0001752724-23-237705.txt : 20231026
0001752724-23-237705.hdr.sgml : 20231026
20231026114742
ACCESSION NUMBER: 0001752724-23-237705
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230831
FILED AS OF DATE: 20231026
DATE AS OF CHANGE: 20231026
PERIOD START: 20240229
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: 231348333
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
0001303608
S000007337
JPMorgan Core Bond Trust
C000020141
JPMorgan Core Bond Trust
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001303608
XXXXXXXX
S000007337
C000020141
JPMorgan Institutional Trust
811-21638
0001303608
5493005FRK56SHN6MJ34
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Core Bond Trust
S000007337
549300Q7485FUJKEMM46
2024-02-29
2023-08-31
N
2120308335.43
22543866.00
2097764469.43
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
19649342.30999999
0.00000000
0.00000000
0.00000000
USD
N
N/A
N/A
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Indexed Bonds
912810FD5
1507249.58000000
PA
USD
1605485.75000000
0.076533174881
Long
DBT
UST
US
N
2
2028-04-15
Fixed
3.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-93, Class AS
38375Y2X9
142742.13000000
PA
USD
5611.92000000
0.000267519070
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Floating
0.27154080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140M1CG7
4822850.00000000
PA
USD
4006342.85000000
0.190981538127
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
905000.00000000
PA
USD
829990.44000000
0.039565473249
Long
DBT
CORP
IT
Y
2
2026-09-22
Variable
2.56900000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
1680000.00000000
PA
USD
1659582.98000000
0.079111978688
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB
35563PLJ6
1722106.93000000
PA
USD
1401421.69000000
0.066805483190
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-57CB, Class 3A2
12668AYH2
416954.12000000
PA
USD
26325.73000000
0.001254942124
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
0.00001080
N
N
N
N
N
N
Potomac Electric Power Co.
549300BXF2DWUNN57U06
Potomac Electric Power Co.
737679DB3
1085000.00000000
PA
USD
1183703.89000000
0.056426920526
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023BX2
840000.00000000
PA
USD
766208.05000000
0.036524979861
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2018-1, Class A
11043HAA6
680018.76000000
PA
USD
611453.28000000
0.029147851863
Long
ABS-O
CORP
US
Y
2
2031-09-20
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHKP4
6715000.00000000
PA
USD
6067362.16000000
0.289229903948
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.54000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3852, Class TP
3137ABB59
217546.96000000
PA
USD
217115.76000000
0.010349863541
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
5.50000080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-179, Class SB
31359EFW6
55.44000000
PA
USD
54.91000000
0.000002617548
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Floating
4.40339400
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAU3
815000.00000000
PA
USD
606646.84000000
0.028918729859
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.46100000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128JRE51
45079.55000000
PA
USD
43862.02000000
0.002090893455
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Variable
4.69299960
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVYM0
4400670.38000000
PA
USD
3718553.80000000
0.177262693414
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
2.39000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBR5
1090000.00000000
PA
USD
1090502.57000000
0.051984032806
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-91, Class SD
31393EQX0
35325.25000000
PA
USD
33593.25000000
0.001601383305
Long
ABS-MBS
USGSE
US
N
2
2033-09-25
Floating
3.49656840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31300LLL7
38825.82000000
PA
USD
39031.76000000
0.001860635956
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Variable
4.64299920
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-53, Class NC
31394ABD7
540.63000000
PA
USD
536.35000000
0.000025567693
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Fixed
5.50000000
N
N
N
N
N
N
Cars Net Lease Mortgage Notes
N/A
Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3
14576AAC6
794266.61000000
PA
USD
650711.58000000
0.031019286935
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
3.10000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
335000.00000000
PA
USD
263795.03000000
0.012575054723
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4251, Class KW
3137B4KB1
2029818.67000000
PA
USD
1936029.07000000
0.092290106835
Long
ABS-MBS
USGSE
US
N
2
2028-04-15
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H04, Class BA
38375BK84
2318.45000000
PA
USD
2097.11000000
0.000099968801
Long
ABS-MBS
USGA
US
N
2
2063-02-20
Fixed
1.65000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1
12669FXJ7
76815.83000000
PA
USD
71933.31000000
0.003429046065
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
0.00001080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406DJV9
59332.31000000
PA
USD
59280.39000000
0.002825883976
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Variable
6.76699920
N
N
N
N
N
N
Irst Street At Hap sep31
N/A
Irst Street At Hap sep31
N/A
4077000.00000000
PA
USD
4167016.50000000
0.198640817914
Long
ABS-MBS
CORP
US
N
2
2031-09-01
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1999-17, Class C
31359VSW4
9936.68000000
PA
USD
9929.67000000
0.000473345322
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
6.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM6G4
3718651.58000000
PA
USD
3204660.64000000
0.152765512368
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XMBQ8
6500000.00000000
PA
USD
5413040.23000000
0.258038512372
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-54CB, Class 1A11
12668APD1
587346.45620000
PA
USD
450029.73000000
0.021452824497
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAN8
682000.00000000
PA
USD
439555.82000000
0.020953535366
Long
DBT
CORP
US
N
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844BV9
600000.00000000
PA
USD
476369.18000000
0.022708420651
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.05000000
N
N
N
N
N
N
Liberty Mutual Group, Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBJ2
900000.00000000
PA
USD
640722.42000000
0.030543105736
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-39, Class WC
31395DFA2
26258.01000000
PA
USD
26034.53000000
0.001241060680
Long
ABS-MBS
USGSE
US
N
2
2036-01-25
Fixed
5.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
1000000.00000000
PA
USD
903127.76000000
0.043051914223
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-101, Class E
3136AGA69
2353726.00000000
PA
USD
2198562.03000000
0.104804998942
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Fixed
3.00000000
N
N
N
N
N
N
Spirit Airlines Pass-Through Trust
N/A
Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA
84858WAA4
277393.66000000
PA
USD
244364.04000000
0.011648783434
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AK7
895000.00000000
PA
USD
765402.11000000
0.036486560867
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAE1
1205000.00000000
PA
USD
1145655.70000000
0.054613171149
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEV9
30000000.00000000
PA
USD
28450781.40000000
1.356242886873
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38145GAH3
469000.00000000
PA
USD
440827.65000000
0.021014163240
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAJ2
336000.00000000
PA
USD
312159.75000000
0.014880590959
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
1265000.00000000
PA
USD
919444.11000000
0.043829711266
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-247, Class SU
31359FP36
109.80000000
PA
USD
109.18000000
0.000005204588
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
7.15649040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2450, Class SW
31392KMK9
37898.90000000
PA
USD
3324.01000000
0.000158454871
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
2.69700840
N
N
N
N
N
N
VOLT XCIV LLC
N/A
VOLT XCIV LLC, Series 2021-NPL3, Class A1
92873AAA6
2798651.64000000
PA
USD
2641778.54000000
0.125933038646
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
2.23949880
N
N
N
N
N
N
CGI, Inc.
549300WSRCZY73ZG3090
CGI, Inc.
12532HAF1
1515000.00000000
PA
USD
1177486.68000000
0.056130547406
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
58272654.92000000
NS
USD
58290136.72000000
2.778678806388
Long
STIV
RF
US
N
1
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AN5
470000.00000000
PA
USD
305803.04000000
0.014577567904
Long
DBT
CORP
FR
Y
2
2041-01-11
Fixed
2.81100000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CD2
220000.00000000
PA
USD
203208.57000000
0.009686910659
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BA8
2010000.00000000
PA
USD
1956966.49000000
0.093288189332
Long
DBT
CORP
GB
N
2
2026-04-05
Fixed
4.80000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust, Series 2013
12665UAA2
548740.79000000
PA
USD
505153.92000000
0.024080583276
Long
ABS-O
CORP
US
Y
2
2036-01-10
Fixed
4.70400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H08, Class FC
38375BM82
306704.58000000
PA
USD
304563.02000000
0.014518456406
Long
ABS-MBS
USGA
US
N
2
2063-02-20
Floating
5.70525840
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2022-GT1, Class A
30259RAM7
6000000.00000000
PA
USD
5611837.20000000
0.267515122969
Long
ABS-O
CORP
US
Y
2
2027-04-25
Fixed
6.19000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBM6
865000.00000000
PA
USD
844861.81000000
0.040274388393
Long
DBT
CORP
US
N
2
2053-05-17
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-111, Class EO
31396LSR2
26227.52000000
PA
USD
21556.97000000
0.001027616317
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
None
0.00000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAW0
800000.00000000
PA
USD
674626.49000000
0.032159305767
Long
DBT
CORP
NL
Y
2
2029-12-13
Variable
2.47000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFT6
988000.00000000
PA
USD
659715.78000000
0.031448515293
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AS8
653000.00000000
PA
USD
489372.30000000
0.023328276702
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128HDR92
2610.47000000
PA
USD
2551.46000000
0.000121627572
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Variable
4.54399920
N
Y
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE Recovery Funding LLC, Series A-2
78433LAH9
505000.00000000
PA
USD
476703.14000000
0.022724340456
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
5.11200000
N
N
N
N
N
N
Pricoa Global Funding I
635400IBXEBMD9ADYA79
Pricoa Global Funding I
74153WCT4
900000.00000000
PA
USD
906586.39000000
0.043216786403
Long
DBT
CORP
US
Y
2
2026-08-28
Fixed
5.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140N3CX5
3719503.85000000
PA
USD
3606642.83000000
0.171927920534
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-58, Class AP
31395NE29
152979.87000000
PA
USD
127017.23000000
0.006054885181
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-61, Class SK
31394ATX4
19513.06000000
PA
USD
20027.13000000
0.000954689160
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Floating
8.49999960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3422, Class AI
31397RCW4
611565.60000000
PA
USD
5391.75000000
0.000257023611
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Variable
0.24999840
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404YDK5
5465.36000000
PA
USD
5361.52000000
0.000255582553
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
4.16999880
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109BA1
530000.00000000
PA
USD
387692.86000000
0.018481238749
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.80000000
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAE6
567000.00000000
PA
USD
396846.51000000
0.018917591358
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140JVK92
1951002.87000000
PA
USD
1879457.88000000
0.089593369865
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.50000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBT1
520000.00000000
PA
USD
362429.61000000
0.017276944827
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LE2A4
5166589.20000000
PA
USD
4029560.92000000
0.192088338739
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
2.29000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
550000.00000000
PA
USD
488678.27000000
0.023295192435
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900040
N
N
N
N
N
N
Union Carbide Corp.
QE84C8O80MNLK8IFRL44
Union Carbide Corp.
905581AS3
850000.00000000
PA
USD
961134.60000000
0.045817088334
Long
DBT
CORP
US
N
2
2096-10-01
Fixed
7.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3611
31398LSE9
24204.92000000
PA
USD
20436.80000000
0.000974218044
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
157840.82000000
PA
USD
149502.94000000
0.007126774343
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
1.64433600
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 329, Class 1
3136FAWE6
18590.07400000
PA
USD
15781.90000000
0.000752319921
Long
ABS-MBS
USGSE
US
N
2
2033-01-25
None
0.00000000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
1425000.00000000
PA
USD
1128076.77000000
0.053775187178
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
109170.79000000
PA
USD
2823.06000000
0.000134574688
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Floating
0.77154120
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAN5
246000.00000000
PA
USD
247171.43000000
0.011782611136
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2434, Class TC
3133TVTX4
67180.29000000
PA
USD
69620.00000000
0.003318771054
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
7.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAM2
1075000.00000000
PA
USD
890057.00000000
0.042428833788
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4A23
25052.70000000
PA
USD
25200.72000000
0.001201313129
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Variable
4.29900120
N
Y
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBY5
250000.00000000
PA
USD
235902.99000000
0.011245446923
Long
DBT
CORP
GB
N
2
2053-02-10
Fixed
5.62500000
N
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507VAP4
842000.00000000
PA
USD
672685.44000000
0.032066776313
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.35000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
517.00000000
NC
USD
447453.11000000
0.021329997553
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2023-12-19
57395078.13000000
USD
447453.11000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCZ2
8502200.00000000
PA
USD
7629728.13000000
0.363707567803
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3E1
4000000.00000000
PA
USD
3983434.32000000
0.189889493222
Long
DBT
CORP
US
N
2
2029-07-25
Variable
5.57399880
N
N
N
N
N
N
Alexander Funding Trust II
N/A
Alexander Funding Trust II
014916AA8
1280000.00000000
PA
USD
1296303.72000000
0.061794531220
Long
DBT
CORP
US
Y
2
2028-07-31
Fixed
7.46700000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2015-2, Class AA
009088AA3
178861.67000000
PA
USD
165243.23000000
0.007877110724
Long
ABS-O
CORP
CA
Y
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CF5
1300000.00000000
PA
USD
1121152.92000000
0.053445128675
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66300000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAF7
872000.00000000
PA
USD
805048.50000000
0.038376496109
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
2.63200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEV79
4460000.00000000
PA
USD
3518810.04000000
0.167740949533
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
2.16000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
LendingPoint Asset Securitization Trust, Series 2020-REV1, Class A
52606YAA2
404544.93000000
PA
USD
403727.59000000
0.019245611024
Long
ABS-O
CORP
US
Y
2
2028-10-15
Fixed
2.73100000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3129413U9
180174.48000000
PA
USD
180279.87000000
0.008593904255
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR2, Class C
00178UAC3
3500000.00000000
PA
USD
3255120.05000000
0.155170902045
Long
ABS-O
CORP
US
Y
2
2037-07-17
Fixed
2.53300000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AS0
1025000.00000000
PA
USD
886517.11000000
0.042260087961
Long
DBT
CORP
AU
Y
2
2034-08-02
Variable
3.93300000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-66, Class SG
31394EKR8
65516.47000000
PA
USD
67881.20000000
0.003235882816
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Floating
3.86984880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QPCR6
4154992.54000000
PA
USD
3841521.37000000
0.183124532137
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL6, Class A1
69362GAA9
1968995.61000000
PA
USD
1881269.57000000
0.089679732754
Long
ABS-O
CORP
US
Y
2
2051-07-25
Variable
2.48709960
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2022-2A, Class C
78397WAE6
3688000.00000000
PA
USD
3613669.47000000
0.172262879015
Long
ABS-O
CORP
US
Y
2
2032-08-20
Fixed
6.50000000
N
N
N
N
N
N
LP LMS Asset Securitization Trust
N/A
LP LMS Asset Securitization Trust
50214GAA9
4761.68000000
PA
USD
4761.68000000
0.000226988304
Long
ABS-O
CORP
US
N
3
2028-10-15
Fixed
3.22800000
N
N
N
N
N
N
Barrick Gold Corp.
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp.
725906AN1
295000.00000000
PA
USD
307892.41000000
0.014677167741
Long
DBT
CORP
CA
N
2
2035-10-15
Fixed
6.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ULWC8
2470284.44000000
PA
USD
2172197.19000000
0.103548192452
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BL4
1240000.00000000
PA
USD
1137652.17000000
0.054231644523
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
4.44500000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen Trust, Series 2017-1A, Class A
38217VAA8
282700.37000000
PA
USD
249451.50000000
0.011891301603
Long
ABS-O
CORP
US
Y
3
2052-10-15
Fixed
3.74000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KM8
710000.00000000
PA
USD
700314.84000000
0.033383864118
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402AF27
6518.36000000
PA
USD
6441.92000000
0.000307084999
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Variable
5.90199840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-23, Class KO
31395B4J9
19255.23000000
PA
USD
17072.19000000
0.000813827779
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-17, Class JI
38375JTD7
420045.10000000
PA
USD
31490.32000000
0.001501137065
Long
ABS-MBS
USGA
US
N
2
2037-04-16
Floating
1.38291120
N
N
N
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097AG8
935000.00000000
PA
USD
888955.17000000
0.042376309779
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECK5
199000.00000000
PA
USD
167426.06000000
0.007981165780
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-56, Class S
31394D6N5
200197.20000000
PA
USD
14668.77000000
0.000699257243
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Floating
1.30794120
N
N
N
N
N
N
NNN REIT, Inc.
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AL0
620000.00000000
PA
USD
581707.76000000
0.027729889054
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.30000000
N
N
N
N
N
N
Bear Stearns ARM Trust
N/A
Bear Stearns ARM Trust, Series 2006-1, Class A1
07387AGZ2
263104.84790000
PA
USD
251407.29000000
0.011984533710
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
6.80000040
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
465000.00000000
PA
USD
368274.06000000
0.017555548554
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H7EG5
4171106.62000000
PA
USD
3930164.77000000
0.187350144750
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A
12669FNP4
29570.69000000
PA
USD
27652.84000000
0.001318205184
Long
ABS-MBS
CORP
US
N
2
2034-05-20
Variable
4.69711800
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AQ1
490000.00000000
PA
USD
456409.10000000
0.021756927750
Long
DBT
CORP
CH
Y
2
2026-06-05
Variable
2.19300120
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority, Natural Gas Co., Series 2022
6789084E1
575000.00000000
PA
USD
552025.59000000
0.026314946126
Long
DBT
MUN
US
N
2
2052-05-01
Fixed
4.71400000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-16, Class A23
12669G3R0
191856.34050000
PA
USD
124838.14000000
0.005951008410
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-47, Class PH
38375KE99
1710937.36000000
PA
USD
1729484.61000000
0.082444174987
Long
ABS-MBS
USGA
US
N
2
2037-07-16
Fixed
6.00000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAR4
770000.00000000
PA
USD
739920.13000000
0.035271840131
Long
DBT
CORP
GB
N
2
2026-03-18
Variable
3.51100000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2023-1, Class MT
35563PK73
4900000.00000000
PA
USD
4104066.54000000
0.195640006292
Long
ABS-MBS
USGSE
US
N
2
2062-10-25
Fixed
3.00000000
N
N
N
N
N
N
Bridge Trust
N/A
Bridge Trust, Series 2022-SFR1, Class C
10805VAE7
4200000.00000000
PA
USD
3951134.04000000
0.188349745530
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
4.45000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust, Series 2016-3A, Class A1
42770XAA5
302167.95000000
PA
USD
264330.39000000
0.012600575224
Long
ABS-O
CORP
US
Y
3
2042-09-20
Fixed
3.08000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3387, Class SA
31397PFM7
116665.60000000
PA
USD
7517.39000000
0.000358352432
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Floating
1.11701160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-26, Class SC
38375KBN1
182773.78000000
PA
USD
5495.95000000
0.000261990804
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Floating
0.77154120
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYJ7
2255000.00000000
PA
USD
1782464.32000000
0.084969706846
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38299840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-53, Class US
31395NJD0
248185.20000000
PA
USD
19342.12000000
0.000922034874
Long
ABS-MBS
USGSE
US
N
2
2036-06-25
Floating
1.17794160
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AH1
905000.00000000
PA
USD
900835.77000000
0.042942655532
Long
DBT
CORP
GB
N
2
2034-03-02
Variable
6.01600000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE Recovery Funding LLC, Series A-1
78433LAG1
1060000.00000000
PA
USD
1024634.72000000
0.048844125969
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
4.69700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-61, Class Z
313921M70
163694.45760000
PA
USD
168700.73000000
0.008041929037
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2544, Class HC
31393FQX7
95785.34000000
PA
USD
97179.89000000
0.004632545331
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
VOLT CI LLC
N/A
VOLT CI LLC, Series 2021-NP10, Class A1
92873EAA8
1759462.27000000
PA
USD
1612335.86000000
0.076859718214
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
1.99180080
N
N
N
N
N
N
BAMLL Commercial Mortgage Securities Trust
N/A
BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C
05525MAG1
1300000.00000000
PA
USD
840496.41000000
0.040066290675
Long
ABS-MBS
CORP
US
Y
2
2046-08-15
Variable
4.35436200
N
N
N
N
N
N
Eaton Corp.
0NZWDMRCE180888QQE14
Eaton Corp.
278062AH7
170000.00000000
PA
USD
160283.92000000
0.007640701438
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.15000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAG3
440000.00000000
PA
USD
480166.26000000
0.022889426672
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
6.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3331
31397J5M2
75231.14000000
PA
USD
62086.28000000
0.002959640174
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
None
0.00000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBV6
585000.00000000
PA
USD
456886.01000000
0.021779661952
Long
DBT
CORP
GB
N
2
2032-11-24
Variable
2.89400000
N
N
N
N
N
N
University of Southern California
0GMCSQ6M60R4T46U5511
University of Southern California, Series A
914886AD8
570000.00000000
PA
USD
333066.42000000
0.015877207610
Long
DBT
CORP
US
N
2
2120-10-01
Fixed
3.22600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
312941XL6
191742.75000000
PA
USD
191854.93000000
0.009145684980
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128P7RY1
97567.78000000
PA
USD
92866.90000000
0.004426945987
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Toledo Edison Co. (The)
N/A
Toledo Edison Co. (The)
889175BD6
300000.00000000
PA
USD
309792.74000000
0.014767756081
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.15000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF
362341LL1
500096.18220000
PA
USD
418486.74000000
0.019949176663
Long
ABS-MBS
CORP
US
Y
2
2035-09-25
Floating
5.77942920
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JC6
1200000.00000000
PA
USD
1152895.44000000
0.054958288063
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BK4
315000.00000000
PA
USD
205606.58000000
0.009801223302
Long
DBT
CORP
US
N
2
2050-04-24
Fixed
3.12500000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-2
693342AB3
640000.00000000
PA
USD
595040.04000000
0.028365436095
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
4.26300000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2019-1, Class A
02378MAA9
2430425.70000000
PA
USD
1990162.10000000
0.094870617221
Long
ABS-O
CORP
US
N
2
2032-02-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KNNT6
3932049.94000000
PA
USD
3406994.39000000
0.162410720538
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L96Z0
1678660.00000000
PA
USD
1556262.25000000
0.074186700779
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
2.79000000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
2405000.00000000
PA
USD
2199244.79000000
0.104837545970
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
06279JAC3
1343000.00000000
PA
USD
1339801.50000000
0.063868061430
Long
DBT
CORP
IE
Y
2
2026-09-16
Variable
6.25300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-116, Class HI
31396X6G4
245699.83000000
PA
USD
9382.47000000
0.000447260411
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Floating
0.25955640
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1994-40, Class Z
31359G5C6
17292.83000000
PA
USD
17232.60000000
0.000821474491
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-101, Class DO
3136AGZH8
874468.90000000
PA
USD
630319.28000000
0.030047190196
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAK3
1430000.00000000
PA
USD
1222896.27000000
0.058295213205
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-22, Class AO
31395BA52
118900.54000000
PA
USD
99985.82000000
0.004766303436
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
None
0.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCP8
1300000.00000000
PA
USD
1241815.11000000
0.059197070409
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2022-C, Class B
525919AB2
4000000.00000000
PA
USD
3972440.40000000
0.189365415321
Long
ABS-O
CORP
US
Y
2
2030-02-15
Fixed
7.46000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBW4
1000000.00000000
PA
USD
756793.11000000
0.036076171611
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
Jonah
N/A
Jonah
N/A
2698119.00000000
PA
USD
2615016.93000000
0.124657318212
Long
ABS-MBS
CORP
US
N
3
2037-11-10
Fixed
0.00000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AG3
240000.00000000
PA
USD
206598.87000000
0.009848525561
Long
DBT
CORP
GB
N
2
2042-09-18
Fixed
4.00000000
N
N
N
N
N
N
Becton Dickinson & Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887BX6
365000.00000000
PA
USD
323880.76000000
0.015439329091
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.66900000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAW1
2000000.00000000
PA
USD
1576767.62000000
0.075164187542
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.10000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCY5
1715000.00000000
PA
USD
1320710.73000000
0.062958008358
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-1, Class AA
90931CAA6
814193.01000000
PA
USD
757770.00000000
0.036122739756
Long
ABS-O
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617XXDC0
3984506.57230000
PA
USD
4106997.48000000
0.195779723598
Long
ABS-MBS
USGA
US
N
2
2072-03-20
Variable
6.96300120
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series F
257469AJ5
920000.00000000
PA
USD
887145.36000000
0.042290036509
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371HKW7
20923.02000000
PA
USD
21015.59000000
0.001001808844
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RD2
238000.00000000
PA
USD
216496.33000000
0.010320335440
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403K4Q3
53267.01000000
PA
USD
52403.65000000
0.002498071197
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Variable
5.33499840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-H09, Class TA
38375UFZ8
302844.22000000
PA
USD
301832.87000000
0.014388310718
Long
ABS-MBS
USGA
US
N
2
2064-04-20
Floating
5.81771160
N
N
N
N
N
N
Diversified Abs Phase III LLC
549300TKTDRB5WEDGC48
Diversified Abs Phase III LLC, Series 2022-1
255125AB2
4553693.36000000
PA
USD
4054153.20000000
0.193260647659
Long
ABS-O
CORP
US
Y
3
2039-04-28
Fixed
4.87500000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DN5
497000.00000000
PA
USD
417360.72000000
0.019895499522
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210ASU2
1932.77000000
PA
USD
1958.89000000
0.000093379882
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2444, Class ES
31392KUY0
47367.12000000
PA
USD
3791.98000000
0.000180762905
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
2.64701160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140NMGY7
5852939.97000000
PA
USD
5675357.09000000
0.270543103036
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
DH Europe Finance II SARL
222100KDGL314CKTZ511
DH Europe Finance II SARL
23291KAJ4
1000000.00000000
PA
USD
793486.88000000
0.037825356066
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEW7
12000000.00000000
PA
USD
11520000.00000000
0.549156026230
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAX6
629000.00000000
PA
USD
539748.54000000
0.025729701683
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.05000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-4, Class 2A1
576433LY0
24270.42000000
PA
USD
22423.30000000
0.001068914090
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
3.80934360
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2201, Class C
3133TMGW0
16256.99000000
PA
USD
16655.34000000
0.000793956625
Long
ABS-MBS
USGSE
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AM0
691000.00000000
PA
USD
666271.55000000
0.031761027499
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300080
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CS6
445000.00000000
PA
USD
450543.39000000
0.021477310563
Long
DBT
CORP
DE
N
2
2029-01-18
Variable
6.72000120
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-6, Class 2A4
92922FY44
103087.93900000
PA
USD
86066.36000000
0.004102765646
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-99, Class SC
31398F4S7
53763.71000000
PA
USD
2896.59000000
0.000138079848
Long
ABS-MBS
USGSE
US
N
2
2039-12-25
Floating
0.77793840
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
530000.00000000
PA
USD
464378.61000000
0.022136832650
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
2.37500000
N
N
N
N
N
N
MASTR Asset Securitization Trust
N/A
MASTR Asset Securitization Trust, Series 2003-12, Class 30PO
55265K4C0
6374.30200000
PA
USD
3861.92000000
0.000184096930
Long
ABS-MBS
CORP
US
N
2
2033-12-25
None
0.00000000
N
N
N
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust, Series 2003-5, Class AI6
64352VED9
209525.27000000
PA
USD
194691.82000000
0.009280918941
Long
ABS-O
CORP
US
N
2
2033-11-25
Variable
6.00000120
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDL7
1340000.00000000
PA
USD
1056412.80000000
0.050358980495
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
US Auto Funding Trust
N/A
US Auto Funding Trust, Series 2022-1A, Class B
90355FAB4
4700000.00000000
PA
USD
4343581.14000000
0.207057617921
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
5.13000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJY9
1900000.00000000
PA
USD
1569672.84000000
0.074825980841
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAH5
476000.00000000
PA
USD
453500.77000000
0.021618288259
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-39
31393A5Z6
19458.32000000
PA
USD
2693.13000000
0.000128380952
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Variable
6.00000120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-130, Class GI
31396PAS0
104180.40000000
PA
USD
10249.64000000
0.000488598226
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9P63
7203144.64000000
PA
USD
6569604.51000000
0.313171693282
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
3.08000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1999-62, Class PB
31359XEP0
15459.98000000
PA
USD
15726.87000000
0.000749696652
Long
ABS-MBS
USGSE
US
N
2
2029-12-18
Fixed
7.50000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AQ2
1082000.00000000
PA
USD
1083818.10000000
0.051665385499
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXKN1
9023393.25000000
PA
USD
8417962.18000000
0.401282522545
Long
ABS-MBS
USGSE
US
N
2
2058-08-01
Fixed
4.00000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HR7
95000.00000000
PA
USD
67381.48000000
0.003212061267
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDW8
259000.00000000
PA
USD
156580.71000000
0.007464170181
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
4909000.00000000
PA
USD
4207568.85000000
0.200573940083
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1994-1, Class 2ZB
911760DS2
14113.11000000
PA
USD
14074.26000000
0.000670917074
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
Arizona Public Service Co.
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555CM4
200000.00000000
PA
USD
177920.81000000
0.008481448350
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.05000000
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAJ4
630000.00000000
PA
USD
626054.13000000
0.029843871374
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-130, Class SX
31393UWF6
3175.47000000
PA
USD
3094.32000000
0.000147505596
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
3.41691120
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D
92937EAJ3
400000.00000000
PA
USD
280167.76000000
0.013355539388
Long
ABS-MBS
CORP
US
Y
2
2045-03-15
Variable
4.13492760
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617FGLD6
1604419.70000000
PA
USD
1582938.93000000
0.075458372618
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-36, Class DE
313920LG3
44305.23000000
PA
USD
45652.50000000
0.002176245268
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Fixed
7.00000000
N
N
N
N
N
N
NNN REIT, Inc.
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AS5
600000.00000000
PA
USD
587955.05000000
0.028027696081
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.60000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-3A, Class D
30167EAD7
1098066.46000000
PA
USD
1088430.93000000
0.051885278154
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
3.11000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
490000.00000000
PA
USD
451958.49000000
0.021544768089
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140JBZB5
6745846.02000000
PA
USD
5326671.33000000
0.253921324706
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Variable
1.75399920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2007-W7, Class 1A4
31396WVA1
4892.88000000
PA
USD
5517.65000000
0.000263025238
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
6.76764000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TC2
1160000.00000000
PA
USD
811682.81000000
0.038692752300
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-44
31397LMA4
5709.98000000
PA
USD
4787.54000000
0.000228221045
Long
ABS-MBS
USGSE
US
N
2
2038-05-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-2, Class WA
31397QHL5
105098.30000000
PA
USD
104491.95000000
0.004981109725
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Variable
5.85737280
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2022-2A, Class D
96042VAG4
4910000.00000000
PA
USD
4809987.72000000
0.229291123483
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
5.48000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
242000.00000000
PA
USD
232764.21000000
0.011095821928
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
2595.72000000
PA
USD
2594.30000000
0.000123669746
Long
ABS-MBS
USGSE
US
N
2
2024-08-15
Fixed
7.50000000
N
N
N
N
N
N
American Municipal Power, Inc.
EARKGGZJJEMVD66XQ486
American Municipal Power, Inc., Meldahl Hydroelectric Project, Series 2010B
02765UDV3
1315000.00000000
PA
USD
1590278.68000000
0.075808256988
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
7.49900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31373UED5
2862.65000000
PA
USD
2832.59000000
0.000135028981
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Variable
4.41200160
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBD0
875000.00000000
PA
USD
818106.77000000
0.038998981149
Long
DBT
CORP
JP
N
2
2026-05-25
Variable
2.22600000
N
N
N
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AF9
2500000.00000000
PA
USD
2297191.28000000
0.109506634966
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.30000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2015-SFR1, Class A
02666AAA6
3579602.83000000
PA
USD
3452420.62000000
0.164576179562
Long
ABS-O
CORP
US
Y
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1
92922FNH7
25677.81000000
PA
USD
23292.40000000
0.001110343908
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
4.51799640
N
N
N
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co.
60871RAH3
1047000.00000000
PA
USD
829751.90000000
0.039554102097
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2022-3A, Class C
22534QAE1
4100000.00000000
PA
USD
4199075.68000000
0.200169072419
Long
ABS-O
CORP
US
Y
2
2033-02-15
Fixed
8.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-90, Class AO
31396KU42
55033.16000000
PA
USD
47494.62000000
0.002264058748
Long
ABS-MBS
USGSE
US
N
2
2036-09-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31403R4H8
9000.92000000
PA
USD
8967.70000000
0.000427488411
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
8.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DU1
1400000.00000000
PA
USD
1369108.94000000
0.065265141056
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
Oportun Funding XIII LLC
N/A
Oportun Funding XIII LLC, Series 2019-A, Class A
68377FAA6
997167.79000000
PA
USD
981124.86000000
0.046770019909
Long
ABS-O
CORP
US
Y
2
2025-08-08
Fixed
3.08000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR6, Class E1
74333HAJ4
3446000.00000000
PA
USD
2981569.83000000
0.142130819424
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
2.42500000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
1200000.00000000
PA
USD
1131670.88000000
0.053946517661
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-72, Class SM
38373AGM2
273774.72000000
PA
USD
14087.24000000
0.000671535828
Long
ABS-MBS
USGA
US
N
2
2039-08-16
Floating
0.82290960
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAE3
555000.00000000
PA
USD
510677.95000000
0.024343912648
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.54700000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CX6
171000.00000000
PA
USD
164238.75000000
0.007829227370
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA
90269CAH3
571871.28000000
PA
USD
5.72000000
0.000000272671
Long
ABS-MBS
CORP
US
Y
2
2063-05-10
Variable
0.71440560
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128M5CE8
114776.39000000
PA
USD
117591.28000000
0.005605552087
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138MDV25
125884.31000000
PA
USD
120162.13000000
0.005728103976
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.00000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AM7
125000.00000000
PA
USD
102663.66000000
0.004893955517
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405KZ20
13786.26000000
PA
USD
13492.58000000
0.000643188508
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Variable
4.68799920
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
1975000.00000000
PA
USD
1937139.17000000
0.092343025074
Long
DBT
CORP
US
N
2
2029-04-20
Variable
5.16399840
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AK2
263000.00000000
PA
USD
252811.50000000
0.012051472111
Long
DBT
CORP
AU
Y
2
2026-05-19
Fixed
4.40000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DC1
845000.00000000
PA
USD
550524.88000000
0.026243407590
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-179, Class SC
31359EFX4
36.94000000
PA
USD
36.79000000
0.000001753771
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Floating
10.50000120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-66, Class CB
3136A6ZU1
2452130.16000000
PA
USD
2288695.68000000
0.109101651465
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
3.00000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust, Series 2015-2, Class A
48250BAA9
461284.66420000
PA
USD
46750.28000000
0.002228576214
Long
ABS-MBS
CORP
US
Y
2
2041-07-25
Variable
2.93820120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617YMN65
441680.87000000
PA
USD
388396.28000000
0.018514770636
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYB4
1000000.00000000
PA
USD
809146.80000000
0.038571861226
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500040
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
42217KAX4
350000.00000000
PA
USD
358154.42000000
0.017073147401
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
6.50000000
N
N
N
N
N
N
Phillips 66 Co.
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co.
718547AP7
300000.00000000
PA
USD
262006.01000000
0.012489772508
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
4.90000000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EH9
376000.00000000
PA
USD
275242.03000000
0.013120730854
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.50000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-7, Class 30PO
576434TQ7
52830.92360000
PA
USD
37375.12000000
0.001781664269
Long
ABS-MBS
CORP
US
N
2
2034-08-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4217, Class KY
3137B2KH2
2300000.00000000
PA
USD
1961233.23000000
0.093491583949
Long
ABS-MBS
USGSE
US
N
2
2043-06-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJUP9
7867742.00000000
PA
USD
7569586.44000000
0.360840625833
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
4.62000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31371LPA1
774.66000000
PA
USD
759.51000000
0.000036205685
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-1, Class UD
31392BWF9
236.29000000
PA
USD
233.59000000
0.000011135187
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
5.59279080
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAE1
264000.00000000
PA
USD
250608.91000000
0.011946475100
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QQDN2
4794034.75000000
PA
USD
4426359.75000000
0.211003657202
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
510000.00000000
PA
USD
457447.70000000
0.021806437598
Long
DBT
CORP
AU
Y
2
2027-01-12
Variable
1.33999920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-151, Class A2
3137H9JG5
5200000.00000000
PA
USD
4811287.00000000
0.229353059893
Long
ABS-MBS
USGSE
US
N
2
2032-10-25
Variable
3.80000160
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities Trust
N/A
First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A19
32051GYZ2
338427.42140000
PA
USD
169987.80000000
0.008103283398
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
GMACM Mortgage Loan Trust
N/A
GMACM Mortgage Loan Trust, Series 2005-AR3, Class 3A4
36185N7E4
293462.39000000
PA
USD
273864.94000000
0.013055085258
Long
ABS-MBS
CORP
US
N
2
2035-06-19
Variable
3.86997120
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1997-1, Class 2Z
911760KE5
108191.18000000
PA
USD
109646.69000000
0.005226835118
Long
ABS-MBS
USGSE
US
N
2
2027-02-15
Fixed
7.50000000
N
N
N
N
N
N
Ford Foundation (The)
54930013YZ3DULPNNT44
Ford Foundation (The), Series 2020
34531XAC8
365000.00000000
PA
USD
217580.16000000
0.010372001393
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.81500000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-15, Class 3A1
576433VM5
41960.04000000
PA
USD
38984.66000000
0.001858390709
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
4.44406680
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H29, Class FA
38375BZQ8
221654.43000000
PA
USD
220579.27000000
0.010514968349
Long
ABS-MBS
USGA
US
N
2
2062-10-20
Floating
5.77026000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044CR0
1100000.00000000
PA
USD
981967.02000000
0.046810165502
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3149, Class SO
31396RJA6
19194.63000000
PA
USD
15252.64000000
0.000727090205
Long
ABS-MBS
USGSE
US
N
2
2036-05-15
None
0.00000000
N
N
N
N
N
N
US Airways Pass-Through Trust
N/A
US Airways Pass-Through Trust, Series 2011-1, Class A
903436AA1
1050712.07000000
PA
USD
1050357.35000000
0.050070318441
Long
ABS-O
CORP
US
N
2
2023-10-22
Fixed
7.12500000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAH5
1095000.00000000
PA
USD
866199.32000000
0.041291543098
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
APA Infrastructure Ltd.
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd.
00205GAD9
732000.00000000
PA
USD
697790.29000000
0.033263519340
Long
DBT
CORP
AU
Y
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2002-52, Class GH
38373XE69
207853.78000000
PA
USD
207147.14000000
0.009874661479
Long
ABS-MBS
USGA
US
N
2
2032-07-20
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-30, Class LS
31397SMD3
213375.24000000
PA
USD
11324.36000000
0.000539829907
Long
ABS-MBS
USGSE
US
N
2
2041-04-25
Variable
0.00001080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2296, Class PD
3133TRUS2
30921.83000000
PA
USD
31935.95000000
0.001522380155
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
Fixed
7.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAJ1
730000.00000000
PA
USD
564140.81000000
0.026892476167
Long
DBT
CORP
FR
Y
2
2032-01-20
Variable
2.27700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3122, Class ZB
31396JMD4
30299.18500000
PA
USD
32474.22000000
0.001548039375
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
5725000.00000000
PA
USD
5202817.37000000
0.248017231954
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-12, Class IE
38374XPH2
291831.73000000
PA
USD
18812.90000000
0.000896807066
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2567, Class QD
31393KA39
164168.87000000
PA
USD
166587.37000000
0.007941185601
Long
ABS-MBS
USGSE
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 393, Class 6
3136FGCE5
21043.05000000
PA
USD
2388.90000000
0.000113878370
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1899, Class ZE
3133T86T9
15720.18650000
PA
USD
16026.31000000
0.000763970895
Long
ABS-MBS
USGSE
US
N
2
2026-09-15
Fixed
8.00000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAL7
425000.00000000
PA
USD
334273.78000000
0.015934762213
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
Nevada Power Co.
MJZFGXRJ52U8U4MKJ519
Nevada Power Co.
641423CA4
305000.00000000
PA
USD
288776.45000000
0.013765913867
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
5.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210APW1
4846.89000000
PA
USD
4843.80000000
0.000230902947
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
470.19000000
PA
USD
16.80000000
0.000000800852
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
18.79048800
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-165, Class SK
31359D5S8
15.72000000
PA
USD
15.76000000
0.000000751275
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Floating
12.49999920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140NPYZ7
5000000.00000000
PA
USD
4848139.70000000
0.231109820508
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-1A, Class B
224927AC7
3205000.00000000
PA
USD
3218472.22000000
0.153423907540
Long
ABS-O
CORP
US
Y
2
2033-05-16
Fixed
7.02000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class A2
3137F1G44
2467000.00000000
PA
USD
2327704.05000000
0.110961172425
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Fixed
3.24300000
N
N
N
N
N
N
OneSky Loan Trust
N/A
OneSky Loan Trust, 1st Lien Term Loan
68278AAA7
2970120.19000000
PA
USD
2712008.13000000
0.129280868730
Long
LON
CORP
US
N
2
2031-01-15
Variable
3.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3920, Class LP
3137AF3W0
360986.35000000
PA
USD
357121.05000000
0.017023886866
Long
ABS-MBS
USGSE
US
N
2
2034-01-15
Fixed
5.00000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
913017CA5
543000.00000000
PA
USD
441806.92000000
0.021060844839
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.15000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SC3
3757000.00000000
PA
USD
3051388.44000000
0.145459058176
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-14, Class NI
38374XAF2
126309.44000000
PA
USD
13187.02000000
0.000628622526
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K138, Class AM
3137H5XV4
1850000.00000000
PA
USD
1464310.52000000
0.069803380757
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Fixed
1.88900000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
745000.00000000
PA
USD
643765.68000000
0.030688177313
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAU2
230000.00000000
PA
USD
200164.63000000
0.009541806666
Long
DBT
CORP
CA
N
2
2049-04-01
Fixed
5.00000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class A
90931VAA4
1287434.51000000
PA
USD
1115752.93000000
0.053187712265
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAH7
610000.00000000
PA
USD
469762.48000000
0.022393480624
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
64543.87700000
PA
USD
51079.60000000
0.002434954006
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-110, Class GL
31394US60
1648252.01000000
PA
USD
1652756.85000000
0.078786578478
Long
ABS-MBS
USGSE
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Public Service Co. of Oklahoma
F3TJNSIZRGXRH8GEIK79
Public Service Co. of Oklahoma
744533BQ2
970000.00000000
PA
USD
951855.83000000
0.045374771280
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.25000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2020-GT1, Class A
30259RAE5
5000000.00000000
PA
USD
4375286.00000000
0.208568982064
Long
ABS-O
CORP
US
Y
2
2026-01-25
Variable
4.44999960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31409JS50
38189.35000000
PA
USD
38198.26000000
0.001820903183
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-91, Class PI
38374MSK6
99457.16000000
PA
USD
11638.56000000
0.000554807757
Long
ABS-MBS
USGA
US
N
2
2035-12-20
Fixed
6.00000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AH9
353000.00000000
PA
USD
338683.87000000
0.016144990294
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.20000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HX4
1566000.00000000
PA
USD
1558147.01000000
0.074276546900
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.87500000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBR5
780000.00000000
PA
USD
670649.01000000
0.031969700115
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-H14, Class CF
38382YDZ3
4283161.11000000
PA
USD
4360871.36000000
0.207881839145
Long
ABS-MBS
USGA
US
N
2
2071-09-20
Floating
6.63805080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-1, Class SA
31392BVQ6
8872.24000000
PA
USD
9914.25000000
0.000472610254
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Floating
7.63080480
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2262, Class Z
3133TQ5B9
5294.11050000
PA
USD
5581.81000000
0.000266083732
Long
ABS-MBS
USGSE
US
N
2
2030-10-15
Fixed
7.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
414000.00000000
PA
USD
275987.07000000
0.013156246758
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
9800000.00000000
PA
USD
8564664.04000000
0.408275769983
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AQ0
1050000.00000000
PA
USD
847143.44000000
0.040383153225
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-116, Class JY
38378VB61
1300000.00000000
PA
USD
1209071.37000000
0.057636183071
Long
ABS-MBS
USGA
US
N
2
2043-08-16
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 299, Class 300
3132HTJV9
1144478.90000000
PA
USD
1024555.98000000
0.048840372450
Long
ABS-MBS
USGSE
US
N
2
2043-01-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3747, Class PY
31398QUH8
695065.35000000
PA
USD
656576.18000000
0.031298851208
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-38, Class ZK
38374NQB6
539056.16000000
PA
USD
538267.25000000
0.025659088894
Long
ABS-MBS
USGA
US
N
2
2036-08-20
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-13, Class ST
31392B5S1
1619.83000000
PA
USD
1715.74000000
0.000081788972
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Floating
10.00000080
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
200000.00000000
PA
USD
175792.75000000
0.008380004169
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.72200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CSM6
761.56000000
PA
USD
770.01000000
0.000036706218
Long
ABS-MBS
USGA
US
N
2
2026-11-20
Fixed
8.00000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAT4
813000.00000000
PA
USD
780329.14000000
0.037198129312
Long
DBT
CORP
FR
Y
2
2024-11-21
Fixed
2.37500000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8Q8
1350000.00000000
PA
USD
1355550.11000000
0.064618794423
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.60000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CU7
960000.00000000
PA
USD
949432.92000000
0.045259271659
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFH9
43850000.00000000
PA
USD
41842492.19000000
1.994622980785
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-28CB, Class 1A4
12667GWT6
949436.52660000
PA
USD
803735.52000000
0.038313906623
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2000-20, Class SA
31359X4V8
11313.05000000
PA
USD
205.11000000
0.000009777551
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
3.69794160
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEM9
30400000.00000000
PA
USD
28294562.58000000
1.348795967913
Long
DBT
UST
US
N
2
2029-04-30
Fixed
2.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-59, Class BG
31394AVD5
54970.03000000
PA
USD
46372.11000000
0.002210548928
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1935, Class FL
3133T8Z83
928.85000000
PA
USD
928.38000000
0.000044255683
Long
ABS-MBS
USGSE
US
N
2
2027-02-15
Floating
6.00298920
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECR0
934000.00000000
PA
USD
923347.94000000
0.044015806038
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
5.15000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2247, Class Z
3133TPGX1
23251.64300000
PA
USD
24107.15000000
0.001149182873
Long
ABS-MBS
USGSE
US
N
2
2030-08-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G95-1, Class C
31359LMA0
1211.04000000
PA
USD
1218.37000000
0.000058079446
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
8.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31349UJY5
71970.50000000
PA
USD
72833.60000000
0.003471962704
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
4.37500080
N
Y
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BF2
1100000.00000000
PA
USD
989919.49000000
0.047189258109
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402CPA4
208651.33000000
PA
USD
211855.04000000
0.010099086102
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31300LUY9
85256.60000000
PA
USD
86568.03000000
0.004126680152
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Variable
5.20999920
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128M8RN6
796406.13000000
PA
USD
776806.01000000
0.037030182430
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NE7
885000.00000000
PA
USD
702295.07000000
0.033478261274
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABF7
705000.00000000
PA
USD
705322.77000000
0.033622591109
Long
DBT
CORP
DK
Y
2
2026-01-09
Variable
6.46600000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-6F, Class 3A4
36228F2R6
90102.64000000
PA
USD
90082.32000000
0.004294205632
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
6.50000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
840000.00000000
PA
USD
713794.76000000
0.034026449127
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
200000.00000000
PA
USD
184071.63000000
0.008774656672
Long
DBT
CORP
IT
Y
2
2032-06-19
Variable
5.86100160
N
N
N
N
N
N
Impac Secured Assets Trust
N/A
Impac Secured Assets Trust, Series 2006-1, Class 2A1
45254TTN4
50084.40000000
PA
USD
44868.65000000
0.002138879300
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
6.12942840
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
770000.00000000
PA
USD
597689.40000000
0.028491730540
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A6
17307GBJ6
6639.21000000
PA
USD
5412.08000000
0.000257992738
Long
ABS-MBS
CORP
US
N
2
2033-10-25
None
0.00000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AL5
365000.00000000
PA
USD
289945.36000000
0.013821635566
Long
DBT
CORP
US
N
2
2048-09-26
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XFY47
3868892.36000000
PA
USD
3588093.69000000
0.171043686852
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
4.00000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2003-9, Class 8A1
576434LD4
160339.35000000
PA
USD
152319.77000000
0.007261052049
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Fixed
6.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
114000.00000000
PA
USD
109633.93000000
0.005226226852
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-112, Class SA
38374EZ91
224678.50000000
PA
USD
3493.10000000
0.000166515357
Long
ABS-MBS
USGA
US
N
2
2033-12-16
Floating
1.12290840
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DR7
1460000.00000000
PA
USD
1533908.98000000
0.073121125004
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
7.39000080
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AC4
1269000.00000000
PA
USD
1292702.09000000
0.061622842260
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.80000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAH2
1180000.00000000
PA
USD
876533.95000000
0.041784192781
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAL4
382000.00000000
PA
USD
352019.97000000
0.016780719433
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3211, Class SO
31397BAA9
109230.54000000
PA
USD
91643.11000000
0.004368608170
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31405FTF9
11703.36000000
PA
USD
11733.41000000
0.000559329236
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
6.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAD3
1540000.00000000
PA
USD
1520328.58000000
0.072473750135
Long
DBT
CORP
KY
Y
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2586, Class WI
31393MWB3
42214.43000000
PA
USD
6807.14000000
0.000324494961
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Fixed
6.50000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABW6
775000.00000000
PA
USD
693201.21000000
0.033044758842
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
1.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
945000.00000000
PA
USD
822650.26000000
0.039215568381
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H07, Class HA
38375BQ96
322569.73000000
PA
USD
320296.90000000
0.015268487223
Long
ABS-MBS
USGA
US
N
2
2063-03-20
Floating
5.66525880
N
N
N
N
N
N
Trane Technologies Financing Ltd.
549300A5OEF3CJI2CO89
Trane Technologies Financing Ltd.
892938AA9
650000.00000000
PA
USD
649296.01000000
0.030951807005
Long
DBT
CORP
IE
N
2
2033-03-03
Fixed
5.25000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-6, Class 7A1
576434SK1
168126.32000000
PA
USD
158800.69000000
0.007569996170
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132FPDJ2
273137.57000000
PA
USD
257467.90000000
0.012273441740
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DBJ9
2510000.00000000
PA
USD
2504108.23000000
0.119370323336
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1829, Class ZB
3133T6J36
380.33000000
PA
USD
379.32000000
0.000018082106
Long
ABS-MBS
USGSE
US
N
2
2026-03-15
Fixed
6.50000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCJ2
920000.00000000
PA
USD
700801.05000000
0.033407041648
Long
DBT
CORP
US
N
2
2032-11-02
Variable
2.61799920
N
N
N
N
N
N
GTP Acquisition Partners I LLC
N/A
GTP Acquisition Partners I LLC
36246MAU3
1436000.00000000
PA
USD
1373546.49000000
0.065476678150
Long
ABS-O
CORP
US
Y
2
2025-06-16
Fixed
3.48200000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAQ9
1420000.00000000
PA
USD
935221.07000000
0.044581795698
Long
DBT
CORP
CA
Y
2
2051-05-13
Fixed
3.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3819, Class ZQ
3137A8N20
468820.64000000
PA
USD
478024.15000000
0.022787312730
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
-184.00000000
NC
USD
-238942.47000000
-0.01139033830
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Long Bond
2023-12-19
-22367500.00000000
USD
-238942.47000000
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283HTD7
31943.20000000
PA
USD
32697.07000000
0.001558662589
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CY8
945000.00000000
PA
USD
933313.51000000
0.044490862706
Long
DBT
CORP
JP
N
2
2029-04-19
Variable
5.24200000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAC8
1955000.00000000
PA
USD
2002584.54000000
0.095462792376
Long
DBT
NUSS
IE
Y
2
2026-10-14
Variable
7.58300040
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AY4
900000.00000000
PA
USD
903744.88000000
0.043081332207
Long
DBT
CORP
CH
Y
2
2026-07-15
Variable
6.37300080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138WRUE8
362935.13000000
PA
USD
337450.42000000
0.016086191987
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-31, Class NO
38376XM59
438624.99000000
PA
USD
359635.38000000
0.017143744459
Long
ABS-MBS
USGA
US
N
2
2040-03-20
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2500, Class MC
31392UXE9
78279.43000000
PA
USD
79439.29000000
0.003786854585
Long
ABS-MBS
USGSE
US
N
2
2032-09-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1999-52, Class NS
31359W5E7
102.68000000
PA
USD
102.86000000
0.000004903315
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Floating
8.25423120
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class A
55348UAG3
2050000.00000000
PA
USD
1850373.05000000
0.088206902012
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2003-QS9, Class A3
76110HCC1
1223.07000000
PA
USD
0.01000000
0.000000000476
Long
ABS-MBS
CORP
US
N
3
2018-05-25
Floating
2.12056920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2043, Class CJ
3133TDML7
4547.62000000
PA
USD
4586.32000000
0.000218628929
Long
ABS-MBS
USGSE
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-109, Class PC
31394UZE5
137411.37000000
PA
USD
137230.23000000
0.006541736786
Long
ABS-MBS
USGSE
US
N
2
2035-12-25
Fixed
6.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
292000.00000000
PA
USD
270031.16000000
0.012872329755
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
Gold Key Resorts LLC
549300MORAF4RGEXUA95
Gold Key Resorts LLC, Series 2014-A, Class A
38061LAA7
9884.67700000
PA
USD
9808.93000000
0.000467589671
Long
ABS-O
CORP
US
Y
2
2031-03-17
Fixed
3.22000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3621, Class BO
31398LZP6
73824.64000000
PA
USD
61152.77000000
0.002915139944
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
None
0.00000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAE7
502000.00000000
PA
USD
328893.75000000
0.015678297291
Long
DBT
CORP
GB
Y
2
2050-09-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJ6M3
1900000.00000000
PA
USD
1907996.55000000
0.090953802383
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
5.00000000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAB5
545000.00000000
PA
USD
389894.40000000
0.018586185707
Long
DBT
CORP
US
Y
2
2039-12-30
Fixed
4.31700000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBD1
496000.00000000
PA
USD
309486.17000000
0.014753141952
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3102, Class FB
31396H5M7
39451.25000000
PA
USD
39232.84000000
0.001870221398
Long
ABS-MBS
USGSE
US
N
2
2036-01-15
Floating
5.60298960
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
560000.00000000
PA
USD
503858.12000000
0.024018812757
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
175000.00000000
PA
USD
141668.34000000
0.006753300576
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class B
90932NAA1
444436.79750000
PA
USD
420072.68000000
0.020024778096
Long
ABS-O
CORP
US
N
2
2026-03-01
Fixed
4.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400JA25
7487.70000000
PA
USD
7511.40000000
0.000358066890
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2359, Class ZB
3133TV5T9
71535.60160000
PA
USD
76439.54000000
0.003643857120
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
Fixed
8.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKG6
250000.00000000
PA
USD
213753.32000000
0.010189576719
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BY5
701669.71000000
PA
USD
660680.17000000
0.031494487566
Long
ABS-O
CORP
US
Y
2
2034-01-10
Fixed
5.92600000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
1500000.00000000
PA
USD
1178619.47000000
0.056184547272
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31414HWF0
15195.20000000
PA
USD
14853.91000000
0.000708082828
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Variable
4.28500080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31403R2E7
41592.54000000
PA
USD
42277.40000000
0.002015354946
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
8.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
27100000.00000000
PA
USD
22777761.65000000
1.085811204352
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-71, Class SC
38375XML5
49035.35000000
PA
USD
655.31000000
0.000031238492
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Floating
0.57153960
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR2, Class D
02665UAD7
2000000.00000000
PA
USD
1966261.80000000
0.093731294845
Long
ABS-O
CORP
US
Y
2
2036-10-17
Fixed
5.14900000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KBF3, Class B
30311TAC1
3397393.12000000
PA
USD
3145707.10000000
0.149955209264
Long
ABS-MBS
USGSE
US
Y
2
2029-01-25
Floating
7.71593040
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAH5
690000.00000000
PA
USD
627176.64000000
0.029897381195
Long
DBT
CORP
FR
Y
2
2026-10-06
Variable
1.65200000
N
N
N
N
N
N
Blackstone Holdings Finance Co. LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. LLC
09256BAH0
429000.00000000
PA
USD
335626.99000000
0.015999269455
Long
DBT
CORP
US
Y
2
2045-07-15
Fixed
4.45000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAK5
400000.00000000
PA
USD
375728.54000000
0.017910902080
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
6.10000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCR0
9500000.00000000
PA
USD
8129921.88000000
0.387551700797
Long
DBT
UST
US
N
2
2028-07-31
Fixed
1.00000000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-RN3, Class A1
74143JAA9
3393981.78000000
PA
USD
3097591.12000000
0.147661530412
Long
ABS-O
CORP
US
Y
2
2051-09-25
Variable
1.84290120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CRE5
1001.97000000
PA
USD
1011.77000000
0.000048230867
Long
ABS-MBS
USGA
US
N
2
2026-09-20
Fixed
8.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR3, Class E1
00180UAE5
2296000.00000000
PA
USD
1957191.45000000
0.093298913129
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
2.32700000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AF5
1200000.00000000
PA
USD
1103173.57000000
0.052588056765
Long
DBT
CORP
CH
Y
2
2029-01-12
Variable
3.86900000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAM6
820000.00000000
PA
USD
521727.53000000
0.024870643849
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-58
31395ND20
72639.48000000
PA
USD
60147.51000000
0.002867219407
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXTS1
4858183.66000000
PA
USD
3904394.73000000
0.186121692253
Long
ABS-MBS
USGSE
US
N
2
2061-09-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31406N4K7
479.37000000
PA
USD
464.72000000
0.000022153106
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
4.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CX0
880000.00000000
PA
USD
870902.17000000
0.041515726988
Long
DBT
CORP
JP
N
2
2034-02-22
Variable
5.44100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-81, Class GE
31396XAU8
88356.95000000
PA
USD
91263.13000000
0.004350494601
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
6152000.00000000
PA
USD
3215621.55000000
0.153288016689
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR10, Class 2P
93363EAM7
40729.18000000
PA
USD
35063.58000000
0.001671473633
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
4.04319960
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVR2
1415000.00000000
PA
USD
1373081.76000000
0.065454524566
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-36, Class ZB
31359T5E4
12527.94000000
PA
USD
12564.94000000
0.000598968100
Long
ABS-MBS
USGSE
US
N
2
2028-07-18
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31384VRC8
616.21000000
PA
USD
613.47000000
0.000029243988
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
8.00000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series B
842400GJ6
400000.00000000
PA
USD
373826.79000000
0.017820246049
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2000-2, Class ZE
31359XSV2
48458.98760000
PA
USD
50059.82000000
0.002386341304
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class A2
3137FCJK1
1748000.00000000
PA
USD
1647533.00000000
0.078537558625
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Variable
3.30300000
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156AV1
845000.00000000
PA
USD
655259.37000000
0.031236079147
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
4.05000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York and New Jersey, Consolidated, Series 164
73358WCW2
1825000.00000000
PA
USD
1909465.75000000
0.091023838844
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.64700000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGL7
1700000.00000000
PA
USD
1591327.47000000
0.075858252591
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.70500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-73, Class MI
38375LD23
132889.40000000
PA
USD
2206.07000000
0.000105162902
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
0.57153960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXDF6
3248103.66000000
PA
USD
2925001.67000000
0.139434226893
Long
ABS-MBS
USGSE
US
N
2
2056-06-01
Fixed
3.50000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR2, Class E
02665UAE5
850000.00000000
PA
USD
841701.79000000
0.040123750891
Long
ABS-O
CORP
US
Y
2
2036-10-17
Fixed
6.23100000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-6, Class 30PO
576434SQ8
89811.07650000
PA
USD
66845.34000000
0.003186503583
Long
ABS-MBS
CORP
US
N
2
2034-07-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200MGS6
30825.07000000
PA
USD
31236.79000000
0.001489051342
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CES6
130000.00000000
PA
USD
120087.50000000
0.005724546380
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2256, Class MC
3133TPS67
23737.52000000
PA
USD
24758.14000000
0.001180215432
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
45536.28410000
PA
USD
47800.24000000
0.002278627591
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
625034.55000000
PA
USD
51808.49000000
0.002469700042
Long
ABS-MBS
USGSE
US
N
2
2037-09-25
Floating
1.13793840
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
940000.00000000
PA
USD
837999.53000000
0.039947264919
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.53800000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
94973VAY3
500000.00000000
PA
USD
444184.88000000
0.021174201702
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAK2
493000.00000000
PA
USD
478183.98000000
0.022794931793
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
1915.47000000
PA
USD
1928.19000000
0.000091916419
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
77021.30000000
PA
USD
77417.24000000
0.003690463878
Long
ABS-MBS
USGSE
US
N
2
2039-12-25
Floating
4.88964240
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
33311.61310000
PA
USD
27557.21000000
0.001313646522
Long
ABS-O
CORP
US
N
2
2029-04-25
Variable
6.70500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-49, Class SC
31398P5R6
138196.46000000
PA
USD
129998.94000000
0.006197022682
Long
ABS-MBS
USGSE
US
N
2
2040-03-25
Floating
1.85587920
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR2, Class E1
74332VAJ4
4000000.00000000
PA
USD
3649819.20000000
0.173986129195
Long
ABS-O
CORP
US
Y
2
2027-04-17
Fixed
4.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LH3F5
7251000.00000000
PA
USD
7082743.30000000
0.337632913666
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
4.67000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
913017BT5
2799000.00000000
PA
USD
2441116.11000000
0.116367501956
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBK9
110000.00000000
PA
USD
113317.60000000
0.005401826642
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4240, Class B
3137B3TZ1
2500650.00000000
PA
USD
2301145.64000000
0.109695138493
Long
ABS-MBS
USGSE
US
N
2
2033-08-15
Fixed
3.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-20CB, Class 3A8
12667GQN6
1021778.78000000
PA
USD
27961.08000000
0.001332898922
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
0.00001080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2430, Class WF
31339NW36
119853.80000000
PA
USD
123061.83000000
0.005866332078
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
6.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NF4
298000.00000000
PA
USD
204673.91000000
0.009756763115
Long
DBT
CORP
US
N
2
2042-11-03
Variable
2.90400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M3, Class 1A1
3136BDXP8
280559.66000000
PA
USD
263861.67000000
0.012578231438
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Fixed
1.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1863, Class Z
3133T7DV8
452.30000000
PA
USD
451.24000000
0.000021510517
Long
ABS-MBS
USGSE
US
N
2
2026-07-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617XXCU1
4856953.18860000
PA
USD
5000258.56000000
0.238361295220
Long
ABS-MBS
USGA
US
N
2
2072-02-20
Variable
6.95999880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H24, Class FG
38375BXB3
8834.83000000
PA
USD
8727.67000000
0.000416046230
Long
ABS-MBS
USGA
US
N
2
2060-04-20
Floating
5.59000080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-68, Class PG
31394E7B8
186751.28000000
PA
USD
185705.06000000
0.008852521944
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617F2E86
4076257.88000000
PA
USD
3884172.87000000
0.185157720354
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140JSFW4
339245.71000000
PA
USD
318037.43000000
0.015160778754
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BP0
340000.00000000
PA
USD
268861.93000000
0.012816592802
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407WSP9
107791.12000000
PA
USD
108912.15000000
0.005191819748
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
6.96499920
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCZ0
1550000.00000000
PA
USD
1552515.19000000
0.074008079201
Long
DBT
CORP
JP
N
2
2029-07-06
Variable
5.77800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2571, Class SK
31393LAX1
32.31000000
PA
USD
32.29000000
0.000001539257
Long
ABS-MBS
USGSE
US
N
2
2023-09-15
Floating
11.63085480
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402Q4R9
71364.90000000
PA
USD
70999.82000000
0.003384546789
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Variable
4.86299880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617XXDP1
4713354.58330000
PA
USD
4853139.48000000
0.231348158991
Long
ABS-MBS
USGA
US
N
2
2072-04-20
Variable
6.93600120
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBM0
778000.00000000
PA
USD
654468.02000000
0.031198355656
Long
DBT
CORP
NZ
Y
2
2030-02-13
Fixed
2.55000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAT6
244000.00000000
PA
USD
233274.30000000
0.011120137813
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
Cameron LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
961000.00000000
PA
USD
772882.63000000
0.036843155714
Long
DBT
CORP
US
Y
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-74, Class SH
31393EBW8
45178.02000000
PA
USD
41086.41000000
0.001958580698
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
0.44629200
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2420, Class XK
31339DMW5
95815.76000000
PA
USD
97806.88000000
0.004662433815
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVY73
5896519.79000000
PA
USD
5177461.08000000
0.246808502834
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
2.52000000
N
N
N
N
N
N
Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust
N/A
Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust, Series 2005-5, Class APO
1729732E8
26657.15200000
PA
USD
18476.16000000
0.000880754740
Long
ABS-MBS
CORP
US
N
2
2035-08-25
None
0.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
620000.00000000
PA
USD
557079.47000000
0.026555863545
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class AA
909318AA5
830186.39000000
PA
USD
744762.29000000
0.035502664901
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
485000.00000000
PA
USD
412063.44000000
0.019642979276
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-77, Class FG
31396XJE5
32379.55000000
PA
USD
31912.34000000
0.001521254672
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
5.90205960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-47, Class PE
31393CRH8
89705.55000000
PA
USD
90424.93000000
0.004310537780
Long
ABS-MBS
USGSE
US
N
2
2033-06-25
Fixed
5.75000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAE0
1216000.00000000
PA
USD
1150408.96000000
0.054839758074
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SZ2
22110000.00000000
PA
USD
14037258.93000000
0.669153240726
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFW9
1060000.00000000
PA
USD
1060704.79000000
0.050563578774
Long
DBT
CORP
US
N
2
2053-08-14
Fixed
5.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHC8
17000000.00000000
PA
USD
16014531.25000000
0.763409404791
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-79, Class DO
31396KYB2
91995.70000000
PA
USD
80199.99000000
0.003823116997
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
None
0.00000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAE9
350000.00000000
PA
USD
336362.02000000
0.016034308183
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.25000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DN4J9
5325024.96000000
PA
USD
4921986.97000000
0.234630104653
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN2, Class M1
35563JAA1
5869623.94630000
PA
USD
5481364.17000000
0.261295500513
Long
ABS-MBS
USGSE
US
Y
2
2041-07-25
Floating
7.08757920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3720, Class A
3137A1XL2
16241.22000000
PA
USD
16040.63000000
0.000764653526
Long
ABS-MBS
USGSE
US
N
2
2025-09-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-65, Class SA
38374N3Q8
243517.68000000
PA
USD
2627.48000000
0.000125251430
Long
ABS-MBS
USGA
US
N
2
2036-11-20
Floating
1.37153880
N
N
N
N
N
N
Guardian Life Insurance Co. of America (The)
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co. of America (The)
401378AC8
208000.00000000
PA
USD
167324.13000000
0.007976306798
Long
DBT
CORP
US
Y
2
2077-01-24
Fixed
4.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2306, Class SE
3133TSK69
1764.20000000
PA
USD
27.88000000
0.000001329033
Long
ABS-MBS
USGSE
US
N
2
2024-05-15
Floating
6.78999960
N
N
N
N
N
N
Bear Stearns ARM Trust
N/A
Bear Stearns ARM Trust, Series 2003-7, Class 3A
07384MYS5
13574.12000000
PA
USD
12666.85000000
0.000603826129
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
4.66155000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2U5
490000.00000000
PA
USD
492417.95000000
0.023473462210
Long
DBT
CORP
CA
N
2
2028-07-17
Fixed
5.52300000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class A2
3137H9C98
4145000.00000000
PA
USD
3809811.67000000
0.181612937272
Long
ABS-MBS
USGSE
US
N
2
2032-09-25
Variable
3.71000160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407KGJ2
23435.00000000
PA
USD
23091.56000000
0.001100769907
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
4.80700080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296NA23
110662.86000000
PA
USD
112497.57000000
0.005362735981
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
Texas Health Resources
54930008C10TUBW7Z611
Texas Health Resources
882484AA6
300000.00000000
PA
USD
255489.54000000
0.012179133726
Long
DBT
CORP
US
N
2
2055-11-15
Fixed
4.33000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAN7
645000.00000000
PA
USD
654648.22000000
0.031206945752
Long
DBT
CORP
DE
N
2
2027-07-13
Variable
7.14600000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAM7
600000.00000000
PA
USD
581733.29000000
0.027731106064
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCH2
13469500.00000000
PA
USD
11702680.36000000
0.557864361349
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class A2
3137H7ZB2
4200000.00000000
PA
USD
3632839.56000000
0.173176713255
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
2.92000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBG3
917000.00000000
PA
USD
897832.28000000
0.042799479783
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H3XA6
219293.26000000
PA
USD
207070.09000000
0.009870988522
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3229, Class HE
31397BRQ6
84170.49000000
PA
USD
82892.74000000
0.003951479835
Long
ABS-MBS
USGSE
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607, Class OP
31398LQS0
248817.05000000
PA
USD
200270.18000000
0.009546838213
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
None
0.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
1215000.00000000
PA
USD
1044191.72000000
0.049776404130
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
2.01300120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGMJ8
2928365.21000000
PA
USD
2461236.64000000
0.117326643475
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
2.43000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2089, Class PJ
3133TGKG3
24176.37000000
PA
USD
1812.20000000
0.000086387200
Long
ABS-MBS
USGSE
US
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664DB4
845000.00000000
PA
USD
673143.17000000
0.032088596208
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAH0
1300000.00000000
PA
USD
1149221.57000000
0.054783155437
Long
DBT
CORP
DE
N
2
2028-01-07
Variable
2.55200040
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DT4
825000.00000000
PA
USD
817859.91000000
0.038987213384
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAL9
740000.00000000
PA
USD
571551.73000000
0.027245753197
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBP4
1315000.00000000
PA
USD
1148317.10000000
0.054740039538
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBL6
1700000.00000000
PA
USD
1326845.19000000
0.063250436802
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1
126694LU0
631639.29000000
PA
USD
512836.66000000
0.024446817908
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.65241960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
31416BXJ2
271.50000000
PA
USD
270.24000000
0.000012882285
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BV5
1120000.00000000
PA
USD
695998.68000000
0.033178113660
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-H01, Class FD
38375UCP3
340069.75000000
PA
USD
339188.19000000
0.016169031125
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Floating
5.86770840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QH4
11000000.00000000
PA
USD
11133203.18000000
0.530717501523
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.37500000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687DZ6
100000.00000000
PA
USD
108426.87000000
0.005168686550
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
6.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class QX
31339NHV1
25819.34000000
PA
USD
1872.16000000
0.000089245481
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
3.34701000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-10, Class S
38375PYG0
142174.33000000
PA
USD
2076.13000000
0.000098968689
Long
ABS-MBS
USGA
US
N
2
2038-02-20
Floating
0.40154040
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
800000.00000000
PA
USD
765844.46000000
0.036507647601
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z94
895000.00000000
PA
USD
759246.68000000
0.036193132787
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
2450000.00000000
PA
USD
2265589.19000000
0.108000169848
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
39975.34920000
PA
USD
41247.00000000
0.001966235990
Long
ABS-MBS
USGSE
US
N
2
2030-10-15
Fixed
7.00000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
009279AC4
150000.00000000
PA
USD
125012.18000000
0.005959304861
Long
DBT
CORP
NL
Y
2
2047-04-10
Fixed
3.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
5350000.00000000
PA
USD
3313447.28000000
0.157951349080
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-5
693342AK3
795000.00000000
PA
USD
767176.20000000
0.036571131372
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.09900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-56, Class FC
31395NXA0
234138.40000000
PA
USD
231789.50000000
0.011049357703
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Floating
5.69206080
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LP4
1573000.00000000
PA
USD
1462852.25000000
0.069733865327
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.66800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H09, Class HA
38375BR95
10428.46000000
PA
USD
9667.18000000
0.000460832478
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Fixed
1.65000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2U7
765000.00000000
PA
USD
623500.35000000
0.029722133208
Long
DBT
CORP
FR
Y
2
2033-01-20
Variable
3.13200000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAP6
1650000.00000000
PA
USD
1597311.49000000
0.076143509592
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
4.85000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAW2
235000.00000000
PA
USD
196257.58000000
0.009355558398
Long
DBT
CORP
FR
Y
2
2030-01-22
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A6
17307GLD8
10321.52000000
PA
USD
9391.07000000
0.000447670371
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
5.91120360
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AY8
300000.00000000
PA
USD
232625.10000000
0.011089190583
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEYK7
8350000.00000000
PA
USD
6719145.72000000
0.320300291949
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
1.98000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H05, Class FB
38375BL75
9474.22000000
PA
USD
9252.21000000
0.000441050944
Long
ABS-MBS
USGA
US
N
2
2062-02-20
Floating
4.96248120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2464, Class SI
31392MWQ1
124443.47000000
PA
USD
8352.53000000
0.000398163384
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
2.69700840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-68, Class KI
38374L3B5
658582.81000000
PA
USD
47380.42000000
0.002258614858
Long
ABS-MBS
USGA
US
N
2
2035-09-20
Floating
0.87153840
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc.
209111GD9
1090000.00000000
PA
USD
1168535.73000000
0.055703857464
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
6.15000000
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities Trust
N/A
First Horizon Alternative Mortgage Securities Trust, Series 2007-FA4, Class 1A2
32052WAB5
823193.45650000
PA
USD
58963.45000000
0.002810775511
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
0.22056840
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
6839000.00000000
PA
USD
7609435.03000000
0.362740199907
Long
DBT
USGA
US
N
2
2036-04-01
Fixed
5.88000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
Kingdom of Saudi Arabia
80413TAW9
550000.00000000
PA
USD
363792.00000000
0.017341889678
Long
DBT
NUSS
SA
Y
2
2061-02-02
Fixed
3.45000000
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp.
N/A
Texas Natural Gas Securitization Finance Corp., Series 2023A-1
88258MAA3
685000.00000000
PA
USD
683540.61000000
0.032584240030
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
5.10200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3152, Class MO
31396R2P1
123866.40000000
PA
USD
103592.01000000
0.004938209770
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-60, Class HT
31396QPL7
183551.68000000
PA
USD
188767.36000000
0.008998501154
Long
ABS-MBS
USGSE
US
N
2
2039-08-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31410GFH1
4676.20000000
PA
USD
4673.01000000
0.000222761423
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
UOG ABS Issuer I LLC
254900YID84NR2CXVT21
UOG ABS Issuer I LLC, Series 2023-1, Class A1
90319TAA1
1979433.46000000
PA
USD
1969536.29000000
0.093887389108
Long
ABS-O
CORP
US
Y
3
2040-06-05
Fixed
8.35000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2022-3A, Class D
38014QAE6
2500000.00000000
PA
USD
2474093.00000000
0.117939503507
Long
ABS-O
CORP
US
Y
2
2028-06-15
Fixed
6.42000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 2A11
17307GRM2
92551.23000000
PA
USD
89374.85000000
0.004260480683
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2344, Class ZD
313399C47
244511.97200000
PA
USD
248112.34000000
0.011827464122
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
67247.80000000
PA
USD
69208.49000000
0.003299154457
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
21155000.00000000
PA
USD
14271361.43000000
0.680312858663
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404EVB9
12977.60000000
PA
USD
12669.68000000
0.000603961034
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Variable
3.92799960
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust, Series 2017-AA, Class A
43283AAA3
40672.07930000
PA
USD
40422.53000000
0.001926933675
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
550000.00000000
PA
USD
461958.96000000
0.022021488433
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Delta Air Lines Pass-Through Trust
N/A
Delta Air Lines Pass-Through Trust, Series 2015-1, Class AA
24736XAA6
214981.82000000
PA
USD
202010.63000000
0.009629805106
Long
ABS-O
CORP
US
N
2
2027-07-30
Fixed
3.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-58, Class BE
38374BNE9
273257.77000000
PA
USD
272244.48000000
0.012977838263
Long
ABS-MBS
USGA
US
N
2
2033-01-20
Fixed
6.50000000
N
N
N
N
N
N
Upstart Structured Pass-Through Trust
N/A
Upstart Structured Pass-Through Trust, Series 2022-4A, Class A
91680YBD2
1097000.16000000
PA
USD
1097650.13000000
0.052324755519
Long
ABS-O
CORP
US
Y
2
2030-11-15
Fixed
7.01000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust, Series 2006-RP2, Class 1AS2
36298XAD4
1489447.11700000
PA
USD
66435.45000000
0.003166964212
Long
ABS-MBS
CORP
US
Y
3
2036-04-25
Variable
0.60589080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-14, Class ES
31396PC33
313804.40000000
PA
USD
22886.57000000
0.001090998075
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
1.03794120
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-3A, Class D
23345RAG1
3500000.00000000
PA
USD
3596043.50000000
0.171422652657
Long
ABS-O
CORP
US
Y
2
2028-07-17
Fixed
8.14000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-46, Class QB
31393YT96
79920.18000000
PA
USD
82897.17000000
0.003951691012
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
2.39176080
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2G5
2095000.00000000
PA
USD
1835326.36000000
0.087489629400
Long
DBT
CORP
CH
N
2
2026-08-07
Fixed
1.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TM0
4400000.00000000
PA
USD
4174671.86000000
0.199005747348
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
NACC Reperforming Loan REMIC Trust
N/A
NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1
62951MAM2
147496.34000000
PA
USD
127759.15000000
0.006090252354
Long
ABS-MBS
CORP
US
Y
2
2034-10-25
Variable
6.50000160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class AM
3137F1G51
1322000.00000000
PA
USD
1244300.64000000
0.059315555112
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Fixed
3.32600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2125, Class JZ
3133TJHS5
23433.61840000
PA
USD
23192.14000000
0.001105564534
Long
ABS-MBS
USGSE
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AW9
980000.00000000
PA
USD
742999.03000000
0.035418610660
Long
DBT
CORP
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
Alexander Funding Trust
N/A
Alexander Funding Trust
014621AA4
1000000.00000000
PA
USD
989650.62000000
0.047176441131
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-97, Class KI
31396XB94
301616.35000000
PA
USD
25350.49000000
0.001208452634
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H18, Class JA
38375B7P1
652388.05000000
PA
USD
650116.89000000
0.030990938185
Long
ABS-MBS
USGA
US
N
2
2063-08-20
Floating
5.85525960
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAP4
1094000.00000000
PA
USD
1044597.27000000
0.049795736614
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.64800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3925, Class FL
3137AFGG1
58585.03000000
PA
USD
58133.53000000
0.002771213396
Long
ABS-MBS
USGSE
US
N
2
2041-01-15
Floating
5.75299080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31407LE60
16861.32000000
PA
USD
17248.88000000
0.000822250555
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
7.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAF0
1200000.00000000
PA
USD
927696.89000000
0.044223119588
Long
DBT
CORP
FR
Y
2
2032-10-19
Variable
3.11600160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371PAK6
73960.42000000
PA
USD
78593.46000000
0.003746534043
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
7.00000000
N
N
N
N
N
N
Bedrock Abs I LLC
25490001S3H0GYUMTK70
Bedrock Abs I LLC
076909AA8
2814589.39000000
PA
USD
2843861.12000000
0.135566273594
Long
ABS-O
CORP
US
N
3
2037-12-27
Fixed
7.95100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-37, Class Z
31392DCF7
30504.20680000
PA
USD
30713.92000000
0.001464126237
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
6.50000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR12, Class 2P
93363NAR6
41251.11000000
PA
USD
35152.11000000
0.001675693840
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
3.37695120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1608, Class L
3133T1W81
2804.18000000
PA
USD
2798.00000000
0.000133380083
Long
ABS-MBS
USGSE
US
N
2
2023-09-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Whole Loan, Series 2007-54, Class FA
31396WFQ4
103146.04000000
PA
USD
101137.24000000
0.004821191390
Long
ABS-MBS
USGSE
US
N
2
2037-06-25
Floating
5.80205880
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
1440000.00000000
PA
USD
1214341.69000000
0.057887418139
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
629000.00000000
PA
USD
520496.87000000
0.024811978541
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YX2
9368900.00000000
PA
USD
8587914.30000000
0.409384105086
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGE4
1180000.00000000
PA
USD
976186.02000000
0.046534586424
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3
36242DCH4
44012.60380000
PA
USD
43348.86000000
0.002066431223
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QS6G6
73433.12000000
PA
USD
71973.84000000
0.003430978122
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
3.97299960
N
Y
N
N
N
N
Evergy Metro, Inc.
1128SIJQ26096WL7IO82
Evergy Metro, Inc.
485134BM1
1400000.00000000
PA
USD
1344365.95000000
0.064085647821
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3957, Class B
3137AHAX6
78701.12000000
PA
USD
74175.97000000
0.003535953205
Long
ABS-MBS
USGSE
US
N
2
2041-11-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJBK1
5000000.00000000
PA
USD
5028412.55000000
0.239703390122
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
5.05000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BT0
1475000.00000000
PA
USD
1092808.62000000
0.052093961735
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
795000.00000000
PA
USD
674867.94000000
0.032170815638
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2019-1, Class AA
11043XAA1
600517.63000000
PA
USD
525436.47000000
0.025047448255
Long
ABS-O
CORP
US
Y
2
2032-12-15
Fixed
3.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2163, Class PC
3133TLFS2
8076.96000000
PA
USD
642.86000000
0.000030645003
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2176, Class OJ
3133TLTY4
42865.00000000
PA
USD
44328.61000000
0.002113135704
Long
ABS-MBS
USGSE
US
N
2
2029-08-15
Fixed
7.00000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust, Series 2012-SHOW, Class A
05538UAA1
4400000.00000000
PA
USD
4009602.96000000
0.191136946898
Long
ABS-MBS
CORP
US
Y
2
2036-11-05
Fixed
3.43020000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-53, Class SW
38375LGF1
19650.16000000
PA
USD
19641.12000000
0.000936288143
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
3.91961880
N
N
N
N
N
N
Public Storage Operating Co.
549300LMZF40TKJ6DM64
Public Storage Operating Co.
74460DAH2
615000.00000000
PA
USD
528772.07000000
0.025206455620
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.95000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-28CB, Class 3A5
12667GYN7
48618.49240000
PA
USD
21585.07000000
0.001028955839
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2006-W2, Class 1AF1
31395N5A1
132798.51000000
PA
USD
131019.36000000
0.006245665893
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Floating
5.62205880
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133BMM44
1734560.07000000
PA
USD
1681954.52000000
0.080178425390
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3014, Class OD
31395XBJ3
26107.42000000
PA
USD
21490.86000000
0.001024464867
Long
ABS-MBS
USGSE
US
N
2
2035-08-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2399, Class TH
31339MWA2
62911.01000000
PA
USD
64177.57000000
0.003059331537
Long
ABS-MBS
USGSE
US
N
2
2032-01-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-20
31359N4H1
1280.46000000
PA
USD
4.99000000
0.000000237872
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Floating
1.83999960
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class A
90932DAA3
946861.13000000
PA
USD
821277.14000000
0.039150112034
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
591000.00000000
PA
USD
624333.58000000
0.029761853110
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2423, Class MC
31339WBV7
66195.14000000
PA
USD
68518.11000000
0.003266244185
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-90, Class PM
3136AF6A7
1694000.00000000
PA
USD
1505354.97000000
0.071759961231
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
Fixed
3.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDM5
470000.00000000
PA
USD
445595.19000000
0.021241430889
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEF5
560000.00000000
PA
USD
397700.04000000
0.018958278958
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H15, Class FJ
38376RDE3
2178312.75000000
PA
USD
2163715.44000000
0.103143869177
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
5.65770960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-H08, Class XI
38376R2M7
4704961.35200000
PA
USD
195608.30000000
0.009324607354
Long
ABS-MBS
USGA
US
N
2
2067-03-20
Variable
0.07255080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class X1
3136BCGU8
18516607.39000000
PA
USD
1137628.88000000
0.054230534293
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.93279320
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H01, Class FA
38375BE73
623.76000000
PA
USD
553.84000000
0.000026401438
Long
ABS-MBS
USGA
US
N
2
2063-01-20
Fixed
1.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3622AAXX7
3674769.56000000
PA
USD
3263553.99000000
0.155572946227
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.50000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-4, Class 10A1
576434QG2
36070.42000000
PA
USD
33860.28000000
0.001614112570
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-247, Class FE
31359FP77
236.33000000
PA
USD
236.44000000
0.000011271046
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
6.40206000
N
N
N
N
N
N
Structured Asset Mortgage Investments II Trust
N/A
Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1
86359LDX4
121106.16000000
PA
USD
112548.77000000
0.005365176674
Long
ABS-MBS
CORP
US
N
2
2034-10-19
Floating
6.08846040
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFF7
1965000.00000000
PA
USD
1953466.71000000
0.093121355541
Long
DBT
CORP
US
N
2
2029-07-20
Variable
5.44899960
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-1, Class A1
693577AA6
2561028.73000000
PA
USD
2426490.21000000
0.115670288316
Long
ABS-O
CORP
US
Y
2
2026-01-25
Variable
2.11500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-101, Class AE
3136AGC26
2586928.07000000
PA
USD
2408834.63000000
0.114828650456
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Fixed
3.00000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I LLC
N/A
Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A1
741389AA8
2671774.54530000
PA
USD
2581464.56000000
0.123057883647
Long
ABS-O
CORP
US
Y
2
2060-09-27
Variable
2.23949880
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAS4
860000.00000000
PA
USD
778147.80000000
0.037094145283
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BW3
1220000.00000000
PA
USD
1221059.58000000
0.058207658571
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
6.05000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CJ7
790000.00000000
PA
USD
782332.03000000
0.037293606665
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR3, Class C
00180UAC9
1600000.00000000
PA
USD
1389178.08000000
0.066221832824
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
1.79600000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
357000.00000000
PA
USD
309776.04000000
0.014766959995
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3F8
2355000.00000000
PA
USD
2324024.19000000
0.110785754257
Long
DBT
CORP
US
N
2
2034-07-25
Variable
5.55699960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 365, Class 8
3136FCZH2
121316.24000000
PA
USD
25259.01000000
0.001204091801
Long
ABS-MBS
USGSE
US
N
2
2036-05-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140J73J2
1625024.18000000
PA
USD
1556420.29000000
0.074194234513
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DBG5
167000.00000000
PA
USD
108732.51000000
0.005183256346
Long
DBT
CORP
US
Y
2
2051-12-15
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-13, Class SJ
31392A7G7
106701.56000000
PA
USD
2876.66000000
0.000137129789
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Floating
1.59999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DTT6
39404.79000000
PA
USD
39070.97000000
0.001862505089
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
5.24000160
N
N
N
N
N
N
HGI CRE CLO Ltd.
N/A
HGI CRE CLO Ltd., Series 2022-FL3, Class B
403950AC2
1500000.00000000
PA
USD
1458885.00000000
0.069544747337
Long
ABS-CBDO
CORP
KY
Y
2
2037-04-20
Floating
7.81324920
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2021-SAT1
30259RAG0
7325000.00000000
PA
USD
6977062.50000000
0.332595131706
Long
ABS-MBS
CORP
US
Y
3
2024-02-25
Variable
3.65000040
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AG0
750000.00000000
PA
USD
679813.56000000
0.032406572325
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.61600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3117, Class OK
31396HVU0
88764.79000000
PA
USD
73626.95000000
0.003509781535
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Indexed Bonds
912810PZ5
426330.00000000
PA
USD
436001.53000000
0.020784103094
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2021-RTL1, Class A1
501894AA7
645980.91000000
PA
USD
641499.22000000
0.030580135632
Long
ABS-MBS
CORP
US
Y
2
2026-02-25
Variable
2.09000160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138EQLH3
583770.04000000
PA
USD
568704.06000000
0.027110005355
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA, Grantor Trust
N/A
FNMA, Grantor Trust, Series 2017-T1, Class A
3136AV6R5
4828916.31000000
PA
USD
4464851.27000000
0.212838540029
Long
ABS-O
USGSE
US
N
2
2027-06-25
Fixed
2.89800000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2013-1, Class A
11042AAA2
2569146.66000000
PA
USD
2539257.98000000
0.121045904676
Long
ABS-O
CORP
US
Y
2
2024-06-20
Fixed
4.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1699, Class FC
3133T4J72
127.49000000
PA
USD
127.48000000
0.000006076945
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
5.90298840
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 21A
8426EPAE8
420000.00000000
PA
USD
271413.79000000
0.012938239442
Long
DBT
CORP
US
N
2
2051-09-30
Fixed
3.15000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
1246000.00000000
PA
USD
1117476.32000000
0.053269865911
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138MDZ47
207622.62000000
PA
USD
197200.41000000
0.009400502910
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.00000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2005-6, Class 2A7
05946XP23
140418.97050000
PA
USD
116841.80000000
0.005569824530
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDT6
815000.00000000
PA
USD
665058.73000000
0.031703212619
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAC7
350000.00000000
PA
USD
361248.79000000
0.017220655381
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.65000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JU2
695000.00000000
PA
USD
502863.23000000
0.023971386555
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.20000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABT3
805000.00000000
PA
USD
681546.85000000
0.032489197902
Long
DBT
CORP
US
Y
2
2028-01-10
Fixed
1.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHGP9
3445572.76000000
PA
USD
3134416.87000000
0.149417006326
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.54000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2022-D, Class C
12663UAC0
4000000.00000000
PA
USD
4060847.20000000
0.193579749260
Long
ABS-O
CORP
US
Y
2
2029-01-16
Fixed
7.69000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2017-1, Class A
00908PAB3
517080.00000000
PA
USD
447181.44000000
0.021317047100
Long
ABS-O
CORP
CA
Y
2
2030-01-15
Fixed
3.55000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBK7
755000.00000000
PA
USD
503198.42000000
0.023987364994
Long
DBT
CORP
FR
Y
2
2043-01-21
Variable
4.02700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31410GH97
883.80000000
PA
USD
897.65000000
0.000042790790
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31408EN81
17599.56000000
PA
USD
17277.01000000
0.000823591506
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-46, Class UC
31395D5M7
47089.70000000
PA
USD
46697.30000000
0.002226050668
Long
ABS-MBS
USGSE
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAN8
455000.00000000
PA
USD
395043.95000000
0.018831663695
Long
DBT
CORP
CA
N
2
2035-03-15
Fixed
4.12500000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
359000.00000000
PA
USD
294938.51000000
0.014059657997
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Brooklyn Union Gas Co. (The)
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co. (The)
114259AQ7
440000.00000000
PA
USD
323588.96000000
0.015425419045
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2075, Class PM
3133TGCK3
54303.18000000
PA
USD
54224.00000000
0.002584846906
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
Fixed
6.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 355, Class 11
3136FCNL6
79016.13000000
PA
USD
11413.76000000
0.000544091587
Long
ABS-MBS
USGSE
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
2795000.00000000
PA
USD
2186978.33000000
0.104252806350
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CGP2
543.50000000
PA
USD
542.80000000
0.000025875164
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
2560000.00000000
PA
USD
2361950.67000000
0.112593701743
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAA9
425000.00000000
PA
USD
443674.95000000
0.021149893444
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1994-37, Class L
31359GP34
2007.20000000
PA
USD
1999.08000000
0.000095295731
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
6.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAN2
371000.00000000
PA
USD
362113.20000000
0.017261861628
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-10, Class 1A1
576434VU5
1073.10000000
PA
USD
1012.57000000
0.000048269003
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHVW7
2065000.00000000
PA
USD
2021063.64000000
0.096343687265
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.55000000
N
N
N
N
N
N
Public Service Co. of Oklahoma
F3TJNSIZRGXRH8GEIK79
Public Service Co. of Oklahoma, Series G
744533BJ8
2490000.00000000
PA
USD
2617942.80000000
0.124796793832
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H23, Class FB
38376RHF6
1429587.58000000
PA
USD
1420998.33000000
0.067738697585
Long
ABS-MBS
USGA
US
N
2
2065-09-20
Floating
5.73770880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31403KWA7
26862.20000000
PA
USD
26599.11000000
0.001267974092
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-52, Class AP
38373QR86
60507.58900000
PA
USD
55131.66000000
0.002628114871
Long
ABS-MBS
USGA
US
N
2
2033-06-16
None
0.00000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAK9
1280000.00000000
PA
USD
1281831.72000000
0.061104653962
Long
DBT
CORP
CA
Y
2
2028-03-14
Fixed
5.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138MN2S8
397541.58000000
PA
USD
369851.62000000
0.017630750515
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.50000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAN3
115000.00000000
PA
USD
114330.65000000
0.005450118526
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128Q3NB3
7722.20000000
PA
USD
7736.54000000
0.000368799267
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Variable
5.24999880
N
Y
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36202SD54
28224.71000000
PA
USD
28490.64000000
0.001358142938
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138WQAD4
664700.19000000
PA
USD
620367.29000000
0.029572780883
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-52, Class KB
313921KW7
16055.68000000
PA
USD
16124.86000000
0.000768668753
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A5
17307GBH0
12681.20800000
PA
USD
11552.93000000
0.000550725792
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2230, Class Z
3133TNSS4
26383.76590000
PA
USD
27443.67000000
0.001308234093
Long
ABS-MBS
USGSE
US
N
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DA0
701000.00000000
PA
USD
657864.01000000
0.031360241799
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-21, Class LO
31392CNN0
4324.06500000
PA
USD
3813.88000000
0.000181806873
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
None
0.00000000
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
2141436.25000000
PA
USD
2026253.96000000
0.096591108750
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.11569840
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAW9
190000.00000000
PA
USD
164360.78000000
0.007835044515
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BS1
1225000.00000000
PA
USD
855826.56000000
0.040797075766
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BH6
325000.00000000
PA
USD
242544.25000000
0.011562034419
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2022-M1S, Class A2
3136BNET9
5230000.00000000
PA
USD
4238290.02000000
0.202038411926
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
2.15169120
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAU9
3000000.00000000
PA
USD
2973127.17000000
0.141728359562
Long
DBT
CORP
ES
N
2
2028-08-08
Fixed
5.58800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31412BTY8
65008.15000000
PA
USD
63815.85000000
0.003042088419
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Variable
6.50000160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H21, Class CF
38375BWA6
6884.63000000
PA
USD
6587.82000000
0.000314040021
Long
ABS-MBS
USGA
US
N
2
2061-05-20
Floating
4.87104840
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
780000.00000000
PA
USD
683371.20000000
0.032576164291
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAP8
980000.00000000
PA
USD
874151.09000000
0.041670602335
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
1.62700000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
355000.00000000
PA
USD
324567.52000000
0.015472066799
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2004-T3, Class 1A3
31393YU78
203512.89000000
PA
USD
209117.68000000
0.009968596715
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
7.00000000
N
N
N
N
N
N
Southern Natural Gas Co. LLC
N/A
Southern Natural Gas Co. LLC
843452AZ6
351000.00000000
PA
USD
396383.87000000
0.018895537405
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
3947000.00000000
PA
USD
3536844.53000000
0.168600649955
Long
DBT
CORP
FR
Y
2
2026-12-14
Variable
1.48800000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAS4
3355000.00000000
PA
USD
3397132.32000000
0.161940597693
Long
DBT
CORP
GB
N
2
2026-11-21
Variable
6.83300160
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAX4
850000.00000000
PA
USD
748637.70000000
0.035687404897
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABY0
915000.00000000
PA
USD
612767.36000000
0.029210493786
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2004-QA6, Class NB2
76110HH44
214892.82900000
PA
USD
196040.99000000
0.009345233597
Long
ABS-MBS
CORP
US
N
2
2034-12-26
Variable
3.98323440
N
N
N
N
N
N
Lending Funding Trust
N/A
Lending Funding Trust, Series 2020-2A, Class C
51507KAC0
1795000.00000000
PA
USD
1586457.98000000
0.075626125006
Long
ABS-O
CORP
US
Y
2
2031-04-21
Fixed
4.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H26, Class MA
38375BYQ9
2950.54000000
PA
USD
2901.50000000
0.000138313907
Long
ABS-MBS
USGA
US
N
2
2062-07-20
Floating
4.87946880
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBP5
905000.00000000
PA
USD
594903.24000000
0.028358914867
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.00000000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
440000.00000000
PA
USD
376062.10000000
0.017926802817
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
958.81000000
PA
USD
956.13000000
0.000045578520
Long
ABS-MBS
USGSE
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
Children's Hospital
549300C1PQZDYQ6KZS51
Children's Hospital, Series 2020
16876DAA6
650000.00000000
PA
USD
410876.07000000
0.019586377593
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
2.92800000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
240000.00000000
PA
USD
193958.98000000
0.009245984610
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXR0
880000.00000000
PA
USD
685356.47000000
0.032670801702
Long
DBT
CORP
US
N
2
2032-01-27
Variable
1.99199880
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGC2
1045000.00000000
PA
USD
711939.69000000
0.033938018322
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2234, Class PZ
3133TNXB5
20658.91240000
PA
USD
21627.95000000
0.001030999919
Long
ABS-MBS
USGSE
US
N
2
2030-05-15
Fixed
7.50000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBD3
1915000.00000000
PA
USD
1507023.34000000
0.071839492086
Long
DBT
CORP
FR
Y
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LG5D0
2172000.00000000
PA
USD
2021883.24000000
0.096382757428
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.87000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A
31393AP68
30852.76000000
PA
USD
30542.58000000
0.001455958495
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Variable
5.09748120
N
N
N
N
N
N
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
96145DAF2
400000.00000000
PA
USD
387971.02000000
0.018494498579
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418D6C1
4539976.43000000
PA
USD
3767416.77000000
0.179591981125
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEB3
12700000.00000000
PA
USD
11230074.19000000
0.535335322608
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
Children's Hospital Corp. (The)
549300NXFO6BISJLOS32
Children's Hospital Corp. (The), Series 2020
16876BAB8
580000.00000000
PA
USD
360594.25000000
0.017189453594
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.58500000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AZ9
590000.00000000
PA
USD
396198.00000000
0.018886677020
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBP3
1057000.00000000
PA
USD
935501.85000000
0.044595180423
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
1.23400000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MEZ3
700000.00000000
PA
USD
668832.19000000
0.031883092680
Long
DBT
CORP
US
N
2
2035-12-09
Fixed
4.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418MZV7
1476814.77000000
PA
USD
1539594.90000000
0.073392171639
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-21, Class PE
31392CPT5
41242.31000000
PA
USD
42036.81000000
0.002003886070
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
6.50000000
N
N
N
N
N
N
Continental Finance Credit Card ABS Master Trust
N/A
Continental Finance Credit Card ABS Master Trust, Series 2020-1A, Class A
66981PAA6
2070000.00000000
PA
USD
2000943.77000000
0.095384577208
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
2.24000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418MZT2
50345.13000000
PA
USD
53311.57000000
0.002541351556
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2436, Class MC
3133TVR99
36648.06000000
PA
USD
37269.27000000
0.001776618421
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1890, Class H
3133T85L7
4208.28000000
PA
USD
4226.23000000
0.000201463513
Long
ABS-MBS
USGSE
US
N
2
2026-09-15
Fixed
7.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class PO3
17307GCA4
9261.32400000
PA
USD
6246.24000000
0.000297756973
Long
ABS-MBS
CORP
US
N
2
2033-09-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410S5Y9
45494.62000000
PA
USD
46037.25000000
0.002194586221
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
5.73099840
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A3, Class 6A1
46628KAT7
24504.74000000
PA
USD
23589.66000000
0.001124514231
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
4.73377680
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410XDA1
49706.34000000
PA
USD
49749.67000000
0.002371556517
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
4.32500040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Whole Loan, Series 2007-101, Class A2
31396XC69
180640.97000000
PA
USD
178864.46000000
0.008526431952
Long
ABS-MBS
USGSE
US
N
2
2036-06-27
Floating
4.60593000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-29, Class J
31359PFV3
5454.76000000
PA
USD
5522.11000000
0.000263237845
Long
ABS-MBS
USGSE
US
N
2
2027-04-20
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1638, Class H
3133T2W48
2817.69000000
PA
USD
2811.52000000
0.000134024579
Long
ABS-MBS
USGSE
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAD1
865000.00000000
PA
USD
857344.26000000
0.040869424212
Long
DBT
CORP
FI
Y
2
2027-09-22
Fixed
5.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class QS
31339NJ23
50491.01000000
PA
USD
53082.14000000
0.002530414675
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
5.71222440
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
170000.00000000
PA
USD
144827.16000000
0.006903880874
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
Continental Finance Credit Card ABS Master Trust
N/A
Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class A
66981PAH1
4080000.00000000
PA
USD
3922724.98000000
0.186995491494
Long
ABS-O
CORP
US
Y
2
2030-10-15
Fixed
6.19000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AL4
325000.00000000
PA
USD
315725.21000000
0.015050555703
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406VQ74
34530.30000000
PA
USD
33483.61000000
0.001596156789
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
5.03700120
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBA6
720000.00000000
PA
USD
610072.56000000
0.029082033225
Long
DBT
CORP
JP
N
2
2030-09-13
Variable
2.86900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 2A
31392GWB7
116262.90000000
PA
USD
110724.61000000
0.005278219343
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Variable
5.20831080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MLRK8
1409068.38000000
PA
USD
1302746.31000000
0.062101648158
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-RPL1, Class A1
12660KAC5
4902490.64000000
PA
USD
4557328.34000000
0.217246902901
Long
ABS-MBS
CORP
US
Y
2
2060-09-27
Variable
1.66772880
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBS-BAMLL Trust, Series 2012-WRM, Class A
90269PAA9
70859.16000000
PA
USD
65754.30000000
0.003134493931
Long
ABS-MBS
CORP
US
Y
2
2030-06-10
Fixed
3.66300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31403MJ75
39273.03000000
PA
USD
38861.33000000
0.001852511593
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 30 Year
01F0226A8
3165532.00000000
PA
USD
2625784.04000000
0.125170584127
Long
ABS-MBS
USGSE
US
N
2
2053-10-25
Fixed
2.50000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AR0
475000.00000000
PA
USD
450153.21000000
0.021458710763
Long
DBT
CORP
GB
N
2
2028-03-22
Fixed
4.37500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
300000.00000000
PA
USD
288867.18000000
0.013770238947
Long
DBT
CORP
IT
Y
2
2034-04-02
Variable
7.29600120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400RV24
6920.63000000
PA
USD
6970.16000000
0.000332266090
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402HJY8
12830.31000000
PA
USD
12880.02000000
0.000613987899
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2835, Class QO
31395FEZ3
9366.08000000
PA
USD
7934.69000000
0.000378245037
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
None
0.00000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust, Series 2001-2, Class A
36228FEC6
280092.45000000
PA
USD
254693.64000000
0.012141193337
Long
ABS-MBS
CORP
US
Y
2
2032-06-19
Variable
7.49999880
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BK4
904000.00000000
PA
USD
849021.33000000
0.040472671854
Long
DBT
CORP
GB
N
2
2028-03-13
Variable
4.04100000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCZ6
780000.00000000
PA
USD
779573.10000000
0.037162089040
Long
DBT
CORP
US
N
2
2029-06-08
Variable
6.31199880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-80, Class SA
31397MRK5
203415.67000000
PA
USD
12582.05000000
0.000599783730
Long
ABS-MBS
USGSE
US
N
2
2038-09-25
Floating
0.44794080
N
N
N
N
N
N
CRH America, Inc.
549300RN11MJ182CNF63
CRH America, Inc.
12626PAM5
417000.00000000
PA
USD
404311.66000000
0.019273453521
Long
DBT
CORP
US
Y
2
2025-05-18
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
313615TX4
52.06000000
PA
USD
51.86000000
0.000002472155
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-153, Class A2
3137H9PB9
4500000.00000000
PA
USD
4165528.95000000
0.198569906712
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
Variable
3.81999960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3047, Class OD
31396CJT8
345132.29000000
PA
USD
341633.82000000
0.016285613803
Long
ABS-MBS
USGSE
US
N
2
2035-10-15
Fixed
5.50000000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
00131LAH8
445000.00000000
PA
USD
411353.55000000
0.019609138966
Long
DBT
CORP
HK
Y
2
2029-04-09
Fixed
3.60000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAN0
772000.00000000
PA
USD
506586.40000000
0.024148869302
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
2500000.00000000
PA
USD
2240833.00000000
0.106820047372
Long
DBT
CORP
FR
Y
2
2027-01-26
Variable
1.24700040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-51, Class SY
31393Y4T9
41161.67000000
PA
USD
37798.96000000
0.001801868634
Long
ABS-MBS
USGSE
US
N
2
2034-07-25
Floating
3.43587960
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
2470000.00000000
PA
USD
2333787.13000000
0.111251151595
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138WQH88
392537.15000000
PA
USD
365193.97000000
0.017408721299
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H15, Class FD
38376RDD5
986063.14000000
PA
USD
979126.68000000
0.046674767080
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
5.65770960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BYK8
38088.84000000
PA
USD
39807.63000000
0.001897621519
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
7.00000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A
92922FAS7
20983.86060000
PA
USD
19967.43000000
0.000951843273
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
5.62596120
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust, Series 2019-1A, Class A
35041JAA3
159051.62000000
PA
USD
156975.98000000
0.007483012620
Long
ABS-O
CORP
US
Y
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series 08-A
842400FH1
200000.00000000
PA
USD
203129.96000000
0.009683163336
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607
31398LQT8
109707.08000000
PA
USD
87798.82000000
0.004185351657
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
None
0.00000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBN4
675000.00000000
PA
USD
658884.74000000
0.031408899788
Long
DBT
CORP
US
N
2
2063-05-17
Fixed
5.15000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAN1
1414000.00000000
PA
USD
1476016.97000000
0.070361424817
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
5.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3260, Class CS
31397ELL7
143817.32000000
PA
USD
10403.43000000
0.000495929364
Long
ABS-MBS
USGSE
US
N
2
2037-01-15
Floating
0.83701080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 383, Class 32
3136FFPD5
30223.86000000
PA
USD
5865.67000000
0.000279615280
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M8, Class A2
3136B2GX4
2339764.48000000
PA
USD
2202342.62000000
0.104985218888
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
3.41181360
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKMU4
1972222.00000000
PA
USD
1919393.65000000
0.091497099792
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
4.52000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
124857AR4
792000.00000000
PA
USD
713823.87000000
0.034027836794
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K737, Class B
30300SAS1
550000.00000000
PA
USD
508771.78000000
0.024253045916
Long
ABS-MBS
USGSE
US
Y
2
2053-01-25
Variable
3.41751600
N
N
N
N
N
N
Ohio State University (The)
JFC10ZULKO4X2E3HBY86
Ohio State University (The), General Receipts, Series 2011A
677632PA3
1563000.00000000
PA
USD
1361345.49000000
0.064895058994
Long
DBT
MUN
US
N
2
2111-06-01
Fixed
4.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2716, Class UN
31394MNE6
698.04000000
PA
USD
695.73000000
0.000033165305
Long
ABS-MBS
USGSE
US
N
2
2023-12-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-165, Class SD
31359D4W0
7.38000000
PA
USD
7.35000000
0.000000350372
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Floating
2.56078800
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
23801.97000000
PA
USD
23071.57000000
0.001099816987
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LH3Z1
10120000.00000000
PA
USD
9342544.66000000
0.445357178851
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.80500000
N
N
N
N
N
N
SART
N/A
SART
N/A
379787.64000000
PA
USD
376711.36000000
0.017957752907
Long
ABS-MBS
CORP
US
N
3
2025-06-15
Fixed
4.75700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1987, Class PE
3133TBEZ9
9635.21000000
PA
USD
9737.41000000
0.000464180328
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
3386853.02000000
PA
USD
285908.31000000
0.013629190224
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Variable
2.05103520
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust, Series 2017-1A, Class A2
42771XAC0
755128.49000000
PA
USD
678761.67000000
0.032356428945
Long
ABS-O
CORP
KY
Y
3
2047-09-20
Fixed
4.46000000
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1995-2, Class Z
31359LMW2
1815.65000000
PA
USD
1822.14000000
0.000086861038
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
8.50000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCR9
1480000.00000000
PA
USD
1479437.59000000
0.070524485067
Long
DBT
CORP
JP
N
2
2028-01-13
Fixed
5.52000000
N
N
N
N
N
N
Sigeco Securitization I LLC
N/A
Sigeco Securitization I LLC, Series A1
82655KAA9
923000.00000000
PA
USD
908525.97000000
0.043309245782
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
5.02600000
N
N
N
N
N
N
Bear Stearns ARM Trust
N/A
Bear Stearns ARM Trust, Series 2004-1, Class 12A1
07384MG48
129434.86000000
PA
USD
117914.26000000
0.005620948477
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
4.09247640
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3385, Class SN
31397PAT7
26495.94000000
PA
USD
1378.07000000
0.000065692312
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Floating
0.69701040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LYA31
243450.60000000
PA
USD
229595.01000000
0.010944746817
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
71644EAJ1
1195000.00000000
PA
USD
1248131.74000000
0.059498182860
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
6.80000000
N
N
N
N
N
N
Haleon US Capital LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAL5
1075000.00000000
PA
USD
982706.29000000
0.046845406351
Long
DBT
CORP
US
N
2
2029-03-24
Fixed
3.37500000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2019-2A, Class B
55400DAB7
1188825.63000000
PA
USD
1101153.31000000
0.052491751388
Long
ABS-O
CORP
US
Y
2
2038-10-20
Fixed
2.44000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-16, Class OA
31394V4X5
66077.18000000
PA
USD
55637.87000000
0.002652245798
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
None
0.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
1265000.00000000
PA
USD
1113766.80000000
0.053093033857
Long
DBT
CORP
US
N
2
2039-04-22
Variable
4.45700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405H4U9
44119.00000000
PA
USD
43430.95000000
0.002070344437
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Variable
5.86000080
N
N
N
N
N
N
LL ABS Trust
N/A
LL ABS Trust, Series 2022-1A, Class B
50203YAB1
2900000.00000000
PA
USD
2805465.22000000
0.133735948953
Long
ABS-O
CORP
US
Y
2
2029-11-15
Fixed
5.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2306, Class K
3133TSJA2
747.71700000
PA
USD
736.66000000
0.000035116430
Long
ABS-MBS
USGSE
US
N
2
2024-05-15
None
0.00000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAF4
1007000.00000000
PA
USD
799326.69000000
0.038103738605
Long
DBT
CORP
GB
Y
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
Prudential Insurance Co. of America (The)
X574KRZ6V5A7UBU45C31
Prudential Insurance Co. of America (The)
743917AH9
1750000.00000000
PA
USD
1806000.54000000
0.086091673603
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
8.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140MLRQ5
1695656.43000000
PA
USD
1655648.23000000
0.078924409967
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7
576433UM6
157675.91000000
PA
USD
147670.71000000
0.007039432317
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Variable
5.21443440
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FBA4
1640000.00000000
PA
USD
1645002.62000000
0.078416935932
Long
DBT
CORP
FR
Y
2
2026-07-13
Fixed
5.89600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400JBY4
2129.86000000
PA
USD
2135.33000000
0.000101790741
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAD0
435000.00000000
PA
USD
384182.15000000
0.018313883927
Long
DBT
CORP
GB
Y
2
2026-09-29
Fixed
1.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2017-M3, Class A2
3136AVYL7
880653.11000000
PA
USD
817423.45000000
0.038966407426
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Variable
2.54747160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9X98
4540785.44000000
PA
USD
4213356.53000000
0.200849837596
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
2.78000000
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2022-B, Class B
52606WAB4
5237000.00000000
PA
USD
5055937.53000000
0.241015500246
Long
ABS-O
CORP
US
Y
2
2029-10-15
Fixed
5.99000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GFD1
685000.00000000
PA
USD
726208.57000000
0.034618212891
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBJ9
4500000.00000000
PA
USD
3859628.90000000
0.183987714361
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QDKQ6
5891935.07000000
PA
USD
4946340.06000000
0.235791011435
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AM2
1444000.00000000
PA
USD
1327904.06000000
0.063300912917
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LAF61
7000000.00000000
PA
USD
6040263.04000000
0.287938094482
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
3.12000000
N
N
N
N
N
N
Mayo Clinic
5493001OHMD58DCY4635
Mayo Clinic, Series 2016
578454AD2
225000.00000000
PA
USD
190849.91000000
0.009097775883
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.12800000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SY5
18355000.00000000
PA
USD
13524623.68000000
0.644716023990
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W15, Class 2AF
31394B2B9
142946.59000000
PA
USD
141429.68000000
0.006741923703
Long
ABS-MBS
USGSE
US
N
2
2044-08-25
Floating
5.65206120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1981, Class Z
3133TAUE0
15124.02780000
PA
USD
15007.84000000
0.000715420640
Long
ABS-MBS
USGSE
US
N
2
2027-05-15
Fixed
6.00000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AT5
395000.00000000
PA
USD
372334.43000000
0.017749105556
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-HYB6, Class A3
12669GBC4
116406.05000000
PA
USD
109745.44000000
0.005231542511
Long
ABS-MBS
CORP
US
N
2
2034-11-20
Variable
4.41312120
N
N
N
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865BC8
445000.00000000
PA
USD
346918.81000000
0.016537548187
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607, Class BO
31398LQM3
50440.60000000
PA
USD
42160.78000000
0.002009795695
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
None
0.00000000
N
N
N
N
N
N
Healthpeak OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
40414LAR0
772000.00000000
PA
USD
693291.50000000
0.033049062947
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2006-4, Class 1A4
05950AAD8
235721.52940000
PA
USD
194789.10000000
0.009285556259
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 310
3132HTSS6
598558.42000000
PA
USD
441361.12000000
0.021039593645
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
None
0.00000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BF6
442000.00000000
PA
USD
409126.82000000
0.019502991206
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.87500000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
00131LAK1
520000.00000000
PA
USD
372814.00000000
0.017771966559
Long
DBT
CORP
HK
Y
2
2040-09-16
Fixed
3.20000000
N
N
N
N
N
N
MASTR Resecuritization Trust
N/A
MASTR Resecuritization Trust, Series 2005-PO, Class 3PO
576435BB6
48412.69390000
PA
USD
29129.58000000
0.001388601076
Long
ABS-MBS
CORP
US
Y
2
2035-05-28
None
0.00000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
400000.00000000
PA
USD
385845.88000000
0.018393193593
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKDU4
1904000.00000000
PA
USD
1866583.68000000
0.088979659404
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
4.62000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 20 Year
3132D9DH4
1550709.33000000
PA
USD
1474075.57000000
0.070268878679
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
3.50000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
85325WAA6
570000.00000000
PA
USD
542635.71000000
0.025867332482
Long
DBT
CORP
GB
Y
2
2026-01-30
Variable
2.81900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-19, Class IP
31397NUK9
458712.15000000
PA
USD
93484.80000000
0.004456401152
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
5.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAC7
800000.00000000
PA
USD
785860.90000000
0.037461827171
Long
DBT
CORP
FR
Y
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 3A23
225458QV3
985318.06000000
PA
USD
955381.83000000
0.045542854973
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.50000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AN6
1370000.00000000
PA
USD
1186097.47000000
0.056541021991
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2022-M2S, Class A2
3136BPHK0
4225000.00000000
PA
USD
3923317.68000000
0.187023745381
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Variable
3.87587160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31381BJC4
5277.19000000
PA
USD
5290.74000000
0.000252208485
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
6.00000000
N
N
N
N
N
N
Scentre Group Trust 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
1320000.00000000
PA
USD
1186350.00000000
0.056553060045
Long
DBT
CORP
AU
Y
2
2080-09-24
Variable
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-27, Class J
31359NR78
2402.36050000
PA
USD
2439.45000000
0.000116288078
Long
ABS-MBS
USGSE
US
N
2
2027-04-18
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2466, Class PH
31392MN99
108366.91000000
PA
USD
110550.36000000
0.005269912881
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2022-SFR3, Class C
33768EAE2
3466000.00000000
PA
USD
3277995.50000000
0.156261370033
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36183SYB1
872803.87000000
PA
USD
828899.85000000
0.039513485049
Long
ABS-MBS
USGA
US
N
2
2045-03-20
Fixed
4.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-79, Class SY
383742AS2
118692.75000000
PA
USD
3076.36000000
0.000146649447
Long
ABS-MBS
USGA
US
N
2
2037-12-20
Floating
1.12154040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A
31397KYA3
476362.03000000
PA
USD
403030.76000000
0.019212393282
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Variable
2.25512280
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2543, Class YX
31393HGW6
142070.17000000
PA
USD
144268.00000000
0.006877225832
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
832000.00000000
PA
USD
777286.21000000
0.037053073465
Long
DBT
CORP
FR
Y
2
2026-06-09
Variable
2.21900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31389DS73
108230.48000000
PA
USD
108460.89000000
0.005170308277
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
5.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-54CB, Class 1A2
12668ANU5
1478753.36000000
PA
USD
41831.71000000
0.001994108996
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.00001080
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
490000.00000000
PA
USD
306357.16000000
0.014603982690
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Indexed Bonds
912810PV4
436917.00000000
PA
USD
429403.22000000
0.020469563016
Long
DBT
UST
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
5329000.00000000
PA
USD
3412433.46000000
0.162669999884
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Time Warner Cable Enterprises LLC
N/A
Time Warner Cable Enterprises LLC
88731EAJ9
700000.00000000
PA
USD
779971.72000000
0.037181091174
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.37500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
784000.00000000
PA
USD
511312.01000000
0.024374138157
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-188, Class W
38379HTQ8
252557.70000000
PA
USD
243560.48000000
0.011610477894
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Variable
4.56109920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3424, Class PI
31397T4Y5
157879.85000000
PA
USD
14333.58000000
0.000683278805
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Floating
1.49700960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LAAW9
3618490.52000000
PA
USD
3273191.47000000
0.156032362912
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.97000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BK6
1480000.00000000
PA
USD
1463306.34000000
0.069755511704
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.26900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-77, Class S
31392F6E2
24292.21000000
PA
USD
24421.55000000
0.001164170256
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
Floating
4.57955280
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31410GNM1
45586.40000000
PA
USD
45502.90000000
0.002169113866
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHQM5
4937171.80000000
PA
USD
4635340.76000000
0.220965738887
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.97000000
N
N
N
N
N
N
Wells Fargo Mortgage-Backed Securities Trust
N/A
Wells Fargo Mortgage-Backed Securities Trust, Series 2007-7, Class A7
94985JAG5
86974.30000000
PA
USD
76073.89000000
0.003626426660
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-75, Class WA
38378J4C3
623735.69000000
PA
USD
614515.63000000
0.029293833457
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Variable
5.11300080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSEN7
3000000.00000000
PA
USD
2857338.33000000
0.136208729418
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.81000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4ZC4
45639.75000000
PA
USD
46388.37000000
0.002211324039
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Variable
6.99300000
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404J2J3
25845.06000000
PA
USD
25417.37000000
0.001211640790
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Variable
4.38699960
N
N
N
N
N
N
CGI, Inc.
549300WSRCZY73ZG3090
CGI, Inc.
12532HAC8
843000.00000000
PA
USD
745762.93000000
0.035550365203
Long
DBT
CORP
CA
N
2
2026-09-14
Fixed
1.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2575, Class ME
31393KSG1
394910.34000000
PA
USD
400548.71000000
0.019094074470
Long
ABS-MBS
USGSE
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
1047000.00000000
PA
USD
1031027.54000000
0.049148870382
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AV0
1100000.00000000
PA
USD
644364.51000000
0.030716723416
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAB2
985000.00000000
PA
USD
856980.90000000
0.040852102916
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAF6
545000.00000000
PA
USD
498757.22000000
0.023775653905
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114DA3
74000.00000000
PA
USD
65539.01000000
0.003124231101
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.50000000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AB0
420000.00000000
PA
USD
405555.34000000
0.019332739490
Long
DBT
CORP
AU
Y
2
2025-02-12
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617FUPG4
5632716.38460000
PA
USD
5856482.24000000
0.279177301615
Long
ABS-MBS
USGA
US
N
2
2072-08-20
Variable
7.05899880
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAS2
760000.00000000
PA
USD
625626.52000000
0.029823487294
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXUQ3
7615351.76000000
PA
USD
6186370.83000000
0.294903022724
Long
ABS-MBS
USGSE
US
N
2
2061-12-01
Fixed
2.50000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAT5
175000.00000000
PA
USD
164597.21000000
0.007846315084
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833ER7
1200000.00000000
PA
USD
1004115.34000000
0.047865971353
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2435, Class CJ
31392K2Z8
78817.65000000
PA
USD
80458.73000000
0.003835451080
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-35, Class UC
31393BL86
3660.71000000
PA
USD
3531.33000000
0.000168337773
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31391SQG8
28568.63000000
PA
USD
28671.63000000
0.001366770694
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHA2
50370000.00000000
PA
USD
48697558.85000000
2.321402595937
Long
DBT
UST
US
N
2
2028-04-30
Fixed
3.50000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
825000.00000000
PA
USD
630132.93000000
0.030038306930
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
33202.76000000
PA
USD
33255.22000000
0.001585269484
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Floating
5.16433680
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1591, Class PV
3133T1WB4
161.09000000
PA
USD
160.49000000
0.000007650525
Long
ABS-MBS
USGSE
US
N
2
2023-10-15
Fixed
6.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617JSK70
149695.57000000
PA
USD
142955.82000000
0.006814674482
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXTC6
3847582.20000000
PA
USD
3092220.71000000
0.147405524073
Long
ABS-MBS
USGSE
US
N
2
2061-07-01
Fixed
2.50000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
425000.00000000
PA
USD
384641.80000000
0.018335795348
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617VUET0
4943811.78000000
PA
USD
5090973.73000000
0.242685668681
Long
ABS-MBS
USGA
US
N
2
2071-10-20
Variable
6.86300040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-141, Class WC
38378GPG7
159844.10000000
PA
USD
149525.92000000
0.007127869795
Long
ABS-MBS
USGA
US
N
2
2042-01-20
Variable
3.71482920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-6, Class GS
31397M5Z6
186709.00000000
PA
USD
15658.48000000
0.000746436515
Long
ABS-MBS
USGSE
US
N
2
2039-02-25
Floating
1.14793920
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-1, Class A
90931MAA4
536474.55000000
PA
USD
477417.93000000
0.022758414348
Long
ABS-O
CORP
US
N
2
2028-07-07
Fixed
3.45000000
N
N
N
N
N
N
Southwestern Public Service Co.
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co.
845743BN2
200000.00000000
PA
USD
167925.58000000
0.008004977796
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2086, Class GB
3133TGE96
9154.70000000
PA
USD
9160.69000000
0.000436688204
Long
ABS-MBS
USGSE
US
N
2
2028-09-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-42, Class GB
31393BUX1
44409.47000000
PA
USD
42478.56000000
0.002024944202
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
4.00000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-13F, Class 3A3
36242DLW1
54689.67140000
PA
USD
52378.87000000
0.002496889939
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300XDUXW4MOV3QH87
FREMF Mortgage Trust, Series 2014-K39, Class C
30292GAQ1
4650000.00000000
PA
USD
4536100.11000000
0.216234957551
Long
ABS-MBS
USGSE
US
Y
2
2047-08-25
Variable
4.28257080
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
94973VBB2
535000.00000000
PA
USD
475377.27000000
0.022661136506
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JL2
795000.00000000
PA
USD
754714.88000000
0.035977102815
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W1, Class 2A2
31393U4Q3
59522.42000000
PA
USD
61552.82000000
0.002934210246
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138WTRM0
1625002.64000000
PA
USD
1438719.83000000
0.068583477838
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.00000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-8, Class 6A1
576434UW2
1116.67000000
PA
USD
1075.62000000
0.000051274583
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
5.50000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAM4
960000.00000000
PA
USD
859010.68000000
0.040948862110
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3274, Class JO
31397F6H0
21886.86000000
PA
USD
18997.52000000
0.000905607863
Long
ABS-MBS
USGSE
US
N
2
2037-02-15
None
0.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR3, Class C
74333AAE0
3250000.00000000
PA
USD
2962096.80000000
0.141202544097
Long
ABS-O
CORP
US
Y
2
2027-10-17
Fixed
1.69500000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAP3
700000.00000000
PA
USD
682132.42000000
0.032517111903
Long
DBT
CORP
AU
Y
2
2030-01-15
Variable
5.03300000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638BM3
88000.00000000
PA
USD
87592.56000000
0.004175519286
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKD0
1120000.00000000
PA
USD
897754.92000000
0.042795792048
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57199840
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FBB2
2405000.00000000
PA
USD
2415632.02000000
0.115152680637
Long
DBT
CORP
FR
Y
2
2028-07-13
Fixed
5.79000000
N
N
N
N
N
N
Epublic At Alamo He oct33
N/A
Epublic At Alamo He oct33
N/A
4000000.00000000
PA
USD
4005000.00000000
0.190917524744
Long
ABS-MBS
CORP
US
N
2
2033-10-01
Fixed
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A
31393LFK4
831827.18000000
PA
USD
852003.56000000
0.040614834144
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
6.50000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAS8
700000.00000000
PA
USD
567511.44000000
0.027053153405
Long
DBT
CORP
JP
N
2
2030-07-16
Fixed
2.67900000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust, Series 2007-2, Class AF2
75970QAE0
287131.89000000
PA
USD
80917.24000000
0.003857308157
Long
ABS-O
CORP
US
N
2
2037-06-25
Variable
5.67500040
N
N
N
N
N
N
PPL Electric Utilities Corp.
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp.
69351UBB8
890000.00000000
PA
USD
864375.65000000
0.041204609125
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.25000000
N
N
N
N
N
N
Anheuser-Busch InBev Finance, Inc.
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance, Inc.
03524BAF3
70000.00000000
PA
USD
63560.17000000
0.003029900206
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-14, Class CO
38376WBS3
101108.81000000
PA
USD
86429.86000000
0.004120093616
Long
ABS-MBS
USGA
US
N
2
2035-08-20
None
0.00000000
N
N
N
N
N
N
Nomura Asset Acceptance Corp. Alternative Loan Trust
N/A
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5
65535VAX6
33152.80000000
PA
USD
32527.35000000
0.001550572072
Long
ABS-MBS
CORP
US
N
2
2033-04-25
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L8K60
2000000.00000000
PA
USD
1868320.66000000
0.089062460882
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
3.55000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYM0
780000.00000000
PA
USD
694133.67000000
0.033089209018
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.94799960
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust, Series 2006-2, Class 1A1
52520MGG2
197386.27000000
PA
USD
126022.31000000
0.006007457550
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
5.87555640
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EW6
870000.00000000
PA
USD
858476.88000000
0.040923415974
Long
DBT
CORP
US
N
2
2053-05-10
Fixed
4.85000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class B
90933JAA9
793402.79000000
PA
USD
747759.12000000
0.035645523169
Long
ABS-O
CORP
US
N
2
2025-10-07
Fixed
3.65000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
273000.00000000
PA
USD
230615.43000000
0.010993390028
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CZ1
1750000.00000000
PA
USD
1534944.25000000
0.073170476112
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-81, Class SB
31397MUL9
262991.28000000
PA
USD
12399.75000000
0.000591093527
Long
ABS-MBS
USGSE
US
N
2
2038-09-25
Floating
0.44794080
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAQ0
920000.00000000
PA
USD
863654.44000000
0.041170229193
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBS8
1105000.00000000
PA
USD
936947.11000000
0.044664075669
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAB1
1105000.00000000
PA
USD
1057938.05000000
0.050431688848
Long
DBT
CORP
BM
Y
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAJ0
450000.00000000
PA
USD
449215.91000000
0.021414029865
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617XXAR0
3919787.73000000
PA
USD
3517226.67000000
0.167665470611
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDU7
685000.00000000
PA
USD
661686.15000000
0.031542442425
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CN0
710000.00000000
PA
USD
645055.90000000
0.030749681835
Long
DBT
CORP
US
Y
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
Thornburg Mortgage Securities Trust
N/A
Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A
885220GF4
153836.14000000
PA
USD
142930.93000000
0.006813487981
Long
ABS-MBS
CORP
US
N
2
2044-12-25
Variable
3.74710320
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust, Series 2022-1A, Class C
74113RAJ8
4000000.00000000
PA
USD
4005615.60000000
0.190946870269
Long
ABS-O
CORP
US
Y
2
2028-08-15
Fixed
7.09000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-108, Class GU
3136AGMM1
2983694.33000000
PA
USD
2783929.43000000
0.132709342281
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3617JSLW4
487718.35000000
PA
USD
486017.96000000
0.023168376006
Long
ABS-MBS
USGA
US
N
2
2049-07-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3117, Class EO
31396HUN7
147417.94000000
PA
USD
123606.26000000
0.005892284944
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400RXM8
3302.95000000
PA
USD
3311.47000000
0.000157857092
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAG9
1604000.00000000
PA
USD
1366347.09000000
0.065133484235
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
Commercial Mortgage Trust
549300NMFC2YLCA2NF13
Commercial Mortgage Trust, Series 2013-300P, Class A1
12625XAA5
3500000.00000000
PA
USD
3211018.30000000
0.153068580710
Long
ABS-MBS
CORP
US
Y
2
2030-08-10
Fixed
4.35300000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A
65246QAA7
2639061.51000000
PA
USD
2380656.48000000
0.113485403852
Long
ABS-O
CORP
US
Y
2
2026-11-25
Fixed
3.47400000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3004, Class EK
31395VXP9
1233142.82000000
PA
USD
1222447.40000000
0.058273815664
Long
ABS-MBS
USGSE
US
N
2
2035-07-15
Fixed
5.50000000
N
N
N
N
N
N
University of Miami
5493008ZSVWUNRYQE312
University of Miami, Series 2022
914453AA3
480000.00000000
PA
USD
394332.72000000
0.018797759507
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06300000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2019-2A, Class C
82652MAC4
567231.97000000
PA
USD
547357.47000000
0.026092417808
Long
ABS-O
CORP
US
Y
2
2036-05-20
Fixed
3.12000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408GY3
190000.00000000
PA
USD
157992.72000000
0.007531480406
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.10000000
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities Corp.
N/A
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4
22541QPB2
33929.90000000
PA
USD
32043.25000000
0.001527495124
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Fixed
5.25000000
N
N
N
N
N
N
Mid-State Capital Corp. Trust
N/A
Mid-State Capital Corp. Trust, Series 2006-1, Class M1
59548PAB5
357002.00000000
PA
USD
342821.38000000
0.016342224544
Long
ABS-O
CORP
US
Y
2
2040-10-15
Fixed
6.08300000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2005-5, Class 1A2
17307GXU7
156804.14000000
PA
USD
128024.40000000
0.006102896767
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
4.59666360
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDE3
520000.00000000
PA
USD
403892.96000000
0.019253494178
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DB1
273000.00000000
PA
USD
224959.77000000
0.010723785881
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.10000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAC2
925000.00000000
PA
USD
833852.39000000
0.039749571610
Long
DBT
CORP
IT
Y
2
2040-10-01
Fixed
5.70000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2021-GT2, Class A
30259RAK1
3370000.00000000
PA
USD
2802421.90000000
0.133590874516
Long
ABS-O
CORP
US
Y
2
2026-10-25
Variable
3.84999840
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAB8
88000.00000000
PA
USD
72248.88000000
0.003444089222
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2017-M8, Class A2
3136AW7J0
3057646.09000000
PA
USD
2869142.82000000
0.136771447024
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Variable
3.06100080
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAY8
895000.00000000
PA
USD
688650.36000000
0.032827820760
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CC1
1225000.00000000
PA
USD
1223080.90000000
0.058304014479
Long
DBT
CORP
DE
N
2
2024-09-18
Variable
2.22200000
N
N
N
N
N
N
Liberty Mutual Group, Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBG8
408000.00000000
PA
USD
393799.72000000
0.018772351507
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BY4
725000.00000000
PA
USD
657649.57000000
0.031350019489
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAR1
1252000.00000000
PA
USD
1037983.12000000
0.049480441447
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1963, Class Z
3133TAA28
12279.20110000
PA
USD
12437.43000000
0.000592889725
Long
ABS-MBS
USGSE
US
N
2
2027-01-15
Fixed
7.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKK4
435000.00000000
PA
USD
357663.66000000
0.017049752973
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200160
N
N
N
N
N
N
Ohio State University (The)
JFC10ZULKO4X2E3HBY86
Ohio State University (The), General Receipts, Series 2016A
677632G96
325000.00000000
PA
USD
259670.19000000
0.012378424450
Long
DBT
MUN
US
N
2
2056-12-01
Fixed
4.04800000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PES7
650000.00000000
PA
USD
695176.57000000
0.033138923846
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAX3
1096000.00000000
PA
USD
794239.38000000
0.037861227586
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128NFGD3
81151.28000000
PA
USD
82326.03000000
0.003924464886
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
6.50300040
N
Y
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAE0
175000.00000000
PA
USD
195890.72000000
0.009338070257
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3102, Class HS
31396H5V7
13122.21000000
PA
USD
12881.70000000
0.000614067984
Long
ABS-MBS
USGSE
US
N
2
2036-01-15
Floating
5.12237160
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
783000.00000000
PA
USD
758944.71000000
0.036178737940
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L94G4
2321744.68000000
PA
USD
2117031.85000000
0.100918472061
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
3.03000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3085, Class WF
31396FSM6
60131.70000000
PA
USD
60358.25000000
0.002877265340
Long
ABS-MBS
USGSE
US
N
2
2035-08-15
Floating
6.10299000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138NXRT6
758183.64000000
PA
USD
672564.80000000
0.032061025429
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-4, Class A3
80286FAC7
4829000.00000000
PA
USD
4782246.59000000
0.227968709532
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
4.14000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAM1
790000.00000000
PA
USD
690195.52000000
0.032901478219
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
31283LA48
1447.34000000
PA
USD
1476.01000000
0.000070361092
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
10.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3617FDDV2
2953272.35000000
PA
USD
2922882.47000000
0.139333205066
Long
ABS-MBS
USGA
US
N
2
2052-09-15
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6D4
2680000.00000000
PA
USD
2688495.20000000
0.128160012202
Long
DBT
CORP
US
N
2
2026-08-07
Fixed
5.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912834KV9
500000.00000000
PA
USD
218820.18000000
0.010431112891
Long
DBT
UST
US
N
2
2041-11-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-16, Class FC
31396PXY2
40544.28000000
PA
USD
39937.43000000
0.001903809058
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
6.15206160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2095, Class PE
3133TGWC9
59223.24000000
PA
USD
59213.46000000
0.002822693436
Long
ABS-MBS
USGSE
US
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-31, Class DB
31397SHK3
772758.88000000
PA
USD
736010.56000000
0.035085471735
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1995-19, Class Z
31359LZB4
1080.50000000
PA
USD
1075.18000000
0.000051253609
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CET4
12000000.00000000
PA
USD
11264062.56000000
0.536955541203
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2004-2, Class 30PO
06051GCR8
69292.05000000
PA
USD
49974.05000000
0.002382252666
Long
ABS-MBS
CORP
US
N
2
2034-09-20
None
0.00000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AW7
1020000.00000000
PA
USD
1075267.18000000
0.051257764904
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.95000000
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
1126000.00000000
PA
USD
1067765.17000000
0.050900145634
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Banc of America Mortgage Trust
N/A
Banc of America Mortgage Trust, Series 2004-A, Class 2A2
05948XT27
24863.14000000
PA
USD
24139.10000000
0.001150705922
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
4.17135960
N
N
N
N
N
N
Stellantis Finance US, Inc.
549300QZ0AI8Q7LNON33
Stellantis Finance US, Inc.
85855CAB6
785000.00000000
PA
USD
615203.04000000
0.029326602150
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
2.69100000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804GN8
2120000.00000000
PA
USD
2104489.40000000
0.100320576054
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.70000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-2, Class MS
38374DPT0
67723.87000000
PA
USD
5217.57000000
0.000248720486
Long
ABS-MBS
USGA
US
N
2
2038-01-16
Floating
1.73291040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1686, Class SH
3133T4EV4
33.98000000
PA
USD
33.70000000
0.000001606472
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Floating
7.30577160
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust, Series 2013-2, Class A
48248XAA6
1066257.01440000
PA
USD
35409.33000000
0.001687955464
Long
ABS-O
CORP
US
Y
2
2039-03-25
Variable
1.89343080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H15, Class FA
38375BUB6
25.09000000
PA
USD
24.71000000
0.000001177920
Long
ABS-MBS
USGA
US
N
2
2062-05-20
Floating
5.50000080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-110
31396LVP2
197659.74000000
PA
USD
163040.31000000
0.007772097982
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
None
0.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HA8
308000.00000000
PA
USD
205857.46000000
0.009813182699
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75000000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AR6
1565000.00000000
PA
USD
1539607.62000000
0.073392777999
Long
DBT
CORP
US
Y
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
vMobo, Inc.
N/A
vMobo, Inc.
91834VAC6
5999018.96000000
PA
USD
5474104.80000000
0.260949447841
Long
ABS-O
CORP
US
N
3
2027-07-18
Fixed
7.46000000
N
N
N
N
N
N
Renew
N/A
Renew, Series 2017-1A, Class A
75973LAA6
363813.63000000
PA
USD
324653.13000000
0.015476147810
Long
ABS-O
CORP
KY
Y
3
2052-09-20
Fixed
3.67000000
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H4CL3
830333.76000000
PA
USD
784060.48000000
0.037376001520
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 383, Class 33
3136FFPE3
78927.52000000
PA
USD
15513.21000000
0.000739511524
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Fixed
6.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HL4
525000.00000000
PA
USD
367183.25000000
0.017503549867
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFWP5
971000.00000000
PA
USD
818501.37000000
0.039017791650
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
2.53000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 345, Class 6
3136FCCH7
28089.23000000
PA
USD
3724.39000000
0.000177540903
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Variable
5.00000040
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBG4
1090000.00000000
PA
USD
848113.14000000
0.040429378624
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-130, Class CP
38377LK72
78086.88000000
PA
USD
81604.00000000
0.003890045864
Long
ABS-MBS
USGA
US
N
2
2040-10-16
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2141
3133TKGP9
6643.44000000
PA
USD
463.32000000
0.000022086368
Long
ABS-MBS
USGSE
US
N
2
2029-04-15
Fixed
7.00000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAD8
728000.00000000
PA
USD
735670.73000000
0.035069272109
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust, Series 2012-2, Class A
48247KAA5
1168804.89750000
PA
USD
20634.08000000
0.000983622341
Long
ABS-O
CORP
US
Y
2
2038-08-25
Variable
0.87482520
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SJ8
8965000.00000000
PA
USD
6098651.39000000
0.290721455095
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBC3
630000.00000000
PA
USD
502644.55000000
0.023960962125
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
1729000.00000000
PA
USD
1075916.38000000
0.051288712135
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCW8
1480000.00000000
PA
USD
1488095.70000000
0.070937215387
Long
DBT
CORP
JP
N
2
2030-01-13
Fixed
5.71000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-132, Class OA
31393UVB6
4371.66000000
PA
USD
3967.05000000
0.000189108456
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
None
0.00000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2022-3A, Class C
38014QAD8
2361000.00000000
PA
USD
2309238.14000000
0.110080906300
Long
ABS-O
CORP
US
Y
2
2028-06-15
Fixed
5.34000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2399, Class OH
31339MTG3
55212.42000000
PA
USD
55765.35000000
0.002658322743
Long
ABS-MBS
USGSE
US
N
2
2032-01-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-72, Class TO
31396KHT2
18462.36000000
PA
USD
15290.55000000
0.000728897367
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3136195D6
5232.25900000
PA
USD
5126.41000000
0.000244374908
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Variable
4.11300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVZ64
5386641.81000000
PA
USD
4672988.10000000
0.222760379828
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
2.24000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617FLK20
4931631.95000000
PA
USD
4699228.01000000
0.224011230930
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CX40
2143.62000000
PA
USD
2167.36000000
0.000103317604
Long
ABS-MBS
USGA
US
N
2
2027-10-20
Fixed
8.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
48290000.00000000
PA
USD
35925119.02000000
1.712543021083
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BK9
760000.00000000
PA
USD
628381.22000000
0.029954803275
Long
DBT
CORP
JP
N
2
2039-07-18
Fixed
3.75100000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAX8
310000.00000000
PA
USD
309070.00000000
0.014733303214
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.33800000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBP4
1995000.00000000
PA
USD
1302537.02000000
0.062091671347
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
VOLT XCIII LLC
N/A
VOLT XCIII LLC, Series 2021-NPL2, Class A1
92873CAA2
3994476.67000000
PA
USD
3713640.19000000
0.177028462638
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-19, Class SD
38375JTV7
220471.10000000
PA
USD
3515.98000000
0.000167606042
Long
ABS-MBS
USGA
US
N
2
2037-04-20
Floating
0.77154120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2038, Class PN
3133TDA22
14983.50000000
PA
USD
1409.45000000
0.000067188191
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JT9
865000.00000000
PA
USD
843462.73000000
0.040207694538
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2021-GT1, Class A
30259RAH8
4300000.00000000
PA
USD
3593402.50000000
0.171296756731
Long
ABS-O
CORP
US
Y
2
2026-07-25
Variable
3.62000160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-91, Class WA
38378TTL4
521700.56000000
PA
USD
493022.73000000
0.023502291948
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Variable
4.44129120
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HS5
1695000.00000000
PA
USD
1734992.58000000
0.082706738782
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31404ADZ4
159330.86000000
PA
USD
152611.00000000
0.007274934923
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
4.00000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAU2
1445000.00000000
PA
USD
1026426.85000000
0.048929556437
Long
DBT
CORP
US
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CX
9393367B3
503666.12000000
PA
USD
77533.20000000
0.003695991667
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31390RK44
4961.79000000
PA
USD
4954.19000000
0.000236165216
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
7.00000000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AQ9
770000.00000000
PA
USD
722358.44000000
0.034434677988
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-7, Class PF
31359SDC1
11422.85000000
PA
USD
11908.63000000
0.000567681938
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
565000.00000000
PA
USD
305386.91000000
0.014557731072
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31300LJJ5
44352.20000000
PA
USD
44401.14000000
0.002116593194
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
5.29800120
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402TVS1
20754.44000000
PA
USD
20991.20000000
0.001000646178
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2020-3, Class B
21873CAG8
3180000.00000000
PA
USD
2520085.45000000
0.120131954121
Long
ABS-O
CORP
US
Y
2
2053-08-15
Fixed
2.20300000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A
92922FBX5
25495.25000000
PA
USD
23022.10000000
0.001097458763
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
5.91445080
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAR2
7294000.00000000
PA
USD
6226718.80000000
0.296826402140
Long
DBT
CORP
KY
Y
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406QGE1
14345.33000000
PA
USD
14030.59000000
0.000668835334
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
4.04499960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-43, Class SA
38374UF97
122152.07000000
PA
USD
3387.57000000
0.000161484763
Long
ABS-MBS
USGA
US
N
2
2039-06-20
Floating
0.52153920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3256
31397EBP9
74427.44000000
PA
USD
59493.40000000
0.002836038119
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
None
0.00000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1
59020UAR6
50080.55000000
PA
USD
45808.63000000
0.002183687952
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
5.88943080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31381E7J6
2243.26000000
PA
USD
2227.56000000
0.000106187326
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
7.00000000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599AY2
600000.00000000
PA
USD
611735.08000000
0.029161285211
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-225, Class UB
31359GDE3
437.38000000
PA
USD
435.71000000
0.000020770205
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Fixed
6.50000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
124857AJ2
140000.00000000
PA
USD
101677.89000000
0.004846964064
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.85000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-27, Class SA
38375JJ55
201820.50000000
PA
USD
6758.93000000
0.000322196800
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Floating
0.77154120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3315, Class HZ
31397H3E6
80486.76000000
PA
USD
79756.46000000
0.003801974013
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR3, Class E
02665XAE9
2380000.00000000
PA
USD
2362865.90000000
0.112637330569
Long
ABS-O
CORP
US
Y
2
2036-12-17
Fixed
6.41800000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
18386400.00000000
PA
USD
11342828.67000000
0.540710305436
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H28, Class FA
38375BYE6
3148.94000000
PA
USD
3106.89000000
0.000148104806
Long
ABS-MBS
USGA
US
N
2
2062-09-20
Floating
4.97460960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L8K52
2000000.00000000
PA
USD
1895704.54000000
0.090367844799
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.34000000
N
N
N
N
N
N
Hanover Insurance Group, Inc. (The)
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc. (The)
410867AG0
500000.00000000
PA
USD
393192.08000000
0.018743385433
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38145GAM2
1200000.00000000
PA
USD
1196301.74000000
0.057027457440
Long
DBT
CORP
US
N
2
2026-08-10
Variable
5.79800160
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
7225000.00000000
PA
USD
4439423.79000000
0.211626417297
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132G7H73
202213.95000000
PA
USD
183250.69000000
0.008735522632
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-109
31396LQW3
39519.27000000
PA
USD
32330.58000000
0.001541192086
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
None
0.00000000
N
N
N
N
N
N
DataBank Issuer
N/A
DataBank Issuer, Series 2021-1A, Class A2
23802WAA9
2700000.00000000
PA
USD
2382304.23000000
0.113563951755
Long
ABS-O
CORP
US
Y
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-7, Class SG
31396PRZ6
784962.10000000
PA
USD
88994.06000000
0.004242328502
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Floating
1.09793880
N
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAQ6
675000.00000000
PA
USD
590071.50000000
0.028128586817
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C5F6
5217.91000000
PA
USD
5262.13000000
0.000250844652
Long
ABS-MBS
USGA
US
N
2
2028-09-20
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
31283YKV9
44871.65000000
PA
USD
44512.63000000
0.002121907899
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-37T1, Class A2
12667G2U6
1959369.70000000
PA
USD
78260.36000000
0.003730655235
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
0.00001080
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AE7
900000.00000000
PA
USD
976874.36000000
0.046567399450
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.50000160
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-1, Class A
90931EAA2
727970.01000000
PA
USD
654822.71000000
0.031215263655
Long
ABS-O
CORP
US
N
2
2031-08-25
Fixed
4.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402REL9
322663.36000000
PA
USD
326366.34000000
0.015557816177
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
4.61999880
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBG9
900000.00000000
PA
USD
691469.33000000
0.032962200479
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
4.37500000
N
N
N
N
N
N
MyMichigan Health
N/A
MyMichigan Health, Series 2020
597861AA1
310000.00000000
PA
USD
213207.99000000
0.010163580950
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.40900000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7
9393366B4
597416.44170000
PA
USD
524236.51000000
0.024990246409
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
339900.00000000
PA
USD
351309.42000000
0.016746847661
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
3.95011440
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
94973VBK2
100000.00000000
PA
USD
87335.47000000
0.004163263858
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.65000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBG3
370000.00000000
PA
USD
367425.70000000
0.017515107408
Long
DBT
CORP
FR
Y
2
2024-01-17
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RC4
5214400.00000000
PA
USD
4660573.67000000
0.222168586508
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2019, Class Z
3133TCC63
19566.25630000
PA
USD
19631.20000000
0.000935815258
Long
ABS-MBS
USGSE
US
N
2
2027-12-15
Fixed
6.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CY9
1540000.00000000
PA
USD
1515105.10000000
0.072224747919
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400FEM5
43594.35000000
PA
USD
43081.60000000
0.002053690994
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Variable
5.96000160
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
21500.99730000
PA
USD
19503.60000000
0.000929732593
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
4.51799640
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-57
38375LUK4
25109.27000000
PA
USD
24277.96000000
0.001157325350
Long
ABS-MBS
USGA
US
N
2
2037-03-20
None
0.00000000
N
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
70109HAN5
592000.00000000
PA
USD
508700.30000000
0.024249638480
Long
DBT
CORP
US
N
2
2044-11-21
Fixed
4.45000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
545000.00000000
PA
USD
409633.13000000
0.019527126899
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
1000000.00000000
PA
USD
973552.18000000
0.046409031813
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority STRIPS
88059FBM2
800000.00000000
PA
USD
449643.14000000
0.021434395831
Long
DBT
USGA
US
N
2
2035-06-15
None
0.00000000
N
N
N
N
N
N
Citigroup Global Markets Mortgage Securities VII, Inc.
549300VB2N1G56GWKB41
Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-UP2, Class PO1
79549AXS3
598.17300000
PA
USD
530.73000000
0.000025299789
Long
ABS-MBS
CORP
US
N
2
2033-06-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2054, Class PV
3133TE4B7
22374.57000000
PA
USD
22721.97000000
0.001083151627
Long
ABS-MBS
USGSE
US
N
2
2028-05-15
Fixed
7.50000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1996-2, Class 1Z
911760HH2
54360.77000000
PA
USD
54740.53000000
0.002609469785
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
219848.71000000
PA
USD
15662.62000000
0.000746633868
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Floating
2.19794040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-58, Class FL
31395NC96
18092.15000000
PA
USD
17851.50000000
0.000850977326
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Floating
5.86206000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-230, Class FA
31359FE38
125.39000000
PA
USD
125.38000000
0.000005976838
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
6.00206040
N
N
N
N
N
N
Pendoor Proper
N/A
Pendoor Proper
N/A
4150000.00000000
PA
USD
3901000.00000000
0.185959866174
Long
ABS-MBS
CORP
US
N
3
2026-02-15
Fixed
0.00000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AF7
574000.00000000
PA
USD
371260.61000000
0.017697916778
Long
DBT
CORP
US
Y
2
2041-02-10
Fixed
2.50000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AE0
560000.00000000
PA
USD
439208.63000000
0.020936984890
Long
DBT
CORP
US
Y
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128NHP98
36606.59000000
PA
USD
36101.92000000
0.001720971087
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
4.44499920
N
Y
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR2, Class A
02665UAA3
3366959.01640000
PA
USD
3290746.55000000
0.156869209959
Long
ABS-O
CORP
US
Y
2
2036-10-17
Fixed
3.78600000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
2025000.00000000
PA
USD
1571985.35000000
0.074936217716
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
NNN REIT, Inc.
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AH9
783000.00000000
PA
USD
754073.59000000
0.035946532653
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2T89
3975206.54000000
PA
USD
3398780.44000000
0.162019163234
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
1.00000000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-RN4, Class A1
69359QAA2
5288998.16000000
PA
USD
4857500.53000000
0.231556049346
Long
ABS-O
CORP
US
Y
2
2051-10-25
Variable
2.48709960
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585ABH4
380000.00000000
PA
USD
373359.78000000
0.017797983779
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-44, Class PD
3139204E7
12190.92700000
PA
USD
12589.72000000
0.000600149358
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-30, Class PM
313920BG4
42662.50000000
PA
USD
43424.37000000
0.002070030770
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Fixed
7.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York and New Jersey, Consolidated, Series 174
73358WJA3
2060000.00000000
PA
USD
1831620.37000000
0.087312965620
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.45800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1970, Class PG
3133TAK43
1528.84000000
PA
USD
1551.40000000
0.000073954918
Long
ABS-MBS
USGSE
US
N
2
2027-07-15
Fixed
7.25000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AM1
400000.00000000
PA
USD
385102.99000000
0.018357780180
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1602, Class SA
3133T1D82
172.35000000
PA
USD
171.24000000
0.000008162975
Long
ABS-MBS
USGSE
US
N
2
2023-10-15
Floating
5.51528280
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128K7XQ6
267799.73000000
PA
USD
272245.37000000
0.012977880690
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.50000000
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAB6
1626000.00000000
PA
USD
1615148.52000000
0.076993797136
Long
DBT
CORP
KY
Y
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2474, Class NR
31392R3C3
62596.56000000
PA
USD
63335.56000000
0.003019193094
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SK5
3700000.00000000
PA
USD
2587542.98000000
0.123347640676
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Series 2015-A, Class B2
17323MAD7
202752.93000000
PA
USD
189843.23000000
0.009049787655
Long
ABS-MBS
CORP
US
Y
2
2058-06-25
Variable
4.50000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAK6
312000.00000000
PA
USD
292264.93000000
0.013932208990
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CYW7
1613.68000000
PA
USD
1635.88000000
0.000077982062
Long
ABS-MBS
USGA
US
N
2
2027-12-20
Fixed
8.00000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2020-SFR2, Class E
33767JAJ1
3000000.00000000
PA
USD
2737245.00000000
0.130483905123
Long
ABS-O
CORP
US
Y
2
2037-10-19
Fixed
2.66800000
N
N
N
N
N
N
Memorial Health Services
549300FTIZOMIONZZ882
Memorial Health Services
58601VAC6
1340000.00000000
PA
USD
972533.17000000
0.046360455817
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.44700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-36, Class SE
38375KHZ8
112523.31000000
PA
USD
2838.13000000
0.000135293072
Long
ABS-MBS
USGA
US
N
2
2037-06-16
Floating
1.04290920
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AJ5
570000.00000000
PA
USD
464635.06000000
0.022149057569
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
Pacific Life Insurance Co.
8WC3XYHE06SQFW7CQK10
Pacific Life Insurance Co.
69448FAA9
266000.00000000
PA
USD
199042.47000000
0.009488313530
Long
DBT
CORP
US
Y
2
2067-10-24
Variable
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385WZX0
145154.91000000
PA
USD
141620.40000000
0.006751015286
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Variable
4.65199920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31418AHQ4
243403.88000000
PA
USD
231000.72000000
0.011011756723
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
31418MEF5
1016.25000000
PA
USD
1005.37000000
0.000047925780
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust, Series 2008-2, Class 1A6
52522UAF0
430019.45000000
PA
USD
149485.77000000
0.007125955853
Long
ABS-MBS
CORP
US
N
2
2038-03-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AHB7
338594.73000000
PA
USD
319376.46000000
0.015224610038
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLH0
2000000.00000000
PA
USD
1951615.50000000
0.093033108742
Long
DBT
CORP
US
N
2
2034-04-25
Variable
5.28800040
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR5, Class E1
74332YAJ8
3619000.00000000
PA
USD
3515017.08000000
0.167560139911
Long
ABS-O
CORP
US
Y
2
2039-06-17
Fixed
6.61800000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-3, Class 2A1
576434NV2
88397.88000000
PA
USD
87018.16000000
0.004148137756
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
6.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-42, Class AO
31397LPC7
36520.96000000
PA
USD
29962.42000000
0.001428302387
Long
ABS-MBS
USGSE
US
N
2
2036-09-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405YXX4
53065.16000000
PA
USD
52264.50000000
0.002491437945
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
3.83500080
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63859UBH5
1000000.00000000
PA
USD
876370.47000000
0.041776399723
Long
DBT
CORP
GB
Y
2
2026-10-13
Fixed
1.50000000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AW5
896000.00000000
PA
USD
636293.72000000
0.030331990520
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-42, Class ZC
31359PX84
1928.80000000
PA
USD
1933.06000000
0.000092148571
Long
ABS-MBS
USGSE
US
N
2
2027-07-18
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292J5V8
68702.00000000
PA
USD
71419.93000000
0.003404573346
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2423, Class MT
31339WCD6
56715.73000000
PA
USD
58936.84000000
0.002809507018
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-118, Class MT
3136A12F1
175968.15000000
PA
USD
183402.86000000
0.008742776544
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-44, Class PU
3139204T4
15782.26000000
PA
USD
16447.26000000
0.000784037495
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
7.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR3, Class E2
74331UAL2
2685000.00000000
PA
USD
2486419.55000000
0.118527107605
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
5.60000000
N
N
N
N
N
N
SART
N/A
SART
N/A
241556.14000000
PA
USD
237183.97000000
0.011306510976
Long
ABS-MBS
CORP
US
N
3
2024-07-15
Fixed
4.75000000
N
N
N
N
N
N
Reynolds American, Inc.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BW5
100000.00000000
PA
USD
97964.01000000
0.004669924170
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.00000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CK5
745000.00000000
PA
USD
577264.89000000
0.027518098357
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-28, Class S
38374GDC3
92908.42000000
PA
USD
95138.31000000
0.004535223633
Long
ABS-MBS
USGA
US
N
2
2034-04-16
Floating
4.73799960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RJ9
8200000.00000000
PA
USD
6596195.29000000
0.314439270286
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-72, Class US
38375LV72
127355.82000000
PA
USD
2175.34000000
0.000103698009
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
1.12154040
N
N
N
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216BE0
540000.00000000
PA
USD
466388.26000000
0.022232632251
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.75000000
N
N
N
N
N
N
Southern Natural Gas Co. LLC
N/A
Southern Natural Gas Co. LLC
84346LAA8
367000.00000000
PA
USD
298224.59000000
0.014216304754
Long
DBT
CORP
US
Y
2
2047-03-15
Fixed
4.80000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
New York State Dormitory Authority, State Personal Income Tax, General Purpose, Series 2010D
649902T37
360000.00000000
PA
USD
368003.92000000
0.017542671036
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
5.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128LXDY3
161602.12000000
PA
USD
153735.57000000
0.007328542943
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
4.00000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp.
001192AM5
254000.00000000
PA
USD
239559.53000000
0.011419753432
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400FV0
552000.00000000
PA
USD
436123.57000000
0.020789920715
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-46, Class MG
38373Q2Q3
212193.36000000
PA
USD
211768.99000000
0.010094984116
Long
ABS-MBS
USGA
US
N
2
2033-05-20
Fixed
6.50000000
N
N
N
N
N
N
PECO Energy Co.
YH65D4JBECK76IFEJ279
PECO Energy Co.
693304AY3
410000.00000000
PA
USD
259577.12000000
0.012373987822
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3
466247K93
93217.78000000
PA
USD
89635.88000000
0.004272923929
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
4.59366480
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAB8
526000.00000000
PA
USD
500023.68000000
0.023836025792
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
450000.00000000
PA
USD
424596.74000000
0.020240439104
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJZ6
1646000.00000000
PA
USD
1207230.80000000
0.057548443478
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3179, Class OA
31396UFA3
89742.45000000
PA
USD
73722.98000000
0.003514359265
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3131, Class BK
31396JMX0
78555.82000000
PA
USD
77639.45000000
0.003701056583
Long
ABS-MBS
USGSE
US
N
2
2026-03-15
Fixed
5.50000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAT2
985000.00000000
PA
USD
720826.20000000
0.034361636423
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138WSPZ5
356512.29000000
PA
USD
331812.72000000
0.015817443990
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BG5
690000.00000000
PA
USD
657568.85000000
0.031346171583
Long
DBT
CORP
GB
N
2
2029-05-18
Variable
4.89200000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1
589929Y36
28872.82000000
PA
USD
26626.72000000
0.001269290255
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
6.04942920
N
N
N
N
N
N
Pennsylvania Electric Co.
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co.
708696BY4
150000.00000000
PA
USD
136569.83000000
0.006510255655
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.25000000
N
N
N
N
N
N
Hackensack Meridian Health, Inc.
5493001CB3OCWTEJY668
Hackensack Meridian Health, Inc., Series 2020
404530AC1
1430000.00000000
PA
USD
972250.29000000
0.046346970985
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.67500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
31416BYW2
385.74000000
PA
USD
383.99000000
0.000018304724
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2015-SFR1, Class E
02666AAE8
1275000.00000000
PA
USD
1252285.24000000
0.059696179349
Long
ABS-O
CORP
US
Y
2
2052-04-17
Fixed
5.63900000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2005-4, Class 2A1
45254NPE1
85123.44000000
PA
USD
78981.61000000
0.003765037074
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
6.02943120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-128
3136AHNE6
896390.05000000
PA
USD
673697.00000000
0.032114997170
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AC2
1162000.00000000
PA
USD
1087009.04000000
0.051817496951
Long
DBT
CORP
CH
Y
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
Chase Funding Trust
N/A
Chase Funding Trust, Series 2003-6, Class 1A7
161546HC3
226213.77420000
PA
USD
216767.70000000
0.010333271592
Long
ABS-O
CORP
US
N
2
2034-11-25
Variable
5.27699880
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAT2
2100000.00000000
PA
USD
2116538.21000000
0.100894940344
Long
DBT
CORP
GB
N
2
2029-01-10
Variable
6.53400000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAJ1
1000000.00000000
PA
USD
934675.06000000
0.044555767514
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8
92922FEV6
167340.40000000
PA
USD
159273.15000000
0.007592518241
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.25000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBD6
1730000.00000000
PA
USD
1370007.73000000
0.065307986190
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292J5A4
32027.16000000
PA
USD
32711.05000000
0.001559329013
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
7.00000000
N
N
N
N
N
N
AIG SunAmerica Global Financing X
549300Q3UB1GMKCGGR05
AIG SunAmerica Global Financing X
00139PAA6
520000.00000000
PA
USD
553263.02000000
0.026373934160
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
6.90000000
N
N
N
N
N
N
Healthpeak OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
40414LAM1
17000.00000000
PA
USD
16433.42000000
0.000783377745
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXUD2
6474910.52000000
PA
USD
5488559.11000000
0.261638481821
Long
ABS-MBS
USGSE
US
N
2
2061-12-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHBH2
3843584.00000000
PA
USD
3549483.33000000
0.169203138947
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617WJ5S6
2562817.94000000
PA
USD
2635891.57000000
0.125652407999
Long
ABS-MBS
USGA
US
N
2
2072-08-20
Variable
6.94199880
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
400000.00000000
PA
USD
380073.15000000
0.018118008744
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KEEM6
7098750.53000000
PA
USD
5924720.05000000
0.282430183957
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-25, Class SA
31393XRE9
86560.00000000
PA
USD
87756.69000000
0.004183343329
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Floating
4.66933680
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-HYB3, Class 2A
12669FYY3
111174.97000000
PA
USD
102235.32000000
0.004873536638
Long
ABS-MBS
CORP
US
N
2
2034-06-20
Variable
3.90517560
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1999-1, Class 2Z
911760MJ2
344950.00000000
PA
USD
341496.71000000
0.016279077798
Long
ABS-MBS
CORP
US
N
2
2029-01-15
Fixed
6.50000000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAD4
411000.00000000
PA
USD
393157.24000000
0.018741724618
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAR4
232000.00000000
PA
USD
207799.04000000
0.009905737418
Long
DBT
CORP
NL
Y
2
2042-03-06
Fixed
4.87500000
N
N
N
N
N
N
Ohio University
549300P1K3IH2L5SFY61
Ohio University, General Receipts, Federally Taxable
677704A65
200000.00000000
PA
USD
184611.96000000
0.008800414092
Long
DBT
MUN
US
N
2
2114-12-01
Fixed
5.59000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-118, Class A2
31396L4T4
114389.31000000
PA
USD
110963.70000000
0.005289616714
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
5.56806240
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2075, Class PH
3133TGCG2
48310.57000000
PA
USD
48747.02000000
0.002323760398
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
Fixed
6.50000000
N
N
N
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515BB9
400000.00000000
PA
USD
316455.59000000
0.015085372767
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Whole Loan, Series 2007-106, Class A7
31396XF25
55205.64000000
PA
USD
55848.77000000
0.002662299357
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Variable
6.04071000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418BA63
990364.38000000
PA
USD
957869.36000000
0.045661435016
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3318, Class AO
31397HCU0
3246.81000000
PA
USD
2808.08000000
0.000133860594
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
None
0.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
145.00000000
NC
USD
59279.65000000
0.002825848700
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2023-12-29
29558476.49000000
USD
59279.65000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HNWP3
737034.20000000
PA
USD
707970.63000000
0.033748814050
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDS7
1086000.00000000
PA
USD
696399.04000000
0.033197198739
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1573, Class PZ
3133T0R71
12.78000000
PA
USD
12.74000000
0.000000607313
Long
ABS-MBS
USGSE
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CL4
615000.00000000
PA
USD
546244.56000000
0.026039365618
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLG2
1890000.00000000
PA
USD
1861425.28000000
0.088733759539
Long
DBT
CORP
US
N
2
2029-04-25
Variable
5.20200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31381TNR7
840267.29000000
PA
USD
818006.21000000
0.038994187475
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
3.64000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H16, Class FG
38376RDY9
1533338.04000000
PA
USD
1522008.67000000
0.072553839679
Long
ABS-MBS
USGA
US
N
2
2065-07-20
Floating
5.65770960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405XXV0
47959.98000000
PA
USD
46899.17000000
0.002235673770
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
4.99500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406DJX5
318395.55000000
PA
USD
313806.89000000
0.014959109784
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Variable
4.71899880
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities Corp.
N/A
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-25, Class 1P
22541QYW6
77551.21000000
PA
USD
55422.92000000
0.002641999176
Long
ABS-MBS
CORP
US
N
2
2033-10-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QPSN8
2127671.69000000
PA
USD
1967137.20000000
0.093773024982
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-2, Class 2A3
9393363R2
346610.69000000
PA
USD
10155.52000000
0.000484111545
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
0.00001080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128KRW91
309624.12000000
PA
USD
309802.81000000
0.014768236115
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2014-M3, Class A2
3136AJLC8
150032.80000000
PA
USD
148390.23000000
0.007073731687
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Variable
3.50100000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2017-1, Class AA
00908PAA5
365304.00000000
PA
USD
321875.38000000
0.015343733040
Long
ABS-O
CORP
CA
Y
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
605000.00000000
PA
USD
596635.91000000
0.028441510889
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAR1
305000.00000000
PA
USD
255960.61000000
0.012201589536
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2455, Class GK
31392K5C6
145122.15000000
PA
USD
145298.97000000
0.006926371960
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138M1MA3
355892.01000000
PA
USD
335729.24000000
0.016004143691
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
State of California
N/A
State of California, Various Purpose
13063A7D0
350000.00000000
PA
USD
414492.79000000
0.019758785890
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2271, Class PC
3133TQKD8
42331.46000000
PA
USD
44134.03000000
0.002103860116
Long
ABS-MBS
USGSE
US
N
2
2030-12-15
Fixed
7.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31349SF40
83564.39000000
PA
USD
81810.92000000
0.003899909698
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Variable
4.35499920
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-59, Class 1AP
31394PPU1
148474.18000000
PA
USD
77719.95000000
0.003704894001
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
Boston Gas Co.
FN7P4E7K9JOBORDEUX61
Boston Gas Co.
100743AJ2
308000.00000000
PA
USD
247900.76000000
0.011817378147
Long
DBT
CORP
US
Y
2
2042-02-15
Fixed
4.48700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-59, Class SD
38374NQ34
152850.75000000
PA
USD
7571.54000000
0.000360933751
Long
ABS-MBS
USGA
US
N
2
2036-10-20
Floating
1.27154160
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2004-6, Class 15PO
05948KSR1
5703.45270000
PA
USD
2325.11000000
0.000110837514
Long
ABS-MBS
CORP
US
N
2
2019-07-25
None
0.00000000
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
148900.76000000
PA
USD
119318.74000000
0.005687899749
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
5.73599880
N
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2W8
1015000.00000000
PA
USD
1018451.67000000
0.048549381250
Long
DBT
CORP
US
Y
2
2026-08-28
Fixed
5.50000000
N
N
N
N
N
N
Liberty Mutual Insurance Co.
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co.
53079QAB3
100000.00000000
PA
USD
101901.30000000
0.004857613973
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
8.50000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAD1
770000.00000000
PA
USD
724331.92000000
0.034528753373
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
Sigeco Securitization I LLC
N/A
Sigeco Securitization I LLC, Series A2
82655KAB7
107000.00000000
PA
USD
102452.51000000
0.004883890040
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
5.17200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-92
3136AGGA4
495122.39000000
PA
USD
366460.38000000
0.017469090803
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
None
0.00000000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-4
693342AJ6
420000.00000000
PA
USD
404512.29000000
0.019283017511
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.21200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209DBS2
638.84000000
PA
USD
637.63000000
0.000030395690
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
1180000.00000000
PA
USD
815629.65000000
0.038880897349
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHKK5
820000.00000000
PA
USD
744741.93000000
0.035501694344
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.67000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 265, Class 2
31364HJ81
36.07000000
PA
USD
36.17000000
0.000001724216
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
9.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406YB58
39273.94000000
PA
USD
38372.67000000
0.001829217271
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
5.13600120
N
N
N
N
N
N
Diversified Abs Phase VI LLC
549300N7EGAMCATEDO05
Diversified Abs Phase LLC, Series VI, Class A
25512VAA7
2602847.47900000
PA
USD
2530748.60000000
0.120640264285
Long
ABS-O
CORP
US
N
3
2039-11-28
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-81, Class TA
3136AFK60
772756.89000000
PA
USD
733958.47000000
0.034987649028
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
3.00000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates, Series 2004-RS2, Class A4
92922FPH5
285964.32000000
PA
USD
250456.30000000
0.011939200212
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QPK30
1657375.38000000
PA
USD
1532325.63000000
0.073045647036
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A1
59020UNN1
91352.54000000
PA
USD
85080.67000000
0.004055778007
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
4.38713280
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
2980000.00000000
PA
USD
2719921.04000000
0.129658075519
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3966, Class NA
3137AJXA7
213262.94000000
PA
USD
202635.62000000
0.009659598251
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
4.00000000
N
N
N
N
N
N
Progress Energy, Inc.
549300FBMTW0JYWMNB26
Progress Energy, Inc.
743263AG0
300000.00000000
PA
USD
324300.19000000
0.015459323233
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCQ6
920000.00000000
PA
USD
855218.92000000
0.040768109693
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
Safehold GL Holdings LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
78646UAA7
2940000.00000000
PA
USD
2264357.39000000
0.107941450196
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2023-3A, Class C
96041CAL6
3400000.00000000
PA
USD
3394953.04000000
0.161836711865
Long
ABS-O
CORP
US
Y
2
2028-09-15
Fixed
6.02000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBE0
2500000.00000000
PA
USD
2168031.88000000
0.103349632982
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31410GVM2
106148.55000000
PA
USD
107900.96000000
0.005143616529
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QDXH2
3180122.72000000
PA
USD
2654085.77000000
0.126519721764
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31412QDW6
163184.92000000
PA
USD
163814.51000000
0.007809003936
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-22, Class SA
38374TRY2
256705.35000000
PA
USD
11393.64000000
0.000543132471
Long
ABS-MBS
USGA
US
N
2
2039-04-20
Floating
0.84153960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-76, Class SA
38375LT67
261412.55000000
PA
USD
6695.19000000
0.000319158327
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
1.10153880
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2020-1A, Class A
12327FAA5
333127.28000000
PA
USD
314352.19000000
0.014985104123
Long
ABS-O
CORP
US
Y
3
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
1385000.00000000
PA
USD
1277670.05000000
0.060906268011
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2009-W1, Class A
31398F7A3
221412.28000000
PA
USD
220957.19000000
0.010532983717
Long
ABS-MBS
USGSE
US
N
2
2049-12-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-119
31396LM80
29907.50000000
PA
USD
26063.17000000
0.001242425943
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
None
0.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class PO2
17307GBP2
307.35500000
PA
USD
289.47000000
0.000013798975
Long
ABS-MBS
CORP
US
N
2
2033-10-25
None
0.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBE0
465000.00000000
PA
USD
355815.47000000
0.016961650136
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1
31392GVX0
270195.64000000
PA
USD
254696.84000000
0.012141345880
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Variable
4.79914920
N
N
N
N
N
N
Goodgreen
N/A
Goodgreen, Series 2023-1A, Class A
38217DAA8
3156827.70000000
PA
USD
3001144.01000000
0.143063916551
Long
ABS-O
CORP
JE
Y
3
2061-01-17
Fixed
5.90000000
N
Y
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22546QAP2
402000.00000000
PA
USD
391025.68000000
0.018640113592
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.62500000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
600000.00000000
PA
USD
431228.46000000
0.020556571830
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2023-3A, Class C
36267PAG1
2085000.00000000
PA
USD
2081309.76000000
0.099215607392
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
6.01000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AD0
300000.00000000
PA
USD
337449.56000000
0.016086150991
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
Pepperdine University
549300G0RVHY0VSFWD76
Pepperdine University, Series 2020
71338QAC0
600000.00000000
PA
USD
398400.03000000
0.018991647337
Long
DBT
CORP
US
N
2
2059-12-01
Fixed
3.30100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-39, Class PD
31359PSF4
27144.02000000
PA
USD
27455.22000000
0.001308784680
Long
ABS-MBS
USGSE
US
N
2
2027-05-20
Fixed
7.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
522000.00000000
PA
USD
427698.92000000
0.020388319386
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBJ3
250000.00000000
PA
USD
240286.92000000
0.011454427963
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Pepco Holdings LLC
0IYTXJPU5BH89F2Z1F31
Pepco Holdings LLC
713291AH5
316000.00000000
PA
USD
337021.29000000
0.016065735448
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
7.45000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NEF4
1095000.00000000
PA
USD
1071535.57000000
0.051079879825
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.35000000
N
N
N
N
N
N
P -stla
N/A
P4 SFR
N/A
2600000.00000000
PA
USD
2466880.00000000
0.117595661283
Long
ABS-MBS
CORP
US
N
3
2026-10-11
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DQT9
99123.54000000
PA
USD
97260.16000000
0.004636371786
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Variable
4.37000040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM4X9
3978008.66000000
PA
USD
3306760.59000000
0.157632595946
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BK9
2000000.00000000
PA
USD
1862825.46000000
0.088800505831
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402BEZ3
51996.72000000
PA
USD
51961.12000000
0.002476975883
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31408EQC9
34942.59000000
PA
USD
34401.88000000
0.001639930530
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Variable
6.33300120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-157, Class OP
38377NF41
477607.09000000
PA
USD
392567.33000000
0.018713603730
Long
ABS-MBS
USGA
US
N
2
2040-12-20
None
0.00000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2M3
600000.00000000
PA
USD
594368.41000000
0.028333419631
Long
DBT
CORP
CA
N
2
2028-01-10
Fixed
5.15600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-91, Class ES
31396XYW8
454388.00000000
PA
USD
34695.25000000
0.001653915418
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Floating
1.05793920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2005-W3, Class 2AF
31394FSB2
408634.58390000
PA
USD
404392.10000000
0.019277288079
Long
ABS-MBS
USGSE
US
N
2
2045-03-25
Floating
5.62205880
N
N
N
N
N
N
Public Storage Operating Co.
549300LMZF40TKJ6DM64
Public Storage Operating Co.
74460DAJ8
516000.00000000
PA
USD
417414.50000000
0.019898063204
Long
DBT
CORP
US
N
2
2031-11-09
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400KQ66
15711.83000000
PA
USD
15805.76000000
0.000753457322
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
8.00000000
N
N
N
N
N
N
Bon Secours Mercy Health, Inc.
5493006NA7JSVYYYF398
Bon Secours Mercy Health, Inc., Series 20-2
09778PAC9
800000.00000000
PA
USD
545617.14000000
0.026009456635
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20500000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13648TAF4
712000.00000000
PA
USD
625024.66000000
0.029794796751
Long
DBT
CORP
CA
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3852, Class QN
3137ABAC5
76121.41000000
PA
USD
71830.41000000
0.003424140843
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
5.50000080
N
N
N
N
N
N
Jonah Energy Abs I LLC
2549003KXV9PPFRCPA79
Jonah Energy Abs I LLC, Series 2022-1, Class A1
47987EAC1
2165856.80000000
PA
USD
2120495.74000000
0.101083594984
Long
ABS-O
CORP
US
Y
3
2037-12-10
Fixed
7.20000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
867914BS1
265000.00000000
PA
USD
256654.88000000
0.012234685244
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.00000000
N
N
N
N
N
N
Continental Airlines Pass-Through Trust
N/A
Continental Airlines Pass-Through Trust, Series 2012-2, Class A
210795QB9
1693013.08400000
PA
USD
1651357.51000000
0.078719872228
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDD5
1781000.00000000
PA
USD
1602167.81000000
0.076375009365
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AG3
670000.00000000
PA
USD
689818.29000000
0.032883495742
Long
DBT
CORP
GB
N
2
2026-11-10
Variable
7.47200000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
06279JAB5
755000.00000000
PA
USD
664264.10000000
0.031665332771
Long
DBT
CORP
IE
Y
2
2027-09-30
Variable
2.02900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-2, Class NS
38374DPV5
225746.24000000
PA
USD
8033.16000000
0.000382939081
Long
ABS-MBS
USGA
US
N
2
2038-01-16
Floating
1.11291120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3232, Class ST
31397BP96
132327.60000000
PA
USD
9534.19000000
0.000454492872
Long
ABS-MBS
USGSE
US
N
2
2036-10-15
Floating
1.39700880
N
N
N
N
N
N
Banco Nacional de Panama
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
1250000.00000000
PA
USD
994812.50000000
0.047422506887
Long
DBT
CORP
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Ascension Health
N/A
Ascension Health, Series B
04352EAA3
430000.00000000
PA
USD
371819.49000000
0.017724558472
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53200000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AV0
375000.00000000
PA
USD
306511.83000000
0.014611355777
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-22T1, Class A2
12667GGP2
2793953.73000000
PA
USD
144536.81000000
0.006890039949
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
0.00001080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-56
31395NWL7
128704.25000000
PA
USD
107231.49000000
0.005111703032
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
None
0.00000000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
675000.00000000
PA
USD
516624.75000000
0.024627395378
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213GR52
17188.72000000
PA
USD
17418.30000000
0.000830326771
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4048, Class FJ
3137AQUG1
279389.52000000
PA
USD
269965.38000000
0.012869194036
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
4.39701840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1706, Class K
3133T4UA2
2054.76000000
PA
USD
2048.66000000
0.000097659200
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
CWABS, Inc. Asset-Backed Certificates Trust
N/A
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1
126673BC5
47750.16000000
PA
USD
46086.55000000
0.002196936342
Long
ABS-O
CORP
US
N
2
2034-10-25
Floating
6.32943000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2019-SFR4, Class D
74331AAG7
5000000.00000000
PA
USD
4791138.50000000
0.228392585050
Long
ABS-O
CORP
US
Y
2
2036-10-17
Fixed
3.13600000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-16, Class OP
38374MM63
45320.38000000
PA
USD
38843.48000000
0.001851660687
Long
ABS-MBS
USGA
US
N
2
2036-03-20
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
31283YQW1
30172.16000000
PA
USD
30394.79000000
0.001448913376
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
7.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR4, Class C
66981FAC4
4000000.00000000
PA
USD
3629359.20000000
0.173010805211
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
1.85600000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-4, Class C
33843XAE9
5190000.00000000
PA
USD
5357812.42000000
0.255405814050
Long
ABS-O
CORP
US
Y
2
2028-10-16
Fixed
7.71000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-2CB, Class 1A9
12667FAQ8
2585517.08000000
PA
USD
2557717.34000000
0.121925858563
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
5.75000000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
750000.00000000
PA
USD
666937.93000000
0.031792793696
Long
DBT
CORP
US
Y
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
323000.00000000
PA
USD
290445.98000000
0.013845500018
Long
DBT
CORP
FR
Y
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DC6
560000.00000000
PA
USD
542953.09000000
0.025882461921
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
1200000.00000000
PA
USD
878545.04000000
0.041880061026
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-60, Class DZ
31395NTE7
2860233.28000000
PA
USD
2876877.84000000
0.137140173833
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
62.00000000
NC
USD
96769.84000000
0.004612998332
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bond
2023-12-19
8025125.00000000
USD
96769.84000000
N
N
N
NXP BV
N/A
NXP BV
62954HBA5
1405000.00000000
PA
USD
1130800.20000000
0.053905012525
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
23962.59000000
PA
USD
25675.36000000
0.001223939120
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Floating
6.74381880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-36, Class SH
38374D3F4
192924.76000000
PA
USD
92.60000000
0.000004414222
Long
ABS-MBS
USGA
US
N
2
2038-04-20
Floating
0.87153840
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
8166.10000000
PA
USD
7800.36000000
0.000371841553
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
5.50000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
705000.00000000
PA
USD
633976.24000000
0.030221516725
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72599840
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CV5
745000.00000000
PA
USD
724277.50000000
0.034526159183
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31297GXZ9
46153.44000000
PA
USD
46985.43000000
0.002239785766
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class OE
31339NKQ8
7466.34000000
PA
USD
7442.38000000
0.000354776721
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.37500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
395000.00000000
PA
USD
350388.38000000
0.016702941874
Long
DBT
CORP
FR
Y
2
2027-06-09
Variable
1.79200000
N
N
N
N
N
N
Bear Stearns ARM Trust
N/A
Bear Stearns ARM Trust, Series 2004-2, Class 14A
07384MM66
18422.87000000
PA
USD
16907.14000000
0.000805959879
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
3.86085600
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BM2
900000.00000000
PA
USD
858823.43000000
0.040939935942
Long
DBT
CORP
GB
N
2
2029-11-01
Variable
3.75400000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AG7
2060000.00000000
PA
USD
2060749.53000000
0.098235505464
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAN6
1000000.00000000
PA
USD
794295.47000000
0.037863901385
Long
DBT
CORP
US
Y
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
1250000.00000000
PA
USD
1211401.68000000
0.057747268468
Long
DBT
CORP
FR
Y
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QNXM9
4569658.45000000
PA
USD
4224905.69000000
0.201400383673
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-36, Class SA
31393X5V5
211471.22000000
PA
USD
221147.57000000
0.010542059093
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
4.66933680
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2345, Class NE
313399SN8
22103.63000000
PA
USD
22554.39000000
0.001075163123
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
12300000.00000000
PA
USD
9643968.75000000
0.459726003111
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAX0
400000.00000000
PA
USD
372379.50000000
0.017751254033
Long
DBT
CORP
FR
N
2
2026-12-02
Fixed
3.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128JLW39
49808.16000000
PA
USD
48451.13000000
0.002309655383
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Variable
4.80099960
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHSL5
5575000.00000000
PA
USD
5150453.10000000
0.245521037993
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.81000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2021-R1, Class A1
89179TAA2
5447656.05640000
PA
USD
4399831.56000000
0.209739063851
Long
ABS-MBS
CORP
US
Y
2
2060-11-30
Variable
2.91808080
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AS
362341LM9
377848.21000000
PA
USD
1589.91000000
0.000075790682
Long
ABS-MBS
CORP
US
Y
2
2035-09-25
Variable
0.00001080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3218, Class AO
31397BHE4
54748.52000000
PA
USD
42262.31000000
0.002014635609
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKGC1
2494306.60000000
PA
USD
2414124.00000000
0.115080793634
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
4.44000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
2000000.00000000
PA
USD
1593137.40000000
0.075944531581
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-49, Class Z
313921AG3
14162.01270000
PA
USD
14445.68000000
0.000688622588
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
6.50000000
N
N
N
N
N
N
Delmarva Power & Light Co.
NJ98T8DDD027ZFXUDB24
Delmarva Power & Light Co.
247109BR1
235000.00000000
PA
USD
181766.19000000
0.008664756823
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LZ1
1500000.00000000
PA
USD
1326039.78000000
0.063212043073
Long
DBT
UST
US
N
2
2026-05-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 323, Class 300
3132HTZ66
846238.75000000
PA
USD
760430.01000000
0.036249541885
Long
ABS-MBS
USGSE
US
N
2
2044-01-15
Fixed
3.00000000
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAF4
432000.00000000
PA
USD
409195.10000000
0.019506246099
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLJ9
2984000.00000000
PA
USD
1947564.33000000
0.092839990303
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2017-M5, Class A2
3136AWWF0
2378840.16000000
PA
USD
2203387.38000000
0.105035022382
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Variable
3.17193480
N
N
N
N
N
N
Yale-New Haven Health Services Corp.
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp., Series 2020
98459HAA0
780000.00000000
PA
USD
451962.58000000
0.021544963058
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado
744448CM1
214000.00000000
PA
USD
148382.81000000
0.007073377977
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.55000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBB5
508000.00000000
PA
USD
452352.54000000
0.021563552371
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882926AA6
1109000.00000000
PA
USD
1062514.93000000
0.050649867775
Long
DBT
CORP
US
N
2
2063-05-18
Fixed
5.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class NG
31339NLX2
59591.03000000
PA
USD
60848.81000000
0.002900650234
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CK3
1160000.00000000
PA
USD
918654.31000000
0.043792061663
Long
DBT
CORP
GB
N
2
2031-08-18
Variable
2.35699920
N
N
N
N
N
N
Swiss Re Finance Luxembourg SA
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
600000.00000000
PA
USD
567000.00000000
0.027028773166
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H32, Class FH
38376RMJ2
1108500.40000000
PA
USD
1104269.92000000
0.052640319544
Long
ABS-MBS
USGA
US
N
2
2065-12-20
Floating
5.87770920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403EDC8
56545.90000000
PA
USD
57408.29000000
0.002736641354
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
5.41599840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
26425000.00000000
PA
USD
23719534.25000000
1.130705310136
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3481, Class SJ
31397Y4R9
194216.25000000
PA
USD
12803.36000000
0.000610333532
Long
ABS-MBS
USGSE
US
N
2
2038-08-15
Floating
0.54700920
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BZ2
485000.00000000
PA
USD
434050.62000000
0.020691103616
Long
DBT
CORP
GB
Y
2
2027-01-14
Variable
1.45600000
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAE7
1270000.00000000
PA
USD
1010724.69000000
0.048181037706
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9
362341NB1
258731.03000000
PA
USD
246373.73000000
0.011744584942
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
6.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHD4
2926000.00000000
PA
USD
2683160.17000000
0.127905692421
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.41900000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-51, Class 2A
31392W7D6
152929.01000000
PA
USD
151315.69000000
0.007213187762
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Variable
7.49999880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3290, Class SB
31397FR79
198983.28000000
PA
USD
12425.81000000
0.000592335802
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
1.14701040
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
1740000.00000000
PA
USD
1338067.53000000
0.063785403437
Long
DBT
CORP
US
N
2
2032-02-13
Variable
1.79399880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-60, Class AX
31396WSA5
880264.75000000
PA
USD
98209.73000000
0.004681637592
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
1.74794040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410RP29
48390.00000000
PA
USD
48890.26000000
0.002330588620
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
6.94000080
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CH1
1150000.00000000
PA
USD
1144614.16000000
0.054563521152
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
5.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31387Y5U3
20755.84000000
PA
USD
21470.15000000
0.001023477626
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2692, Class SC
31394KZD9
28393.78000000
PA
USD
26978.88000000
0.001286077650
Long
ABS-MBS
USGSE
US
N
2
2033-07-15
Floating
2.68068600
N
N
N
N
N
N
MASTR Reperforming Loan Trust
N/A
MASTR Reperforming Loan Trust, Series 2005-2, Class 1A1F
57643QAE5
1115999.31190000
PA
USD
584556.42000000
0.027865684089
Long
ABS-MBS
CORP
US
Y
2
2035-05-25
Floating
5.77942920
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2023-P3, Class A3
14688GAC8
1100000.00000000
PA
USD
1101381.05000000
0.052502607706
Long
ABS-O
CORP
US
Y
2
2028-08-10
Fixed
5.82000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-UP3, Class A3
17307GAV0
7226.54000000
PA
USD
7041.04000000
0.000335644925
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Fixed
7.00000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440CA0
1050000.00000000
PA
USD
685331.67000000
0.032669619491
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AM1
700000.00000000
PA
USD
732632.30000000
0.034924430777
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31403KJW4
31194.96000000
PA
USD
30315.68000000
0.001445142218
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2132, Class SB
3133TJVQ3
4488.96000000
PA
USD
4525.40000000
0.000215724885
Long
ABS-MBS
USGSE
US
N
2
2029-03-15
Floating
8.04760920
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-2, Class 1A4
9393363L5
1879156.82000000
PA
USD
50098.13000000
0.002388167534
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
0.00001080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2172, Class QC
3133TLLL0
54170.36000000
PA
USD
55772.42000000
0.002658659769
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
27188.95000000
PA
USD
26786.41000000
0.001276902645
Long
ABS-MBS
USGA
US
N
2
2035-06-17
Floating
3.35640960
N
N
N
N
N
N
VM Master Issuer LLC
549300DTHP15ZDVADB72
VM Master Issuer LLC, Series 2022-1, Class A1
92859MAA8
4000000.00000000
PA
USD
3934000.00000000
0.187532969374
Long
ABS-MBS
CORP
US
Y
3
2025-05-24
Variable
5.16300120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296QYC8
55970.02000000
PA
USD
56261.02000000
0.002681951230
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-75, Class FA
3136A0GK7
49782.32000000
PA
USD
49321.32000000
0.002351137161
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Floating
5.95206000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class P
92922FFA1
8700.70700000
PA
USD
6331.91000000
0.000301840844
Long
ABS-MBS
CORP
US
N
2
2033-10-25
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RV2
548000.00000000
PA
USD
435638.60000000
0.020766802295
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AE5
550000.00000000
PA
USD
534652.35000000
0.025486767355
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.65000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3326, Class JO
31397JJN5
6063.19000000
PA
USD
4886.12000000
0.000232920333
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2344, Class ZJ
313399C70
25487.89980000
PA
USD
26215.28000000
0.001249676995
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31410GRM7
17643.78000000
PA
USD
18729.88000000
0.000892849520
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
7.50000000
N
N
N
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012725AD9
150000.00000000
PA
USD
136470.26000000
0.006505509173
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
N
Pagaya AI Technology in Housing Trust
N/A
Pagaya AI Technology in Housing Trust, Series 2022-1, Class A
69547NAA2
2667000.00000000
PA
USD
2544438.28000000
0.121292848509
Long
ABS-O
CORP
US
Y
2
2025-08-25
Fixed
4.25000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AZ7
528000.00000000
PA
USD
512201.07000000
0.024416519464
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXUH3
4425453.15000000
PA
USD
4084526.73000000
0.194708547576
Long
ABS-MBS
USGSE
US
N
2
2061-12-01
Fixed
4.00000000
N
N
N
N
N
N
Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust
N/A
Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust, Series 2005-8, Class APO
1729734K2
49570.89560000
PA
USD
30191.52000000
0.001439223537
Long
ABS-MBS
CORP
US
N
2
2035-11-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617KFSY9
1148313.19000000
PA
USD
1077117.80000000
0.051345983579
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.00000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust, Series 2022-AA, Class C
56847QAC5
2033000.00000000
PA
USD
2031144.68000000
0.096824248365
Long
ABS-O
CORP
US
Y
2
2037-10-20
Fixed
7.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-58, Class NI
38374LM73
461655.99000000
PA
USD
64301.99000000
0.003065262613
Long
ABS-MBS
USGA
US
N
2
2035-08-20
Floating
5.50000080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L8UK8
2699529.33000000
PA
USD
2478698.52000000
0.118159047696
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
3.17000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617YMMJ8
2429848.11000000
PA
USD
2135888.63000000
0.101817370878
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2367, Class ME
31339GK42
51174.99000000
PA
USD
51953.01000000
0.002476589281
Long
ABS-MBS
USGSE
US
N
2
2031-10-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2744, Class PE
31394PR88
2817.69000000
PA
USD
2763.36000000
0.000131728801
Long
ABS-MBS
USGSE
US
N
2
2034-02-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-70, Class CO
31396QYP8
188898.86000000
PA
USD
156826.55000000
0.007475889323
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-33, Class ID
31359S6G0
51210.59000000
PA
USD
5865.38000000
0.000279601456
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Fixed
6.00000000
N
N
N
N
N
N
Ladder Capital Commercial Mortgage Trust
N/A
Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2
50184BAC2
998000.00000000
PA
USD
874983.43000000
0.041710279812
Long
ABS-MBS
CORP
US
Y
2
2036-02-15
Fixed
3.98510000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAH6
353000.00000000
PA
USD
321551.43000000
0.015328290410
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2003-QS12, Class A2A
76110HDT3
41.37000000
PA
USD
0.01000000
0.000000000476
Long
ABS-MBS
CORP
US
N
3
2018-06-25
Floating
2.17056960
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBY6
380000.00000000
PA
USD
332831.57000000
0.015866012359
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKP3
1500000.00000000
PA
USD
1439855.22000000
0.068637601646
Long
DBT
CORP
US
N
2
2028-04-27
Variable
4.37600160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2710, Class HB
31394MHQ6
152.81000000
PA
USD
152.34000000
0.000007262016
Long
ABS-MBS
USGSE
US
N
2
2023-11-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140H26Q6
592869.27000000
PA
USD
572477.84000000
0.027289900670
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2136, Class PG
3133TKA26
24561.92000000
PA
USD
24611.90000000
0.001173244201
Long
ABS-MBS
USGSE
US
N
2
2029-03-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-81, Class PI
31359RLD2
7913.64000000
PA
USD
443.74000000
0.000021152994
Long
ABS-MBS
USGSE
US
N
2
2027-12-18
Fixed
7.00000000
N
N
N
N
N
N
L Portal Mobil Est jul33
N/A
L Portal Mobil Est jul33
N/A
3205000.00000000
PA
USD
3250612.69000000
0.154956037122
Long
ABS-MBS
CORP
US
N
2
2033-07-01
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-48
31396VD39
48710.84000000
PA
USD
40772.39000000
0.001943611429
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132FYA80
1491237.59000000
PA
USD
1450938.12000000
0.069165921205
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.50000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 2003-2, Class Z
911760TM8
1560175.55000000
PA
USD
1541453.44000000
0.073480767858
Long
ABS-MBS
USGSE
US
N
2
2033-05-15
Fixed
5.00000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AP4
135000.00000000
PA
USD
129499.14000000
0.006173197319
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3261, Class OA
31397EPT6
87638.01000000
PA
USD
70500.42000000
0.003360740494
Long
ABS-MBS
USGSE
US
N
2
2037-01-15
None
0.00000000
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp.
N/A
Texas Natural Gas Securitization Finance Corp., Winter Storm URI, Series 2023A-2
88258MAB1
1155000.00000000
PA
USD
1150877.57000000
0.054862096616
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
5.16900000
N
N
N
N
N
N
Eastern Gas Transmission & Storage, Inc.
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage, Inc.
276480AB6
807000.00000000
PA
USD
563533.74000000
0.026863537266
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.90000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EA1
2760000.00000000
PA
USD
2313311.53000000
0.110275083962
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.62500000
N
N
N
N
N
N
Tricon Residential Trust
N/A
Tricon Residential Trust, Series 2022-SFR1, Class D
89616QAD3
1837000.00000000
PA
USD
1702270.38000000
0.081146878250
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-147, Class SA
31397QW95
613869.20000000
PA
USD
66213.96000000
0.003156405829
Long
ABS-MBS
USGSE
US
N
2
2041-01-25
Floating
1.12794120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3404, Class SC
31397PTW0
181721.08000000
PA
USD
10838.37000000
0.000516662864
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Floating
0.69701040
N
N
N
N
N
N
VOLT XCVII LLC
N/A
VOLT XCVII LLC, Series 2021-NPL6, Class A1
91835EAA7
2343695.71000000
PA
USD
2188127.99000000
0.104307610405
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.23949880
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
865000.00000000
PA
USD
771080.93000000
0.036757269046
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2396, Class FM
31339LJW1
46586.88000000
PA
USD
46476.54000000
0.002215527085
Long
ABS-MBS
USGSE
US
N
2
2031-12-15
Floating
5.75299080
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAR6
400000.00000000
PA
USD
393472.58000000
0.018756756811
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.14700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-28, Class PK
31392CA46
106573.31000000
PA
USD
108491.00000000
0.005171743614
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406H3D7
118721.01000000
PA
USD
119972.83000000
0.005719080084
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
6.67000080
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCZ2
609000.00000000
PA
USD
444468.18000000
0.021187706555
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd.
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAE0
1044835.00000000
PA
USD
819944.71000000
0.039086595370
Long
DBT
CORP
JE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
939000.00000000
PA
USD
905723.76000000
0.043175665009
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.29200000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJE0
3685000.00000000
PA
USD
2537460.89000000
0.120960237766
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67600000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CV9
815000.00000000
PA
USD
682772.75000000
0.032547636302
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
2.20600080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-71, Class HJ
31398TDU2
125611.92000000
PA
USD
127008.61000000
0.006054474267
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
5.50000000
N
N
N
N
N
N
Mid-Atlantic Interstate Transmission LLC
N/A
Mid-Atlantic Interstate Transmission LLC
59524QAA3
315000.00000000
PA
USD
298385.08000000
0.014223955279
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CYH0
2634.79000000
PA
USD
2666.92000000
0.000127131526
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
197873.46000000
PA
USD
171487.19000000
0.008174759011
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
0.54287280
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAE0
980000.00000000
PA
USD
960691.80000000
0.045795980149
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.31900000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2018-1, Class AA
11042TAA1
422535.69000000
PA
USD
392700.99000000
0.018719975274
Long
ABS-O
CORP
US
Y
2
2031-09-20
Fixed
3.80000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91086QBF4
2113000.00000000
PA
USD
1704557.10000000
0.081255885722
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
4.60000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust, Series 2007-A3, Class A3
17305EDT9
800000.00000000
PA
USD
860654.80000000
0.041027236972
Long
ABS-O
CORP
US
N
2
2039-06-15
Fixed
6.15000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132FCFU4
1989463.64000000
PA
USD
1874201.06000000
0.089342778339
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-6, Class 2A9
92922FY93
659391.40850000
PA
USD
550514.61000000
0.026242918021
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYA6
2900000.00000000
PA
USD
2600261.89000000
0.123953948495
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.43100000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1671, Class QC
3133T36V5
733.86000000
PA
USD
735.62000000
0.000035066853
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Floating
10.00000080
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
945000.00000000
PA
USD
886893.54000000
0.042278032301
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CM7
635000.00000000
PA
USD
377136.96000000
0.017978041171
Long
DBT
CORP
US
Y
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
8800000.00000000
PA
USD
5090250.00000000
0.242651168621
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2019-2, Class D
21872GAL9
2000000.00000000
PA
USD
1775043.40000000
0.084615953119
Long
ABS-O
CORP
US
Y
2
2052-06-15
Fixed
4.21900000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2002-QS16, Class A3
76110GW49
362.28000000
PA
USD
188.39000000
0.000008980512
Long
ABS-MBS
CORP
US
N
3
2017-10-25
Floating
5.27028480
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1760, Class ZD
3133T5X32
3506.89600000
PA
USD
3495.17000000
0.000166614033
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Floating
3.30999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-1, Class BI
31396YCX8
147001.60000000
PA
USD
9424.17000000
0.000449248241
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
0.50793840
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBU2
1070000.00000000
PA
USD
1066167.86000000
0.050824002195
Long
DBT
CORP
NZ
Y
2
2028-08-14
Fixed
5.35500000
N
N
N
N
N
N
Jefferies Financial Group, Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
472319AE2
749000.00000000
PA
USD
765014.68000000
0.036468092159
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QAU0
317000.00000000
PA
USD
300906.38000000
0.014344145130
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
5.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2596, Class QG
31393NXU8
89933.98000000
PA
USD
90222.29000000
0.004300877973
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Fixed
6.00000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
405000.00000000
PA
USD
419793.84000000
0.020011485851
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2011-22, Class WA
38377QRC3
232956.78000000
PA
USD
234549.32000000
0.011180917754
Long
ABS-MBS
USGA
US
N
2
2037-02-20
Variable
5.86679040
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAP2
1280000.00000000
PA
USD
1288286.02000000
0.061412329113
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
5.25000000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAH3
2583000.00000000
PA
USD
2472213.79000000
0.117849921953
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2353, Class AZ
3133TUYS1
130388.20000000
PA
USD
129659.63000000
0.006180847844
Long
ABS-MBS
USGSE
US
N
2
2031-09-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 3A
31393LFM0
229793.55000000
PA
USD
236528.94000000
0.011275285831
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
7.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2005-1, Class 2A1A
17307GPS1
142677.52430000
PA
USD
119521.42000000
0.005697561463
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
3.14005320
N
N
N
N
N
N
Goodgreen
N/A
Goodgreen, Series 2019-2A, Class A
38218EAA5
1328608.98000000
PA
USD
1104314.54000000
0.052642446570
Long
ABS-O
CORP
KY
Y
3
2055-04-15
Fixed
2.76000000
N
Y
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAG6
820000.00000000
PA
USD
773010.49000000
0.036849250774
Long
DBT
CORP
KY
Y
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2005-4F, Class AP
36242DY56
2.03000000
PA
USD
2.03000000
0.000000096769
Long
ABS-MBS
CORP
US
N
2
2035-05-25
None
0.00000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AK5
533000.00000000
PA
USD
514867.34000000
0.024543620006
Long
DBT
NUSS
CO
N
2
2025-01-16
Fixed
4.12500000
N
N
N
N
N
N
RBS Commercial Funding, Inc. Trust
N/A
RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A
74932BAA1
652523.72000000
PA
USD
591783.81000000
0.028210212281
Long
ABS-MBS
CORP
US
Y
2
2031-03-11
Fixed
3.26000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31349UB56
42747.90000000
PA
USD
43422.25000000
0.002069929710
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
5.08600080
N
Y
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179XDD5
9240186.54000000
PA
USD
8607682.93000000
0.410326471605
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2006-1F, Class 2A4
3623417C7
676199.08630000
PA
USD
336448.60000000
0.016038435434
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-22, Class UD
31393ANT0
535294.61000000
PA
USD
508582.18000000
0.024244007724
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
4.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DB2
1470000.00000000
PA
USD
1501604.54000000
0.071581179006
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
5.85000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AD3
575000.00000000
PA
USD
439427.47000000
0.020947416948
Long
DBT
CORP
AU
Y
2
2036-03-03
Variable
3.05200000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
1413000.00000000
PA
USD
1078465.83000000
0.051410243891
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-44, Class GO
31395NBG1
169593.43000000
PA
USD
142552.30000000
0.006795438767
Long
ABS-MBS
USGSE
US
N
2
2036-06-25
None
0.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
1510000.00000000
PA
USD
1256029.61000000
0.059874672695
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2552, Class ME
31393HXK3
154865.68000000
PA
USD
157140.47000000
0.007490853825
Long
ABS-MBS
USGSE
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L92X9
8000000.00000000
PA
USD
7159326.80000000
0.341283633331
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.92000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440BP8
379000.00000000
PA
USD
287583.68000000
0.013709054767
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
3.95000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
1780000.00000000
PA
USD
1614937.38000000
0.076983732136
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-8, Class 2A1
12669FZW6
2321.15350000
PA
USD
1368.42000000
0.000065232299
Long
ABS-MBS
CORP
US
N
3
2019-06-25
Fixed
4.50000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBL1
300000.00000000
PA
USD
287563.23000000
0.013708079919
Long
DBT
CORP
US
N
2
2032-05-09
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L5RM4
1575619.92000000
PA
USD
1535123.37000000
0.073179014725
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.97000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BG4
219000.00000000
PA
USD
212899.69000000
0.010148884352
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-53, Class CI
31397LC23
86686.16000000
PA
USD
7834.23000000
0.000373456129
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
1.79794080
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
520000.00000000
PA
USD
428518.97000000
0.020427411000
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAE2
2080000.00000000
PA
USD
1813080.17000000
0.086429158107
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-34, Class ED
31393CDP5
419146.14000000
PA
USD
422462.05000000
0.020138678872
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
759.00000000
NC
USD
441153.68000000
0.021029705023
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 5 Year Note
2023-12-29
81177421.88000000
USD
441153.68000000
N
N
N
Credit Suisse ABS Trust
N/A
Credit Suisse ABS Trust, Series 2020-AT1, Class A
22551XAA2
577213.03000000
PA
USD
566930.56000000
0.027025462975
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
2.61000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-79, Class OK
38376CXX2
67535.60000000
PA
USD
57163.25000000
0.002724960348
Long
ABS-MBS
USGA
US
N
2
2037-11-16
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3194, Class SA
31396UD64
19440.96980000
PA
USD
2167.10000000
0.000103305210
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Floating
1.79700840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 351, Class 7
3136FCHW9
92365.39000000
PA
USD
11362.48000000
0.000541647080
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Variable
5.00000040
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBD7
1130000.00000000
PA
USD
1044290.87000000
0.049781130590
Long
DBT
CORP
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QRRS4
2768509.68000000
PA
USD
2684429.74000000
0.127966212561
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2224, Class CB
3133TNK45
10656.07000000
PA
USD
11174.95000000
0.000532707563
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
123262.22000000
PA
USD
36.72000000
0.000001750434
Long
ABS-MBS
USGA
US
N
2
2039-02-16
Floating
0.67290840
N
N
N
N
N
N
Bridge Trust
N/A
Bridge Trust, Series 2022-SFR1, Class A
10805VAA5
3000000.00000000
PA
USD
2808321.30000000
0.133872097698
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
3.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EWE5
347823.62000000
PA
USD
365288.95000000
0.017413248976
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
427957.59000000
PA
USD
354361.81000000
0.016892354464
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
20488.63000000
PA
USD
18385.83000000
0.000876448727
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Floating
0.76785120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31391REW8
6025.85000000
PA
USD
6046.40000000
0.000288230642
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-33, Class TI
38374UJV4
67554.25000000
PA
USD
9076.74000000
0.000432686325
Long
ABS-MBS
USGA
US
N
2
2039-05-20
Fixed
6.00000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-3, Class AA
023771R91
154101.54000000
PA
USD
137380.78000000
0.006548913474
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEUY1
9000000.00000000
PA
USD
7200377.55000000
0.343240514124
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
2.16000000
N
N
N
N
N
N
Mylan, Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BC0
520000.00000000
PA
USD
431785.01000000
0.020583102454
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
5.40000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
505000.00000000
PA
USD
392293.53000000
0.018700551740
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
2521502.55230000
PA
USD
2186646.00000000
0.104236964247
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
941.76000000
PA
USD
950.51000000
0.000045310615
Long
ABS-MBS
USGA
US
N
2
2026-08-20
Fixed
8.00000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAM6
129000.00000000
PA
USD
109194.24000000
0.005205266920
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
169.00000000
NC
USD
162043.46000000
0.007724578348
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Ultra Note
2023-12-19
19617203.13000000
USD
162043.46000000
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2H7
278000.00000000
PA
USD
255159.52000000
0.012163401741
Long
DBT
NUSS
SA
Y
2
2025-11-24
Fixed
1.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3618BDHW8
1494366.56000000
PA
USD
1499452.67000000
0.071478599807
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
6.00000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU
35563P7E3
3312973.55180000
PA
USD
2804791.57000000
0.133703836196
Long
ABS-MBS
USGSE
US
N
2
2061-11-25
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QEB76
4319213.70000000
PA
USD
3634752.92000000
0.173267922732
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
nVent Finance SARL
549300KO1OQ4MVFB6X02
nVent Finance SARL
67078AAD5
450000.00000000
PA
USD
425677.37000000
0.020291952514
Long
DBT
CORP
LU
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L8AZ7
3186571.56000000
PA
USD
3016586.54000000
0.143800058774
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.11000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-25, Class SE
38374XSE6
90972.42000000
PA
USD
3500.22000000
0.000166854766
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Floating
2.17154160
N
N
N
N
N
N
Southern California Gas Co.
XY0N0J73VHV5F4CUJV89
Southern California Gas Co.
842434CX8
1370000.00000000
PA
USD
1469517.12000000
0.070051578307
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
6.35000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2004-7, Class 1A1
45254NKF3
261371.07000000
PA
USD
255000.20000000
0.012155806989
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
6.16943160
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-26CB, Class A9
02147WAJ8
857863.48290000
PA
USD
466836.27000000
0.022253988796
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
1173600.00000000
PA
USD
951120.28000000
0.045339707763
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2325, Class PM
3133TU3J5
24009.79000000
PA
USD
24943.59000000
0.001189055795
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3549, Class FA
31398EP99
8740.34000000
PA
USD
8686.84000000
0.000414099872
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Floating
6.50298960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617VUD53
2655955.43060000
PA
USD
2745976.92000000
0.130900153950
Long
ABS-MBS
USGA
US
N
2
2071-08-20
Variable
6.91200000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1998-1, Class 2E
911760LH7
156150.94000000
PA
USD
155698.77000000
0.007422128283
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31403QVP2
30164.58000000
PA
USD
29807.89000000
0.001420935974
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 3A18
225458QQ4
467188.46000000
PA
USD
452994.20000000
0.021594140171
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XJWF6
4711067.80000000
PA
USD
4065578.21000000
0.193805275532
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2040, Class PE
3133TD3W4
27604.95000000
PA
USD
28156.62000000
0.001342220273
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.50000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAT9
710000.00000000
PA
USD
709988.38000000
0.033844999776
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BA9
690000.00000000
PA
USD
535870.68000000
0.025544844896
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Advocate Health & Hospitals Corp.
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp., Series 2020
007589AD6
710000.00000000
PA
USD
588429.36000000
0.028050306341
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.21100000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DR8
1535000.00000000
PA
USD
1527018.61000000
0.072792662486
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401A3J4
50912.02000000
PA
USD
52210.57000000
0.002488867113
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
500000.00000000
PA
USD
465438.50000000
0.022187357388
Long
DBT
CORP
FR
Y
2
2026-06-16
Variable
1.90699920
N
N
N
N
N
N
MASTR Asset Securitization Trust
N/A
MASTR Asset Securitization Trust, Series 2004-1, Class 30PO
55265K6X2
6971.68010000
PA
USD
4173.48000000
0.000198948931
Long
ABS-MBS
CORP
US
N
2
2034-02-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2462, Class JG
31392MQP0
67214.13000000
PA
USD
68678.08000000
0.003273869922
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGT1
300000.00000000
PA
USD
237805.82000000
0.011336154437
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2169, Class TB
3133TL5G9
76886.13000000
PA
USD
78524.59000000
0.003743251024
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.00000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAN2
1215000.00000000
PA
USD
948119.30000000
0.045196651664
Long
DBT
CORP
US
N
2
2045-03-06
Fixed
3.56700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3171, Class MO
31396TUG6
15954.35000000
PA
USD
14082.87000000
0.000671327511
Long
ABS-MBS
USGSE
US
N
2
2036-06-15
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-28, Class BO
38375J8N8
45490.27000000
PA
USD
38790.06000000
0.001849114167
Long
ABS-MBS
USGA
US
N
2
2037-05-20
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-12, Class SP
38373SNF0
65915.90000000
PA
USD
797.21000000
0.000038002836
Long
ABS-MBS
USGA
US
N
2
2033-02-20
Floating
2.27153880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31410DVM9
13499.64000000
PA
USD
13388.51000000
0.000638227512
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H31, Class FD
38375BD74
523705.18000000
PA
USD
519587.91000000
0.024768648605
Long
ABS-MBS
USGA
US
N
2
2062-12-20
Floating
5.59526040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405YX48
63968.96000000
PA
USD
62985.00000000
0.003002481971
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
4.02199920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2
31393XGQ4
101391.75000000
PA
USD
104163.23000000
0.004965439710
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2011-75, Class SM
38377WFA7
380394.79000000
PA
USD
18035.43000000
0.000859745231
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
1.17154080
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBK5
324000.00000000
PA
USD
196106.67000000
0.009348364549
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617KQEA2
635018.57000000
PA
USD
641176.22000000
0.030564738288
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
5.00000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2021-SFR1, Class D
33767WAG8
4000000.00000000
PA
USD
3474589.60000000
0.165632970270
Long
ABS-O
CORP
US
Y
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2003-QS12, Class A5
76110HDW6
12.59000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
3
2018-06-25
Fixed
5.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAK7
375000.00000000
PA
USD
329344.37000000
0.015699778254
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138EPR30
1740289.86000000
PA
USD
1690968.32000000
0.080608111379
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Variable
3.80999880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2412, Class SP
31339DW95
49898.94000000
PA
USD
51891.17000000
0.002473641381
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
5.49402120
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2L4
239000.00000000
PA
USD
226175.41000000
0.010781735189
Long
DBT
CORP
US
Y
2
2025-01-14
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3134
31396J5T8
22823.21000000
PA
USD
19645.28000000
0.000936486449
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-10, Class XI
31396YKW1
133601.23000000
PA
USD
9729.99000000
0.000463826618
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
0.82793880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 374, Class 5
3136FCZ82
63833.72000000
PA
USD
11426.62000000
0.000544704620
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
5.50000000
N
N
N
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836BZ0
1109000.00000000
PA
USD
1095883.44000000
0.052240537771
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-90, Class SI
38374JXC5
300740.41000000
PA
USD
12932.17000000
0.000616473879
Long
ABS-MBS
USGA
US
N
2
2034-10-20
Floating
0.67154040
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2S0
1305000.00000000
PA
USD
1307880.11000000
0.062346375346
Long
DBT
CORP
CA
N
2
2026-07-17
Fixed
5.53200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M10, Class A2
3136B2HA3
3335000.00000000
PA
USD
3145403.25000000
0.149940724797
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.46927680
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2L4
1718000.00000000
PA
USD
1751588.05000000
0.083497841417
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
CFIN Issuer LLC
N/A
CFIN Issuer LLC, Series 2022-RTL1, Class AA
12531CAA4
3844058.14000000
PA
USD
3583431.00000000
0.170821417381
Long
ABS-O
CORP
US
Y
3
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-64, Class DM
31398RM85
68210.47000000
PA
USD
67397.69000000
0.003212833994
Long
ABS-MBS
USGSE
US
N
2
2040-06-25
Fixed
5.00000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2022-3FP, Class B
35634EAB5
2654172.62000000
PA
USD
2648607.35000000
0.126258566612
Long
ABS-O
CORP
US
Y
2
2029-08-20
Fixed
5.79000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3064, Class MC
31396ER57
3061454.74000000
PA
USD
3017854.42000000
0.143860498353
Long
ABS-MBS
USGSE
US
N
2
2035-11-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2313, Class LA
3133TTK67
15550.24000000
PA
USD
15761.98000000
0.000751370338
Long
ABS-MBS
USGSE
US
N
2
2031-05-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617XW7K1
1255180.67000000
PA
USD
1103334.31000000
0.052595719208
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDW8
3850000.00000000
PA
USD
3385292.99000000
0.161376219272
Long
DBT
UST
US
N
2
2029-01-31
Fixed
1.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2015-M10, Class A2
3136AN6U6
5691038.67000000
PA
USD
5373460.50000000
0.256151754799
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Variable
3.09200040
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1996-1, Class 1Z
92260MAH6
75693.14000000
PA
USD
76334.99000000
0.003638873243
Long
ABS-MBS
USGSE
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140N4C54
1883038.40000000
PA
USD
1827759.89000000
0.087128937334
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3233, Class OP
31397BYN5
31521.14000000
PA
USD
26414.23000000
0.001259160901
Long
ABS-MBS
USGSE
US
N
2
2036-05-15
None
0.00000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
700000.00000000
PA
USD
547883.91000000
0.026117513094
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CPT4
913.39000000
PA
USD
918.99000000
0.000043808063
Long
ABS-MBS
USGA
US
N
2
2026-06-20
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-72, Class SX
31392BJG2
3215.86000000
PA
USD
3304.22000000
0.000157511486
Long
ABS-MBS
USGSE
US
N
2
2031-12-25
Floating
4.88561040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-40, Class SB
38375KA77
405436.29000000
PA
USD
17731.55000000
0.000845259334
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Floating
1.32153840
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities Corp.
N/A
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-1, Class DB1
2254W0GJ8
175057.64000000
PA
USD
170791.14000000
0.008141578451
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Variable
6.65472240
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
1565000.00000000
PA
USD
1308967.27000000
0.062398200039
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LJZP8
3050000.00000000
PA
USD
2680666.93000000
0.127786840184
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.14000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617K1Y72
1506749.31000000
PA
USD
1426734.31000000
0.068012130570
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C5G4
858.06000000
PA
USD
855.80000000
0.000040795809
Long
ABS-MBS
USGA
US
N
2
2028-09-20
Fixed
8.00000000
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345MAC1
900000.00000000
PA
USD
787454.23000000
0.037537780884
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
4.30000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-3A, Class A
224936AA2
2500000.00000000
PA
USD
2504636.75000000
0.119395517776
Long
ABS-O
CORP
US
Y
2
2033-08-15
Fixed
6.39000000
N
N
N
N
N
N
Phillips 66 Co.
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co.
718547AK8
985000.00000000
PA
USD
867984.30000000
0.041376632727
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-17, Class JO
38375JTE5
45044.52000000
PA
USD
37129.27000000
0.001769944650
Long
ABS-MBS
USGA
US
N
2
2037-04-16
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-48, Class GH
31392DS45
163521.55000000
PA
USD
167761.57000000
0.007997159473
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Fixed
6.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CH6
320000.00000000
PA
USD
301412.74000000
0.014368283207
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
71329.20460000
PA
USD
72091.77000000
0.003436599820
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140K22K9
1979007.32000000
PA
USD
1728753.39000000
0.082409317880
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXC59
981972.22000000
PA
USD
882618.05000000
0.042074220574
Long
ABS-MBS
USGSE
US
N
2
2056-05-01
Fixed
3.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAP6
769000.00000000
PA
USD
746503.98000000
0.035585690904
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.15000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBQ7
1452000.00000000
PA
USD
1431928.79000000
0.068259750361
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
1.00700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617KQD88
875604.78000000
PA
USD
875229.24000000
0.041721997524
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
5.00000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2003-3, Class 1A1
576434DT8
78200.38000000
PA
USD
79050.50000000
0.003768321046
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
6.50000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BK5
200000.00000000
PA
USD
182113.04000000
0.008681291091
Long
DBT
CORP
GB
Y
2
2033-03-15
Variable
4.86600120
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAW5
690000.00000000
PA
USD
597927.90000000
0.028503099786
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2005-8, Class 30PO
05946X3C5
33182.17280000
PA
USD
21262.57000000
0.001013582330
Long
ABS-MBS
CORP
US
N
2
2036-01-25
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
13193300.00000000
PA
USD
9087916.04000000
0.433219085003
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2000-52
31358SU66
6137.65000000
PA
USD
750.76000000
0.000035788574
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
8.50000000
N
N
N
N
N
N
Thornburg Mortgage Securities Trust
N/A
Thornburg Mortgage Securities Trust, Series 2003-4, Class A1
885220DW0
66691.61000000
PA
USD
62588.00000000
0.002983557063
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Floating
6.06943080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-84, Class XM
31394FN50
460280.59000000
PA
USD
457863.20000000
0.021826244398
Long
ABS-MBS
USGSE
US
N
2
2035-10-25
Fixed
5.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3138
31396N7B6
107401.14000000
PA
USD
89070.99000000
0.004245995739
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418A3V8
1297522.83000000
PA
USD
1254864.16000000
0.059819115934
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
251566AA3
335000.00000000
PA
USD
244132.66000000
0.011637753597
Long
DBT
CORP
DE
Y
2
2050-01-21
Fixed
3.62500000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2005-7, Class 30PO
05946XV83
60679.58080000
PA
USD
59701.44000000
0.002845955342
Long
ABS-MBS
CORP
US
N
2
2035-11-25
None
0.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
1260000.00000000
PA
USD
1140314.88000000
0.054358575360
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
City of Los Angeles Department of Airports, Federally Taxable Build America Bonds Direct Payment to Issuer, Series 2009C
544435C32
400000.00000000
PA
USD
435406.92000000
0.020755758158
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
6.58200000
N
N
N
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949AB6
577000.00000000
PA
USD
579817.68000000
0.027639789330
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31406UL48
38842.42000000
PA
USD
38816.00000000
0.001850350721
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.00000000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAN4
450000.00000000
PA
USD
453277.85000000
0.021607661708
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
5.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAL5
4690000.00000000
PA
USD
3997858.62000000
0.190577096631
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
264.47000000
PA
USD
265.51000000
0.000012656806
Long
ABS-MBS
USGA
US
N
2
2025-12-20
Fixed
8.00000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EY5
882000.00000000
PA
USD
575891.86000000
0.027452646300
Long
DBT
CORP
AU
N
2
2041-11-18
Fixed
3.13300000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2021-2A, Class C
22537CAE9
7280000.00000000
PA
USD
6855021.26000000
0.326777450943
Long
ABS-O
CORP
US
Y
2
2030-06-17
Fixed
1.64000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-72, Class IE
31393DXG1
169572.37000000
PA
USD
24806.52000000
0.001182521696
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QK7
21115000.00000000
PA
USD
20043578.66000000
0.955473264615
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.87500000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
400000.00000000
PA
USD
323659.86000000
0.015428798834
Long
DBT
CORP
US
Y
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
SITE Centers Corp.
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp.
23317HAF9
330000.00000000
PA
USD
309881.07000000
0.014771966753
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H03, Class FA
38375BF64
457.36000000
PA
USD
452.67000000
0.000021578685
Long
ABS-MBS
USGA
US
N
2
2060-08-20
Floating
5.55526080
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-1CB, Class 1A6
12667F2M6
339449.94000000
PA
USD
19477.54000000
0.000928490318
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
1.67056920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3511, Class SA
31397YVF5
132258.14000000
PA
USD
7238.29000000
0.000345047792
Long
ABS-MBS
USGSE
US
N
2
2039-02-15
Floating
0.69701040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138EGBP8
147336.78000000
PA
USD
150600.12000000
0.007179076688
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 233, Class 13
31282YDY2
241839.75000000
PA
USD
41496.03000000
0.001978107199
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-41, Class 3A
31392MEN8
196857.77190000
PA
USD
184670.70000000
0.008803214216
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Variable
4.34951640
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617LNSC9
3168126.97000000
PA
USD
2785617.87000000
0.132789829868
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.00000000
N
N
N
N
N
N
Nevada Power Co.
MJZFGXRJ52U8U4MKJ519
Nevada Power Co., Series N
641423BP2
100000.00000000
PA
USD
105967.16000000
0.005051432681
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65000000
N
N
N
N
N
N
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
92940PAE4
170000.00000000
PA
USD
157738.87000000
0.007519379429
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 233, Class 11
31282YDW6
166064.20000000
PA
USD
31865.85000000
0.001519038503
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Fixed
5.00000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAA6
335000.00000000
PA
USD
300711.40000000
0.014334850474
Long
DBT
CORP
NO
Y
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
CRH America, Inc.
549300RN11MJ182CNF63
CRH America, Inc.
12626PAN3
893000.00000000
PA
USD
794650.56000000
0.037880828452
Long
DBT
CORP
US
Y
2
2045-05-18
Fixed
5.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31287UNA6
13848.14000000
PA
USD
13925.47000000
0.000663824285
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TA6
980000.00000000
PA
USD
658475.78000000
0.031389404749
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AL9
828000.00000000
PA
USD
693302.06000000
0.033049566340
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class A2
3136BCGS3
1312552.41000000
PA
USD
1159840.74000000
0.055289369083
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
1.20000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
Kingdom of Saudi Arabia
80413TAV1
622000.00000000
PA
USD
492275.68000000
0.023466680229
Long
DBT
NUSS
SA
Y
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617FGMN3
1861798.58000000
PA
USD
1816207.10000000
0.086578218215
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
5.00000000
N
N
N
N
N
N
FMR LLC
6X064LF7Y6B4DKF2GZ26
FMR LLC
30251BAB4
500000.00000000
PA
USD
509445.51000000
0.024285162487
Long
DBT
CORP
US
Y
2
2039-11-15
Fixed
6.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371HDQ8
7093.30000000
PA
USD
7111.51000000
0.000339004216
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
6.00000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class A
78449RAA3
3935000.00000000
PA
USD
3155095.99000000
0.150402775715
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
133908.47000000
PA
USD
133569.44000000
0.006367227681
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAX3
655000.00000000
PA
USD
532276.76000000
0.025373523470
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXQS4
2686063.85000000
PA
USD
2400792.61000000
0.114445289020
Long
ABS-MBS
USGSE
US
N
2
2060-03-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QDEX8
4717486.61000000
PA
USD
4119828.04000000
0.196391353749
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEBF3
3880000.00000000
PA
USD
3092898.47000000
0.147437832753
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
1.73000000
N
N
N
N
N
N
Academic Loan Funding Trust
N/A
Academic Loan Funding Trust, Series 2013-1A, Class A
00389VAA0
532202.76000000
PA
USD
513529.47000000
0.024479844018
Long
ABS-O
CORP
US
Y
2
2044-12-26
Floating
6.20205840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGRH7
2000000.00000000
PA
USD
1804270.06000000
0.086009181978
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.51000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York and New Jersey, Consolidated, Series 165
73358WCX0
440000.00000000
PA
USD
460364.34000000
0.021945473226
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.64700000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAT7
640000.00000000
PA
USD
480057.27000000
0.022884231142
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2003-F, Class A1
5899292M9
211832.10000000
PA
USD
197631.60000000
0.009421057648
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
6.06943080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2002-T19, Class A2
31392GVR3
353456.03000000
PA
USD
365873.47000000
0.017441112924
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Fixed
7.00000000
N
N
N
N
N
N
HERO Funding
549300Z5C0ID42MSJA91
HERO Funding, Series 2017-3A, Class A2
42771AAB2
749243.80000000
PA
USD
656105.53000000
0.031276415420
Long
ABS-O
CORP
KY
Y
3
2048-09-20
Fixed
3.95000000
N
Y
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
415000.00000000
PA
USD
247741.28000000
0.011809775768
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BQ7
525000.00000000
PA
USD
356945.27000000
0.017015507470
Long
DBT
CORP
AU
Y
2
2041-03-11
Fixed
3.30500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust, Series 2019-1A, Class B
68267EAB0
3880000.00000000
PA
USD
3669437.06000000
0.174921308539
Long
ABS-O
CORP
US
Y
2
2028-11-14
Fixed
3.95000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAP3
2205000.00000000
PA
USD
1976640.03000000
0.094226022930
Long
DBT
CORP
FR
Y
2
2026-01-20
Fixed
1.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
1040000.00000000
PA
USD
839800.00000000
0.040033092953
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-130, Class CA
3136A2B85
411168.24000000
PA
USD
415336.17000000
0.019798989641
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
6.00000000
N
N
N
N
N
N
PG&E Recovery Funding LLC
N/A
PG&E Recovery Funding LLC, Series A-3
71710TAF5
1360000.00000000
PA
USD
1363491.60000000
0.064997363615
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.53600000
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
1830000.00000000
PA
USD
1462909.78000000
0.069736607770
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1865, Class D
3133T7HX0
2020.71480000
PA
USD
2003.36000000
0.000095499758
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
None
0.00000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DD7
125000.00000000
PA
USD
101812.43000000
0.004853377559
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.10000000
N
N
N
N
N
N
MASTR Asset Securitization Trust
N/A
MASTR Asset Securitization Trust, Series 2004-6, Class 15PO
57643MDJ0
126.77000000
PA
USD
126.05000000
0.000006008777
Long
ABS-MBS
CORP
US
N
3
2019-07-25
None
0.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAL1
554000.00000000
PA
USD
519010.30000000
0.024741114055
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128NHY72
49017.50000000
PA
USD
49566.35000000
0.002362817691
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
4.98600000
N
Y
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EM8
450000.00000000
PA
USD
288447.91000000
0.013750252433
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1999-18, Class Z
31359VRN5
12247.56000000
PA
USD
12110.45000000
0.000577302656
Long
ABS-MBS
USGSE
US
N
2
2029-04-18
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2001-35, Class SA
38373RTZ2
43038.38000000
PA
USD
6.40000000
0.000000305086
Long
ABS-MBS
USGA
US
N
2
2031-08-16
Floating
2.82291120
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFB2
7950000.00000000
PA
USD
7483869.16000000
0.356754500758
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140N1PJ6
2491863.24000000
PA
USD
2418712.15000000
0.115299509799
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2990, Class UZ
31395V4P1
923243.01350000
PA
USD
917825.24000000
0.043752540067
Long
ABS-MBS
USGSE
US
N
2
2035-06-15
Fixed
5.75000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2022-SFR2, Class E1
33767PAJ7
3700000.00000000
PA
USD
3315067.17000000
0.158028568903
Long
ABS-O
CORP
US
Y
2
2039-07-17
Fixed
4.50000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1994-1, Class 1
911760DD5
4927.66000000
PA
USD
4889.62000000
0.000233087177
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Variable
4.43265480
N
N
N
N
N
N
ACC
N/A
ACC Frn
N/A
3542831.55000000
PA
USD
2834265.24000000
0.135108839972
Long
ABS-MBS
CORP
US
N
3
2025-06-15
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-205, Class H
31359EK34
12.50800000
PA
USD
12.49000000
0.000000595395
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
None
0.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-64CB, Class 1A9
12668AZU2
289252.67000000
PA
USD
249029.80000000
0.011871199251
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-2, Class AA
90932JAA0
1128722.64000000
PA
USD
950817.44000000
0.045325271442
Long
ABS-O
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHVU1
4000000.00000000
PA
USD
3902642.92000000
0.186038183831
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.51000000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class D
55348UAQ1
2685000.00000000
PA
USD
2174488.06000000
0.103657397753
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A
62955MAB2
4077407.12000000
PA
USD
3636738.90000000
0.173362593989
Long
ABS-O
CORP
US
Y
2
2026-07-25
Fixed
3.10400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXTQ5
3830213.18000000
PA
USD
3784919.19000000
0.180426317880
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
5.00000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2023-2A, Class D
959926AG1
3047000.00000000
PA
USD
3042193.97000000
0.145020759686
Long
ABS-O
CORP
US
Y
2
2028-11-15
Fixed
7.01000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
650000.00000000
PA
USD
591768.89000000
0.028209501048
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2209, Class TC
3133TNCF9
21020.87000000
PA
USD
21975.28000000
0.001047557069
Long
ABS-MBS
USGSE
US
N
2
2030-01-15
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296SLS3
51746.54000000
PA
USD
52656.43000000
0.002510121167
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-33, Class IA
31393BFR1
159445.00000000
PA
USD
28513.60000000
0.001359237436
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.50000000
N
N
N
N
N
N
Consumer Receivables Asset Investment Trust
N/A
Consumer Receivables Asset Investment Trust, Series 2021-1, Class A1X
21056K104
622273.67100000
PA
USD
623622.32000000
0.029727947493
Long
ABS-O
CORP
US
Y
2
2024-12-15
Floating
9.11457000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-44, Class MY
3139205U0
108930.40000000
PA
USD
113115.06000000
0.005392171602
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
7.00000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAM4
765000.00000000
PA
USD
717565.46000000
0.034206197619
Long
DBT
CORP
US
N
2
2034-01-26
Variable
5.12200080
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
378000.00000000
PA
USD
325726.41000000
0.015527310846
Long
DBT
CORP
US
Y
2
2027-11-24
Fixed
1.62500000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust, Series 2019-1A, Class A
252722AA1
896529.18000000
PA
USD
850244.79000000
0.040530993940
Long
ABS-O
CORP
US
Y
2
2032-02-20
Fixed
2.89000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR3, Class C
02665XAC3
500000.00000000
PA
USD
488048.10000000
0.023265152361
Long
ABS-O
CORP
US
Y
2
2036-12-17
Fixed
4.59600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFT53
2993500.00000000
PA
USD
2528417.87000000
0.120529158866
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
2.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617FRAU6
3750094.73000000
PA
USD
3899947.02000000
0.185909670834
Long
ABS-MBS
USGA
US
N
2
2072-07-20
Variable
7.07699880
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BG4
380000.00000000
PA
USD
377250.54000000
0.017983455506
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
4.75000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class A
12327BAA4
2103778.96000000
PA
USD
1903941.00000000
0.090760475150
Long
ABS-O
CORP
US
Y
3
2036-04-15
Fixed
2.16200000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A
433674AA6
856677.08000000
PA
USD
798795.61000000
0.038078422131
Long
ABS-O
CORP
US
Y
2
2025-12-25
Fixed
3.84400000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
1820000.00000000
PA
USD
1789461.97000000
0.085303283379
Long
DBT
CORP
US
N
2
2034-07-21
Variable
5.42400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36202SBN7
23310.86000000
PA
USD
23632.95000000
0.001126577856
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.50000000
N
N
N
N
N
N
TSMC Global Ltd.
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AN5
595000.00000000
PA
USD
578869.55000000
0.027594592168
Long
DBT
CORP
VG
Y
2
2032-07-22
Fixed
4.62500000
N
N
N
N
N
N
Citigroup Global Markets Mortgage Securities VII, Inc.
549300VB2N1G56GWKB41
Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A
79549AYG8
10670.18000000
PA
USD
10580.31000000
0.000504361197
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
4.24000080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2450, Class GZ
31392KPH3
43277.49000000
PA
USD
45282.41000000
0.002158603153
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
7.00000000
N
N
N
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BQ2
475000.00000000
PA
USD
446135.70000000
0.021267196889
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.00000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6
92922FBV9
358997.96000000
PA
USD
331341.91000000
0.015795000574
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
4.85456040
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAJ2
235000.00000000
PA
USD
224042.53000000
0.010680061239
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.75000000
N
N
N
N
N
N
PNMAC GMSR Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST, Series 2022-GT1, Class A
69354WAF3
3450000.00000000
PA
USD
3437056.98000000
0.163843798009
Long
ABS-O
CORP
US
Y
2
2027-05-25
Floating
9.53758080
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NBK6
1000000.00000000
PA
USD
987318.32000000
0.047065260871
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-33, Class CI
38374UKD2
64454.78000000
PA
USD
6756.61000000
0.000322086206
Long
ABS-MBS
USGA
US
N
2
2039-05-20
Fixed
5.50000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBS8
2160000.00000000
PA
USD
2165116.85000000
0.103210674103
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QSZC3
9770.08000000
PA
USD
9606.60000000
0.000457944642
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
3.84500160
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J2H58
4441216.48000000
PA
USD
3572025.74000000
0.170277730987
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
1.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201SRB7
11052.14000000
PA
USD
11199.76000000
0.000533890251
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-42, Class SB
38375KYH9
235484.52000000
PA
USD
9698.38000000
0.000462319776
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Floating
1.32153840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DYY1
48863.74000000
PA
USD
47836.87000000
0.002280373735
Long
ABS-MBS
USGA
US
N
2
2033-08-20
Fixed
4.50000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1
576433UE4
67841.98000000
PA
USD
64292.36000000
0.003064803553
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Variable
4.70751480
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-27, Class SN
31396Y4G4
70035.76000000
PA
USD
6400.54000000
0.000305112422
Long
ABS-MBS
USGSE
US
N
2
2038-04-25
Floating
1.49793840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-40, Class SA
38375QKS7
1147679.68000000
PA
USD
55252.17000000
0.002633859558
Long
ABS-MBS
USGA
US
N
2
2038-05-16
Floating
0.97291080
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAN2
720000.00000000
PA
USD
719496.73000000
0.034298260862
Long
DBT
CORP
US
N
2
2027-06-08
Variable
6.04700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-14, Class KI
38374XBQ7
129630.20000000
PA
USD
14226.63000000
0.000678180520
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
6.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAQ6
719000.00000000
PA
USD
593175.32000000
0.028276545276
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700120
N
N
N
N
N
N
Fortis, Inc.
549300MQYQ9Y065XPR71
Fortis, Inc.
349553AM9
500000.00000000
PA
USD
463762.85000000
0.022107479498
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2022-M13, Class A2
3136BNX43
6802000.00000000
PA
USD
5757064.52000000
0.274438079388
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Variable
2.67977520
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAQ0
485000.00000000
PA
USD
380750.76000000
0.018150310273
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-34, Class AX
31393CDE0
96390.55000000
PA
USD
97730.99000000
0.004658816155
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1
466247K51
118060.05000000
PA
USD
118237.84000000
0.005636373469
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
5.59493280
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities Trust
N/A
First Horizon Alternative Mortgage Securities Trust, Series 2004-AA4, Class A1
32051GAA3
82038.45000000
PA
USD
80425.06000000
0.003833846038
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
5.39396280
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAN7
859000.00000000
PA
USD
786210.99000000
0.037478515889
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
665000.00000000
PA
USD
590712.46000000
0.028159141248
Long
DBT
CORP
IT
Y
2
2027-06-03
Variable
1.98200000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2004-1
05946XGF4
58939.02000000
PA
USD
40685.95000000
0.001939490852
Long
ABS-MBS
CORP
US
N
2
2034-03-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-128, Class BP
31396PES6
34088.86000000
PA
USD
33643.93000000
0.001603799210
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2018-160, Class PA
38381AH74
1032065.54000000
PA
USD
985781.12000000
0.046991982863
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PA2
1592000.00000000
PA
USD
1395007.59000000
0.066499724365
Long
DBT
UST
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
N
N
Northwestern Mutual Global Funding
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2D0
795000.00000000
PA
USD
680235.95000000
0.032426707569
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
1.70000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR3, Class A
02665XAA7
2512485.65000000
PA
USD
2446108.79000000
0.116605501983
Long
ABS-O
CORP
US
Y
2
2036-12-17
Fixed
3.67800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-54, Class WA
38378MRL1
972492.30000000
PA
USD
946791.76000000
0.045133368106
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Variable
4.89582000
N
N
N
N
N
N
Bear Stearns Commercial Mortgage Securities Trust
N/A
Bear Stearns Commercial Mortgage Securities Trust, Series 2005-PWR8, Class X1
07383F6S2
3209.01000000
PA
USD
5.15000000
0.000000245499
Long
ABS-MBS
CORP
US
Y
2
2041-06-11
Variable
0.71605080
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAC6
337000.00000000
PA
USD
314844.86000000
0.015008589600
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center, Series 2015
586054AC2
200000.00000000
PA
USD
164800.78000000
0.007856019224
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
4.20000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCZ0
480000.00000000
PA
USD
425963.60000000
0.020305597039
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1695, Class EB
3133T4SX5
987.83000000
PA
USD
984.65000000
0.000046938062
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LS7
6895000.00000000
PA
USD
6561168.30000000
0.312769540890
Long
DBT
UST
US
N
2
2024-08-15
None
0.00000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
304000.00000000
PA
USD
283085.75000000
0.013494639370
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.62500000
N
N
N
N
N
N
Alabama Power Co.
0RL818ELFOHP5JHOFU19
Alabama Power Co.
010392EZ7
239000.00000000
PA
USD
250602.63000000
0.011946175733
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.12500000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
3475000.00000000
PA
USD
3141609.86000000
0.149759894677
Long
DBT
CORP
US
Y
2
2026-11-12
Fixed
2.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-77, Class PC
31396KGX4
234418.15000000
PA
USD
238079.57000000
0.011349204044
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4928, Class PB
3137FPVS1
454311.92000000
PA
USD
398852.88000000
0.019013234603
Long
ABS-MBS
USGSE
US
N
2
2048-09-25
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1709, Class FA
3133T4U79
43.89000000
PA
USD
43.68000000
0.000002082216
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
2.95999920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-42, Class AO
31396VM96
8682.10000000
PA
USD
7443.10000000
0.000354811043
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
None
0.00000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBD9
220000.00000000
PA
USD
205529.88000000
0.009797567028
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.25000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BB4
200000.00000000
PA
USD
190481.48000000
0.009080212901
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2013-1, Class A
009089AA1
459946.10000000
PA
USD
438920.63000000
0.020923255989
Long
ABS-O
CORP
CA
Y
2
2025-05-15
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1642, Class PJ
3133T2DL1
1069.84000000
PA
USD
1066.62000000
0.000050845555
Long
ABS-MBS
USGSE
US
N
2
2023-11-15
Fixed
6.00000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2006-A, Class 3A2
058927AG9
89143.25630000
PA
USD
79635.58000000
0.003796211689
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Variable
4.38751800
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2351, Class PZ
313399HV2
18189.06500000
PA
USD
18328.69000000
0.000873724875
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGK4
1060000.00000000
PA
USD
787121.39000000
0.037521914469
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350BP9
1043000.00000000
PA
USD
783167.33000000
0.037333425244
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.90000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-3, Class CX
9393365L3
582454.13800000
PA
USD
93521.05000000
0.004458129182
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-16, Class IS
31396YTG7
60964.10000000
PA
USD
3501.67000000
0.000166923887
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
0.79794000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967AR2
250000.00000000
PA
USD
263576.80000000
0.012564651744
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31381RTA2
2359017.39000000
PA
USD
2327024.54000000
0.110928780323
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.54000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-65, Class QO
31396KAA0
113944.43000000
PA
USD
96231.23000000
0.004587322905
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
None
0.00000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAF0
513000.00000000
PA
USD
458110.11000000
0.021838014547
Long
DBT
CORP
NL
Y
2
2045-05-27
Fixed
4.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHQ7
38000000.00000000
PA
USD
37777343.56000000
1.800838183242
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SW9
7095000.00000000
PA
USD
4923819.18000000
0.234717445726
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3219, Class DI
31397BF22
76035.48000000
PA
USD
14248.06000000
0.000679202084
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3275, Class FL
31397FDQ2
19214.12000000
PA
USD
18645.91000000
0.000888846687
Long
ABS-MBS
USGSE
US
N
2
2037-02-15
Floating
5.74299000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3074, Class BH
31396FM83
100755.85000000
PA
USD
98615.68000000
0.004700989145
Long
ABS-MBS
USGSE
US
N
2
2035-11-15
Fixed
5.00000000
N
N
N
N
N
N
2023-10-02
JPMorgan Institutional Trust
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer