0001752724-23-091227.txt : 20230428
0001752724-23-091227.hdr.sgml : 20230428
20230428140214
ACCESSION NUMBER: 0001752724-23-091227
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230228
FILED AS OF DATE: 20230428
DATE AS OF CHANGE: 20230428
PERIOD START: 20230228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMORGAN TRUST II
CENTRAL INDEX KEY: 0000763852
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04236
FILM NUMBER: 23863772
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
FORMER COMPANY:
FORMER CONFORMED NAME: ONE GROUP MUTUAL FUNDS
DATE OF NAME CHANGE: 20000721
FORMER COMPANY:
FORMER CONFORMED NAME: ONE GROUP
DATE OF NAME CHANGE: 19931105
FORMER COMPANY:
FORMER CONFORMED NAME: HELMSMAN FUND
DATE OF NAME CHANGE: 19920703
0000763852
S000003478
JPMorgan Core Plus Bond Fund
C000009620
Class I
HLIPX
C000009621
Class A
ONIAX
C000009623
Class C
OBDCX
C000009624
Class R6
JCPUX
C000070639
Class R2
JCPZX
C000173236
Class R3
JCPPX
C000173237
Class R4
JCPQX
C000173238
Class R5
JCPYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000763852
XXXXXXXX
S000003478
C000173238
C000070639
C000173237
C000009624
C000009623
C000009620
C000009621
C000173236
JPMorgan Trust II
811-04236
0000763852
549300IMXLYKELY96B40
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Core Plus Bond Fund
S000003478
JW89OQCNJOLWVS3KT374
2023-02-28
2023-02-28
N
16870739125.08
505085964.73
16365653160.35
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
125094858.80000000
0.00000000
0.00000000
31824.81000000
EUR
USD
N
U.S. Aggregate
1TRUSD0
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-53, Class CS
31394DJ68
203237.72000000
PA
USD
6595.49000000
0.000040300805
Long
ABS-MBS
USGSE
US
N
2
2035-06-25
Floating
2.08299960
N
N
N
N
N
N
Wynn Las Vegas LLC
N/A
Wynn Las Vegas LLC
983130AV7
5449000.00000000
PA
USD
5287221.10000000
0.032306813838
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Indexed Bonds
912810FD5
1835030.00000000
PA
USD
2004698.60000000
0.012249426163
Long
DBT
UST
US
N
2
2028-04-15
Fixed
3.62500000
N
N
N
N
N
N
BOC Aviation Ltd.
254900H06V5RMEB3KE72
BOC Aviation Ltd.
09681LAJ9
370000.00000000
PA
USD
357786.30000000
0.002186202386
Long
DBT
CORP
SG
Y
2
2024-10-10
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128M8T95
3212977.94000000
PA
USD
3241335.14000000
0.019805718160
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
5.00000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
1338000.00000000
PA
USD
1271218.43000000
0.007767599725
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2022-A, Class C
68378NAC4
5500000.00000000
PA
USD
5071812.90000000
0.030990592616
Long
ABS-O
CORP
US
Y
2
2031-06-09
Fixed
7.40000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AG5
4250000.00000000
PA
USD
2643420.87000000
0.016152247906
Long
DBT
CORP
US
Y
2
2051-02-10
Fixed
2.80000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series 06-E
842400FF5
450000.00000000
PA
USD
442593.31000000
0.002704403580
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
5.55000000
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAD6
2067000.00000000
PA
USD
2049712.79000000
0.012524478979
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.25000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CC4
678000.00000000
PA
USD
676096.45000000
0.004131191363
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
Potomac Electric Power Co.
549300BXF2DWUNN57U06
Potomac Electric Power Co.
737679DB3
360000.00000000
PA
USD
394740.51000000
0.002412005840
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.50000000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2018-1, Class A
11043HAA6
1705886.02000000
PA
USD
1471151.67000000
0.008989263401
Long
ABS-O
CORP
US
Y
2
2031-09-20
Fixed
4.12500000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AT7
3180000.00000000
PA
USD
2508225.00000000
0.015326152738
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.37500000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AM1
23668000.00000000
PA
USD
19605621.40000000
0.119797365909
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128M9LU4
2711968.03000000
PA
USD
2457234.88000000
0.015014584849
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
3895000.00000000
PA
USD
3302044.68000000
0.020176675184
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138EN2A6
3185718.51000000
PA
USD
3209968.36000000
0.019614055904
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
HINNT LLC
N/A
HINNT LLC, Series 2022-A, Class E
40486JAE7
2232514.74000000
PA
USD
2056906.92000000
0.012568437689
Long
ABS-O
CORP
US
Y
2
2041-05-15
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3852, Class TP
3137ABB59
98099.76000000
PA
USD
95039.67000000
0.000580726409
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
5.50000080
N
N
N
N
N
N
Garda World Security Corp.
549300ZF1NDXLMCHNO20
Garda World Security Corp.
36485MAK5
1880000.00000000
PA
USD
1665052.31000000
0.010174065731
Long
DBT
CORP
CA
Y
2
2027-02-15
Fixed
4.62500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LW9
2600000.00000000
PA
USD
2420225.68000000
0.014788445387
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.07499840
N
N
N
N
N
N
Sonic Automotive, Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive, Inc.
83545GBD3
3040000.00000000
PA
USD
2508000.00000000
0.015324777907
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732AG7
4600000.00000000
PA
USD
3783500.00000000
0.023118539559
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
6.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LER60
8220227.12000000
PA
USD
7422136.12000000
0.045351908947
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.87000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H1AK3
307465.78000000
PA
USD
293473.37000000
0.001793227359
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAU3
5148000.00000000
PA
USD
3925130.49000000
0.023983952559
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.46100000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K063, Class AM
3137BVZ90
25610000.00000000
PA
USD
24389601.55000000
0.149029197374
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Variable
3.51299880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-22, Class SC
31396PU90
21602.76000000
PA
USD
62.23000000
0.000000380247
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
1.46300040
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAW5
11052000.00000000
PA
USD
10354950.36000000
0.063272453953
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2022-1A, Class F
784033AN2
7056000.00000000
PA
USD
6003858.67000000
0.036685725960
Long
ABS-O
CORP
US
Y
2
2032-07-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-91, Class SD
31393EQX0
3653.17000000
PA
USD
3462.92000000
0.000021159680
Long
ABS-MBS
USGSE
US
N
2
2033-09-25
Floating
4.80499920
N
N
N
N
N
N
VM Master Issuer LLC
549300DTHP15ZDVADB72
VM Master Issuer LLC, Series 2022-1, Class B
92859MAD2
24155000.00000000
PA
USD
21976219.00000000
0.134282565961
Long
ABS-MBS
CORP
US
Y
3
2025-05-24
Variable
6.87700080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140J8CB7
15479285.06000000
PA
USD
14920034.59000000
0.091166752978
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KL1P, Class BP
35708RAQ4
13282271.00000000
PA
USD
12628982.50000000
0.077167604471
Long
ABS-MBS
USGSE
US
Y
2
2025-10-25
Variable
3.36822120
N
N
N
N
N
N
Crown Americas LLC
N/A
Crown Americas LLC
228187AB6
1855000.00000000
PA
USD
1771525.00000000
0.010824651986
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
Cars Net Lease Mortgage Notes
N/A
Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3
14576AAC6
5737166.82000000
PA
USD
4983453.99000000
0.030450688042
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
3.10000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2002-84, Class PH
38373VP95
268625.22000000
PA
USD
268117.92000000
0.001638296482
Long
ABS-MBS
USGA
US
N
2
2032-11-16
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3031, Class BN
31396AAM6
215769.70000000
PA
USD
218208.31000000
0.001333330896
Long
ABS-MBS
USGSE
US
N
2
2035-08-15
Floating
3.63040560
N
N
N
N
N
N
NMG, Inc.
N/A
NMG, Inc.
62929P102
1620.00000000
NS
USD
248394.60000000
0.001517779935
Long
EC
CORP
US
N
3
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A3
59020UGH2
52834.51000000
PA
USD
50090.11000000
0.000306068505
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Variable
6.57584280
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-416.00000000
NC
USD
24868.69000000
0.000151956599
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2023-06-21
-46462000.00000000
USD
24868.69000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H04, Class BA
38375BK84
7780.63000000
PA
USD
7201.85000000
0.000044005881
Long
ABS-MBS
USGA
US
N
2
2063-02-20
Fixed
1.65000000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAK8
1082000.00000000
PA
USD
1025627.80000000
0.006266953050
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296MMQ9
18164.47000000
PA
USD
17548.25000000
0.000107226090
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
4.00000000
N
N
N
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419MAM2
1285000.00000000
PA
USD
1103787.93000000
0.006744539427
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.95000000
N
N
N
N
N
N
AES Panama Generation Holdings SRL
N/A
AES Panama Generation Holdings SRL
00109AAB3
980000.00000000
PA
USD
856520.00000000
0.005233643849
Long
DBT
CORP
PA
Y
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
1925000.00000000
PA
USD
1602562.50000000
0.009792230620
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
445545AQ9
1640000.00000000
PA
USD
1568250.00000000
0.009582568960
Long
DBT
NUSS
HU
Y
2
2034-06-16
Fixed
5.50000000
N
N
N
N
N
N
BAMLL Re-REMIC Trust
N/A
BAMLL Re-REMIC Trust, Series 2014-FRR5, Class AK37
05525HAU1
15570000.00000000
PA
USD
14859022.42000000
0.090793946776
Long
ABS-MBS
CORP
US
Y
2
2047-01-27
Variable
2.37397320
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2002-W10
31392ET34
1664846.90000000
PA
USD
40707.50000000
0.000248737398
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Variable
0.91212840
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKM0
10370000.00000000
PA
USD
9918428.71000000
0.060605150389
Long
DBT
CORP
US
N
2
2026-04-02
Variable
3.38400000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967ML2
2600000.00000000
PA
USD
2163338.68000000
0.013218773847
Long
DBT
CORP
US
N
2
2031-01-29
Variable
2.66600160
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EF8
1563000.00000000
PA
USD
1574112.93000000
0.009618393562
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138W9GY0
5801416.97000000
PA
USD
5442468.16000000
0.033255428956
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3292, Class DO
31397FRF1
30397.31000000
PA
USD
25708.59000000
0.000157088689
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
None
0.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148LAC0
2566000.00000000
PA
USD
2479343.79000000
0.015149678205
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BX2
800000.00000000
PA
USD
694968.54000000
0.004246506590
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.75000000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAN3
7304000.00000000
PA
USD
7027903.54000000
0.042943006741
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.60000000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAB0
1940000.00000000
PA
USD
1895196.42000000
0.011580328639
Long
DBT
CORP
IE
Y
2
2025-04-10
Variable
4.26300120
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust, Series 2023-1A, Class A
58940BAR7
15833000.00000000
PA
USD
15705762.85000000
0.095967833951
Long
ABS-O
CORP
US
Y
2
2027-09-20
Fixed
8.04000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HPKE6
2578346.01000000
PA
USD
2599665.48000000
0.015884886808
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM6G4
28096057.82000000
PA
USD
24737115.95000000
0.151152634774
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605HAB6
695000.00000000
PA
USD
620025.24000000
0.003788576196
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140JWVW7
3344045.15000000
PA
USD
3076311.90000000
0.018797367082
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-54CB, Class 1A11
12668APD1
568265.52000000
PA
USD
442576.67000000
0.002704301903
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AE0
1175000.00000000
PA
USD
1142711.71000000
0.006982377658
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
Nexstar Media, Inc.
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65343HAA9
8365000.00000000
PA
USD
7768847.36000000
0.047470438752
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
4613000.00000000
PA
USD
4359285.00000000
0.026636792050
Long
DBT
CORP
NL
Y
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XL2
6700000.00000000
PA
USD
6307045.00000000
0.038538302982
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
N/A
N/A
Nmg Research Ltd.
62929P110
33249.00000000
NS
USD
997470.00000000
0.006094898811
N/A
DO
GB
N
3
Nmg Research Ltd.
N/A
Call
Purchased
Nmg Research Ltd.
Nmg Research Ltd.
0.00000000
1.00000000
USD
2027-09-24
XXXX
997137.51000000
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844BV9
1000000.00000000
PA
USD
795269.90000000
0.004859383809
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.05000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDP3
6810000.00000000
PA
USD
4039494.10000000
0.024682755160
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
Home RE Ltd.
N/A
Home RE Ltd., Series 2022-1, Class M1C
43730GAC5
19250000.00000000
PA
USD
19344142.13000000
0.118199633955
Long
ABS-MBS
CORP
BM
Y
2
2034-10-25
Floating
9.98412840
N
N
N
N
N
N
Liberty Mutual Group, Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBJ2
475000.00000000
PA
USD
344687.07000000
0.002106161401
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
2400000.00000000
PA
USD
2127402.00000000
0.012999187867
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140GVND3
1056925.85000000
PA
USD
1008661.39000000
0.006163282211
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2020-1A, Class B
12327FAB3
6100466.64000000
PA
USD
5597178.14000000
0.034200762323
Long
ABS-O
CORP
US
Y
3
2035-11-15
Fixed
3.96700000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAA6
9827000.00000000
PA
USD
8944591.41000000
0.054654655835
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Videotron Ltd.
549300LW4GNJRBECSD81
Videotron Ltd.
92660FAG9
2622000.00000000
PA
USD
2593602.69000000
0.015847840991
Long
DBT
CORP
CA
Y
2
2024-06-15
Fixed
5.37500000
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635502
58683.00000000
NS
USD
3880119.96000000
0.023708922106
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HAEL0
6422961.52000000
PA
USD
6133650.07000000
0.037478797881
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Spirit Airlines Pass-Through Trust
N/A
Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA
84858WAA4
599899.29000000
PA
USD
533806.41000000
0.003261748277
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBF1
5300000.00000000
PA
USD
3987059.67000000
0.024362362020
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.12500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
1247000.00000000
PA
USD
1148574.29000000
0.007018200121
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653CAC2
1671000.00000000
PA
USD
1657260.20000000
0.010126453150
Long
DBT
CORP
US
Y
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3184, Class YO
31396UYQ7
264703.27000000
PA
USD
210939.20000000
0.001288914031
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38145GAH3
10000000.00000000
PA
USD
9386959.90000000
0.057357685684
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
1600000.00000000
PA
USD
1171996.90000000
0.007161320654
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBX0
11546000.00000000
PA
USD
10463562.50000000
0.063936113013
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
1061000.00000000
PA
USD
924661.50000000
0.005650012810
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.37500000
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
92735LAA0
4665000.00000000
PA
USD
4519265.40000000
0.027614329570
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
New York and Presbyterian Hospital (The)
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital (The)
649322AJ3
700000.00000000
PA
USD
407002.21000000
0.002486929217
Long
DBT
CORP
US
N
2
2060-08-01
Fixed
2.60600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LBZA4
43500000.00000000
PA
USD
36214613.04000000
0.221284251139
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAA8
1200000.00000000
PA
USD
1181703.07000000
0.007220628828
Long
DBT
CORP
JP
Y
2
2024-04-02
Fixed
4.43600000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
VOLT XCIV LLC
N/A
VOLT XCIV LLC, Series 2021-NPL3, Class A1
92873AAA6
19493569.17000000
PA
USD
17939459.96000000
0.109616522996
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
2.23949880
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAR1
1725000.00000000
PA
USD
1416656.25000000
0.008656276875
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3546, Class A
31398E3W2
43305.74000000
PA
USD
43469.10000000
0.000265611763
Long
ABS-MBS
USGSE
US
N
2
2039-02-15
Variable
3.24166680
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2995, Class FT
31395VM48
46065.52000000
PA
USD
45691.20000000
0.000279189590
Long
ABS-MBS
USGSE
US
N
2
2029-05-15
Floating
4.83786000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617K1XL2
5282706.60000000
PA
USD
5349482.76000000
0.032687254872
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
826521569.19300000
NS
USD
826934829.98000000
5.052867868319
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-SD1, Class M1
61746RCF6
149272.53000000
PA
USD
143279.79000000
0.000875490813
Long
ABS-O
CORP
US
N
2
2033-03-25
Floating
6.86700000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AN5
1015000.00000000
PA
USD
667365.20000000
0.004077840300
Long
DBT
CORP
FR
Y
2
2041-01-11
Fixed
2.81100000
N
N
N
N
N
N
MARB BondCo plc
254900PVA1EU6QM1JN57
MARB BondCo plc
566007AC4
2128000.00000000
PA
USD
1521520.00000000
0.009297031930
Long
DBT
CORP
GB
Y
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140XF3D1
13961226.54000000
PA
USD
12618619.36000000
0.077104281976
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.00000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BA8
7481000.00000000
PA
USD
7284371.64000000
0.044510118652
Long
DBT
CORP
GB
N
2
2026-04-05
Fixed
4.80000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2022-GT1, Class A
30259RAM7
10000000.00000000
PA
USD
9052812.00000000
0.055315922385
Long
ABS-O
CORP
US
Y
2
2027-04-25
Fixed
6.19000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
8570000.00000000
PA
USD
8722653.13000000
0.053298533486
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
Central American Bottling Corp.
N/A
Central American Bottling Corp.
15239XAA6
2267000.00000000
PA
USD
2077138.75000000
0.012692061414
Long
DBT
CORP
VG
Y
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAW0
7100000.00000000
PA
USD
5917470.58000000
0.036157863801
Long
DBT
CORP
NL
Y
2
2029-12-13
Variable
2.46999960
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AU5
8405000.00000000
PA
USD
6545260.45000000
0.039993884667
Long
DBT
CORP
AU
Y
2
2030-08-21
Fixed
2.33200000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAG6
1845000.00000000
PA
USD
1713063.35000000
0.010467430375
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B69
5967000.00000000
PA
USD
4727231.64000000
0.028885077752
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148YAA6
15310000.00000000
PA
USD
12646255.97000000
0.077273151557
Long
DBT
CORP
US
N
2
2038-10-31
Variable
4.01699880
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2020-1A, Class C
12327FAC1
3361368.30000000
PA
USD
3126072.52000000
0.019101422285
Long
ABS-O
CORP
US
Y
3
2035-11-15
Fixed
7.14200000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LD1
15910000.00000000
PA
USD
14949154.21000000
0.091344684281
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.88699920
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAB6
1210000.00000000
PA
USD
1076713.41000000
0.006579104417
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3059, Class B
31396CDL1
1435.91000000
PA
USD
1387.39000000
0.000008477449
Long
ABS-MBS
USGSE
US
N
2
2035-02-15
Fixed
5.00000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAY9
1250000.00000000
PA
USD
1239839.30000000
0.007575862007
Long
DBT
CORP
FI
Y
2
2023-08-30
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-79, Class PL
31359AMH9
829.12000000
PA
USD
827.78000000
0.000005058032
Long
ABS-MBS
USGSE
US
N
2
2023-06-25
Fixed
7.00000000
N
N
N
N
N
N
Kennedy-Wilson, Inc.
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
3084000.00000000
PA
USD
2506752.30000000
0.015317154014
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109BA1
1100000.00000000
PA
USD
802231.66000000
0.004901922655
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.80000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BS7
1250000.00000000
PA
USD
1244453.38000000
0.007604055687
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
3.94999920
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAY4
763000.00000000
PA
USD
656984.29000000
0.004014409223
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust, Series 2021-MH1, Class B1
14731QAE9
2500000.00000000
PA
USD
1950519.50000000
0.011918372465
Long
ABS-MBS
CORP
US
Y
2
2046-02-25
Fixed
4.57300000
N
N
N
N
N
N
Glencore Finance Canada Ltd.
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd.
98417EAC4
100000.00000000
PA
USD
108062.19000000
0.000660298669
Long
DBT
CORP
CA
Y
2
2037-11-15
Fixed
6.90000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659AM3
800000.00000000
PA
USD
738817.30000000
0.004514438212
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2980, Class QB
31395UEH0
17284.43000000
PA
USD
18199.49000000
0.000111205399
Long
ABS-MBS
USGSE
US
N
2
2035-05-15
Fixed
6.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
3595000.00000000
PA
USD
3144969.99000000
0.019216892593
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900040
N
N
N
N
N
N
Union Carbide Corp.
QE84C8O80MNLK8IFRL44
Union Carbide Corp.
905581AS3
1305000.00000000
PA
USD
1567363.74000000
0.009577153595
Long
DBT
CORP
US
N
2
2096-10-01
Fixed
7.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3611
31398LSE9
34296.10000000
PA
USD
28884.96000000
0.000176497446
Long
ABS-MBS
USGSE
US
N
2
2034-07-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140Q7L47
6318580.70000000
PA
USD
6202542.24000000
0.037899753705
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.50000000
N
N
N
N
N
N
Holly Energy Partners LP
N/A
Holly Energy Partners LP
435765AJ1
1000000.00000000
PA
USD
969719.55000000
0.005925333627
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
6.37500000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
3607000.00000000
PA
USD
2911057.74000000
0.017787605001
Long
DBT
CORP
US
Y
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAN5
398000.00000000
PA
USD
399359.67000000
0.002440230561
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
John Sevier Combined Cycle Generation LLC
N/A
John Sevier Combined Cycle Generation LLC
478045AA5
397431.20950000
PA
USD
379601.51000000
0.002319501130
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.62600000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KW06, Class X2A
30306WAJ6
140586332.29300000
PA
USD
458761.32000000
0.002803195909
Long
ABS-MBS
USGSE
US
Y
2
2028-06-25
Fixed
0.10000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
427000.00000000
PA
USD
412051.49000000
0.002517782125
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class C
68377GAC0
8461000.00000000
PA
USD
7549944.06000000
0.046132861218
Long
ABS-O
CORP
US
Y
2
2031-05-08
Fixed
3.65000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAB8
3900000.00000000
PA
USD
3695719.56000000
0.022582169643
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
2760000.00000000
PA
USD
2525743.07000000
0.015433194417
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR4, Class F
66981FAG5
20000000.00000000
PA
USD
17650736.00000000
0.107852316232
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
2.85600000
N
N
N
N
N
N
JPMCC Re-REMIC Trust
N/A
JPMCC Re-REMIC Trust, Series 2015-FRR2, Class BK39
46644KAJ9
4044800.00000000
PA
USD
3566747.51000000
0.021794104244
Long
ABS-MBS
CORP
US
Y
3
2047-08-27
None
0.00000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
59562VAM9
1349000.00000000
PA
USD
1432669.92000000
0.008754126132
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.12500000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2015-2, Class AA
009088AA3
755217.39000000
PA
USD
688256.95000000
0.004205496372
Long
ABS-O
CORP
CA
Y
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081DE0
4000000.00000000
PA
USD
3646115.80000000
0.022279072911
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.30000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2G8
2000000.00000000
PA
USD
1979107.74000000
0.012093056846
Long
DBT
CORP
FR
Y
2
2025-01-10
Variable
4.70499840
N
N
N
N
N
N
Dana Financing Luxembourg SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg SARL
235822AB9
4125000.00000000
PA
USD
4022688.99000000
0.024580069921
Long
DBT
CORP
LU
Y
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
vMobo, Inc.
N/A
vMobo, Inc.
91834VAD4
55000000.00000000
PA
USD
53625000.00000000
0.327667948688
Long
ABS-O
CORP
US
N
3
2027-07-18
Fixed
9.46000000
N
N
N
N
N
N
Lehman Brothers Holdings, Inc.
549300FDK6ZP3YIHRJ47
Lehman Brothers Holdings, Inc.
524ESCB90
295000.00000000
PA
USD
1032.50000000
0.000006308944
Long
DBT
CORP
US
N
2
2015-08-01
Fixed
8.00000000
Y
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC - GNMA, Series 24, Class J
3133T2HS2
10595.00000000
PA
USD
10577.74000000
0.000064633778
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.25000000
N
N
N
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2006-CB15, Class X1
46627QBE7
270114.97000000
PA
USD
12.37000000
0.000000075585
Long
ABS-MBS
CORP
US
N
2
2043-06-12
Variable
0.54979920
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
695847AS2
5784000.00000000
PA
USD
2560056.24000000
0.015642860171
Long
DBT
NUSS
PK
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DG2
1000000.00000000
PA
USD
835455.49000000
0.005104932151
Long
DBT
CORP
US
N
2
2047-11-13
Fixed
3.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335GC45
2455.13000000
PA
USD
2519.51000000
0.000015395108
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.50000000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CM2
644000.00000000
PA
USD
596420.37000000
0.003644341989
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.95000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
New York State Dormitory Authority, State Personal Income Tax, General Purpose
6499022F9
1165000.00000000
PA
USD
1203230.52000000
0.007352169254
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
5.38900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AVC9
1512056.10000000
PA
USD
1446887.90000000
0.008841003080
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
4.00000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AS0
2605000.00000000
PA
USD
2259458.65000000
0.013806101277
Long
DBT
CORP
AU
Y
2
2034-08-02
Variable
3.93300000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
3345000.00000000
PA
USD
2963477.66000000
0.018107909479
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.29999840
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZS6
17315000.00000000
PA
USD
16628681.36000000
0.101607196468
Long
DBT
CORP
CA
N
2
2027-08-03
Fixed
4.24000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-19, Class ZY
31397QP69
134524.42530000
PA
USD
140796.49000000
0.000860316961
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Fixed
6.50000000
N
N
N
N
N
N
Transurban Finance Co. Pty. Ltd.
54930081LPJMUMEA6E57
Transurban Finance Co. Pty. Ltd.
89400PAK9
635000.00000000
PA
USD
502270.97000000
0.003069055448
Long
DBT
CORP
AU
Y
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
2340000.00000000
PA
USD
1901250.00000000
0.011617318180
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BG8
1800000.00000000
PA
USD
1541420.82000000
0.009418633065
Long
DBT
CORP
US
N
2
2029-09-04
Fixed
2.25000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDV1
805000.00000000
PA
USD
627516.10000000
0.003834348032
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.87500000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL6, Class A1
69362GAA9
15581182.58000000
PA
USD
14513792.11000000
0.088684465983
Long
ABS-O
CORP
US
Y
2
2051-07-25
Variable
2.48709960
N
N
N
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAD5
10230000.00000000
PA
USD
8585166.89000000
0.052458443337
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189TAK0
100000.00000000
PA
USD
107525.62000000
0.000657020034
Long
DBT
CORP
US
N
2
2029-05-13
Fixed
7.08200000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAT1
1000000.00000000
PA
USD
769793.96000000
0.004703716695
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CN8
10300000.00000000
PA
USD
11132444.46000000
0.068023221260
Long
DBT
CORP
GB
Y
2
2028-11-16
Variable
7.76700000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen Trust, Series 2017-1A, Class A
38217VAA8
792553.36000000
PA
USD
722493.94000000
0.004414696638
Long
ABS-O
CORP
US
Y
3
2052-10-15
Fixed
3.74000000
N
N
N
N
N
N
Resolution Funding Corp.
N/A
Resolution Funding Corp. STRIPS
76116FAC1
43000000.00000000
PA
USD
31352209.88000000
0.191573227006
Long
DBT
USGA
US
N
2
2030-04-15
None
0.00000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AG6
1129000.00000000
PA
USD
955557.38000000
0.005838797698
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJL4
7380000.00000000
PA
USD
5720299.18000000
0.034953075957
Long
DBT
CORP
US
N
2
2031-10-24
Variable
1.92200040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140X3BD9
6555871.85000000
PA
USD
6067024.35000000
0.037071690879
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust, Series 2021-KDIP, Class F
48254CAS4
3937500.00000000
PA
USD
3789460.63000000
0.023154961142
Long
ABS-MBS
CORP
US
Y
2
2037-12-15
Floating
6.72694920
N
N
N
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097AG8
2910000.00000000
PA
USD
2727272.40000000
0.016664610775
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2020-2, Class A
21872VAA0
2228649.44000000
PA
USD
2108043.40000000
0.012880899890
Long
ABS-O
CORP
US
Y
2
2052-05-15
Fixed
3.37600000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECK5
166000.00000000
PA
USD
144567.88000000
0.000883361504
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.35000000
N
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AL0
800000.00000000
PA
USD
747028.48000000
0.004564611462
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2001-W3, Class A
3139216F0
122277.30000000
PA
USD
119103.08000000
0.000727762459
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Variable
6.99999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M7, Class A2
3136B1K86
27865431.96000000
PA
USD
25872797.21000000
0.158092053867
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
3.03333480
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H7EG5
2688615.16000000
PA
USD
2575501.60000000
0.015737236850
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AF4
3625000.00000000
PA
USD
3434687.50000000
0.020987170303
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047AK5
2241000.00000000
PA
USD
2177579.70000000
0.013305791578
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.87500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
300000.00000000
PA
USD
258399.74000000
0.001578914923
Long
DBT
CORP
CH
Y
2
2026-06-05
Variable
2.19300120
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAB4
2080000.00000000
PA
USD
1937705.74000000
0.011840075803
Long
DBT
CORP
GB
Y
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AV2
2675000.00000000
PA
USD
2638148.64000000
0.016120032693
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.50000000
N
N
N
N
N
N
Mead Johnson Nutrition Co.
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co.
582839AH9
497000.00000000
PA
USD
482705.99000000
0.002949506416
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
BMD2 Re-Remic Trust
N/A
BMD2 Re-Remic Trust, Series 2019-FRR1, Class 1A5
055631CT0
1909813.38000000
PA
USD
1905130.14000000
0.011641027225
Long
ABS-MBS
CORP
US
Y
2
2052-05-25
Floating
8.70585840
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB International Finance III LLC
50249AAH6
2000000.00000000
PA
USD
1436122.86000000
0.008775224831
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
3.37500000
N
N
N
N
N
N
AEP Texas, Inc.
5493001L78U618KXNZ75
AEP Texas, Inc., Series E
0010EPAF5
750000.00000000
PA
USD
799615.13000000
0.004885934720
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.65000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807CJ9
2550000.00000000
PA
USD
2403385.66000000
0.014685546836
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
4.95000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAR4
1320000.00000000
PA
USD
1259280.87000000
0.007694656960
Long
DBT
CORP
GB
N
2
2026-03-18
Variable
3.51100080
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
3600000.00000000
PA
USD
1257300.00000000
0.007682553135
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
2.49999840
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust, Series 2016-3A, Class A1
42770XAA5
629341.84000000
PA
USD
579863.24000000
0.003543171997
Long
ABS-O
CORP
US
Y
3
2042-09-20
Fixed
3.08000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
455780DS2
805000.00000000
PA
USD
815151.05000000
0.004980864753
Long
DBT
NUSS
ID
N
2
2053-01-11
Fixed
5.65000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
1812000.00000000
PA
USD
1831841.40000000
0.011193206785
Long
DBT
CORP
FR
Y
2
2025-12-23
Variable
8.12499840
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-26, Class SC
38375KBN1
107641.18000000
PA
USD
3668.23000000
0.000022414198
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Floating
1.60214040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-22, Class PK
38375JYC3
563120.93000000
PA
USD
568270.84000000
0.003472338283
Long
ABS-MBS
USGA
US
N
2
2037-04-20
Fixed
5.50000000
N
N
N
N
N
N
Piedmont Natural Gas Co., Inc.
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co., Inc.
720186AL9
800000.00000000
PA
USD
728095.93000000
0.004448926803
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado
744448CR0
2650000.00000000
PA
USD
2174835.52000000
0.013289023656
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
4.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3274, Class B
31397F5S7
55390.52000000
PA
USD
55029.89000000
0.000336252329
Long
ABS-MBS
USGSE
US
N
2
2037-02-15
Fixed
6.00000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AT2
3250000.00000000
PA
USD
2524336.30000000
0.015424598549
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HYCD8
36000000.00000000
PA
USD
29478879.72000000
0.180126509044
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
1.82000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
3959000.00000000
PA
USD
3355648.40000000
0.020504213104
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2022-GT1, Class B
30259RAN5
23100000.00000000
PA
USD
20305636.89000000
0.124074711171
Long
ABS-O
CORP
US
Y
2
2027-04-25
Fixed
7.17000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2466, Class DH
31392MM82
31587.66000000
PA
USD
32778.00000000
0.000200285315
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
25714PEF1
1310000.00000000
PA
USD
1094505.00000000
0.006687817401
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
US Auto Funding
N/A
US Auto Funding, Series 2021-1A, Class D
90355EAD3
10500000.00000000
PA
USD
9662376.15000000
0.059040577576
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
4.36000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2022-JR1, Class A1
12546WAA3
23126590.17000000
PA
USD
22037140.45000000
0.134654817831
Long
ABS-MBS
CORP
US
Y
3
2066-10-25
Variable
4.26700080
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
4400000.00000000
PA
USD
3602360.08000000
0.022011709796
Long
DBT
CORP
NO
Y
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AN6
4140000.00000000
PA
USD
3449158.20000000
0.021075591461
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-16, Class KU
38373MC57
360518.74000000
PA
USD
15739.31000000
0.000096172819
Long
ABS-MBS
USGA
US
N
2
2037-04-20
Floating
2.05214040
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BR2
4670000.00000000
PA
USD
4953609.10000000
0.030268325079
Long
DBT
CORP
LR
Y
2
2029-01-15
Fixed
9.25000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659BF7
1194000.00000000
PA
USD
1044505.65000000
0.006382303472
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
4.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132WEX80
613677.57000000
PA
USD
569860.70000000
0.003482052897
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DE2
2600000.00000000
PA
USD
2823626.00000000
0.017253365767
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DB2
9650000.00000000
PA
USD
9487925.84000000
0.057974623725
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.37500000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AE3
405000.00000000
PA
USD
367731.90000000
0.002246973563
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HH9
1283000.00000000
PA
USD
1196385.99000000
0.007310346726
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XKHF0
6263782.68000000
PA
USD
6049783.24000000
0.036966341524
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBQ3
1500000.00000000
PA
USD
844927.44000000
0.005162809157
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.12500000
N
N
N
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440AP6
4499000.00000000
PA
USD
3879487.70000000
0.023705058771
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
2959000.00000000
PA
USD
2455970.00000000
0.015006855980
Long
DBT
CORP
US
Y
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3331
31397J5M2
26828.64000000
PA
USD
22095.10000000
0.000135008971
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31384ACQ9
26678.64000000
PA
USD
27353.31000000
0.000167138517
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.50000000
N
N
N
N
N
N
University of Southern California
0GMCSQ6M60R4T46U5511
University of Southern California, Series A
914886AD8
800000.00000000
PA
USD
491382.07000000
0.003002520371
Long
DBT
CORP
US
N
2
2120-10-01
Fixed
3.22600000
N
N
N
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AQ4
1475000.00000000
PA
USD
1473156.25000000
0.009001512103
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
Structured Asset Securities Corp. Mortgage Pass-Through Certificates
N/A
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-26A, Class 3A5
86359AS95
346875.58000000
PA
USD
333137.02000000
0.002035586461
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
5.15889720
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-50, Class SA
38375QA58
749430.07000000
PA
USD
28342.10000000
0.000173180377
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Floating
1.63213920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617J77A4
3084649.26000000
PA
USD
3108866.87000000
0.018996289604
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
5.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2016-K722, Class B
30295AAN8
8010000.00000000
PA
USD
7981398.69000000
0.048769203476
Long
ABS-MBS
USGSE
US
Y
2
2049-07-25
Variable
3.92740920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FT55
54276.48000000
PA
USD
55890.29000000
0.000341509681
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
6.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JC6
2500000.00000000
PA
USD
2397247.35000000
0.014648039565
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
1364000.00000000
PA
USD
1129361.31000000
0.006900801935
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AC5
17620000.00000000
PA
USD
16562800.00000000
0.101204637772
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PER9
9545000.00000000
PA
USD
9764291.51000000
0.059663316913
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1520, Class X3
3137FYTZ9
4450000.00000000
PA
USD
1109646.22000000
0.006780335676
Long
ABS-MBS
USGSE
US
N
2
2039-04-25
Variable
3.09222360
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AV6
1235000.00000000
PA
USD
1069942.25000000
0.006537730205
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDU9
11180000.00000000
PA
USD
10658917.86000000
0.065129804203
Long
DBT
CORP
GB
N
2
2025-06-22
Variable
4.37500080
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCQ6
2273000.00000000
PA
USD
2222056.21000000
0.013577558978
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
1090000.00000000
PA
USD
1009840.42000000
0.006170486506
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
4.26300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140JB2H8
14254423.35000000
PA
USD
12347193.48000000
0.075445772674
Long
ABS-MBS
USGSE
US
N
2
2061-03-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617K1XT5
1388765.28000000
PA
USD
1407592.67000000
0.008600895156
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
5.00000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2015-SFR2, Class D
02666BAD8
2250000.00000000
PA
USD
2168599.73000000
0.013250920746
Long
ABS-O
CORP
US
Y
2
2052-10-17
Fixed
5.03600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3140QCG91
5698936.29000000
PA
USD
5468918.50000000
0.033417050003
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.50000000
N
N
N
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC, 1st Lien Term Loan
45567YAL9
3212080.31000000
PA
USD
3185130.96000000
0.019462290498
Long
LON
CORP
US
N
2
2024-09-13
Variable
8.38486000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-148, Class IE
3136ABMM2
2766582.42000000
PA
USD
285565.81000000
0.001744909336
Long
ABS-MBS
USGSE
US
N
2
2033-01-25
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2557, Class HL
31393JLU0
83056.01000000
PA
USD
83361.86000000
0.000509370809
Long
ABS-MBS
USGSE
US
N
2
2033-01-15
Fixed
5.30000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDB3
13532000.00000000
PA
USD
12721839.16000000
0.077734991908
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BR1
950000.00000000
PA
USD
840951.21000000
0.005138512968
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828K74
11953000.00000000
PA
USD
11232084.69000000
0.068632058738
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CT4
8950000.00000000
PA
USD
7144398.90000000
0.043654835098
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.80400040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1710, Class GB
3133T5AT0
531.69000000
PA
USD
545.21000000
0.000003331428
Long
ABS-MBS
USGSE
US
N
2
2024-04-15
Floating
33.38382240
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
12810000.00000000
PA
USD
12609360.81000000
0.077047708920
Long
DBT
CORP
FR
Y
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 383, Class 68
3136FFQR3
48662.69070000
PA
USD
8899.25000000
0.000054377603
Long
ABS-MBS
USGSE
US
N
2
2037-09-25
Fixed
6.50000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2020-1A, Class D
67592LAD8
6217000.00000000
PA
USD
5902554.71000000
0.036066722495
Long
ABS-O
CORP
US
Y
2
2028-03-20
Fixed
5.45000000
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
2040000.00000000
PA
USD
1885612.80000000
0.011521769290
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31409EFC0
5400.54000000
PA
USD
5390.28000000
0.000032936540
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.50000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2021-1A, Class D
52607MAD1
4700000.00000000
PA
USD
3682339.08000000
0.022500410120
Long
ABS-O
CORP
US
Y
2
2031-11-20
Fixed
5.05000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EJ8
3000000.00000000
PA
USD
2710698.78000000
0.016563340023
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
4.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-22, Class AO
31395BA52
76058.80000000
PA
USD
63571.19000000
0.000388442730
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
None
0.00000000
N
N
N
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BU4
4045000.00000000
PA
USD
3792187.50000000
0.023171623294
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
LL ABS Trust
N/A
LL ABS Trust, Series 2022-1A, Class D
50203YAD7
4890000.00000000
PA
USD
4607932.09000000
0.028156114790
Long
ABS-O
CORP
US
Y
2
2029-11-15
Fixed
7.83000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EC5
1488000.00000000
PA
USD
1503460.32000000
0.009186680820
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140GVNF8
845191.86000000
PA
USD
806594.33000000
0.004928580131
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCP8
6135000.00000000
PA
USD
5794454.37000000
0.035406190716
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
Telford Offshore Ltd.
254900ACC7Q7VVZK7Y27
Telford Offshore Ltd.
N/A
1027331.00000000
PA
USD
513.67000000
0.000003138707
Long
DBT
CORP
KY
N
2
2164-12-31
Fixed
12.00000000
N
N
Y
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767754CL6
4745000.00000000
PA
USD
2514850.00000000
0.015366633860
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
Jonah nov37 144a
N/A
Jonah nov37 144a
N/A
21745263.16000000
PA
USD
21527810.53000000
0.131542629671
Long
ABS-MBS
CORP
US
N
3
2037-11-10
Fixed
0.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KW10, Class B
30298XAG0
9170000.00000000
PA
USD
7993360.62000000
0.048842295151
Long
ABS-MBS
USGSE
US
Y
2
2032-10-25
Variable
3.62997360
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132QWN62
824877.40000000
PA
USD
769973.94000000
0.004704816437
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCY5
10530000.00000000
PA
USD
8210202.67000000
0.050167277709
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-1, Class AA
90931CAA6
1260138.99000000
PA
USD
1135478.61000000
0.006938180828
Long
ABS-O
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHL6
5000000.00000000
PA
USD
4963044.25000000
0.030325977224
Long
DBT
CORP
US
N
2
2024-07-23
Variable
3.86399880
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
11725000.00000000
PA
USD
11514059.28000000
0.070355024435
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.12300160
N
N
N
N
N
N
LP LMS Asset Securitization Trust
N/A
LP LMS Asset Securitization Trust, Series 2021-2A, Class C
50214JAC9
14000000.00000000
PA
USD
12837510.00000000
0.078441782153
Long
ABS-O
CORP
US
Y
2
2029-01-15
Fixed
3.85000000
N
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
70109HAJ4
440000.00000000
PA
USD
462140.77000000
0.002823845559
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.25000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series F
257469AJ5
785000.00000000
PA
USD
764570.82000000
0.004671801439
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RD2
65821800.00000000
PA
USD
62376440.16000000
0.381142381234
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140F8Q26
1166677.16000000
PA
USD
1117147.16000000
0.006826169105
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.00000000
N
N
N
N
N
N
Diversified Abs Phase III LLC
549300TKTDRB5WEDGC48
Diversified Abs Phase III LLC, Series 2022-1
255125AB2
39289689.06000000
PA
USD
35360720.15000000
0.216066659873
Long
ABS-O
CORP
US
Y
3
2039-04-28
Fixed
4.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-H09, Class FA
38380LTJ2
13204704.22000000
PA
USD
13124232.11000000
0.080193756896
Long
ABS-MBS
USGA
US
N
2
2069-05-20
Floating
4.89156840
N
N
N
N
N
N
RPM International, Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685AY9
1373000.00000000
PA
USD
1081820.94000000
0.006610313254
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
5320000.00000000
PA
USD
4504174.28000000
0.027522117424
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CWE9
3995.30000000
PA
USD
4058.64000000
0.000024799743
Long
ABS-MBS
USGA
US
N
2
2027-06-20
Fixed
8.00000000
N
N
N
N
N
N
Hughes Satellite Systems Corp.
N/A
Hughes Satellite Systems Corp.
444454AF9
4628000.00000000
PA
USD
4356105.00000000
0.026617361111
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
DH Europe Finance II SARL
222100KDGL314CKTZ511
DH Europe Finance II SARL
23291KAJ4
1400000.00000000
PA
USD
1114407.52000000
0.006809428924
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL3, Class A1
91824MAA2
3854671.76000000
PA
USD
3534880.87000000
0.021599387664
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
1.74300120
N
N
N
N
N
N
Summit Materials LLC
N/A
Summit Materials LLC
86614RAN7
5551000.00000000
PA
USD
5106920.00000000
0.031205109566
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Roche Holdings, Inc.
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BX9
16095000.00000000
PA
USD
13050070.48000000
0.079740602786
Long
DBT
CORP
US
Y
2
2031-12-13
Fixed
2.07600000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAG0
400000.00000000
PA
USD
317007.77000000
0.001937030969
Long
DBT
CORP
AU
Y
2
2032-06-23
Variable
2.69100000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2020-2A, Class C
23343RAE8
3343250.21000000
PA
USD
3310829.04000000
0.020230350769
Long
ABS-O
CORP
US
Y
2
2026-03-16
Fixed
3.28000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-24, Class SA
38375J4W2
526488.09000000
PA
USD
24409.15000000
0.000149148645
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Floating
1.91214000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2201, Class C
3133TMGW0
21195.18000000
PA
USD
21958.55000000
0.000134174602
Long
ABS-MBS
USGSE
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140E5KY9
781067.78000000
PA
USD
724075.62000000
0.004424361269
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148LAE6
4789000.00000000
PA
USD
4627082.04000000
0.028273127840
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
250000.00000000
PA
USD
226511.21000000
0.001384064588
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-141, Class Z
31359B4M6
2292.93000000
PA
USD
2287.60000000
0.000013978055
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Fixed
7.00000000
N
N
N
N
N
N
CRH America Finance, Inc.
549300WEVUODRJ4CWK56
CRH America Finance, Inc.
12636YAA0
200000.00000000
PA
USD
185407.41000000
0.001132905654
Long
DBT
CORP
US
Y
2
2027-05-09
Fixed
3.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138EGM50
573859.99000000
PA
USD
598087.93000000
0.003654531378
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
8.00000000
N
N
N
N
N
N
Accelerated LLC
N/A
Accelerated LLC, Series 2021-1H, Class D
00439KAD8
5620260.48000000
PA
USD
4949231.73000000
0.030241577781
Long
ABS-O
CORP
US
Y
2
2040-10-20
Fixed
3.58000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QQ4
48987500.00000000
PA
USD
51163233.76000000
0.312625675606
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.37500000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
1120000.00000000
PA
USD
977532.45000000
0.005973073243
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
2.37500000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2022-SFR2, Class E2
33767PAL2
17022000.00000000
PA
USD
14526379.05000000
0.088761376693
Long
ABS-O
CORP
US
Y
2
2039-07-17
Fixed
4.50000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DT4
2000000.00000000
PA
USD
1963848.44000000
0.011999817060
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
5.12500000
N
N
N
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust, Series 2003-5, Class AI6
64352VED9
223700.83000000
PA
USD
209794.65000000
0.001281920421
Long
ABS-O
CORP
US
N
2
2033-11-25
Variable
4.81681080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140E6S94
2283048.12000000
PA
USD
2190096.76000000
0.013382275296
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AD5
423000.00000000
PA
USD
412664.99000000
0.002521530830
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
4.65000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140JUUS1
788019.06000000
PA
USD
753074.50000000
0.004601554808
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138ENZ93
10778915.71000000
PA
USD
10035591.77000000
0.061321058632
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCZ1
8625000.00000000
PA
USD
8214334.25000000
0.050192523142
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AN0
1100000.00000000
PA
USD
1179351.82000000
0.007206261848
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2610, Class UI
31393QXU1
119302.17470000
PA
USD
22354.76000000
0.000136595586
Long
ABS-MBS
USGSE
US
N
2
2033-05-15
Fixed
6.50000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FL5
4310000.00000000
PA
USD
3597849.26000000
0.021984147071
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDL7
2075000.00000000
PA
USD
1622236.22000000
0.009912444093
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-49, Class PH
38375XGS7
563654.93000000
PA
USD
563081.02000000
0.003440626625
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Fixed
5.25000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAH5
3860000.00000000
PA
USD
3639562.81000000
0.022239031796
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C4C4
1126.55000000
PA
USD
1125.52000000
0.000006877330
Long
ABS-MBS
USGA
US
N
2
2028-07-20
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31381BDB2
6035.96000000
PA
USD
6029.14000000
0.000036840203
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
3128MB6W2
742.47000000
PA
USD
741.20000000
0.000004528997
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AF8
2175000.00000000
PA
USD
1995562.50000000
0.012193601321
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FYP5
112826.60000000
PA
USD
119989.02000000
0.000733175870
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416BQA9
24633.15000000
PA
USD
25845.08000000
0.000157922691
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAN2
6534000.00000000
PA
USD
5682619.80000000
0.034722841455
Long
DBT
CORP
CA
Y
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140FAJA1
4812982.38000000
PA
USD
4460564.69000000
0.027255647216
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDW8
1186000.00000000
PA
USD
724820.28000000
0.004428911409
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
20053000.00000000
PA
USD
16914149.43000000
0.103351508578
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AS7
6620000.00000000
PA
USD
6408495.44000000
0.039158201491
Long
DBT
CORP
CH
Y
2
2027-08-05
Variable
4.70300040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HRRT2
4678853.21000000
PA
USD
4534503.24000000
0.027707438227
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
3.84000000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBR6
5810000.00000000
PA
USD
5429214.69000000
0.033174445509
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.80000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D
92937EAJ3
6640000.00000000
PA
USD
5577600.00000000
0.034081132878
Long
ABS-MBS
CORP
US
Y
2
2045-03-15
Variable
4.12017480
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAF6
2510000.00000000
PA
USD
1675385.67000000
0.010237206261
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214DF7
16815000.00000000
PA
USD
15847148.95000000
0.096831753641
Long
DBT
CORP
AU
N
2
2031-11-23
Variable
4.32200160
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Envision Healthcare Corp.
549300OL60X0LPKY8N60
Envision Healthcare Corp.
29373TAA2
4480000.00000000
PA
USD
1049171.20000000
0.006410811653
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
8.75000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAL4
2420000.00000000
PA
USD
2027960.00000000
0.012391561645
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
4115000.00000000
PA
USD
3788680.50000000
0.023150194268
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138EPV76
2136990.35000000
PA
USD
2072661.49000000
0.012664703752
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Variable
3.80300040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K152, Class A2
3137BPVN6
8843000.00000000
PA
USD
8000382.36000000
0.048885200496
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
3.08000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAS8
2000000.00000000
PA
USD
1979061.94000000
0.012092776992
Long
DBT
CORP
JP
N
2
2024-09-11
Variable
3.92199840
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAA0
4042000.00000000
PA
USD
3860486.71000000
0.023588955919
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AX4
3265000.00000000
PA
USD
2765277.38000000
0.016896834809
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
5.62500000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
4110000.00000000
PA
USD
3724329.81000000
0.022756988514
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKB4
2000000.00000000
PA
USD
1311513.00000000
0.008013813974
Long
DBT
CORP
US
N
2
2052-07-21
Variable
2.97200160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1611, Class Z
3133T2QN3
9986.56000000
PA
USD
10009.24000000
0.000061160039
Long
ABS-MBS
USGSE
US
N
2
2023-11-15
Fixed
6.50000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BA0
6500000.00000000
PA
USD
5731720.28000000
0.035022862966
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2011-126, Class KB
3136A2WC3
9508106.16000000
PA
USD
9160799.76000000
0.055975766260
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
4.00000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CK45
12529YAE2
13130000.00000000
PA
USD
11445867.42000000
0.069938347757
Long
ABS-MBS
CORP
US
Y
2
2025-02-28
Variable
1.39109040
N
Y
N
N
N
N
LFT CRE Ltd.
N/A
LFT CRE Ltd., Series 2021-FL1, Class E
50203JAL2
12500000.00000000
PA
USD
11594937.50000000
0.070849219315
Long
ABS-CBDO
CORP
KY
Y
2
2039-06-15
Floating
7.53786000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2022-GT2, Class B
30259RAQ8
23000000.00000000
PA
USD
21152028.20000000
0.129246465098
Long
ABS-O
CORP
US
Y
2
2027-07-25
Fixed
10.07000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAQ2
3952000.00000000
PA
USD
3680132.04000000
0.022486924316
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
25601B2B0
1115000.00000000
PA
USD
952631.12000000
0.005820917201
Long
DBT
CORP
NO
Y
2
2028-03-30
Variable
1.60499880
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2004-S2, Class 4A5
466247JV6
246379.25000000
PA
USD
219650.50000000
0.001342143193
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.00000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBE4
6195000.00000000
PA
USD
5188312.50000000
0.031702446881
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Securities Lending Money Market Fund
5493002FD4HXUJXMRO62
JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares
46645V642
200020.00000000
NS
USD
200020.00000000
0.001222193810
Long
STIV
RF
US
N
1
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
448000.00000000
PA
USD
430146.10000000
0.002628346670
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-105, Class SN
38374KGQ0
495693.92000000
PA
USD
7498.71000000
0.000045819802
Long
ABS-MBS
USGA
US
N
2
2034-12-20
Floating
1.50213960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3201, Class IN
31397APP2
108390.75000000
PA
USD
5660.77000000
0.000034589331
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
Floating
1.79100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31417EMZ1
1847645.12000000
PA
USD
1672121.88000000
0.010217263335
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAR5
1115000.00000000
PA
USD
875644.09000000
0.005350498885
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
American Municipal Power, Inc.
EARKGGZJJEMVD66XQ486
American Municipal Power, Inc., Meldahl Hydroelectric Project
02765UDV3
1040000.00000000
PA
USD
1298626.37000000
0.007935072051
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
7.49900000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AL1
1251000.00000000
PA
USD
558584.01000000
0.003413148283
Long
DBT
CORP
CA
Y
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAJ4
735000.00000000
PA
USD
716998.00000000
0.004381114477
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EF3
4000000.00000000
PA
USD
2667978.48000000
0.016302303695
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBD0
4400000.00000000
PA
USD
4062350.16000000
0.024822413870
Long
DBT
CORP
JP
N
2
2026-05-25
Variable
2.22599880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFE42
7964548.02000000
PA
USD
6813248.55000000
0.041631387902
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.39000000
N
N
N
N
N
N
Boyne USA, Inc.
N/A
Boyne USA, Inc.
103557AC8
4635000.00000000
PA
USD
4102263.07000000
0.025066296039
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418B4R4
6375196.58000000
PA
USD
6101162.13000000
0.037280284937
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2004-T3, Class 1IO4
31393YV51
2727205.43720000
PA
USD
37029.45000000
0.000226263196
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Variable
0.61116840
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1
92922FNH7
18522.09000000
PA
USD
16940.86000000
0.000103514719
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
3.16179720
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCD3
23431000.00000000
PA
USD
19704768.07000000
0.120403187559
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAN3
1926000.00000000
PA
USD
1853195.81000000
0.011323689875
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.60000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2015-2, Class A
02377BAA4
2076293.79000000
PA
USD
1834403.07000000
0.011208859506
Long
ABS-O
CORP
US
N
2
2027-09-22
Fixed
4.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DU1
1200000.00000000
PA
USD
1181215.21000000
0.007217647828
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAV9
2448000.00000000
PA
USD
2332512.61000000
0.014252487127
Long
DBT
CORP
FR
Y
2
2024-02-27
Fixed
0.65000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCH6
2156000.00000000
PA
USD
1884070.75000000
0.011512346812
Long
DBT
CORP
US
N
2
2027-11-02
Variable
1.87800120
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
2215000.00000000
PA
USD
2055510.39000000
0.012559904391
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2003-W6, Class 1A41
31393BT47
89479.11000000
PA
USD
88622.77000000
0.000541516853
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Fixed
5.39800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-72, Class SM
38373AGM2
191145.74000000
PA
USD
10114.06000000
0.000061800527
Long
ABS-MBS
USGA
US
N
2
2039-08-16
Floating
1.65999960
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAE3
1275000.00000000
PA
USD
1155393.75000000
0.007059869463
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.54700000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CX6
1463000.00000000
PA
USD
1398631.35000000
0.008546138283
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust, Series 2020-AA, Class C
43285HAC2
3962854.19000000
PA
USD
3883074.80000000
0.023726977236
Long
ABS-O
CORP
US
Y
2
2039-02-25
Fixed
6.42000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAN2
3190000.00000000
PA
USD
3186139.37000000
0.019468452244
Long
DBT
CORP
FR
Y
2
2027-01-18
Variable
5.97499920
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA
90269CAH3
1768495.13860000
PA
USD
52.88000000
0.000000323115
Long
ABS-MBS
CORP
US
Y
2
2063-05-10
Variable
0.60117480
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2005-5F, Class 8A3
36242D7M9
6126.68000000
PA
USD
5606.39000000
0.000034257050
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
5.11700040
N
N
N
N
N
N
LSEGA Financing plc
2138009YFYTGEHZNNZ09
LSEGA Financing plc
50220PAC7
4725000.00000000
PA
USD
4036279.32000000
0.024663111703
Long
DBT
CORP
GB
Y
2
2028-04-06
Fixed
2.00000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
26138EAS8
1700000.00000000
PA
USD
1618864.76000000
0.009891843265
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.40000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZR7
870000.00000000
PA
USD
795267.00000000
0.004859366089
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2012-1, Class A
210795PZ7
106484.45000000
PA
USD
104351.01000000
0.000637622030
Long
ABS-O
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust, Series 2021-2, Class D
35105UAF0
850000.00000000
PA
USD
772356.07000000
0.004719372104
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
1.92000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05367AAH6
4200000.00000000
PA
USD
4001606.20000000
0.024451246527
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 383, Class 86
3136FFRK7
30035.31000000
PA
USD
5712.72000000
0.000034906764
Long
ABS-MBS
USGSE
US
N
2
2037-09-25
Variable
6.99999840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3005, Class ED
31395WHN0
59688.92000000
PA
USD
59055.31000000
0.000360849086
Long
ABS-MBS
USGSE
US
N
2
2025-07-15
Fixed
5.00000000
N
N
N
N
N
N
Mitsubishi HC Capital, Inc.
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital, Inc.
60682LAC6
1215000.00000000
PA
USD
1201707.90000000
0.007342865501
Long
DBT
CORP
JP
Y
2
2023-09-19
Fixed
3.96000000
N
N
N
N
N
N
NW Re-REMIC TRUST
N/A
NW Re-REMIC TRUST, Series 2021-FRR1, Class BK88
62955LAC2
9150000.00000000
PA
USD
6997482.63000000
0.042757124090
Long
ABS-MBS
CORP
US
Y
2
2051-12-18
Variable
2.67184080
N
Y
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCB7
2450000.00000000
PA
USD
1661899.36000000
0.010154800078
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30000000
N
N
N
N
N
N
Alabama Power Co.
0RL818ELFOHP5JHOFU19
Alabama Power Co.
010392FD5
1250000.00000000
PA
USD
1215883.19000000
0.007429481598
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.50000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
3048000.00000000
PA
USD
2546604.00000000
0.015560662168
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AK4
3000000.00000000
PA
USD
2357579.91000000
0.014405657304
Long
DBT
CORP
CH
Y
2
2033-02-11
Variable
2.74600080
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2021-1A, Class G
783897AJ0
10116000.00000000
PA
USD
9110993.61000000
0.055671432852
Long
ABS-O
CORP
US
Y
3
2032-08-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LHPB4
13487226.46000000
PA
USD
12733534.62000000
0.077806455356
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
3.13000000
N
N
N
N
N
N
Series RR Trust
54930042MWG761INJ863
Series RR Trust, Series 2015-1, Class A
81753VAA8
3000000.00000000
PA
USD
2594839.50000000
0.015855398342
Long
ABS-MBS
CORP
US
Y
3
2048-04-26
None
0.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYB4
28780000.00000000
PA
USD
23113267.79000000
0.141230341151
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500040
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
26138EAU3
507000.00000000
PA
USD
463551.03000000
0.002832462752
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.55000000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAQ0
1535000.00000000
PA
USD
1508137.50000000
0.009215260064
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132WGS73
4230215.03000000
PA
USD
3925937.61000000
0.023988884351
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
TPI Re-REMIC Trust
N/A
TPI Re-REMIC Trust, Series 2022-FRR1, Class CK35
872659AS6
5283000.00000000
PA
USD
5079232.05000000
0.031035926279
Long
ABS-MBS
CORP
US
Y
2
2046-08-25
None
0.00000000
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635601
148.00000000
NS
USD
698996.84000000
0.004271120945
Long
EP
CORP
US
N
3
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
8392000.00000000
PA
USD
7489860.00000000
0.045765726100
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-7, Class 30PO
576434TQ7
19691.09000000
PA
USD
14566.21000000
0.000089004758
Long
ABS-MBS
CORP
US
N
2
2034-08-25
None
0.00000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
4906000.00000000
PA
USD
4823824.06000000
0.029475292020
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2016-K56, Class B
30289UAS1
3549000.00000000
PA
USD
3367586.12000000
0.020577156847
Long
ABS-MBS
USGSE
US
Y
2
2049-06-25
Variable
3.94934760
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128NHQ97
10490.60000000
PA
USD
10462.99000000
0.000063932614
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
4.38599880
N
Y
N
N
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484AH4
800000.00000000
PA
USD
724953.85000000
0.004429727569
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475AD3
4345000.00000000
PA
USD
3808501.13000000
0.023271305414
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
Ohio Power Co.
06ZODLC132CY1O2Y7D77
Ohio Power Co., Series R
677415CU3
9855000.00000000
PA
USD
6516173.40000000
0.039816152378
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.90000000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBR4
1000000.00000000
PA
USD
702830.34000000
0.004294545002
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.10000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-3A, Class E
30166YAG7
34500000.00000000
PA
USD
30955625.25000000
0.189149952933
Long
ABS-O
CORP
US
Y
2
2030-01-15
Fixed
9.09000000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAA8
5135000.00000000
PA
USD
4714238.10000000
0.028805682570
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAP0
4000000.00000000
PA
USD
3178256.64000000
0.019420285941
Long
DBT
CORP
GB
N
2
2032-03-15
Variable
2.89599840
N
N
N
N
N
N
Lendingpoint SPE Trust
N/A
Lendingpoint SPE Trust, Series 2020-VFN1, Class A2B1
52607AAB1
2524275.44000000
PA
USD
2514178.34000000
0.015362529777
Long
ABS-O
CORP
US
Y
3
2026-12-15
Floating
8.83785960
N
N
N
N
N
N
GMACM Mortgage Loan Trust
N/A
GMACM Mortgage Loan Trust, Series 2005-AR3, Class 3A4
36185N7E4
36560.06000000
PA
USD
32786.15000000
0.000200335114
Long
ABS-MBS
CORP
US
N
2
2035-06-19
Variable
3.17605680
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAF8
1500000.00000000
PA
USD
1305727.50000000
0.007978462498
Long
DBT
CORP
US
Y
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
Ford Foundation (The)
54930013YZ3DULPNNT44
Ford Foundation (The), Series 2020
34531XAC8
3000000.00000000
PA
USD
1832099.49000000
0.011194783807
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.81500000
N
N
N
N
N
N
Northern States Power Co.
3S1GHB0TEH85KX44SB51
Northern States Power Co.
665772CS6
1160000.00000000
PA
USD
744575.88000000
0.004549625197
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
2.60000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244BF5
3180000.00000000
PA
USD
3081651.57000000
0.018829994377
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.80000000
N
N
N
N
N
N
TK Elevator US Newco, Inc.
549300C2AFWPAYWS5574
TK Elevator US Newco, Inc.
92537RAA7
2865000.00000000
PA
USD
2595494.61000000
0.015859401299
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAB8
2115000.00000000
PA
USD
1803735.45000000
0.011021469368
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.12500000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AG8
3095000.00000000
PA
USD
2585996.30000000
0.015801363224
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AR0
4000000.00000000
PA
USD
3602200.00000000
0.022010731650
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H02, Class HA
38375UUB4
1749060.17000000
PA
USD
1690572.12000000
0.010330000907
Long
ABS-MBS
USGA
US
N
2
2065-01-20
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series N
06051GJP5
5000000.00000000
PA
USD
4061622.65000000
0.024817968523
Long
DBT
CORP
US
N
2
2032-03-11
Variable
2.65100040
N
N
N
N
N
N
APA Infrastructure Ltd.
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd.
00205GAD9
610000.00000000
PA
USD
578673.33000000
0.003535901221
Long
DBT
CORP
AU
Y
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAC3
5369000.00000000
PA
USD
4633113.59000000
0.028309982770
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
3.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KW07, Class X2B
30297NAQ1
16952458.00000000
PA
USD
74022.91000000
0.000452306481
Long
ABS-MBS
USGSE
US
Y
2
2031-10-25
Fixed
0.10000000
N
N
N
N
N
N
Manulife Financial Corp.
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAC0
1207000.00000000
PA
USD
1175316.38000000
0.007181603865
Long
DBT
CORP
CA
N
2
2026-03-04
Fixed
4.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617HNN39
5021862.46000000
PA
USD
5019882.49000000
0.030673279219
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2021-3A, Class C
22535GAC6
8573000.00000000
PA
USD
7826133.96000000
0.047820480388
Long
ABS-O
CORP
US
Y
2
2030-09-16
Fixed
1.63000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132QDFG1
569657.43000000
PA
USD
529577.60000000
0.003235908734
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DN7F4
18696142.36000000
PA
USD
18046147.60000000
0.110268422672
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAJ1
2015000.00000000
PA
USD
1542902.26000000
0.009427685194
Long
DBT
CORP
FR
Y
2
2032-01-20
Variable
2.27700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HKS90
761002.53000000
PA
USD
767185.04000000
0.004687775260
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
5.00000000
N
N
N
N
N
N
Carpenter Technology Corp.
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
1856000.00000000
PA
USD
1778210.99000000
0.010865505779
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
PMT Credit Risk Transfer Trust
N/A
PMT Credit Risk Transfer Trust, Series 2021-1R, Class A
69356UAA6
16630014.42000000
PA
USD
16376060.80000000
0.100063594404
Long
ABS-MBS
CORP
US
Y
2
2024-02-27
Floating
7.41728880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-12, Class IE
38374XPH2
203530.55000000
PA
USD
16049.01000000
0.000098065196
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
5.50000000
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167735
44302.00000000
NS
USD
3580044.62000000
0.021875354346
Long
EC
CORP
US
N
1
N
N
N
CSAIL Commercial Mortgage Trust
549300ZAGI6FKGY8O078
CSAIL Commercial Mortgage Trust, Series 2015-C3, Class A4
12635FAT1
12304000.00000000
PA
USD
11756693.47000000
0.071837606203
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.71820000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAP0
1780000.00000000
PA
USD
1767717.15000000
0.010801384660
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K128, Class X3
3137FYUM6
12850000.00000000
PA
USD
2060944.68000000
0.012593109849
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Variable
2.78150040
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AL2
3255000.00000000
PA
USD
2356714.56000000
0.014400369706
Long
DBT
CORP
CH
Y
2
2043-02-11
Variable
3.17900160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJKJ4
25000000.00000000
PA
USD
24906737.25000000
0.152189081645
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
4.33000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2019-SFR1, Class G
00178XAG8
7875000.00000000
PA
USD
7140125.48000000
0.043628722972
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
4.85700000
N
N
N
N
N
N
New York Life Insurance Co.
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAF5
303000.00000000
PA
USD
342321.56000000
0.002091707288
Long
DBT
CORP
US
Y
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class A2
3137F1G44
6633000.00000000
PA
USD
6279865.05000000
0.038372223757
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Fixed
3.24300000
N
N
N
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AE3
1216000.00000000
PA
USD
1189713.91000000
0.007269577928
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
6.30000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-2A, Class E
30166QAG4
33750000.00000000
PA
USD
28485185.63000000
0.174054682394
Long
ABS-O
CORP
US
Y
2
2029-10-15
Fixed
6.34000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBQ4
3000000.00000000
PA
USD
3027011.52000000
0.018496124110
Long
DBT
CORP
FR
Y
2
2027-01-12
Variable
6.44699880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LDUX9
10122000.00000000
PA
USD
9464594.22000000
0.057832059174
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
2.61000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2002-T19, Class A1
31392GVP7
301630.38000000
PA
USD
307363.47000000
0.001878100843
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Fixed
6.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-4A, Class E
30167GAJ9
14185000.00000000
PA
USD
13707029.33000000
0.083754856562
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
3.56000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-112, Class ST
31398GKH1
246544.81000000
PA
USD
18521.06000000
0.000113170307
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
1.63299960
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EM1
2000000.00000000
PA
USD
1859260.26000000
0.011360745836
Long
DBT
CORP
AU
N
2
2030-02-04
Variable
2.89400040
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4030, Class IL
3137APLG3
328269.90000000
PA
USD
13235.42000000
0.000080873154
Long
ABS-MBS
USGSE
US
N
2
2027-04-15
Fixed
3.50000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BH3
355000.00000000
PA
USD
365957.60000000
0.002236131955
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
9.50000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class C
12327BAC0
5437214.86000000
PA
USD
4730376.93000000
0.028904296600
Long
ABS-O
CORP
US
Y
3
2036-04-15
Fixed
5.06700000
N
N
N
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
1908000.00000000
PA
USD
1762009.38000000
0.010766508141
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
Empresa Nacional de Telecomunicaciones SA
529900N4SUIP0URJT330
Empresa Nacional de Telecomunicaciones SA
29245VAE5
2001000.00000000
PA
USD
1546773.00000000
0.009451336801
Long
DBT
CORP
CL
Y
2
2032-09-14
Fixed
3.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A4
31392B6W1
359759.43000000
PA
USD
387762.64000000
0.002369368556
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
9.50000000
N
N
N
N
N
N
Bayview Opportunity Master Fund Trust
5493002IVO6CG0LLLR86
Bayview Opportunity Master Fund Trust
07335PAD7
2052978.84000000
PA
USD
2052362.95000000
0.012540672406
Long
ABS-MBS
CORP
US
N
3
2031-01-10
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128E53X5
1693492.80000000
PA
USD
1626299.43000000
0.009937271760
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967ME8
3600000.00000000
PA
USD
3283214.62000000
0.020061616776
Long
DBT
CORP
US
N
2
2030-03-20
Variable
3.98000160
N
N
N
N
N
N
Elara HGV Timeshare Issuer LLC
N/A
Elara HGV Timeshare Issuer LLC, Series 2021-A, Class D
28416LAD4
2490316.79350000
PA
USD
2197319.82000000
0.013426410779
Long
ABS-O
CORP
US
Y
2
2035-08-27
Fixed
3.32000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class A
90931VAA4
1003943.70000000
PA
USD
858141.96000000
0.005243554605
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LDNU3
3839547.72000000
PA
USD
3689167.15000000
0.022542132072
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
2.93000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-7, Class EI
38375JJL0
541014.14000000
PA
USD
15712.67000000
0.000096010039
Long
ABS-MBS
USGA
US
N
2
2037-02-20
Floating
1.60214040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-91, Class SI
31397MB30
271404.16000000
PA
USD
10175.97000000
0.000062178819
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
1.38300120
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Republic of Senegal
N/A
3800000.00000000
PA
USD
2664750.00000000
0.016282576527
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
119701000.00000000
PA
USD
121608734.69000000
0.743072907011
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AA7
4356000.00000000
PA
USD
3896877.60000000
0.023811317286
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
Public Service Co. of Oklahoma
F3TJNSIZRGXRH8GEIK79
Public Service Co. of Oklahoma
744533BQ2
1330000.00000000
PA
USD
1317681.06000000
0.008051503029
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.25000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAM1
2605000.00000000
PA
USD
2543082.20000000
0.015539142709
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
ILFC E-Capital Trust II
N/A
ILFC E-Capital Trust II
44965UAA2
1790000.00000000
PA
USD
1269041.10000000
0.007754295459
Long
SN
CORP
US
Y
2
2065-12-21
Floating
6.53829120
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2020-GT1, Class A
30259RAE5
15000000.00000000
PA
USD
13412181.00000000
0.081953227705
Long
ABS-O
CORP
US
Y
2
2026-01-25
Variable
4.44999960
N
N
N
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AF5
1260000.00000000
PA
USD
1241503.20000000
0.007586029031
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
5.37500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2015-K45, Class B
30292PAE8
8920000.00000000
PA
USD
8537354.30000000
0.052166291295
Long
ABS-MBS
USGSE
US
Y
2
2048-04-25
Variable
3.61001520
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LGNW2
8596779.87000000
PA
USD
8044542.42000000
0.049155034273
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.27000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2019-M12, Class A2
3136B5NV3
27815000.00000000
PA
USD
25409909.27000000
0.155263642831
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Variable
2.88500040
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series L
06051GFQ7
2000000.00000000
PA
USD
1808734.28000000
0.011052014009
Long
DBT
CORP
US
N
2
2045-04-21
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2002-W7, Class IO1
31392DD66
2957483.21200000
PA
USD
63832.84000000
0.000390041505
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Variable
0.87964920
N
N
N
N
N
N
Camillo Issuer LLC
N/A
Camillo Issuer LLC, Series 2017-SFR1, Class A
133716AA8
20328245.89000000
PA
USD
20094471.06000000
0.122784412348
Long
ABS-O
CORP
US
Y
3
2027-06-05
Fixed
5.50000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBG5
785000.00000000
PA
USD
858103.17000000
0.005243317584
Long
DBT
CORP
KY
Y
2
2032-12-01
Fixed
9.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-H23, Class FA
38375UR93
19056456.84000000
PA
USD
18937193.91000000
0.115713034636
Long
ABS-MBS
USGA
US
N
2
2067-10-20
Floating
4.87157040
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AM6
2235000.00000000
PA
USD
1919306.25000000
0.011727648332
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAA7
5610000.00000000
PA
USD
5161200.00000000
0.031536779799
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBR5
275000.00000000
PA
USD
230394.16000000
0.001407790802
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K727, Class C
30304BAG0
3200000.00000000
PA
USD
3067716.48000000
0.018744845988
Long
ABS-MBS
USGSE
US
Y
2
2024-07-25
Variable
3.74290200
N
N
N
N
N
N
MASTR Asset Securitization Trust
N/A
MASTR Asset Securitization Trust, Series 2004-6, Class 3A1
57643MDD3
2.19000000
PA
USD
2.17000000
0.000000013259
Long
ABS-MBS
CORP
US
N
3
2019-07-25
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132WFJZ3
572454.99000000
PA
USD
530835.95000000
0.003243597703
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 334, Class 300
3132J0AF4
1777292.28000000
PA
USD
1601850.43000000
0.009787879617
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
3.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
1311000.00000000
PA
USD
853715.01000000
0.005216504356
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
4705000.00000000
PA
USD
4079565.81000000
0.024927607655
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QN1
86045000.00000000
PA
USD
94061301.54000000
0.574748228001
Long
DBT
UST
US
N
2
2041-02-15
Fixed
4.75000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class D
82652QAD3
3610596.70000000
PA
USD
3288867.98000000
0.020096160830
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
3.17000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBQ1
7145000.00000000
PA
USD
5507406.66000000
0.033652226440
Long
DBT
CORP
JP
N
2
2032-05-22
Variable
2.17199880
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien Term Loan
61647DAN2
315812.53000000
PA
USD
284231.28000000
0.001736754880
Long
LON
CORP
US
N
2
2026-06-30
Variable
11.93023000
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156AW9
2345000.00000000
PA
USD
1532523.75000000
0.009364268782
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
3.05000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BF0
1620000.00000000
PA
USD
1432328.12000000
0.008752037611
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.87500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2017-FRE2, Class M6
89175GAK2
5046794.19000000
PA
USD
4766798.05000000
0.029126842682
Long
ABS-MBS
CORP
US
Y
3
2047-11-25
Variable
3.99999960
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
25714PEN4
4043000.00000000
PA
USD
3658409.63000000
0.022354192613
Long
DBT
NUSS
DO
Y
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138WTR57
5228370.91000000
PA
USD
5132381.00000000
0.031360685392
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
1000000.00000000
PA
USD
861834.93000000
0.005266119974
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.72199880
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBC7
6695000.00000000
PA
USD
5730316.31000000
0.035014284207
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690EAA6
3445000.00000000
PA
USD
3479290.60000000
0.021259711212
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AL5
378000.00000000
PA
USD
321647.76000000
0.001965382969
Long
DBT
CORP
US
Y
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
MYT Holding Co.
549300853MX08B1AUK51
MYT Holding Co.
55406N103
934967.00000000
NS
USD
715966.87000000
0.004374813904
Long
EC
CORP
US
N
3
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFH9
10585000.00000000
PA
USD
10101645.92000000
0.061724673137
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BN0
8895000.00000000
PA
USD
7738650.00000000
0.047285922072
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust, Series 2004-7AR, Class 2A6
61748HCK5
44870.19000000
PA
USD
43655.36000000
0.000266749878
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
4.53477960
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECR0
3823000.00000000
PA
USD
3803728.64000000
0.023242143791
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
5.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3620ASDP1
152571.32000000
PA
USD
153933.35000000
0.000940587879
Long
ABS-MBS
USGA
US
N
2
2032-06-20
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140Q8LQ6
2222634.85000000
PA
USD
2167347.30000000
0.013243267951
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
4.00000000
N
N
N
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251VAR3
605000.00000000
PA
USD
562081.45000000
0.003434518894
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.70000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2023-SFR1, Class F
66981XAG6
13500000.00000000
PA
USD
10616893.29000000
0.064873019035
Long
ABS-O
CORP
US
N
2
2040-04-17
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140J7L29
3726790.34000000
PA
USD
3572777.75000000
0.021830951169
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series N
06051GJQ3
3175000.00000000
PA
USD
2827389.89000000
0.017276364482
Long
DBT
CORP
US
N
2
2027-03-11
Variable
1.65800160
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818GF9
2735000.00000000
PA
USD
2617349.08000000
0.015992939935
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
4.95000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AW5
955000.00000000
PA
USD
624466.62000000
0.003815714618
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
2.85000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDN9
8145000.00000000
PA
USD
7806168.00000000
0.047698481224
Long
DBT
NUSS
MX
Y
2
2033-02-07
Fixed
10.00000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BQ4
1896000.00000000
PA
USD
1602954.24000000
0.009794624292
Long
DBT
CORP
PA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust, Series 2022-AA, Class D
56847QAD3
11552000.00000000
PA
USD
11535847.99000000
0.070488161254
Long
ABS-O
CORP
US
Y
2
2037-10-20
Fixed
9.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128M8RN6
269841.30000000
PA
USD
268202.14000000
0.001638811096
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
313929RL7
95446.46000000
PA
USD
97279.57000000
0.000594413000
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.50000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CS9
1516000.00000000
PA
USD
1175718.64000000
0.007184061818
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NE7
2415000.00000000
PA
USD
1905655.66000000
0.011644238340
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8H8
14675000.00000000
PA
USD
13186241.94000000
0.080572659158
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.85000000
N
N
N
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AF0
1703000.00000000
PA
USD
1675703.14000000
0.010239146116
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
6.40000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABF7
7000000.00000000
PA
USD
7043024.87000000
0.043035403481
Long
DBT
CORP
DK
Y
2
2026-01-09
Variable
6.46599960
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
3534000.00000000
PA
USD
3018114.45000000
0.018441759827
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAD5
7639000.00000000
PA
USD
7360654.40000000
0.044976233627
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-6F, Class 3A4
36228F2R6
59096.22000000
PA
USD
59577.64000000
0.000364040710
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138EPTE4
946787.03000000
PA
USD
954029.80000000
0.005829463637
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-106, Class XL
38376JDC5
178002.23000000
PA
USD
8684.00000000
0.000053062349
Long
ABS-MBS
USGA
US
N
2
2037-06-20
Floating
2.15214120
N
N
N
N
N
N
AREIT Trust
N/A
AREIT Trust, Series 2021-CRE5, Class D
04002PAJ3
9000000.00000000
PA
USD
8437684.50000000
0.051557273133
Long
ABS-MBS
CORP
KY
Y
3
2038-11-17
Floating
7.25142960
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAB3
9820000.00000000
PA
USD
9881375.00000000
0.060378738955
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
7.87500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JC2
12247000.00000000
PA
USD
11353716.56000000
0.069375273010
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-112, Class SW
31398GKG3
162075.03000000
PA
USD
10111.81000000
0.000061786779
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
1.63299960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912834LK2
19049000.00000000
PA
USD
8504333.66000000
0.051964523362
Long
DBT
UST
US
N
2
2042-05-15
None
0.00000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-6, Class 6A1
576434SJ4
256367.48610000
PA
USD
249197.78000000
0.001522687652
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.50000000
N
N
N
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AS0
2043000.00000000
PA
USD
2125398.77000000
0.012986947414
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
8.87500000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
1460000.00000000
PA
USD
1048693.30000000
0.006407891513
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-9, Class CI
38375JMV4
332763.52000000
PA
USD
13703.60000000
0.000083733902
Long
ABS-MBS
USGA
US
N
2
2037-03-20
Floating
1.60214040
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AR2
4440000.00000000
PA
USD
3843334.82000000
0.023484151731
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.12500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DH9
5511000.00000000
PA
USD
5281914.73000000
0.032274390018
Long
DBT
CORP
GB
N
2
2033-08-11
Variable
5.40200160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H3HF3
910445.82000000
PA
USD
896781.26000000
0.005479654561
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.50000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Kingdom of Bahrain
05675M2D5
1677000.00000000
PA
USD
1509300.00000000
0.009222363355
Long
DBT
NUSS
BH
Y
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LS8
6945000.00000000
PA
USD
6356588.21000000
0.038841029732
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000080
N
N
N
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AG3
5265000.00000000
PA
USD
4513456.26000000
0.027578833644
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617B0XU4
3995597.08000000
PA
USD
3788948.04000000
0.023151829034
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3409, Class DB
31397PRY8
299994.80000000
PA
USD
309670.41000000
0.001892197072
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Fixed
6.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
86000.00000000
PA
USD
82777.23000000
0.000505798510
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.12500000
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
77313LAA1
1715000.00000000
PA
USD
1479856.35000000
0.009042452112
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599ED3
4693000.00000000
PA
USD
4822057.50000000
0.029464497705
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CE2
5135000.00000000
PA
USD
4807643.75000000
0.029376424533
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AC4
5620000.00000000
PA
USD
5684148.98000000
0.034732185292
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.80000000
N
N
N
N
N
N
Embarq Corp.
N/A
Embarq Corp.
29078EAA3
4092000.00000000
PA
USD
1761217.87000000
0.010761671732
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.99500000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
LendingPoint Asset Securitization Trust, Series 2020-REV1, Class C
52606YAC8
6417000.00000000
PA
USD
6245035.95000000
0.038159405486
Long
ABS-O
CORP
US
Y
2
2028-10-15
Fixed
7.69900000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAH2
2880000.00000000
PA
USD
2167337.98000000
0.013243211002
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDF6
1120000.00000000
PA
USD
894903.05000000
0.005468178026
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
NYU Langone Hospitals
N/A
NYU Langone Hospitals, Series 2020
62954RAA4
1110000.00000000
PA
USD
789106.40000000
0.004821722617
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
3.38000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140JGHL2
1765908.98000000
PA
USD
1779982.52000000
0.010876330462
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
Leviathan Bond Ltd.
254900D9T8VKYVQNZ220
Leviathan Bond Ltd.
N/A
680000.00000000
PA
USD
633675.00000000
0.003871981116
Long
DBT
CORP
IL
Y
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2020-SFR2, Class F2
33767JAN2
19500000.00000000
PA
USD
17418979.50000000
0.106436201044
Long
ABS-O
CORP
US
Y
2
2037-10-19
Fixed
3.11700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1630, Class PK
3133T2CQ1
4664.60000000
PA
USD
4663.53000000
0.000028495837
Long
ABS-MBS
USGSE
US
N
2
2023-11-15
Fixed
6.00000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAC4
2300000.00000000
PA
USD
2187446.44000000
0.013366080892
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.93700000
N
N
N
N
N
N
BAMLL Re-REMIC Trust
N/A
BAMLL Re-REMIC Trust, Series 2014-FRR8, Class A
05525QAA5
12000000.00000000
PA
USD
10851481.20000000
0.066306435152
Long
ABS-MBS
CORP
US
Y
2
2047-11-26
Variable
2.01486960
N
N
N
N
N
N
DTE Electric Co.
9N0FWODEJVKHC2DYLO03
DTE Electric Co.
250847EK2
381000.00000000
PA
USD
305578.07000000
0.001867191409
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
3.95000000
N
N
N
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211KAY6
1875000.00000000
PA
USD
1689262.50000000
0.010321998660
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
AREIT Trust
N/A
AREIT Trust, Series 2021-CRE5, Class C
04002PAG9
5000000.00000000
PA
USD
4708275.00000000
0.028769245894
Long
ABS-MBS
CORP
KY
Y
3
2038-11-17
Floating
6.85143000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KW06, Class X2B
30306WAL1
16635764.00000000
PA
USD
69826.96000000
0.000426667724
Long
ABS-MBS
USGSE
US
Y
2
2028-06-25
Fixed
0.10000000
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A4
225470FN8
200874.56000000
PA
USD
58991.17000000
0.000360457168
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
6.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A45
1000000.00000000
PA
USD
905617.63000000
0.005533647946
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27100000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAD3
9320000.00000000
PA
USD
9171493.16000000
0.056041106762
Long
DBT
CORP
KY
Y
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
173000.00000000
PA
USD
167364.76000000
0.001022658603
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust, Series 2003-A8, Class A1
45660NRL1
7928.81000000
PA
USD
8245.07000000
0.000050380329
Long
ABS-MBS
CORP
US
N
2
2018-10-25
Fixed
3.75000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABW6
3500000.00000000
PA
USD
3065969.59000000
0.018734171865
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
1.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2002-13, Class QA
38373T4P7
134394.52000000
PA
USD
231.40000000
0.000001413936
Long
ABS-MBS
USGA
US
N
2
2032-02-16
Floating
3.45999960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-40, Class PS
38375QLL1
169269.34000000
PA
USD
6262.34000000
0.000038265139
Long
ABS-MBS
USGA
US
N
2
2038-05-16
Floating
1.91000160
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK99
12529YCJ9
15300000.00000000
PA
USD
8579781.00000000
0.052425533621
Long
ABS-MBS
CORP
US
Y
2
2029-09-29
Fixed
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KS06, Class A2
3137BS5N9
10080000.00000000
PA
USD
9466430.40000000
0.057843278891
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Fixed
2.72000000
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BC0
435000.00000000
PA
USD
443787.53000000
0.002711700692
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
549300PQFD4GEYYTOY78
Carvana Auto Receivables Trust, Series 2019-1A, Class D
146868AF1
674433.39000000
PA
USD
673969.18000000
0.004118192982
Long
ABS-O
CORP
US
Y
2
2024-10-15
Fixed
3.88000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-6, Class 7A1
576434SK1
202644.96160000
PA
USD
192047.99000000
0.001173481975
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
Province of Alberta
013051EA1
24500000.00000000
PA
USD
23171410.08000000
0.141585611359
Long
DBT
NUSS
CA
N
2
2028-03-15
Fixed
3.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2764, Class S
31394TW76
17646.59000000
PA
USD
16188.16000000
0.000098915453
Long
ABS-MBS
USGSE
US
N
2
2033-07-15
Floating
2.28035160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-72, Class WS
31394EWV6
96124.37000000
PA
USD
4276.65000000
0.000026131862
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
2.13300000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DW5
5020000.00000000
PA
USD
3968084.25000000
0.024246415411
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2021-A, Class C
52607FAC8
12684000.00000000
PA
USD
12171721.14000000
0.074373573854
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
2.75000000
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556CX1
800000.00000000
PA
USD
810180.64000000
0.004950493769
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.15000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR4, Class E2
66981FAF7
23000000.00000000
PA
USD
20281073.40000000
0.123924619453
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
2.45600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128FQ4T6
7560.89000000
PA
USD
7533.96000000
0.000046035192
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KBF3, Class C
30311TAE7
23735453.09000000
PA
USD
21878775.75000000
0.133687152817
Long
ABS-MBS
USGSE
US
Y
2
2029-01-25
Floating
9.32429160
N
N
N
N
N
N
GTP Acquisition Partners I LLC
N/A
GTP Acquisition Partners I LLC
36246MAU3
3623000.00000000
PA
USD
3430465.81000000
0.020961374265
Long
DBT
CORP
US
Y
2
2025-06-16
Fixed
3.48200000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
6360000.00000000
PA
USD
5485500.00000000
0.033518368905
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAQ9
505000.00000000
PA
USD
343182.45000000
0.002096967634
Long
DBT
CORP
CA
Y
2
2051-05-13
Fixed
3.62500000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAL6
1314000.00000000
PA
USD
1258155.00000000
0.007687777491
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2018-2A, Class C
82653DAC3
1792993.38000000
PA
USD
1744428.00000000
0.010659079615
Long
ABS-O
CORP
US
Y
2
2035-06-20
Fixed
3.94000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2007-A1, Class 5A2
46630GAS4
19372.70000000
PA
USD
18661.14000000
0.000114026246
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.99998880
N
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Federative Republic of Brazil
105756CB4
4100000.00000000
PA
USD
2939956.25000000
0.017964185243
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
Mississippi Power Co.
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co.
605417CB8
560000.00000000
PA
USD
527325.50000000
0.003222147596
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
3.95000000
N
N
N
N
N
N
Delta Air Lines Pass-Through Trust
N/A
Delta Air Lines Pass-Through Trust, Series 2019-1, Class AA
24737BAA3
6270000.00000000
PA
USD
6140990.99000000
0.037523653531
Long
ABS-O
CORP
US
N
2
2024-04-25
Fixed
3.20400000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AN9
1687000.00000000
PA
USD
1623956.81000000
0.009922957514
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
3588000.00000000
PA
USD
3149062.49000000
0.019241899233
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC, Series YYY
26443TAB2
2235000.00000000
PA
USD
1585109.90000000
0.009685588986
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HEXK3
758426.76000000
PA
USD
726872.16000000
0.004441449130
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAW8
1435000.00000000
PA
USD
1224745.35000000
0.007483632568
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CN4
3940000.00000000
PA
USD
3495366.27000000
0.021357939312
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-165, Class SA
31359D4U4
518.18000000
PA
USD
512.91000000
0.000003134063
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Floating
7.88580000
N
N
N
N
N
N
Brooklyn Union Gas Co. (The)
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co. (The)
114259AT1
1030000.00000000
PA
USD
922598.78000000
0.005637408852
Long
DBT
CORP
US
Y
2
2029-03-04
Fixed
3.86500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2R4
832000.00000000
PA
USD
687998.55000000
0.004203917456
Long
DBT
CORP
FR
Y
2
2029-09-15
Variable
2.15899920
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SAV5
5585000.00000000
PA
USD
3740719.51000000
0.022857135449
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.87500000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CE0
1197000.00000000
PA
USD
1128292.20000000
0.006894269290
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
Kingdom of Saudi Arabia
80413TBE8
4038000.00000000
PA
USD
3684675.00000000
0.022514683428
Long
DBT
NUSS
SA
Y
2
2053-01-18
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LECJ8
3563589.12000000
PA
USD
3253824.92000000
0.019882035187
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
2.90000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAY4
18500000.00000000
PA
USD
18122290.87000000
0.110733685313
Long
DBT
CORP
FR
Y
2
2028-01-18
Fixed
5.12500000
N
N
N
N
N
N
Lehman Brothers Holdings, Inc.
549300FDK6ZP3YIHRJ47
Lehman Brothers Holdings, Inc.
N/A
1000000.00000000
PA
USD
3500.00000000
0.000021386253
Long
DBT
CORP
US
N
2
2049-05-17
Fixed
5.75000000
Y
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAB6
4840000.00000000
PA
USD
4284220.57000000
0.026178121508
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EJ2
4680000.00000000
PA
USD
3684955.15000000
0.022516395244
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 380, Class S36
3136FFGZ6
81149.68000000
PA
USD
10652.72000000
0.000065091933
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
3.28299840
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
218000.00000000
PA
USD
200768.56000000
0.001226767780
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3737, Class DG
3137GAU39
52673.13000000
PA
USD
52061.13000000
0.000318112143
Long
ABS-MBS
USGSE
US
N
2
2030-10-15
Fixed
5.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2003-J3, Class 2A1
12669FFD0
9747.27000000
PA
USD
9553.54000000
0.000058375549
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
6.25000000
N
N
N
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AP5
600000.00000000
PA
USD
571260.37000000
0.003490605381
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.05000000
N
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457CH9
3450000.00000000
PA
USD
3429851.86000000
0.020957622811
Long
DBT
CORP
US
N
2
2063-02-27
Fixed
4.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418C3E2
2019414.04000000
PA
USD
1978780.95000000
0.012091060042
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAE7
1494000.00000000
PA
USD
990014.11000000
0.006049340654
Long
DBT
CORP
GB
Y
2
2050-09-15
Fixed
3.00000000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAB5
1280000.00000000
PA
USD
945364.52000000
0.005776515674
Long
DBT
CORP
US
Y
2
2039-12-30
Fixed
4.31700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31417N6D8
631699.27000000
PA
USD
627135.70000000
0.003832023652
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-13, Class IK
3136ACE56
2552396.57000000
PA
USD
111142.32000000
0.000679119366
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Fixed
2.50000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBD1
115000.00000000
PA
USD
71538.99000000
0.000437128841
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
2480000.00000000
PA
USD
2186298.11000000
0.013359064185
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2022-2A, Class E
78397WAG1
10909000.00000000
PA
USD
8537206.67000000
0.052165389223
Long
ABS-O
CORP
US
Y
2
2035-06-20
Fixed
6.50000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust, Series 2021-AA, Class E
56848DAE9
7600000.00000000
PA
USD
5955994.60000000
0.036393259356
Long
ABS-O
CORP
US
Y
2
2036-03-20
Fixed
5.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3572, Class JS
31398JSS3
53104.92720000
PA
USD
2859.12000000
0.000017470246
Long
ABS-MBS
USGSE
US
N
2
2039-09-15
Floating
2.21213880
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series 20A
842400GY3
8810000.00000000
PA
USD
5668109.26000000
0.034634176860
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
2.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4830, Class WZ
3137FHWW9
12805115.32000000
PA
USD
12023993.04000000
0.073470902274
Long
ABS-MBS
USGSE
US
N
2
2048-09-15
Fixed
4.00000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453H106
502441.00000000
NS
USD
889320.57000000
0.005434067075
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418B7C4
4329688.76000000
PA
USD
4031392.51000000
0.024633251545
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3605, Class NC
31398KP61
319565.79000000
PA
USD
327825.26000000
0.002003129705
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Fixed
5.50000000
N
N
N
N
N
N
Bank of New Zealand
N7LGVZM7X4UQ66T7LT74
Bank of New Zealand
06407EAE5
889000.00000000
PA
USD
795656.80000000
0.004861747907
Long
DBT
CORP
NZ
Y
2
2027-01-27
Fixed
2.28500000
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities Corp.
N/A
Credit Suisse First Boston Mortgage Securities Corp., Series 2005-1, Class 1A16
225458AR9
12721.00000000
PA
USD
12570.81000000
0.000076812149
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.50000000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAK1
680000.00000000
PA
USD
668873.51000000
0.004087056614
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-14, Class Z
31359SWU0
39198.59430000
PA
USD
39155.79000000
0.000239255895
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Fixed
6.00000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR2, Class 2A21
92922FD47
18755.44000000
PA
USD
18089.68000000
0.000110534421
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Floating
5.27699880
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBR0
1445000.00000000
PA
USD
1256447.21000000
0.007677342283
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKG6
9000000.00000000
PA
USD
7646018.76000000
0.046719912032
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
UPC Broadband Finco BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
1563000.00000000
PA
USD
1309012.50000000
0.007998535024
Long
DBT
CORP
NL
Y
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3617JSAU0
3006442.11000000
PA
USD
3085702.93000000
0.018854749637
Long
ABS-MBS
USGA
US
N
2
2049-04-15
Fixed
5.00000000
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635AR7
2665581.00000000
PA
USD
2590624.86000000
0.015829645383
Long
DBT
CORP
US
Y
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2017-1, Class B
00908PAC1
2238095.16000000
PA
USD
2081847.92000000
0.012720836129
Long
ABS-O
CORP
CA
Y
2
2026-01-15
Fixed
3.70000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2016-K59, Class B
30295RAS0
4714000.00000000
PA
USD
4381392.89000000
0.026771879173
Long
ABS-MBS
USGSE
US
Y
2
2049-11-25
Variable
3.57927120
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R36
10909000.00000000
PA
USD
9995797.36000000
0.061077900540
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-10, Class NT
31398GX38
557137.63000000
PA
USD
560230.86000000
0.003423211127
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Fixed
5.00000000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
2805641.47180000
PA
USD
2543138.64000000
0.015539487578
Long
DBT
NUSS
CI
Y
2
2032-12-31
Variable
5.74999920
N
N
N
N
N
N
Vertiv Group Corp.
549300ZT8RQ5VK10E643
Vertiv Group Corp.
92535UAB0
555000.00000000
PA
USD
482178.45000000
0.002946282957
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
-25.00000000
NC
USD
13422.83000000
0.000082018296
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Long Bond
2023-06-21
-3135937.50000000
USD
13422.83000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
105839000.00000000
PA
USD
89661343.74000000
0.547862910581
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AL8
2195000.00000000
PA
USD
2030329.87000000
0.012406042399
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
5.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FSH0
91102.36000000
PA
USD
93038.35000000
0.000568497627
Long
ABS-MBS
USGA
US
N
2
2032-05-20
Fixed
7.50000000
N
N
N
N
N
N
Blackstone Holdings Finance Co. LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. LLC
09256BAH0
159000.00000000
PA
USD
129828.08000000
0.000793296049
Long
DBT
CORP
US
Y
2
2045-07-15
Fixed
4.45000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KAT7
537000.00000000
PA
USD
501282.56000000
0.003063015909
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BC9
8633000.00000000
PA
USD
6629280.70000000
0.040507278475
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC, Series J
293791AT6
800000.00000000
PA
USD
788912.06000000
0.004820535130
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.75000000
N
N
N
N
N
N
Cortes NP Acquisition Corp.
549300ZT8RQ5VK10E643
Cortes NP Acquisition Corp., 1st Lien Term Loan B
92537EAC2
3152558.99000000
PA
USD
3111670.30000000
0.019013419565
Long
LON
CORP
US
N
2
2027-03-02
Variable
7.32429000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR2, Class F1
00179VAG1
13000000.00000000
PA
USD
11210864.60000000
0.068502396391
Long
ABS-O
CORP
US
Y
2
2038-08-17
Fixed
3.27500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132QWC64
2737459.85000000
PA
USD
2632506.84000000
0.016085559275
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QC5
41354000.00000000
PA
USD
43862701.54000000
0.268016810024
Long
DBT
UST
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AN1
1220000.00000000
PA
USD
1022518.60000000
0.006247954725
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.62500000
N
N
N
N
N
N
CD&R Smokey Buyer, Inc.
N/A
CD&R Smokey Buyer, Inc.
12510CAA9
2960000.00000000
PA
USD
2582600.00000000
0.015780610616
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
E3
N/A
E3, Series 2019-1, Class A
269330AA4
5715401.66000000
PA
USD
4927830.74000000
0.030110810071
Long
ABS-O
CORP
KY
Y
3
2055-09-20
Fixed
3.10000000
N
Y
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CRE5
9382.36000000
PA
USD
9545.38000000
0.000058325689
Long
ABS-MBS
USGA
US
N
2
2026-09-20
Fixed
8.00000000
N
N
N
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust, Series 2006-A6, Class 2A13
76113FBC3
90739.22980000
PA
USD
50248.35000000
0.000307035408
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1695, Class G
3133T4TD8
1105.88000000
PA
USD
1039.78000000
0.000006353428
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
23.17278240
N
N
N
N
N
N
Greenko Dutch BV
724500PT585P4JPVRP08
Greenko Dutch BV
39530LAD2
2079035.00000000
PA
USD
1831889.71000000
0.011193501976
Long
DBT
CORP
NL
Y
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AF5
831000.00000000
PA
USD
681570.59000000
0.004164640319
Long
DBT
CORP
CH
Y
2
2029-01-12
Variable
3.86899920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-10, Class Z
31396PND9
26999.40650000
PA
USD
27676.66000000
0.000169114301
Long
ABS-MBS
USGSE
US
N
2
2037-02-25
Fixed
6.00000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440BM5
249000.00000000
PA
USD
224911.22000000
0.001374288076
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
4.50000000
N
N
N
N
N
N
Empresa de Transmision Electrica SA
254900RX1DOMC83TZ320
Empresa de Transmision Electrica SA
29247QAA2
500000.00000000
PA
USD
402187.50000000
0.002457509615
Long
DBT
NUSS
PA
Y
2
2049-05-02
Fixed
5.12500000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
2500000.00000000
PA
USD
2445781.25000000
0.014944599069
Long
DBT
NUSS
DO
Y
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31419BVU6
869963.90000000
PA
USD
863678.25000000
0.005277383319
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AS5
5513000.00000000
PA
USD
4777014.50000000
0.029189268849
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAT4
5812000.00000000
PA
USD
5100693.32000000
0.031167062322
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2410, Class QB
31339NHY5
181172.32000000
PA
USD
184485.53000000
0.001127272637
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.25000000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
3160000.00000000
PA
USD
2376517.50000000
0.014521372759
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
RSFR
N/A
RSFR, Series 2020-1, Class PT
74985BAA7
29344998.93000000
PA
USD
25615102.84000000
0.156517449007
Long
ABS-MBS
CORP
US
Y
3
2025-02-17
Variable
4.21300080
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBG9
439000.00000000
PA
USD
373984.10000000
0.002285176743
Long
DBT
CORP
MX
N
2
2049-04-22
Fixed
4.37500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K68, Class B
30305EAE8
9423000.00000000
PA
USD
8771330.76000000
0.053595971233
Long
ABS-MBS
USGSE
US
Y
2
2049-10-25
Variable
3.84234480
N
N
N
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AK7
4161000.00000000
PA
USD
4077445.08000000
0.024914649235
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2148, Class ZA
3133TKCT5
8612.91000000
PA
USD
8697.79000000
0.000053146610
Long
ABS-MBS
USGSE
US
N
2
2029-04-15
Fixed
6.00000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AS0
1270000.00000000
PA
USD
835272.88000000
0.005103816339
Long
DBT
CORP
US
Y
2
2050-12-01
Fixed
3.46800000
N
N
N
N
N
N
Entegris Escrow Corp.
N/A
Entegris Escrow Corp.
29365BAB9
3605000.00000000
PA
USD
3352984.54000000
0.020487935966
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VBE8
1642000.00000000
PA
USD
1617996.21000000
0.009886536114
Long
DBT
CORP
JP
Y
2
2027-09-15
Fixed
4.95000000
N
N
N
N
N
N
Spirit AeroSystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems, Inc.
85205TAN0
1756000.00000000
PA
USD
1854775.00000000
0.011333339291
Long
DBT
CORP
US
Y
2
2029-11-30
Fixed
9.37500000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2015-SFR2, Class E
02666BAE6
18630000.00000000
PA
USD
18304934.45000000
0.111849702976
Long
ABS-O
CORP
US
Y
2
2052-10-17
Fixed
6.07000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-16, Class Z
31359SYL8
48000.50000000
PA
USD
47600.01000000
0.000290853102
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Fixed
6.00000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust, Series 2019-AA, Class D
56847MAD2
8500000.00000000
PA
USD
7788169.20000000
0.047588502112
Long
ABS-O
CORP
US
Y
2
2032-07-20
Fixed
5.44000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
4040000.00000000
PA
USD
3085885.48000000
0.018855865083
Long
DBT
CORP
US
N
2
2032-04-28
Variable
1.92800160
N
N
N
N
N
N
Nevada Power Co.
MJZFGXRJ52U8U4MKJ519
Nevada Power Co.
641423BZ0
626000.00000000
PA
USD
600581.18000000
0.003669766028
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.37500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVR2
364000.00000000
PA
USD
352582.83000000
0.002154407322
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VAQ7
5500000.00000000
PA
USD
4036384.33000000
0.024663753352
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.25000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
656531AD2
585000.00000000
PA
USD
614072.84000000
0.003752204901
Long
DBT
NUSS
NO
N
2
2025-11-15
Fixed
7.15000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust, Series 2011-C2, Class D
12527DAF7
2777035.64000000
PA
USD
2547650.55000000
0.015567056963
Long
ABS-MBS
CORP
US
Y
2
2047-12-15
Variable
5.07983400
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR5, Class H
03217JAJ0
2365000.00000000
PA
USD
2154376.17000000
0.013164009703
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
75000000.00000000
PA
USD
-672618.12000000
-0.00410993752
N/A
DCR
GB
N
2
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Federative Republic of Brazil
Federative Republic of Brazil
Y
Receipt of notional amount upon default event with regard to the reference instrument
2024-06-20
421203.58000000
USD
0.00000000
USD
75000000.00000000
USD
-672618.12000000
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FT0
5800000.00000000
PA
USD
5677117.08000000
0.034689217866
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
4.65000000
N
N
N
N
N
N
Headlands Residential LLC
N/A
Headlands Residential LLC, Series 2021-RPL1, Class NOTE
42210JAA4
15000000.00000000
PA
USD
14204092.50000000
0.086792090488
Long
ABS-MBS
CORP
US
Y
2
2026-09-25
Variable
2.48699880
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FZ4
550000.00000000
PA
USD
426230.51000000
0.002604421014
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR2, Class E2
00178UAF6
16035000.00000000
PA
USD
15099245.51000000
0.092261795860
Long
ABS-O
CORP
US
Y
2
2037-07-17
Fixed
4.27700000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBU5
1050000.00000000
PA
USD
889980.00000000
0.005438096428
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AA6
28723000.00000000
PA
USD
24578779.50000000
0.150185142378
Long
DBT
CORP
CH
Y
2
2030-08-13
Variable
3.12599880
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
10520000.00000000
PA
USD
9637405.03000000
0.058887995092
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.64499840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LDEB1
12713464.41000000
PA
USD
9952002.17000000
0.060810296249
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
2.14000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XGMD8
10547056.17000000
PA
USD
10106714.15000000
0.061755641837
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3383, Class OP
31397P4H0
51432.91000000
PA
USD
43559.01000000
0.000266161145
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
None
0.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
335000.00000000
PA
USD
335752.13000000
0.002051565719
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
P -stlb
N/A
P -stlb
N/A
18500000.00000000
PA
USD
17852500.00000000
0.109085166507
Long
ABS-MBS
CORP
US
N
3
2026-10-11
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M3, Class A2
3136B1LF9
6610059.95000000
PA
USD
6049659.73000000
0.036965586834
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Variable
3.06895680
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3202, Class HI
31397ABD4
468158.06000000
PA
USD
36888.00000000
0.000225398886
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
Floating
2.06214120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9U42
18325000.00000000
PA
USD
17471560.77000000
0.106757491429
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
2.73000000
N
N
N
N
N
N
Progress Residential
N/A
Progress Residential, Series 2021-SFR3, Class E2
74333VAL8
9630000.00000000
PA
USD
8288082.61000000
0.050643152025
Long
ABS-O
CORP
US
Y
2
2026-05-17
Fixed
2.68800000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series B
842400GJ6
1000000.00000000
PA
USD
933617.63000000
0.005704737970
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.65000000
N
N
N
N
N
N
Empresa de Transmision Electrica SA
254900RX1DOMC83TZ320
Empresa de Transmision Electrica SA
29247QAA2
770000.00000000
PA
USD
619368.75000000
0.003784564807
Long
DBT
CORP
PA
Y
2
2049-05-02
Fixed
5.12500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR3, Class F
001807AG1
12179000.00000000
PA
USD
10994517.96000000
0.067180440965
Long
ABS-O
CORP
US
Y
2
2037-09-17
Fixed
3.55300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HAFF2
4035691.16000000
PA
USD
3851827.29000000
0.023536043763
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABK4
850000.00000000
PA
USD
760767.00000000
0.004648558737
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140JGEF8
1989657.31000000
PA
USD
1898793.28000000
0.011602306742
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAB3
1555000.00000000
PA
USD
1360500.60000000
0.008313145749
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class A2
3137FCJK1
6045000.00000000
PA
USD
5720112.68000000
0.034951936375
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Variable
3.30300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXVK5
25323436.62000000
PA
USD
20956900.49000000
0.128054164931
Long
ABS-MBS
USGSE
US
N
2
2062-03-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 383, Class 69
3136FFQS1
68638.04000000
PA
USD
12726.55000000
0.000077763776
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Variable
6.50000160
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York and New Jersey, Consolidated, Series 164
73358WCW2
1450000.00000000
PA
USD
1545929.68000000
0.009446183814
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.64700000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGL7
1000000.00000000
PA
USD
930234.71000000
0.005684067118
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.70500120
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2016-K55, Class B
30289HAE1
10000000.00000000
PA
USD
9538527.00000000
0.058283814929
Long
ABS-MBS
USGSE
US
Y
2
2049-04-25
Variable
4.16673000
N
N
N
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864AG2
5055000.00000000
PA
USD
4388751.00000000
0.026816839859
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2020-3A, Class D
26253AAD8
7100000.00000000
PA
USD
6672048.92000000
0.040768607611
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
1.84000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617J76Z0
2901366.00000000
PA
USD
2848382.59000000
0.017404637395
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-70, Class SA
31398TJZ5
466760.44000000
PA
USD
71273.85000000
0.000435508740
Long
ABS-MBS
USGSE
US
N
2
2038-04-25
Floating
6.00000120
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR46
2000000.00000000
PA
USD
1918599.16000000
0.011723327759
Long
DBT
CORP
CA
N
2
2025-04-07
Fixed
3.30000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBV1
4370000.00000000
PA
USD
4100059.72000000
0.025052832782
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.00000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
6635000.00000000
PA
USD
5530106.63000000
0.033790931384
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2020-CBM, Class D
20049AAG3
8750000.00000000
PA
USD
7885823.75000000
0.048185206375
Long
ABS-MBS
CORP
US
Y
2
2037-02-10
Variable
3.63268800
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCK7
3250000.00000000
PA
USD
2608775.00000000
0.015940549237
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KHGR1
8395728.05000000
PA
USD
7997158.49000000
0.048865501496
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
GE Capital Mortgage Services, Inc. Trust
N/A
GE Capital Mortgage Services, Inc. Trust, Series 1999-HE1, Class A6
36157RD77
169337.52000000
PA
USD
156116.59000000
0.000953928257
Long
ABS-O
CORP
US
N
2
2029-04-25
Variable
6.69999960
N
N
N
N
N
N
Eskom Holdings SOC Ltd.
3789001900ED06F65111
Eskom Holdings SOC Ltd.
N/A
2900000.00000000
PA
USD
2869550.00000000
0.017533977849
Long
DBT
NUSS
ZA
Y
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
3600000.00000000
PA
USD
2316614.15000000
0.014155341844
Long
DBT
CORP
US
N
2
2052-01-25
Variable
2.80199880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-56, Class PZ
31358U5G7
584.32000000
PA
USD
582.91000000
0.000003561788
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
Fixed
7.00000000
N
N
N
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350BK0
5000000.00000000
PA
USD
4788364.75000000
0.029258622940
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.35000000
N
N
N
N
N
N
Crown Castle Towers LLC
N/A
Crown Castle Towers LLC
22822RBD1
2805000.00000000
PA
USD
2656119.58000000
0.016229841571
Long
ABS-O
CORP
US
Y
2
2025-05-15
Fixed
3.66300000
N
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066GAN4
2500000.00000000
PA
USD
2021421.23000000
0.012351607419
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class M1
35563GAA7
3935147.44000000
PA
USD
3807815.51000000
0.023267116030
Long
ABS-MBS
USGSE
US
Y
2
2051-11-25
Floating
6.78413160
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
3760000.00000000
PA
USD
3289528.65000000
0.020100197760
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.53799920
N
N
N
N
N
N
Intelsat SA
549300YV2L21F4K80V46
Intelsat SA
N/A
69886.00000000
NS
USD
1712207.00000000
0.010462197770
Long
EC
CORP
LU
N
3
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2022-SFR1, Class F
00179WAG9
12750000.00000000
PA
USD
11559314.48000000
0.070631549909
Long
ABS-O
CORP
US
Y
2
2039-03-17
Fixed
6.02100000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWB6
1664000.00000000
PA
USD
1574196.98000000
0.009618907137
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-49, Class SC
31398P5R6
85080.07000000
PA
USD
79880.95000000
0.000488101203
Long
ABS-MBS
USGSE
US
N
2
2040-03-25
Floating
3.42600120
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159QE9
1660000.00000000
PA
USD
1521662.64000000
0.009297903512
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
2.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2014-M13, Class A2
3136ALYF2
4231926.81000000
PA
USD
4100577.11000000
0.025055994220
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.02100120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2733, Class SB
31394NUY2
166958.74000000
PA
USD
153947.18000000
0.000940672385
Long
ABS-MBS
USGSE
US
N
2
2033-10-15
Floating
3.88092600
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H3XT5
1016816.18000000
PA
USD
947786.91000000
0.005791317344
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Camden
N/A
Camden
N/A
11032851.65000000
PA
USD
10591537.58000000
0.064718086569
Long
ABS-MBS
CORP
US
N
3
2031-09-15
Fixed
0.00000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AE1
1010000.00000000
PA
USD
906300.70000000
0.005537821748
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
Crestwood Midstream Partners LP
N/A
Crestwood Midstream Partners LP
226373AQ1
895000.00000000
PA
USD
827875.00000000
0.005058612643
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017BT5
3181000.00000000
PA
USD
2859381.75000000
0.017471846201
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3620AR2G5
17336.84000000
PA
USD
17664.75000000
0.000107937946
Long
ABS-MBS
USGA
US
N
2
2036-09-20
Fixed
6.00000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAS0
5690000.00000000
PA
USD
3604836.17000000
0.022026839593
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR3, Class F
74331UAN8
11485000.00000000
PA
USD
10903927.91000000
0.066626903327
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
6.60000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGN8
1140000.00000000
PA
USD
896213.47000000
0.005476185161
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class A1
3136BCGR5
9229107.97000000
PA
USD
8460621.38000000
0.051697425682
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
0.67000000
N
N
N
N
N
N
JPMCC Re-REMIC Trust
N/A
JPMCC Re-REMIC Trust, Series 2015-FRR2, Class AK39
46644KAG5
10600000.00000000
PA
USD
9705797.78000000
0.059305899281
Long
ABS-MBS
CORP
US
Y
2
2047-08-27
Variable
2.73507120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2016-H16, Class FD
38376RWL6
6397129.58000000
PA
USD
6322374.00000000
0.038631968660
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Floating
3.15542880
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAJ7
224000.00000000
PA
USD
193743.42000000
0.001183841659
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371FTK8
305.34000000
PA
USD
307.59000000
0.000001879485
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
7.50000000
N
N
N
N
N
N
Glencore Finance Canada Ltd.
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd.
98417EAR1
4045000.00000000
PA
USD
3746105.97000000
0.022890048648
Long
DBT
CORP
CA
Y
2
2042-10-25
Fixed
5.55000120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LGTL0
16836000.00000000
PA
USD
15621364.25000000
0.095452128289
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.17000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2430, Class WF
31339NW36
239239.48000000
PA
USD
248973.37000000
0.001521316427
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
6.50000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AC4
1390000.00000000
PA
USD
1224659.44000000
0.007483107627
Long
DBT
CORP
US
Y
2
2026-02-10
Fixed
0.95000000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2022-2A, Class D
55400VAD3
17534717.50730000
PA
USD
17352109.21000000
0.106027599631
Long
ABS-O
CORP
US
Y
2
2041-10-21
Fixed
9.00000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BD5
300000.00000000
PA
USD
266134.21000000
0.001626175303
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AB5
5000000.00000000
PA
USD
3323500.00000000
0.020307774871
Long
DBT
NUSS
PE
Y
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AM8
535000.00000000
PA
USD
498218.75000000
0.003044294933
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
DTE Electric Co.
9N0FWODEJVKHC2DYLO03
DTE Electric Co.
23338VAT3
1065000.00000000
PA
USD
1073782.94000000
0.006561198196
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.40000000
N
N
N
N
N
N
National Australia Bank Ltd.
549300E2IPL06NDXMZ63
National Australia Bank Ltd.
63254AAP3
3248000.00000000
PA
USD
3093587.45000000
0.018902926877
Long
DBT
CORP
AU
N
2
2026-01-14
Fixed
3.37500000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2015-1, Class A
009090AA9
2790317.05000000
PA
USD
2577790.32000000
0.015751221749
Long
ABS-O
CORP
CA
Y
2
2027-03-15
Fixed
3.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M4, Class A2
3136B1XJ8
9005518.45000000
PA
USD
8359536.40000000
0.051079760264
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
3.05565840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617XXCU1
34814210.41000000
PA
USD
36641778.90000000
0.223894387477
Long
ABS-MBS
USGA
US
N
2
2072-02-20
Variable
6.33899880
N
N
N
N
N
N
GoodRx, Inc.
25490061CWK7F0OTY260
GoodRx, Inc., 1st Lien Term Loan
38245HAC1
5549394.70000000
PA
USD
5465154.89000000
0.033394052999
Long
LON
CORP
US
N
2
2025-10-10
Variable
7.38486000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR2, Class B
74333LAC0
12081000.00000000
PA
USD
11260948.97000000
0.068808429823
Long
ABS-O
CORP
US
Y
2
2037-06-17
Fixed
2.57800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2000-8, Class Z
31359XYK9
53551.73500000
PA
USD
56015.48000000
0.000342274637
Long
ABS-MBS
USGSE
US
N
2
2030-02-20
Fixed
7.50000000
N
N
N
N
N
N
OL SP LLC
N/A
OL SP LLC, Series 2018, Class A
67090UAB9
1232850.08270000
PA
USD
1219966.92000000
0.007454434650
Long
ABS-O
CORP
US
N
3
2030-02-09
Fixed
4.16000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2005-5, Class 3A5
05946XF57
1210654.00000000
PA
USD
1169574.94000000
0.007146521611
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4146, Class KI
3137AXFX6
2691179.41590000
PA
USD
262785.33000000
0.001605712448
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2003-7F, Class 1A4
36228FTW6
36868.43020000
PA
USD
36405.87000000
0.000222452899
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Fixed
5.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-K74, Class B
30296LAG8
10000000.00000000
PA
USD
9305260.00000000
0.056858470045
Long
ABS-MBS
USGSE
US
Y
2
2051-02-25
Variable
4.09368240
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAH3
9042000.00000000
PA
USD
7549408.22000000
0.046129587044
Long
DBT
CORP
NL
Y
2
2028-01-24
Fixed
1.71000000
N
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507VAQ2
23376000.00000000
PA
USD
14576065.53000000
0.089064978874
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.50000000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBM0
397000.00000000
PA
USD
334725.58000000
0.002045293131
Long
DBT
CORP
NZ
Y
2
2030-02-13
Fixed
2.55000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AV1
1145000.00000000
PA
USD
848681.36000000
0.005185746952
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.87500000
N
N
N
N
N
N
Cameron LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
961000.00000000
PA
USD
786798.39000000
0.004807619850
Long
DBT
CORP
US
Y
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
224666000.00000000
PA
USD
164927661.08000000
1.007767056188
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBR9
6630000.00000000
PA
USD
6388265.96000000
0.039034592126
Long
DBT
CORP
FR
Y
2
2025-11-24
Fixed
4.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CUC5
586.25000000
PA
USD
595.92000000
0.000003641284
Long
ABS-MBS
USGA
US
N
2
2027-02-20
Fixed
8.00000000
N
N
N
N
N
N
Alabama Power Co.
0RL818ELFOHP5JHOFU19
Alabama Power Co., Series A
010392FS2
350000.00000000
PA
USD
294937.57000000
0.001802174145
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.30000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
5905000.00000000
PA
USD
5826734.24000000
0.035603432279
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
LPL Holdings, Inc.
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
3500000.00000000
PA
USD
3079333.15000000
0.018815828001
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
8230000.00000000
PA
USD
7209242.89000000
0.044051055093
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class AA
909318AA5
14114036.27000000
PA
USD
12633390.59000000
0.077194539479
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust, Series 2019-A, Class B
038370AB8
18324456.30000000
PA
USD
16952115.78000000
0.103583496569
Long
ABS-O
CORP
US
Y
2
2040-07-16
Fixed
3.47000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AX2
555000.00000000
PA
USD
483741.64000000
0.002955834608
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-47, Class PE
31393CRH8
230361.46000000
PA
USD
235526.56000000
0.001439151604
Long
ABS-MBS
USGSE
US
N
2
2033-06-25
Fixed
5.75000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAE0
376000.00000000
PA
USD
351184.00000000
0.002145859970
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635AQ9
2001521.00000000
PA
USD
1945238.23000000
0.011886102014
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
Petco Health & Wellness Co., Inc.
2549007TYGV6RVSE9M61
Petco Health & Wellness Co., Inc., Term Loan B
71601HAB2
4500000.00000000
PA
USD
4449375.00000000
0.027187274204
Long
LON
CORP
US
N
2
2028-03-03
Variable
8.09184000
N
N
N
N
N
N
Ansions At Tech Par
N/A
Ansions At Tech Par
N/A
12000000.00000000
PA
USD
11880000.00000000
0.072591053247
Long
ABS-MBS
CORP
US
N
3
2025-04-15
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2004-T1, Class 1A1
31393XFS1
145947.34000000
PA
USD
146779.69000000
0.000896876455
Long
ABS-MBS
USGSE
US
N
2
2044-01-25
Fixed
6.00000000
N
N
N
N
N
N
Virgin Media Secured Finance plc
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAP0
5778000.00000000
PA
USD
5235792.48000000
0.031992566558
Long
DBT
CORP
GB
Y
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
25714PEE4
3545000.00000000
PA
USD
2646120.94000000
0.016168746301
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AK1
1110000.00000000
PA
USD
1099358.19000000
0.006717472130
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
5.50000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAE9
2155000.00000000
PA
USD
2078040.02000000
0.012697568496
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.25000000
N
N
N
N
N
N
Elara HGV Timeshare Issuer LLC
N/A
Elara HGV Timeshare Issuer LLC, Series 2019-A, Class C
28416TAC9
1488821.91000000
PA
USD
1364236.55000000
0.008335973741
Long
ABS-O
CORP
US
Y
2
2034-01-25
Fixed
3.45000000
N
N
N
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LBB5
1000000.00000000
PA
USD
863012.37000000
0.005273314554
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.95000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967AM3
645000.00000000
PA
USD
664212.22000000
0.004058574463
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.87500000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
1735000.00000000
PA
USD
1500306.55000000
0.009167410156
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2M5
1000000.00000000
PA
USD
842685.48000000
0.005149109978
Long
DBT
CORP
FR
Y
2
2028-09-30
Variable
1.90400040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138W5Z35
419763.52000000
PA
USD
398934.89000000
0.002437635003
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.50000000
N
N
N
N
N
N
Guardian Life Insurance Co. of America (The)
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co. of America (The)
401378AC8
271000.00000000
PA
USD
226520.25000000
0.001384119825
Long
DBT
CORP
US
Y
2
2077-01-24
Fixed
4.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3132J4NR6
7421110.26000000
PA
USD
7244888.13000000
0.044268860271
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
4.00000000
N
N
N
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
80007RAK1
3530000.00000000
PA
USD
3246717.50000000
0.019838606306
Long
DBT
CORP
KY
N
2
2026-01-08
Fixed
4.29999840
N
N
N
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
29278DAA3
888000.00000000
PA
USD
850149.00000000
0.005194714758
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.87500000
N
Y
N
N
N
N
Bear Stearns ARM Trust
N/A
Bear Stearns ARM Trust, Series 2003-7, Class 3A
07384MYS5
14164.73000000
PA
USD
12887.87000000
0.000078749499
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
3.58917120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AR26
1372324.71000000
PA
USD
1277710.43000000
0.007807268169
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AK7
2883000.00000000
PA
USD
2626674.60000000
0.016049922201
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAP3
9677000.00000000
PA
USD
7292936.54000000
0.044562453258
Long
DBT
CORP
NL
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912834KP2
133282000.00000000
PA
USD
61576361.30000000
0.376253612958
Long
DBT
UST
US
N
2
2041-08-15
None
0.00000000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAM4
2328000.00000000
PA
USD
2276807.28000000
0.013912107617
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2020-2A, Class C
30167YAE1
1408820.01000000
PA
USD
1405040.43000000
0.008585300056
Long
ABS-O
CORP
US
Y
2
2025-05-15
Fixed
3.28000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JY4
1500000.00000000
PA
USD
1456078.73000000
0.008897162341
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.70000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2005-5F, Class 8A1
36242D7K3
10553.32000000
PA
USD
9656.80000000
0.000059006505
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
5.11700040
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2019-SFR4, Class E
74331AAJ1
8180000.00000000
PA
USD
7720621.02000000
0.047175758549
Long
ABS-O
CORP
US
Y
2
2036-10-17
Fixed
3.43500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3531, Class SM
31398CVX3
14472.80000000
PA
USD
563.81000000
0.000003445080
Long
ABS-MBS
USGSE
US
N
2
2039-05-15
Floating
1.51214040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2015-M1, Class A2
3136AMKZ1
8649254.54000000
PA
USD
8312080.65000000
0.050789788641
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
Fixed
2.53200000
N
N
N
N
N
N
Texas Health Resources
54930008C10TUBW7Z611
Texas Health Resources
882484AA6
1075000.00000000
PA
USD
940897.50000000
0.005749220582
Long
DBT
CORP
US
N
2
2055-11-15
Fixed
4.33000000
N
N
N
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618MAA4
4675000.00000000
PA
USD
4032187.50000000
0.024638109218
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Nestle Skin Health SA
254900CHQOBZNYV4DY60
Nestle Skin Health SA, Term Loan B
L8908YAE8
6164358.37000000
PA
USD
5987996.08000000
0.036588799856
Long
LON
CORP
LU
N
2
2026-10-01
Variable
8.47986000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class A2
3137H7ZB2
13500000.00000000
PA
USD
11914067.25000000
0.072799216342
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
2.92000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCP3
7915000.00000000
PA
USD
7657935.36000000
0.046792726724
Long
DBT
CORP
US
N
2
2033-02-28
Fixed
5.05000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
29870000.00000000
PA
USD
25285421.87000000
0.154502980249
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
2.01300120
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Republic of Paraguay
N/A
2489000.00000000
PA
USD
2135562.00000000
0.013049048388
Long
DBT
NUSS
PY
Y
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2089, Class PJ
3133TGKG3
8934.08000000
PA
USD
713.04000000
0.000004356929
Long
ABS-MBS
USGSE
US
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664DB4
12010000.00000000
PA
USD
9696113.77000000
0.059246726513
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-72, Class SB
31392BGE0
160265.91000000
PA
USD
5950.03000000
0.000036356813
Long
ABS-MBS
USGSE
US
N
2
2031-12-25
Floating
2.88299880
N
N
N
N
N
N
Alliance Laundry Systems LLC
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC, 1st Lien Term Loan B
01862LAW8
4364093.56000000
PA
USD
4321369.08000000
0.026405112204
Long
LON
CORP
US
N
2
2027-10-08
Variable
8.30586000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BQ9
4042000.00000000
PA
USD
3989373.16000000
0.024376498273
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.37500000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAH0
1550000.00000000
PA
USD
1348585.56000000
0.008240340588
Long
DBT
CORP
DE
N
2
2028-01-07
Variable
2.55200040
N
N
N
N
N
N
BAMLL Re-REMIC Trust
N/A
BAMLL Re-REMIC Trust, Series 2014-FRR4, Class BK29
05525GAJ8
16600000.00000000
PA
USD
16386331.44000000
0.100126351691
Long
ABS-MBS
CORP
US
Y
3
2023-04-27
None
0.00000000
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2021-B, Class C
52607HAC4
10000000.00000000
PA
USD
9276602.00000000
0.056683359405
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
3.21000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DT4
10365000.00000000
PA
USD
10279682.06000000
0.062812537692
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AT4
2000000.00000000
PA
USD
1780922.26000000
0.010882072609
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
1500000.00000000
PA
USD
1143655.25000000
0.006988143026
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
4715000.00000000
PA
USD
4208137.50000000
0.025713226711
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
Videotron Ltd.
549300LW4GNJRBECSD81
Videotron Ltd.
92660FAG9
435000.00000000
PA
USD
430288.78000000
0.002629218496
Long
DBT
CORP
CA
Y
2
2024-06-15
Fixed
5.37500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBP4
1395000.00000000
PA
USD
1208184.07000000
0.007382437218
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBL6
4000000.00000000
PA
USD
3019363.88000000
0.018449394291
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-1, Class AA
90931LAA6
965310.12000000
PA
USD
857513.65000000
0.005239715406
Long
ABS-O
CORP
US
N
2
2028-07-07
Fixed
3.10000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1
126694LU0
172155.12320000
PA
USD
134569.75000000
0.000822269350
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.50880840
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2023-RTL1, Class A1
50205NAA5
19140000.00000000
PA
USD
19224635.17000000
0.117469403644
Long
ABS-MBS
CORP
US
Y
3
2028-01-25
Variable
7.86899880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912834MZ8
25730000.00000000
PA
USD
10801715.42000000
0.066002348419
Long
DBT
UST
US
N
2
2043-11-15
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3620AR5J6
130184.47000000
PA
USD
132335.82000000
0.000808619238
Long
ABS-MBS
USGA
US
N
2
2035-03-20
Fixed
6.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BV5
3200000.00000000
PA
USD
1956703.97000000
0.011956161790
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
Republic of Paraguay
N/A
7500000.00000000
PA
USD
6275625.00000000
0.038346315533
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2002-T4
31392B6Y7
17919036.22430000
PA
USD
127655.21000000
0.000780019035
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Variable
0.39948840
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust, Series 2020-1A, Class B
89615AAB3
9870738.13000000
PA
USD
9836563.66000000
0.060104925624
Long
ABS-O
CORP
US
Y
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QH4
511000.00000000
PA
USD
533016.92000000
0.003256924210
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WLP1
35781280.99000000
PA
USD
31022111.92000000
0.189556210290
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
666000.00000000
PA
USD
623542.50000000
0.003810067914
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAJ7
1445000.00000000
PA
USD
1289662.50000000
0.007880299596
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBC4
3300000.00000000
PA
USD
2847240.00000000
0.017397655761
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.09100000
N
N
N
N
N
N
BAMLL Re-REMIC Trust
N/A
BAMLL Re-REMIC Trust, Series 2013-FRR3, Class A
05525FAA9
14650000.00000000
PA
USD
14220447.35000000
0.086892024477
Long
ABS-MBS
CORP
US
Y
2
2023-06-26
None
0.00000000
N
N
N
N
N
N
Kinetik Holdings LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
3213000.00000000
PA
USD
2969486.73000000
0.018144627048
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
5.87500000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust, Series 2019-A, Class D
68504UAD3
3552767.55000000
PA
USD
3283689.82000000
0.020064520418
Long
ABS-O
CORP
US
Y
2
2038-04-09
Fixed
4.93000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
1852000.00000000
PA
USD
1675842.78000000
0.010239999366
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HLJG2
1327609.75000000
PA
USD
1300324.38000000
0.007945447500
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
009279AC4
150000.00000000
PA
USD
125335.87000000
0.000765847038
Long
DBT
CORP
NL
Y
2
2047-04-10
Fixed
3.95000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KBX1, Class C
30307LAC4
7500000.00000000
PA
USD
6115368.75000000
0.037367092471
Long
ABS-MBS
USGSE
US
Y
2
2026-01-25
Variable
3.57619320
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
2373000.00000000
PA
USD
2299104.78000000
0.014048353325
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAC0
6973000.00000000
PA
USD
6737661.25000000
0.041169522438
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KW07, Class X2A
30297NAN8
150020783.66000000
PA
USD
506485.17000000
0.003094805719
Long
ABS-MBS
USGSE
US
Y
2
2031-10-25
Fixed
0.10000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KSL1, Class C
30295VAN2
17034000.00000000
PA
USD
14995701.34000000
0.091629103910
Long
ABS-MBS
USGSE
US
Y
2
2025-11-25
Variable
3.98412000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
99128000.00000000
PA
USD
62741054.31000000
0.383370304229
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-5
693342AK3
2935000.00000000
PA
USD
2965854.92000000
0.018122435389
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.09900000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAN9
4039000.00000000
PA
USD
3785273.49000000
0.023129376218
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LP4
803000.00000000
PA
USD
743883.08000000
0.004545391941
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.66800040
N
N
N
N
N
N
Global Aircraft Leasing Co. Ltd.
N/A
Global Aircraft Leasing Co. Ltd.
37960JAA6
3827824.00000000
PA
USD
3460391.17000000
0.021144228929
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2U7
2128000.00000000
PA
USD
1722553.76000000
0.010525420177
Long
DBT
CORP
FR
Y
2
2033-01-20
Variable
3.13200000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAW2
1484000.00000000
PA
USD
1228599.77000000
0.007507184454
Long
DBT
CORP
FR
Y
2
2030-01-22
Fixed
3.00000000
N
N
N
N
N
N
Duke Energy Ohio, Inc.
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAG5
1470000.00000000
PA
USD
1205984.78000000
0.007368998769
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AY8
2259000.00000000
PA
USD
1783327.38000000
0.010896768754
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335CB94
2940155.88000000
PA
USD
3023582.30000000
0.018475170348
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.50000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271BB4
1090000.00000000
PA
USD
1011411.92000000
0.006180088934
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.15000000
N
N
N
N
N
N
BankBoston Home Equity Loan Trust
N/A
BankBoston Home Equity Loan Trust, Series 1998-1, Class A6
06606WAF1
50.79000000
PA
USD
48.85000000
0.000000298490
Long
ABS-O
CORP
US
N
2
2028-07-25
Fixed
6.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-54, Class IB
31396WEC6
2380758.00000000
PA
USD
168217.69000000
0.001027870310
Long
ABS-MBS
USGSE
US
N
2
2037-06-25
Floating
1.79300160
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BJ8
1700000.00000000
PA
USD
1134956.53000000
0.006934990732
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128LXN30
24031.38000000
PA
USD
24402.49000000
0.000149107950
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-23, Class PZ
31358T5U9
1.19000000
PA
USD
1.19000000
0.000000007271
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.50000000
N
N
N
N
N
N
MasTec, Inc.
549300TMDIT8WREDOF45
MasTec, Inc.
576323AQ2
1500000.00000000
PA
USD
1355272.50000000
0.008281200186
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
6.62500000
N
N
N
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
45685EAJ5
300000.00000000
PA
USD
284250.22000000
0.001736870610
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.70000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2004-10, Class 3A1
45254NLM7
225867.60000000
PA
USD
210098.13000000
0.001283774793
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
5.31699840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3152, Class MO
31396R2P1
134504.33000000
PA
USD
112352.92000000
0.000686516565
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AD6
2906000.00000000
PA
USD
2550278.34000000
0.015583113701
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAJ3
775000.00000000
PA
USD
562640.65000000
0.003437935806
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
9128337U8
31069000.00000000
PA
USD
20052652.47000000
0.122528885792
Long
DBT
UST
US
N
2
2033-11-15
None
0.00000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
190000.00000000
PA
USD
172900.00000000
0.001056480901
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72100000
N
N
N
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland
857524AE2
1256000.00000000
PA
USD
1314378.88000000
0.008031325527
Long
DBT
NUSS
PL
N
2
2032-11-16
Fixed
5.75000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AH4
880000.00000000
PA
USD
853425.99000000
0.005214738340
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GS6
1800000.00000000
PA
USD
1552590.61000000
0.009486884481
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
2.85000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJA8
3500000.00000000
PA
USD
2810046.16000000
0.017170388083
Long
DBT
CORP
US
N
2
2051-03-20
Variable
4.08300120
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAF8
1886000.00000000
PA
USD
1460820.16000000
0.008926134176
Long
DBT
CORP
FR
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
3500000.00000000
PA
USD
2667175.00000000
0.016297394145
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AE6
4610000.00000000
PA
USD
4049931.10000000
0.024746528967
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Puget Sound Energy, Inc.
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy, Inc.
745332CK0
1320000.00000000
PA
USD
862361.64000000
0.005269338360
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.89300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
245558000.00000000
PA
USD
175084771.81000000
1.069830639171
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QMDF8
22626644.00000000
PA
USD
19445110.68000000
0.118816587944
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AL8
1805000.00000000
PA
USD
1593074.95000000
0.009734258293
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404EVB9
20323.40000000
PA
USD
19967.95000000
0.000122011323
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Variable
3.96500040
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
1275000.00000000
PA
USD
1067933.69000000
0.006525457184
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2036, Class PG
3133TD6D3
44049.98000000
PA
USD
44399.85000000
0.000271298979
Long
ABS-MBS
USGSE
US
N
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859AS3
1000000.00000000
PA
USD
906302.34000000
0.005537831769
Long
DBT
CORP
US
N
2
2032-05-08
Variable
3.37500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MM0
7000000.00000000
PA
USD
6796651.05000000
0.041529971235
Long
DBT
CORP
US
N
2
2041-03-26
Variable
5.31600120
N
N
N
N
N
N
Delta Air Lines Pass-Through Trust
N/A
Delta Air Lines Pass-Through Trust, Series 2015-1, Class AA
24736XAA6
2865212.69000000
PA
USD
2628036.11000000
0.016058241515
Long
ABS-O
CORP
US
N
2
2027-07-30
Fixed
3.62500000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust, Series 2021-BA, Class E
56847JAE7
6150000.00000000
PA
USD
4662025.95000000
0.028486647641
Long
ABS-O
CORP
US
Y
2
2036-11-20
Fixed
4.68000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2643, Class SA
31393WDL0
6205.52000000
PA
USD
6227.09000000
0.000038049749
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
15.67890720
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H20, Class FB
38375B6F4
964487.39000000
PA
USD
966831.87000000
0.005907688868
Long
ABS-MBS
USGA
US
N
2
2063-08-20
Floating
5.39156880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2015-M5, Class A1
3136AL7K1
13345329.74000000
PA
USD
12713024.01000000
0.077681128186
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Variable
2.86452432
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NG2
8840000.00000000
PA
USD
8022671.63000000
0.049021395916
Long
DBT
CORP
US
N
2
2028-02-24
Variable
3.07000080
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen Trust, Series 2017-2A, Class A
38218QAA8
5322240.92000000
PA
USD
4799398.87000000
0.029326045364
Long
ABS-O
CORP
US
Y
3
2053-10-15
Fixed
3.26000000
N
N
N
N
N
N
Ameren Illinois Co.
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co.
02361DAU4
3950000.00000000
PA
USD
2868548.78000000
0.017527860036
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3620AR5X5
215149.64000000
PA
USD
218896.61000000
0.001337536655
Long
ABS-MBS
USGA
US
N
2
2032-11-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31413K3R0
19919.53000000
PA
USD
20118.05000000
0.000122928488
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Variable
5.28999840
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GAP9
921000.00000000
PA
USD
897731.90000000
0.005485463312
Long
DBT
CORP
CA
N
2
2024-04-02
Fixed
3.10000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
2677000.00000000
PA
USD
2608698.30000000
0.015940080572
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Jazz Securities DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
5179000.00000000
PA
USD
4586781.35000000
0.028026876196
Long
DBT
CORP
IE
Y
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
NACC Reperforming Loan REMIC Trust
N/A
NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1
62951MAM2
77932.81610000
PA
USD
68049.75000000
0.000415808335
Long
ABS-MBS
CORP
US
Y
2
2034-10-25
Variable
6.50000160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class AM
3137F1G51
3557000.00000000
PA
USD
3360587.44000000
0.020534392407
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Fixed
3.32600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132WF5T2
4951069.20000000
PA
USD
4597501.17000000
0.028092378134
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Claire's Stores, Inc.
549300N5HNYXI6JY7625
Claire's Stores, Inc.
N/A
1922.00000000
NS
USD
624650.00000000
0.003816835135
Long
EC
CORP
US
N
3
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K058, Class AM
3137BSP80
20000000.00000000
PA
USD
18565960.00000000
0.113444662538
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Variable
2.72400120
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTC5
2637000.00000000
PA
USD
2517128.41000000
0.015380555761
Long
DBT
CORP
US
Y
2
2025-06-11
Fixed
3.87500000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAM5
2000000.00000000
PA
USD
1521811.88000000
0.009298815422
Long
DBT
CORP
NL
Y
2
2046-09-15
Fixed
3.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2699, Class W
31394LX98
122291.47000000
PA
USD
124270.92000000
0.000759339812
Long
ABS-MBS
USGSE
US
N
2
2033-11-15
Fixed
5.50000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
3300000.00000000
PA
USD
3136373.53000000
0.019164365144
Long
DBT
CORP
DK
Y
2
2025-12-20
Variable
3.24399960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3648, Class CY
31398VDG8
234310.01000000
PA
USD
230956.47000000
0.001411226718
Long
ABS-MBS
USGSE
US
N
2
2030-03-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXWR9
19904206.20000000
PA
USD
18006102.28000000
0.110023731430
Long
ABS-MBS
USGSE
US
N
2
2062-06-01
Fixed
3.50000000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen Trust, Series 2017-R1
38218AAA3
4825500.96000000
PA
USD
4608353.42000000
0.028158689267
Long
ABS-MBS
CORP
US
N
3
2051-10-20
Fixed
5.00000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAP4
2856000.00000000
PA
USD
2701164.13000000
0.016505079898
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.64800000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
262150000.00000000
PA
USD
-17857926.33000000
-0.10911832332
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 39-V1
Markit CDX North American High Yield Index Series 39-V1
Y
Receipt of notional amount upon default event with regard to the reference instrument
2027-12-20
11441580.69000000
USD
0.00000000
USD
262150000.00000000
USD
-17857926.33000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2012-46, Class KI
3136A5L87
607347.10000000
PA
USD
24685.62000000
0.000150837976
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Fixed
3.50000000
N
N
N
N
N
N
Multi-Family Connecticut Avenue Securities Trust
549300HG8ZEWVWVSN227
Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10
62547NAB5
15944359.77000000
PA
USD
15252446.31000000
0.093197907596
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Floating
7.75586160
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 30 Year
01F040636
86145000.00000000
PA
USD
80855158.59000000
0.494053966546
Long
ABS-MBS
USGSE
US
N
2
2053-03-25
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class A5
17328RAZ2
47647000.00000000
PA
USD
40705632.57000000
0.248725988331
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.71700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132QDE49
568796.34000000
PA
USD
530091.60000000
0.003239049458
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAC4
1205000.00000000
PA
USD
1147762.50000000
0.007013239794
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
2341000.00000000
PA
USD
1915639.48000000
0.011705243055
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.94300000
N
N
N
N
N
N
MidAmerican Energy Co.
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co.
595620AT2
3970000.00000000
PA
USD
3679311.96000000
0.022481913333
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2019-SFR1, Class F
00178XAF0
19690000.00000000
PA
USD
17476934.57000000
0.106790327271
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.86700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31419AXK8
2454559.57000000
PA
USD
2436824.47000000
0.014889869937
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 279, Class 35
3128HX7J8
472865.19000000
PA
USD
439031.55000000
0.002682639951
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Fixed
3.50000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CD8
880000.00000000
PA
USD
898192.72000000
0.005488279087
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAF0
7910000.00000000
PA
USD
6112332.90000000
0.037348542341
Long
DBT
CORP
FR
Y
2
2032-10-19
Variable
3.11600160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M38, Class 2A1
3136BBHB1
5932313.20000000
PA
USD
5126877.10000000
0.031327054592
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Fixed
1.59400000
N
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AW6
1910000.00000000
PA
USD
1524562.00000000
0.009315619639
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1608, Class L
3133T1W81
12226.05000000
PA
USD
12246.75000000
0.000074832027
Long
ABS-MBS
USGSE
US
N
2
2023-09-15
Fixed
6.50000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
2700000.00000000
PA
USD
2082375.00000000
0.012724056776
Long
DBT
NUSS
NG
Y
2
2030-02-23
Fixed
7.14300000
N
N
N
N
N
N
Interchile SA
549300Y105FQQX6RCE16
Interchile SA
45846AAA8
4247000.00000000
PA
USD
3397600.00000000
0.020760552400
Long
DBT
CORP
CL
Y
2
2056-06-30
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1911, Class SD
3133T8GW1
1110.81420000
PA
USD
18.27000000
0.000000111636
Long
ABS-MBS
USGSE
US
N
2
2023-07-15
Floating
10.16880120
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2004-6, Class 4A1
05948KSN0
9620.50000000
PA
USD
7865.20000000
0.000048059187
Long
ABS-MBS
CORP
US
N
2
2019-07-25
Fixed
5.00000000
N
N
N
N
N
N
Mid-State Capital Corp. Trust
N/A
Mid-State Capital Corp. Trust, Series 2006-1, Class A
59548PAA7
805265.56000000
PA
USD
778718.21000000
0.004758247057
Long
ABS-O
CORP
US
Y
2
2040-10-15
Fixed
5.78700000
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABJ7
4600000.00000000
PA
USD
4720750.00000000
0.028845472611
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAK7
2616000.00000000
PA
USD
2432463.40000000
0.014863222238
Long
DBT
CORP
US
N
2
2027-03-24
Fixed
3.37500000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
4038000.00000000
PA
USD
3964417.95000000
0.024224013005
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286CX3
606000.00000000
PA
USD
613641.66000000
0.003749570237
Long
DBT
NUSS
PH
N
2
2048-01-17
Fixed
5.50000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBC8
9493000.00000000
PA
USD
8258844.78000000
0.050464498416
Long
DBT
CORP
LU
Y
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
USASF Receivables LLC
N/A
USASF Receivables LLC, Series 2020-1A, Class D
90353QAD8
2750000.00000000
PA
USD
2771843.53000000
0.016936956336
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
9.35000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205AU8
5542000.00000000
PA
USD
4904670.00000000
0.029969289657
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3
36242DCH4
27134.12480000
PA
USD
26878.62000000
0.000164237991
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
Nuveen LLC
N/A
Nuveen LLC
67080LAA3
710000.00000000
PA
USD
667984.20000000
0.004081622612
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617ALMR8
4784977.82000000
PA
USD
4675911.24000000
0.028571491734
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.50000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
2625000.00000000
PA
USD
2213140.55000000
0.013523081103
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LGCX2
15076000.00000000
PA
USD
13641660.31000000
0.083355428447
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
2.69000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-106, Class US
31394UN81
22136.45000000
PA
USD
22321.18000000
0.000136390401
Long
ABS-MBS
USGSE
US
N
2
2035-11-25
Floating
7.63767000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2019-1, Class AA
11043XAA1
503175.80000000
PA
USD
432600.11000000
0.002643341550
Long
ABS-O
CORP
US
Y
2
2032-12-15
Fixed
3.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132J6Z98
2198122.07000000
PA
USD
1991674.05000000
0.012169841499
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
TPI Re-REMIC Trust
N/A
TPI Re-REMIC Trust, Series 2022-FRR1, Class CK34
872659AQ0
14190000.00000000
PA
USD
13733314.72000000
0.083915469706
Long
ABS-MBS
CORP
US
Y
2
2046-07-25
None
0.00000000
N
N
N
N
N
N
Terex Corp.
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779BA0
2935000.00000000
PA
USD
2694594.15000000
0.016464934968
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BK4
276000.00000000
PA
USD
267801.08000000
0.001636360476
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.62500000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust, Series 2012-SHOW, Class A
05538UAA1
13922000.00000000
PA
USD
12946372.69000000
0.079106972163
Long
ABS-MBS
CORP
US
Y
2
2036-11-05
Fixed
3.43020000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K061, Class AM
3137BTUN9
10012000.00000000
PA
USD
9498891.01000000
0.058041624840
Long
ABS-MBS
USGSE
US
N
2
2026-11-25
Variable
3.43900080
N
N
N
N
N
N
Comerica, Inc.
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340AT4
1500000.00000000
PA
USD
1398925.68000000
0.008547936744
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138EJJD1
8721679.96000000
PA
USD
8561605.04000000
0.052314471998
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132HDGD7
196467.72000000
PA
USD
183101.62000000
0.001118816451
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
BX
N/A
BX, Series 2021-MFM1, Class F
05608VAN6
1808490.57000000
PA
USD
1744542.71000000
0.010659780534
Long
ABS-MBS
CORP
US
Y
2
2034-01-15
Floating
7.67648160
N
N
N
N
N
N
BXG Receivables Note Trust
549300MVRSYZ837KPY83
BXG Receivables Note Trust, Series 2018-A, Class C
05607UAC3
1404290.63000000
PA
USD
1298296.46000000
0.007933056183
Long
ABS-O
CORP
US
Y
2
2034-02-02
Fixed
4.44000000
N
N
N
N
N
N
Freedom Frn
N/A
Freedom Frn
N/A
15960000.00000000
PA
USD
15720600.00000000
0.096058494249
Long
ABS-MBS
CORP
US
N
3
2023-03-25
Fixed
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617K1X65
10308582.09000000
PA
USD
10003612.28000000
0.061125652499
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
4.50000000
N
N
N
N
N
N
Soundview Home Loan Trust
N/A
Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1
83612TAB8
778617.54000000
PA
USD
524651.26000000
0.003205807032
Long
ABS-O
CORP
US
N
2
2037-06-25
Floating
4.69699920
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class A
90932DAA3
739368.69000000
PA
USD
636667.13000000
0.003890264102
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CUW1
283.63000000
PA
USD
288.04000000
0.000001760027
Long
ABS-MBS
USGA
US
N
2
2027-03-20
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-38, Class NA
3136ASMM5
7090438.00000000
PA
USD
6501007.76000000
0.039723484888
Long
ABS-MBS
USGSE
US
N
2
2046-01-25
Fixed
3.00000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEF5
1955000.00000000
PA
USD
1400120.29000000
0.008555236239
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
TPI Re-REMIC Trust
N/A
TPI Re-REMIC Trust, Series 2022-FRR1, Class BK33
872659AG2
5967000.00000000
PA
USD
5760858.05000000
0.035200905173
Long
ABS-MBS
CORP
US
Y
2
2046-07-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-H08, Class XI
38376R2M7
13295104.15000000
PA
USD
596950.18000000
0.003647579318
Long
ABS-MBS
USGA
US
N
2
2067-03-20
Variable
2.12670000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 262, Class 35
3128HXKY0
1884026.30000000
PA
USD
1751679.46000000
0.010703388632
Long
ABS-MBS
USGSE
US
N
2
2042-07-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 30 Year
01F032633
125000000.00000000
PA
USD
113779296.25000000
0.695232235066
Long
ABS-MBS
USGSE
US
N
2
2053-03-25
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class X1
3136BCGU8
93133078.79000000
PA
USD
6757931.78000000
0.041293382633
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.89179280
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440BH6
685000.00000000
PA
USD
703589.28000000
0.004299182398
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Consumers Energy Co.
7NKTFWJ1G6MELP9TU740
Consumers Energy Co.
210518CX2
491000.00000000
PA
USD
399246.46000000
0.002439538807
Long
DBT
CORP
US
N
2
2064-08-31
Fixed
4.35000000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAE0
1407000.00000000
PA
USD
1203055.35000000
0.007351098903
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
CFIN Issuer LLC
N/A
CFIN Issuer LLC, Series 2022-RTL1, Class AB
12531CAB2
18000000.00000000
PA
USD
17640000.00000000
0.107786715428
Long
ABS-O
CORP
US
Y
3
2026-02-16
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ26, Class A2
3137FPJ55
17386978.28000000
PA
USD
16278436.71000000
0.099467076263
Long
ABS-MBS
USGSE
US
N
2
2027-07-25
Fixed
2.60600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2015-M7, Class A2
3136ANLF2
8163421.68000000
PA
USD
7785197.29000000
0.047570342678
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Fixed
2.59000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I LLC
N/A
Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A1
741389AA8
20247629.89000000
PA
USD
18999266.32000000
0.116092319285
Long
ABS-O
CORP
US
Y
2
2060-09-27
Variable
2.23949880
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BN3
6000000.00000000
PA
USD
5290800.00000000
0.032328682198
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAS4
2550000.00000000
PA
USD
2254136.20000000
0.013773579202
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CJ7
4000000.00000000
PA
USD
3908702.40000000
0.023883571047
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class DK45
12529YAG7
11000000.00000000
PA
USD
8924894.00000000
0.054534297608
Long
ABS-MBS
CORP
US
Y
2
2025-02-28
Fixed
0.00000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust, Series 2018-A, Class C
68504WAC1
1428567.93000000
PA
USD
1382423.61000000
0.008447103188
Long
ABS-O
CORP
US
Y
2
2030-11-08
Fixed
3.74000000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
624000.00000000
PA
USD
537537.00000000
0.003284543517
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
Imola Merger Corp.
N/A
Imola Merger Corp.
45258LAA5
8116000.00000000
PA
USD
6902819.51000000
0.042178698536
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140J73J2
4436967.48000000
PA
USD
4316607.46000000
0.026376017001
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235PAG3
400000.00000000
PA
USD
342750.80000000
0.002094330098
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR11, Class A
92922FYA0
151147.16000000
PA
USD
135747.32000000
0.000829464725
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
4.14038160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2330, Class PE
3133TTTB7
74334.72000000
PA
USD
76618.57000000
0.000468166893
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
Fixed
6.50000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2021-SAT1
30259RAG0
52515000.00000000
PA
USD
50246352.00000000
0.307023199793
Long
ABS-MBS
CORP
US
Y
3
2024-02-25
Variable
3.65000040
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 2nd Lien Term Loan
61647DAR3
1058603.69640000
PA
USD
737497.44000000
0.004506373395
Long
LON
CORP
US
N
2
2026-12-31
Variable
14.18023000
N
N
N
N
N
N
Mitsubishi HC Capital, Inc.
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital, Inc.
60682LAE2
1900000.00000000
PA
USD
1854913.00000000
0.011334182521
Long
DBT
CORP
JP
Y
2
2024-02-28
Fixed
3.55900000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2091, Class PG
3133TGT74
126757.60000000
PA
USD
128200.47000000
0.000783350769
Long
ABS-MBS
USGSE
US
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345MAB3
2680000.00000000
PA
USD
2244500.00000000
0.013714698570
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KS11, Class AFX2
3137FNAY6
50000000.00000000
PA
USD
44794030.00000000
0.273707560346
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Fixed
2.65400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140J6DL8
5910467.43000000
PA
USD
5766054.32000000
0.035232656243
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services plc
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services plc
75625QAE9
350000.00000000
PA
USD
322865.52000000
0.001972823918
Long
DBT
CORP
GB
Y
2
2027-06-26
Fixed
3.00000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAE1
990000.00000000
PA
USD
911384.10000000
0.005568883142
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2005-1, Class 5A1
576434E34
153.48000000
PA
USD
134.07000000
0.000000819215
Long
ABS-MBS
CORP
US
N
2
2020-01-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KS07, Class A2
3137BS6F5
21600000.00000000
PA
USD
20373364.08000000
0.124488548549
Long
ABS-MBS
USGSE
US
N
2
2025-09-25
Fixed
2.73500000
N
N
N
N
N
N
Lehman Brothers Holdings, Inc.
549300FDK6ZP3YIHRJ47
Lehman Brothers Holdings, Inc.
N/A
235000.00000000
PA
USD
822.50000000
0.000005025769
Long
DBT
CORP
US
N
2
2016-12-30
Fixed
3.60000000
Y
N
N
N
N
N
ams-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
03217CAA4
3195000.00000000
PA
USD
3035250.00000000
0.018546464172
Long
DBT
CORP
AT
Y
2
2025-07-31
Fixed
7.00000000
N
N
N
N
N
N
Lendingpoint SPE Trust
N/A
Lendingpoint SPE Trust, Series 2020-VFN1, Class A1B
52607AAA3
7914384.96000000
PA
USD
7891433.24000000
0.048219482367
Long
ABS-O
CORP
US
Y
3
2026-12-15
Floating
8.83785960
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC
599191AA1
1435500.00000000
PA
USD
1435500.00000000
0.008771418934
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Owens-Brockway Glass Container, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAT0
5225000.00000000
PA
USD
5081312.50000000
0.031048638573
Long
DBT
CORP
US
Y
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AU8
3700000.00000000
PA
USD
3311034.13000000
0.020231603942
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA, Grantor Trust
N/A
FNMA, Grantor Trust, Series 2017-T1, Class A
3136AV6R5
99030594.11000000
PA
USD
91801786.57000000
0.560941782588
Long
ABS-O
USGSE
US
N
2
2027-06-25
Fixed
2.89800000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2013-1, Class A
11042AAA2
924865.32000000
PA
USD
907588.84000000
0.005545692745
Long
ABS-O
CORP
US
Y
2
2024-06-20
Fixed
4.62500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133BQY67
17402733.49000000
PA
USD
17213255.49000000
0.105179153690
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 21A
8426EPAE8
5000000.00000000
PA
USD
3354004.90000000
0.020494170731
Long
DBT
CORP
US
N
2
2051-09-30
Fixed
3.15000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBE7
7470000.00000000
PA
USD
5721643.29000000
0.034961288950
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.60000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBF1
4200000.00000000
PA
USD
3013739.11000000
0.018415024933
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
1465000.00000000
PA
USD
1289985.02000000
0.007882270309
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664CX7
9255000.00000000
PA
USD
5814007.57000000
0.035525667769
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.50000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
3305000.00000000
PA
USD
3042062.36000000
0.018588090131
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
SACO I, Inc.
N/A
SACO I, Inc., Series 1997-2, Class 1A5
073919AK8
13040.97000000
PA
USD
12910.56000000
0.000078888143
Long
ABS-MBS
CORP
US
Y
3
2036-08-25
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138WK3V5
1828413.00000000
PA
USD
1828847.60000000
0.011174913595
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LE4K4
11612743.84000000
PA
USD
10096615.71000000
0.061693936753
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MAU0
2000000.00000000
PA
USD
1572316.30000000
0.009607415509
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617XXC56
28143081.29000000
PA
USD
29705925.69000000
0.181513841207
Long
ABS-MBS
USGA
US
N
2
2072-03-20
Variable
6.38200080
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BE9
653000.00000000
PA
USD
629539.98000000
0.003846714664
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GLZ5
3100000.00000000
PA
USD
2927862.30000000
0.017890286878
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
2.25000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2019-2A, Class D
26252TAG1
7828960.19000000
PA
USD
7802494.39000000
0.047676034152
Long
ABS-O
CORP
US
Y
2
2025-02-18
Fixed
3.48000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
8795000.00000000
PA
USD
7827550.00000000
0.047829132899
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAC7
1465000.00000000
PA
USD
1482716.17000000
0.009059926637
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.65000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2022-3A, Class D
826934AD3
9237077.47000000
PA
USD
9291167.02000000
0.056772356892
Long
ABS-O
CORP
US
Y
2
2039-07-20
Fixed
10.52000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NEC1
2780000.00000000
PA
USD
2684972.40000000
0.016406142631
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.65000000
N
N
N
N
N
N
DLJ Mortgage Acceptance Corp.
N/A
DLJ Mortgage Acceptance Corp., Series 1993-19, Class A7
23321PGD4
5386.94000000
PA
USD
5273.60000000
0.000032223584
Long
ABS-MBS
CORP
US
N
2
2024-01-25
Fixed
6.75000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
6156000.00000000
PA
USD
5263380.00000000
0.032161136182
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
5480000.00000000
PA
USD
4841037.86000000
0.029580474500
Long
DBT
CORP
US
Y
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H7CW2
1823403.60000000
PA
USD
1808023.30000000
0.011047669666
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3622A2JL7
1830935.21000000
PA
USD
1914832.14000000
0.011700309918
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
6.00000000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAP4
2500000.00000000
PA
USD
2275328.40000000
0.013903071131
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Coherent Corp.
549300O5C25A0MMHHU33
Coherent Corp.
902104AC2
4390000.00000000
PA
USD
3846079.00000000
0.023500919653
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2K8
1000000.00000000
PA
USD
934573.00000000
0.005710575623
Long
DBT
CORP
US
N
2
2026-02-11
Variable
2.16399960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
3128MCNW1
724.60000000
PA
USD
723.13000000
0.000004418583
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-63, Class ZA
31359QLQ5
19919.20000000
PA
USD
19917.87000000
0.000121705316
Long
ABS-MBS
USGSE
US
N
2
2027-09-18
Fixed
6.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JU2
1670000.00000000
PA
USD
1253654.67000000
0.007660278864
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
5228000.00000000
PA
USD
4137875.37000000
0.025283899942
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2021-3, Class E2
43730XAF1
13720127.30000000
PA
USD
11041338.30000000
0.067466530005
Long
ABS-O
CORP
US
Y
2
2041-01-17
Fixed
3.34700000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746SH5
5000000.00000000
PA
USD
4615087.05000000
0.028199834157
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
China Southern Power Grid International Finance BVI Co. Ltd.
N/A
China Southern Power Grid International Finance BVI Co. Ltd.
16892DAC2
720000.00000000
PA
USD
681760.80000000
0.004165802570
Long
DBT
CORP
VG
Y
2
2027-05-08
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2016-M7, Class A2
3136AS4R4
5990576.57000000
PA
USD
5559013.64000000
0.033967563564
Long
ABS-MBS
USGSE
US
N
2
2026-09-25
Fixed
2.49935000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140H7NV5
3337348.07000000
PA
USD
3165114.24000000
0.019339981172
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2017-1, Class A
00908PAB3
925059.19000000
PA
USD
796455.33000000
0.004866627211
Long
ABS-O
CORP
CA
Y
2
2030-01-15
Fixed
3.55000000
N
N
N
N
N
N
Harvest SBA Loan Trust
N/A
Harvest SBA Loan Trust, Series 2021-1, Class A
41756HAA0
3128378.76500000
PA
USD
3074318.82000000
0.018785188650
Long
ABS-O
CORP
US
Y
3
2048-04-25
Floating
6.50585880
N
N
N
N
N
N
BMD2 Re-Remic Trust
N/A
BMD2 Re-Remic Trust, Series 2019-FRR1, Class 1A1
055631AA3
3457510.79000000
PA
USD
3452999.78000000
0.021099064890
Long
ABS-MBS
CORP
US
Y
2
2052-05-25
Floating
7.00585920
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CA5
3000000.00000000
PA
USD
2932624.08000000
0.017919383059
Long
DBT
CORP
US
N
2
2025-11-06
Fixed
4.20000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2019-2, Class E
43732TAJ0
9299752.58000000
PA
USD
7919403.32000000
0.048390389570
Long
ABS-O
CORP
US
Y
2
2039-10-19
Fixed
3.32000000
N
N
N
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368BZ5
1000000.00000000
PA
USD
910382.73000000
0.005562764413
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
3.20000000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAJ0
1640000.00000000
PA
USD
1414237.60000000
0.008641498057
Long
DBT
CORP
US
Y
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd.
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd.
055451BA5
2000000.00000000
PA
USD
1991964.44000000
0.012171615886
Long
DBT
CORP
AU
N
2
2033-02-28
Fixed
4.90000000
N
N
N
N
N
N
PGT Innovations, Inc.
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336VAB7
4000000.00000000
PA
USD
3358149.36000000
0.020519494865
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
4.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140Q83U7
3104996.24000000
PA
USD
3038973.15000000
0.018569213952
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN19, Class A3
06540WBD4
10000000.00000000
PA
USD
8849236.00000000
0.054072000141
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
3.18300000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CQ9
5998000.00000000
PA
USD
5352995.11000000
0.032708716588
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAN8
511000.00000000
PA
USD
441900.04000000
0.002700167452
Long
DBT
CORP
CA
N
2
2035-03-15
Fixed
4.12500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CD4
450000.00000000
PA
USD
363280.86000000
0.002219776115
Long
DBT
CORP
JP
N
2
2033-01-19
Variable
2.85199920
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCQ4
1040000.00000000
PA
USD
842400.00000000
0.005147365593
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617K1XE8
5538237.80000000
PA
USD
5472383.06000000
0.033438219705
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
4.50000000
N
N
N
N
N
N
Brooklyn Union Gas Co. (The)
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co. (The)
114259AQ7
1000000.00000000
PA
USD
773317.23000000
0.004725245136
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAA5
2221000.00000000
PA
USD
2080434.75000000
0.012712201154
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-90, Class ES
31394FVU6
23904.93000000
PA
USD
23547.71000000
0.000143884938
Long
ABS-MBS
USGSE
US
N
2
2035-10-25
Floating
5.33250000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LD2J1
3549384.56000000
PA
USD
3204875.97000000
0.019582939578
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
2.99000000
N
N
N
N
N
N
Independence Plaza Trust
N/A
Independence Plaza Trust, Series 2018-INDP, Class A
45378YAA2
16270000.00000000
PA
USD
15285425.83000000
0.093399424271
Long
ABS-MBS
CORP
US
Y
2
2035-07-10
Fixed
3.76300000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co., Series UUU
797440BY9
4780000.00000000
PA
USD
3410930.42000000
0.020842006038
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.32000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
62859000.00000000
PA
USD
51264461.33000000
0.313244212300
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HP5
1030000.00000000
PA
USD
946078.03000000
0.005780875475
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-52, Class SB
38373QS44
33705.95000000
PA
USD
31678.41000000
0.000193566426
Long
ABS-MBS
USGA
US
N
2
2033-06-16
Floating
3.51749880
N
N
N
N
N
N
FRR Re-REMIC Trust
N/A
FRR Re-REMIC Trust, Series 2018-C1, Class B725
30307WBC9
6680000.00000000
PA
USD
6223428.68000000
0.038027377331
Long
ABS-MBS
CORP
US
Y
2
2050-02-27
Variable
2.84091840
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879QAL3
3920000.00000000
PA
USD
3909452.50000000
0.023888154427
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159KJ4
4800000.00000000
PA
USD
4656000.00000000
0.028449826929
Long
DBT
CORP
CA
N
2
2023-04-12
Floating
7.45386120
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series E
842400GN7
2000000.00000000
PA
USD
1920912.76000000
0.011737464683
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-10, Class 1A1
576434VU5
3910.54000000
PA
USD
3674.93000000
0.000022455137
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204VEB1
33.60000000
PA
USD
33.58000000
0.000000205185
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
7.00000000
N
N
N
N
N
N
Public Service Co. of Oklahoma
F3TJNSIZRGXRH8GEIK79
Public Service Co. of Oklahoma, Series G
744533BJ8
1100000.00000000
PA
USD
1177978.68000000
0.007197871471
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H23, Class FB
38376RHF6
4449546.32000000
PA
USD
4427536.19000000
0.027053831256
Long
ABS-MBS
USGA
US
N
2
2065-09-20
Floating
4.91157000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BG36
16680.76000000
PA
USD
17101.61000000
0.000104496959
Long
ABS-MBS
USGA
US
N
2
2029-10-15
Fixed
6.50000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076BP6
5200000.00000000
PA
USD
3888953.85000000
0.023762900337
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
3.50000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
1938000.00000000
PA
USD
1463385.93000000
0.008941811950
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Evergy Metro, Inc.
1128SIJQ26096WL7IO82
Evergy Metro, Inc.
485134BQ2
735000.00000000
PA
USD
603564.66000000
0.003687996159
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-9, Class KZ
31395BCF8
143343.83240000
PA
USD
146325.76000000
0.000894102780
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
Fixed
6.00000000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AP6
4799000.00000000
PA
USD
4242028.06000000
0.025920310166
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc., Series E
209111FT5
1700000.00000000
PA
USD
1494471.14000000
0.009131753712
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.65000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
34738000.00000000
PA
USD
30105482.05000000
0.183955273614
Long
DBT
CORP
CH
Y
2
2027-08-10
Variable
1.49400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFLE2
25370000.00000000
PA
USD
21012750.70000000
0.128395429709
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
2.50000000
N
N
N
N
N
N
Credit Suisse Commercial Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust, Series 2007-C2, Class AX
22545YBS9
9247516.73040000
PA
USD
92.48000000
0.000000565085
Long
ABS-MBS
CORP
US
Y
2
2049-01-15
Variable
0.02405160
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority, Covenant Living Communities and Services
19648FRY2
2350000.00000000
PA
USD
2056345.65000000
0.012565008129
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
3.36000000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2019-2A, Class G
784034AH3
10662000.00000000
PA
USD
9994083.27000000
0.061067426836
Long
ABS-O
CORP
US
Y
3
2031-10-20
Fixed
6.00000000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAC1
776000.00000000
PA
USD
508280.00000000
0.003105772773
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XJY23
28144406.24000000
PA
USD
26572103.79000000
0.162365067435
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.00000000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAD3
4965000.00000000
PA
USD
4459171.31000000
0.027247133165
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132HQGD8
3872275.22000000
PA
USD
3634334.21000000
0.022207083178
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAV5
8909000.00000000
PA
USD
9226490.92000000
0.056377162766
Long
DBT
CORP
US
N
2
2032-11-16
Fixed
5.60000000
N
N
N
N
N
N
Eni USA, Inc.
N/A
Eni USA, Inc.
51808BAE2
500000.00000000
PA
USD
537678.28000000
0.003285406789
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.30000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GE7
1270000.00000000
PA
USD
924975.20000000
0.005651929629
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
875000.00000000
PA
USD
709027.74000000
0.004332413335
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W2, Class 1A
31393XGH4
103043.89000000
PA
USD
103526.28000000
0.000632582635
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
6.00000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AL0
1200000.00000000
PA
USD
925428.79000000
0.005654701226
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.75000000
N
N
N
N
N
N
Precision Drilling Corp.
549300WF2OE8T5BP4B84
Precision Drilling Corp.
740212AL9
1745000.00000000
PA
USD
1716818.25000000
0.010490374158
Long
DBT
CORP
CA
Y
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DA0
1721000.00000000
PA
USD
1595028.50000000
0.009746195183
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2019-GC38, Class A4
36252SAV9
31100000.00000000
PA
USD
29116852.52000000
0.177914393240
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.96800000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
3435000.00000000
PA
USD
3224512.61000000
0.019702926479
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HNWJ7
5610860.08000000
PA
USD
5470425.02000000
0.033426255380
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
27617563.06000000
PA
USD
25552664.15000000
0.156135926257
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.11569840
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHG7
273000.00000000
PA
USD
253463.30000000
0.001548751507
Long
DBT
CORP
US
N
2
2029-03-05
Variable
3.97000080
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust, Series 2022-1A, Class E
14367LAJ0
12000000.00000000
PA
USD
11276052.00000000
0.068900714743
Long
ABS-O
CORP
US
Y
2
2028-08-15
Fixed
8.29000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AJ6
1188000.00000000
PA
USD
512437.86000000
0.003131178786
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDG3
227398000.00000000
PA
USD
202561874.69000000
1.237725575052
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CM6
3000000.00000000
PA
USD
2700967.35000000
0.016503877502
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
FGI Operating Co. LLC
N/A
FGI Operating Co. LLC, 1st Lien Term Loan
30252KAF4
142509.95000000
PA
USD
15533.58000000
0.000094915735
Long
LON
CORP
US
N
3
2023-05-16
Variable
0.00000000
N
N
N
N
N
N
MPT Operating Partnership LP
N/A
MPT Operating Partnership LP
55342UAJ3
1425000.00000000
PA
USD
1065187.50000000
0.006508676980
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LAU3
586000.00000000
PA
USD
542824.79000000
0.003316853807
Long
DBT
CORP
US
Y
2
2026-04-18
Fixed
3.00000000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
69346VAA7
5374000.00000000
PA
USD
5096110.46000000
0.031139059407
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBB5
1250000.00000000
PA
USD
1242559.76000000
0.007592484991
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.74800000
N
N
N
N
N
N
Indonesia Asahan Aluminium Persero PT
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
74445PAC6
2400000.00000000
PA
USD
2462700.00000000
0.015047978689
Long
DBT
NUSS
ID
Y
2
2028-11-15
Fixed
6.53000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCP6
3020000.00000000
PA
USD
2260628.55000000
0.013813249785
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFW91
25195000.00000000
PA
USD
21965641.96000000
0.134217936459
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
2.51000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
3855000.00000000
PA
USD
3409784.97000000
0.020835006929
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
3000000.00000000
PA
USD
2589297.09000000
0.015821532233
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAP8
3060000.00000000
PA
USD
2672569.76000000
0.016330358060
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
1.62699840
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
4000000.00000000
PA
USD
3657646.64000000
0.022349530471
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
Aon Corp.
N/A
Aon Corp.
03740LAG7
890000.00000000
PA
USD
889666.43000000
0.005436180403
Long
DBT
CORP
US
N
2
2033-02-28
Fixed
5.35000000
N
N
N
N
N
N
Southern Natural Gas Co. LLC
N/A
Southern Natural Gas Co. LLC
843452AZ6
350000.00000000
PA
USD
388929.39000000
0.002376497816
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
11590000.00000000
PA
USD
10268282.20000000
0.062742880466
Long
DBT
CORP
FR
Y
2
2026-12-14
Variable
1.48799880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-101, Class SK
38374EQY6
504892.98000000
PA
USD
522.26000000
0.000003191195
Long
ABS-MBS
USGA
US
N
2
2033-10-17
Floating
1.96999920
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAS4
5000000.00000000
PA
USD
5085407.40000000
0.031073659878
Long
DBT
CORP
GB
N
2
2026-11-21
Variable
6.83300160
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Auto Receivables Trust, Series 2022-1, Class D
92512VAD1
3750000.00000000
PA
USD
3501093.00000000
0.021392931682
Long
ABS-O
CORP
US
Y
2
2029-07-16
Fixed
7.23000000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
46266TAA6
5377000.00000000
PA
USD
5116054.19000000
0.031260922737
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBP5
5139000.00000000
PA
USD
3494274.41000000
0.021351267656
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.00000000
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040DA4
6735000.00000000
PA
USD
5997767.64000000
0.036648507586
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAE8
700000.00000000
PA
USD
781295.84000000
0.004773997299
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
6.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KHG1, Class C
30309FAL5
33219000.00000000
PA
USD
28899101.58000000
0.176583857037
Long
ABS-MBS
USGSE
US
Y
2
2027-12-25
Variable
3.81645720
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
4000000.00000000
PA
USD
3412409.60000000
0.020851044358
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
Photo Holdings Merger Sub, Inc.
N/A
Photo Holdings Merger Sub, Inc.
719245AD4
1460000.00000000
PA
USD
744600.00000000
0.004549772579
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
Children's Hospital
549300C1PQZDYQ6KZS51
Children's Hospital, Series 2020
16876DAA6
763000.00000000
PA
USD
503436.96000000
0.003076180064
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
2.92800000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AJ1
2390000.00000000
PA
USD
2101108.87000000
0.012838527429
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
4366000.00000000
PA
USD
3633441.91000000
0.022201630905
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-17, Class EQ
31392JK65
40.16000000
PA
USD
40.02000000
0.000000244536
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
5.50000000
N
N
N
N
N
N
HGI CRE CLO Ltd.
N/A
HGI CRE CLO Ltd., Series 2022-FL3, Class D
403950AG3
10972000.00000000
PA
USD
10577765.07000000
0.064633931602
Long
ABS-CBDO
CORP
KY
Y
2
2037-04-20
Floating
8.15958000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGC2
2395000.00000000
PA
USD
1683653.24000000
0.010287724073
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBD3
3095000.00000000
PA
USD
2464091.77000000
0.015056482902
Long
DBT
CORP
FR
Y
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A
31393AP68
62039.69000000
PA
USD
62162.92000000
0.000379837696
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Variable
5.17466160
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AR5
8689000.00000000
PA
USD
8720801.74000000
0.053287220831
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-3, Class A25
12669FPZ0
70897.11000000
PA
USD
67346.33000000
0.000411510187
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
5.75000000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAN0
9580000.00000000
PA
USD
8717800.00000000
0.053268879124
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AP3
1100000.00000000
PA
USD
1067027.32000000
0.006519918939
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2033, Class K
3133TCWB0
4259.18000000
PA
USD
4257.59000000
0.000026015399
Long
ABS-MBS
USGSE
US
N
2
2023-08-15
Fixed
6.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K142, Class AM
3137H73Q4
22000000.00000000
PA
USD
18321184.20000000
0.111948994766
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Fixed
2.40000000
N
N
N
N
N
N
Bear Stearns Mortgage Securities, Inc.
N/A
Bear Stearns Mortgage Securities, Inc., Series 1997-6, Class 1A
073914VW0
149.22000000
PA
USD
147.32000000
0.000000900177
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Variable
6.49028880
N
N
N
N
N
N
Rillion Capital Iii Frn
N/A
Rillion Capital Iii Frn
N/A
42142344.30000000
PA
USD
42142344.30000000
0.257504811369
Long
ABS-MBS
CORP
US
N
3
2024-11-15
Fixed
0.00000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AZ9
750000.00000000
PA
USD
512909.12000000
0.003134058353
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
745000.00000000
PA
USD
610293.35000000
0.003729110864
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
6357000.00000000
PA
USD
5166522.70000000
0.031569303402
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-H11, Class XI
38376R4N3
34462704.49000000
PA
USD
1533586.90000000
0.009370765009
Long
ABS-MBS
USGA
US
N
2
2067-05-20
Variable
1.41275880
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
Province of Quebec
74815HBZ4
300000.00000000
PA
USD
309997.67000000
0.001894196748
Long
DBT
NUSS
CA
N
2
2026-01-30
Fixed
6.35000000
N
N
N
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AT5
2545000.00000000
PA
USD
2119021.39000000
0.012947979339
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.85000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAL9
2075000.00000000
PA
USD
1643695.29000000
0.010043566693
Long
DBT
CORP
US
N
2
2039-12-31
Fixed
2.74200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140EU2S7
432961.82000000
PA
USD
403033.34000000
0.002462678000
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
Consumers Energy Co.
7NKTFWJ1G6MELP9TU740
Consumers Energy Co.
210518DU7
4765000.00000000
PA
USD
4628582.00000000
0.028282293133
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.62500000
N
N
N
N
N
N
Avient Corp.
SM8L9RZYIB34LNTWO040
Avient Corp.
05368VAA4
4350000.00000000
PA
USD
4360875.00000000
0.026646507519
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
7.12500000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
2149000.00000000
PA
USD
1744901.85000000
0.010661975008
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M14, Class A2
3136B27L0
34635397.02000000
PA
USD
32963276.25000000
0.201417419317
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Variable
3.58130880
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAQ2
2300000.00000000
PA
USD
2254135.49000000
0.013773574863
Long
DBT
CORP
CA
Y
2
2024-06-01
Fixed
4.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617YCV68
9850986.91000000
PA
USD
9359542.85000000
0.057190157693
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
4.00000000
N
N
N
N
N
N
Baytex Energy Corp.
549300R5LTV2H7I1I079
Baytex Energy Corp.
07317QAH8
3990000.00000000
PA
USD
4059825.00000000
0.024806984238
Long
DBT
CORP
CA
Y
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAE2
1510000.00000000
PA
USD
1420364.38000000
0.008678934877
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LCYD1
8155603.22000000
PA
USD
7786104.64000000
0.047575886912
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
3.13000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BS2
953000.00000000
PA
USD
834775.58000000
0.005100777658
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class AA
90932EAA1
1324242.50000000
PA
USD
1179962.97000000
0.007209996194
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
6096000.00000000
PA
USD
5608320.00000000
0.034268843076
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2022-1A, Class D
82652TAD7
11455976.91000000
PA
USD
10785042.73000000
0.065900472314
Long
ABS-O
CORP
US
Y
2
2038-10-20
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
5500000.00000000
PA
USD
4088131.69000000
0.024979948248
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21699960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LYTC1
106332.56000000
PA
USD
100784.61000000
0.000615830049
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAY6
2250000.00000000
PA
USD
1993711.91000000
0.012182293553
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
Accelerated Assets LLC
N/A
Accelerated Assets LLC, Series 2018-1, Class C
00436MAC9
1538043.68000000
PA
USD
1489521.02000000
0.009101506706
Long
ABS-O
CORP
US
Y
2
2033-12-02
Fixed
6.65000000
N
N
N
N
N
N
iHeartMedia, Inc.
N/A
iHeartMedia, Inc., Class A
45174J509
126491.00000000
NS
USD
918324.66000000
0.005611292448
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3306, Class TB
31397GJD3
13205.75000000
PA
USD
13484.29000000
0.000082393839
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Floating
7.33785840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XFGE5
32806012.18000000
PA
USD
27827218.57000000
0.170034268093
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp, Series X
91159HHR4
1660000.00000000
PA
USD
1547955.61000000
0.009458562972
Long
DBT
CORP
US
N
2
2027-04-27
Fixed
3.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-51, Class MO
31394EBS6
16035.56000000
PA
USD
9928.49000000
0.000060666628
Long
ABS-MBS
USGSE
US
N
2
2035-06-25
None
0.00000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK58
12529YBA9
11190000.00000000
PA
USD
9242000.04000000
0.056471929042
Long
ABS-MBS
CORP
US
Y
2
2029-09-29
Variable
2.47650840
N
Y
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327V2A1
1545000.00000000
PA
USD
1443463.71000000
0.008820080053
Long
DBT
CORP
US
N
2
2026-05-20
Fixed
3.40000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAD1
610000.00000000
PA
USD
608307.26000000
0.003716975143
Long
DBT
CORP
FI
Y
2
2027-09-22
Fixed
5.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3855, Class AM
3137AAZB2
96654.70000000
PA
USD
99316.57000000
0.000606859799
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Fixed
6.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAG7
2260000.00000000
PA
USD
2124289.55000000
0.012980169683
Long
DBT
CORP
FR
Y
2
2025-01-14
Fixed
2.37500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
3270000.00000000
PA
USD
2300888.44000000
0.014059252126
Long
DBT
CORP
CH
Y
2
2032-05-14
Variable
3.09099960
N
N
N
N
N
N
Structured Asset Securities Corp. Mortgage Pass-Through Certificates
N/A
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-37A, Class 2A
86359BBS9
60296.92000000
PA
USD
55626.54000000
0.000339898074
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Variable
3.95442720
N
N
N
N
N
N
Cincinnati Financial Corp.
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062AE1
1100000.00000000
PA
USD
1155343.93000000
0.007059565045
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
6.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
312945PS1
6090897.68000000
PA
USD
6053902.66000000
0.036991512655
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
845000.00000000
PA
USD
836242.28000000
0.005109739720
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2912, Class EH
31395LFN6
494827.02000000
PA
USD
504179.79000000
0.003080719022
Long
ABS-MBS
USGSE
US
N
2
2035-01-15
Fixed
5.50000000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBS-BAMLL Trust, Series 2012-WRM, Class A
90269PAA9
69433.10000000
PA
USD
68743.04000000
0.000420044585
Long
ABS-MBS
CORP
US
Y
2
2030-06-10
Fixed
3.66300000
N
N
N
N
N
N
Ohio Power Co.
06ZODLC132CY1O2Y7D77
Ohio Power Co., Series P
677415CS8
2600000.00000000
PA
USD
2197028.91000000
0.013424633214
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.60000000
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAH9
2551000.00000000
PA
USD
2140875.73000000
0.013081517181
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AR0
633000.00000000
PA
USD
598607.59000000
0.003657706686
Long
DBT
CORP
GB
N
2
2028-03-22
Fixed
4.37500000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QCE4
3038000.00000000
PA
USD
1727055.21000000
0.010552925649
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
2.05000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
1350.00000000
NC
USD
-94015.36000000
-0.00057446750
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Ultra Note
2023-06-21
158371875.00000000
USD
-94015.36000000
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
14000000.00000000
PA
USD
13606600.00000000
0.083141197400
Long
DBT
CORP
NL
Y
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
9300000.00000000
PA
USD
8764376.92000000
0.053553480781
Long
DBT
CORP
IT
Y
2
2034-04-02
Variable
7.29600120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283GJX6
1549.72000000
PA
USD
1548.05000000
0.000009459139
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-33, Class JA
3136AR6G8
9277554.35000000
PA
USD
8571732.86000000
0.052376356604
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Fixed
3.00000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
615000.00000000
PA
USD
664934.51000000
0.004062987914
Long
DBT
CORP
US
Y
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAU2
2000000.00000000
PA
USD
1938474.74000000
0.011844774669
Long
DBT
CORP
US
Y
2
2027-09-01
Fixed
5.75000000
N
N
N
N
N
N
Energean Israel Finance Ltd.
98450044QACBL3F8EB03
Energean Israel Finance Ltd.
N/A
1895000.00000000
PA
USD
1744939.69000000
0.010662206224
Long
DBT
CORP
IL
Y
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust, Series 2005-1, Class M1
64352VKA8
109495.01000000
PA
USD
107437.20000000
0.000656479756
Long
ABS-O
CORP
US
N
2
2035-03-25
Floating
5.29200000
N
N
N
N
N
N
ACRE Commercial Mortgage Ltd.
N/A
ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class C
00489TAG1
9000000.00000000
PA
USD
8713467.00000000
0.053242402943
Long
ABS-MBS
CORP
KY
Y
2
2037-12-18
Floating
6.34128840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3620AR2U4
112917.45000000
PA
USD
114731.84000000
0.000701052618
Long
ABS-MBS
USGA
US
N
2
2036-04-20
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
9128334U1
26503000.00000000
PA
USD
18055639.18000000
0.110326419624
Long
DBT
UST
US
N
2
2032-08-15
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132QQJP8
1924755.75000000
PA
USD
1827683.97000000
0.011167803399
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Republic of Paraguay
N/A
1080000.00000000
PA
USD
1052527.50000000
0.006431319848
Long
DBT
NUSS
PY
Y
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617XXDH9
31706689.89000000
PA
USD
33390711.46000000
0.204029201479
Long
ABS-MBS
USGA
US
N
2
2072-04-20
Variable
6.32599920
N
N
N
N
N
N
ACC
N/A
ACC
N/A
24890269.03000000
PA
USD
23023498.85000000
0.140681820789
Long
ABS-MBS
CORP
US
N
3
2023-06-15
Fixed
0.00000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4
36228F2K1
47024.63360000
PA
USD
45613.80000000
0.000278716648
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
5.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BK4
11837000.00000000
PA
USD
11049342.11000000
0.067515436149
Long
DBT
CORP
GB
N
2
2028-03-13
Variable
4.04100000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2019-2, Class D
33845WAG4
9500000.00000000
PA
USD
9287671.20000000
0.056750996180
Long
ABS-O
CORP
US
Y
2
2025-05-15
Fixed
3.53000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140J5JP5
9189992.42000000
PA
USD
9017323.03000000
0.055099072072
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
4355000.00000000
PA
USD
3846336.00000000
0.023502490015
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K61, Class C
30296AAU1
5345000.00000000
PA
USD
4933828.93000000
0.030147461159
Long
ABS-MBS
USGSE
US
Y
2
2049-12-25
Variable
3.69447840
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
81618TAC4
9526000.00000000
PA
USD
8764137.95000000
0.053552020589
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CS7
21985000.00000000
PA
USD
22465411.38000000
0.137271706542
Long
DBT
CORP
GB
Y
2
2029-01-09
Fixed
6.30100000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K-153, Class A2
3137H9PB9
25000000.00000000
PA
USD
23727165.00000000
0.144981472890
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
Variable
3.82000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AN1
1465000.00000000
PA
USD
1202750.35000000
0.007349235244
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-81, Class A
38376F6M9
67227.70000000
PA
USD
68223.75000000
0.000416871537
Long
ABS-MBS
USGA
US
N
2
2036-09-20
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31417YU47
100512.14000000
PA
USD
97056.01000000
0.000593046968
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
3.50000000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
00131LAH8
495000.00000000
PA
USD
453563.55000000
0.002771435674
Long
DBT
CORP
HK
Y
2
2029-04-09
Fixed
3.60000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK54
12529YAQ5
22530000.00000000
PA
USD
17688122.76000000
0.108080762721
Long
ABS-MBS
CORP
US
Y
2
2026-02-28
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418BWY8
2427460.53000000
PA
USD
2323136.70000000
0.014195196960
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBK4
1200000.00000000
PA
USD
1173780.00000000
0.007172216033
Long
DBT
CORP
NZ
Y
2
2024-03-19
Fixed
3.40000000
N
N
N
N
N
N
MultiCare Health System
549300OSCVFLGLKTTI33
MultiCare Health System
62548LAA0
355000.00000000
PA
USD
209138.49000000
0.001277911049
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.80300000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851BW3
500000.00000000
PA
USD
479420.02000000
0.002929427962
Long
DBT
CORP
US
Y
2
2025-05-19
Fixed
3.30000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133BQXF8
13607821.64000000
PA
USD
13440818.56000000
0.082128213449
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDM9
5944000.00000000
PA
USD
5205160.80000000
0.031805396026
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
1350000.00000000
PA
USD
1221750.00000000
0.007465329907
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAA3
4525000.00000000
PA
USD
3606334.50000000
0.022035994925
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
4000000.00000000
PA
USD
3704551.60000000
0.022636136570
Long
DBT
CORP
DK
Y
2
2025-09-10
Variable
0.97599960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LDTF0
6300016.45000000
PA
USD
5857620.66000000
0.035792159363
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.97000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A
92922FAS7
71510.60000000
PA
USD
67530.41000000
0.000412634982
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
4.17071880
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
2071000.00000000
PA
USD
1997016.80000000
0.012202487614
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132QDFM8
1028573.66000000
PA
USD
958587.42000000
0.005857312327
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2020-SFR1, Class F1
33767MAL9
3810000.00000000
PA
USD
3487441.59000000
0.021309516680
Long
ABS-O
CORP
US
Y
2
2037-08-17
Fixed
3.63800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617KJAS3
6002979.93000000
PA
USD
6040247.69000000
0.036908075900
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series 08-A
842400FH1
285000.00000000
PA
USD
290013.74000000
0.001772087781
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
Romania Government Bond
77586RAH3
2100000.00000000
PA
USD
1695750.00000000
0.010361639608
Long
DBT
NUSS
RO
Y
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460DAG4
2734000.00000000
PA
USD
2418680.21000000
0.014779002012
Long
DBT
CORP
US
N
2
2026-11-09
Fixed
1.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust, Series 2019-1A, Class B
55389PAB5
4338215.54000000
PA
USD
4073607.82000000
0.024891202203
Long
ABS-O
CORP
US
Y
2
2036-11-20
Fixed
3.00000000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759BA7
120000.00000000
PA
USD
95004.55000000
0.000580511813
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
2.37500000
N
N
N
N
N
N
Goodman US Finance Three LLC
N/A
Goodman US Finance Three LLC
38239JAA9
599000.00000000
PA
USD
538165.03000000
0.003288381005
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
Ohio State University (The)
JFC10ZULKO4X2E3HBY86
Ohio State University (The), General Receipts, Series 2011-A
677632PA3
1563000.00000000
PA
USD
1413361.51000000
0.008636144834
Long
DBT
MUN
US
N
2
2111-06-01
Fixed
4.80000000
N
N
N
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362UAD6
1680000.00000000
PA
USD
1393056.00000000
0.008512070898
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.62500000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BJ8
1200000.00000000
PA
USD
1198935.28000000
0.007325923800
Long
DBT
CORP
GB
Y
2
2024-03-15
Variable
3.88500120
N
N
N
N
N
N
INEOS Quattro Finance 2 plc
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 plc
45674GAA2
4580000.00000000
PA
USD
4028071.57000000
0.024612959412
Long
DBT
CORP
GB
Y
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
VOLT XCV LLC
N/A
VOLT XCV LLC, Series 2021-NPL4, Class A1
92873BAA4
6707515.87000000
PA
USD
6118200.23000000
0.037384393828
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.23959960
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2020-1A, Class C
22534GAE3
21735000.00000000
PA
USD
21614335.97000000
0.132071331087
Long
ABS-O
CORP
US
Y
2
2029-06-15
Fixed
2.59000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
2733000.00000000
PA
USD
2235074.73000000
0.013657106796
Long
DBT
CORP
LU
Y
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
65412JAR4
2880000.00000000
PA
USD
2278800.00000000
0.013924283850
Long
DBT
NUSS
NG
Y
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140J73H6
38256856.03000000
PA
USD
36521831.10000000
0.223161463475
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
2669000.00000000
PA
USD
2305044.22000000
0.014084645430
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BW8
4902000.00000000
PA
USD
4900071.65000000
0.029941192092
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Southwestern Electric Power Co.
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co., Series N
845437BS0
2440000.00000000
PA
USD
2182225.59000000
0.013334179629
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410F3M5
822.75000000
PA
USD
806.59000000
0.000004928553
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Variable
1.81400040
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAC7
24800000.00000000
PA
USD
24664542.15000000
0.150709182874
Long
DBT
CORP
FR
Y
2
2028-07-12
Fixed
5.30100000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BC7
1500000.00000000
PA
USD
1357213.82000000
0.008293062346
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
FMG Resources August 2006 Pty. Ltd.
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty. Ltd.
30251GBA4
5053000.00000000
PA
USD
4648760.00000000
0.028405587937
Long
DBT
CORP
AU
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617XXC80
42970095.89000000
PA
USD
45260019.57000000
0.276554923451
Long
ABS-MBS
USGA
US
N
2
2072-03-20
Variable
6.34299840
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR2, Class E2
74332VAL9
22000000.00000000
PA
USD
19787132.20000000
0.120906461881
Long
ABS-O
CORP
US
Y
2
2027-04-17
Fixed
4.80000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
049362AA4
835000.00000000
PA
USD
685189.29000000
0.004186751871
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Goodman Networks, Inc.
549300UMUT10TOBP5N08
Goodman Networks, Inc.
38239H105
38648.00000000
NS
USD
0.04000000
0.000000000244
Long
EC
CORP
US
N
3
N
N
N
SART
N/A
SART
N/A
5804024.46000000
PA
USD
5745403.81000000
0.035106474234
Long
ABS-MBS
CORP
US
N
3
2025-06-15
Fixed
4.75700000
N
N
N
N
N
N
Grifols Escrow Issuer SA
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
3140000.00000000
PA
USD
2684700.00000000
0.016404478169
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BB1
10925000.00000000
PA
USD
8002562.50000000
0.048898521932
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust, Series 2017-1A, Class A2
42771XAC0
2112944.20000000
PA
USD
2006291.44000000
0.012259158985
Long
ABS-O
CORP
KY
Y
3
2047-09-20
Fixed
4.46000000
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-42, Class EG
31359PW77
32341.93000000
PA
USD
33276.81000000
0.000203333222
Long
ABS-MBS
USGSE
US
N
2
2027-07-18
Fixed
8.00000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CT3
1655000.00000000
PA
USD
1372210.40000000
0.008384696819
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.12500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCR9
3000000.00000000
PA
USD
2992075.62000000
0.018282653253
Long
DBT
CORP
JP
N
2
2028-01-13
Fixed
5.52000000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien Term Loan
61647DAP7
620968.88880000
PA
USD
496775.11000000
0.003035473776
Long
LON
CORP
US
N
2
2026-06-30
Variable
11.93023000
N
N
N
N
N
N
Directv Financing LLC
N/A
Directv Financing LLC
25461LAA0
6332000.00000000
PA
USD
5660926.22000000
0.034590285914
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAC8
1470000.00000000
PA
USD
1172135.21000000
0.007162165778
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-75, Class IY
38376CJS9
241851.13000000
PA
USD
12533.02000000
0.000076581239
Long
ABS-MBS
USGA
US
N
2
2039-06-20
Fixed
5.50000000
N
N
N
N
N
N
Renew
N/A
Renew, Series 2017-1A, Class B
75973LAB4
984386.85000000
PA
USD
931811.44000000
0.005693701503
Long
ABS-O
CORP
KY
Y
3
2052-09-20
Fixed
5.75000000
N
Y
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
5425000.00000000
PA
USD
4788154.58000000
0.029257338726
Long
DBT
CORP
US
N
2
2039-04-22
Variable
4.45700160
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAF4
764000.00000000
PA
USD
601665.75000000
0.003676393139
Long
DBT
CORP
GB
Y
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCY5
292742000.00000000
PA
USD
250763253.88000000
1.532253258840
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Prudential Insurance Co. of America (The)
X574KRZ6V5A7UBU45C31
Prudential Insurance Co. of America (The)
743917AH9
150000.00000000
PA
USD
157161.60000000
0.000960313642
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
8.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-55, Class PL
38375QK65
522073.69000000
PA
USD
526254.20000000
0.003215601570
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140J5FF1
4339826.33000000
PA
USD
4457931.23000000
0.027239555832
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
5.50000000
N
N
N
N
N
N
Nevada Power Co.
MJZFGXRJ52U8U4MKJ519
Nevada Power Co., Series CC
641423CC0
1700000.00000000
PA
USD
1585382.29000000
0.009687253386
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.70000000
N
N
N
N
N
N
John Hancock Life Insurance Co.
5493007TRSDJMZ8TBY32
John Hancock Life Insurance Co.
41020VAA9
2550000.00000000
PA
USD
2583720.74000000
0.015787458738
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
7.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LGZP4
8595604.55000000
PA
USD
8068063.50000000
0.049298756492
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.35000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust, Series 2021-B, Class A
00970LAA7
16850211.35000000
PA
USD
15727675.55000000
0.096101728393
Long
ABS-MBS
CORP
US
Y
2
2066-06-25
Variable
2.23899840
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAD0
3000000.00000000
PA
USD
2602344.39000000
0.015901255907
Long
DBT
CORP
GB
Y
2
2026-09-29
Fixed
1.60000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR3, Class G
74333AAN0
7000000.00000000
PA
USD
6362743.80000000
0.038878642591
Long
ABS-O
CORP
US
Y
2
2027-10-17
Fixed
4.10500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2017-M3, Class A2
3136AVYL7
12851633.30000000
PA
USD
11790727.12000000
0.072045563989
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Variable
2.47109040
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401BB3
8400000.00000000
PA
USD
8821492.18000000
0.053902475468
Long
DBT
CORP
CH
Y
2
2033-11-15
Variable
9.01599840
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659BC4
7740000.00000000
PA
USD
5027171.33000000
0.030717816641
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
N/A
N/A
Windstream Holdings, Inc.
N/A
5762.00000000
NS
USD
43215.00000000
0.000264059121
N/A
DO
US
N
3
Windstream Holdings, Inc.
N/A
Call
Purchased
Windstream Holdings, Inc.
Windstream Holdings, Inc.
0.00000000
10.75000000
USD
2049-12-31
XXXX
43215.00000000
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
2962000.00000000
PA
USD
2815862.71000000
0.017205929286
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC, Term Loan B
00687MAC5
4580250.00000000
PA
USD
4574524.69000000
0.027951983615
Long
LON
CORP
US
N
2
2028-04-10
Variable
7.88486000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust, Series 2012-4, Class A
48247QAA2
3047016.74500000
PA
USD
66242.14000000
0.000404763191
Long
ABS-O
CORP
US
Y
2
2037-09-25
Variable
0.86408640
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QDKQ6
26397700.61000000
PA
USD
22580592.84000000
0.137975506499
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK98
12529YBY7
12600000.00000000
PA
USD
7220619.00000000
0.044120567197
Long
ABS-MBS
CORP
US
Y
2
2029-08-29
Fixed
0.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBS0
10695000.00000000
PA
USD
10910336.66000000
0.066666063084
Long
DBT
CORP
FR
Y
2
2034-01-10
Variable
6.69099960
N
N
N
N
N
N
AppleCaramel Buyer LLC
N/A
AppleCaramel Buyer LLC, 1st Lien Term Loan B
96350TAC4
4128400.00000000
PA
USD
4060116.26000000
0.024808763941
Long
LON
CORP
US
N
2
2027-10-19
Variable
8.36761000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
10195000.00000000
PA
USD
6387935.39000000
0.039032572225
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
Health & Educational Facilities Authority of the State of Missouri
549300IWTBCMX5JB3277
Health and Educational Facilities Authority of the State of Missouri, The Washington University
60636AVL4
3000000.00000000
PA
USD
2255470.50000000
0.013781732252
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.22900000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AH1
300000.00000000
PA
USD
295916.63000000
0.001808156552
Long
DBT
CORP
US
Y
2
2024-04-29
Fixed
4.62500000
N
N
N
N
N
N
JPMorgan U.S. Government Money Market Fund
549300NQ5E5B7ZV4T516
JPMorgan U.S. Government Money Market Fund, Share Class IM
4812C2270
428232.80000000
NS
USD
428232.80000000
0.002616655722
Long
STIV
RF
US
N
1
N
N
TPI Re-REMIC Trust
N/A
TPI Re-REMIC Trust, Series 2022-FRR1, Class CK33
872659AN7
7238000.00000000
PA
USD
6958826.72000000
0.042520922640
Long
ABS-MBS
CORP
US
Y
2
2046-07-25
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SY5
138860000.00000000
PA
USD
105506479.25000000
0.644682361383
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
1550000.00000000
PA
USD
1382291.88000000
0.008446298271
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCB9
1525000.00000000
PA
USD
1431127.33000000
0.008744700354
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAA9
4000000.00000000
PA
USD
3892993.84000000
0.023787586122
Long
DBT
CORP
US
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-J6, Class 2A1
12667GVN0
4053.46000000
PA
USD
3503.97000000
0.000021410511
Long
ABS-MBS
CORP
US
N
2
2025-07-25
Fixed
5.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAT2
9000000.00000000
PA
USD
8733293.01000000
0.053363546962
Long
DBT
CORP
IE
N
2
2023-10-29
Fixed
1.15000000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series MN1, Class M2
35563FAB7
29534000.00000000
PA
USD
26445372.67000000
0.161590694919
Long
ABS-MBS
USGSE
US
Y
2
2051-01-25
Floating
8.23412880
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BZ6
3570000.00000000
PA
USD
2335961.46000000
0.014273560835
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081FP7
4600000.00000000
PA
USD
3641162.15000000
0.022248804336
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AC5
1169000.00000000
PA
USD
1065601.13000000
0.006511204408
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617GLUF9
1784972.77000000
PA
USD
1742258.07000000
0.010645820566
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
4.50000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAP5
1293000.00000000
PA
USD
1229966.25000000
0.007515534136
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 15 Year
36241LHJ8
328.77000000
PA
USD
328.07000000
0.000002004625
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
6.50000000
N
N
N
N
N
N
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
N/A
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-3, Class 4APO
251510EN9
6950.12000000
PA
USD
5221.18000000
0.000031903279
Long
ABS-MBS
CORP
US
N
2
2035-06-25
None
0.00000000
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc., Series 2017
209111FL2
1275000.00000000
PA
USD
992829.24000000
0.006066542106
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.87500000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735BF6
221000.00000000
PA
USD
202433.44000000
0.001236940793
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.87500000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
00131LAK1
1680000.00000000
PA
USD
1263465.00000000
0.007720223492
Long
DBT
CORP
HK
Y
2
2040-09-16
Fixed
3.20000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
291000.00000000
PA
USD
327982.76000000
0.002004092087
Long
DBT
CORP
US
Y
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
Centex Home Equity Loan Trust
N/A
Centex Home Equity Loan Trust, Series 2001-B, Class A6
152314DQ0
17366.72000000
PA
USD
16096.34000000
0.000098354400
Long
ABS-O
CORP
US
N
2
2032-07-25
Fixed
6.36000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NX5
15285000.00000000
PA
USD
15285105.01000000
0.093397463946
Long
DBT
CORP
US
N
2
2026-09-29
Variable
5.60999880
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAK6
2300000.00000000
PA
USD
2033384.00000000
0.012424704227
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
Great-West Lifeco Finance 2018 LP
N/A
Great-West Lifeco Finance 2018 LP
39138QAC9
406000.00000000
PA
USD
343699.34000000
0.002100126017
Long
DBT
CORP
US
Y
2
2048-05-17
Fixed
4.58100000
N
N
N
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AL4
503000.00000000
PA
USD
423714.63000000
0.002589048086
Long
DBT
NUSS
PY
Y
2
2033-06-28
Fixed
3.84900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HUZT6
14690000.00000000
PA
USD
13149234.65000000
0.080346531367
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.16000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BS2
1460000.00000000
PA
USD
1326228.16000000
0.008103728870
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBP5
3850000.00000000
PA
USD
3559630.34000000
0.021750615787
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.40000000
N
N
N
N
N
N
Gray Escrow II, Inc.
N/A
Gray Escrow II, Inc.
389286AA3
2177000.00000000
PA
USD
1616319.09000000
0.009876288310
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust, Series 2021-1, Class D
35105WAL3
900000.00000000
PA
USD
835223.49000000
0.005103514548
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.32000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617YWBB5
14539078.94000000
PA
USD
15318819.92000000
0.093603474116
Long
ABS-MBS
USGA
US
N
2
2072-03-20
Variable
6.38700120
N
N
N
N
N
N
MASTR Resecuritization Trust
N/A
MASTR Resecuritization Trust, Series 2005-PO, Class 3PO
576435BB6
10334.14200000
PA
USD
6260.51000000
0.000038253957
Long
ABS-MBS
CORP
US
Y
2
2035-05-28
None
0.00000000
N
N
N
N
N
N
Formula One Holdings Ltd.
N/A
Formula One Holdings Ltd., 1st Lien Term Loan B
L2465BAS5
2825000.00000000
PA
USD
2829943.75000000
0.017291969481
Long
LON
CORP
US
N
2
2030-01-15
Variable
7.86761000
N
N
N
N
N
N
Entergy Mississippi LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAB2
1580000.00000000
PA
USD
1146216.83000000
0.007003795196
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMM1
20260000.00000000
PA
USD
15512054.41000000
0.094784206032
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Teck Resources Ltd.
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd.
878742AZ8
1600000.00000000
PA
USD
1462747.28000000
0.008937909569
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
85325WAA6
1000000.00000000
PA
USD
941440.09000000
0.005752536001
Long
DBT
CORP
GB
Y
2
2026-01-30
Variable
2.81900160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207FX48
41.94000000
PA
USD
41.86000000
0.000000255779
Long
ABS-MBS
USGA
US
N
2
2026-07-15
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335AE38
6923345.02000000
PA
USD
6983867.17000000
0.042673928755
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DG1
12260000.00000000
PA
USD
11988331.52000000
0.073252997619
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
5.20999920
N
N
N
N
N
N
Canpack SA
N/A
Canpack SA
13806CAA0
4185000.00000000
PA
USD
3348000.00000000
0.020457478642
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEU4
12013000.00000000
PA
USD
11079636.03000000
0.067700542846
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
5325000.00000000
PA
USD
4633866.44000000
0.028314582953
Long
DBT
CORP
CA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Arbor Realty Trust, Inc.
549300ASFUWYQO0RW077
Arbor Realty Trust, Inc.
038923AW8
5000000.00000000
PA
USD
4462601.50000000
0.027268092854
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31293KEB8
5063.44000000
PA
USD
5130.28000000
0.000031347847
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2022-M2S, Class A2
3136BPHK0
14100000.00000000
PA
USD
13327803.63000000
0.081437651766
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Variable
3.75090840
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AQ7
2775000.00000000
PA
USD
2405980.50000000
0.014701402238
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
Scentre Group Trust 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
1500000.00000000
PA
USD
1376669.57000000
0.008411943944
Long
DBT
CORP
AU
Y
2
2080-09-24
Variable
4.74999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-27, Class J
31359NR78
3669.30000000
PA
USD
3776.43000000
0.000023075339
Long
ABS-MBS
USGSE
US
N
2
2027-04-18
Fixed
7.50000000
N
N
N
N
N
N
Cottage Health Obligated Group
N/A
Cottage Health Obligated Group, Series 2020
22170QAA8
500000.00000000
PA
USD
363110.62000000
0.002218735888
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.30400000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A
31397KYA3
206822.13000000
PA
USD
175762.43000000
0.001073971373
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Variable
2.01443040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2543, Class YX
31393HGW6
145052.18000000
PA
USD
149377.90000000
0.000912752448
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2003-W3, Class 2A5
31392JYQ6
7787.05000000
PA
USD
7738.57000000
0.000047285433
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
5.35600000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
558000.00000000
PA
USD
515371.80000000
0.003149106210
Long
DBT
CORP
FR
Y
2
2026-06-09
Variable
2.21900040
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675DCD2
12430000.00000000
PA
USD
12146784.19000000
0.074221200162
Long
DBT
CORP
FR
Y
2
2025-07-13
Fixed
4.52400000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CD4
2345000.00000000
PA
USD
1879565.41000000
0.011484817572
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Ocwen
N/A
Ocwen
N/A
23392839.43000000
PA
USD
23158911.04000000
0.141509237749
Long
ABS-MBS
CORP
US
N
3
2023-03-15
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFXN9
20000000.00000000
PA
USD
16733207.20000000
0.102245886773
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
2.67000000
N
N
N
N
N
N
Aon Corp.
LTS3U8DGK38SETRUWX71
Aon Corp.
037389AU7
240000.00000000
PA
USD
249032.16000000
0.001521675655
Long
DBT
CORP
US
N
2
2040-09-30
Fixed
6.25000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBB9
8424000.00000000
PA
USD
7397990.83000000
0.045204372581
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
Goodman Networks, Inc.
549300UMUT10TOBP5N08
Goodman Networks, Inc.
38239H204
45982.00000000
NS
USD
459.82000000
0.000002809664
Long
EP
CORP
US
N
3
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
92276000.00000000
PA
USD
62416063.13000000
0.381384491767
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QAR7
850000.00000000
PA
USD
873245.17000000
0.005335840625
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
5.80000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
2390000.00000000
PA
USD
1545438.27000000
0.009443181123
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2022-1A, Class E
784033AL6
3646000.00000000
PA
USD
3155719.46000000
0.019282575703
Long
ABS-O
CORP
US
Y
2
2032-07-20
Fixed
5.26000000
N
N
N
N
N
N
CWABS, Inc., Asset-Backed Certificates
N/A
CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2
126671Z33
20952.13000000
PA
USD
20747.79000000
0.000126776424
Long
ABS-O
CORP
US
N
2
2034-03-25
Floating
5.44200120
N
N
N
N
N
N
HINNT LLC
N/A
HINNT LLC, Series 2022-A, Class D
40486JAD9
14014058.97000000
PA
USD
13198000.70000000
0.080644509392
Long
ABS-O
CORP
US
Y
2
2041-05-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36208UCT2
690.96000000
PA
USD
688.72000000
0.000004208325
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
7.00000000
N
N
N
N
N
N
Entergy Mississippi LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAA4
500000.00000000
PA
USD
385380.15000000
0.002354810689
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.85000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc., Series 8NC7
606822CT9
2070000.00000000
PA
USD
2049329.93000000
0.012522139568
Long
DBT
CORP
JP
N
2
2031-02-22
Variable
5.47499880
N
N
N
N
N
N
WW Grainger, Inc.
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802AB0
520000.00000000
PA
USD
478632.40000000
0.002924615322
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138ELJW4
494841.10000000
PA
USD
491057.84000000
0.003000539209
Long
ABS-MBS
USGSE
US
N
2
2023-06-01
Variable
2.40000120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H3J20
539485.67000000
PA
USD
521977.76000000
0.003189470990
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
4.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
2600000.00000000
PA
USD
2483390.00000000
0.015174401997
Long
DBT
NUSS
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BT3
957000.00000000
PA
USD
928290.00000000
0.005672184244
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSEN7
16000000.00000000
PA
USD
15380464.80000000
0.093980146403
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.81000000
N
N
N
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AP6
2364000.00000000
PA
USD
2263530.00000000
0.013830978683
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXC42
22602480.98000000
PA
USD
20739462.44000000
0.126725540598
Long
ABS-MBS
USGSE
US
N
2
2056-05-01
Fixed
3.50000000
N
N
N
N
N
N
Puget Sound Energy, Inc.
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy, Inc.
745332CC8
900000.00000000
PA
USD
906552.32000000
0.005539359236
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.76400000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
16017000.00000000
PA
USD
10728846.18000000
0.065557091274
Long
DBT
CORP
IT
Y
2
2042-06-01
Variable
4.95000000
N
N
N
N
N
N
CGI, Inc.
549300WSRCZY73ZG3090
CGI, Inc.
12532HAC8
3735000.00000000
PA
USD
3292471.82000000
0.020118181582
Long
DBT
CORP
CA
N
2
2026-09-14
Fixed
1.45000000
N
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457CF3
4335000.00000000
PA
USD
4312227.94000000
0.026349256566
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
4.70000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
562000.00000000
PA
USD
554573.31000000
0.003388641471
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2022-1A, Class C
12327AAC2
20749328.15000000
PA
USD
19138250.72000000
0.116941563727
Long
ABS-O
CORP
US
Y
3
2037-06-15
Fixed
6.41300000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAD9
588000.00000000
PA
USD
575053.96000000
0.003513785574
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAV2
1325000.00000000
PA
USD
1231713.75000000
0.007526211987
Long
DBT
CORP
US
N
2
2027-01-16
Fixed
3.01700000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17308CC53
8090000.00000000
PA
USD
6886453.45000000
0.042078696050
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.97600120
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RM2
11709000.00000000
PA
USD
9773355.94000000
0.059718703825
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR2, Class H
00178UAJ8
19747000.00000000
PA
USD
18127617.64000000
0.110766233784
Long
ABS-O
CORP
US
Y
2
2037-07-17
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31297FAA1
39518.71000000
PA
USD
40555.02000000
0.000247805691
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
6.50000000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AB0
1420000.00000000
PA
USD
1358536.85000000
0.008301146533
Long
DBT
CORP
AU
Y
2
2025-02-12
Fixed
3.50000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAS2
2000000.00000000
PA
USD
1639051.02000000
0.010015188541
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283GJQ1
1316.42000000
PA
USD
1314.86000000
0.000008034265
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
7.00000000
N
N
N
N
N
N
SS&C Technologies, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
3140000.00000000
PA
USD
2954768.57000000
0.018054693821
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJY6
18200000.00000000
PA
USD
17910438.00000000
0.109439188430
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.52300080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2325, Class JO
3133TUBN7
30463.28000000
PA
USD
26274.39000000
0.000160545929
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
None
0.00000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2014-1, Class A
90932PAA6
2203277.23000000
PA
USD
2062431.85000000
0.012602196990
Long
ABS-O
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804FG4
670000.00000000
PA
USD
897920.59000000
0.005486616276
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
8.87500000
N
N
N
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAW4
8864000.00000000
PA
USD
4663704.96000000
0.028496906993
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp.
65249BAA7
5147000.00000000
PA
USD
4410721.65000000
0.026951088397
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371GMS6
469.79000000
PA
USD
476.20000000
0.000002909752
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
7.00000000
N
N
N
N
N
N
AdaptHealth LLC
N/A
AdaptHealth LLC
00653VAC5
4395000.00000000
PA
USD
3689163.00000000
0.022542106714
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Pactiv Evergreen Group Issuer, Inc.
N/A
Pactiv Evergreen Group Issuer, Inc.
76174LAA1
6558000.00000000
PA
USD
5720871.30000000
0.034956571815
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen Trust, Series 2016-1A, Class B
38217KAB0
587200.04000000
PA
USD
544296.21000000
0.003325844710
Long
ABS-O
CORP
US
Y
3
2052-10-15
Fixed
5.24000000
N
Y
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2022-B, Class C
52606WAC2
9627000.00000000
PA
USD
9059704.96000000
0.055358040838
Long
ABS-O
CORP
US
Y
2
2029-10-15
Fixed
8.45000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
9210000.00000000
PA
USD
7535301.58000000
0.046043390423
Long
DBT
CORP
US
Y
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBC1
3000000.00000000
PA
USD
2902930.65000000
0.017737945571
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.65000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
2260000.00000000
PA
USD
1679124.90000000
0.010260054295
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
Herc Holdings, Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
4870000.00000000
PA
USD
4587540.00000000
0.028031511819
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Southwestern Electric Power Co.
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co., Series J
845437BN1
1242000.00000000
PA
USD
946837.64000000
0.005785516964
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.90000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABD2
3210000.00000000
PA
USD
3141286.42000000
0.019194384661
Long
DBT
CORP
DK
Y
2
2025-03-28
Variable
3.77300160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617YWBP4
12073873.84000000
PA
USD
12713192.70000000
0.077682158942
Long
ABS-MBS
USGA
US
N
2
2072-03-20
Variable
6.36999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXED0
29923331.90000000
PA
USD
27433725.65000000
0.167629885475
Long
ABS-MBS
USGSE
US
N
2
2056-08-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
15650000.00000000
PA
USD
13074124.56000000
0.079887581827
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.69899920
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AK7
1090000.00000000
PA
USD
1049807.87000000
0.006414701935
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760AP3
5590000.00000000
PA
USD
4099340.75000000
0.025048439618
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2019-M1, Class A2
3136B3XY1
51527465.39000000
PA
USD
49158304.67000000
0.300374841067
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
3.54701520
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR3, Class D
02665XAD1
5000000.00000000
PA
USD
4880473.50000000
0.029821440379
Long
ABS-O
CORP
US
Y
2
2036-12-17
Fixed
5.04000000
N
N
N
N
N
N
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
4135000.00000000
PA
USD
3112290.45000000
0.019017208903
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AJ0
3527000.00000000
PA
USD
3058084.75000000
0.018685992670
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2656, Class AC
31394HR86
48705.05000000
PA
USD
50247.88000000
0.000307032536
Long
ABS-MBS
USGSE
US
N
2
2033-08-15
Fixed
6.00000000
N
N
N
N
N
N
American Tower Trust #1
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAJ1
3135000.00000000
PA
USD
3130495.32000000
0.019128447177
Long
ABS-O
CORP
US
Y
2
2023-03-15
Fixed
3.07000000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
6410000.00000000
PA
USD
5704900.00000000
0.034858981454
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001AAB8
5056000.00000000
PA
USD
4967520.00000000
0.030353325659
Long
DBT
CORP
US
Y
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBR2
3000000.00000000
PA
USD
3029217.63000000
0.018509604232
Long
DBT
CORP
FR
Y
2
2029-01-10
Variable
6.44600160
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
2992000.00000000
PA
USD
2974442.94000000
0.018174911266
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HFFD6
2594303.79000000
PA
USD
2530920.51000000
0.015464830429
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
69512EGB5
250000.00000000
PA
USD
250599.98000000
0.001531255596
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
7.24000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
54616000.00000000
PA
USD
35886552.05000000
0.219279681039
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2020-3A, Class D
30166NAF3
9000000.00000000
PA
USD
8724594.60000000
0.053310396563
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
1.73000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617G4R46
2169858.77000000
PA
USD
2132462.36000000
0.013030108478
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31417MS38
310322.00000000
PA
USD
312697.34000000
0.001910692698
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2019-2, Class D
80286GAG6
11263740.52000000
PA
USD
11202995.17000000
0.068454311357
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.22000000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FBD7
9359000.00000000
PA
USD
7407810.13000000
0.045264372019
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
4.02500000
N
N
N
N
N
N
FREMF Mortgage Trust
549300XDUXW4MOV3QH87
FREMF Mortgage Trust, Series 2014-K39, Class C
30292GAQ1
7000000.00000000
PA
USD
6778865.80000000
0.041421296990
Long
ABS-MBS
USGSE
US
Y
2
2047-08-25
Variable
4.15542240
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JL2
1630000.00000000
PA
USD
1531554.34000000
0.009358345340
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-8, Class 6A1
576434UW2
447.38000000
PA
USD
431.18000000
0.000002634664
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
5.50000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2022-2, Class C
68377HAC8
8050000.00000000
PA
USD
8082642.75000000
0.049387840930
Long
ABS-O
CORP
US
Y
2
2029-10-09
Fixed
9.36000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128P7D67
27379.62000000
PA
USD
27357.34000000
0.000167163141
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
7.00000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BY8
4000000.00000000
PA
USD
3165207.56000000
0.019340551391
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.65000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAM4
2345000.00000000
PA
USD
2046857.15000000
0.012507029997
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140Q9MV2
12240324.31000000
PA
USD
11459101.28000000
0.070019211379
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
74841CAA9
2936000.00000000
PA
USD
2360000.08000000
0.014420445410
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAP3
800000.00000000
PA
USD
779909.98000000
0.004765529199
Long
DBT
CORP
AU
Y
2
2030-01-15
Variable
5.03300160
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAW4
299000.00000000
PA
USD
293760.25000000
0.001794980298
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
ADT Security Corp. (The)
5493009JEEDYLVRA0J13
ADT Security Corp. (The)
00109LAA1
2664000.00000000
PA
USD
2292318.72000000
0.014006888069
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31419DNM9
646678.39000000
PA
USD
642005.71000000
0.003922884737
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Axalta Coating Systems LLC
N/A
Axalta Coating Systems LLC
05454NAA7
5239000.00000000
PA
USD
4832388.95000000
0.029527626564
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AM96
731375.64000000
PA
USD
680958.96000000
0.004160903040
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CT7
1992000.00000000
PA
USD
1913518.29000000
0.011692281824
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.95000000
N
N
N
N
N
N
Scripps Escrow, Inc.
N/A
Scripps Escrow, Inc.
81104PAA7
1245000.00000000
PA
USD
996898.39000000
0.006091406069
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAH8
1525000.00000000
PA
USD
1352980.00000000
0.008267192190
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.00000000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804FE9
235000.00000000
PA
USD
251463.80000000
0.001536533846
Long
DBT
CORP
US
N
2
2037-11-30
Fixed
6.35000000
N
N
N
N
N
N
Mid-State Capital Corp. Trust
N/A
Mid-State Capital Corp. Trust, Series 2005-1, Class A
595481AA0
48645.48000000
PA
USD
47691.80000000
0.000291413972
Long
ABS-O
CORP
US
N
2
2040-01-15
Fixed
5.74500000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DR6
4000000.00000000
PA
USD
2735052.52000000
0.016712150093
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
PPL Electric Utilities Corp.
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp.
69351UBB8
1425000.00000000
PA
USD
1404729.60000000
0.008583400773
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.25000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAZ0
1210000.00000000
PA
USD
1193009.85000000
0.007289717301
Long
DBT
CORP
FR
Y
2
2026-01-26
Fixed
4.93500000
N
N
N
N
N
N
Harsco Corp.
KAO98FK89NPNNPQGUZ43
Harsco Corp.
415864AM9
1110000.00000000
PA
USD
941787.80000000
0.005754660634
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KL05, Class BHG
30311NAE0
3605000.00000000
PA
USD
3141782.74000000
0.019197417354
Long
ABS-MBS
USGSE
US
Y
2
2029-02-25
Variable
4.37059080
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AB4
225000.00000000
PA
USD
193720.88000000
0.001183703932
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
4.12500000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
5135000.00000000
PA
USD
4481314.50000000
0.027382435984
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class B
90933JAA9
1143518.55000000
PA
USD
1058561.53000000
0.006468189931
Long
ABS-O
CORP
US
N
2
2025-10-07
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138M4N81
1537108.18000000
PA
USD
1465416.33000000
0.008954218420
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
4500000.00000000
PA
USD
3703028.94000000
0.022626832572
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BR3
1730000.00000000
PA
USD
1539257.81000000
0.009405416300
Long
DBT
CORP
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
035198AF7
4086000.00000000
PA
USD
3687615.00000000
0.022532647880
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132G7CK9
1047382.42000000
PA
USD
999699.53000000
0.006108522038
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.50000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Through Trust
N/A
First Horizon Mortgage Pass-Through Trust, Series 2004-AR6, Class 2A1
32051GBD6
59774.08000000
PA
USD
55385.05000000
0.000338422484
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
4.24326240
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAQ3
417000.00000000
PA
USD
403134.75000000
0.002463297651
Long
DBT
CORP
US
Y
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475AZ8
1975000.00000000
PA
USD
1679670.35000000
0.010263387189
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGJ7
13790000.00000000
PA
USD
11280051.90000000
0.068925155565
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAB1
3000000.00000000
PA
USD
2803500.00000000
0.017130388702
Long
DBT
CORP
BM
Y
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AE7
250000.00000000
PA
USD
231860.67000000
0.001416751703
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AN4
769000.00000000
PA
USD
716131.25000000
0.004375818325
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BK5
700000.00000000
PA
USD
427726.64000000
0.002613562904
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBJ3
2150000.00000000
PA
USD
2023698.25000000
0.012365520826
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402CVW9
546559.13000000
PA
USD
563890.04000000
0.003445570026
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
3000000.00000000
PA
USD
2872800.00000000
0.017553836512
Long
DBT
CORP
NL
N
2
2025-04-16
Variable
6.50000160
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3622AB5X6
11747903.97000000
PA
USD
10214089.76000000
0.062411745256
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
ADT Security Corp. (The)
5493009JEEDYLVRA0J13
ADT Security Corp. (The)
74166NAA2
5260000.00000000
PA
USD
4511015.45000000
0.027563919421
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3117, Class EO
31396HUN7
64815.86000000
PA
USD
54096.49000000
0.000330548921
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
US Auto Funding Trust
N/A
US Auto Funding Trust, Series 2022-1A, Class D
90355FAD0
16000000.00000000
PA
USD
14901873.60000000
0.091055782827
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
9.14000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DQ9
3388000.00000000
PA
USD
3530794.00000000
0.021574415426
Long
DBT
CORP
GB
N
2
2026-11-03
Variable
7.33600080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-60, Class Z
31358UR24
139.28050000
PA
USD
138.89000000
0.000000848667
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
Fixed
7.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-86CB, Class A11
12668BFL2
321675.62990000
PA
USD
194521.56000000
0.001188596373
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
866000.00000000
PA
USD
744760.00000000
0.004550750237
Long
DBT
NUSS
CI
Y
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A
65246QAA7
19100637.78000000
PA
USD
16986403.46000000
0.103793006570
Long
ABS-O
CORP
US
Y
2
2026-11-25
Fixed
3.47400000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I LLC
N/A
Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A2
741389AB6
15500000.00000000
PA
USD
13430006.00000000
0.082062144837
Long
ABS-O
CORP
US
Y
2
2060-09-27
Variable
4.21279920
N
N
N
N
N
N
University of Miami
5493008ZSVWUNRYQE312
University of Miami, Series 2022
914453AA3
3500000.00000000
PA
USD
2947620.24000000
0.018011014966
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06300000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BL7
2165000.00000000
PA
USD
1915856.67000000
0.011706570163
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
N/A
7318.00000000
NS
USD
73.18000000
0.000000447155
Long
CORP
LU
N
3
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBS8
3040000.00000000
PA
USD
2041123.76000000
0.012471996931
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00100000
N
N
N
N
N
N
Mid-State Capital Corp. Trust
N/A
Mid-State Capital Corp. Trust, Series 2006-1, Class M1
59548PAB5
977055.53000000
PA
USD
946013.69000000
0.005780482335
Long
ABS-O
CORP
US
Y
2
2040-10-15
Fixed
6.08300000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B36
6651000.00000000
PA
USD
5543275.95000000
0.033871400644
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Aflac, Inc.
549300N0B7DOGLXWPP39
Aflac, Inc.
001055BJ0
2500000.00000000
PA
USD
2299291.83000000
0.014049496268
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.60000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617BFTE2
3610434.89000000
PA
USD
3596119.77000000
0.021973579268
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
5.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AJ4
15150000.00000000
PA
USD
14981738.49000000
0.091543785898
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
8000000.00000000
PA
USD
6140800.00000000
0.037522486513
Long
DBT
CORP
NL
N
2
2027-05-16
Variable
3.87500040
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DB1
305000.00000000
PA
USD
255316.62000000
0.001560075956
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.10000000
N
N
N
N
N
N
HERO Funding
549300Z5C0ID42MSJA91
HERO Funding, Series 2017-3A, Class A1
42771AAA4
2404298.03000000
PA
USD
2183144.21000000
0.013339792726
Long
ABS-O
CORP
KY
Y
3
2048-09-20
Fixed
3.19000000
N
Y
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAB8
132000.00000000
PA
USD
112480.30000000
0.000687294902
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2017-M8, Class A2
3136AW7J0
8930666.07000000
PA
USD
8404557.85000000
0.051354857442
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Variable
3.06100080
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAY8
5040000.00000000
PA
USD
3868919.86000000
0.023640485485
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2D2
6000000.00000000
PA
USD
5938263.54000000
0.036284916231
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CC1
2620000.00000000
PA
USD
2561053.75000000
0.015648955314
Long
DBT
CORP
DE
N
2
2024-09-18
Variable
2.22199920
N
N
N
N
N
N
CWABS, Inc. Asset-Backed Certificates
N/A
CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class 3A
126671Y91
296544.19000000
PA
USD
269661.18000000
0.001647726353
Long
ABS-O
CORP
US
N
2
2034-04-25
Floating
5.17700160
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CKW1
12529YBN1
9000000.00000000
PA
USD
6725259.00000000
0.041093740250
Long
ABS-MBS
CORP
US
Y
2
2026-01-29
Fixed
0.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2A0
8475000.00000000
PA
USD
7841521.46000000
0.047914503522
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LXQK8
1722598.78000000
PA
USD
1652461.76000000
0.010097132963
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
CSMC OA LLC
549300818AKCJ4Q9TD76
CSMC OA LLC, Series 2014-USA, Class D
12649AAN9
15200000.00000000
PA
USD
11339818.64000000
0.069290351743
Long
ABS-MBS
CORP
US
Y
2
2037-09-15
Fixed
4.37330000
N
N
N
N
N
N
BWAY Mortgage Trust
N/A
BWAY Mortgage Trust, Series 2013-1515, Class F
05604FAS4
5000000.00000000
PA
USD
4089150.50000000
0.024986173542
Long
ABS-MBS
CORP
US
Y
2
2033-03-10
Variable
3.92694840
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
009279AA8
655000.00000000
PA
USD
610211.24000000
0.003728609142
Long
DBT
CORP
NL
Y
2
2027-04-10
Fixed
3.15000000
N
N
N
N
N
N
Presidio Holdings, Inc.
N/A
Presidio Holdings, Inc.
74101XAE0
5015000.00000000
PA
USD
4568535.56000000
0.027915387887
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust, Series 2022-1D, Class D
43283BAD5
4706141.03000000
PA
USD
4474531.12000000
0.027340987103
Long
ABS-O
CORP
US
Y
2
2034-06-20
Fixed
6.79000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PES7
8141000.00000000
PA
USD
8781789.43000000
0.053659877451
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007AJ9
3345000.00000000
PA
USD
2880825.29000000
0.017602873907
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust, Series 2021-MHC, Class F
55316VAL8
24400000.00000000
PA
USD
23622755.08000000
0.144343490898
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
7.18896240
N
N
N
N
N
N
FRTKL
N/A
FRTKL, Series 2021-SFR1, Class F
30322DAL3
4400000.00000000
PA
USD
3725076.08000000
0.022761548491
Long
ABS-O
CORP
US
Y
2
2038-09-17
Fixed
3.17100000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
2779000.00000000
PA
USD
2457468.23000000
0.015016010701
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCH6
17231000.00000000
PA
USD
15901570.63000000
0.097164289589
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBE4
1545000.00000000
PA
USD
1283034.74000000
0.007839801610
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
3.90000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325BB0
370000.00000000
PA
USD
410700.00000000
0.002509524037
Long
DBT
NUSS
CO
N
2
2033-01-28
Fixed
10.37500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2J1
7000000.00000000
PA
USD
5826515.45000000
0.035602095394
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.57199840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-H14, Class AI
38376R5Q5
18728285.77060000
PA
USD
1175836.69000000
0.007184783146
Long
ABS-MBS
USGA
US
N
2
2067-06-20
Variable
1.56206160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H7CN2
2500863.45000000
PA
USD
2479745.73000000
0.015152134202
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2020-2A, Class C
22535MAE9
4895000.00000000
PA
USD
4724899.73000000
0.028870828947
Long
ABS-O
CORP
US
Y
2
2029-11-15
Fixed
2.73000000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2022-1A, Class D
55400UAD5
9391457.26660000
PA
USD
8893726.94000000
0.054343855713
Long
ABS-O
CORP
US
Y
2
2039-11-21
Fixed
7.35000000
N
N
N
N
N
N
GMACM Mortgage Loan Trust
N/A
GMACM Mortgage Loan Trust, Series 2003-J10, Class A1
36185NM72
10897.58000000
PA
USD
10673.76000000
0.000065220494
Long
ABS-MBS
CORP
US
N
2
2019-01-25
Fixed
4.75000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCY0
7625000.00000000
PA
USD
6549038.54000000
0.040016970149
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBL5
1730000.00000000
PA
USD
1748995.40000000
0.010686988064
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617KJQL1
695045.32000000
PA
USD
675119.23000000
0.004125220199
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GDC0
1500000.00000000
PA
USD
1329795.72000000
0.008125527939
Long
DBT
CORP
US
Y
2
2029-06-17
Fixed
3.05000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWL4
6079000.00000000
PA
USD
5646543.83000000
0.034502404362
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.69100080
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
940000.00000000
PA
USD
942320.86000000
0.005757917821
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
31283LA48
964.84000000
PA
USD
985.91000000
0.000006024263
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
10.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCD5
5945000.00000000
PA
USD
5159182.65000000
0.031524453069
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H04, Class FL
38378U8R1
4447421.05000000
PA
USD
4423138.13000000
0.027026957535
Long
ABS-MBS
USGA
US
N
2
2065-02-20
Floating
4.65486120
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2014-2, Class A
90932QAA4
348354.23000000
PA
USD
328276.80000000
0.002005888776
Long
ABS-O
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LHD98
13307000.00000000
PA
USD
12409301.66000000
0.075825275889
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-86, Class PG
31392FWH6
229097.60000000
PA
USD
230733.68000000
0.001409865391
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
Fixed
6.00000000
N
N
N
N
N
N
AEP Transmission Co. LLC
549300X123Z1I0LA3Y84
AEP Transmission Co. LLC, Series M
00115AAM1
2000000.00000000
PA
USD
1541385.96000000
0.009418420058
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
NMG, Inc.
N/A
NMG, Inc.
62929P102
9033.00000000
NS
USD
1385029.89000000
0.008463028492
Long
EC
CORP
US
N
3
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-31, Class SK
38376XA29
142495.61000000
PA
USD
5248.97000000
0.000032073085
Long
ABS-MBS
USGA
US
N
2
2034-11-20
Floating
1.50213960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36196PT44
3750798.15000000
PA
USD
3648311.30000000
0.022292488202
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.50000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BW8
2500000.00000000
PA
USD
2360673.98000000
0.014424563180
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
4150000.00000000
PA
USD
3523239.36000000
0.021528253870
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
2.70000000
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BC0
4269000.00000000
PA
USD
4028676.65000000
0.024616656668
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAG0
701000.00000000
PA
USD
672725.17000000
0.004110591636
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140Q8LU7
2285529.16000000
PA
USD
2234318.98000000
0.013652488893
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1995-19, Class Z
31359LZB4
14686.72000000
PA
USD
14651.18000000
0.000089523955
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.50000000
N
N
N
N
N
N
ATI, Inc.
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741RAH5
5420000.00000000
PA
USD
5163008.26000000
0.031547828915
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJQ58
13116000.00000000
PA
USD
13154048.34000000
0.080375944736
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
4.42000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
31410LA85
40881.78000000
PA
USD
40809.78000000
0.000249362366
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K63, Class B
30300HAG1
11895000.00000000
PA
USD
11142392.64000000
0.068084008201
Long
ABS-MBS
USGSE
US
Y
2
2050-02-25
Variable
3.87772920
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
87000.00000000
PA
USD
81127.50000000
0.000495718070
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-67, Class SI
38375LG53
104119.42000000
PA
USD
2989.64000000
0.000018267770
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
1.91214000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJWD4
19130000.00000000
PA
USD
18409693.90000000
0.112489820721
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.89500000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WBH3
320000.00000000
PA
USD
291493.15000000
0.001781127506
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
2.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-20, Class D
31359N4Q1
26987.10000000
PA
USD
27194.61000000
0.000166168803
Long
ABS-MBS
USGSE
US
N
2
2027-03-17
Fixed
7.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFP0
853000.00000000
PA
USD
806183.22000000
0.004926068101
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912834LB2
10721000.00000000
PA
USD
4839693.98000000
0.029572262912
Long
DBT
UST
US
N
2
2042-02-15
None
0.00000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AW7
2000000.00000000
PA
USD
2099771.20000000
0.012830353786
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QCFC5
5783938.45000000
PA
USD
5369429.67000000
0.032809137633
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.50000000
N
N
N
N
N
N
Multi-Family Connecticut Avenue Securities Trust
5493002KQF9IH3CTQZ40
Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10
62548QAD3
36445000.00000000
PA
USD
34687651.26000000
0.211953967984
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Floating
8.36700120
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
Regents of the University of California Medical Center Pooled
913366KD1
1820000.00000000
PA
USD
1213222.56000000
0.007413224196
Long
DBT
MUN
US
N
2
2120-05-15
Fixed
3.70600000
N
N
N
N
N
N
CWABS, Inc. Asset-Backed Certificates
N/A
CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M1
126671Z25
25753.65000000
PA
USD
25128.54000000
0.000153544375
Long
ABS-O
CORP
US
N
2
2034-03-25
Floating
5.36699880
N
N
N
N
N
N
LP LMS Asset Securitization Trust
N/A
LP LMS Asset Securitization Trust
50214GAC5
10463000.00000000
PA
USD
9730590.00000000
0.059457388621
Long
ABS-CBDO
CORP
US
N
3
2028-10-15
Fixed
8.35300000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
7025000.00000000
PA
USD
6735270.81000000
0.041154915993
Long
DBT
CORP
FR
Y
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-42, Class PS
31394DRU6
2906.88000000
PA
USD
2856.88000000
0.000017456559
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Floating
5.45749920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335BTT3
10009756.73000000
PA
USD
9635362.50000000
0.058875514503
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132QDE72
328760.63000000
PA
USD
306391.43000000
0.001872161330
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
776000.00000000
PA
USD
729115.59000000
0.004455157291
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CC1
9972000.00000000
PA
USD
8934847.28000000
0.054595115712
Long
DBT
CORP
GB
N
2
2030-05-22
Variable
3.97299960
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AQ2
4500000.00000000
PA
USD
4080699.99000000
0.024934537900
Long
DBT
CORP
GB
N
2
2028-11-07
Variable
3.57400080
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BU7
4300000.00000000
PA
USD
3369944.70000000
0.020591568616
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AF2
7301000.00000000
PA
USD
6712539.40000000
0.041016018940
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2018-4A, Class D
30166EAG1
4875589.75000000
PA
USD
4864923.91000000
0.029726426818
Long
ABS-O
CORP
US
Y
2
2024-09-16
Fixed
4.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M38, Class X2
3136BBSN3
36386916.42770000
PA
USD
2552476.69000000
0.015596546407
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Variable
1.98173880
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities Corp.
N/A
Credit Suisse First Boston Mortgage Securities Corp., Series 2005-7, Class 5A1
225458G69
1097.81000000
PA
USD
497.77000000
0.000003041552
Long
ABS-MBS
CORP
US
N
2
2020-08-25
Fixed
4.75000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
8939000.00000000
PA
USD
8013166.23000000
0.048963314519
Long
DBT
CORP
FR
Y
2
2033-01-10
Variable
3.99999960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-19, Class PB
31394CJS2
1500028.98000000
PA
USD
1502738.03000000
0.009182267369
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Fixed
5.50000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust, Series 2013-2, Class A
48248XAA6
2686299.58610000
PA
USD
93069.54000000
0.000568688209
Long
ABS-O
CORP
US
Y
2
2039-03-25
Variable
1.62916560
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PBA7
1420000.00000000
PA
USD
1274379.00000000
0.007786911939
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
6.87500000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAH0
2500000.00000000
PA
USD
2332148.35000000
0.014250261368
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.05600000
N
N
N
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAH4
8649000.00000000
PA
USD
7394116.59000000
0.045180699588
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AQ7
2018000.00000000
PA
USD
1975776.60000000
0.012072702388
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-110
31396LVP2
69664.92000000
PA
USD
57311.96000000
0.000350196594
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
None
0.00000000
N
N
N
N
N
N
HERO Funding II
N/A
HERO Funding II, Series 2016-4B, Class B
42771VAA8
1274952.78000000
PA
USD
1230216.60000000
0.007517063865
Long
ABS-O
CORP
KY
Y
3
2047-09-20
Fixed
4.99000000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AR6
2648000.00000000
PA
USD
2611936.99000000
0.015959870128
Long
DBT
CORP
US
Y
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust, Series 2004-3, Class 4A
61745MA52
129834.19000000
PA
USD
126163.49000000
0.000770904092
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
5.65309440
N
N
N
N
N
N
Renew
N/A
Renew, Series 2017-1A, Class A
75973LAA6
1015427.25000000
PA
USD
921381.53000000
0.005629971019
Long
ABS-O
CORP
KY
Y
3
2052-09-20
Fixed
3.67000000
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H4CL3
242454.40000000
PA
USD
232835.39000000
0.001422707592
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-149, Class M
31359B6U6
1343.95000000
PA
USD
1341.73000000
0.000008198450
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Fixed
7.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
10972000.00000000
PA
USD
9151745.20000000
0.055920439656
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433AP7
6270000.00000000
PA
USD
5770281.00000000
0.035258482771
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-26, Class S
38374NEG8
354991.48000000
PA
USD
12371.31000000
0.000075593133
Long
ABS-MBS
USGA
US
N
2
2036-06-20
Floating
1.90213920
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT
35563PCM9
9500499.00090000
PA
USD
8731057.39000000
0.053349886524
Long
ABS-MBS
USGSE
US
N
2
2057-06-25
Fixed
3.50000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AH4
3693000.00000000
PA
USD
3583945.71000000
0.021899191403
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.87500000
N
N
N
N
N
N
Mars, Inc.
54930073HKEO6GZBSS03
Mars, Inc.
571676AJ4
2300000.00000000
PA
USD
1994431.78000000
0.012186692217
Long
DBT
CORP
US
Y
2
2026-07-16
Fixed
0.87500000
N
N
N
N
N
N
Worldwide Plaza Trust
N/A
Worldwide Plaza Trust, Series 2017-WWP, Class A
98162JAA4
20837000.00000000
PA
USD
17960043.74000000
0.109742297261
Long
ABS-MBS
CORP
US
Y
2
2036-11-10
Fixed
3.52630000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAG9
6277000.00000000
PA
USD
5182918.90000000
0.031669490054
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust, Series 2021-1, Class D
75907VAD9
2100000.00000000
PA
USD
1784282.22000000
0.010902603168
Long
ABS-O
CORP
US
Y
2
2031-03-17
Fixed
5.07000000
N
N
N
N
N
N
Radnor RE Ltd.
N/A
Radnor RE Ltd., Series 2022-1, Class M1B
75049XAB8
12600000.00000000
PA
USD
12999627.90000000
0.079432380563
Long
ABS-MBS
CORP
BM
Y
2
2032-09-25
Floating
11.23413120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138M3WF7
1614486.60000000
PA
USD
1539189.35000000
0.009404997985
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1543, Class VN
312916Z44
2840.97000000
PA
USD
2839.23000000
0.000017348711
Long
ABS-MBS
USGSE
US
N
2
2023-07-15
Fixed
7.00000000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBX1
550000.00000000
PA
USD
557435.96000000
0.003406133287
Long
DBT
CORP
US
N
2
2052-10-01
Fixed
5.35000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
19700000.00000000
PA
USD
18242160.40000000
0.111466131056
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52599840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 186
31351BFA8
56605.37000000
PA
USD
52642.27000000
0.000321663116
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LGNS1
2221570.37000000
PA
USD
2094366.65000000
0.012797330051
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust, Series 2012-2, Class A
48247KAA5
2538922.41500000
PA
USD
38858.21000000
0.000237437575
Long
ABS-O
CORP
US
Y
2
2038-08-25
Variable
0.76596840
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
11531000.00000000
PA
USD
7232519.94000000
0.044193286202
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCW8
3000000.00000000
PA
USD
3023064.63000000
0.018472007199
Long
DBT
CORP
JP
N
2
2030-01-13
Fixed
5.71000000
N
N
N
N
N
N
Clarios Global LP
N/A
Clarios Global LP
69867DAA6
2477000.00000000
PA
USD
2431175.50000000
0.014855352708
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2021-SFR1, Class F1
33767WAN3
10267000.00000000
PA
USD
8798510.99000000
0.053762052169
Long
ABS-O
CORP
US
Y
2
2038-08-17
Fixed
3.23800000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust, Series 2020-AA, Class C
038413AC4
4250000.00000000
PA
USD
3597637.33000000
0.021982852103
Long
ABS-O
CORP
US
Y
2
2046-07-17
Fixed
3.97000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EL0
10955000.00000000
PA
USD
7117035.05000000
0.043487632178
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
2.85000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
615000.00000000
PA
USD
508344.48000000
0.003106166769
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust, Series 2019-1A, Class C
55389PAC3
1831253.95000000
PA
USD
1702542.25000000
0.010403142687
Long
ABS-O
CORP
US
Y
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLC1
3320000.00000000
PA
USD
3413548.34000000
0.020858002467
Long
DBT
CORP
US
N
2
2028-11-10
Variable
6.20399880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-29, Class LA
31397NF67
213850.86000000
PA
USD
177400.11000000
0.001083978184
Long
ABS-MBS
USGSE
US
N
2
2039-05-25
Variable
1.22827680
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3610, Class CA
31398LLE6
124030.08000000
PA
USD
121066.29000000
0.000739758375
Long
ABS-MBS
USGSE
US
N
2
2039-12-15
Fixed
4.50000000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BD8
500000.00000000
PA
USD
460729.85000000
0.002815224332
Long
DBT
CORP
US
Y
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAF3
1013000.00000000
PA
USD
894965.24000000
0.005468558029
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RK6
68997000.00000000
PA
USD
52709934.55000000
0.322076571179
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BK9
3145000.00000000
PA
USD
2645627.84000000
0.016165733283
Long
DBT
CORP
JP
N
2
2039-07-18
Fixed
3.75100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBZ3
7460000.00000000
PA
USD
6454939.86000000
0.039441993526
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
1750000.00000000
PA
USD
1695802.50000000
0.010361960401
Long
DBT
CORP
NL
Y
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBP4
5350000.00000000
PA
USD
3551202.19000000
0.021699116773
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBD8
5686550.00000000
PA
USD
5004164.00000000
0.030577233618
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31410LWY4
15634256.57000000
PA
USD
16118708.56000000
0.098491080081
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345MAA5
4183000.00000000
PA
USD
3586922.50000000
0.021917380656
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31374TW39
6916.80000000
PA
USD
7095.53000000
0.000043356228
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
1290000.00000000
PA
USD
1148519.46000000
0.007017865090
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132HNMX4
2683389.96000000
PA
USD
2519315.88000000
0.015393921985
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Wesco Aircraft Holdings, Inc.
529900P5VTXZS191P208
Wesco Aircraft Holdings, Inc.
97789LAB2
8139000.00000000
PA
USD
5487476.58000000
0.033530446516
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
9.00000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAH1
1970000.00000000
PA
USD
1942242.70000000
0.011867798253
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.75000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2019-2A, Class E
14686UAG0
9750000.00000000
PA
USD
9634371.83000000
0.058869461155
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
5.01000000
N
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094AR5
700000.00000000
PA
USD
669699.72000000
0.004092105053
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.25000000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAQ9
4387000.00000000
PA
USD
4419529.61000000
0.027004908186
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
7.62500000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAU2
3795000.00000000
PA
USD
2624005.31000000
0.016033611883
Long
DBT
CORP
US
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust, Series 2021-MH1, Class B2
14731QAF6
2550000.00000000
PA
USD
2050187.51000000
0.012527379689
Long
ABS-MBS
CORP
US
Y
2
2046-02-25
Fixed
5.57300000
N
N
N
N
N
N
Triton Water Holdings, Inc.
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc., 1st Lien Term Loan B
89678QAB2
4925006.64000000
PA
USD
4574740.17000000
0.027953300275
Long
LON
CORP
US
N
2
2028-03-31
Variable
8.22986000
N
N
N
N
N
N
Crestwood Midstream Partners LP
N/A
Crestwood Midstream Partners LP
226373AR9
2100000.00000000
PA
USD
1910370.00000000
0.011673044645
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
Ohio Power Co.
06ZODLC132CY1O2Y7D77
Ohio Power Co.
677415CR0
600000.00000000
PA
USD
483426.43000000
0.002953908562
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140GWMP5
9632967.43000000
PA
USD
9206053.58000000
0.056252283302
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Wynn Macau Ltd.
254900NMDQ8ENTHU1I31
Wynn Macau Ltd.
98313RAH9
2990000.00000000
PA
USD
2526550.00000000
0.015438125049
Long
DBT
CORP
KY
Y
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHW3
1325000.00000000
PA
USD
1161559.46000000
0.007097544159
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
Healthpeak Properties Interim, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Interim, Inc.
42250PAA1
500000.00000000
PA
USD
430418.38000000
0.002630010399
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2015-K48, Class B
30293HAE5
16085000.00000000
PA
USD
15325323.14000000
0.093643211119
Long
ABS-MBS
USGSE
US
Y
2
2048-08-25
Variable
3.64550040
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AW6
2800000.00000000
PA
USD
2764567.29000000
0.016892495905
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAC8
200000.00000000
PA
USD
151319.52000000
0.000924616442
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.70000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAR2
14574000.00000000
PA
USD
12143445.49000000
0.074200799509
Long
DBT
CORP
KY
Y
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-2, Class AA
023765AA8
719500.00000000
PA
USD
641762.77000000
0.003921400287
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KNE82
14382270.76000000
PA
USD
12196950.59000000
0.074527734826
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B85
3440000.00000000
PA
USD
3161248.99000000
0.019316363111
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
Black Knight InfoServ LLC
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
5125000.00000000
PA
USD
4433125.00000000
0.027087980886
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.62500000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AT9
8352000.00000000
PA
USD
9942972.48000000
0.060755121610
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAS8
945000.00000000
PA
USD
782412.75000000
0.004780822019
Long
DBT
CORP
CA
Y
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2014-SFR3, Class E
02665XAE9
17745000.00000000
PA
USD
17536451.89000000
0.107153999404
Long
ABS-O
CORP
US
Y
2
2036-12-17
Fixed
6.41800000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
31143000.00000000
PA
USD
20332972.58000000
0.124241742023
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
SBALR Commercial Mortgage Trust
N/A
SBALR Commercial Mortgage Trust, Series 2020-RR1, Class A3
78397EAE6
39714354.02000000
PA
USD
33783380.62000000
0.206428550629
Long
ABS-MBS
CORP
US
Y
2
2053-02-13
Fixed
2.82500000
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 6A13
225470FA6
200750.09000000
PA
USD
93490.36000000
0.000571259570
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
First Student Bidco, Inc.
2549006DRO2F06AA1391
First Student Bidco, Inc., 1st Lien Term Loan B
33718FAD2
3055047.78000000
PA
USD
2912102.09000000
0.017793986353
Long
LON
CORP
US
N
2
2028-07-21
Variable
7.72643000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1994-65, Class PK
31359HRM8
1620.60000000
PA
USD
1580.47000000
0.000009657237
Long
ABS-MBS
USGSE
US
N
2
2024-04-25
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36193UAF1
1984947.05000000
PA
USD
1849300.35000000
0.011299887220
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN4, Class M2
35563HAB3
16750000.00000000
PA
USD
17217266.38000000
0.105203661664
Long
ABS-MBS
USGSE
US
Y
2
2052-05-25
Floating
10.98412920
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC, Series E
29379VBN2
1500000.00000000
PA
USD
1339350.00000000
0.008183908010
Long
DBT
CORP
US
N
2
2077-08-16
Variable
5.24999880
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AN7
11808000.00000000
PA
USD
7365299.04000000
0.045004614040
Long
DBT
CORP
CA
Y
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140H6DX4
3918933.77000000
PA
USD
3823186.38000000
0.023361037549
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DNNU3
13744426.84000000
PA
USD
13266581.09000000
0.081063560128
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
DataBank Issuer
N/A
DataBank Issuer, Series 2021-1A, Class A2
23802WAA9
19300000.00000000
PA
USD
17140507.56000000
0.104734637793
Long
ABS-O
CORP
US
Y
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36194GLT9
3746795.11000000
PA
USD
3623561.52000000
0.022141258185
Long
ABS-MBS
USGA
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
11682000.00000000
PA
USD
10601531.82000000
0.064779154954
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Ascension Health
N/A
Ascension Health
04351LAB6
687000.00000000
PA
USD
583910.43000000
0.003567901777
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.94500000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCQ1
1420000.00000000
PA
USD
1359181.64000000
0.008305086431
Long
DBT
CORP
US
N
2
2053-02-28
Fixed
5.25000000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AL3
202000.00000000
PA
USD
200146.26000000
0.001222965304
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
5.69999880
N
N
N
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
80007RAN5
1965000.00000000
PA
USD
1660425.00000000
0.010145791211
Long
DBT
CORP
KY
N
2
2027-03-08
Fixed
2.80000080
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
65412JAS2
2327000.00000000
PA
USD
1687075.00000000
0.010308632252
Long
DBT
NUSS
NG
Y
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
Southwestern Electric Power Co.
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co., Series M
845437BR2
400000.00000000
PA
USD
378348.59000000
0.002311845340
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.10000000
N
N
N
N
N
N
Weekley Homes LLC
N/A
Weekley Homes LLC
948565AD8
5432000.00000000
PA
USD
4613340.84000000
0.028189164189
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBF1
1835000.00000000
PA
USD
1465798.00000000
0.008956550561
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2013-1, Class A
909319AA3
404726.22000000
PA
USD
386820.20000000
0.002363609910
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCA8
615000.00000000
PA
USD
526254.62000000
0.003215604136
Long
DBT
CORP
US
N
2
2042-10-15
Fixed
3.95000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAF7
3590000.00000000
PA
USD
3168051.50000000
0.019357928882
Long
DBT
CORP
NO
Y
2
2026-09-16
Variable
1.12700160
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAF2
5455000.00000000
PA
USD
5415833.75000000
0.033092683175
Long
DBT
CORP
US
Y
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR25, Class A4
12593PAW2
6856000.00000000
PA
USD
6547401.84000000
0.040006969326
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.75900000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
8806000.00000000
PA
USD
8359420.88000000
0.051079054395
Long
DBT
CORP
FR
Y
2
2024-10-16
Fixed
2.62500000
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAA9
3906000.00000000
PA
USD
3447826.20000000
0.021067452464
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAU9
620000.00000000
PA
USD
562153.26000000
0.003434957679
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.45000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MB
35563PMM8
42940752.58000000
PA
USD
33998160.50000000
0.207740932591
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
3.00000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-1, Class A
90931EAA2
1502080.05000000
PA
USD
1346030.16000000
0.008224726179
Long
ABS-O
CORP
US
N
2
2031-08-25
Fixed
4.55000000
N
N
N
N
N
N
MyMichigan Health
N/A
MyMichigan Health, Series 2020
597861AA1
955000.00000000
PA
USD
675301.41000000
0.004126333384
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.40900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
9128337R5
98914000.00000000
PA
USD
68166464.40000000
0.416521502271
Long
DBT
UST
US
N
2
2032-05-15
None
0.00000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7
9393366B4
283812.39610000
PA
USD
257854.40000000
0.001575582700
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.50000000
N
N
N
N
N
N
FRR Re-REMIC Trust
N/A
FRR Re-REMIC Trust, Series 2018-C1, Class A725
30307WBA3
3000000.00000000
PA
USD
2836475.70000000
0.017331882034
Long
ABS-MBS
CORP
US
Y
2
2050-02-27
Variable
2.49742080
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBD9
500000.00000000
PA
USD
426470.48000000
0.002605887316
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
4.12500000
N
N
N
N
N
N
Wynn Las Vegas LLC
N/A
Wynn Las Vegas LLC
983130AU9
2850000.00000000
PA
USD
2841450.00000000
0.017362276788
Long
DBT
CORP
US
Y
2
2023-05-30
Fixed
4.25000000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAE7
780000.00000000
PA
USD
747961.50000000
0.004570312548
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
1259000.00000000
PA
USD
1207204.88000000
0.007376454017
Long
DBT
CORP
US
N
2
2025-07-22
Variable
2.72000160
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCB7
8896000.00000000
PA
USD
7934787.20000000
0.048484390584
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CB3
412000.00000000
PA
USD
424317.52000000
0.002592731960
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.90000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XU2
3750000.00000000
PA
USD
3527287.50000000
0.021552989455
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series P
172967JM4
2120000.00000000
PA
USD
2071664.00000000
0.012658608731
Long
DBT
CORP
US
N
2
2025-05-15
Variable
5.95000080
N
N
N
N
N
N
Turkiye Ihracat Kredi Bankasi A/S
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi A/S
90015LAG2
1289000.00000000
PA
USD
1269665.00000000
0.007758107712
Long
DBT
NUSS
TR
Y
2
2026-01-31
Fixed
9.37500000
N
N
N
N
N
N
Santander Revolving Auto Loan Trust
N/A
Santander Revolving Auto Loan Trust, Series 2019-A, Class C
80286JAC9
10750000.00000000
PA
USD
10018208.80000000
0.061214842462
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3.00000000
N
N
N
N
N
N
BX
N/A
BX, Series 2021-MFM1, Class E
05608VAL0
2938797.17000000
PA
USD
2850411.67000000
0.017417035800
Long
ABS-MBS
CORP
US
Y
2
2034-01-15
Floating
6.92647920
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RC4
12177000.00000000
PA
USD
11337452.96000000
0.069275896592
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36193PPT6
710852.61000000
PA
USD
700367.06000000
0.004279493480
Long
ABS-MBS
USGA
US
N
2
2046-05-15
Fixed
4.50000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2019-1A, Class D
67576TAD1
7979000.00000000
PA
USD
7894067.53000000
0.048235578822
Long
ABS-O
CORP
US
Y
2
2027-05-20
Fixed
5.96000000
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
171051.33000000
PA
USD
156448.70000000
0.000955957568
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
3.16179720
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-20, Class H
3136B4NV6
6859257.40000000
PA
USD
6373044.43000000
0.038941583128
Long
ABS-MBS
USGSE
US
N
2
2049-05-25
Fixed
3.50000000
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAH9
2910000.00000000
PA
USD
2619000.00000000
0.016003027647
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GK3
1000000.00000000
PA
USD
794502.57000000
0.004854695148
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAN3
17982000.00000000
PA
USD
16769637.56000000
0.102468489315
Long
DBT
CORP
US
N
2
2026-01-25
Variable
2.01399840
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2022-1A, Class E
36263XAJ2
14000000.00000000
PA
USD
11949211.40000000
0.073013959680
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
5.64000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
1255000.00000000
PA
USD
955710.36000000
0.005839732460
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2015-M13, Class A2
3136AQHL7
1226521.81000000
PA
USD
1159705.93000000
0.007086218427
Long
ABS-MBS
USGSE
US
N
2
2025-06-25
Variable
2.69768880
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
2175000.00000000
PA
USD
2104714.88000000
0.012860561441
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAA8
2237000.00000000
PA
USD
2136915.19000000
0.013057316863
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
4.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1996-2, Class 1Z
911760HH2
96235.62000000
PA
USD
97468.81000000
0.000595569324
Long
ABS-MBS
USGSE
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2022-A, Class A
68378NAA8
12000000.00000000
PA
USD
11632134.00000000
0.071076503247
Long
ABS-O
CORP
US
Y
2
2031-06-09
Fixed
5.05000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2021-1, Class BXS
35563PWX3
10521853.03000000
PA
USD
7644433.46000000
0.046710225281
Long
ABS-MBS
CORP
US
Y
2
2060-09-25
Variable
12.61110600
N
N
N
N
N
N
Texas Health Resources
54930008C10TUBW7Z611
Texas Health Resources
882484AC2
500000.00000000
PA
USD
295518.20000000
0.001805722002
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.32800000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
N/A
2850000.00000000
PA
USD
2789081.25000000
0.017042284977
Long
DBT
NUSS
OM
Y
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
Pendoor Proper
N/A
Pendoor Proper
N/A
31800000.00000000
PA
USD
30289500.00000000
0.185079689171
Long
ABS-MBS
CORP
US
N
3
2026-02-15
Fixed
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HU3T1
22452000.00000000
PA
USD
20157907.85000000
0.123172033847
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
2.66000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AF7
3333000.00000000
PA
USD
2176164.00000000
0.013297141144
Long
DBT
CORP
US
Y
2
2041-02-10
Fixed
2.50000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AE0
1110000.00000000
PA
USD
852202.03000000
0.005207259506
Long
DBT
CORP
US
Y
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475AX3
2000000.00000000
PA
USD
1846741.78000000
0.011284253441
Long
DBT
CORP
US
N
2
2026-07-23
Fixed
2.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A2
31392B6U5
204170.51000000
PA
USD
212036.22000000
0.001295617216
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-71, Class GZ
31396WMD5
110509.14500000
PA
USD
118115.05000000
0.000721725242
Long
ABS-MBS
USGSE
US
N
2
2047-07-25
Fixed
6.00000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBG4
5255000.00000000
PA
USD
3561251.96000000
0.021760524466
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBN9
4090000.00000000
PA
USD
2638272.50000000
0.016120789522
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
Rio Tinto Finance USA Ltd.
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd.
767201AL0
2000000.00000000
PA
USD
1995103.84000000
0.012190798744
Long
DBT
CORP
AU
N
2
2040-11-02
Fixed
5.20000000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAH1
6745000.00000000
PA
USD
6158522.25000000
0.037630775806
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BF3
2730000.00000000
PA
USD
2293882.50000000
0.014016443325
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LVY49
702571.99000000
PA
USD
669878.69000000
0.004093198624
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851AE8
2576000.00000000
PA
USD
2345834.81000000
0.014333890539
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.37500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBF6
654000.00000000
PA
USD
648090.97000000
0.003960067854
Long
DBT
CORP
JP
N
2
2023-10-16
Fixed
3.93600000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCL1
3490000.00000000
PA
USD
3475551.40000000
0.021236863362
Long
DBT
CORP
JP
N
2
2028-09-13
Variable
5.41400040
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDS6
500000.00000000
PA
USD
486933.75000000
0.002975339543
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
2345000.00000000
PA
USD
2207065.95000000
0.013485963122
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York and New Jersey, Consolidated, Series 174
73358WJA3
740000.00000000
PA
USD
674705.29000000
0.004122690878
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.45800000
N
N
N
N
N
N
NGL Energy Operating LLC
N/A
NGL Energy Operating LLC
62922LAA6
2173000.00000000
PA
USD
2075035.08000000
0.012679207237
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-4A, Class E
30166BAG7
12000000.00000000
PA
USD
10814424.00000000
0.066080002393
Long
ABS-O
CORP
US
Y
2
2030-03-15
Fixed
8.23000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHW2
2000000.00000000
PA
USD
1897927.92000000
0.011597019082
Long
DBT
CORP
US
N
2
2025-10-22
Variable
2.45599920
N
N
N
N
N
N
AEP Transmission Co. LLC
549300X123Z1I0LA3Y84
AEP Transmission Co. LLC
00115AAL3
485000.00000000
PA
USD
339740.54000000
0.002075936332
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.15000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
7240000.00000000
PA
USD
7218686.38000000
0.044108758197
Long
DBT
CORP
US
N
2
2024-04-24
Variable
3.73700160
N
N
N
N
N
N
FTF Funding II LLC
549300881VLD4ANNI662
FTF Funding II LLC
N/A
12852881.13000000
PA
USD
10924948.96000000
0.066755349468
Long
ABS-MBS
CORP
US
N
3
2024-08-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LGZJ8
16290807.05000000
PA
USD
15330841.76000000
0.093676931863
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.37000000
N
N
N
N
N
N
TSMC Arizona Corp.
2549005GOBWLCSY63Q97
TSMC Arizona Corp.
872898AC5
10170000.00000000
PA
USD
8369910.00000000
0.051143146674
Long
DBT
CORP
US
N
2
2031-10-25
Fixed
2.50000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCE1
15035000.00000000
PA
USD
12366588.20000000
0.075564281357
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Banner Health
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAD9
2439000.00000000
PA
USD
1933226.08000000
0.011812703477
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
1.89700000
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAB6
4880000.00000000
PA
USD
4821758.91000000
0.029462673214
Long
DBT
CORP
KY
Y
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAN4
6595000.00000000
PA
USD
6654787.76000000
0.040663135744
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BQ4
3000000.00000000
PA
USD
2491842.57000000
0.015226050225
Long
DBT
CORP
NL
N
2
2046-05-10
Fixed
4.00000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBG9
200000.00000000
PA
USD
191648.68000000
0.001171042048
Long
DBT
CORP
US
N
2
2025-02-05
Fixed
3.20000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZW6
8140000.00000000
PA
USD
7543715.86000000
0.046094804686
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SK5
196111000.00000000
PA
USD
144616542.31000000
0.883658848767
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAE2
5000000.00000000
PA
USD
4499459.30000000
0.027493307208
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-H14, Class XI
38376R5T9
13147789.88000000
PA
USD
495671.68000000
0.003028731423
Long
ABS-MBS
USGA
US
N
2
2067-06-20
Variable
1.23450840
N
N
N
N
N
N
Memorial Health Services
549300FTIZOMIONZZ882
Memorial Health Services
58601VAC6
645000.00000000
PA
USD
485376.94000000
0.002965826876
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.44700000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EM5
7610000.00000000
PA
USD
7284029.53000000
0.044508028238
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.62500000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
8892000.00000000
PA
USD
7082731.33000000
0.043278024168
Long
DBT
CORP
US
Y
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-2, Class A1
69359UAA3
14273218.86000000
PA
USD
13350047.05000000
0.081573567025
Long
ABS-MBS
CORP
US
Y
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617KJP81
3688670.69000000
PA
USD
3593854.85000000
0.021959739796
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBM0
500000.00000000
PA
USD
486486.68000000
0.002972607785
Long
DBT
CORP
US
N
2
2025-07-28
Fixed
3.95000000
N
N
N
N
N
N
Pacific Life Insurance Co.
8WC3XYHE06SQFW7CQK10
Pacific Life Insurance Co.
69448FAA9
2730000.00000000
PA
USD
2125390.39000000
0.012986896209
Long
DBT
CORP
US
Y
2
2067-10-24
Variable
4.29999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371E4M4
218.62000000
PA
USD
221.23000000
0.000001351794
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
9.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418BXL5
2749692.66000000
PA
USD
2627019.77000000
0.016052031313
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335GHW8
630.75000000
PA
USD
630.12000000
0.000003850258
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
7.50000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AT9
6600000.00000000
PA
USD
5382574.56000000
0.032889457617
Long
DBT
CORP
NL
N
2
2042-08-21
Fixed
3.62500000
N
N
N
N
N
N
E3
N/A
E3, Series 2019-1, Class C
269330AC0
2115339.10000000
PA
USD
2012836.11000000
0.012299149262
Long
ABS-O
CORP
KY
Y
3
2055-09-20
Fixed
5.00000000
N
Y
N
N
N
N
Texas Eastern Transmission LP
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AD2
375000.00000000
PA
USD
344077.19000000
0.002102434816
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416JAU5
100820.65000000
PA
USD
103454.43000000
0.000632143605
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FPP5
210359.67000000
PA
USD
219140.74000000
0.001339028377
Long
ABS-MBS
USGA
US
N
2
2038-10-20
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FNS1
164839.46000000
PA
USD
170328.20000000
0.001040766282
Long
ABS-MBS
USGA
US
N
2
2031-09-20
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2015-M8, Class A2
3136ANSB4
10154382.99000000
PA
USD
9709744.90000000
0.059330017597
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Variable
2.90000160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-68, Class IA
31396WK62
1773.36000000
PA
USD
21.78000000
0.000000133083
Long
ABS-MBS
USGSE
US
N
2
2037-06-25
Fixed
6.50000000
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAF3
2225000.00000000
PA
USD
2088718.75000000
0.012762819360
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AHB7
1066398.36000000
PA
USD
1022839.08000000
0.006249912973
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36193UAC8
1486332.76000000
PA
USD
1385914.90000000
0.008468436220
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDN5
2988000.00000000
PA
USD
2783777.46000000
0.017009876921
Long
DBT
CORP
GB
N
2
2027-09-19
Fixed
3.27900000
N
N
N
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAF0
11900000.00000000
PA
USD
11995019.72000000
0.073293864916
Long
DBT
CORP
GB
Y
2
2027-07-27
Fixed
6.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292J5V8
37250.66000000
PA
USD
39102.35000000
0.000238929357
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.50000000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
804000.00000000
PA
USD
732645.00000000
0.004476723249
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAM0
550000.00000000
PA
USD
446715.58000000
0.002729592125
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.12500000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389375AL0
2110000.00000000
PA
USD
1547009.80000000
0.009452783734
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR3, Class E2
74331UAL2
20110000.00000000
PA
USD
18916865.66000000
0.115588821751
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
5.60000000
N
N
N
N
N
N
SART
N/A
SART
N/A
3650357.93000000
PA
USD
3577350.77000000
0.021858893958
Long
ABS-MBS
CORP
US
N
3
2024-07-15
Fixed
4.75000000
N
N
N
N
N
N
Sinclair Television Group, Inc.
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259BA7
5585000.00000000
PA
USD
4346247.00000000
0.026557125202
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K63, Class C
30300HAJ5
5000000.00000000
PA
USD
4643941.50000000
0.028376145177
Long
ABS-MBS
USGSE
US
Y
2
2050-02-25
Variable
3.87772920
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
77313LAB9
582000.00000000
PA
USD
430271.03000000
0.002629110037
Long
DBT
CORP
US
Y
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust, Series 2022-1A, Class E
89616BAE4
5290000.00000000
PA
USD
5061691.01000000
0.030928744245
Long
ABS-O
CORP
US
Y
2
2027-08-16
Fixed
7.79000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust, Series 2019-MH1, Class B
14732FAB8
17000000.00000000
PA
USD
15330231.10000000
0.093673200512
Long
ABS-O
CORP
US
Y
3
2044-11-25
Variable
5.00000040
N
N
N
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216BE0
270000.00000000
PA
USD
232548.41000000
0.001420954041
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.75000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2004-10, Class 3A2
45254NLN5
141466.61000000
PA
USD
129059.01000000
0.000788596756
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
5.41699920
N
N
N
N
N
N
Home RE Ltd.
N/A
Home RE Ltd., Series 2021-2, Class M1B
43730VAB4
9565000.00000000
PA
USD
9470291.20000000
0.057866869761
Long
ABS-MBS
CORP
BM
Y
2
2034-01-25
Floating
6.08412960
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGT0
519000.00000000
PA
USD
498214.28000000
0.003044267620
Long
DBT
CORP
US
N
2
2025-10-01
Variable
3.09300120
N
N
N
N
N
N
Great Ajax Operating Partnership LP
549300IMX0KE8QJMZ613
Great Ajax Operating Partnership LP, Series QIB
38982GAA4
23000000.00000000
PA
USD
21879981.65000000
0.133694521297
Long
DBT
CORP
US
Y
2
2027-09-01
Fixed
8.87500000
N
N
N
N
N
N
Southern Natural Gas Co. LLC
N/A
Southern Natural Gas Co. LLC
84346LAA8
204000.00000000
PA
USD
170190.59000000
0.001039925436
Long
DBT
CORP
US
Y
2
2047-03-15
Fixed
4.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C2N2
314.18000000
PA
USD
313.82000000
0.000001917552
Long
ABS-MBS
USGA
US
N
2
2028-04-20
Fixed
8.00000000
N
N
N
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362UAC8
1175000.00000000
PA
USD
1039717.29000000
0.006353044878
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
4.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31377U2Q5
16369100.00000000
PA
USD
15635233.96000000
0.095536877183
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.78000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABF9
3000000.00000000
PA
USD
2764778.58000000
0.016893786962
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.85000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KW07, Class C
30297NAG3
13000000.00000000
PA
USD
7548626.80000000
0.046124812288
Long
ABS-MBS
USGSE
US
Y
2
2031-10-25
None
0.00000000
N
N
N
N
N
N
Caerus Uinta Abs I LLC
549300KYPQ0HIKDTZK59
Caerus Uinta Abs I LLC, Series 2023-1A, Class A2
127656AB2
25000000.00000000
PA
USD
24687500.00000000
0.150849463557
Long
ABS-O
CORP
US
N
3
2040-04-28
Fixed
7.85000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CA0
1700000.00000000
PA
USD
1074281.07000000
0.006564241949
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
PECO Energy Co.
YH65D4JBECK76IFEJ279
PECO Energy Co.
693304AY3
750000.00000000
PA
USD
489637.62000000
0.002991861157
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3
466247K93
40149.65000000
PA
USD
38167.99000000
0.000233220083
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
4.18381200
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138M3XL3
1359615.50000000
PA
USD
1296971.58000000
0.007924960692
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.50000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
2301000.00000000
PA
USD
2140176.62000000
0.013077245368
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJZ6
5000000.00000000
PA
USD
3753606.05000000
0.022935876822
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
1485000.00000000
PA
USD
1276810.40000000
0.007801768664
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Southern California Gas Co.
XY0N0J73VHV5F4CUJV89
Southern California Gas Co., Series XX
842434CU4
715000.00000000
PA
USD
605350.40000000
0.003698907670
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.55000000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAP1
450000.00000000
PA
USD
320193.38000000
0.001956496186
Long
DBT
CORP
CA
Y
2
2041-05-13
Fixed
3.43900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-157, Class GA
38379FBV0
344022.94000000
PA
USD
319235.54000000
0.001950643441
Long
ABS-MBS
USGA
US
N
2
2045-01-20
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGA28
13307781.18000000
PA
USD
12424066.26000000
0.075915492881
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
3.42000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBP9
7875000.00000000
PA
USD
6235506.27000000
0.038101175730
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840M102
3411.00000000
NS
USD
75007.89000000
0.000458325062
Long
EC
CORP
US
N
1
N
N
N
LABL, Inc.
5493004FUZN8R6Y3VB98
LABL, Inc.
50168AAB6
4605000.00000000
PA
USD
4380022.59000000
0.026763506149
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2017-M1, Class A2
3136AUG21
8162147.62000000
PA
USD
7509931.63000000
0.045888370946
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Variable
2.41430040
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BA2
1000000.00000000
PA
USD
812271.55000000
0.004963269977
Long
DBT
CORP
US
N
2
2032-04-23
Variable
2.30699880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 313, Class 1
3136FAAA8
285717.00000000
PA
USD
246504.64000000
0.001506231603
Long
ABS-MBS
USGSE
US
N
2
2031-06-25
None
0.00000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBT6
5946000.00000000
PA
USD
4982409.08000000
0.030444303268
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP, Series 2020-1A, Class B3
12510HAJ9
9990000.00000000
PA
USD
8366719.91000000
0.051123654082
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBQ4
1576000.00000000
PA
USD
1492779.32000000
0.009121416086
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1997-11, Class E
31359NTJ0
6029.76000000
PA
USD
6057.64000000
0.000037014349
Long
ABS-MBS
USGSE
US
N
2
2027-03-18
Fixed
7.00000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co., Series XXX
797440CB8
5000000.00000000
PA
USD
4235655.90000000
0.025881373987
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
American Homes 4 Rent Trust
N/A
American Homes 4 Rent Trust, Series 2015-SFR1, Class E
02666AAE8
1250000.00000000
PA
USD
1228518.88000000
0.007506690188
Long
ABS-O
CORP
US
Y
2
2052-04-17
Fixed
5.63900000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VER1
2156000.00000000
PA
USD
2065503.78000000
0.012620967582
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-128
31396PEM9
67860.87000000
PA
USD
54852.81000000
0.000335170307
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
None
0.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
14706000.00000000
PA
USD
12346353.92000000
0.075440642661
Long
DBT
CORP
CH
Y
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAT2
21610000.00000000
PA
USD
21874129.95000000
0.133658765315
Long
DBT
CORP
GB
N
2
2029-01-10
Variable
6.53400000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
13870000.00000000
PA
USD
12709705.15000000
0.077660848763
Long
DBT
CORP
GB
N
2
2030-03-22
Variable
4.87500120
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust, Series 2020-1A, Class C
89615AAC1
20644000.00000000
PA
USD
20765448.65000000
0.126884325645
Long
ABS-O
CORP
US
Y
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W9, Class 1A3
31394ACG9
204951.46000000
PA
USD
203892.62000000
0.001245856905
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
6.05000000
N
N
N
N
N
N
Travelers Property Casualty Corp.
N/A
Travelers Property Casualty Corp.
893939AE8
700000.00000000
PA
USD
752382.60000000
0.004597327052
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAJ1
2617000.00000000
PA
USD
2412316.81000000
0.014740119360
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Valvoline, Inc.
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAD3
2990000.00000000
PA
USD
2922082.15000000
0.017854968093
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2015-K51, Class B
30293XAJ9
2750000.00000000
PA
USD
2632236.48000000
0.016083907279
Long
ABS-MBS
USGSE
US
Y
2
2048-10-25
Variable
3.95068320
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBD6
28229000.00000000
PA
USD
21911840.42000000
0.133889189788
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2015-C30, Class A4
94989NBE6
7598000.00000000
PA
USD
7264328.51000000
0.044387647952
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
3.66400000
N
N
N
N
N
N
Progress Residential
N/A
Progress Residential, Series 2021-SFR1, Class F
74331FAL5
12000000.00000000
PA
USD
10316434.80000000
0.063037110092
Long
ABS-O
CORP
US
Y
2
2038-04-17
Fixed
2.75700000
N
N
N
N
N
N
Arbor Realty Trust, Inc.
549300ASFUWYQO0RW077
Arbor Realty Trust, Inc., Series QIB
038923AX6
19500000.00000000
PA
USD
17202970.20000000
0.105116306886
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-22CB, Class 1A1
12667FRY3
275575.45000000
PA
USD
279318.04000000
0.001706733225
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292J5A4
20561.97000000
PA
USD
21070.62000000
0.000128749031
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138MGV44
464149.30000000
PA
USD
442571.34000000
0.002704269335
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.50000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AG6
1425000.00000000
PA
USD
1407110.58000000
0.008597949414
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Q5
11795000.00000000
PA
USD
8546984.67000000
0.052225136303
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.06799920
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BM5
2605000.00000000
PA
USD
2287328.90000000
0.013976398482
Long
DBT
CORP
JP
N
2
2029-07-18
Fixed
3.19500000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2021-2A, Class D
82652RAD1
1883459.96000000
PA
USD
1707762.53000000
0.010435040467
Long
ABS-O
CORP
US
Y
2
2038-09-20
Fixed
3.23000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
1696.00000000
NC
USD
-175641.15000000
-0.00107323030
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 5 Year Note
2023-06-30
181617750.85000000
USD
-175641.15000000
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJT7
13590000.00000000
PA
USD
11021958.31000000
0.067348111328
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700040
N
N
N
N
N
N
Darling Ingredients, Inc.
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266AH4
4878000.00000000
PA
USD
4693367.65000000
0.028678156649
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31379HW22
17963.00000000
PA
USD
18415.80000000
0.000112527131
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3B7
7180000.00000000
PA
USD
6857880.21000000
0.041904103324
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.89700080
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132WWZB1
15215325.55000000
PA
USD
14189651.93000000
0.086703853436
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.55000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAE6
1630000.00000000
PA
USD
1594111.44000000
0.009740591618
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AY1
2145000.00000000
PA
USD
2248605.65000000
0.013739785561
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
5.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2293, Class ZA
3133TSBX0
42788.25000000
PA
USD
43276.54000000
0.000264435153
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
Fixed
6.00000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CK0
3266000.00000000
PA
USD
3130315.66000000
0.019127349390
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KEEM6
46245723.26000000
PA
USD
39294056.89000000
0.240100755557
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBT9
5794000.00000000
PA
USD
5361014.38000000
0.032757717198
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR1, Class E1
74333YAJ7
12957000.00000000
PA
USD
10905536.33000000
0.066636731349
Long
ABS-O
CORP
US
Y
2
2041-02-17
Fixed
3.93000000
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BD8
500000.00000000
PA
USD
457775.00000000
0.002797169141
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2003-18, Class PG
38373SM61
294493.15000000
PA
USD
293427.41000000
0.001792946527
Long
ABS-MBS
USGA
US
N
2
2033-03-20
Fixed
5.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
153000.00000000
PA
USD
129223.80000000
0.000789603682
Long
DBT
NUSS
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1999-1, Class 2Z
911760MJ2
49842.29000000
PA
USD
49451.00000000
0.000302163314
Long
ABS-MBS
CORP
US
N
2
2029-01-15
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
8282000.00000000
PA
USD
7796282.90000000
0.047638079724
Long
DBT
CORP
US
N
2
2030-01-23
Variable
4.43099880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class AM
3137H7ZC0
13000000.00000000
PA
USD
11342358.30000000
0.069305869975
Long
ABS-MBS
USGSE
US
N
2
2054-06-25
Fixed
2.92000000
N
N
N
N
N
N
WR Grace Holdings LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAD3
5641000.00000000
PA
USD
5183458.49000000
0.031672787142
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225ARA0
592.12000000
PA
USD
591.31000000
0.000003613115
Long
ABS-MBS
USGA
US
N
2
2026-12-15
Fixed
7.00000000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAD4
280000.00000000
PA
USD
268602.98000000
0.001641260372
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
Ohio University
549300P1K3IH2L5SFY61
Ohio University, General Receipts, Federally Taxable
677704A65
2000000.00000000
PA
USD
1888057.60000000
0.011536707893
Long
DBT
MUN
US
N
2
2114-12-01
Fixed
5.59000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
3000000.00000000
PA
USD
2996526.36000000
0.018309848868
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2990, Class SL
31395V4J5
916.47000000
PA
USD
912.43000000
0.000005575273
Long
ABS-MBS
USGSE
US
N
2
2034-06-15
Floating
7.67117880
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAL0
650000.00000000
PA
USD
596570.41000000
0.003645258787
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
4.27800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S4Q59
59219.67000000
PA
USD
58466.67000000
0.000357252285
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Variable
4.03700040
N
Y
N
N
N
N
Goodgreen
549300X0P2BXCQULUH20
Goodgreen, Series 2018-1A, Class A
38218GAA0
4620351.50000000
PA
USD
4227495.49000000
0.025831510961
Long
ABS-O
CORP
KY
Y
3
2053-10-15
Variable
3.93000120
N
Y
N
N
N
N
Welk Resorts LLC
N/A
Welk Resorts LLC, Series 2019-AA, Class C
94946DAC5
2406629.54000000
PA
USD
2309958.36000000
0.014114672585
Long
ABS-O
CORP
US
Y
2
2038-06-15
Fixed
3.34000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR8, Class E1
74333TAJ8
24695000.00000000
PA
USD
20784526.99000000
0.127000901133
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
2.38200000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2018-HOME, Class A
20048JAA8
23900000.00000000
PA
USD
21775034.27000000
0.133053255233
Long
ABS-MBS
CORP
US
Y
2
2033-04-10
Variable
3.81507120
N
N
N
N
N
N
Westgate Resorts LLC
N/A
Westgate Resorts LLC, Series 2020-1A, Class C
96034LAE1
6011805.50000000
PA
USD
5939387.89000000
0.036291786412
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
6.21300000
N
N
N
N
N
N
First Student Bidco, Inc.
N/A
First Student Bidco, Inc.
337120AA7
1000000.00000000
PA
USD
855000.00000000
0.005224356104
Long
DBT
CORP
US
Y
2
2029-07-31
Fixed
4.00000000
N
N
N
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440AM3
1143000.00000000
PA
USD
1065842.22000000
0.006512677554
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2310, Class Z
3133TSQF3
6805.72000000
PA
USD
6968.36000000
0.000042579174
Long
ABS-MBS
USGSE
US
N
2
2031-04-15
Fixed
6.00000000
N
N
N
N
N
N
Energean Israel Finance Ltd.
98450044QACBL3F8EB03
Energean Israel Finance Ltd.
N/A
2428000.00000000
PA
USD
2355160.00000000
0.014390870788
Long
DBT
CORP
IL
Y
2
2024-03-30
Fixed
4.50000000
N
N
N
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851AF5
4304000.00000000
PA
USD
3780127.88000000
0.023097934698
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBW9
3500000.00000000
PA
USD
2954601.16000000
0.018053670886
Long
DBT
CORP
JP
N
2
2030-01-15
Fixed
2.75000000
N
N
N
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AS9
373000.00000000
PA
USD
366469.57000000
0.002239260275
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAH6
2538000.00000000
PA
USD
2511033.70000000
0.015343314901
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.62500000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBF9
330000.00000000
PA
USD
288131.63000000
0.001760587415
Long
DBT
CORP
US
N
2
2054-10-15
Fixed
4.95000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAL9
5867000.00000000
PA
USD
5852332.50000000
0.035759846812
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019579AA9
2807000.00000000
PA
USD
2334440.90000000
0.014264269669
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
445545AT3
1245000.00000000
PA
USD
1276125.00000000
0.007797580625
Long
DBT
NUSS
HU
Y
2
2052-09-25
Fixed
6.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAC6
2600000.00000000
PA
USD
2366005.20000000
0.014457138843
Long
DBT
CORP
FR
Y
2
2027-10-23
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXWQ1
24861159.00000000
PA
USD
21535106.11000000
0.131587208276
Long
ABS-MBS
USGSE
US
N
2
2062-06-01
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCE9
135000.00000000
PA
USD
108746.29000000
0.000664478764
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140JG5X9
1263859.85000000
PA
USD
1279162.82000000
0.007816142792
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
5.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDS7
2027000.00000000
PA
USD
1312671.21000000
0.008020891052
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DW5
3060000.00000000
PA
USD
2418792.39000000
0.014779687472
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Elara HGV Timeshare Issuer LLC
N/A
Elara HGV Timeshare Issuer LLC, Series 2017-A, Class A
28416DAA8
4646583.02000000
PA
USD
4465231.07000000
0.027284160468
Long
ABS-O
CORP
US
Y
2
2030-03-25
Fixed
2.69000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4796, Class CZ
3137FG4P7
12970177.50000000
PA
USD
12178678.90000000
0.074416088259
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series X
060505EH3
1980000.00000000
PA
USD
1980000.00000000
0.012098508874
Long
DBT
CORP
US
N
2
2024-09-05
Variable
6.24999960
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2022-1A, Class D
36263XAG8
21175000.00000000
PA
USD
19718229.88000000
0.120485444038
Long
ABS-O
CORP
US
Y
2
2028-01-18
Fixed
3.97000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2019-4A, Class D
23343JAG1
2150195.94000000
PA
USD
2115094.85000000
0.012923986774
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
2.85000000
N
N
N
N
N
N
HERO Funding III
N/A
HERO Funding III, Series 2017-1A, Class A
42771BAA2
2677902.57000000
PA
USD
2515286.94000000
0.015369303720
Long
ABS-O
CORP
KY
Y
3
2043-09-21
Fixed
3.50000000
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140FDB21
1723575.98000000
PA
USD
1598261.77000000
0.009765951620
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCH9
2000000.00000000
PA
USD
1825106.60000000
0.011152054746
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-3A, Class E
23344QAE9
1475000.00000000
PA
USD
1256751.48000000
0.007679201481
Long
ABS-O
CORP
US
Y
2
2028-09-15
Fixed
2.65000000
N
N
N
N
N
N
USASF Receivables LLC
N/A
USASF Receivables LLC, Series 2020-1A, Class B
90353QAB2
231069.27000000
PA
USD
230845.39000000
0.001410547979
Long
ABS-O
CORP
US
Y
2
2024-05-15
Fixed
3.22000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCQ3
98000.00000000
PA
USD
93885.36000000
0.000573673162
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.62500000
N
N
N
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
N/A
103921.00000000
NS
USD
132499.28000000
0.000809618037
Long
CORP
US
N
3
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAA7
800000.00000000
PA
USD
751988.54000000
0.004594919204
Long
DBT
CORP
US
Y
2
2044-07-15
Fixed
5.45000000
N
N
N
N
N
N
Superior Plus LP
N/A
Superior Plus LP
86828LAC6
3975000.00000000
PA
USD
3453003.00000000
0.021099084565
Long
DBT
CORP
CA
Y
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBF1
4780000.00000000
PA
USD
3196386.53000000
0.019531066060
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BF3
2010000.00000000
PA
USD
1809308.58000000
0.011055523187
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AL4
4090000.00000000
PA
USD
3924140.48000000
0.023977903243
Long
DBT
CORP
US
Y
2
2025-04-07
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSAH4
290000.00000000
PA
USD
279832.25000000
0.001709875232
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.88000000
N
N
N
N
N
N
20 Times Square Trust
N/A
20 Times Square Trust, Series 2018-20TS, Class F
90137LAL4
24120000.00000000
PA
USD
18122829.73000000
0.110736977940
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.09989880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2007-109, Class YI
31396X2N3
1353735.68000000
PA
USD
87055.49000000
0.000531940211
Long
ABS-MBS
USGSE
US
N
2
2037-12-25
Floating
1.83300120
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CE2
2029000.00000000
PA
USD
1459723.29000000
0.008919431908
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B77
1896000.00000000
PA
USD
1649960.82000000
0.010081851325
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
Chase Mortgage Finance Trust
N/A
Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1
16163LAD4
299879.78000000
PA
USD
286055.17000000
0.001747899501
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
4.13832600
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KL05, Class CHG
30311NAG5
11614000.00000000
PA
USD
9895335.89000000
0.060464044991
Long
ABS-MBS
USGSE
US
Y
2
2029-02-25
Fixed
4.37000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BQ5
1335000.00000000
PA
USD
1277820.48000000
0.007807940614
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
4.25000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
5000000.00000000
PA
USD
4097200.55000000
0.025035362230
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
2571000.00000000
PA
USD
1825354.77000000
0.011153571153
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2014-M3, Class A2
3136AJLC8
1404122.39000000
PA
USD
1378676.32000000
0.008424205905
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Variable
3.50100000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CR1
632000.00000000
PA
USD
490038.00000000
0.002994307622
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
Blue Racer Midstream LLC
N/A
Blue Racer Midstream LLC
095796AE8
3265000.00000000
PA
USD
3182950.55000000
0.019448967412
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2017-1, Class AA
00908PAA5
7245014.40000000
PA
USD
6210436.49000000
0.037947990398
Long
ABS-O
CORP
CA
Y
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
AEP Transmission Co. LLC
549300X123Z1I0LA3Y84
AEP Transmission Co. LLC, Series N
00115AAN9
2500000.00000000
PA
USD
1605333.93000000
0.009809165049
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.75000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECS8
1938000.00000000
PA
USD
1946425.13000000
0.011893354398
Long
DBT
CORP
US
N
2
2053-02-27
Fixed
5.37500000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AC8
2060000.00000000
PA
USD
1941485.13000000
0.011863169229
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-2, Class SA
38374FCV4
135760.73000000
PA
USD
127593.22000000
0.000779640254
Long
ABS-MBS
USGA
US
N
2
2034-01-16
Floating
3.79290960
N
N
N
N
N
N
Wells Fargo Mortgage-Backed Securities Trust
N/A
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-K, Class 1A2
94981VAB3
44678.44000000
PA
USD
45788.15000000
0.000279781989
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
3.61499040
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
1993000.00000000
PA
USD
1528880.13000000
0.009342004960
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Kingdom of Bahrain
N/A
2500000.00000000
PA
USD
2556250.00000000
0.015619602682
Long
DBT
NUSS
BH
Y
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
Bioceanico Sovereign Certificate Ltd.
N/A
Bioceanico Sovereign Certificate Ltd.
09076AAA5
1716975.79620000
PA
USD
1169260.52000000
0.007144600392
Long
DBT
CORP
KY
Y
2
2034-06-05
None
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
3128MC5M3
557.54000000
PA
USD
556.52000000
0.000003400536
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
Securitized Asset-Backed Receivables LLC Trust
N/A
Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2
81375WHH2
137632.41000000
PA
USD
109175.22000000
0.000667099680
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
2.88787680
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AG4
856000.00000000
PA
USD
807787.29000000
0.004935869543
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LDU50
5271341.40000000
PA
USD
4946919.07000000
0.030227446601
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
2.62000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
3000000.00000000
PA
USD
2647805.37000000
0.016179038771
Long
DBT
CORP
CH
Y
2
2027-01-30
Variable
1.36400040
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust, Series 2017-A, Class A
03837PAA5
994876.46000000
PA
USD
980670.72000000
0.005992249196
Long
ABS-O
CORP
US
Y
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBF7
2205000.00000000
PA
USD
1772647.19000000
0.010831508969
Long
DBT
CORP
KY
N
2
2029-07-15
Fixed
3.12500000
N
N
N
N
N
N
BAMLL Re-REMIC Trust
N/A
BAMLL Re-REMIC Trust, Series 2014-FRR5, Class BK37
05525HAW7
10000000.00000000
PA
USD
9262925.00000000
0.056599788039
Long
ABS-MBS
CORP
US
Y
3
2047-01-27
None
0.00000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131AX0
2955000.00000000
PA
USD
2622800.20000000
0.016026248230
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-19, Class SC
31392CGR9
15693.31000000
PA
USD
15283.87000000
0.000093389917
Long
ABS-MBS
USGSE
US
N
2
2032-03-17
Floating
6.12249840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2004-T2, Class 1A4
31393X7D3
128673.32000000
PA
USD
132848.10000000
0.000811749452
Long
ABS-MBS
USGSE
US
N
2
2043-11-25
Fixed
7.50000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAT3
14530000.00000000
PA
USD
11423348.11000000
0.069800746710
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.63900000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
3180000.00000000
PA
USD
2917650.00000000
0.017827886069
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3592, Class BZ
31398KFF2
1444284.20000000
PA
USD
1446773.13000000
0.008840301794
Long
ABS-MBS
USGSE
US
N
2
2039-10-15
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FMV5
250896.28000000
PA
USD
255890.66000000
0.001563583545
Long
ABS-MBS
USGA
US
N
2
2039-01-20
Fixed
7.00000000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E Wildfire Recovery Funding LLC, Series A-4
693342AJ6
800000.00000000
PA
USD
796518.26000000
0.004867011736
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.21200000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBU4
180000.00000000
PA
USD
170351.75000000
0.001040910181
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
6746000.00000000
PA
USD
4827665.41000000
0.029498764043
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2019-2, Class E
33845WAJ8
5000000.00000000
PA
USD
4694739.00000000
0.028686536088
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
4.52000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBH6
1500000.00000000
PA
USD
1307077.02000000
0.007986708548
Long
DBT
CORP
US
Y
2
2026-09-20
Fixed
1.30300000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-H23, Class FA
38375B8G0
1931133.76000000
PA
USD
1940099.43000000
0.011854702106
Long
ABS-MBS
USGA
US
N
2
2063-09-20
Floating
5.69157120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140N4DC8
14015851.51000000
PA
USD
13863248.32000000
0.084709410520
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406YB58
52951.41000000
PA
USD
51866.87000000
0.000316925144
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
3.14700120
N
N
N
N
N
N
BBCCRE Trust
N/A
BBCCRE Trust, Series 2015-GTP, Class A
05490TAA0
9400000.00000000
PA
USD
8703409.24000000
0.053180946429
Long
ABS-MBS
CORP
US
Y
2
2033-08-10
Fixed
3.96600000
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado
744448CU3
3190000.00000000
PA
USD
2074988.45000000
0.012678922311
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJK6
8500000.00000000
PA
USD
7563653.18000000
0.046216628850
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.19700000
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AS3
6894000.00000000
PA
USD
6342480.00000000
0.038754823518
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2116, Class ZA
3133THTM9
29526.44000000
PA
USD
29904.90000000
0.000182729645
Long
ABS-MBS
USGSE
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series W5FX, Class AFX
3137FG6Q3
9910000.00000000
PA
USD
9232121.32000000
0.056411566526
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Variable
3.33611640
N
N
N
N
N
N
Diversified Abs Phase VI LLC
549300N7EGAMCATEDO05
Diversified Abs Phase LLC, Series VI, Class A
25512VAA7
23995891.22000000
PA
USD
23395993.94000000
0.142957899148
Long
ABS-O
CORP
US
N
3
2039-11-28
Fixed
7.50000000
N
N
N
N
N
N
First Student Bidco, Inc.
2549006DRO2F06AA1391
First Student Bidco, Inc., 1st Lien Term Loan C
33718FAB6
1139093.14000000
PA
USD
1085794.97000000
0.006634596000
Long
LON
CORP
US
N
2
2028-07-21
Variable
7.72643000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2021-2, Class BXS
35563P4Q9
4997769.75700000
PA
USD
3841133.90000000
0.023470703322
Long
ABS-MBS
CORP
US
Y
2
2060-11-25
Variable
10.96860960
N
N
N
N
N
N
MV24 Capital BV
N/A
MV24 Capital BV
55388RAA4
2286855.00000000
PA
USD
2052166.51000000
0.012539472087
Long
DBT
CORP
NL
Y
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
Emergent BioSolutions, Inc.
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089QAC9
2500000.00000000
PA
USD
1512500.00000000
0.009241916501
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CH97
604.03000000
PA
USD
606.95000000
0.000003708681
Long
ABS-MBS
USGA
US
N
2
2025-08-20
Fixed
7.50000000
N
N
N
N
N
N
Santander Revolving Auto Loan Trust
N/A
Santander Revolving Auto Loan Trust, Series 2019-A, Class D
80286JAD7
7500000.00000000
PA
USD
6945833.25000000
0.042441527887
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3.45000000
N
N
N
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co.
98310WAN8
1050000.00000000
PA
USD
1009642.76000000
0.006169278733
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XHE45
30425045.42000000
PA
USD
27196321.35000000
0.166179260207
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300FX3XOJCLMOTJ65
FREMF Mortgage Trust, Series 2014-K38, Class C
30292CAL1
4750000.00000000
PA
USD
4646193.50000000
0.028389905703
Long
ABS-MBS
USGSE
US
Y
2
2047-06-25
Variable
4.63365360
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC02, Class A2
3137FHQ22
28314523.32000000
PA
USD
27209883.16000000
0.166262127721
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Fixed
3.37000000
N
N
N
N
N
N
Eaton Corp.
0NZWDMRCE180888QQE14
Eaton Corp.
278062AE4
2500000.00000000
PA
USD
2128993.98000000
0.013008915434
Long
DBT
CORP
US
N
2
2042-11-02
Fixed
4.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-35, Class SB
31398PKD0
262945.23000000
PA
USD
16542.36000000
0.000101079742
Long
ABS-MBS
USGSE
US
N
2
2040-04-25
Floating
1.80299880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2594, Class IV
31393PVX9
41683.95000000
PA
USD
4374.40000000
0.000026729150
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCQ6
3700000.00000000
PA
USD
3390426.99000000
0.020716722741
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
TPI Re-REMIC Trust
N/A
TPI Re-REMIC Trust, Series 2022-FRR1, Class BK35
872659AL1
4620000.00000000
PA
USD
4452565.19000000
0.027206767407
Long
ABS-MBS
CORP
US
Y
2
2046-08-25
None
0.00000000
N
N
N
N
N
N
Safehold Operating Partnership LP
54930012UY5Z4Q8NL108
Safehold Operating Partnership LP
78646UAA7
5000000.00000000
PA
USD
3850386.05000000
0.023527237271
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAF0
1800000.00000000
PA
USD
1674688.28000000
0.010232944958
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HD2
1951000.00000000
PA
USD
1487691.00000000
0.009090324629
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483BQ4
1200000.00000000
PA
USD
1100507.57000000
0.006724495253
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
554000.00000000
PA
USD
538968.62000000
0.003293291228
Long
DBT
CORP
NL
Y
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority, Covenant Living Communities and Services
19648FRX4
1175000.00000000
PA
USD
1091504.38000000
0.006669482539
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
2.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LYQG5
1064527.00000000
PA
USD
1014957.64000000
0.006201754552
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
1700000.00000000
PA
USD
1544195.00000000
0.009435584298
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Arches Buyer, Inc.
2549009ADY4208OH2Y47
Arches Buyer, Inc.
039524AA1
5085000.00000000
PA
USD
4185870.30000000
0.025577166147
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBH4
11000000.00000000
PA
USD
9762088.16000000
0.059649853656
Long
DBT
CORP
FR
Y
2
2028-01-19
Variable
2.79699840
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-7, Class 3A1
576434TE4
14851.90000000
PA
USD
14523.79000000
0.000088745556
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
6.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBE0
1929000.00000000
PA
USD
1482689.62000000
0.009059764407
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2016-M6, Class A2
3136ASVZ6
7996742.97000000
PA
USD
7476960.27000000
0.045686904132
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Fixed
2.48800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2530, Class SK
31393FAM8
142259.65000000
PA
USD
6647.28000000
0.000040617260
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Floating
3.51213840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335GFA8
130.76000000
PA
USD
130.73000000
0.000000798807
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
7.50000000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAD9
776000.00000000
PA
USD
467990.08000000
0.002859586937
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63859UBF9
555000.00000000
PA
USD
496614.00000000
0.003034489336
Long
DBT
CORP
GB
Y
2
2025-08-28
Fixed
1.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325EG6
1491000.00000000
PA
USD
1410486.00000000
0.008618574438
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AG1
1543000.00000000
PA
USD
1360060.36000000
0.008310455725
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AV4
7024000.00000000
PA
USD
5924305.00000000
0.036199624554
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617KJQK3
2206814.39000000
PA
USD
2175256.70000000
0.013291597216
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
New York State Dormitory Authority, State Personal Income Tax, General Purpose
6499022E2
560000.00000000
PA
USD
568340.19000000
0.003472762036
Long
DBT
MUN
US
N
2
2033-03-15
Fixed
5.28900000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
783000.00000000
PA
USD
568626.42000000
0.003474511004
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCC3
1115000.00000000
PA
USD
899984.11000000
0.005499225122
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
7520000.00000000
PA
USD
5963399.40000000
0.036438505335
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HEDN9
1530204.00000000
PA
USD
1460613.55000000
0.008924871715
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9T85
18640000.00000000
PA
USD
17801754.35000000
0.108775092418
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
2.81000000
N
N
N
N
N
N
Camillo Issuer LLC
N/A
Camillo Issuer LLC, Series 2018-SFR1, Class A
133716AB6
18586479.47000000
PA
USD
18484253.83000000
0.112945408587
Long
ABS-O
CORP
US
Y
3
2028-06-05
Fixed
5.25000000
N
N
N
N
N
N
Pepco Holdings LLC
0IYTXJPU5BH89F2Z1F31
Pepco Holdings LLC
713291AH5
1000000.00000000
PA
USD
1095969.00000000
0.006696762966
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
7.45000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AK0
1000000.00000000
PA
USD
933206.52000000
0.005702225941
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
4.65000000
N
N
N
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAV6
4654000.00000000
PA
USD
3479921.60000000
0.021263566848
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
Renew
N/A
Renew, Series 2017-2A, Class A
75973KAA8
11033222.84000000
PA
USD
9685823.60000000
0.059183849890
Long
ABS-O
CORP
KY
Y
3
2053-09-22
Fixed
3.22000000
N
Y
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617KJQJ6
2950551.20000000
PA
USD
2911567.40000000
0.017790719206
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36208TZY9
16906.73000000
PA
USD
17333.28000000
0.000105912546
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
6.50000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
LendingPoint Asset Securitization Trust, Series 2020-REV1, Class D
52606YAD6
7000000.00000000
PA
USD
6696095.00000000
0.040915537769
Long
ABS-O
CORP
US
Y
3
2028-10-15
Fixed
10.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM4X9
31184292.06000000
PA
USD
26501267.40000000
0.161932231731
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-22, Class Z
31393APN1
181695.31800000
PA
USD
185642.49000000
0.001134342077
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H11, Class FA
38375BSK9
2238554.86000000
PA
USD
2235561.91000000
0.013660083640
Long
ABS-MBS
USGA
US
N
2
2062-02-20
Floating
5.09157000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-157, Class OP
38377NF41
159416.36000000
PA
USD
131472.92000000
0.000803346610
Long
ABS-MBS
USGA
US
N
2
2040-12-20
None
0.00000000
N
N
N
N
N
N
Cleveland Electric Illuminating Co. (The)
N/A
Cleveland Electric Illuminating Co. (The)
186108CJ3
200000.00000000
PA
USD
199114.52000000
0.001216661003
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.50000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
N/A
7318.00000000
NS
USD
73.18000000
0.000000447155
Long
CORP
LU
N
3
N
N
N
Hackensack Meridian Health, Inc.
5493001CB3OCWTEJY668
Hackensack Meridian Health, Inc., Series 2020
404530AD9
1580000.00000000
PA
USD
1051913.31000000
0.006427566927
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.87500000
N
N
N
N
N
N
Consumers Energy Co.
7NKTFWJ1G6MELP9TU740
Consumers Energy Co.
210518DD5
500000.00000000
PA
USD
435802.98000000
0.002662912232
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
4.35000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KN7D9
24474147.32000000
PA
USD
22291194.59000000
0.136207179582
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAG8
200000.00000000
PA
USD
205780.94000000
0.001257395216
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.25000000
N
N
N
N
N
N
Mill City Securities Ltd.
N/A
Mill City Securities Ltd., Series 2021-RS1, Class A2
59982YAB9
12000000.00000000
PA
USD
10339185.60000000
0.063176125625
Long
ABS-MBS
CORP
KY
Y
3
2066-04-28
Variable
3.95115120
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
1060000.00000000
PA
USD
962323.90000000
0.005880143557
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.37500000
N
N
N
N
N
N
Jonah Energy Abs I LLC
2549003KXV9PPFRCPA79
Jonah Energy Abs I LLC, Series 2022-1, Class A1
47987EAC1
17575766.36000000
PA
USD
17418354.28000000
0.106432380726
Long
ABS-O
CORP
US
Y
3
2037-12-10
Fixed
7.20000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBT6
15605000.00000000
PA
USD
13076100.52000000
0.079899655650
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
867914BS1
1857000.00000000
PA
USD
1809654.99000000
0.011057639877
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.00000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABE7
5217000.00000000
PA
USD
4847114.70000000
0.029617606168
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-65, Class KO
31394EYR3
40948.39000000
PA
USD
35397.00000000
0.000216288342
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
None
0.00000000
N
N
N
N
N
N
SBALR Commercial Mortgage Trust
N/A
SBALR Commercial Mortgage Trust, Series 2020-RR1, Class XA
78397EAJ5
65348169.14120000
PA
USD
4021617.82000000
0.024573524689
Long
ABS-MBS
CORP
US
Y
2
2053-02-13
Variable
1.22420880
N
N
N
N
N
N
Continental Airlines Pass-Through Trust
N/A
Continental Airlines Pass-Through Trust, Series 2012-2, Class A
210795QB9
3469427.66000000
PA
USD
3341409.94000000
0.020417211016
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HYAC2
15158000.00000000
PA
USD
12472806.38000000
0.076213312464
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
2.07000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
22160000.00000000
PA
USD
19564884.06000000
0.119548446177
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.59300000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AG3
7650000.00000000
PA
USD
7948628.69000000
0.048568967044
Long
DBT
CORP
GB
N
2
2026-11-10
Variable
7.47200160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-36, Class ST
313920LZ1
67167.00000000
PA
USD
4423.34000000
0.000027028191
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Floating
3.88299960
N
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AJ5
948000.00000000
PA
USD
881598.14000000
0.005386880262
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
Telford Offshore Holdings Ltd.
254900MJ1ONJOBEVV564
Telford Offshore Holdings Ltd.
N/A
34144.00000000
NS
USD
0.03000000
0.000000000183
Long
EC
CORP
KY
N
3
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2989, Class TG
31395VG60
35350.04000000
PA
USD
35168.07000000
0.000214889498
Long
ABS-MBS
USGSE
US
N
2
2025-06-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128FVU66
2068.44000000
PA
USD
2054.94000000
0.000012556419
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
774000.00000000
PA
USD
720277.31000000
0.004401152235
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
3156000.00000000
PA
USD
2421467.51000000
0.014796033413
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CQ5
21810000.00000000
PA
USD
21604268.67000000
0.132009816279
Long
DBT
CORP
JP
N
2
2025-09-12
Variable
5.06300040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-H18, Class FA
38375BUJ9
280532.76000000
PA
USD
279380.72000000
0.001707116222
Long
ABS-MBS
USGA
US
N
2
2062-08-20
Floating
4.94156880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2022, Class PE
3133TCLJ5
5538.50000000
PA
USD
5608.97000000
0.000034272814
Long
ABS-MBS
USGSE
US
N
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
2350000.00000000
PA
USD
2577433.00000000
0.015749038396
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBZ3
2500000.00000000
PA
USD
1995889.30000000
0.012195598186
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
1.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132WGS32
906684.34000000
PA
USD
868433.03000000
0.005306436727
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
ReadyCap Holdings LLC
549300W908MAGNC9E420
ReadyCap Holdings LLC, Series QIB
755763AC3
25000000.00000000
PA
USD
22540722.25000000
0.137731882920
Long
DBT
CORP
US
Y
2
2026-10-20
Fixed
4.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
323000.00000000
PA
USD
278445.94000000
0.001701404381
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
500000.00000000
PA
USD
377132.50000000
0.002304414595
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31402RDG1
54211.27000000
PA
USD
55665.76000000
0.000340137722
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
ESC Co.
N/A
ESC Co., Escrow
458ESCAB6
7233000.00000000
PA
USD
723.30000000
0.000004419621
Long
DBT
CORP
US
Y
3
2024-10-15
Fixed
8.50000000
Y
N
N
N
N
N
Crestwood Midstream Partners LP
N/A
Crestwood Midstream Partners LP
67421QAA0
2366000.00000000
PA
USD
2354170.00000000
0.014384821534
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418ATV0
1943365.94000000
PA
USD
1809551.55000000
0.011057007821
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2019-4A, Class E
14686YAH0
5000000.00000000
PA
USD
4738826.00000000
0.028955923442
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
4.70000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAN0
4260000.00000000
PA
USD
4110016.05000000
0.025113669523
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216AS0
275000.00000000
PA
USD
273841.67000000
0.001673270643
Long
DBT
CORP
US
Y
2
2096-08-15
Fixed
7.60000000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CU4
1300000.00000000
PA
USD
1042221.32000000
0.006368345398
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
CWABS, Inc. Asset-Backed Certificates Trust
N/A
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1
126673BC5
176606.60000000
PA
USD
172305.77000000
0.001052849943
Long
ABS-O
CORP
US
N
2
2034-10-25
Floating
5.51700000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KL3W, Class CW
30307VAQ1
20000000.00000000
PA
USD
18125882.00000000
0.110755628402
Long
ABS-MBS
USGSE
US
Y
2
2025-08-25
Variable
4.23494280
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWQ3
1612000.00000000
PA
USD
1549744.88000000
0.009469496052
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.27200040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class A2
3137FTZL4
36000000.00000000
PA
USD
27111168.00000000
0.165658942752
Long
ABS-MBS
USGSE
US
N
2
2035-02-25
Fixed
1.94000000
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP, Series 2020-1A, Class A6
12510HAF7
4709427.20000000
PA
USD
3916504.71000000
0.023931245955
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
3.81000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBM4
9825000.00000000
PA
USD
6585196.92000000
0.040237910796
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
Nexstar Media, Inc.
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65336YAN3
1410000.00000000
PA
USD
1232720.70000000
0.007532364812
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Videotron Ltd.
549300LW4GNJRBECSD81
Videotron Ltd.
92660FAK0
4115000.00000000
PA
USD
3847525.00000000
0.023509755231
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
635000.00000000
PA
USD
562505.97000000
0.003437112863
Long
DBT
CORP
US
Y
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHZ5
12400000.00000000
PA
USD
10225357.94000000
0.062480597870
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.49599880
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
442000.00000000
PA
USD
391348.70000000
0.002391280666
Long
DBT
CORP
FR
Y
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP, Series 2020-1A, Class B2
12510HAH3
8960000.00000000
PA
USD
7919990.40000000
0.048393976839
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
4.52000000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust, Series 2022-2A, Class A
88339FAA1
16141888.43000000
PA
USD
15997323.29000000
0.097749372623
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
6.06000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-27, Class OB
31395BZK2
605204.70000000
PA
USD
481733.50000000
0.002943564154
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140H6ZU6
4172572.70000000
PA
USD
3983354.71000000
0.024339723388
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust, Series 2017-2A, Class A2
42771LAC6
2257260.78550000
PA
USD
2107997.84000000
0.012880621502
Long
ABS-O
CORP
KY
Y
3
2048-09-20
Fixed
4.07000000
N
N
N
N
N
N
PMC PLS ESR Issuer LLC
N/A
PMC PLS ESR Issuer LLC, Series 2022-PLS1, Class A
69375JAB6
14257784.12000000
PA
USD
13549376.14000000
0.082791539129
Long
ABS-MBS
CORP
US
Y
2
2027-02-25
Variable
5.11400160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132WD3F9
3348363.24000000
PA
USD
3108383.67000000
0.018993337079
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XH2W6
50157325.33000000
PA
USD
48444509.35000000
0.296013296110
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QSB62
22100.97000000
PA
USD
21814.01000000
0.000133291410
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
2.54000160
N
Y
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZR8
7690000.00000000
PA
USD
7136749.26000000
0.043608093059
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.61500120
N
N
N
N
N
N
Trane Technologies Co. LLC
549300S2NUDMTQBEXQ18
Trane Technologies Co. LLC
456866AL6
45000.00000000
PA
USD
46125.95000000
0.000281846068
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.20000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FQR0
36414.90000000
PA
USD
36310.73000000
0.000221871560
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2667595.38000000
-0.01629996281
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
77780346.13000000
USD
10207955628.00000000
JPY
2023-03-15
-2667595.38000000
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BV1
302390.60000000
PA
USD
294706.14000000
0.001800760025
Long
ABS-MBS
CORP
US
Y
2
2033-01-10
Fixed
5.77300000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2021-1A, Class F
783897AH4
40000000.00000000
PA
USD
36616872.00000000
0.223742197401
Long
ABS-O
CORP
US
Y
2
2032-08-20
Fixed
5.52000000
N
N
N
N
N
N
Baker Hughes Holdings LLC
N/A
Baker Hughes Holdings LLC
05723KAF7
1920000.00000000
PA
USD
1520176.30000000
0.009288821442
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.08000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AG6
2951000.00000000
PA
USD
2980893.63000000
0.018214327291
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
Santander Revolving Auto Loan Trust
N/A
Santander Revolving Auto Loan Trust, Series 2019-A, Class A
80286JAA3
32715000.00000000
PA
USD
30983342.71000000
0.189319316537
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
2.51000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2004-72, Class F
31394AB21
49850.97000000
PA
USD
49839.56000000
0.000304537555
Long
ABS-MBS
USGSE
US
N
2
2034-09-25
Floating
5.11700040
N
N
N
N
N
N
Foundation Finance Trust
549300QVJKB4ZVR88F06
Foundation Finance Trust, Series 2020-1A, Class B
35041KAB8
1700000.00000000
PA
USD
1568490.55000000
0.009584038807
Long
ABS-O
CORP
US
Y
2
2040-07-16
Fixed
4.62000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HU4K9
11113776.71000000
PA
USD
10238080.12000000
0.062558334945
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
2.60000000
N
N
N
N
N
N
Connecticut Light and Power Co. (The)
549300O45IUXEDS1VZ32
Connecticut Light and Power Co. (The)
207597EL5
1686000.00000000
PA
USD
1414204.37000000
0.008641295010
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2022-3, Class C
68378PAC9
6800000.00000000
PA
USD
6624566.80000000
0.040478474858
Long
ABS-O
CORP
US
Y
2
2030-01-08
Fixed
10.14700000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
2245000.00000000
PA
USD
1992695.50000000
0.012176082924
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72599840
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
661.00000000
NC
USD
-366155.77000000
-0.00223734284
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2023-06-21
82914187.50000000
USD
-366155.77000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138X8ZE4
973692.03000000
PA
USD
956903.95000000
0.005847025722
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.50000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HU0
15362000.00000000
PA
USD
15289645.90000000
0.093425210409
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31371HQX9
8140.53000000
PA
USD
8431.32000000
0.000051518383
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.50000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AP6
1890000.00000000
PA
USD
1582339.94000000
0.009668663538
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust, Series 2022-MH1, Class M
14732KAB7
15947251.57000000
PA
USD
12668448.81000000
0.077408757755
Long
ABS-MBS
CORP
US
Y
3
2054-08-25
Variable
4.25000160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140ECJ75
560135.84000000
PA
USD
519121.47000000
0.003172018036
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967AQ4
1115000.00000000
PA
USD
1149178.67000000
0.007021893099
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
7.00000000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081FQ5
665000.00000000
PA
USD
543794.27000000
0.003322777677
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.95000000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EK2
1400000.00000000
PA
USD
1184674.83000000
0.007238787345
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.25000000
N
N
N
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2005-CB11, Class X1
46625YJP9
2392632.48000000
PA
USD
11.96000000
0.000000073079
Long
ABS-MBS
CORP
US
Y
2
2037-08-12
Variable
0.21844440
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
99195000.00000000
PA
USD
80615311.28000000
0.492588413613
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHT9
8260000.00000000
PA
USD
7762497.64000000
0.047431639690
Long
DBT
CORP
US
N
2
2027-04-23
Variable
3.55899960
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AK99
12529YCG5
8620000.00000000
PA
USD
5451891.40000000
0.033313008326
Long
ABS-MBS
CORP
US
Y
2
2029-09-29
Fixed
0.00000000
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc.
209111FQ1
808000.00000000
PA
USD
670299.00000000
0.004095766868
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAX0
250000.00000000
PA
USD
230348.21000000
0.001407510031
Long
DBT
CORP
FR
N
2
2026-12-02
Fixed
3.37500000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CJ3
13195000.00000000
PA
USD
11078275.52000000
0.067692229643
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDP2
2296000.00000000
PA
USD
2186911.30000000
0.013362810995
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
Corp. Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
Corp. Nacional del Cobre de Chile
21987BBF4
507000.00000000
PA
USD
491092.88000000
0.003000753316
Long
DBT
NUSS
CL
Y
2
2033-02-02
Fixed
5.12500000
N
N
N
N
N
N
Six Flags Theme Parks, Inc.
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
1001000.00000000
PA
USD
1011610.60000000
0.006181302940
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBX6
8526000.00000000
PA
USD
7540856.25000000
0.046077331446
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2021-R1, Class A1
89179TAA2
38587548.09770000
PA
USD
30669537.58000000
0.187401854845
Long
ABS-MBS
CORP
US
Y
2
2060-11-30
Variable
2.91808080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LEGP0
10123483.60000000
PA
USD
9220394.35000000
0.056339910541
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.73000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2845, Class QH
31395EDY0
90975.00000000
PA
USD
90849.14000000
0.000555120770
Long
ABS-MBS
USGSE
US
N
2
2034-08-15
Fixed
5.00000000
N
N
N
N
N
N
OL SP LLC
N/A
OL SP LLC, Series 2018, Class C
67090UAD5
333899.67000000
PA
USD
328553.60000000
0.002007580123
Long
ABS-O
CORP
US
N
3
2025-05-15
Fixed
4.25000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BA7
2831000.00000000
PA
USD
2290928.46000000
0.013998393083
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BZ9
1490000.00000000
PA
USD
1378320.48000000
0.008422031595
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2019-3A, Class C
22535KAE3
8006533.83000000
PA
USD
7997882.77000000
0.048869927106
Long
ABS-O
CORP
US
Y
2
2029-03-15
Fixed
3.06000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2019-4, Class D
26209AAG6
7989156.57000000
PA
USD
7881600.15000000
0.048159398667
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
2.70000000
N
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
8630000.00000000
PA
USD
7362253.00000000
0.044986001645
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
8790.00000000
NC
USD
-1597916.52000000
-0.00976384201
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2023-06-21
981733125.00000000
USD
-1597916.52000000
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1628, Class LZ
3133T3KK3
8261.87000000
PA
USD
8268.09000000
0.000050520990
Long
ABS-MBS
USGSE
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR24, Class A5
12593JBF2
8032083.00000000
PA
USD
7668517.99000000
0.046857390382
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.69600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LGBW1
23719000.00000000
PA
USD
21359993.17000000
0.130517205520
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.09000000
N
N
N
N
N
N
Viterra Finance BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAB5
5250000.00000000
PA
USD
4000464.83000000
0.024444272347
Long
DBT
CORP
NL
Y
2
2031-04-21
Fixed
3.20000000
N
N
N
N
N
N
LP LMS Asset Securitization Trust
N/A
LP LMS Asset Securitization Trust, Series 2020-1A, Class B
50214EAB2
882682.55000000
PA
USD
880612.66000000
0.005380858627
Long
ABS-O
CORP
US
Y
2
2026-02-10
Fixed
5.24300000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
3255000.00000000
PA
USD
2583260.21000000
0.015784644735
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31374YMP0
4.21000000
PA
USD
4.20000000
0.000000025663
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
8.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CWS8
11678.95000000
PA
USD
11881.33000000
0.000072599180
Long
ABS-MBS
USGA
US
N
2
2027-07-20
Fixed
7.50000000
N
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158AZ9
800000.00000000
PA
USD
590735.58000000
0.003609605887
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.70000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
N/A
5300000.00000000
PA
USD
4524875.00000000
0.027648606234
Long
DBT
NUSS
KE
Y
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132GMH96
805428.12000000
PA
USD
798782.05000000
0.004880844303
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
4.50000000
N
N
N
N
N
N
Claire's Stores, Inc.
N/A
Claire's Stores, Inc., 1st Lien Term Loan B
17958DAL1
1493965.01000000
PA
USD
1378182.72000000
0.008421189832
Long
LON
CORP
US
N
2
2026-12-18
Variable
11.13486000
N
N
N
N
N
N
Northern States Power Co.
3S1GHB0TEH85KX44SB51
Northern States Power Co.
665772CV9
2680000.00000000
PA
USD
2419804.51000000
0.014785871888
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3653, Class HJ
31398VXZ4
64308.33000000
PA
USD
64466.24000000
0.000393911806
Long
ABS-MBS
USGSE
US
N
2
2040-04-15
Fixed
5.00000000
N
N
N
N
N
N
PFP Ltd.
N/A
PFP Ltd., Series 2021-7, Class C
69290LAG2
8414580.09000000
PA
USD
7879480.11000000
0.048146444463
Long
ABS-MBS
CORP
KY
Y
2
2038-04-14
Floating
6.23999880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 323, Class 300
3132HTZ66
1829811.20000000
PA
USD
1654470.58000000
0.010109407573
Long
ABS-MBS
USGSE
US
N
2
2044-01-15
Fixed
3.00000000
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAF4
185000.00000000
PA
USD
173835.22000000
0.001062195430
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2017-M5, Class A2
3136AWWF0
24679767.73000000
PA
USD
22951337.47000000
0.140240888922
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Variable
3.09857040
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBC1
1400000.00000000
PA
USD
1157248.53000000
0.007071202833
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Transocean, Inc.
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BX6
2595000.00000000
PA
USD
2640412.50000000
0.016133865688
Long
DBT
CORP
KY
Y
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
Yale-New Haven Health Services Corp.
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp., Series 2020
98459HAA0
970000.00000000
PA
USD
595555.55000000
0.003639057629
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K048, Class A2
3137BLAC2
13500000.00000000
PA
USD
13012355.70000000
0.079510151978
Long
ABS-MBS
USGSE
US
N
2
2025-06-25
Variable
3.28399920
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBB5
900000.00000000
PA
USD
791826.39000000
0.004838342730
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31390MLR3
9116.25000000
PA
USD
9028.13000000
0.000055165106
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2006-33, Class PK
38374DFX2
117739.61000000
PA
USD
120362.30000000
0.000735456744
Long
ABS-MBS
USGA
US
N
2
2036-07-20
Fixed
6.00000000
N
N
N
N
N
N
Swiss Re Finance Luxembourg SA
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
1000000.00000000
PA
USD
950000.00000000
0.005804840116
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
5.00000040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-H32, Class FH
38376RMJ2
504632.11000000
PA
USD
503485.48000000
0.003076476539
Long
ABS-MBS
USGA
US
N
2
2065-12-20
Floating
5.05157040
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAH4
5649000.00000000
PA
USD
5158696.68000000
0.031521483618
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HN0
8746000.00000000
PA
USD
6254215.45000000
0.038215495518
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.25000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CG3
5000000.00000000
PA
USD
4906551.45000000
0.029980785990
Long
DBT
CORP
US
N
2
2033-02-10
Fixed
5.20000000
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities Trust
N/A
First Horizon Alternative Mortgage Securities Trust, Series 2004-AA3, Class A1
32051D6B3
55179.70000000
PA
USD
49312.08000000
0.000301314463
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
5.09593680
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
162549000.00000000
PA
USD
147716403.75000000
0.902600111970
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I LLC
N/A
Pretium Mortgage Credit Partners I LLC, Series 2021-NPL4, Class A1
741391AB2
10331010.60000000
PA
USD
9565299.86000000
0.058447406689
Long
ABS-O
CORP
US
Y
2
2060-10-27
Variable
2.36329920
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust, Series 2021-1, Class D
00091KAD7
7800000.00000000
PA
USD
7525596.00000000
0.045984085855
Long
ABS-O
CORP
US
Y
2
2027-03-22
Fixed
5.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617GNHJ2
8344766.91000000
PA
USD
8154549.45000000
0.049827216610
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
4.50000000
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281AAS8
1578000.00000000
PA
USD
1539492.86000000
0.009406852539
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZN7
1096000.00000000
PA
USD
817775.15000000
0.004996898944
Long
DBT
CORP
US
N
2
2043-02-24
Variable
3.43599840
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BZ2
2520000.00000000
PA
USD
2225235.60000000
0.013596986189
Long
DBT
CORP
GB
Y
2
2027-01-14
Variable
1.45599840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ17, Class A2
3137FBTG1
6970448.85000000
PA
USD
6701208.99000000
0.040946786079
Long
ABS-MBS
USGSE
US
N
2
2025-11-25
Fixed
2.98200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140FKJ27
1551764.33000000
PA
USD
1440144.14000000
0.008799796292
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-K98, Class B
30312DAG6
11000000.00000000
PA
USD
9798935.30000000
0.059875002873
Long
ABS-MBS
USGSE
US
Y
2
2052-10-25
Variable
3.73834800
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
4554000.00000000
PA
USD
4239221.78000000
0.025903162791
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MY4
1090000.00000000
PA
USD
875241.70000000
0.005348040138
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.56100040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K145, Class A2
3137H7QH9
18665000.00000000
PA
USD
16006224.88000000
0.097803764525
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
2.58000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAV2
5000000.00000000
PA
USD
3797794.10000000
0.023205881627
Long
DBT
CORP
NL
Y
2
2037-03-13
Variable
3.32399880
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AX8
2010000.00000000
PA
USD
1540622.81000000
0.009413756939
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.45000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KA4
4380000.00000000
PA
USD
4282737.28000000
0.026169058075
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SE9
56000000.00000000
PA
USD
50104687.36000000
0.306157578124
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138WJHM3
4334281.56000000
PA
USD
4257043.28000000
0.026012058536
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
4.50000000
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAA5
7950000.00000000
PA
USD
7810875.00000000
0.047727242679
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
2490000.00000000
PA
USD
1895033.03000000
0.011579330268
Long
DBT
CORP
US
N
2
2032-02-13
Variable
1.79399880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138XD3X6
1949061.34000000
PA
USD
1915526.00000000
0.011704549651
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.50000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAD7
1805000.00000000
PA
USD
1634376.89000000
0.009986627933
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36193UAE4
970343.43000000
PA
USD
935162.30000000
0.005714176457
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGZ6
6000000.00000000
PA
USD
5743344.18000000
0.035093889157
Long
DBT
CORP
US
N
2
2026-01-23
Variable
3.36600000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAU9
593000.00000000
PA
USD
581447.20000000
0.003552850560
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132QUUJ0
1824626.00000000
PA
USD
1697632.43000000
0.010373141929
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CH1
10370000.00000000
PA
USD
10121387.96000000
0.061845304069
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
5.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3542, Class TN
31398EDW1
11645.45000000
PA
USD
11978.00000000
0.000073189868
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Floating
6.00000120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410GL76
25533.33000000
PA
USD
25460.36000000
0.000155571914
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Variable
3.30500160
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
4400000.00000000
PA
USD
3670627.75000000
0.022428849701
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR2, Class G
00178UAH2
5500000.00000000
PA
USD
5021525.30000000
0.030683317376
Long
ABS-O
CORP
US
Y
2
2037-07-17
Fixed
4.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NEB3
6220000.00000000
PA
USD
6391540.45000000
0.039054600432
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCJ8
12489000.00000000
PA
USD
10711125.16000000
0.065448809497
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AM1
715000.00000000
PA
USD
762906.09000000
0.004661629343
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBC0
3740000.00000000
PA
USD
3524875.20000000
0.021538249439
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
Wells Fargo Mortgage-Backed Securities Trust
N/A
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-U, Class A1
949803AA8
81646.92000000
PA
USD
76411.74000000
0.000466903088
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
4.01689440
N
N
N
N
N
N
OL SP LLC
N/A
OL SP LLC, Term Loan
67090UAD5
1883536.67000000
PA
USD
1808195.20000000
0.011048720037
Long
LON
CORP
US
N
3
2025-05-15
Variable
4.25000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class B
68377GAB2
6320000.00000000
PA
USD
5629898.34000000
0.034400694459
Long
ABS-O
CORP
US
Y
2
2031-05-08
Fixed
1.96000000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
3905000.00000000
PA
USD
3365397.42000000
0.020563783107
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AE5
3130000.00000000
PA
USD
3020721.15000000
0.018457687697
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.65000000
N
N
N
N
N
N
TerraForm Power Operating LLC
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
1468000.00000000
PA
USD
1350560.00000000
0.008252405124
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133BS6E7
17955698.76000000
PA
USD
17721121.74000000
0.108282398303
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418B3B0
6189691.77000000
PA
USD
5926379.99000000
0.036212303486
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKY4
9490000.00000000
PA
USD
9130359.94000000
0.055789768062
Long
DBT
CORP
US
N
2
2033-07-22
Variable
5.01500160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416B3M8
32648.46000000
PA
USD
34577.13000000
0.000211278643
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
7.50000000
N
N
N
N
N
N
Baker Hughes Holdings LLC
549300XU3XH6F05YEQ93
Baker Hughes Holdings LLC
057224AZ0
903000.00000000
PA
USD
848443.39000000
0.005184292870
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.12500000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
5981000.00000000
PA
USD
4580249.80000000
0.027986966087
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AT6
591000.00000000
PA
USD
507864.03000000
0.003103231047
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PBB5
5475000.00000000
PA
USD
4417269.42000000
0.026991097615
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2004-C, Class A2
59020UDP7
42960.00000000
PA
USD
41081.63000000
0.000251023467
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
5.74857000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
6550000.00000000
PA
USD
5403750.00000000
0.033018847137
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-255, Class E
31359FF52
664.90000000
PA
USD
665.42000000
0.000004065954
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Fixed
7.10000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAR6
10797000.00000000
PA
USD
9452749.64000000
0.057759684550
Long
DBT
CORP
GB
N
2
2028-01-11
Variable
2.46899880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2586
31393MS28
152433.60000000
PA
USD
13817.01000000
0.000084426877
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Fixed
6.50000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
585000.00000000
PA
USD
567139.95000000
0.003465428140
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAB1
4041000.00000000
PA
USD
3620577.88000000
0.022123027077
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
4.62500000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
4000000.00000000
PA
USD
3731838.24000000
0.022802867709
Long
DBT
CORP
US
Y
2
2027-10-27
Fixed
3.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1577, Class PV
3133T1FB3
4467.17000000
PA
USD
4461.09000000
0.000027258857
Long
ABS-MBS
USGSE
US
N
2
2023-09-15
Fixed
6.50000000
N
N
N
N
N
N
Kennedy-Wilson, Inc.
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AM7
1300000.00000000
PA
USD
994699.11000000
0.006077967681
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
449934AD0
2575000.00000000
PA
USD
2459125.00000000
0.015026134159
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q014, Class X
3137F72J3
22624267.03000000
PA
USD
4156335.77000000
0.025396699595
Long
ABS-MBS
USGSE
US
N
2
2055-10-25
Variable
2.79269280
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YER2
19814000.00000000
PA
USD
18821691.50000000
0.115007273559
Long
DBT
CORP
US
N
2
2028-04-20
Variable
4.20999840
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series M
172967HQ7
1652000.00000000
PA
USD
1612765.00000000
0.009854571548
Long
DBT
CORP
US
N
2
2024-05-15
Variable
6.30000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DQ0
4010000.00000000
PA
USD
3990440.42000000
0.024383019613
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
68205LAS2
1193000.00000000
PA
USD
1202544.00000000
0.007347974371
Long
DBT
NUSS
OM
Y
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
3128MCGL3
114.49000000
PA
USD
114.31000000
0.000000698475
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Fixed
5.50000000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BK2
4000000.00000000
PA
USD
3340328.48000000
0.020410602908
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAF9
6432000.00000000
PA
USD
5975038.56000000
0.036509624769
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AH7
2234000.00000000
PA
USD
2183735.00000000
0.013343402665
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
5.62500000
N
N
N
N
N
N
Hunt Companies Finance Trust, Inc.
N/A
Hunt Companies Finance Trust, Inc.
N/A
26750000.00000000
PA
USD
25947500.00000000
0.158548514659
Long
ABS-MBS
CORP
US
N
3
2025-02-13
Fixed
7.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
1240000.00000000
PA
USD
1155756.48000000
0.007062085873
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800080
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAB0
3861000.00000000
PA
USD
3484552.50000000
0.021291863305
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
OL SP LLC
N/A
OL SP LLC, Series 2018, Class B
67090UAC7
385265.91000000
PA
USD
380743.35000000
0.002326478181
Long
ABS-O
CORP
US
N
3
2030-02-09
Fixed
4.61000000
N
N
N
N
N
N
Foundation Finance Trust
549300QVJKB4ZVR88F06
Foundation Finance Trust, Series 2020-1A, Class C
35041KAC6
4650000.00000000
PA
USD
4228015.76000000
0.025834689997
Long
ABS-O
CORP
US
Y
2
2040-07-16
Fixed
5.75000000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EL0
1475000.00000000
PA
USD
1042542.14000000
0.006370305723
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.20000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust, Series 2021-1A, Class D
25273CAD2
4722670.13000000
PA
USD
4230401.19000000
0.025849265828
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
3.83000000
N
N
N
N
N
N
VOLT XCVII LLC
N/A
VOLT XCVII LLC, Series 2021-NPL6, Class A1
91835EAA7
15869216.04000000
PA
USD
14431628.52000000
0.088182417032
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.23949880
N
N
N
N
N
N
Stagwell Global LLC
N/A
Stagwell Global LLC
59565JAA9
5180000.00000000
PA
USD
4454851.80000000
0.027220739412
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
1770000.00000000
PA
USD
1555600.93000000
0.009505278614
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AW9
5000000.00000000
PA
USD
3948520.95000000
0.024126876644
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.12500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAR6
200000.00000000
PA
USD
197518.24000000
0.001206907161
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.14700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140F5MS9
2679808.17000000
PA
USD
2567695.74000000
0.015689540251
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.00000000
N
N
N
N
N
N
HPA, Inc.
N/A
HPA, Inc.
N/A
31000000.00000000
PA
USD
30690000.00000000
0.187526887557
Long
ABS-MBS
CORP
AU
N
3
2026-04-15
Fixed
3.95000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CE2
5945000.00000000
PA
USD
3836431.50000000
0.023441969974
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132XFJM1
20000000.00000000
PA
USD
19365442.20000000
0.118329785009
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
4.17000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAQ7
3690000.00000000
PA
USD
3129858.00000000
0.019124552923
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.87500000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAT9
470000.00000000
PA
USD
460846.09000000
0.002815934600
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
2.70000000
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAK3
1145000.00000000
PA
USD
889985.98000000
0.005438132968
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
SMBC Aviation Capital Finance DAC
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAD4
1100000.00000000
PA
USD
1092825.16000000
0.006677552978
Long
DBT
CORP
IE
Y
2
2023-07-15
Fixed
4.12500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCZ2
4208000.00000000
PA
USD
3078781.14000000
0.018812455022
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBD2
4795000.00000000
PA
USD
3978363.55000000
0.024309225614
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
4.12500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7C2
2600000.00000000
PA
USD
2474727.79000000
0.015121472792
Long
DBT
CORP
CA
N
2
2024-11-01
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-27, Class OH
31395BZL0
22382.74000000
PA
USD
19160.88000000
0.000117079836
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
None
0.00000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd.
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAE0
1643101.00000000
PA
USD
1292956.18000000
0.007900425160
Long
DBT
CORP
JE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HU2Z8
15900000.00000000
PA
USD
14299995.56000000
0.087378092520
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
2.83500000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust, Series 2012-SHOW, Class E
05538UAJ2
14967000.00000000
PA
USD
13226369.33000000
0.080817851878
Long
ABS-MBS
CORP
US
Y
2
2036-11-05
Variable
4.02599880
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EU3
2960000.00000000
PA
USD
2581629.74000000
0.015774681980
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.90000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAH5
8073000.00000000
PA
USD
8005863.40000000
0.048918691613
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36194GQD9
2411285.89000000
PA
USD
2331971.56000000
0.014249181118
Long
ABS-MBS
USGA
US
N
2
2046-08-15
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
1333000.00000000
PA
USD
1283210.68000000
0.007840876666
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.29199920
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJE0
8665000.00000000
PA
USD
5935478.21000000
0.036267896868
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67599880
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2018-3A, Class D
30166PAG6
605977.19000000
PA
USD
605817.64000000
0.003701762673
Long
ABS-O
CORP
US
Y
2
2024-06-17
Fixed
4.35000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CV9
7335000.00000000
PA
USD
6080369.01000000
0.037153231529
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
2.20600080
N
N
N
N
N
N
SRS Distribution, Inc.
549300ZQ3XP75BCYM468
SRS Distribution, Inc.
78471RAB2
4720000.00000000
PA
USD
4129902.86000000
0.025235185052
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.62500000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BP5
8215000.00000000
PA
USD
7411974.55000000
0.045289818117
Long
DBT
CORP
GB
N
2
2028-05-22
Variable
3.07299960
N
N
N
N
N
N
Mid-Atlantic Interstate Transmission LLC
N/A
Mid-Atlantic Interstate Transmission LLC
59524QAA3
7860000.00000000
PA
USD
7432908.43000000
0.045417731618
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-86, Class SP
38374JXM3
167153.57000000
PA
USD
2048.63000000
0.000012517862
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Floating
1.50213960
N
N
N
N
N
N
Wachovia Corp.
N/A
Wachovia Corp.
337358BH7
515000.00000000
PA
USD
545364.64000000
0.003332373200
Long
DBT
CORP
US
N
2
2026-08-01
Variable
7.57400040
N
N
N
N
N
N
Radnor RE Ltd.
N/A
Radnor RE Ltd., Series 2021-1, Class M1B
75279YAB7
3500000.00000000
PA
USD
3498360.95000000
0.021376237878
Long
ABS-MBS
CORP
BM
Y
2
2033-12-27
Floating
6.18413040
N
N
N
N
N
N
Structured Asset Securities Corp. Mortgage Pass-Through Certificates
N/A
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-37A, Class 1A
86359BBR1
468116.84000000
PA
USD
443887.81000000
0.002712313438
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Variable
4.37005440
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617HU2S1
2799162.87000000
PA
USD
2848533.36000000
0.017405558654
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
5.00000000
N
N
N
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123CB5
680000.00000000
PA
USD
579972.19000000
0.003543837721
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.80300000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2G7
8700000.00000000
PA
USD
7413384.49000000
0.045298433355
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.87899920
N
N
N
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AD5
2865000.00000000
PA
USD
2801422.41000000
0.017117693883
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
6.05000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
11948000.00000000
PA
USD
9433692.75000000
0.057643240129
Long
DBT
NUSS
MX
Y
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081EU7
600000.00000000
PA
USD
597344.66000000
0.003649989732
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
5.40000000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2018-1, Class AA
11042TAA1
570479.83000000
PA
USD
516253.90000000
0.003154496156
Long
ABS-O
CORP
US
Y
2
2031-09-20
Fixed
3.80000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust, Series 2007-A3, Class A3
17305EDT9
1372000.00000000
PA
USD
1501786.81000000
0.009176455075
Long
ABS-O
CORP
US
N
2
2039-06-15
Fixed
6.15000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2021-R1, Class A2C
89179TAU8
30000000.00000000
PA
USD
27784800.00000000
0.169775075444
Long
ABS-MBS
CORP
US
Y
2
2060-11-30
Fixed
3.30716000
N
N
N
N
N
N
Graham Packaging Co., Inc.
549300YS0ZFT826HIK72
Graham Packaging Co., Inc., 1st Lien Term Loan
38469EAD5
3416935.18000000
PA
USD
3395579.34000000
0.020748205444
Long
LON
CORP
US
N
2
2027-08-04
Variable
7.63486000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Series 2004-HYB4, Class AA
17307GMC9
23925.33000000
PA
USD
21888.75000000
0.000133748099
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
4.94700120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132FCFU4
5882509.69000000
PA
USD
5621409.26000000
0.034348823141
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYA6
20395000.00000000
PA
USD
17975942.32000000
0.109839443277
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.43100000
N
N
N
N
N
N
Amden Homes Sf Frn 144a
N/A
Amden Homes Sf Frn 144a
N/A
18515543.00000000
PA
USD
18330387.57000000
0.112005230652
Long
ABS-MBS
CORP
US
N
3
2026-04-15
Fixed
0.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
2670000.00000000
PA
USD
2304485.38000000
0.014081230717
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Cooper-Standard Automotive, Inc.
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive, Inc.
216762AJ3
4490000.00000000
PA
USD
2738622.79000000
0.016733965721
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.62500000
N
N
Y
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1671, Class QC
3133T36V5
2486.44000000
PA
USD
2515.02000000
0.000015367672
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Floating
10.00000080
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAL7
14685000.00000000
PA
USD
12677724.53000000
0.077465435725
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-25, Class KP
31393APU5
748311.89000000
PA
USD
739304.53000000
0.004517415362
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AK31
4789047.72000000
PA
USD
4458864.91000000
0.027245260951
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128CUUQ7
185656.99000000
PA
USD
188090.28000000
0.001149298950
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
6.00000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CM7
2790000.00000000
PA
USD
1748434.35000000
0.010683559848
Long
DBT
CORP
US
Y
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
500000.00000000
PA
USD
465443.39000000
0.002844025749
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2756, Class NA
31394PXG3
8581.38000000
PA
USD
8517.24000000
0.000052043385
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2020-2, Class B
21872VAD4
8345000.00000000
PA
USD
7869534.45000000
0.048085672920
Long
ABS-O
CORP
US
Y
2
2052-05-15
Variable
4.24400040
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-S2, Class 2A4
92922FQK7
141988.26000000
PA
USD
138210.72000000
0.000844516981
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
5.50000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2019-1A, Class D
82653EAD9
1527517.22000000
PA
USD
1460602.95000000
0.008924806945
Long
ABS-O
CORP
US
Y
2
2036-01-20
Fixed
4.75000000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BD7
4660000.00000000
PA
USD
4616871.70000000
0.028210739007
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.62500000
N
N
N
N
N
N
Jefferies Financial Group, Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
472319AE2
104000.00000000
PA
USD
107508.41000000
0.000656914874
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QAU0
416000.00000000
PA
USD
406823.62000000
0.002485837968
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
5.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HEJW3
1412009.89000000
PA
USD
1407141.89000000
0.008598140729
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
5.00000000
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAP2
8728000.00000000
PA
USD
7327372.45000000
0.044772868997
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
Series RR Trust
54930042MWG761INJ863
Series RR Trust, Series 2015-1, Class B
81753VAC4
19000000.00000000
PA
USD
16131361.00000000
0.098568391019
Long
ABS-MBS
CORP
US
Y
2
2048-04-26
None
0.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BV5
3000000.00000000
PA
USD
2920756.53000000
0.017846868080
Long
DBT
CORP
JP
N
2
2024-09-15
Variable
0.84800160
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241AA1
2297000.00000000
PA
USD
1246122.50000000
0.007614254608
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
9902000.00000000
PA
USD
10283236.90000000
0.062834259037
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138MGYD1
350170.67000000
PA
USD
333833.45000000
0.002039841897
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.50000000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAH3
5415000.00000000
PA
USD
5082676.90000000
0.031056975546
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905AN9
4965000.00000000
PA
USD
4263594.45000000
0.026052088530
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418BYR1
2503323.59000000
PA
USD
2395733.10000000
0.014638786955
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617YGAX3
30982736.86000000
PA
USD
32711883.40000000
0.199881319000
Long
ABS-MBS
USGA
US
N
2
2072-03-20
Variable
6.38100000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804FQ2
490000.00000000
PA
USD
480476.26000000
0.002935881967
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.45000000
N
N
N
N
N
N
Northern States Power Co.
3S1GHB0TEH85KX44SB51
Northern States Power Co.
665772CC1
173000.00000000
PA
USD
184513.37000000
0.001127442749
Long
DBT
CORP
US
N
2
2037-07-01
Fixed
6.20000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCU7
520000.00000000
PA
USD
511581.15000000
0.003125943981
Long
DBT
CORP
US
N
2
2026-07-24
Variable
4.98499920
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 30 Year
01F042632
85000000.00000000
PA
USD
81892187.50000000
0.500390584461
Long
ABS-MBS
USGSE
US
N
2
2053-03-25
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKA6
43365000.00000000
PA
USD
33913422.19000000
0.207223151179
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29899960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179XDD5
29031661.38000000
PA
USD
27439624.29000000
0.167665928277
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAU0
11943000.00000000
PA
USD
11753589.99000000
0.071818642829
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
22815000.00000000
PA
USD
21371796.56000000
0.130589328458
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CZB2
1238.33000000
PA
USD
1262.74000000
0.000007715793
Long
ABS-MBS
USGA
US
N
2
2028-01-20
Fixed
8.00000000
N
N
N
N
N
N
British Airways Pass-Through Trust
635400GSHSFIWYIDXC76
British Airways Pass-Through Trust, Series 2019-1, Class A
11043XAB9
1135232.96000000
PA
USD
980138.34000000
0.005988996164
Long
ABS-O
CORP
US
Y
2
2029-06-15
Fixed
3.35000000
N
N
N
N
N
N
W R Berkley Corp.
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423AV4
2535000.00000000
PA
USD
1807207.15000000
0.011042682698
Long
DBT
CORP
US
N
2
2052-03-30
Fixed
3.55000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAB7
3587000.00000000
PA
USD
3574274.76000000
0.021840098436
Long
DBT
CORP
KY
Y
2
2023-10-01
Fixed
5.12500000
N
N
N
N
N
N
Diamond Sports Group LLC
N/A
Diamond Sports Group LLC
25277LAF3
3550000.00000000
PA
USD
398310.00000000
0.002433816701
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.37500000
Y
Y
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAF9
1000000.00000000
PA
USD
933477.75000000
0.005703883253
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AWG9
3092178.72000000
PA
USD
2878847.36000000
0.017590788047
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DB2
7305000.00000000
PA
USD
7519757.80000000
0.045948412362
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
5.85000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-2, Class E
02530BAJ9
11200000.00000000
PA
USD
9761339.84000000
0.059645281152
Long
ABS-O
CORP
US
Y
2
2028-06-13
Fixed
6.57000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283GZL4
12816.39000000
PA
USD
13157.41000000
0.000080396485
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2016-H17, Class FC
38376RXT8
4037230.90000000
PA
USD
3995965.15000000
0.024416777691
Long
ABS-MBS
USGA
US
N
2
2066-08-20
Floating
5.22156960
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAJ0
4000000.00000000
PA
USD
3581906.24000000
0.021886729511
Long
DBT
CORP
ES
N
2
2025-09-18
Fixed
1.12500000
N
N
N
N
N
N
Hillenbrand, Inc.
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AE8
2125000.00000000
PA
USD
1738420.00000000
0.010622368584
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAU4
505000.00000000
PA
USD
365865.26000000
0.002235567724
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617JMJW0
19805725.21000000
PA
USD
20936489.52000000
0.127929446596
Long
ABS-MBS
USGA
US
N
2
2072-04-20
Variable
6.36699960
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AS8
3026000.00000000
PA
USD
2764190.48000000
0.016890193461
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAQ4
123000.00000000
PA
USD
116537.89000000
0.000712088230
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
4.95000000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAK0
4035000.00000000
PA
USD
3797943.75000000
0.023206796042
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
1410000.00000000
PA
USD
1335396.90000000
0.008159753154
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
PFP Ltd.
N/A
PFP Ltd., Series 2021-7, Class D
69290LAJ6
14539274.45000000
PA
USD
13632110.96000000
0.083297078499
Long
ABS-MBS
CORP
KY
Y
2
2038-04-14
Floating
6.99000120
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-8, Class 2A1
12669FZW6
3772.35680000
PA
USD
2223.97000000
0.000013589252
Long
ABS-MBS
CORP
US
N
3
2019-06-25
Fixed
4.50000000
N
N
N
N
N
N
WR Grace Holdings LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAC5
225000.00000000
PA
USD
224932.50000000
0.001374418104
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
5.62500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MP3
17210000.00000000
PA
USD
15997239.70000000
0.097748861858
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.41200160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2008-62, Class SM
31397LX61
399596.84000000
PA
USD
14651.38000000
0.000089525177
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
1.58299920
N
N
N
N
N
N
Arizona Public Service Co.
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555CP7
150000.00000000
PA
USD
127007.49000000
0.000776061234
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.70000000
N
N
N
N
N
N
Sydney Airport Finance Co. Pty. Ltd.
549300MJAANHLHOVTO40
Sydney Airport Finance Co. Pty. Ltd.
87124VAE9
1300000.00000000
PA
USD
1239763.40000000
0.007575398230
Long
DBT
CORP
AU
Y
2
2025-04-30
Fixed
3.37500000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CB0
3845000.00000000
PA
USD
2754907.28000000
0.016833469785
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
3097000.00000000
PA
USD
2615726.20000000
0.015983023557
Long
DBT
NUSS
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AZ5
349000.00000000
PA
USD
371726.88000000
0.002271384321
Long
DBT
CORP
LR
Y
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Southern California Gas Co.
XY0N0J73VHV5F4CUJV89
Southern California Gas Co., Series TT
842434CQ3
1100000.00000000
PA
USD
1015946.60000000
0.006207797452
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128M8FM1
727048.70000000
PA
USD
747691.18000000
0.004568660796
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
5.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR2, Class C
74333LAE6
9097000.00000000
PA
USD
8538346.86000000
0.052172356192
Long
ABS-O
CORP
US
Y
2
2037-06-17
Fixed
3.07700000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAH4
2045000.00000000
PA
USD
2035388.50000000
0.012436952439
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
7.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DS5
1250000.00000000
PA
USD
1379839.95000000
0.008431316101
Long
DBT
CORP
GB
N
2
2033-11-03
Variable
8.11299960
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust, Series 2004-8, Class A2
81744FDK0
198560.70000000
PA
USD
185386.04000000
0.001132775075
Long
ABS-MBS
CORP
US
N
2
2034-09-20
Floating
5.92043040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418B5U6
2340807.57000000
PA
USD
2179042.88000000
0.013314732132
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC - GNMA, Series 31, Class Z
3133T5ER0
500.37000000
PA
USD
502.41000000
0.000003069904
Long
ABS-MBS
USGSE
US
N
2
2024-04-25
Fixed
8.00000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAE2
1020000.00000000
PA
USD
868920.10000000
0.005309412899
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJWL6
32000000.00000000
PA
USD
31543750.72000000
0.192743610114
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
4.21000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBU3
10585000.00000000
PA
USD
10397232.26000000
0.063530811499
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.81200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-79, Class OK
38376CXX2
79043.01000000
PA
USD
66025.42000000
0.000403438954
Long
ABS-MBS
USGA
US
N
2
2037-11-16
None
0.00000000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AD6
1000000.00000000
PA
USD
934830.03000000
0.005712146168
Long
DBT
CORP
AU
Y
2
2025-10-28
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJJ64
49647000.00000000
PA
USD
50321724.08000000
0.307483750186
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
4.56000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAZ1
750000.00000000
PA
USD
687120.25000000
0.004198550728
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.12000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
8790000.00000000
PA
USD
7244454.30000000
0.044266209414
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Braskem Idesa SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
1320000.00000000
PA
USD
920700.00000000
0.005625806626
Long
DBT
CORP
MX
Y
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HPTN7
2956071.98000000
PA
USD
2815576.94000000
0.017204183129
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
ILFC E-Capital Trust I
N/A
ILFC E-Capital Trust I
44965TAA5
5334000.00000000
PA
USD
3640455.00000000
0.022244483396
Long
SN
CORP
US
Y
2
2065-12-21
Floating
6.28828920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140J7TL9
5871751.82000000
PA
USD
5740180.72000000
0.035074559284
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
4.00000000
N
N
N
N
N
N
Hartford HealthCare Corp.
549300W3L482NUDOFF24
Hartford HealthCare Corp.
41652PAC3
2350000.00000000
PA
USD
1688211.26000000
0.010315575207
Long
DBT
CORP
US
N
2
2054-07-01
Fixed
3.44700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335BW28
14858616.51000000
PA
USD
14806641.07000000
0.090473877974
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DAP6
2068.68000000
PA
USD
2121.71000000
0.000012964407
Long
ABS-MBS
USGA
US
N
2
2029-02-20
Fixed
6.50000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
2590000.00000000
PA
USD
2258324.60000000
0.013799171825
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JM3
300000.00000000
PA
USD
246025.78000000
0.001503305597
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
1435000.00000000
PA
USD
1439798.15000000
0.008797682169
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
49282.61000000
PA
USD
51964.40000000
0.000317521088
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Fixed
6.00000000
N
N
N
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081TAK4
4530000.00000000
PA
USD
3712493.55000000
0.022684664728
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AK7
2500000.00000000
PA
USD
2481500.00000000
0.015162853420
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
4.15000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2020-2, Class C
02529WAC1
439336.47000000
PA
USD
437579.30000000
0.002673766184
Long
ABS-O
CORP
US
Y
2
2026-04-13
Fixed
3.88000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBR0
7320000.00000000
PA
USD
5416876.20000000
0.033099052918
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335AGX0
6687687.02000000
PA
USD
6746519.61000000
0.041223650189
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAJ4
1905000.00000000
PA
USD
1695450.00000000
0.010359806500
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-64, Class SX
31393DJU6
13184.19000000
PA
USD
11740.25000000
0.000071737130
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Floating
2.33607600
N
N
N
N
N
N
EP Energy Corp.
549300Z6HPQS1H5IYQ07
EP Energy Corp.
268785201
75009.00000000
NS
USD
525063.00000000
0.003208322911
Long
EC
CORP
US
N
3
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AT1
1110000.00000000
PA
USD
954600.00000000
0.005832947763
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.87500000
N
N
N
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAA0
5085000.00000000
PA
USD
4748423.85000000
0.029014569742
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-19, Class KE
38374FTH7
1184317.15000000
PA
USD
1178888.48000000
0.007203430675
Long
ABS-MBS
USGA
US
N
2
2034-03-16
Fixed
5.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series V
172967MK4
146000.00000000
PA
USD
133225.00000000
0.000814052446
Long
DBT
CORP
US
N
2
2025-01-30
Variable
4.70000160
N
N
N
N
N
N
ACR
549300VGHLH24T0B8529
ACR
N/A
40000000.00000000
PA
USD
38200000.00000000
0.233415676268
Long
ABS-MBS
CORP
GB
N
3
2026-11-15
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138W4CS8
2640627.73000000
PA
USD
2389831.52000000
0.014602726188
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
Sitios Latinoamerica SAB de CV
5493000FNR3UCEAONM59
Sitios Latinoamerica SAB de CV
03217KAB4
2279000.00000000
PA
USD
2004380.50000000
0.012247482458
Long
DBT
CORP
MX
Y
2
2032-04-04
Fixed
5.37500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-4A, Class E
30165JAG1
9500000.00000000
PA
USD
7935448.80000000
0.048488433197
Long
ABS-O
CORP
US
Y
2
2028-01-17
Fixed
4.02000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-3, Class AA
023771R91
977793.69000000
PA
USD
865958.93000000
0.005291319090
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KL05, Class X1P
3137FNAQ3
175800000.00000000
PA
USD
8398001.16000000
0.051314793718
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Variable
0.89240040
N
N
N
N
N
N
Wachovia Corp.
N/A
Wachovia Corp.
929771AE3
1650000.00000000
PA
USD
1696546.32000000
0.010366505408
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.60500000
N
N
N
N
N
N
MASTR Asset Securitization Trust
N/A
MASTR Asset Securitization Trust, Series 2004-P7, Class A6
57643MCH5
36557.15000000
PA
USD
29323.65000000
0.000179177999
Long
ABS-MBS
CORP
US
Y
2
2033-12-27
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2002-T16, Class A2
31392FDC8
358519.93000000
PA
USD
375698.59000000
0.002295652891
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Fixed
7.00000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC, Series AD
15189XAU2
2000000.00000000
PA
USD
1356793.00000000
0.008290490985
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.90000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AH7
1370000.00000000
PA
USD
1267250.00000000
0.007743351197
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
USASF Receivables LLC
N/A
USASF Receivables LLC, Series 2020-1A, Class C
90353QAC0
4000000.00000000
PA
USD
3990531.60000000
0.024383576756
Long
ABS-O
CORP
US
Y
2
2024-08-15
Fixed
5.94000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AX5
2876000.00000000
PA
USD
2343940.00000000
0.014322312571
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
ACRE Commercial Mortgage Ltd.
N/A
ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class B
00489TAE6
1570000.00000000
PA
USD
1520939.07000000
0.009293482240
Long
ABS-MBS
CORP
KY
Y
2
2037-12-18
Floating
5.99128920
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
3330000.00000000
PA
USD
3253669.34000000
0.019881084537
Long
DBT
CORP
US
N
2
2038-01-19
Variable
5.94799920
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CX5
8370000.00000000
PA
USD
7362585.80000000
0.044988035172
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
2.25100080
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
26138EAX7
225000.00000000
PA
USD
210158.18000000
0.001284141720
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.43000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CQX4
740.21000000
PA
USD
752.62000000
0.000004598777
Long
ABS-MBS
USGA
US
N
2
2026-08-20
Fixed
8.00000000
N
N
N
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605HAC4
3660000.00000000
PA
USD
3193350.00000000
0.019512511775
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428102AC1
5580000.00000000
PA
USD
5430288.60000000
0.033181007484
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AU2
3353000.00000000
PA
USD
2470774.20000000
0.015097314942
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.50000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XBA1
242000.00000000
PA
USD
229648.75000000
0.001403236080
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Arizona Public Service Co.
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555CY8
1000000.00000000
PA
USD
786869.46000000
0.004808054113
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3305, Class IW
31397GTK6
171925.80000000
PA
USD
3930.93000000
0.000024019389
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Floating
1.86213960
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2H7
224000.00000000
PA
USD
203322.00000000
0.001242370212
Long
DBT
NUSS
SA
Y
2
2025-11-24
Fixed
1.62500000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AX3
5895000.00000000
PA
USD
4055771.97000000
0.024782218774
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3677, Class PB
3137A05F8
860216.72000000
PA
USD
836756.72000000
0.005112883132
Long
ABS-MBS
USGSE
US
N
2
2040-05-15
Fixed
4.50000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523BZ2
1000000.00000000
PA
USD
977199.06000000
0.005971036110
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2003-130, Class HZ
31393UVK6
6121005.35000000
PA
USD
6214464.53000000
0.037972603165
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Fixed
6.00000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU
35563P7E3
31096856.91040000
PA
USD
27310864.34000000
0.166879158884
Long
ABS-MBS
USGSE
US
N
2
2061-11-25
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QEB76
25619470.15000000
PA
USD
22080944.03000000
0.134922473387
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BU2
20305000.00000000
PA
USD
19464342.75000000
0.118934102777
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AQ3
600000.00000000
PA
USD
527687.99000000
0.003224362540
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.85000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAY1
1430000.00000000
PA
USD
1110037.50000000
0.006782726537
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAM1
3334000.00000000
PA
USD
2753617.28000000
0.016825587423
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189TAZ7
750000.00000000
PA
USD
824886.83000000
0.005040353855
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAC0
2020000.00000000
PA
USD
1676339.52000000
0.010243034626
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-5, Class 2A9
12669FWD1
80473.42000000
PA
USD
77940.29000000
0.000476243075
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
5.25000000
N
N
N
N
N
N
NRZ FHT Excess LLC
N/A
NRZ FHT Excess LLC, Series 2020-FHT1, Class A
62955MAA4
8856241.99000000
PA
USD
8204827.31000000
0.050134432335
Long
ABS-O
CORP
US
Y
2
2025-11-25
Fixed
4.21200000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBT1
2750000.00000000
PA
USD
2592777.47000000
0.015842798601
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
491798AL8
4299000.00000000
PA
USD
3213502.50000000
0.019635650765
Long
DBT
NUSS
KE
Y
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-26CB, Class A9
02147WAJ8
117784.78000000
PA
USD
66507.27000000
0.000406383230
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
92789000.00000000
PA
USD
75532420.97000000
0.461530134055
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664CV1
4720000.00000000
PA
USD
3186834.73000000
0.019472701142
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
River Rock Sfr Frn 144a
N/A
River Rock Sfr Frn 144a
N/A
2187773.98000000
PA
USD
2154957.37000000
0.013167561043
Long
ABS-MBS
CORP
US
N
3
2024-10-15
Fixed
0.00000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBK5
6320000.00000000
PA
USD
4882200.00000000
0.029831989913
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617YCC51
20175775.46540000
PA
USD
21068886.43000000
0.128738439117
Long
ABS-MBS
USGA
US
N
2
2072-03-20
Variable
6.19700040
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
3400000.00000000
PA
2643192.33000000
0.016150851445
Long
DBT
NUSS
CI
Y
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JCK8
7930000.00000000
PA
USD
7650589.23000000
0.046747839240
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.55000000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CK6
1880000.00000000
PA
USD
1585783.85000000
0.009689707061
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
1.75000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-23CB, Class A2
12667GLC5
147948.65890000
PA
USD
119523.62000000
0.000730332109
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
1090000.00000000
PA
USD
1067960.20000000
0.006525619170
Long
DBT
CORP
US
Y
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAQ6
375000.00000000
PA
USD
396626.73000000
0.002423531319
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
6.45000000
N
N
N
N
N
N
District of Columbia Water & Sewer Authority
549300OT2FIJQJ5PSH71
District of Columbia, Water and Sewer Authority, Public Utility, Senior Lien
254845JZ4
345000.00000000
PA
USD
315856.99000000
0.001929999291
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAS5
2215000.00000000
PA
USD
2016764.19000000
0.012323151237
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust, Series 1998-1, Class 2E
911760LH7
315529.90000000
PA
USD
315514.00000000
0.001927903499
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132WF5S4
468205.36000000
PA
USD
449466.27000000
0.002746399826
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
Entergy Texas Restoration Funding II LLC
N/A
Entergy Texas Restoration Funding II LLC, Series A-2
29366NAB2
2910000.00000000
PA
USD
2579068.49000000
0.015759031825
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
3.69700000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAR0
1300000.00000000
PA
USD
1185960.15000000
0.007246641110
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.85100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LJJX9
9238767.60000000
PA
USD
8614102.65000000
0.052635251191
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2534, Class SI
31393FVT0
20853.54000000
PA
USD
21188.48000000
0.000129469198
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Floating
9.13156560
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KX04, Class XFX
3137FWHN3
175088398.32000000
PA
USD
11835467.97000000
0.072318946601
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Variable
1.70298000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAT9
1825000.00000000
PA
USD
1816375.71000000
0.011098705882
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85000000
N
N
N
N
N
N
DTE Electric Co.
9N0FWODEJVKHC2DYLO03
DTE Electric Co., Series A
23338VAA4
4870000.00000000
PA
USD
4067336.97000000
0.024852885064
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.00000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series C
25746UBM0
46000.00000000
PA
USD
40475.27000000
0.000247318390
Long
DBT
CORP
US
N
2
2041-08-01
Fixed
4.90000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DR8
5795000.00000000
PA
USD
5754626.18000000
0.035162826216
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
VOLT XCIX LLC
N/A
VOLT XCIX LLC, Series 2021-NPL8, Class A1
92872VAA1
13440148.63000000
PA
USD
12160348.11000000
0.074304080569
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.11569840
N
N
N
N
N
N
Cooper-Standard Automotive, Inc.
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive, Inc.
216762AH7
6510500.00000000
PA
USD
6738367.50000000
0.041173837878
Long
DBT
CORP
US
Y
2
2027-03-31
Fixed
9.00000000
N
N
Y
N
N
N
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
92940PAB0
2500000.00000000
PA
USD
2448024.65000000
0.014958307047
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.65000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
14695000.00000000
PA
USD
13484988.87000000
0.082398109857
Long
DBT
CORP
FR
Y
2
2026-06-16
Variable
1.90699920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LDSB0
9334337.90000000
PA
USD
8713657.54000000
0.053243567211
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
2.49000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGT1
3016000.00000000
PA
USD
2471328.07000000
0.015100699286
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36193UAG9
2386679.51000000
PA
USD
2255549.23000000
0.013782213321
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.75000000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
5474000.00000000
PA
USD
5217816.80000000
0.031882728717
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959WAK9
5210000.00000000
PA
USD
4378275.60000000
0.026752831415
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75000000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AR0
3640000.00000000
PA
USD
3404883.30000000
0.020805055970
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
University of California
N/A
University of California, Taxable
91412GHA6
774000.00000000
PA
USD
701785.95000000
0.004288163406
Long
DBT
MUN
US
N
2
2112-05-15
Fixed
4.85800000
N
N
N
N
N
N
FEL Energy VI SARL
254900H2U8PBIY32VI94
FEL Energy VI SARL
30260LAA3
3463888.03100000
PA
USD
2882786.17000000
0.017614855586
Long
DBT
CORP
LU
Y
2
2040-12-01
Fixed
5.75000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-14, Class 1A
863579CB2
34111.14000000
PA
USD
31632.40000000
0.000193285288
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
3.93166800
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2022-3A, Class E
38014QAF3
5510000.00000000
PA
USD
5092554.14000000
0.031117329018
Long
ABS-O
CORP
US
Y
2
2029-10-15
Fixed
8.35000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAR0
3233000.00000000
PA
USD
2722315.32000000
0.016634321241
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAS2
595000.00000000
PA
USD
565616.30000000
0.003456118093
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LBBL0
11000000.00000000
PA
USD
10516077.44000000
0.064256998098
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
3.09000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31410DVM9
13811.18000000
PA
USD
13749.50000000
0.000084014367
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2002-56, Class PE
31392ERB8
354244.57000000
PA
USD
363598.08000000
0.002221714443
Long
ABS-MBS
USGSE
US
N
2
2032-09-25
Fixed
6.00000000
N
N
N
N
N
N
State of California
N/A
State of California, Various Purpose
13063BBU5
1980000.00000000
PA
USD
2428443.47000000
0.014838659026
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
7.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2
31393XGQ4
29743.09000000
PA
USD
30875.39000000
0.000188659686
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
7.00000000
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc., Series 06-E
209111EQ2
400000.00000000
PA
USD
402279.50000000
0.002458071768
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
5.70000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
1402.00000000
NC
USD
1950063.33000000
0.011915585103
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bond
2023-06-21
190233875.00000000
USD
1950063.33000000
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class DKW1
12529YBQ4
2800000.00000000
PA
USD
2053279.20000000
0.012546271021
Long
ABS-MBS
CORP
US
Y
2
2026-02-28
Fixed
0.00000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2022-1A, Class E
67571EAF4
2000000.00000000
PA
USD
1894125.80000000
0.011573786768
Long
ABS-O
CORP
US
Y
2
2029-12-20
Fixed
7.33000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class D
82650TAD9
5124967.69000000
PA
USD
4987353.60000000
0.030474516055
Long
ABS-O
CORP
US
Y
2
2040-06-20
Fixed
9.22000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LE7B1
5975795.17000000
PA
USD
5498586.63000000
0.033598332899
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
2.20000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBB0
800000.00000000
PA
USD
796961.61000000
0.004869720763
Long
DBT
CORP
GB
N
2
2024-05-16
Variable
4.33800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418ATU2
706945.93000000
PA
USD
658163.79000000
0.004021616391
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAE1
600000.00000000
PA
USD
567739.27000000
0.003469090200
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
3.80000000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAN4
765000.00000000
PA
USD
680314.50000000
0.004156965159
Long
DBT
CORP
CA
Y
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AC7
1407000.00000000
PA
USD
1395718.38000000
0.008528338993
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
6.05000000
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
3845000.00000000
PA
USD
3781219.99000000
0.023104607881
Long
DBT
CORP
NL
Y
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The), Series B
501044BT7
900000.00000000
PA
USD
1003515.65000000
0.006131839897
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HLKB1
1241425.81000000
PA
USD
1207470.59000000
0.007378077600
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAK7
2510000.00000000
PA
USD
2238742.74000000
0.013679519650
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.37500000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AP1
2020000.00000000
PA
USD
1934001.13000000
0.011817439310
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.25000000
N
N
N
N
N
N
Interstate Power and Light Co.
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co.
461070AP9
800000.00000000
PA
USD
765020.54000000
0.004674549390
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
4.10000000
N
N
N
N
N
N
Impac Secured Assets CMN Owner Trust
N/A
Impac Secured Assets CMN Owner Trust, Series 2003-2, Class A1
45254TMS0
4341.43000000
PA
USD
3619.31000000
0.000022115279
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132HCD26
868202.50000000
PA
USD
866377.75000000
0.005293878230
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
5.00000000
N
N
N
N
N
N
LFT CRE Ltd.
N/A
LFT CRE Ltd., Series 2021-FL1, Class D
50203JAJ7
14237500.00000000
PA
USD
13344424.34000000
0.081539210254
Long
ABS-CBDO
CORP
KY
Y
2
2039-06-15
Floating
7.03785960
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
00131LAF2
2495000.00000000
PA
USD
2354656.25000000
0.014387792695
Long
DBT
CORP
HK
Y
2
2028-04-06
Fixed
3.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3134
31396J5T8
20239.70000000
PA
USD
17322.18000000
0.000105844721
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAN5
3260000.00000000
PA
USD
3087988.97000000
0.018868718160
Long
DBT
CORP
GB
N
2
2025-03-15
Variable
1.08900000
N
N
N
N
N
N
Leviathan Bond Ltd.
254900D9T8VKYVQNZ220
Leviathan Bond Ltd.
N/A
1182000.00000000
PA
USD
1122072.60000000
0.006856265307
Long
DBT
CORP
IL
Y
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9UR1
18777000.00000000
PA
USD
17823828.97000000
0.108909976249
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
2.64000000
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
2300000.00000000
PA
USD
2330715.79000000
0.014241507913
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CX4
3850000.00000000
PA
USD
2749593.81000000
0.016801002581
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Whole Loan, Series 2009-89, Class A1
31398FW98
83381.89000000
PA
USD
82352.43000000
0.000503202830
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Fixed
5.41000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2004-90, Class SI
38374JXC5
217737.66000000
PA
USD
9142.89000000
0.000055866331
Long
ABS-MBS
USGA
US
N
2
2034-10-20
Floating
1.50213960
N
N
N
N
N
N
MidAmerican Energy Co.
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co.
595620AS4
2000000.00000000
PA
USD
1551085.46000000
0.009477687476
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M10, Class A2
3136B2HA3
20853000.00000000
PA
USD
19747421.90000000
0.120663817731
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.35752200
N
N
N
N
N
N
Leviathan Bond Ltd.
254900D9T8VKYVQNZ220
Leviathan Bond Ltd.
N/A
1090000.00000000
PA
USD
1055120.00000000
0.006447160951
Long
DBT
CORP
IL
Y
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2005-QS5, Class A4
76110H3A5
827382.04600000
PA
USD
672109.41000000
0.004106829122
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833LM0
15000.00000000
PA
USD
14667.04000000
0.000089620865
Long
DBT
UST
US
N
2
2023-08-15
None
0.00000000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
00131LAB1
996000.00000000
PA
USD
951989.25000000
0.005816995146
Long
DBT
CORP
HK
Y
2
2025-03-11
Fixed
3.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132HMNA5
2439353.18000000
PA
USD
2289451.19000000
0.013989366434
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
CFIN Issuer LLC
N/A
CFIN Issuer LLC, Series 2022-RTL1, Class AA
12531CAA4
18000000.00000000
PA
USD
17204400.00000000
0.105125043476
Long
ABS-O
CORP
US
Y
3
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DB3
215000.00000000
PA
USD
179920.90000000
0.001099381113
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.65000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DD9
6500000.00000000
PA
USD
5438370.93000000
0.033230393414
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
3.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR2, Class D
74333LAG1
9656000.00000000
PA
USD
9175844.78000000
0.056067696718
Long
ABS-O
CORP
US
Y
2
2037-06-17
Fixed
3.87400000
N
N
N
N
N
N
Bear Stearns Asset-Backed Securities Trust
N/A
Bear Stearns Asset-Backed Securities Trust, Series 2003-SD2, Class 2A
07384YLJ3
126127.90000000
PA
USD
111393.20000000
0.000680652332
Long
ABS-O
CORP
US
N
2
2043-06-25
Variable
4.02642000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XJ4W0
23937414.96000000
PA
USD
23117201.11000000
0.141254375144
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2313, Class LA
3133TTK67
2327.42000000
PA
USD
2384.16000000
0.000014568071
Long
ABS-MBS
USGSE
US
N
2
2031-05-15
Fixed
6.50000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAH5
3124000.00000000
PA
USD
2698804.23000000
0.016490660064
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
Garda World Security Corp.
549300ZF1NDXLMCHNO20
Garda World Security Corp.
36257BAA7
825000.00000000
PA
USD
792600.44000000
0.004843072453
Long
DBT
CORP
CA
Y
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AM2
5000000.00000000
PA
USD
4470904.10000000
0.027318824712
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.37500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR3, Class F
74333AAL4
10000000.00000000
PA
USD
9012981.00000000
0.055072540714
Long
ABS-O
CORP
US
Y
2
2027-10-17
Fixed
2.79600000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBC1
9692000.00000000
PA
USD
8747030.00000000
0.053447484889
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NQ0
4463000.00000000
PA
USD
4380647.70000000
0.026767325795
Long
DBT
CORP
US
N
2
2025-05-24
Variable
4.14000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBH7
1756000.00000000
PA
USD
1428935.22000000
0.008731305778
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AP8
5421000.00000000
PA
USD
4379625.90000000
0.026761082231
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJF7
15000000.00000000
PA
USD
11690923.05000000
0.071435725390
Long
DBT
CORP
US
N
2
2031-07-23
Variable
1.89799920
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAY3
3530000.00000000
PA
USD
3074923.34000000
0.018788882483
Long
DBT
CORP
FR
Y
2
2026-10-04
Fixed
1.60400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2015-M10, Class A2
3136AN6U6
5873501.77000000
PA
USD
5540928.83000000
0.033857058900
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Variable
3.09200040
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAZ5
690000.00000000
PA
USD
495483.93000000
0.003027584204
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.09500000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAN4
3250000.00000000
PA
USD
2983884.02000000
0.018232599644
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
United States Steel Corp.
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909AU2
2655000.00000000
PA
USD
2656221.30000000
0.016230463116
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
N
MYT Holding LLC
N/A
MYT Holding LLC, Series A
55406N202
2070208.00000000
NS
USD
1852836.16000000
0.011321492285
Long
EP
CORP
US
N
3
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2019-2, Class C
33845WAE9
1762991.65000000
PA
USD
1757777.60000000
0.010740650451
Long
ABS-O
CORP
US
Y
2
2025-05-15
Fixed
3.09000000
N
N
N
N
N
N
Cedar Fair LP
N/A
Cedar Fair LP
150190AF3
605000.00000000
PA
USD
597612.74000000
0.003651627797
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2001-T12
31392A5R5
7836427.54100000
PA
USD
63071.49000000
0.000385389384
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Variable
0.49376160
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XAV7
567000.00000000
PA
USD
497854.96000000
0.003042072046
Long
DBT
CORP
US
N
2
2034-07-08
Fixed
4.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZS2
69302000.00000000
PA
USD
59212603.19000000
0.361810204639
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
Gulfport Energy Operating Corp.
549300FJX18IDUFPHD40
Gulfport Energy Operating Corp.
402ESCAP2
1320000.00000000
PA
USD
831.60000000
0.000005081373
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
6.62500000
Y
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M55D
35563PLQ0
12523978.88000000
PA
USD
11863186.20000000
0.072488314910
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
4.00000000
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAK5
5339000.00000000
PA
USD
4949306.39000000
0.030242033981
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAD3
1950000.00000000
PA
USD
1831164.27000000
0.011189069278
Long
DBT
CORP
US
Y
2
2025-08-01
Fixed
4.12500000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
7332000.00000000
PA
USD
6677013.01000000
0.040798939978
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MS7
5000000.00000000
PA
USD
4101613.15000000
0.025062324795
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57199840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128NHRN5
24044.82000000
PA
USD
24263.08000000
0.000148256105
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
3.82100040
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 1671, Class I
3133T35W4
3720.09000000
PA
USD
3712.36000000
0.000022683848
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Fixed
7.00000000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAP4
2430000.00000000
PA
USD
2316234.91000000
0.014153024552
Long
DBT
CORP
CA
Y
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust, Series 2021-1, Class C
00091KAC9
9100000.00000000
PA
USD
8956805.13000000
0.054729286037
Long
ABS-O
CORP
US
Y
2
2024-12-20
Fixed
2.08000000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
87927YAA0
2990000.00000000
PA
USD
2911751.70000000
0.017791845345
Long
DBT
CORP
IT
Y
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617YCTV6
15454896.96000000
PA
USD
14207781.36000000
0.086814630743
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDM0
4070000.00000000
PA
USD
3262038.58000000
0.019932223590
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, STRIPS, Series 266, Class 2
31364HK22
4500.00000000
PA
USD
93.46000000
0.000000571074
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Fixed
7.50000000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAR0
5287000.00000000
PA
USD
4758300.00000000
0.029074916554
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2001-81, Class HE
31392BQR0
287110.70000000
PA
USD
295393.44000000
0.001804959674
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4060, Class TB
3137ARA30
4000000.00000000
PA
USD
3699392.40000000
0.022604612011
Long
ABS-MBS
USGSE
US
N
2
2027-06-15
Fixed
2.50000000
N
N
N
N
N
N
Banc of America Mortgage Trust
N/A
Banc of America Mortgage Trust, Series 2004-F, Class 1A1
05949AHR4
61618.37000000
PA
USD
55748.13000000
0.000340641033
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
3.67912800
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAL4
1500000.00000000
PA
USD
1442542.47000000
0.008814450947
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.62500000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AJ4
576000.00000000
PA
USD
560918.86000000
0.003427415053
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
Gulfport Energy Operating Corp.
549300FJX18IDUFPHD40
Gulfport Energy Operating Corp., Escrow
402ESCAT4
1018000.00000000
PA
USD
641.34000000
0.000003918817
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.37500000
Y
N
N
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346AU9
1910000.00000000
PA
USD
1234086.89000000
0.007540712722
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
2.97900000
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AH9
772000.00000000
PA
USD
625435.80000000
0.003821636654
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QBR6
989000.00000000
PA
USD
899134.98000000
0.005494036633
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.25000000
N
N
N
N
N
N
Hilton Worldwide Finance LLC
N/A
Hilton Worldwide Finance LLC
432891AK5
1395000.00000000
PA
USD
1330244.10000000
0.008128267701
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.87500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYC2
2260000.00000000
PA
USD
1640001.91000000
0.010020998819
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21000120
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CN0
2050000.00000000
PA
USD
1651025.31000000
0.010088355740
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2021-GT1, Class B
30259RAJ4
8000000.00000000
PA
USD
6122419.20000000
0.037410173245
Long
ABS-O
CORP
US
Y
2
2026-07-25
Variable
4.35999960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II
3617XXDF3
18278748.19000000
PA
USD
19221851.17000000
0.117452392407
Long
ABS-MBS
USGA
US
N
2
2072-03-20
Variable
6.30799920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2007-17, Class JO
38375JTE5
37090.74000000
PA
USD
30299.49000000
0.000185140731
Long
ABS-MBS
USGA
US
N
2
2037-04-16
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
9128337T1
151898300.00000000
PA
USD
100142274.77000000
0.611905151531
Long
DBT
UST
US
N
2
2033-05-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140H9DR1
18766720.25000000
PA
USD
17917528.22000000
0.109482512212
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CH6
1330000.00000000
PA
USD
1238228.70000000
0.007566020664
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GRR9
278.59000000
PA
USD
283.54000000
0.000001732530
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
7.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCK5
5140000.00000000
PA
USD
4131819.22000000
0.025246894697
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class F
55348UAU2
42000000.00000000
PA
USD
36247159.20000000
0.221483119829
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3306, Class TC
31397GJE1
11631.71000000
PA
USD
11794.58000000
0.000072069106
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Floating
6.79785840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132QDA35
511752.75000000
PA
USD
476956.60000000
0.002914375584
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2019-M7, Class A2
3136B4QB7
17421291.11000000
PA
USD
16019641.97000000
0.097885747748
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
3.14300000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AN3
2591000.00000000
PA
USD
2311912.95000000
0.014126615829
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AJ3
1475000.00000000
PA
USD
1390047.38000000
0.008493687153
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2015-K46, Class C
30292RAL8
3545000.00000000
PA
USD
3367869.11000000
0.020578886018
Long
ABS-MBS
USGSE
US
Y
2
2048-04-25
Variable
3.69812880
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AE4
969000.00000000
PA
USD
852473.87000000
0.005208920546
Long
DBT
CORP
US
Y
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617H7DN1
4231935.03000000
PA
USD
4116009.25000000
0.025150290120
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
4.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAW5
15081000.00000000
PA
USD
12850708.91000000
0.078522432218
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Guara Norte SARL
549300U2I4L03BBA3485
Guara Norte SARL
400666AA1
5838574.84000000
PA
USD
4877691.39000000
0.029804440691
Long
DBT
CORP
LU
Y
2
2034-06-15
Fixed
5.19800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2005-84, Class XM
31394FN50
52314.45000000
PA
USD
52507.61000000
0.000320840295
Long
ABS-MBS
USGSE
US
N
2
2035-10-25
Fixed
5.75000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAZ1
6892000.00000000
PA
USD
5189810.88000000
0.031711602519
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3138
31396N7B6
21883.95000000
PA
USD
18098.21000000
0.000110586542
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418A3V8
1475855.12000000
PA
USD
1450402.60000000
0.008862479155
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416CBZ8
84134.56000000
PA
USD
86886.37000000
0.000530906827
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
7.00000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust, Series 2015-3A, Class A
42771TAA3
1432248.27100000
PA
USD
1390941.23000000
0.008499148896
Long
ABS-O
CORP
US
Y
3
2041-09-20
Fixed
4.28000000
N
Y
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2005-7, Class 30PO
05946XV83
27854.38790000
PA
USD
25313.76000000
0.000154676136
Long
ABS-MBS
CORP
US
N
2
2035-11-25
None
0.00000000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2G9
200000.00000000
PA
USD
193750.00000000
0.001183881865
Long
DBT
NUSS
SA
Y
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AR2
1630000.00000000
PA
USD
1117749.83000000
0.006829851635
Long
DBT
CORP
US
Y
2
2040-11-15
Fixed
3.26800000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
8830000.00000000
PA
USD
7890444.29000000
0.048213439529
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138EGBG8
2461452.25000000
PA
USD
2480323.49000000
0.015155664523
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677AAB0
234000.00000000
PA
USD
221432.16000000
0.001353029774
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
City of Los Angeles Department of Airports, Federally Taxable Build America Bonds Direct Payment to Issuer, Series 2009C
544435C32
960000.00000000
PA
USD
1064784.67000000
0.006506215545
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
6.58200000
N
N
N
N
N
N
Sensata Technologies, Inc.
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAB0
1085000.00000000
PA
USD
904479.84000000
0.005526695642
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
TPI Re-REMIC Trust
N/A
TPI Re-REMIC Trust, Series 2022-FRR1, Class BK34
872659AJ6
11100000.00000000
PA
USD
10768582.86000000
0.065799896615
Long
ABS-MBS
CORP
US
Y
2
2046-07-25
None
0.00000000
N
N
N
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949AB6
3529000.00000000
PA
USD
3531355.08000000
0.021577843825
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EA9
2737000.00000000
PA
USD
3108821.45000000
0.018996012071
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440BK9
500000.00000000
PA
USD
516222.49000000
0.003154304230
Long
DBT
CORP
US
N
2
2039-06-01
Fixed
6.00000000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AD9
4478000.00000000
PA
USD
4023276.65000000
0.024583660734
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HBB3
1500000.00000000
PA
USD
1400906.25000000
0.008560038736
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411KFW8
20097.36000000
PA
USD
20313.60000000
0.000124123368
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Variable
3.66000120
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABV6
15230000.00000000
PA
USD
13450223.72000000
0.082185682344
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3609, Class SA
31398LNT1
322238.31000000
PA
USD
13629.13000000
0.000083278863
Long
ABS-MBS
USGSE
US
N
2
2039-12-15
Floating
1.75214160
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2004-S1, Class 3A1
466247EY5
17882.41000000
PA
USD
20451.87000000
0.000124968247
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3187, Class Z
31396UUY4
602477.24000000
PA
USD
599364.00000000
0.003662328622
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Fixed
5.00000000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
800000.00000000
PA
USD
684911.75000000
0.004185056002
Long
DBT
CORP
US
Y
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140H7MW4
4558738.32000000
PA
USD
4323476.10000000
0.026417986851
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617BM3C9
3819324.12000000
PA
USD
3609985.82000000
0.022058305798
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
31283LA55
122542.98000000
PA
USD
125084.39000000
0.000764310405
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418BTC0
331521.51000000
PA
USD
308883.04000000
0.001887385959
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2022-GT2, Class A
30259RAP0
12750000.00000000
PA
USD
12206115.60000000
0.074583736319
Long
ABS-O
CORP
US
Y
2
2027-07-25
Fixed
7.90000000
N
N
N
N
N
N
JPMCC Re-REMIC Trust
N/A
JPMCC Re-REMIC Trust, Series 2015-FRR2, Class AK36
46644KAA8
5000000.00000000
PA
USD
4800481.50000000
0.029332660621
Long
ABS-MBS
CORP
US
Y
2
2046-12-27
Variable
2.03739840
N
N
N
N
N
N
CenterPoint Energy Resources Corp.
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp.
15189YAH9
9765000.00000000
PA
USD
9878376.34000000
0.060360416069
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.40000000
N
N
N
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAK6
2690000.00000000
PA
USD
2286769.00000000
0.013972977293
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BM6
5490000.00000000
PA
USD
5308544.14000000
0.032437105247
Long
DBT
CORP
US
N
2
2034-01-24
Variable
5.06800080
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
74841CAB7
2441000.00000000
PA
USD
1902371.70000000
0.011624172169
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1999-47, Class JZ
31359WXR7
98011.74000000
PA
USD
101973.99000000
0.000623097587
Long
ABS-MBS
USGSE
US
N
2
2029-09-18
Fixed
8.00000000
N
N
N
N
N
N
Resolution Funding Corp.
N/A
Resolution Funding Corp. STRIPS
76116EHP8
20500000.00000000
PA
USD
14946983.78000000
0.091331422177
Long
DBT
USGA
US
N
2
2030-04-15
None
0.00000000
N
N
N
N
N
N
Moran Foods Backstop Equity
N/A
Moran Foods Backstop Equity
N/A
60815.60000000
NS
USD
152039.00000000
0.000929012722
Long
EC
CORP
US
N
3
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
5823000.00000000
PA
USD
5660597.40000000
0.034588276706
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BT7
5400000.00000000
PA
USD
4644000.00000000
0.028376502633
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Grantor Trust, Whole Loan, Series 2004-T2, Class 1A3
31393X7C5
111881.82000000
PA
USD
116541.08000000
0.000712107722
Long
ABS-MBS
USGSE
US
N
2
2043-11-25
Fixed
7.00000000
N
N
N
N
N
N
Crestwood Midstream Partners LP
N/A
Crestwood Midstream Partners LP
226373AP3
3090000.00000000
PA
USD
2997184.74000000
0.018313871805
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAA6
1669000.00000000
PA
USD
1480446.73000000
0.009046059546
Long
DBT
CORP
NO
Y
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
CRH America, Inc.
549300RN11MJ182CNF63
CRH America, Inc.
12626PAN3
1249000.00000000
PA
USD
1127661.62000000
0.006890416220
Long
DBT
CORP
US
Y
2
2045-05-18
Fixed
5.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132WEAY8
1054395.15000000
PA
USD
979098.83000000
0.005982644385
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292G2S4
6472.89000000
PA
USD
6648.77000000
0.000040626365
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31403DWH8
7642.07000000
PA
USD
7957.10000000
0.000048620729
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
Cedar Fair LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
3987000.00000000
PA
USD
3636754.69000000
0.022221873177
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
VZ Secured Financing BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
1022000.00000000
PA
USD
840616.78000000
0.005136469481
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AL9
582000.00000000
PA
USD
490747.39000000
0.002998642249
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.15000000
N
N
N
N
N
N
Massachusetts Electric Co.
549300XN8GZY5U5O1B96
Massachusetts Electric Co.
575634AS9
988000.00000000
PA
USD
997437.71000000
0.006094701508
Long
DBT
CORP
US
Y
2
2039-11-15
Fixed
5.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M50, Class A2
3136BCGS3
5950000.00000000
PA
USD
5094672.03000000
0.031130270085
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
1.20000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
2825000.00000000
PA
USD
2566117.00000000
0.015679893584
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAF7
2710000.00000000
PA
USD
2737471.27000000
0.016726929522
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
American General Mortgage Loan Trust
N/A
American General Mortgage Loan Trust, Series 2006-1, Class A5
02639MAL0
984.87000000
PA
USD
1057.97000000
0.000006464575
Long
ABS-MBS
CORP
US
Y
2
2035-12-25
Variable
5.74999920
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2022-N1, Class E
14686GAF3
10286000.00000000
PA
USD
9295867.58000000
0.056801078997
Long
ABS-O
CORP
US
Y
2
2028-12-11
Fixed
6.01000000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
5400000.00000000
PA
USD
4886325.00000000
0.029857195139
Long
DBT
NUSS
DO
Y
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
ACC Claims Holdings LLC
N/A
ACC Claims Holdings LLC
00084K104
1551096.00000000
NS
USD
3877.74000000
0.000023694379
Long
EC
CORP
US
N
3
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAX3
2900000.00000000
PA
USD
2320689.77000000
0.014180245342
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2019-SFR1, Class H
00178XAH6
7875000.00000000
PA
USD
7265317.50000000
0.044393691035
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
6.04000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31374GNH6
38.05000000
PA
USD
38.00000000
0.000000232193
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
8.50000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York and New Jersey, Consolidated, Series 165
73358WCX0
155000.00000000
PA
USD
165254.55000000
0.001009764464
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.64700000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAT7
950000.00000000
PA
USD
715644.17000000
0.004372842091
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 2427, Class GE
31339W2W5
344926.48000000
PA
USD
353726.04000000
0.002161392744
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
6.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-3, Class E
33845PAL8
3500000.00000000
PA
USD
3090213.00000000
0.018882307780
Long
ABS-O
CORP
US
Y
2
2029-10-15
Fixed
7.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-34, Class OC
383742P64
106631.63870000
PA
USD
94856.22000000
0.000579605464
Long
ABS-MBS
USGA
US
N
2
2037-06-20
None
0.00000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VAT6
2350000.00000000
PA
USD
2097148.23000000
0.012814326501
Long
DBT
CORP
JP
Y
2
2025-09-12
Fixed
1.05000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330NAT2
500000.00000000
PA
USD
474146.19000000
0.002897202973
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
2.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LEE31
1801446.69000000
PA
USD
1636836.40000000
0.010001656420
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
3.01000000
N
N
N
N
N
N
LP LMS Asset Securitization Trust
N/A
LP LMS Asset Securitization Trust
50214GAB7
7398000.00000000
PA
USD
7161264.00000000
0.043757886897
Long
ABS-O
CORP
US
N
3
2028-10-15
Fixed
6.17000000
N
N
N
N
N
N
HERO Funding
549300Z5C0ID42MSJA91
HERO Funding, Series 2017-3A, Class A2
42771AAB2
1979928.34000000
PA
USD
1834699.61000000
0.011210671471
Long
ABS-O
CORP
KY
Y
3
2048-09-20
Fixed
3.95000000
N
Y
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAD5
5830000.00000000
PA
USD
5462353.85000000
0.033376937641
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
372000.00000000
PA
USD
331168.90000000
0.002023560543
Long
DBT
CORP
CA
N
2
2032-12-15
Variable
3.80300040
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAP3
2760000.00000000
PA
USD
2438674.56000000
0.014901174649
Long
DBT
CORP
FR
Y
2
2026-01-20
Fixed
1.00000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BS0
4545000.00000000
PA
USD
4705993.26000000
0.028755303646
Long
DBT
CORP
LR
Y
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust, Series 2022-2A, Class D
43283GAD4
5532171.23000000
PA
USD
5339191.39000000
0.032624370916
Long
ABS-O
CORP
US
Y
2
2037-01-25
Fixed
8.73000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LDLA5
8500000.00000000
PA
USD
6714382.48000000
0.041027280819
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
1.96000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912834EP9
36140000.00000000
PA
USD
18152850.95000000
0.110920418342
Long
DBT
UST
US
N
2
2039-08-15
None
0.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR2, Class E2
74333DAL8
15150000.00000000
PA
USD
13064723.70000000
0.079830139206
Long
ABS-O
CORP
US
Y
2
2038-04-19
Fixed
2.64700000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAF4
1665000.00000000
PA
USD
1578170.25000000
0.009643185240
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
Camillo Issuer LLC
N/A
Camillo Issuer LLC, Class 1-A-1
133715AA0
9062753.97000000
PA
USD
9003846.07000000
0.055016723022
Long
DBT
USGA
US
N
3
2023-12-05
Fixed
5.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR1, Class E
00180AAE9
30000000.00000000
PA
USD
27692928.00000000
0.169213704632
Long
ABS-O
CORP
US
Y
2
2037-04-17
Fixed
3.21800000
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 2004-RA1, Class 2A
939336P80
91533.24000000
PA
USD
88977.26000000
0.000543682914
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
7.00000000
N
N
N
N
N
N
Alameda County Joint Powers Authority
N/A
Alameda County Joint Powers Authority, Multiple Capital Projects
010831BE4
200000.00000000
PA
USD
245478.00000000
0.001499958465
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
7.04600000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BG3
1700000.00000000
PA
USD
1623153.66000000
0.009918049980
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140EXJP9
445283.35000000
PA
USD
412448.61000000
0.002520208670
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
PG&E Recovery Funding LLC
N/A
PG&E Recovery Funding LLC, Series A-3
71710TAF5
4070000.00000000
PA
USD
4209695.67000000
0.025722747688
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.53600000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
6667000.00000000
PA
USD
6153962.35000000
0.037602913184
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.59100000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911363AM1
1308000.00000000
PA
USD
1119509.42000000
0.006840603360
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Adient Global Holdings Ltd.
213800VA38VCKE6M8790
Adient Global Holdings Ltd.
00687YAA3
700000.00000000
PA
USD
647822.00000000
0.003958424351
Long
DBT
CORP
JE
Y
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LXZX0
484696.26000000
PA
USD
462132.90000000
0.002823797470
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LY4Y0
1038851.39000000
PA
USD
991070.79000000
0.006055797347
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.50000000
N
N
N
N
N
N
MASTR Asset Securitization Trust
N/A
MASTR Asset Securitization Trust, Series 2004-6, Class 15PO
57643MDJ0
84.26000000
PA
USD
83.78000000
0.000000511925
Long
ABS-MBS
CORP
US
N
3
2019-07-25
None
0.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAL1
618000.00000000
PA
USD
584759.61000000
0.003573090571
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.85000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EQ9
4845000.00000000
PA
USD
4127356.90000000
0.025219628325
Long
DBT
CORP
US
N
2
2052-08-08
Fixed
3.95000000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EM8
840000.00000000
PA
USD
561336.77000000
0.003429968633
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAH4
188890000.00000000
PA
USD
160217087.34000000
0.978983764168
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.50000000
N
N
N
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115QAF7
4290000.00000000
PA
USD
4354350.00000000
0.026606637433
Long
DBT
CORP
US
Y
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617BFR95
2681247.37000000
PA
USD
2670583.62000000
0.016318222033
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
1220000.00000000
PA
USD
1177762.87000000
0.007196552795
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AT5
1890000.00000000
PA
USD
1523035.90000000
0.009306294622
Long
DBT
CORP
CH
Y
2
2027-02-02
Variable
1.30500000
N
N
N
N
N
N
Arbor Realty Trust, Inc.
549300ASFUWYQO0RW077
Arbor Realty Trust, Inc., Series QIB
038923AQ1
30000000.00000000
PA
USD
25037306.40000000
0.152986905897
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
4.50000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
3800000.00000000
PA
USD
3135000.00000000
0.019155972384
Long
DBT
NUSS
NG
Y
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
Oportun Funding XIII LLC
N/A
Oportun Funding XIII LLC, Series 2019-A, Class B
68377FAC2
4321595.30000000
PA
USD
4208147.81000000
0.025713289709
Long
ABS-O
CORP
US
Y
2
2025-08-08
Fixed
3.87000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140FUHZ4
716866.44000000
PA
USD
684130.75000000
0.004180283813
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust, Series 2020-AA, Class D
038413AD2
3840000.00000000
PA
USD
3225435.65000000
0.019708566583
Long
ABS-O
CORP
US
Y
2
2046-07-17
Fixed
7.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617BFSV5
3560238.63000000
PA
USD
3546148.49000000
0.021668236857
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DNNJ8
22483238.30000000
PA
USD
21694613.54000000
0.132561855780
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
11459000.00000000
PA
USD
10003714.33000000
0.061126276061
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.67299920
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132XFJZ2
17400000.00000000
PA
USD
16606399.75000000
0.101471047854
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.85000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SQ2
112399000.00000000
PA
USD
70789417.35000000
0.432548683858
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140HHSU0
144176.29000000
PA
USD
140983.84000000
0.000861461737
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
1388000.00000000
PA
USD
1281407.04000000
0.007829855780
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200080
N
N
N
N
N
N
FRR Re-REMIC Trust
N/A
FRR Re-REMIC Trust, Series 2018-C1, Class AK43
30307WAJ5
5000000.00000000
PA
USD
4601401.50000000
0.028116210547
Long
ABS-MBS
CORP
US
Y
2
2048-02-27
Variable
2.89711440
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
63858SBC2
1500000.00000000
PA
USD
1590524.43000000
0.009718673702
Long
DBT
CORP
US
N
2
2037-03-07
Fixed
6.97500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617KJP73
3335420.83000000
PA
USD
3285785.70000000
0.020077326995
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
Jefferies Financial Group, Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
472319AC6
950000.00000000
PA
USD
986546.65000000
0.006028153232
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXM1
3140000.00000000
PA
USD
2763877.11000000
0.016888278658
Long
DBT
CORP
US
N
2
2026-12-09
Variable
1.09299960
N
N
N
N
N
N
Gulfport Energy Operating Corp.
549300FJX18IDUFPHD40
Gulfport Energy Operating Corp., Escrow
402ESCAQ0
2737000.00000000
PA
USD
1724.31000000
0.000010536151
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.00000000
Y
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-205, Class H
31359EK34
34.95000000
PA
USD
34.59000000
0.000000211357
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
None
0.00000000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AJ3
2080000.00000000
PA
USD
1673631.77000000
0.010226489304
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-2, Class AA
90932JAA0
1646099.91000000
PA
USD
1379654.61000000
0.008430183607
Long
ABS-O
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
Trinseo Materials Operating SCA
N/A
Trinseo Materials Operating SCA
89668QAE8
5028000.00000000
PA
USD
4395591.33000000
0.026858636724
Long
DBT
CORP
LU
Y
2
2025-09-01
Fixed
5.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C4S9
134.00000000
PA
USD
133.78000000
0.000000817443
Long
ABS-MBS
USGA
US
N
2
2028-08-20
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
3128PT7F6
175939.68000000
PA
USD
171943.80000000
0.001050638176
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
4.00000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBE6
4358000.00000000
PA
USD
3792422.16000000
0.023173057151
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140F8QZ3
427899.82000000
PA
USD
396459.45000000
0.002422509178
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1994-29, Class Z
31359GVY9
11555.17000000
PA
USD
11564.45000000
0.000070662929
Long
ABS-MBS
USGSE
US
N
2
2024-02-25
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2004-W8, Class 3A
31394ALN4
65696.96000000
PA
USD
67424.05000000
0.000411985084
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
7.50000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BN2
5707000.00000000
PA
USD
4265982.50000000
0.026066680371
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31377UYC1
11451000.00000000
PA
USD
10888015.36000000
0.066529671949
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
3.55000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
10095000.00000000
PA
USD
9078626.21000000
0.055473656450
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140JBPU4
13099429.85000000
PA
USD
12465199.08000000
0.076166829138
Long
ABS-MBS
USGSE
US
N
2
2059-08-01
Fixed
4.00000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust, Series 2009
126659AA9
236399.37000000
PA
USD
254097.88000000
0.001552629018
Long
ABS-MBS
CORP
US
Y
2
2031-07-10
Fixed
8.35300000
N
N
N
N
N
N
Anchor Mortgage Trust
N/A
Anchor Mortgage Trust, Series 2021-1, Class A2
03333HAB0
12857142.00000000
PA
USD
11888407.78000000
0.072642427793
Long
ABS-MBS
CORP
US
Y
2
2026-10-25
Variable
3.65000040
N
N
N
N
N
N
RCO VI Mortgage LLC
N/A
RCO VI Mortgage LLC, Series 2022-1, Class A1
74934VAA5
21555578.22000000
PA
USD
20197992.81000000
0.123416967304
Long
ABS-MBS
CORP
US
Y
2
2027-01-25
Variable
2.99999880
N
N
N
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The)
29736RAM2
1800000.00000000
PA
USD
1314681.28000000
0.008033173299
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.12500000
N
N
N
N
N
N
Consumer Receivables Asset Investment Trust
N/A
Consumer Receivables Asset Investment Trust, Series 2021-1, Class A1X
21056K104
7847311.85590000
PA
USD
8004030.52000000
0.048907492060
Long
ABS-O
CORP
US
Y
2
2024-12-15
Floating
8.51082840
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556BZ4
2000000.00000000
PA
USD
1731253.88000000
0.010578581025
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.60000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
3356000.00000000
PA
USD
2754218.86000000
0.016829263293
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
Genesys Telecom Holdings US, Inc.
549300CVRD4OUCPHWQ42
Genesys Telecom Holdings US, Inc., 1st Lien Term Loan B
39479UAQ6
6120100.00000000
PA
USD
6058899.00000000
0.037022042081
Long
LON
CORP
US
N
2
2027-12-01
Variable
8.63486000
N
N
N
N
N
N
William Carter Co. (The)
TGI2A0HXEYNQPU7TYV27
William Carter Co. (The)
96926JAC1
3880000.00000000
PA
USD
3729287.57000000
0.022787282202
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AC1
350000.00000000
PA
USD
323340.89000000
0.001975728599
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LDLC5
7000000.00000000
PA
USD
6596368.38000000
0.040306172417
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
2.78000000
N
N
N
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001AAC6
2300000.00000000
PA
USD
2172028.00000000
0.013271868704
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAM4
6430000.00000000
PA
USD
6256732.14000000
0.038230873395
Long
DBT
CORP
US
N
2
2034-01-26
Variable
5.12200080
N
N
N
N
N
N
Mead Johnson Nutrition Co.
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co.
582839AG1
1000000.00000000
PA
USD
897235.13000000
0.005482427870
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.60000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBZ7
3450000.00000000
PA
USD
2540537.57000000
0.015523594109
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
FRR Re-REMIC Trust
N/A
FRR Re-REMIC Trust, Series 2018-C1, Class BK43
30307WAL0
8000000.00000000
PA
USD
7266885.60000000
0.044403272688
Long
ABS-MBS
CORP
US
Y
2
2048-02-27
Variable
2.78604360
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
2000000.00000000
PA
USD
1967560.00000000
0.012022496020
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2014-K40, Class C
30285FAG4
8542000.00000000
PA
USD
8242914.68000000
0.050367159802
Long
ABS-MBS
USGSE
US
Y
2
2047-11-25
Variable
4.07400120
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CM5
6025000.00000000
PA
USD
5457484.52000000
0.033347184292
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
MasTec, Inc.
549300TMDIT8WREDOF45
MasTec, Inc.
576323AP4
5200000.00000000
PA
USD
4731656.96000000
0.028912118041
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBW9
1255000.00000000
PA
USD
1155589.07000000
0.007061062938
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.65000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A3
17307GLA4
32660.05000000
PA
USD
30644.93000000
0.000187251493
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
4.23650520
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class A
12327BAA4
7366568.35160000
PA
USD
6615314.66000000
0.040421940971
Long
ABS-O
CORP
US
Y
3
2036-04-15
Fixed
2.16200000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A
433674AA6
7294328.89000000
PA
USD
6725919.77000000
0.041097777791
Long
ABS-O
CORP
US
Y
2
2025-12-25
Fixed
3.84400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-247, Class SM
31359FQ50
693.24000000
PA
USD
663.96000000
0.000004057033
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Floating
6.85660680
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAB7
12699250.00000000
PA
USD
12078449.58000000
0.073803651230
Long
DBT
CORP
US
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Areit Frn
N/A
Areit Frn
N/A
30000000.00000000
PA
USD
29400000.00000000
0.179644525714
Long
ABS-MBS
CORP
US
N
3
2026-08-17
Fixed
0.00000000
N
N
N
N
N
N
COOF Securitization Trust Ltd.
N/A
COOF Securitization Trust Ltd., Series 2014-1, Class A
12631UAA3
1921807.31400000
PA
USD
100337.56000000
0.000613098414
Long
ABS-MBS
CORP
US
Y
2
2040-06-25
Variable
3.02010840
N
N
N
N
N
N
AI Candelaria Spain SA
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
N/A
1067849.47080000
PA
USD
950386.03000000
0.005807198898
Long
DBT
CORP
ES
Y
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6
92922FBV9
47938.01000000
PA
USD
43872.16000000
0.000268074604
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
4.12244280
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHU6
1535000.00000000
PA
USD
1290437.77000000
0.007885036774
Long
DBT
CORP
US
N
2
2040-04-23
Variable
4.07800080
N
N
N
N
N
N
Petronas Capital Ltd.
549300G7YFX3540OYR85
Petronas Capital Ltd.
71675CAB4
4000000.00000000
PA
USD
3289500.00000000
0.020100022698
Long
DBT
CORP
MY
Y
2
2032-01-28
Fixed
2.48000000
N
N
N
N
N
N
Prime Mortgage Trust
N/A
Prime Mortgage Trust, Series 2004-CL1, Class 1A1
74160MDK5
48800.81000000
PA
USD
47143.57000000
0.000288064090
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Fixed
6.00000000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAJ2
875000.00000000
PA
USD
849438.87000000
0.005190375609
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.75000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UBD0
400000.00000000
PA
USD
438355.24000000
0.002678507455
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
7.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR3, Class E2
00180UAF2
6115000.00000000
PA
USD
5210782.90000000
0.031839749070
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
2.42700000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAE5
575000.00000000
PA
USD
496675.51000000
0.003034865184
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912834JB5
38198000.00000000
PA
USD
18440945.86000000
0.112680781385
Long
DBT
UST
US
N
2
2040-08-15
None
0.00000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAJ0
7440000.00000000
PA
USD
5940427.60000000
0.036298139413
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.75000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2021-SFR1, Class E2
33767WAL7
10000000.00000000
PA
USD
8485595.00000000
0.051850023441
Long
ABS-O
CORP
US
Y
2
2038-08-17
Fixed
2.48900000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BJ0
7340000.00000000
PA
USD
7472046.60000000
0.045656879849
Long
DBT
CORP
PA
Y
2
2027-08-01
Fixed
9.87500000
N
N
N
N
N
N
Metropolitan Life Insurance Co.
549300H7EXFMRS487544
Metropolitan Life Insurance Co.
592173AE8
1650000.00000000
PA
USD
1736343.23000000
0.010609678776
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
7.80000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EW9
2000000.00000000
PA
USD
1745337.84000000
0.010664639063
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.62500000
N
N
N
N
N
N
Claire's Stores, Inc.
N/A
Claire's Stores, Inc.
N/A
1536.00000000
NS
USD
3417600.00000000
0.020882759560
Long
EC
CORP
US
N
3
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FSX5
38461.68000000
PA
USD
38882.05000000
0.000237583245
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC - GNMA, Series 23, Class KZ
3133T2UF5
1466.43000000
PA
USD
1463.01000000
0.000008939514
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.50000000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAH4
2371000.00000000
PA
USD
1854699.43000000
0.011332877532
Long
DBT
CORP
FR
Y
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31410LMM1
3474819.01000000
PA
USD
3144700.64000000
0.019215246768
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140H7NF0
937341.62000000
PA
USD
909680.64000000
0.005558474391
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
Global Infrastructure Solutions, Inc.
2549003BGLQITAJ6ZT28
Global Infrastructure Solutions, Inc.
37960XAA5
5644000.00000000
PA
USD
4710003.11000000
0.028779805265
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3005, Class PV
31395WJG3
1283.72000000
PA
USD
1257.46000000
0.000007683530
Long
ABS-MBS
USGSE
US
N
2
2033-10-15
Floating
5.51907720
N
N
N
N
N
N
Ontario Teachers' Cadillac Fairview Properties Trust
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAB2
603000.00000000
PA
USD
551114.69000000
0.003367508064
Long
DBT
CORP
CA
Y
2
2027-03-20
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138Y63A0
11548674.37000000
PA
USD
11651280.30000000
0.071193493995
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
5.00000000
N
N
N
N
N
N
Mount Sinai Hospitals Group, Inc.
549300IJEDK5LH7YPT15
Mount Sinai Hospitals Group, Inc., Series 2017
623115AD4
666000.00000000
PA
USD
541421.24000000
0.003308277614
Long
DBT
CORP
US
N
2
2048-07-01
Fixed
3.98100000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAR8
2770000.00000000
PA
USD
2753862.78000000
0.016827087516
Long
DBT
CORP
FR
Y
2
2023-07-20
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-20, Class IB
31395BX32
133798.85000000
PA
USD
10577.25000000
0.000064630784
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
Floating
1.97300160
N
N
N
N
N
N
PHH Mortgage Trust
N/A
PHH Mortgage Trust, Series 2008-CIM2, Class 5A1
69338AAJ4
39254.92000000
PA
USD
37401.60000000
0.000228537166
Long
ABS-MBS
CORP
US
N
2
2038-07-25
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617K54F8
8378028.02000000
PA
USD
8051368.88000000
0.049196746387
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
4.00000000
N
N
N
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189AQ8
6872000.00000000
PA
USD
6039388.48000000
0.036902825819
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KL2B, Class CB
30306PBA9
18172900.00000000
PA
USD
18132247.22000000
0.110794522176
Long
ABS-MBS
USGSE
US
Y
2
2025-01-25
Variable
3.83279760
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CK54
12529YAS1
7000000.00000000
PA
USD
5302710.00000000
0.032401456562
Long
ABS-MBS
CORP
US
Y
2
2026-02-28
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-251.00000000
NC
USD
25263.52000000
0.000154369151
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2023-06-30
-26878570.44000000
USD
25263.52000000
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAB7
5735000.00000000
PA
USD
4867581.25000000
0.029742664116
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140ECKE8
635504.08000000
PA
USD
610575.63000000
0.003730835696
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.00000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AM9
2865000.00000000
PA
USD
1233531.57000000
0.007537319518
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CX6
2968000.00000000
PA
USD
3413413.70000000
0.020857179768
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAH2
6360000.00000000
PA
USD
5659498.53000000
0.034581562217
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1
576433UE4
18546.52000000
PA
USD
17428.61000000
0.000106495046
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Variable
4.06382040
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAK8
1500000.00000000
PA
USD
1123760.60000000
0.006866579591
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AP3
11550000.00000000
PA
USD
11119075.51000000
0.067941532189
Long
DBT
CORP
CH
Y
2
2028-05-12
Variable
4.75099920
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D
22534QAG6
10000000.00000000
PA
USD
9835647.00000000
0.060099324503
Long
ABS-O
CORP
US
Y
2
2033-04-18
Fixed
9.00000000
N
N
N
N
N
N
Klabin Austria GmbH
984500578YEA8DD41B09
Klabin Austria GmbH
N/A
1889000.00000000
PA
USD
1823239.19000000
0.011140644202
Long
DBT
CORP
AT
Y
2
2029-04-03
Fixed
5.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2008-40, Class SA
38375QKS7
399516.23000000
PA
USD
19806.66000000
0.000121025783
Long
ABS-MBS
USGA
US
N
2
2038-05-16
Floating
1.81000080
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-JR1, Class A1
12657XAA6
9040072.76000000
PA
USD
8609853.89000000
0.052609289746
Long
ABS-MBS
CORP
US
Y
2
2066-09-27
Variable
2.46499920
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAK0
18256000.00000000
PA
USD
14259967.71000000
0.087133508026
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2S1
2000000.00000000
PA
USD
1768167.04000000
0.010804133649
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.39299920
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AF0
1660000.00000000
PA
USD
1381950.00000000
0.008444209262
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
CDW LLC
N/A
CDW LLC
12513GBF5
2435000.00000000
PA
USD
2051624.40000000
0.012536159601
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HUW69
4475000.00000000
PA
USD
3952087.48000000
0.024148669419
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.84000000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAV0
7075000.00000000
PA
USD
6880437.50000000
0.042041936442
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LDLB7
4000000.00000000
PA
USD
3768940.84000000
0.023029577879
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
2.81000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CV8
8508000.00000000
PA
USD
7034919.86000000
0.042985878969
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
4.15000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2020-SFR2, Class F1
33767JAL6
21830000.00000000
PA
USD
19570164.95000000
0.119580714306
Long
ABS-O
CORP
US
Y
2
2037-10-19
Fixed
3.01700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140JHN66
7282924.76000000
PA
USD
6948075.62000000
0.042455229570
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
RCO VII Mortgage LLC
N/A
RCO VII Mortgage LLC, Series 2021-2, Class A2
74938JAB6
5400000.00000000
PA
USD
4732180.92000000
0.028915319624
Long
ABS-O
CORP
US
Y
2
2026-09-25
Variable
3.84410160
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
5849.00000000
NC
USD
-3010857.80000000
-0.01839741909
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2023-06-30
1191688057.61000000
USD
-3010857.80000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC Trust, Whole Loan, Series 2004-W11, Class 1IO1
31394AB88
8127928.15900000
PA
USD
70426.87000000
0.000430333389
Long
ABS-MBS
USGSE
US
N
2
2044-05-25
Variable
0.34862040
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAT8
29205000.00000000
PA
USD
26707763.98000000
0.163193999764
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2014-60, Class W
38379BNP9
411770.92000000
PA
USD
403686.95000000
0.002466671791
Long
ABS-MBS
USGA
US
N
2
2029-02-20
Variable
4.12922880
N
N
N
N
N
N
Hilcorp Energy I LP
N/A
Hilcorp Energy I LP
431318AU8
5905000.00000000
PA
USD
5344025.00000000
0.032653906004
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Summer BC Bidco B LLC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
800000.00000000
PA
USD
685480.14000000
0.004188529069
Long
DBT
CORP
US
Y
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2021-H10, Class AF
38380Q3N0
24917608.59000000
PA
USD
25488889.62000000
0.155746241046
Long
ABS-MBS
USGA
US
N
2
2071-06-20
Floating
5.92632000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DH7
5239000.00000000
PA
USD
3622361.59000000
0.022133926183
Long
DBT
CORP
US
N
2
2049-09-13
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1
466247K51
78548.13000000
PA
USD
77216.53000000
0.000471820643
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.64898880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LNKF7
25065000.00000000
PA
USD
23810177.42000000
0.145488708496
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.71000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BJ9
3660000.00000000
PA
USD
3138450.00000000
0.019177053120
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.25000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDH0
2050000.00000000
PA
USD
1854776.16000000
0.011333346379
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
690000.00000000
PA
USD
601747.92000000
0.003676895227
Long
DBT
CORP
IT
Y
2
2027-06-03
Variable
1.98200160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-52, Class PI
31396QKF5
147155.65000000
PA
USD
26916.40000000
0.000164468840
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2005-56, Class IC
38374LRT0
31907.72000000
PA
USD
4570.01000000
0.000027924397
Long
ABS-MBS
USGA
US
N
2
2035-07-20
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2009-16, Class SJ
38374XPV1
531054.31000000
PA
USD
20013.42000000
0.000122289161
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Floating
2.20214160
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AC1
6090000.00000000
PA
USD
4039724.52000000
0.024684163109
Long
DBT
CORP
CA
Y
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140FNC36
1150271.37000000
PA
USD
1090908.97000000
0.006665844371
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DZ5
3301000.00000000
PA
USD
3541609.89000000
0.021640504386
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2010-129, Class PZ
31398SHA4
1109442.16000000
PA
USD
1029643.42000000
0.006291489926
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Fixed
4.50000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RAD9
1200000.00000000
PA
USD
1123849.37000000
0.006867122008
Long
DBT
CORP
US
N
2
2027-05-16
Fixed
3.25000000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAC6
1265000.00000000
PA
USD
1177828.70000000
0.007196955040
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418APN2
2547451.83000000
PA
USD
2371650.96000000
0.014491636458
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912834LX4
7855000.00000000
PA
USD
3429416.65000000
0.020954963522
Long
DBT
UST
US
N
2
2042-11-15
None
0.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967GD7
581000.00000000
PA
USD
584195.50000000
0.003569643657
Long
DBT
CORP
US
N
2
2023-04-30
Floating
8.87042880
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAP2
1295000.00000000
PA
USD
1232592.85000000
0.007531583603
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.20000000
N
N
N
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2004-S2, Class 5A1
466247JX2
25189.32000000
PA
USD
22538.86000000
0.000137720503
Long
ABS-MBS
CORP
US
N
2
2019-12-25
Fixed
5.50000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
9620000.00000000
PA
USD
7710333.80000000
0.047112899952
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
Mid-State Capital Corp. Trust
N/A
Mid-State Capital Corp. Trust, Series 2005-1, Class M1
595481AB8
1156109.29000000
PA
USD
1136063.86000000
0.006941756915
Long
ABS-O
CORP
US
N
2
2040-01-15
Fixed
6.10600000
N
N
N
N
N
N
Mid-State Capital Corp. Trust
N/A
Mid-State Capital Corp. Trust, Series 2006-1, Class M2
59548PAC3
390431.79000000
PA
USD
381140.84000000
0.002328906987
Long
ABS-O
CORP
US
Y
2
2040-10-15
Fixed
6.74200000
N
N
N
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
581557BQ7
2720000.00000000
PA
USD
2433872.13000000
0.014871830083
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.90000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AV6
840000.00000000
PA
USD
815258.76000000
0.004981522900
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.87500000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
1091000.00000000
PA
USD
1000992.50000000
0.006116422547
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center, Series 2015
586054AC2
785000.00000000
PA
USD
671050.34000000
0.004100357825
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
4.20000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AM6
3082000.00000000
PA
USD
3001295.40000000
0.018338989410
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LJD29
8000000.00000000
PA
USD
8239527.60000000
0.050346463531
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
4.88000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MQ1
2500000.00000000
PA
USD
2374066.43000000
0.014506395844
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.10600080
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
N/A
1500000.00000000
PA
USD
1143750.00000000
0.006988721982
Long
DBT
NUSS
KE
Y
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 1993-160, Class ZA
31359DXD0
1698.80000000
PA
USD
1692.96000000
0.000010344591
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Fixed
6.50000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641598K5
1500000.00000000
PA
USD
1303140.86000000
0.007962657201
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.30000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A45
3910000.00000000
PA
USD
3540964.93000000
0.021636563449
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27100000
N
N
N
N
N
N
P2
N/A
P2
N/A
35000000.00000000
PA
USD
34212500.00000000
0.209050623673
Long
ABS-MBS
CORP
US
N
3
2031-12-20
Fixed
0.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCA6
1500000.00000000
PA
USD
1364863.58000000
0.008339805118
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJZ3
12727000.00000000
PA
USD
10700806.11000000
0.065385756407
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.08699920
N
N
N
N
N
N
Alabama Power Co.
0RL818ELFOHP5JHOFU19
Alabama Power Co.
010392EZ7
891000.00000000
PA
USD
958223.62000000
0.005855089379
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2018-M2, Class A2
3136B0YM2
28556851.82000000
PA
USD
26432921.69000000
0.161514614974
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
2.90545560
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCX9
2831000.00000000
PA
USD
2591683.23000000
0.015836112403
Long
DBT
CORP
US
Y
2
2028-01-10
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36193UAD6
1472849.13000000
PA
USD
1392419.05000000
0.008508178905
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.75000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
4500000.00000000
PA
USD
4030266.20000000
0.024626369387
Long
DBT
CORP
US
Y
2
2026-11-12
Fixed
2.95000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BY8
3695000.00000000
PA
USD
3782725.62000000
0.023113807820
Long
DBT
CORP
US
N
2
2028-11-04
Variable
5.82000120
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR2, Class GREG
74333LAY2
19442483.00000000
PA
USD
15713006.47000000
0.096012095063
Long
ABS-O
CORP
US
Y
2
2037-06-17
None
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2006-77, Class PC
31396KGX4
104311.98000000
PA
USD
106932.60000000
0.000653396469
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust, Series 2021-GT2, Class B
30259RAL9
22603000.00000000
PA
USD
16910255.89000000
0.103327717655
Long
ABS-O
CORP
US
Y
2
2026-10-25
Variable
4.43999880
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KW06, Class C
30306WAQ0
12476774.00000000
PA
USD
8483584.98000000
0.051837741499
Long
ABS-MBS
USGSE
US
Y
2
2028-06-25
Fixed
0.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3890, Class ET
3137ADK97
2436.27000000
PA
USD
2428.63000000
0.000014839798
Long
ABS-MBS
USGSE
US
N
2
2023-11-15
Fixed
5.50000000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2020-1A, Class G
784054AJ7
2993000.00000000
PA
USD
2743634.31000000
0.016764587903
Long
ABS-O
CORP
US
Y
3
2032-04-20
Fixed
6.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BB4
506000.00000000
PA
USD
482296.51000000
0.002947004346
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BK4
5005000.00000000
PA
USD
4770358.49000000
0.029148598245
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CS6
2000000.00000000
PA
USD
1810418.34000000
0.011062304218
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2013-1, Class A
009089AA1
3502128.07000000
PA
USD
3321223.54000000
0.020293864885
Long
ABS-O
CORP
CA
Y
2
2025-05-15
Fixed
4.12500000
N
N
N
N
N
N
Banco Nacional de Comercio Exterior SNC
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC
05973JAA8
2850000.00000000
PA
USD
2387409.38000000
0.014587926046
Long
DBT
CORP
MX
Y
2
2031-08-11
Variable
2.72000160
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2020-2A, Class D
30167YAG6
3500000.00000000
PA
USD
3472675.85000000
0.021219292722
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
4.73000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGK4
2425000.00000000
PA
USD
1827963.45000000
0.011169511122
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR1, Class H
00180AAH2
6000000.00000000
PA
USD
5566024.20000000
0.034010400596
Long
ABS-O
CORP
US
Y
2
2037-04-17
Fixed
5.30200000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AH0
2785000.00000000
PA
USD
1200809.81000000
0.007337377850
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA Trust, Whole Loan, Series 2005-W4, Class 1A1
31394VPT1
126206.75000000
PA
USD
126830.30000000
0.000774978540
Long
ABS-MBS
USGSE
US
N
2
2045-08-25
Fixed
6.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A86
5155000.00000000
PA
USD
4592891.53000000
0.028064211583
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494AY9
155000.00000000
PA
USD
140864.64000000
0.000860733382
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
5.15000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967AR2
838000.00000000
PA
USD
897107.89000000
0.005481650388
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AB7
1095000.00000000
PA
USD
1059861.45000000
0.006476132908
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3620AR5U1
110258.48000000
PA
USD
112053.08000000
0.000684684435
Long
ABS-MBS
USGA
US
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
Tricon American Homes Trust
N/A
Tricon American Homes Trust, Series 2019-SFR1, Class F
89612LAF3
7000000.00000000
PA
USD
6309456.30000000
0.038553036888
Long
ABS-O
CORP
US
Y
2
2038-03-17
Fixed
3.74500000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
Hydro-Quebec
448814DF7
1000000.00000000
PA
USD
1270924.50000000
0.007765803708
Long
DBT
NUSS
CA
N
2
2030-04-15
Fixed
9.37500000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DS6
9520000.00000000
PA
USD
9401316.64000000
0.057445410506
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CY3
9850000.00000000
PA
USD
7802743.00000000
0.047677553248
Long
DBT
CORP
GB
N
2
2032-11-22
Variable
2.87100000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
4268000.00000000
PA
USD
4114389.17000000
0.025140390852
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.87500000
N
N
N
N
N
N
Crescent Energy Finance LLC
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
1305000.00000000
PA
USD
1207125.00000000
0.007375965921
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust, Series 2022-1, Class C
00091HAC6
10374000.00000000
PA
USD
9988474.15000000
0.061033153105
Long
ABS-O
CORP
US
Y
2
2025-10-20
Fixed
3.24000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140J76C4
6245144.72000000
PA
USD
6089834.22000000
0.037211067351
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
4.00000000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
1930000.00000000
PA
USD
1572950.00000000
0.009611287643
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
Spirit AeroSystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems, Inc.
85205TAL4
827000.00000000
PA
USD
826255.70000000
0.005048718141
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
2023-03-30
JPMorgan Trust II
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer