0001752724-23-237721.txt : 20231026
0001752724-23-237721.hdr.sgml : 20231026
20231026114746
ACCESSION NUMBER: 0001752724-23-237721
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: 231348342
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
0001303608
S000007336
JPMorgan Intermediate Bond Trust
C000020140
JPMorgan Intermediate Bond Trust
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001303608
XXXXXXXX
S000007336
C000020140
JPMorgan Institutional Trust
811-21638
0001303608
5493005FRK56SHN6MJ34
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Intermediate Bond Trust
S000007336
5493001V1VDT1J53V683
2024-02-29
2023-08-31
N
82946891.19
52424.20
82894466.99
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
68.01000000
USD
N
Intermediate U.S. Government/Credit
4TRUSD0
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
96145DAB1
80000.00000000
PA
USD
77450.44000000
0.093432580981
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-93, Class AS
38375Y2X9
35685.53000000
PA
USD
1402.98000000
0.001692489319
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
3140KEB98
280467.50000000
PA
USD
243290.04000000
0.293493702093
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-45, Class QA
38375KW24
49078.71000000
PA
USD
2079.91000000
0.002509105945
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Floating
1.21154040
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFY1
21000.00000000
PA
USD
20145.92000000
0.024303093718
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401XSY4
32240.33000000
PA
USD
32133.36000000
0.038764179524
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBR5
44000.00000000
PA
USD
44020.29000000
0.053104014777
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
3157.75000000
PA
USD
3002.92000000
0.003622581951
Long
ABS-MBS
USGSE
US
N
2
2033-09-25
Floating
3.49656840
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
26000.00000000
PA
USD
20473.64000000
0.024698439767
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BF8
50000.00000000
PA
USD
48005.43000000
0.057911500903
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967ML2
350000.00000000
PA
USD
293328.19000000
0.353857381139
Long
DBT
CORP
US
N
2
2031-01-29
Variable
2.66600160
N
N
N
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAG7
100000.00000000
PA
USD
100077.50000000
0.120728805713
Long
DBT
CORP
US
Y
2
2030-03-22
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LQ1
606000.00000000
PA
USD
591699.75000000
0.713798847480
Long
DBT
UST
US
N
2
2024-02-15
None
0.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-54CB, Class 1A11
12668APD1
48269.89000000
PA
USD
36984.79000000
0.044616717306
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-25, Class DC
3136ACKP5
123818.03000000
PA
USD
115153.85000000
0.138916207777
Long
ABS-MBS
USGSE
US
N
2
2039-06-25
Fixed
2.50000000
N
N
N
N
N
N
Spirit Airlines Pass-Through Trust
N/A
Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA
84858WAA4
32060.57000000
PA
USD
28243.08000000
0.034071128056
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AK7
50000.00000000
PA
USD
42759.89000000
0.051583527287
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEV9
1200000.00000000
PA
USD
1138031.26000000
1.372867576478
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.25000000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AZ0
75000.00000000
PA
USD
68008.56000000
0.082042339458
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2450, Class SW
31392KMK9
4189.60000000
PA
USD
367.46000000
0.000443286522
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
75432.40000000
PA
USD
71204.18000000
0.085897385658
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
2.23949880
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
2170400.43200000
NS
USD
2171051.55000000
2.619054840248
Long
STIV
RF
US
N
1
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
100000.00000000
PA
USD
77789.99000000
0.093842198188
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-56, Class A5
31393RGG9
355816.67000000
PA
USD
338098.39000000
0.407866052194
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Fixed
5.23100000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CE6
150000.00000000
PA
USD
129365.75000000
0.156060777875
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.55000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EBH1
100000.00000000
PA
USD
83095.69000000
0.100242746008
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
FRTKL
N/A
FRTKL, Series 2021-SFR1, Class A
30322DAA7
156000.00000000
PA
USD
136934.26000000
0.165191073629
Long
ABS-O
CORP
US
Y
2
2038-09-17
Fixed
1.57100000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
200000.00000000
PA
USD
177701.19000000
0.214370387376
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3611
31398LSE9
9682.42000000
PA
USD
8175.10000000
0.009862057501
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
7892.19000000
PA
USD
7475.29000000
0.009017839515
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
1.64433600
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKZL0
300000.00000000
PA
USD
286657.58000000
0.345810269863
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
4.09000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 329, Class 1
3136FAWE6
1897.87400000
PA
USD
1611.19000000
0.001943664105
Long
ABS-MBS
USGSE
US
N
2
2033-01-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-53, Class ES
38375LFW5
13227.65000000
PA
USD
402.65000000
0.000485738089
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
1.12154040
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
114000.00000000
PA
USD
90246.14000000
0.108868713771
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
31191.66000000
PA
USD
806.59000000
0.000973032373
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Floating
0.77154120
N
N
N
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251VAM4
150000.00000000
PA
USD
139532.02000000
0.168324889545
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.10000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAM2
200000.00000000
PA
USD
165592.00000000
0.199762428076
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3E1
39000.00000000
PA
USD
38838.48000000
0.046852922046
Long
DBT
CORP
US
N
2
2029-07-25
Variable
5.57399880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H26, Class FG
38376RKA3
388873.59000000
PA
USD
386605.68000000
0.466382973481
Long
ABS-MBS
USGA
US
N
2
2065-10-20
Floating
5.73770880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31412BPZ9
18137.37000000
PA
USD
17782.76000000
0.021452288247
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Variable
5.24999880
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AH8
51000.00000000
PA
USD
40645.32000000
0.049032609142
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
2.53200000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AR6
42000.00000000
PA
USD
36975.14000000
0.044605075999
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.62500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KM8
36000.00000000
PA
USD
35508.92000000
0.042836296907
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.40000000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAH8
35000.00000000
PA
USD
33763.83000000
0.040731102118
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.70900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-17, Class JI
38375JTD7
48466.74000000
PA
USD
3633.50000000
0.004383284110
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
60000.00000000
PA
USD
57045.25000000
0.068816716086
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-56, Class S
31394D6N5
13346.48000000
PA
USD
977.92000000
0.001179716856
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Floating
1.30794120
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
100000.00000000
PA
USD
79198.72000000
0.095541624038
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271BA6
18000.00000000
PA
USD
16648.22000000
0.020083632363
Long
DBT
CORP
US
N
2
2035-04-15
Fixed
4.75000000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAH9
50000.00000000
PA
USD
46709.26000000
0.056347862162
Long
DBT
CORP
CA
Y
2
2027-07-26
Fixed
3.55000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2466, Class DH
31392MM82
11312.02000000
PA
USD
11570.19000000
0.013957734961
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
VOLT CI LLC
N/A
VOLT CI LLC, Series 2021-NP10, Class A1
92873EAA8
63980.44000000
PA
USD
58630.39000000
0.070728954692
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
1.99180080
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AK1
15000.00000000
PA
USD
12572.07000000
0.015166356038
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.80000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HH9
162000.00000000
PA
USD
152468.95000000
0.183931395588
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.25000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2023-2A, Class B
23346CAC2
92000.00000000
PA
USD
90868.69000000
0.109619728915
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
5.41000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-183, Class KA
31359EHA2
352.09000000
PA
USD
350.64000000
0.000422995662
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Fixed
6.50000000
N
N
N
N
N
N
Triton Container International Ltd.
N/A
Triton Container International Ltd.
89681LAA0
51000.00000000
PA
USD
39518.88000000
0.047673724718
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCQ6
42000.00000000
PA
USD
41207.46000000
0.049710748492
Long
DBT
CORP
US
N
2
2025-05-09
Variable
4.16599920
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-2
693342AB3
83000.00000000
PA
USD
77169.25000000
0.093093366544
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
4.26300000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
61000.00000000
PA
USD
60684.42000000
0.073206840219
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
Entergy Mississippi LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29364NAT5
186000.00000000
PA
USD
167794.19000000
0.202419046883
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.85000000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
200000.00000000
PA
USD
182889.38000000
0.220629176639
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2021-1, Class A3
03063FAC8
9938.54000000
PA
USD
9890.11000000
0.011930965188
Long
ABS-O
CORP
US
N
2
2025-08-18
Fixed
0.37000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QSZW9
21580.66000000
PA
USD
21855.28000000
0.026365185510
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Variable
5.48399880
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-116, Class HI
31396X6G4
17812.50000000
PA
USD
680.20000000
0.000820561401
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Floating
0.25955640
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-101, Class DO
3136AGZH8
116208.19000000
PA
USD
83763.14000000
0.101047926407
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAK3
44000.00000000
PA
USD
37627.58000000
0.045392149037
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
Invesco Finance plc
549300OYQ3LAJYXXO449
Invesco Finance plc
46132FAD2
125000.00000000
PA
USD
120290.08000000
0.145112314932
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class AM
3137FQXK4
305000.00000000
PA
USD
278925.03000000
0.336482083941
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
2.09700000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2021-3, Class B
262081AD4
15527.59000000
PA
USD
15402.63000000
0.018581010964
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
1.11000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371HKW7
3749.53000000
PA
USD
3766.12000000
0.004543270662
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
6.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CP1
22000.00000000
PA
USD
20378.17000000
0.024583269233
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFQJ6
200000.00000000
PA
USD
175090.26000000
0.211220683789
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
2.27000000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BJ7
74000.00000000
PA
USD
61696.44000000
0.074427693717
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.37500000
N
N
N
N
N
N
RPM International, Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685AY9
17000.00000000
PA
USD
13646.58000000
0.016462594544
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2444, Class ES
31392KUY0
10476.12000000
PA
USD
838.67000000
0.001011732182
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
2.64701160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607, Class AO
31398LQK7
14550.68000000
PA
USD
11871.20000000
0.014320859317
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1994-9, Class E
31359F6T0
0.05000000
PA
USD
0.05000000
0.000000060317
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2201, Class C
3133TMGW0
3495.25000000
PA
USD
3580.90000000
0.004319829935
Long
ABS-MBS
USGSE
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284N7
750000.00000000
PA
USD
704853.52000000
0.850302252483
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.87500000
N
N
N
N
N
N
20 Times Square Trust
N/A
20 Times Square Trust, Series 2018-20TS, Class A
90137LAA8
145000.00000000
PA
USD
123416.45000000
0.148883821178
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.20322960
N
N
N
N
N
N
EIDP, Inc.
GLU7INWNWH88J9XBXD45
EIDP, Inc.
263534CQ0
43000.00000000
PA
USD
42172.10000000
0.050874444979
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2022-1, Class D
43730NAG1
96589.30000000
PA
USD
88659.41000000
0.106954557064
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
4.73000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4YT8
11716.86000000
PA
USD
11549.95000000
0.013933318373
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Variable
4.63399920
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2063, Class PG
3133TEB78
11764.80000000
PA
USD
11866.45000000
0.014315129140
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
6.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJY9
200000.00000000
PA
USD
165228.72000000
0.199324184109
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-39
31393A5Z6
1992.57000000
PA
USD
275.78000000
0.000332688067
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Variable
6.00000120
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2023-2, Class A
02529YAA1
36750.03000000
PA
USD
36639.00000000
0.044199572456
Long
ABS-O
CORP
US
Y
2
2026-10-13
Fixed
5.89000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QHVC1
12339.50000000
PA
USD
12297.89000000
0.014835598136
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
6.41499840
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-130, Class SX
31393UWF6
748.68000000
PA
USD
729.55000000
0.000880094928
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
3.41691120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-92, Class ZC
38376CR35
217771.28000000
PA
USD
213263.74000000
0.257271381002
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3122, Class OH
31396JLG8
15394.75000000
PA
USD
13066.69000000
0.015763042425
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-36, Class DE
313920LG3
14654.10000000
PA
USD
15099.71000000
0.018215582472
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Fixed
7.00000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2021-A, Class A3
89240BAC2
41929.49000000
PA
USD
41129.56000000
0.049616773583
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
0.26000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2007-W7, Class 1A4
31396WVA1
2936.01000000
PA
USD
3310.91000000
0.003994126653
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
6.76764000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BN9
33000.00000000
PA
USD
28302.11000000
0.034142339082
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2023-1, Class A2
337955AC2
15399.46000000
PA
USD
15322.41000000
0.018484237315
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
5.38000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAU5
2500000.00000000
PA
USD
2136035.15000000
2.576812696386
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
10000.00000000
PA
USD
9730.53000000
0.011738455355
Long
DBT
CORP
CA
Y
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAD2
38000.00000000
PA
USD
37843.25000000
0.045652323217
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
27000.00000000
PA
USD
25969.56000000
0.031328460080
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
917.52000000
PA
USD
917.02000000
0.001106249950
Long
ABS-MBS
USGSE
US
N
2
2024-08-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31373UED5
544.26000000
PA
USD
538.55000000
0.000649681480
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Variable
4.41200160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CFP3
86.11000000
PA
USD
85.91000000
0.000103637797
Long
ABS-MBS
USGA
US
N
2
2025-03-20
Fixed
8.50000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
190000.00000000
PA
USD
179181.22000000
0.216155826204
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAB7
1600000.00000000
PA
USD
1465687.50000000
1.768136708300
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
PG&E Recovery Funding LLC
N/A
PG&E Recovery Funding LLC, Series A-1
71710TAD0
70145.27340000
PA
USD
69568.85000000
0.083924600188
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.04500000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBK0
59000.00000000
PA
USD
57502.57000000
0.069368405501
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-33, Class XS
38375QFE4
18267.61000000
PA
USD
928.37000000
0.001119942058
Long
ABS-MBS
USGA
US
N
2
2038-04-16
Floating
2.27291040
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAN5
18000.00000000
PA
USD
17924.56000000
0.021623349121
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.25000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AK4
200000.00000000
PA
USD
157555.15000000
0.190067148895
Long
DBT
CORP
CH
Y
2
2033-02-11
Variable
2.74600000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508CB8
42000.00000000
PA
USD
42200.51000000
0.050908717472
Long
DBT
CORP
US
N
2
2033-03-14
Fixed
4.90000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAS6
36000.00000000
PA
USD
28382.04000000
0.034238762888
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-7, Class 30PO
576434TQ7
4464.67900000
PA
USD
3158.53000000
0.003810302562
Long
ABS-MBS
CORP
US
N
2
2034-08-25
None
0.00000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2023-3A, Class B
36267PAE6
115000.00000000
PA
USD
115022.26000000
0.138757463768
Long
ABS-O
CORP
US
Y
2
2028-01-18
Fixed
5.89000000
N
N
N
N
N
N
Healthpeak OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
42250PAD5
28000.00000000
PA
USD
23923.93000000
0.028860707920
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-151, Class A2
3137H9JG5
300000.00000000
PA
USD
277574.25000000
0.334852566255
Long
ABS-MBS
USGSE
US
N
2
2032-10-25
Variable
3.80000160
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1997-1, Class 2Z
911760KE5
51702.03000000
PA
USD
52397.58000000
0.063209984818
Long
ABS-MBS
USGSE
US
N
2
2027-02-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H29, Class FA
38375BZQ8
99744.56000000
PA
USD
99260.74000000
0.119743504728
Long
ABS-MBS
USGA
US
N
2
2062-10-20
Floating
5.77026000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series N
06051GJP5
250000.00000000
PA
USD
204356.19000000
0.246525730148
Long
DBT
CORP
US
N
2
2032-03-11
Variable
2.65100040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3149, Class SO
31396RJA6
3839.57000000
PA
USD
3051.04000000
0.003680631664
Long
ABS-MBS
USGSE
US
N
2
2036-05-15
None
0.00000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAH5
69000.00000000
PA
USD
54582.42000000
0.065845673398
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
APA Infrastructure Ltd.
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd.
00205GAD9
100000.00000000
PA
USD
95326.54000000
0.114997470231
Long
DBT
CORP
AU
Y
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class C
36263LAE9
66000.00000000
PA
USD
63431.64000000
0.076520957674
Long
ABS-O
CORP
US
Y
2
2026-09-15
Fixed
1.11000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2296, Class PD
3133TRUS2
4989.77000000
PA
USD
5153.42000000
0.006216844365
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
Fixed
7.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2020-3, Class A3
14315FAD9
6754.58000000
PA
USD
6721.67000000
0.008108707666
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
0.62000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
6000000.00000000
PA
USD
5452734.36000000
6.577923181118
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
Toyota Lease Owner Trust
5493000CIH8ERWDIA629
Toyota Lease Owner Trust, Series 2023-A, Class A3
89239MAC1
200000.00000000
PA
USD
197951.58000000
0.238799508806
Long
ABS-O
CORP
US
Y
2
2026-04-20
Fixed
4.93000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833QB9
140000.00000000
PA
USD
116785.19000000
0.140884179898
Long
DBT
UST
US
N
2
2027-11-15
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210APW1
1301.80000000
PA
USD
1300.97000000
0.001569429236
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
67.41000000
PA
USD
2.41000000
0.000002907311
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
18.79048800
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-1A, Class B
224927AC7
250000.00000000
PA
USD
251050.88000000
0.302856015746
Long
ABS-O
CORP
US
Y
2
2033-05-16
Fixed
7.02000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-14, Class NI
38374XAF2
15157.13000000
PA
USD
1582.44000000
0.001908981452
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
6.50000000
N
N
N
N
N
N
Cameron LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AA8
84000.00000000
PA
USD
71838.03000000
0.086662032592
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
2.90200000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class A
90931VAA4
94943.54000000
PA
USD
82282.66000000
0.099261944720
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAH7
29000.00000000
PA
USD
22332.97000000
0.026941448338
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
8652.12900000
PA
USD
6847.24000000
0.008260189429
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
1000000.00000000
PA
USD
999531.25000000
1.205787655430
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-178, Class PK
31359D6L2
8.69000000
PA
USD
8.65000000
0.000010434954
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
83000.00000000
PA
USD
83006.55000000
0.100135211690
Long
DBT
CORP
US
N
2
2023-11-10
Floating
5.78162880
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLE7
168000.00000000
PA
USD
165791.63000000
0.200003252352
Long
DBT
CORP
US
N
2
2027-01-20
Variable
5.07999960
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BB9
72000.00000000
PA
USD
70342.98000000
0.084858474340
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-1, Class SA
31392BVQ6
1804.31000000
PA
USD
2016.22000000
0.002432273314
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Floating
7.63080480
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
2000000.00000000
PA
USD
1747890.62000000
2.108573326384
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AQ0
72000.00000000
PA
USD
58089.84000000
0.070076860506
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405JWZ3
12232.88000000
PA
USD
12057.30000000
0.014545361636
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Variable
5.89600080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-38, Class ZK
38374NQB6
179685.37000000
PA
USD
179422.40000000
0.216446774453
Long
ABS-MBS
USGA
US
N
2
2036-08-20
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CSM6
162.37000000
PA
USD
164.17000000
0.000198046993
Long
ABS-MBS
USGA
US
N
2
2026-11-20
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYG3
150000.00000000
PA
USD
132458.36000000
0.159791557639
Long
DBT
CORP
US
N
2
2027-09-10
Variable
1.54200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DET2
14929.47000000
PA
USD
15010.03000000
0.018107396723
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Variable
4.93300080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833RY8
53000.00000000
PA
USD
43736.04000000
0.052761108899
Long
DBT
UST
US
N
2
2028-02-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series G95-1, Class C
31359LMA0
366.40000000
PA
USD
368.62000000
0.000444685892
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
8.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402CPA4
20827.37000000
PA
USD
21147.16000000
0.025510942729
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617H9N97
92708.31000000
PA
USD
89033.47000000
0.107405805517
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2022-2, Class A3
14317HAC5
76000.00000000
PA
USD
74103.83000000
0.089395387521
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
3.49000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
10000.00000000
PA
USD
8497.56000000
0.010251058132
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M11, Class A2
3136BF4D2
117000.00000000
PA
USD
91599.58000000
0.110501440356
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
1.50680880
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2003-9, Class 8A1
576434LD4
45674.27000000
PA
USD
43389.81000000
0.052343433253
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207UDY1
459.86000000
PA
USD
459.03000000
0.000553752278
Long
ABS-MBS
USGA
US
N
2
2026-11-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209DEH3
17101.93000000
PA
USD
17330.35000000
0.020906522026
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
17000.00000000
PA
USD
16348.92000000
0.019722570870
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.12500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-2, Class A3
33844XAE8
200000.00000000
PA
USD
196773.90000000
0.237378810848
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
4.03000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAH2
100000.00000000
PA
USD
74282.54000000
0.089610974890
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2586, Class WI
31393MWB3
5964.27000000
PA
USD
961.75000000
0.001160210126
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
30000.00000000
PA
USD
28727.59000000
0.034655618213
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-45, Class DC
31394DQ60
19548.98000000
PA
USD
18726.87000000
0.022591218304
Long
ABS-MBS
USGSE
US
N
2
2035-06-25
Floating
4.50244800
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K081, Class A1
3137FJEG0
88246.85000000
PA
USD
85589.85000000
0.103251583739
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Fixed
3.87900000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
50000.00000000
PA
USD
43526.47000000
0.052508293473
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3819, Class ZQ
3137A8N20
93764.32000000
PA
USD
95605.03000000
0.115333427515
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
Amur Equipment Finance Receivables X LLC
549300K5Y88MV8B4M421
Amur Equipment Finance Receivables X LLC, Series 2022-1A, Class A2
03236VAB7
63453.98000000
PA
USD
61068.47000000
0.073670140140
Long
ABS-O
CORP
US
Y
2
2027-10-20
Fixed
1.64000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co., Series 122
202795JK7
200000.00000000
PA
USD
186172.27000000
0.224589501278
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
2.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEPQ4
400000.00000000
PA
USD
323353.53000000
0.390078544131
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
1.96000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2500, Class MC
31392UXE9
21024.86000000
PA
USD
21336.38000000
0.025739208869
Long
ABS-MBS
USGSE
US
N
2
2032-09-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKD67
310000.00000000
PA
USD
299741.10000000
0.361593615212
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
4.10000000
N
N
N
N
N
N
BMW Vehicle Owner Trust
N/A
BMW Vehicle Owner Trust, Series 2023-A, Class A3
05592XAD2
35000.00000000
PA
USD
35119.94000000
0.042367049665
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
5.47000000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class A
55348UAG3
200000.00000000
PA
USD
180524.20000000
0.217775934335
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
300.17000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
3
2018-05-25
Floating
2.12056920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2014-M2, Class A2
3136AJDU7
145499.26000000
PA
USD
144331.06000000
0.174114226486
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Variable
3.51299880
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
45000.00000000
PA
USD
41614.39000000
0.050201649773
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PE4
100000.00000000
PA
USD
84249.11000000
0.101634177839
Long
DBT
UST
US
N
2
2027-08-15
None
0.00000000
N
N
N
N
N
N
Gold Key Resorts LLC
549300MORAF4RGEXUA95
Gold Key Resorts LLC, Series 2014-A, Class A
38061LAA7
864.96000000
PA
USD
858.33000000
0.001035449085
Long
ABS-O
CORP
US
Y
2
2031-03-17
Fixed
3.22000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
27000.00000000
PA
USD
25692.06000000
0.030993697086
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-3, Class 4A2
576433KX3
6544.49000000
PA
USD
5796.82000000
0.006993011971
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
3.65350680
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GN77
297.49000000
PA
USD
297.63000000
0.000359046883
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
7.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DQ8
100000.00000000
PA
USD
79297.68000000
0.095661004744
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBR0
72000.00000000
PA
USD
63797.50000000
0.076962314032
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BY5
35367.84000000
PA
USD
33301.75000000
0.040173670462
Long
ABS-O
CORP
US
Y
2
2034-01-10
Fixed
5.92600000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
18000.00000000
PA
USD
14143.43000000
0.017061971098
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31403R2E7
3676.36000000
PA
USD
3736.89000000
0.004508008960
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3316, Class JO
31397HKD9
2129.46000000
PA
USD
1642.55000000
0.001981495339
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
None
0.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KAT7
89000.00000000
PA
USD
83885.21000000
0.101195185934
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CRE5
424.19000000
PA
USD
428.34000000
0.000516729301
Long
ABS-MBS
USGA
US
N
2
2026-09-20
Fixed
8.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
700000.00000000
PA
USD
662785.16000000
0.799552954577
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2064, Class TE
3133TELZ5
2153.21000000
PA
USD
2202.22000000
0.002656654997
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-81, Class GE
31396XAU8
31555.96000000
PA
USD
32593.88000000
0.039319729269
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CZ30
3979.06000000
PA
USD
4018.22000000
0.004847392287
Long
ABS-MBS
USGA
US
N
2
2028-03-20
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2011-137, Class WA
38377YX39
103969.72000000
PA
USD
105889.82000000
0.127740516158
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Variable
5.59432080
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBU5
14000.00000000
PA
USD
12078.05000000
0.014570393463
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAP2
25000.00000000
PA
USD
19946.17000000
0.024062124680
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1998-36, Class ZB
31359T5E4
1264.96000000
PA
USD
1268.70000000
0.001530500220
Long
ABS-MBS
USGSE
US
N
2
2028-07-18
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3202, Class HI
31397ABD4
75148.66000000
PA
USD
5801.00000000
0.006998054527
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
Floating
1.34700840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2000-2, Class ZE
31359XSV2
13015.77580000
PA
USD
13445.75000000
0.016220322644
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Fixed
7.50000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CY4
64000.00000000
PA
USD
60899.93000000
0.073466821383
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXVK5
191522.09000000
PA
USD
153564.92000000
0.185253522431
Long
ABS-MBS
USGSE
US
N
2
2062-03-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401N3H0
9998.64000000
PA
USD
9693.51000000
0.011693796162
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
4.50000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DE7
35000.00000000
PA
USD
30552.68000000
0.036857321253
Long
DBT
CORP
US
N
2
2032-02-22
Fixed
3.35000000
N
N
N
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039482AB0
53000.00000000
PA
USD
48214.18000000
0.058163327120
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2256, Class MC
3133TPS67
7226.46000000
PA
USD
7537.17000000
0.009092488646
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
15289.91060000
PA
USD
16050.09000000
0.019362076363
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
41668.97000000
PA
USD
3453.90000000
0.004166623087
Long
ABS-MBS
USGSE
US
N
2
2037-09-25
Floating
1.13793840
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2023-A, Class A3
344928AD8
55000.00000000
PA
USD
54187.00000000
0.065368657242
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.65000000
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAK2
28000.00000000
PA
USD
27158.52000000
0.032762765702
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
258.84500000
PA
USD
260.56000000
0.000314327372
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
19255.35000000
PA
USD
19354.34000000
0.023348168705
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
7680.16200000
PA
USD
6353.45000000
0.007664504315
Long
ABS-O
CORP
US
N
2
2029-04-25
Variable
6.70500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2014-M13, Class A2
3136ALYF2
297381.50000000
PA
USD
289948.39000000
0.349780148818
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.02100120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H3XT5
83115.87000000
PA
USD
76037.65000000
0.091728257338
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128P7CW1
1854.98000000
PA
USD
1857.36000000
0.002240632055
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
6.50000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2022-2, Class A3
36266FAC3
82000.00000000
PA
USD
80774.30000000
0.097442329908
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
3.42000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-2, Class C
80286XAE4
32374.49000000
PA
USD
32034.34000000
0.038644726437
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2021-M3, Class 1A1
3136BDXP8
7665.63000000
PA
USD
7209.40000000
0.008697082280
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Fixed
1.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128M4J38
10376.90000000
PA
USD
10651.60000000
0.012849591036
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-68, Class PG
31394E7B8
73466.24000000
PA
USD
73054.67000000
0.088129730068
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407WSP9
13473.89000000
PA
USD
13614.02000000
0.016423315686
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
6.96499920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402Q4R9
17631.38000000
PA
USD
17541.18000000
0.021160857457
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Variable
4.86299880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HVY73
380420.61000000
PA
USD
334029.73000000
0.402957811454
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
2.52000000
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AH4
94000.00000000
PA
USD
89820.04000000
0.108354686701
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.30000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KPZA9
372672.93000000
PA
USD
361534.29000000
0.436138023595
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-47, Class PE
31393CRH8
43877.89000000
PA
USD
44229.76000000
0.053356709568
Long
ABS-MBS
USGSE
US
N
2
2033-06-25
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-79, Class DO
31396KYB2
13102.86000000
PA
USD
11422.81000000
0.013779942636
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416BYE2
51705.76000000
PA
USD
53244.72000000
0.064231934812
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-50, Class VZ
31394AJV9
144544.28500000
PA
USD
143425.32000000
0.173021584199
Long
ABS-MBS
USGSE
US
N
2
2034-07-25
Fixed
5.50000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
913017CY3
100000.00000000
PA
USD
95434.44000000
0.115127635734
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-56, Class TP
31394D6U9
9218.50000000
PA
USD
8781.87000000
0.010594036392
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
1.94382000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2306, Class SE
3133TSK69
499.65000000
PA
USD
7.90000000
0.000009530189
Long
ABS-MBS
USGSE
US
N
2
2024-05-15
Floating
6.78999960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407KGJ2
23435.00000000
PA
USD
23091.56000000
0.027856575762
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
4.80700080
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687DF0
50000.00000000
PA
USD
52267.90000000
0.063053544944
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
7.70000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-2A, Class A
23345AAA1
31544.21000000
PA
USD
31255.31000000
0.037704941155
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
2.88000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3607, Class OP
31398LQS0
79621.75000000
PA
USD
64086.69000000
0.077311179294
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GQD1
537.25000000
PA
USD
537.39000000
0.000648282110
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2089, Class PJ
3133TGKG3
3098.06000000
PA
USD
232.22000000
0.000280139324
Long
ABS-MBS
USGSE
US
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AT4
50000.00000000
PA
USD
45325.42000000
0.054678462442
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBL6
84000.00000000
PA
USD
65561.76000000
0.079090634611
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
50000.00000000
PA
USD
46289.06000000
0.055840952575
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1
126694LU0
61473.85830000
PA
USD
49911.47000000
0.060210858230
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
96.96000000
PA
USD
96.51000000
0.000116425140
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2023-A, Class A3
98164JAD6
58000.00000000
PA
USD
57422.44000000
0.069271740424
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.83000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WLP1
106710.48000000
PA
USD
90851.84000000
0.109599401864
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-1, Class B
80287GAD2
43000.00000000
PA
USD
42240.32000000
0.050956742390
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.98000000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2021-2A, Class A
55400KAA3
63479.82000000
PA
USD
57737.25000000
0.069651512454
Long
ABS-O
CORP
US
Y
2
2039-05-20
Fixed
1.43000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class QX
31339NHV1
4124.93000000
PA
USD
299.10000000
0.000360820222
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
3.34701000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust, Series 2023-1A, Class A
682685AA0
140000.00000000
PA
USD
138803.80000000
0.167446399066
Long
ABS-O
CORP
US
Y
2
2029-11-14
Fixed
5.41000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CH7
100000.00000000
PA
USD
92017.06000000
0.111005068662
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
40000.00000000
PA
USD
36989.21000000
0.044622049387
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
8593.82650000
PA
USD
8867.20000000
0.010696974505
Long
ABS-MBS
USGSE
US
N
2
2030-10-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203LAX0
9.77000000
PA
USD
9.75000000
0.000011761943
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7.00000000
N
N
N
N
N
N
BA Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust, Series 2020-A1, Class A1
05522RDC9
88000.00000000
PA
USD
86666.78000000
0.104550741620
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
0.34000000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
110000.00000000
PA
USD
97973.70000000
0.118190879991
Long
DBT
CORP
BM
Y
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
Eaton Corp.
0NZWDMRCE180888QQE14
Eaton Corp.
278062AG9
140000.00000000
PA
USD
131253.81000000
0.158338444972
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
750000.00000000
PA
USD
464501.96000000
0.560353394944
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-79, Class SB
31396XDL5
13683.20000000
PA
USD
14659.79000000
0.017684883602
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Floating
4.20911640
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-56, Class FC
31395NXA0
70241.55000000
PA
USD
69536.88000000
0.083886033079
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Floating
5.69206080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-68, Class KI
38374L3B5
102903.56000000
PA
USD
7403.19000000
0.008930861454
Long
ABS-MBS
USGA
US
N
2
2035-09-20
Floating
0.87153840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206HPN2
1201.72000000
PA
USD
1199.56000000
0.001447092964
Long
ABS-MBS
USGA
US
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
PG&E Energy Recovery Funding LLC
N/A
PG&E Energy Recovery Funding LLC, Series A-2
71710TAB4
16000.00000000
PA
USD
12090.18000000
0.014585026527
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
2.28000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3152, Class MO
31396R2P1
61933.37000000
PA
USD
51796.15000000
0.062484447853
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AX4
200000.00000000
PA
USD
164551.06000000
0.198506686845
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2344, Class ZD
313399C47
74277.51800000
PA
USD
75371.23000000
0.090924319483
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
13449.57000000
PA
USD
13841.71000000
0.016697990230
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-2, Class M55D
35563PFP9
163805.98850000
PA
USD
153214.59000000
0.184830900738
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
4.00000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
50000.00000000
PA
USD
41996.27000000
0.050662331908
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859AS3
17000.00000000
PA
USD
15186.16000000
0.018319871701
Long
DBT
CORP
US
N
2
2032-05-08
Variable
3.37500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKG3
154000.00000000
PA
USD
151207.64000000
0.182409810317
Long
DBT
CORP
US
N
2
2025-02-04
Variable
1.84299840
N
N
N
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203CB5
100000.00000000
PA
USD
86507.05000000
0.104358050834
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GAP9
150000.00000000
PA
USD
147635.51000000
0.178100560098
Long
DBT
CORP
CA
N
2
2024-04-02
Fixed
3.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-14, Class ES
31396PC33
15690.22000000
PA
USD
1144.33000000
0.001380466081
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
1.03794120
N
N
N
N
N
N
NACC Reperforming Loan REMIC Trust
N/A
NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1
62951MAM2
19822.08380000
PA
USD
17169.60000000
0.020712600760
Long
ABS-MBS
CORP
US
Y
2
2034-10-25
Variable
6.50000160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2125, Class JZ
3133TJHS5
6304.78470000
PA
USD
6239.82000000
0.007527426409
Long
ABS-MBS
USGSE
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AW9
30000.00000000
PA
USD
22744.87000000
0.027438345194
Long
DBT
CORP
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AY0
160000.00000000
PA
USD
157129.89000000
0.189554135161
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3417, Class EO
31397RH33
136856.09000000
PA
USD
116480.19000000
0.140516242192
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
None
0.00000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBA4
29000.00000000
PA
USD
26062.37000000
0.031440421714
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523BX7
72000.00000000
PA
USD
70784.93000000
0.085391622107
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-37, Class Z
31392DCF7
10933.28080000
PA
USD
11008.45000000
0.013280078152
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1608, Class L
3133T1W81
286.68000000
PA
USD
286.05000000
0.000345077313
Long
ABS-MBS
USGSE
US
N
2
2023-09-15
Fixed
6.50000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
21000.00000000
PA
USD
17709.15000000
0.021363488593
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
37000.00000000
PA
USD
31408.95000000
0.037890285251
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-106, Class US
31394UN81
18697.50000000
PA
USD
18993.12000000
0.022912409826
Long
ABS-MBS
USGSE
US
N
2
2035-11-25
Floating
4.75911720
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2163, Class PC
3133TLFS2
1413.82010000
PA
USD
112.53000000
0.000135750918
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-53, Class SW
38375LGF1
9825.21000000
PA
USD
9820.69000000
0.011847220154
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
3.91961880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402CPL0
19428.16000000
PA
USD
19414.85000000
0.023421165133
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KL3L, Class ALNZ
3137FJF53
500000.00000000
PA
USD
480061.90000000
0.579124177320
Long
ABS-MBS
USGSE
US
N
2
2025-04-25
Variable
3.45560760
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-20
31359N4H1
189.13000000
PA
USD
0.74000000
0.000000892701
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Floating
1.83999960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2423, Class MC
31339WBV7
4661.41000000
PA
USD
4824.99000000
0.005820641805
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDL2
800000.00000000
PA
USD
696843.75000000
0.840639641345
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H15, Class FJ
38376RDE3
363052.12000000
PA
USD
360619.24000000
0.435034150160
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
5.65770960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 262, Class 35
3128HXKY0
175580.01000000
PA
USD
162048.02000000
0.195487136698
Long
ABS-MBS
USGSE
US
N
2
2042-07-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class X1
3136BCGU8
2314091.40000000
PA
USD
142173.84000000
0.171511857380
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.93279320
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-4, Class 10A1
576434QG2
15319.82000000
PA
USD
14381.13000000
0.017348721238
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2015-M7, Class A2
3136ANLF2
517051.78000000
PA
USD
498161.71000000
0.600958939828
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Fixed
2.59000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BD7
110000.00000000
PA
USD
106326.61000000
0.128267439143
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.30000000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BB3
7000.00000000
PA
USD
6496.93000000
0.007837591863
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658CF2
60000.00000000
PA
USD
58121.96000000
0.070115608568
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DTT6
13134.93000000
PA
USD
13023.66000000
0.015711133050
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
5.24000160
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBJ8
68000.00000000
PA
USD
57104.41000000
0.068888083937
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3117, Class OK
31396HVU0
2650.32000000
PA
USD
2198.34000000
0.002651974347
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCM5
33000.00000000
PA
USD
32014.56000000
0.038620864772
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LR9
200000.00000000
PA
USD
192815.40000000
0.232603461969
Long
DBT
UST
US
N
2
2024-05-15
None
0.00000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
50000.00000000
PA
USD
44723.25000000
0.053952032776
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
41000.00000000
PA
USD
36770.89000000
0.044358678371
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class B
02376LAA3
68250.00000000
PA
USD
59526.36000000
0.071809810909
Long
ABS-O
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4DJ3
6183.26000000
PA
USD
6162.41000000
0.007434042613
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
5.41299960
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2075, Class PM
3133TGCK3
9222.75000000
PA
USD
9209.30000000
0.011109667911
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
Fixed
6.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CGP2
133.52000000
PA
USD
133.35000000
0.000160867190
Long
ABS-MBS
USGA
US
N
2
2025-05-20
Fixed
8.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HP5
100000.00000000
PA
USD
92263.70000000
0.111302603599
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AL3
70000.00000000
PA
USD
66897.10000000
0.080701526204
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85000000
N
N
N
N
N
N
Resolution Funding Corp.
N/A
Resolution Funding Corp. STRIPS
76116EGH7
60000.00000000
PA
USD
53443.03000000
0.064471166702
Long
DBT
USGA
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-10, Class 1A1
576434VU5
194.71000000
PA
USD
183.73000000
0.000221643261
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PC8
100000.00000000
PA
USD
85872.11000000
0.103592088975
Long
DBT
UST
US
N
2
2027-02-15
None
0.00000000
N
N
N
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836BU1
95000.00000000
PA
USD
88301.77000000
0.106523116929
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.40000000
N
N
N
N
N
N
Becton Dickinson & Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887CL1
50000.00000000
PA
USD
40207.16000000
0.048504033453
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.95700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-52, Class AP
38373QR86
20019.19000000
PA
USD
18240.54000000
0.022004532585
Long
ABS-MBS
USGA
US
N
2
2033-06-16
None
0.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-4A, Class D
26253WAG3
57000.00000000
PA
USD
52115.17000000
0.062869298630
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
1.99000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAN3
50000.00000000
PA
USD
49708.98000000
0.059966583784
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
60000.00000000
PA
USD
48801.03000000
0.058871275456
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BM3
150000.00000000
PA
USD
144961.37000000
0.174874602930
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.93000000
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057CT9
140000.00000000
PA
USD
139293.90000000
0.168037632737
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
72154.29000000
PA
USD
68273.30000000
0.082361709386
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.11569840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDG3
2000000.00000000
PA
USD
1802968.76000000
2.175017013159
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9G30
170019.54000000
PA
USD
163597.36000000
0.197356187862
Long
ABS-MBS
USGSE
US
N
2
2025-03-01
Fixed
2.96000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2022-P3, Class A3
14686MAC7
22000.00000000
PA
USD
21526.49000000
0.025968548663
Long
ABS-O
CORP
US
N
2
2027-11-10
Fixed
4.61000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H26, Class MA
38375BYQ9
737.63000000
PA
USD
725.37000000
0.000875052372
Long
ABS-MBS
USGA
US
N
2
2062-07-20
Floating
4.87946880
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
39000.00000000
PA
USD
33332.78000000
0.040211103599
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
124.84000000
PA
USD
124.49000000
0.000150178901
Long
ABS-MBS
USGSE
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-118, Class NT
3136A1Y82
51549.49000000
PA
USD
53405.86000000
0.064426326556
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A
31393AP68
8713.51000000
PA
USD
8625.91000000
0.010405893557
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Variable
5.09748120
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-4A, Class B
30165JAD8
30645.18000000
PA
USD
30400.31000000
0.036673509226
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
1.05000000
N
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506BU0
37000.00000000
PA
USD
33384.96000000
0.040274051106
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-21, Class PE
31392CPT5
7914.08000000
PA
USD
8066.54000000
0.009731095805
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
6.50000000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust, Series 2021-1A, Class A
12598NAA0
2018.58000000
PA
USD
2014.73000000
0.002430475848
Long
ABS-O
CORP
US
Y
2
2025-04-14
Fixed
0.69000000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AE2
87000.00000000
PA
USD
85612.62000000
0.103279052400
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFVK7
199475.00000000
PA
USD
167038.32000000
0.201507200740
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.58000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410S5Y9
22747.31000000
PA
USD
23018.63000000
0.027768596428
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
5.73099840
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class AA
90932EAA1
85111.08000000
PA
USD
75935.52000000
0.091605052493
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2023-2A, Class B
30168CAD0
75000.00000000
PA
USD
74303.78000000
0.089636597831
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.61000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-29, Class J
31359PFV3
3198.62000000
PA
USD
3238.12000000
0.003906316208
Long
ABS-MBS
USGSE
US
N
2
2027-04-20
Fixed
7.50000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBK9
44000.00000000
PA
USD
37685.01000000
0.045461429898
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PAQ7
100000.00000000
PA
USD
96945.96000000
0.116951062622
Long
DBT
CORP
AU
Y
2
2025-07-29
Fixed
4.00000000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBS-BAMLL Trust, Series 2012-WRM, Class A
90269PAA9
3676.06000000
PA
USD
3411.23000000
0.004115147999
Long
ABS-MBS
CORP
US
Y
2
2030-06-10
Fixed
3.66300000
N
N
N
N
N
N
Washington Mutual MSC Mortgage Pass-Through Certificates Trust
N/A
Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Series 2003-MS7, Class P
939336TX1
60.17300000
PA
USD
45.23000000
0.000054563352
Long
ABS-MBS
CORP
US
N
2
2033-03-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31403MJ75
6481.37000000
PA
USD
6413.43000000
0.007736861376
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JM0
75000.00000000
PA
USD
67444.74000000
0.081362173434
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QPNJ7
24104.05000000
PA
USD
24000.82000000
0.028953464412
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
5.56899840
N
Y
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2023-B, Class A3
44933XAD9
58000.00000000
PA
USD
58305.07000000
0.070336503891
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.48000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31400RV24
3192.55000000
PA
USD
3215.40000000
0.003878907865
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295VHP7
60542.44000000
PA
USD
60888.44000000
0.073452960385
Long
ABS-MBS
USGA
US
N
2
2038-12-15
Fixed
6.00000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AN1
100000.00000000
PA
USD
82381.26000000
0.099380891139
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BYK8
9198.78000000
PA
USD
9613.88000000
0.011597734262
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
7.00000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFM1
58000.00000000
PA
USD
48902.87000000
0.058994130459
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.12500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CS6
200000.00000000
PA
USD
192229.00000000
0.231896056492
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97599960
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
124857AR4
100000.00000000
PA
USD
90129.28000000
0.108727739344
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
22000.00000000
PA
USD
20951.57000000
0.025274992120
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
Goodman US Finance Three LLC
N/A
Goodman US Finance Three LLC
38239JAA9
52000.00000000
PA
USD
47195.28000000
0.056934173912
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2023-1, Class C
337955AJ7
200000.00000000
PA
USD
196144.74000000
0.236619821710
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
5.43000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-165, Class SD
31359D4W0
2.39000000
PA
USD
2.38000000
0.000002871120
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Floating
2.56078800
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDZ1
250000.00000000
PA
USD
237363.28000000
0.286343936596
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.50000000
N
N
N
N
N
N
Nomura Asset Acceptance Corp. Alternative Loan Trust
N/A
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2
65535VAU2
4795.88000000
PA
USD
4648.71000000
0.005607985875
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209BDK1
1919.50000000
PA
USD
1929.16000000
0.002327248210
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBS9
16000.00000000
PA
USD
15281.04000000
0.018434330486
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
254900DSTG5GSVOBDN09
GM Financial Automobile Leasing Trust, Series 2023-1, Class A3
362541AD6
44000.00000000
PA
USD
43723.27000000
0.052745703769
Long
ABS-O
CORP
US
N
2
2026-04-20
Fixed
5.16000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1987, Class PE
3133TBEZ9
2167.16000000
PA
USD
2190.15000000
0.002642094315
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
96887.59000000
PA
USD
8178.97000000
0.009866726087
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Variable
2.05103520
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H21, Class DF
38375BWC2
990.06000000
PA
USD
975.43000000
0.001176713036
Long
ABS-MBS
USGA
US
N
2
2061-05-20
Floating
4.87104840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4096, Class HA
3137ATB92
84684.22000000
PA
USD
75823.19000000
0.091469542845
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
2.00000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2023-N1, Class A
14688FAB2
84572.76000000
PA
USD
84721.24000000
0.102203733344
Long
ABS-O
CORP
US
Y
2
2027-04-12
Fixed
6.36000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2306, Class K
3133TSJA2
206.08700000
PA
USD
203.04000000
0.000244937940
Long
ABS-MBS
USGSE
US
N
2
2024-05-15
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCY5
4200000.00000000
PA
USD
3624632.80000000
4.372587135927
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Prudential Insurance Co. of America (The)
X574KRZ6V5A7UBU45C31
Prudential Insurance Co. of America (The)
743917AH9
150000.00000000
PA
USD
154800.05000000
0.186743525377
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
8.30000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BF9
57000.00000000
PA
USD
54842.32000000
0.066159204578
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KA8
50000.00000000
PA
USD
47793.10000000
0.057655355942
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc.
209111FP3
155000.00000000
PA
USD
146650.04000000
0.176911735276
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.80000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-4A, Class C
30166BAE2
82000.00000000
PA
USD
80403.77000000
0.096995339881
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
4.92000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3D1
82000.00000000
PA
USD
71372.94000000
0.086100969813
Long
DBT
CORP
US
Y
2
2026-10-02
Fixed
1.73000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-3A, Class D
96043JAL9
72000.00000000
PA
USD
67038.83000000
0.080872502634
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1981, Class Z
3133TAUE0
3914.20860000
PA
USD
3884.14000000
0.004685644459
Long
ABS-MBS
USGSE
US
N
2
2027-05-15
Fixed
6.00000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2023-2A, Class A2
379928AC8
63000.00000000
PA
USD
62837.87000000
0.075804661374
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
5.70000000
N
N
N
N
N
N
Reperforming Loan REMIC Trust
N/A
Reperforming Loan REMIC Trust, Series 2005-R1, Class 2APO
12669GXG1
26255.80000000
PA
USD
13895.68000000
0.016763097109
Long
ABS-MBS
CORP
US
Y
2
2035-03-25
None
0.00000000
N
N
N
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865BC8
14000.00000000
PA
USD
10914.30000000
0.013166500004
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241K3Y2
18386.49000000
PA
USD
19068.22000000
0.023003006946
Long
ABS-MBS
USGA
US
N
2
2035-06-15
Fixed
7.00000000
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AC5
200000.00000000
PA
USD
183195.21000000
0.220998115618
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140J7XD2
121904.94000000
PA
USD
114637.48000000
0.138293283210
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BF6
100000.00000000
PA
USD
92562.63000000
0.111663218741
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.87500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2023-2, Class A2
33843EAC5
145000.00000000
PA
USD
144357.27000000
0.174145845002
Long
ABS-O
CORP
US
Y
2
2027-04-15
Fixed
5.76000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust, Series 2021-AA, Class A3
80282YAC0
5705.08000000
PA
USD
5664.03000000
0.006832820338
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
0.33000000
N
N
N
N
N
N
MASTR Resecuritization Trust
N/A
MASTR Resecuritization Trust, Series 2005-PO, Class 3PO
576435BB6
3361.14170000
PA
USD
2022.38000000
0.002439704450
Long
ABS-MBS
CORP
US
Y
2
2035-05-28
None
0.00000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
50000.00000000
PA
USD
48230.74000000
0.058183304328
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31374GNC7
380.35000000
PA
USD
382.37000000
0.000461273247
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
7.00000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AN6
174000.00000000
PA
USD
150643.04000000
0.181728703338
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-27, Class J
31359NR78
2584.16730000
PA
USD
2624.06000000
0.003165543003
Long
ABS-MBS
USGSE
US
N
2
2027-04-18
Fixed
7.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2020-3, Class B
03066PAD1
72635.85000000
PA
USD
71409.59000000
0.086145182655
Long
ABS-O
CORP
US
N
2
2025-12-18
Fixed
0.76000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class A2
3137FKZZ2
480000.00000000
PA
USD
455700.34000000
0.549735533078
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Fixed
3.69000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A
31397KYA3
59545.04000000
PA
USD
50378.66000000
0.060774454350
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
46016.16000000
PA
USD
46728.03000000
0.056370505410
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AD8
15000.00000000
PA
USD
14317.05000000
0.017271418129
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
SpringCastle America Funding LLC
N/A
SpringCastle America Funding LLC, Series 2020-AA, Class A
85022WAP9
36207.62000000
PA
USD
32880.85000000
0.039665916428
Long
ABS-O
CORP
US
Y
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MBC8
200000.00000000
PA
USD
198253.50000000
0.239163730944
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSEN7
150000.00000000
PA
USD
142866.92000000
0.172347956609
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.81000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4ZC4
9127.95000000
PA
USD
9277.67000000
0.011192146275
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Variable
6.99300000
N
Y
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-3, Class A3
80285XAC9
28000.00000000
PA
USD
27923.52000000
0.033685625849
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.61000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2575, Class ME
31393KSG1
84915.89000000
PA
USD
86128.29000000
0.103901132521
Long
ABS-MBS
USGSE
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAD9
44000.00000000
PA
USD
43337.33000000
0.052280123841
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBJ0
30000.00000000
PA
USD
29257.28000000
0.035294611404
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2021-1, Class A3
36261LAC5
11925.11000000
PA
USD
11641.35000000
0.014043579050
Long
ABS-O
CORP
US
N
2
2025-10-16
Fixed
0.35000000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AS9
200000.00000000
PA
USD
186089.77000000
0.224489977144
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.37500000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AB0
150000.00000000
PA
USD
144841.19000000
0.174729623410
Long
DBT
CORP
AU
Y
2
2025-02-12
Fixed
3.50000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAS2
80000.00000000
PA
USD
65855.42000000
0.079444892272
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BF5
50000.00000000
PA
USD
48669.29000000
0.058712350494
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2435, Class CJ
31392K2Z8
33898.69000000
PA
USD
34604.50000000
0.041745247006
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2003-A1, Class 1A1
466247AA1
55698.56000000
PA
USD
50858.04000000
0.061352755915
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
3.89649600
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31391SQG8
8962.02000000
PA
USD
8994.33000000
0.010850338178
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.00000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
52000.00000000
PA
USD
39717.47000000
0.047913294387
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
5533.86000000
PA
USD
5542.60000000
0.006686332877
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Floating
5.16433680
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D
35563PMT3
184842.32000000
PA
USD
172837.74000000
0.208503349229
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
4.00000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2019-3, Class A
21872NAA8
51243.65000000
PA
USD
48726.44000000
0.058781293576
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
2.70500000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2022-2, Class A3
03065WAD7
31000.00000000
PA
USD
30471.59000000
0.036759498078
Long
ABS-O
CORP
US
N
2
2028-04-18
Fixed
4.38000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2023-1A, Class C
23346KAE0
176000.00000000
PA
USD
173296.82000000
0.209057161825
Long
ABS-O
CORP
US
Y
2
2028-10-16
Fixed
5.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-247, Class SA
31359FP51
109.08000000
PA
USD
107.68000000
0.000129900105
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
5.34520080
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series KK
742651DT6
200000.00000000
PA
USD
198414.90000000
0.239358436340
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.55000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A
31393LFK4
154374.01000000
PA
USD
158118.43000000
0.190746663488
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
6.50000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EBA6
28000.00000000
PA
USD
26177.88000000
0.031579767565
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.35000000
N
N
N
N
N
N
Ovintiv, Inc.
2549003MEX7YMKLGI239
Ovintiv, Inc.
651290AR9
40000.00000000
PA
USD
39698.08000000
0.047889903200
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
Nomura Asset Acceptance Corp. Alternative Loan Trust
N/A
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5
65535VAX6
6676.81000000
PA
USD
6550.85000000
0.007902638424
Long
ABS-MBS
CORP
US
N
2
2033-04-25
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-106, Class ST
38376JFW9
81857.77000000
PA
USD
2984.52000000
0.003600385053
Long
ABS-MBS
USGA
US
N
2
2038-02-20
Floating
0.57153960
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAJ0
20000.00000000
PA
USD
19965.15000000
0.024085021262
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833WQ9
10000.00000000
PA
USD
8176.72000000
0.009864011793
Long
DBT
UST
US
N
2
2028-05-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132G7LR4
246319.31000000
PA
USD
229066.18000000
0.276334704013
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC - GNMA, Series 24, Class ZE
3133T2KA7
60.20000000
PA
USD
59.94000000
0.000072308806
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3117, Class EO
31396HUN7
23587.45000000
PA
USD
19777.49000000
0.023858637033
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAG9
68000.00000000
PA
USD
57924.94000000
0.069877932874
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642AY9
100000.00000000
PA
USD
82705.00000000
0.099771435902
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.60000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDE3
200000.00000000
PA
USD
155343.45000000
0.187399057670
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EZ7
33000.00000000
PA
USD
27149.05000000
0.032751341538
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.62500000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAR6
100000.00000000
PA
USD
87170.68000000
0.105158622963
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KL0
17000.00000000
PA
USD
16800.36000000
0.020267166929
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31348SG32
3702.73000000
PA
USD
3644.63000000
0.004396710820
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Variable
5.87499840
N
Y
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2A0
170000.00000000
PA
USD
157825.41000000
0.190393177893
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2021-1, Class A3
14316NAC3
17075.11000000
PA
USD
16643.32000000
0.020077721233
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.34000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-4, Class A3
80286FAC7
110000.00000000
PA
USD
108935.00000000
0.131414078593
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
4.14000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H18, Class FA
38376REW2
159022.45000000
PA
USD
157993.81000000
0.190596327761
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
5.66771040
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWL4
149000.00000000
PA
USD
139486.91000000
0.168270470955
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.69100000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
31283LA48
706.00000000
PA
USD
719.99000000
0.000868562192
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
10.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-2A, Class D
30166QAF6
75000.00000000
PA
USD
71613.69000000
0.086391399330
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
4.56000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAT1
250000.00000000
PA
USD
249792.08000000
0.301337458421
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BY5
50000.00000000
PA
USD
41033.77000000
0.049501217017
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BX1
50000.00000000
PA
USD
37734.28000000
0.045520866916
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2021-P3, Class A3
14687JAE9
78145.12000000
PA
USD
74857.09000000
0.090304085083
Long
ABS-O
CORP
US
N
2
2026-11-10
Fixed
0.70000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
200000.00000000
PA
USD
192764.10000000
0.232541576053
Long
DBT
CORP
FR
Y
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31337NHS0
2525.59000000
PA
USD
2472.49000000
0.002982696058
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Variable
4.30400160
N
Y
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2021-2, Class B
03066RAD7
55000.00000000
PA
USD
52075.29000000
0.062821189267
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
0.69000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-110
31396LVP2
19570.52000000
PA
USD
16142.81000000
0.019473929426
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
None
0.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CK3
150000.00000000
PA
USD
119322.18000000
0.143944685734
Long
DBT
CORP
DE
N
2
2032-05-28
Variable
3.03500160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H4CL3
76882.47000000
PA
USD
72597.92000000
0.087578728274
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2022-B, Class A3
98163QAD1
140000.00000000
PA
USD
136083.15000000
0.164164334413
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BU7
37000.00000000
PA
USD
36743.73000000
0.044325913820
Long
DBT
CORP
US
Y
2
2026-05-24
Fixed
5.75000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAH3
18000.00000000
PA
USD
17651.49000000
0.021293930271
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.41700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241KHA9
26582.20000000
PA
USD
27183.58000000
0.032792996911
Long
ABS-MBS
USGA
US
N
2
2035-12-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-130, Class CP
38377LK72
26028.93000000
PA
USD
27201.30000000
0.032814373489
Long
ABS-MBS
USGA
US
N
2
2040-10-16
Fixed
7.00000000
N
N
N
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235PAH1
26000.00000000
PA
USD
21305.45000000
0.025701896367
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
22000.00000000
PA
USD
18047.43000000
0.021771573731
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3136195D6
973.35400000
PA
USD
953.66000000
0.001150450729
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Variable
4.11300000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CX40
902.06000000
PA
USD
912.05000000
0.001100254375
Long
ABS-MBS
USGA
US
N
2
2027-10-20
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-50, Class KB
38375QD89
62335.51000000
PA
USD
62785.38000000
0.075741339898
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Fixed
6.00000000
N
N
N
N
N
N
VOLT XCIII LLC
N/A
VOLT XCIII LLC, Series 2021-NPL2, Class A1
92873CAA2
55827.78000000
PA
USD
51902.74000000
0.062613033034
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2038, Class PN
3133TDA22
2154.76000000
PA
USD
202.69000000
0.000244515716
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JT9
115000.00000000
PA
USD
112136.66000000
0.135276411166
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-91, Class WA
38378TTL4
260850.28000000
PA
USD
246511.37000000
0.297379763633
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Variable
4.44129120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411VHW2
12741.75000000
PA
USD
12706.94000000
0.015329056885
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
5.25899880
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AQ9
78000.00000000
PA
USD
73173.97000000
0.088273647997
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402TVS1
5567.58000000
PA
USD
5631.09000000
0.006793083066
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAR2
334000.00000000
PA
USD
285128.06000000
0.343965128618
Long
DBT
CORP
KY
Y
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406QGE1
9563.75000000
PA
USD
9353.92000000
0.011284130702
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
4.04499960
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1
59020UAR6
10016.24000000
PA
USD
9161.85000000
0.011052426455
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
5.88943080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-27, Class SA
38375JJ55
60546.15000000
PA
USD
2027.68000000
0.002446098121
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Floating
0.77154120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L8K52
500000.00000000
PA
USD
473926.14000000
0.571722284018
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.34000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C5F6
1142.92000000
PA
USD
1152.61000000
0.001390454685
Long
ABS-MBS
USGA
US
N
2
2028-09-20
Fixed
7.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAG7
45000.00000000
PA
USD
40105.13000000
0.048380949243
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418XEZ7
58464.02000000
PA
USD
58430.67000000
0.070488021844
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
US Auto Funding Trust
N/A
US Auto Funding Trust, Series 2022-1A, Class A
90355FAA6
43952.46080000
PA
USD
42787.60000000
0.051616955333
Long
ABS-O
CORP
US
Y
2
2025-04-15
Fixed
3.98000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AF2
109000.00000000
PA
USD
103884.21000000
0.125321042250
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.12500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR25, Class A4
12593PAW2
281000.00000000
PA
USD
268648.11000000
0.324084489296
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.75900000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PED0
73000.00000000
PA
USD
61020.52000000
0.073612295507
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7
9393366B4
55820.14000000
PA
USD
48982.51000000
0.059090204423
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
33990.06000000
PA
USD
35131.00000000
0.042380391931
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
3.95011440
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2023-1A, Class D
30168BAF7
21000.00000000
PA
USD
21003.98000000
0.025338217088
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
6.69000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAG4
12000.00000000
PA
USD
9591.21000000
0.011570386237
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2
92922FNJ3
8559.33000000
PA
USD
7764.19000000
0.009366354935
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
4.51799640
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
976657AL0
20000.00000000
PA
USD
19097.48000000
0.023038304839
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.55000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
150000.00000000
PA
USD
138556.02000000
0.167147488886
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AW8
77000.00000000
PA
USD
61243.87000000
0.073881734479
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
N
Citigroup Global Markets Mortgage Securities VII, Inc.
549300VB2N1G56GWKB41
Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-UP2, Class PO1
79549AXS3
93.39900000
PA
USD
82.87000000
0.000099970484
Long
ABS-MBS
CORP
US
N
2
2033-06-25
None
0.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1996-2, Class 1Z
911760HH2
11404.09000000
PA
USD
11483.76000000
0.013853469859
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
29537.67000000
PA
USD
2104.34000000
0.002538577152
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Floating
2.19794040
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AE0
100000.00000000
PA
USD
78430.11000000
0.094614408956
Long
DBT
CORP
US
Y
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBF4
11000.00000000
PA
USD
9492.13000000
0.011450860768
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585ABH4
105000.00000000
PA
USD
103165.20000000
0.124453662284
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAF8
120000.00000000
PA
USD
117050.91000000
0.141204732053
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-44, Class PD
3139204E7
2489.17300000
PA
USD
2570.60000000
0.003101051364
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5028, Class JG
3137FWSA9
378131.93000000
PA
USD
294719.43000000
0.355535707872
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
1.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ALMQ0
65303.20000000
PA
USD
62070.28000000
0.074878676772
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1602, Class SA
3133T1D82
18.94000000
PA
USD
18.82000000
0.000022703565
Long
ABS-MBS
USGSE
US
N
2
2023-10-15
Floating
5.51528280
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-47, Class HF
3136A6GB4
18773.99000000
PA
USD
18771.27000000
0.022644780383
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Floating
5.80205880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2474, Class NR
31392R3C3
13456.80000000
PA
USD
13615.67000000
0.016425306168
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283HCS2
1436.19000000
PA
USD
1458.23000000
0.001759140329
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410PSM6
19867.23000000
PA
USD
19717.74000000
0.023786557433
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
5.44200120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CYW7
515.19000000
PA
USD
522.28000000
0.000630054114
Long
ABS-MBS
USGA
US
N
2
2027-12-20
Fixed
8.00000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAR3
70000.00000000
PA
USD
48601.95000000
0.058631114674
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
2.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Other
36180B5V9
267321.74000000
PA
USD
251261.39000000
0.303109965144
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AHB7
112864.91000000
PA
USD
106458.82000000
0.128426931091
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2022-2A, Class A3
78397WAC0
150000.00000000
PA
USD
151228.14000000
0.182434540556
Long
ABS-O
CORP
US
Y
2
2030-10-21
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2423, Class MT
31339WCD6
9139.30000000
PA
USD
9497.21000000
0.011456989042
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-46, Class HI
31397LRU5
7326.99000000
PA
USD
372.08000000
0.000448859873
Long
ABS-MBS
USGSE
US
N
2
2038-06-25
Floating
1.65177720
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-118, Class MT
3136A12F1
58695.34000000
PA
USD
61175.24000000
0.073798942464
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-28, Class S
38374GDC3
5473.99000000
PA
USD
5605.37000000
0.006762055663
Long
ABS-MBS
USGA
US
N
2
2034-04-16
Floating
4.73799960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-72, Class US
38375LV72
25471.16000000
PA
USD
435.07000000
0.000524848057
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
1.12154040
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3
466247K93
11931.98000000
PA
USD
11473.49000000
0.013841080613
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
4.59366480
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851DZ4
150000.00000000
PA
USD
142645.79000000
0.172081195741
Long
DBT
CORP
US
Y
2
2025-03-10
Fixed
2.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3179, Class OA
31396UFA3
8158.62000000
PA
USD
6702.27000000
0.008085304415
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5008, Class LB
3137FVYW6
359114.70000000
PA
USD
280683.15000000
0.338602997512
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
1.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132HBPL3
305029.05000000
PA
USD
279010.66000000
0.336585383960
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1
589929Y36
31278.86000000
PA
USD
28845.59000000
0.034797967883
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
132000.00000000
PA
USD
120181.45000000
0.144981268791
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.25000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C
35563PDB2
232803.32340000
PA
USD
214907.52000000
0.259254360156
Long
ABS-MBS
USGSE
US
N
2
2057-06-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-128
3136AHNE6
89639.35000000
PA
USD
67369.96000000
0.081271962347
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAT2
200000.00000000
PA
USD
201575.07000000
0.243170717322
Long
DBT
CORP
GB
N
2
2029-01-10
Variable
6.53400000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KLU2, Class A7
3137FPHV0
212757.28000000
PA
USD
198830.74000000
0.239860086227
Long
ABS-MBS
USGSE
US
N
2
2025-09-25
Variable
2.22900120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-105, Class B
38377DD94
277855.74000000
PA
USD
272222.13000000
0.328396019523
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GMZ6
128.97000000
PA
USD
128.80000000
0.000155378283
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
8.00000000
N
N
N
N
N
N
Healthpeak OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
40414LAM1
3000.00000000
PA
USD
2900.01000000
0.003498436150
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.40000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AM9
50000.00000000
PA
USD
46761.63000000
0.056411038876
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-25, Class SA
31393XRE9
11542.33000000
PA
USD
11701.90000000
0.014116623732
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
4598.32000000
PA
USD
4228.57000000
0.005101148669
Long
ABS-MBS
CORP
US
N
2
2034-06-20
Variable
3.90517560
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EV8
100000.00000000
PA
USD
98158.85000000
0.118414236274
Long
DBT
CORP
US
N
2
2033-05-10
Fixed
4.30000000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAD4
47000.00000000
PA
USD
44959.59000000
0.054237142275
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2075, Class PH
3133TGCG2
9516.60000000
PA
USD
9602.57000000
0.011584090408
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
Fixed
6.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJD2
60000.00000000
PA
USD
55215.59000000
0.066609500012
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.31900040
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR8, Class E1
74333TAJ8
100000.00000000
PA
USD
86433.96000000
0.104269878483
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
2.38200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Whole Loan, Series 2007-106, Class A7
31396XF25
11041.14000000
PA
USD
11169.77000000
0.013474687039
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Variable
6.04071000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H20, Class FA
38376RFG6
345315.76000000
PA
USD
342932.98000000
0.413698274990
Long
ABS-MBS
USGA
US
N
2
2065-08-20
Floating
5.68770840
N
N
N
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AS9
52000.00000000
PA
USD
51317.50000000
0.061907026926
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAW7
53000.00000000
PA
USD
40015.13000000
0.048272377461
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAD5
250000.00000000
PA
USD
235038.45000000
0.283539370641
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2023-1, Class C
02530UAE8
133000.00000000
PA
USD
130605.89000000
0.157556824650
Long
ABS-O
CORP
US
Y
2
2029-04-12
Fixed
5.59000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558AZ6
25000.00000000
PA
USD
24335.15000000
0.029356784455
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HNWP3
78407.80000000
PA
USD
75315.93000000
0.090857608155
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AQ3
165000.00000000
PA
USD
163481.98000000
0.197216998837
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLG2
73000.00000000
PA
USD
71896.32000000
0.086732350916
Long
DBT
CORP
US
N
2
2029-04-25
Variable
5.20200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371EX83
189.06000000
PA
USD
189.16000000
0.000228193758
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.50000000
N
N
N
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
17000.00000000
PA
USD
14669.79000000
0.017696947133
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSAH4
300000.00000000
PA
USD
286783.44000000
0.345962101468
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.88000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2022-1, Class A
21873EAA7
96747.87000000
PA
USD
94449.77000000
0.113939775994
Long
ABS-O
CORP
US
Y
2
2055-06-17
Variable
4.74400080
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAG1
100000.00000000
PA
USD
98732.33000000
0.119106055669
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BQ5
32000.00000000
PA
USD
30773.94000000
0.037124238947
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
4.25000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-4, Class A
33845AAA5
31930.16000000
PA
USD
31223.24000000
0.037666253410
Long
ABS-O
CORP
US
Y
2
2026-07-17
Fixed
0.81000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2017-1, Class AA
00908PAA5
74400.00000000
PA
USD
65555.07000000
0.079082564108
Long
ABS-O
CORP
CA
Y
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE Recovery Funding LLC, Series A-2
78433LAB2
25000.00000000
PA
USD
17629.68000000
0.021267619709
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
1.94200000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
54000.00000000
PA
USD
53253.45000000
0.064242466275
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2455, Class GK
31392K5C6
14913.86000000
PA
USD
14932.03000000
0.018013301179
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BL8
74000.00000000
PA
USD
72645.31000000
0.087635897349
Long
DBT
CORP
US
N
2
2027-01-26
Variable
4.75800120
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LV0
200000.00000000
PA
USD
183996.03000000
0.221964187334
Long
DBT
UST
US
N
2
2025-05-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2271, Class PC
3133TQKD8
7057.35000000
PA
USD
7357.87000000
0.008876189530
Long
ABS-MBS
USGSE
US
N
2
2030-12-15
Fixed
7.25000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2020-1, Class A3
14315XAC2
3947.23000000
PA
USD
3937.32000000
0.004749798319
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.89000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CL9
67000.00000000
PA
USD
52238.32000000
0.063017861018
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
1.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-59, Class SD
38374NQ34
11962.05000000
PA
USD
592.55000000
0.000714824549
Long
ABS-MBS
USGA
US
N
2
2036-10-20
Floating
1.27154160
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
20304.74000000
PA
USD
16270.81000000
0.019628342627
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
5.73599880
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AG4
22000.00000000
PA
USD
20847.64000000
0.025149615839
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LER78
430077.42000000
PA
USD
399170.90000000
0.481541066001
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
2.21000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAD1
80000.00000000
PA
USD
75255.26000000
0.090784418710
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406P5W5
43595.92000000
PA
USD
42590.16000000
0.051378772970
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
3.69500040
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833RZ5
200000.00000000
PA
USD
162048.83000000
0.195488113844
Long
DBT
UST
US
N
2
2028-08-15
None
0.00000000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CT9
31000.00000000
PA
USD
30239.51000000
0.036479527642
Long
DBT
CORP
US
N
2
2033-03-29
Fixed
4.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209DBS2
219.95000000
PA
USD
219.53000000
0.000264830703
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416JAY7
27145.23000000
PA
USD
28014.73000000
0.033795657318
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
150000.00000000
PA
USD
136908.78000000
0.165160335751
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2D3
50000.00000000
PA
USD
44210.55000000
0.053333535524
Long
DBT
CORP
US
Y
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
Safehold GL Holdings LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
78646UAA7
88000.00000000
PA
USD
67776.68000000
0.081762610293
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PB0
300000.00000000
PA
USD
260282.03000000
0.313992042474
Long
DBT
UST
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-5, Class B
80287HAD0
44000.00000000
PA
USD
43130.41000000
0.052030505250
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
4.43000000
N
N
N
N
N
N
Seasoned Loans Structured Transaction
N/A
Seasoned Loans Structured Transaction, Series 2018-2, Class A1
35564CAN7
217772.16000000
PA
USD
205075.11000000
0.247393001543
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Fixed
3.50000000
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
42217KBC9
100000.00000000
PA
USD
99320.50000000
0.119815596391
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-22, Class SA
38374TRY2
38030.42000000
PA
USD
1687.95000000
0.002036263771
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
26141.26000000
PA
USD
669.52000000
0.000807677549
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
1.10153880
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
86000.00000000
PA
USD
79335.47000000
0.095706592829
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 2003-W1, Class 1A1
31392GVX0
46037.49000000
PA
USD
43396.72000000
0.052351769153
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Variable
4.79914920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1720, Class PL
3133T5DV2
1503.41000000
PA
USD
1500.69000000
0.001810362083
Long
ABS-MBS
USGSE
US
N
2
2024-04-15
Fixed
7.50000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BV5
23000.00000000
PA
USD
22886.32000000
0.027608983845
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-39, Class PD
31359PSF4
5267.36000000
PA
USD
5327.75000000
0.006427147906
Long
ABS-MBS
USGSE
US
N
2
2027-05-20
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-20, Class IB
31359N4S7
117.99000000
PA
USD
0.33000000
0.000000398096
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Floating
1.83999960
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAK8
100000.00000000
PA
USD
98428.93000000
0.118740048128
Long
DBT
CORP
US
Y
2
2024-05-13
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM4X9
70798.84000000
PA
USD
58852.26000000
0.070996608262
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402BEZ3
9764.70000000
PA
USD
9758.01000000
0.011771605939
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAV2
50000.00000000
PA
USD
50195.46000000
0.060553450456
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-91, Class ES
31396XYW8
113597.00000000
PA
USD
8673.81000000
0.010463677872
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Floating
1.05793920
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-1, Class A
33845VAA9
63277.58000000
PA
USD
61846.39000000
0.074608586369
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
1.79000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2005-W3, Class 2AF
31394FSB2
42181.83610000
PA
USD
41743.90000000
0.050357884567
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
36000.00000000
PA
USD
29121.94000000
0.035131343571
Long
DBT
CORP
US
N
2
2031-11-09
Fixed
2.25000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBT6
150000.00000000
PA
USD
125546.95000000
0.151453956529
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CE8
100000.00000000
PA
USD
99403.67000000
0.119915928782
Long
DBT
CORP
US
N
2
2028-02-10
Fixed
4.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
127000.00000000
PA
USD
113936.68000000
0.137447870934
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.59300000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR3, Class A
74331UAA6
129117.77000000
PA
USD
118059.07000000
0.142420929028
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
3.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3232, Class ST
31397BP96
16540.95000000
PA
USD
1191.77000000
0.001437695473
Long
ABS-MBS
USGSE
US
N
2
2036-10-15
Floating
1.39700880
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142FD0
66000.00000000
PA
USD
62895.78000000
0.075874521284
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XF6U0
361608.74000000
PA
USD
303084.81000000
0.365627310248
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKE25
291000.00000000
PA
USD
282788.97000000
0.341143360067
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
4.36000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1706, Class K
3133T4UA2
817.66000000
PA
USD
815.23000000
0.000983455264
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-2CB, Class 1A9
12667FAQ8
347095.81000000
PA
USD
343363.80000000
0.414217996047
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
5.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132Y15Q7
131893.78000000
PA
USD
128648.34000000
0.155195328073
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
4.50000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HBA5
100000.00000000
PA
USD
80484.00000000
0.097092125593
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
3785.54000000
PA
USD
4056.12000000
0.004893113071
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Floating
6.74381880
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR5, Class A
03217JAA9
100000.00000000
PA
USD
91044.44000000
0.109831745478
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
1.37900000
N
N
N
N
N
N
Nomura Asset Acceptance Corp. Alternative Loan Trust
N/A
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A1
65535VAT5
1489.38000000
PA
USD
1422.68000000
0.001716254475
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class OE
31339NKQ8
2760.03000000
PA
USD
2751.17000000
0.003318882550
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403BBP7
29150.20000000
PA
USD
28536.23000000
0.034424770477
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Variable
3.72800160
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAN6
29000.00000000
PA
USD
23034.57000000
0.027787825697
Long
DBT
CORP
US
Y
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AP6
40000.00000000
PA
USD
33643.81000000
0.040586315615
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-36, Class SA
31393X5V5
20765.98000000
PA
USD
21716.18000000
0.026197381789
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Floating
4.66933680
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-2, Class A3
80287JAC8
66000.00000000
PA
USD
65451.22000000
0.078957284335
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
5.21000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2345, Class NE
313399SN8
7167.37000000
PA
USD
7313.54000000
0.008822711895
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411SM94
6454.05000000
PA
USD
6514.94000000
0.007859318283
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
7.14200040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CF65
486.61000000
PA
USD
486.19000000
0.000586516829
Long
ABS-MBS
USGA
US
N
2
2025-04-20
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-69
31396Q5D7
20701.43000000
PA
USD
15765.23000000
0.019018434610
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-49, Class Z
313921AG3
3264.52460000
PA
USD
3329.91000000
0.004017047362
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
6.50000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AJ4
25000.00000000
PA
USD
22167.84000000
0.026742243246
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LZ1
200000.00000000
PA
USD
176805.30000000
0.213289627667
Long
DBT
UST
US
N
2
2026-05-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-121, Class DX
31394VBA7
20606.57000000
PA
USD
20366.50000000
0.024569191092
Long
ABS-MBS
USGSE
US
N
2
2026-01-25
Fixed
5.50000000
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAF4
62000.00000000
PA
USD
58727.07000000
0.070845584913
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DX5
29000.00000000
PA
USD
28656.52000000
0.034569882696
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class NG
31339NLX2
5442.09000000
PA
USD
5556.96000000
0.006703656108
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403EDC8
22618.36000000
PA
USD
22963.32000000
0.027701873036
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
600000.00000000
PA
USD
538570.31000000
0.649705981057
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
38843.25000000
PA
USD
2560.67000000
0.003089072278
Long
ABS-MBS
USGSE
US
N
2
2038-08-15
Floating
0.54700920
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAE7
28000.00000000
PA
USD
22283.69000000
0.026881999256
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHD4
250000.00000000
PA
USD
229251.55000000
0.276558325693
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
16442.19000000
PA
USD
16268.73000000
0.019625833412
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Variable
7.49999880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-74, Class SW
31394AR81
10989.59000000
PA
USD
11326.12000000
0.013663300351
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Floating
4.81101840
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
90000.00000000
PA
USD
69210.39000000
0.083492170844
Long
DBT
CORP
US
N
2
2032-02-13
Variable
1.79399880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31387Y5U3
8923.78000000
PA
USD
9230.89000000
0.011135713076
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-31, Class TS
38374TXN9
20128.26000000
PA
USD
208.95000000
0.000252067487
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Floating
0.87153840
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGH7
99000.00000000
PA
USD
95209.52000000
0.114856302787
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283GHW0
107.17000000
PA
USD
107.16000000
0.000129272801
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
8.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2003-UP3, Class A3
17307GAV0
1940.14000000
PA
USD
1890.34000000
0.002280417582
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2172, Class QC
3133TLLL0
11616.38000000
PA
USD
11959.93000000
0.014427899031
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
9063.07000000
PA
USD
8928.89000000
0.010771394429
Long
ABS-MBS
USGA
US
N
2
2035-06-17
Floating
3.35640960
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-3, Class A3
80285UAD3
57030.83000000
PA
USD
56406.51000000
0.068046170086
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
3.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2344, Class ZJ
313399C70
11298.27140000
PA
USD
11620.70000000
0.014018667858
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-28, Class QS
31396YY71
12188.57000000
PA
USD
12314.22000000
0.014855297883
Long
ABS-MBS
USGSE
US
N
2
2038-04-25
Floating
4.49381880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H24, Class FA
38375BWP3
4321.86000000
PA
USD
4261.63000000
0.005141030704
Long
ABS-MBS
USGA
US
N
2
2060-03-20
Floating
5.50000080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2196, Class TL
3133TMSB3
81.58000000
PA
USD
84.82000000
0.000102322872
Long
ABS-MBS
USGSE
US
N
2
2029-11-15
Fixed
7.50000000
N
N
N
N
N
N
Mercedes-Benz Auto Receivables Trust
N/A
Mercedes-Benz Auto Receivables Trust, Series 2023-1, Class A3
58770AAC7
63000.00000000
PA
USD
62104.06000000
0.074919427381
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
4.51000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-33, Class ID
31359S6G0
12778.37000000
PA
USD
1463.57000000
0.001765582255
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Fixed
6.00000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3
36267KAD9
43000.00000000
PA
USD
43238.34000000
0.052160706944
Long
ABS-O
CORP
US
N
2
2028-06-16
Fixed
5.45000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2021-B, Class A4
88161KAD7
51000.00000000
PA
USD
49093.46000000
0.059224049303
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
0.63000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-81, Class PI
31359RLD2
1559.13000000
PA
USD
87.43000000
0.000105471454
Long
ABS-MBS
USGSE
US
N
2
2027-12-18
Fixed
7.00000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DQ0
46000.00000000
PA
USD
46063.68000000
0.055569064706
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
VOLT XCVII LLC
N/A
VOLT XCVII LLC, Series 2021-NPL6, Class A1
91835EAA7
83703.40000000
PA
USD
78147.41000000
0.094273372925
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.23949880
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
68000.00000000
PA
USD
60616.77000000
0.073125230429
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2006-1F, Class 1A3
3623416K0
15595.22000000
PA
USD
25612.73000000
0.030897997092
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-61, Class SH
31394ARP3
12318.76000000
PA
USD
12249.71000000
0.014777476042
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Floating
2.39053680
N
N
N
N
N
N
Mylan, Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BK2
75000.00000000
PA
USD
70611.27000000
0.085182126822
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-28, Class PK
31392CA46
8185.93000000
PA
USD
8333.23000000
0.010052818122
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406H3D7
12764.02000000
PA
USD
12898.61000000
0.015560278590
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
6.67000080
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2021-P4, Class A4
14687KAD8
150000.00000000
PA
USD
135581.19000000
0.163558793394
Long
ABS-O
CORP
US
N
2
2027-12-10
Fixed
1.64000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-27, Class OH
31395BZL0
14904.49000000
PA
USD
12766.25000000
0.015400605690
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
None
0.00000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2022-3A, Class A3
96043PAG6
183000.00000000
PA
USD
182128.11000000
0.219710816189
Long
ABS-O
CORP
US
Y
2
2026-07-15
Fixed
5.49000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-71, Class HJ
31398TDU2
50244.78000000
PA
USD
50803.46000000
0.061286913161
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2021-PLZA, Class A
61773PAA9
147000.00000000
PA
USD
112223.87000000
0.135381617223
Long
ABS-MBS
CORP
US
Y
3
2043-11-09
Fixed
2.57400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CYH0
773.54000000
PA
USD
782.97000000
0.000944538312
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
44340.39000000
PA
USD
38427.63000000
0.046357291861
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
0.54287280
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2018-1, Class AA
11042TAA1
44907.17000000
PA
USD
41736.33000000
0.050348752474
Long
ABS-O
CORP
US
Y
2
2031-09-20
Fixed
3.80000000
N
N
N
N
N
N
VOLT C LLC
N/A
VOLT C LLC, Series 2021-NPL9, Class A1
91835DAA9
39428.88000000
PA
USD
36216.94000000
0.043690419053
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
1.99180080
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
25000.00000000
PA
USD
21847.29000000
0.026355546749
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCF6
3000000.00000000
PA
USD
2705625.00000000
3.263939196721
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BN3
225000.00000000
PA
USD
213422.22000000
0.257462563847
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAD8
125000.00000000
PA
USD
100903.70000000
0.121725494672
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2002-QS16, Class A3
76110GW49
103.96000000
PA
USD
54.06000000
0.000065215450
Long
ABS-MBS
CORP
US
N
3
2017-10-25
Floating
5.27028480
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 300, Class 1
31364HT56
454.90000000
PA
USD
449.73000000
0.000542533194
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
None
0.00000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series 21-B
842587DH7
167000.00000000
PA
USD
142619.73000000
0.172049758178
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR5, Class A7
929227R65
17661.47000000
PA
USD
17493.97000000
0.021103905526
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
4.82677920
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AN6
100000.00000000
PA
USD
97613.88000000
0.117756810007
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 3A
31393LFM0
49415.90000000
PA
USD
50864.31000000
0.061360319749
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
7.00000000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804FQ2
21000.00000000
PA
USD
20768.74000000
0.025054434577
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1927, Class PH
3133T8TQ0
12629.68000000
PA
USD
12789.83000000
0.015429051496
Long
ABS-MBS
USGSE
US
N
2
2027-01-15
Fixed
7.50000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AK5
58000.00000000
PA
USD
56026.84000000
0.067588153991
Long
DBT
NUSS
CO
N
2
2025-01-16
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-65, Class PA
3136B7AE1
151016.56000000
PA
USD
133725.45000000
0.161320115631
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
2.50000000
N
N
N
N
N
N
FHF Trust
N/A
FHF Trust, Series 2023-1A, Class A2
30331GAC5
72000.00000000
PA
USD
71341.67000000
0.086063247150
Long
ABS-O
CORP
US
Y
2
2028-06-15
Fixed
6.57000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
20000.00000000
PA
USD
18821.06000000
0.022704844706
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2023-1, Class A3
02007WAC2
77000.00000000
PA
USD
77267.76000000
0.093212204391
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.46000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410ERP5
21703.21000000
PA
USD
22372.94000000
0.026989666273
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Variable
5.54400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31374AUY4
50.37000000
PA
USD
50.17000000
0.000060522736
Long
ABS-MBS
USGSE
US
N
2
2025-05-01
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-22, Class UD
31393ANT0
38993.85000000
PA
USD
37047.97000000
0.044692934697
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
4.00000000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust, Series 2021-A, Class A3
98163JAC9
29636.14000000
PA
USD
29452.72000000
0.035530381060
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.42000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L7US3
213274.01000000
PA
USD
202335.01000000
0.244087473322
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
3.76000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
57000.00000000
PA
USD
42837.59000000
0.051677260926
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CH2
100000.00000000
PA
USD
85527.40000000
0.103176246986
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2019-4, Class C
33845FAE6
25367.75000000
PA
USD
25267.32000000
0.030481310656
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.77000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-79, Class OK
38376CXX2
38270.52000000
PA
USD
32392.80000000
0.039077155781
Long
ABS-MBS
USGA
US
N
2
2037-11-16
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617LMSM9
308629.68000000
PA
USD
296570.10000000
0.357768269425
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.50000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2021-A, Class A3
98164EAC9
52847.07000000
PA
USD
51504.00000000
0.062132011785
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2224, Class CB
3133TNK45
4778.35000000
PA
USD
5011.02000000
0.006045059678
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
8217.48000000
PA
USD
2.45000000
0.000002955565
Long
ABS-MBS
USGA
US
N
2
2039-02-16
Floating
0.67290840
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2023-1A, Class A3
96042XAD7
50000.00000000
PA
USD
49602.14000000
0.059837697015
Long
ABS-O
CORP
US
Y
2
2028-01-18
Fixed
5.21000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust, Series 2023-1, Class A3
05593AAC3
16000.00000000
PA
USD
15894.98000000
0.019174958929
Long
ABS-O
CORP
US
N
2
2025-11-25
Fixed
5.16000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
50000.00000000
PA
USD
49829.97000000
0.060112540449
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EWE5
31382.59000000
PA
USD
32958.41000000
0.039759481177
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
12246.04000000
PA
USD
10140.09000000
0.012232529345
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
4393.79000000
PA
USD
3942.84000000
0.004756457388
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Floating
0.76785120
N
N
N
N
N
N
Impac Secured Assets CMN Owner Trust
N/A
Impac Secured Assets CMN Owner Trust, Series 2002-2, Class APO
45254TLJ1
394.54000000
PA
USD
286.60000000
0.000345740808
Long
ABS-MBS
CORP
US
N
2
2033-04-25
None
0.00000000
N
N
N
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAG1
50000.00000000
PA
USD
40392.88000000
0.048728077357
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.50000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
28000.00000000
PA
USD
25416.92000000
0.030661781084
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31391REW8
4626.81000000
PA
USD
4642.59000000
0.005600602993
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-3, Class AA
023771R91
30680.83000000
PA
USD
27351.81000000
0.032995941699
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
37000.00000000
PA
USD
28742.30000000
0.034673363667
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
321893.36440000
PA
USD
279145.80000000
0.336748410522
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
372.60000000
PA
USD
376.06000000
0.000453661159
Long
ABS-MBS
USGA
US
N
2
2026-08-20
Fixed
8.00000000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BQ6
75000.00000000
PA
USD
59361.32000000
0.071610714388
Long
DBT
CORP
US
Y
2
2031-02-02
Fixed
1.70000000
N
N
N
N
N
N
Aon Global Ltd.
VVT2B79I2Z4U3R6BY589
Aon Global Ltd.
00185AAK0
143000.00000000
PA
USD
138260.25000000
0.166790685820
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
3.87500000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
38000.00000000
PA
USD
36843.80000000
0.044446633578
Long
DBT
CORP
US
Y
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1998-1, Class 2E
911760LH7
15264.60000000
PA
USD
15220.40000000
0.018361177232
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2040, Class PE
3133TD3W4
9699.27000000
PA
USD
9893.11000000
0.011934584248
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.50000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2023-1, Class A3
43815JAC7
34000.00000000
PA
USD
33800.47000000
0.040775302896
Long
ABS-O
CORP
US
N
2
2027-04-21
Fixed
5.04000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAT9
100000.00000000
PA
USD
99998.36000000
0.120633334927
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BA9
83000.00000000
PA
USD
64459.81000000
0.077761293775
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
VOLT XCIX LLC
N/A
VOLT XCIX LLC, Series 2021-NPL8, Class A1
92872VAA1
55964.63000000
PA
USD
52155.04000000
0.062917395929
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.11569840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31401A3J4
19943.11000000
PA
USD
20451.77000000
0.024672056824
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCE9
100000.00000000
PA
USD
95835.89000000
0.115611926199
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
4.75000000
N
N
N
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AT7
38000.00000000
PA
USD
37044.72000000
0.044689014050
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2169, Class TB
3133TL5G9
25816.13000000
PA
USD
26366.28000000
0.031807044495
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140J8TU7
76750.22000000
PA
USD
70786.93000000
0.085394034813
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Variable
3.12099840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-H15, Class FA
38378U8D2
410442.14000000
PA
USD
407612.92000000
0.491725123281
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
5.71771080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3171, Class MO
31396TUG6
12272.43000000
PA
USD
10832.85000000
0.013068242541
Long
ABS-MBS
USGSE
US
N
2
2036-06-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K069, Class A2
3137FBU79
480000.00000000
PA
USD
450056.64000000
0.542927237899
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.18700080
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-5A, Class B
30167FAD4
107000.00000000
PA
USD
106464.71000000
0.128434036511
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.97000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2
31393XGQ4
12130.17000000
PA
USD
12461.74000000
0.015033259097
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
7.00000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DAZ8
116000.00000000
PA
USD
113122.57000000
0.136465766784
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2022-C, Class B
12664DAC7
200000.00000000
PA
USD
197215.38000000
0.237911391629
Long
ABS-O
CORP
US
Y
2
2030-04-15
Fixed
4.88000000
N
N
N
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653AE1
50000.00000000
PA
USD
47066.29000000
0.056778566421
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.05000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2023-3A, Class A3
96041CAG7
200000.00000000
PA
USD
199741.50000000
0.240958784407
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
5.82000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2412, Class SP
31339DW95
14794.56000000
PA
USD
15385.24000000
0.018560032483
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
5.49402120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-81, Class LO
31392BNB8
1499.18400000
PA
USD
1359.99000000
0.001640628197
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-189, Class PL
31359EXF3
183.91000000
PA
USD
183.16000000
0.000220955639
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-10, Class XI
31396YKW1
9542.94000000
PA
USD
695.00000000
0.000838415427
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
0.82793880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-90, Class SI
38374JXC5
58477.30000000
PA
USD
2514.59000000
0.003033483525
Long
ABS-MBS
USGA
US
N
2
2034-10-20
Floating
0.67154040
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust, Series 2023-1A, Class A3
50117KAC4
111000.00000000
PA
USD
109956.19000000
0.132645994349
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
5.02000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2S0
100000.00000000
PA
USD
100220.70000000
0.120901555482
Long
DBT
CORP
CA
N
2
2026-07-17
Fixed
5.53200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31373TSU5
73.03000000
PA
USD
72.78000000
0.000087798381
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-34, Class GE
31393CAU7
104241.81000000
PA
USD
105568.40000000
0.127352770134
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DB3
43000.00000000
PA
USD
36680.52000000
0.044249660238
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDW8
1000000.00000000
PA
USD
879296.88000000
1.060742546430
Long
DBT
UST
US
N
2
2029-01-31
Fixed
1.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31371NT54
4243.60000000
PA
USD
4248.09000000
0.005124696682
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.50000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1996-1, Class 1Z
92260MAH6
37784.33000000
PA
USD
38104.73000000
0.045967760435
Long
ABS-MBS
USGSE
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2441, Class GF
3133TVJF4
10876.14000000
PA
USD
11102.18000000
0.013393149631
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M55D
35563PLQ0
51275.40000000
PA
USD
47957.78000000
0.057854018176
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CPT4
206.20000000
PA
USD
207.46000000
0.000250270021
Long
ABS-MBS
USGA
US
N
2
2026-06-20
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1671, Class L
3133T36F0
211.43000000
PA
USD
210.67000000
0.000254142414
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-40, Class SB
38375KA77
81087.26000000
PA
USD
3546.31000000
0.004278102180
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Floating
1.32153840
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-4A, Class A
36263DAA5
4195.96000000
PA
USD
4190.41000000
0.005055114233
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
0.84000000
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156AU3
100000.00000000
PA
USD
87304.17000000
0.105319659043
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.00000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
30000.00000000
PA
USD
28352.63000000
0.034203284042
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-3A, Class A3
30166YAC6
84480.72000000
PA
USD
84223.14000000
0.101602848848
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.21000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CH6
100000.00000000
PA
USD
94191.48000000
0.113628187043
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
21304.53420000
PA
USD
21532.30000000
0.025975557575
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCE3
168000.00000000
PA
USD
141938.88000000
0.171228412648
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FJ2
400000.00000000
PA
USD
438906.25000000
0.529475929983
Long
DBT
UST
US
N
2
2029-08-15
Fixed
6.12500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABX2
100000.00000000
PA
USD
79471.95000000
0.095871235904
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBF5
100000.00000000
PA
USD
96816.00000000
0.116794284969
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
80000.00000000
PA
USD
72400.94000000
0.087341100834
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949AB6
40000.00000000
PA
USD
40195.33000000
0.048489762296
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAL5
580000.00000000
PA
USD
494404.69000000
0.596426646979
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
133.30000000
PA
USD
133.82000000
0.000161434176
Long
ABS-MBS
USGA
US
N
2
2025-12-20
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406QGB7
9214.68000000
PA
USD
9323.52000000
0.011247457566
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
7.23200040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H03, Class FA
38375BF64
114.04000000
PA
USD
112.87000000
0.000136161078
Long
ABS-MBS
USGA
US
N
2
2060-08-20
Floating
5.55526080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371EW35
41.06000000
PA
USD
40.94000000
0.000049388097
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
8.00000000
N
N
N
N
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAH1
14000.00000000
PA
USD
13973.62000000
0.016857120272
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
4.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-41, Class 3A
31392MEN8
15289.11000000
PA
USD
14342.59000000
0.017302228388
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Variable
4.34951640
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410D5T3
7683.05000000
PA
USD
7655.88000000
0.009235694827
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
6.02200080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class A2
3136BCGS3
163449.93000000
PA
USD
144433.00000000
0.174237202125
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
1.20000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBN0
80000.00000000
PA
USD
77269.68000000
0.093214520589
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.37500000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust, Series 2022-A, Class A3
80287CAC3
34000.00000000
PA
USD
32979.20000000
0.039784561259
Long
ABS-O
CORP
US
Y
2
2025-07-21
Fixed
1.34000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class A
78449RAA3
155000.00000000
PA
USD
124279.51000000
0.149924976313
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
22734.87000000
PA
USD
22677.31000000
0.027356843976
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128NFF28
27022.82000000
PA
USD
27246.35000000
0.032868719697
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
6.81400080
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5190, Class PH
3137H5HE0
291805.95000000
PA
USD
257868.54000000
0.311080521250
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Fixed
2.50000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-1A, Class A
23345YAA9
27939.04000000
PA
USD
27746.31000000
0.033471848010
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
1.58000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAT7
48000.00000000
PA
USD
36004.30000000
0.043433900123
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WQA9
34092.06000000
PA
USD
29026.26000000
0.035015919703
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2020-C, Class A4
89237VAC3
56000.00000000
PA
USD
54622.30000000
0.065893782761
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
0.57000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2018-1, Class M60C
35563PEL9
158484.19000000
PA
USD
146528.81000000
0.176765489085
Long
ABS-MBS
USGSE
US
N
2
2057-05-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-73, Class PS
31394EC48
33803.33000000
PA
USD
33704.98000000
0.040660108236
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
3.19484880
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
150000.00000000
PA
USD
138768.28000000
0.167403549403
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.59100000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2990, Class UZ
31395V4P1
266357.21000000
PA
USD
264794.17000000
0.319435276701
Long
ABS-MBS
USGSE
US
N
2
2035-06-15
Fixed
5.75000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1994-1, Class 1
911760DD5
2446.34000000
PA
USD
2427.45000000
0.002928361913
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Variable
4.43265480
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31410GAH6
8150.80000000
PA
USD
8183.02000000
0.009871611818
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.00000000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AJ3
52000.00000000
PA
USD
43389.12000000
0.052342600870
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204DKT5
113.41000000
PA
USD
114.92000000
0.000138634102
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140JBPU4
373028.77000000
PA
USD
346188.50000000
0.417625581743
Long
ABS-MBS
USGSE
US
N
2
2059-08-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-71, Class SB
38374JBS4
9546.20000000
PA
USD
9504.00000000
0.011465180180
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Floating
2.80667160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296SLS3
13230.65000000
PA
USD
13463.29000000
0.016241482078
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2020-4, Class C
80286WAF3
450.14000000
PA
USD
449.57000000
0.000542340178
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-5, Class 1A4
12669FVR1
10669.63000000
PA
USD
10479.98000000
0.012642556711
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
5.50000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBR6
37000.00000000
PA
USD
31607.67000000
0.038130011745
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2021-2A, Class A
22537CAA7
108647.85000000
PA
USD
107049.13000000
0.129139053409
Long
ABS-O
CORP
US
Y
2
2030-02-15
Fixed
0.96000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class A
05377RDU5
100000.00000000
PA
USD
93719.23000000
0.113058486776
Long
ABS-O
CORP
US
Y
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2005-6, Class 3A1
576434W59
7070.55310000
PA
USD
5505.94000000
0.006642107971
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36202SBN7
6260.77000000
PA
USD
6347.28000000
0.007657061116
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Global Markets Mortgage Securities VII, Inc.
549300VB2N1G56GWKB41
Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A
79549AYG8
2560.95000000
PA
USD
2539.38000000
0.003063389020
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
17205.71610000
PA
USD
18002.81000000
0.021717746254
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
7.00000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust, Series 2017-GM, Class A
056083AA6
100000.00000000
PA
USD
90410.83000000
0.109067388069
Long
ABS-MBS
CORP
US
Y
2
2039-06-13
Fixed
3.37900000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-3, Class A
33846QAA9
28316.27000000
PA
USD
27771.35000000
0.033502055092
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
0.36000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAN5
150000.00000000
PA
USD
148121.12000000
0.178686377243
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.75000000
N
N
N
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949AA8
12000.00000000
PA
USD
11961.48000000
0.014429768878
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.62500000
N
N
N
N
N
N
Morgan Stanley Bank NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U7U8
250000.00000000
PA
USD
250344.14000000
0.302003437732
Long
DBT
CORP
US
N
2
2025-07-16
Fixed
5.47900000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AJ4
14000.00000000
PA
USD
10802.28000000
0.013031364326
Long
DBT
CORP
US
Y
2
2032-01-07
Fixed
2.77500000
N
N
N
N
N
N
SITE Centers Corp.
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp.
23317HAD4
12000.00000000
PA
USD
11417.11000000
0.013773066423
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.62500000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1
576433UE4
17115.47000000
PA
USD
16219.96000000
0.019566999570
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Variable
4.70751480
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-40, Class SA
38375QKS7
47919.82000000
PA
USD
2306.98000000
0.002783032551
Long
ABS-MBS
USGA
US
N
2
2038-05-16
Floating
0.97291080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BCA4
0.23000000
PA
USD
0.23000000
0.000000277461
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
9.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-72, Class GO
31396KJK9
15920.35000000
PA
USD
13963.67000000
0.016845117059
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617K1XV0
50843.83000000
PA
USD
48616.47000000
0.058648630922
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAT8
72000.00000000
PA
USD
57806.96000000
0.069735607331
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1
466247K51
5903.06000000
PA
USD
5911.95000000
0.007131899407
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
5.59493280
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AU8
150000.00000000
PA
USD
140274.96000000
0.169221137542
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.65000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2004-1
05946XGF4
5746.49000000
PA
USD
3966.84000000
0.004785409863
Long
ABS-MBS
CORP
US
N
2
2034-03-25
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833PA2
47000.00000000
PA
USD
41184.27000000
0.049682773163
Long
DBT
UST
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4ZA8
7834.89000000
PA
USD
7731.68000000
0.009327136394
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
3.94999920
N
Y
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAP2
50000.00000000
PA
USD
47530.98000000
0.057339146659
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.20000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132XFJB5
400000.00000000
PA
USD
344502.36000000
0.415591501470
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
1.80000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust, Series 2023-A, Class A3
65480VAD5
72000.00000000
PA
USD
71345.68000000
0.086068084626
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.91000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M2, Class A2
3136B0YM2
472547.23000000
PA
USD
437096.45000000
0.527292672082
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
3.00251520
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-3A, Class C
23344QAC3
95000.00000000
PA
USD
91361.41000000
0.110214123230
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
0.87000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-77, Class PC
31396KGX4
17732.27000000
PA
USD
18009.23000000
0.021725491041
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class A2
3137FJXV6
297000.00000000
PA
USD
287386.94000000
0.346690135584
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
4.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2351, Class PZ
313399HV2
6972.21050000
PA
USD
7025.73000000
0.008475511400
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3137, Class XP
31396N2Q8
38393.75000000
PA
USD
39460.93000000
0.047603816554
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-16, Class IS
31396YTG7
6096.41000000
PA
USD
350.17000000
0.000422428676
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
0.79794000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-65, Class QO
31396KAA0
11117.04000000
PA
USD
9388.84000000
0.011326256553
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
None
0.00000000
N
N
N
N
N
N
2023-10-02
JPMorgan Institutional Trust
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer