00000000
PA
USD
13879.74000000
0.017247711908
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
4.20000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAC5
100000.00000000
PA
USD
99590.88000000
0.123756987303
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
3.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-41, Class 3A
31392MEN8
16190.02000000
PA
USD
15405.56000000
0.019143777957
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Variable
4.36943880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410D5T3
7935.22000000
PA
USD
8012.01000000
0.009956154819
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
4.02300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class A2
3136BCGS3
165000.00000000
PA
USD
141280.82000000
0.175563150430
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
1.20000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBN0
80000.00000000
PA
USD
76794.04000000
0.095428407031
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.37500000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust, Series 2022-A, Class A3
80287CAC3
34000.00000000
PA
USD
32338.06000000
0.040185013736
Long
ABS-O
CORP
US
Y
2
2025-07-21
Fixed
1.34000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class A
78449RAA3
155000.00000000
PA
USD
125274.63000000
0.155672997309
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
25667.42000000
PA
USD
25862.91000000
0.032138643864
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128NFF28
28820.88000000
PA
USD
29074.61000000
0.036129675133
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
5.09900040
N
Y
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-1A, Class A
23345YAA9
74809.77000000
PA
USD
73594.17000000
0.091452076357
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
1.58000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAT7
48000.00000000
PA
USD
36158.86000000
0.044932945445
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WQA9
35645.72000000
PA
USD
30876.29000000
0.038368539664
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2020-C, Class A4
89237VAC3
56000.00000000
PA
USD
53486.53000000
0.066465240733
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
0.57000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-1, Class M60C
35563PEL9
170439.16000000
PA
USD
160087.59000000
0.198933454981
Long
ABS-MBS
USGSE
US
N
2
2057-05-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-73, Class PS
31394EC48
37349.80000000
PA
USD
37043.13000000
0.046031786937
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
5.15750040
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
150000.00000000
PA
USD
138457.23000000
0.172054405535
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.59100000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2990, Class UZ
31395V4P1
284316.73000000
PA
USD
287194.21000000
0.356882981659
Long
ABS-MBS
USGSE
US
N
2
2035-06-15
Fixed
5.75000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1994-1, Class 1
911760DD5
7008.09000000
PA
USD
6925.93000000
0.008606533360
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Variable
4.41407160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31410GAH6
8378.64000000
PA
USD
8428.58000000
0.010473807120
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.00000000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AJ3
52000.00000000
PA
USD
41840.79000000
0.051993617455
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C4S9
7.20000000
PA
USD
7.19000000
0.000008934680
Long
ABS-MBS
USGA
US
N
2
2028-08-20
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204DKT5
387.46000000
PA
USD
397.24000000
0.000493631802
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140JBPU4
396236.13000000
PA
USD
377051.70000000
0.468544734714
Long
ABS-MBS
USGSE
US
N
2
2059-08-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-71, Class SB
38374JBS4
10387.33000000
PA
USD
10188.42000000
0.012660679015
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Floating
6.88551120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296SLS3
13979.91000000
PA
USD
14344.96000000
0.017825819317
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2020-4, Class C
80286WAF3
22785.30000000
PA
USD
22576.35000000
0.028054587531
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-5, Class 1A4
12669FVR1
11126.26000000
PA
USD
10958.68000000
0.013617845545
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
5.50000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBR6
37000.00000000
PA
USD
31230.67000000
0.038808911324
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2021-2A, Class A
22537CAA7
250000.00000000
PA
USD
242586.63000000
0.301451202046
Long
ABS-O
CORP
US
Y
2
2030-02-15
Fixed
0.96000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class A
05377RDU5
100000.00000000
PA
USD
92850.69000000
0.115381264463
Long
ABS-O
CORP
US
Y
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2005-6, Class 3A1
576434W59
7245.04310000
PA
USD
5140.47000000
0.006387824673
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36202SBN7
6741.61000000
PA
USD
6917.24000000
0.008595734698
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Global Markets Mortgage Securities VII, Inc.
549300VB2N1G56GWKB41
Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A
79549AYG8
2661.38000000
PA
USD
2608.41000000
0.003241350646
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
4.23998640
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2450, Class GZ
31392KPH3
18890.07000000
PA
USD
20013.39000000
0.024869715501
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
7.00000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust, Series 2017-GM, Class A
056083AA6
100000.00000000
PA
USD
90421.45000000
0.112362560101
Long
ABS-MBS
CORP
US
Y
2
2039-06-13
Fixed
3.37900000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-3, Class A
33846QAA9
50067.89000000
PA
USD
48583.46000000
0.060372422076
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
0.36000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAN5
150000.00000000
PA
USD
147202.52000000
0.182921773546
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.75000000
N
N
N
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949AA8
12000.00000000
PA
USD
11780.50000000
0.014639083306
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.62500000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AJ4
14000.00000000
PA
USD
11010.95000000
0.013682799060
Long
DBT
CORP
US
Y
2
2032-01-07
Fixed
2.77500000
N
N
N
N
N
N
SITE Centers Corp.
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp.
23317HAD4
12000.00000000
PA
USD
11386.21000000
0.014149117332
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.62500000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1
576433UE4
18357.85000000
PA
USD
17251.31000000
0.021437406242
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Variable
4.06382040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-40, Class SA
38375QKS7
52986.24000000
PA
USD
2626.88000000
0.003264302462
Long
ABS-MBS
USGA
US
N
2
2038-05-16
Floating
1.81000080
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBL4
77000.00000000
PA
USD
74369.79000000
0.092415903512
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BCA4
0.80000000
PA
USD
0.80000000
0.000000994123
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
9.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-72, Class GO
31396KJK9
17462.26000000
PA
USD
15245.22000000
0.018944530844
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617K1XV0
54350.53000000
PA
USD
52894.53000000
0.065729589673
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAT8
72000.00000000
PA
USD
57604.04000000
0.071581880257
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1
466247K51
6334.60000000
PA
USD
6227.21000000
0.007738266284
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.64898880
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AU8
150000.00000000
PA
USD
140494.27000000
0.174585741069
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.65000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2004-1
05946XGF4
6246.56000000
PA
USD
4365.22000000
0.005424457300
Long
ABS-MBS
CORP
US
N
2
2034-03-25
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PA2
47000.00000000
PA
USD
40429.71000000
0.050240133505
Long
DBT
UST
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4ZA8
11151.11000000
PA
USD
11052.85000000
0.013734866255
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
3.99300120
N
Y
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAP2
50000.00000000
PA
USD
47590.46000000
0.059138466835
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.20000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132XFJB5
400000.00000000
PA
USD
345317.29000000
0.429109848955
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
1.80000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust, Series 2023-A, Class A3
65480VAD5
72000.00000000
PA
USD
71611.74000000
0.088988602148
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.91000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M2, Class A2
3136B0YM2
475947.51000000
PA
USD
440548.68000000
0.547449499364
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
2.90545560
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-3A, Class C
23344QAC3
95000.00000000
PA
USD
89685.15000000
0.111447594095
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
0.87000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-77, Class PC
31396KGX4
20862.61000000
PA
USD
21386.74000000
0.026576314122
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class A2
3137FJXV6
297000.00000000
PA
USD
289360.00000000
0.359574308873
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
4.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2351, Class PZ
313399HV2
7406.87000000
PA
USD
7549.37000000
0.009381253456
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3137, Class XP
31396N2Q8
41990.13000000
PA
USD
43848.41000000
0.054488394114
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-16, Class IS
31396YTG7
6289.82000000
PA
USD
384.67000000
0.000478011644
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
1.58299920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-65, Class QO
31396KAA0
12104.69000000
PA
USD
10183.58000000
0.012654664571
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
None
0.00000000
N
N
N
N
N
N
2023-03-30
JPMorgan Institutional Trust
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer