NPORT-P
false
0000896435
XXXXXXXX
S000064657
C000209361
C000209362
AIM Variable Insurance Funds (Invesco Variable Insurance Funds)
811-07452
0000896435
FC4UULIMJMGKBDUARB13
11 Greenway Plaza
Suite 1000
Houston
77046-1173
800-959-4246
Invesco V.I. Conservative Balanced Fund
S000064657
549300B2YIQS724MH387
2022-12-31
2022-03-31
N
202539991.80
15059208.62
187480783.18
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
12391314.30000000
0.00000000
0.00000000
2586978.75000000
USD
N
SG Residential Mortgage Trust
N/A
SG Residential Mortgage Trust
78433QAA3
295000.00000000
PA
USD
289894.49000000
0.154626242264
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.16600000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31394CY63
159957.86000000
PA
USD
171473.64000000
0.091461981911
Long
ABS-APCP
USGSE
US
N
2
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
161175BY9
73000.00000000
PA
USD
58918.56000000
0.031426452887
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Expedia Group, Inc.
CI7MUJI4USF3V0NJ1H64
Expedia Group, Inc.
30212PBK0
22000.00000000
PA
USD
22894.30000000
0.012211544890
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.62500000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AN2
48000.00000000
PA
USD
48061.44000000
0.025635395364
Long
DBT
CORP
US
N
2
2044-03-15
Variable
5.20000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
10390.00000000
NS
USD
1372726.80000000
0.732196002553
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBH3
29000.00000000
PA
USD
25914.44000000
0.013822451325
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
69000.00000000
PA
USD
70040.84000000
0.037358943573
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LW9
28000.00000000
PA
USD
28566.75000000
0.015237161652
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.07500000
N
N
N
N
N
N
Kite Realty Group Trust
549300OVTYLM7DH6CM14
Kite Realty Group Trust
76131VAB9
23000.00000000
PA
USD
23829.96000000
0.012710614707
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAJ6
88000.00000000
PA
USD
80787.86000000
0.043091275078
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.25000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2005-AR, Class 6A1
362341FR5
3961.47000000
PA
USD
4044.24000000
0.002157149085
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.02372600
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3L3
230000.00000000
PA
USD
221682.51000000
0.118242790668
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
3.20500000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2019-3, Class D
03066NAG9
130000.00000000
PA
USD
129499.21000000
0.069073324638
Long
ABS-O
CORP
US
N
2
2025-09-18
Fixed
2.58000000
N
N
N
N
N
N
Pacific LifeCorp
VFN8KLUEIK7XMVX1JM30
Pacific LifeCorp
694476AE2
31000.00000000
PA
USD
28479.99000000
0.015190884909
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
3.35000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRY8
33000.00000000
PA
USD
33460.01000000
0.017847167817
Long
DBT
CORP
US
N
2
2028-02-01
Variable
3.78200000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FCCL8
28998.57000000
PA
USD
4560.10000000
0.002432302619
Long
ABS-APCP
USGSE
US
N
2
2034-01-25
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31392FJ81
34628.04000000
PA
USD
5993.39000000
0.003196802305
Long
ABS-APCP
USGSE
US
N
2
2032-12-25
Floating
7.54343000
N
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2M0
267000.00000000
PA
USD
266758.72000000
0.142285900173
Long
DBT
CORP
US
N
2
2025-03-30
Floating
1.07031000
N
N
N
N
N
N
Vontier Corp.
549300VVSQLG4P5K4639
Vontier Corp.
928881AF8
83000.00000000
PA
USD
73893.66000000
0.039413991528
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXX7
281000.00000000
PA
USD
274338.56000000
0.146328895872
Long
DBT
CORP
US
N
2
2027-03-09
Floating
1.05833800
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486QAF8
57000.00000000
PA
USD
49198.46000000
0.026241868188
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.80000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Q3
69000.00000000
PA
USD
67240.83000000
0.035865451839
Long
DBT
CORP
US
N
2
2023-10-13
Fixed
1.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36203YMA9
641.61000000
PA
USD
643.92000000
0.000343459201
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7.50000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBP7
61000.00000000
PA
USD
51374.22000000
0.027402392463
Long
DBT
CORP
US
N
2
2061-02-04
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38145GAH3
15000.00000000
PA
USD
15075.77000000
0.008041234810
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAY1
162000.00000000
PA
USD
145525.87000000
0.077621752764
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAC6
89000.00000000
PA
USD
79089.63000000
0.042185459575
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.12500000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
17761.00000000
NS
USD
1466880.99000000
0.782416717659
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
3548.00000000
NS
USD
651767.60000000
0.347645016702
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31394EC97
16519.49000000
PA
USD
16483.26000000
0.008791973086
Long
ABS-APCP
USGSE
US
N
2
2035-08-25
Floating
0.70657000
N
N
N
N
N
N
Extra Space Storage L.P.
549300YNKSKNZFR8UC42
Extra Space Storage L.P.
30225VAG2
76000.00000000
PA
USD
66830.59000000
0.035646634746
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
1691.00000000
NS
USD
4703262.85000000
2.508663965567
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYR9
227000.00000000
PA
USD
223269.81000000
0.119089437441
Long
DBT
CORP
US
N
2
2027-10-21
Floating
1.05235400
N
N
N
N
N
N
California State University
N/A
California State University, Series 2021 B, Ref. RB
13077DRW4
90000.00000000
PA
USD
76014.77000000
0.040545366149
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
2.71900000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFT6
19000.00000000
PA
USD
16211.48000000
0.008647008896
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
7067.00000000
NS
USD
1052417.64000000
0.561346940283
Long
EC
CORP
US
N
1
N
N
N
Octagon Investment Partners 49 Ltd.
N/A
Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1
67578FAA5
339000.00000000
PA
USD
338237.25000000
0.180411690341
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
1.46129000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31394F4M4
19829.39000000
PA
USD
2773.70000000
0.001479458295
Long
ABS-APCP
USGSE
US
N
2
2035-10-25
Floating
5.64343000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCG8
25000.00000000
PA
USD
22397.27000000
0.011946435053
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BS7
109000.00000000
PA
USD
110139.59000000
0.058747135643
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
3.95000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
3137B26D7
51453.90000000
PA
USD
2530.74000000
0.001349866347
Long
ABS-APCP
USGSE
US
N
2
2028-05-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31397NP41
13392.27000000
PA
USD
13608.40000000
0.007258557260
Long
ABS-APCP
USGSE
US
N
2
2037-06-25
Floating
1.39657000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBM7
25000.00000000
PA
USD
22671.17000000
0.012092530026
Long
DBT
CORP
US
N
2
2041-04-22
Variable
3.10900000
N
N
N
N
N
N
Energy Transfer L.P.
MTLVN9N7JE8MIBIJ1H73
Energy Transfer L.P.
86765BAU3
17000.00000000
PA
USD
17138.59000000
0.009141518244
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class XA, IO
46644ABH4
1999353.47000000
PA
USD
54220.47000000
0.028920548058
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.14066400
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
55000.00000000
PA
USD
55097.60000000
0.029388398675
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The), Series I
064058AL4
243000.00000000
PA
USD
225236.70000000
0.120138552965
Long
DBT
CORP
US
N
2
N/A
Variable
3.75000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BU3
36000.00000000
PA
USD
36239.96000000
0.019329959788
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.70000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABB6
200000.00000000
PA
USD
182411.12000000
0.097295902495
Long
DBT
CORP
DK
N
2
2027-09-10
Variable
1.54900000
N
N
N
N
N
N
OHA Loan Funding Ltd.
54930016024GMIAF7A82
OHA Loan Funding Ltd., Series 2016-1A, Class AR
67110UAL3
272907.00000000
PA
USD
271481.61000000
0.144805033025
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
1.51400000
N
N
N
N
N
N
Invitation Homes Operating Partnership L.P.
549300147YMUQB3GW319
Invitation Homes Operating Partnership L.P.
46188BAC6
74000.00000000
PA
USD
64870.68000000
0.034601242271
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
31394YF74
22705.92000000
PA
USD
1383.40000000
0.000737888959
Long
ABS-APCP
USGSE
US
N
2
2026-07-15
Floating
7.25343000
N
N
N
N
N
N
Coca-Cola Icecek AS
789000WT80VVLUWJDK41
Coca-Cola Icecek AS
1912ERAA8
246000.00000000
PA
USD
232135.59000000
0.123818338105
Long
DBT
CORP
TR
N
2
2029-01-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, IO
38380HQY1
134019.12000000
PA
USD
20418.79000000
0.010891137562
Long
ABS-APCP
USGA
US
N
2
2047-10-16
Floating
5.76943000
N
N
N
N
N
N
Blackstone Holdings Finance Co. LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. LLC
09261BAG5
47000.00000000
PA
USD
42952.76000000
0.022910486755
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
2.55000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AS0
154000.00000000
PA
USD
150854.26000000
0.080463852049
Long
DBT
CORP
AU
N
2
2034-08-02
Variable
3.93300000
N
N
N
N
N
N
Arthur J. Gallagher & Co.
54930049QLLMPART6V29
Arthur J. Gallagher & Co.
363576AB5
45000.00000000
PA
USD
40157.79000000
0.021419683297
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
31364HF69
9101.93000000
PA
USD
341.32000000
0.000182055992
Long
ABS-APCP
USGSE
US
N
2
2023-11-25
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31396XUE2
34354.19000000
PA
USD
4853.04000000
0.002588553300
Long
ABS-APCP
USGSE
US
N
2
2037-06-25
Floating
6.08343000
N
N
N
N
N
N
Life Mortgage Trust
N/A
Life Mortgage Trust, Series 2021-BMR, Class B
53218CAC4
211338.58000000
PA
USD
204792.87000000
0.109234059366
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
1.27700000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486QAG6
144000.00000000
PA
USD
123120.00000000
0.065670730573
Long
DBT
CORP
US
N
2
N/A
Variable
4.10000000
N
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
6597.00000000
NS
USD
1800057.42000000
0.960129027342
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FAKM1
34655.01000000
PA
USD
5577.65000000
0.002975051578
Long
ABS-APCP
USGSE
US
N
2
2032-04-25
Fixed
6.50000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
1390.00000000
NS
USD
4531330.50000000
2.416957313246
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31394AHA7
26320.64000000
PA
USD
3230.29000000
0.001722997922
Long
ABS-APCP
USGSE
US
N
2
2030-11-25
Floating
6.64343000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AR2
154000.00000000
PA
USD
156815.39000000
0.083643447259
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.55000000
N
N
N
N
N
N
Spirit Airlines, Inc.
549300DCAFIXFNFR3304
Spirit Airlines, Inc.
848577102
13551.00000000
NS
USD
296360.37000000
0.158075065067
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1
07387AGZ2
33830.08000000
PA
USD
34276.64000000
0.018282748460
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.64613000
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
47000.00000000
PA
USD
40832.19000000
0.021779400164
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Essential Properties L.P.
254900XX9FNFCDE1NX02
Essential Properties L.P.
29670VAA7
55000.00000000
PA
USD
48229.82000000
0.025725207235
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CQ5
35000.00000000
PA
USD
31447.96000000
0.016773964492
Long
DBT
CORP
US
N
2
2031-10-14
Fixed
2.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYJ7
57000.00000000
PA
USD
50587.83000000
0.026982941473
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38300000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EA4
120000.00000000
PA
USD
98718.02000000
0.052655007262
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
88339WAA4
58000.00000000
PA
USD
50972.30000000
0.027188013158
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128M5F54
21749.22000000
PA
USD
24448.45000000
0.013040509851
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FCQG4
5137.05000000
PA
USD
847.87000000
0.000452243683
Long
ABS-APCP
USGSE
US
N
2
2035-02-25
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31403C5V9
21379.62000000
PA
USD
23416.37000000
0.012490010764
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac STRIPS
S6XOOCT0IEG5ABCC6L87
Freddie Mac STRIPS, PO
31282XVL2
4634.88000000
PA
USD
4406.14000000
0.002350182202
Long
ABS-APCP
USGSE
US
N
2
2026-06-01
None
0.00000000
N
N
N
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964CAF3
57000.00000000
PA
USD
57156.09000000
0.030486372539
Long
DBT
CORP
US
N
2
2032-03-25
Fixed
4.00000000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAD8
26000.00000000
PA
USD
23433.09000000
0.012498929011
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.37500000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
58000.00000000
PA
USD
58464.00000000
0.031183996038
Long
DBT
CORP
GB
N
2
N/A
Variable
4.37500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYZ4
194000.00000000
PA
USD
192058.18000000
0.102441528535
Long
DBT
CORP
CA
N
2
2027-01-21
Floating
0.84235500
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
31395MTC3
9082.61000000
PA
USD
938.88000000
0.000500787325
Long
ABS-APCP
USGSE
US
N
2
2035-02-15
Floating
6.35343000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust, Series 2021-1, Class A1
31574XAA6
46421.46000000
PA
USD
44747.10000000
0.023867566179
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
0.79700000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
92000.00000000
PA
USD
92159.14000000
0.049156579376
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
Manulife Financial Corp.
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAE6
22000.00000000
PA
USD
21989.02000000
0.011728679402
Long
DBT
CORP
CA
N
2
2032-02-24
Variable
4.06100000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AM1
26000.00000000
PA
USD
23673.56000000
0.012627192823
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
Eli Lilly and Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co.
532457108
4204.00000000
NS
USD
1203899.48000000
0.642145535974
Long
EC
CORP
US
N
1
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBH7
42000.00000000
PA
USD
38881.70000000
0.020739032203
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
1.60000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-2A, Class C
30167LAE9
25674.38000000
PA
USD
25692.15000000
0.013703884507
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.30000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXJ8
29000.00000000
PA
USD
29233.98000000
0.015593054127
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac STRIPS
S6XOOCT0IEG5ABCC6L87
Freddie Mac STRIPS, IO
31325UPL4
57695.64000000
PA
USD
3596.18000000
0.001918159258
Long
ABS-APCP
USGSE
US
N
2
2027-12-15
Fixed
3.00000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBM1
91000.00000000
PA
USD
82450.23000000
0.043977963288
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.70000000
N
N
N
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAK8
10000.00000000
PA
USD
9303.63000000
0.004962444599
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460AC9
86000.00000000
PA
USD
79028.20000000
0.042152693550
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group, Series D
78486QAP6
244000.00000000
PA
USD
226157.50000000
0.120629696635
Long
DBT
CORP
US
N
2
N/A
Variable
4.25000000
N
N
N
N
N
N
Piedmont Healthcare, Inc.
N/A
Piedmont Healthcare, Inc., Series 2032
72014TAC3
58000.00000000
PA
USD
50920.07000000
0.027160154302
Long
DBT
CORP
US
N
2
2032-01-01
Fixed
2.04400000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2C5
119000.00000000
PA
USD
106690.70000000
0.056907539103
Long
DBT
CORP
US
N
2
2028-09-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
3136B1BQ6
16529.69000000
PA
USD
1002.14000000
0.000534529450
Long
ABS-APCP
USGSE
US
N
2
2044-12-25
Fixed
4.00000000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
13730.00000000
NS
USD
608101.70000000
0.324354149628
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International PLC/Tyco Fire & Security Finance S.C.A.
N/A
Johnson Controls International PLC/Tyco Fire & Security Finance S.C.A.
47837RAD2
30000.00000000
PA
USD
26376.97000000
0.014069159277
Long
DBT
CORP
IE
N
2
2031-09-16
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, TBA
21H022648
4465000.00000000
PA
USD
4330875.55000000
2.310037048352
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FA6K1
33262.88000000
PA
USD
5630.43000000
0.003003203797
Long
ABS-APCP
USGSE
US
N
2
2033-09-25
Fixed
5.50000000
N
N
N
N
N
N
Bayview MSR Opportunity Master Fund Trust
N/A
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3
07336GAC8
208498.48000000
PA
USD
197614.46000000
0.105405181612
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
3.00000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust, Series 2019-2, Class D
24703KAF2
110000.00000000
PA
USD
110095.14000000
0.058723426546
Long
ABS-O
CORP
US
N
2
2025-04-22
Fixed
2.48000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBW9
82000.00000000
PA
USD
82292.90000000
0.043894045354
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAC7
203000.00000000
PA
USD
185163.02000000
0.098763732932
Long
DBT
CORP
GB
N
2
2028-04-06
Fixed
2.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3129354W6
88799.19000000
PA
USD
97651.18000000
0.052085967608
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
31364HWU7
3266.64000000
PA
USD
68.35000000
0.000036457069
Long
ABS-APCP
USGSE
US
N
2
2023-08-25
Fixed
7.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGM0
269000.00000000
PA
USD
243418.01000000
0.129836245545
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Bayview MSR Opportunity Master Fund Trust
N/A
Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1
07336JAD0
218528.12000000
PA
USD
208457.10000000
0.111188515678
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
3.00000000
N
N
N
N
N
N
Snowflake, Inc.
254900CJNSY1K7T53Z16
Snowflake, Inc., Class A
833445109
387.00000000
NS
USD
88673.31000000
0.047297279484
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYB4
30000.00000000
PA
USD
27327.91000000
0.014576379262
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500000
N
N
N
N
N
N
Golub Capital Partners CLO 40A Ltd.
N/A
Golub Capital Partners CLO 40A Ltd., Series 2019-40A, Class AR
38176EAL1
275000.00000000
PA
USD
272688.08000000
0.145448549645
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Floating
1.34771000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust
85573TAA2
194344.59000000
PA
USD
185859.89000000
0.099135435028
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
2.44700000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAQ6
369000.00000000
PA
USD
378398.71000000
0.201833331172
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529537AA0
47000.00000000
PA
USD
41771.38000000
0.022280352840
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust, Series 2014-LC15, Class AM
12591TAG1
140000.00000000
PA
USD
141430.60000000
0.075437384888
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
4.19800000
N
N
N
N
N
N
CubeSmart L.P.
549300MPHKO3I3FJRA97
CubeSmart L.P.
22966RAJ5
46000.00000000
PA
USD
41236.31000000
0.021994952922
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.50000000
N
N
N
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
581557BR5
60000.00000000
PA
USD
55166.88000000
0.029425351795
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
19170.00000000
NS
USD
3347273.70000000
1.785395624673
Long
EC
CORP
US
N
1
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust, Series 2019-2, Class B
12510FAC8
105000.00000000
PA
USD
104928.82000000
0.055967773454
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.55000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2019-2, Class C
03066KAG5
100000.00000000
PA
USD
100417.78000000
0.053561638849
Long
ABS-O
CORP
US
N
2
2025-04-18
Fixed
2.74000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
California Health Facilities Financing Authority
13032UD96
75000.00000000
PA
USD
76394.02000000
0.040747653548
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
4.35300000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AG5
22000.00000000
PA
USD
22693.73000000
0.012104563259
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAK1
71000.00000000
PA
USD
61913.49000000
0.033023912611
Long
DBT
CORP
US
N
2
2039-12-31
Fixed
2.74200000
N
N
N
N
N
N
Mello Mortgage Capital Acceptance Trust
N/A
Mello Mortgage Capital Acceptance Trust, Series 2021-INV2, Class A4
58549XAF0
138467.43000000
PA
USD
133528.44000000
0.071222467569
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NN7
234000.00000000
PA
USD
232236.03000000
0.123871911595
Long
DBT
CORP
US
N
2
2033-03-17
Variable
3.78500000
N
N
N
N
N
N
MAG Mutual Holding Co.
N/A
MAG Mutual Holding Co.
55261HAC4
509000.00000000
PA
USD
475718.80000000
0.253742699348
Long
DBT
CORP
US
N
3
2041-04-30
Fixed
4.75000000
N
N
N
N
N
N
Brixmor Operating Partnership L.P.
549300CJHBL7JBUA6503
Brixmor Operating Partnership L.P.
11120VAL7
35000.00000000
PA
USD
30972.30000000
0.016520253155
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043AV1
315000.00000000
PA
USD
300915.80000000
0.160504876764
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
5.10000000
N
N
N
N
N
N
Residential Accredit Loans, Inc. Trust
N/A
Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8
75115DAH8
4044.84000000
PA
USD
3669.74000000
0.001957395279
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
12433EAG6
110000.00000000
PA
USD
107349.46000000
0.057258913782
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
1.60116000
N
N
N
N
N
N
Bain Capital Credit CLO Ltd.
N/A
Bain Capital Credit CLO Ltd., Series 2017-2A, Class AR2
05683HAN5
424000.00000000
PA
USD
420302.30000000
0.224184203239
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
1.43771000
N
N
N
N
N
N
American Campus Communities Operating Partnership L.P.
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership L.P.
024836AH1
41000.00000000
PA
USD
37525.72000000
0.020015768743
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Regency Centers L.P.
5493008PTR2GAOYBXW28
Regency Centers L.P.
75884RAZ6
24000.00000000
PA
USD
22895.01000000
0.012211923596
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
CSMC Mortgage-Backed Trust
N/A
CSMC Mortgage-Backed Trust, Series 2006-6, Class 1A4
22942JAD5
90488.03000000
PA
USD
61742.34000000
0.032932623254
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.00000000
N
N
N
N
N
N
Healthcare Trust of America Holdings L.P.
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings L.P.
42225UAH7
23000.00000000
PA
USD
19935.65000000
0.010633436484
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Kite Realty Group L.P.
549300X6R2GYI8Y3OD81
Kite Realty Group L.P.
49803XAA1
64000.00000000
PA
USD
64126.60000000
0.034204358928
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.00000000
N
N
N
N
N
N
Blue Owl Finance LLC
254900OF2NO2GYFV5T41
Blue Owl Finance LLC
09581JAA4
74000.00000000
PA
USD
63097.37000000
0.033655379996
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
3.12500000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
018820AB6
203000.00000000
PA
USD
176610.00000000
0.094201654699
Long
DBT
CORP
DE
N
2
N/A
Variable
3.20000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities, Series 2014-C04, Class 2M2
30711XAR5
41473.65000000
PA
USD
41916.22000000
0.022357608758
Long
ABS-MBS
USGSE
US
N
2
2024-11-25
Floating
5.45657000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486QAH4
41000.00000000
PA
USD
37448.05000000
0.019974340497
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31392F6J1
11999.47000000
PA
USD
1328.40000000
0.000708552619
Long
ABS-APCP
USGSE
US
N
2
2032-12-18
Floating
7.63243000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AX3
169000.00000000
PA
USD
141764.42000000
0.075615440470
Long
DBT
CORP
US
N
2
2061-11-29
Fixed
3.10000000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AW5
184000.00000000
PA
USD
162736.75000000
0.086801829627
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.63800000
N
N
N
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964CAG1
134000.00000000
PA
USD
131388.00000000
0.070080782558
Long
DBT
CORP
US
N
2
2052-03-25
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class A2
46590RAB5
27198.40000000
PA
USD
27110.73000000
0.014460538056
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.43470000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
313921A65
39124.88000000
PA
USD
5932.90000000
0.003164537665
Long
ABS-APCP
USGSE
US
N
2
2031-11-25
Floating
7.44343000
N
N
N
N
N
N
Flowserve Corp.
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34355JAB4
24000.00000000
PA
USD
21267.47000000
0.011343813290
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBC7
78000.00000000
PA
USD
75721.29000000
0.040388827439
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2021-ACNT
N/A
BX Commercial Mortgage Trust 2021-ACNT, Series 2021-ACNT, Class A
05609QAA4
110000.00000000
PA
USD
108659.68000000
0.057957769408
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.24700000
N
N
N
N
N
N
Global Atlantic Fin Co.
N/A
Global Atlantic Fin Co.
37959GAB3
39000.00000000
PA
USD
34958.76000000
0.018646583082
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2G2
118000.00000000
PA
USD
114642.42000000
0.061148891131
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31397L5D7
9834.77000000
PA
USD
756.18000000
0.000403337337
Long
ABS-APCP
USGSE
US
N
2
2038-07-25
Floating
5.59343000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
31396AKM5
30717.37000000
PA
USD
30798.07000000
0.016427320964
Long
ABS-APCP
USGSE
US
N
2
2035-09-15
Floating
0.79657000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565ECB9
99000.00000000
PA
USD
100159.65000000
0.053423955405
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.70000000
N
N
N
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
6090.00000000
NS
USD
550901.40000000
0.293844196005
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NE7
47000.00000000
PA
USD
42257.50000000
0.022539643414
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
Penske Truck Leasing Co. L.P./PTL Finance Corp.
N/A
Penske Truck Leasing Co. L.P./PTL Finance Corp.
709599BJ2
27000.00000000
PA
USD
27293.29000000
0.014557913369
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.00000000
N
N
N
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AM6
31000.00000000
PA
USD
31602.14000000
0.016856202253
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2021-LTV2, Class A1
46654VAA1
246240.86000000
PA
USD
227799.12000000
0.121505317044
Long
ABS-MBS
CORP
US
N
2
2052-05-25
Variable
2.51950000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2014-DN3, Class M3, STACR
3137G0BK4
42489.64000000
PA
USD
43151.51000000
0.023016497620
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Floating
4.45657000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAQ3
30000.00000000
PA
USD
30108.12000000
0.016059309913
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
JDE Peet's N.V.
724500EHG519SE5ZRT89
JDE Peet's N.V.
47216QAB9
150000.00000000
PA
USD
134894.87000000
0.071951304934
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
1.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
116000.00000000
PA
USD
99646.34000000
0.053150162011
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.48400000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AH5
16000.00000000
PA
USD
15798.79000000
0.008426885002
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.50000000
N
N
N
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002101
8226.00000000
NS
USD
1139383.26000000
0.607733358413
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
202000.00000000
PA
USD
212039.40000000
0.113099271511
Long
DBT
CORP
FI
N
2
N/A
Variable
6.62500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp
USD
XXXX
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31394V7G9
25202.67000000
PA
USD
36715.52000000
0.019583617785
Long
ABS-APCP
USGSE
US
N
2
2036-03-25
Floating
22.89258000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAJ1
176000.00000000
PA
USD
158480.66000000
0.084531682293
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.62500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2007-A1, Class 5A1
46630GAR6
27038.77000000
PA
USD
27324.90000000
0.014574773764
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
2.39067000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FAZ94
84717.22000000
PA
USD
13794.67000000
0.007357911443
Long
ABS-APCP
USGSE
US
N
2
2033-11-25
Fixed
5.50000000
N
N
N
N
N
N
Delta Air Lines, Inc./SkyMiles IP Ltd.
2549008L7P4I8VB90936
Delta Air Lines, Inc./SkyMiles IP Ltd.
830867AB3
189763.00000000
PA
USD
191547.46000000
0.102169116616
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446RAW9
17000.00000000
PA
USD
15951.88000000
0.008508541371
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.70000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
6682.00000000
NS
USD
1184250.86000000
0.631665197847
Long
EC
CORP
US
N
1
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
4382.00000000
NS
USD
1566039.16000000
0.835306495651
Long
EC
CORP
US
N
1
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAQ9
79000.00000000
PA
USD
72013.26000000
0.038411008733
Long
DBT
CORP
CA
N
2
2051-05-13
Fixed
3.62500000
N
N
N
N
N
N
Banc of America Mortgage Trust
N/A
Banc of America Mortgage Trust, Series 2004-E, Class 2A6
05949AHA1
17433.75000000
PA
USD
17596.13000000
0.009385564590
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
2.75917000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEJ0
80000.00000000
PA
USD
79674.37000000
0.042497352874
Long
DBT
CORP
US
N
2
2025-01-24
Floating
0.77107000
N
N
N
N
N
N
RUN NQM Trust
N/A
RUN NQM Trust, Series 2022-NQM1, Class A1
74981CAA9
145000.00000000
PA
USD
144241.65000000
0.076936765226
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Fixed
4.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAP8
60000.00000000
PA
USD
59060.93000000
0.031502391337
Long
DBT
CORP
US
N
2
2026-01-25
Floating
0.83135600
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA, IO
17326FAF4
2222194.00000000
PA
USD
88267.32000000
0.047080729290
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
1.08099700
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FCQE9
9426.83000000
PA
USD
1469.10000000
0.000783600310
Long
ABS-APCP
USGSE
US
N
2
2035-06-25
Fixed
5.50000000
N
N
N
N
N
N
MPLX L.P.
5493000CZJ19CK4P3G36
MPLX L.P.
55336VBN9
15000.00000000
PA
USD
15520.40000000
0.008278395116
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAV7
187000.00000000
PA
USD
173229.09000000
0.092398317876
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
59023VAA8
115000.00000000
PA
USD
160958.95000000
0.085853572440
Long
DBT
CORP
US
N
2
2038-05-14
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31392BMY9
8668.67000000
PA
USD
1309.66000000
0.000698556928
Long
ABS-APCP
USGSE
US
N
2
2032-01-25
Floating
7.49343000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
9504500.00000000
PA
USD
9128775.23000000
4.869179163410
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAG2
80000.00000000
PA
USD
76357.88000000
0.040728376906
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
2.35000000
N
N
N
N
N
N
Stewart Information Services Corp.
529900TV1XI0PLKENU10
Stewart Information Services Corp.
86038AAA0
104000.00000000
PA
USD
94776.84000000
0.050552829144
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
761.00000000
NS
USD
820053.60000000
0.437406749689
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128M4TZ6
983.34000000
PA
USD
1045.85000000
0.000557843839
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass-Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO
3137FMCT7
1645991.40000000
PA
USD
94136.55000000
0.050211306142
Long
ABS-APCP
USGSE
US
N
2
2029-05-25
Variable
0.95182300
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2013-K27, Class C
30291GAQ2
110000.00000000
PA
USD
110312.73000000
0.058839486441
Long
ABS-APCP
USGSE
US
N
2
2046-01-25
Variable
3.49673200
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
376000.00000000
PA
USD
369955.14000000
0.197329632256
Long
DBT
CORP
US
N
2
2029-09-17
Variable
2.63600000
N
N
N
N
N
Consensus Cloud Solutions, Inc.
N/A
Consensus Cloud Solutions, Inc.
20848V105
766.00000000
NS
USD
46059.58000000
0.024567627262
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31283GHD2
0.54000000
PA
USD
0.54000000
0.000000288029
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
9.00000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAD1
13000.00000000
PA
USD
11905.40000000
0.006350197496
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKH1
140000.00000000
PA
USD
139155.42000000
0.074223831178
Long
DBT
CORP
US
N
2
2028-02-04
Floating
1.22082100
N
N
N
N
N
N
American Homes 4 Rent L.P.
549300N4PXZ37U8QKI55
American Homes 4 Rent L.P.
02666TAC1
15000.00000000
PA
USD
13266.72000000
0.007076309248
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note Future
N/A
17.00000000
NC
USD
-53257.77000000
-0.02840705543
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
U.S. Treasury Notes
2022-06-30
2002945.27000000
USD
-53257.77000000
N
N
N
salesforce.com, inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, inc.
79466LAL8
118000.00000000
PA
USD
105139.49000000
0.056080142304
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EG1
131000.00000000
PA
USD
113057.02000000
0.060303257796
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-4A, Class D
30167GAG5
230000.00000000
PA
USD
229244.57000000
0.122276302729
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
2.58000000
N
N
N
N
N
N
EDP Finance B.V.
5299007L43AQDFOW5739
EDP Finance B.V.
26835PAF7
231000.00000000
PA
USD
231420.65000000
0.123436997688
Long
DBT
CORP
NL
N
2
2024-07-15
Fixed
3.62500000
N
N
N
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
Korn Ferry
500643200
10326.00000000
NS
USD
670570.44000000
0.357674225926
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, PO
31359DKG7
3901.41000000
PA
USD
3837.05000000
0.002046636425
Long
ABS-APCP
USGSE
US
N
2
2023-09-25
None
0.00000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities, Series 2016-C02, Class 1M2
30711XCB8
94898.24000000
PA
USD
100095.42000000
0.053389695894
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Floating
6.45657000
N
N
N
N
N
N
Zions Bancorporation N.A.
8WH0EE09O9V05QJZ3V89
Zions Bancorporation N.A.
98971DAB6
250000.00000000
PA
USD
239324.23000000
0.127652672418
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565ECA1
86000.00000000
PA
USD
86710.00000000
0.046250073489
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.45000000
N
N
N
N
N
N
Brookfield Finance I (UK) PLC
213800JCKNPJE9FDCJ76
Brookfield Finance I (UK) PLC
11272BAA1
73000.00000000
PA
USD
65016.16000000
0.034678839557
Long
DBT
CORP
GB
N
2
2032-01-30
Fixed
2.34000000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AY1
86000.00000000
PA
USD
85014.92000000
0.045345938158
Long
DBT
CORP
US
N
2
2052-02-25
Fixed
3.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGU8
19000.00000000
PA
USD
20734.47000000
0.011059517486
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
5504.00000000
NS
USD
1180387.84000000
0.629604709335
Long
EC
CORP
US
N
1
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AX1
308000.00000000
PA
USD
303523.89000000
0.161896000673
Long
DBT
CORP
NL
N
2
2027-04-01
Floating
1.28064000
N
N
N
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081T108
39427.00000000
NS
USD
315416.00000000
0.168239109443
Long
EC
CORP
US
N
1
N
N
N
TICP CLO XV Ltd.
N/A
TICP CLO XV Ltd., Series 2020-15A, Class A
87250RAA2
256000.00000000
PA
USD
254566.66000000
0.135782801672
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
1.53400000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NF4
68000.00000000
PA
USD
58490.40000000
0.031198077481
Long
DBT
CORP
US
N
2
2042-11-03
Variable
2.90400000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BS4
41000.00000000
PA
USD
36158.11000000
0.019286301980
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2021-3, Class A1
03465EAA9
71051.87000000
PA
USD
67379.60000000
0.035939470092
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.06800000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAE9
56000.00000000
PA
USD
49896.66000000
0.026614279689
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.40000000
N
N
N
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
8267.00000000
NS
USD
908625.97000000
0.484650188989
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FA2E9
28591.27000000
PA
USD
4325.00000000
0.002306903100
Long
ABS-APCP
USGSE
US
N
2
2033-06-25
Fixed
6.00000000
N
N
N
N
N
N
Chase Mortgage Finance Trust
N/A
Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3
16162WPX1
46389.82000000
PA
USD
44124.95000000
0.023535718835
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
2.95647000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
37000.00000000
PA
USD
33828.21000000
0.018043561279
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AX2
23000.00000000
PA
USD
22618.92000000
0.012064660503
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAB9
200000.00000000
PA
USD
184307.69000000
0.098307510174
Long
DBT
CORP
GB
N
2
2026-04-06
Fixed
1.37500000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust, Series 2019-A, Class A4
12596JAD5
120000.00000000
PA
USD
121187.11000000
0.064639750242
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
3.22000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACM5
244000.00000000
PA
USD
208393.18000000
0.111154421517
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.40000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
309000.00000000
PA
USD
292005.00000000
0.155751962972
Long
DBT
CORP
US
N
2
N/A
Variable
3.87500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
200000.00000000
PA
USD
181000.00000000
0.096543228020
Long
DBT
CORP
CH
N
2
N/A
Variable
4.37500000
N
N
N
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AW4
59000.00000000
PA
USD
51432.80000000
0.027433638332
Long
DBT
CORP
US
N
2
2036-08-15
Variable
2.48700000
N
N
N
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296AA1
36000.00000000
PA
USD
36252.94000000
0.019336883164
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.37500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAF3
23000.00000000
PA
USD
23089.66000000
0.012315747570
Long
DBT
CORP
US
N
2
2028-05-01
Variable
3.54000000
N
N
N
N
N
N
Med Trust
N/A
Med Trust, Series 2021-MDLN, Class A
58403YAD8
140000.00000000
PA
USD
137781.88000000
0.073491201425
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.34700000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass-Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series KC03, Class X1, IO
3137FKWE2
2705135.05000000
PA
USD
31299.49000000
0.016694772375
Long
ABS-APCP
USGSE
US
N
2
2024-11-25
Variable
0.63221000
N
N
N
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd.
04686JAD3
10000.00000000
PA
USD
9168.42000000
0.004890325207
Long
DBT
CORP
BM
N
2
2051-05-25
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36203LBV3
20.33000000
PA
USD
20.83000000
0.000011110472
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7.50000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAE3
335000.00000000
PA
USD
338640.92000000
0.180627003075
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.87500000
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust, Series 2019-1A, Class C
74113NAE8
115000.00000000
PA
USD
115135.24000000
0.061411755406
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31392HRF2
19878.40000000
PA
USD
3635.47000000
0.001939116072
Long
ABS-APCP
USGSE
US
N
2
2033-02-25
Floating
7.79343000
N
N
N
N
N
N
Freddie Mac STRIPS
S6XOOCT0IEG5ABCC6L87
Freddie Mac STRIPS, IO
31325UP26
41756.80000000
PA
USD
2101.70000000
0.001121021559
Long
ABS-APCP
USGSE
US
N
2
2027-12-15
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZL1
55000.00000000
PA
USD
54993.76000000
0.029333011665
Long
DBT
CORP
US
N
2
2028-02-24
Floating
1.33419200
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AJ8
31000.00000000
PA
USD
31453.66000000
0.016777004803
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31392DWM0
24172.22000000
PA
USD
4140.23000000
0.002208348999
Long
ABS-APCP
USGSE
US
N
2
2032-08-25
Floating
7.54343000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
988.00000000
NS
USD
295738.04000000
0.157743121712
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CB6
29000.00000000
PA
USD
30058.99000000
0.016033104561
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
250000.00000000
PA
USD
247056.90000000
0.131777185805
Long
DBT
CORP
CH
N
2
2031-04-01
Variable
4.19400000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust, Series 2019-2, Class C
12510FAD6
100000.00000000
PA
USD
99769.45000000
0.053215827407
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.89000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
34000.00000000
PA
USD
32664.53000000
0.017422868331
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-1, Class A1B
92537QAD3
65362.17000000
PA
USD
63279.68000000
0.033752621962
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.31500000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
96000.00000000
PA
USD
89634.90000000
0.047810180051
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJB7
142000.00000000
PA
USD
127579.10000000
0.068049161005
Long
DBT
CORP
US
N
2
2036-11-03
Variable
2.49100000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
31395U5B3
66636.94000000
PA
USD
7115.97000000
0.003795573007
Long
ABS-APCP
USGSE
US
N
2
2035-05-15
Floating
6.32343000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
94000.00000000
PA
USD
83420.69000000
0.044495595007
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.23900000
N
N
N
N
N
N
SG Residential Mortgage Trust
N/A
SG Residential Mortgage Trust
78433QAB1
130000.00000000
PA
USD
127764.03000000
0.068147800448
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.57500000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31397QSU3
22363.36000000
PA
USD
23027.83000000
0.012282768190
Long
ABS-APCP
USGSE
US
N
2
2040-04-25
Fixed
5.00000000
N
N
N
N
N
N
Octagon Investment Partners 31 LLC
N/A
Octagon Investment Partners 31 LLC, Series 2017-1A, Class AR
67575XAN1
250000.00000000
PA
USD
248952.50000000
0.132788276098
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.30400000
N
N
N
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503MAD0
287000.00000000
PA
USD
278297.02000000
0.148440290935
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
3.00000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
Shell International Finance B.V.
822582CK6
126000.00000000
PA
USD
113422.37000000
0.060498131102
Long
DBT
CORP
NL
N
2
2041-11-26
Fixed
2.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
5493000QSGFCHIR1BT31
FREMF Mortgage Trust, Series 2013-K26, Class C
30261QAM5
40000.00000000
PA
USD
40141.65000000
0.021411074414
Long
ABS-APCP
USGSE
US
N
2
2045-12-25
Variable
3.59753100
N
N
N
N
N
N
Brookfield Asset Management, Inc.
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management, Inc.
112585AH7
27000.00000000
PA
USD
27341.63000000
0.014583697345
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA, IO
95001GAG8
1056099.74000000
PA
USD
44084.45000000
0.023514116621
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
0.87303500
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2020-1, Class A1
85573AAA3
25729.60000000
PA
USD
25569.16000000
0.013638283116
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Ctfs. Trust
N/A
WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR16, Class 1A1
92922F6W3
31177.16000000
PA
USD
31458.40000000
0.016779533062
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
2.67076700
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAN3
298000.00000000
PA
USD
304586.87000000
0.162462981449
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Piedmont Healthcare, Inc.
N/A
Piedmont Healthcare, Inc.
72014TAE9
65000.00000000
PA
USD
53296.20000000
0.028427553531
Long
DBT
CORP
US
N
2
2052-01-01
Fixed
2.86400000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
31397T4E9
4823.61000000
PA
USD
665.89000000
0.000355177735
Long
ABS-APCP
USGSE
US
N
2
2038-04-15
Floating
5.60343000
N
N
N
N
N
N
Blackstone Holdings Finance Co. LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. LLC
09261BAB6
20000.00000000
PA
USD
16187.93000000
0.008634447608
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
2.80000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-3, Class A1
92538UAA9
200000.00000000
PA
USD
199109.34000000
0.106202532666
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Fixed
4.13000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1
10569EAA9
96741.70000000
PA
USD
94657.30000000
0.050489067943
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
0.97000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust, Series 2020-1, Class A1
31574PAA3
24945.56000000
PA
USD
24830.42000000
0.013244248065
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.00600000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31283G7M3
0.71000000
PA
USD
0.71000000
0.000000378705
Long
ABS-MBS
USGSE
US
N
2
2022-08-01
Fixed
9.00000000
N
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BL2
23000.00000000
PA
USD
23691.20000000
0.012636601788
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
3136ASXP6
70385.36000000
PA
USD
10997.30000000
0.005865827853
Long
ABS-APCP
USGSE
US
N
2
2046-07-25
Fixed
5.50000000
N
N
N
N
N
N
CarMax, Inc.
529900F60CID3NCZM330
CarMax, Inc.
143130102
6942.00000000
NS
USD
669764.16000000
0.357244165849
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
77000.00000000
PA
USD
72297.56000000
0.038562650941
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.94300000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BY0
47000.00000000
PA
USD
45707.23000000
0.024379688000
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.45000000
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities Trust
N/A
First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A6
32051GYL3
40667.90000000
PA
USD
19181.04000000
0.010230936565
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
1.10657000
N
N
N
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750103
3757.00000000
NS
USD
558966.46000000
0.298146002229
Long
EC
CORP
US
N
1
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2019-3A, Class C
96042HAJ9
203101.68000000
PA
USD
203419.49000000
0.108501514955
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.49000000
N
N
N
N
N
N
Dow Chemical Co. (The)
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co. (The)
260543CX9
19000.00000000
PA
USD
19247.61000000
0.010266444204
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.62500000
N
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AQ9
49000.00000000
PA
USD
43252.42000000
0.023070321803
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.50000000
N
N
N
N
N
N
NewMarket Corp.
54930082CG88ERDREQ47
NewMarket Corp.
651587107
1252.00000000
NS
USD
406123.76000000
0.216621540144
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CA2
87000.00000000
PA
USD
80494.25000000
0.042934667028
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CM8
50000.00000000
PA
USD
48788.95000000
0.026023440468
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2013-K25, Class C
30261NAG5
60000.00000000
PA
USD
60240.08000000
0.032131335797
Long
ABS-APCP
USGSE
US
N
2
2045-11-25
Variable
3.61940200
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAS2
327000.00000000
PA
USD
338797.61000000
0.180710579640
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39100000
N
N
N
N
N
N
Boardwalk Pipelines L.P.
549300W6AQ2GHHCGL606
Boardwalk Pipelines L.P.
096630AJ7
98000.00000000
PA
USD
93566.08000000
0.049907024289
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.60000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZJ6
112000.00000000
PA
USD
111295.31000000
0.059363582822
Long
DBT
CORP
US
N
2
2025-01-24
Floating
0.83628600
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBU2
200000.00000000
PA
USD
175219.99000000
0.093460240045
Long
DBT
CORP
JP
N
2
2031-09-13
Fixed
2.56400000
N
N
N
N
N
N
American Homes 4 Rent L.P.
549300N4PXZ37U8QKI55
American Homes 4 Rent L.P.
02666TAD9
15000.00000000
PA
USD
12584.43000000
0.006712383950
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.37500000
N
N
N
N
N
N
Dell International LLC / EMC Corp.
N/A
Dell International LLC / EMC Corp.
24703DBG5
59000.00000000
PA
USD
48070.75000000
0.025640361206
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.45000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBE3
118000.00000000
PA
USD
121722.98000000
0.064925576869
Long
DBT
CORP
US
N
2
2062-03-01
Fixed
3.90000000
N
N
N
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
1943.00000000
NS
USD
807238.78000000
0.430571478477
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137AAGA5
790.95000000
PA
USD
792.83000000
0.000422886008
Long
ABS-APCP
USGSE
US
N
2
2040-05-15
Fixed
3.00000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2018-1, Class D
26208GAG4
3842.87000000
PA
USD
3846.80000000
0.002051836958
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.81000000
N
N
N
N
N
N
Chubb INA Holdings, Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc.
171239AJ5
56000.00000000
PA
USD
48400.97000000
0.025816496591
Long
DBT
CORP
US
N
2
2061-12-15
Fixed
3.05000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2017-4, Class D
03066FAH4
205000.00000000
PA
USD
205752.78000000
0.109746063841
Long
ABS-O
CORP
US
N
2
2023-12-18
Fixed
3.08000000
N
N
N
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd.
04686JAB7
29000.00000000
PA
USD
32755.63000000
0.017471459978
Long
DBT
CORP
BM
N
2
2030-04-03
Fixed
6.15000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31392DVZ2
26324.57000000
PA
USD
4666.48000000
0.002489044434
Long
ABS-APCP
USGSE
US
N
2
2032-04-25
Floating
7.54343000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class B
02376LAA3
106000.00000000
PA
USD
96214.54000000
0.051319681072
Long
DBT
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
267000.00000000
PA
USD
242302.50000000
0.129241245897
Long
DBT
CORP
US
N
2
N/A
Variable
3.70000000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
52000.00000000
PA
USD
46995.00000000
0.025066569065
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series U, Pfd.
172967MG3
240000.00000000
PA
USD
238200.00000000
0.127053021626
Long
DBT
CORP
US
N
2
N/A
Variable
5.00000000
N
N
N
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc., Series B, Pfd.
29452EAA9
105000.00000000
PA
USD
103425.00000000
0.055165653911
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust, Series 2021-ESH, Class B
30227FAE0
104357.73000000
PA
USD
103162.16000000
0.055025458209
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.77700000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKD3
39000.00000000
PA
USD
33768.53000000
0.018011728683
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2014-C20, Class AS
46642CBN9
245000.00000000
PA
USD
246823.54000000
0.131652714381
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
4.04320000
N
N
N
N
N
N
MPLX L.P.
5493000CZJ19CK4P3G36
MPLX L.P.
55336VBR0
31000.00000000
PA
USD
29089.07000000
0.015515760872
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class AS
46639YAU1
78000.00000000
PA
USD
77965.53000000
0.041585878124
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
3.21600000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BN4
200000.00000000
PA
USD
178207.54000000
0.095053763365
Long
DBT
CORP
AU
N
2
2031-03-11
Fixed
2.68800000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31393CZK2
12668.11000000
PA
USD
259.72000000
0.000138531531
Long
ABS-APCP
USGSE
US
N
2
2023-06-25
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
549300RWLR7W4OBRM426
Freddie Mac, Series 2019-HRP1, Class M2, STACR
35564RAK0
53662.39000000
PA
USD
52961.25000000
0.028248895220
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Floating
1.85657000
N
N
N
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043AU3
134000.00000000
PA
USD
132653.07000000
0.070755555716
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.40000000
N
N
N
N
N
N
BPCE S.A.
9695005MSX1OYEMGDF46
BPCE S.A.
05583JAK8
250000.00000000
PA
USD
230356.89000000
0.122869600869
Long
DBT
CORP
FR
N
2
2027-10-19
Variable
2.04500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XW20
26000.00000000
PA
USD
26483.54000000
0.014126002436
Long
DBT
CORP
CA
N
2
2023-10-05
Fixed
3.70000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC, Series 2021-1A, Class A
42806MAA7
104000.00000000
PA
USD
98609.14000000
0.052596931977
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
1.21000000
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156AR0
24000.00000000
PA
USD
24326.93000000
0.012975692541
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.65000000
N
N
N
N
N
N
Airbnb, Inc.
549300HMUDNO0RY56D37
Airbnb, Inc., Class A
009066101
2565.00000000
NS
USD
440564.40000000
0.234991764236
Long
EC
CORP
US
N
1
N
N
N
Invesco Private Government Fund
N/A
Invesco Private Government Fund
N/A
465321.42000000
NS
USD
465321.42000000
0.248196861623
Long
STIV
PF
US
N
2
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-1, Class A2
92536PAD6
87568.35000000
PA
USD
87261.69000000
0.046544338315
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.64200000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FCHX7
14166.16000000
PA
USD
2347.14000000
0.001251936310
Long
ABS-APCP
USGSE
US
N
2
2034-04-25
Fixed
5.50000000
N
N
N
N
N
N
Anglo American Capital PLC
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AS9
86000.00000000
PA
USD
85959.54000000
0.045849787131
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
3.62500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-R1, Class A1
92538BAA1
120443.68000000
PA
USD
117806.30000000
0.062836466757
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust, Series 2020-1, Class A1
76119CAA9
48666.89000000
PA
USD
47469.86000000
0.025319853691
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2013-C10, Class AS
46639JAH3
325000.00000000
PA
USD
326861.41000000
0.174343953794
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.37150000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust, Series 2012-CR5, Class XA, IO
12623SAF7
283203.26000000
PA
USD
1380.42000000
0.000736299463
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
1.49316800
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FAHB9
9787.99000000
PA
USD
1823.51000000
0.000972638352
Long
ABS-APCP
USGSE
US
N
2
2032-02-25
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series BB
949746TD3
93000.00000000
PA
USD
89203.28000000
0.047579959122
Long
DBT
CORP
US
N
2
N/A
Variable
3.90000000
N
N
N
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075AB1
108000.00000000
PA
USD
104475.03000000
0.055725727313
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.45000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series C
25746UDG1
22000.00000000
PA
USD
21732.11000000
0.011591646691
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2018-2, Class D
26208JAG8
50374.78000000
PA
USD
50701.22000000
0.027043422339
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
4.14000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
549300QGM7D5K3CV2643
WFRBS Commercial Mortgage Trust, Series 2014-LC14, Class AS
96221TAG2
165000.00000000
PA
USD
167002.44000000
0.089077097485
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
4.35100000
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
33000.00000000
PA
USD
33368.51000000
0.017798362815
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
CK Hutchison International 21 Ltd.
254900E16YL0NL5TFN79
CK Hutchison International 21 Ltd.
12565WAA9
280000.00000000
PA
USD
261910.28000000
0.139699800458
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
1.50000000
N
N
N
N
N
N
salesforce.com, inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, inc.
79466LAM6
72000.00000000
PA
USD
63530.31000000
0.033886304997
Long
DBT
CORP
US
N
2
2061-07-15
Fixed
3.05000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series V
38141GYU2
91000.00000000
PA
USD
85449.00000000
0.045577471221
Long
DBT
CORP
US
N
2
N/A
Variable
4.12500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCL8
29000.00000000
PA
USD
29439.28000000
0.015702558683
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
BPCE S.A.
9695005MSX1OYEMGDF46
BPCE S.A.
05578QAD5
184000.00000000
PA
USD
186237.73000000
0.099336970350
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass-Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series KC02, Class X1, IO
3137FHQ30
4383009.58000000
PA
USD
26415.08000000
0.014089486694
Long
ABS-APCP
USGSE
US
N
2
2024-03-25
Variable
1.90613000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass-Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO
3137FMU83
2022416.72000000
PA
USD
67930.15000000
0.036233126855
Long
ABS-APCP
USGSE
US
N
2
2026-05-25
Variable
1.10250000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2022-NQM2, Class A1
64831MAA0
167000.00000000
PA
USD
165304.47000000
0.088171420663
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.07900000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEA5
4720800.00000000
PA
USD
4652385.27000000
2.481526474920
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXR0
47000.00000000
PA
USD
40781.10000000
0.021752149371
Long
DBT
CORP
US
N
2
2032-01-27
Variable
1.99200000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGC2
45000.00000000
PA
USD
41925.55000000
0.022362585268
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC, ADR
046353108
13656.00000000
NS
USD
905939.04000000
0.483217012769
Long
EC
CORP
GB
N
1
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31359UT21
16155.58000000
PA
USD
17220.13000000
0.009185010702
Long
ABS-APCP
USGSE
US
N
2
2028-11-25
Fixed
6.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEB3
4186700.00000000
PA
USD
4042455.12000000
2.156197052003
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446RAX7
41000.00000000
PA
USD
37250.91000000
0.019869188387
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36203AUR5
21.26000000
PA
USD
21.45000000
0.000011441172
Long
ABS-MBS
USGA
US
N
2
2023-03-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, IO
38380HHZ8
162987.52000000
PA
USD
25894.33000000
0.013811724892
Long
ABS-APCP
USGA
US
N
2
2047-09-16
Fixed
4.50000000
N
N
N
N
N
N
Texas (State of) Transportation Commission (Central Texas Turnpike System)
N/A
Texas (State of) Transportation Commission (Central Texas Turnpike System), Series 2020 C, Ref. RB
88283KBL1
265000.00000000
PA
USD
230587.37000000
0.122992536135
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.02900000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
7682.00000000
NS
USD
591129.90000000
0.315301595168
Long
EC
CORP
US
N
1
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2018-B1, Class XA, IO
08162PAY7
2111488.61000000
PA
USD
47974.50000000
0.025589022611
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
0.49240300
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust
67448DAL4
135948.69000000
PA
USD
134213.28000000
0.071587753007
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
2.78300000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
32000.00000000
PA
USD
33762.26000000
0.018008384340
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKL2
28000.00000000
PA
USD
26852.44000000
0.014322769269
Long
DBT
CORP
US
N
2
2037-03-08
Variable
3.84600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31391AKD0
438.52000000
PA
USD
439.84000000
0.000234605377
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
8.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BK4
135000.00000000
PA
USD
135543.38000000
0.072297212386
Long
DBT
CORP
GB
N
2
2028-03-13
Variable
4.04100000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
3136AXQT5
34712.39000000
PA
USD
4803.83000000
0.002562305276
Long
ABS-APCP
USGSE
US
N
2
2047-08-25
Fixed
4.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31283GY84
33.88000000
PA
USD
34.22000000
0.000018252537
Long
ABS-MBS
USGSE
US
N
2
2025-05-01
Fixed
9.00000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
81618TAC4
53000.00000000
PA
USD
52947.76000000
0.028241699816
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Ctfs. Trust
N/A
WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7
92922FEB0
27954.84000000
PA
USD
27947.12000000
0.014906658445
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
2.49426800
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC, Series 2021-1A, Class A2II
83546DAQ1
99500.00000000
PA
USD
85046.97000000
0.045363033243
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.63600000
N
N
N
N
N
N
Nissan Motor Acceptance Co. LLC
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAC9
82000.00000000
PA
USD
73542.70000000
0.039226793675
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
1.85000000
N
N
N
N
N
N
MHP Commercial Mortgage Trust
N/A
MHP?Commercial Mortgage Trust, Series 2021-STOR, Class A
55293BAB1
105000.00000000
PA
USD
103142.77000000
0.055015115816
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.09700000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NY7
99000.00000000
PA
USD
93671.71000000
0.049963366064
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31393Y5U5
7656.64000000
PA
USD
1307.00000000
0.000697138116
Long
ABS-APCP
USGSE
US
N
2
2033-10-25
Floating
7.09343000
N
N
N
N
N
N
Credit Agricole S.A.
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
225313AD7
200000.00000000
PA
USD
211375.00000000
0.112744888523
Long
DBT
CORP
FR
N
2
N/A
Variable
7.87500000
N
N
N
N
Y
Credit Agricole S.A.
Credit Agricole S.A.
USD
XXXX
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
453140AE5
328000.00000000
PA
USD
328794.86000000
0.175375232822
Long
DBT
CORP
GB
N
2
2022-07-21
Fixed
3.75000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
5330.00000000
NS
USD
699775.70000000
0.373251961150
Long
EC
CORP
US
N
1
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2G9
160000.00000000
PA
USD
149605.14000000
0.079797586431
Long
DBT
CORP
US
N
2
2027-01-06
Fixed
2.25000000
N
N
N
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd.
04686JAE1
96000.00000000
PA
USD
81292.42000000
0.043360401328
Long
DBT
CORP
BM
N
2
2052-05-15
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
31397TEH1
33971.16000000
PA
USD
4557.13000000
0.002430718456
Long
ABS-APCP
USGSE
US
N
2
2038-05-15
Floating
5.67343000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, IO
38377VGZ3
64441.91000000
PA
USD
7307.45000000
0.003897706141
Long
ABS-APCP
USGA
US
N
2
2041-04-16
Floating
6.21943000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc., Class A
928563402
19218.00000000
NS
USD
2188353.66000000
1.167241582247
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group, Series C
78486QAJ0
294000.00000000
PA
USD
272317.50000000
0.145250886720
Long
DBT
CORP
US
N
2
N/A
Variable
4.00000000
N
N
N
N
N
N
El Paso Natural Gas Co. LLC
72Y8LZSMBPXBNCHM7925
El Paso Natural Gas Co. LLC
283695BK9
36000.00000000
PA
USD
46828.20000000
0.024977599946
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
8.37500000
N
N
N
N
N
N
Vontier Corp.
549300VVSQLG4P5K4639
Vontier Corp.
928881AD3
82000.00000000
PA
USD
72276.44000000
0.038551385786
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
Star Trust
N/A
Star Trust, Series 2021-1, Class A1
85573GAA0
158319.03000000
PA
USD
155410.11000000
0.082893887770
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.21900000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AC9
15000.00000000
PA
USD
15220.48000000
0.008118421387
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
3136A1QW8
49927.16000000
PA
USD
6337.51000000
0.003380351784
Long
ABS-APCP
USGSE
US
N
2
2041-10-25
Floating
6.09343000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAY7
89000.00000000
PA
USD
79541.68000000
0.042426577620
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-29CB, Class A4
12667GUG6
85879.51000000
PA
USD
61669.35000000
0.032893691264
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31397QWP9
6999.92000000
PA
USD
7103.27000000
0.003788798979
Long
ABS-APCP
USGSE
US
N
2
2041-03-25
Fixed
4.00000000
N
N
N
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385AZ4
47000.00000000
PA
USD
45121.34000000
0.024067181305
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31392EGP9
40157.14000000
PA
USD
6783.28000000
0.003618120153
Long
ABS-APCP
USGSE
US
N
2
2032-09-25
Floating
7.54343000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AY5
55000.00000000
PA
USD
51826.49000000
0.027643627853
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac STRIPS
S6XOOCT0IEG5ABCC6L87
Freddie Mac STRIPS, IO
31325UP42
24309.60000000
PA
USD
1233.21000000
0.000657779415
Long
ABS-APCP
USGSE
US
N
2
2027-12-15
Variable
3.27014200
N
N
N
N
N
N
CI Financial Corp.
549300M9W7JJQSVCEM78
CI Financial Corp.
125491AN0
58000.00000000
PA
USD
52941.75000000
0.028238494154
Long
DBT
CORP
CA
N
2
2030-12-17
Fixed
3.20000000
N
N
N
N
N
N
Mayo Clinic
5493001OHMD58DCY4635
Mayo Clinic, Series 2021
578454AF7
110000.00000000
PA
USD
99324.07000000
0.052978267060
Long
DBT
CORP
US
N
2
2061-11-15
Fixed
3.19600000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust, Series 2019-B, Class C
80281GAG1
115000.00000000
PA
USD
115175.98000000
0.061433485633
Long
ABS-O
CORP
US
N
2
2023-08-21
Fixed
2.77000000
N
N
N
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAF3
117000.00000000
PA
USD
105559.56000000
0.056304202601
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.75000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2019-2, Class D
03066KAH3
270000.00000000
PA
USD
269231.96000000
0.143605096710
Long
ABS-O
CORP
US
N
2
2025-06-18
Fixed
2.99000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-1, Class A1
92536PAA2
65564.13000000
PA
USD
65378.73000000
0.034872230044
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
12433EAJ0
100000.00000000
PA
USD
98653.44000000
0.052620561065
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
1.90116000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
161175BZ6
50000.00000000
PA
USD
41681.00000000
0.022232145232
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Cedar Fair L.P.
549300TUVLNQQ6BVKH61
Cedar Fair L.P.
150185106
4418.00000000
NS
USD
242106.40000000
0.129136648510
Long
EC
CORP
US
N
1
N
N
N
Assured Guaranty US Holdings, Inc.
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAE0
29000.00000000
PA
USD
25144.03000000
0.013411523876
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.60000000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAN8
37000.00000000
PA
USD
35704.60000000
0.019044405188
Long
DBT
CORP
US
N
2
2027-01-21
Fixed
2.75000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust, Series 2014-C20, Class AS
92890FBB1
150000.00000000
PA
USD
150731.18000000
0.080398202654
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.17600000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA, IO
61691NAF2
758618.48000000
PA
USD
26332.25000000
0.014045306165
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
0.77711500
N
N
N
N
N
N
Life Storage L.P.
X0MIGH67XZCB7HL1A534
Life Storage L.P.
53227JAD6
71000.00000000
PA
USD
62691.15000000
0.033438707123
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class AS
46641BAH6
330000.00000000
PA
USD
335873.54000000
0.179150915791
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
4.51690000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMM1
148000.00000000
PA
USD
131785.12000000
0.070292601601
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series H, Pfd.
808513BJ3
100000.00000000
PA
USD
89937.00000000
0.047971316566
Long
DBT
CORP
US
N
2
N/A
Variable
4.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2022-1, Class A1
03464BAA6
259167.92000000
PA
USD
253031.21000000
0.134963811068
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
2.88100000
N
N
N
N
N
N
Scentre Group Trust 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
133000.00000000
PA
USD
130672.50000000
0.069699143444
Long
DBT
CORP
AU
N
2
2080-09-24
Variable
4.75000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RGQ9
31000.00000000
PA
USD
32789.30000000
0.017489419152
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2013-K28, Class C
30291HAG2
450000.00000000
PA
USD
451602.45000000
0.240879327651
Long
ABS-APCP
USGSE
US
N
2
2046-06-25
Variable
3.48952300
N
N
N
N
N
N
Roche Holdings, Inc.
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BV3
297000.00000000
PA
USD
288600.28000000
0.153935926181
Long
DBT
CORP
US
N
2
2027-03-10
Fixed
2.31400000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAG5
15000.00000000
PA
USD
15215.06000000
0.008115530424
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAQ7
23000.00000000
PA
USD
19599.78000000
0.010454287456
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
3.00000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBY0
77000.00000000
PA
USD
77126.10000000
0.041138136235
Long
DBT
CORP
US
N
2
2025-04-01
Floating
1.11009000
N
N
N
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211KAZ3
55000.00000000
PA
USD
50188.04000000
0.026769698285
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.57300000
N
N
N
N
N
N
Credit Suisse Mortgage Capital Trust
N/A
Credit Suisse Mortgage Capital Trust, Series 2021-NQM2, Class A1
12662EAA1
62973.80000000
PA
USD
60929.70000000
0.032499170830
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.17900000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31394CXB3
14712.97000000
PA
USD
1728.58000000
0.000922003829
Long
ABS-APCP
USGSE
US
N
2
2035-03-25
Floating
5.59343000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust, Series 2021-8INV, Class A6
33852HAD4
91127.49000000
PA
USD
87453.25000000
0.046646514120
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
161175BP8
87000.00000000
PA
USD
88718.99000000
0.047321644648
Long
DBT
CORP
US
N
2
2024-02-01
Floating
1.96657000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBL4
71000.00000000
PA
USD
65903.73000000
0.035152258744
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FCHZ2
3932.43000000
PA
USD
647.36000000
0.000345294055
Long
ABS-APCP
USGSE
US
N
2
2034-04-25
Fixed
5.50000000
N
N
N
N
N
N
M.D.C. Holdings, Inc.
5299005FV4VNV75R8R35
M.D.C. Holdings, Inc.
552676AV0
125000.00000000
PA
USD
96991.11000000
0.051733894191
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust
67448DAA8
213762.60000000
PA
USD
209778.17000000
0.111893158563
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
2.93300000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
31393VKX8
12339.03000000
PA
USD
12415.74000000
0.006622406728
Long
ABS-APCP
USGSE
US
N
2
2032-05-15
Fixed
3.50000000
N
N
N
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355LAM8
90000.00000000
PA
USD
81487.38000000
0.043464390652
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.37500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DB2
251000.00000000
PA
USD
251764.46000000
0.134288141818
Long
DBT
CORP
GB
N
2
2026-03-10
Floating
1.66876700
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-1, Class A1
03464RAA1
45478.12000000
PA
USD
45430.00000000
0.024231816845
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
2.15613000
N
N
N
N
N
N
Energy Transfer L.P.
MTLVN9N7JE8MIBIJ1H73
Energy Transfer L.P.
29273V100
47067.00000000
NS
USD
526679.73000000
0.280924647884
Long
EC
CORP
US
N
1
N
N
N
Suburban Propane Partners L.P.
JJAX4X60DE65EYFOTY73
Suburban Propane Partners L.P.
864482104
17788.00000000
NS
USD
286386.80000000
0.152755282510
Long
EC
CORP
US
N
1
N
N
N
OCP CLO Ltd.
254900K70GBA8CMARX66
OCP CLO Ltd., Series 2020-8RA, Class A1
670898AC9
366000.00000000
PA
USD
364735.84000000
0.194545720267
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
1.46129000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note Future
N/A
27.00000000
NC
USD
-100734.38000000
-0.05373050949
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
U.S. Treasury Notes
2022-06-21
3418359.38000000
USD
-100734.38000000
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBZ2
72000.00000000
PA
USD
63228.94000000
0.033725557855
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
2.14200000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
N/A
Citigroup Mortgage Loan Trust, Inc., Series 2021-INV3, Class A3
17329VBA6
209981.25000000
PA
USD
195469.91000000
0.104261304377
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
Agree L.P.
549300DXY3G299V1BO77
Agree L.P.
008513AB9
29000.00000000
PA
USD
26328.18000000
0.014043135276
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VOLT, Class A
05609VAA3
210000.00000000
PA
USD
204879.57000000
0.109280304106
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
1.09657000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust, Series 2014-CR20, Class ASB
12592LBG6
36717.52000000
PA
USD
36979.23000000
0.019724277535
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
3.30500000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CN5
64000.00000000
PA
USD
57931.32000000
0.030899870918
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.60000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 24 Ltd.
549300E610NX15ZSSH14
Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR
64130HAL5
276000.00000000
PA
USD
275126.74000000
0.146749301626
Long
ABS-CBDO
CORP
KY
N
2
2030-04-19
Floating
1.26800000
N
N
N
N
N
N
Onslow Bay Mortgage Loan Trust
N/A
Onslow Bay Mortgage Loan Trust, Series 2021-NQM4, Class A1
67115DAA0
216162.60000000
PA
USD
204179.06000000
0.108906660478
Long
ABS-MBS
CORP
US
N
2
2061-10-25
Variable
1.95700000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FAXN5
41968.38000000
PA
USD
7329.01000000
0.003909205986
Long
ABS-APCP
USGSE
US
N
2
2033-02-25
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
549300PFVBG5704L7K74
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class AS
61762DAY7
240000.00000000
PA
USD
240388.46000000
0.128220319929
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Fixed
3.45600000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2019-2, Class D
80286GAG6
195000.00000000
PA
USD
195826.35000000
0.104451425195
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.22000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31393BGX7
38827.04000000
PA
USD
7864.96000000
0.004195075285
Long
ABS-APCP
USGSE
US
N
2
2033-05-25
Floating
7.79343000
N
N
N
N
N
N
Arthur J. Gallagher & Co.
54930049QLLMPART6V29
Arthur J. Gallagher & Co.
363576109
6737.00000000
NS
USD
1176280.20000000
0.627413743450
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard S.A.
52990097YFPX9J0H5D87
Pernod Ricard S.A.
714264AH1
134000.00000000
PA
USD
134966.82000000
0.071989682201
Long
DBT
CORP
FR
N
2
2022-07-15
Fixed
4.25000000
N
N
N
N
N
N
PPL Corp.
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
15411.00000000
NS
USD
440138.16000000
0.234764412935
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033G407
11915.00000000
NS
USD
1024213.40000000
0.546303137114
Long
EC
CORP
US
N
1
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
DexCom, Inc.
252131107
900.00000000
NS
USD
460440.00000000
0.245593170772
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKD0
68000.00000000
PA
USD
61895.73000000
0.033014439640
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57200000
N
N
N
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAL9
28000.00000000
PA
USD
22135.46000000
0.011806788740
Long
DBT
CORP
US
N
2
2051-09-17
Fixed
3.20000000
N
N
N
N
N
N
Life Mortgage Trust
N/A
Life Mortgage Trust, Series 2021-BMR, Class C
53218CAE0
103211.87000000
PA
USD
99908.80000000
0.053290155025
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
1.49700000
N
N
N
N
N
N
Energy Transfer L.P.
MTLVN9N7JE8MIBIJ1H73
Energy Transfer L.P.
29278NAL7
23000.00000000
PA
USD
23259.30000000
0.012406231511
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
Brixmor Operating Partnership L.P.
549300CJHBL7JBUA6503
Brixmor Operating Partnership L.P.
11120VAH6
15000.00000000
PA
USD
15404.62000000
0.008216639454
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
1422.00000000
NS
USD
398202.66000000
0.212396520457
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYM0
68000.00000000
PA
USD
63290.77000000
0.033758537235
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.94800000
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-7
N/A
Angel Oak Mortgage Trust 2021-7, Series 2021-7, Class A1
03464JAA9
155454.83000000
PA
USD
149034.31000000
0.079493112559
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.97800000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGJ7
29000.00000000
PA
USD
26982.88000000
0.014392344400
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Freddie Mac STRIPS
S6XOOCT0IEG5ABCC6L87
Freddie Mac STRIPS, IO
31282YCE7
4494.32000000
PA
USD
540.59000000
0.000288344218
Long
ABS-APCP
USGSE
US
N
2
2028-02-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KWY6
48702.73000000
PA
USD
54445.37000000
0.029040507019
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2013-GC16, Class AS
36248GAH3
65000.00000000
PA
USD
66111.29000000
0.035262968757
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
4.64900000
N
N
N
N
N
N
Freddie Mac STRIPS
S6XOOCT0IEG5ABCC6L87
Freddie Mac STRIPS, IO
31282YW70
16735.62000000
PA
USD
2356.32000000
0.001256832812
Long
ABS-APCP
USGSE
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31292GNA0
214.26000000
PA
USD
226.08000000
0.000120588359
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
9.00000000
N
N
N
N
N
N
Motel Trust
N/A
Motel Trust, Series 2021-MTL6, Class A
61977KAA4
84100.18000000
PA
USD
82935.81000000
0.044236965833
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
1.29657000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BT5
183000.00000000
PA
USD
188555.19000000
0.100573075705
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
4.58300000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
1859.00000000
NS
USD
374123.75000000
0.199553118807
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Operating L.P.
549300PUNBPJCGT6X741
Sun Communities Operating L.P.
866677AE7
14000.00000000
PA
USD
12653.25000000
0.006749091712
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
Delta Air Lines, Inc./SkyMiles IP Ltd.
2549008L7P4I8VB90936
Delta Air Lines, Inc./SkyMiles IP Ltd.
830867AA5
84809.00000000
PA
USD
85368.45000000
0.045534506818
Long
DBT
CORP
XX
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBS8
49000.00000000
PA
USD
42437.45000000
0.022635626585
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00100000
N
N
N
N
N
N
Expedia Group, Inc.
CI7MUJI4USF3V0NJ1H64
Expedia Group, Inc.
30212PAR6
274000.00000000
PA
USD
261180.04000000
0.139310299205
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Providence St. Joseph Health Obligated Group
N/A
Providence St. Joseph Health Obligated Group, Series 21-A
743820AB8
171000.00000000
PA
USD
135687.77000000
0.072374228280
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.70000000
N
N
N
N
N
N
Agree L.P.
549300DXY3G299V1BO77
Agree L.P.
008513AC7
41000.00000000
PA
USD
36197.46000000
0.019307290798
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
2.60000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
9003.00000000
NS
USD
819002.91000000
0.436846324251
Long
EC
CORP
US
N
1
N
N
N
MFA Trust
N/A
MFA Trust
55284FAC1
145125.17000000
PA
USD
135095.89000000
0.072058526590
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAJ0
204000.00000000
PA
USD
203863.86000000
0.108738536580
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXW9
167000.00000000
PA
USD
165565.85000000
0.088310837618
Long
DBT
CORP
US
N
2
2024-03-08
Floating
0.82177700
N
N
N
N
N
N
Morgan Stanley Re-REMIC Trust
N/A
Morgan Stanley Re-REMIC Trust, Series 2012-R3, Class 1B
61761KAB2
133419.47000000
PA
USD
128315.92000000
0.068442171951
Long
ABS-MBS
CORP
US
N
2
2036-11-26
Variable
6.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2A0
27000.00000000
PA
USD
26990.42000000
0.014396366146
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1
20753XAA2
310000.00000000
PA
USD
311061.69000000
0.165916572740
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
2.19900000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKK4
94000.00000000
PA
USD
88178.28000000
0.047033236422
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
31364HVW4
9072.16000000
PA
USD
279.47000000
0.000149065944
Long
ABS-APCP
USGSE
US
N
2
2023-06-25
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
3136A0ML8
31.28000000
PA
USD
31.46000000
0.000016780386
Long
ABS-APCP
USGSE
US
N
2
2026-08-25
Fixed
4.00000000
N
N
N
N
N
N
Fresenius Medical Care US Finance III, Inc.
5299006ZHLMXOOUVTU44
Fresenius Medical Care US Finance III, Inc.
35805BAC2
150000.00000000
PA
USD
139004.23000000
0.074143188246
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
3133TJPC1
15586.62000000
PA
USD
1305.37000000
0.000696268693
Long
ABS-APCP
USGSE
US
N
2
2029-03-15
Floating
7.25343000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
31339W2H8
34990.06000000
PA
USD
38590.10000000
0.020583496263
Long
ABS-APCP
USGSE
US
N
2
2032-03-15
Fixed
6.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AN8
201000.00000000
PA
USD
185422.50000000
0.098902136450
Long
DBT
CORP
CH
N
2
N/A
Variable
5.10000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
11577.00000000
NS
USD
1578176.64000000
0.841780481834
Long
EC
CORP
US
N
1
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BY5
130000.00000000
PA
USD
119902.47000000
0.063954538681
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
First American Financial Corp.
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAH5
59000.00000000
PA
USD
51740.81000000
0.027597927170
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-3, Class A1
03465LAA3
143649.33000000
PA
USD
141974.45000000
0.075727467952
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.69100000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31395D7F0
14338.39000000
PA
USD
19717.11000000
0.010516869870
Long
ABS-APCP
USGSE
US
N
2
2036-06-25
Floating
22.52516400
N
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJA9
27000.00000000
PA
USD
23402.68000000
0.012482708682
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
1.37500000
N
N
N
N
N
N
MHP Commercial Mortgage Trust
N/A
MHP?Commercial Mortgage Trust, Series 2021-STOR, Class B
55293BAD7
105000.00000000
PA
USD
103098.70000000
0.054991609407
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.29700000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR3, Class B
00180UAB1
235000.00000000
PA
USD
215756.04000000
0.115081682687
Long
ABS-MBS
CORP
US
N
2
2038-10-17
Fixed
1.72600000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F020646
7935458.00000000
PA
USD
7367266.83000000
3.929611720752
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAF4
160000.00000000
PA
USD
163104.38000000
0.086997919057
Long
DBT
CORP
CH
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
9946.00000000
NS
USD
1087495.64000000
0.580057124551
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAD3
210000.00000000
PA
USD
180774.30000000
0.096422842348
Long
DBT
CORP
FI
N
2
N/A
Variable
3.75000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust, Series 2019-3, Class A2
34528QHB3
550000.00000000
PA
USD
550505.01000000
0.293632766336
Long
ABS-O
CORP
US
N
2
2024-09-15
Floating
0.99657000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
100000.00000000
PA
USD
99879.16000000
0.053274345405
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52600000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAF8
248000.00000000
PA
USD
226300.06000000
0.120705736428
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR1, Class A
74331CAA6
360000.00000000
PA
USD
342332.32000000
0.182595951538
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
1.73200000
N
N
N
N
N
N
Invesco Private Prime Fund
N/A
Invesco Private Prime Fund
N/A
1085858.59000000
NS
USD
1085749.98000000
0.579126010454
Long
STIV
PF
US
N
2
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The), Series O
693475AK1
222000.00000000
PA
USD
222178.12000000
0.118507143095
Long
DBT
CORP
US
N
2
N/A
Variable
3.99457000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
1087200.00000000
PA
USD
1048978.13000000
0.559512346922
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, IO
38373T3M5
14538.49000000
PA
USD
37.96000000
0.000020247408
Long
ABS-APCP
USGA
US
N
2
2032-02-16
Floating
7.06943000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBK1
47000.00000000
PA
USD
45389.86000000
0.024210406650
Long
DBT
CORP
US
N
2
2026-04-22
Variable
2.08300000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
N/A
10285.00000000
NS
703670.93000000
0.375329630090
Long
EC
CORP
DE
N
2
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBP4
49000.00000000
PA
USD
42026.80000000
0.022416590803
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VAY5
385000.00000000
PA
USD
352803.79000000
0.188181307980
Long
DBT
CORP
JP
N
2
2026-09-16
Fixed
1.35000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-9, Class A1
07387AEG6
111980.85000000
PA
USD
113639.08000000
0.060613721615
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
0.75613000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VOLT, Class B
05609VAG0
190000.00000000
PA
USD
186234.16000000
0.099335066155
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
1.34657000
N
N
N
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
9528.00000000
NS
USD
1255790.40000000
0.669823530017
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36224VUY9
424.56000000
PA
USD
425.89000000
0.000227164615
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
7.50000000
N
N
N
N
N
N
OCP CLO Ltd.
254900M77QLN2EBJHE11
OCP CLO Ltd., Series 2017-13A, Class A1AR
67097LAH9
250000.00000000
PA
USD
248232.25000000
0.132404103391
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.20129000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS1, Class ASB
94989HAT7
177852.17000000
PA
USD
178453.59000000
0.095185003483
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
2.93400000
N
N
N
N
N
N
BAE Systems Holdings, Inc.
MF62XBVMNYTYMC18DL76
BAE Systems Holdings, Inc.
05523UAP5
26000.00000000
PA
USD
26120.03000000
0.013932110564
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.85000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AW6
160000.00000000
PA
USD
173690.75000000
0.092644561780
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Healthcare Trust of America Holdings L.P.
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings L.P.
42225UAD6
26000.00000000
PA
USD
25959.78000000
0.013846635137
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
6741500.00000000
PA
USD
5915666.25000000
3.155345390423
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
Life Mortgage Trust
N/A
Life Mortgage Trust, Series 2021-BMR, Class A
53218CAA8
127786.12000000
PA
USD
125058.53000000
0.066704719213
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
1.09700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2018-HQA1, Class M2, STACR
3137G0UD9
83241.71000000
PA
USD
83387.42000000
0.044477849188
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Floating
2.75657000
N
N
N
N
N
N
Extra Space Storage L.P.
549300YNKSKNZFR8UC42
Extra Space Storage L.P.
30225VAH0
47000.00000000
PA
USD
47142.76000000
0.025145382476
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDQ1
41000.00000000
PA
USD
31741.57000000
0.016930572542
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
2.65000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust, Series 2017-C5, Class XA, IO
90276TAH7
1473931.64000000
PA
USD
53833.88000000
0.028714345591
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.98164100
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust
67448DAM2
110000.00000000
PA
USD
107087.46000000
0.057119166126
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
3.38400000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
31000.00000000
PA
USD
30878.65000000
0.016470301369
Long
DBT
CORP
US
N
2
2031-04-01
Variable
3.62200000
N
N
N
N
N
N
American Airlines Pass-Through Trust
IWUQB36BXD6OWD6X4T14
American Airlines Pass-Through Trust, Series 2021-1, Class A
02379KAA2
124000.00000000
PA
USD
112395.01000000
0.059950149606
Long
DBT
CORP
US
N
2
2034-07-11
Fixed
2.87500000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-XL2, Class B
05609KAC3
102476.20000000
PA
USD
100260.98000000
0.053478003611
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
1.39470000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AT2
13000.00000000
PA
USD
12724.51000000
0.006787100941
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.25000000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AU5
31000.00000000
PA
USD
28985.00000000
0.015460251183
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGF0
16000.00000000
PA
USD
16203.04000000
0.008642507101
Long
DBT
CORP
US
N
2
2028-01-20
Variable
3.82400000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FAJF8
3738.85000000
PA
USD
761.21000000
0.000406020279
Long
ABS-APCP
USGSE
US
N
2
2032-04-25
Fixed
7.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKC2
96000.00000000
PA
USD
82688.54000000
0.044105074982
Long
DBT
CORP
US
N
2
2036-09-21
Variable
2.48200000
N
N
N
N
N
N
Blackstone Holdings Finance Co. LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. LLC
09261BAA8
52000.00000000
PA
USD
44098.02000000
0.023521354696
Long
DBT
CORP
US
N
2
2031-03-30
Fixed
1.60000000
N
N
N
N
N
N
First Citizens BancShares, Inc.
549300N3Z00ZHE2XC526
First Citizens BancShares, Inc., Class A
31946M103
823.00000000
NS
USD
547788.80000000
0.292183972516
Long
EC
CORP
US
N
1
N
N
N
Ziff Davis, Inc.
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123V102
2299.00000000
NS
USD
222497.22000000
0.118677347206
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-INV1, Class A1
92537TAA3
32885.17000000
PA
USD
32454.96000000
0.017311086208
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
0.32820000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2013-GC17, Class XA, IO
17321RAF3
384354.02000000
PA
USD
4753.00000000
0.002535193164
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
1.00104200
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust, Series 2013-CR6, Class AM
12624XAM0
255000.00000000
PA
USD
254192.80000000
0.135583389235
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
3.14700000
N
N
N
N
N
N
Textainer Marine Containers VII Ltd.
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd., Series 2021-2A, Class A
88315LAQ1
268733.33000000
PA
USD
249602.23000000
0.133134834283
Long
ABS-O
CORP
BM
N
2
2046-04-20
Fixed
2.23000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAP6
122000.00000000
PA
USD
126823.24000000
0.067645994351
Long
DBT
CORP
US
N
2
2028-09-13
Fixed
4.65000000
N
N
N
N
N
N
MFA Trust
N/A
MFA Trust
55284FAF4
183011.04000000
PA
USD
175436.05000000
0.093575483857
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Trust, Series 2020-GC47, Class A5
36258RBA0
225000.00000000
PA
USD
209095.13000000
0.111528833224
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.37720000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
31397PM49
10085.05000000
PA
USD
1632.19000000
0.000870590559
Long
ABS-APCP
USGSE
US
N
2
2037-12-15
Floating
6.60343000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31394DQF0
77624.38000000
PA
USD
10341.91000000
0.005516250692
Long
ABS-APCP
USGSE
US
N
2
2035-05-25
Floating
6.24343000
N
N
N
N
N
N
Brixmor Operating Partnership L.P.
549300CJHBL7JBUA6503
Brixmor Operating Partnership L.P.
11120VAJ2
23000.00000000
PA
USD
23111.97000000
0.012327647456
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
161175CA0
80000.00000000
PA
USD
67711.76000000
0.036116640250
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Countrywide Home Loans Mortgage Pass-Through Trust
N/A
Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-26, Class 1A8
126694MS4
28822.37000000
PA
USD
22283.10000000
0.011885538145
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAP1
51000.00000000
PA
USD
45949.77000000
0.024509055925
Long
DBT
CORP
CA
N
2
2041-05-13
Fixed
3.43900000
N
N
N
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAK1
32000.00000000
PA
USD
28390.60000000
0.015143205356
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class AS
61764PBW1
720000.00000000
PA
USD
721247.62000000
0.384704825618
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.83200000
N
N
N
N
N
N
Cooper Cos., Inc. (The)
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc. (The)
216648402
810.00000000
NS
USD
338247.90000000
0.180417370923
Long
EC
CORP
US
N
1
N
N
N
Penske Truck Leasing Co. L.P./PTL Finance Corp.
N/A
Penske Truck Leasing Co. L.P./PTL Finance Corp.
709599AW4
31000.00000000
PA
USD
30907.19000000
0.016485524263
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.40000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
189000.00000000
PA
USD
190063.13000000
0.101377392805
Long
DBT
CORP
GB
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315AZ6
39000.00000000
PA
USD
37990.09000000
0.020263458129
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJT7
120000.00000000
PA
USD
110536.51000000
0.058958848008
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust
67114VAA1
185888.41000000
PA
USD
180289.92000000
0.096164479869
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.30500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31297BTP7
5865.68000000
PA
USD
6179.75000000
0.003296204493
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
7.00000000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAE6
23000.00000000
PA
USD
19966.16000000
0.010649710152
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.80000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2007-1, Class 1A3
05951FBD5
19333.82000000
PA
USD
18270.55000000
0.009745292125
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
KKR CLO 30 Ltd.
549300NB16RGUJOZXI16
KKR CLO 30 Ltd., Series 30A, Class A1R
48250EAN5
268000.00000000
PA
USD
266645.80000000
0.142225670000
Long
ABS-CBDO
CORP
US
N
2
2031-10-17
Floating
1.26129000
N
N
N
N
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co.
68622V106
12501.00000000
NS
USD
436659.93000000
0.232909166792
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109BJ2
19000.00000000
PA
USD
17555.07000000
0.009363663679
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Trust, Series 2022-ATH1, Class A1B
12660BAN1
100000.00000000
PA
USD
97700.51000000
0.052112279638
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
3.34600000
N
N
N
N
N
N
Enel Finance International N.V.
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAQ1
200000.00000000
PA
USD
165662.83000000
0.088362565586
Long
DBT
CORP
NL
N
2
2041-07-12
Fixed
2.87500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust, Series 2014-UBS6, Class AM
12592PBH5
495000.00000000
PA
USD
498288.24000000
0.265780967813
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Fixed
4.04800000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
17521.00000000
NS
USD
1086302.00000000
0.579420451298
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475AT2
23000.00000000
PA
USD
23066.02000000
0.012303138278
Long
DBT
CORP
US
N
2
2027-05-19
Fixed
3.15000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class A
90931GAA7
115509.36000000
PA
USD
119755.51000000
0.063876151981
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAA5
21000.00000000
PA
USD
19747.20000000
0.010532919515
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
1.75000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DW5
126000.00000000
PA
USD
127009.12000000
0.067745140512
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
COLT 2021-5 Mortgage Loan Trust
N/A
COLT 2021-5 Mortgage Loan Trust, Series 2021-5, Class A1
12598RAA1
108767.77000000
PA
USD
104807.81000000
0.055903228172
Long
ABS-MBS
CORP
US
N
2
2066-11-26
Variable
1.72600000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FJ2
22000.00000000
PA
USD
21180.96000000
0.011297669894
Long
DBT
CORP
US
N
2
2027-02-05
Fixed
2.15000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2018-2, Class D
80285FAG9
58763.62000000
PA
USD
58939.49000000
0.031437616698
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
3.88000000
N
N
N
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
18207.00000000
NS
USD
491042.79000000
0.261916331728
Long
EC
CORP
US
N
1
N
N
N
Dell International LLC/EMC Corp.
N/A
Dell International LLC/EMC Corp.
24703TAG1
38000.00000000
PA
USD
41456.74000000
0.022112527639
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
W.R. Berkley Corp.
SQOAGCLKBDWNVYV1OV80
W.R. Berkley Corp.
084423AW2
53000.00000000
PA
USD
41142.72000000
0.021945033140
Long
DBT
CORP
US
N
2
2061-09-30
Fixed
3.15000000
N
N
N
N
N
N
Blackstone Holdings Finance Co. LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. LLC
09261BAH3
96000.00000000
PA
USD
83297.31000000
0.044429785595
Long
DBT
CORP
US
N
2
2052-01-30
Fixed
3.20000000
N
N
N
N
N
N
Bayview MSR Opportunity Master Fund Trust
N/A
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4
07336GAD6
208498.48000000
PA
USD
193329.46000000
0.103119614032
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
28368EAE6
53000.00000000
PA
USD
68431.73000000
0.036500663608
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
3136A5AX4
76715.06000000
PA
USD
7794.16000000
0.004157311414
Long
ABS-APCP
USGSE
US
N
2
2041-04-25
Fixed
4.00000000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331ABG3
26000.00000000
PA
USD
26409.73000000
0.014086633068
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
4.75000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EG8
51000.00000000
PA
USD
51355.75000000
0.027392540786
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075AA3
95000.00000000
PA
USD
92475.43000000
0.049325284667
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
5493005RUXPCBST1N217
Freddie Mac, Series 2018-HQA2, Class M1, STACR
35563XAA0
28179.58000000
PA
USD
28156.75000000
0.015018472572
Long
ABS-MBS
USGSE
US
N
2
2048-10-25
Floating
1.20657000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Ctfs. Trust
N/A
WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR14, Class 1A4
92922F4D7
31925.54000000
PA
USD
32132.68000000
0.017139185923
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
2.84927000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
7681.00000000
NS
USD
1173656.80000000
0.626014453371
Long
EC
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BT9
27000.00000000
PA
USD
24173.78000000
0.012894004169
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.36600000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
31395XLV5
5322.83000000
PA
USD
7859.81000000
0.004192328337
Long
ABS-APCP
USGSE
US
N
2
2035-08-15
Floating
23.29590000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAR3
41000.00000000
PA
USD
38008.35000000
0.020273197794
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.20000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR10, Class A
74333WAA0
115000.00000000
PA
USD
107434.87000000
0.057304470451
Long
ABS-MBS
CORP
US
N
2
2040-12-17
Fixed
2.39300000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AW5
60000.00000000
PA
USD
53315.93000000
0.028438077276
Long
DBT
CORP
US
N
2
2031-08-19
Fixed
2.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
72000.00000000
PA
USD
68150.37000000
0.036350589561
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
116000.00000000
PA
USD
105366.26000000
0.056201098700
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAC1
168000.00000000
PA
USD
151459.08000000
0.080786455780
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22546QAP2
197000.00000000
PA
USD
199370.24000000
0.106341693595
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FAB58
24058.00000000
PA
USD
3954.13000000
0.002109085492
Long
ABS-APCP
USGSE
US
N
2
2033-02-25
Variable
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36205P4S7
1130.01000000
PA
USD
1134.22000000
0.000604979337
Long
ABS-MBS
USGA
US
N
2
2024-06-15
Fixed
7.50000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BK8
39000.00000000
PA
USD
36323.03000000
0.019374268329
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.15000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZM9
64000.00000000
PA
USD
60393.68000000
0.032213264194
Long
DBT
CORP
US
N
2
2033-02-24
Variable
3.10200000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1
17307G2Z0
101237.38000000
PA
USD
103377.18000000
0.055140147297
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
3.15000000
N
N
N
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261FAN4
111000.00000000
PA
USD
100036.53000000
0.053358284674
Long
DBT
CORP
US
N
2
N/A
Variable
3.50000000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust
19688HAA9
154700.34000000
PA
USD
150475.80000000
0.080261986027
Long
ABS-MBS
CORP
US
N
2
2066-12-27
Variable
2.28400000
N
N
N
N
N
N
Bank
N/A
Bank, Series 2019-BNK16, Class XA, IO
065405AJ1
1526548.18000000
PA
USD
78584.56000000
0.041916061298
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
0.94388700
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
161175CC6
36000.00000000
PA
USD
31466.39000000
0.016783794832
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The), Series G, Pfd.
064058AH3
45000.00000000
PA
USD
46192.50000000
0.024638525195
Long
DBT
CORP
US
N
2
N/A
Variable
4.70000000
N
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp, Series W
91159HHM5
26000.00000000
PA
USD
26018.72000000
0.013878073026
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
3.10000000
N
N
N
N
N
N
Mello Mortgage Capital Acceptance Trust
N/A
Mello Mortgage Capital Acceptance Trust, Series 2021-INV3, Class A4
585491AF0
137167.60000000
PA
USD
131485.90000000
0.070133001244
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
24788.00000000
NS
USD
1262700.72000000
0.673509411782
Long
EC
CORP
US
N
1
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCE3
23000.00000000
PA
USD
21180.05000000
0.011297184511
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, IO
38375JSQ9
137848.20000000
PA
USD
18778.66000000
0.010016311902
Long
ABS-APCP
USGA
US
N
2
2037-04-16
Floating
6.11943000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
549300RSY3BGZS85SD04
World Financial Network Credit Card Master Trust, Series 2019-C, Class A
981464HF0
225000.00000000
PA
USD
225639.77000000
0.120353545666
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.21000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513CB9
116000.00000000
PA
USD
115860.80000000
0.061798760403
Long
DBT
CORP
US
N
2
N/A
Variable
5.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2018-3, Class C
03066MAF3
260000.00000000
PA
USD
262110.50000000
0.139806595403
Long
ABS-O
CORP
US
N
2
2024-10-18
Fixed
3.74000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCC8
75000.00000000
PA
USD
68815.39000000
0.036705303249
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.58000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFU3
20000.00000000
PA
USD
16772.39000000
0.008946191559
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
Zaxby's Funding LLC, Series 2021-1A, Class A2
98920MAA0
348250.00000000
PA
USD
322816.08000000
0.172186223315
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
Expedia Group, Inc.
CI7MUJI4USF3V0NJ1H64
Expedia Group, Inc.
30212PBH7
125000.00000000
PA
USD
115937.49000000
0.061839665929
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
Star Trust
N/A
Star Trust, Series 2021-SFR1, Class A
85521DAA0
652884.24000000
PA
USD
647156.49000000
0.345185505961
Long
ABS-MBS
CORP
US
N
2
2038-04-17
Floating
1.04200000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AV7
72000.00000000
PA
USD
61681.62000000
0.032900235935
Long
DBT
CORP
US
N
2
2041-08-19
Fixed
2.75000000
N
N
N
N
N
N
Chubb INA Holdings, Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc.
171239AH9
22000.00000000
PA
USD
19162.07000000
0.010220818195
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.85000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZR8
257000.00000000
PA
USD
256960.34000000
0.137059561860
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.61500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMH2
126000.00000000
PA
USD
126000.08000000
0.067206930685
Long
DBT
CORP
US
N
2
2024-03-25
Floating
0.91064000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC21, Class AA
17322MAX4
42383.91000000
PA
USD
42758.79000000
0.022807025485
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
3.47700000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
14852.00000000
NS
USD
4579020.12000000
2.442394384284
Long
EC
CORP
US
N
1
N
N
N
Credit Agricole S.A.
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
225313AF2
304000.00000000
PA
USD
307868.29000000
0.164213251501
Long
DBT
CORP
FR
N
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
Credit Agricole S.A.
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
225313AP0
200000.00000000
PA
USD
181986.00000000
0.097069148588
Long
DBT
CORP
FR
N
2
N/A
Variable
4.75000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
3137B93W3
56729.11000000
PA
USD
7455.86000000
0.003976866254
Long
ABS-APCP
USGSE
US
N
2
2044-01-15
Floating
5.70343000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
81618TAE0
117000.00000000
PA
USD
117841.44000000
0.062855210012
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
4.25000000
N
N
N
N
N
N
Deutsche Telekom International Finance B.V.
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance B.V.
25156PBB8
146000.00000000
PA
USD
153689.67000000
0.081976225719
Long
DBT
CORP
NL
N
2
2028-06-21
Fixed
4.37500000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KAW6
22000.00000000
PA
USD
22075.60000000
0.011774860135
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
Spirit Realty L.P.
549300GTBVIBJRX5BW73
Spirit Realty L.P.
84861TAE8
22000.00000000
PA
USD
21559.23000000
0.011499434573
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.20000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2021-6, Class A1
85573RAA6
270817.77000000
PA
USD
256394.29000000
0.136757637583
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.92000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2H7
168000.00000000
PA
USD
152970.36000000
0.081592554396
Long
DBT
CORP
US
N
2
2032-01-06
Fixed
2.90000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
60000.00000000
PA
USD
48676.26000000
0.025963332974
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
11664.00000000
NS
USD
1883502.72000000
1.004637749028
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBK6
40000.00000000
PA
USD
37406.34000000
0.019952092884
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Trust, Series 2022-ATH1, Class A1A
12660BAM3
196381.01000000
PA
USD
194232.92000000
0.103601508754
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.87000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAH4
144000.00000000
PA
USD
144451.32000000
0.077048600688
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
CD Mortgage Trust
N/A
CD Mortgage Trust, Series 2017-CD6, Class XA, IO
125039AG2
826238.33000000
PA
USD
26525.89000000
0.014148591418
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
0.91727500
N
N
N
N
N
N
Credit Suisse Mortgage Capital Trust
N/A
Credit Suisse Mortgage Capital Trust, Series 2021-NQM1, Class A1
126407AA3
51211.27000000
PA
USD
49975.48000000
0.026656321331
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.80900000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZN7
78000.00000000
PA
USD
72427.08000000
0.038631735355
Long
DBT
CORP
US
N
2
2043-02-24
Variable
3.43600000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note Future
N/A
-18.00000000
NC
USD
46265.61000000
0.024677521191
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
United States Treasury Note/Bond
U.S. Treasury Notes
2022-06-30
3860859.38000000
USD
46265.61000000
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
31392MJE3
14929.11000000
PA
USD
16348.93000000
0.008720323076
Long
ABS-APCP
USGSE
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
Avantor, Inc.
5493003VM0XB4U8YD238
Avantor, Inc.
05352A100
12554.00000000
NS
USD
424576.28000000
0.226463892884
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MY4
77000.00000000
PA
USD
69589.20000000
0.037118044217
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.56100000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300SSCQUZ3RRV2T53
GS Mortgage Securities Trust, Series 2013-GCJ12, Class AAB
36197XAL8
5421.86000000
PA
USD
5434.96000000
0.002898942445
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Fixed
2.67800000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
549300GADFYEKC4OLM57
WFRBS Commercial Mortgage Trust, Series 2013-C14, Class AS
92890PAG9
155000.00000000
PA
USD
155520.65000000
0.082952848479
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
3.48800000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGL2
102000.00000000
PA
USD
90083.00000000
0.048049191214
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGZ6
28000.00000000
PA
USD
28032.25000000
0.014952065766
Long
DBT
CORP
US
N
2
2026-01-23
Variable
3.36600000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AK1
117000.00000000
PA
USD
119996.22000000
0.064004543806
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
3136A9XT0
78337.20000000
PA
USD
4046.19000000
0.002158189192
Long
ABS-APCP
USGSE
US
N
2
2027-11-25
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505GB4
244000.00000000
PA
USD
229921.20000000
0.122637209051
Long
DBT
CORP
US
N
2
N/A
Variable
4.37500000
N
N
N
N
N
N
Interpublic Group of Cos., Inc. (The)
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc. (The)
460690BL3
19000.00000000
PA
USD
19360.73000000
0.010326781055
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.20000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2014-GC18, Class AAB
36252RAQ2
31635.26000000
PA
USD
31934.44000000
0.017033447086
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Fixed
3.64800000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust, Series 2021-11IN, Class A6
33851TAF4
345732.87000000
PA
USD
331614.18000000
0.176879024279
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
3.70000000
N
N
N
N
N
N
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAZ8
160000.00000000
PA
USD
140762.33000000
0.075080937689
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31283HB20
4156.45000000
PA
USD
4469.39000000
0.002383918993
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Future
N/A
-16.00000000
NC
USD
182500.00000000
0.097343310020
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
United States Treasury Note/Bond
U.S. Treasury Bonds
2022-06-21
3016500.00000000
USD
182500.00000000
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A2
576433WE2
10708.70000000
PA
USD
10799.42000000
0.005760281036
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Variable
2.62320700
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
2936.00000000
NS
USD
571286.88000000
0.304717566413
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
33162.07000000
PA
USD
33171.70000000
0.017693386723
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.85300000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
Shell International Finance B.V.
822582CL4
126000.00000000
PA
USD
113089.44000000
0.060320550235
Long
DBT
CORP
NL
N
2
2051-11-26
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCU8
47000.00000000
PA
USD
44358.11000000
0.023660083581
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.96300000
N
N
N
N
N
N
Countrywide Home Loans Mortgage Pass-Through Trust
N/A
Countrywide Home Loans Mortgage Pass-Through Trust, Series 2006-6, Class A3
126694K56
18631.50000000
PA
USD
12525.39000000
0.006680892722
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
23000.00000000
PA
USD
22240.41000000
0.011862767811
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHM4
15000.00000000
PA
USD
15491.02000000
0.008262724177
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.27100000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
33000.00000000
PA
USD
30583.07000000
0.016312642544
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313AK9
34000.00000000
PA
USD
31195.66000000
0.016639390699
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.00000000
N
N
N
N
N
N
Tricon American Homes Trust
N/A
Tricon American Homes Trust, Series 2020-SFR2, Class A
89613JAA8
276369.73000000
PA
USD
247815.18000000
0.132181643257
Long
ABS-MBS
CORP
US
N
2
2039-11-17
Fixed
1.48200000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
161175CE2
103000.00000000
PA
USD
85446.50000000
0.045576137751
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
549300RSY3BGZS85SD04
World Financial Network Credit Card Master Trust, Series 2019-B, Class A
981464HC7
260000.00000000
PA
USD
260704.44000000
0.139056619872
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
2.49000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond Future
N/A
12.00000000
NC
USD
-51281.25000000
-0.02735280338
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
U.S. Treasury Bonds
2022-06-21
1852031.25000000
USD
-51281.25000000
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBE4
43000.00000000
PA
USD
38268.18000000
0.020411787998
Long
DBT
CORP
CA
N
2
2051-08-01
Fixed
3.40000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
10517.00000000
NS
USD
1041919.19000000
0.555747193033
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CN7
225000.00000000
PA
USD
201375.00000000
0.107411008522
Long
DBT
CORP
GB
N
2
N/A
Variable
4.60000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2019-3, Class C
02529NAE7
30801.07000000
PA
USD
30842.40000000
0.016450966054
Long
ABS-O
CORP
US
N
2
2025-09-12
Fixed
2.76000000
N
N
N
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
3108.00000000
NS
USD
778926.96000000
0.415470293428
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244BC2
107000.00000000
PA
USD
102164.89000000
0.054493526358
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
3.00000000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAL7
181000.00000000
PA
USD
182029.46000000
0.097092329631
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEC1
5548300.00000000
PA
USD
5400489.85000000
2.880556480722
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust
31573CAA3
136529.82000000
PA
USD
129778.17000000
0.069222118554
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.20600000
N
N
N
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAM4
60000.00000000
PA
USD
54397.20000000
0.029014813719
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
Rio Tinto Finance USA Ltd.
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd.
767201AT3
85000.00000000
PA
USD
73668.47000000
0.039293877884
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
2.75000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAW7
53000.00000000
PA
USD
53698.09000000
0.028641916834
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
4.12500000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2021-1, Class A
11042CAA8
56962.02000000
PA
USD
52528.98000000
0.028018327590
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
Simon Property Group L.P.
MR92GTD0MJTTTTQDVG45
Simon Property Group L.P.
828807DP9
78000.00000000
PA
USD
71848.47000000
0.038323111724
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.37500000
N
N
N
N
N
N
East West Bancorp, Inc.
N/A
East West Bancorp, Inc.
27579R104
7053.00000000
NS
USD
557328.06000000
0.297272099330
Long
EC
CORP
US
N
1
N
N
N
Bayview MSR Opportunity Master Fund Trust
N/A
Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2
07336JAE8
266648.77000000
PA
USD
247747.16000000
0.132145362206
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2019-3, Class D
80286HAG4
165000.00000000
PA
USD
165629.05000000
0.088344547740
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.68000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKA6
57000.00000000
PA
USD
50808.16000000
0.027100462851
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29900000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2D6
212000.00000000
PA
USD
188849.60000000
0.100730110466
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
3136AYAT0
400599.89000000
PA
USD
70864.36000000
0.037798199259
Long
ABS-APCP
USGSE
US
N
2
2047-09-25
Floating
5.00000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
174000.00000000
PA
USD
153656.99000000
0.081958794599
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
23000.00000000
PA
USD
21258.44000000
0.011338996797
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
31395LMA6
158778.91000000
PA
USD
16467.69000000
0.008783668235
Long
ABS-APCP
USGSE
US
N
2
2035-01-15
Floating
6.30343000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MP3
30000.00000000
PA
USD
31201.17000000
0.016642329667
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.41200000
N
N
N
N
N
N
Piedmont Healthcare, Inc.
N/A
Piedmont Healthcare, Inc., Series 2042
72014TAD1
56000.00000000
PA
USD
46839.67000000
0.024983717907
Long
DBT
CORP
US
N
2
2042-01-01
Fixed
2.71900000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137B2ZH6
21494.74000000
PA
USD
21518.87000000
0.011477907033
Long
ABS-APCP
USGSE
US
N
2
2023-07-15
Fixed
1.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGB4
15000.00000000
PA
USD
14155.71000000
0.007550485847
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CB0
105000.00000000
PA
USD
99028.88000000
0.052820816256
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
MPLX L.P.
5493000CZJ19CK4P3G36
MPLX L.P.
55336VBT6
279000.00000000
PA
USD
291217.26000000
0.155331791909
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBW4
200000.00000000
PA
USD
174297.96000000
0.092968440308
Long
DBT
CORP
GB
N
2
2042-11-24
Variable
3.33000000
N
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2G3
96000.00000000
PA
USD
95565.21000000
0.050973336242
Long
DBT
CORP
US
N
2
2026-06-04
Floating
0.85637400
N
N
N
N
N
N
Oceanview Mortgage Trust
N/A
Oceanview Mortgage Trust, Series 2021-3, Class A5
67647WAE7
161148.74000000
PA
USD
154663.60000000
0.082495708294
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DU5
149000.00000000
PA
USD
149544.35000000
0.079765161774
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.55000000
N
N
N
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
2810.00000000
NS
USD
655769.70000000
0.349779688817
Long
EC
CORP
US
N
1
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBR0
96000.00000000
PA
USD
86366.45000000
0.046066828042
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36224SHT2
446.83000000
PA
USD
448.39000000
0.000239165845
Long
ABS-MBS
USGA
US
N
2
2023-04-15
Fixed
8.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series V
172967MK4
160000.00000000
PA
USD
153600.00000000
0.081928396817
Long
DBT
CORP
US
N
2
N/A
Variable
4.70000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31392BJ98
10252.82000000
PA
USD
1767.73000000
0.000942885969
Long
ABS-APCP
USGSE
US
N
2
2032-03-25
Floating
7.64343000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31394U2V3
17693.90000000
PA
USD
18030.71000000
0.009617364347
Long
ABS-APCP
USGSE
US
N
2
2025-12-25
Fixed
5.50000000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAR5
55000.00000000
PA
USD
55452.26000000
0.029577570063
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
3.85000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CX5
200000.00000000
PA
USD
186576.03000000
0.099517415510
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
2.25100000
N
N
N
N
N
N
Med Trust
N/A
Med Trust, Series 2021-MDLN, Class B
58403YAK2
222000.00000000
PA
USD
218461.16000000
0.116524561234
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.84700000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class B
46643GAK6
270000.00000000
PA
USD
265047.44000000
0.141373123956
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
4.11570000
N
N
N
N
N
N
Race Point VIII CLO Ltd.
5493008ABAJEYBWITR69
Race Point VIII CLO Ltd., Series 2013-8A, Class AR2
74982LAY6
246831.82000000
PA
USD
246749.87000000
0.131613419687
Long
ABS-CBDO
CORP
KY
N
2
2030-02-20
Floating
1.51957000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BJ1
37000.00000000
PA
USD
35839.85000000
0.019116545915
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BZ7
162000.00000000
PA
USD
162961.93000000
0.086921937937
Long
DBT
CORP
US
N
2
2027-03-03
Floating
1.28398300
N
N
N
N
N
N
Dryden 93 CLO Ltd.
5493009K6Z2DW3X76185
Dryden 93 CLO Ltd., Series 2021-93A, Class A1A
26190TAA9
100056.00000000
PA
USD
99423.85000000
0.053031488515
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
1.24000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
3853.00000000
NS
USD
1964914.41000000
1.048061767543
Long
EC
CORP
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
17291.00000000
NS
USD
756308.34000000
0.403405792941
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664CV1
29000.00000000
PA
USD
25227.15000000
0.013455859087
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals, Series 2021
48305QAG8
140000.00000000
PA
USD
123943.29000000
0.066109863580
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00200000
N
N
N
N
N
N
Bumble, Inc.
N/A
Bumble, Inc., Class A
12047B105
3084.00000000
NS
USD
89374.32000000
0.047671189806
Long
EC
CORP
US
N
1
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
California Health Facilities Financing Authority
13032UD88
100000.00000000
PA
USD
102135.51000000
0.054477855419
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.19000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CP0
152000.00000000
PA
USD
135779.32000000
0.072423059951
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36203LDT6
420.43000000
PA
USD
424.42000000
0.000226380535
Long
ABS-MBS
USGA
US
N
2
2023-08-15
Fixed
7.50000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DM9
34000.00000000
PA
USD
30976.87000000
0.016522690739
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
1.30000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass-Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K734, Class X1, IO
3137FLN59
2048904.53000000
PA
USD
42946.47000000
0.022907131745
Long
ABS-APCP
USGSE
US
N
2
2026-02-25
Variable
0.64663100
N
N
N
N
N
N
Hertz Vehicle Financing III L.P.
N/A
Hertz Vehicle Financing III L.P., Series 2021-2A, Class A
42806MAE9
113000.00000000
PA
USD
103285.03000000
0.055090995593
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
Seagen, Inc.
N/A
Seagen, Inc.
81181C104
2675.00000000
NS
USD
385333.75000000
0.205532398288
Long
EC
CORP
US
N
1
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust, Series 2019-C, Class C
80284NAG3
205000.00000000
PA
USD
205513.65000000
0.109618514769
Long
ABS-O
CORP
US
N
2
2023-11-20
Fixed
2.39000000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AV3
41000.00000000
PA
USD
36625.30000000
0.019535495520
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BE2
45000.00000000
PA
USD
52137.88000000
0.027809719543
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31394CKG6
4008.24000000
PA
USD
489.73000000
0.000261216105
Long
ABS-APCP
USGSE
US
N
2
2035-03-25
Floating
6.29343000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust
12659YAA2
260000.00000000
PA
USD
259798.08000000
0.138573178324
Long
ABS-MBS
CORP
US
N
2
2067-02-01
Variable
3.90100000
N
N
N
N
N
N
Invitation Homes Operating Partnership L.P.
549300147YMUQB3GW319
Invitation Homes Operating Partnership L.P.
46188BAB8
20000.00000000
PA
USD
18135.70000000
0.009673364753
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31394DXZ8
206164.42000000
PA
USD
22970.88000000
0.012252391744
Long
ABS-APCP
USGSE
US
N
2
2035-05-25
Floating
6.14343000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3
12597NAS2
571000.00000000
PA
USD
535106.71000000
0.285419497893
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.56080000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BN8
203000.00000000
PA
USD
205978.01000000
0.109866198821
Long
DBT
CORP
GB
N
2
N/A
Variable
6.25000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC
USD
XXXX
N
N
N
Avangrid, Inc.
549300OX0Q38NLSKPB49
Avangrid, Inc.
05351W103
21057.00000000
NS
USD
984204.18000000
0.524962699273
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBK5
51000.00000000
PA
USD
40221.10000000
0.021453452091
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
Q2 Holdings, Inc.
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736L109
4003.00000000
NS
USD
246784.95000000
0.131632130938
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-1, Class A1
92538WAA5
141838.85000000
PA
USD
138203.55000000
0.073716115143
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.72400000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class AS
46643PBJ8
105000.00000000
PA
USD
104871.14000000
0.055937007634
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
4.06510000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAC9
102000.00000000
PA
USD
93364.81000000
0.049799669286
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AL9
42000.00000000
PA
USD
37043.84000000
0.019758739734
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
3137AXEJ8
72652.33000000
PA
USD
3817.72000000
0.002036326035
Long
ABS-APCP
USGSE
US
N
2
2027-12-15
Fixed
3.00000000
N
N
N
N
N
N
PNC Bank N.A.
AD6GFRVSDT01YPT1CS68
PNC Bank N.A.
05552JAA7
252000.00000000
PA
USD
250149.82000000
0.133426912218
Long
DBT
CORP
US
N
2
2024-08-27
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
3137ARKB1
184803.55000000
PA
USD
9792.59000000
0.005223249996
Long
ABS-APCP
USGSE
US
N
2
2027-06-15
Fixed
3.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAP6
44000.00000000
PA
USD
39205.32000000
0.020911647228
Long
DBT
CORP
KY
N
2
2028-02-21
Fixed
2.75000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABX4
81000.00000000
PA
USD
71971.59000000
0.038388782455
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAU0
43000.00000000
PA
USD
43504.09000000
0.023204559561
Long
DBT
CORP
US
N
2
2024-07-23
Variable
3.79700000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC, Series 2021-1A, Class A2I
83546DAN8
99500.00000000
PA
USD
87286.83000000
0.046557747689
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.19000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BH2
15000.00000000
PA
USD
17002.07000000
0.009068700115
Long
DBT
CORP
US
N
2
2045-05-13
Fixed
4.37500000
N
N
N
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235P108
13689.00000000
NS
USD
1207917.36000000
0.644288624952
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust 2021-7
N/A
Verus Securitization Trust 2021-7, Series 2021-7, Class A1
92538QAA8
218718.64000000
PA
USD
207551.37000000
0.110705410165
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.82900000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series I, Pfd.
46625HHA1
401000.00000000
PA
USD
401002.91000000
0.213890140204
Long
DBT
CORP
US
N
2
N/A
Variable
3.76900000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
125000.00000000
PA
USD
115206.60000000
0.061449817973
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
Catalent, Inc.
N/A
Catalent, Inc.
148806102
3807.00000000
NS
USD
422196.30000000
0.225194440112
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
880.00000000
NS
USD
480057.60000000
0.256056963203
Long
EC
CORP
US
N
1
N
N
N
Bayview MSR Opportunity Master Fund Trust
N/A
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8
07336GAH7
203331.32000000
PA
USD
194918.49000000
0.103967183566
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYC2
32000.00000000
PA
USD
29070.73000000
0.015505978536
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFR0
22000.00000000
PA
USD
19211.70000000
0.010247290241
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31296XJA4
3937.99000000
PA
USD
4235.44000000
0.002259132871
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
6.50000000
N
N
N
N
N
N
Madison Park Funding XLVIII Ltd.
N/A
Madison Park Funding XLVIII Ltd., Series 2021-48A, Class A
55821UAA2
618000.00000000
PA
USD
613731.47000000
0.327357001389
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
1.39800000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYN8
80000.00000000
PA
USD
72500.56000000
0.038670928705
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.65000000
N
N
N
N
N
N
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAW5
154000.00000000
PA
USD
142315.70000000
0.075909486607
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAE7
150000.00000000
PA
USD
149794.06000000
0.079898354092
Long
DBT
CORP
GB
N
2
2030-07-18
Variable
3.96000000
N
N
N
N
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048109
12636.00000000
NS
USD
584162.28000000
0.311585150270
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CC2
200000.00000000
PA
USD
176178.00000000
0.093971231083
Long
DBT
CORP
GB
N
2
2032-06-29
Variable
2.67800000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKJ0
64000.00000000
PA
USD
56400.93000000
0.030083579257
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Fifth Third Bank N.A.
QFROUN1UWUYU0DVIWD51
Fifth Third Bank N.A.
31677AAB0
160000.00000000
PA
USD
162586.44000000
0.086721656077
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513CA1
98000.00000000
PA
USD
94487.18000000
0.050398327976
Long
DBT
CORP
US
N
2
2032-03-03
Fixed
2.90000000
N
N
N
N
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
2790.00000000
NS
USD
818837.10000000
0.436757883187
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FCWD4
35964.45000000
PA
USD
6548.34000000
0.003492805976
Long
ABS-APCP
USGSE
US
N
2
2035-08-25
Fixed
6.00000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EY5
60000.00000000
PA
USD
51609.14000000
0.027527695972
Long
DBT
CORP
AU
N
2
2041-11-18
Fixed
3.13300000
N
N
N
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAL6
24000.00000000
PA
USD
21404.49000000
0.011416898114
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
Symphony CLO XXII Ltd.
N/A
Symphony CLO XXII Ltd., Series 2020-22A, Class A1A
87167GAA8
250000.00000000
PA
USD
248295.75000000
0.132437973529
Long
ABS-CBDO
CORP
KY
N
2
2033-04-18
Floating
1.53129000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31395DUU1
2699.40000000
PA
USD
3879.48000000
0.002069268078
Long
ABS-APCP
USGSE
US
N
2
2036-06-25
Floating
22.52591000
N
N
N
N
N
N
FS KKR Capital Corp.
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AJ6
63000.00000000
PA
USD
59434.39000000
0.031701590420
Long
DBT
CORP
US
N
2
2024-10-12
Fixed
1.65000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group, Series E
78486QAQ4
164000.00000000
PA
USD
146985.00000000
0.078400035196
Long
DBT
CORP
US
N
2
N/A
Variable
4.70000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6
36263KAF8
181876.12000000
PA
USD
174362.69000000
0.093002966513
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Future
N/A
-21.00000000
NC
USD
85181.50000000
0.045434789931
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
United States Treasury Note/Bond
U.S. Treasury Notes
2022-06-21
2930025.25000000
USD
85181.50000000
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
9177.00000000
NS
USD
1402429.14000000
0.748038874284
Long
EC
CORP
US
N
1
N
N
N
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAX3
211000.00000000
PA
USD
190547.33000000
0.101635659275
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BQ7
200000.00000000
PA
USD
174813.95000000
0.093243663182
Long
DBT
CORP
AU
N
2
2041-03-11
Fixed
3.30500000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABJ5
41000.00000000
PA
USD
42151.67000000
0.022483194962
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
5.75000000
N
N
N
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922NAH6
134000.00000000
PA
USD
112078.29000000
0.059781214959
Long
DBT
CORP
US
N
2
2051-12-22
Fixed
3.85000000
N
N
N
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446RAY5
68000.00000000
PA
USD
61001.87000000
0.032537665442
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAB8
152000.00000000
PA
USD
141368.36000000
0.075404186819
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.75000000
N
N
N
N
N
N
Cedar Funding IX CLO Ltd.
N/A
Cedar Funding IX CLO Ltd., Series 2018-9A, Class A1
15033EAA6
250000.00000000
PA
USD
248815.75000000
0.132715335289
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.23400000
N
N
N
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512AE9
64000.00000000
PA
USD
56294.49000000
0.030026805438
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
3137FGV77
37857.99000000
PA
USD
2420.87000000
0.001291263007
Long
ABS-APCP
USGSE
US
N
2
2045-03-15
Fixed
4.00000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
22000.00000000
PA
USD
22323.86000000
0.011907279040
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BN9
74000.00000000
PA
USD
64655.60000000
0.034486521180
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXM1
43000.00000000
PA
USD
39425.81000000
0.021029253948
Long
DBT
CORP
US
N
2
2026-12-09
Variable
1.09300000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186106
1670.00000000
NS
USD
205343.20000000
0.109527598784
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109BL7
16000.00000000
PA
USD
15141.82000000
0.008076465087
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
American Equity Investment Life Holding Co.
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
41000.00000000
PA
USD
42843.61000000
0.022852267455
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36203YZA5
182.40000000
PA
USD
183.04000000
0.000097631339
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.50000000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AJ3
95000.00000000
PA
USD
87972.40000000
0.046923422501
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
Zynga, Inc.
549300XNQ0U2EL088Z74
Zynga, Inc., Class A
98986T108
81408.00000000
NS
USD
752209.92000000
0.401219744893
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman Loan Advisers CLO 40 Ltd.
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class A
64134JAA1
250000.00000000
PA
USD
248904.75000000
0.132762806821
Long
ABS-CBDO
CORP
KY
N
2
2033-04-16
Floating
1.30129000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep N.V.
AL2981127
200000.00000000
PA
USD
200471.20000000
0.106928932448
Long
DBT
CORP
NL
N
2
N/A
Variable
6.87500000
N
N
N
N
Y
ING Groep N.V.
ING Groep N.V.
USD
XXXX
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust
19685EAA9
161832.34000000
PA
USD
158360.08000000
0.084467366368
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
2.99400000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, IO
31398LPG7
16072.21000000
PA
USD
2035.03000000
0.001085460581
Long
ABS-APCP
USGSE
US
N
2
2039-12-15
Floating
5.85343000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
31397M4E4
20.65000000
PA
USD
0.37000000
0.000000197353
Long
ABS-APCP
USGSE
US
N
2
2024-02-25
Floating
6.24343000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCV9
65000.00000000
PA
USD
66319.59000000
0.035374073478
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust, Series 2014-CR21, Class AM
12592RBJ7
865000.00000000
PA
USD
863607.70000000
0.460637983985
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Fixed
3.98700000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series 2021-A
842587DJ3
50000.00000000
PA
USD
46227.50000000
0.024657193775
Long
DBT
CORP
US
N
2
2051-09-15
Variable
3.75000000
N
N
N
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AU4
20000.00000000
PA
USD
20049.91000000
0.010694381397
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.45000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBF4
15000.00000000
PA
USD
22226.52000000
0.011855359052
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
8.20000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
3136APZR6
244920.40000000
PA
USD
31151.70000000
0.016615942963
Long
ABS-APCP
USGSE
US
N
2
2035-08-25
Fixed
3.50000000
N
N
N
N
N
N
California State University
N/A
California State University, Series 2021 B, Ref. RB
13077DRV6
140000.00000000
PA
USD
120400.81000000
0.064220347257
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
2.93900000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBP9
66000.00000000
PA
USD
58554.81000000
0.031232433002
Long
DBT
CORP
US
N
2
2082-01-15
Variable
3.25000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBM6
27000.00000000
PA
USD
27000.93000000
0.014401972053
Long
DBT
CORP
CA
N
2
2024-02-16
Floating
0.82562800
N
N
N
N
N
N
Mylan, Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530AV9
34000.00000000
PA
USD
34147.33000000
0.018213776057
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.12500000
N
N
N
N
N
N
OWL Rock Core Income Corp.
5493003I42XBWPE05N35
OWL Rock Core Income Corp.
69120VAE1
98000.00000000
PA
USD
94374.99000000
0.050338487176
Long
DBT
CORP
US
N
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae Interest STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest STRIPS, IO
3136FCYZ3
26859.83000000
PA
USD
4410.99000000
0.002352769134
Long
ABS-APCP
USGSE
US
N
2
2035-09-25
Variable
6.00000000
N
N
N
N
N
N
CubeSmart L.P.
549300MPHKO3I3FJRA97
CubeSmart L.P.
22966RAH9
22000.00000000
PA
USD
20010.23000000
0.010673216561
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
salesforce.com, inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, inc.
79466L302
5213.00000000
NS
USD
1106824.16000000
0.590366725179
Long
EC
CORP
US
N
1
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2018-5, Class C
26208MAF3
6599.15000000
PA
USD
6606.84000000
0.003524009174
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
3.99000000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315BA0
55000.00000000
PA
USD
55465.45000000
0.029584605450
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2018-3, Class D
26208KAG5
66739.91000000
PA
USD
67226.56000000
0.035857840392
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.30000000
N
N
N
N
N
N
Chase Home Lending Mortgage Trust
N/A
Chase Home Lending Mortgage Trust, Series 2019-ATR1, Class A15
16158RAR7
6823.42000000
PA
USD
6839.26000000
0.003647979213
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFV1
29000.00000000
PA
USD
23747.79000000
0.012666786215
Long
DBT
CORP
US
N
2
2060-11-20
Fixed
3.00000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKF8
22000.00000000
PA
USD
18777.25000000
0.010015559825
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
3.50000000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331A109
7815.00000000
NS
USD
582295.65000000
0.310589512228
Long
EC
CORP
US
N
1
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc., Class A
98138H101
3610.00000000
NS
USD
864450.60000000
0.461087576730
Long
EC
CORP
US
N
1
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2018-3, Class D
02530AAG7
581.50000000
PA
USD
581.93000000
0.000310394478
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
4.14000000
N
N
N
N
N
N
Visio Trust
N/A
Visio Trust, Series 2020-1R, Class A1
92837MAA5
77357.26000000
PA
USD
75628.52000000
0.040339345034
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
1.31200000
N
N
N
N
N
N
Compass Minerals International, Inc.
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451N101
7603.00000000
NS
USD
477392.37000000
0.254635361503
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Trust
12433EAA9
185000.00000000
PA
USD
182055.52000000
0.097106229722
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
1.30116000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAQ6
49000.00000000
PA
USD
45834.46000000
0.024447550955
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700000
N
N
N
N
N
N
Freddie Mac STRIPS
S6XOOCT0IEG5ABCC6L87
Freddie Mac STRIPS, IO
31282YB40
18309.49000000
PA
USD
2003.71000000
0.001068754869
Long
ABS-APCP
USGSE
US
N
2
2027-04-01
Fixed
7.00000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BS1
44000.00000000
PA
USD
39902.06000000
0.021283279983
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
MFA 2021-INV2 Trust
N/A
MFA 2021-INV2 Trust, Series 2021-INV2, Class A1
552732AA7
178965.35000000
PA
USD
169463.88000000
0.090390000044
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
1.90600000
N
N
N
N
N
N
AEP Texas, Inc.
5493001L78U618KXNZ75
AEP Texas, Inc.
00108WAG5
172000.00000000
PA
USD
175865.19000000
0.093804381983
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.95000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBP4
47000.00000000
PA
USD
42554.79000000
0.022698214333
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAC6
105000.00000000
PA
USD
105587.57000000
0.056319142799
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAF9
55000.00000000
PA
USD
47780.34000000
0.025485459997
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
2.85000000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315AY9
75000.00000000
PA
USD
73543.12000000
0.039227017698
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MQ1
34000.00000000
PA
USD
33735.23000000
0.017993966863
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.10600000
N
N
N
N
N
N
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
05565AB28
336000.00000000
PA
USD
316680.00000000
0.168913311875
Long
DBT
CORP
FR
N
2
N/A
Variable
4.62500000
N
N
N
N
N
Snap, Inc.
549300JNC0L6VP8A2Q35
Snap, Inc., Class A
83304A106
19441.00000000
NS
USD
699681.59000000
0.373201764005
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCJ7
200000.00000000
PA
USD
177235.40000000
0.094535235555
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22200000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCA6
200000.00000000
PA
USD
188398.58000000
0.100489541810
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
50000.00000000
PA
USD
48482.27000000
0.025859861036
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
2.95000000
N
N
N
N
N
N
Ares Capital Corp.
WEQ82666OJYSI5GUAB47
Ares Capital Corp.
04010LBB8
78000.00000000
PA
USD
69193.98000000
0.036907238612
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2007-C, Class 1A4
059522AW2
6419.44000000
PA
USD
6384.93000000
0.003405645043
Long
ABS-MBS
CORP
US
N
2
2036-05-20
Variable
2.99412700
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CS6
106000.00000000
PA
USD
103195.16000000
0.055043060013
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGK4
31000.00000000
PA
USD
29142.96000000
0.015544505151
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Mid-America Apartments L.P.
549300FXWGE3QSYCUJ38
Mid-America Apartments L.P.
59523UAU1
15000.00000000
PA
USD
12615.44000000
0.006728924312
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.87500000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals, Series 2021
48305QAF0
135000.00000000
PA
USD
118334.96000000
0.063118447657
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CY3
200000.00000000
PA
USD
182045.29000000
0.097100773163
Long
DBT
CORP
GB
N
2
2032-11-22
Variable
2.87100000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CY2
70000.00000000
PA
USD
61477.61000000
0.032791419449
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, IO
3136AAQJ7
146981.63000000
PA
USD
27480.99000000
0.014658030297
Long
ABS-APCP
USGSE
US
N
2
2042-12-25
Floating
5.69343000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDP6
250000.00000000
PA
USD
249575.22000000
0.133120427473
Long
DBT
CORP
NL
N
2
2033-04-06
Variable
3.75800000
N
N
N
N
N
N
BPCE S.A.
9695005MSX1OYEMGDF46
BPCE S.A.
05578AAW8
250000.00000000
PA
USD
248576.15000000
0.132587535524
Long
DBT
CORP
FR
N
2
2025-01-14
Floating
0.69012800
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CED9
3402800.00000000
PA
USD
3331022.19000000
1.776727264256
Long
DBT
UST
US
N
2
2025-03-15
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXN9
375000.00000000
PA
USD
368544.14000000
0.196577021787
Long
DBT
CORP
US
N
2
2026-12-09
Floating
1.03833800
N
N
N
N
N
N
2022-04-30
AIM Variable Insurance Funds (Invesco Variable Insurance Funds)
Sheri Morris
Sheri Morris
President
XXXX