0001752724-21-186639.txt : 20210826
0001752724-21-186639.hdr.sgml : 20210826
20210826112239
ACCESSION NUMBER: 0001752724-21-186639
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210826
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MAINSTAY VP FUNDS TRUST
CENTRAL INDEX KEY: 0000887340
IRS NUMBER: 133186036
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03833-01
FILM NUMBER: 211210131
BUSINESS ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: 2125767000
MAIL ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
FORMER COMPANY:
FORMER CONFORMED NAME: MAINSTAY VP SERIES FUND INC
DATE OF NAME CHANGE: 20010518
FORMER COMPANY:
FORMER CONFORMED NAME: NEW YORK LIFE MFA SERIES FUND INC
DATE OF NAME CHANGE: 19920929
0000887340
S000033928
MainStay VP Janus Henderson Balanced Portfolio
C000104627
Initial Class
C000104628
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000887340
XXXXXXXX
S000033928
C000104628
C000104627
MAINSTAY VP FUNDS TRUST
811-03833-01
0000887340
549300AG6K4RXYNOVN04
51 Madison Avenue
New York
10010
212-576-7000
MainStay VP Janus Henderson Balanced Portfolio
S000033928
549300IH1BE6KCPK8R42
2021-12-31
2021-06-30
N
1649622348.51
58285944.73
1591336403.78
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3636.11000000
USD
UST
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
61569.00000000
NS
USD
5278310.37000000
0.331690418032
Long
EC
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CC4
1094000.00000000
PA
USD
1132530.68000000
0.071168527114
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AT7
846000.00000000
PA
USD
881533.45000000
0.055395794874
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.37500000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
1233000.00000000
PA
USD
1382704.72000000
0.086889529876
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 15 Year
3132CWBH6
1300491.05000000
PA
USD
1361325.75000000
0.085546069754
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
2.50000000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
46590XAC0
742000.00000000
PA
USD
759251.50000000
0.047711564832
Long
DBT
CORP
US
Y
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBN0
22237000.00000000
PA
USD
22209203.75000000
1.395632230698
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2016-C04, Class 1M2
30711XDA9
376886.60000000
PA
USD
393387.86000000
0.024720597044
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Floating
4.34149920
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2020-1A, Class D
96042KAF0
741000.00000000
PA
USD
765279.24000000
0.048090349606
Long
ABS-O
CORP
US
Y
2
2025-06-16
Fixed
2.80000000
N
N
N
N
N
N
Jack in the Box Funding LLC
N/A
Jack in the Box Funding LLC, Series 2019-1A, Class A23
466365AC7
983567.50000000
PA
USD
1083478.29000000
0.068086061968
Long
ABS-O
CORP
US
Y
2
2049-08-25
Fixed
4.97000000
N
N
N
N
N
N
Monster Beverage Corp.
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
118018.00000000
NS
USD
10780944.30000000
0.677477387835
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486QAF8
625000.00000000
PA
USD
597825.14000000
0.037567489726
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.80000000
N
N
N
N
N
N
Wendy's Funding LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC, Series 2021-1A, Class A2II
95058XAL2
505000.00000000
PA
USD
509625.80000000
0.032025019900
Long
ABS-O
CORP
US
Y
2
2051-06-15
Fixed
2.77500000
N
N
N
N
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
44623.00000000
NS
USD
6105318.86000000
0.383659850016
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AM6
883000.00000000
PA
USD
1020748.90000000
0.064144130529
Long
DBT
CORP
US
Y
2
2028-06-22
Fixed
4.87500000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AZ7
1514000.00000000
PA
USD
1576860.66000000
0.099090340436
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140JMBK7
192581.77900000
PA
USD
205199.66000000
0.012894800842
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AZ0
1867000.00000000
PA
USD
2075880.65000000
0.130448888435
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
31329NG36
800051.02000000
PA
USD
847221.16000000
0.053239601506
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140E9H66
2468.78900000
PA
USD
2595.59000000
0.000163107561
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DC6
991000.00000000
PA
USD
1065848.38000000
0.066978193766
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class B
22535FAB0
85425.31000000
PA
USD
85574.55000000
0.005377527328
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
3.94000000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AU1
449000.00000000
PA
USD
548846.77000000
0.034489676016
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.10000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BF9
211000.00000000
PA
USD
310186.98000000
0.019492231765
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
7.15000000
N
N
N
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
66133.00000000
NS
USD
14065166.44000000
0.883858774712
Long
EC
CORP
US
N
1
N
N
N
GXO Logistics, Inc.
N/A
GXO Logistics, Inc.
36262GAA9
885000.00000000
PA
USD
880539.60000000
0.055333341077
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LD1
2060000.00000000
PA
USD
2292668.47000000
0.144071892313
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.88700000
N
N
N
N
N
N
GLP Capital LP
N/A
GLP Capital LP
361841AL3
86000.00000000
PA
USD
100190.00000000
0.006295966067
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-1A, Class C
30166RAE7
211000.00000000
PA
USD
210871.04000000
0.013251191859
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.74000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CM9
1629000.00000000
PA
USD
1632139.80000000
0.102564096197
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2019-OC11, Class C
05606FAJ2
564000.00000000
PA
USD
612936.76000000
0.038517107919
Long
ABS-MBS
CORP
US
Y
2
2041-12-09
Fixed
3.85600000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
960386AQ3
584000.00000000
PA
USD
621083.86000000
0.039029073835
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140HGR90
230464.92900000
PA
USD
249027.64000000
0.015648962683
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABL8
686000.00000000
PA
USD
677541.62000000
0.042576894388
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAH4
548000.00000000
PA
USD
604221.07000000
0.037969411657
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
Lakeview LLC
N/A
Lakeview LLC
512368AA9
27064.79000000
PA
USD
27064.79000000
0.001700758553
Long
ABS-O
CORP
US
N
2
2032-07-10
Floating
1.82700000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BA1
256000.00000000
PA
USD
352558.50000000
0.022154869276
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
91282CCA7
9865000.00000000
PA
USD
10927344.00000000
0.686677183657
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.12500000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486QAG6
1382000.00000000
PA
USD
1401859.34000000
0.088093211257
Long
DBT
CORP
US
N
2
2031-02-15
Variable
4.10000000
N
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
30339.00000000
NS
USD
24274233.90000000
1.525399270848
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAJ9
919000.00000000
PA
USD
1163224.28000000
0.073097321046
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
14083.00000000
NS
USD
48447773.28000000
3.044470871458
Long
EC
CORP
US
N
1
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BM8
2069000.00000000
PA
USD
2069724.15000000
0.130062012349
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AA2
793000.00000000
PA
USD
792542.41000000
0.049803574411
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.65000000
N
N
N
N
N
N
CF Hippolyta LLC
N/A
CF Hippolyta LLC, Series 2021-1A, Class A1
12530MAE5
1010000.00000000
PA
USD
1016745.79000000
0.063892574039
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140HBFX1
198636.82900000
PA
USD
218544.27000000
0.013733379660
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
31329L6U1
31680.92000000
PA
USD
34187.87000000
0.002148374782
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
2154000.00000000
PA
USD
2204619.00000000
0.138538840358
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Hilton Worldwide Holdings, Inc.
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
80796.00000000
NS
USD
9745613.52000000
0.612416928114
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Trust, Series 2019-OC11, Class D
05606FAL7
847000.00000000
PA
USD
906222.07000000
0.056947234277
Long
ABS-MBS
CORP
US
Y
2
2041-12-09
Variable
4.07545560
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2II
25755TAK6
494325.00000000
PA
USD
537672.36000000
0.033787473140
Long
ABS-O
CORP
US
Y
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers LLC, Series 2020-2A, Class A2
92212KAC0
705000.00000000
PA
USD
700923.90000000
0.044046243040
Long
ABS-O
CORP
US
Y
2
2045-09-15
Fixed
1.99200000
N
N
N
N
N
N
FHLMC STACR REMIC Trust
N/A
FHLMC STACR REMIC Trust, Series 2020-DNA6, Class M2
35566CAH8
1021000.00000000
PA
USD
1031863.34000000
0.064842564874
Long
ABS-MBS
CORP
US
Y
2
2050-12-25
Floating
2.01800160
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2021-LBA, Class AV
05609BAV1
1122000.00000000
PA
USD
1123792.06000000
0.070619389924
Long
ABS-MBS
CORP
US
Y
2
2036-02-15
Floating
0.87300000
N
N
N
N
N
N
Diamond Infrastructure Funding LLC
N/A
Diamond Infrastructure Funding LLC, Series 2021-1A, Class A
25265LAA8
1031000.00000000
PA
USD
1025897.89000000
0.064467694421
Long
ABS-O
CORP
US
Y
2
2049-04-15
Fixed
1.76000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
545000.00000000
PA
USD
614760.00000000
0.038631680802
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
JPMorgan Chase Bank NA
N/A
Chase Auto Credit Linked Notes, Series 2021-1, Class B
46591HBR0
519000.00000000
PA
USD
519379.80000000
0.032637963837
Long
ABS-O
CORP
US
Y
2
2028-09-25
Fixed
0.87500000
N
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
95472.00000000
NS
USD
21912733.44000000
1.377001958099
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXJ8
2399000.00000000
PA
USD
2602668.62000000
0.163552383632
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667101
23730.00000000
NS
USD
6163392.90000000
0.387309238031
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3131XUT72
11745.14000000
PA
USD
12322.08000000
0.000774322762
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
23358.00000000
NS
USD
58542622.56000000
3.678833866990
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-1A, Class D
30166RAF4
674000.00000000
PA
USD
670170.06000000
0.042113663610
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAK8
371000.00000000
PA
USD
375673.90000000
0.023607447118
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50076QAE6
630000.00000000
PA
USD
769292.00000000
0.048342512505
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AB7
451000.00000000
PA
USD
518763.99000000
0.032599266174
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC, Series 2020-1A, Class A2
974153AB4
813960.00000000
PA
USD
844166.06000000
0.053047618215
Long
ABS-O
CORP
US
Y
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3138ENRH4
262050.10900000
PA
USD
292253.41000000
0.018365281489
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
JBS Finance Luxembourg SARL
N/A
JBS Finance Luxembourg Sarl
46592QAA7
784000.00000000
PA
USD
783756.96000000
0.049251494413
Long
DBT
CORP
LU
Y
2
2032-01-15
Fixed
3.62500000
N
N
N
N
N
N
Credit Suisse Mortgage Capital Trusts
N/A
Credit Suisse Mortgage Capital Trusts, Series 2019-ICE4, Class C
12653VAE6
333000.00000000
PA
USD
334134.66000000
0.020997110303
Long
ABS-MBS
CORP
US
Y
2
2036-05-15
Floating
1.50300000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
11826.00000000
NS
USD
2765983.14000000
0.173815111212
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2020-GC45, Class A5
36258YBG2
547000.00000000
PA
USD
586391.60000000
0.036849003052
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
2.91060000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3132A4C89
520884.21000000
PA
USD
616596.99000000
0.038747117739
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAV3
6191600.00000000
PA
USD
5887824.63000000
0.369992455147
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140GSKE1
129825.18900000
PA
USD
137438.55000000
0.008636674789
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140X7JB6
2730633.59900000
PA
USD
2904552.57000000
0.182522850800
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBX8
19097000.00000000
PA
USD
19061193.13000000
1.197810411722
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC, Series 2019-1A, Class A2
72703PAC7
859905.00000000
PA
USD
869346.76000000
0.054629980055
Long
ABS-O
CORP
US
Y
2
2049-12-05
Fixed
3.85800000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAN1
710000.00000000
PA
USD
753281.15000000
0.047336386461
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.10000000
N
N
N
N
N
N
VASA Trust
N/A
VASA Trust, Series 2021-VASA, Class A
92230AAA4
525000.00000000
PA
USD
525157.19000000
0.033001016551
Long
ABS-MBS
CORP
US
Y
2
2039-07-15
Floating
0.97300080
N
N
N
N
N
N
Experian Finance plc
635400RKRK5EGXSPC782
Experian Finance plc
30217AAC7
1281000.00000000
PA
USD
1323893.02000000
0.083193787112
Long
DBT
CORP
GB
Y
2
2030-03-08
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140H6W88
45041.68900000
PA
USD
49339.81000000
0.003100526694
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
387262.00000000
NS
USD
53039403.52000000
3.333010128720
Long
EC
CORP
US
N
1
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AG8
1847000.00000000
PA
USD
1914507.85000000
0.120308179053
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
CHT Mortgage Trust
N/A
CHT Mortgage Trust, Series 2017-CSMO, Class A
12546DAA5
617327.00000000
PA
USD
617900.99000000
0.038829061443
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Floating
1.00288080
N
N
N
N
N
N
Go Daddy Operating Co. LLC
N/A
Go Daddy Operating Co. LLC
38016LAC9
1659000.00000000
PA
USD
1648216.50000000
0.103574360272
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO GOVT FD LEX
549300GFSYYLVYEWA041
WELLS FARGO GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD
949921126
6628836.30000000
NS
USD
6628836.30000000
0.416557824244
Long
STIV
RF
US
N
1
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series HH
48128BAG6
466000.00000000
PA
USD
482915.80000000
0.030346556444
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.60000000
N
N
N
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AR9
465000.00000000
PA
USD
509477.25000000
0.032015684979
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Single Family, 30 Year
21H020675
8805569.00000000
PA
USD
8967921.77000000
0.563546573100
Long
ABS-MBS
USGA
US
N
2
2051-07-15
Fixed
2.00000000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
118306.00000000
NS
USD
6280865.54000000
0.394691249762
Long
EC
CORP
US
N
1
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CF9
489000.00000000
PA
USD
479122.20000000
0.030108165618
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BN6
314000.00000000
PA
USD
487756.12000000
0.030650723432
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
1106000.00000000
PA
USD
1105496.06000000
0.069469664451
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAR2
1112000.00000000
PA
USD
1171770.00000000
0.073634336348
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140H6CC1
648350.78900000
PA
USD
712218.04000000
0.044755969781
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Drive Auto Receivables Trust
549300RZ091I85JWZO63
Drive Auto Receivables Trust, Series 2017-3, Class D
26207KAG6
53222.16000000
PA
USD
53704.65000000
0.003374814393
Long
ABS-O
CORP
US
Y
2
2023-12-15
Fixed
3.53000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140HFFE4
228394.93900000
PA
USD
248788.86000000
0.015633957685
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAG7
515000.00000000
PA
USD
522377.42000000
0.032826335070
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JW8
1185000.00000000
PA
USD
1190330.15000000
0.074800661077
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.00000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2020-3, Class A1
693585AA9
1183081.97000000
PA
USD
1189363.78000000
0.074739934131
Long
ABS-MBS
CORP
US
Y
2
2025-09-25
Variable
2.85699960
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
109427.00000000
NS
USD
18080623.21000000
1.136191138910
Long
EC
CORP
US
N
1
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DB8
472000.00000000
PA
USD
500362.35000000
0.031442902255
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
9128284H0
5968000.00000000
PA
USD
6787197.26000000
0.426509268805
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.62500000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class C
68268XAC5
181000.00000000
PA
USD
183209.81000000
0.011512952859
Long
ABS-O
CORP
US
Y
2
2025-10-14
Fixed
3.85000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
165065.00000000
NS
USD
12837105.05000000
0.806687072545
Long
EC
CORP
US
N
1
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
102002.00000000
NS
USD
37239910.18000000
2.340165793451
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3133A2HT0
77603.50000000
PA
USD
81120.02000000
0.005097603486
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, Single Family, 30 Year
01F020679
6776402.00000000
PA
USD
6842048.46000000
0.429956132703
Long
ABS-MBS
USGSE
US
N
2
2051-07-25
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140H23A4
0.00400000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 15 Year
3131XDFC4
138462.55000000
PA
USD
147207.78000000
0.009250575783
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140J9NN7
8195350.96900000
PA
USD
8708347.24000000
0.547234841062
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 15 Year
3140JXSM1
141243.54900000
PA
USD
149549.68000000
0.009397741398
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.00000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAY7
361000.00000000
PA
USD
368220.00000000
0.023139042073
Long
DBT
CORP
KY
Y
2
2031-01-15
Fixed
4.12500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
1204000.00000000
PA
USD
1181256.44000000
0.074230466744
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2
25755TAL4
1628387.50000000
PA
USD
1761329.06000000
0.110682383424
Long
ABS-O
CORP
US
Y
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300671OK77JNRLK28
Sequoia Mortgage Trust, Series 2013-5, Class A1
81745AAA5
270579.25000000
PA
USD
272615.79000000
0.017131248261
Long
ABS-MBS
CORP
US
Y
2
2043-05-25
Variable
2.49999840
N
N
N
N
N
N
ICON Luxembourg S.A.R.L.
N/A
ICON Luxembourg S.A.R.L., Term Loan B
L5000DAD9
488833.00000000
PA
USD
489749.56000000
0.030775991728
Long
LON
CORP
LU
N
2
2028-06-16
Variable
0.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140X6FJ5
97493.36900000
PA
USD
104076.61000000
0.006540201666
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
Taco Bell Funding LLC, Series 2018-1A, Class A2I
87342RAD6
655200.00000000
PA
USD
656602.13000000
0.041261051305
Long
ABS-O
CORP
US
Y
2
2048-11-25
Fixed
4.31800000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCB0
1421000.00000000
PA
USD
1428362.26000000
0.089758661751
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.57800000
N
N
N
N
N
N
280 Park Avenue Mortgage Trust
N/A
280 Park Avenue Mortgage Trust, Series 2017-280P, Class A
90205FAA8
699152.00000000
PA
USD
699152.28000000
0.043934913971
Long
ABS-MBS
CORP
US
Y
2
2034-09-15
Floating
0.95288040
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
1121000.00000000
PA
USD
1224448.22000000
0.076944649609
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140X3A73
987458.48900000
PA
USD
1049236.50000000
0.065934298838
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust, Series 2020-ICE5, Class A
193051AA7
1480383.73000000
PA
USD
1488032.72000000
0.093508369221
Long
ABS-MBS
CORP
US
Y
2
2037-11-15
Floating
0.97287840
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
700000.00000000
PA
USD
709385.38000000
0.044577964678
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.64500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
689600.00000000
PA
USD
700159.50000000
0.043998207942
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGL7
1598000.00000000
PA
USD
1767039.40000000
0.111041222698
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.70500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCK7
1527000.00000000
PA
USD
1555631.25000000
0.097756278704
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
31416CE69
30828.71900000
PA
USD
36571.08000000
0.002298136328
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
40295.00000000
NS
USD
6339612.35000000
0.398382914821
Long
EC
CORP
JE
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
97949.00000000
NS
USD
20370453.53000000
1.280084681127
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
31418BW93
131923.27900000
PA
USD
141272.33000000
0.008877590537
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
46590XAA4
1551000.00000000
PA
USD
1742951.76000000
0.109527549037
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAJ8
1333000.00000000
PA
USD
1406315.00000000
0.088373206108
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140J9HM6
0.00900000
PA
USD
0.01000000
0.000000000628
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3138EPX33
81451.97900000
PA
USD
90798.97000000
0.005705831261
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617B13X9
30492.58900000
PA
USD
32897.18000000
0.002067267481
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.00000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2020-4, Class A1
69359XAA7
775669.62000000
PA
USD
778949.62000000
0.048949399897
Long
ABS-O
CORP
US
Y
2
2025-10-25
Variable
2.95099920
N
N
N
N
N
N
Alpha 3 BV
N/A
Alpha 3 BV, Term Loan
N0287GAG8
941000.00000000
PA
USD
935560.08000000
0.058790842575
Long
LON
CORP
NL
N
2
2028-03-18
Variable
3.00000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, Single Family, 15 Year
01F012478
404515.00000000
PA
USD
409389.72000000
0.025726158154
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Fixed
1.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140HAMH0
233333.66900000
PA
USD
249615.44000000
0.015685900191
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
Jack in the Box Funding LLC
N/A
Jack in the Box Funding LLC, Series 2019-1A, Class A2II
466365AB9
983567.50000000
PA
USD
1037211.27000000
0.065178630208
Long
ABS-O
CORP
US
Y
2
2049-08-25
Fixed
4.47600000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3131Y4LZ5
25609.17000000
PA
USD
26365.77000000
0.001656831951
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.00000000
N
N
N
N
N
N
Madison IAQ LLC
N/A
Madison IAQ LLC, Term Loan
N/A
1026582.32000000
PA
USD
1026838.97000000
0.064526832136
Long
LON
CORP
US
N
2
2028-06-21
Variable
3.75000000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AT2
173000.00000000
PA
USD
182228.03000000
0.011451257544
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.75000000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
179576.00000000
NS
USD
17636158.96000000
1.108260888025
Long
EC
CORP
US
N
1
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
926000.00000000
PA
USD
874986.66000000
0.054984392861
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140J7UG8
28907.35900000
PA
USD
31752.12000000
0.001995311608
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618MAA4
1338000.00000000
PA
USD
1365161.40000000
0.085787103013
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC, Series 2019-1A, Class A23
233046AL5
367455.00000000
PA
USD
405861.40000000
0.025504437593
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.35200000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
78163.00000000
NS
USD
24925399.07000000
1.566318662150
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle, Inc.
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020QAA5
651000.00000000
PA
USD
677086.97000000
0.042548324062
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.40000000
N
N
N
N
N
N
MPT Operating Partnership LP
N/A
MPT Operating Partnership LP
55342UAM6
1099000.00000000
PA
USD
1109979.01000000
0.069751374213
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
13724.00000000
NS
USD
6494334.04000000
0.408105666694
Long
EC
CORP
US
N
1
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R03, Class 1M2
20753MAF5
434365.67000000
PA
USD
437460.66000000
0.027490143439
Long
ABS-MBS
CORP
US
Y
2
2031-09-25
Floating
2.24150040
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
869000.00000000
PA
USD
750191.41000000
0.047142226383
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
BBCMS Trust
N/A
BBCMS Trust, Series 2015-SRCH, Class A2
05547HAC5
875000.00000000
PA
USD
991963.26000000
0.062335233307
Long
ABS-MBS
CORP
US
Y
2
2035-08-10
Fixed
4.19700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140X6GZ8
88621.47900000
PA
USD
93644.47000000
0.005884643233
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AE2
469000.00000000
PA
USD
496532.38000000
0.031202225929
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBW0
10323000.00000000
PA
USD
10270578.57000000
0.645405870537
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179TZ57
396299.10900000
PA
USD
421823.82000000
0.026507520282
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.00000000
N
N
N
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
17420.00000000
NS
USD
3207718.80000000
0.201573896781
Long
EC
CORP
IE
N
1
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2020-FOX, Class A
12433AAA7
1518807.81000000
PA
USD
1523565.93000000
0.095741285524
Long
ABS-MBS
CORP
US
Y
2
2032-11-15
Floating
1.07300160
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, Single Family, 30 Year
01F032674
4190000.00000000
PA
USD
4410384.15000000
0.277149705085
Long
ABS-MBS
USGSE
US
N
2
2051-07-25
Fixed
3.50000000
N
N
N
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AF3
817000.00000000
PA
USD
884410.67000000
0.055576600139
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.70000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3132ADY69
42558.65000000
PA
USD
46410.76000000
0.002916464418
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CA8
1111000.00000000
PA
USD
1151668.16000000
0.072371131412
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.25000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBQ2
629000.00000000
PA
USD
668038.52000000
0.041979717073
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
2.75000000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AG9
1256000.00000000
PA
USD
1301681.94000000
0.081798036977
Long
DBT
CORP
US
Y
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAZ4
350000.00000000
PA
USD
358330.00000000
0.022517551860
Long
DBT
CORP
KY
Y
2
2029-06-01
Fixed
4.09100000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAH4
783000.00000000
PA
USD
818235.00000000
0.051418103554
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
GLP Capital LP
N/A
GLP Capital LP
361841AP4
1005000.00000000
PA
USD
1078676.55000000
0.067784319358
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust, Series 2019-WOLF, Class B
39152TAG5
303000.00000000
PA
USD
303092.81000000
0.019046432249
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Floating
1.40699880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140H6CD9
1155168.82900000
PA
USD
1241245.59000000
0.078000200777
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2015-C04, Class 1M2
30711XBF0
321421.82000000
PA
USD
340509.78000000
0.021397724528
Long
ABS-MBS
CORP
US
N
2
2028-04-25
Floating
5.79150000
N
N
N
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
56662.00000000
NS
USD
33183533.68000000
2.085262022610
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
182000.00000000
PA
USD
206242.17000000
0.012960312446
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3132ACSX9
1037945.54000000
PA
USD
1126388.71000000
0.070782564096
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 15 Year
3132A8GL7
1089318.92000000
PA
USD
1148511.18000000
0.072172745955
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
3.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BT0
562000.00000000
PA
USD
645484.48000000
0.040562415242
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXEC2
1330984.72900000
PA
USD
1446634.63000000
0.090906902309
Long
ABS-MBS
USGSE
US
N
2
2056-08-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3133A0KK9
222091.85000000
PA
USD
232166.88000000
0.014589428071
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Wendy's Funding LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC, Series 2018-1A, Class A2II
95058XAE8
87815.00000000
PA
USD
93386.86000000
0.005868454952
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AY7
1708000.00000000
PA
USD
1734122.27000000
0.108972701553
Long
DBT
CORP
AU
Y
2
2031-05-21
Fixed
2.99000000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
651000.00000000
PA
USD
677743.08000000
0.042589554187
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617B14U4
23070.05900000
PA
USD
24700.21000000
0.001552167721
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.00000000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
54623.00000000
NS
USD
10283325.98000000
0.646206921149
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
72246.00000000
NS
USD
15633311.94000000
0.982401452192
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer Operating LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAF0
116000.00000000
PA
USD
134023.94000000
0.008422099794
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, Single Family, 30 Year
01F022675
10495769.00000000
PA
USD
10855741.13000000
0.682177640391
Long
ABS-MBS
USGSE
US
N
2
2051-07-25
Fixed
2.50000000
N
N
N
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
12690.00000000
NS
USD
3704211.00000000
0.232773597788
Long
EC
CORP
US
N
1
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2020-FOX, Class C
12433AAE9
277039.98000000
PA
USD
277907.84000000
0.017463802081
Long
ABS-MBS
CORP
US
Y
2
2032-11-15
Floating
1.62299880
N
N
N
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
46939.00000000
NS
USD
16555854.69000000
1.040374282312
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
75962.00000000
NS
USD
5906045.50000000
0.371137459431
Long
EC
CORP
US
N
1
N
N
N
BANK
N/A
BANK, Series 2019-BN18, Class A4
065402BC2
1026801.00000000
PA
USD
1148471.68000000
0.072170263765
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Fixed
3.58400000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2017-2, Class E
26208FAA9
1400000.00000000
PA
USD
1427476.96000000
0.089703029265
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
5.27000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CR4
599000.00000000
PA
USD
626694.38000000
0.039381640394
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3131Y04D1
4511.25000000
PA
USD
4810.31000000
0.000302281151
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160NAA7
1339000.00000000
PA
USD
1360237.33000000
0.085477673153
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series FF
48128BAF8
441000.00000000
PA
USD
466114.95000000
0.029290786592
Long
DBT
CORP
US
N
2
2024-08-01
Variable
5.00000000
N
N
N
N
N
N
GLP Capital LP
N/A
GLP Capital LP
361841AJ8
361000.00000000
PA
USD
406359.65000000
0.025535747754
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, Single Family, 15 Year
01F020471
2603869.00000000
PA
USD
2685697.61000000
0.168769947298
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Fixed
2.00000000
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164QNA2
1835000.00000000
PA
USD
2199213.52000000
0.138199158567
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust, Series 2019-WOLF, Class C
39152TAJ9
337000.00000000
PA
USD
336997.67000000
0.021177022608
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Floating
1.70600040
N
N
N
N
N
N
Switch Ltd.
5493002D70VTFFLT8L43
Switch Ltd.
87105NAC4
866000.00000000
PA
USD
888732.50000000
0.055848185078
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3131Y6P45
41996.24000000
PA
USD
45319.48000000
0.002847888095
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
GXO Logistics, Inc.
N/A
GXO Logistics, Inc.
36262GAC5
585000.00000000
PA
USD
580302.45000000
0.036466359257
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series U
172967MG3
559000.00000000
PA
USD
585049.40000000
0.036764658849
Long
DBT
CORP
US
N
2
2024-09-12
Variable
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140J8K28
619777.71900000
PA
USD
658343.23000000
0.041370462489
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.00000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp., Series R
89832Q695
62500.00000000
NS
USD
1663750.00000000
0.104550489516
Long
EP
CORP
US
N
1
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust, Series 2021-ESH, Class B
30227FAE0
348000.00000000
PA
USD
349195.66000000
0.021943547522
Long
ABS-MBS
CORP
US
Y
2
2038-07-15
Floating
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3622A2UF7
650060.75000000
PA
USD
738824.17000000
0.046427906019
Long
ABS-MBS
USGA
US
N
2
2046-08-15
Fixed
4.50000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348106
26470.00000000
NS
USD
7211751.50000000
0.453188369402
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3131Y2YX0
36872.43000000
PA
USD
40497.94000000
0.002544901248
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
1401000.00000000
PA
USD
1565432.86000000
0.098372214465
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABB0
718000.00000000
PA
USD
778200.71000000
0.048902338195
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series G
808513BD6
3408000.00000000
PA
USD
3766862.40000000
0.236710628315
Long
DBT
CORP
US
N
2
2025-06-01
Variable
5.37500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
586000.00000000
PA
USD
588812.80000000
0.037001151899
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3131Y1D80
594927.73000000
PA
USD
634916.95000000
0.039898348865
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
1295000.00000000
PA
USD
1243200.00000000
0.078123016418
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AP6
1198000.00000000
PA
USD
1257900.00000000
0.079046768301
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
31334WZG9
17858.01000000
PA
USD
18758.01000000
0.001178758303
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class D
68268XAD3
180000.00000000
PA
USD
182418.26000000
0.011463211648
Long
ABS-O
CORP
US
Y
2
2028-01-14
Fixed
4.40000000
N
N
N
N
N
N
Energy Transfer Operating LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAN3
159000.00000000
PA
USD
186472.75000000
0.011717996870
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
1122000.00000000
PA
USD
1164366.72000000
0.073169112277
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RME9
105000.00000000
PA
USD
106480.35000000
0.006691253323
Long
DBT
CORP
US
Y
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3132AA2G8
0.02000000
PA
USD
0.02000000
0.000000001256
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series C
25746UDG1
1199000.00000000
PA
USD
1305603.58000000
0.082044473871
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHG7
670000.00000000
PA
USD
755255.71000000
0.047460468333
Long
DBT
CORP
US
N
2
2029-03-05
Variable
3.97000000
N
N
N
N
N
N
CF Hippolyta LLC
N/A
CF Hippolyta LLC, Series 2021-1A, Class B1
12530MAG0
382000.00000000
PA
USD
385243.07000000
0.024208776289
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616CAC4
391000.00000000
PA
USD
495925.60000000
0.031164095713
Long
DBT
CORP
US
N
2
2047-02-13
Fixed
4.62500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2017-3, Class C
14314WAG6
642000.00000000
PA
USD
644969.96000000
0.040530082669
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
2.72000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2020-1A, Class A1
69359GAA4
215367.65000000
PA
USD
216327.91000000
0.013594103012
Long
ABS-O
CORP
US
Y
2
2025-02-25
Variable
2.98100160
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
10964.00000000
NS
USD
4500173.80000000
0.282792110411
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617H1CH8
44492.43900000
PA
USD
47760.96000000
0.003001311343
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353108
82889.00000000
NS
USD
4965051.10000000
0.312005122751
Long
EC
CORP
GB
N
1
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2019-XL, Class A
056054AA7
1069118.72000000
PA
USD
1070515.31000000
0.067271464880
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
0.99299880
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
1625000.00000000
PA
USD
1639430.00000000
0.103022214291
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2019-OC11, Class B
05606FAG8
284000.00000000
PA
USD
310859.61000000
0.019534500012
Long
ABS-MBS
CORP
US
Y
2
2041-12-09
Fixed
3.60500000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
1057000.00000000
PA
USD
1034559.89000000
0.065012016789
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2019-5, Class A1
03464KAA6
351110.19000000
PA
USD
352534.75000000
0.022153376819
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
2.59300080
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2018-R07, Class 1M2
20753QAE9
480420.50000000
PA
USD
483058.39000000
0.030355516838
Long
ABS-MBS
CORP
US
Y
2
2031-04-25
Floating
2.49149880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2016-C06, Class 1M2
30711XDS0
440476.59000000
PA
USD
457878.90000000
0.028773231034
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
4.34149920
N
N
N
N
N
N
New Residential Mortgage Loan Trust
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust, Series 2018-2A, Class A1
64828CAA7
238845.92000000
PA
USD
254606.60000000
0.015999546003
Long
ABS-MBS
CORP
US
Y
2
2058-02-25
Variable
4.50000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN20, Class A3
06540AAD3
493957.00000000
PA
USD
533547.06000000
0.033528238198
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
3.01100000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3131Y0QS4
212233.56000000
PA
USD
228885.05000000
0.014383197007
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2016-C03, Class 2M2
30711XCT9
152071.01000000
PA
USD
160644.03000000
0.010094913282
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
5.99150160
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series U
060505ED2
443000.00000000
PA
USD
460830.75000000
0.028958726068
Long
DBT
CORP
US
N
2
2023-06-01
Variable
5.20000000
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
123350.00000000
NS
USD
14299965.50000000
0.898613609669
Long
EC
CORP
US
N
1
N
N
N
TSMC Global Ltd.
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AJ4
1360000.00000000
PA
USD
1359619.20000000
0.085438829701
Long
DBT
CORP
VG
Y
2
2028-04-23
Fixed
1.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2B6
1692000.00000000
PA
USD
1652936.66000000
0.103870976373
Long
DBT
CORP
FR
Y
2
2035-08-12
Variable
2.58800000
N
N
N
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
73072.00000000
NS
USD
9070427.36000000
0.569988051455
Long
EC
CORP
IE
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140JGAN5
135406.05900000
PA
USD
145921.18000000
0.009169725499
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
48501.00000000
NS
USD
19190390.67000000
1.205929219266
Long
EC
CORP
US
N
1
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BW8
459000.00000000
PA
USD
554242.50000000
0.034828745115
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAF5
240000.00000000
PA
USD
248700.00000000
0.015628373699
Long
DBT
CORP
US
Y
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BQ5
956000.00000000
PA
USD
1023904.68000000
0.064342440578
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAJ1
238000.00000000
PA
USD
238707.70000000
0.015000454927
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
N
N
N
N
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust, Series 2021-NA1, Class A1X
55350M101
1505000.00000000
PA
USD
1505000.00000000
0.094574597578
Long
ABS-MBS
CORP
US
Y
2
2022-03-08
Floating
1.59500160
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series T
156700AS5
419000.00000000
PA
USD
431188.71000000
0.027096012444
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.80000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
960386AN0
662000.00000000
PA
USD
717268.82000000
0.045073362131
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.40000000
N
N
N
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAH3
104000.00000000
PA
USD
109720.00000000
0.006894833784
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMG4
642000.00000000
PA
USD
668888.53000000
0.042033131926
Long
DBT
CORP
US
Y
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 15 Year
3140K3SF0
30728.35900000
PA
USD
32714.53000000
0.002055789707
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN24, Class A3
06540VBB0
218800.00000000
PA
USD
235520.76000000
0.014800186776
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
2.96000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SY5
2111000.00000000
PA
USD
2196429.53000000
0.138024211900
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140K3A36
128235.42900000
PA
USD
133528.30000000
0.008390953646
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC, Series 2020-1A, Class A2
038779AB0
1397440.00000000
PA
USD
1460115.18000000
0.091754023632
Long
ABS-O
CORP
US
Y
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
SK Hynix, Inc.
988400XAIK6XISWQV045
SK Hynix, Inc.
78392BAB3
1067000.00000000
PA
USD
1052510.14000000
0.066140015241
Long
DBT
CORP
KR
Y
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABR5
647000.00000000
PA
USD
651852.50000000
0.040962583301
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428104AA1
1336000.00000000
PA
USD
1401130.00000000
0.088047379339
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
5.12500000
N
N
N
N
N
N
TSMC Global Ltd.
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AH8
1347000.00000000
PA
USD
1335312.13000000
0.083911367001
Long
DBT
CORP
VG
Y
2
2026-04-23
Fixed
1.25000000
N
N
N
N
N
N
FHLMC STACR Trust
N/A
FHLMC STACR Trust, Series 2020-HQA4, Class M2
35565RAH6
460316.00000000
PA
USD
465535.34000000
0.029254363746
Long
ABS-MBS
CORP
US
Y
2
2050-09-25
Floating
3.24150120
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series H
808513BJ3
809000.00000000
PA
USD
827607.00000000
0.052007042510
Long
DBT
CORP
US
N
2
2030-12-01
Variable
4.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
397454.00000000
NS
USD
22662827.08000000
1.424138040590
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
31329L6W7
33828.71000000
PA
USD
36374.23000000
0.002285766222
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AS4
676000.00000000
PA
USD
723280.87000000
0.045451160941
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.95000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFF6
535000.00000000
PA
USD
575729.51000000
0.036178994499
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.00000000
N
N
N
N
N
N
FHLMC STACR Trust
N/A
FHLMC STACR Trust, Series 2019-DNA4, Class M2
35565AAH3
151327.29000000
PA
USD
152127.12000000
0.009559708408
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Floating
2.04149880
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series D
172967GR6
537000.00000000
PA
USD
557146.45000000
0.035011230100
Long
DBT
CORP
US
N
2
2023-05-15
Variable
5.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2015-C03, Class 1M2
30711XBB9
422848.10000000
PA
USD
434828.74000000
0.027324752891
Long
ABS-MBS
CORP
US
N
2
2025-07-25
Floating
5.09150160
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3133A0G73
117004.66000000
PA
USD
122172.53000000
0.007677354059
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
31334YAT4
179491.60000000
PA
USD
189171.98000000
0.011887617197
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
35080.00000000
NS
USD
7607098.00000000
0.478032047902
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617H1CJ4
223474.69900000
PA
USD
240331.23000000
0.015102477981
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AT8
1214000.00000000
PA
USD
1453765.00000000
0.091354976643
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBL4
1686000.00000000
PA
USD
1783374.14000000
0.112067702075
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140Q7DN4
100813.80900000
PA
USD
110735.11000000
0.006958623565
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BL7
205000.00000000
PA
USD
251209.11000000
0.015786046834
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AS6
420000.00000000
PA
USD
585549.54000000
0.036796087779
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.35000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2019-OC11, Class A
05606FAA1
565000.00000000
PA
USD
608653.60000000
0.038247953013
Long
ABS-MBS
CORP
US
Y
2
2041-12-09
Fixed
3.20200000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3131Y06M9
267553.76000000
PA
USD
288756.01000000
0.018145503949
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2018-GS9, Class A4
36255NAT2
645957.00000000
PA
USD
735606.14000000
0.046225684164
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
3.99200040
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2020-B16, Class A5
08161NAF4
550000.00000000
PA
USD
581939.49000000
0.036569231283
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.73200000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
Agree LP
008513AB9
684000.00000000
PA
USD
678373.51000000
0.042629170575
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
9469.00000000
NS
USD
5001620.49000000
0.314303152879
Long
EC
CORP
US
N
1
N
N
N
MainStay U.S. Government Liquidity Fund
549300Y3ZLEL13IJCK58
MainStay U.S. Government Liquidity Fund
56064L488
57559601.47000000
NS
USD
57559601.47000000
3.617060562007
Long
STIV
RF
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
2707000.00000000
PA
USD
2431647.34000000
0.152805361218
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCC3
2141000.00000000
PA
USD
2129291.41000000
0.133805234703
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAM4
1020000.00000000
PA
USD
1020788.27000000
0.064146604550
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
46590XAB2
1208000.00000000
PA
USD
1351003.04000000
0.084897387930
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Quicken Loans LLC
N/A
Quicken Loans LLC
74841CAA9
1013000.00000000
PA
USD
1000337.50000000
0.062861472761
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2020-FOX, Class B
12433AAC3
277039.98000000
PA
USD
277734.55000000
0.017452912491
Long
ABS-MBS
CORP
US
Y
2
2032-11-15
Floating
1.42300080
N
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
98725.00000000
NS
USD
9422314.00000000
0.592100700871
Long
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton, Inc.
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAA1
1244000.00000000
PA
USD
1268880.00000000
0.079736754402
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2019-H6, Class A4
61769JBA8
343549.00000000
PA
USD
379026.14000000
0.023818102765
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.41700000
N
N
N
N
N
N
FHLMC STACR Trust
N/A
FHLMC STACR Trust, Series 2021-HQA1, Class M2
35564KBS7
573000.00000000
PA
USD
580530.77000000
0.036480706946
Long
ABS-MBS
CORP
US
Y
2
2033-08-25
Floating
2.26800000
N
N
N
N
N
N
Life Mortgage Trust
N/A
Life Mortgage Trust, Series 2021-BMR, Class C
53218CAE0
924000.00000000
PA
USD
925761.61000000
0.058175104132
Long
ABS-MBS
CORP
US
Y
2
2038-03-15
Floating
1.17299880
N
N
N
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
21234.00000000
NS
USD
6073348.68000000
0.381650835459
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2018-H4, Class A4
61691RAE6
840223.00000000
PA
USD
967850.61000000
0.060819988011
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
4.31000000
N
N
N
N
N
N
FHLMC Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FHLMC Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class M2
35565TAH2
1664000.00000000
PA
USD
1690305.68000000
0.106219255462
Long
ABS-MBS
CORP
US
Y
2
2050-11-25
Floating
2.61799920
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
588000.00000000
PA
USD
604040.64000000
0.037958073388
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CZ1
617000.00000000
PA
USD
801406.31000000
0.050360584229
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust, Series 2020-ICE5, Class C
193051AL3
660569.63000000
PA
USD
662639.92000000
0.041640467623
Long
ABS-MBS
CORP
US
Y
2
2037-11-15
Floating
1.72288080
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBA3
1446000.00000000
PA
USD
1610272.93000000
0.101189976310
Long
DBT
CORP
US
N
2
2027-01-29
Variable
3.96000000
N
N
N
N
N
N
Sun Communities Operating LP
N/A
Sun Communities Operating LP
866677AE7
1283000.00000000
PA
USD
1282869.97000000
0.080615887813
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2018-C06, Class 1M2
30711X3H5
0.01000000
PA
USD
0.01000000
0.000000000628
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Floating
2.09149920
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
Agree LP
008513AC7
513000.00000000
PA
USD
511106.63000000
0.032118075649
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
2.60000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AJ4
310000.00000000
PA
USD
367350.00000000
0.023084371043
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
93458.00000000
NS
USD
10449538.98000000
0.656651789978
Long
EC
CORP
US
N
1
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAY7
1381000.00000000
PA
USD
1399643.50000000
0.087953967286
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust, Series 2021-MHC, Class C
55316VAE4
938912.00000000
PA
USD
939796.55000000
0.059057063469
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
1.42384320
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2021-LBA, Class AJV
05609BCD9
987000.00000000
PA
USD
988576.44000000
0.062122404643
Long
ABS-MBS
CORP
US
Y
2
2036-02-15
Floating
0.87300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140J73V5
429666.25900000
PA
USD
477707.73000000
0.030019279950
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.50000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
1777000.00000000
PA
USD
1852522.50000000
0.116413003284
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350105
139439.00000000
NS
USD
5703055.10000000
0.358381489071
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health, Inc.
N/A
Elanco Animal Health, Inc., Term Loan
28414BAF3
2233948.48000000
PA
USD
2200839.13000000
0.138301312329
Long
LON
CORP
US
N
2
2027-08-01
Variable
1.84213000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAR2
44000.00000000
PA
USD
48510.00000000
0.003048381214
Long
DBT
CORP
KY
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
Allegheny Technologies, Inc.
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies, Inc.
01741RAH5
1047000.00000000
PA
USD
1096732.50000000
0.068918960025
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
Lakeview LLC
N/A
Lakeview LLC
512366AB1
751000.00000000
PA
USD
752408.13000000
0.047281525654
Long
ABS-MBS
CORP
US
N
2
2033-01-10
Variable
2.32700040
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
31346YLW1
127860.20000000
PA
USD
133492.12000000
0.008388680085
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
249323.00000000
NS
USD
22860425.87000000
1.436555200754
Long
EC
CORP
US
N
1
N
N
N
GLP Capital LP
N/A
GLP Capital LP
361841AH2
381000.00000000
PA
USD
438534.81000000
0.027557643309
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BU7
811000.00000000
PA
USD
829094.63000000
0.052100525572
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140H6B57
300049.25900000
PA
USD
321845.92000000
0.020224882635
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
79400.00000000
NS
USD
7458042.00000000
0.468665329485
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3138WHND0
365797.42900000
PA
USD
397084.73000000
0.024952909331
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2020-3, Class D
80285WAG2
1630000.00000000
PA
USD
1650838.41000000
0.103739121789
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.64000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
472000.00000000
PA
USD
486457.06000000
0.030569090158
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust, Series 2021-ESH, Class A
30227FAA8
1277000.00000000
PA
USD
1280589.26000000
0.080472567394
Long
ABS-MBS
CORP
US
Y
2
2038-07-15
Floating
0.00000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCN1
2216000.00000000
PA
USD
2296330.00000000
0.144301983826
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
472141AA8
612000.00000000
PA
USD
672435.00000000
0.042255993038
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBZ3
580000.00000000
PA
USD
581812.50000000
0.036561251198
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBK1
570000.00000000
PA
USD
589405.17000000
0.037038376587
Long
DBT
CORP
US
N
2
2026-04-22
Variable
2.08300000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 15 Year
3133G62T1
289345.61000000
PA
USD
308205.51000000
0.019367715667
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.00000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R04, Class 2M2
20753TAB9
412442.33000000
PA
USD
414097.79000000
0.026022014516
Long
ABS-MBS
CORP
US
Y
2
2039-06-25
Floating
2.19150000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
8806800.00000000
PA
USD
7424201.18000000
0.466538763417
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
Oak Street Investment Grade Net Lease Fund
N/A
Oak Street Investment Grade Net Lease Fund, Series 2020-1A, Class A1
67181DAA9
829475.22000000
PA
USD
841495.97000000
0.052879829054
Long
ABS-O
CORP
US
Y
2
2050-11-20
Fixed
1.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2014-C04, Class 1M2
30711XAP9
74298.46000000
PA
USD
76818.31000000
0.004827282893
Long
ABS-MBS
CORP
US
N
2
2024-11-25
Floating
4.99150080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
2663600.00000000
PA
USD
2542073.25000000
0.159744554574
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3617BA5W9
101123.61900000
PA
USD
110891.90000000
0.006968476290
Long
ABS-MBS
USGA
US
N
2
2047-08-15
Fixed
4.00000000
N
N
N
N
N
N
Bayview Financing Trust
N/A
Bayview Financing Trust, Series 2021-2F, Class M1
07335MAA0
744042.66000000
PA
USD
744042.66000000
0.046755837309
Long
ABS-MBS
CORP
US
Y
2
2049-12-31
Floating
1.55999880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3617BN3S2
94315.83900000
PA
USD
103622.95000000
0.006511693552
Long
ABS-MBS
USGA
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Life Mortgage Trust
N/A
Life Mortgage Trust, Series 2021-BMR, Class A
53218CAA8
1864000.00000000
PA
USD
1866241.65000000
0.117275118294
Long
ABS-MBS
CORP
US
Y
2
2038-03-15
Floating
0.77299920
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2020-R02, Class 2M2
20754WAB1
922805.33000000
PA
USD
926872.78000000
0.058244930349
Long
ABS-MBS
CORP
US
Y
2
2040-01-25
Floating
2.09149920
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAA9
1692000.00000000
PA
USD
1725501.60000000
0.108430976373
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series P
172967JM4
584000.00000000
PA
USD
639158.80000000
0.040164907839
Long
DBT
CORP
US
N
2
2025-05-15
Variable
5.95000000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550BL1
456000.00000000
PA
USD
505935.91000000
0.031793146238
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132ADJC3
268820.43000000
PA
USD
290094.66000000
0.018229625069
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
3.50000000
N
N
N
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc.
90138FAD4
471000.00000000
PA
USD
483363.75000000
0.030374705741
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co., Series D
369604BQ5
1414000.00000000
PA
USD
1385720.00000000
0.087079010868
Long
DBT
CORP
US
N
2
2021-09-15
Floating
3.44887920
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3131Y8MN2
266967.15000000
PA
USD
295047.17000000
0.018540842105
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2020-NPL1, Class A1
91822XAA0
376685.17000000
PA
USD
378508.59000000
0.023785579786
Long
ABS-O
CORP
US
Y
2
2050-08-25
Variable
3.67099920
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
Taco Bell Funding LLC, Series 2016-1A, Class A23
87342RAC8
489600.00000000
PA
USD
528679.87000000
0.033222382693
Long
ABS-O
CORP
US
Y
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AK0
142000.00000000
PA
USD
150961.39000000
0.009486453627
Long
DBT
CORP
US
Y
2
2023-06-22
Fixed
4.20000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers LLC, Series 2020-1A, Class A2
92212KAB2
1615000.00000000
PA
USD
1619290.41000000
0.101756637135
Long
ABS-O
CORP
US
Y
2
2045-09-15
Fixed
1.64500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2018-4, Class C
26209BAF6
7296.32000000
PA
USD
7307.36000000
0.000459196432
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.66000000
N
N
N
N
N
N
Spruce Hill Mortgage Loan Trust
N/A
Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A2
85209FAB2
264352.91000000
PA
USD
267843.16000000
0.016831334931
Long
ABS-MBS
CORP
US
Y
2
2050-01-28
Variable
2.62400040
N
N
N
N
N
N
Wendy's Funding LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC, Series 2021-1A, Class A2I
95058XAK4
434000.00000000
PA
USD
437771.46000000
0.027509674193
Long
ABS-O
CORP
US
Y
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Single Family, 30 Year
21H022671
4969800.00000000
PA
USD
5142966.52000000
0.323185374744
Long
ABS-MBS
USGA
US
N
2
2051-07-15
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBQ3
18186000.00000000
PA
USD
17910368.44000000
1.125492284186
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAZ9
424000.00000000
PA
USD
514715.36000000
0.032344849195
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2017-DELC, Class A
05552EAA8
495000.00000000
PA
USD
495458.42000000
0.031134737999
Long
ABS-MBS
CORP
US
Y
2
2036-08-15
Floating
0.92288160
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
3100000.00000000
PA
USD
3256570.58000000
0.204643755541
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
38640.00000000
NS
USD
2813378.40000000
0.176793441871
Long
EC
CORP
US
N
1
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAR6
1147000.00000000
PA
USD
1284563.52000000
0.080722310942
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2020-GC47, Class A5
36258RBA0
736000.00000000
PA
USD
759458.68000000
0.047724584078
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.37720000
N
N
N
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
1333000.00000000
PA
USD
1389279.26000000
0.087302675707
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3131Y0KU5
261853.40000000
PA
USD
281037.50000000
0.017660470742
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
2329000.00000000
PA
USD
2481246.73000000
0.155922199989
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Edwards Lifesciences Corp.
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
71116.00000000
NS
USD
7365484.12000000
0.462848967855
Long
EC
CORP
US
N
1
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2020-3, Class A1
12597QAA4
275642.18000000
PA
USD
276707.87000000
0.017388395649
Long
ABS-MBS
CORP
US
Y
2
2065-04-27
Variable
1.50599880
N
N
N
N
N
N
SK Hynix, Inc.
988400XAIK6XISWQV045
SK Hynix, Inc.
78392BAC1
773000.00000000
PA
USD
752693.73000000
0.047299472833
Long
DBT
CORP
KR
Y
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BA1
1186000.00000000
PA
USD
1245140.89000000
0.078244982458
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I
25755TAJ9
902850.00000000
PA
USD
941528.09000000
0.059165873900
Long
ABS-O
CORP
US
Y
2
2048-07-25
Fixed
4.11600000
N
N
N
N
N
N
Energy Transfer Operating LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAM5
301000.00000000
PA
USD
333539.35000000
0.020959700865
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAS0
986000.00000000
PA
USD
1122783.36000000
0.070556002950
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179T7M1
533716.52900000
PA
USD
576576.81000000
0.036232239055
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
5.00000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AH8
762000.00000000
PA
USD
892657.95000000
0.056094861393
Long
DBT
CORP
US
N
2
2050-04-03
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXFH0
1064421.20900000
PA
USD
1151883.12000000
0.072384639556
Long
ABS-MBS
USGSE
US
N
2
2057-02-01
Fixed
3.00000000
N
N
N
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AA8
1238000.00000000
PA
USD
1375332.39000000
0.086426250711
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.75000000
N
N
N
N
N
N
Natwest Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
639057AB4
1260000.00000000
PA
USD
1262016.00000000
0.079305418829
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
3.03200000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC, Series 2018-1A, Class A2I
72703PAA1
614620.00000000
PA
USD
616894.09000000
0.038765787581
Long
ABS-O
CORP
US
Y
2
2048-09-05
Fixed
4.26200000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDH1
365000.00000000
PA
USD
411457.25000000
0.025856082285
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 20 Year
3133KYVC0
5175008.04000000
PA
USD
5280998.67000000
0.331859351514
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class A
95003LAA8
497234.94000000
PA
USD
499284.69000000
0.031375181816
Long
ABS-MBS
CORP
US
Y
2
2040-02-15
Floating
1.22299920
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
31917.00000000
NS
USD
6898859.55000000
0.433526156607
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series X
060505EH3
1172000.00000000
PA
USD
1296525.00000000
0.081473973505
Long
DBT
CORP
US
N
2
2024-09-05
Variable
6.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-71, Class P
3136B6B77
1263104.04000000
PA
USD
1327696.28000000
0.083432784975
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 15 Year
3131XDAJ4
88048.17000000
PA
USD
93074.85000000
0.005848848161
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EP4
1218000.00000000
PA
USD
1198049.16000000
0.075285725705
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
2.66800000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2017-1, Class E
26208EAH7
1590000.00000000
PA
USD
1610574.60000000
0.101208933332
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
5.17000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXF72
17540.02900000
PA
USD
18973.16000000
0.001192278386
Long
ABS-MBS
USGSE
US
N
2
2057-06-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3133A1CP5
52598.78000000
PA
USD
54763.09000000
0.003441327042
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CR1
1195000.00000000
PA
USD
1174326.50000000
0.073794987484
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
460000.00000000
PA
USD
515415.42000000
0.032388841151
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140GQDG8
49071.36900000
PA
USD
53776.70000000
0.003379342034
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
31346YMN0
387556.38000000
PA
USD
405062.41000000
0.025454228850
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
770300.00000000
PA
USD
747792.80000000
0.046991497097
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
891906AC3
629000.00000000
PA
USD
719142.04000000
0.045191075770
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.80000000
N
N
N
N
N
N
Lakeview CDO LLC
N/A
Lakeview CDO LLC
51236PAA1
829316.82000000
PA
USD
829316.82000000
0.052114488051
Long
ABS-O
CORP
US
N
2
2032-11-10
Variable
1.82700000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3132A5DB8
155603.62000000
PA
USD
163895.20000000
0.010299217664
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.00000000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
104691.00000000
NS
USD
14125956.63000000
0.887678846310
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3617AUZW3
561302.13900000
PA
USD
605120.99000000
0.038025962867
Long
ABS-MBS
USGA
US
N
2
2047-07-15
Fixed
4.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
442000.00000000
PA
USD
446224.74000000
0.028040880541
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138EQFX5
193397.16900000
PA
USD
214666.45000000
0.013489696426
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 15 Year
3132CWDV3
245579.20000000
PA
USD
259348.17000000
0.016297507515
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
2.50000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2019-XL, Class B
056054AE9
172905.74000000
PA
USD
173187.37000000
0.010883140082
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
1.15300080
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3131Y0TA0
201233.34000000
PA
USD
218575.30000000
0.013735329593
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140X6NZ0
113741.88900000
PA
USD
121385.19000000
0.007627877406
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.50000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R05, Class 1M2
20754HAE8
372287.55000000
PA
USD
373783.62000000
0.023488661423
Long
ABS-MBS
CORP
US
Y
2
2039-07-25
Floating
2.09149920
N
N
N
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414HAE3
1242000.00000000
PA
USD
1335882.78000000
0.083947226797
Long
DBT
CORP
US
N
2
2023-08-28
Fixed
5.27200000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
685000.00000000
PA
USD
689846.62000000
0.043350143838
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.59300000
N
N
N
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
13435.00000000
NS
USD
4273404.80000000
0.268541886545
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The), Series G
064058AH3
2024000.00000000
PA
USD
2208690.00000000
0.138794663073
Long
DBT
CORP
US
N
2
2025-09-20
Variable
4.70000000
N
N
N
N
N
N
Diageo Capital plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YBE8
572000.00000000
PA
USD
574419.74000000
0.036096688207
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.12500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2018-H3, Class A5
61767YAZ3
561262.00000000
PA
USD
648328.10000000
0.040741109074
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
4.17700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2017-C01, Class 1M2
30711XEP5
519858.85000000
PA
USD
539699.21000000
0.033914840929
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
3.64150080
N
N
N
N
N
N
ZAXBY'S FUNDING LLC
N/A
ZAXBY'S FUNDING LLC, Series 2021-1A, Class A2
98920MAA0
642000.00000000
PA
USD
650012.03000000
0.040846927680
Long
ABS-O
CORP
US
Y
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
Spruce Hill Mortgage Loan Trust
N/A
Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A1
85209FAA4
105644.40000000
PA
USD
107186.32000000
0.006735616664
Long
ABS-MBS
CORP
US
Y
2
2050-01-28
Variable
2.52100080
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
74861.00000000
NS
USD
13158317.97000000
0.826872177293
Long
EC
CORP
US
N
1
N
N
N
BANK
N/A
BANK, Series 2018-BN12, Class A4
06541KBA5
271673.00000000
PA
USD
313546.48000000
0.019703343633
Long
ABS-MBS
CORP
US
N
2
2061-05-15
Variable
4.25499840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
6590900.00000000
PA
USD
7426863.00000000
0.466706032888
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
GS Mortgage Securities Corp. II
5493005BBCF84ICNQ550
GS Mortgage Securities Corp. II, Series 2018-GS10, Class A5
36250SAE9
388105.00000000
PA
USD
444777.02000000
0.027949905434
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
4.15500120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140KQQE4
147766.12900000
PA
USD
153730.01000000
0.009660434439
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
301146.00000000
NS
USD
81580451.40000000
5.126537117244
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3617B14A8
72930.67900000
PA
USD
78124.19000000
0.004909344737
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3132ACLS7
536490.99000000
PA
USD
579314.41000000
0.036404270563
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
3.50000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A
58940BAA4
842000.00000000
PA
USD
844542.76000000
0.053071290142
Long
ABS-O
CORP
US
Y
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
31417EMM0
59470.17900000
PA
USD
63239.79000000
0.003974005109
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
566589.00000000
NS
USD
23360464.47000000
1.467977758474
Long
EC
CORP
US
N
1
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust, Series 2021-MHC, Class A
55316VAA2
1947744.00000000
PA
USD
1948963.68000000
0.122473392512
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
0.87384240
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust, Series 2020-2, Class A19
81748KBN1
117290.96000000
PA
USD
119788.58000000
0.007527546011
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Variable
3.49999920
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBK6
1071000.00000000
PA
USD
1124725.93000000
0.070678074562
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAG0
429000.00000000
PA
USD
464740.87000000
0.029204439042
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2018-IND, Class A
056059AA6
501251.74000000
PA
USD
501415.80000000
0.031509101331
Long
ABS-MBS
CORP
US
Y
2
2035-11-15
Floating
0.82299960
N
N
N
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc., Class B
654106103
93566.00000000
NS
USD
14455011.34000000
0.908356731214
Long
EC
CORP
US
N
1
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust, Series 2020-ICE5, Class B
193051AJ8
657620.66000000
PA
USD
659476.14000000
0.041441654852
Long
ABS-MBS
CORP
US
Y
2
2037-11-15
Floating
1.37288160
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
1226000.00000000
PA
USD
1177955.54000000
0.074023037316
Long
DBT
CORP
US
N
2
2032-02-13
Variable
1.79400000
N
N
N
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133TAE3
1084000.00000000
PA
USD
1103775.36000000
0.069361535208
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2018-27, Class EA
3136B1N26
820146.75000000
PA
USD
862908.46000000
0.054225395582
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
31334YMG9
69867.42000000
PA
USD
74742.81000000
0.004696857925
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAX9
337000.00000000
PA
USD
332366.25000000
0.020885982951
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
IHS Markit Ltd.
44962LAB3
687000.00000000
PA
USD
769096.50000000
0.048330227233
Long
DBT
CORP
BM
Y
2
2025-02-15
Fixed
4.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBH3
4346900.00000000
PA
USD
4259792.21000000
0.267686467794
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
898000.00000000
PA
USD
1016775.05000000
0.063894412745
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
78944.00000000
NS
USD
17316366.40000000
1.088165039074
Long
EC
CORP
US
N
1
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2020-2, Class A1
19688JAA5
259162.91000000
PA
USD
260543.91000000
0.016372648132
Long
ABS-MBS
CORP
US
Y
2
2065-03-25
Variable
1.85299920
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series M
172967HQ7
123000.00000000
PA
USD
132311.10000000
0.008314464476
Long
DBT
CORP
US
N
2
2024-05-15
Variable
6.30000000
N
N
N
N
N
N
Newday Funding Master Issuer plc-
N/A
Newday Funding Master Issuer plc-, Series 2021-1A, Class A2
65120LAA9
792000.00000000
PA
USD
796191.26000000
0.050032869109
Long
ABS-O
CORP
GB
Y
2
2029-03-15
Floating
1.10999880
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBA8
206000.00000000
PA
USD
199596.49000000
0.012542696159
Long
DBT
CORP
KY
Y
2
2029-07-15
Fixed
3.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
1521000.00000000
PA
USD
1579256.84000000
0.099240917020
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3131XXYA3
336649.39000000
PA
USD
356450.26000000
0.022399428502
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056107
78837.00000000
NS
USD
7451673.24000000
0.468265114924
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138WQJB9
89284.91900000
PA
USD
95266.75000000
0.005986587736
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3133A3FP8
6232.08000000
PA
USD
6578.88000000
0.000413418557
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 15 Year
3140K0HB7
318100.31900000
PA
USD
335033.37000000
0.021053585477
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
2.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BS7
286000.00000000
PA
USD
330515.90000000
0.020769706469
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
389000.00000000
PA
USD
397136.04000000
0.024956133665
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-3, Class A2
03465LAB1
533887.25000000
PA
USD
540326.73000000
0.033954274452
Long
ABS-MBS
CORP
US
Y
2
2065-04-25
Variable
2.40999840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
14468900.00000000
PA
USD
12994880.81000000
0.816601742983
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series R
38144GAB7
368000.00000000
PA
USD
393340.48000000
0.024717619672
Long
DBT
CORP
US
N
2
2025-02-10
Variable
4.95000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3131XUSX6
164850.06000000
PA
USD
176564.93000000
0.011095386844
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2020-5, Class A1
69357AAA9
396267.67000000
PA
USD
398895.20000000
0.025066679744
Long
ABS-MBS
CORP
US
Y
2
2025-11-25
Variable
3.10399920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2017-C06, Class 1M2
30711XQX5
356843.84000000
PA
USD
362533.64000000
0.022781709708
Long
ABS-MBS
CORP
US
N
2
2030-02-25
Floating
2.74150080
N
N
N
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
6368.00000000
NS
USD
5856267.52000000
0.368009398018
Long
EC
CORP
US
N
1
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABD6
990000.00000000
PA
USD
1093950.00000000
0.068744106990
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
East Ohio Gas Co. (The)
BC95Y6MXLT75BGO7UM71
East Ohio Gas Co. (The)
27409LAC7
152000.00000000
PA
USD
150268.64000000
0.009442921034
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2016-UB11, Class A4
61767FBA8
656000.00000000
PA
USD
698357.59000000
0.043884975442
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.78200000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
123805.00000000
NS
USD
13945395.20000000
0.876332318350
Long
EC
CORP
US
N
1
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL1, Class A1
91790CAA4
378326.39000000
PA
USD
379318.74000000
0.023836489826
Long
ABS-O
CORP
US
Y
2
2050-12-26
Variable
2.28909960
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN17, Class A4
065403BC0
603641.00000000
PA
USD
679658.90000000
0.042709944822
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.71400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138ENS83
332027.66900000
PA
USD
371259.94000000
0.023330072706
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3617BN4U6
116787.01900000
PA
USD
126808.17000000
0.007968658901
Long
ABS-MBS
USGA
US
N
2
2047-12-15
Fixed
4.00000000
N
N
N
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AC4
672000.00000000
PA
USD
788141.01000000
0.049526989273
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.90000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBH8
623000.00000000
PA
USD
619022.93000000
0.038899564449
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
3117000.00000000
PA
USD
3213431.25000000
0.201932868648
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MP3
1635000.00000000
PA
USD
1909136.18000000
0.119970621891
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.41200000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGB4
658000.00000000
PA
USD
702985.32000000
0.044175783217
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
4723.00000000
NS
USD
10334349.07000000
0.649413225604
Long
EC
CORP
US
N
1
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAF0
899000.00000000
PA
USD
894186.41000000
0.056190910223
Long
DBT
CORP
GB
Y
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
1054000.00000000
PA
USD
1083743.88000000
0.068102751713
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15137TAA8
1510000.00000000
PA
USD
1577950.00000000
0.099158794850
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.37500000
N
N
N
N
N
N
Spruce Hill Mortgage Loan Trust
N/A
Spruce Hill Mortgage Loan Trust, Series 2020-SH2, Class A1
85214RAA1
552639.41000000
PA
USD
557924.13000000
0.035060099717
Long
ABS-MBS
CORP
US
Y
2
2055-06-25
Variable
3.40700040
N
N
N
N
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866108
44764.00000000
NS
USD
7796993.52000000
0.489965132543
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132H7F41
82539.88900000
PA
USD
89074.33000000
0.005597454428
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140X9FB6
362359.01960000
PA
USD
376079.70000000
0.023632947697
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132ADHW1
536322.59000000
PA
USD
595297.18000000
0.037408632052
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3622A2QL9
600385.00000000
PA
USD
664406.15000000
0.041751457983
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
4.00000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust, Series 2021-NR1, Class A1
12565YAA5
910113.88000000
PA
USD
910048.99000000
0.057187718941
Long
ABS-MBS
CORP
US
Y
2
2055-07-25
Variable
2.56899960
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LBC9
991000.00000000
PA
USD
1088884.46000000
0.068425787119
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust, Series 2019-WOLF, Class A
39152TAA8
270000.00000000
PA
USD
270167.29000000
0.016977383874
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Floating
1.10700000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAM1
2348000.00000000
PA
USD
2271690.00000000
0.142753599716
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
960386AM2
659000.00000000
PA
USD
764431.16000000
0.048037056035
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.95000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R02, Class 1M2
20753KAB8
185189.98720000
PA
USD
186467.08000000
0.011717640566
Long
ABS-MBS
CORP
US
Y
2
2031-08-25
Floating
2.39150160
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
83363.00000000
NS
USD
33381879.72000000
2.097726140161
Long
EC
CORP
US
N
1
N
N
N
FHLMC Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FHLMC Structured Agency Credit Risk Debt Notes, Series 2016-DNA1, Class M3
3137G0HW2
411036.17000000
PA
USD
430621.71000000
0.027060382014
Long
ABS-MBS
CORP
US
N
2
2028-07-25
Floating
5.64149880
N
N
N
N
N
N
ICON Luxembourg SARL
N/A
ICON Luxembourg SARL, Term Loan B
L5000DAC1
1962000.00000000
PA
USD
1965678.75000000
0.123523771927
Long
LON
CORP
LU
N
2
2028-06-16
Variable
0.00000000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
25860.00000000
NS
USD
13045594.20000000
0.819788585808
Long
EC
CORP
US
N
1
N
N
N
Cellnex Finance Co. SA
549300OUROMFTRFA7T23
Cellnex Finance Co. SA
15118JAA3
982000.00000000
PA
USD
979014.72000000
0.061521543633
Long
DBT
CORP
ES
Y
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 15 Year
3133G7BU6
277648.10000000
PA
USD
293309.75000000
0.018431662174
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140JXJ58
47799.98900000
PA
USD
50202.03000000
0.003154708827
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
426000.00000000
PA
USD
434324.41000000
0.027293060660
Long
DBT
CORP
FR
Y
2
2026-06-16
Variable
1.90700000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust, Series 2018-1, Class A1
042856AA2
158803.48000000
PA
USD
158738.16000000
0.009975147908
Long
ABS-MBS
CORP
US
Y
2
2048-04-25
Variable
3.76300080
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC, Series 2019-1A, Class A2I
233046AJ0
459810.00000000
PA
USD
465773.74000000
0.029269344865
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
3.78700000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BE2
808000.00000000
PA
USD
1044874.92000000
0.065660215999
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CS2
1427000.00000000
PA
USD
1521317.09000000
0.095599967824
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50800000
N
N
N
N
N
N
Diageo Capital plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YBD0
713000.00000000
PA
USD
713499.37000000
0.044836488897
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
227000.00000000
PA
USD
238836.10000000
0.015008523617
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.81900000
N
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
6737.00000000
NS
USD
2069000.07000000
0.130016510970
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2015-UBS8, Class A4
61691ABL6
517000.00000000
PA
USD
567672.00000000
0.035672658443
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.80900000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
3131Y0KS0
0.01000000
PA
USD
0.01000000
0.000000000628
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FHLMC Structured Agency Credit Risk Debt Notes, Series 2021-DNA2, Class M2
35564KDB2
372000.00000000
PA
USD
381663.22000000
0.023983817569
Long
ABS-MBS
CORP
US
Y
2
2033-08-25
Floating
2.31800040
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
88995.00000000
NS
USD
20556955.05000000
1.291804485913
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
IHS Markit Ltd.
44962LAA5
119000.00000000
PA
USD
124657.13000000
0.007833486980
Long
DBT
CORP
BM
Y
2
2022-11-01
Fixed
5.00000000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
Taco Bell Funding LLC, Series 2018-1A, Class A2II
87342RAE4
507975.00000000
PA
USD
573351.38000000
0.036029552182
Long
ABS-O
CORP
US
Y
2
2048-11-25
Fixed
4.94000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust 2021-RPL1 Trust
12657CAA2
912504.99000000
PA
USD
912463.56000000
0.057339451157
Long
ABS-MBS
CORP
US
N
2
2026-04-15
Variable
4.07018160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140HFFR5
0.00900000
PA
USD
0.01000000
0.000000000628
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
31346YPV9
202953.60000000
PA
USD
212301.26000000
0.013341067262
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179TSJ5
86783.48900000
PA
USD
92516.71000000
0.005813774496
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
4.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Capital Trusts
N/A
Credit Suisse Mortgage Capital Trusts, Series 2019-ICE4, Class A
12653VAA4
1783000.00000000
PA
USD
1787765.78000000
0.112343673892
Long
ABS-MBS
CORP
US
Y
2
2036-05-15
Floating
1.05300000
N
N
N
N
N
N
Accenture plc
N/A
Accenture plc, Class A
N/A
36795.00000000
NS
USD
10846798.05000000
0.681615654881
Long
EC
CORP
IE
N
1
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABS3
1626000.00000000
PA
USD
1605675.00000000
0.100901041174
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CG7
1156000.00000000
PA
USD
1179900.30000000
0.074145246548
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 30 Year
31339SSN6
124863.67000000
PA
USD
130483.00000000
0.008199586189
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2
20753WAF3
163156.09000000
PA
USD
163830.10000000
0.010295126763
Long
ABS-MBS
CORP
US
Y
2
2039-10-25
Floating
2.19150000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BZ1
339000.00000000
PA
USD
432120.56000000
0.027154570144
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Sensata Technologies, Inc.
N/A
Sensata Technologies, Inc.
81728UAB0
469000.00000000
PA
USD
463761.27000000
0.029142880719
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC
N/A
Angel Oak Mortgage Trust I LLC, Series 2018-2, Class A1
03463VAA3
49720.00000000
PA
USD
50075.62000000
0.003146765189
Long
ABS-MBS
CORP
US
Y
2
2048-07-27
Variable
3.67400160
N
N
N
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAL6
333000.00000000
PA
USD
340362.47000000
0.021388467529
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
Diageo Capital plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YBC2
757000.00000000
PA
USD
769410.32000000
0.048349947765
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.37500000
N
N
N
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAK6
1643000.00000000
PA
USD
1680230.38000000
0.105586120948
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
Quicken Loans LLC
N/A
Quicken Loans LLC
74841CAB7
1481000.00000000
PA
USD
1492092.69000000
0.093763498808
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2019-BN23, Class A3
06541RBB8
888598.00000000
PA
USD
952935.16000000
0.059882697193
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
2.92000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3138EPHU1
382821.00900000
PA
USD
426942.76000000
0.026829195824
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31418AQR2
21167.16900000
PA
USD
22534.33000000
0.001416063250
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
42856.00000000
NS
USD
27886399.20000000
1.752388692532
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
216000.00000000
PA
USD
215815.46000000
0.013561900518
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
Axalta Coating Systems LLC
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
1696000.00000000
PA
USD
1657840.00000000
0.104179103554
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
Wendy's Funding LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC, Series 2019-1A, Class A2I
95058XAG3
490455.00000000
PA
USD
523320.39000000
0.032885591554
Long
ABS-O
CORP
US
Y
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust
12656MAA1
509000.00000000
PA
USD
510436.60000000
0.032075970787
Long
ABS-MBS
CORP
US
N
2
2023-12-15
Fixed
3.79520000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC, Series 2019-1A, Class A2II
233046AK7
253485.00000000
PA
USD
267510.33000000
0.016810419805
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
226000.00000000
PA
USD
294347.35000000
0.018496865232
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 15 Year
3133G62Q7
120499.25000000
PA
USD
128014.30000000
0.008044452429
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.00000000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A
433674AA6
393253.53000000
PA
USD
396957.94000000
0.024944941814
Long
ABS-O
CORP
US
Y
2
2025-12-25
Fixed
3.84400000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust, Series 2017-GM, Class A
056083AA6
396000.00000000
PA
USD
432828.87000000
0.027199080532
Long
ABS-MBS
CORP
US
Y
2
2039-06-13
Fixed
3.37900000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
78688.00000000
NS
USD
15131702.40000000
0.950880176187
Long
EC
CORP
US
N
1
N
N
N
salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc.
79466L302
47653.00000000
NS
USD
11640198.31000000
0.731473136814
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
91282CBF7
3906000.00000000
PA
USD
4409413.47000000
0.277088707298
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AJ4
1005000.00000000
PA
USD
1012735.08000000
0.063640539963
Long
DBT
CORP
US
Y
2
2032-01-07
Fixed
2.77500000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
44497.00000000
NS
USD
6303889.99000000
0.396138112282
Long
EC
CORP
US
N
1
N
N
N
Jack in the Box Funding LLC
N/A
Jack in the Box Funding LLC, Series 2019-1A, Class A2I
466365AA1
983567.50000000
PA
USD
1006386.27000000
0.063241579065
Long
ABS-O
CORP
US
Y
2
2049-08-25
Fixed
3.98200000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
2834000.00000000
PA
USD
2954445.00000000
0.185658104281
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AH8
220000.00000000
PA
USD
253165.00000000
0.015908955479
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc.
90138FAC6
471000.00000000
PA
USD
480420.00000000
0.030189719713
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AR9
1470000.00000000
PA
USD
1561875.00000000
0.098148637603
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
Agree LP
008513AA1
473000.00000000
PA
USD
493520.40000000
0.031012952310
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
59792.00000000
NS
USD
1918127.36000000
0.120535630017
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS, 15 Year
3131XC5X1
240935.77000000
PA
USD
254989.95000000
0.016023635819
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc., Series B
02005NBM1
1176000.00000000
PA
USD
1217983.20000000
0.076538386045
Long
DBT
CORP
US
N
2
2026-05-15
Variable
4.70000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967GD7
890000.00000000
PA
USD
935705.95000000
0.058800009085
Long
DBT
CORP
US
N
2
2023-01-30
Variable
5.95000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3131Y6V71
221280.24000000
PA
USD
238792.38000000
0.015005776241
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.50000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A23
25755TAH3
208012.50000000
PA
USD
224453.81000000
0.014104736714
Long
ABS-O
CORP
US
Y
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 15 Year
3140K1TP1
32028.33900000
PA
USD
34185.46000000
0.002148223337
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
1351000.00000000
PA
USD
1342556.25000000
0.084366589415
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJZ3
1528000.00000000
PA
USD
1540364.13000000
0.096796888850
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.08700000
N
N
N
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AG1
294000.00000000
PA
USD
318149.16000000
0.019992577260
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank, Series K
33616C761
56725.00000000
NS
USD
1454996.25000000
0.091432348719
Long
EP
CORP
US
N
1
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953BX8
182000.00000000
PA
USD
190226.40000000
0.011953877228
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
7.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS, 30 Year
3140X4EJ1
586550.16900000
PA
USD
620778.89000000
0.039009909439
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2019-6, Class A1
03464VAA2
326866.23000000
PA
USD
328754.70000000
0.020659032195
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
2.62000080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SW9
5135000.00000000
PA
USD
5026683.59000000
0.315878124704
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
Bayview Financing Trust
N/A
Bayview Financing Trust
07335FAA5
239107.87000000
PA
USD
239123.94000000
0.015026611559
Long
ABS-MBS
CORP
US
N
2
2033-07-10
Variable
1.55999880
N
N
N
N
N
N
2021-07-30
MAINSTAY VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer