Destinations Core Fixed Income Fund
Overview
The Destinations Core Fixed Income Fund seeks to maximize current income and total return, investing primarily in investment grade multi-sector fixed income securities.
Employing a multi-manager approach, the Fund currently allocates assets among the following sub-advisers:
- DoubleLine Capital LP is the sub-adviser of DoubleLine Total Return Tactical which combines top down factors with bottom up security analysis and invests across a broad range of fixed income sectors.
- Wellington Management Company LLP is the sub-adviser of Wellington Core Bond which blends top-down strategies and bottom-up security selection resulting in a broadly diversified portfolio both across and within sectors.
- Merganser Capital Management, LLC is the sub-adviser of Merganser Core Aggregate Fixed Income which employs a bottom-up approach that combines cross-sector relative values analysis with deep fundamental security selection while seeking opportunities in less efficient areas of the fixed income market.
I Share Fund performance as of 3/31/2022 | ||||||||||||||
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ICE BofA US Broad Market Index |
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Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance quoted. Performance data current to the most recent month-end may be obtained by calling 1-877-771-7979.
*The Fund’s adviser, Brinker Capital Investments, LLC (“Brinker Capital” or the “Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2022 and may be amended or terminated only with the consent of the Board of Trustees.
ICE BofA US Broad Market Index: A broad based index that measures the performance of US dollar-denominated, investment grade debt securities, including US Treasury notes and bonds, quasi-government securities, corporate securities, residential and commercial mortgage-backed securities and asset-backed securities.
An investment in the Destinations Core Fixed Income Fund is subject to risk, including the possible loss of principal amount invested.
Derivatives, such as futures, involve risks different from, or possibly greater than, risks associated with investing directly in securities and other traditional investments. Specific risk issues include tax issues, increased potential for losses and/or costs to the Fund, and a potential reduction in gains to the Fund.
The prices of the Fund’s fixed income securities respond to economic developments, particularly interest rate changes, as well as to perceptions about the creditworthiness of individual issuers, including governments and their agencies. Generally, the Fund’s fixed income securities will decrease in value if interest rates rise and vice versa. In a low interest rate environment, risks associated with rising rates are heightened.
Foreign securities subject the Fund to the risks associated with investing in the particular country of an issuer, including the political, regulatory, economic, social, diplomatic and other conditions or events, as well as risks associated with less developed custody and settlement practices. Foreign securities may be more volatile and less liquid than securities of U.S. companies. Risks of foreign investment tend to be greater in emerging markets, which tend to be more likely to experience political turmoil or rapid change to market or economic conditions.
The risk that debt instruments quality are predominantly speculative. Known as ‘junk bonds,’ these have a higher degree of default risk and may be less liquid than higher-rated bonds, may be subject to greater price volatility.
Liquidity risk refers to the possibility that securities cannot be readily sold within seven days at approximately the price at which the Fund has valued them.
With securities lending risk, the Fund may lose money from securities lending if, for example, it is delayed in or prevented from selling the collateral after the loan is made or recovering the securities loaned or if it incurs losses on the reinvestment of cash collateral.
- Ticker: DCFFX
- CUSIP: 10964R608
- Benchmark: ICE BofA US Broad Market Index
- Inception date: 03/20/2017
- Gross expense ratio: 0.87%
- Net expense ratio: 0.78%*
Daily NAV | Date: | 05/13/2022 |
NAV: $8.84 NAV change: -$0.03 Total assets ($m): $1,841.9
Management team
- Amy L. Magnotta Head of Discretionary Portfolios
Amy L. Magnotta, CFA, is Head of Discretionary Portfolios at Brinker Capital with portfolio management responsibilities for the Destinations program. Ms. Magnotta joined Brinker Capital in 2006 as a senior analyst and has been portfolio manager for the Destinations program since 2007. Prior to joining Brinker Capital, Ms. Magnotta was an associate at Franklin Park Associates from 2004 to 2006 and an associate at BlackRock from 2001 to 2004. Ms. Magnotta has a B.S. in Finance from Lehigh University.
- Leigh A. Lowman Senior Portfolio Manager
Leigh A. Lowman, CFA is Senior Portfolio Manager at Brinker Capital with portfolio management responsibilities for the Destinations program. Prior to joining Brinker Capital in 2015, Ms. Lowman was an outreach analyst for The Investment Fund for Foundations (TIFF) and a senior associate for Mondrian Investment Partners. Ms. Lowman was previously at Brinker Capital from 2004 to 2010 as an investment associate and operations analyst. Ms. Lowman has a B.A. in Economics from Wittenberg University.
Performance
I Share Fund performance as of 3/31/2022 | ||||||||||||||||||||
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Annualized | ||||||||||||||||||||
MTD | QTD | YTD | 1 Year | 3 Years | 5 Years | Since Inception | Inception Date | Gross expense ratio | Net expense ratio* | |||||||||||
Destinations Core Fixed Income Fund |
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ICE BofA US Broad Market Index |
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Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance quoted. Performance data current to the most recent month-end may be obtained by calling 1-877-771-7979.
*The Fund’s adviser, Brinker Capital Investments, LLC (“Brinker Capital” or the “Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2022 and may be amended or terminated only with the consent of the Board of Trustees.
ICE BofA US Broad Market Index: A broad based index that measures the performance of US dollar-denominated, investment grade debt securities, including US Treasury notes and bonds, quasi-government securities, corporate securities, residential and commercial mortgage-backed securities and asset-backed securities.
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Holdings
Security Description | Ticker Symbol | Security ID | Security Type Description | Quantity | Base Market Value | Percent TNA |
---|---|---|---|---|---|---|
US DOLLARS | CASHUSD | CURRENCY | 32,479,737.6100 | 32,479,737.61 | 1.59 | |
MCDERMOTT INTERNATIONAL LTD | BMQ5XK3 | COMMON STOCK | 3,092.0000 | 2,009.80 | .00 | |
INTELSAT JAC RTS 12/31/2049 | L5137X109 | RIGHTS | 107.0000 | 588.50 | .00 | |
INTELSAT JACK RTS 12/31/2049 | L5137X117 | RIGHTS | 107.0000 | 561.75 | .00 | |
INTELSAT SA/LUXEMBOURG | L5217E120 | COMMON STOCK | 1,028.0000 | 31,996.50 | .00 | |
NEW FRONTERA HOLDINGS LLC | 34MR6T | COMMON STOCK | 51.0000 | 25.50 | .00 | |
CWT TRAVEL HLDGS INC | 34NP8W | COMMON STOCK | 1,073.0000 | 31,117.00 | .00 | |
GULFPORT ENERGY CORP | GPOR | 402635502 | COMMON STOCK | 848.0000 | 79,695.04 | .00 |
FORESIGHT ENERGY/FINANCNE | 99VVB7HU9 | COMMON STOCK | 1,640.4400 | 38,763.60 | .00 | |
BANCO MACRO SA V/R 11/04/26 | P1047VAF4 | CORPORATE BONDS | 250,000.0000 | 220,312.50 | .01 | |
MACQUARIE GROUP L V/R 01/14/33 | 55608JAZ1 | CORPORATE BONDS | 930,000.0000 | 772,978.80 | .04 | |
WESTPAC BANKING C V/R 11/18/36 | 961214EX7 | CORPORATE BONDS | 845,000.0000 | 700,227.51 | .03 | |
ATHENE HOLDING 3.95% 05/25/51 | 04686JAD3 | CORPORATE BONDS | 810,000.0000 | 656,407.38 | .03 | |
DIGICEL GROUP HOLD 8% 04/01/25 | 25381YAB7 | CORPORATE BONDS | 56,074.0000 | 46,727.13 | .00 | |
DIGICEL GROUP HOLDIN 7% /PERP/ | 25381YAC5 | CORPORATE BONDS | 79,795.0000 | 58,785.79 | .00 | |
NCL CORPORATIO 3.625% 12/15/24 | 62886HAP6 | CORPORATE BONDS | 220,000.0000 | 204,600.00 | .01 | |
NCL CORPORATIO 5.875% 03/15/26 | 62886HBA8 | CORPORATE BONDS | 85,000.0000 | 78,523.85 | .00 | |
NCL CORPORATIO 5.875% 02/15/27 | 62886HBE0 | CORPORATE BONDS | 95,000.0000 | 90,557.80 | .00 | |
TMIR 2021-3 M1A V/R 02/25/34 | 89600HAA7 | ASSET BACKED | 700,000.0000 | 694,180.13 | .03 | |
TRITON CONTAINE 3.25% 03/15/32 | 89681LAA0 | CORPORATE BONDS | 765,000.0000 | 651,928.76 | .03 | |
VIKING CRUISES 5.875% 09/15/27 | 92676XAD9 | CORPORATE BONDS | 360,000.0000 | 304,974.00 | .01 | |
VIKING CRUISES LT 13% 05/15/25 | 92676XAE7 | CORPORATE BONDS | 50,000.0000 | 54,720.00 | .00 | |
WEATHERFORD INTL 11% 12/01/24 | 947075AP2 | CORPORATE BONDS | 96,000.0000 | 98,880.00 | .00 | |
WEATHERFORD INTE 6.5% 09/15/28 | 947075AT4 | CORPORATE BONDS | 55,000.0000 | 55,550.00 | .00 | |
WEATHERFORD IN 8.625% 04/30/30 | 947075AU1 | CORPORATE BONDS | 50,000.0000 | 49,493.00 | .00 | |
GOVT OF BERMUD 2.375% 08/20/30 | G10367AE3 | GOVERNMENT BONDS | 890,000.0000 | 789,875.00 | .04 | |
BANCO EST RIO GRA V/R 01/28/31 | 05965BAB3 | CORPORATE BONDS | 200,000.0000 | 189,504.00 | .01 | |
FED REPUBLIC O 5.625% 02/21/47 | 105756BY5 | GOVERNMENT BONDS | 400,000.0000 | 341,908.00 | .02 | |
FED REPUBLIC OF 3.75% 09/12/31 | 105756CE8 | GOVERNMENT BONDS | 400,000.0000 | 345,200.00 | .02 | |
AIR CANADA 3.875% 08/15/26 | 008911BK4 | CORPORATE BONDS | 70,000.0000 | 64,727.25 | .00 | |
BANK OF MONTREAL V/R 01/10/37 | 06368DH72 | CORPORATE BONDS | 825,000.0000 | 693,432.99 | .03 | |
BANK OF NOVA SC 1.95% 02/02/27 | 06417XAD3 | CORPORATE BONDS | 1,050,000.0000 | 957,932.85 | .05 | |
BANK OF NOVA SC 3.45% 04/11/25 | 06417XAH4 | CORPORATE BONDS | 1,385,000.0000 | 1,369,377.20 | .07 | |
BAUSCH HEALTH C 6.25% 02/15/29 | 071734AK3 | CORPORATE BONDS | 60,000.0000 | 43,665.60 | .00 | |
BAUSCH HEALTH 4.875% 06/01/28 | 071734AN7 | CORPORATE BONDS | 90,000.0000 | 79,852.50 | .00 | |
BAUSCH HEALTH 6.125% 02/01/27 | 071734AP2 | CORPORATE BONDS | 45,000.0000 | 43,204.95 | .00 | |
BOMBARDIER INC 7.875% 04/15/27 | 097751BT7 | CORPORATE BONDS | 105,000.0000 | 97,814.85 | .00 | |
CANADIAN PACIFI 2.45% 12/02/31 | 13645RBF0 | CORPORATE BONDS | 420,000.0000 | 365,320.95 | .02 | |
CENOVUS ENERGY 4.25% 04/15/27 | 15135UAM1 | CORPORATE BONDS | 5,250,000.0000 | 5,252,970.71 | .26 | |
GFL ENVIRONMENTAL 4% 08/01/28 | 36168QAL8 | CORPORATE BONDS | 210,000.0000 | 184,800.00 | .01 | |
GARDA WORLD SE 4.625% 02/15/27 | 36485MAK5 | CORPORATE BONDS | 220,000.0000 | 198,000.00 | .01 | |
GARDA WORLD SECURI 6% 06/01/29 | 36485MAL3 | CORPORATE BONDS | 100,000.0000 | 82,859.00 | .00 | |
INTELLIGENT PACKAG 6% 09/15/28 | 45827MAA5 | CORPORATE BONDS | 85,000.0000 | 79,900.00 | .00 | |
MEG ENERGY COR 7.125% 02/01/27 | 552704AE8 | CORPORATE BONDS | 175,000.0000 | 177,712.50 | .01 | |
MEG ENERGY COR 5.875% 02/01/29 | 552704AF5 | CORPORATE BONDS | 20,000.0000 | 19,577.40 | .00 | |
MATTAMY GROUP 4.625% 03/01/30 | 57701RAM4 | CORPORATE BONDS | 140,000.0000 | 119,116.78 | .01 | |
CADILLAC FAIRVIE 2.5% 10/15/31 | 68327LAD8 | CORPORATE BONDS | 1,545,000.0000 | 1,339,491.73 | .07 | |
PARKLAND CORP 4.5% 10/01/29 | 70137WAG3 | CORPORATE BONDS | 95,000.0000 | 83,157.30 | .00 | |
PARKLAND CORP 4.625% 05/01/30 | 70137WAL2 | CORPORATE BONDS | 70,000.0000 | 61,250.00 | .00 | |
ROGERS COMMUNIC 4.55% 03/15/52 | 775109CD1 | CORPORATE BONDS | 460,000.0000 | 408,125.99 | .02 | |
ROYAL BANK OF CAN V/R 01/21/27 | 78016EYZ4 | CORPORATE BONDS | 3,720,000.0000 | 3,659,731.39 | .18 | |
SUPERIOR PLUS/GE 4.5% 03/15/29 | 86828LAC6 | CORPORATE BONDS | 130,000.0000 | 118,787.50 | .01 | |
TELESAT CANADA/T 6.5% 10/15/27 | 87952VAM8 | CORPORATE BONDS | 55,000.0000 | 23,504.25 | .00 | |
TERVITA CORP 11% 12/01/25 | 88159EAA1 | CORPORATE BONDS | 89,000.0000 | 99,235.00 | .00 | |
TORONTO-DOMINION 3.2% 03/10/32 | 89114TZV7 | CORPORATE BONDS | 5,965,000.0000 | 5,440,362.50 | .27 | |
TRANSCANADA PIPELI 1% 10/12/24 | 89352HBB4 | CORPORATE BONDS | 485,000.0000 | 455,181.95 | .02 | |
TRANSCANADA PIPE 2.5% 10/12/31 | 89352HBC2 | CORPORATE BONDS | 480,000.0000 | 409,524.74 | .02 | |
STONEWAY CAPITAL 10% 03/01/27 | BD4HGM1 | CORPORATE BONDS | 797,024.7000 | 213,204.11 | .01 | |
T/L TITAN ACQUISIT 0% 03/28/25 | LX172192 | LOAN | 194,699.1300 | 190,043.87 | .01 | |
T/L BAUSCH HEALT 0% 06/02/2025 | LX173606 | LOAN | 29,492.8800 | 29,314.74 | .00 | |
T/L WESTJET AIRLIN 0% 12/11/26 | LX181751 | LOAN | 112,412.5000 | 108,520.78 | .01 | |
T/L KRONOS ACQUIS ZCP 12/22/26 | LX192220 | LOAN | 108,637.3800 | 100,778.55 | .00 | |
T/L GARDA WORLD 0% 10/30/2026 | LX193422 | LOAN | 155,000.0000 | 153,295.00 | .01 | |
T/L AIR CANADA 0% 8/11/2028 | LX196603 | LOAN | 165,000.0000 | 163,143.75 | .01 | |
AIGIM 2021-1A A V/R 04/22/34 | 00141YAA3 | ASSET BACKED | 1,600,000.0000 | 1,564,193.60 | .08 | |
ALM 2020-1A A2 V/R 10/15/29 | 00166FAG1 | ASSET BACKED | 500,000.0000 | 500,060.00 | .02 | |
AIMCO 2021-15A A V/R 10/17/34 | 00889BAA9 | ASSET BACKED | 3,000,000.0000 | 2,953,065.00 | .14 | |
ALLEG 2019-1A AR V/R 07/20/32 | 01750FAJ5 | ASSET BACKED | 500,000.0000 | 495,531.00 | .02 | |
ANCHC 2021-19A A V/R 10/15/34 | 03328JAA5 | ASSET BACKED | 1,000,000.0000 | 989,765.30 | .05 | |
ANCHC 2014-4RA B V/R 01/28/31 | 03328LAC6 | ASSET BACKED | 1,000,000.0000 | 989,420.20 | .05 | |
APID 2013-12A CR V/R 04/15/31 | 03764DAK7 | ASSET BACKED | 500,000.0000 | 485,210.95 | .02 | |
ARCLO 2021-FL2 A V/R 02/15/26 | 03881EAA5 | ASSET BACKED | 260,000.0000 | 257,407.28 | .01 | |
AVOLON HOLDINGS 3.25% 02/15/27 | 05401AAJ0 | CORPORATE BONDS | 215,000.0000 | 194,941.80 | .01 | |
AVOLON HOLDING 2.125% 02/21/26 | 05401AAM3 | CORPORATE BONDS | 535,000.0000 | 479,095.75 | .02 | |
BSPRT 2021-FL6 A V/R 03/15/36 | 05601HAA2 | ASSET BACKED | 775,000.0000 | 760,933.91 | .04 | |
BSPRT 2021-FL7 B V/R 12/15/38 | 05602CAE4 | ASSET BACKED | 370,000.0000 | 363,690.39 | .02 | |
BCC 2020-2A AR V/R 07/19/34 | 05683EAN2 | ASSET BACKED | 2,000,000.0000 | 1,974,780.00 | .10 | |
BCC 2017-2A AR2 V/R 07/25/34 | 05683HAN5 | ASSET BACKED | 1,660,000.0000 | 1,643,868.12 | .08 | |
BCC 2019-1A AR V/R 04/19/34 | 05683VAS3 | ASSET BACKED | 1,440,000.0000 | 1,422,394.56 | .07 | |
BCC 2021-6A A1 V/R 10/21/34 | 05684PAA4 | ASSET BACKED | 500,000.0000 | 494,756.50 | .02 | |
BATLN 2017-11A A V/R 04/24/34 | 07132LAL3 | ASSET BACKED | 1,000,000.0000 | 986,355.00 | .05 | |
BLUEM 2019-24A A V/R 04/20/34 | 09609NAL9 | ASSET BACKED | 1,085,000.0000 | 1,065,887.73 | .05 | |
BLUEM 2021-31A A V/R 04/19/34 | 09631BAA1 | ASSET BACKED | 2,055,000.0000 | 2,027,078.72 | .10 | |
CBAM 2019-10A A1 V/R 04/20/32 | 12482NAN1 | ASSET BACKED | 500,000.0000 | 497,011.50 | .02 | |
CQS 2021-1A A V/R 01/20/35 | 12659UAA0 | ASSET BACKED | 1,250,000.0000 | 1,234,908.25 | .06 | |
C4US 2021-1A A V/R 01/18/35 | 14016TAA7 | ASSET BACKED | 2,000,000.0000 | 1,962,470.00 | .10 | |
CGMS 2021-3SA A1 V/R 04/15/34 | 14315DAA0 | ASSET BACKED | 1,537,000.0000 | 1,514,510.62 | .07 | |
CGMS 2014-3RA A1 V/R 07/27/31 | 14315LAA2 | ASSET BACKED | 1,973,747.0800 | 1,958,065.46 | .10 | |
CGMS 2021-2A A1 V/R 04/20/34 | 14316KAA3 | ASSET BACKED | 765,000.0000 | 755,336.52 | .04 | |
CEDF 2014-4A ARR V/R 07/23/34 | 150323BA0 | ASSET BACKED | 2,660,000.0000 | 2,617,692.70 | .13 | |
DRSLF 2017-53A A V/R 01/15/31 | 26243EAA9 | ASSET BACKED | 2,000,000.0000 | 1,984,716.00 | .10 | |
FSRIA 2021-FL3 A V/R 08/16/26 | 30323CAA8 | ASSET BACKED | 1,690,000.0000 | 1,645,684.82 | .08 | |
FPPC 2022-1A A V/R 04/14/35 | 35455DAA5 | ASSET BACKED | 2,000,000.0000 | 1,997,174.00 | .10 | |
GNRT 9A A V/R 10/20/34 | 37147LAA7 | ASSET BACKED | 500,000.0000 | 490,562.00 | .02 | |
GNRT 6A A1R V/R 01/22/35 | 37148JAA1 | ASSET BACKED | 2,500,000.0000 | 2,468,695.00 | .12 | |
GLOBAL AIR LEASE 6.5% 09/15/24 | 37960JAA6 | CORPORATE BONDS | 209,392.0000 | 180,596.41 | .01 | |
GSTNE 2019-FL2 C V/R 10/15/24 | 39809LAE4 | ASSET BACKED | 785,000.0000 | 780,335.77 | .04 | |
HLSY 2021-5A A1A V/R 01/30/35 | 406371AA2 | ASSET BACKED | 500,000.0000 | 495,264.00 | .02 | |
HLSY 2019-1A A1A V/R 01/20/33 | 406375AA3 | ASSET BACKED | 1,000,000.0000 | 997,145.50 | .05 | |
HLSY 2019-1A B1 V/R 01/20/33 | 406375AC9 | ASSET BACKED | 1,000,000.0000 | 986,687.20 | .05 | |
HORZN 2019-2 3.425% 11/15/26 | 44040JAA6 | ASSET BACKED | 4,531,852.6300 | 4,129,837.87 | .20 | |
LCM 15A DR V/R 07/20/30 | 50184NAQ5 | ASSET BACKED | 1,000,000.0000 | 981,555.90 | .05 | |
MF1 2022-FL8 A V/R 02/19/37 | 55284JAA7 | ASSET BACKED | 3,300,000.0000 | 3,288,321.30 | .16 | |
MF1 2022-FL8 AS V/R 02/19/37 | 55284JAC3 | ASSET BACKED | 845,000.0000 | 842,336.22 | .04 | |
MKS 2017-1A AR V/R 07/20/30 | 55317AAA7 | ASSET BACKED | 1,000,000.0000 | 991,495.00 | .05 | |
MP3 2013-1A AR V/R 10/20/30 | 553205AC9 | ASSET BACKED | 1,000,000.0000 | 994,149.10 | .05 | |
MDPK 2019-34A AR V/R 04/25/32 | 55819GAL3 | ASSET BACKED | 500,000.0000 | 497,645.50 | .02 | |
MDPK 2021-38A A V/R 07/17/34 | 55821KAC0 | ASSET BACKED | 1,675,000.0000 | 1,654,528.15 | .08 | |
MP22 2021-2A A V/R 07/25/34 | 56606GAA2 | ASSET BACKED | 1,000,000.0000 | 987,713.00 | .05 | |
MP21 2021-3A A1 V/R 10/17/34 | 56606KAA3 | ASSET BACKED | 1,000,000.0000 | 991,649.00 | .05 | |
MP14 2018-2A A1R V/R 01/20/32 | 56608KAN3 | ASSET BACKED | 1,000,000.0000 | 994,979.00 | .05 | |
WOODS 2017-16A A V/R 11/15/30 | 66859WAA0 | ASSET BACKED | 988,760.7200 | 982,988.93 | .05 | |
OCTR 2020-10A AR V/R 10/15/34 | 67516CAN9 | ASSET BACKED | 1,000,000.0000 | 982,227.00 | .05 | |
OCT51 2021-1A A V/R 07/20/34 | 67578JAA7 | ASSET BACKED | 500,000.0000 | 495,195.00 | .02 | |
PCEPK 2021-1A A V/R 10/20/34 | 70470MAC9 | ASSET BACKED | 1,000,000.0000 | 988,267.70 | .05 | |
RRAM 2021-16A A1 V/R 07/15/36 | 74971CAA1 | ASSET BACKED | 1,475,000.0000 | 1,457,979.98 | .07 | |
RACEP 2015-9A A1 V/R 10/15/30 | 74982WAA4 | ASSET BACKED | 2,000,000.0000 | 1,986,646.00 | .10 | |
REGT6 2016-1A AR V/R 04/20/34 | 75887NAW9 | ASSET BACKED | 2,010,000.0000 | 1,989,895.98 | .10 | |
REG11 2018-1A B V/R 07/17/31 | 75887XAC1 | ASSET BACKED | 1,000,000.0000 | 992,531.50 | .05 | |
REG23 2021-4A A1 V/R 01/20/35 | 75889FAC8 | ASSET BACKED | 1,000,000.0000 | 988,961.10 | .05 | |
RRAM 2017-1A A1A V/R 07/15/35 | 78108YAL6 | ASSET BACKED | 1,720,000.0000 | 1,703,278.16 | .08 | |
SAND 2021-1A A1 V/R 10/15/34 | 800130AA4 | ASSET BACKED | 500,000.0000 | 495,229.50 | .02 | |
SEAGATE HDD CA 3.375% 07/15/31 | 81180WBE0 | CORPORATE BONDS | 95,000.0000 | 77,232.15 | .00 | |
SNDPT 2020-2A AR V/R 10/25/34 | 83611VAS7 | ASSET BACKED | 500,000.0000 | 493,405.00 | .02 | |
SNDPT 2021-1A A V/R 04/25/34 | 83614VAC9 | ASSET BACKED | 1,710,000.0000 | 1,690,850.22 | .08 | |
SYMP 2021-25A A V/R 04/19/34 | 87167WAC9 | ASSET BACKED | 1,955,000.0000 | 1,919,718.12 | .09 | |
TRTX 2021-FL4 A V/R 03/15/38 | 87276WAA1 | ASSET BACKED | 550,000.0000 | 543,453.19 | .03 | |
PUTNM 2021-1A A V/R 10/15/34 | 88430TAA9 | ASSET BACKED | 1,000,000.0000 | 995,578.00 | .05 | |
WINDR 2014-1A AR V/R 07/18/31 | 88432CBB1 | ASSET BACKED | 995,901.6000 | 986,976.93 | .05 | |
TPRK 2021-1A A1 V/R 04/15/34 | 884887AA8 | ASSET BACKED | 1,720,000.0000 | 1,692,342.40 | .08 | |
TRANSOCEAN INC 11.5% 01/30/27 | 893830BQ1 | CORPORATE BONDS | 50,000.0000 | 49,737.00 | .00 | |
TRANSOCEAN POS 6.875% 02/01/27 | 89383JAA6 | CORPORATE BONDS | 192,187.5000 | 184,926.66 | .01 | |
CAVU 2021-3A A V/R 01/18/35 | 89624GAA1 | ASSET BACKED | 1,000,000.0000 | 988,549.00 | .05 | |
VALE OVERSEAS L 3.75% 07/08/30 | 91911TAQ6 | CORPORATE BONDS | 485,000.0000 | 438,318.75 | .02 | |
VENTR 2021-43A A V/R 04/15/34 | 92290CAB5 | ASSET BACKED | 660,000.0000 | 654,872.46 | .03 | |
VENTR 2021-42A A V/R 04/15/34 | 923260AC7 | ASSET BACKED | 1,710,000.0000 | 1,687,540.86 | .08 | |
WELF 2019-XA A1R V/R 07/20/32 | 94949WAM8 | ASSET BACKED | 1,335,000.0000 | 1,322,063.85 | .06 | |
WELF 2019-XA A2R V/R 07/20/32 | 94949WAN6 | ASSET BACKED | 1,000,000.0000 | 980,516.70 | .05 | |
GRAN TIERRA ENE 6.25% 02/15/25 | BG0VM19 | CORPORATE BONDS | 200,000.0000 | 185,000.00 | .01 | |
CHILE ELEC PEC SP ZCP 01/25/28 | 168831AA3 | CORPORATE BONDS | 200,000.0000 | 153,750.00 | .01 | |
REPUBLIC OF CHIL 3.5% 01/25/50 | 168863DL9 | GOVERNMENT BONDS | 200,000.0000 | 158,268.00 | .01 | |
REPUBLIC OF CHI 2.55% 01/27/32 | 168863DN5 | GOVERNMENT BONDS | 200,000.0000 | 173,516.00 | .01 | |
REPUBLIC OF CHIL 3.1% 01/22/61 | 168863DQ8 | GOVERNMENT BONDS | 400,000.0000 | 276,244.00 | .01 | |
REPUBLIC OF CHIL 3.1% 05/07/41 | 168863DS4 | GOVERNMENT BONDS | 1,220,000.0000 | 950,538.60 | .05 | |
REPUBLIC OF CHI 2.55% 07/27/33 | 168863DT2 | GOVERNMENT BONDS | 235,000.0000 | 195,886.60 | .01 | |
REPUBLIC OF CHI 3.25% 09/21/71 | 168863DU9 | GOVERNMENT BONDS | 200,000.0000 | 135,730.00 | .01 | |
REPUBLIC OF CHILE 4% 01/31/52 | 168863DW5 | GOVERNMENT BONDS | 200,000.0000 | 170,724.00 | .01 | |
TELEFONICA MOV 3.537% 11/18/31 | 87938XAB7 | CORPORATE BONDS | 300,000.0000 | 262,500.00 | .01 | |
EMPRESA ELECTRIC 5.5% 05/14/27 | BK254C2 | CORPORATE BONDS | 158,480.0000 | 148,378.48 | .01 | |
CAP SA 3.9% 04/27/31 | P2316YAA1 | CORPORATE BONDS | 500,000.0000 | 424,375.00 | .02 | |
GUACOLDA ENERGI 4.56% 04/30/25 | P3711HAF6 | CORPORATE BONDS | 900,000.0000 | 303,165.00 | .01 | |
EMPRESA ELECTR 4.875% 05/25/29 | P3713QAA5 | CORPORATE BONDS | 195,600.0000 | 180,930.00 | .01 | |
REPUBLIC OF CHIL 3.5% 04/15/53 | P8056EBC1 | GOVERNMENT BONDS | 205,000.0000 | 157,866.40 | .01 | |
BANCO DAVIVIENDA SA V/R /PERP/ | 059501AD8 | CORPORATE BONDS | 200,000.0000 | 177,500.00 | .01 | |
REPUBLIC OF COLOMB 5% 06/15/45 | 195325CU7 | GOVERNMENT BONDS | 300,000.0000 | 222,750.00 | .01 | |
REPUBLIC OF CO 4.125% 05/15/51 | 195325DT9 | GOVERNMENT BONDS | 600,000.0000 | 402,000.00 | .02 | |
REPUBLIC OF COL 3.25% 04/22/32 | 195325DZ5 | GOVERNMENT BONDS | 350,000.0000 | 267,354.50 | .01 | |
ECOPETROL SA 5.875% 05/28/45 | 279158AJ8 | CORPORATE BONDS | 100,000.0000 | 78,621.00 | .00 | |
ECOPETROL SA 4.625% 11/02/31 | 279158AP4 | CORPORATE BONDS | 100,000.0000 | 83,550.00 | .00 | |
ECOPETROL SA 5.875% 11/02/51 | 279158AQ2 | CORPORATE BONDS | 550,000.0000 | 418,687.50 | .02 | |
OLEODUCTO CENTRAL 4% 07/14/27 | P7358RAD8 | CORPORATE BONDS | 200,000.0000 | 181,002.00 | .01 | |
EMPRESAS PUBLI 4.375% 02/15/31 | P9379RBC0 | CORPORATE BONDS | 600,000.0000 | 493,506.00 | .02 | |
DOMINICAN REPUBLIC 6% 02/22/33 | 25714PEN4 | GOVERNMENT BONDS | 300,000.0000 | 272,139.70 | .01 | |
ALTICE FRANCE SA 5.5% 10/15/29 | 02156LAH4 | CORPORATE BONDS | 200,000.0000 | 170,000.00 | .01 | |
BPCE SA V/R 10/19/27 | 05583JAK8 | CORPORATE BONDS | 520,000.0000 | 465,108.86 | .02 | |
BNP PARIBAS V/R 06/09/26 | 09659W2L7 | CORPORATE BONDS | 935,000.0000 | 872,315.44 | .04 | |
BNP PARIBAS V/R 01/13/27 | 09659W2N3 | CORPORATE BONDS | 495,000.0000 | 440,156.53 | .02 | |
TOTALENERGIES 3.386% 06/29/60 | 89153VAW9 | CORPORATE BONDS | 455,000.0000 | 362,564.65 | .02 | |
ADANI INTERNATIONA 3% 02/16/31 | 00654UAA0 | CORPORATE BONDS | 288,000.0000 | 249,192.00 | .01 | |
ADANI PORTS AND SP 4% 07/30/27 | BF0MQ91 | CORPORATE BONDS | 200,000.0000 | 186,953.91 | .01 | |
ADANI PORTS AN 4.375% 07/03/29 | Y00130RP4 | CORPORATE BONDS | 200,000.0000 | 182,342.00 | .01 | |
RELIANCE INDUS 2.875% 01/12/32 | Y72570AS6 | CORPORATE BONDS | 250,000.0000 | 213,875.00 | .01 | |
REPUBLIC OF INDO 3.7% 10/30/49 | 455780CN4 | GOVERNMENT BONDS | 700,000.0000 | 591,796.00 | .03 | |
REPUBLIC OF IND 3.55% 03/31/32 | 455780DJ2 | GOVERNMENT BONDS | 200,000.0000 | 189,674.83 | .01 | |
FREEPORT INDON 5.315% 04/14/32 | 69377FAB2 | CORPORATE BONDS | 200,000.0000 | 193,500.00 | .01 | |
AERCAP IRELAND C 4.5% 09/15/23 | 00774MAP0 | CORPORATE BONDS | 980,000.0000 | 981,968.55 | .05 | |
AERCAP IRELAND 1.65% 10/29/24 | 00774MAU9 | CORPORATE BONDS | 4,195,000.0000 | 3,910,627.87 | .19 | |
AERCAP IRELAND C 3.3% 01/30/32 | 00774MAX3 | CORPORATE BONDS | 850,000.0000 | 707,225.50 | .03 | |
C&W SENIOR FIN 6.875% 09/15/27 | BF5Q245 | CORPORATE BONDS | 400,000.0000 | 388,124.00 | .02 | |
T/L ION TRADING FINANCE LIMITED 0% 4/01/28 | LX193674 | LOAN | 143,912.5000 | 142,913.75 | .01 | |
ANGLOGOLD HOLDI 3.75% 10/01/30 | 03512TAE1 | CORPORATE BONDS | 200,000.0000 | 178,910.00 | .01 | |
NTT FINANCE CO 1.162% 04/03/26 | 62954WAC9 | CORPORATE BONDS | 1,010,000.0000 | 911,892.14 | .04 | |
SUMITOMO MITSUI 0.85% 03/25/24 | 86563VAU3 | CORPORATE BONDS | 4,000,000.0000 | 3,808,550.60 | .19 | |
TAKEDA PHARMACE 2.05% 03/31/30 | 874060AX4 | CORPORATE BONDS | 200,000.0000 | 168,022.86 | .01 | |
GALAXY PIPELINE 2.16% 03/31/34 | 36321PAD2 | CORPORATE BONDS | 384,360.0000 | 337,947.32 | .02 | |
GALAXY PIPELINE 2.94% 09/30/40 | 36321PAE0 | CORPORATE BONDS | 687,827.0000 | 574,377.33 | .03 | |
GALAXY PIPELINE 2.94% 09/30/40 | BM8MS85 | CORPORATE BONDS | 245,652.5000 | 205,134.76 | .01 | |
CAMELOT FINANCE 4.5% 11/01/26 | 13323AAB6 | CORPORATE BONDS | 45,000.0000 | 42,300.00 | .00 | |
ENDO LUX FIN C 6.125% 04/01/29 | 29280BAA3 | CORPORATE BONDS | 110,000.0000 | 95,700.00 | .00 | |
EVERARC ESCROW SAR 5% 10/30/29 | 29977LAA9 | CORPORATE BONDS | 170,000.0000 | 149,059.40 | .01 | |
INTELSAT JACKSON 6.5% 03/15/30 | 45824TBC8 | CORPORATE BONDS | 120,000.0000 | 112,978.80 | .01 | |
ESC GCB INTEL 5.5% 08/01/2023 | 458ESCAA8 | CORPORATE BONDS | 110,000.0000 | .00 | .00 | |
JBS FINANCE LUXE 2.5% 01/15/27 | 46592QAB5 | CORPORATE BONDS | 735,000.0000 | 659,662.50 | .03 | |
SCHLUMBERGER IN 2.65% 06/26/30 | 806854AJ4 | CORPORATE BONDS | 6,030,000.0000 | 5,389,625.22 | .26 | |
MC BRAZIL DWNST 7.25% 06/30/31 | L626A6AA2 | CORPORATE BONDS | 250,000.0000 | 217,500.00 | .01 | |
MILLICOM INTL 5.125% 01/15/28 | L6388GAB6 | CORPORATE BONDS | 180,000.0000 | 169,650.00 | .01 | |
T/L TRAVELPORT F 0% 2/28/25 | LX190025 | LOAN | 90,496.4200 | 92,306.35 | .00 | |
T/L CONNECT FINCO 0% 12/11/26 | LX192181 | LOAN | 63,700.0000 | 63,267.48 | .00 | |
T/L SUNSHINE LU 0% 10/01/2026 | LX193531 | LOAN | 34,303.5100 | 33,966.65 | .00 | |
T/L ICON LUXEMBOU 0% 07/03/28 | LX195616 | LOAN | 139,895.3900 | 138,998.66 | .01 | |
T/L ICON LUXEMBOU 0% 07/03/28 | LX195815 | LOAN | 34,855.0200 | 34,631.60 | .00 | |
T/L TRAVELP 0% 05/29/2026 | LX196301 | LOAN | 19,908.0600 | 16,708.64 | .00 | |
T/L INTELSAT JAC 0% 02/01/2029 | LX201435 | LOAN | 284,387.5000 | 275,855.88 | .01 | |
SEASPAN CORP 5.5% 08/01/29 | 81254UAK2 | CORPORATE BONDS | 70,000.0000 | 61,775.00 | .00 | |
PETROLEOS MEXIC 6.75% 09/21/47 | 71654QCC4 | CORPORATE BONDS | 150,000.0000 | 108,390.00 | .01 | |
UNITED MEXICAN 4.75% 03/08/44 | 91086QBB3 | GOVERNMENT BONDS | 1,366,000.0000 | 1,193,474.20 | .06 | |
UNITED MEXICAN 4.35% 01/15/47 | 91087BAB6 | GOVERNMENT BONDS | 200,000.0000 | 161,670.00 | .01 | |
UNITED MEXICAN 2.659% 05/24/31 | 91087BAM2 | GOVERNMENT BONDS | 1,595,000.0000 | 1,336,482.40 | .07 | |
UNITED MEXICAN 3.771% 05/24/61 | 91087BAN0 | GOVERNMENT BONDS | 490,000.0000 | 342,961.05 | .02 | |
UNITED MEXICAN 4.28% 08/14/41 | 91087BAQ3 | GOVERNMENT BONDS | 1,860,000.0000 | 1,544,599.80 | .08 | |
UNITED MEXICAN S 3.5% 02/12/34 | 91087BAR1 | GOVERNMENT BONDS | 665,000.0000 | 561,951.60 | .03 | |
BANCO MERCANTIL DE V/R /PERP/ | P14008AE9 | CORPORATE BONDS | 400,000.0000 | 396,000.00 | .02 | |
UNIFIN FINANCIERA S V/R /PERP/ | P94461AD5 | CORPORATE BONDS | 423,000.0000 | 139,590.00 | .01 | |
AES ANDRES BV 5.7% 05/04/28 | 00109YAA3 | CORPORATE BONDS | 300,000.0000 | 275,160.48 | .01 | |
ENEL FINANCE I 1.375% 07/12/26 | 29278GAM0 | CORPORATE BONDS | 705,000.0000 | 631,010.46 | .03 | |
PETROBRAS GLOBA 6.75% 06/03/50 | 71647NBG3 | CORPORATE BONDS | 500,000.0000 | 463,440.00 | .02 | |
PETROBRAS GLOBAL 5.5% 06/10/51 | 71647NBJ7 | CORPORATE BONDS | 100,000.0000 | 82,062.00 | .00 | |
SHELL INTERNATI 3.25% 04/06/50 | 822582CH3 | CORPORATE BONDS | 600,000.0000 | 495,010.87 | .02 | |
SHELL INTERNATIONA 3% 11/26/51 | 822582CL4 | CORPORATE BONDS | 365,000.0000 | 284,893.01 | .01 | |
SIEMENS FINANCIE 1.2% 03/11/26 | 82620KAZ6 | CORPORATE BONDS | 920,000.0000 | 839,169.82 | .04 | |
VZ SECURED FINANCI 5% 01/15/32 | 91845AAA3 | CORPORATE BONDS | 200,000.0000 | 172,582.00 | .01 | |
T/L PLAYA RESORTS 0% 04/29/24 | LX162387 | LOAN | 38,483.9600 | 37,869.37 | .00 | |
T/L BRIGHT BIDCO B 0% 06/30/24 | LX171142 | LOAN | 150,194.7600 | 70,014.79 | .00 | |
T/L STARS GROUP HO 0% 7/21/2026 | LX174018 | LOAN | 149,017.0600 | 148,170.64 | .01 | |
T/L LEALAND FINA 0% 06/30/25 | LX188994 | LOAN | 27.3600 | 14.23 | .00 | |
T/L ATOTECH B.V 0% 03/18/2028 | LX193211 | LOAN | 14,887.5000 | 14,749.20 | .00 | |
MINEJESA CAPIT 4.625% 08/10/30 | N57445AA1 | CORPORATE BONDS | 600,000.0000 | 544,962.00 | .03 | |
MINEJESA CAPIT 5.625% 08/10/37 | N57445AB9 | CORPORATE BONDS | 300,000.0000 | 252,831.00 | .01 | |
VTR FINANCE BV 6.375% 07/15/28 | P9810YAA7 | CORPORATE BONDS | 200,000.0000 | 182,502.00 | .01 | |
EQUINOR ASA 3.7% 04/06/50 | 29446MAH5 | CORPORATE BONDS | 510,000.0000 | 459,176.74 | .02 | |
CARNIVAL CORP 5.75% 03/01/27 | 143658BN1 | CORPORATE BONDS | 195,000.0000 | 176,575.43 | .01 | |
REPUBLIC OF PANA 4.3% 04/29/53 | 698299BB9 | GOVERNMENT BONDS | 200,000.0000 | 166,657.91 | .01 | |
REPUBLIC OF PANA 4.5% 04/16/50 | 698299BH6 | GOVERNMENT BONDS | 1,515,000.0000 | 1,305,445.20 | .06 | |
REPUBLIC OF PAN 3.87% 07/23/60 | 698299BL7 | GOVERNMENT BONDS | 300,000.0000 | 223,251.00 | .01 | |
REPUBLIC OF PANA 4.5% 04/01/56 | 698299BM5 | GOVERNMENT BONDS | 200,000.0000 | 170,074.92 | .01 | |
REPUBLIC OF PA 2.252% 09/29/32 | 698299BN3 | GOVERNMENT BONDS | 400,000.0000 | 320,012.00 | .02 | |
REPUBLIC OF PANA 4.5% 01/19/63 | 698299BS2 | GOVERNMENT BONDS | 400,000.0000 | 331,395.11 | .02 | |
UEP PENONOME II 6.5% 10/01/38 | 90363PAA4 | CORPORATE BONDS | 336,621.9900 | 326,523.33 | .02 | |
REPUBLIC OF PAN 3.87% 07/23/60 | BJVN8G2 | GOVERNMENT BONDS | 925,000.0000 | 691,234.00 | .03 | |
T/L CARNIVAL CO 0% 06/30/25 | LX188867 | LOAN | 58,950.0000 | 57,928.99 | .00 | |
T/L CARNIVAL COR 0% 10/18/28 | LX199153 | LOAN | 389,025.0000 | 382,703.34 | .02 | |
FENIX POWER PE 4.317% 09/20/27 | BFB5M24 | CORPORATE BONDS | 157,352.9400 | 152,437.23 | .01 | |
PETROLEOS DEL P 4.75% 06/19/32 | BZ3ZZ12 | CORPORATE BONDS | 200,000.0000 | 164,290.00 | .01 | |
BANCO INTERNAC DE V/R 07/08/30 | P13435AD7 | CORPORATE BONDS | 150,000.0000 | 140,625.00 | .01 | |
PETROLEOS DEL 5.625% 06/19/47 | P7808BAB3 | CORPORATE BONDS | 200,000.0000 | 145,300.00 | .01 | |
REPUBLIC OF PHIL 3.7% 03/01/41 | 718286CA3 | GOVERNMENT BONDS | 500,000.0000 | 438,518.25 | .02 | |
REPUBLIC OF PHIL 3.7% 02/02/42 | 718286CB1 | GOVERNMENT BONDS | 2,550,000.0000 | 2,233,850.90 | .11 | |
REPUBLIC OF PH 1.648% 06/10/31 | 718286CK1 | GOVERNMENT BONDS | 600,000.0000 | 494,950.25 | .02 | |
STATE OF QATAR 3.4% 04/16/25 | 74727PBC4 | GOVERNMENT BONDS | 400,000.0000 | 400,704.00 | .02 | |
QATAR ENERGY 2.25% 07/12/31 | BP2PSG9 | CORPORATE BONDS | 500,000.0000 | 436,250.00 | .02 | |
ROMANIA 3% 02/27/27 | 77586RAK6 | GOVERNMENT BONDS | 636,000.0000 | 590,697.72 | .03 | |
ROMANIA 3% 02/14/31 | BMVVYM5 | GOVERNMENT BONDS | 1,228,000.0000 | 1,046,184.78 | .05 | |
SAUDI INTERNATIO 4.5% 10/26/46 | BDFT8M0 | GOVERNMENT BONDS | 1,500,000.0000 | 1,436,550.00 | .07 | |
DBS GROUP HOLDING V/R 12/11/28 | 24023NAA0 | CORPORATE BONDS | 300,000.0000 | 304,119.11 | .01 | |
LLPL CAPITAL P 6.875% 02/04/39 | 50201PAA4 | CORPORATE BONDS | 697,360.0000 | 677,826.95 | .03 | |
TEMASEK FINANCIAL 1% 10/06/30 | 87973PAU8 | CORPORATE BONDS | 800,000.0000 | 655,960.00 | .03 | |
TEMASEK FINANCIAL 1% 10/06/30 | 87973RAU4 | CORPORATE BONDS | 250,000.0000 | 204,987.50 | .01 | |
SINGTEL GROUP 1.875% 06/10/30 | BMBKHD4 | CORPORATE BONDS | 200,000.0000 | 174,220.86 | .01 | |
T/L GRAB HOLDIN 0% 01/29/2026 | LX191886 | LOAN | 74,250.0000 | 72,176.94 | .00 | |
DBS GROUP HOLDING V/R 03/10/31 | Y20246J57 | CORPORATE BONDS | 400,000.0000 | 367,288.00 | .02 | |
REPUBLIC OF SOUT 4.3% 10/12/28 | 836205AU8 | GOVERNMENT BONDS | 200,000.0000 | 182,252.00 | .01 | |
KOREA DEVELOPM 1.625% 01/19/31 | 500630DH8 | GOVERNMENT BONDS | 400,000.0000 | 339,896.00 | .02 | |
REPUBLIC OF KOR 2.75% 01/19/27 | 50064FAM6 | GOVERNMENT BONDS | 200,000.0000 | 195,330.00 | .01 | |
LG CHEM LTD 2.375% 07/07/31 | 501955AD0 | CORPORATE BONDS | 200,000.0000 | 170,410.54 | .01 | |
SHINHAN FINANCIAL G V/R /PERP/ | 824596AA8 | CORPORATE BONDS | 250,000.0000 | 226,872.50 | .01 | |
KOREA EAST-WEST 1.75% 05/06/25 | Y4836TBT7 | CORPORATE BONDS | 200,000.0000 | 190,314.02 | .01 | |
KT CORP 2.5% 07/18/26 | Y49915AZ7 | CORPORATE BONDS | 400,000.0000 | 381,287.76 | .02 | |
AI CANDELARIA S 5.75% 06/15/33 | 00870WAA4 | CORPORATE BONDS | 250,000.0000 | 208,125.00 | .01 | |
GRIFOLS ESCROW 4.75% 10/15/28 | 39843UAA0 | CORPORATE BONDS | 240,000.0000 | 218,976.00 | .01 | |
AI CANDELARIA SP 7.5% 12/15/28 | BGL1H02 | CORPORATE BONDS | 250,000.0000 | 242,200.00 | .01 | |
T/L TRITON WATER HOLDINGS INC 0% 3/31/2028 | LX193319 | LOAN | 133,987.5800 | 129,951.87 | .01 | |
AMERICAN AIRLIN 5.75% 04/20/29 | 00253XAB7 | CORPORATE BONDS | 210,000.0000 | 202,350.75 | .01 | |
ARDAGH PKG FIN/ 5.25% 08/15/27 | 03969AAP5 | CORPORATE BONDS | 200,000.0000 | 171,750.00 | .01 | |
ARDAGH METAL PACKA 4% 09/01/29 | 03969YAB4 | CORPORATE BONDS | 200,000.0000 | 171,406.00 | .01 | |
NXP BV/NXP FUN 4.875% 03/01/24 | 62947QAZ1 | CORPORATE BONDS | 2,200,000.0000 | 2,242,151.08 | .11 | |
NXP BV/NXP FDG 3.875% 06/18/26 | 62954HAA6 | CORPORATE BONDS | 555,000.0000 | 546,541.60 | .03 | |
TITAN ACQ/CO-BO 7.75% 04/15/26 | 88827AAA1 | CORPORATE BONDS | 75,000.0000 | 72,375.00 | .00 | |
CREDIT SUISSE GRO V/R 04/01/31 | 225401AP3 | CORPORATE BONDS | 5,000,000.0000 | 4,633,380.30 | .23 | |
UBS GROUP AG V/R 01/30/27 | 902613AC2 | CORPORATE BONDS | 1,254,000.0000 | 1,125,123.49 | .06 | |
UBS GROUP AG V/R 02/11/33 | 902613AK4 | CORPORATE BONDS | 3,400,000.0000 | 2,854,315.16 | .14 | |
KASIKORNBANK PCL HK V/R /PERP/ | BLPK454 | CORPORATE BONDS | 500,000.0000 | 490,000.00 | .02 | |
BANGKOK BANK PCL/HK V/R /PERP/ | Y06072AD7 | CORPORATE BONDS | 300,000.0000 | 292,998.00 | .01 | |
FIN DEPT GOVT 3.625% 03/10/33 | BMV33B3 | GOVERNMENT BONDS | 1,025,000.0000 | 902,004.10 | .04 | |
BAT INTL FINAN 1.668% 03/25/26 | 05530QAN0 | CORPORATE BONDS | 705,000.0000 | 632,409.66 | .03 | |
BG ENERGY CAPI 5.125% 10/15/41 | 05541VAF3 | CORPORATE BONDS | 500,000.0000 | 529,317.98 | .03 | |
BARCLAYS PLC 4.375% 01/12/26 | 06738EAN5 | CORPORATE BONDS | 5,000,000.0000 | 4,982,585.00 | .24 | |
CSL FINANCE PLC 4.05% 04/27/29 | 12661PAB5 | CORPORATE BONDS | 515,000.0000 | 512,072.91 | .03 | |
CSL FINANCE PLC 4.25% 04/27/32 | 12661PAC3 | CORPORATE BONDS | 515,000.0000 | 510,539.13 | .03 | |
DIAGEO CAPITAL PLC 2% 04/29/30 | 25243YBD0 | CORPORATE BONDS | 1,040,000.0000 | 905,605.76 | .04 | |
EG GLOBAL FINANC 8.5% 10/30/25 | 28228PAB7 | CORPORATE BONDS | 200,000.0000 | 200,030.00 | .01 | |
HSBC HOLDINGS PLC V/R 11/22/23 | HSBC23B | 404280BM0 | CORPORATE BONDS | 1,950,000.0000 | 1,948,720.57 | .10 |
HSBC HOLDINGS PLC V/R 06/19/29 | 404280BT5 | CORPORATE BONDS | 1,085,000.0000 | 1,064,196.60 | .05 | |
HSBC HOLDINGS PLC V/R 05/22/30 | 404280CC1 | CORPORATE BONDS | 1,400,000.0000 | 1,320,141.89 | .06 | |
HSBC HOLDINGS PLC V/R 05/24/25 | 404280CS6 | CORPORATE BONDS | 315,000.0000 | 295,323.16 | .01 | |
HSBC HOLDINGS PLC V/R 03/29/33 | 404280DC0 | CORPORATE BONDS | 1,355,000.0000 | 1,282,427.92 | .06 | |
LLOYDS BANKING GR V/R 03/18/28 | 53944YAS2 | CORPORATE BONDS | 2,400,000.0000 | 2,315,933.93 | .11 | |
ROYALTY PHARMA 1.75% 09/02/27 | 78081BAJ2 | CORPORATE BONDS | 95,000.0000 | 83,153.50 | .00 | |
ROYALTY PHARMA P 2.2% 09/02/30 | 78081BAK9 | CORPORATE BONDS | 1,195,000.0000 | 997,054.82 | .05 | |
ROYALTY PHARMA P 3.3% 09/02/40 | 78081BAL7 | CORPORATE BONDS | 880,000.0000 | 686,854.44 | .03 | |
ROYALTY PHARMA 2.15% 09/02/31 | 78081BAN3 | CORPORATE BONDS | 650,000.0000 | 522,728.12 | .03 | |
STANDARD CHARTERE V/R 01/14/27 | 853254BZ2 | CORPORATE BONDS | 7,000,000.0000 | 6,226,855.11 | .31 | |
VEDANTA RESOURC 9.25% 04/23/26 | 92243XAA9 | CORPORATE BONDS | 400,000.0000 | 331,200.00 | .02 | |
VEDANTA RESOUR 6.125% 08/09/24 | BF2WGB1 | CORPORATE BONDS | 200,000.0000 | 167,600.00 | .01 | |
T/L EG GROUP LIMIT 0% 02/07/25 | LX171055 | LOAN | 67,280.5200 | 65,766.71 | .00 | |
T/L MERLIN ENTERT 0% 11/12/26 | LX183343 | LOAN | .0000 | .00 | .00 | |
T/L MERLIN ENTER 0% 11/12/26 | LX183345 | LOAN | .0000 | .00 | .00 | |
AASET 2018-1A 3.844% 09/16/23 | 000367AA0 | ASSET BACKED | 1,559,449.8800 | 1,076,059.72 | .05 | |
AASET 2019-2 3.376% 10/16/26 | 00038RAA4 | ASSET BACKED | 1,623,916.6200 | 1,284,806.45 | .06 | |
AEP TEXAS INC 3.45% 01/15/50 | 00108WAK6 | CORPORATE BONDS | 625,000.0000 | 498,201.42 | .02 | |
AMC ENTERTAINMEN 7.5% 02/15/29 | 00165CBA1 | CORPORATE BONDS | 80,000.0000 | 73,200.00 | .00 | |
API ESCROW CORP 4.75% 10/15/29 | 00185PAA9 | CORPORATE BONDS | 115,000.0000 | 103,500.00 | .01 | |
API GROUP DE I 4.125% 07/15/29 | 001877AA7 | CORPORATE BONDS | 90,000.0000 | 80,327.70 | .00 | |
AT&T INC 2.75% 06/01/31 | 00206RJY9 | CORPORATE BONDS | 225,000.0000 | 198,413.36 | .01 | |
AT&T INC 3.65% 06/01/51 | 00206RKA9 | CORPORATE BONDS | 585,000.0000 | 474,109.02 | .02 | |
AT&T INC 3.3% 02/01/52 | 00206RKE1 | CORPORATE BONDS | 435,000.0000 | 329,513.97 | .02 | |
AT&T INC 3.5% 02/01/61 | 00206RKF8 | CORPORATE BONDS | 1,450,000.0000 | 1,073,824.82 | .05 | |
AT&T INC 2.25% 02/01/32 | 00206RKH4 | CORPORATE BONDS | 7,106,000.0000 | 5,922,069.34 | .29 | |
AT&T INC 1.7% 03/25/26 | 00206RML3 | CORPORATE BONDS | 725,000.0000 | 669,419.33 | .03 | |
AT&T INC 2.55% 12/01/33 | 00206RMM1 | CORPORATE BONDS | 1,030,000.0000 | 854,693.17 | .04 | |
AIR METHODS CORP 8% 05/15/25 | 00215JAA7 | CORPORATE BONDS | 40,000.0000 | 32,700.00 | .00 | |
ABBVIE INC 2.95% 11/21/26 | 00287YBV0 | CORPORATE BONDS | 145,000.0000 | 138,852.34 | .01 | |
ABBVIE INC 3.2% 11/21/29 | 00287YBX6 | CORPORATE BONDS | 105,000.0000 | 97,708.36 | .00 | |
ABBVIE INC 4.25% 11/21/49 | 00287YCB3 | CORPORATE BONDS | 1,230,000.0000 | 1,126,505.78 | .06 | |
ABBVIE INC 3.85% 06/15/24 | 00287YCV9 | CORPORATE BONDS | 735,000.0000 | 741,248.52 | .04 | |
ABBVIE INC 4.55% 03/15/35 | 00287YCY3 | CORPORATE BONDS | 5,120,000.0000 | 5,087,163.08 | .25 | |
ACADEMY LTD 6% 11/15/27 | 00401YAA8 | CORPORATE BONDS | 140,000.0000 | 139,650.00 | .01 | |
ACRISURE LLC / 4.25% 02/15/29 | 00489LAF0 | CORPORATE BONDS | 95,000.0000 | 83,001.50 | .00 | |
ACRISURE LLC / FIN 6% 08/01/29 | 00489LAH6 | CORPORATE BONDS | 80,000.0000 | 69,900.00 | .00 | |
ACURIS FIN US/ACUR 5% 05/01/28 | 00511BAA5 | CORPORATE BONDS | 200,000.0000 | 183,000.00 | .01 | |
ADAPTHEALTH LL 5.125% 03/01/30 | 00653VAE1 | CORPORATE BONDS | 210,000.0000 | 180,600.00 | .01 | |
ADVANCE AUTO PAR 3.9% 04/15/30 | 00751YAE6 | CORPORATE BONDS | 5,000,000.0000 | 4,734,378.35 | .23 | |
ADVANCED DRAINAGE 5% 09/30/27 | 00790RAA2 | CORPORATE BONDS | 130,000.0000 | 125,612.50 | .01 | |
AETHON UN/AETHI 8.25% 02/15/26 | 00810GAC8 | CORPORATE BONDS | 65,000.0000 | 66,984.40 | .00 | |
AIR LEASE CORP 3.25% 03/01/25 | 00912XBA1 | CORPORATE BONDS | 590,000.0000 | 570,186.84 | .03 | |
AIR PRODUCTS & 1.85% 05/15/27 | 009158AY2 | CORPORATE BONDS | 255,000.0000 | 234,537.54 | .01 | |
AJAXM 2021-C A V/R 01/25/61 | 009733AA4 | ASSET BACKED | 403,943.7100 | 381,849.81 | .02 | |
ALABAMA POWER C 3.45% 10/01/49 | 010392FT0 | CORPORATE BONDS | 425,000.0000 | 348,708.04 | .02 | |
OVINTIV INC 7.375% 11/01/31 | CVE/31A | 012873AK1 | CORPORATE BONDS | 140,000.0000 | 161,811.21 | .01 |
ALCON FINANCE C 2.75% 09/23/26 | 01400EAA1 | CORPORATE BONDS | 995,000.0000 | 947,110.49 | .05 | |
ALEN 2021-ACEN D V/R 04/15/26 | 01449NAG1 | ASSET BACKED | 750,000.0000 | 729,769.80 | .04 | |
ALEXANDRIA REA 1.875% 02/01/33 | 015271AV1 | CORPORATE BONDS | 1,115,000.0000 | 875,857.96 | .04 | |
ALLIANT HOLD / 6.75% 10/15/27 | 01883LAA1 | CORPORATE BONDS | 135,000.0000 | 127,660.05 | .01 | |
ALLIED UNIVERS 6.625% 07/15/26 | 019576AA5 | CORPORATE BONDS | 130,000.0000 | 125,637.20 | .01 | |
ALLIED UNIVERSA 9.75% 07/15/27 | 019576AB3 | CORPORATE BONDS | 170,000.0000 | 165,001.15 | .01 | |
UMBS TBA 15YR 1.5% MAY 21 | 01F012452 | TBA- TO BE ANNOUNCED SECURITY | 2,364,000.0000 | 2,161,966.46 | .11 | |
UMBS TBA 30YR 1.5% MAY 51 | 01F012650 | TBA- TO BE ANNOUNCED SECURITY | 2,600,000.0000 | 2,192,328.11 | .11 | |
FNCL TBA 30YR 2% MAY 20 | 01F020653 | TBA- TO BE ANNOUNCED SECURITY | 991,000.0000 | 874,131.68 | .04 | |
FNCL TBA 30YR 2% JUNE 22 | 01F020661 | TBA- TO BE ANNOUNCED SECURITY | 29,440,000.0000 | 25,919,619.56 | 1.27 | |
FNMA TBA 15YR TBA 2.5% MAY19 | 01F022451 | TBA- TO BE ANNOUNCED SECURITY | 7,755,000.0000 | 7,420,262.87 | .36 | |
FNMA 30YR TBA 2.5% 4/25/52 | 01F022659 | TBA- TO BE ANNOUNCED SECURITY | 31,318,000.0000 | 28,568,912.54 | 1.40 | |
FNMA 30YR TBA 2.5% 6/25/43 | 01F022667 | TBA- TO BE ANNOUNCED SECURITY | 34,235,000.0000 | 31,166,237.93 | 1.53 | |
FNMA TBA 30YR 3.0% MAY 12 | 01F030652 | TBA- TO BE ANNOUNCED SECURITY | 9,263,000.0000 | 8,734,008.97 | .43 | |
FNMA TBA 15YR TBA 3.5% MAY 12 | 01F032450 | TBA- TO BE ANNOUNCED SECURITY | -1,750,000.0000 | -1,750,786.14 | -.09 | |
FNMA 30YR TBA 3.5% MAY 12 | 01F032658 | TBA- TO BE ANNOUNCED SECURITY | 6,364,000.0000 | 6,171,588.41 | .30 | |
FNMA 30YR TBA 4% MAY 12 | 01F040651 | TBA- TO BE ANNOUNCED SECURITY | 7,395,000.0000 | 7,352,825.35 | .36 | |
FNMA 30YR TBA 4.5% MAY 22 | 01F042657 | TBA- TO BE ANNOUNCED SECURITY | 825,000.0000 | 838,696.29 | .04 | |
CWALT 2007-4CB 1 V/R 04/25/37 | 02148FAA3 | ASSET BACKED | 2,517,114.8100 | 2,003,694.62 | .10 | |
CWALT 2007-9T1 2A 6% 05/25/37 | 02150JAU6 | ASSET BACKED | 6,525,123.7400 | 3,877,617.42 | .19 | |
ALTRIA GROUP I 3.875% 09/16/46 | 02209SAV5 | CORPORATE BONDS | 195,000.0000 | 146,784.72 | .01 | |
AMAZON.COM INC 3.3% 04/13/27 | 023135CF1 | CORPORATE BONDS | 1,975,000.0000 | 1,958,943.25 | .10 | |
AMAZON.COM INC 4.1% 04/13/62 | 023135CK0 | CORPORATE BONDS | 1,320,000.0000 | 1,259,920.16 | .06 | |
HESS CORP 7.3% 08/15/31 | HES/31 | 023551AJ3 | CORPORATE BONDS | 295,000.0000 | 341,196.78 | .02 |
AMERICAN AXLE & MF 5% 10/01/29 | 02406PBB5 | CORPORATE BONDS | 90,000.0000 | 77,512.50 | .00 | |
AMERICAN EXPRESS 4.2% 11/06/25 | 025816CA5 | CORPORATE BONDS | 515,000.0000 | 527,159.35 | .03 | |
AMERICAN EXPRESS V/R 11/04/26 | 025816CL1 | CORPORATE BONDS | 5,020,000.0000 | 4,969,766.42 | .24 | |
AMERICAN EXPRES 2.55% 03/04/27 | 025816CS6 | CORPORATE BONDS | 640,000.0000 | 602,458.92 | .03 | |
AMERICAN INTL GR 2.5% 06/30/25 | 026874DQ7 | CORPORATE BONDS | 1,385,000.0000 | 1,330,440.81 | .07 | |
AMERICAN TOWER 3.07% 03/15/23 | 03027WAJ1 | CORPORATE BONDS | 3,700,000.0000 | 3,698,677.99 | .18 | |
AMERICAN TOWER 3.95% 03/15/29 | 03027XAU4 | CORPORATE BONDS | 3,980,000.0000 | 3,781,430.36 | .19 | |
AMERICAN TOWER 1.45% 09/15/26 | 03027XBR0 | CORPORATE BONDS | 435,000.0000 | 388,406.75 | .02 | |
AMERICAN TOWER 3.65% 03/15/27 | 03027XBV1 | CORPORATE BONDS | 475,000.0000 | 457,445.15 | .02 | |
AMERICAN WATER 3.75% 09/01/28 | 03040WAS4 | CORPORATE BONDS | 880,000.0000 | 864,480.42 | .04 | |
AMGEN INC 2% 01/15/32 | 031162CZ1 | CORPORATE BONDS | 1,130,000.0000 | 932,978.73 | .05 | |
AMGEN INC 3.35% 02/22/32 | 031162DE7 | CORPORATE BONDS | 170,000.0000 | 156,758.41 | .01 | |
AMWINS GROUP I 4.875% 06/30/29 | 031921AB5 | CORPORATE BONDS | 180,000.0000 | 164,759.40 | .01 | |
AOMT 2022-1 A1 V/R 01/25/26 | 03464BAA6 | ASSET BACKED | 1,574,136.4200 | 1,512,225.48 | .07 | |
AOMT 2021-4 A1 V/R 07/20/25 | 03464EAA0 | ASSET BACKED | 670,242.3700 | 627,853.70 | .03 | |
AOMT 2018-3 A1 V/R 09/25/22 | 03464NAA0 | ASSET BACKED | 92,719.8800 | 92,423.47 | .00 | |
AOMT 2018-3 A2 V/R 09/25/22 | 03464NAB8 | ASSET BACKED | 132,118.7700 | 131,577.72 | .01 | |
AOMT 2018-3 A3 V/R 09/25/22 | 03464NAC6 | ASSET BACKED | 126,163.7900 | 125,597.88 | .01 | |
AOMT 2020-R1 A1 V/R 12/25/24 | 034651AA7 | ASSET BACKED | 571,280.1000 | 560,122.77 | .03 | |
AOMT 2021-1 A1 V/R 02/25/25 | 03465CAA3 | ASSET BACKED | 546,176.3300 | 508,911.98 | .02 | |
AOMT 2021-2 A1 V/R 04/25/25 | 03465DAA1 | ASSET BACKED | 453,278.3200 | 413,903.35 | .02 | |
AOMT 2021-3 A1 V/R 06/25/25 | 03465EAA9 | ASSET BACKED | 867,292.3300 | 809,443.06 | .04 | |
AOMT 2021-5 A1 V/R 07/25/66 | 03465HAA2 | ASSET BACKED | 1,068,986.8300 | 962,199.21 | .05 | |
AOMT 2021-6 A1 V/R 09/25/66 | 03465JAA8 | ASSET BACKED | 1,440,703.6500 | 1,304,602.83 | .06 | |
ANHEUSER-BUSCH C 4.9% 02/01/46 | 03522AAJ9 | CORPORATE BONDS | 3,500,000.0000 | 3,449,714.07 | .17 | |
ANHEUSER-BUSCH 4.439% 10/06/48 | 03523TBT4 | CORPORATE BONDS | 80,000.0000 | 73,449.87 | .00 | |
ANHEUSER-BUSCH 5.55% 01/23/49 | 03523TBV9 | CORPORATE BONDS | 615,000.0000 | 656,270.98 | .03 | |
ANHEUSER-BUSCH 4.75% 04/15/58 | 035240AP5 | CORPORATE BONDS | 1,010,000.0000 | 949,446.75 | .05 | |
ANTERO RESOURC 5.375% 03/01/30 | 03674XAS5 | CORPORATE BONDS | 70,000.0000 | 68,396.30 | .00 | |
ANTHEM INC 4.1% 05/15/32 | 036752AT0 | CORPORATE BONDS | 725,000.0000 | 713,333.69 | .03 | |
ANTERO MIDSTREA 5.75% 03/01/27 | 03690AAD8 | CORPORATE BONDS | 105,000.0000 | 102,241.65 | .01 | |
AON CORP/AON GL 2.85% 05/28/27 | 03740LAD4 | CORPORATE BONDS | 80,000.0000 | 76,171.71 | .00 | |
AON CORP/AON GLO 3.9% 02/28/52 | 03740LAE2 | CORPORATE BONDS | 225,000.0000 | 193,995.83 | .01 | |
APPLE INC 3.85% 05/04/43 | 037833AL4 | CORPORATE BONDS | 1,090,000.0000 | 1,034,654.61 | .05 | |
APPLE INC 1.125% 05/11/25 | 037833DT4 | CORPORATE BONDS | 2,610,000.0000 | 2,460,285.02 | .12 | |
AMMST 2020-MF 2.756% 02/15/30 | 03881BAE3 | ASSET BACKED | 4,000,000.0000 | 3,647,662.00 | .18 | |
AMMST 2021-MF 2.513% 06/15/31 | 03881VAJ8 | ASSET BACKED | 1,485,000.0000 | 1,305,715.50 | .06 | |
AMMST 2021-MF2 C V/R 06/15/31 | 03881VAS8 | ASSET BACKED | 1,920,000.0000 | 1,622,271.55 | .08 | |
AMMST 2022-MF4 A V/R 01/15/32 | 03882LAJ9 | ASSET BACKED | 1,250,000.0000 | 1,172,620.38 | .06 | |
AMMST 2022-MF4 B V/R 01/15/32 | 03882LAQ3 | ASSET BACKED | 2,600,000.0000 | 2,349,937.46 | .12 | |
ARCHES BUYER IN 4.25% 06/01/28 | 039524AA1 | CORPORATE BONDS | 50,000.0000 | 44,436.50 | .00 | |
ARCONIC CORP 6.125% 02/15/28 | 03966VAA5 | CORPORATE BONDS | 210,000.0000 | 203,437.50 | .01 | |
ARES CAPITAL C 2.875% 06/15/27 | 04010LBD4 | CORPORATE BONDS | 625,000.0000 | 559,773.98 | .03 | |
ARROW ELECTRON 3.875% 01/12/28 | 042735BF6 | CORPORATE BONDS | 565,000.0000 | 551,874.30 | .03 | |
ASHTON WOODS U 4.625% 04/01/30 | 045086AP0 | CORPORATE BONDS | 95,000.0000 | 77,781.25 | .00 | |
ABSHE 2007-HE2 A V/R 05/25/37 | 04544TAD3 | ASSET BACKED | 1,514,224.2400 | 1,145,522.15 | .06 | |
ASSUREDPARTNERS IN 7% 08/15/25 | 04624VAA7 | CORPORATE BONDS | 160,000.0000 | 157,785.60 | .01 | |
ASSUREDPARTNER 5.625% 01/15/29 | 04624VAB5 | CORPORATE BONDS | 25,000.0000 | 21,986.50 | .00 | |
ASTRAZENECA FINA 1.2% 05/28/26 | 04636NAA1 | CORPORATE BONDS | 1,010,000.0000 | 918,155.26 | .05 | |
ASTRAZENECA FIN 1.75% 05/28/28 | 04636NAE3 | CORPORATE BONDS | 580,000.0000 | 517,058.49 | .03 | |
AT HOME GROUP 4.875% 07/15/28 | 04650YAA8 | CORPORATE BONDS | 25,000.0000 | 20,656.25 | .00 | |
AT HOME GROUP 7.125% 07/15/29 | 04650YAB6 | CORPORATE BONDS | 50,000.0000 | 37,240.00 | .00 | |
ATHENE GLOBAL 2.646% 10/04/31 | 04685A3E9 | CORPORATE BONDS | 800,000.0000 | 669,645.89 | .03 | |
AUTOZONE INC 3.625% 04/15/25 | 053332AY8 | CORPORATE BONDS | 365,000.0000 | 364,982.63 | .02 | |
AUTOZONE INC 1.65% 01/15/31 | 053332BA9 | CORPORATE BONDS | 1,702,000.0000 | 1,366,810.35 | .07 | |
AVAYA INC 6.125% 09/15/28 | 053499AL3 | CORPORATE BONDS | 135,000.0000 | 125,246.71 | .01 | |
AVNT 2021-REV1 1.21% 01/15/24 | 05353LAA3 | ASSET BACKED | 570,000.0000 | 548,517.33 | .03 | |
AESOP 2017-2A 2.97% 03/20/23 | 05377RCU6 | ASSET BACKED | 410,000.0000 | 410,794.79 | .02 | |
AESOP 2020-1A 2.33% 08/20/25 | 05377RDU5 | ASSET BACKED | 5,920,000.0000 | 5,649,004.90 | .28 | |
BBCMS 2020-C6 2.639% 01/15/30 | 05492TBP4 | ASSET BACKED | 1,800,000.0000 | 1,637,086.86 | .08 | |
BBCMS 2020-C7 XA V/R 02/15/30 | 05492VAG0 | ASSET BACKED | 1,479,934.1800 | 127,915.00 | .01 | |
BAT CAPITAL CO 3.462% 09/06/29 | 05526DBH7 | CORPORATE BONDS | 650,000.0000 | 578,651.98 | .03 | |
BAT CAPITAL CO 2.259% 03/25/28 | 05526DBR5 | CORPORATE BONDS | 475,000.0000 | 405,613.10 | .02 | |
BAT CAPITAL CO 2.726% 03/25/31 | 05526DBS3 | CORPORATE BONDS | 855,000.0000 | 701,741.44 | .03 | |
BAT CAPITAL CO 4.742% 03/16/32 | 05526DBW4 | CORPORATE BONDS | 1,085,000.0000 | 1,017,532.61 | .05 | |
BBCMS 2018-TALL V/R 03/15/21 | 05548WAL1 | ASSET BACKED | 1,236,000.0000 | 1,106,416.03 | .05 | |
LBM ACQUISITION 6.25% 01/15/29 | 05552BAA4 | CORPORATE BONDS | 70,000.0000 | 56,962.50 | .00 | |
BBCMS 2017-DELC V/R 08/15/19 | 05552EAN0 | ASSET BACKED | 408,000.0000 | 397,212.60 | .02 | |
BBCMS 2017-DELC V/R 08/15/19 | 05552EAQ3 | ASSET BACKED | 407,000.0000 | 395,253.00 | .02 | |
PNC BANK NA 2.5% 08/27/24 | 05552JAA7 | CORPORATE BONDS | 1,045,000.0000 | 1,023,850.86 | .05 | |
BINOM 2021-INV1 V/R 06/25/56 | 05552UAA2 | ASSET BACKED | 493,574.4100 | 459,049.37 | .02 | |
BCPE EMPIRE HO 7.625% 05/01/27 | 05552VAA0 | CORPORATE BONDS | 120,000.0000 | 112,467.60 | .01 | |
BX 2019-XL D V/R 10/15/21 | 056054AG4 | ASSET BACKED | 544,000.0000 | 538,542.37 | .03 | |
BX 2019-XL E V/R 10/15/21 | 056054AH2 | ASSET BACKED | 3,604,000.0000 | 3,563,505.82 | .17 | |
BX 2019-XL F V/R 10/15/21 | 056054AJ8 | ASSET BACKED | 3,145,000.0000 | 3,081,904.38 | .15 | |
BX 2018-BIOA D V/R 02/15/20 | 056057AL6 | ASSET BACKED | 4,738,475.0100 | 4,652,470.74 | .23 | |
BX 2019-OC11 E V/R 12/09/29 | 05606FAN3 | ASSET BACKED | 1,529,000.0000 | 1,305,910.18 | .06 | |
BX 2017-SLCT E V/R 07/15/19 | 05607DAN7 | ASSET BACKED | 340,617.5200 | 336,344.20 | .02 | |
BX 2021-MFM1 D V/R 01/15/23 | 05608VAJ5 | ASSET BACKED | 1,400,000.0000 | 1,352,207.22 | .07 | |
BX 2021-21M H V/R 10/15/26 | 05609CAU1 | ASSET BACKED | 829,000.0000 | 798,482.02 | .04 | |
BX 2021-VOLT C V/R 09/15/23 | 05609VAJ4 | ASSET BACKED | 2,900,000.0000 | 2,801,019.52 | .14 | |
BX 2021-VOLT E V/R 09/15/23 | 05609VAN5 | ASSET BACKED | 536,000.0000 | 515,586.71 | .03 | |
BX 2021-VOLT F V/R 09/15/23 | 05609VAQ8 | ASSET BACKED | 536,000.0000 | 515,747.24 | .03 | |
BANK OF AMERICA C V/R 02/07/30 | 06051GHQ5 | CORPORATE BONDS | 1,000,000.0000 | 965,345.93 | .05 | |
BANK OF AMERICA C V/R 04/23/27 | 06051GHT9 | CORPORATE BONDS | 230,000.0000 | 223,152.47 | .01 | |
BANK OF AMERICA C V/R 10/22/25 | 06051GHW2 | CORPORATE BONDS | 2,375,000.0000 | 2,286,558.42 | .11 | |
BANK OF AMERICA C V/R 03/20/51 | 06051GJA8 | CORPORATE BONDS | 2,345,000.0000 | 2,106,101.53 | .10 | |
BANK OF AMERICA C V/R 10/24/31 | 06051GJL4 | CORPORATE BONDS | 6,075,000.0000 | 4,939,675.51 | .24 | |
BANK OF AMERICA C V/R 04/22/32 | 06051GJT7 | CORPORATE BONDS | 980,000.0000 | 840,731.01 | .04 | |
BANK OF AMERICA C V/R 04/22/42 | 06051GJW0 | CORPORATE BONDS | 685,000.0000 | 559,795.07 | .03 | |
BANK OF AMERICA C V/R 09/21/36 | 06051GKC2 | CORPORATE BONDS | 1,310,000.0000 | 1,048,969.22 | .05 | |
BANK OF AMERICA C V/R 10/20/32 | 06051GKD0 | CORPORATE BONDS | 415,000.0000 | 350,589.71 | .02 | |
BANK OF AMERICA C V/R 04/25/25 | 06051GKS7 | CORPORATE BONDS | 140,000.0000 | 139,857.24 | .01 | |
BANK OF NY MELL 2.45% 08/17/26 | 06406FAE3 | CORPORATE BONDS | 115,000.0000 | 110,702.97 | .01 | |
BANK OF NY MELLO 2.1% 10/24/24 | 06406RAL1 | CORPORATE BONDS | 280,000.0000 | 273,638.93 | .01 | |
BANK OF NY MELL 2.05% 01/26/27 | 06406RBA4 | CORPORATE BONDS | 1,300,000.0000 | 1,215,150.82 | .06 | |
BANK 2018-BN10 X V/R 02/15/61 | 065404BF1 | ASSET BACKED | 15,819,385.3800 | 532,790.57 | .03 | |
BANK 2017-BNK4 X V/R 05/15/50 | 06541FBB4 | ASSET BACKED | 11,029,325.2300 | 553,408.53 | .03 | |
BANK 2020-BN30 A V/R 12/15/30 | 06541UBW5 | ASSET BACKED | 7,540,000.0000 | 6,434,700.09 | .32 | |
BAXTER INTERNA 2.272% 12/01/28 | 071813CM9 | CORPORATE BONDS | 795,000.0000 | 707,855.11 | .03 | |
BAYER US FINANC 4.25% 12/15/25 | 07274NAJ2 | CORPORATE BONDS | 210,000.0000 | 210,799.38 | .01 | |
BEACON ROOFING 4.125% 05/15/29 | 073685AH2 | CORPORATE BONDS | 35,000.0000 | 30,804.55 | .00 | |
BALTA 2006-1 21A V/R 02/25/36 | 07386HB83 | ASSET BACKED | 2,963,673.1900 | 2,413,902.63 | .12 | |
BENCHMARK MTG 2.928% 12/15/72 | 08160KAE4 | ASSET BACKED | 1,835,000.0000 | 1,711,154.20 | .08 | |
BMARK 2020-B22 X V/R 09/15/30 | 08163BBF7 | ASSET BACKED | 2,369,650.6900 | 239,450.60 | .01 | |
BERKSHIRE HATHAW 4.2% 08/15/48 | 084664CQ2 | CORPORATE BONDS | 455,000.0000 | 434,736.61 | .02 | |
BERKSHIRE HATHA 3.85% 03/15/52 | 084664DB4 | CORPORATE BONDS | 6,135,000.0000 | 5,457,779.62 | .27 | |
BERRY GLOBAL IN 0.95% 02/15/24 | 08576PAG6 | CORPORATE BONDS | 675,000.0000 | 643,968.93 | .03 | |
BHG 2021-B A 0.9% 10/17/34 | 08862BAA3 | ASSET BACKED | 250,975.6600 | 243,037.32 | .01 | |
BLACKROCK INC 1.9% 01/28/31 | 09247XAR2 | CORPORATE BONDS | 1,035,000.0000 | 870,861.35 | .04 | |
BLACKSTONE HOLDING 2% 01/30/32 | 09261BAD2 | CORPORATE BONDS | 1,040,000.0000 | 846,770.20 | .04 | |
BLUE RACER MID 7.625% 12/15/25 | 095796AH1 | CORPORATE BONDS | 55,000.0000 | 56,650.00 | .00 | |
BOEING CO 2.95% 02/01/30 | 097023CN3 | CORPORATE BONDS | 810,000.0000 | 697,303.89 | .03 | |
BOEING CO 5.04% 05/01/27 | 097023CU7 | CORPORATE BONDS | 820,000.0000 | 829,045.65 | .04 | |
BOSTON GAS COM 3.757% 03/16/32 | 100743AM5 | CORPORATE BONDS | 155,000.0000 | 145,301.68 | .01 | |
BOSTON PROPERTIE 3.4% 06/21/29 | 10112RBB9 | CORPORATE BONDS | 3,000,000.0000 | 2,802,150.00 | .14 | |
BOSTON PROPERTI 3.25% 01/30/31 | 10112RBD5 | CORPORATE BONDS | 2,975,000.0000 | 2,699,663.75 | .13 | |
BOXER PARENT C 7.125% 10/02/25 | 103186AB8 | CORPORATE BONDS | 15,000.0000 | 15,300.00 | .00 | |
BOYNE USA INC 4.75% 05/15/29 | 103557AC8 | CORPORATE BONDS | 400,000.0000 | 371,000.00 | .02 | |
BP CAP MARKETS 3.633% 04/06/30 | 10373QBL3 | CORPORATE BONDS | 375,000.0000 | 361,616.83 | .02 | |
BP CAP MARKETS 2.939% 06/04/51 | 10373QBP4 | CORPORATE BONDS | 695,000.0000 | 514,708.61 | .03 | |
BP CAP MARKETS 3.379% 02/08/61 | 10373QBQ2 | CORPORATE BONDS | 455,000.0000 | 353,177.68 | .02 | |
BP CAP MARKETS 3.06% 06/17/41 | 10373QBR0 | CORPORATE BONDS | 45,000.0000 | 36,657.55 | .00 | |
BP CAP MARKETS 3.001% 03/17/52 | 10373QBS8 | CORPORATE BONDS | 880,000.0000 | 658,947.38 | .03 | |
BP CAP MARKETS 2.721% 01/12/32 | 10373QBT6 | CORPORATE BONDS | 240,000.0000 | 211,390.01 | .01 | |
BRAVO 2021-C A1 V/R 03/01/61 | 105692AA5 | ASSET BACKED | 1,176,235.8700 | 1,092,603.97 | .05 | |
BRAVO 2021-NQM2 V/R 03/25/60 | 10569EAA9 | ASSET BACKED | 364,101.3300 | 351,950.69 | .02 | |
BRAVO 2021-NQM1 V/R 02/25/49 | 10569TAA6 | ASSET BACKED | 333,378.3300 | 314,306.92 | .02 | |
BRIGHTHSE FIN GLBL 1% 04/12/24 | 10921U2A5 | CORPORATE BONDS | 300,000.0000 | 285,605.73 | .01 | |
BRIGHTHSE FIN G 1.75% 01/13/25 | 10921U2H0 | CORPORATE BONDS | 650,000.0000 | 613,091.36 | .03 | |
BRIGHTHOUSE FIN 3.85% 12/22/51 | 10922NAH6 | CORPORATE BONDS | 405,000.0000 | 298,851.23 | .01 | |
BRISTOL-MYERS SQ 2.9% 07/26/24 | 110122CM8 | CORPORATE BONDS | 71,000.0000 | 70,593.67 | .00 | |
BRISTOL-MYERS S 0.75% 11/13/25 | 110122DN5 | CORPORATE BONDS | 780,000.0000 | 710,986.25 | .03 | |
BRISTOL-MYERS S 2.55% 11/13/50 | 110122DS4 | CORPORATE BONDS | 90,000.0000 | 64,757.06 | .00 | |
BRISTOL-MYERS S 3.55% 03/15/42 | 110122DV7 | CORPORATE BONDS | 630,000.0000 | 562,719.46 | .03 | |
BROADCOM INC 4.3% 11/15/32 | 11135FAS0 | CORPORATE BONDS | 230,000.0000 | 215,662.66 | .01 | |
BROADCOM INC 3.419% 04/15/33 | 11135FBK6 | CORPORATE BONDS | 1,522,000.0000 | 1,305,785.39 | .06 | |
BROADCOM INC 3.137% 11/15/35 | 11135FBP5 | CORPORATE BONDS | 163,000.0000 | 131,658.78 | .01 | |
BROADCOM INC 4.926% 05/15/37 | 11135FBV2 | CORPORATE BONDS | 2,512,000.0000 | 2,348,343.20 | .12 | |
BROWN & BROWN 2.375% 03/15/31 | 115236AC5 | CORPORATE BONDS | 600,000.0000 | 497,183.08 | .02 | |
BUILDERS FIRSTSOUR 5% 03/01/30 | 12008RAN7 | CORPORATE BONDS | 140,000.0000 | 129,500.00 | .01 | |
BUILDERS FIRSTS 4.25% 02/01/32 | 12008RAP2 | CORPORATE BONDS | 90,000.0000 | 76,837.50 | .00 | |
BUNGE LTD FINAN 2.75% 05/14/31 | 120568BC3 | CORPORATE BONDS | 455,000.0000 | 393,185.73 | .02 | |
BX 2018-EXCL A V/R 09/15/20 | 12433WAA9 | ASSET BACKED | 95,021.3900 | 94,014.08 | .00 | |
BX 2018-EXCL C V/R 09/15/20 | 12433WAE1 | ASSET BACKED | 756,339.5900 | 718,690.74 | .04 | |
CBASS 2006-CB9 A V/R 11/25/36 | 12465MAD6 | ASSET BACKED | 4,765,596.2200 | 2,581,998.60 | .13 | |
CAMB 2021-CX2 C V/R 11/10/31 | 12477BAG9 | ASSET BACKED | 5,900,000.0000 | 4,936,491.65 | .24 | |
CAMB 2019-LIFE A V/R 12/15/20 | 12482HAA2 | ASSET BACKED | 366,000.0000 | 364,162.28 | .02 | |
CCO HLDGS LLC/C 4.75% 03/01/30 | 1248EPCD3 | CORPORATE BONDS | 265,000.0000 | 236,843.75 | .01 | |
CCO HLDGS LLC/CA 4.5% 08/15/30 | 1248EPCE1 | CORPORATE BONDS | 125,000.0000 | 109,062.50 | .01 | |
CCO HLDGS LLC/C 4.25% 01/15/34 | 1248EPCP6 | CORPORATE BONDS | 85,000.0000 | 67,575.00 | .00 | |
CCO HLDGS LLC/C 4.75% 02/01/32 | 1248EPCQ4 | CORPORATE BONDS | 95,000.0000 | 81,636.35 | .00 | |
CBASS 2006-CB4 A V/R 05/25/36 | 12498QAD8 | ASSET BACKED | 4,433,629.2900 | 3,354,418.30 | .16 | |
CD 2017-CD6 C V/R 11/13/27 | 125039AK3 | ASSET BACKED | 795,000.0000 | 747,456.14 | .04 | |
CDW LLC/CDW FIN 2.67% 12/01/26 | 12513GBG3 | CORPORATE BONDS | 210,000.0000 | 192,856.86 | .01 | |
CDW LLC/CDW FI 3.276% 12/01/28 | 12513GBH1 | CORPORATE BONDS | 195,000.0000 | 175,879.28 | .01 | |
CDW LLC/CDW FI 3.569% 12/01/31 | 12513GBJ7 | CORPORATE BONDS | 180,000.0000 | 157,596.30 | .01 | |
CD 2017-CD4 XA V/R 04/10/27 | 12515DAS3 | ASSET BACKED | 19,064,842.0800 | 787,717.33 | .04 | |
CGDB 2019-MOB E V/R 11/15/21 | 125284AJ8 | ASSET BACKED | 3,489,000.0000 | 3,401,512.63 | .17 | |
SORT 2021-1A B 1.98% 03/15/26 | 12530MAG0 | ASSET BACKED | 110,918.1200 | 101,833.43 | .00 | |
CFCRE 2017-C8 XA V/R 05/15/27 | 12532CBE4 | ASSET BACKED | 13,109,448.5400 | 767,008.93 | .04 | |
CHS/COMMUNITY HEAL 6% 01/15/29 | 12543DBH2 | CORPORATE BONDS | 95,000.0000 | 89,793.05 | .00 | |
CHS/COMMUNITY 6.875% 04/15/29 | 12543DBJ8 | CORPORATE BONDS | 125,000.0000 | 109,627.50 | .01 | |
CHS/COMMUNITY H 4.75% 02/15/31 | 12543DBK5 | CORPORATE BONDS | 85,000.0000 | 72,037.50 | .00 | |
CIGNA CORP 3.05% 10/15/27 | 125523AZ3 | CORPORATE BONDS | 280,000.0000 | 268,187.07 | .01 | |
CIGNA CORP 1.25% 03/15/26 | 125523CP3 | CORPORATE BONDS | 1,075,000.0000 | 976,453.58 | .05 | |
CLIF 2021-1A A 1.64% 02/18/31 | 12565KAA5 | ASSET BACKED | 5,800,490.1600 | 5,221,277.57 | .26 | |
CIM 2021-R6 A1 V/R 07/25/61 | 12567RAA8 | ASSET BACKED | 1,406,618.8200 | 1,303,193.09 | .06 | |
COMM 2015-CR2 3.497% 04/10/25 | 12593ABA2 | ASSET BACKED | 1,050,000.0000 | 1,039,024.25 | .05 | |
COMM 2016-DC2 C V/R 02/10/26 | 12594CBK5 | ASSET BACKED | 800,000.0000 | 766,469.84 | .04 | |
CSAIL 2018-C14 C V/R 10/15/28 | 12596GBF5 | ASSET BACKED | 1,205,000.0000 | 1,118,783.33 | .05 | |
COMM 2020-SBX C V/R 01/10/26 | 12598EAF9 | ASSET BACKED | 3,750,000.0000 | 3,411,754.88 | .17 | |
COMM 2013-CR9 XA V/R 07/10/23 | 12625UBC6 | ASSET BACKED | 178,896,570.9700 | 43,060.40 | .00 | |
CSC HOLDINGS LL 5.75% 01/15/30 | 126307BA4 | CORPORATE BONDS | 295,000.0000 | 244,850.00 | .01 | |
CSAIL 2015-C4 A3 V/R 08/15/20 | 12635RAW8 | ASSET BACKED | 1,985,981.5000 | 1,951,939.00 | .10 | |
CSAIL 2016-C7 B V/R 10/15/26 | 12637UBB4 | ASSET BACKED | 824,000.0000 | 787,911.52 | .04 | |
CSMC 2021-NQM1 A V/R 05/25/65 | 126407AA3 | ASSET BACKED | 245,946.3600 | 238,480.93 | .01 | |
CSX CORP 3.35% 09/15/49 | 126408HR7 | CORPORATE BONDS | 855,000.0000 | 701,793.13 | .03 | |
CSMC 2022-NQM1 A V/R 01/25/26 | 126416AA4 | ASSET BACKED | 1,630,005.8300 | 1,533,141.43 | .08 | |
CSMC 2020-NET 2.256% 08/15/25 | 126438AA8 | ASSET BACKED | 543,252.7900 | 509,849.43 | .02 | |
CSMC 2010-8R 5A1 V/R 02/26/37 | 12644KJE3 | ASSET BACKED | 1,519,893.4300 | 1,515,274.02 | .07 | |
CNX RESOURCES CORP 6% 01/15/29 | 12653CAJ7 | CORPORATE BONDS | 90,000.0000 | 88,791.30 | .00 | |
CSMC 2019-ICE4 D V/R 05/15/21 | 12653VAG1 | ASSET BACKED | 110,000.0000 | 108,686.02 | .01 | |
CSMC 2019-ICE4 E V/R 05/15/21 | 12653VAJ5 | ASSET BACKED | 5,300,000.0000 | 5,196,794.69 | .25 | |
CNX MIDSTREAM P 4.75% 04/15/30 | 12654AAA9 | CORPORATE BONDS | 175,000.0000 | 161,000.00 | .01 | |
COMM 2020-CX 2.173% 11/10/30 | 12656KAA5 | ASSET BACKED | 3,035,000.0000 | 2,615,047.96 | .13 | |
COMM 2020-CX 2.446% 11/10/30 | 12656KAE7 | ASSET BACKED | 2,615,000.0000 | 2,236,453.12 | .11 | |
COMM 2020-CX C V/R 11/10/30 | 12656KAG2 | ASSET BACKED | 1,150,000.0000 | 984,068.69 | .05 | |
COLT 2021-2R A1 V/R 07/27/54 | 12656YAA5 | ASSET BACKED | 255,751.0100 | 254,033.26 | .01 | |
CSMC 2021-AFC1 A V/R 02/25/25 | 12657LAA2 | ASSET BACKED | 497,101.3800 | 474,901.73 | .02 | |
CQP HOLDCO LP/BI 5.5% 06/15/31 | 12657NAA8 | CORPORATE BONDS | 250,000.0000 | 230,575.00 | .01 | |
CSMC 2021-B33 3.052% 10/10/31 | 12658WAA7 | ASSET BACKED | 183,000.0000 | 169,294.60 | .01 | |
CSMC 2021-B33 3.167% 10/10/31 | 12658WAC3 | ASSET BACKED | 650,000.0000 | 589,075.76 | .03 | |
COMM 2022-HC 2.819% 01/10/27 | 12659DAA8 | ASSET BACKED | 203,000.0000 | 190,835.81 | .01 | |
COMM 2022-HC 3.376% 01/10/27 | 12659DAG5 | ASSET BACKED | 300,000.0000 | 283,496.79 | .01 | |
CSMC 2021-NQM8 A V/R 10/25/66 | 12659FAA3 | ASSET BACKED | 702,434.0700 | 661,141.62 | .03 | |
CSMC 2021-NQM4 A V/R 06/25/25 | 12659PAA1 | ASSET BACKED | 1,021,610.2700 | 959,541.83 | .05 | |
CSMC 2021-NQM2 A V/R 02/25/66 | 12662EAA1 | ASSET BACKED | 968,910.1900 | 924,799.20 | .05 | |
CSMC 2021-RPL4 A V/R 12/27/60 | 12662GAC2 | ASSET BACKED | 417,803.3200 | 395,012.48 | .02 | |
CSMC 2021-NQM6 A V/R 07/25/66 | 12662KAA7 | ASSET BACKED | 1,625,058.2500 | 1,488,472.10 | .07 | |
CVR PARTNERS/C 6.125% 06/15/28 | 12663QAC9 | CORPORATE BONDS | 90,000.0000 | 88,200.00 | .00 | |
CVS HEALTH CORP AMRTZ 6.036%28 | 126650BP4 | CORPORATE BONDS | 1,323,878.4800 | 1,396,370.11 | .07 | |
CVS CAREMARK 6.943% 1/10/30 | 126650BQ2 | ASSET BACKED | 1,167,704.6900 | 1,265,832.47 | .06 | |
CVS HEALTH CORP 4.78% 03/25/38 | 126650CY4 | CORPORATE BONDS | 947,000.0000 | 936,521.45 | .05 | |
CVS HEALTH CORP 5.05% 03/25/48 | 126650CZ1 | CORPORATE BONDS | 825,000.0000 | 829,969.74 | .04 | |
CVS HEALTH CORP 2.7% 08/21/40 | 126650DP2 | CORPORATE BONDS | 655,000.0000 | 494,079.37 | .02 | |
CWALT 2005-7CB 2 V/R 03/01/38 | 12667F4M4 | ASSET BACKED | 5,721,692.1600 | 381,057.26 | .02 | |
CWALT 2005-7CB 2 V/R 03/01/38 | 12667F4Q5 | ASSET BACKED | 5,721,692.1500 | 4,645,615.22 | .23 | |
CWALT 2005-28CB 5.5% 08/25/35 | 12667GWW9 | ASSET BACKED | 656,042.4900 | 619,461.89 | .03 | |
CWALT 2006-OA2 A V/R 05/20/46 | 126694R75 | ASSET BACKED | 4,528,058.6700 | 4,006,296.36 | .20 | |
CWT TRAVEL GROUP 8.5% 11/19/26 | 12670RAA2 | CORPORATE BONDS | 36,196.0000 | 35,743.55 | .00 | |
CAESARS ENTERT 4.625% 10/15/29 | 12769GAA8 | CORPORATE BONDS | 110,000.0000 | 94,325.00 | .00 | |
CALIFORNIA ST 7.3% 10/01/39 | 13063A7D0 | MUNICIPAL BONDS | 360,000.0000 | 475,743.31 | .02 | |
CALPINE CORP 4.5% 02/15/28 | 131347CM6 | CORPORATE BONDS | 95,000.0000 | 87,943.40 | .00 | |
CALPINE CORP 5.125% 03/15/28 | 131347CN4 | CORPORATE BONDS | 60,000.0000 | 54,502.50 | .00 | |
CALPINE CORP 4.625% 02/01/29 | 131347CP9 | CORPORATE BONDS | 75,000.0000 | 65,545.88 | .00 | |
CARGILL INC 2.125% 11/10/31 | 141781BS2 | CORPORATE BONDS | 575,000.0000 | 488,352.99 | .02 | |
CARGILL INC 4% 06/22/32 | 141781BW3 | CORPORATE BONDS | 380,000.0000 | 375,626.83 | .02 | |
CARMX 2021-1 C 0.94% 02/18/25 | 14316NAF6 | ASSET BACKED | 1,700,000.0000 | 1,576,195.80 | .08 | |
CARRIER GLOBAL 2.242% 02/15/25 | 14448CAN4 | CORPORATE BONDS | 38,000.0000 | 36,375.84 | .00 | |
CARRIER GLOBAL 3.577% 04/05/50 | 14448CAS3 | CORPORATE BONDS | 425,000.0000 | 340,911.38 | .02 | |
CARR 2006-NC4 V/R 10/25/36 | 14453MAC8 | ASSET BACKED | 1,571,166.0700 | 1,531,533.25 | .08 | |
CARVANA CO 5.625% 10/01/25 | 146869AB8 | CORPORATE BONDS | 65,000.0000 | 56,293.90 | .00 | |
CMHAT 2021-MH 1.753% 02/25/46 | 14731QAA7 | ASSET BACKED | 314,073.9600 | 286,669.44 | .01 | |
CASTLE US HOLDIN 9.5% 02/15/28 | 14852LAA1 | CORPORATE BONDS | 125,000.0000 | 114,687.50 | .01 | |
CLAST 2018-1 4.125% 06/15/25 | 14856CAA7 | ASSET BACKED | 919,187.8100 | 823,004.82 | .04 | |
CATALENT PHARMA 3.5% 04/01/30 | 14879EAK4 | CORPORATE BONDS | 80,000.0000 | 69,584.80 | .00 | |
CATERPILLAR INC 2.6% 04/09/30 | 149123CH2 | CORPORATE BONDS | 415,000.0000 | 381,521.57 | .02 | |
CEDAR FAIR LP 5.25% 07/15/29 | 150190AE6 | CORPORATE BONDS | 280,000.0000 | 264,950.00 | .01 | |
CENTENE CORP 3% 10/15/30 | 15135BAW1 | CORPORATE BONDS | 80,000.0000 | 69,600.00 | .00 | |
CENTENE CORP 2.5% 03/01/31 | 15135BAX9 | CORPORATE BONDS | 935,000.0000 | 777,218.75 | .04 | |
CENTENE CORP 2.625% 08/01/31 | 15135BAZ4 | CORPORATE BONDS | 70,000.0000 | 58,149.70 | .00 | |
CENGAGE LEARNING 9.5% 06/15/24 | 15137NAA1 | CORPORATE BONDS | 125,000.0000 | 122,500.00 | .01 | |
CENTURY COMMUNI 6.75% 06/01/27 | 156504AL6 | CORPORATE BONDS | 115,000.0000 | 116,266.15 | .01 | |
LUMEN TECHNOLO 5.125% 12/15/26 | 156700BB1 | CORPORATE BONDS | 135,000.0000 | 121,500.00 | .01 | |
LUMEN TECHNOLOGIES 4% 02/15/27 | 156700BC9 | CORPORATE BONDS | 125,000.0000 | 111,161.25 | .01 | |
CHARTER COMM O 4.908% 07/23/25 | 161175AY0 | CORPORATE BONDS | 410,000.0000 | 417,568.60 | .02 | |
CHARTER COMM O 6.384% 10/23/35 | 161175AZ7 | CORPORATE BONDS | 3,965,000.0000 | 4,177,260.21 | .20 | |
CHARTER COMM OPT 4.2% 03/15/28 | 161175BK9 | CORPORATE BONDS | 360,000.0000 | 347,845.82 | .02 | |
CHARTER COMM OPT 4.8% 03/01/50 | 161175BT0 | CORPORATE BONDS | 1,975,000.0000 | 1,618,052.70 | .08 | |
CHARTER COMM OPT 2.3% 02/01/32 | 161175BX1 | CORPORATE BONDS | 1,100,000.0000 | 858,033.94 | .04 | |
CHARTER COMM OPT 3.9% 06/01/52 | 161175CA0 | CORPORATE BONDS | 165,000.0000 | 119,047.29 | .01 | |
CHARTER COMM OPT 4.4% 12/01/61 | 161175CC6 | CORPORATE BONDS | 100,000.0000 | 74,754.22 | .00 | |
CHARTER COMM OPT 4.4% 04/01/33 | 161175CJ1 | CORPORATE BONDS | 695,000.0000 | 633,542.57 | .03 | |
CHESAPEAKE ENE 5.875% 02/01/29 | 165167DG9 | CORPORATE BONDS | 85,000.0000 | 84,041.20 | .00 | |
CIENA CORP 4% 01/31/30 | 171779AL5 | CORPORATE BONDS | 195,000.0000 | 177,816.60 | .01 | |
CITIGROUP INC V/R 07/24/23 | 172967LM1 | CORPORATE BONDS | 805,000.0000 | 804,850.95 | .04 | |
CITIGROUP INC V/R 07/24/28 | 172967LP4 | CORPORATE BONDS | 1,505,000.0000 | 1,447,478.60 | .07 | |
CITIGROUP INC V/R 04/24/25 | 172967MF5 | CORPORATE BONDS | 165,000.0000 | 162,384.45 | .01 | |
CITIGROUP INC V/R 03/31/31 | 172967MP3 | CORPORATE BONDS | 880,000.0000 | 859,522.40 | .04 | |
CITIGROUP INC V/R 04/08/26 | 172967MQ1 | CORPORATE BONDS | 5,000,000.0000 | 4,837,273.80 | .24 | |
CITIGROUP INC V/R 06/09/27 | 172967NA5 | CORPORATE BONDS | 1,180,000.0000 | 1,050,293.35 | .05 | |
CITIGROUP INC V/R 11/05/30 | 17308CC53 | CORPORATE BONDS | 3,555,000.0000 | 3,175,127.88 | .16 | |
CGCMT 2015-GC 3.762% 06/10/25 | 17323YAD1 | ASSET BACKED | 1,415,000.0000 | 1,412,458.80 | .07 | |
CGCMT 2015-GC35 V/R 11/10/48 | 17324KAV0 | ASSET BACKED | 32,157,383.0600 | 680,437.36 | .03 | |
CGCMT 2019-GC 3.038% 10/10/29 | 17328HBD2 | ASSET BACKED | 7,640,000.0000 | 7,185,112.11 | .35 | |
CLARIV SCI HLD 4.875% 07/01/29 | 18064PAD1 | CORPORATE BONDS | 165,000.0000 | 145,411.20 | .01 | |
CLEAN HARBORS 5.125% 07/15/29 | 184496AP2 | CORPORATE BONDS | 45,000.0000 | 44,325.00 | .00 | |
CLEAR CHANNEL O 7.75% 04/15/28 | 18453HAC0 | CORPORATE BONDS | 15,000.0000 | 14,137.50 | .00 | |
CLEAR CHANNEL OU 7.5% 06/01/29 | 18453HAD8 | CORPORATE BONDS | 135,000.0000 | 127,399.50 | .01 | |
CLECO CORPORAT 4.973% 05/01/46 | 18551PAD1 | CORPORATE BONDS | 70,000.0000 | 67,836.98 | .00 | |
CLYDESDALE ACQ 6.625% 04/15/29 | 18972EAA3 | CORPORATE BONDS | 130,000.0000 | 129,675.00 | .01 | |
COLD 2020-ICE5 B V/R 11/15/25 | 193051AJ8 | ASSET BACKED | 3,250,749.6500 | 3,211,987.06 | .16 | |
COLT 2021-2 A1 V/R 08/25/66 | 19685WAA9 | ASSET BACKED | 614,640.2300 | 546,104.65 | .03 | |
COLT 2021-1 A1 V/R 06/25/66 | 19688EAA6 | ASSET BACKED | 682,778.1900 | 609,571.80 | .03 | |
COLT 2021-3 A1 V/R 09/27/66 | 19688FAA3 | ASSET BACKED | 1,144,672.2000 | 1,014,953.14 | .05 | |
COLT 2022-1 A1 V/R 12/27/66 | 19688HAA9 | ASSET BACKED | 1,610,789.7100 | 1,543,994.29 | .08 | |
COLT 2021-HX1 A1 V/R 10/25/66 | 19688KAA2 | ASSET BACKED | 1,615,781.3900 | 1,484,810.67 | .07 | |
COMCAST CORP 3.75% 04/01/40 | 20030NDH1 | CORPORATE BONDS | 1,455,000.0000 | 1,307,108.78 | .06 | |
COMCAST CORP 2.937% 11/01/56 | 20030NDT5 | CORPORATE BONDS | 894,000.0000 | 639,499.61 | .03 | |
COMMONSPIRIT HE 2.76% 10/01/24 | 20268JAA1 | CORPORATE BONDS | 325,000.0000 | 318,220.15 | .02 | |
COMMONWEALTH EDISO 4% 03/01/48 | 202795JM3 | CORPORATE BONDS | 360,000.0000 | 333,629.24 | .02 | |
COMMSCOPE INC 4.75% 09/01/29 | 203372AX5 | CORPORATE BONDS | 105,000.0000 | 87,789.45 | .00 | |
COMMSCOPE TECH LLC 5% 03/15/27 | 20338HAB9 | CORPORATE BONDS | 85,000.0000 | 66,725.00 | .00 | |
CAS 2022-R01 1M2 V/R 12/25/41 | 20754LAB5 | ASSET BACKED | 4,943,237.0000 | 4,764,102.00 | .23 | |
CONOCOPHILLIPS C 3.8% 03/15/52 | 20826FAV8 | CORPORATE BONDS | 300,000.0000 | 269,814.32 | .01 | |
CONSOLIDATED COMMU 5% 10/01/28 | 20903XAH6 | CORPORATE BONDS | 175,000.0000 | 143,010.00 | .01 | |
CON EDISON CO OF 3.2% 12/01/51 | 209111GC1 | CORPORATE BONDS | 450,000.0000 | 354,427.43 | .02 | |
CONSTELLATION BR 3.6% 02/15/28 | 21036PAY4 | CORPORATE BONDS | 165,000.0000 | 158,873.14 | .01 | |
CONSTELLATION B 3.15% 08/01/29 | 21036PBE7 | CORPORATE BONDS | 280,000.0000 | 256,919.24 | .01 | |
CONSTELLATION 2.875% 05/01/30 | 21036PBF4 | CORPORATE BONDS | 510,000.0000 | 453,480.61 | .02 | |
UNITED AIRLINES 4.15% 04/11/24 | 210795PZ7 | CORPORATE BONDS | 612,734.0200 | 608,482.69 | .03 | |
CONTINENTAL RE 2.268% 11/15/26 | 212015AU5 | CORPORATE BONDS | 290,000.0000 | 264,923.70 | .01 | |
COREBRIDGE FINA 3.85% 04/05/29 | 21871XAE9 | CORPORATE BONDS | 165,000.0000 | 157,532.52 | .01 | |
COREBRIDGE FINAN 3.9% 04/05/32 | 21871XAG4 | CORPORATE BONDS | 130,000.0000 | 122,009.82 | .01 | |
CORNERSTONE BU 6.125% 01/15/29 | 21925DAA7 | CORPORATE BONDS | 105,000.0000 | 87,365.25 | .00 | |
GNMA II 30 YR TBA 2% MAY 21 | 21H020659 | TBA- TO BE ANNOUNCED SECURITY | 1,450,000.0000 | 1,315,251.95 | .06 | |
GNMA TBA 30 UR 2.5% MAY 22 | 21H022655 | TBA- TO BE ANNOUNCED SECURITY | 9,110,000.0000 | 8,452,669.86 | .41 | |
G2SF TBA 30 YR 3% MAY 22 | 21H030658 | TBA- TO BE ANNOUNCED SECURITY | 11,660,000.0000 | 11,114,364.94 | .54 | |
GNMAII 30YR TBA 3.5% APR 12 | 21H032654 | TBA- TO BE ANNOUNCED SECURITY | 4,482,000.0000 | 4,384,306.38 | .21 | |
G2SF 30 YR TBA 4.5% MAY 12 | 21H042653 | TBA- TO BE ANNOUNCED SECURITY | 1,085,000.0000 | 1,105,852.34 | .05 | |
COTY INC 6.5% 04/15/26 | 222070AB0 | CORPORATE BONDS | 55,000.0000 | 53,487.50 | .00 | |
COTY INC 5% 04/15/26 | 222070AE4 | CORPORATE BONDS | 95,000.0000 | 90,235.75 | .00 | |
COX COMMUNICATIO 2.6% 06/15/31 | 224044CN5 | CORPORATE BONDS | 430,000.0000 | 366,213.94 | .02 | |
CAALT 2021-3A A 1% 07/15/24 | 22535GAA0 | ASSET BACKED | 465,000.0000 | 445,088.75 | .02 | |
CSFB 2005-9 5A6 5.5% 10/25/35 | 2254586D5 | ASSET BACKED | 1,638,689.6000 | 1,118,722.41 | .05 | |
CROWN CASTLE T 4.241% 07/15/28 | 22822RBH2 | CORPORATE BONDS | 2,766,000.0000 | 2,754,806.27 | .14 | |
CROWN CASTLE INT 4.3% 02/15/29 | 22822VAL5 | CORPORATE BONDS | 730,000.0000 | 713,422.23 | .03 | |
CROWN CASTLE INT 2.1% 04/01/31 | 22822VAW1 | CORPORATE BONDS | 3,410,000.0000 | 2,764,275.14 | .14 | |
CSMC 2021-NQM5 A V/R 06/25/25 | 22946DAA0 | ASSET BACKED | 605,190.6500 | 563,935.41 | .03 | |
DBJPM 2020-C9 XA V/R 08/15/30 | 233063AW6 | ASSET BACKED | 2,229,087.2800 | 185,064.62 | .01 | |
DBGS 2018-BIOD E V/R 05/15/20 | 23306GAJ6 | ASSET BACKED | 3,545,399.2400 | 3,483,189.18 | .17 | |
DCOT 2019-MTC 2.965% 10/15/29 | 23312BAA8 | ASSET BACKED | 610,000.0000 | 556,185.43 | .03 | |
DBJPM 2017-C6 XB V/R 06/10/27 | 23312JAL7 | ASSET BACKED | 21,195,000.0000 | 301,371.71 | .01 | |
DSLA 2005-AR4 1A V/R 08/19/45 | 23332UEL4 | ASSET BACKED | 4,987,425.0900 | 4,087,030.28 | .20 | |
DAE FUNDING LLC 1.55% 08/01/24 | 23371DAJ3 | CORPORATE BONDS | 1,115,000.0000 | 1,039,785.18 | .05 | |
DALLAS-FORT WO 4.507% 11/01/51 | 23503CAN7 | MUNICIPAL BONDS | 465,000.0000 | 444,434.72 | .02 | |
DANA INC 5.375% 11/15/27 | 235825AF3 | CORPORATE BONDS | 45,000.0000 | 42,525.00 | .00 | |
DANA INC 4.25% 09/01/30 | 235825AH9 | CORPORATE BONDS | 20,000.0000 | 17,144.00 | .00 | |
DEALER TIRE LLC/DT 8% 02/01/28 | 24229JAA1 | CORPORATE BONDS | 135,000.0000 | 132,062.40 | .01 | |
DRMT 2021-1 A1 V/R 02/25/25 | 24380VAA9 | ASSET BACKED | 174,140.3600 | 167,254.17 | .01 | |
DRMT 2022-2 A1 V/R 03/25/67 | 24380XAA5 | ASSET BACKED | 1,952,134.6200 | 1,942,778.04 | .10 | |
DRMT 2021-2 A1 V/R 04/25/66 | 24381WAA6 | ASSET BACKED | 321,117.5600 | 297,837.73 | .01 | |
JOHN DEERE CAPI 1.75% 03/09/27 | 24422EVF3 | CORPORATE BONDS | 515,000.0000 | 473,292.91 | .02 | |
DIAMONDBACK ENER 3.5% 12/01/29 | 25278XAN9 | CORPORATE BONDS | 200,000.0000 | 187,544.47 | .01 | |
DICK'S SPORTING 3.15% 01/15/32 | 253393AF9 | CORPORATE BONDS | 450,000.0000 | 375,755.77 | .02 | |
DICK'S SPORTING 4.1% 01/15/52 | 253393AG7 | CORPORATE BONDS | 175,000.0000 | 127,970.31 | .01 | |
DIRECTV FIN LL 5.875% 08/15/27 | 25461LAA0 | CORPORATE BONDS | 110,000.0000 | 103,537.50 | .01 | |
DISCOVER FINANCI 4.1% 02/09/27 | 254709AM0 | CORPORATE BONDS | 735,000.0000 | 727,198.91 | .04 | |
DISCOVERY COMMUN 4.9% 03/11/26 | 25470DAL3 | CORPORATE BONDS | 250,000.0000 | 254,043.39 | .01 | |
DISCOVERY COMMU 3.95% 03/20/28 | 25470DAR0 | CORPORATE BONDS | 321,000.0000 | 308,599.21 | .02 | |
DISCOVERY COMMUN 5.2% 09/20/47 | 25470DAT6 | CORPORATE BONDS | 236,000.0000 | 216,767.21 | .01 | |
DISCOVERY COMM 4.125% 05/15/29 | 25470DBF5 | CORPORATE BONDS | 54,000.0000 | 51,590.52 | .00 | |
DISCOVERY COMMUN 5.3% 05/15/49 | 25470DBG3 | CORPORATE BONDS | 84,000.0000 | 78,900.58 | .00 | |
DISCOVERY COMMU 4.65% 05/15/50 | 25470DBH1 | CORPORATE BONDS | 880,000.0000 | 756,930.80 | .04 | |
DISH DBS CORP 5.125% 06/01/29 | 25470XBD6 | CORPORATE BONDS | 80,000.0000 | 62,488.80 | .00 | |
DISH DBS CORP 5.75% 12/01/28 | 25470XBF1 | CORPORATE BONDS | 95,000.0000 | 84,975.60 | .00 | |
DOLLAR GENERAL C 3.5% 04/03/30 | 256677AG0 | CORPORATE BONDS | 755,000.0000 | 708,980.82 | .03 | |
DOLLAR TREE INC 4% 05/15/25 | 256746AG3 | CORPORATE BONDS | 640,000.0000 | 643,714.96 | .03 | |
DOMINION ENERGY 3.9% 10/01/25 | 25746UCE7 | CORPORATE BONDS | 470,000.0000 | 472,729.12 | .02 | |
DPABS 2021-1A 2.662% 10/25/28 | 25755TAN0 | ASSET BACKED | 678,150.0000 | 608,436.18 | .03 | |
DUPONT DE NEMO 4.205% 11/15/23 | 26078JAB6 | CORPORATE BONDS | 1,270,000.0000 | 1,286,506.34 | .06 | |
DUPONT DE NEMO 4.725% 11/15/28 | 26078JAD2 | CORPORATE BONDS | 1,280,000.0000 | 1,322,445.80 | .06 | |
DUKE ENERGY COR 2.65% 09/01/26 | 26441CAS4 | CORPORATE BONDS | 1,160,000.0000 | 1,097,940.53 | .05 | |
DUKE ENERGY CORP 0.9% 09/15/25 | 26441CBJ3 | CORPORATE BONDS | 5,000,000.0000 | 4,577,826.05 | .22 | |
DUKE ENERGY COR 2.55% 06/15/31 | 26441CBL8 | CORPORATE BONDS | 965,000.0000 | 823,318.51 | .04 | |
DUKE ENERGY CARO 5.3% 02/15/40 | 26442CAH7 | CORPORATE BONDS | 1,590,000.0000 | 1,702,707.10 | .08 | |
DUKE ENERGY CAR 3.55% 03/15/52 | 26442CBH6 | CORPORATE BONDS | 180,000.0000 | 155,098.79 | .01 | |
DUKE ENERGY PROGRE 2% 08/15/31 | 26442UAL8 | CORPORATE BONDS | 210,000.0000 | 177,551.20 | .01 | |
DUKE ENERGY PROGRE 4% 04/01/52 | 26442UAP9 | CORPORATE BONDS | 235,000.0000 | 218,808.94 | .01 | |
DUN & BRADSTREET C 5% 12/15/29 | 26483EAL4 | CORPORATE BONDS | 155,000.0000 | 144,150.00 | .01 | |
ERP OPERATING 3.375% 06/01/25 | 26884ABD4 | CORPORATE BONDS | 6,017,000.0000 | 5,986,393.51 | .29 | |
EQM MIDSTREAM PA 6.5% 07/01/27 | 26885BAH3 | CORPORATE BONDS | 50,000.0000 | 50,500.00 | .00 | |
EQM MIDSTREAM P 4.75% 01/15/31 | 26885BAL4 | CORPORATE BONDS | 85,000.0000 | 75,786.00 | .00 | |
EMBARQ CORP 7.995% 06/01/36 | CTL/36 | 29078EAA3 | CORPORATE BONDS | 80,000.0000 | 72,000.00 | .00 |
EMERGENT BIOSO 3.875% 08/15/28 | 29089QAC9 | CORPORATE BONDS | 90,000.0000 | 76,387.50 | .00 | |
ENERGY TRANSFER LP 5% 05/15/44 | 292480AJ9 | CORPORATE BONDS | 385,000.0000 | 339,017.14 | .02 | |
ENCOMPASS HEALTH 4.5% 02/01/28 | 29261AAA8 | CORPORATE BONDS | 65,000.0000 | 60,094.45 | .00 | |
ENCOMPASS HEALT 4.75% 02/01/30 | 29261AAB6 | CORPORATE BONDS | 20,000.0000 | 18,075.00 | .00 | |
ENCOMPASS HEAL 4.625% 04/01/31 | 29261AAE0 | CORPORATE BONDS | 165,000.0000 | 145,612.50 | .01 | |
ENERGIZER HOLDI 4.75% 06/15/28 | 29272WAC3 | CORPORATE BONDS | 145,000.0000 | 127,486.90 | .01 | |
ENERGIZER HOLDIN 6.5% 12/31/27 | 29272WAF6 | CORPORATE BONDS | 115,000.0000 | 110,400.00 | .01 | |
ENERGY TRANSFER 5.95% 10/01/43 | 29273RAZ2 | CORPORATE BONDS | 1,683,000.0000 | 1,631,022.87 | .08 | |
ENERGY TRANSFER 4.9% 03/15/35 | 29273RBE8 | CORPORATE BONDS | 1,260,000.0000 | 1,192,961.23 | .06 | |
ENERGY TRANSFER 4.75% 01/15/26 | 29273RBG3 | CORPORATE BONDS | 360,000.0000 | 364,302.37 | .02 | |
ENERGY TRANSFER 6.25% 04/15/49 | 29279FAA7 | CORPORATE BONDS | 630,000.0000 | 635,767.95 | .03 | |
ENDURANCE INTERNAT 6% 02/15/29 | 29279XAA8 | CORPORATE BONDS | 75,000.0000 | 60,703.50 | .00 | |
ENTERPRISE PROD 3.75% 02/15/25 | 29379VBE2 | CORPORATE BONDS | 720,000.0000 | 721,019.68 | .04 | |
ENTERPRISE PROD 4.15% 10/16/28 | 29379VBT9 | CORPORATE BONDS | 6,000,000.0000 | 5,985,785.28 | .29 | |
ENTERPRISE PRODU 4.8% 02/01/49 | 29379VBU6 | CORPORATE BONDS | 820,000.0000 | 781,315.08 | .04 | |
ENTERPRISE PRODU 3.3% 02/15/53 | 29379VCB7 | CORPORATE BONDS | 110,000.0000 | 82,655.21 | .00 | |
CGCMT 2016-P4 B V/R 06/10/26 | 29429EAJ0 | ASSET BACKED | 805,000.0000 | 757,213.59 | .04 | |
EQUINIX INC 1.8% 07/15/27 | 29444UBG0 | CORPORATE BONDS | 115,000.0000 | 101,252.15 | .00 | |
EQUINIX INC 2% 05/15/28 | 29444UBR6 | CORPORATE BONDS | 210,000.0000 | 182,681.24 | .01 | |
EQUINIX INC 2.5% 05/15/31 | 29444UBS4 | CORPORATE BONDS | 395,000.0000 | 331,826.32 | .02 | |
EQUITABLE FINANC 1.8% 03/08/28 | 29449WAF4 | CORPORATE BONDS | 1,110,000.0000 | 972,106.30 | .05 | |
ESSENTIAL UTIL 3.351% 04/15/50 | 29670GAE2 | CORPORATE BONDS | 840,000.0000 | 669,481.79 | .03 | |
EVERI HOLDINGS INC 5% 07/15/29 | 30034TAA1 | CORPORATE BONDS | 165,000.0000 | 149,704.50 | .01 | |
EVERGY INC 2.9% 09/15/29 | 30034WAB2 | CORPORATE BONDS | 880,000.0000 | 806,739.76 | .04 | |
EXELON CORP 4.1% 03/15/52 | 30161NBF7 | CORPORATE BONDS | 195,000.0000 | 173,141.48 | .01 | |
EART 2021-1A D 1.08% 01/15/25 | 30166RAF4 | ASSET BACKED | 600,000.0000 | 570,418.20 | .03 | |
EART 2021-1A E 2.21% 02/18/25 | 30166RAG2 | ASSET BACKED | 900,000.0000 | 854,652.33 | .04 | |
EXPEDIA GROUP INC 5% 02/15/26 | 30212PAM7 | CORPORATE BONDS | 525,000.0000 | 536,462.73 | .03 | |
EXPEDIA GROUP IN 3.8% 02/15/28 | 30212PAP0 | CORPORATE BONDS | 900,000.0000 | 857,152.84 | .04 | |
EXTERRAN NRG S 8.125% 05/01/25 | 30227KAE9 | CORPORATE BONDS | 95,000.0000 | 95,237.50 | .00 | |
EXXON MOBIL CO 4.227% 03/19/40 | 30231GBF8 | CORPORATE BONDS | 570,000.0000 | 557,808.96 | .03 | |
EXXON MOBIL CO 2.992% 03/19/25 | 30231GBH4 | CORPORATE BONDS | 545,000.0000 | 539,597.94 | .03 | |
FMMSR 2021-GT1 A V/R 07/25/26 | 30259RAH8 | ASSET BACKED | 4,000,000.0000 | 3,686,390.40 | .18 | |
FMMSR 2021-GT2 A V/R 10/25/26 | 30259RAK1 | ASSET BACKED | 3,420,000.0000 | 3,109,763.25 | .15 | |
FREMF 2020-K105 V/R 02/25/30 | 302975BE6 | ASSET BACKED | 1,885,000.0000 | 1,758,724.79 | .09 | |
FWD 2019-INV1 A3 V/R 06/25/49 | 302980AC1 | ASSET BACKED | 813,302.7300 | 809,628.23 | .04 | |
FREMF 2019-K97 B V/R 07/25/29 | 30298PAS1 | ASSET BACKED | 3,980,000.0000 | 3,811,755.45 | .19 | |
FREMF 2019-K102 V/R 10/25/29 | 30312WAE9 | ASSET BACKED | 2,000,000.0000 | 1,878,655.80 | .09 | |
FSRIA 2021-FL2 A V/R 05/16/38 | 30319YAA6 | ASSET BACKED | 560,000.0000 | 551,940.48 | .03 | |
FREED 2021-3FP 0.62% 11/20/28 | 30322MAA7 | ASSET BACKED | 131,304.1900 | 130,742.00 | .01 | |
FGLMC P#G08793 4% 12/01/47 | 3128MJ3B4 | MBS/PASS THRU CERTS | 59,056.0900 | 59,282.30 | .00 | |
FGLMC P#G08741 3% 01/01/47 | 3128MJZF0 | MBS/PASS THRU CERTS | 139,655.0200 | 133,850.67 | .01 | |
FGLMC P#G08747 3% 02/01/47 | 3128MJZM5 | MBS/PASS THRU CERTS | 281,679.9400 | 269,973.33 | .01 | |
FGLMC P#C91815 3% 03/01/35 | 3128P8AQ4 | MBS/PASS THRU CERTS | 369,846.3400 | 357,878.47 | .02 | |
UMBS P#ZK9295 3% 02/01/33 | 3131XDKG9 | MBS/PASS THRU CERTS | 866,122.0500 | 857,142.44 | .04 | |
UMBS P#ZL6785 3.5% 08/01/43 | 3131XNRE5 | MBS/PASS THRU CERTS | 952,589.4800 | 941,645.97 | .05 | |
FHS 303 C10 3.5% 01/15/33 | 31325UD86 | ASSET BACKED | 1,100,791.8000 | 129,029.74 | .01 | |
UMBS P#ZA3968 3% 05/01/33 | 31329MMR8 | MBS/PASS THRU CERTS | 516,363.3400 | 510,758.43 | .03 | |
UMBS P#ZS4586 4% 10/01/44 | 3132A5CX1 | MBS/PASS THRU CERTS | 805,242.0000 | 813,773.21 | .04 | |
UMBS P#ZS4748 4% 12/01/47 | 3132A5HZ1 | MBS/PASS THRU CERTS | 976,394.1000 | 979,315.32 | .05 | |
UMBS P#ZS9972 3% 03/01/42 | 3132ABCH3 | MBS/PASS THRU CERTS | 202,038.3500 | 194,656.60 | .01 | |
UMBS P#ZT0371 4.5% 05/01/48 | 3132ACMU1 | MBS/PASS THRU CERTS | 432,256.1800 | 441,594.05 | .02 | |
UMBS P#SB8046 3% 05/01/35 | 3132D55F5 | MBS/PASS THRU CERTS | 692,955.3600 | 682,609.19 | .03 | |
UMBS P#SD7551 3% 01/01/52 | 3132DVL86 | MBS/PASS THRU CERTS | 8,636,188.1300 | 8,209,459.05 | .40 | |
UMBS P#SD8134 2% 03/01/51 | 3132DWBB8 | MBS/PASS THRU CERTS | 7,590,910.5700 | 6,717,238.06 | .33 | |
UMBS P#SD8140 2% 04/01/51 | 3132DWBH5 | MBS/PASS THRU CERTS | 450,469.7600 | 398,482.92 | .02 | |
UMBS P#SD8183 2.5% 12/01/51 | 3132DWCU5 | MBS/PASS THRU CERTS | 6,760,583.5800 | 6,176,762.09 | .30 | |
UMBS P#SD8199 2% 03/01/52 | 3132DWDC4 | MBS/PASS THRU CERTS | 3,813,922.9100 | 3,369,805.47 | .17 | |
FGLMC P#Q44630 3.5% 12/01/46 | 3132WJEC1 | MBS/PASS THRU CERTS | 14,454,978.4800 | 14,247,673.27 | .70 | |
UMBS P#WA0506 3.03% 01/01/50 | 3132WRRR6 | MBS/PASS THRU CERTS | 3,841,708.7200 | 3,389,029.23 | .17 | |
FGLMC P#Q53571 3.5% 01/01/48 | 3132XV6H1 | MBS/PASS THRU CERTS | 464,563.9400 | 456,898.35 | .02 | |
FGLMC P#G60910 3% 03/01/42 | 31335BAK2 | MBS/PASS THRU CERTS | 4,662,423.4500 | 4,495,804.99 | .22 | |
UMBS P#QB9896 2% 03/01/51 | 3133AG7H6 | MBS/PASS THRU CERTS | 699,262.4000 | 618,453.35 | .03 | |
UMBS P#QU7398 3% 04/01/50 | 3133JLGF0 | MBS/PASS THRU CERTS | 5,537,805.0700 | 5,205,828.83 | .26 | |
UMBS P#RA2618 2.5% 05/01/50 | 3133KH4B9 | MBS/PASS THRU CERTS | 342,446.2400 | 313,633.69 | .02 | |
UMBS P#RA2898 2.5% 06/01/50 | 3133KJGF3 | MBS/PASS THRU CERTS | 394,733.6700 | 361,193.87 | .02 | |
UMBS P#RA5917 3% 09/01/51 | 3133KMSE6 | MBS/PASS THRU CERTS | 580,363.0900 | 547,990.54 | .03 | |
UMBS P#RB0369 2% 12/01/40 | 3133KTMS6 | MBS/PASS THRU CERTS | 107,165.2900 | 96,965.72 | .00 | |
UMBS P#RB0715 2% 12/01/41 | 3133KTYL8 | MBS/PASS THRU CERTS | 782,741.2800 | 703,076.49 | .03 | |
UMBS P#RB5111 2% 05/01/41 | 3133KYVC0 | MBS/PASS THRU CERTS | 657,864.2300 | 590,920.99 | .03 | |
FNR 2013-15 ZV 3% 03/25/43 | 3136ACR60 | ASSET BACKED | 481,765.1800 | 456,285.92 | .02 | |
FNR 2013-62 PY 2.5% 06/25/43 | 3136AELQ8 | ASSET BACKED | 1,072,000.0000 | 965,766.52 | .05 | |
FNR 2013-72 IW 3.5% 07/25/33 | 3136AFDM3 | ASSET BACKED | 1,916,991.3100 | 176,363.78 | .01 | |
FNR 2014-11 KZ 2.5% 10/25/41 | 3136AJHE9 | ASSET BACKED | 3,310,853.6700 | 3,076,969.34 | .15 | |
FNR 2014-95 ZC 3% 01/25/45 | 3136AL3J8 | ASSET BACKED | 512,584.1000 | 478,971.19 | .02 | |
FNR 2015-55 PD 2.5% 03/25/43 | 3136APF72 | ASSET BACKED | 946,688.0000 | 925,747.83 | .05 | |
FNR 2016-43 GZ 3% 07/25/46 | 3136ASXH4 | ASSET BACKED | 491,134.0800 | 455,433.89 | .02 | |
FNA 2017-M2 A2 V/R 02/25/27 | 3136AVKR9 | ASSET BACKED | 7,184,573.6700 | 7,064,874.36 | .35 | |
FNR 2017-24 LG 3% 04/25/37 | 3136AVQ93 | ASSET BACKED | 7,731,019.0000 | 7,320,481.79 | .36 | |
FNR 2017-22 BZ 3.5% 04/25/47 | 3136AVW62 | ASSET BACKED | 661,391.3700 | 638,468.60 | .03 | |
FNR 2017-107 GA 3% 08/25/45 | 3136B0JJ6 | ASSET BACKED | 493,018.0000 | 491,488.26 | .02 | |
FNR 2017-105 ZE 3% 01/25/48 | 3136B0MR4 | ASSET BACKED | 755,685.9100 | 686,601.63 | .03 | |
FNA 2018-M7 A2 V/R 03/25/28 | 3136B1K86 | ASSET BACKED | 1,362,958.6800 | 1,350,611.64 | .07 | |
FNA 2018-M14 A2 V/R 08/25/28 | 3136B27L0 | ASSET BACKED | 4,627,231.8900 | 4,689,265.95 | .23 | |
FNA 2020-M7 X2 V/R 03/25/31 | 3136B9DK0 | ASSET BACKED | 20,923,751.4000 | 1,609,609.79 | .08 | |
FNA 2020-M15 X1 V/R 09/25/31 | 3136B9MX2 | ASSET BACKED | 13,856,969.1000 | 1,225,290.02 | .06 | |
FNR 2020-99 KI 1.5% 11/25/35 | 3136BDFB9 | ASSET BACKED | 2,328,732.3900 | 134,305.68 | .01 | |
FNA 2022-M5 A1 V/R 01/01/34 | 3136BLN63 | ASSET BACKED | 7,921,652.0500 | 7,525,502.91 | .37 | |
FNA 2022-M4 A1X V/R 05/25/30 | 3136BLQ78 | ASSET BACKED | 8,078,591.6900 | 7,789,059.81 | .38 | |
UMBS P#387898 3.71% 08/01/30 | 31377U3F8 | MBS/PASS THRU CERTS | 8,500,000.0000 | 8,664,102.28 | .42 | |
FHR 3835 FO ZCP 04/15/41 | 3137A9WQ5 | ASSET BACKED | 748,626.8700 | 637,811.08 | .03 | |
FHR 4116 AP 1.35% 08/15/42 | 3137AVJY4 | ASSET BACKED | 1,323,289.9800 | 1,209,786.11 | .06 | |
FHR 4223 SB V/R 07/15/43 | 3137B3MV7 | ASSET BACKED | 3,952,230.7000 | 3,235,412.25 | .16 | |
FHR 4265 GL 3% 04/15/42 | 3137B5R96 | ASSET BACKED | 1,000,000.0000 | 937,283.40 | .05 | |
FHR 4358 Z 3% 06/15/44 | 3137BBPC8 | ASSET BACKED | 916,789.9600 | 860,557.64 | .04 | |
FHMS Q001 A3 3.815% 02/25/32 | 3137BEWR1 | ASSET BACKED | 1,500,000.0000 | 1,486,430.85 | .07 | |
FHR 4447 IO 5% 03/15/45 | 3137BGWY1 | ASSET BACKED | 849,428.6200 | 187,309.12 | .01 | |
FHR 4493 ZG 3% 07/15/45 | 3137BKMD9 | ASSET BACKED | 275,433.9100 | 257,173.69 | .01 | |
FHR 4518 CZ 3.5% 10/15/45 | 3137BLP93 | ASSET BACKED | 125,504.1800 | 122,755.37 | .01 | |
FHR 4640 VB 3% 03/15/37 | 3137BTMN8 | ASSET BACKED | 2,557,716.9800 | 2,563,270.55 | .13 | |
FHR 4655 CZ 3% 02/15/47 | 3137BVDA1 | ASSET BACKED | 9,004,404.0200 | 8,296,903.68 | .41 | |
FHMS K064 X1 V/R 03/25/27 | 3137BXR20 | ASSET BACKED | 108,927,916.2500 | 2,760,266.08 | .14 | |
FHMS K119 X1 V/R 09/25/30 | 3137F6GV3 | ASSET BACKED | 58,643,772.1300 | 3,671,674.84 | .18 | |
FHMS K120 X1 V/R 10/25/30 | 3137F72R5 | ASSET BACKED | 29,170,346.4000 | 2,013,488.99 | .10 | |
FHMS K122 X1 V/R 11/25/30 | 3137F82T9 | ASSET BACKED | 12,774,631.3000 | 765,293.67 | .04 | |
FHMS K121 X1 V/R 10/25/30 | 3137F83S0 | ASSET BACKED | 41,478,498.3900 | 2,822,495.68 | .14 | |
FHMS K-1519 X1 V/R 12/25/35 | 3137F8TU7 | ASSET BACKED | 30,858,083.5500 | 1,751,816.49 | .09 | |
FHMS K124 X1 V/R 12/25/30 | 3137F9YZ8 | ASSET BACKED | 23,944,925.1400 | 1,209,546.76 | .06 | |
FHMS K125 X1 V/R 01/25/31 | 3137F9ZA2 | ASSET BACKED | 53,883,479.3400 | 2,215,122.89 | .11 | |
FHMS KIR3 A2 3.281% 08/25/27 | 3137FBAJ5 | ASSET BACKED | 5,500,000.0000 | 5,462,928.35 | .27 | |
FHR 4726 Z 3.5% 10/15/47 | 3137FBBV7 | ASSET BACKED | 21,065,623.9200 | 20,356,234.82 | 1.00 | |
FHMS K084 A2 V/R 10/25/28 | 3137FJZ93 | ASSET BACKED | 6,770,000.0000 | 6,881,154.60 | .34 | |
FHMS K085 A2 V/R 10/25/28 | 3137FK4M5 | ASSET BACKED | 6,000,000.0000 | 6,215,557.20 | .30 | |
FHMS K088 A2 3.69% 01/25/29 | 3137FKZZ2 | ASSET BACKED | 2,975,000.0000 | 3,029,032.55 | .15 | |
FHR 4892 ES V/R 07/25/45 | 3137FMSN3 | ASSET BACKED | 5,341,897.8000 | 851,499.04 | .04 | |
FHMS K116 X1 V/R 07/25/30 | 3137FWHV5 | ASSET BACKED | 25,031,607.7700 | 2,303,566.25 | .11 | |
FHR 5018 LW 1% 10/25/40 | 3137FXBZ0 | ASSET BACKED | 407,770.5400 | 352,434.00 | .02 | |
FHR 5092 WI 2.5% 04/25/36 | 3137FYEV4 | ASSET BACKED | 1,916,103.0200 | 207,104.29 | .01 | |
FHMS K130 X1 V/R 06/25/31 | 3137H1YX8 | ASSET BACKED | 30,183,373.6900 | 2,296,622.72 | .11 | |
FHMS K132 X1 V/R 08/25/31 | 3137H3EX6 | ASSET BACKED | 55,995,131.3600 | 2,206,476.95 | .11 | |
UMBS P#AL6942 2.5% 06/01/30 | 3138EPWC4 | MBS/PASS THRU CERTS | 132,647.1800 | 130,110.41 | .01 | |
UMBS P#AL7968 3% 01/01/31 | 3138EQ2A9 | MBS/PASS THRU CERTS | 717,239.3300 | 713,867.72 | .03 | |
UMBS P#AN2840 2.49% 09/01/28 | 3138LFEN4 | MBS/PASS THRU CERTS | 1,682,779.2000 | 1,605,773.89 | .08 | |
UMBS P#AR9215 3% 03/01/43 | 3138W7GZ1 | MBS/PASS THRU CERTS | 4,372,829.0900 | 4,207,418.30 | .21 | |
UMBS P#AS4501 3% 02/01/30 | 3138WEAB5 | MBS/PASS THRU CERTS | 505,346.4300 | 502,976.13 | .02 | |
UMBS P#AT7623 3% 06/01/43 | 3138WVPH8 | MBS/PASS THRU CERTS | 7,426,059.1300 | 7,157,511.30 | .35 | |
UMBS P#AZ4794 3% 10/01/30 | 3138YWKG1 | MBS/PASS THRU CERTS | 300,551.5000 | 299,141.68 | .01 | |
FNR 2011-51 TO ZCP 06/25/41 | 31397UKE8 | ASSET BACKED | 143,577.5400 | 119,452.79 | .01 | |
UMBS P#BA4018 3.5% 03/01/46 | 3140E8PC6 | MBS/PASS THRU CERTS | 774,680.2800 | 762,685.08 | .04 | |
UMBS P#BD7043 4% 03/01/47 | 3140FEZH0 | MBS/PASS THRU CERTS | 703,736.9500 | 709,206.90 | .03 | |
UMBS P#BF0175 2.5% 01/01/57 | 3140FXFR8 | MBS/PASS THRU CERTS | 741,777.7300 | 677,725.14 | .03 | |
UMBS P#BF0352 3% 04/01/53 | 3140FXMA7 | MBS/PASS THRU CERTS | 4,867,146.3100 | 4,677,769.88 | .23 | |
UMBS P#BH5752 3.5% 11/01/47 | 3140GUMA2 | MBS/PASS THRU CERTS | 964,019.8000 | 946,100.89 | .05 | |
UMBS P#BJ2763 4.5% 05/01/48 | 3140H4B94 | MBS/PASS THRU CERTS | 302,956.7400 | 310,136.47 | .02 | |
UMBS P#BK1983 3.5% 03/01/33 | 3140HFFZ7 | MBS/PASS THRU CERTS | 915,785.6400 | 921,695.17 | .05 | |
UMBS P#BL3779 2.76% 09/01/31 | 3140HVFV1 | MBS/PASS THRU CERTS | 4,443,000.0000 | 4,215,353.96 | .21 | |
UMBS P#BM3075 3.5% 07/01/32 | 3140J7MZ5 | MBS/PASS THRU CERTS | 309,195.5300 | 311,225.31 | .02 | |
UMBS P#BM3415 2.5% 02/01/47 | 3140J7YM1 | MBS/PASS THRU CERTS | 6,716,163.2000 | 6,185,897.40 | .30 | |
UMBS P#BM4513 V/R 05/01/44 | 3140J9AP6 | MBS/PASS THRU CERTS | 2,192,938.1300 | 2,238,473.04 | .11 | |
UMBS P#BM4919 4% 11/01/38 | 3140J9PD7 | MBS/PASS THRU CERTS | 540,573.3400 | 551,666.62 | .03 | |
UMBS P#BM5024 3% 11/01/48 | 3140J9SN2 | MBS/PASS THRU CERTS | 137,338.1700 | 130,813.81 | .01 | |
UMBS P#BQ0194 2% 08/01/50 | 3140KKGC2 | MBS/PASS THRU CERTS | 5,535,623.1100 | 4,912,372.40 | .24 | |
UMBS P#BQ4491 2% 02/01/51 | 3140KP7D9 | MBS/PASS THRU CERTS | 1,914,430.9400 | 1,694,207.17 | .08 | |
UMBS P#BQ7737 2% 03/01/51 | 3140KTS30 | MBS/PASS THRU CERTS | 874,851.1900 | 773,956.76 | .04 | |
UMBS P#BR1339 2% 02/01/51 | 3140KYPZ1 | MBS/PASS THRU CERTS | 1,710,492.5800 | 1,517,604.78 | .07 | |
UMBS P#BR4390 2% 03/01/51 | 3140L22Y8 | MBS/PASS THRU CERTS | 918,149.3300 | 812,492.63 | .04 | |
UMBS P#BS3020 1.96% 09/01/33 | 3140LDLA5 | MBS/PASS THRU CERTS | 13,000,000.0000 | 11,007,563.19 | .54 | |
UMBS P#BU0986 2.5% 11/01/51 | 3140M2CY6 | MBS/PASS THRU CERTS | 389,846.5400 | 357,088.69 | .02 | |
UMBS P#BU3058 2.5% 12/01/51 | 3140M4MG0 | MBS/PASS THRU CERTS | 1,225,957.6200 | 1,120,082.29 | .05 | |
UMBS P#BU7899 2.5% 01/01/52 | 3140M9X51 | MBS/PASS THRU CERTS | 594,723.5800 | 543,693.16 | .03 | |
UMBS P#CA1909 4.5% 06/01/48 | 3140Q9DP5 | MBS/PASS THRU CERTS | 282,952.1700 | 289,616.10 | .01 | |
UMBS P#CA6902 2% 09/01/50 | 3140QEU42 | MBS/PASS THRU CERTS | 1,476,840.3800 | 1,308,075.57 | .06 | |
UMBS P#CA7228 2.5% 10/01/50 | 3140QFA66 | MBS/PASS THRU CERTS | 5,918,959.2500 | 5,430,404.86 | .27 | |
UMBS P#CA7257 2.5% 10/01/50 | 3140QFB32 | MBS/PASS THRU CERTS | 916,569.2000 | 845,003.74 | .04 | |
UMBS P#CA8304 2% 12/01/40 | 3140QGGN1 | MBS/PASS THRU CERTS | 130,090.7000 | 117,709.15 | .01 | |
UMBS P#CA9381 2% 03/01/51 | 3140QHM77 | MBS/PASS THRU CERTS | 2,813,182.8900 | 2,488,287.33 | .12 | |
UMBS P#CB0463 2% 05/01/41 | 3140QKQR2 | MBS/PASS THRU CERTS | 139,148.9500 | 125,033.73 | .01 | |
UMBS P#CB1805 2.5% 10/01/51 | 3140QMAF1 | MBS/PASS THRU CERTS | .0000 | .00 | .00 | |
UMBS P#FM4865 2.5% 11/01/50 | 3140X8MP9 | MBS/PASS THRU CERTS | 10,836,096.6700 | 9,914,234.82 | .49 | |
UMBS P#FM4969 2% 12/01/50 | 3140X8QX8 | MBS/PASS THRU CERTS | 356,906.6100 | 316,158.78 | .02 | |
UMBS P#FM5063 3.5% 07/01/50 | 3140X8TV9 | MBS/PASS THRU CERTS | 466,915.3800 | 454,585.01 | .02 | |
UMBS P#FM5109 3.5% 05/01/47 | 3140X8VB0 | MBS/PASS THRU CERTS | 791,580.9100 | 782,651.28 | .04 | |
UMBS P#FM7203 2% 05/01/51 | 3140XBAD2 | MBS/PASS THRU CERTS | 6,464,934.1400 | 5,723,638.03 | .28 | |
UMBS P#FM9115 2% 10/01/41 | 3140XDDV5 | MBS/PASS THRU CERTS | 181,976.5700 | 163,456.14 | .01 | |
UMBS P#FM9499 2.5% 11/01/51 | 3140XDRV0 | MBS/PASS THRU CERTS | 2,265,092.8400 | 2,074,770.07 | .10 | |
UMBS P#FM9538 2% 11/01/51 | 3140XDS49 | MBS/PASS THRU CERTS | .0000 | .00 | .00 | |
UMBS P#FS0043 3% 05/01/51 | 3140XFBM2 | MBS/PASS THRU CERTS | 546,946.0900 | 519,205.50 | .03 | |
UMBS P#FS0377 2.5% 02/01/52 | 3140XFM32 | MBS/PASS THRU CERTS | 2,750,642.9400 | 2,514,459.73 | .12 | |
UMBS P#FS0362 2.5% 01/01/52 | 3140XFML2 | MBS/PASS THRU CERTS | 6,363,934.0100 | 5,818,396.27 | .29 | |
UMBS P#FS0434 2.5% 11/01/51 | 3140XFPU9 | MBS/PASS THRU CERTS | 1,360,984.4200 | 1,253,669.51 | .06 | |
UMBS P#FS0701 3% 12/01/51 | 3140XFX71 | MBS/PASS THRU CERTS | 493,168.1600 | 466,721.85 | .02 | |
UMBS P#FS0973 3% 08/01/50 | 3140XGCK3 | MBS/PASS THRU CERTS | 247,099.8200 | 234,370.30 | .01 | |
UMBS P#FS1069 2% 12/01/51 | 3140XGFK0 | MBS/PASS THRU CERTS | 11,908,816.8200 | 10,522,177.65 | .52 | |
UMBS P#AB7928 3% 02/01/43 | 31417EY21 | MBS/PASS THRU CERTS | 3,017,385.7400 | 2,907,857.69 | .14 | |
UMBS P#MA2804 3% 11/01/36 | 31418CDJ0 | MBS/PASS THRU CERTS | 1,240,363.8300 | 1,198,623.02 | .06 | |
UMBS P#MA3059 3.5% 07/01/37 | 31418CMH4 | MBS/PASS THRU CERTS | 508,931.1000 | 501,898.90 | .02 | |
UMBS P#MA3211 4% 12/01/47 | 31418CR97 | MBS/PASS THRU CERTS | 69,599.8900 | 69,870.58 | .00 | |
UMBS P#MA3277 4% 02/01/48 | 31418CUB8 | MBS/PASS THRU CERTS | 100,478.6200 | 100,546.95 | .00 | |
UMBS P#MA4399 2.5% 08/01/51 | 31418D3H3 | MBS/PASS THRU CERTS | 12,304,077.6400 | 11,243,619.34 | .55 | |
UMBS P#MA4400 3% 08/01/51 | 31418D3J9 | MBS/PASS THRU CERTS | 395,058.2900 | 373,873.34 | .02 | |
UMBS P#MA4415 3% 09/01/51 | 31418D3Z3 | MBS/PASS THRU CERTS | 127,155.1700 | 120,336.33 | .01 | |
UMBS P#MA4438 2.5% 10/01/51 | 31418D4Y5 | MBS/PASS THRU CERTS | 7,016,516.3700 | 6,431,494.95 | .32 | |
UMBS P#MA4439 3% 10/01/51 | 31418D4Z2 | MBS/PASS THRU CERTS | 462,703.9600 | 437,890.71 | .02 | |
UMBS P#MA4446 2% 10/01/41 | 31418D5G3 | MBS/PASS THRU CERTS | 382,937.8500 | 343,965.56 | .02 | |
UMBS P#MA4466 2.5% 11/01/51 | 31418D6C1 | MBS/PASS THRU CERTS | 6,578,088.4300 | 6,010,039.84 | .29 | |
UMBS P#MA4493 2.5% 12/01/51 | 31418D7F3 | MBS/PASS THRU CERTS | 7,004,235.5300 | 6,399,373.21 | .31 | |
UMBS P#MA4100 2% 08/01/50 | 31418DRW4 | MBS/PASS THRU CERTS | 7,631,615.3300 | 6,763,040.89 | .33 | |
UMBS P#MA4204 2% 12/01/40 | 31418DU67 | MBS/PASS THRU CERTS | 858,198.7900 | 772,411.14 | .04 | |
UMBS P#MA4281 2% 03/01/51 | 31418DXK3 | MBS/PASS THRU CERTS | 971,981.8600 | 860,408.87 | .04 | |
UMBS P#MA4305 2% 04/01/51 | 31418DYB2 | MBS/PASS THRU CERTS | 2,366,614.7200 | 2,094,092.53 | .10 | |
UMBS P#MA4311 2% 04/01/41 | 31418DYH9 | MBS/PASS THRU CERTS | 447,086.4700 | 401,637.55 | .02 | |
UMBS P#MA4547 2% 02/01/52 | 31418EBR0 | MBS/PASS THRU CERTS | 514,949.7600 | 455,026.81 | .02 | |
UMBS P#MA4549 3% 02/01/52 | 31418EBT6 | MBS/PASS THRU CERTS | 7,698,673.3500 | 7,267,037.61 | .36 | |
FEDEX CORP 4.75% 11/15/45 | 31428XBE5 | CORPORATE BONDS | 285,000.0000 | 271,124.58 | .01 | |
FERRELLGAS LP/ 5.375% 04/01/26 | 315289AA6 | CORPORATE BONDS | 70,000.0000 | 63,350.00 | .00 | |
FERTITTA ENTERT 6.75% 01/15/30 | 31556TAC3 | CORPORATE BONDS | 155,000.0000 | 134,093.60 | .01 | |
EFMT 2021-2 A1 V/R 06/25/66 | 31572LAA4 | ASSET BACKED | 279,210.2700 | 254,272.27 | .01 | |
EFMT 2022-1 A1 V/R 01/25/67 | 31573CAA3 | ASSET BACKED | 781,602.3700 | 729,922.04 | .04 | |
EFMT 2021-3 A1 V/R 09/25/66 | 31573JAA8 | ASSET BACKED | 1,040,779.7800 | 922,866.20 | .05 | |
EFMT 2021-1 A1 V/R 02/25/66 | 31574XAA6 | ASSET BACKED | 128,807.1100 | 119,347.08 | .01 | |
FFML 2007-FF2 A1 V/R 03/25/37 | 32029GAA2 | ASSET BACKED | 5,720,564.5600 | 3,721,311.34 | .18 | |
FRST STU BID/FRST 4% 07/31/29 | 337120AA7 | CORPORATE BONDS | 75,000.0000 | 67,125.00 | .00 | |
FISERV INC 2.25% 06/01/27 | 337738BB3 | CORPORATE BONDS | 1,425,000.0000 | 1,303,913.52 | .06 | |
FIVE CORNERS FN 2.85% 05/15/30 | 33834DAA2 | CORPORATE BONDS | 6,134,000.0000 | 5,431,752.75 | .27 | |
FTAB 2021-NPL1 A V/R 06/25/61 | 33835CAA3 | ASSET BACKED | 1,290,102.4300 | 1,227,760.55 | .06 | |
FORDR 2020-1 C 2.54% 02/15/25 | 34531NAE6 | ASSET BACKED | 6,750,000.0000 | 6,415,931.70 | .31 | |
FORDR 2020-2 C 1.74% 10/15/25 | 34532JAC8 | ASSET BACKED | 3,650,000.0000 | 3,346,211.23 | .16 | |
FORDL 2021-A C 0.78% 07/15/23 | 34532QAF5 | ASSET BACKED | 2,685,000.0000 | 2,610,271.89 | .13 | |
FORD MOTOR COMP 3.25% 02/12/32 | 345370DA5 | CORPORATE BONDS | 300,000.0000 | 243,810.00 | .01 | |
FORD MOTOR CRED 4.95% 05/28/27 | 345397C27 | CORPORATE BONDS | 400,000.0000 | 389,564.00 | .02 | |
FORD MOTOR CREDIT V/R 02/15/23 | 345397ZC0 | CORPORATE BONDS | 985,000.0000 | 978,615.40 | .05 | |
FORTRESS TRANS & 5.5% 05/01/28 | 34960PAD3 | CORPORATE BONDS | 115,000.0000 | 99,187.50 | .00 | |
T/L HYLAND SOFTWARE 0% 7/7/25 | 34GD73 | LOAN | 10,000.0000 | 9,987.50 | .00 | |
SCRT 2019-1 MT 3.5% 07/25/58 | 35563PJE0 | ASSET BACKED | 580,627.9200 | 569,036.15 | .03 | |
SCRT 2019-1 MA 3.5% 07/25/58 | 35563PJF7 | ASSET BACKED | 409,346.0500 | 407,925.33 | .02 | |
SCRT 2019-4 MV 3% 02/25/59 | 35563PMN6 | ASSET BACKED | 5,717,743.7100 | 5,446,706.65 | .27 | |
SCRT 2020-1 MT 2.5% 08/25/59 | 35563PNN5 | ASSET BACKED | 723,043.0000 | 679,494.99 | .03 | |
SCRT 2020-2 MT 2% 11/25/59 | 35563PQN2 | ASSET BACKED | 7,081,010.3300 | 6,442,326.57 | .32 | |
SCRT 2020-3 M5TW 3% 05/25/60 | 35563PTN9 | ASSET BACKED | 7,167,849.7500 | 6,971,322.36 | .34 | |
STACR 2021-HQA2 V/R 12/25/33 | 35564KFV6 | ASSET BACKED | 5,000,000.0000 | 4,843,853.00 | .24 | |
FREEPORT-MCMORA 5.45% 03/15/43 | 35671DBC8 | CORPORATE BONDS | 350,000.0000 | 349,846.00 | .02 | |
FREEPORT-MCMOR 4.375% 08/01/28 | 35671DCG8 | CORPORATE BONDS | 100,000.0000 | 96,825.00 | .00 | |
FREEPORT-MCMOR 4.625% 08/01/30 | 35671DCH6 | CORPORATE BONDS | 100,000.0000 | 96,597.99 | .00 | |
FRONTIER COMMU 5.875% 10/15/27 | 35906ABE7 | CORPORATE BONDS | 45,000.0000 | 43,087.50 | .00 | |
FRONTIER COMMUNICA 5% 05/01/28 | 35906ABF4 | CORPORATE BONDS | 90,000.0000 | 82,129.05 | .00 | |
FRONTIER COMMU 5.875% 11/01/29 | 35908MAA8 | CORPORATE BONDS | 9,900.0000 | 8,594.44 | .00 | |
FRONTIER COMMUNICA 6% 01/15/30 | 35908MAB6 | CORPORATE BONDS | 105,000.0000 | 91,359.45 | .00 | |
FULL HOUSE RESO 8.25% 02/15/28 | 359678AC3 | CORPORATE BONDS | 195,000.0000 | 193,087.05 | .01 | |
GCI LLC 4.75% 10/15/28 | 36166TAB6 | CORPORATE BONDS | 135,000.0000 | 125,212.50 | .01 | |
GCAT 2021-NQM2 A V/R 05/25/66 | 36166XAA9 | ASSET BACKED | 601,649.3000 | 559,828.18 | .03 | |
GCAT 2021-NQM3 A V/R 05/25/66 | 36167HAA3 | ASSET BACKED | 805,447.2300 | 755,132.79 | .04 | |
GCAT 2021-NQM1 A V/R 01/25/66 | 36167TAA7 | ASSET BACKED | 665,660.0800 | 634,027.38 | .03 | |
GCAT 2021-NQM7 A V/R 12/25/25 | 36167YAA6 | ASSET BACKED | 611,117.1800 | 585,632.19 | .03 | |
GCAT 2021-NQM4 A V/R 08/25/25 | 36168HAA2 | ASSET BACKED | 1,035,848.5200 | 915,637.47 | .04 | |
GCAT 2021-NQM5 A V/R 07/25/66 | 36168KAA5 | ASSET BACKED | 1,461,753.1700 | 1,308,805.55 | .06 | |
GNMA II P#MA0318 3.5% 08/20/42 | 36179MK74 | MBS/PASS THRU CERTS | 140,599.5400 | 140,345.52 | .01 | |
GNMA II P#MA1375 3.5% 10/20/43 | 36179NQ43 | MBS/PASS THRU CERTS | 533,248.9600 | 533,229.83 | .03 | |
GNMA II P#MA1521 3.5% 12/20/43 | 36179NVN5 | MBS/PASS THRU CERTS | 95,187.6100 | 95,184.20 | .00 | |
GNMA II P#MA2602 4% 02/20/45 | 36179Q3K5 | MBS/PASS THRU CERTS | 394,875.7400 | 400,088.89 | .02 | |
GNMA II P#MA2073 3.5% 07/20/44 | 36179QJS1 | MBS/PASS THRU CERTS | 19,650.3600 | 19,633.59 | .00 | |
GNMA II P#MA2304 4% 10/20/44 | 36179QRZ6 | MBS/PASS THRU CERTS | 607,573.5700 | 615,594.76 | .03 | |
GNMA II P#MA3572 3% 04/20/31 | 36179R6H7 | MBS/PASS THRU CERTS | 365,277.0600 | 357,617.32 | .02 | |
GNMA II P#MA3174 4% 10/20/45 | 36179RQ36 | MBS/PASS THRU CERTS | 273,451.2700 | 275,149.65 | .01 | |
GNMA II P#MA3736 3.5% 06/20/46 | 36179SEH6 | MBS/PASS THRU CERTS | 482,156.0000 | 478,053.23 | .02 | |
GNMA II P#MA4263 4% 02/20/47 | 36179SWY9 | MBS/PASS THRU CERTS | 347,970.6200 | 352,394.68 | .02 | |
GNMA II P#MA5528 4% 10/20/48 | 36179UD90 | MBS/PASS THRU CERTS | 735,518.6900 | 744,339.44 | .04 | |
GNMA II P#MA5817 4% 03/20/49 | 36179UPA4 | MBS/PASS THRU CERTS | 623,048.8900 | 628,206.08 | .03 | |
GNMA II P#MA6041 4.5% 07/20/49 | 36179UWA6 | MBS/PASS THRU CERTS | 284,296.2000 | 291,977.58 | .01 | |
GNMA II P#MA6092 4.5% 08/20/49 | 36179UXV9 | MBS/PASS THRU CERTS | 290,920.5500 | 297,901.90 | .01 | |
GNMA II P#MA6867 3.5% 09/20/50 | 36179VTY6 | MBS/PASS THRU CERTS | 842,548.6500 | 828,113.84 | .04 | |
GNMA II P#MA7053 3% 12/20/50 | 36179VZS2 | MBS/PASS THRU CERTS | 117,721.3000 | 112,785.67 | .01 | |
GNMA II P#MA7535 3% 08/20/51 | 36179WLQ9 | MBS/PASS THRU CERTS | 1,016,007.1800 | 971,647.25 | .05 | |
GNMA II P#MA7589 2.5% 09/20/51 | 36179WNE4 | MBS/PASS THRU CERTS | 798,300.3600 | 742,542.40 | .04 | |
GNMA II P#MA7649 2.5% 10/20/51 | 36179WQA9 | MBS/PASS THRU CERTS | 2,634,451.1900 | 2,450,189.45 | .12 | |
GNMA II P#MA7768 3% 12/20/51 | 36179WTZ1 | MBS/PASS THRU CERTS | 2,569,354.9900 | 2,454,736.14 | .12 | |
GNMA II P#MA7883 3.5% 02/20/52 | 36179WXL7 | MBS/PASS THRU CERTS | 8,629,697.7400 | 8,460,213.07 | .41 | |
GLP CAPITAL LP / 5.3% 01/15/29 | 361841AL3 | CORPORATE BONDS | 260,000.0000 | 260,070.20 | .01 | |
GNMA II P#4636 4.5% 02/20/40 | 36202FEH5 | MBS/PASS THRU CERTS | 777,571.4700 | 816,771.99 | .04 | |
GNMA II P#785305 3% 06/20/50 | 3622AAYA6 | MBS/PASS THRU CERTS | 673,759.7900 | 638,211.03 | .03 | |
GNMA II P#785713 2.5% 10/20/51 | 3622ABGW6 | MBS/PASS THRU CERTS | 4,738,755.4500 | 4,351,006.64 | .21 | |
GSMS 2015-GC3 3.382% 05/10/25 | 36250GAP0 | ASSET BACKED | 705,000.0000 | 696,834.62 | .03 | |
GSMS 2018-TWR D V/R 07/15/21 | 36251SAN8 | ASSET BACKED | 400,000.0000 | 379,863.84 | .02 | |
GSMS 2018-TWR E V/R 07/15/21 | 36251SAQ1 | ASSET BACKED | 400,000.0000 | 380,745.80 | .02 | |
GSMS 2018-TWR F V/R 07/15/21 | 36251SAS7 | ASSET BACKED | 400,000.0000 | 380,290.56 | .02 | |
GSMS 2018-TWR G V/R 07/15/21 | 36251SAU2 | ASSET BACKED | 400,000.0000 | 354,322.04 | .02 | |
GSMS 2017-GS7 XA V/R 07/10/27 | 36254CAX8 | ASSET BACKED | 10,352,736.4800 | 430,966.82 | .02 | |
GSMS 2018-GS9 A4 V/R 02/10/28 | 36255NAT2 | ASSET BACKED | 1,400,000.0000 | 1,404,539.64 | .07 | |
GSMS 2018-GS9 C V/R 03/10/28 | 36255NAZ8 | ASSET BACKED | 1,200,000.0000 | 1,148,784.00 | .06 | |
GSMS 2020-GC45 2.91% 12/13/29 | 36258YBG2 | ASSET BACKED | 1,500,000.0000 | 1,391,831.40 | .07 | |
GMALT 2020-1 D 2.28% 06/20/24 | 36259KAH0 | ASSET BACKED | 500,000.0000 | 500,104.65 | .02 | |
GMALT 2020-2 D 3.21% 04/20/23 | 36259PAH9 | ASSET BACKED | 1,000,000.0000 | 998,280.20 | .05 | |
GMCAR 2021-1 C 1.04% 10/16/24 | 36261LAF8 | ASSET BACKED | 2,750,000.0000 | 2,593,291.53 | .13 | |
GSMS 2021-IP D V/R 10/15/23 | 36262MAG3 | ASSET BACKED | 700,000.0000 | 672,144.69 | .03 | |
GSK CONSUMER H 3.375% 03/24/29 | 36264FAC5 | CORPORATE BONDS | 250,000.0000 | 235,741.93 | .01 | |
GSK CONSUMER H 3.625% 03/24/32 | 36264FAD3 | CORPORATE BONDS | 250,000.0000 | 234,839.08 | .01 | |
GAP INC/THE 3.875% 10/01/31 | 364760AQ1 | CORPORATE BONDS | 90,000.0000 | 71,748.00 | .00 | |
GENERAL MOTORS F 2.4% 10/15/28 | 37045XDP8 | CORPORATE BONDS | 420,000.0000 | 359,319.71 | .02 | |
GENERAL MOTORS F 3.1% 01/12/32 | 37045XDS2 | CORPORATE BONDS | 430,000.0000 | 362,656.14 | .02 | |
GEORGIA-PACIFIC 3.6% 03/01/25 | 37331NAH4 | CORPORATE BONDS | 745,000.0000 | 745,487.48 | .04 | |
GEORGIA POWER CO 2.1% 07/30/23 | 373334KM2 | CORPORATE BONDS | 510,000.0000 | 504,883.57 | .02 | |
GILEAD SCIENCES 2.5% 09/01/23 | 375558BL6 | CORPORATE BONDS | 170,000.0000 | 169,192.60 | .01 | |
GILEAD SCIENCES 1.65% 10/01/30 | 375558BY8 | CORPORATE BONDS | 820,000.0000 | 680,435.24 | .03 | |
GLATFELTER 4.75% 11/15/29 | 377320AA4 | CORPORATE BONDS | 100,000.0000 | 80,000.00 | .00 | |
GLENCORE FUNDI 1.625% 04/27/26 | 378272BD9 | CORPORATE BONDS | 490,000.0000 | 443,522.37 | .02 | |
GLENCORE FUNDI 3.375% 09/23/51 | 378272BH0 | CORPORATE BONDS | 355,000.0000 | 262,522.17 | .01 | |
GLOBAL PAYMENTS 3.2% 08/15/29 | 37940XAB8 | CORPORATE BONDS | 110,000.0000 | 100,061.61 | .00 | |
GLOBAL PAYMENTS 2.9% 05/15/30 | 37940XAD4 | CORPORATE BONDS | 705,000.0000 | 620,644.45 | .03 | |
GLOBAL PAYMENTS 2.15% 01/15/27 | 37940XAG7 | CORPORATE BONDS | 205,000.0000 | 185,864.13 | .01 | |
GOLDEN ENTERTA 7.625% 04/15/26 | 381013AA9 | CORPORATE BONDS | 105,000.0000 | 107,362.50 | .01 | |
GOLDMAN SACHS G 6.25% 02/01/41 | GS41 | 38141GGM0 | CORPORATE BONDS | 310,000.0000 | 362,055.48 | .02 |
GOLDMAN SACHS GRO V/R 05/15/26 | 38141GXD1 | CORPORATE BONDS | 1,470,000.0000 | 1,475,560.98 | .07 | |
GOLDMAN SACHS GRO V/R 01/27/32 | 38141GXR0 | CORPORATE BONDS | 300,000.0000 | 242,354.05 | .01 | |
GOLDMAN SACHS GRO V/R 03/09/27 | 38141GYA6 | CORPORATE BONDS | 6,865,000.0000 | 6,128,169.32 | .30 | |
GOLDMAN SACHS GRO V/R 04/22/32 | 38141GYB4 | CORPORATE BONDS | 1,740,000.0000 | 1,471,746.06 | .07 | |
GOLDMAN SACHS GRO V/R 07/21/32 | 38141GYJ7 | CORPORATE BONDS | 830,000.0000 | 685,950.06 | .03 | |
GOLDMAN SACHS GRO V/R 10/21/24 | 38141GYL2 | CORPORATE BONDS | 660,000.0000 | 634,204.10 | .03 | |
GOLDMAN SACHS GRO V/R 10/21/32 | 38141GYN8 | CORPORATE BONDS | 140,000.0000 | 118,094.46 | .01 | |
GOLDMAN SACHS GRO V/R 02/24/33 | 38141GZM9 | CORPORATE BONDS | 515,000.0000 | 450,062.56 | .02 | |
GOLDMAN SACHS GR 3.5% 11/16/26 | 38145GAH3 | CORPORATE BONDS | 335,000.0000 | 326,675.59 | .02 | |
GOOD 2021-5CS C 3.5% 10/20/48 | 38237HAC1 | ASSET BACKED | 1,500,000.0000 | 1,316,792.25 | .06 | |
GOODYEAR TIRE & 5.25% 07/15/31 | 382550BR1 | CORPORATE BONDS | 150,000.0000 | 129,375.00 | .01 | |
GNR 2012-116 IB 4% 09/16/42 | 38375C5T3 | ASSET BACKED | 778,405.0900 | 176,964.71 | .01 | |
GNR 2012-32 Z 3.5% 03/20/42 | 38378DY25 | ASSET BACKED | 1,381,830.9200 | 1,358,681.94 | .07 | |
GNR 2014-12 ZB 3% 01/16/44 | 38378PE79 | ASSET BACKED | 646,614.0300 | 619,850.35 | .03 | |
GNR 2021-52 IO V/R 04/16/63 | 38380RJ84 | ASSET BACKED | 19,691,482.5000 | 1,302,209.55 | .06 | |
GNR 2021-35 IO V/R 12/16/62 | 38380RWA4 | ASSET BACKED | 20,248,766.1000 | 1,652,613.17 | .08 | |
GNR 2021-184 IO V/R 12/16/61 | 38381D5J5 | ASSET BACKED | 23,109,691.3600 | 1,778,413.23 | .09 | |
GNR 2021-79 IO V/R 08/16/63 | 38381DBP4 | ASSET BACKED | 21,880,515.9800 | 1,688,372.82 | .08 | |
GNR 2021-129 IO V/R 06/16/63 | 38381DUB4 | ASSET BACKED | 15,873,387.9800 | 1,254,969.10 | .06 | |
GNR 2022-80 IO V/R 06/16/64 | 38381E5K0 | ASSET BACKED | 32,020,000.0000 | 1,840,477.58 | .09 | |
GNR 2022-49 IO V/R 03/16/64 | 38381EQ92 | ASSET BACKED | 28,749,997.0900 | 2,073,159.42 | .10 | |
GNR 2020-173 JI 2% 11/20/50 | 38382LPQ8 | ASSET BACKED | 29,247,179.2400 | 3,363,723.93 | .16 | |
GNR 2021-30 IB 2.5% 02/20/51 | 38382NXY8 | ASSET BACKED | 16,157,430.9600 | 2,434,189.68 | .12 | |
GNR 2021-77 EA 1% 07/20/50 | 38382QZ86 | ASSET BACKED | 5,662,037.1700 | 4,783,018.36 | .23 | |
GNR 2021-58 SL V/R 04/20/51 | 38382RCV8 | ASSET BACKED | 18,820,802.2400 | 1,166,530.26 | .06 | |
GRAFTECH FINAN 4.625% 12/15/28 | 384311AA4 | CORPORATE BONDS | 145,000.0000 | 132,348.75 | .01 | |
GRAN TIERRA ENE 7.75% 05/23/27 | 38502JAA9 | CORPORATE BONDS | 200,000.0000 | 184,002.00 | .01 | |
GWT 2019-WOLF E V/R 12/15/24 | 39152TAN0 | ASSET BACKED | 500,000.0000 | 479,673.20 | .02 | |
GWT 2019-WOLF F V/R 12/15/24 | 39152TAQ3 | ASSET BACKED | 500,000.0000 | 476,596.90 | .02 | |
GRIFFON CORPORA 5.75% 03/01/28 | 398433AP7 | CORPORATE BONDS | 200,000.0000 | 178,500.00 | .01 | |
GROUP 1 AUTOMOTIVE 4% 08/15/28 | 398905AN9 | CORPORATE BONDS | 150,000.0000 | 134,959.50 | .01 | |
GUARDIAN LIFE G 1.25% 05/13/26 | 40139LBD4 | CORPORATE BONDS | 815,000.0000 | 741,021.65 | .04 | |
GULFPORT ENERGY CO 8% 04/28/26 | 402635AQ9 | CORPORATE BONDS | 2,277.0000 | 2,342.05 | .00 | |
GULFPORT ENERGY OP 8% 05/17/26 | 402635AR7 | CORPORATE BONDS | 81,206.0000 | 83,526.06 | .00 | |
ESC GCB 6.375% 05/15/2025 | 402ESCAS6 | CORPORATE BONDS | 175,000.0000 | 17.50 | .00 | |
HCA INC 4.125% 06/15/29 | 404119BX6 | CORPORATE BONDS | 370,000.0000 | 354,001.04 | .02 | |
HCA INC 5.125% 06/15/39 | 404119BY4 | CORPORATE BONDS | 365,000.0000 | 351,464.84 | .02 | |
HCA INC 4.625% 03/15/52 | 404119CG2 | CORPORATE BONDS | 100,000.0000 | 87,285.33 | .00 | |
HPLY 2019-HIT F V/R 11/15/21 | 40443RAQ4 | ASSET BACKED | 964,446.2200 | 924,187.24 | .05 | |
HALLIBURTON CO 4.85% 11/15/35 | HAL35 | 406216BJ9 | CORPORATE BONDS | 235,000.0000 | 237,301.24 | .01 |
HALLIBURTON CO 2.92% 03/01/30 | 406216BL4 | CORPORATE BONDS | 305,000.0000 | 275,785.00 | .01 | |
HVMLT 2006-14 2A V/R 01/25/47 | 41162NAC1 | ASSET BACKED | 5,402,040.6400 | 4,956,859.01 | .24 | |
HERTZ CORP/THE 5% 12/01/29 | 428040DB2 | CORPORATE BONDS | 85,000.0000 | 74,375.00 | .00 | |
HESS MIDSTREAM 4.25% 02/15/30 | 428102AE7 | CORPORATE BONDS | 165,000.0000 | 151,352.85 | .01 | |
HESS MIDSTREAM O 5.5% 10/15/30 | 428102AF4 | CORPORATE BONDS | 80,000.0000 | 78,823.20 | .00 | |
HESS MIDSTREAM 5.125% 06/15/28 | 428104AA1 | CORPORATE BONDS | 145,000.0000 | 140,287.50 | .01 | |
HIGHTOWER HOLDI 6.75% 04/15/29 | 43118DAA8 | CORPORATE BONDS | 65,000.0000 | 59,884.50 | .00 | |
HILCORP ENERGY 6.25% 11/01/28 | 431318AS3 | CORPORATE BONDS | 190,000.0000 | 189,173.50 | .01 | |
HOME DEPOT INC 3.3% 04/15/40 | 437076CC4 | CORPORATE BONDS | 1,055,000.0000 | 922,929.29 | .05 | |
HPA 2021-1 D 2.477% 09/17/29 | 437300AG1 | ASSET BACKED | 1,791,832.3800 | 1,557,290.12 | .08 | |
HPA 2021-1 E 2.577% 09/17/29 | 437300AJ5 | ASSET BACKED | 818,491.3400 | 693,848.29 | .03 | |
HPA 2021-1 F 3.325% 09/17/29 | 437300AL0 | ASSET BACKED | 942,924.1600 | 775,334.01 | .04 | |
HUMANA INC 2.15% 02/03/32 | 444859BR2 | CORPORATE BONDS | 350,000.0000 | 288,086.11 | .01 | |
HUMANA INC 3.7% 03/23/29 | 444859BT8 | CORPORATE BONDS | 810,000.0000 | 777,133.38 | .04 | |
IMTT 2017-APTS B V/R 06/15/19 | 44974AAG2 | ASSET BACKED | 4,689,388.4800 | 4,644,073.04 | .23 | |
IMTT 2017-APTS C V/R 06/15/19 | 44974AAJ6 | ASSET BACKED | 2,309,488.6200 | 2,286,914.29 | .11 | |
IRB HOLDING CORP 7% 06/15/25 | 44988MAC9 | CORPORATE BONDS | 100,000.0000 | 102,917.50 | .01 | |
ISTAR INC 4.75% 10/01/24 | 45031UCF6 | CORPORATE BONDS | 105,000.0000 | 102,112.50 | .01 | |
IHEARTCOMMUNIC 8.375% 05/01/27 | 45174HBD8 | CORPORATE BONDS | 25,000.0000 | 24,750.00 | .00 | |
ILLUMINATE BUYER/H 9% 07/01/28 | 45232TAA9 | CORPORATE BONDS | 130,000.0000 | 123,500.00 | .01 | |
IMPRL 2021-NQM2 V/R 09/25/56 | 452761AA7 | ASSET BACKED | 601,958.1500 | 551,682.67 | .03 | |
IMPRL 2021-NQM3 V/R 11/25/56 | 452762AA5 | ASSET BACKED | 992,063.3400 | 893,249.17 | .04 | |
IMPRL 2022-NQM2 V/R 03/25/67 | 45276PAA4 | ASSET BACKED | 1,575,525.5600 | 1,535,799.16 | .08 | |
RAST 2005-A8CB A6 5% 07/25/35 | 45660LSU4 | ASSET BACKED | 3,967,184.8300 | 2,717,106.24 | .13 | |
INSTALLED BUILD 5.75% 02/01/28 | 45780RAA9 | CORPORATE BONDS | 155,000.0000 | 146,848.84 | .01 | |
INTEL CORP 2.45% 11/15/29 | 458140BH2 | CORPORATE BONDS | 335,000.0000 | 303,225.25 | .01 | |
INTEL CORP 3.25% 11/15/49 | 458140BJ8 | CORPORATE BONDS | 385,000.0000 | 309,877.55 | .02 | |
INTEL CORP 2.8% 08/12/41 | 458140BV1 | CORPORATE BONDS | 550,000.0000 | 432,533.67 | .02 | |
INTEL CORP 3.05% 08/12/51 | 458140BW9 | CORPORATE BONDS | 290,000.0000 | 225,139.97 | .01 | |
IBM CORP 2.72% 02/09/32 | 459200KN0 | CORPORATE BONDS | 295,000.0000 | 261,334.37 | .01 | |
INTERPUBLIC GROU 2.4% 03/01/31 | 460690BT6 | CORPORATE BONDS | 2,990,000.0000 | 2,537,251.48 | .12 | |
IHSFR 2018-SFR1 V/R 03/17/20 | 46185JAE8 | ASSET BACKED | 2,239,678.7700 | 2,225,692.42 | .11 | |
INVITATION HOMES 2.7% 01/15/34 | 46188BAC6 | CORPORATE BONDS | 830,000.0000 | 674,616.84 | .03 | |
IRON MOUNTAIN 4.875% 09/15/29 | 46284VAF8 | CORPORATE BONDS | 70,000.0000 | 64,123.15 | .00 | |
IRON MOUNTAIN IN 4.5% 02/15/31 | 46284VAN1 | CORPORATE BONDS | 100,000.0000 | 85,687.00 | .00 | |
ITC HOLDINGS CO 2.95% 05/14/30 | 465685AQ8 | CORPORATE BONDS | 750,000.0000 | 677,614.43 | .03 | |
JPMCC 2020-ACE C V/R 01/10/25 | 46591PAG7 | ASSET BACKED | 823,000.0000 | 743,261.01 | .04 | |
JPMMT 2021-3 B1 V/R 07/25/51 | 46592KBT8 | ASSET BACKED | 1,578,680.9600 | 1,371,135.56 | .07 | |
JPMMT 2006-S1 2 6.5% 04/25/36 | 466247N82 | ASSET BACKED | 2,363,816.7100 | 2,363,386.26 | .12 | |
JPMAC 2005-WMC1 V/R 09/25/35 | 46626LBL3 | ASSET BACKED | 4,019,200.0000 | 3,818,180.52 | .19 | |
JPMMT 2006-S4 A7 6% 01/25/37 | 46629SAG7 | ASSET BACKED | 6,668,162.1900 | 3,648,231.55 | .18 | |
JPMCC 2022-NLP A V/R 04/15/27 | 466317AA2 | ASSET BACKED | 683,000.0000 | 657,100.50 | .03 | |
JPMBB 2014-C26 C V/R 12/15/24 | 46643TBG6 | ASSET BACKED | 380,000.0000 | 365,361.37 | .02 | |
JPMBB 2015-C27 C V/R 02/15/25 | 46644ABM3 | ASSET BACKED | 1,667,000.0000 | 1,574,616.36 | .08 | |
JPMBB 2015-C2 3.227% 03/15/25 | 46644FAD3 | ASSET BACKED | 2,200,000.0000 | 2,161,564.90 | .11 | |
JPMBB 2015-C28 C V/R 03/15/25 | 46644FAK7 | ASSET BACKED | 1,205,000.0000 | 1,140,691.68 | .06 | |
JPMBB 2016-C1 3.576% 01/15/26 | 46645LAY3 | ASSET BACKED | 529,000.0000 | 523,690.11 | .03 | |
JPMCC 2018-WPT F V/R 07/05/23 | 46645WBJ1 | ASSET BACKED | 805,000.0000 | 789,051.34 | .04 | |
JPMORGAN CHASE & V/R 01/23/29 | 46647PAM8 | CORPORATE BONDS | 730,000.0000 | 693,435.68 | .03 | |
JPMORGAN CHASE & V/R 01/29/27 | 46647PBA3 | CORPORATE BONDS | 4,170,000.0000 | 4,126,114.54 | .20 | |
JPMORGAN CHASE & V/R 04/22/31 | 46647PBL9 | CORPORATE BONDS | 5,817,000.0000 | 5,053,341.97 | .25 | |
JPMORGAN CHASE & V/R 04/22/32 | 46647PCC8 | CORPORATE BONDS | 1,530,000.0000 | 1,310,015.44 | .06 | |
JPMORGAN CHASE & V/R 04/22/42 | 46647PCD6 | CORPORATE BONDS | 560,000.0000 | 452,457.47 | .02 | |
JPMORGAN CHASE & V/R 11/08/32 | 46647PCR5 | CORPORATE BONDS | 1,570,000.0000 | 1,329,211.75 | .07 | |
JPMORGAN CHASE & V/R 01/25/33 | 46647PCU8 | CORPORATE BONDS | 795,000.0000 | 699,418.88 | .03 | |
JPMORGAN CHASE & V/R 04/26/28 | 46647PDA1 | CORPORATE BONDS | 890,000.0000 | 886,023.29 | .04 | |
JPMORGAN CHASE & V/R 04/26/33 | 46647PDC7 | CORPORATE BONDS | 2,475,000.0000 | 2,486,199.16 | .12 | |
JPMCC 2019-OS 3.397% 06/05/29 | 46651EAA2 | ASSET BACKED | 1,950,000.0000 | 1,854,330.86 | .09 | |
JPMCC 2020-LOOP V/R 12/05/26 | 46651WAJ3 | ASSET BACKED | 805,000.0000 | 694,030.99 | .03 | |
JPMDB 2020-COR7 V/R 03/13/30 | 46652JBB7 | ASSET BACKED | 1,123,000.0000 | 1,022,202.22 | .05 | |
JELD-WEN INC 4.625% 12/15/25 | 475795AC4 | CORPORATE BONDS | 240,000.0000 | 226,200.00 | .01 | |
JOHNSON & JOHNS 3.55% 03/01/36 | 478160BU7 | CORPORATE BONDS | 345,000.0000 | 331,266.40 | .02 | |
JPMCC 2017-JP 3.489% 04/15/27 | 48128KAU5 | ASSET BACKED | 1,100,000.0000 | 1,079,323.52 | .05 | |
KAISER FOUNDATI 2.81% 06/01/41 | 48305QAF0 | CORPORATE BONDS | 255,000.0000 | 201,791.61 | .01 | |
KAISER FOUNDAT 3.002% 06/01/51 | 48305QAG8 | CORPORATE BONDS | 420,000.0000 | 325,614.67 | .02 | |
KEURIG DR PEPPE 3.95% 04/15/29 | 49271VAP5 | CORPORATE BONDS | 475,000.0000 | 462,978.80 | .02 | |
KEYCORP 2.55% 10/01/29 | 49326EEJ8 | CORPORATE BONDS | 515,000.0000 | 459,339.86 | .02 | |
KRAFT HEINZ FO 4.625% 10/01/39 | 50077LAX4 | CORPORATE BONDS | 4,167,000.0000 | 3,845,995.70 | .19 | |
KRONOS ACQ / KIK 5% 12/31/26 | 50106GAE2 | CORPORATE BONDS | 215,000.0000 | 190,275.00 | .01 | |
KRONOS ACQ / KIK 7% 12/31/27 | 50106GAF9 | CORPORATE BONDS | 115,000.0000 | 90,850.00 | .00 | |
KYNDRYL HOLDING 3.15% 10/15/31 | 50155QAE0 | CORPORATE BONDS | 610,000.0000 | 474,063.81 | .02 | |
LFS TOPCO LLC 5.875% 10/15/26 | 50203TAA4 | CORPORATE BONDS | 90,000.0000 | 83,250.00 | .00 | |
LSF9 ATL HLDG/V 7.75% 02/15/26 | 50220MAA8 | CORPORATE BONDS | 130,000.0000 | 117,271.70 | .01 | |
L3HARRIS TECH I 3.85% 06/15/23 | 502431AJ8 | CORPORATE BONDS | 505,000.0000 | 509,117.82 | .02 | |
LAS VEGAS SANDS 3.5% 08/18/26 | 517834AE7 | CORPORATE BONDS | 340,000.0000 | 309,818.61 | .02 | |
LD HOLDINGS GR 6.125% 04/01/28 | 521088AC8 | CORPORATE BONDS | 15,000.0000 | 11,325.00 | .00 | |
LEEWARD RENEWAB 4.25% 07/01/29 | 524590AA4 | CORPORATE BONDS | 90,000.0000 | 80,550.00 | .00 | |
LEGENDS HOSPITALIT 5% 02/01/26 | 52473NAA6 | CORPORATE BONDS | 75,000.0000 | 70,383.75 | .00 | |
LMAT 2021-GS3 A1 V/R 07/25/61 | 52474XAA3 | ASSET BACKED | 536,769.8000 | 507,394.80 | .02 | |
LMAT 2021-GS4 A1 V/R 11/25/60 | 52475WAA4 | ASSET BACKED | 279,267.1800 | 261,572.06 | .01 | |
LMAT 2021-GS2 A1 V/R 04/25/61 | 52476DAA5 | ASSET BACKED | 412,793.1400 | 390,929.34 | .02 | |
LXS 2007-4N 1A3 V/R 03/25/47 | 52524HAD2 | ASSET BACKED | 3,635,028.7900 | 3,552,827.34 | .17 | |
LDPT 2021-A C 2.75% 09/15/24 | 52607FAC8 | ASSET BACKED | 1,790,000.0000 | 1,707,415.84 | .08 | |
LEVEL 3 FINANCI 3.75% 07/15/29 | 527298BT9 | CORPORATE BONDS | 40,000.0000 | 32,500.00 | .00 | |
LIFE 2021-BMR D V/R 03/15/23 | 53218CAG5 | ASSET BACKED | 3,179,908.4300 | 3,058,719.90 | .15 | |
LEGACY LIFEPOI 4.375% 02/15/27 | 53219LAS8 | CORPORATE BONDS | 145,000.0000 | 134,125.00 | .01 | |
LIFEPOINT HEAL 5.375% 01/15/29 | 53219LAU3 | CORPORATE BONDS | 105,000.0000 | 89,775.00 | .00 | |
LIGADO NETWORKS 15.5% 11/01/23 | 53225HAA8 | CORPORATE BONDS | 75,425.0000 | 56,757.31 | .00 | |
LIONS GATE CAPIT 5.5% 04/15/29 | 53627NAE1 | CORPORATE BONDS | 95,000.0000 | 84,216.55 | .00 | |
LIVE NATION EN 5.625% 03/15/26 | 538034AN9 | CORPORATE BONDS | 310,000.0000 | 306,125.00 | .02 | |
LOCKHEED MARTIN 4.09% 09/15/52 | 539830BN8 | CORPORATE BONDS | 220,000.0000 | 211,631.29 | .01 | |
LOGMEIN INC 5.5% 09/01/27 | 541056AA5 | CORPORATE BONDS | 65,000.0000 | 56,875.00 | .00 | |
LOWE'S COS INC 3.35% 04/01/27 | 548661EG8 | CORPORATE BONDS | 145,000.0000 | 141,471.52 | .01 | |
LOWE'S COS INC 3.75% 04/01/32 | 548661EH6 | CORPORATE BONDS | 100,000.0000 | 94,395.90 | .00 | |
LOWE'S COS INC 4.25% 04/01/52 | 548661EJ2 | CORPORATE BONDS | 3,815,000.0000 | 3,428,175.41 | .17 | |
ME 2019-1 A2 6.448% 07/30/24 | 55282GAA5 | ASSET BACKED | 1,955,000.0000 | 1,963,588.32 | .10 | |
MFRA 2021-NQM1 A V/R 03/25/25 | 55283FAA6 | ASSET BACKED | 431,735.2700 | 411,810.13 | .02 | |
MFRA 2021-NQM2 A V/R 11/25/64 | 55283WAA9 | ASSET BACKED | 481,685.4900 | 440,165.69 | .02 | |
M/I HOMES INC 4.95% 02/01/28 | 55305BAS0 | CORPORATE BONDS | 130,000.0000 | 119,787.20 | .01 | |
MPH ACQUISITION 5.75% 11/01/28 | 553283AC6 | CORPORATE BONDS | 60,000.0000 | 52,259.10 | .00 | |
MPLX LP 4.125% 03/01/27 | 55336VAK6 | CORPORATE BONDS | 315,000.0000 | 312,081.86 | .02 | |
MPLX LP 4% 03/15/28 | 55336VAR1 | CORPORATE BONDS | 210,000.0000 | 203,597.70 | .01 | |
MPLX LP 1.75% 03/01/26 | 55336VBR0 | CORPORATE BONDS | 305,000.0000 | 278,550.59 | .01 | |
MPLX LP 4.95% 03/14/52 | 55336VBT6 | CORPORATE BONDS | 595,000.0000 | 545,382.74 | .03 | |
MADISON IAQ LL 4.125% 06/30/28 | 55760LAA5 | CORPORATE BONDS | 70,000.0000 | 61,425.00 | .00 | |
MADISON IAQ LL 5.875% 06/30/29 | 55760LAB3 | CORPORATE BONDS | 75,000.0000 | 61,125.00 | .00 | |
MAGALLANES INC 3.755% 03/15/27 | 55903VAG8 | CORPORATE BONDS | 750,000.0000 | 725,360.34 | .04 | |
MAGALLANES INC 4.279% 03/15/32 | 55903VAL7 | CORPORATE BONDS | 875,000.0000 | 812,782.66 | .04 | |
MAGALLANES INC 5.141% 03/15/52 | 55903VAQ6 | CORPORATE BONDS | 4,465,000.0000 | 3,980,687.21 | .20 | |
MICHAELS COS IN 5.25% 05/01/28 | 55916AAA2 | CORPORATE BONDS | 115,000.0000 | 98,833.30 | .00 | |
MICHAELS COS I 7.875% 05/01/29 | 55916AAB0 | CORPORATE BONDS | 40,000.0000 | 31,500.00 | .00 | |
MARATHON PETROLE 4.7% 05/01/25 | 56585ABH4 | CORPORATE BONDS | 560,000.0000 | 568,340.00 | .03 | |
MFT 2019-4A C 3.76% 12/17/29 | 57110AAC8 | ASSET BACKED | 2,000,000.0000 | 1,991,810.40 | .10 | |
MARSH & MCLENNA 4.75% 03/15/39 | 571748BH4 | CORPORATE BONDS | 435,000.0000 | 439,306.50 | .02 | |
MARRIOTT INTERN 2.85% 04/15/31 | 571903BG7 | CORPORATE BONDS | 840,000.0000 | 722,423.24 | .04 | |
MARVELL TECHNOL 1.65% 04/15/26 | 573874AC8 | CORPORATE BONDS | 595,000.0000 | 541,967.30 | .03 | |
MARVELL TECHNOL 2.45% 04/15/28 | 573874AF1 | CORPORATE BONDS | 205,000.0000 | 182,197.89 | .01 | |
MARVELL TECHNOL 2.95% 04/15/31 | 573874AJ3 | CORPORATE BONDS | 360,000.0000 | 312,645.25 | .02 | |
MASS MUTUAL LI 3.729% 10/15/70 | 575767AN8 | CORPORATE BONDS | 150,000.0000 | 116,605.51 | .01 | |
MASS MUTUAL LI 3.375% 04/15/50 | 575767AQ1 | CORPORATE BONDS | 615,000.0000 | 492,941.58 | .02 | |
H-FOOD HOLDNG/HE 8.5% 06/01/26 | 577088AA5 | CORPORATE BONDS | 160,000.0000 | 150,000.00 | .01 | |
MCGRAW-HILL EDU 5.75% 08/01/28 | 57767XAA8 | CORPORATE BONDS | 125,000.0000 | 111,562.50 | .01 | |
MCDONALD'S CORP 4.2% 04/01/50 | 58013MFR0 | CORPORATE BONDS | 580,000.0000 | 534,551.32 | .03 | |
MED 2021-MDLN G V/R 11/15/23 | 58403YBA3 | ASSET BACKED | 829,000.0000 | 806,778.82 | .04 | |
MERCK & CO INC 2.15% 12/10/31 | 58933YBE4 | CORPORATE BONDS | 1,940,000.0000 | 1,689,006.74 | .08 | |
MERCURY CHILE HO 6.5% 01/24/27 | 58937CAA7 | CORPORATE BONDS | 400,000.0000 | 377,860.00 | .02 | |
MFCC 2021-1A A 1.54% 12/20/22 | 58940BAA4 | ASSET BACKED | 490,000.0000 | 474,350.92 | .02 | |
MLMI 2006-AF1 5.75% 08/25/36 | 59023RAA7 | ASSET BACKED | 6,308,620.4800 | 3,479,352.45 | .17 | |
MLMI 2006-HE6 A1 V/R 11/25/37 | 59023XAA4 | ASSET BACKED | 8,991,328.5500 | 5,737,392.82 | .28 | |
METIS MERGER SUB 6.5% 05/15/29 | 59155LAA0 | CORPORATE BONDS | 155,000.0000 | 134,850.00 | .01 | |
MET LIFE GLOB FU 2.4% 01/11/32 | 59217GET2 | CORPORATE BONDS | 1,235,000.0000 | 1,064,474.94 | .05 | |
MET TRANSPRTN 6.814% 11/15/40 | 59259YGF0 | MUNICIPAL BONDS | 680,000.0000 | 828,098.76 | .04 | |
MICROSOFT CORP 2.921% 03/17/52 | 594918CE2 | CORPORATE BONDS | 950,000.0000 | 770,120.42 | .04 | |
MICROCHIP TECHN 2.67% 09/01/23 | 595017AZ7 | CORPORATE BONDS | 770,000.0000 | 762,661.85 | .04 | |
BERKSHIRE HATH 6.125% 04/01/36 | BRK.B/36 | 59562VAM9 | CORPORATE BONDS | 610,000.0000 | 692,491.06 | .03 |
BERKSHIRE HATHA 5.95% 05/15/37 | BRK.B/37 | 59562VAP2 | CORPORATE BONDS | 1,100,000.0000 | 1,229,366.30 | .06 |
MIDWEST GMNG B 4.875% 05/01/29 | 59833DAB6 | CORPORATE BONDS | 70,000.0000 | 61,427.10 | .00 | |
MINERVA MERGER S 6.5% 02/15/30 | 60337JAA4 | CORPORATE BONDS | 205,000.0000 | 188,690.20 | .01 | |
MODIVCARE ESCROW I 5% 10/01/29 | 60783XAA2 | CORPORATE BONDS | 135,000.0000 | 118,125.00 | .01 | |
MONDELEZ INTERNA 1.5% 02/04/31 | 609207AX3 | CORPORATE BONDS | 725,000.0000 | 586,810.79 | .03 | |
MONDELEZ INTER 2.625% 03/17/27 | 609207BA2 | CORPORATE BONDS | 100,000.0000 | 94,503.05 | .00 | |
MONDELEZ INTERNATI 3% 03/17/32 | 609207BB0 | CORPORATE BONDS | 1,320,000.0000 | 1,178,865.12 | .06 | |
MONONGAHELA POWE 5.4% 12/15/43 | 610202BP7 | CORPORATE BONDS | 205,000.0000 | 215,813.34 | .01 | |
MSBAM 2015-C2 3.531% 09/15/25 | 61690VAZ1 | ASSET BACKED | 1,405,000.0000 | 1,390,893.52 | .07 | |
MSC 2016-UB12 XA V/R 11/15/26 | 61691EBB0 | ASSET BACKED | 12,327,647.6800 | 306,661.33 | .02 | |
MSC 2018-SUN A V/R 07/15/20 | 61691MAA5 | ASSET BACKED | 467,000.0000 | 457,641.74 | .02 | |
MSC 2019-L3 XA V/R 11/15/29 | 61691UBF5 | ASSET BACKED | 22,044,996.3400 | 860,782.15 | .04 | |
MORGAN STANLEY V/R 01/22/31 | 6174468L6 | CORPORATE BONDS | 3,600,000.0000 | 3,163,935.96 | .16 | |
MORGAN STANLEY V/R 04/28/32 | 6174468X0 | CORPORATE BONDS | 675,000.0000 | 543,732.45 | .03 | |
MORGAN STANLEY V/R 07/22/28 | 61744YAK4 | CORPORATE BONDS | 5,031,000.0000 | 4,818,803.59 | .24 | |
MORGAN STANLEY V/R 09/16/36 | 61747YEF8 | CORPORATE BONDS | 1,750,000.0000 | 1,400,100.57 | .07 | |
MORGAN STANLEY V/R 10/20/32 | 61747YEH4 | CORPORATE BONDS | 105,000.0000 | 88,269.98 | .00 | |
MORGAN STANLEY V/R 01/21/28 | 61747YEK7 | CORPORATE BONDS | 825,000.0000 | 759,313.19 | .04 | |
MORGAN STANLEY V/R 04/20/28 | 61747YER2 | CORPORATE BONDS | 590,000.0000 | 585,264.89 | .03 | |
MORGAN STANLEY 3.7% 10/23/24 | 61761JVL0 | CORPORATE BONDS | 310,000.0000 | 310,596.09 | .02 | |
MSBAM 2014-C17 C V/R 07/15/24 | 61763UBE1 | ASSET BACKED | 2,000,000.0000 | 1,946,736.60 | .10 | |
MSBAM 2014-C19 X V/R 12/15/24 | 61764PBV3 | ASSET BACKED | 16,488,711.3400 | 314,530.41 | .02 | |
MSBAM 2015-C2 3.249% 12/15/24 | 61764RBF4 | ASSET BACKED | 2,583,782.0000 | 2,551,291.97 | .13 | |
MSBAM 2016-C31 C V/R 10/15/26 | 61766RBE5 | ASSET BACKED | 1,652,000.0000 | 1,547,399.82 | .08 | |
MSC 2016-UB11 XA V/R 08/15/26 | 61767FBB6 | ASSET BACKED | 16,014,754.6600 | 735,479.21 | .04 | |
MSC 2020-L4 B 3.082% 02/15/30 | 61770KBB0 | ASSET BACKED | 806,000.0000 | 719,559.89 | .04 | |
MSRM 2020-RPL1 A V/R 10/25/23 | 61771HAA9 | ASSET BACKED | 2,030,947.2400 | 1,975,848.86 | .10 | |
MSC 2019-H7 A 3.524% 07/15/29 | 61771MAZ3 | ASSET BACKED | 1,356,000.0000 | 1,275,637.74 | .06 | |
MSC 2019-H7 B 3.725% 07/15/29 | 61771MBA7 | ASSET BACKED | 583,000.0000 | 545,428.04 | .03 | |
MORGAN STANLEY V/R 05/04/27 | 61772BAB9 | CORPORATE BONDS | 1,120,000.0000 | 1,007,116.20 | .05 | |
MOSS CREEK RESOU 7.5% 01/15/26 | 61965RAA3 | CORPORATE BONDS | 120,000.0000 | 110,038.80 | .01 | |
MOZART DEBT MER 5.25% 10/01/29 | 62482BAB8 | CORPORATE BONDS | 200,000.0000 | 174,000.00 | .01 | |
MURPHY OIL USA 4.75% 09/15/29 | 626738AE8 | CORPORATE BONDS | 120,000.0000 | 113,700.00 | .01 | |
NGL ENRGY PART L 7.5% 04/15/26 | 62913TAP7 | CORPORATE BONDS | 85,000.0000 | 71,187.50 | .00 | |
NGL ENRGY OP/FIN 7.5% 02/01/26 | 62922LAA6 | CORPORATE BONDS | 140,000.0000 | 131,891.90 | .01 | |
NLT 2021-INV1 A1 V/R 05/25/56 | 62923JAA0 | ASSET BACKED | 1,219,867.6800 | 1,107,927.62 | .05 | |
NRG ENERGY INC 3.625% 02/15/31 | 629377CR1 | CORPORATE BONDS | 200,000.0000 | 166,500.00 | .01 | |
NABORS INDUSTR 7.375% 05/15/27 | 62957HAJ4 | CORPORATE BONDS | 60,000.0000 | 61,212.00 | .00 | |
NATIONSTAR MTG 5.75% 11/15/31 | 63861CAE9 | CORPORATE BONDS | 145,000.0000 | 128,687.50 | .01 | |
NAVIENT CORP 5% 03/15/27 | 63938CAK4 | CORPORATE BONDS | 100,000.0000 | 91,028.50 | .00 | |
NAVSL 2021-EA 0.97% 12/15/28 | 63942EAA6 | ASSET BACKED | 508,498.7600 | 472,008.28 | .02 | |
NESCO HOLDINGS I 5.5% 04/15/29 | 64083YAA9 | CORPORATE BONDS | 25,000.0000 | 23,558.25 | .00 | |
NETAPP INC 1.875% 06/22/25 | 64110DAL8 | CORPORATE BONDS | 590,000.0000 | 555,949.27 | .03 | |
NCHET 2005-B M2 V/R 10/25/35 | 64352VNL1 | ASSET BACKED | 4,000,000.0000 | 3,473,715.60 | .17 | |
NRZT 2021-NQ1R A V/R 07/25/55 | 64828BAA9 | ASSET BACKED | 439,458.1900 | 424,178.98 | .02 | |
NRZT 2021-NQ2R A V/R 10/25/58 | 64831EAA8 | ASSET BACKED | 350,428.5100 | 340,359.40 | .02 | |
NRZT 2021-NQM3 A V/R 11/27/56 | 64831TAA5 | ASSET BACKED | 1,333,840.5400 | 1,256,094.44 | .06 | |
NEW YORK LIFE I 3.75% 05/15/50 | 64952GAT5 | CORPORATE BONDS | 140,000.0000 | 122,010.65 | .01 | |
NEW YORK ST THRU 2.9% 01/01/35 | 650009S53 | MUNICIPAL BONDS | 200,000.0000 | 177,908.18 | .01 | |
NEW YORK TRANS 4.248% 09/01/35 | 650117AA2 | MUNICIPAL BONDS | 1,025,000.0000 | 1,017,115.19 | .05 | |
NEWS CORP 5.125% 02/15/32 | 65249BAB5 | CORPORATE BONDS | 45,000.0000 | 42,975.00 | .00 | |
NEXTERA ENERGY 2.25% 06/01/30 | 65339KBR0 | CORPORATE BONDS | 1,030,000.0000 | 879,850.91 | .04 | |
NFP CORP 6.875% 08/15/28 | 65342RAD2 | CORPORATE BONDS | 135,000.0000 | 119,954.25 | .01 | |
NFP CORP 4.875% 08/15/28 | 65342RAE0 | CORPORATE BONDS | 125,000.0000 | 113,750.00 | .01 | |
NISOURCE INC 3.6% 05/01/30 | 65473PAJ4 | CORPORATE BONDS | 1,154,000.0000 | 1,078,867.79 | .05 | |
NISOURCE INC 1.7% 02/15/31 | 65473PAL9 | CORPORATE BONDS | 135,000.0000 | 106,458.30 | .01 | |
NORFOLK SOUTHERN 3.4% 11/01/49 | 655844CD8 | CORPORATE BONDS | 145,000.0000 | 118,349.00 | .01 | |
NORTHROP GRUMMA 2.93% 01/15/25 | 666807BM3 | CORPORATE BONDS | 4,875,000.0000 | 4,788,112.05 | .23 | |
NORTHROP GRUMMA 5.15% 05/01/40 | 666807BT8 | CORPORATE BONDS | 665,000.0000 | 701,778.20 | .03 | |
AMSR 2020-SFR 2.456% 11/17/25 | 66981FAF7 | ASSET BACKED | 4,000,000.0000 | 3,585,689.20 | .18 | |
NUSTAR LOGISTICS L 6% 06/01/26 | 67059TAF2 | CORPORATE BONDS | 265,000.0000 | 264,374.60 | .01 | |
NVIDIA CORP 2.85% 04/01/30 | 67066GAF1 | CORPORATE BONDS | 895,000.0000 | 833,334.50 | .04 | |
NVIDIA CORP 1.55% 06/15/28 | 67066GAM6 | CORPORATE BONDS | 225,000.0000 | 198,072.21 | .01 | |
OBX 2021-NQM1 A1 V/R 03/25/25 | 67114BAA5 | ASSET BACKED | 873,947.6800 | 828,349.55 | .04 | |
OBX 2021-NQM3 A1 V/R 07/25/61 | 67114JAA8 | ASSET BACKED | 717,482.2800 | 649,663.85 | .03 | |
OBX 2022-NQM1 A1 V/R 01/25/26 | 67114VAA1 | ASSET BACKED | 1,411,327.2100 | 1,335,159.15 | .07 | |
OASIS PETROLEU 6.375% 06/01/26 | 674215AL2 | CORPORATE BONDS | 125,000.0000 | 125,607.50 | .01 | |
OCCIDENTAL PETR 6.45% 09/15/36 | 674599DF9 | CORPORATE BONDS | 45,000.0000 | 48,825.00 | .00 | |
OCCIDENTAL PETRO 6.6% 03/15/46 | 674599DL6 | CORPORATE BONDS | 45,000.0000 | 49,050.00 | .00 | |
OCCIDENTAL PETROLE 8% 07/15/25 | 674599DY8 | CORPORATE BONDS | 95,000.0000 | 102,362.50 | .01 | |
OCCIDENTAL PET 6.625% 09/01/30 | 674599ED3 | CORPORATE BONDS | 225,000.0000 | 243,843.75 | .01 | |
OCCIDENTAL PET 6.125% 01/01/31 | 674599EF8 | CORPORATE BONDS | 205,000.0000 | 215,467.30 | .01 | |
OGLETHORPE POWE 5.05% 10/01/48 | 677050AN6 | CORPORATE BONDS | 470,000.0000 | 470,819.96 | .02 | |
OLYMPUS WTR US 4.25% 10/01/28 | 681639AA8 | CORPORATE BONDS | 200,000.0000 | 176,732.00 | .01 | |
OMNICOM GROUP I 2.45% 04/30/30 | 681919BB1 | CORPORATE BONDS | 815,000.0000 | 707,859.15 | .03 | |
ONCOR ELECTRIC 2.75% 05/15/30 | 68233JCC6 | CORPORATE BONDS | 810,000.0000 | 743,844.13 | .04 | |
ONEOK INC 4.55% 07/15/28 | 682680AU7 | CORPORATE BONDS | 165,000.0000 | 164,169.56 | .01 | |
ONEOK INC 3.1% 03/15/30 | 682680BB8 | CORPORATE BONDS | 290,000.0000 | 257,924.50 | .01 | |
ONEOK INC 5.85% 01/15/26 | 682680BD4 | CORPORATE BONDS | 210,000.0000 | 221,152.10 | .01 | |
ONEOK INC 6.35% 01/15/31 | 682680BE2 | CORPORATE BONDS | 100,000.0000 | 109,195.24 | .01 | |
ORACLE CORP 4.125% 05/15/45 | 68389XBF1 | CORPORATE BONDS | 25,000.0000 | 19,824.74 | .00 | |
ORACLE CORP 4% 07/15/46 | 68389XBJ3 | CORPORATE BONDS | 335,000.0000 | 262,507.71 | .01 | |
ORACLE CORP 4% 11/15/47 | 68389XBQ7 | CORPORATE BONDS | 200,000.0000 | 155,438.44 | .01 | |
ORACLE CORP 3.6% 04/01/40 | 68389XBW4 | CORPORATE BONDS | 230,000.0000 | 178,205.57 | .01 | |
ORACLE CORP 3.6% 04/01/50 | 68389XBX2 | CORPORATE BONDS | 2,649,000.0000 | 1,905,628.43 | .09 | |
ORACLE CORP 3.95% 03/25/51 | 68389XCA1 | CORPORATE BONDS | 702,000.0000 | 533,225.71 | .03 | |
ORACLE CORP 4.1% 03/25/61 | 68389XCB9 | CORPORATE BONDS | 230,000.0000 | 170,536.17 | .01 | |
ORACLE CORP 2.3% 03/25/28 | 68389XCD5 | CORPORATE BONDS | 1,140,000.0000 | 992,895.88 | .05 | |
ORACLE CORP 2.875% 03/25/31 | 68389XCE3 | CORPORATE BONDS | 435,000.0000 | 369,135.49 | .02 | |
OPTION CARE HE 4.375% 10/31/29 | 68404LAA0 | CORPORATE BONDS | 110,000.0000 | 98,886.70 | .00 | |
ORGANON & CO/O 5.125% 04/30/31 | 68622TAB7 | CORPORATE BONDS | 200,000.0000 | 180,750.00 | .01 | |
ORTHO-CLINICAL 7.25% 02/01/28 | 68752DAA6 | CORPORATE BONDS | 129,000.0000 | 130,290.00 | .01 | |
ORTHO-CLINICAL 7.375% 06/01/25 | 68752DAC2 | CORPORATE BONDS | 17,000.0000 | 17,297.50 | .00 | |
OTIS WORLDWIDE 2.565% 02/15/30 | 68902VAK3 | CORPORATE BONDS | 1,365,000.0000 | 1,197,074.85 | .06 | |
OWENS & MINOR 6.625% 04/01/30 | 690732AG7 | CORPORATE BONDS | 145,000.0000 | 141,939.05 | .01 | |
PICAU HOLD LLC/HO 10% 12/31/24 | 69291BAA6 | CORPORATE BONDS | 65,000.0000 | 67,112.50 | .00 | |
PECF USS INTERMEDI 8% 11/15/29 | 69291HAA3 | CORPORATE BONDS | 70,000.0000 | 64,575.00 | .00 | |
PBF HOLDING CO LLC 6% 02/15/28 | 69318FAJ7 | CORPORATE BONDS | 40,000.0000 | 35,200.00 | .00 | |
PG&E CORP 5% 07/01/28 | 69331CAH1 | CORPORATE BONDS | 75,000.0000 | 69,014.25 | .00 | |
PMTCR 2019-2R A V/R 05/27/23 | 69345WAA6 | ASSET BACKED | 994,029.8000 | 985,499.73 | .05 | |
PNMSR 2021-FT1 A V/R 03/25/26 | 69346MAD1 | ASSET BACKED | 1,800,000.0000 | 1,755,452.34 | .09 | |
PERFORMANCE FOOD 5.5% 10/15/27 | 69346VAA7 | CORPORATE BONDS | 100,000.0000 | 97,042.50 | .00 | |
PMTCR 2019-3R A V/R 10/27/22 | 69349MAA4 | ASSET BACKED | 547,458.6900 | 546,090.97 | .03 | |
PRPM 2021-3 A1 V/R 04/25/26 | 69357PAA6 | ASSET BACKED | 605,923.8700 | 575,236.67 | .03 | |
PRPM 2021-4 A1 V/R 04/25/24 | 693583AA4 | ASSET BACKED | 789,946.8700 | 746,945.80 | .04 | |
PRPM 2021-5 A1 V/R 06/25/24 | 69358DAA2 | ASSET BACKED | 760,592.0000 | 715,829.18 | .04 | |
PRPM 2021-2 A1 V/R 03/25/24 | 69359UAA3 | ASSET BACKED | 349,657.6100 | 336,655.28 | .02 | |
PRPM 2021-6 A1 V/R 07/25/24 | 69360FAA3 | ASSET BACKED | 765,166.9000 | 730,686.57 | .04 | |
PRPM 2021-RPL1 A V/R 07/25/51 | 69360GAA1 | ASSET BACKED | 296,668.7200 | 277,192.18 | .01 | |
PRPM 2021-7 A1 V/R 08/25/24 | 69360LAA0 | ASSET BACKED | 4,257,618.5200 | 3,998,766.81 | .20 | |
PRPM 2021-8 A1 V/R 09/25/26 | 69360MAA8 | ASSET BACKED | 749,385.4000 | 704,813.90 | .03 | |
PRPM 2021-9 A1 V/R 10/25/24 | 69360XAA4 | ASSET BACKED | 1,979,077.7900 | 1,879,684.15 | .09 | |
PACIFIC GAS & EL 2.5% 02/01/31 | 694308JG3 | CORPORATE BONDS | 1,960,000.0000 | 1,551,297.94 | .08 | |
PACIFIC GAS & E 4.95% 07/01/50 | 694308JN8 | CORPORATE BONDS | 540,000.0000 | 450,265.58 | .02 | |
PACIFIC GAS & 1.367% 03/10/23 | 694308JS7 | CORPORATE BONDS | 380,000.0000 | 374,404.89 | .02 | |
PACIFIC GAS & E 3.25% 06/01/31 | 694308JT5 | CORPORATE BONDS | 290,000.0000 | 243,251.59 | .01 | |
PACIFICORP 3.3% 03/15/51 | 695114CX4 | CORPORATE BONDS | 140,000.0000 | 114,250.18 | .01 | |
PAID 2022-1 B 3.344% 10/15/29 | 69546MAB3 | ASSET BACKED | 1,500,000.0000 | 1,413,050.25 | .07 | |
PAID 2021-3 B 1.74% 05/15/29 | 69546RAB2 | ASSET BACKED | 1,999,978.6000 | 1,873,760.95 | .09 | |
PAID 2021-1 B 2.13% 11/15/27 | 69547JAB9 | ASSET BACKED | 1,099,546.7400 | 1,037,202.22 | .05 | |
PAR PETRO LLC / 7.75% 12/15/25 | 69889MAA0 | CORPORATE BONDS | 140,000.0000 | 137,900.00 | .01 | |
PARK INTERMED 4.875% 05/15/29 | 70052LAC7 | CORPORATE BONDS | 60,000.0000 | 54,959.46 | .00 | |
PENN NATIONAL 4.125% 07/01/29 | 707569AV1 | CORPORATE BONDS | 65,000.0000 | 54,843.75 | .00 | |
PENNYMAC FIN S 5.375% 10/15/25 | 70932MAA5 | CORPORATE BONDS | 95,000.0000 | 89,775.00 | .00 | |
PENNYMAC FIN SV 4.25% 02/15/29 | 70932MAB3 | CORPORATE BONDS | 110,000.0000 | 88,432.30 | .00 | |
PENSKE TRUCK LEA 4.2% 04/01/27 | 709599AX2 | CORPORATE BONDS | 365,000.0000 | 367,087.45 | .02 | |
PERFORMANCE FOO 4.25% 08/01/29 | 71376LAE0 | CORPORATE BONDS | 80,000.0000 | 71,098.40 | .00 | |
PETSMART INC/PE 4.75% 02/15/28 | 71677KAA6 | CORPORATE BONDS | 250,000.0000 | 232,500.00 | .01 | |
PIKE CORP 5.5% 09/01/28 | 721283AA7 | CORPORATE BONDS | 185,000.0000 | 167,887.50 | .01 | |
PIONEER NATURA 1.125% 01/15/26 | 723787AT4 | CORPORATE BONDS | 485,000.0000 | 439,324.53 | .02 | |
PLAINS ALL AMER 3.55% 12/15/29 | 72650RBM3 | CORPORATE BONDS | 140,000.0000 | 127,533.16 | .01 | |
POST HOLDINGS IN 5.5% 12/15/29 | 737446AP9 | CORPORATE BONDS | 45,000.0000 | 40,950.00 | .00 | |
POST HOLDINGS 4.625% 04/15/30 | 737446AQ7 | CORPORATE BONDS | 150,000.0000 | 128,250.00 | .01 | |
PREMIER ENTERT 5.625% 09/01/29 | 74052HAA2 | CORPORATE BONDS | 110,000.0000 | 88,000.00 | .00 | |
PREMIER ENTERT 5.875% 09/01/31 | 74052HAB0 | CORPORATE BONDS | 105,000.0000 | 82,687.50 | .00 | |
PRET 2021-NPL2 A V/R 06/25/24 | 741386AA4 | ASSET BACKED | 738,914.4200 | 702,449.14 | .03 | |
PRET 2021-NPL4 A V/R 10/27/24 | 741391AB2 | ASSET BACKED | 1,491,489.9900 | 1,420,759.66 | .07 | |
PRET 2021-RN1 A1 V/R 07/25/24 | 74140QAA6 | ASSET BACKED | 1,454,761.5300 | 1,375,890.18 | .07 | |
PRET 2021-NPL3 A V/R 07/25/24 | 74143EAA0 | ASSET BACKED | 598,691.5800 | 562,479.96 | .03 | |
PRET 2021-RN3 A1 V/R 09/25/51 | 74143JAA9 | ASSET BACKED | 1,637,045.7200 | 1,549,993.36 | .08 | |
PRIME SECSRVC B 6.25% 01/15/28 | 74166MAE6 | CORPORATE BONDS | 125,000.0000 | 112,043.75 | .01 | |
PRIMO WATER HO 4.375% 04/30/29 | 74168LAA4 | CORPORATE BONDS | 70,000.0000 | 60,929.05 | .00 | |
PROGRESSIVE CORP 3.2% 03/26/30 | 743315AW3 | CORPORATE BONDS | 435,000.0000 | 409,482.58 | .02 | |
PROG 2022-SFR3 3.2% 04/17/27 | 74331UAA6 | ASSET BACKED | 335,000.0000 | 319,985.50 | .02 | |
PROG 2021-SFR 2.732% 01/17/29 | 74333XAC4 | ASSET BACKED | 1,900,000.0000 | 1,675,522.60 | .08 | |
PUGET ENERGY IN 3.65% 05/15/25 | 745310AH5 | CORPORATE BONDS | 535,000.0000 | 530,292.51 | .03 | |
PUGET ENERGY INC 4.1% 06/15/30 | 745310AK8 | CORPORATE BONDS | 395,000.0000 | 377,923.89 | .02 | |
QORVO INC 1.75% 12/15/24 | 74739DAA2 | CORPORATE BONDS | 210,000.0000 | 198,101.40 | .01 | |
QUANTA SERVICES 2.35% 01/15/32 | 74762EAH5 | CORPORATE BONDS | 860,000.0000 | 700,660.52 | .03 | |
QUEST DIAGNOSTIC 2.8% 06/30/31 | 74834LBC3 | CORPORATE BONDS | 320,000.0000 | 278,886.76 | .01 | |
RALI 2006-QS17 A8 6% 12/25/36 | 74922SAH1 | ASSET BACKED | 3,330,389.9900 | 3,019,232.99 | .15 | |
RCO 2021-1 A1 V/R 05/28/24 | 74936JAA0 | ASSET BACKED | 537,495.0000 | 510,134.78 | .03 | |
RP ESCROW ISSUE 5.25% 12/15/25 | 74969PAA6 | CORPORATE BONDS | 190,000.0000 | 176,700.00 | .01 | |
RADIATE HOLDCO / 4.5% 09/15/26 | 75026JAC4 | CORPORATE BONDS | 110,000.0000 | 101,297.90 | .00 | |
RADIATE HOLDCO / 6.5% 09/15/28 | 75026JAE0 | CORPORATE BONDS | 40,000.0000 | 35,200.00 | .00 | |
RADIOLOGY PARTN 9.25% 02/01/28 | 75041VAA2 | CORPORATE BONDS | 95,000.0000 | 90,250.00 | .00 | |
RATTLER MIDSTR 5.625% 07/15/25 | 75419TAA1 | CORPORATE BONDS | 110,000.0000 | 110,143.00 | .01 | |
RAYTHEON TECH C 3.03% 03/15/52 | 75513ECP4 | CORPORATE BONDS | 430,000.0000 | 331,696.91 | .02 | |
REAL HERO MERGE 6.25% 02/01/29 | 75602BAA7 | CORPORATE BONDS | 35,000.0000 | 28,386.75 | .00 | |
REALOGY GROUP/C 5.75% 01/15/29 | 75606DAL5 | CORPORATE BONDS | 65,000.0000 | 54,487.55 | .00 | |
REALOGY GROUP/C 5.25% 04/15/30 | 75606DAQ4 | CORPORATE BONDS | 180,000.0000 | 145,834.20 | .01 | |
RENT-A-CENTER 6.375% 02/15/29 | 76009NAL4 | CORPORATE BONDS | 70,000.0000 | 60,384.80 | .00 | |
RMLT 2021-1R A1 V/R 01/25/65 | 76090NAA8 | ASSET BACKED | 387,143.1000 | 376,796.39 | .02 | |
RALI 2005-QS13 5.5% 09/25/35 | 761118GU6 | ASSET BACKED | 1,316,574.9700 | 1,181,338.89 | .06 | |
RMLT 2020-1 M1 V/R 01/26/60 | 76119CAD3 | ASSET BACKED | 3,100,000.0000 | 2,982,628.73 | .15 | |
ROLLER BEARING 4.375% 10/15/29 | 775631AD6 | CORPORATE BONDS | 45,000.0000 | 40,500.00 | .00 | |
RYAN SPECIALTY 4.375% 02/01/30 | 78351MAA0 | CORPORATE BONDS | 110,000.0000 | 100,323.30 | .00 | |
SEG HLD LLC/SE 5.625% 10/15/28 | 78397KAA0 | CORPORATE BONDS | 220,000.0000 | 214,694.74 | .01 | |
S&P GLOBAL INC 2.45% 03/01/27 | 78409VBA1 | CORPORATE BONDS | 185,000.0000 | 174,246.55 | .01 | |
S&P GLOBAL INC 2.7% 03/01/29 | 78409VBB9 | CORPORATE BONDS | 460,000.0000 | 422,511.62 | .02 | |
S&P GLOBAL INC 2.9% 03/01/32 | 78409VBC7 | CORPORATE BONDS | 350,000.0000 | 315,740.83 | .02 | |
SFAVE 2015-5AVE V/R 01/05/35 | 78413MAL2 | ASSET BACKED | 3,640,000.0000 | 3,049,396.17 | .15 | |
SGCMS 2016-C5 3.933% 06/10/26 | 78419CAK0 | ASSET BACKED | 165,000.0000 | 154,263.02 | .01 | |
SGR 2021-1 A1 V/R 07/25/61 | 784212AA0 | ASSET BACKED | 1,069,047.4800 | 996,136.09 | .05 | |
SGR 2021-2 B1 V/R 12/25/61 | 78432YAE9 | ASSET BACKED | 5,238,000.0000 | 4,566,932.58 | .22 | |
SMRT 2022-MINI D V/R 01/15/24 | 78457JAL6 | ASSET BACKED | 5,150,000.0000 | 5,027,259.54 | .25 | |
SRS DISTRIBUTI 4.625% 07/01/28 | 78471RAB2 | CORPORATE BONDS | 70,000.0000 | 64,085.70 | .00 | |
SRS DISTRIBUTI 6.125% 07/01/29 | 78471RAC0 | CORPORATE BONDS | 110,000.0000 | 97,072.80 | .00 | |
SREIT 2021-FLWR V/R 07/15/36 | 78485GAL8 | ASSET BACKED | 3,480,000.0000 | 3,346,129.27 | .16 | |
SWF ESCROW ISSUE 6.5% 10/01/29 | 78500AAA6 | CORPORATE BONDS | 115,000.0000 | 88,837.50 | .00 | |
SABINE PASS LI 5.625% 03/01/25 | 785592AM8 | CORPORATE BONDS | 82,000.0000 | 84,888.68 | .00 | |
SABINE PASS LIQUEF 5% 03/15/27 | 785592AS5 | CORPORATE BONDS | 545,000.0000 | 557,369.72 | .03 | |
SABINE PASS LIQU 4.5% 05/15/30 | 785592AX4 | CORPORATE BONDS | 595,000.0000 | 590,377.15 | .03 | |
SABRE GLBL INC 9.25% 04/15/25 | 78573NAC6 | CORPORATE BONDS | 75,000.0000 | 79,989.75 | .00 | |
SALESFORCE INC 3.25% 04/11/23 | 79466LAE4 | CORPORATE BONDS | 220,000.0000 | 221,508.97 | .01 | |
SALESFORCE INC 1.95% 07/15/31 | 79466LAJ3 | CORPORATE BONDS | 1,110,000.0000 | 951,791.70 | .05 | |
SANTANDER HOLDIN 3.4% 01/18/23 | 80282KAS5 | CORPORATE BONDS | 745,000.0000 | 747,053.39 | .04 | |
SANTANDER HOLDING V/R 01/06/28 | 80282KBC9 | CORPORATE BONDS | 805,000.0000 | 729,242.40 | .04 | |
SCHLUMBERGER HLD 4.3% 05/01/29 | 806851AH4 | CORPORATE BONDS | 185,000.0000 | 182,486.98 | .01 | |
CHARLES SCHWAB 2.75% 10/01/29 | 808513BX2 | CORPORATE BONDS | 2,301,000.0000 | 2,108,212.44 | .10 | |
SCHWEITZER-MAU 6.875% 10/01/26 | 808541AA4 | CORPORATE BONDS | 30,000.0000 | 26,951.10 | .00 | |
SCIENCE APPLIC 4.875% 04/01/28 | 808625AA5 | CORPORATE BONDS | 60,000.0000 | 57,300.00 | .00 | |
SC GAMES HOLDI 6.625% 03/01/30 | 80874DAA4 | CORPORATE BONDS | 125,000.0000 | 118,750.00 | .01 | |
SCOTTS MIRACLE-G 4.5% 10/15/29 | 810186AS5 | CORPORATE BONDS | 155,000.0000 | 136,012.50 | .01 | |
SCRIPPS ESCROW 5.875% 07/15/27 | 81104PAA7 | CORPORATE BONDS | 170,000.0000 | 162,350.00 | .01 | |
SCRIPPS ESCROW 3.875% 01/15/29 | 81105DAA3 | CORPORATE BONDS | 50,000.0000 | 44,445.00 | .00 | |
OFFICE PPTY INCO 4.5% 02/01/25 | 81618TAC4 | CORPORATE BONDS | 5,275,000.0000 | 5,233,879.90 | .26 | |
SELECT MEDICAL 6.25% 08/15/26 | 816196AT6 | CORPORATE BONDS | 305,000.0000 | 302,712.50 | .01 | |
SEMPRA ENERGY 3.4% 02/01/28 | 816851BG3 | CORPORATE BONDS | 1,025,000.0000 | 983,196.05 | .05 | |
SEMPRA ENERGY 4% 02/01/48 | 816851BJ7 | CORPORATE BONDS | 7,317,000.0000 | 6,438,949.24 | .32 | |
SEMPRA ENERGY 3.7% 04/01/29 | 816851BP3 | CORPORATE BONDS | 105,000.0000 | 100,887.01 | .00 | |
SHERWIN-WILLIAMS 2.9% 03/15/52 | 824348BP0 | CORPORATE BONDS | 185,000.0000 | 134,269.56 | .01 | |
SIMON PROPERTY G 3.5% 09/01/25 | 828807CV7 | CORPORATE BONDS | 3,000,000.0000 | 2,978,554.02 | .15 | |
SIMON PROPERTY G 2.2% 02/01/31 | 828807DM6 | CORPORATE BONDS | 1,905,000.0000 | 1,614,395.74 | .08 | |
SIX FLAGS ENTE 4.875% 07/31/24 | 83001AAB8 | CORPORATE BONDS | 280,000.0000 | 278,880.00 | .01 | |
SMITHFIELD FOOD 4.25% 02/01/27 | 832248AZ1 | CORPORATE BONDS | 580,000.0000 | 566,110.53 | .03 | |
SMITHFIELD FOODS I 3% 10/15/30 | 832248BC1 | CORPORATE BONDS | 195,000.0000 | 169,015.59 | .01 | |
SOFI 2018-B BF 3.83% 01/25/27 | 83404RAC2 | ASSET BACKED | 1,000,000.0000 | 982,621.20 | .05 | |
SCLP 2021-1 A 0.49% 09/25/30 | 83407CAA6 | ASSET BACKED | 177,731.8300 | 173,878.14 | .01 | |
SOHO 2021-SOHO B V/R 08/10/28 | 83410JAE8 | ASSET BACKED | 795,000.0000 | 665,279.85 | .03 | |
SONIC AUTOMOTI 4.625% 11/15/29 | 83545GBD3 | CORPORATE BONDS | 120,000.0000 | 103,231.42 | .01 | |
DOMINION ENERGY 5.1% 06/01/65 | 837004CJ7 | CORPORATE BONDS | 320,000.0000 | 331,731.98 | .02 | |
SOUTHAVEN CMBD 3.846% 08/15/33 | 841215AA4 | CORPORATE BONDS | 166,082.6200 | 164,756.26 | .01 | |
SOUTHERN CAL E 4.125% 03/01/48 | 842400GK3 | CORPORATE BONDS | 970,000.0000 | 838,929.59 | .04 | |
SOUTHERN CAL E 4.875% 03/01/49 | 842400GR8 | CORPORATE BONDS | 5,000,000.0000 | 4,841,372.95 | .24 | |
SOUTHERN CAL ED 2.85% 08/01/29 | 842400GS6 | CORPORATE BONDS | 330,000.0000 | 297,355.90 | .01 | |
SOUTHERN CAL ED 2.75% 02/01/32 | 842400HM8 | CORPORATE BONDS | 485,000.0000 | 420,130.33 | .02 | |
SOUTHERN CO 3.7% 04/30/30 | 842587DE4 | CORPORATE BONDS | 2,405,000.0000 | 2,266,232.34 | .11 | |
SOUTHWEST AIRL 5.125% 06/15/27 | 844741BK3 | CORPORATE BONDS | 6,250,000.0000 | 6,478,988.56 | .32 | |
SOUTHWESTERN E 5.375% 02/01/29 | 845467AR0 | CORPORATE BONDS | 85,000.0000 | 83,963.00 | .00 | |
SOUTHWESTERN EN 4.75% 02/01/32 | 845467AT6 | CORPORATE BONDS | 95,000.0000 | 89,834.85 | .00 | |
SPECTRUM BRANDS IN 5% 10/01/29 | 84762LAV7 | CORPORATE BONDS | 130,000.0000 | 120,900.00 | .01 | |
ONEMAIN FINANC 7.125% 03/15/26 | 85172FAN9 | CORPORATE BONDS | 115,000.0000 | 116,437.50 | .01 | |
ONEMAIN FINANC 6.625% 01/15/28 | 85172FAQ2 | CORPORATE BONDS | 40,000.0000 | 39,507.60 | .00 | |
ONEMAIN FINANC 5.375% 11/15/29 | 85172FAR0 | CORPORATE BONDS | 90,000.0000 | 80,775.00 | .00 | |
SPRINT SPECTRU 5.152% 03/20/28 | 85208NAE0 | CORPORATE BONDS | 3,426,000.0000 | 3,524,499.28 | .17 | |
STAPLES INC 7.5% 04/15/26 | 855030AN2 | CORPORATE BONDS | 55,000.0000 | 52,525.00 | .00 | |
STAPLES INC 10.75% 04/15/27 | 855030AP7 | CORPORATE BONDS | 35,000.0000 | 31,010.00 | .00 | |
STAR 2021-SFR1 G V/R 04/17/26 | 85521DAN2 | ASSET BACKED | 3,500,000.0000 | 3,313,487.45 | .16 | |
STARBUCKS CORP 3.8% 08/15/25 | 855244AQ2 | CORPORATE BONDS | 305,000.0000 | 307,129.76 | .02 | |
STAR 2021-1 A1 V/R 05/25/65 | 85573GAA0 | ASSET BACKED | 780,173.0500 | 737,520.21 | .04 | |
STAR 2021-2 A1 V/R 05/25/65 | 85573HAA8 | ASSET BACKED | 277,787.7400 | 270,379.86 | .01 | |
STAR 2021-3 A1 V/R 06/25/56 | 85573JAA4 | ASSET BACKED | 949,869.3700 | 889,593.41 | .04 | |
STAR 2021-4 A1 V/R 08/25/56 | 85573PAA0 | ASSET BACKED | 1,260,791.2500 | 1,179,370.99 | .06 | |
STAR 2021-6 A1 V/R 11/25/66 | 85573RAA6 | ASSET BACKED | 1,119,090.5200 | 1,040,833.53 | .05 | |
STATE STREET CORP V/R 12/03/24 | 857477BC6 | CORPORATE BONDS | 890,000.0000 | 897,626.48 | .04 | |
STATION CASINO 4.625% 12/01/31 | 857691AH2 | CORPORATE BONDS | 70,000.0000 | 58,663.85 | .00 | |
STEELCASE INC 5.125% 01/18/29 | 858155AE4 | CORPORATE BONDS | 4,750,000.0000 | 4,623,638.55 | .23 | |
SAIL 2005-5 M5 V/R 06/25/35 | 86358ETK2 | ASSET BACKED | 6,098,835.1400 | 6,087,407.14 | .30 | |
SAIL 2006-4 A5 V/R 07/25/36 | 86360WAE2 | ASSET BACKED | 8,700,000.0000 | 3,370,164.24 | .17 | |
SUBURBAN PROPANE P 5% 06/01/31 | 864486AL9 | CORPORATE BONDS | 195,000.0000 | 177,323.25 | .01 | |
SUNCOKE ENERGY 4.875% 06/30/29 | 86722AAD5 | CORPORATE BONDS | 105,000.0000 | 94,137.75 | .00 | |
SNVA 2021-A A 1.8% 02/21/28 | 86746EAA5 | ASSET BACKED | 889,311.2100 | 813,178.79 | .04 | |
ENERGY TRANSFER 3.9% 07/15/26 | 86765BAT6 | CORPORATE BONDS | 330,000.0000 | 321,008.12 | .02 | |
SUNOCO LP/FINANCE 6% 04/15/27 | 86765LAQ0 | CORPORATE BONDS | 105,000.0000 | 105,786.45 | .01 | |
SUNOCO LP/FINANC 4.5% 05/15/29 | 86765LAT4 | CORPORATE BONDS | 55,000.0000 | 49,457.65 | .00 | |
SUNRN 2021-2A 2.27% 01/30/29 | 86772HAA5 | ASSET BACKED | 1,985,309.0700 | 1,762,982.84 | .09 | |
SUTTER HEALTH 3.361% 08/15/50 | 86944BAJ2 | CORPORATE BONDS | 310,000.0000 | 243,777.73 | .01 | |
SYSCO CORPORATI 3.25% 07/15/27 | 871829BF3 | CORPORATE BONDS | 400,000.0000 | 384,649.16 | .02 | |
SYSCO CORPORATIO 3.3% 02/15/50 | 871829BJ5 | CORPORATE BONDS | 325,000.0000 | 249,758.13 | .01 | |
SYSCO CORPORATI 3.15% 12/14/51 | 871829BR7 | CORPORATE BONDS | 105,000.0000 | 76,911.57 | .00 | |
TIF 2021-1A A 1.65% 02/20/46 | 872480AE8 | ASSET BACKED | 6,922,453.1300 | 6,121,709.44 | .30 | |
TMS INTERNATION 6.25% 04/15/29 | 87261QAC7 | CORPORATE BONDS | 45,000.0000 | 39,150.00 | .00 | |
T-MOBILE USA INC 3.5% 04/15/25 | 87264ABB0 | CORPORATE BONDS | 650,000.0000 | 640,781.82 | .03 | |
T-MOBILE USA I 3.875% 04/15/30 | 87264ABF1 | CORPORATE BONDS | 635,000.0000 | 600,988.62 | .03 | |
T-MOBILE USA INC 3% 02/15/41 | 87264ABL8 | CORPORATE BONDS | 720,000.0000 | 548,718.62 | .03 | |
T-MOBILE USA IN 2.25% 02/15/26 | 87264ABR5 | CORPORATE BONDS | 1,170,000.0000 | 1,076,400.00 | .05 | |
T-MOBILE USA I 2.875% 02/15/31 | 87264ABT1 | CORPORATE BONDS | 40,000.0000 | 33,954.00 | .00 | |
T-MOBILE USA I 3.375% 04/15/29 | 87264ABV6 | CORPORATE BONDS | 45,000.0000 | 40,709.70 | .00 | |
T-MOBILE USA I 3.375% 04/15/29 | 87264ACD5 | CORPORATE BONDS | 35,000.0000 | 31,663.10 | .00 | |
TSMC ARIZONA CO 1.75% 10/25/26 | 872898AA9 | CORPORATE BONDS | 4,580,000.0000 | 4,198,766.30 | .21 | |
TARGA RESOURCES 4.2% 02/01/33 | 87612GAA9 | CORPORATE BONDS | 335,000.0000 | 317,501.65 | .02 | |
TARGA RESOURCES 4.95% 04/15/52 | 87612GAB7 | CORPORATE BONDS | 45,000.0000 | 41,099.61 | .00 | |
TENET HEALTHCAR 6.25% 02/01/27 | 88033GCX6 | CORPORATE BONDS | 200,000.0000 | 198,500.00 | .01 | |
TENET HEALTHCA 6.125% 10/01/28 | 88033GDJ6 | CORPORATE BONDS | 255,000.0000 | 244,787.25 | .01 | |
TENET HEALTHCAR 4.25% 06/01/29 | 88033GDL1 | CORPORATE BONDS | 150,000.0000 | 135,523.50 | .01 | |
TENNECO INC 5.125% 04/15/29 | 880349AT2 | CORPORATE BONDS | 85,000.0000 | 82,863.95 | .00 | |
TENNESSEE GAS PI 2.9% 03/01/30 | 880451AZ2 | CORPORATE BONDS | 6,275,000.0000 | 5,554,441.37 | .27 | |
TERRIER MEDIA 8.875% 12/15/27 | 88146LAA1 | CORPORATE BONDS | 55,000.0000 | 53,756.45 | .00 | |
TEXTRON INC 2.45% 03/15/31 | 883203CC3 | CORPORATE BONDS | 1,260,000.0000 | 1,070,173.69 | .05 | |
THERMO FISHER 1.215% 10/18/24 | 883556CS9 | CORPORATE BONDS | 625,000.0000 | 592,926.23 | .03 | |
TRK 2021-1 A1 V/R 07/25/23 | 89053BAA2 | ASSET BACKED | 840,000.0000 | 789,716.17 | .04 | |
TPMT 2021-R1 A1 V/R 04/27/29 | 89179TAA2 | ASSET BACKED | 1,600,940.8200 | 1,534,069.52 | .08 | |
TOWNSQUARE MED 6.875% 02/01/26 | 892231AB7 | CORPORATE BONDS | 35,000.0000 | 34,846.00 | .00 | |
TRANSCONT GAS P 3.25% 05/15/30 | 893574AP8 | CORPORATE BONDS | 225,000.0000 | 208,414.74 | .01 | |
TRANSDIGM INC 6.25% 03/15/26 | 893647BE6 | CORPORATE BONDS | 220,000.0000 | 218,900.00 | .01 | |
TRANSDIGM INC 8% 12/15/25 | 893647BK2 | CORPORATE BONDS | 35,000.0000 | 36,428.70 | .00 | |
TRANSDIGM INC 5.5% 11/15/27 | 893647BL0 | CORPORATE BONDS | 140,000.0000 | 128,378.60 | .01 | |
TAST 2021-1A A 0.74% 12/15/22 | 89615BAA3 | ASSET BACKED | 249,482.0500 | 248,605.42 | .01 | |
TRIDENT TPI HO 6.625% 11/01/25 | 89616RAA7 | CORPORATE BONDS | 140,000.0000 | 135,100.00 | .01 | |
TRITON WATER HO 6.25% 04/01/29 | 89680EAA7 | CORPORATE BONDS | 115,000.0000 | 95,190.10 | .00 | |
TRIUMPH GROUP I 7.75% 08/15/25 | 896818AP6 | CORPORATE BONDS | 109,000.0000 | 106,002.50 | .01 | |
TRIUMPH GROUP I 6.25% 09/15/24 | 896818AQ4 | CORPORATE BONDS | 55,000.0000 | 52,937.50 | .00 | |
TRK 2021-INV1 A1 V/R 07/25/56 | 89688WAA9 | ASSET BACKED | 523,885.4300 | 476,944.72 | .02 | |
TRONOX INC 4.625% 03/15/29 | 897051AC2 | CORPORATE BONDS | 20,000.0000 | 17,850.00 | .00 | |
TRUIST FINANCIAL V/R 06/07/29 | 89788MAE2 | CORPORATE BONDS | 1,360,000.0000 | 1,191,168.69 | .06 | |
PRK 2017-280P F V/R 09/15/19 | 90205FAQ3 | ASSET BACKED | 805,000.0000 | 776,753.36 | .04 | |
II-VI INC 5% 12/15/29 | 902104AC2 | CORPORATE BONDS | 140,000.0000 | 131,250.00 | .01 | |
UDR INC 3.2% 01/15/30 | 90265EAQ3 | CORPORATE BONDS | 5,160,000.0000 | 4,774,016.42 | .23 | |
UBSBB 2013-C5 XA V/R 03/10/46 | 90270YAC3 | ASSET BACKED | 3,890,286.5000 | 12,237.67 | .00 | |
UBSCM 2017-C1 XA V/R 06/15/50 | 90276EAF4 | ASSET BACKED | 4,419,409.4200 | 267,902.39 | .01 | |
UBSCM 2017-C7 3.418% 11/15/27 | 90276WAR8 | ASSET BACKED | 1,815,000.0000 | 1,759,124.68 | .09 | |
US FOODS INC 4.75% 02/15/29 | 90290MAD3 | CORPORATE BONDS | 75,000.0000 | 69,277.50 | .00 | |
US FOODS INC 4.625% 06/01/30 | 90290MAE1 | CORPORATE BONDS | 75,000.0000 | 67,125.00 | .00 | |
USAUT 2019-1A 8.06% 03/15/23 | 90352VAD8 | ASSET BACKED | 1,300,000.0000 | 1,313,222.69 | .06 | |
UBER TECHNOLOGIE 7.5% 09/15/27 | 90353TAE0 | CORPORATE BONDS | 70,000.0000 | 72,027.90 | .00 | |
UBER TECHNOLOGIE 4.5% 08/15/29 | 90353TAK6 | CORPORATE BONDS | 85,000.0000 | 73,207.10 | .00 | |
UNIFRAX ESCROW 5.25% 09/30/28 | 90473LAA0 | CORPORATE BONDS | 135,000.0000 | 118,994.40 | .01 | |
UNIFRAX ESCROW I 7.5% 09/30/29 | 90473LAC6 | CORPORATE BONDS | 10,000.0000 | 8,200.00 | .00 | |
UNION PACIFIC 2.973% 09/16/62 | 907818FN3 | CORPORATE BONDS | 705,000.0000 | 509,697.09 | .02 | |
UNION PACIFIC 2.375% 05/20/31 | 907818FU7 | CORPORATE BONDS | 740,000.0000 | 648,683.13 | .03 | |
UNION PACIFIC CO 2.8% 02/14/32 | 907818FX1 | CORPORATE BONDS | 20,000.0000 | 17,994.53 | .00 | |
UNITED AIRLINE 4.375% 04/15/26 | 90932LAG2 | CORPORATE BONDS | 30,000.0000 | 28,965.00 | .00 | |
UNITED AIRLINE 4.625% 04/15/29 | 90932LAH0 | CORPORATE BONDS | 210,000.0000 | 192,675.00 | .01 | |
UNITED AIR 2016 3.65% 10/07/25 | 90933JAA9 | CORPORATE BONDS | 1,843,750.0000 | 1,721,194.83 | .08 | |
UNITED NATURAL 6.75% 10/15/28 | 911163AA1 | CORPORATE BONDS | 135,000.0000 | 135,098.55 | .01 | |
UNITED RENTALS 5.25% 01/15/30 | 911365BL7 | CORPORATE BONDS | 15,000.0000 | 14,550.00 | .00 | |
US BANCORP V/R 11/03/36 | 91159HJB7 | CORPORATE BONDS | 3,950,000.0000 | 3,321,122.87 | .16 | |
US TREAS BDS 3.625% 02/15/44 | 912810RE0 | GOVERNMENT BONDS | 6,715,000.0000 | 7,165,377.13 | .35 | |
US TREAS BDS 3.375% 05/15/44 | 912810RG5 | GOVERNMENT BONDS | 12,905,000.0000 | 13,254,342.35 | .65 | |
US TREAS BDS 2.5% 02/15/45 | 912810RK6 | GOVERNMENT BONDS | 2,515,000.0000 | 2,226,266.20 | .11 | |
US TREAS BDS 2.25% 08/15/46 | 912810RT7 | GOVERNMENT BONDS | 1,390,000.0000 | 1,173,246.88 | .06 | |
US TIPS 0.875% 02/15/47 | 912810RW0 | GOVERNMENT BONDS | 1,810,793.6000 | 1,968,271.35 | .10 | |
US TREAS BDS 3% 02/15/48 | 912810SA7 | GOVERNMENT BONDS | 8,500,000.0000 | 8,351,582.01 | .41 | |
US TREAS BDS 3.125% 05/15/48 | 912810SC3 | GOVERNMENT BONDS | 7,800,000.0000 | 7,865,203.16 | .39 | |
US TIPS 0.125% 02/15/51 | 912810SV1 | GOVERNMENT BONDS | 343,416.1500 | 314,708.71 | .02 | |
US TREAS BDS 2.375% 05/15/51 | 912810SX7 | GOVERNMENT BONDS | 46,060,000.0000 | 40,550,791.96 | 1.99 | |
US TREAS BDS 1.875% 11/15/51 | 912810TB4 | GOVERNMENT BONDS | 55,885,000.0000 | 43,834,796.88 | 2.15 | |
US TREAS BDS 2% 11/15/41 | 912810TC2 | GOVERNMENT BONDS | 2,045,000.0000 | 1,692,557.03 | .08 | |
US TREAS BDS 2.25% 02/15/52 | 912810TD0 | GOVERNMENT BONDS | 7,500,000.0000 | 6,439,453.13 | .32 | |
US TREAS BDS 2.375% 02/15/42 | 912810TF5 | GOVERNMENT BONDS | 10,755,000.0000 | 9,503,050.78 | .47 | |
US TREAS NTS 2.75% 02/15/28 | 9128283W8 | GOVERNMENT BONDS | 3,326,000.0000 | 3,287,673.04 | .16 | |
US TREAS NTS 2.875% 05/15/28 | 9128284N7 | GOVERNMENT BONDS | 13,705,000.0000 | 13,630,050.78 | .67 | |
US TREAS NTS 1.5% 01/31/27 | 912828Z78 | GOVERNMENT BONDS | 4,900,000.0000 | 4,586,285.14 | .22 | |
US TIPS 0.125% 07/15/30 | 912828ZZ6 | GOVERNMENT BONDS | 2,529,609.2500 | 2,573,753.89 | .13 | |
US TREAS NTS 0.25% 08/31/25 | 91282CAJ0 | GOVERNMENT BONDS | 31,060,000.0000 | 28,427,179.84 | 1.39 | |
US TREAS NTS 0.375% 11/30/25 | 91282CAZ4 | GOVERNMENT BONDS | 1,580,000.0000 | 1,442,305.46 | .07 | |
US TREAS NTS 0.125% 12/15/23 | 91282CBA8 | GOVERNMENT BONDS | 55,095,000.0000 | 52,947,155.58 | 2.60 | |
US TREAS NTS 0.75% 04/30/26 | 91282CBW0 | GOVERNMENT BONDS | 16,760,000.0000 | 15,373,371.79 | .75 | |
US TREAS NTS 1.375% 11/15/31 | 91282CDJ7 | GOVERNMENT BONDS | 10,000,000.0000 | 8,732,812.50 | .43 | |
US TREAS NTS 1.125% 1/15/25 | 91282CDS7 | GOVERNMENT BONDS | 4,800,000.0000 | 4,581,750.00 | .22 | |
US TREAS NTS 1.875% 02/15/32 | 91282CDY4 | GOVERNMENT BONDS | 11,420,000.0000 | 10,427,887.50 | .51 | |
US TREAS BDS 1.5% 2/15/25 | 91282CDZ1 | GOVERNMENT BONDS | 7,600,000.0000 | 7,316,781.29 | .36 | |
US TREAS NTS 1.5% 02/29/24 | 91282CEA5 | GOVERNMENT BONDS | 3,700,000.0000 | 3,622,964.85 | .18 | |
US TREAS NTS 1.875% 02/28/29 | 91282CEB3 | GOVERNMENT BONDS | 14,710,000.0000 | 13,737,760.94 | .67 | |
US TREAS NTS 1.875% 02/28/27 | 91282CEC1 | GOVERNMENT BONDS | 7,600,000.0000 | 7,237,218.71 | .35 | |
US TREAS NTS 2.375% 03/31/29 | 91282CEE7 | GOVERNMENT BONDS | 7,500,000.0000 | 7,230,468.75 | .35 | |
US TREAS NTS 2.5% 03/31/27 | 91282CEF4 | GOVERNMENT BONDS | 9,300,000.0000 | 9,113,273.48 | .45 | |
US TREAS NTS 2.25% 03/31/24 | 91282CEG2 | GOVERNMENT BONDS | 9,200,000.0000 | 9,122,375.00 | .45 | |
WI TREASURY SE 2.625% 04/15/25 | 91282CEH0 | GOVERNMENT BONDS | 9,700,000.0000 | 9,630,281.25 | .47 | |
RAYTHEON TECH 3.125% 05/04/27 | UTX27 | 913017CR8 | CORPORATE BONDS | 1,140,000.0000 | 1,106,057.90 | .05 |
UNITEDHEALTH G 2.375% 08/15/24 | 91324PDR0 | CORPORATE BONDS | 1,270,000.0000 | 1,250,747.84 | .06 | |
UNITEDHEALTH GRO 3.5% 08/15/39 | 91324PDT6 | CORPORATE BONDS | 70,000.0000 | 63,030.41 | .00 | |
UNITI GROUP/CSL 6.5% 02/15/29 | 91327BAA8 | CORPORATE BONDS | 70,000.0000 | 60,403.70 | .00 | |
UNIV OF CALIFO 6.548% 05/15/48 | 913366EP1 | MUNICIPAL BONDS | 20,000.0000 | 25,775.75 | .00 | |
UNIVISION COMMUN 4.5% 05/01/29 | 914906AV4 | CORPORATE BONDS | 75,000.0000 | 67,312.50 | .00 | |
UPSPT 2021-ST4 A 2% 07/20/27 | 91534HAA4 | ASSET BACKED | 1,044,323.8400 | 1,007,005.35 | .05 | |
UPST 2019-3 C 5.381% 01/21/30 | 91678WAE9 | ASSET BACKED | 800,000.0000 | 797,739.12 | .04 | |
UPST 2021-3 A 0.83% 03/20/24 | 91679LAA0 | ASSET BACKED | 291,666.9500 | 285,609.96 | .01 | |
UPST 2020-1 C 4.899% 04/22/30 | 91679UAC6 | ASSET BACKED | 1,500,000.0000 | 1,492,494.60 | .07 | |
UPSPT 2021-ST3 A 2% 05/20/27 | 91681PAA7 | ASSET BACKED | 967,544.6000 | 934,217.24 | .05 | |
UPST 2021-4 A 0.84% 06/20/24 | 91682NAA1 | ASSET BACKED | 718,613.0600 | 696,629.03 | .03 | |
USA COM PART/U 6.875% 09/01/27 | 91740PAF5 | CORPORATE BONDS | 325,000.0000 | 317,625.75 | .02 | |
VCAT 2021-NPL2 A V/R 03/25/24 | 91822YAA8 | ASSET BACKED | 234,909.2300 | 226,273.31 | .01 | |
VCAT 2021-NPL4 A V/R 08/26/24 | 91823DAA3 | ASSET BACKED | 1,084,860.7400 | 1,027,198.55 | .05 | |
VCAT 2021-NPL3 A V/R 05/25/51 | 91824MAA2 | ASSET BACKED | 718,597.4300 | 679,935.09 | .03 | |
VCAT 2021-NPL6 A V/R 09/25/51 | 91824WAA0 | ASSET BACKED | 1,602,672.5400 | 1,520,345.34 | .07 | |
VOLT 2021-NPL9 A V/R 05/25/51 | 91835DAA9 | ASSET BACKED | 401,656.8300 | 383,217.57 | .02 | |
VOLT 2021-NPL6 A V/R 03/25/24 | 91835EAA7 | ASSET BACKED | 2,110,155.9700 | 2,019,453.66 | .10 | |
VALERO ENERGY C 2.85% 04/15/25 | 91913YAY6 | CORPORATE BONDS | 101,000.0000 | 98,244.89 | .00 | |
VALERO ENERGY CORP 4% 06/01/52 | 91913YBE9 | CORPORATE BONDS | 100,000.0000 | 83,113.05 | .00 | |
VENTAS REALTY LP 3.5% 02/01/25 | 92277GAE7 | CORPORATE BONDS | 5,480,000.0000 | 5,424,660.49 | .27 | |
VENTURE GLOBAL 4.125% 08/15/31 | 92328MAB9 | CORPORATE BONDS | 130,000.0000 | 117,975.00 | .01 | |
VERIZON COMMUNI 1.75% 01/20/31 | 92343VFR0 | CORPORATE BONDS | 9,906,000.0000 | 8,088,056.23 | .40 | |
VERIZON COMMUNI 2.85% 09/03/41 | 92343VGL2 | CORPORATE BONDS | 185,000.0000 | 144,365.48 | .01 | |
VERUS 2019-INV2 V/R 07/25/59 | 92537HAD3 | ASSET BACKED | 6,400,000.0000 | 6,399,199.36 | .31 | |
VERUS 2021-1 B1 V/R 01/25/66 | 92537QAH4 | ASSET BACKED | 3,814,000.0000 | 3,484,494.43 | .17 | |
TK ELEVATOR US 5.25% 07/15/27 | 92537RAA7 | CORPORATE BONDS | 200,000.0000 | 187,364.00 | .01 | |
VERUS 2021-R1 A1 V/R 10/25/63 | 92538BAA1 | ASSET BACKED | 384,788.9900 | 374,783.01 | .02 | |
VERUS 2021-R2 A1 V/R 02/25/64 | 92538DAA7 | ASSET BACKED | 441,697.6100 | 430,736.97 | .02 | |
VERUS 2021-2 A1 V/R 02/25/66 | 92538FAA2 | ASSET BACKED | 384,348.6900 | 361,754.29 | .02 | |
VERUS 2021-4 A1 V/R 07/25/66 | 92538HAA8 | ASSET BACKED | 512,941.7200 | 459,429.23 | .02 | |
VERUS 2021-5 A1 V/R 09/25/66 | 92538KAA1 | ASSET BACKED | 1,336,928.8000 | 1,211,996.28 | .06 | |
VERUS 2021-6 A1 V/R 10/25/66 | 92538MAA7 | ASSET BACKED | 1,400,461.9500 | 1,285,677.15 | .06 | |
VERUS 2021-7 A1 V/R 10/25/66 | 92538QAA8 | ASSET BACKED | 1,530,549.5600 | 1,421,635.96 | .07 | |
VERUS 2022-1 A1 V/R 01/25/67 | 92538WAA5 | ASSET BACKED | 1,027,970.0200 | 985,321.91 | .05 | |
PARAMOUNT GLOBA 4.95% 01/15/31 | 92556HAB3 | CORPORATE BONDS | 343,000.0000 | 339,748.50 | .02 | |
VIATRIS INC 1.65% 06/22/25 | 92556VAB2 | CORPORATE BONDS | 185,000.0000 | 169,715.18 | .01 | |
VIATRIS INC 3.85% 06/22/40 | 92556VAE6 | CORPORATE BONDS | 420,000.0000 | 327,004.20 | .02 | |
VICI PROPERTIES 4.95% 02/15/30 | 925650AC7 | CORPORATE BONDS | 385,000.0000 | 382,091.33 | .02 | |
VICI PROPERTIE 5.125% 05/15/32 | 925650AD5 | CORPORATE BONDS | 525,000.0000 | 520,999.50 | .03 | |
VICTORIA'S SEC 4.625% 07/15/29 | 926400AA0 | CORPORATE BONDS | 215,000.0000 | 176,377.40 | .01 | |
VIPER ENERGY P 5.375% 11/01/27 | 92763MAA3 | CORPORATE BONDS | 125,000.0000 | 124,460.01 | .01 | |
VISA INC 4.3% 12/14/45 | 92826CAF9 | CORPORATE BONDS | 220,000.0000 | 220,890.51 | .01 | |
VIRTUSA CORP 7.125% 12/15/28 | 92837TAA0 | CORPORATE BONDS | 45,000.0000 | 40,500.00 | .00 | |
VMWARE INC 2.2% 08/15/31 | 928563AL9 | CORPORATE BONDS | 605,000.0000 | 492,317.02 | .02 | |
VIZIENT INC 6.25% 05/15/27 | 92856JAB6 | CORPORATE BONDS | 145,000.0000 | 149,712.50 | .01 | |
VOLKSWAGEN GROU 1.25% 11/24/25 | 928668BL5 | CORPORATE BONDS | 5,000,000.0000 | 4,554,348.25 | .22 | |
VOLT 2021-NPL8 A V/R 04/25/51 | 92872VAA1 | ASSET BACKED | 889,453.9300 | 845,059.24 | .04 | |
VOLT 2021-NPL3 A V/R 01/25/24 | 92873AAA6 | ASSET BACKED | 766,768.4400 | 732,422.96 | .04 | |
VOLT 2021-NPL4 A V/R 03/27/51 | 92873BAA4 | ASSET BACKED | 615,993.5300 | 590,949.33 | .03 | |
VOLT 2021-NPL2 A V/R 01/25/24 | 92873CAA2 | ASSET BACKED | 992,745.7500 | 956,481.74 | .05 | |
VOLT 2021-NP11 A V/R 07/25/24 | 92873HAA1 | ASSET BACKED | 1,306,105.2200 | 1,239,198.02 | .06 | |
VOLT 2021-CF1 A1 V/R 08/25/24 | 92873JAA7 | ASSET BACKED | 899,046.6000 | 861,317.21 | .04 | |
VONTIER CORP 1.8% 04/01/26 | 928881AB7 | CORPORATE BONDS | 815,000.0000 | 724,975.10 | .04 | |
VORNADO REALTY 2.15% 06/01/26 | 929043AK3 | CORPORATE BONDS | 245,000.0000 | 223,218.72 | .01 | |
WRKCO INC 3.9% 06/01/28 | 92940PAE4 | CORPORATE BONDS | 5,245,000.0000 | 5,122,359.21 | .25 | |
WR GRACE HOLDI 5.625% 08/15/29 | 92943GAA9 | CORPORATE BONDS | 145,000.0000 | 123,525.50 | .01 | |
WASH MULTIFAM A 5.75% 04/15/26 | 93710WAA3 | CORPORATE BONDS | 120,000.0000 | 116,700.00 | .01 | |
WASTE PRO USA IN 5.5% 02/15/26 | 94107JAA1 | CORPORATE BONDS | 85,000.0000 | 75,616.00 | .00 | |
KIMCO REALTY COR 3.5% 04/15/23 | 948741AJ2 | CORPORATE BONDS | 1,012,000.0000 | 1,013,901.86 | .05 | |
KIMCO REALTY CO 4.45% 01/15/24 | 948741AK9 | CORPORATE BONDS | 300,000.0000 | 303,126.69 | .01 | |
ANTHEM INC 3.3% 01/15/23 | 94973VBA4 | CORPORATE BONDS | 745,000.0000 | 748,983.40 | .04 | |
ANTHEM INC 5.1% 01/15/44 | 94973VBF3 | CORPORATE BONDS | 175,000.0000 | 181,660.40 | .01 | |
ANTHEM INC 3.5% 08/15/24 | 94973VBJ5 | CORPORATE BONDS | 780,000.0000 | 780,982.80 | .04 | |
WELLS FARGO & COMP 3% 04/22/26 | 949746RW3 | CORPORATE BONDS | 620,000.0000 | 596,669.42 | .03 | |
WELLS FARGO & CO 4.9% 11/17/45 | 94974BGQ7 | CORPORATE BONDS | 175,000.0000 | 170,864.43 | .01 | |
WFCM 2016-BNK 2.652% 07/15/26 | 95000GAY0 | ASSET BACKED | 1,400,000.0000 | 1,330,485.66 | .07 | |
WELLS FARGO & COM V/R 05/22/28 | 95000U2A0 | CORPORATE BONDS | 755,000.0000 | 723,649.93 | .04 | |
WELLS FARGO & COM V/R 04/04/51 | 95000U2M4 | CORPORATE BONDS | 495,000.0000 | 514,812.83 | .03 | |
WELLS FARGO & COM V/R 04/30/26 | 95000U2N2 | CORPORATE BONDS | 4,969,000.0000 | 4,693,649.87 | .23 | |
WELLS FARGO & COM V/R 03/02/33 | 95000U2U6 | CORPORATE BONDS | 680,000.0000 | 617,849.51 | .03 | |
WELLS FARGO & COM V/R 03/24/28 | 95000U2V4 | CORPORATE BONDS | 1,130,000.0000 | 1,084,652.85 | .05 | |
WELLS FARGO & COM V/R 04/25/26 | 95000U2X0 | CORPORATE BONDS | 1,220,000.0000 | 1,211,423.40 | .06 | |
WFCM 2017-C38 XA V/R 07/15/50 | 95001MAH3 | ASSET BACKED | 9,714,036.1900 | 376,604.44 | .02 | |
WFCM 2018-C45 4.147% 12/15/27 | 95001NAW8 | ASSET BACKED | 800,000.0000 | 807,779.36 | .04 | |
WFCM 2020-C55 2.937% 01/15/30 | 95002EBC0 | ASSET BACKED | 806,000.0000 | 724,798.32 | .04 | |
WFCM 2020-C58 XA V/R 07/15/53 | 95002UBE0 | ASSET BACKED | 9,258,739.0100 | 1,063,482.84 | .05 | |
WFCM 2021-SAVE D V/R 02/15/23 | 95003LAL4 | ASSET BACKED | 3,454,282.9600 | 3,368,797.40 | .17 | |
WELLTOWER INC 2.7% 02/15/27 | 95040QAK0 | CORPORATE BONDS | 390,000.0000 | 372,202.13 | .02 | |
WELLTOWER INC 2.05% 01/15/29 | 95040QAN4 | CORPORATE BONDS | 825,000.0000 | 716,427.58 | .04 | |
WELLTOWER INC 2.75% 01/15/32 | 95040QAP9 | CORPORATE BONDS | 5,725,000.0000 | 4,965,922.25 | .24 | |
WEN 2021-1A A2 2.37% 03/15/29 | 95058XAK4 | ASSET BACKED | 888,287.5000 | 781,965.70 | .04 | |
WESTERN MIDSTREA 3.6% 02/01/25 | 958667AB3 | CORPORATE BONDS | 150,000.0000 | 143,446.50 | .01 | |
WESTERN MIDSTRE 4.55% 02/01/30 | 958667AC1 | CORPORATE BONDS | 155,000.0000 | 142,396.95 | .01 | |
WRKCO INC 3.75% 03/15/25 | 96145DAF2 | CORPORATE BONDS | 755,000.0000 | 758,926.32 | .04 | |
WHEEL PROS INC 6.5% 05/15/29 | 96289WAA7 | CORPORATE BONDS | 50,000.0000 | 38,000.00 | .00 | |
WILLIAMS COMPAN 3.75% 06/15/27 | 96949LAD7 | CORPORATE BONDS | 370,000.0000 | 361,031.20 | .02 | |
WILLIS NORTH AM 2.95% 09/15/29 | 970648AJ0 | CORPORATE BONDS | 650,000.0000 | 580,304.16 | .03 | |
WSTOP 2020-1A 2.841% 12/05/27 | 974153AB4 | ASSET BACKED | 995,000.0000 | 907,549.45 | .04 | |
WORKDAY INC 3.7% 04/01/29 | 98138HAH4 | CORPORATE BONDS | 335,000.0000 | 319,964.78 | .02 | |
WYNDHAM HOTELS 4.375% 08/15/28 | 98311AAB1 | CORPORATE BONDS | 140,000.0000 | 130,485.60 | .01 | |
XHR LP 6.375% 08/15/25 | 98372MAA3 | CORPORATE BONDS | 100,000.0000 | 101,191.00 | .00 | |
XHR LP 4.875% 06/01/29 | 98372MAC9 | CORPORATE BONDS | 170,000.0000 | 156,546.20 | .01 | |
ADVANCED MICRO 2.375% 06/01/30 | 983919AK7 | CORPORATE BONDS | 6,680,000.0000 | 5,903,876.45 | .29 | |
YUM BRANDS INC 4.75% 01/15/30 | 988498AL5 | CORPORATE BONDS | 130,000.0000 | 123,662.50 | .01 | |
ZAYO GROUP HOL 6.125% 03/01/28 | 98919VAB1 | CORPORATE BONDS | 30,000.0000 | 25,125.00 | .00 | |
T/L CVENT INC 0% 11/29/2024 | LX153069 | LOAN | 82,744.5900 | 82,204.27 | .00 | |
T/L TEAM HEALTH 0% 02/06/24 | LX156377 | LOAN | 63,398.8200 | 58,908.28 | .00 | |
T/L COLORADO BUYE 0% 05/01/24 | LX161399 | LOAN | 100,391.5100 | 99,154.69 | .00 | |
T/L CSC HOLDINGS LL 0% 7/17/25 | LX161695 | LOAN | 15,262.7500 | 14,946.05 | .00 | |
T/L ALMONDE COMP 0% 6/13/25 | LX163231 | LOAN | 45,000.0000 | 43,143.75 | .00 | |
T/L SECURUS TECHNO 0% 11/1/24 | LX164887 | LOAN | 119,684.5700 | 113,799.68 | .01 | |
T/L AMERICAN AIRL ZCP 10/10/21 | LX165158 | LOAN | 53,900.0000 | 51,609.25 | .00 | |
T/L TRAVERSE MIDST 0% 09/27/24 | LX168620 | LOAN | 71,276.4500 | 70,979.23 | .00 | |
T/L VANTAGE SPECIA 0% 10/28/24 | LX168983 | LOAN | 88,634.5600 | 85,199.97 | .00 | |
T/L EXCELITAS TECH 0% 12/02/24 | LX169510 | LOAN | 68,218.8000 | 67,621.89 | .00 | |
T/L AMERICAN AIRLI 0% 12/15/23 | LX169521 | LOAN | 43,322.6300 | 42,862.54 | .00 | |
T/L PHOENIX SERVIC 0% 03/01/25 | LX170903 | LOAN | 98,465.4200 | 89,111.21 | .00 | |
T/L BLACKHAWK NETW 0% 06/15/25 | LX171003 | LOAN | 140,892.6200 | 138,879.26 | .01 | |
T/L CYANCO IN 0% 03/16/2025 | LX171514 | LOAN | 36,780.3700 | 36,145.91 | .00 | |
T/L POWER BORROW 0% 03/06/2025 | LX171585 | LOAN | 76,811.0900 | 71,694.70 | .00 | |
T/L SABRE GLBL INC 0% 02/22/24 | LX171642 | LOAN | 79,198.9400 | 78,093.32 | .00 | |
T/L SOLARWINDS HOL 0% 02/05/24 | LX171686 | LOAN | 73,371.5900 | 72,615.13 | .00 | |
T/L LIONS GATE CAP 0% 03/24/25 | LX171958 | LOAN | 34,250.2000 | 33,779.26 | .00 | |
T/L FILTRATION GRO 0% 03/31/25 | LX172395 | LOAN | 97,143.1200 | 95,625.74 | .00 | |
T/L US SILICA CO 0% 05/01/25 | LX172957 | LOAN | 44,411.8700 | 43,866.05 | .00 | |
T/L HEARTHSIDE GR ZCP 05/23/25 | LX173322 | LOAN | 205,328.1800 | 196,002.17 | .01 | |
T/L RENAISSANCE 0% 05/30/2025 | LX173615 | LOAN | 183,640.9800 | 181,738.46 | .01 | |
T/L RENAISSANCE 0% 5/29/26 | LX173617 | LOAN | 35,000.0000 | 34,639.15 | .00 | |
T/L THE EDELMAN FI 0% 07/20/26 | LX174295 | LOAN | 75,000.0000 | 73,275.00 | .00 | |
T/L SCHENECTADY IN 0% 10/15/25 | LX175356 | LOAN | 69,428.8300 | 67,693.11 | .00 | |
T/L TRAVEL LEADER ZCP 01/25/24 | LX175519 | LOAN | 103,061.0800 | 97,153.62 | .00 | |
T/L ENVISION HEALT 0% 10/10/25 | LX175867 | LOAN | 99,725.3700 | 60,583.16 | .00 | |
T/L MESSER INDUSTR 0% 03/02/26 | LX176002 | LOAN | 123,050.5400 | 121,802.81 | .01 | |
T/L UNITED NATURAL 0% 10/22/25 | LX176260 | LOAN | 14,971.0600 | 14,861.17 | .00 | |
T/L REGIONALCARE H 0% 11/16/25 | LX176702 | LOAN | 177,368.0100 | 175,076.42 | .01 | |
T/L GETTY IMAGES 0% 02/19/2026 | LX178592 | LOAN | 120,211.7700 | 119,610.71 | .01 | |
T/L MILLENNIUM TRU 0% 03/27/26 | LX178631 | LOAN | 197,826.9900 | 196,026.76 | .01 | |
T/L PRAIRIE ECI AC 0% 03/11/26 | LX178951 | LOAN | 54,112.8400 | 52,940.21 | .00 | |
T/L SIX FLAGS 0% 4/17/26 | LX179501 | LOAN | 86,818.7500 | 85,000.77 | .00 | |
T/L STAPLES INC 0% 04/16/2026 | LX179530 | LOAN | 49,536.3700 | 47,408.78 | .00 | |
T/L TAMKO BUILD 0% 5/29/26 | LX180019 | LOAN | 142,028.1500 | 138,966.02 | .01 | |
T/L PCI GAMING 0% 5/29/26 | LX180091 | LOAN | 44,497.1200 | 44,135.80 | .00 | |
T/L ALLIANT INSUR 0% 05/09/25 | LX180276 | LOAN | 106,975.0000 | 105,810.04 | .01 | |
T/L NASCAR HOLD 0% 10/19/26 | LX180687 | LOAN | 41,411.0000 | 41,188.62 | .00 | |
T/L WATERBRIDGE M ZCP 06/22/26 | LX180801 | LOAN | 39,493.6500 | 38,127.96 | .00 | |
T/L PRESS GANEY H 0% 07/24/26 | LX181488 | LOAN | 118,938.5600 | 117,133.07 | .01 | |
T/L PREGIS CORP 0% 07/31/26 | LX181490 | LOAN | 141,737.5000 | 138,843.22 | .01 | |
T/L MED PARENTCO 0% 08/31/26 | LX181827 | LOAN | 161,756.4100 | 158,420.99 | .01 | |
T/L SINCLAIR TELE 0% 9/30/26 | LX181833 | LOAN | 95,311.2200 | 91,737.05 | .00 | |
T/L DIGICERT HOLDI 0% 10/16/26 | LX181890 | LOAN | 147,185.1500 | 146,449.22 | .01 | |
T/L CALPINE CORP 0% 08/12/26 | LX182073 | LOAN | 14,625.0000 | 14,415.57 | .00 | |
T/L NCR CORPORATI 0% 08/28/26 | LX182096 | LOAN | 43,875.0000 | 42,558.75 | .00 | |
T/L CLEAR CHANNEL 0% 8/21/26 | LX182154 | LOAN | 37,686.1400 | 36,732.30 | .00 | |
T/L US FOODS INC 0% 9/13/26 | LX182191 | LOAN | 204,750.0000 | 201,500.62 | .01 | |
T/L SERVICEMASTER ZCP 11/05/26 | LX183622 | LOAN | 606.2800 | 602.11 | .00 | |
T/L EXPLORER 0% 02/04/2027 | LX183890 | LOAN | 4,949.6400 | 4,927.66 | .00 | |
T/L UNIVAR INC 0% 07/01/2026 | LX184001 | LOAN | 29,325.0000 | 29,141.72 | .00 | |
T/L AMENTUM GOVER 0% 01/29/27 | LX185105 | LOAN | 73,934.3500 | 73,402.76 | .00 | |
T/L ZIGGO FINANCE 0% 04/30/28 | LX185219 | LOAN | 20,000.0000 | 19,575.00 | .00 | |
T/L PUG LLC 0% 02/12/2027 | LX185246 | LOAN | 132,664.2600 | 129,181.82 | .01 | |
T/L SMG US MIDCO 2 0% 01/23/25 | LX185282 | LOAN | 19,550.0000 | 19,077.48 | .00 | |
T/L WAND NEWCO 0% 02/05/2026 | LX185309 | LOAN | 165,491.0100 | 157,734.45 | .01 | |
T/L REYNOLDS CONS ZCP 02/04/27 | LX185382 | LOAN | 42,939.4000 | 42,225.75 | .00 | |
T/L ACRISURE LLC 0% 02/15/27 | LX185414 | LOAN | 151,423.3500 | 148,994.52 | .01 | |
T/L IHEARTCOMMU 0% 05/01/2026 | LX185419 | LOAN | 95,550.9800 | 94,661.40 | .00 | |
T/L TRANSDIGM IN 0% 12/09/25 | LX185459 | LOAN | 190,064.2200 | 186,262.94 | .01 | |
T/L DYNASTY ACQU 0% 04/06/2026 | LX185614 | LOAN | 69,805.6400 | 68,343.91 | .00 | |
T/L KBR INC 0% 02/05/27 | LX185622 | LOAN | 78,599.2900 | 78,402.79 | .00 | |
T/L TIBCO SOFT 0% 03/03/28 | LX185650 | LOAN | 15,000.0000 | 14,962.50 | .00 | |
T/L DYNASTY ACQU 0% 04/06/2026 | LX185730 | LOAN | 37,529.8800 | 36,744.00 | .00 | |
T/L CONSERVICE LLC 0% 05/13/27 | LX188075 | LOAN | 98,500.0000 | 97,465.75 | .00 | |
T/L PG&E CORPOR 0% 06/23/25 | LX188801 | LOAN | 127,725.0000 | 125,889.59 | .01 | |
T/L MILEAGE PLUS 0% 06/21/27 | LX188905 | LOAN | 110,000.0000 | 113,987.50 | .01 | |
T/L MILANO ACQUIS 0% 10/01/27 | LX189433 | LOAN | 118,797.0000 | 118,277.86 | .01 | |
T/L CABLEVISION L 0% 11/30/27 | LX189872 | LOAN | 83,725.0000 | 82,887.75 | .00 | |
T/L DELTA AIR 0% 10/20/2027 | LX189934 | LOAN | 90,000.0000 | 92,887.20 | .00 | |
T/L PACKAGING COOR 0% 11/30/27 | LX189979 | LOAN | 64,350.0000 | 63,947.81 | .00 | |
T/L CAMELOT U.S 0% 10/30/2026_ | LX190007 | LOAN | 9,875.0000 | 9,781.19 | .00 | |
T/L AVAYA INC 0% 12/15/2027 | LX190026 | LOAN | 94,286.4400 | 92,754.29 | .00 | |
T/L SOUTHERN VE 0% 10/05/27 | LX190028 | LOAN | 158,096.2300 | 157,059.12 | .01 | |
T/L CNT HOLDINGS I 0% 11/08/27 | LX190219 | LOAN | 89,100.0000 | 88,042.38 | .00 | |
T/L PAI HOLDCO INC 0% 10/28/27 | LX190366 | LOAN | 69,300.0000 | 68,329.80 | .00 | |
T/L EXGEN RENEWAB ZCP 12/15/27 | LX191232 | LOAN | 87,974.6700 | 87,559.43 | .00 | |
T/L PRISO ACQUISITI 0% 12/28/27 | LX192016 | LOAN | 74,249.6400 | 70,320.35 | .00 | |
T/L PETVET CARE 0% 02/14/2025 | LX192040 | LOAN | 4,936.7000 | 4,901.21 | .00 | |
T/L BROOKFIELD 0% 08/01/2025 | LX192094 | LOAN | 113,556.1200 | 111,408.77 | .01 | |
T/L ALIXPARTNER 0% 02/04/28 | LX192164 | LOAN | 108,900.0000 | 107,647.65 | .01 | |
T/L GRANITE US HOL 0% 09/30/26 | LX192167 | LOAN | 152,338.6800 | 150,879.28 | .01 | |
T/L UFC HOLDINGS 0% 04/29/2026 | LX192182 | LOAN | 188,966.1200 | 186,042.81 | .01 | |
T/L STG-FAIRWAY HO 0% 01/31/27 | LX192217 | LOAN | 106,513.6500 | 105,870.31 | .01 | |
T/L CP ATLAS BUYER 0% 11/23/27 | LX192222 | LOAN | 44,753.7100 | 41,987.04 | .00 | |
T/L TRICORBRAUN 0% 03/03/28 | LX192253 | LOAN | 74,460.0500 | 72,795.12 | .00 | |
T/L TERRIER MEDIA 0% 12/17/26 | LX192290 | LOAN | 141,755.6000 | 139,578.23 | .01 | |
T/L ASURION LLC 0% 01/31/2028 | LX192294 | LOAN | 20,000.0000 | 19,381.20 | .00 | |
T/L RACKSPACE TECH 0% 02/15/28 | LX192323 | LOAN | 153,450.0000 | 149,678.20 | .01 | |
T/L PATHWAY VET AL 0% 03/31/27 | LX192324 | LOAN | 225,647.4300 | 223,438.34 | .01 | |
T/L ZELIS COST MANA 0% 9/30/26 | LX192354 | LOAN | 171,995.7100 | 170,722.94 | .01 | |
T/L PETSMART INC 0% 02/11/28 | LX192365 | LOAN | 74,625.0000 | 73,841.44 | .00 | |
T/L ION ANALYTICS 0% 02/16/28 | LX192466 | LOAN | 40,625.0000 | 40,359.72 | .00 | |
T/L PERATON CORP 0% 02/01/2028 | LX192468 | LOAN | 121,514.0600 | 120,431.37 | .01 | |
T/L LUMMUS TECHN 0% 06/30/27 | LX192582 | LOAN | 140,985.9000 | 135,557.94 | .01 | |
T/L AMWINS GROUP IN 0% 2/19/28 | LX192658 | LOAN | 9,875.0300 | 9,688.69 | .00 | |
T/L AMERICAN TR 0% 03/03/28 | LX192672 | LOAN | 54,587.5000 | 50,776.20 | .00 | |
T/L VERSCEND HOLDIN 0% 8/27/25 | LX192759 | LOAN | 4,962.5000 | 4,940.81 | .00 | |
T/L THE HILLMAN 0% 07/14/28 | LX192813 | LOAN | 28,044.7300 | 27,303.51 | .00 | |
T/L THE HILLMA 0% 07/14/2028 | LX192815 | LOAN | 6,748.3600 | 6,570.00 | .00 | |
T/L GRAHAM PACKAG 0% 8/4/2027 | LX192845 | LOAN | 130,931.6800 | 128,076.06 | .01 | |
T/L UBER TECH 0% 02/25/2027 | LX192873 | LOAN | 9,717.1900 | 9,674.14 | .00 | |
T/L HORIZON THER 0% 03/15/28 | LX192886 | LOAN | 64,350.0000 | 63,510.88 | .00 | |
T/L SPIN HOLDCO 0% 03/04/2028 | LX192927 | LOAN | 108,900.0000 | 108,328.28 | .01 | |
T/L PACKERS HOLDINGS 0% 3/9/28 | LX193033 | LOAN | 69,308.4900 | 67,974.30 | .00 | |
T/L EG AMERICA LLC 0% 03/31/26 | LX193148 | LOAN | 39,735.2400 | 38,861.06 | .00 | |
T/L PLAYTIKA HOLDING 0% 3/13/28 | LX193198 | LOAN | 94,050.0000 | 92,968.43 | .00 | |
T/L ULTRA CLEAN 0% 08/27/25 | LX193302 | LOAN | 35,118.1900 | 34,971.75 | .00 | |
T/L CONVERGINT TECH 0% 3/31/28 | LX193314 | LOAN | 163,767.9500 | 161,884.62 | .01 | |
T/L CONVERGINT TE 0% 3/30/29 | LX193317 | LOAN | 15,000.0000 | 14,925.00 | .00 | |
T/L COLUMBUS MCKIN 0% 05/14/28 | LX193332 | LOAN | 9,553.7400 | 9,422.38 | .00 | |
T/L AMERICAN AIRLI 0% 4/20/28 | LX193380 | LOAN | 80,000.0000 | 81,355.20 | .00 | |
T/L GRANITE ACQUIS 0% 03/24/28 | LX193398 | LOAN | 104,212.5000 | 102,931.73 | .01 | |
T/L PODS INC 0% 03/31/2028 | LX193458 | LOAN | 143,553.7200 | 141,699.01 | .01 | |
T/L EDELMAN FINA 0% 04/07/2028 | LX193555 | LOAN | .0000 | .00 | .00 | |
T/L AEGION CORPORAT 0% 5/17/28 | LX193563 | LOAN | 24,875.0000 | 24,626.25 | .00 | |
T/L CORNERSTONE 0% 04/12/2028 | LX193695 | LOAN | 83,905.4300 | 78,556.46 | .00 | |
T/L TAR ACQ 0% 04/10/2028 | LX193754 | LOAN | 49,625.0000 | 48,694.53 | .00 | |
T/L HYLAND SOFT 0% 07/07/2025 | LX193771 | LOAN | 40,124.5200 | 39,923.90 | .00 | |
T/L CELESTIAL-SAT 0% 06/02/28 | LX193776 | LOAN | 54,725.0000 | 51,304.69 | .00 | |
T/L INGRAM MICRO 0% 06/30/2028 | LX193891 | LOAN | 119,100.0000 | 118,593.83 | .01 | |
T/L HIGHTOWER HOLD 0% 4/21/28 | LX194178 | LOAN | 84,575.0000 | 83,306.38 | .00 | |
T/L ALLIED UNIVER ZCP 05/12/28 | LX194227 | LOAN | 49,750.0000 | 48,407.75 | .00 | |
T/L BROWN GROUP 0% 6/07/28 | LX194230 | LOAN | 13,940.7300 | 13,724.65 | .00 | |
T/L GOGO INTER 0% 04/30/2028 | LX194240 | LOAN | 74,437.5000 | 73,655.91 | .00 | |
T/L ZEBRA BUYER 0% 11/01/2028 | LX194247 | LOAN | 62,096.7700 | 61,932.83 | .00 | |
T/L UNITED AI 0% 04/21/28 | LX194289 | LOAN | 54,450.0000 | 53,936.54 | .00 | |
T/L JAZZ FINANC 0% 05/05/2028 | LX194307 | LOAN | 143,912.5000 | 143,624.68 | .01 | |
T/L WHEEL PROS 0% 05/11/2028 | LX194316 | LOAN | 34,825.0000 | 32,430.78 | .00 | |
T/L RENTPATH INC 0% 12/31/25 | LX194339 | LOAN | 10,627.8900 | 106.28 | .00 | |
T/L MAVIS TIRE 0% 05/04/2028 | LX194379 | LOAN | 148,875.0000 | 147,841.81 | .01 | |
T/L ASPECT SOFT 0% 05/08/2028 | LX194465 | LOAN | 74,437.5000 | 71,845.59 | .00 | |
T/L GREYSTONE SELE 0% 06/16/28 | LX194682 | LOAN | 24,692.3200 | 24,445.40 | .00 | |
T/L CONAIR 0% 5/17/2028 | LX194841 | LOAN | 44,775.0000 | 43,789.95 | .00 | |
T/L TIGER ACQU 0% 06/01/2028 | LX194855 | LOAN | 49,625.0000 | 47,489.14 | .00 | |
T/L EAB GLOBAL 0% 08/16/28 | LX195060 | LOAN | 344,137.5000 | 339,405.61 | .02 | |
T/L SRS DISTRI 0% 06/02/2028 | LX195086 | LOAN | 64,512.5000 | 62,093.28 | .00 | |
T/L POLARIS NEW 0% 06/02/2028 | LX195131 | LOAN | 517,400.0000 | 511,361.94 | .03 | |
T/L BLACKSTONE 0% 06/05/28 | LX195136 | LOAN | 158,800.0000 | 158,204.50 | .01 | |
T/L PQ CORPORATION 0% 06/09/28 | LX195153 | LOAN | 24,812.5000 | 24,508.55 | .00 | |
T/L PROOFPOINT 0% 08/31/2028 | LX195373 | LOAN | 284,287.5000 | 279,431.87 | .01 | |
T/L ADMI CORP 0% 12/23/2027 | LX195710 | LOAN | 139,300.0000 | 137,558.75 | .01 | |
T/L CENGAGE 0% 07/14/2026 | LX195798 | LOAN | 263,225.1900 | 258,618.75 | .01 | |
T/L CHARTER 0% 12/01/2027 | LX195935 | LOAN | 123,437.5000 | 122,710.45 | .01 | |
T/L MIRION TECHN 0% 10/20/28 | LX195937 | LOAN | 164,587.5000 | 162,500.53 | .01 | |
T/L AVEANNA 0% 07/17/2028 | LX195993 | LOAN | 254,288.2100 | 249,255.85 | .01 | |
T/L AVEANNA 0% 07/17/2028 | LX195994 | LOAN | 59,433.9600 | 58,257.76 | .00 | |
T/L FIRST STUDENT 0% 07/21/28 | LX196152 | LOAN | 145,519.9800 | 142,609.58 | .01 | |
T/L FIRST STU 0% 7/21/2028 | LX196154 | LOAN | 53,850.0600 | 52,773.06 | .00 | |
T/L DIRECTV FIN 0% 08/02/27 | LX196261 | LOAN | 124,718.2200 | 124,082.16 | .01 | |
T/L WHATABRANDS 0% 08/03/28 | LX196456 | LOAN | 249,375.0000 | 246,427.39 | .01 | |
T/L PMHC II 0% 02/02/2029 | LX196485 | LOAN | 395,000.0000 | 370,869.45 | .02 | |
T/L ALTERRA M 0% 08/17/28 | LX196645 | LOAN | 203,722.3700 | 202,068.14 | .01 | |
T/L W R GRAC 0% 09/22/28 | LX196992 | LOAN | 324,187.5000 | 321,026.67 | .02 | |
T/L PRETIUM PKG H 0% 10/02/28 | LX197568 | LOAN | 194,512.5000 | 188,579.87 | .01 | |
T/L OLYMPUS WATER 0% 11/09/2028 | LX198098 | LOAN | 174,562.5000 | 170,940.33 | .01 | |
T/L CORNERSTONE ONDEMAND INC 0.00% 10/16/28 | LX198193 | LOAN | 225,000.0000 | 221,530.50 | .01 | |
T/L RENT-A-CE 0% 02/17/28 | LX198205 | LOAN | 39,600.0000 | 38,689.20 | .00 | |
T/L SWF HOLDINGS 0% 10/06/28 | LX198215 | LOAN | 500,000.0000 | 462,190.00 | .02 | |
T/L CHG HEALTHCARE 0% 09/29/28 | LX198337 | LOAN | 233,825.0000 | 232,125.09 | .01 | |
T/L MEDLINE BORROW 0% 10/23/28 | LX198398 | LOAN | 430,000.0000 | 422,475.00 | .02 | |
T/L MITCHELL 0% 10/15/2028 | LX198698 | LOAN | 525,000.0000 | 516,143.25 | .03 | |
T/L GULF FINANCE 0% 08/25/26 | LX199047 | LOAN | 45,474.7000 | 41,294.21 | .00 | |
T/L ZELIS PAYME 0% 9/30/26 | LX199069 | LOAN | 346,578.5100 | 343,331.07 | .02 | |
T/L ASTRA ACQ 0% 10/25/28 | LX199332 | LOAN | 403,887.5000 | 387,732.00 | .02 | |
T/L GRAY TELEVISI 0% 12/01/28 | LX199556 | LOAN | 568,575.0000 | 564,134.43 | .03 | |
T/L RADIATE HO 0% 09/25/26 | LX199686 | LOAN | 254,362.5000 | 250,638.63 | .01 | |
T/L TRANS UNION 0% 12/01/2028 | LX200258 | LOAN | 130,000.0000 | 128,555.70 | .01 | |
T/L CHG PPC PARENT 0% 12/08/28 | LX200344 | LOAN | .0000 | .00 | .00 | |
T/L ACRISURE LLC 0% 02/15/2027 | LX200355 | LOAN | 224,437.5000 | 222,567.94 | .01 | |
T/L KRATON CORPO 0% 03/15/2029 | LX200408 | LOAN | 140,000.0000 | 138,863.20 | .01 | |
T/L ASCEND LE 0% 12/11/28 | LX200495 | LOAN | 498,750.0000 | 492,246.30 | .02 | |
T/L GREAT OUTDOOR 0% 03/06/28 | LX200647 | LOAN | 108,629.1200 | 107,407.04 | .01 | |
T/L ONEDIGITAL BOR 0% 11/16/27 | LX200652 | LOAN | 523,500.0000 | 519,249.18 | .03 | |
T/L UKG INC 0% 05/04/26 | LX200653 | LOAN | 357,033.6600 | 353,017.03 | .02 | |
T/L FERTITTA 0% 01/27/29 | LX202071 | LOAN | 230,000.0000 | 228,783.30 | .01 | |
T/L MARAVAI INTER ZCP 10/19/27 | LX202184 | LOAN | 36,176.0000 | 36,070.37 | .00 | |
T/L ATHENAHEAL 0% 02/15/29 | LX202290 | LOAN | 329,202.9000 | 324,264.86 | .02 | |
T/L ATHENAHEAL 0% 02/15/29 | LX202291 | LOAN | 55,797.1000 | 54,960.14 | .00 | |
T/L IRB HOLDING 0% 12/15/27 | LX202391 | LOAN | 43,500.0000 | 42,847.50 | .00 | |
T/L TEMPO ACQUIS 0% 08/31/28 | LX202440 | LOAN | 154,612.5000 | 153,357.05 | .01 | |
T/L MCAFEE CORP 0% 03/01/29 | LX202447 | LOAN | 220,000.0000 | 213,950.00 | .01 | |
T/L HUNTER DOUGLAS 0% 02/26/29 | LX202552 | LOAN | 505,000.0000 | 479,876.25 | .02 | |
T/L DIAMOND SPO 0% 08/24/2026 | LX203199 | LOAN | 58,625.2000 | 19,419.60 | .00 | |
T/L SCIENTIFIC 0% 04/14/29 | LX203893 | LOAN | 195,000.0000 | 193,904.10 | .01 | |
US T BILL ZCP 04/20/23 | 912796V48 | SHORT TERMS | 9,800,000.0000 | 9,606,081.42 | .47 | |
F/C US 10YR NOTE (CBT)JUN22 | TYM2 XCBT | 34LDM0 | FUTURES | 193.0000 | 22,997,156.25 | 1.13 |
F/C US LONG BOND(CBT) JUN22 | USM2 XCBT | 34LDMV | FUTURES | -185.0000 | -26,027,187.50 | -1.28 |
F/C US 2YR NOTE (CBT) JUN22 | TUM2 XCBT | 34LNLP | FUTURES | -121.0000 | -25,508,312.50 | -1.25 |
F/C US 5YR NOTE (CBT) JUN22 | FVM2 XCBT | 34M0QF | FUTURES | -383.0000 | -43,153,328.13 | -2.12 |
F/C US ULTRA BOND CBT JUN22 | WNM2 XCBT | 34M52N | FUTURES | 19.0000 | 3,048,312.50 | .15 |
F/C US 10YR ULTRA FUT JUN22 | UXYM2XCBT | 34M6RS | FUTURES | -270.0000 | -34,830,000.00 | -1.71 |
As of 04/29/2022.
Distributions
Fund Name | Fund Cusip | Distribution Type | Amount per Share | Ex Date | Reinvest Date | Reinvest Price | |||
---|---|---|---|---|---|---|---|---|---|
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.014833 | 4/28/2022 | 4/28/2022 | $8.94 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.012241 | 3/30/2022 | 3/30/2022 | $9.23 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.011276 | 2/24/2022 | 2/24/2022 | $9.45 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.010720 | 1/27/2022 | 1/27/2022 | $9.64 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.010717 | 12/29/2021 | 12/29/2021 | $9.82 | |||
Destinations Core Fixed Income Fund | 10964R608 | Short-Term Capital Gains | 0.013890 | 12/16/2021 | 12/16/2021 | $9.87 | |||
Destinations Core Fixed Income Fund | 10964R608 | Long-Term Capital Gains | 0.265397 | 12/16/2021 | 12/16/2021 | $9.87 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.011549 | 11/29/2021 | 11/29/2021 | $10.13 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.010992 | 10/28/2021 | 10/28/2021 | $10.15 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.010809 | 9/29/2021 | 9/29/2021 | $10.18 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.010983 | 8/30/2021 | 8/30/2021 | $10.27 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.010274 | 7/29/2021 | 7/29/2021 | $10.28 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.011616 | 6/29/2021 | 6/29/2021 | $10.20 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.009318 | 5/27/2021 | 5/27/2021 | $10.14 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.009267 | 4/29/2021 | 4/29/2021 | $10.12 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.008521 | 3/30/2021 | 3/30/2021 | $10.05 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.040780 | 12/29/2020 | 12/29/2020 | $10.35 | |||
Destinations Core Fixed Income Fund | 10964R608 | Short-Term Capital Gains | 0.010875 | 12/16/2020 | 12/16/2020 | $10.38 | |||
Destinations Core Fixed Income Fund | 10964R608 | Long-Term Capital Gains | 0.023100 | 12/16/2020 | 12/16/2020 | $10.38 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.016355 | 11/25/2020 | 11/25/2020 | $10.39 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.016114 | 10/29/2020 | 10/29/2020 | $10.35 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.016467 | 9/29/2020 | 9/29/2020 | $10.41 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.017171 | 8/28/2020 | 8/28/2020 | $10.39 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.016856 | 7/30/2020 | 7/30/2020 | $10.46 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.019469 | 6/29/2020 | 6/29/2020 | $10.35 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.017337 | 5/28/2020 | 5/28/2020 | $10.26 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.020814 | 4/29/2020 | 4/29/2020 | $10.19 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.020495 | 3/30/2020 | 3/30/2020 | $10.01 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.022549 | 2/27/2020 | 2/27/2020 | $10.38 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.005140 | 1/30/2020 | 1/30/2020 | $10.30 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.038633 | 12/27/2019 | 12/27/2019 | $10.16 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.022754 | 11/26/2019 | 11/26/2019 | $10.20 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.022170 | 10/30/2019 | 10/30/2019 | $10.19 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.023552 | 9/26/2019 | 9/26/2019 | $10.20 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.023852 | 8/29/2019 | 8/29/2019 | $10.27 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.022908 | 7/30/2019 | 7/30/2019 | $10.12 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.024818 | 6/27/2019 | 6/27/2019 | $10.13 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.024451 | 5/30/2019 | 5/30/2019 | $10.02 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.025708 | 4/29/2019 | 4/29/2019 | $9.93 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.024290 | 3/28/2019 | 3/28/2019 | $9.96 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.023202 | 2/27/2019 | 2/27/2019 | $9.84 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.014566 | 1/30/2019 | 1/30/2019 | $9.82 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.031239 | 12/27/2018 | 12/27/2018 | $9.72 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.024076 | 11/29/2018 | 11/29/2018 | $9.67 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.024034 | 10/30/2018 | 10/30/2018 | $9.67 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.022839 | 9/27/2018 | 9/27/2018 | $9.73 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.022850 | 8/30/2018 | 8/30/2018 | $9.79 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.021138 | 7/30/2018 | 7/30/2018 | $9.76 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.020986 | 6/28/2018 | 6/28/2018 | $9.79 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.021850 | 5/30/2018 | 5/30/2018 | $9.82 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.021304 | 4/27/2018 | 4/27/2018 | $9.77 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.019235 | 3/28/2018 | 3/28/2018 | $9.85 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.017888 | 2/27/2018 | 2/27/2018 | $9.82 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.012464 | 1/30/2018 | 1/30/2018 | $9.92 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.023634 | 12/28/2017 | 12/28/2017 | $10.03 | |||
Destinations Core Fixed Income Fund | 10964R608 | Short-Term Capital Gains | 0.015869 | 12/15/2017 | 12/15/2017 | $10.06 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.019308 | 11/29/2017 | 11/29/2017 | $10.04 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.017955 | 10/30/2017 | 10/30/2017 | $10.07 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.019008 | 9/28/2017 | 9/28/2017 | $10.08 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.018011 | 8/30/2017 | 8/30/2017 | $10.13 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.019590 | 7/27/2017 | 7/27/2017 | $10.05 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.024254 | 6/29/2017 | 6/29/2017 | $10.06 | |||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.018522 | 5/30/2017 | 5/30/2017 | $10.08 |
Fees and expenses
Type | Amount |
---|---|
Management Fees | 0.65% |
Distribution and Service (12b-1) Fees | None |
Other Expenses | 0.22% |
AFFE | None |
Total Annual Fund Operating Expenses | 0.87% |
Fee waivers and expense reimbursements | 0.09% |
Total Annual Fund Operating Expenses Less Fee Waivers and Expense Reimbursements | 0.78%* |
*The Fund’s adviser, Brinker Capital Investments, LLC (“Brinker Capital” or the “Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2022 and may be amended or terminated only with the consent of the Board of Trustees.
Overview
The Destinations Core Fixed Income Fund seeks to maximize current income and total return, investing primarily in investment grade multi-sector fixed income securities.
Employing a multi-manager approach, the Fund currently allocates assets among the following sub-advisers:
- DoubleLine Capital LP is the sub-adviser of DoubleLine Total Return Tactical which combines top down factors with bottom up security analysis and invests across a broad range of fixed income sectors.
- Wellington Management Company LLP is the sub-adviser of Wellington Core Bond which blends top-down strategies and bottom-up security selection resulting in a broadly diversified portfolio both across and within sectors.
- Merganser Capital Management, LLC is the sub-adviser of Merganser Core Aggregate Fixed Income which employs a bottom-up approach that combines cross-sector relative values analysis with deep fundamental security selection while seeking opportunities in less efficient areas of the fixed income market.
Z Share Fund performance as of 3/31/2022 | ||||||||||||||
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MTD | QTD | YTD | 1 Year | 3 Years | 5 Years | Since Inception | ||||||||
Destinations Core Fixed Income Fund |
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ICE BofA US Broad Market Index |
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Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance quoted. Performance data current to the most recent month-end may be obtained by calling 1-877-771-7979.
*The Fund’s adviser, Brinker Capital Investments, LLC (“Brinker Capital” or the “Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2022 and may be amended or terminated only with the consent of the Board of Trustees.
ICE BofA US Broad Market Index: A broad based index that measures the performance of US dollar-denominated, investment grade debt securities, including US Treasury notes and bonds, quasi-government securities, corporate securities, residential and commercial mortgage-backed securities and asset-backed securities.
An investment in the Destinations Core Fixed Income Fund is subject to risk, including the possible loss of principal amount invested.
Derivatives, such as futures, involve risks different from, or possibly greater than, risks associated with investing directly in securities and other traditional investments. Specific risk issues include tax issues, increased potential for losses and/or costs to the Fund, and a potential reduction in gains to the Fund.
The prices of the Fund’s fixed income securities respond to economic developments, particularly interest rate changes, as well as to perceptions about the creditworthiness of individual issuers, including governments and their agencies. Generally, the Fund’s fixed income securities will decrease in value if interest rates rise and vice versa. In a low interest rate environment, risks associated with rising rates are heightened.
Foreign securities subject the Fund to the risks associated with investing in the particular country of an issuer, including the political, regulatory, economic, social, diplomatic and other conditions or events, as well as risks associated with less developed custody and settlement practices. Foreign securities may be more volatile and less liquid than securities of U.S. companies. Risks of foreign investment tend to be greater in emerging markets, which tend to be more likely to experience political turmoil or rapid change to market or economic conditions.
The risk that debt instruments quality are predominantly speculative. Known as ‘junk bonds,’ these have a higher degree of default risk and may be less liquid than higher-rated bonds, may be subject to greater price volatility.
Liquidity risk refers to the possibility that securities cannot be readily sold within seven days at approximately the price at which the Fund has valued them.
With securities lending risk, the Fund may lose money from securities lending if, for example, it is delayed in or prevented from selling the collateral after the loan is made or recovering the securities loaned or if it incurs losses on the reinvestment of cash collateral.
- Ticker: DCFZX
- CUSIP: 10964R822
- Benchmark: ICE BofA US Broad Market Index
- Inception date: 07/16/2018
- Gross expense ratio: 0.72%
- Net expense ratio: 0.63%*
Daily NAV | Date: | 05/13/2022 |
NAV: $9.09 NAV change: -$0.03 Total assets ($m): $174.9
Management team
- Amy L. Magnotta Head of Discretionary Portfolios
Amy L. Magnotta, CFA, is Head of Discretionary Portfolios at Brinker Capital with portfolio management responsibilities for the Destinations program. Ms. Magnotta joined Brinker Capital in 2006 as a senior analyst and has been portfolio manager for the Destinations program since 2007. Prior to joining Brinker Capital, Ms. Magnotta was an associate at Franklin Park Associates from 2004 to 2006 and an associate at BlackRock from 2001 to 2004. Ms. Magnotta has a B.S. in Finance from Lehigh University.
- Leigh A. Lowman Senior Portfolio Manager
Leigh A. Lowman, CFA is Senior Portfolio Manager at Brinker Capital with portfolio management responsibilities for the Destinations program. Prior to joining Brinker Capital in 2015, Ms. Lowman was an outreach analyst for The Investment Fund for Foundations (TIFF) and a senior associate for Mondrian Investment Partners. Ms. Lowman was previously at Brinker Capital from 2004 to 2010 as an investment associate and operations analyst. Ms. Lowman has a B.A. in Economics from Wittenberg University.
Performance
Z Share Fund performance as of 3/31/2022 | ||||||||||||||||||||
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Annualized | ||||||||||||||||||||
MTD | QTD | YTD | 1 Year | 3 Years | 5 Years | Since Inception | Inception Date | Gross expense ratio | Net expense ratio* | |||||||||||
Destinations Core Fixed Income Fund |
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ICE BofA US Broad Market Index |
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Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance quoted. Performance data current to the most recent month-end may be obtained by calling 1-877-771-7979.
*The Fund’s adviser, Brinker Capital Investments, LLC (“Brinker Capital” or the “Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2022 and may be amended or terminated only with the consent of the Board of Trustees.
ICE BofA US Broad Market Index: A broad based index that measures the performance of US dollar-denominated, investment grade debt securities, including US Treasury notes and bonds, quasi-government securities, corporate securities, residential and commercial mortgage-backed securities and asset-backed securities.
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Holdings
Security Description | Ticker Symbol | Security ID | Security Type Description | Quantity | Base Market Value | Percent TNA |
---|---|---|---|---|---|---|
US DOLLARS | CASHUSD | CURRENCY | 32,479,737.6100 | 32,479,737.61 | 1.59 | |
MCDERMOTT INTERNATIONAL LTD | BMQ5XK3 | COMMON STOCK | 3,092.0000 | 2,009.80 | .00 | |
INTELSAT JAC RTS 12/31/2049 | L5137X109 | RIGHTS | 107.0000 | 588.50 | .00 | |
INTELSAT JACK RTS 12/31/2049 | L5137X117 | RIGHTS | 107.0000 | 561.75 | .00 | |
INTELSAT SA/LUXEMBOURG | L5217E120 | COMMON STOCK | 1,028.0000 | 31,996.50 | .00 | |
NEW FRONTERA HOLDINGS LLC | 34MR6T | COMMON STOCK | 51.0000 | 25.50 | .00 | |
CWT TRAVEL HLDGS INC | 34NP8W | COMMON STOCK | 1,073.0000 | 31,117.00 | .00 | |
GULFPORT ENERGY CORP | GPOR | 402635502 | COMMON STOCK | 848.0000 | 79,695.04 | .00 |
FORESIGHT ENERGY/FINANCNE | 99VVB7HU9 | COMMON STOCK | 1,640.4400 | 38,763.60 | .00 | |
BANCO MACRO SA V/R 11/04/26 | P1047VAF4 | CORPORATE BONDS | 250,000.0000 | 220,312.50 | .01 | |
MACQUARIE GROUP L V/R 01/14/33 | 55608JAZ1 | CORPORATE BONDS | 930,000.0000 | 772,978.80 | .04 | |
WESTPAC BANKING C V/R 11/18/36 | 961214EX7 | CORPORATE BONDS | 845,000.0000 | 700,227.51 | .03 | |
ATHENE HOLDING 3.95% 05/25/51 | 04686JAD3 | CORPORATE BONDS | 810,000.0000 | 656,407.38 | .03 | |
DIGICEL GROUP HOLD 8% 04/01/25 | 25381YAB7 | CORPORATE BONDS | 56,074.0000 | 46,727.13 | .00 | |
DIGICEL GROUP HOLDIN 7% /PERP/ | 25381YAC5 | CORPORATE BONDS | 79,795.0000 | 58,785.79 | .00 | |
NCL CORPORATIO 3.625% 12/15/24 | 62886HAP6 | CORPORATE BONDS | 220,000.0000 | 204,600.00 | .01 | |
NCL CORPORATIO 5.875% 03/15/26 | 62886HBA8 | CORPORATE BONDS | 85,000.0000 | 78,523.85 | .00 | |
NCL CORPORATIO 5.875% 02/15/27 | 62886HBE0 | CORPORATE BONDS | 95,000.0000 | 90,557.80 | .00 | |
TMIR 2021-3 M1A V/R 02/25/34 | 89600HAA7 | ASSET BACKED | 700,000.0000 | 694,180.13 | .03 | |
TRITON CONTAINE 3.25% 03/15/32 | 89681LAA0 | CORPORATE BONDS | 765,000.0000 | 651,928.76 | .03 | |
VIKING CRUISES 5.875% 09/15/27 | 92676XAD9 | CORPORATE BONDS | 360,000.0000 | 304,974.00 | .01 | |
VIKING CRUISES LT 13% 05/15/25 | 92676XAE7 | CORPORATE BONDS | 50,000.0000 | 54,720.00 | .00 | |
WEATHERFORD INTL 11% 12/01/24 | 947075AP2 | CORPORATE BONDS | 96,000.0000 | 98,880.00 | .00 | |
WEATHERFORD INTE 6.5% 09/15/28 | 947075AT4 | CORPORATE BONDS | 55,000.0000 | 55,550.00 | .00 | |
WEATHERFORD IN 8.625% 04/30/30 | 947075AU1 | CORPORATE BONDS | 50,000.0000 | 49,493.00 | .00 | |
GOVT OF BERMUD 2.375% 08/20/30 | G10367AE3 | GOVERNMENT BONDS | 890,000.0000 | 789,875.00 | .04 | |
BANCO EST RIO GRA V/R 01/28/31 | 05965BAB3 | CORPORATE BONDS | 200,000.0000 | 189,504.00 | .01 | |
FED REPUBLIC O 5.625% 02/21/47 | 105756BY5 | GOVERNMENT BONDS | 400,000.0000 | 341,908.00 | .02 | |
FED REPUBLIC OF 3.75% 09/12/31 | 105756CE8 | GOVERNMENT BONDS | 400,000.0000 | 345,200.00 | .02 | |
AIR CANADA 3.875% 08/15/26 | 008911BK4 | CORPORATE BONDS | 70,000.0000 | 64,727.25 | .00 | |
BANK OF MONTREAL V/R 01/10/37 | 06368DH72 | CORPORATE BONDS | 825,000.0000 | 693,432.99 | .03 | |
BANK OF NOVA SC 1.95% 02/02/27 | 06417XAD3 | CORPORATE BONDS | 1,050,000.0000 | 957,932.85 | .05 | |
BANK OF NOVA SC 3.45% 04/11/25 | 06417XAH4 | CORPORATE BONDS | 1,385,000.0000 | 1,369,377.20 | .07 | |
BAUSCH HEALTH C 6.25% 02/15/29 | 071734AK3 | CORPORATE BONDS | 60,000.0000 | 43,665.60 | .00 | |
BAUSCH HEALTH 4.875% 06/01/28 | 071734AN7 | CORPORATE BONDS | 90,000.0000 | 79,852.50 | .00 | |
BAUSCH HEALTH 6.125% 02/01/27 | 071734AP2 | CORPORATE BONDS | 45,000.0000 | 43,204.95 | .00 | |
BOMBARDIER INC 7.875% 04/15/27 | 097751BT7 | CORPORATE BONDS | 105,000.0000 | 97,814.85 | .00 | |
CANADIAN PACIFI 2.45% 12/02/31 | 13645RBF0 | CORPORATE BONDS | 420,000.0000 | 365,320.95 | .02 | |
CENOVUS ENERGY 4.25% 04/15/27 | 15135UAM1 | CORPORATE BONDS | 5,250,000.0000 | 5,252,970.71 | .26 | |
GFL ENVIRONMENTAL 4% 08/01/28 | 36168QAL8 | CORPORATE BONDS | 210,000.0000 | 184,800.00 | .01 | |
GARDA WORLD SE 4.625% 02/15/27 | 36485MAK5 | CORPORATE BONDS | 220,000.0000 | 198,000.00 | .01 | |
GARDA WORLD SECURI 6% 06/01/29 | 36485MAL3 | CORPORATE BONDS | 100,000.0000 | 82,859.00 | .00 | |
INTELLIGENT PACKAG 6% 09/15/28 | 45827MAA5 | CORPORATE BONDS | 85,000.0000 | 79,900.00 | .00 | |
MEG ENERGY COR 7.125% 02/01/27 | 552704AE8 | CORPORATE BONDS | 175,000.0000 | 177,712.50 | .01 | |
MEG ENERGY COR 5.875% 02/01/29 | 552704AF5 | CORPORATE BONDS | 20,000.0000 | 19,577.40 | .00 | |
MATTAMY GROUP 4.625% 03/01/30 | 57701RAM4 | CORPORATE BONDS | 140,000.0000 | 119,116.78 | .01 | |
CADILLAC FAIRVIE 2.5% 10/15/31 | 68327LAD8 | CORPORATE BONDS | 1,545,000.0000 | 1,339,491.73 | .07 | |
PARKLAND CORP 4.5% 10/01/29 | 70137WAG3 | CORPORATE BONDS | 95,000.0000 | 83,157.30 | .00 | |
PARKLAND CORP 4.625% 05/01/30 | 70137WAL2 | CORPORATE BONDS | 70,000.0000 | 61,250.00 | .00 | |
ROGERS COMMUNIC 4.55% 03/15/52 | 775109CD1 | CORPORATE BONDS | 460,000.0000 | 408,125.99 | .02 | |
ROYAL BANK OF CAN V/R 01/21/27 | 78016EYZ4 | CORPORATE BONDS | 3,720,000.0000 | 3,659,731.39 | .18 | |
SUPERIOR PLUS/GE 4.5% 03/15/29 | 86828LAC6 | CORPORATE BONDS | 130,000.0000 | 118,787.50 | .01 | |
TELESAT CANADA/T 6.5% 10/15/27 | 87952VAM8 | CORPORATE BONDS | 55,000.0000 | 23,504.25 | .00 | |
TERVITA CORP 11% 12/01/25 | 88159EAA1 | CORPORATE BONDS | 89,000.0000 | 99,235.00 | .00 | |
TORONTO-DOMINION 3.2% 03/10/32 | 89114TZV7 | CORPORATE BONDS | 5,965,000.0000 | 5,440,362.50 | .27 | |
TRANSCANADA PIPELI 1% 10/12/24 | 89352HBB4 | CORPORATE BONDS | 485,000.0000 | 455,181.95 | .02 | |
TRANSCANADA PIPE 2.5% 10/12/31 | 89352HBC2 | CORPORATE BONDS | 480,000.0000 | 409,524.74 | .02 | |
STONEWAY CAPITAL 10% 03/01/27 | BD4HGM1 | CORPORATE BONDS | 797,024.7000 | 213,204.11 | .01 | |
T/L TITAN ACQUISIT 0% 03/28/25 | LX172192 | LOAN | 194,699.1300 | 190,043.87 | .01 | |
T/L BAUSCH HEALT 0% 06/02/2025 | LX173606 | LOAN | 29,492.8800 | 29,314.74 | .00 | |
T/L WESTJET AIRLIN 0% 12/11/26 | LX181751 | LOAN | 112,412.5000 | 108,520.78 | .01 | |
T/L KRONOS ACQUIS ZCP 12/22/26 | LX192220 | LOAN | 108,637.3800 | 100,778.55 | .00 | |
T/L GARDA WORLD 0% 10/30/2026 | LX193422 | LOAN | 155,000.0000 | 153,295.00 | .01 | |
T/L AIR CANADA 0% 8/11/2028 | LX196603 | LOAN | 165,000.0000 | 163,143.75 | .01 | |
AIGIM 2021-1A A V/R 04/22/34 | 00141YAA3 | ASSET BACKED | 1,600,000.0000 | 1,564,193.60 | .08 | |
ALM 2020-1A A2 V/R 10/15/29 | 00166FAG1 | ASSET BACKED | 500,000.0000 | 500,060.00 | .02 | |
AIMCO 2021-15A A V/R 10/17/34 | 00889BAA9 | ASSET BACKED | 3,000,000.0000 | 2,953,065.00 | .14 | |
ALLEG 2019-1A AR V/R 07/20/32 | 01750FAJ5 | ASSET BACKED | 500,000.0000 | 495,531.00 | .02 | |
ANCHC 2021-19A A V/R 10/15/34 | 03328JAA5 | ASSET BACKED | 1,000,000.0000 | 989,765.30 | .05 | |
ANCHC 2014-4RA B V/R 01/28/31 | 03328LAC6 | ASSET BACKED | 1,000,000.0000 | 989,420.20 | .05 | |
APID 2013-12A CR V/R 04/15/31 | 03764DAK7 | ASSET BACKED | 500,000.0000 | 485,210.95 | .02 | |
ARCLO 2021-FL2 A V/R 02/15/26 | 03881EAA5 | ASSET BACKED | 260,000.0000 | 257,407.28 | .01 | |
AVOLON HOLDINGS 3.25% 02/15/27 | 05401AAJ0 | CORPORATE BONDS | 215,000.0000 | 194,941.80 | .01 | |
AVOLON HOLDING 2.125% 02/21/26 | 05401AAM3 | CORPORATE BONDS | 535,000.0000 | 479,095.75 | .02 | |
BSPRT 2021-FL6 A V/R 03/15/36 | 05601HAA2 | ASSET BACKED | 775,000.0000 | 760,933.91 | .04 | |
BSPRT 2021-FL7 B V/R 12/15/38 | 05602CAE4 | ASSET BACKED | 370,000.0000 | 363,690.39 | .02 | |
BCC 2020-2A AR V/R 07/19/34 | 05683EAN2 | ASSET BACKED | 2,000,000.0000 | 1,974,780.00 | .10 | |
BCC 2017-2A AR2 V/R 07/25/34 | 05683HAN5 | ASSET BACKED | 1,660,000.0000 | 1,643,868.12 | .08 | |
BCC 2019-1A AR V/R 04/19/34 | 05683VAS3 | ASSET BACKED | 1,440,000.0000 | 1,422,394.56 | .07 | |
BCC 2021-6A A1 V/R 10/21/34 | 05684PAA4 | ASSET BACKED | 500,000.0000 | 494,756.50 | .02 | |
BATLN 2017-11A A V/R 04/24/34 | 07132LAL3 | ASSET BACKED | 1,000,000.0000 | 986,355.00 | .05 | |
BLUEM 2019-24A A V/R 04/20/34 | 09609NAL9 | ASSET BACKED | 1,085,000.0000 | 1,065,887.73 | .05 | |
BLUEM 2021-31A A V/R 04/19/34 | 09631BAA1 | ASSET BACKED | 2,055,000.0000 | 2,027,078.72 | .10 | |
CBAM 2019-10A A1 V/R 04/20/32 | 12482NAN1 | ASSET BACKED | 500,000.0000 | 497,011.50 | .02 | |
CQS 2021-1A A V/R 01/20/35 | 12659UAA0 | ASSET BACKED | 1,250,000.0000 | 1,234,908.25 | .06 | |
C4US 2021-1A A V/R 01/18/35 | 14016TAA7 | ASSET BACKED | 2,000,000.0000 | 1,962,470.00 | .10 | |
CGMS 2021-3SA A1 V/R 04/15/34 | 14315DAA0 | ASSET BACKED | 1,537,000.0000 | 1,514,510.62 | .07 | |
CGMS 2014-3RA A1 V/R 07/27/31 | 14315LAA2 | ASSET BACKED | 1,973,747.0800 | 1,958,065.46 | .10 | |
CGMS 2021-2A A1 V/R 04/20/34 | 14316KAA3 | ASSET BACKED | 765,000.0000 | 755,336.52 | .04 | |
CEDF 2014-4A ARR V/R 07/23/34 | 150323BA0 | ASSET BACKED | 2,660,000.0000 | 2,617,692.70 | .13 | |
DRSLF 2017-53A A V/R 01/15/31 | 26243EAA9 | ASSET BACKED | 2,000,000.0000 | 1,984,716.00 | .10 | |
FSRIA 2021-FL3 A V/R 08/16/26 | 30323CAA8 | ASSET BACKED | 1,690,000.0000 | 1,645,684.82 | .08 | |
FPPC 2022-1A A V/R 04/14/35 | 35455DAA5 | ASSET BACKED | 2,000,000.0000 | 1,997,174.00 | .10 | |
GNRT 9A A V/R 10/20/34 | 37147LAA7 | ASSET BACKED | 500,000.0000 | 490,562.00 | .02 | |
GNRT 6A A1R V/R 01/22/35 | 37148JAA1 | ASSET BACKED | 2,500,000.0000 | 2,468,695.00 | .12 | |
GLOBAL AIR LEASE 6.5% 09/15/24 | 37960JAA6 | CORPORATE BONDS | 209,392.0000 | 180,596.41 | .01 | |
GSTNE 2019-FL2 C V/R 10/15/24 | 39809LAE4 | ASSET BACKED | 785,000.0000 | 780,335.77 | .04 | |
HLSY 2021-5A A1A V/R 01/30/35 | 406371AA2 | ASSET BACKED | 500,000.0000 | 495,264.00 | .02 | |
HLSY 2019-1A A1A V/R 01/20/33 | 406375AA3 | ASSET BACKED | 1,000,000.0000 | 997,145.50 | .05 | |
HLSY 2019-1A B1 V/R 01/20/33 | 406375AC9 | ASSET BACKED | 1,000,000.0000 | 986,687.20 | .05 | |
HORZN 2019-2 3.425% 11/15/26 | 44040JAA6 | ASSET BACKED | 4,531,852.6300 | 4,129,837.87 | .20 | |
LCM 15A DR V/R 07/20/30 | 50184NAQ5 | ASSET BACKED | 1,000,000.0000 | 981,555.90 | .05 | |
MF1 2022-FL8 A V/R 02/19/37 | 55284JAA7 | ASSET BACKED | 3,300,000.0000 | 3,288,321.30 | .16 | |
MF1 2022-FL8 AS V/R 02/19/37 | 55284JAC3 | ASSET BACKED | 845,000.0000 | 842,336.22 | .04 | |
MKS 2017-1A AR V/R 07/20/30 | 55317AAA7 | ASSET BACKED | 1,000,000.0000 | 991,495.00 | .05 | |
MP3 2013-1A AR V/R 10/20/30 | 553205AC9 | ASSET BACKED | 1,000,000.0000 | 994,149.10 | .05 | |
MDPK 2019-34A AR V/R 04/25/32 | 55819GAL3 | ASSET BACKED | 500,000.0000 | 497,645.50 | .02 | |
MDPK 2021-38A A V/R 07/17/34 | 55821KAC0 | ASSET BACKED | 1,675,000.0000 | 1,654,528.15 | .08 | |
MP22 2021-2A A V/R 07/25/34 | 56606GAA2 | ASSET BACKED | 1,000,000.0000 | 987,713.00 | .05 | |
MP21 2021-3A A1 V/R 10/17/34 | 56606KAA3 | ASSET BACKED | 1,000,000.0000 | 991,649.00 | .05 | |
MP14 2018-2A A1R V/R 01/20/32 | 56608KAN3 | ASSET BACKED | 1,000,000.0000 | 994,979.00 | .05 | |
WOODS 2017-16A A V/R 11/15/30 | 66859WAA0 | ASSET BACKED | 988,760.7200 | 982,988.93 | .05 | |
OCTR 2020-10A AR V/R 10/15/34 | 67516CAN9 | ASSET BACKED | 1,000,000.0000 | 982,227.00 | .05 | |
OCT51 2021-1A A V/R 07/20/34 | 67578JAA7 | ASSET BACKED | 500,000.0000 | 495,195.00 | .02 | |
PCEPK 2021-1A A V/R 10/20/34 | 70470MAC9 | ASSET BACKED | 1,000,000.0000 | 988,267.70 | .05 | |
RRAM 2021-16A A1 V/R 07/15/36 | 74971CAA1 | ASSET BACKED | 1,475,000.0000 | 1,457,979.98 | .07 | |
RACEP 2015-9A A1 V/R 10/15/30 | 74982WAA4 | ASSET BACKED | 2,000,000.0000 | 1,986,646.00 | .10 | |
REGT6 2016-1A AR V/R 04/20/34 | 75887NAW9 | ASSET BACKED | 2,010,000.0000 | 1,989,895.98 | .10 | |
REG11 2018-1A B V/R 07/17/31 | 75887XAC1 | ASSET BACKED | 1,000,000.0000 | 992,531.50 | .05 | |
REG23 2021-4A A1 V/R 01/20/35 | 75889FAC8 | ASSET BACKED | 1,000,000.0000 | 988,961.10 | .05 | |
RRAM 2017-1A A1A V/R 07/15/35 | 78108YAL6 | ASSET BACKED | 1,720,000.0000 | 1,703,278.16 | .08 | |
SAND 2021-1A A1 V/R 10/15/34 | 800130AA4 | ASSET BACKED | 500,000.0000 | 495,229.50 | .02 | |
SEAGATE HDD CA 3.375% 07/15/31 | 81180WBE0 | CORPORATE BONDS | 95,000.0000 | 77,232.15 | .00 | |
SNDPT 2020-2A AR V/R 10/25/34 | 83611VAS7 | ASSET BACKED | 500,000.0000 | 493,405.00 | .02 | |
SNDPT 2021-1A A V/R 04/25/34 | 83614VAC9 | ASSET BACKED | 1,710,000.0000 | 1,690,850.22 | .08 | |
SYMP 2021-25A A V/R 04/19/34 | 87167WAC9 | ASSET BACKED | 1,955,000.0000 | 1,919,718.12 | .09 | |
TRTX 2021-FL4 A V/R 03/15/38 | 87276WAA1 | ASSET BACKED | 550,000.0000 | 543,453.19 | .03 | |
PUTNM 2021-1A A V/R 10/15/34 | 88430TAA9 | ASSET BACKED | 1,000,000.0000 | 995,578.00 | .05 | |
WINDR 2014-1A AR V/R 07/18/31 | 88432CBB1 | ASSET BACKED | 995,901.6000 | 986,976.93 | .05 | |
TPRK 2021-1A A1 V/R 04/15/34 | 884887AA8 | ASSET BACKED | 1,720,000.0000 | 1,692,342.40 | .08 | |
TRANSOCEAN INC 11.5% 01/30/27 | 893830BQ1 | CORPORATE BONDS | 50,000.0000 | 49,737.00 | .00 | |
TRANSOCEAN POS 6.875% 02/01/27 | 89383JAA6 | CORPORATE BONDS | 192,187.5000 | 184,926.66 | .01 | |
CAVU 2021-3A A V/R 01/18/35 | 89624GAA1 | ASSET BACKED | 1,000,000.0000 | 988,549.00 | .05 | |
VALE OVERSEAS L 3.75% 07/08/30 | 91911TAQ6 | CORPORATE BONDS | 485,000.0000 | 438,318.75 | .02 | |
VENTR 2021-43A A V/R 04/15/34 | 92290CAB5 | ASSET BACKED | 660,000.0000 | 654,872.46 | .03 | |
VENTR 2021-42A A V/R 04/15/34 | 923260AC7 | ASSET BACKED | 1,710,000.0000 | 1,687,540.86 | .08 | |
WELF 2019-XA A1R V/R 07/20/32 | 94949WAM8 | ASSET BACKED | 1,335,000.0000 | 1,322,063.85 | .06 | |
WELF 2019-XA A2R V/R 07/20/32 | 94949WAN6 | ASSET BACKED | 1,000,000.0000 | 980,516.70 | .05 | |
GRAN TIERRA ENE 6.25% 02/15/25 | BG0VM19 | CORPORATE BONDS | 200,000.0000 | 185,000.00 | .01 | |
CHILE ELEC PEC SP ZCP 01/25/28 | 168831AA3 | CORPORATE BONDS | 200,000.0000 | 153,750.00 | .01 | |
REPUBLIC OF CHIL 3.5% 01/25/50 | 168863DL9 | GOVERNMENT BONDS | 200,000.0000 | 158,268.00 | .01 | |
REPUBLIC OF CHI 2.55% 01/27/32 | 168863DN5 | GOVERNMENT BONDS | 200,000.0000 | 173,516.00 | .01 | |
REPUBLIC OF CHIL 3.1% 01/22/61 | 168863DQ8 | GOVERNMENT BONDS | 400,000.0000 | 276,244.00 | .01 | |
REPUBLIC OF CHIL 3.1% 05/07/41 | 168863DS4 | GOVERNMENT BONDS | 1,220,000.0000 | 950,538.60 | .05 | |
REPUBLIC OF CHI 2.55% 07/27/33 | 168863DT2 | GOVERNMENT BONDS | 235,000.0000 | 195,886.60 | .01 | |
REPUBLIC OF CHI 3.25% 09/21/71 | 168863DU9 | GOVERNMENT BONDS | 200,000.0000 | 135,730.00 | .01 | |
REPUBLIC OF CHILE 4% 01/31/52 | 168863DW5 | GOVERNMENT BONDS | 200,000.0000 | 170,724.00 | .01 | |
TELEFONICA MOV 3.537% 11/18/31 | 87938XAB7 | CORPORATE BONDS | 300,000.0000 | 262,500.00 | .01 | |
EMPRESA ELECTRIC 5.5% 05/14/27 | BK254C2 | CORPORATE BONDS | 158,480.0000 | 148,378.48 | .01 | |
CAP SA 3.9% 04/27/31 | P2316YAA1 | CORPORATE BONDS | 500,000.0000 | 424,375.00 | .02 | |
GUACOLDA ENERGI 4.56% 04/30/25 | P3711HAF6 | CORPORATE BONDS | 900,000.0000 | 303,165.00 | .01 | |
EMPRESA ELECTR 4.875% 05/25/29 | P3713QAA5 | CORPORATE BONDS | 195,600.0000 | 180,930.00 | .01 | |
REPUBLIC OF CHIL 3.5% 04/15/53 | P8056EBC1 | GOVERNMENT BONDS | 205,000.0000 | 157,866.40 | .01 | |
BANCO DAVIVIENDA SA V/R /PERP/ | 059501AD8 | CORPORATE BONDS | 200,000.0000 | 177,500.00 | .01 | |
REPUBLIC OF COLOMB 5% 06/15/45 | 195325CU7 | GOVERNMENT BONDS | 300,000.0000 | 222,750.00 | .01 | |
REPUBLIC OF CO 4.125% 05/15/51 | 195325DT9 | GOVERNMENT BONDS | 600,000.0000 | 402,000.00 | .02 | |
REPUBLIC OF COL 3.25% 04/22/32 | 195325DZ5 | GOVERNMENT BONDS | 350,000.0000 | 267,354.50 | .01 | |
ECOPETROL SA 5.875% 05/28/45 | 279158AJ8 | CORPORATE BONDS | 100,000.0000 | 78,621.00 | .00 | |
ECOPETROL SA 4.625% 11/02/31 | 279158AP4 | CORPORATE BONDS | 100,000.0000 | 83,550.00 | .00 | |
ECOPETROL SA 5.875% 11/02/51 | 279158AQ2 | CORPORATE BONDS | 550,000.0000 | 418,687.50 | .02 | |
OLEODUCTO CENTRAL 4% 07/14/27 | P7358RAD8 | CORPORATE BONDS | 200,000.0000 | 181,002.00 | .01 | |
EMPRESAS PUBLI 4.375% 02/15/31 | P9379RBC0 | CORPORATE BONDS | 600,000.0000 | 493,506.00 | .02 | |
DOMINICAN REPUBLIC 6% 02/22/33 | 25714PEN4 | GOVERNMENT BONDS | 300,000.0000 | 272,139.70 | .01 | |
ALTICE FRANCE SA 5.5% 10/15/29 | 02156LAH4 | CORPORATE BONDS | 200,000.0000 | 170,000.00 | .01 | |
BPCE SA V/R 10/19/27 | 05583JAK8 | CORPORATE BONDS | 520,000.0000 | 465,108.86 | .02 | |
BNP PARIBAS V/R 06/09/26 | 09659W2L7 | CORPORATE BONDS | 935,000.0000 | 872,315.44 | .04 | |
BNP PARIBAS V/R 01/13/27 | 09659W2N3 | CORPORATE BONDS | 495,000.0000 | 440,156.53 | .02 | |
TOTALENERGIES 3.386% 06/29/60 | 89153VAW9 | CORPORATE BONDS | 455,000.0000 | 362,564.65 | .02 | |
ADANI INTERNATIONA 3% 02/16/31 | 00654UAA0 | CORPORATE BONDS | 288,000.0000 | 249,192.00 | .01 | |
ADANI PORTS AND SP 4% 07/30/27 | BF0MQ91 | CORPORATE BONDS | 200,000.0000 | 186,953.91 | .01 | |
ADANI PORTS AN 4.375% 07/03/29 | Y00130RP4 | CORPORATE BONDS | 200,000.0000 | 182,342.00 | .01 | |
RELIANCE INDUS 2.875% 01/12/32 | Y72570AS6 | CORPORATE BONDS | 250,000.0000 | 213,875.00 | .01 | |
REPUBLIC OF INDO 3.7% 10/30/49 | 455780CN4 | GOVERNMENT BONDS | 700,000.0000 | 591,796.00 | .03 | |
REPUBLIC OF IND 3.55% 03/31/32 | 455780DJ2 | GOVERNMENT BONDS | 200,000.0000 | 189,674.83 | .01 | |
FREEPORT INDON 5.315% 04/14/32 | 69377FAB2 | CORPORATE BONDS | 200,000.0000 | 193,500.00 | .01 | |
AERCAP IRELAND C 4.5% 09/15/23 | 00774MAP0 | CORPORATE BONDS | 980,000.0000 | 981,968.55 | .05 | |
AERCAP IRELAND 1.65% 10/29/24 | 00774MAU9 | CORPORATE BONDS | 4,195,000.0000 | 3,910,627.87 | .19 | |
AERCAP IRELAND C 3.3% 01/30/32 | 00774MAX3 | CORPORATE BONDS | 850,000.0000 | 707,225.50 | .03 | |
C&W SENIOR FIN 6.875% 09/15/27 | BF5Q245 | CORPORATE BONDS | 400,000.0000 | 388,124.00 | .02 | |
T/L ION TRADING FINANCE LIMITED 0% 4/01/28 | LX193674 | LOAN | 143,912.5000 | 142,913.75 | .01 | |
ANGLOGOLD HOLDI 3.75% 10/01/30 | 03512TAE1 | CORPORATE BONDS | 200,000.0000 | 178,910.00 | .01 | |
NTT FINANCE CO 1.162% 04/03/26 | 62954WAC9 | CORPORATE BONDS | 1,010,000.0000 | 911,892.14 | .04 | |
SUMITOMO MITSUI 0.85% 03/25/24 | 86563VAU3 | CORPORATE BONDS | 4,000,000.0000 | 3,808,550.60 | .19 | |
TAKEDA PHARMACE 2.05% 03/31/30 | 874060AX4 | CORPORATE BONDS | 200,000.0000 | 168,022.86 | .01 | |
GALAXY PIPELINE 2.16% 03/31/34 | 36321PAD2 | CORPORATE BONDS | 384,360.0000 | 337,947.32 | .02 | |
GALAXY PIPELINE 2.94% 09/30/40 | 36321PAE0 | CORPORATE BONDS | 687,827.0000 | 574,377.33 | .03 | |
GALAXY PIPELINE 2.94% 09/30/40 | BM8MS85 | CORPORATE BONDS | 245,652.5000 | 205,134.76 | .01 | |
CAMELOT FINANCE 4.5% 11/01/26 | 13323AAB6 | CORPORATE BONDS | 45,000.0000 | 42,300.00 | .00 | |
ENDO LUX FIN C 6.125% 04/01/29 | 29280BAA3 | CORPORATE BONDS | 110,000.0000 | 95,700.00 | .00 | |
EVERARC ESCROW SAR 5% 10/30/29 | 29977LAA9 | CORPORATE BONDS | 170,000.0000 | 149,059.40 | .01 | |
INTELSAT JACKSON 6.5% 03/15/30 | 45824TBC8 | CORPORATE BONDS | 120,000.0000 | 112,978.80 | .01 | |
ESC GCB INTEL 5.5% 08/01/2023 | 458ESCAA8 | CORPORATE BONDS | 110,000.0000 | .00 | .00 | |
JBS FINANCE LUXE 2.5% 01/15/27 | 46592QAB5 | CORPORATE BONDS | 735,000.0000 | 659,662.50 | .03 | |
SCHLUMBERGER IN 2.65% 06/26/30 | 806854AJ4 | CORPORATE BONDS | 6,030,000.0000 | 5,389,625.22 | .26 | |
MC BRAZIL DWNST 7.25% 06/30/31 | L626A6AA2 | CORPORATE BONDS | 250,000.0000 | 217,500.00 | .01 | |
MILLICOM INTL 5.125% 01/15/28 | L6388GAB6 | CORPORATE BONDS | 180,000.0000 | 169,650.00 | .01 | |
T/L TRAVELPORT F 0% 2/28/25 | LX190025 | LOAN | 90,496.4200 | 92,306.35 | .00 | |
T/L CONNECT FINCO 0% 12/11/26 | LX192181 | LOAN | 63,700.0000 | 63,267.48 | .00 | |
T/L SUNSHINE LU 0% 10/01/2026 | LX193531 | LOAN | 34,303.5100 | 33,966.65 | .00 | |
T/L ICON LUXEMBOU 0% 07/03/28 | LX195616 | LOAN | 139,895.3900 | 138,998.66 | .01 | |
T/L ICON LUXEMBOU 0% 07/03/28 | LX195815 | LOAN | 34,855.0200 | 34,631.60 | .00 | |
T/L TRAVELP 0% 05/29/2026 | LX196301 | LOAN | 19,908.0600 | 16,708.64 | .00 | |
T/L INTELSAT JAC 0% 02/01/2029 | LX201435 | LOAN | 284,387.5000 | 275,855.88 | .01 | |
SEASPAN CORP 5.5% 08/01/29 | 81254UAK2 | CORPORATE BONDS | 70,000.0000 | 61,775.00 | .00 | |
PETROLEOS MEXIC 6.75% 09/21/47 | 71654QCC4 | CORPORATE BONDS | 150,000.0000 | 108,390.00 | .01 | |
UNITED MEXICAN 4.75% 03/08/44 | 91086QBB3 | GOVERNMENT BONDS | 1,366,000.0000 | 1,193,474.20 | .06 | |
UNITED MEXICAN 4.35% 01/15/47 | 91087BAB6 | GOVERNMENT BONDS | 200,000.0000 | 161,670.00 | .01 | |
UNITED MEXICAN 2.659% 05/24/31 | 91087BAM2 | GOVERNMENT BONDS | 1,595,000.0000 | 1,336,482.40 | .07 | |
UNITED MEXICAN 3.771% 05/24/61 | 91087BAN0 | GOVERNMENT BONDS | 490,000.0000 | 342,961.05 | .02 | |
UNITED MEXICAN 4.28% 08/14/41 | 91087BAQ3 | GOVERNMENT BONDS | 1,860,000.0000 | 1,544,599.80 | .08 | |
UNITED MEXICAN S 3.5% 02/12/34 | 91087BAR1 | GOVERNMENT BONDS | 665,000.0000 | 561,951.60 | .03 | |
BANCO MERCANTIL DE V/R /PERP/ | P14008AE9 | CORPORATE BONDS | 400,000.0000 | 396,000.00 | .02 | |
UNIFIN FINANCIERA S V/R /PERP/ | P94461AD5 | CORPORATE BONDS | 423,000.0000 | 139,590.00 | .01 | |
AES ANDRES BV 5.7% 05/04/28 | 00109YAA3 | CORPORATE BONDS | 300,000.0000 | 275,160.48 | .01 | |
ENEL FINANCE I 1.375% 07/12/26 | 29278GAM0 | CORPORATE BONDS | 705,000.0000 | 631,010.46 | .03 | |
PETROBRAS GLOBA 6.75% 06/03/50 | 71647NBG3 | CORPORATE BONDS | 500,000.0000 | 463,440.00 | .02 | |
PETROBRAS GLOBAL 5.5% 06/10/51 | 71647NBJ7 | CORPORATE BONDS | 100,000.0000 | 82,062.00 | .00 | |
SHELL INTERNATI 3.25% 04/06/50 | 822582CH3 | CORPORATE BONDS | 600,000.0000 | 495,010.87 | .02 | |
SHELL INTERNATIONA 3% 11/26/51 | 822582CL4 | CORPORATE BONDS | 365,000.0000 | 284,893.01 | .01 | |
SIEMENS FINANCIE 1.2% 03/11/26 | 82620KAZ6 | CORPORATE BONDS | 920,000.0000 | 839,169.82 | .04 | |
VZ SECURED FINANCI 5% 01/15/32 | 91845AAA3 | CORPORATE BONDS | 200,000.0000 | 172,582.00 | .01 | |
T/L PLAYA RESORTS 0% 04/29/24 | LX162387 | LOAN | 38,483.9600 | 37,869.37 | .00 | |
T/L BRIGHT BIDCO B 0% 06/30/24 | LX171142 | LOAN | 150,194.7600 | 70,014.79 | .00 | |
T/L STARS GROUP HO 0% 7/21/2026 | LX174018 | LOAN | 149,017.0600 | 148,170.64 | .01 | |
T/L LEALAND FINA 0% 06/30/25 | LX188994 | LOAN | 27.3600 | 14.23 | .00 | |
T/L ATOTECH B.V 0% 03/18/2028 | LX193211 | LOAN | 14,887.5000 | 14,749.20 | .00 | |
MINEJESA CAPIT 4.625% 08/10/30 | N57445AA1 | CORPORATE BONDS | 600,000.0000 | 544,962.00 | .03 | |
MINEJESA CAPIT 5.625% 08/10/37 | N57445AB9 | CORPORATE BONDS | 300,000.0000 | 252,831.00 | .01 | |
VTR FINANCE BV 6.375% 07/15/28 | P9810YAA7 | CORPORATE BONDS | 200,000.0000 | 182,502.00 | .01 | |
EQUINOR ASA 3.7% 04/06/50 | 29446MAH5 | CORPORATE BONDS | 510,000.0000 | 459,176.74 | .02 | |
CARNIVAL CORP 5.75% 03/01/27 | 143658BN1 | CORPORATE BONDS | 195,000.0000 | 176,575.43 | .01 | |
REPUBLIC OF PANA 4.3% 04/29/53 | 698299BB9 | GOVERNMENT BONDS | 200,000.0000 | 166,657.91 | .01 | |
REPUBLIC OF PANA 4.5% 04/16/50 | 698299BH6 | GOVERNMENT BONDS | 1,515,000.0000 | 1,305,445.20 | .06 | |
REPUBLIC OF PAN 3.87% 07/23/60 | 698299BL7 | GOVERNMENT BONDS | 300,000.0000 | 223,251.00 | .01 | |
REPUBLIC OF PANA 4.5% 04/01/56 | 698299BM5 | GOVERNMENT BONDS | 200,000.0000 | 170,074.92 | .01 | |
REPUBLIC OF PA 2.252% 09/29/32 | 698299BN3 | GOVERNMENT BONDS | 400,000.0000 | 320,012.00 | .02 | |
REPUBLIC OF PANA 4.5% 01/19/63 | 698299BS2 | GOVERNMENT BONDS | 400,000.0000 | 331,395.11 | .02 | |
UEP PENONOME II 6.5% 10/01/38 | 90363PAA4 | CORPORATE BONDS | 336,621.9900 | 326,523.33 | .02 | |
REPUBLIC OF PAN 3.87% 07/23/60 | BJVN8G2 | GOVERNMENT BONDS | 925,000.0000 | 691,234.00 | .03 | |
T/L CARNIVAL CO 0% 06/30/25 | LX188867 | LOAN | 58,950.0000 | 57,928.99 | .00 | |
T/L CARNIVAL COR 0% 10/18/28 | LX199153 | LOAN | 389,025.0000 | 382,703.34 | .02 | |
FENIX POWER PE 4.317% 09/20/27 | BFB5M24 | CORPORATE BONDS | 157,352.9400 | 152,437.23 | .01 | |
PETROLEOS DEL P 4.75% 06/19/32 | BZ3ZZ12 | CORPORATE BONDS | 200,000.0000 | 164,290.00 | .01 | |
BANCO INTERNAC DE V/R 07/08/30 | P13435AD7 | CORPORATE BONDS | 150,000.0000 | 140,625.00 | .01 | |
PETROLEOS DEL 5.625% 06/19/47 | P7808BAB3 | CORPORATE BONDS | 200,000.0000 | 145,300.00 | .01 | |
REPUBLIC OF PHIL 3.7% 03/01/41 | 718286CA3 | GOVERNMENT BONDS | 500,000.0000 | 438,518.25 | .02 | |
REPUBLIC OF PHIL 3.7% 02/02/42 | 718286CB1 | GOVERNMENT BONDS | 2,550,000.0000 | 2,233,850.90 | .11 | |
REPUBLIC OF PH 1.648% 06/10/31 | 718286CK1 | GOVERNMENT BONDS | 600,000.0000 | 494,950.25 | .02 | |
STATE OF QATAR 3.4% 04/16/25 | 74727PBC4 | GOVERNMENT BONDS | 400,000.0000 | 400,704.00 | .02 | |
QATAR ENERGY 2.25% 07/12/31 | BP2PSG9 | CORPORATE BONDS | 500,000.0000 | 436,250.00 | .02 | |
ROMANIA 3% 02/27/27 | 77586RAK6 | GOVERNMENT BONDS | 636,000.0000 | 590,697.72 | .03 | |
ROMANIA 3% 02/14/31 | BMVVYM5 | GOVERNMENT BONDS | 1,228,000.0000 | 1,046,184.78 | .05 | |
SAUDI INTERNATIO 4.5% 10/26/46 | BDFT8M0 | GOVERNMENT BONDS | 1,500,000.0000 | 1,436,550.00 | .07 | |
DBS GROUP HOLDING V/R 12/11/28 | 24023NAA0 | CORPORATE BONDS | 300,000.0000 | 304,119.11 | .01 | |
LLPL CAPITAL P 6.875% 02/04/39 | 50201PAA4 | CORPORATE BONDS | 697,360.0000 | 677,826.95 | .03 | |
TEMASEK FINANCIAL 1% 10/06/30 | 87973PAU8 | CORPORATE BONDS | 800,000.0000 | 655,960.00 | .03 | |
TEMASEK FINANCIAL 1% 10/06/30 | 87973RAU4 | CORPORATE BONDS | 250,000.0000 | 204,987.50 | .01 | |
SINGTEL GROUP 1.875% 06/10/30 | BMBKHD4 | CORPORATE BONDS | 200,000.0000 | 174,220.86 | .01 | |
T/L GRAB HOLDIN 0% 01/29/2026 | LX191886 | LOAN | 74,250.0000 | 72,176.94 | .00 | |
DBS GROUP HOLDING V/R 03/10/31 | Y20246J57 | CORPORATE BONDS | 400,000.0000 | 367,288.00 | .02 | |
REPUBLIC OF SOUT 4.3% 10/12/28 | 836205AU8 | GOVERNMENT BONDS | 200,000.0000 | 182,252.00 | .01 | |
KOREA DEVELOPM 1.625% 01/19/31 | 500630DH8 | GOVERNMENT BONDS | 400,000.0000 | 339,896.00 | .02 | |
REPUBLIC OF KOR 2.75% 01/19/27 | 50064FAM6 | GOVERNMENT BONDS | 200,000.0000 | 195,330.00 | .01 | |
LG CHEM LTD 2.375% 07/07/31 | 501955AD0 | CORPORATE BONDS | 200,000.0000 | 170,410.54 | .01 | |
SHINHAN FINANCIAL G V/R /PERP/ | 824596AA8 | CORPORATE BONDS | 250,000.0000 | 226,872.50 | .01 | |
KOREA EAST-WEST 1.75% 05/06/25 | Y4836TBT7 | CORPORATE BONDS | 200,000.0000 | 190,314.02 | .01 | |
KT CORP 2.5% 07/18/26 | Y49915AZ7 | CORPORATE BONDS | 400,000.0000 | 381,287.76 | .02 | |
AI CANDELARIA S 5.75% 06/15/33 | 00870WAA4 | CORPORATE BONDS | 250,000.0000 | 208,125.00 | .01 | |
GRIFOLS ESCROW 4.75% 10/15/28 | 39843UAA0 | CORPORATE BONDS | 240,000.0000 | 218,976.00 | .01 | |
AI CANDELARIA SP 7.5% 12/15/28 | BGL1H02 | CORPORATE BONDS | 250,000.0000 | 242,200.00 | .01 | |
T/L TRITON WATER HOLDINGS INC 0% 3/31/2028 | LX193319 | LOAN | 133,987.5800 | 129,951.87 | .01 | |
AMERICAN AIRLIN 5.75% 04/20/29 | 00253XAB7 | CORPORATE BONDS | 210,000.0000 | 202,350.75 | .01 | |
ARDAGH PKG FIN/ 5.25% 08/15/27 | 03969AAP5 | CORPORATE BONDS | 200,000.0000 | 171,750.00 | .01 | |
ARDAGH METAL PACKA 4% 09/01/29 | 03969YAB4 | CORPORATE BONDS | 200,000.0000 | 171,406.00 | .01 | |
NXP BV/NXP FUN 4.875% 03/01/24 | 62947QAZ1 | CORPORATE BONDS | 2,200,000.0000 | 2,242,151.08 | .11 | |
NXP BV/NXP FDG 3.875% 06/18/26 | 62954HAA6 | CORPORATE BONDS | 555,000.0000 | 546,541.60 | .03 | |
TITAN ACQ/CO-BO 7.75% 04/15/26 | 88827AAA1 | CORPORATE BONDS | 75,000.0000 | 72,375.00 | .00 | |
CREDIT SUISSE GRO V/R 04/01/31 | 225401AP3 | CORPORATE BONDS | 5,000,000.0000 | 4,633,380.30 | .23 | |
UBS GROUP AG V/R 01/30/27 | 902613AC2 | CORPORATE BONDS | 1,254,000.0000 | 1,125,123.49 | .06 | |
UBS GROUP AG V/R 02/11/33 | 902613AK4 | CORPORATE BONDS | 3,400,000.0000 | 2,854,315.16 | .14 | |
KASIKORNBANK PCL HK V/R /PERP/ | BLPK454 | CORPORATE BONDS | 500,000.0000 | 490,000.00 | .02 | |
BANGKOK BANK PCL/HK V/R /PERP/ | Y06072AD7 | CORPORATE BONDS | 300,000.0000 | 292,998.00 | .01 | |
FIN DEPT GOVT 3.625% 03/10/33 | BMV33B3 | GOVERNMENT BONDS | 1,025,000.0000 | 902,004.10 | .04 | |
BAT INTL FINAN 1.668% 03/25/26 | 05530QAN0 | CORPORATE BONDS | 705,000.0000 | 632,409.66 | .03 | |
BG ENERGY CAPI 5.125% 10/15/41 | 05541VAF3 | CORPORATE BONDS | 500,000.0000 | 529,317.98 | .03 | |
BARCLAYS PLC 4.375% 01/12/26 | 06738EAN5 | CORPORATE BONDS | 5,000,000.0000 | 4,982,585.00 | .24 | |
CSL FINANCE PLC 4.05% 04/27/29 | 12661PAB5 | CORPORATE BONDS | 515,000.0000 | 512,072.91 | .03 | |
CSL FINANCE PLC 4.25% 04/27/32 | 12661PAC3 | CORPORATE BONDS | 515,000.0000 | 510,539.13 | .03 | |
DIAGEO CAPITAL PLC 2% 04/29/30 | 25243YBD0 | CORPORATE BONDS | 1,040,000.0000 | 905,605.76 | .04 | |
EG GLOBAL FINANC 8.5% 10/30/25 | 28228PAB7 | CORPORATE BONDS | 200,000.0000 | 200,030.00 | .01 | |
HSBC HOLDINGS PLC V/R 11/22/23 | HSBC23B | 404280BM0 | CORPORATE BONDS | 1,950,000.0000 | 1,948,720.57 | .10 |
HSBC HOLDINGS PLC V/R 06/19/29 | 404280BT5 | CORPORATE BONDS | 1,085,000.0000 | 1,064,196.60 | .05 | |
HSBC HOLDINGS PLC V/R 05/22/30 | 404280CC1 | CORPORATE BONDS | 1,400,000.0000 | 1,320,141.89 | .06 | |
HSBC HOLDINGS PLC V/R 05/24/25 | 404280CS6 | CORPORATE BONDS | 315,000.0000 | 295,323.16 | .01 | |
HSBC HOLDINGS PLC V/R 03/29/33 | 404280DC0 | CORPORATE BONDS | 1,355,000.0000 | 1,282,427.92 | .06 | |
LLOYDS BANKING GR V/R 03/18/28 | 53944YAS2 | CORPORATE BONDS | 2,400,000.0000 | 2,315,933.93 | .11 | |
ROYALTY PHARMA 1.75% 09/02/27 | 78081BAJ2 | CORPORATE BONDS | 95,000.0000 | 83,153.50 | .00 | |
ROYALTY PHARMA P 2.2% 09/02/30 | 78081BAK9 | CORPORATE BONDS | 1,195,000.0000 | 997,054.82 | .05 | |
ROYALTY PHARMA P 3.3% 09/02/40 | 78081BAL7 | CORPORATE BONDS | 880,000.0000 | 686,854.44 | .03 | |
ROYALTY PHARMA 2.15% 09/02/31 | 78081BAN3 | CORPORATE BONDS | 650,000.0000 | 522,728.12 | .03 | |
STANDARD CHARTERE V/R 01/14/27 | 853254BZ2 | CORPORATE BONDS | 7,000,000.0000 | 6,226,855.11 | .31 | |
VEDANTA RESOURC 9.25% 04/23/26 | 92243XAA9 | CORPORATE BONDS | 400,000.0000 | 331,200.00 | .02 | |
VEDANTA RESOUR 6.125% 08/09/24 | BF2WGB1 | CORPORATE BONDS | 200,000.0000 | 167,600.00 | .01 | |
T/L EG GROUP LIMIT 0% 02/07/25 | LX171055 | LOAN | 67,280.5200 | 65,766.71 | .00 | |
T/L MERLIN ENTERT 0% 11/12/26 | LX183343 | LOAN | .0000 | .00 | .00 | |
T/L MERLIN ENTER 0% 11/12/26 | LX183345 | LOAN | .0000 | .00 | .00 | |
AASET 2018-1A 3.844% 09/16/23 | 000367AA0 | ASSET BACKED | 1,559,449.8800 | 1,076,059.72 | .05 | |
AASET 2019-2 3.376% 10/16/26 | 00038RAA4 | ASSET BACKED | 1,623,916.6200 | 1,284,806.45 | .06 | |
AEP TEXAS INC 3.45% 01/15/50 | 00108WAK6 | CORPORATE BONDS | 625,000.0000 | 498,201.42 | .02 | |
AMC ENTERTAINMEN 7.5% 02/15/29 | 00165CBA1 | CORPORATE BONDS | 80,000.0000 | 73,200.00 | .00 | |
API ESCROW CORP 4.75% 10/15/29 | 00185PAA9 | CORPORATE BONDS | 115,000.0000 | 103,500.00 | .01 | |
API GROUP DE I 4.125% 07/15/29 | 001877AA7 | CORPORATE BONDS | 90,000.0000 | 80,327.70 | .00 | |
AT&T INC 2.75% 06/01/31 | 00206RJY9 | CORPORATE BONDS | 225,000.0000 | 198,413.36 | .01 | |
AT&T INC 3.65% 06/01/51 | 00206RKA9 | CORPORATE BONDS | 585,000.0000 | 474,109.02 | .02 | |
AT&T INC 3.3% 02/01/52 | 00206RKE1 | CORPORATE BONDS | 435,000.0000 | 329,513.97 | .02 | |
AT&T INC 3.5% 02/01/61 | 00206RKF8 | CORPORATE BONDS | 1,450,000.0000 | 1,073,824.82 | .05 | |
AT&T INC 2.25% 02/01/32 | 00206RKH4 | CORPORATE BONDS | 7,106,000.0000 | 5,922,069.34 | .29 | |
AT&T INC 1.7% 03/25/26 | 00206RML3 | CORPORATE BONDS | 725,000.0000 | 669,419.33 | .03 | |
AT&T INC 2.55% 12/01/33 | 00206RMM1 | CORPORATE BONDS | 1,030,000.0000 | 854,693.17 | .04 | |
AIR METHODS CORP 8% 05/15/25 | 00215JAA7 | CORPORATE BONDS | 40,000.0000 | 32,700.00 | .00 | |
ABBVIE INC 2.95% 11/21/26 | 00287YBV0 | CORPORATE BONDS | 145,000.0000 | 138,852.34 | .01 | |
ABBVIE INC 3.2% 11/21/29 | 00287YBX6 | CORPORATE BONDS | 105,000.0000 | 97,708.36 | .00 | |
ABBVIE INC 4.25% 11/21/49 | 00287YCB3 | CORPORATE BONDS | 1,230,000.0000 | 1,126,505.78 | .06 | |
ABBVIE INC 3.85% 06/15/24 | 00287YCV9 | CORPORATE BONDS | 735,000.0000 | 741,248.52 | .04 | |
ABBVIE INC 4.55% 03/15/35 | 00287YCY3 | CORPORATE BONDS | 5,120,000.0000 | 5,087,163.08 | .25 | |
ACADEMY LTD 6% 11/15/27 | 00401YAA8 | CORPORATE BONDS | 140,000.0000 | 139,650.00 | .01 | |
ACRISURE LLC / 4.25% 02/15/29 | 00489LAF0 | CORPORATE BONDS | 95,000.0000 | 83,001.50 | .00 | |
ACRISURE LLC / FIN 6% 08/01/29 | 00489LAH6 | CORPORATE BONDS | 80,000.0000 | 69,900.00 | .00 | |
ACURIS FIN US/ACUR 5% 05/01/28 | 00511BAA5 | CORPORATE BONDS | 200,000.0000 | 183,000.00 | .01 | |
ADAPTHEALTH LL 5.125% 03/01/30 | 00653VAE1 | CORPORATE BONDS | 210,000.0000 | 180,600.00 | .01 | |
ADVANCE AUTO PAR 3.9% 04/15/30 | 00751YAE6 | CORPORATE BONDS | 5,000,000.0000 | 4,734,378.35 | .23 | |
ADVANCED DRAINAGE 5% 09/30/27 | 00790RAA2 | CORPORATE BONDS | 130,000.0000 | 125,612.50 | .01 | |
AETHON UN/AETHI 8.25% 02/15/26 | 00810GAC8 | CORPORATE BONDS | 65,000.0000 | 66,984.40 | .00 | |
AIR LEASE CORP 3.25% 03/01/25 | 00912XBA1 | CORPORATE BONDS | 590,000.0000 | 570,186.84 | .03 | |
AIR PRODUCTS & 1.85% 05/15/27 | 009158AY2 | CORPORATE BONDS | 255,000.0000 | 234,537.54 | .01 | |
AJAXM 2021-C A V/R 01/25/61 | 009733AA4 | ASSET BACKED | 403,943.7100 | 381,849.81 | .02 | |
ALABAMA POWER C 3.45% 10/01/49 | 010392FT0 | CORPORATE BONDS | 425,000.0000 | 348,708.04 | .02 | |
OVINTIV INC 7.375% 11/01/31 | CVE/31A | 012873AK1 | CORPORATE BONDS | 140,000.0000 | 161,811.21 | .01 |
ALCON FINANCE C 2.75% 09/23/26 | 01400EAA1 | CORPORATE BONDS | 995,000.0000 | 947,110.49 | .05 | |
ALEN 2021-ACEN D V/R 04/15/26 | 01449NAG1 | ASSET BACKED | 750,000.0000 | 729,769.80 | .04 | |
ALEXANDRIA REA 1.875% 02/01/33 | 015271AV1 | CORPORATE BONDS | 1,115,000.0000 | 875,857.96 | .04 | |
ALLIANT HOLD / 6.75% 10/15/27 | 01883LAA1 | CORPORATE BONDS | 135,000.0000 | 127,660.05 | .01 | |
ALLIED UNIVERS 6.625% 07/15/26 | 019576AA5 | CORPORATE BONDS | 130,000.0000 | 125,637.20 | .01 | |
ALLIED UNIVERSA 9.75% 07/15/27 | 019576AB3 | CORPORATE BONDS | 170,000.0000 | 165,001.15 | .01 | |
UMBS TBA 15YR 1.5% MAY 21 | 01F012452 | TBA- TO BE ANNOUNCED SECURITY | 2,364,000.0000 | 2,161,966.46 | .11 | |
UMBS TBA 30YR 1.5% MAY 51 | 01F012650 | TBA- TO BE ANNOUNCED SECURITY | 2,600,000.0000 | 2,192,328.11 | .11 | |
FNCL TBA 30YR 2% MAY 20 | 01F020653 | TBA- TO BE ANNOUNCED SECURITY | 991,000.0000 | 874,131.68 | .04 | |
FNCL TBA 30YR 2% JUNE 22 | 01F020661 | TBA- TO BE ANNOUNCED SECURITY | 29,440,000.0000 | 25,919,619.56 | 1.27 | |
FNMA TBA 15YR TBA 2.5% MAY19 | 01F022451 | TBA- TO BE ANNOUNCED SECURITY | 7,755,000.0000 | 7,420,262.87 | .36 | |
FNMA 30YR TBA 2.5% 4/25/52 | 01F022659 | TBA- TO BE ANNOUNCED SECURITY | 31,318,000.0000 | 28,568,912.54 | 1.40 | |
FNMA 30YR TBA 2.5% 6/25/43 | 01F022667 | TBA- TO BE ANNOUNCED SECURITY | 34,235,000.0000 | 31,166,237.93 | 1.53 | |
FNMA TBA 30YR 3.0% MAY 12 | 01F030652 | TBA- TO BE ANNOUNCED SECURITY | 9,263,000.0000 | 8,734,008.97 | .43 | |
FNMA TBA 15YR TBA 3.5% MAY 12 | 01F032450 | TBA- TO BE ANNOUNCED SECURITY | -1,750,000.0000 | -1,750,786.14 | -.09 | |
FNMA 30YR TBA 3.5% MAY 12 | 01F032658 | TBA- TO BE ANNOUNCED SECURITY | 6,364,000.0000 | 6,171,588.41 | .30 | |
FNMA 30YR TBA 4% MAY 12 | 01F040651 | TBA- TO BE ANNOUNCED SECURITY | 7,395,000.0000 | 7,352,825.35 | .36 | |
FNMA 30YR TBA 4.5% MAY 22 | 01F042657 | TBA- TO BE ANNOUNCED SECURITY | 825,000.0000 | 838,696.29 | .04 | |
CWALT 2007-4CB 1 V/R 04/25/37 | 02148FAA3 | ASSET BACKED | 2,517,114.8100 | 2,003,694.62 | .10 | |
CWALT 2007-9T1 2A 6% 05/25/37 | 02150JAU6 | ASSET BACKED | 6,525,123.7400 | 3,877,617.42 | .19 | |
ALTRIA GROUP I 3.875% 09/16/46 | 02209SAV5 | CORPORATE BONDS | 195,000.0000 | 146,784.72 | .01 | |
AMAZON.COM INC 3.3% 04/13/27 | 023135CF1 | CORPORATE BONDS | 1,975,000.0000 | 1,958,943.25 | .10 | |
AMAZON.COM INC 4.1% 04/13/62 | 023135CK0 | CORPORATE BONDS | 1,320,000.0000 | 1,259,920.16 | .06 | |
HESS CORP 7.3% 08/15/31 | HES/31 | 023551AJ3 | CORPORATE BONDS | 295,000.0000 | 341,196.78 | .02 |
AMERICAN AXLE & MF 5% 10/01/29 | 02406PBB5 | CORPORATE BONDS | 90,000.0000 | 77,512.50 | .00 | |
AMERICAN EXPRESS 4.2% 11/06/25 | 025816CA5 | CORPORATE BONDS | 515,000.0000 | 527,159.35 | .03 | |
AMERICAN EXPRESS V/R 11/04/26 | 025816CL1 | CORPORATE BONDS | 5,020,000.0000 | 4,969,766.42 | .24 | |
AMERICAN EXPRES 2.55% 03/04/27 | 025816CS6 | CORPORATE BONDS | 640,000.0000 | 602,458.92 | .03 | |
AMERICAN INTL GR 2.5% 06/30/25 | 026874DQ7 | CORPORATE BONDS | 1,385,000.0000 | 1,330,440.81 | .07 | |
AMERICAN TOWER 3.07% 03/15/23 | 03027WAJ1 | CORPORATE BONDS | 3,700,000.0000 | 3,698,677.99 | .18 | |
AMERICAN TOWER 3.95% 03/15/29 | 03027XAU4 | CORPORATE BONDS | 3,980,000.0000 | 3,781,430.36 | .19 | |
AMERICAN TOWER 1.45% 09/15/26 | 03027XBR0 | CORPORATE BONDS | 435,000.0000 | 388,406.75 | .02 | |
AMERICAN TOWER 3.65% 03/15/27 | 03027XBV1 | CORPORATE BONDS | 475,000.0000 | 457,445.15 | .02 | |
AMERICAN WATER 3.75% 09/01/28 | 03040WAS4 | CORPORATE BONDS | 880,000.0000 | 864,480.42 | .04 | |
AMGEN INC 2% 01/15/32 | 031162CZ1 | CORPORATE BONDS | 1,130,000.0000 | 932,978.73 | .05 | |
AMGEN INC 3.35% 02/22/32 | 031162DE7 | CORPORATE BONDS | 170,000.0000 | 156,758.41 | .01 | |
AMWINS GROUP I 4.875% 06/30/29 | 031921AB5 | CORPORATE BONDS | 180,000.0000 | 164,759.40 | .01 | |
AOMT 2022-1 A1 V/R 01/25/26 | 03464BAA6 | ASSET BACKED | 1,574,136.4200 | 1,512,225.48 | .07 | |
AOMT 2021-4 A1 V/R 07/20/25 | 03464EAA0 | ASSET BACKED | 670,242.3700 | 627,853.70 | .03 | |
AOMT 2018-3 A1 V/R 09/25/22 | 03464NAA0 | ASSET BACKED | 92,719.8800 | 92,423.47 | .00 | |
AOMT 2018-3 A2 V/R 09/25/22 | 03464NAB8 | ASSET BACKED | 132,118.7700 | 131,577.72 | .01 | |
AOMT 2018-3 A3 V/R 09/25/22 | 03464NAC6 | ASSET BACKED | 126,163.7900 | 125,597.88 | .01 | |
AOMT 2020-R1 A1 V/R 12/25/24 | 034651AA7 | ASSET BACKED | 571,280.1000 | 560,122.77 | .03 | |
AOMT 2021-1 A1 V/R 02/25/25 | 03465CAA3 | ASSET BACKED | 546,176.3300 | 508,911.98 | .02 | |
AOMT 2021-2 A1 V/R 04/25/25 | 03465DAA1 | ASSET BACKED | 453,278.3200 | 413,903.35 | .02 | |
AOMT 2021-3 A1 V/R 06/25/25 | 03465EAA9 | ASSET BACKED | 867,292.3300 | 809,443.06 | .04 | |
AOMT 2021-5 A1 V/R 07/25/66 | 03465HAA2 | ASSET BACKED | 1,068,986.8300 | 962,199.21 | .05 | |
AOMT 2021-6 A1 V/R 09/25/66 | 03465JAA8 | ASSET BACKED | 1,440,703.6500 | 1,304,602.83 | .06 | |
ANHEUSER-BUSCH C 4.9% 02/01/46 | 03522AAJ9 | CORPORATE BONDS | 3,500,000.0000 | 3,449,714.07 | .17 | |
ANHEUSER-BUSCH 4.439% 10/06/48 | 03523TBT4 | CORPORATE BONDS | 80,000.0000 | 73,449.87 | .00 | |
ANHEUSER-BUSCH 5.55% 01/23/49 | 03523TBV9 | CORPORATE BONDS | 615,000.0000 | 656,270.98 | .03 | |
ANHEUSER-BUSCH 4.75% 04/15/58 | 035240AP5 | CORPORATE BONDS | 1,010,000.0000 | 949,446.75 | .05 | |
ANTERO RESOURC 5.375% 03/01/30 | 03674XAS5 | CORPORATE BONDS | 70,000.0000 | 68,396.30 | .00 | |
ANTHEM INC 4.1% 05/15/32 | 036752AT0 | CORPORATE BONDS | 725,000.0000 | 713,333.69 | .03 | |
ANTERO MIDSTREA 5.75% 03/01/27 | 03690AAD8 | CORPORATE BONDS | 105,000.0000 | 102,241.65 | .01 | |
AON CORP/AON GL 2.85% 05/28/27 | 03740LAD4 | CORPORATE BONDS | 80,000.0000 | 76,171.71 | .00 | |
AON CORP/AON GLO 3.9% 02/28/52 | 03740LAE2 | CORPORATE BONDS | 225,000.0000 | 193,995.83 | .01 | |
APPLE INC 3.85% 05/04/43 | 037833AL4 | CORPORATE BONDS | 1,090,000.0000 | 1,034,654.61 | .05 | |
APPLE INC 1.125% 05/11/25 | 037833DT4 | CORPORATE BONDS | 2,610,000.0000 | 2,460,285.02 | .12 | |
AMMST 2020-MF 2.756% 02/15/30 | 03881BAE3 | ASSET BACKED | 4,000,000.0000 | 3,647,662.00 | .18 | |
AMMST 2021-MF 2.513% 06/15/31 | 03881VAJ8 | ASSET BACKED | 1,485,000.0000 | 1,305,715.50 | .06 | |
AMMST 2021-MF2 C V/R 06/15/31 | 03881VAS8 | ASSET BACKED | 1,920,000.0000 | 1,622,271.55 | .08 | |
AMMST 2022-MF4 A V/R 01/15/32 | 03882LAJ9 | ASSET BACKED | 1,250,000.0000 | 1,172,620.38 | .06 | |
AMMST 2022-MF4 B V/R 01/15/32 | 03882LAQ3 | ASSET BACKED | 2,600,000.0000 | 2,349,937.46 | .12 | |
ARCHES BUYER IN 4.25% 06/01/28 | 039524AA1 | CORPORATE BONDS | 50,000.0000 | 44,436.50 | .00 | |
ARCONIC CORP 6.125% 02/15/28 | 03966VAA5 | CORPORATE BONDS | 210,000.0000 | 203,437.50 | .01 | |
ARES CAPITAL C 2.875% 06/15/27 | 04010LBD4 | CORPORATE BONDS | 625,000.0000 | 559,773.98 | .03 | |
ARROW ELECTRON 3.875% 01/12/28 | 042735BF6 | CORPORATE BONDS | 565,000.0000 | 551,874.30 | .03 | |
ASHTON WOODS U 4.625% 04/01/30 | 045086AP0 | CORPORATE BONDS | 95,000.0000 | 77,781.25 | .00 | |
ABSHE 2007-HE2 A V/R 05/25/37 | 04544TAD3 | ASSET BACKED | 1,514,224.2400 | 1,145,522.15 | .06 | |
ASSUREDPARTNERS IN 7% 08/15/25 | 04624VAA7 | CORPORATE BONDS | 160,000.0000 | 157,785.60 | .01 | |
ASSUREDPARTNER 5.625% 01/15/29 | 04624VAB5 | CORPORATE BONDS | 25,000.0000 | 21,986.50 | .00 | |
ASTRAZENECA FINA 1.2% 05/28/26 | 04636NAA1 | CORPORATE BONDS | 1,010,000.0000 | 918,155.26 | .05 | |
ASTRAZENECA FIN 1.75% 05/28/28 | 04636NAE3 | CORPORATE BONDS | 580,000.0000 | 517,058.49 | .03 | |
AT HOME GROUP 4.875% 07/15/28 | 04650YAA8 | CORPORATE BONDS | 25,000.0000 | 20,656.25 | .00 | |
AT HOME GROUP 7.125% 07/15/29 | 04650YAB6 | CORPORATE BONDS | 50,000.0000 | 37,240.00 | .00 | |
ATHENE GLOBAL 2.646% 10/04/31 | 04685A3E9 | CORPORATE BONDS | 800,000.0000 | 669,645.89 | .03 | |
AUTOZONE INC 3.625% 04/15/25 | 053332AY8 | CORPORATE BONDS | 365,000.0000 | 364,982.63 | .02 | |
AUTOZONE INC 1.65% 01/15/31 | 053332BA9 | CORPORATE BONDS | 1,702,000.0000 | 1,366,810.35 | .07 | |
AVAYA INC 6.125% 09/15/28 | 053499AL3 | CORPORATE BONDS | 135,000.0000 | 125,246.71 | .01 | |
AVNT 2021-REV1 1.21% 01/15/24 | 05353LAA3 | ASSET BACKED | 570,000.0000 | 548,517.33 | .03 | |
AESOP 2017-2A 2.97% 03/20/23 | 05377RCU6 | ASSET BACKED | 410,000.0000 | 410,794.79 | .02 | |
AESOP 2020-1A 2.33% 08/20/25 | 05377RDU5 | ASSET BACKED | 5,920,000.0000 | 5,649,004.90 | .28 | |
BBCMS 2020-C6 2.639% 01/15/30 | 05492TBP4 | ASSET BACKED | 1,800,000.0000 | 1,637,086.86 | .08 | |
BBCMS 2020-C7 XA V/R 02/15/30 | 05492VAG0 | ASSET BACKED | 1,479,934.1800 | 127,915.00 | .01 | |
BAT CAPITAL CO 3.462% 09/06/29 | 05526DBH7 | CORPORATE BONDS | 650,000.0000 | 578,651.98 | .03 | |
BAT CAPITAL CO 2.259% 03/25/28 | 05526DBR5 | CORPORATE BONDS | 475,000.0000 | 405,613.10 | .02 | |
BAT CAPITAL CO 2.726% 03/25/31 | 05526DBS3 | CORPORATE BONDS | 855,000.0000 | 701,741.44 | .03 | |
BAT CAPITAL CO 4.742% 03/16/32 | 05526DBW4 | CORPORATE BONDS | 1,085,000.0000 | 1,017,532.61 | .05 | |
BBCMS 2018-TALL V/R 03/15/21 | 05548WAL1 | ASSET BACKED | 1,236,000.0000 | 1,106,416.03 | .05 | |
LBM ACQUISITION 6.25% 01/15/29 | 05552BAA4 | CORPORATE BONDS | 70,000.0000 | 56,962.50 | .00 | |
BBCMS 2017-DELC V/R 08/15/19 | 05552EAN0 | ASSET BACKED | 408,000.0000 | 397,212.60 | .02 | |
BBCMS 2017-DELC V/R 08/15/19 | 05552EAQ3 | ASSET BACKED | 407,000.0000 | 395,253.00 | .02 | |
PNC BANK NA 2.5% 08/27/24 | 05552JAA7 | CORPORATE BONDS | 1,045,000.0000 | 1,023,850.86 | .05 | |
BINOM 2021-INV1 V/R 06/25/56 | 05552UAA2 | ASSET BACKED | 493,574.4100 | 459,049.37 | .02 | |
BCPE EMPIRE HO 7.625% 05/01/27 | 05552VAA0 | CORPORATE BONDS | 120,000.0000 | 112,467.60 | .01 | |
BX 2019-XL D V/R 10/15/21 | 056054AG4 | ASSET BACKED | 544,000.0000 | 538,542.37 | .03 | |
BX 2019-XL E V/R 10/15/21 | 056054AH2 | ASSET BACKED | 3,604,000.0000 | 3,563,505.82 | .17 | |
BX 2019-XL F V/R 10/15/21 | 056054AJ8 | ASSET BACKED | 3,145,000.0000 | 3,081,904.38 | .15 | |
BX 2018-BIOA D V/R 02/15/20 | 056057AL6 | ASSET BACKED | 4,738,475.0100 | 4,652,470.74 | .23 | |
BX 2019-OC11 E V/R 12/09/29 | 05606FAN3 | ASSET BACKED | 1,529,000.0000 | 1,305,910.18 | .06 | |
BX 2017-SLCT E V/R 07/15/19 | 05607DAN7 | ASSET BACKED | 340,617.5200 | 336,344.20 | .02 | |
BX 2021-MFM1 D V/R 01/15/23 | 05608VAJ5 | ASSET BACKED | 1,400,000.0000 | 1,352,207.22 | .07 | |
BX 2021-21M H V/R 10/15/26 | 05609CAU1 | ASSET BACKED | 829,000.0000 | 798,482.02 | .04 | |
BX 2021-VOLT C V/R 09/15/23 | 05609VAJ4 | ASSET BACKED | 2,900,000.0000 | 2,801,019.52 | .14 | |
BX 2021-VOLT E V/R 09/15/23 | 05609VAN5 | ASSET BACKED | 536,000.0000 | 515,586.71 | .03 | |
BX 2021-VOLT F V/R 09/15/23 | 05609VAQ8 | ASSET BACKED | 536,000.0000 | 515,747.24 | .03 | |
BANK OF AMERICA C V/R 02/07/30 | 06051GHQ5 | CORPORATE BONDS | 1,000,000.0000 | 965,345.93 | .05 | |
BANK OF AMERICA C V/R 04/23/27 | 06051GHT9 | CORPORATE BONDS | 230,000.0000 | 223,152.47 | .01 | |
BANK OF AMERICA C V/R 10/22/25 | 06051GHW2 | CORPORATE BONDS | 2,375,000.0000 | 2,286,558.42 | .11 | |
BANK OF AMERICA C V/R 03/20/51 | 06051GJA8 | CORPORATE BONDS | 2,345,000.0000 | 2,106,101.53 | .10 | |
BANK OF AMERICA C V/R 10/24/31 | 06051GJL4 | CORPORATE BONDS | 6,075,000.0000 | 4,939,675.51 | .24 | |
BANK OF AMERICA C V/R 04/22/32 | 06051GJT7 | CORPORATE BONDS | 980,000.0000 | 840,731.01 | .04 | |
BANK OF AMERICA C V/R 04/22/42 | 06051GJW0 | CORPORATE BONDS | 685,000.0000 | 559,795.07 | .03 | |
BANK OF AMERICA C V/R 09/21/36 | 06051GKC2 | CORPORATE BONDS | 1,310,000.0000 | 1,048,969.22 | .05 | |
BANK OF AMERICA C V/R 10/20/32 | 06051GKD0 | CORPORATE BONDS | 415,000.0000 | 350,589.71 | .02 | |
BANK OF AMERICA C V/R 04/25/25 | 06051GKS7 | CORPORATE BONDS | 140,000.0000 | 139,857.24 | .01 | |
BANK OF NY MELL 2.45% 08/17/26 | 06406FAE3 | CORPORATE BONDS | 115,000.0000 | 110,702.97 | .01 | |
BANK OF NY MELLO 2.1% 10/24/24 | 06406RAL1 | CORPORATE BONDS | 280,000.0000 | 273,638.93 | .01 | |
BANK OF NY MELL 2.05% 01/26/27 | 06406RBA4 | CORPORATE BONDS | 1,300,000.0000 | 1,215,150.82 | .06 | |
BANK 2018-BN10 X V/R 02/15/61 | 065404BF1 | ASSET BACKED | 15,819,385.3800 | 532,790.57 | .03 | |
BANK 2017-BNK4 X V/R 05/15/50 | 06541FBB4 | ASSET BACKED | 11,029,325.2300 | 553,408.53 | .03 | |
BANK 2020-BN30 A V/R 12/15/30 | 06541UBW5 | ASSET BACKED | 7,540,000.0000 | 6,434,700.09 | .32 | |
BAXTER INTERNA 2.272% 12/01/28 | 071813CM9 | CORPORATE BONDS | 795,000.0000 | 707,855.11 | .03 | |
BAYER US FINANC 4.25% 12/15/25 | 07274NAJ2 | CORPORATE BONDS | 210,000.0000 | 210,799.38 | .01 | |
BEACON ROOFING 4.125% 05/15/29 | 073685AH2 | CORPORATE BONDS | 35,000.0000 | 30,804.55 | .00 | |
BALTA 2006-1 21A V/R 02/25/36 | 07386HB83 | ASSET BACKED | 2,963,673.1900 | 2,413,902.63 | .12 | |
BENCHMARK MTG 2.928% 12/15/72 | 08160KAE4 | ASSET BACKED | 1,835,000.0000 | 1,711,154.20 | .08 | |
BMARK 2020-B22 X V/R 09/15/30 | 08163BBF7 | ASSET BACKED | 2,369,650.6900 | 239,450.60 | .01 | |
BERKSHIRE HATHAW 4.2% 08/15/48 | 084664CQ2 | CORPORATE BONDS | 455,000.0000 | 434,736.61 | .02 | |
BERKSHIRE HATHA 3.85% 03/15/52 | 084664DB4 | CORPORATE BONDS | 6,135,000.0000 | 5,457,779.62 | .27 | |
BERRY GLOBAL IN 0.95% 02/15/24 | 08576PAG6 | CORPORATE BONDS | 675,000.0000 | 643,968.93 | .03 | |
BHG 2021-B A 0.9% 10/17/34 | 08862BAA3 | ASSET BACKED | 250,975.6600 | 243,037.32 | .01 | |
BLACKROCK INC 1.9% 01/28/31 | 09247XAR2 | CORPORATE BONDS | 1,035,000.0000 | 870,861.35 | .04 | |
BLACKSTONE HOLDING 2% 01/30/32 | 09261BAD2 | CORPORATE BONDS | 1,040,000.0000 | 846,770.20 | .04 | |
BLUE RACER MID 7.625% 12/15/25 | 095796AH1 | CORPORATE BONDS | 55,000.0000 | 56,650.00 | .00 | |
BOEING CO 2.95% 02/01/30 | 097023CN3 | CORPORATE BONDS | 810,000.0000 | 697,303.89 | .03 | |
BOEING CO 5.04% 05/01/27 | 097023CU7 | CORPORATE BONDS | 820,000.0000 | 829,045.65 | .04 | |
BOSTON GAS COM 3.757% 03/16/32 | 100743AM5 | CORPORATE BONDS | 155,000.0000 | 145,301.68 | .01 | |
BOSTON PROPERTIE 3.4% 06/21/29 | 10112RBB9 | CORPORATE BONDS | 3,000,000.0000 | 2,802,150.00 | .14 | |
BOSTON PROPERTI 3.25% 01/30/31 | 10112RBD5 | CORPORATE BONDS | 2,975,000.0000 | 2,699,663.75 | .13 | |
BOXER PARENT C 7.125% 10/02/25 | 103186AB8 | CORPORATE BONDS | 15,000.0000 | 15,300.00 | .00 | |
BOYNE USA INC 4.75% 05/15/29 | 103557AC8 | CORPORATE BONDS | 400,000.0000 | 371,000.00 | .02 | |
BP CAP MARKETS 3.633% 04/06/30 | 10373QBL3 | CORPORATE BONDS | 375,000.0000 | 361,616.83 | .02 | |
BP CAP MARKETS 2.939% 06/04/51 | 10373QBP4 | CORPORATE BONDS | 695,000.0000 | 514,708.61 | .03 | |
BP CAP MARKETS 3.379% 02/08/61 | 10373QBQ2 | CORPORATE BONDS | 455,000.0000 | 353,177.68 | .02 | |
BP CAP MARKETS 3.06% 06/17/41 | 10373QBR0 | CORPORATE BONDS | 45,000.0000 | 36,657.55 | .00 | |
BP CAP MARKETS 3.001% 03/17/52 | 10373QBS8 | CORPORATE BONDS | 880,000.0000 | 658,947.38 | .03 | |
BP CAP MARKETS 2.721% 01/12/32 | 10373QBT6 | CORPORATE BONDS | 240,000.0000 | 211,390.01 | .01 | |
BRAVO 2021-C A1 V/R 03/01/61 | 105692AA5 | ASSET BACKED | 1,176,235.8700 | 1,092,603.97 | .05 | |
BRAVO 2021-NQM2 V/R 03/25/60 | 10569EAA9 | ASSET BACKED | 364,101.3300 | 351,950.69 | .02 | |
BRAVO 2021-NQM1 V/R 02/25/49 | 10569TAA6 | ASSET BACKED | 333,378.3300 | 314,306.92 | .02 | |
BRIGHTHSE FIN GLBL 1% 04/12/24 | 10921U2A5 | CORPORATE BONDS | 300,000.0000 | 285,605.73 | .01 | |
BRIGHTHSE FIN G 1.75% 01/13/25 | 10921U2H0 | CORPORATE BONDS | 650,000.0000 | 613,091.36 | .03 | |
BRIGHTHOUSE FIN 3.85% 12/22/51 | 10922NAH6 | CORPORATE BONDS | 405,000.0000 | 298,851.23 | .01 | |
BRISTOL-MYERS SQ 2.9% 07/26/24 | 110122CM8 | CORPORATE BONDS | 71,000.0000 | 70,593.67 | .00 | |
BRISTOL-MYERS S 0.75% 11/13/25 | 110122DN5 | CORPORATE BONDS | 780,000.0000 | 710,986.25 | .03 | |
BRISTOL-MYERS S 2.55% 11/13/50 | 110122DS4 | CORPORATE BONDS | 90,000.0000 | 64,757.06 | .00 | |
BRISTOL-MYERS S 3.55% 03/15/42 | 110122DV7 | CORPORATE BONDS | 630,000.0000 | 562,719.46 | .03 | |
BROADCOM INC 4.3% 11/15/32 | 11135FAS0 | CORPORATE BONDS | 230,000.0000 | 215,662.66 | .01 | |
BROADCOM INC 3.419% 04/15/33 | 11135FBK6 | CORPORATE BONDS | 1,522,000.0000 | 1,305,785.39 | .06 | |
BROADCOM INC 3.137% 11/15/35 | 11135FBP5 | CORPORATE BONDS | 163,000.0000 | 131,658.78 | .01 | |
BROADCOM INC 4.926% 05/15/37 | 11135FBV2 | CORPORATE BONDS | 2,512,000.0000 | 2,348,343.20 | .12 | |
BROWN & BROWN 2.375% 03/15/31 | 115236AC5 | CORPORATE BONDS | 600,000.0000 | 497,183.08 | .02 | |
BUILDERS FIRSTSOUR 5% 03/01/30 | 12008RAN7 | CORPORATE BONDS | 140,000.0000 | 129,500.00 | .01 | |
BUILDERS FIRSTS 4.25% 02/01/32 | 12008RAP2 | CORPORATE BONDS | 90,000.0000 | 76,837.50 | .00 | |
BUNGE LTD FINAN 2.75% 05/14/31 | 120568BC3 | CORPORATE BONDS | 455,000.0000 | 393,185.73 | .02 | |
BX 2018-EXCL A V/R 09/15/20 | 12433WAA9 | ASSET BACKED | 95,021.3900 | 94,014.08 | .00 | |
BX 2018-EXCL C V/R 09/15/20 | 12433WAE1 | ASSET BACKED | 756,339.5900 | 718,690.74 | .04 | |
CBASS 2006-CB9 A V/R 11/25/36 | 12465MAD6 | ASSET BACKED | 4,765,596.2200 | 2,581,998.60 | .13 | |
CAMB 2021-CX2 C V/R 11/10/31 | 12477BAG9 | ASSET BACKED | 5,900,000.0000 | 4,936,491.65 | .24 | |
CAMB 2019-LIFE A V/R 12/15/20 | 12482HAA2 | ASSET BACKED | 366,000.0000 | 364,162.28 | .02 | |
CCO HLDGS LLC/C 4.75% 03/01/30 | 1248EPCD3 | CORPORATE BONDS | 265,000.0000 | 236,843.75 | .01 | |
CCO HLDGS LLC/CA 4.5% 08/15/30 | 1248EPCE1 | CORPORATE BONDS | 125,000.0000 | 109,062.50 | .01 | |
CCO HLDGS LLC/C 4.25% 01/15/34 | 1248EPCP6 | CORPORATE BONDS | 85,000.0000 | 67,575.00 | .00 | |
CCO HLDGS LLC/C 4.75% 02/01/32 | 1248EPCQ4 | CORPORATE BONDS | 95,000.0000 | 81,636.35 | .00 | |
CBASS 2006-CB4 A V/R 05/25/36 | 12498QAD8 | ASSET BACKED | 4,433,629.2900 | 3,354,418.30 | .16 | |
CD 2017-CD6 C V/R 11/13/27 | 125039AK3 | ASSET BACKED | 795,000.0000 | 747,456.14 | .04 | |
CDW LLC/CDW FIN 2.67% 12/01/26 | 12513GBG3 | CORPORATE BONDS | 210,000.0000 | 192,856.86 | .01 | |
CDW LLC/CDW FI 3.276% 12/01/28 | 12513GBH1 | CORPORATE BONDS | 195,000.0000 | 175,879.28 | .01 | |
CDW LLC/CDW FI 3.569% 12/01/31 | 12513GBJ7 | CORPORATE BONDS | 180,000.0000 | 157,596.30 | .01 | |
CD 2017-CD4 XA V/R 04/10/27 | 12515DAS3 | ASSET BACKED | 19,064,842.0800 | 787,717.33 | .04 | |
CGDB 2019-MOB E V/R 11/15/21 | 125284AJ8 | ASSET BACKED | 3,489,000.0000 | 3,401,512.63 | .17 | |
SORT 2021-1A B 1.98% 03/15/26 | 12530MAG0 | ASSET BACKED | 110,918.1200 | 101,833.43 | .00 | |
CFCRE 2017-C8 XA V/R 05/15/27 | 12532CBE4 | ASSET BACKED | 13,109,448.5400 | 767,008.93 | .04 | |
CHS/COMMUNITY HEAL 6% 01/15/29 | 12543DBH2 | CORPORATE BONDS | 95,000.0000 | 89,793.05 | .00 | |
CHS/COMMUNITY 6.875% 04/15/29 | 12543DBJ8 | CORPORATE BONDS | 125,000.0000 | 109,627.50 | .01 | |
CHS/COMMUNITY H 4.75% 02/15/31 | 12543DBK5 | CORPORATE BONDS | 85,000.0000 | 72,037.50 | .00 | |
CIGNA CORP 3.05% 10/15/27 | 125523AZ3 | CORPORATE BONDS | 280,000.0000 | 268,187.07 | .01 | |
CIGNA CORP 1.25% 03/15/26 | 125523CP3 | CORPORATE BONDS | 1,075,000.0000 | 976,453.58 | .05 | |
CLIF 2021-1A A 1.64% 02/18/31 | 12565KAA5 | ASSET BACKED | 5,800,490.1600 | 5,221,277.57 | .26 | |
CIM 2021-R6 A1 V/R 07/25/61 | 12567RAA8 | ASSET BACKED | 1,406,618.8200 | 1,303,193.09 | .06 | |
COMM 2015-CR2 3.497% 04/10/25 | 12593ABA2 | ASSET BACKED | 1,050,000.0000 | 1,039,024.25 | .05 | |
COMM 2016-DC2 C V/R 02/10/26 | 12594CBK5 | ASSET BACKED | 800,000.0000 | 766,469.84 | .04 | |
CSAIL 2018-C14 C V/R 10/15/28 | 12596GBF5 | ASSET BACKED | 1,205,000.0000 | 1,118,783.33 | .05 | |
COMM 2020-SBX C V/R 01/10/26 | 12598EAF9 | ASSET BACKED | 3,750,000.0000 | 3,411,754.88 | .17 | |
COMM 2013-CR9 XA V/R 07/10/23 | 12625UBC6 | ASSET BACKED | 178,896,570.9700 | 43,060.40 | .00 | |
CSC HOLDINGS LL 5.75% 01/15/30 | 126307BA4 | CORPORATE BONDS | 295,000.0000 | 244,850.00 | .01 | |
CSAIL 2015-C4 A3 V/R 08/15/20 | 12635RAW8 | ASSET BACKED | 1,985,981.5000 | 1,951,939.00 | .10 | |
CSAIL 2016-C7 B V/R 10/15/26 | 12637UBB4 | ASSET BACKED | 824,000.0000 | 787,911.52 | .04 | |
CSMC 2021-NQM1 A V/R 05/25/65 | 126407AA3 | ASSET BACKED | 245,946.3600 | 238,480.93 | .01 | |
CSX CORP 3.35% 09/15/49 | 126408HR7 | CORPORATE BONDS | 855,000.0000 | 701,793.13 | .03 | |
CSMC 2022-NQM1 A V/R 01/25/26 | 126416AA4 | ASSET BACKED | 1,630,005.8300 | 1,533,141.43 | .08 | |
CSMC 2020-NET 2.256% 08/15/25 | 126438AA8 | ASSET BACKED | 543,252.7900 | 509,849.43 | .02 | |
CSMC 2010-8R 5A1 V/R 02/26/37 | 12644KJE3 | ASSET BACKED | 1,519,893.4300 | 1,515,274.02 | .07 | |
CNX RESOURCES CORP 6% 01/15/29 | 12653CAJ7 | CORPORATE BONDS | 90,000.0000 | 88,791.30 | .00 | |
CSMC 2019-ICE4 D V/R 05/15/21 | 12653VAG1 | ASSET BACKED | 110,000.0000 | 108,686.02 | .01 | |
CSMC 2019-ICE4 E V/R 05/15/21 | 12653VAJ5 | ASSET BACKED | 5,300,000.0000 | 5,196,794.69 | .25 | |
CNX MIDSTREAM P 4.75% 04/15/30 | 12654AAA9 | CORPORATE BONDS | 175,000.0000 | 161,000.00 | .01 | |
COMM 2020-CX 2.173% 11/10/30 | 12656KAA5 | ASSET BACKED | 3,035,000.0000 | 2,615,047.96 | .13 | |
COMM 2020-CX 2.446% 11/10/30 | 12656KAE7 | ASSET BACKED | 2,615,000.0000 | 2,236,453.12 | .11 | |
COMM 2020-CX C V/R 11/10/30 | 12656KAG2 | ASSET BACKED | 1,150,000.0000 | 984,068.69 | .05 | |
COLT 2021-2R A1 V/R 07/27/54 | 12656YAA5 | ASSET BACKED | 255,751.0100 | 254,033.26 | .01 | |
CSMC 2021-AFC1 A V/R 02/25/25 | 12657LAA2 | ASSET BACKED | 497,101.3800 | 474,901.73 | .02 | |
CQP HOLDCO LP/BI 5.5% 06/15/31 | 12657NAA8 | CORPORATE BONDS | 250,000.0000 | 230,575.00 | .01 | |
CSMC 2021-B33 3.052% 10/10/31 | 12658WAA7 | ASSET BACKED | 183,000.0000 | 169,294.60 | .01 | |
CSMC 2021-B33 3.167% 10/10/31 | 12658WAC3 | ASSET BACKED | 650,000.0000 | 589,075.76 | .03 | |
COMM 2022-HC 2.819% 01/10/27 | 12659DAA8 | ASSET BACKED | 203,000.0000 | 190,835.81 | .01 | |
COMM 2022-HC 3.376% 01/10/27 | 12659DAG5 | ASSET BACKED | 300,000.0000 | 283,496.79 | .01 | |
CSMC 2021-NQM8 A V/R 10/25/66 | 12659FAA3 | ASSET BACKED | 702,434.0700 | 661,141.62 | .03 | |
CSMC 2021-NQM4 A V/R 06/25/25 | 12659PAA1 | ASSET BACKED | 1,021,610.2700 | 959,541.83 | .05 | |
CSMC 2021-NQM2 A V/R 02/25/66 | 12662EAA1 | ASSET BACKED | 968,910.1900 | 924,799.20 | .05 | |
CSMC 2021-RPL4 A V/R 12/27/60 | 12662GAC2 | ASSET BACKED | 417,803.3200 | 395,012.48 | .02 | |
CSMC 2021-NQM6 A V/R 07/25/66 | 12662KAA7 | ASSET BACKED | 1,625,058.2500 | 1,488,472.10 | .07 | |
CVR PARTNERS/C 6.125% 06/15/28 | 12663QAC9 | CORPORATE BONDS | 90,000.0000 | 88,200.00 | .00 | |
CVS HEALTH CORP AMRTZ 6.036%28 | 126650BP4 | CORPORATE BONDS | 1,323,878.4800 | 1,396,370.11 | .07 | |
CVS CAREMARK 6.943% 1/10/30 | 126650BQ2 | ASSET BACKED | 1,167,704.6900 | 1,265,832.47 | .06 | |
CVS HEALTH CORP 4.78% 03/25/38 | 126650CY4 | CORPORATE BONDS | 947,000.0000 | 936,521.45 | .05 | |
CVS HEALTH CORP 5.05% 03/25/48 | 126650CZ1 | CORPORATE BONDS | 825,000.0000 | 829,969.74 | .04 | |
CVS HEALTH CORP 2.7% 08/21/40 | 126650DP2 | CORPORATE BONDS | 655,000.0000 | 494,079.37 | .02 | |
CWALT 2005-7CB 2 V/R 03/01/38 | 12667F4M4 | ASSET BACKED | 5,721,692.1600 | 381,057.26 | .02 | |
CWALT 2005-7CB 2 V/R 03/01/38 | 12667F4Q5 | ASSET BACKED | 5,721,692.1500 | 4,645,615.22 | .23 | |
CWALT 2005-28CB 5.5% 08/25/35 | 12667GWW9 | ASSET BACKED | 656,042.4900 | 619,461.89 | .03 | |
CWALT 2006-OA2 A V/R 05/20/46 | 126694R75 | ASSET BACKED | 4,528,058.6700 | 4,006,296.36 | .20 | |
CWT TRAVEL GROUP 8.5% 11/19/26 | 12670RAA2 | CORPORATE BONDS | 36,196.0000 | 35,743.55 | .00 | |
CAESARS ENTERT 4.625% 10/15/29 | 12769GAA8 | CORPORATE BONDS | 110,000.0000 | 94,325.00 | .00 | |
CALIFORNIA ST 7.3% 10/01/39 | 13063A7D0 | MUNICIPAL BONDS | 360,000.0000 | 475,743.31 | .02 | |
CALPINE CORP 4.5% 02/15/28 | 131347CM6 | CORPORATE BONDS | 95,000.0000 | 87,943.40 | .00 | |
CALPINE CORP 5.125% 03/15/28 | 131347CN4 | CORPORATE BONDS | 60,000.0000 | 54,502.50 | .00 | |
CALPINE CORP 4.625% 02/01/29 | 131347CP9 | CORPORATE BONDS | 75,000.0000 | 65,545.88 | .00 | |
CARGILL INC 2.125% 11/10/31 | 141781BS2 | CORPORATE BONDS | 575,000.0000 | 488,352.99 | .02 | |
CARGILL INC 4% 06/22/32 | 141781BW3 | CORPORATE BONDS | 380,000.0000 | 375,626.83 | .02 | |
CARMX 2021-1 C 0.94% 02/18/25 | 14316NAF6 | ASSET BACKED | 1,700,000.0000 | 1,576,195.80 | .08 | |
CARRIER GLOBAL 2.242% 02/15/25 | 14448CAN4 | CORPORATE BONDS | 38,000.0000 | 36,375.84 | .00 | |
CARRIER GLOBAL 3.577% 04/05/50 | 14448CAS3 | CORPORATE BONDS | 425,000.0000 | 340,911.38 | .02 | |
CARR 2006-NC4 V/R 10/25/36 | 14453MAC8 | ASSET BACKED | 1,571,166.0700 | 1,531,533.25 | .08 | |
CARVANA CO 5.625% 10/01/25 | 146869AB8 | CORPORATE BONDS | 65,000.0000 | 56,293.90 | .00 | |
CMHAT 2021-MH 1.753% 02/25/46 | 14731QAA7 | ASSET BACKED | 314,073.9600 | 286,669.44 | .01 | |
CASTLE US HOLDIN 9.5% 02/15/28 | 14852LAA1 | CORPORATE BONDS | 125,000.0000 | 114,687.50 | .01 | |
CLAST 2018-1 4.125% 06/15/25 | 14856CAA7 | ASSET BACKED | 919,187.8100 | 823,004.82 | .04 | |
CATALENT PHARMA 3.5% 04/01/30 | 14879EAK4 | CORPORATE BONDS | 80,000.0000 | 69,584.80 | .00 | |
CATERPILLAR INC 2.6% 04/09/30 | 149123CH2 | CORPORATE BONDS | 415,000.0000 | 381,521.57 | .02 | |
CEDAR FAIR LP 5.25% 07/15/29 | 150190AE6 | CORPORATE BONDS | 280,000.0000 | 264,950.00 | .01 | |
CENTENE CORP 3% 10/15/30 | 15135BAW1 | CORPORATE BONDS | 80,000.0000 | 69,600.00 | .00 | |
CENTENE CORP 2.5% 03/01/31 | 15135BAX9 | CORPORATE BONDS | 935,000.0000 | 777,218.75 | .04 | |
CENTENE CORP 2.625% 08/01/31 | 15135BAZ4 | CORPORATE BONDS | 70,000.0000 | 58,149.70 | .00 | |
CENGAGE LEARNING 9.5% 06/15/24 | 15137NAA1 | CORPORATE BONDS | 125,000.0000 | 122,500.00 | .01 | |
CENTURY COMMUNI 6.75% 06/01/27 | 156504AL6 | CORPORATE BONDS | 115,000.0000 | 116,266.15 | .01 | |
LUMEN TECHNOLO 5.125% 12/15/26 | 156700BB1 | CORPORATE BONDS | 135,000.0000 | 121,500.00 | .01 | |
LUMEN TECHNOLOGIES 4% 02/15/27 | 156700BC9 | CORPORATE BONDS | 125,000.0000 | 111,161.25 | .01 | |
CHARTER COMM O 4.908% 07/23/25 | 161175AY0 | CORPORATE BONDS | 410,000.0000 | 417,568.60 | .02 | |
CHARTER COMM O 6.384% 10/23/35 | 161175AZ7 | CORPORATE BONDS | 3,965,000.0000 | 4,177,260.21 | .20 | |
CHARTER COMM OPT 4.2% 03/15/28 | 161175BK9 | CORPORATE BONDS | 360,000.0000 | 347,845.82 | .02 | |
CHARTER COMM OPT 4.8% 03/01/50 | 161175BT0 | CORPORATE BONDS | 1,975,000.0000 | 1,618,052.70 | .08 | |
CHARTER COMM OPT 2.3% 02/01/32 | 161175BX1 | CORPORATE BONDS | 1,100,000.0000 | 858,033.94 | .04 | |
CHARTER COMM OPT 3.9% 06/01/52 | 161175CA0 | CORPORATE BONDS | 165,000.0000 | 119,047.29 | .01 | |
CHARTER COMM OPT 4.4% 12/01/61 | 161175CC6 | CORPORATE BONDS | 100,000.0000 | 74,754.22 | .00 | |
CHARTER COMM OPT 4.4% 04/01/33 | 161175CJ1 | CORPORATE BONDS | 695,000.0000 | 633,542.57 | .03 | |
CHESAPEAKE ENE 5.875% 02/01/29 | 165167DG9 | CORPORATE BONDS | 85,000.0000 | 84,041.20 | .00 | |
CIENA CORP 4% 01/31/30 | 171779AL5 | CORPORATE BONDS | 195,000.0000 | 177,816.60 | .01 | |
CITIGROUP INC V/R 07/24/23 | 172967LM1 | CORPORATE BONDS | 805,000.0000 | 804,850.95 | .04 | |
CITIGROUP INC V/R 07/24/28 | 172967LP4 | CORPORATE BONDS | 1,505,000.0000 | 1,447,478.60 | .07 | |
CITIGROUP INC V/R 04/24/25 | 172967MF5 | CORPORATE BONDS | 165,000.0000 | 162,384.45 | .01 | |
CITIGROUP INC V/R 03/31/31 | 172967MP3 | CORPORATE BONDS | 880,000.0000 | 859,522.40 | .04 | |
CITIGROUP INC V/R 04/08/26 | 172967MQ1 | CORPORATE BONDS | 5,000,000.0000 | 4,837,273.80 | .24 | |
CITIGROUP INC V/R 06/09/27 | 172967NA5 | CORPORATE BONDS | 1,180,000.0000 | 1,050,293.35 | .05 | |
CITIGROUP INC V/R 11/05/30 | 17308CC53 | CORPORATE BONDS | 3,555,000.0000 | 3,175,127.88 | .16 | |
CGCMT 2015-GC 3.762% 06/10/25 | 17323YAD1 | ASSET BACKED | 1,415,000.0000 | 1,412,458.80 | .07 | |
CGCMT 2015-GC35 V/R 11/10/48 | 17324KAV0 | ASSET BACKED | 32,157,383.0600 | 680,437.36 | .03 | |
CGCMT 2019-GC 3.038% 10/10/29 | 17328HBD2 | ASSET BACKED | 7,640,000.0000 | 7,185,112.11 | .35 | |
CLARIV SCI HLD 4.875% 07/01/29 | 18064PAD1 | CORPORATE BONDS | 165,000.0000 | 145,411.20 | .01 | |
CLEAN HARBORS 5.125% 07/15/29 | 184496AP2 | CORPORATE BONDS | 45,000.0000 | 44,325.00 | .00 | |
CLEAR CHANNEL O 7.75% 04/15/28 | 18453HAC0 | CORPORATE BONDS | 15,000.0000 | 14,137.50 | .00 | |
CLEAR CHANNEL OU 7.5% 06/01/29 | 18453HAD8 | CORPORATE BONDS | 135,000.0000 | 127,399.50 | .01 | |
CLECO CORPORAT 4.973% 05/01/46 | 18551PAD1 | CORPORATE BONDS | 70,000.0000 | 67,836.98 | .00 | |
CLYDESDALE ACQ 6.625% 04/15/29 | 18972EAA3 | CORPORATE BONDS | 130,000.0000 | 129,675.00 | .01 | |
COLD 2020-ICE5 B V/R 11/15/25 | 193051AJ8 | ASSET BACKED | 3,250,749.6500 | 3,211,987.06 | .16 | |
COLT 2021-2 A1 V/R 08/25/66 | 19685WAA9 | ASSET BACKED | 614,640.2300 | 546,104.65 | .03 | |
COLT 2021-1 A1 V/R 06/25/66 | 19688EAA6 | ASSET BACKED | 682,778.1900 | 609,571.80 | .03 | |
COLT 2021-3 A1 V/R 09/27/66 | 19688FAA3 | ASSET BACKED | 1,144,672.2000 | 1,014,953.14 | .05 | |
COLT 2022-1 A1 V/R 12/27/66 | 19688HAA9 | ASSET BACKED | 1,610,789.7100 | 1,543,994.29 | .08 | |
COLT 2021-HX1 A1 V/R 10/25/66 | 19688KAA2 | ASSET BACKED | 1,615,781.3900 | 1,484,810.67 | .07 | |
COMCAST CORP 3.75% 04/01/40 | 20030NDH1 | CORPORATE BONDS | 1,455,000.0000 | 1,307,108.78 | .06 | |
COMCAST CORP 2.937% 11/01/56 | 20030NDT5 | CORPORATE BONDS | 894,000.0000 | 639,499.61 | .03 | |
COMMONSPIRIT HE 2.76% 10/01/24 | 20268JAA1 | CORPORATE BONDS | 325,000.0000 | 318,220.15 | .02 | |
COMMONWEALTH EDISO 4% 03/01/48 | 202795JM3 | CORPORATE BONDS | 360,000.0000 | 333,629.24 | .02 | |
COMMSCOPE INC 4.75% 09/01/29 | 203372AX5 | CORPORATE BONDS | 105,000.0000 | 87,789.45 | .00 | |
COMMSCOPE TECH LLC 5% 03/15/27 | 20338HAB9 | CORPORATE BONDS | 85,000.0000 | 66,725.00 | .00 | |
CAS 2022-R01 1M2 V/R 12/25/41 | 20754LAB5 | ASSET BACKED | 4,943,237.0000 | 4,764,102.00 | .23 | |
CONOCOPHILLIPS C 3.8% 03/15/52 | 20826FAV8 | CORPORATE BONDS | 300,000.0000 | 269,814.32 | .01 | |
CONSOLIDATED COMMU 5% 10/01/28 | 20903XAH6 | CORPORATE BONDS | 175,000.0000 | 143,010.00 | .01 | |
CON EDISON CO OF 3.2% 12/01/51 | 209111GC1 | CORPORATE BONDS | 450,000.0000 | 354,427.43 | .02 | |
CONSTELLATION BR 3.6% 02/15/28 | 21036PAY4 | CORPORATE BONDS | 165,000.0000 | 158,873.14 | .01 | |
CONSTELLATION B 3.15% 08/01/29 | 21036PBE7 | CORPORATE BONDS | 280,000.0000 | 256,919.24 | .01 | |
CONSTELLATION 2.875% 05/01/30 | 21036PBF4 | CORPORATE BONDS | 510,000.0000 | 453,480.61 | .02 | |
UNITED AIRLINES 4.15% 04/11/24 | 210795PZ7 | CORPORATE BONDS | 612,734.0200 | 608,482.69 | .03 | |
CONTINENTAL RE 2.268% 11/15/26 | 212015AU5 | CORPORATE BONDS | 290,000.0000 | 264,923.70 | .01 | |
COREBRIDGE FINA 3.85% 04/05/29 | 21871XAE9 | CORPORATE BONDS | 165,000.0000 | 157,532.52 | .01 | |
COREBRIDGE FINAN 3.9% 04/05/32 | 21871XAG4 | CORPORATE BONDS | 130,000.0000 | 122,009.82 | .01 | |
CORNERSTONE BU 6.125% 01/15/29 | 21925DAA7 | CORPORATE BONDS | 105,000.0000 | 87,365.25 | .00 | |
GNMA II 30 YR TBA 2% MAY 21 | 21H020659 | TBA- TO BE ANNOUNCED SECURITY | 1,450,000.0000 | 1,315,251.95 | .06 | |
GNMA TBA 30 UR 2.5% MAY 22 | 21H022655 | TBA- TO BE ANNOUNCED SECURITY | 9,110,000.0000 | 8,452,669.86 | .41 | |
G2SF TBA 30 YR 3% MAY 22 | 21H030658 | TBA- TO BE ANNOUNCED SECURITY | 11,660,000.0000 | 11,114,364.94 | .54 | |
GNMAII 30YR TBA 3.5% APR 12 | 21H032654 | TBA- TO BE ANNOUNCED SECURITY | 4,482,000.0000 | 4,384,306.38 | .21 | |
G2SF 30 YR TBA 4.5% MAY 12 | 21H042653 | TBA- TO BE ANNOUNCED SECURITY | 1,085,000.0000 | 1,105,852.34 | .05 | |
COTY INC 6.5% 04/15/26 | 222070AB0 | CORPORATE BONDS | 55,000.0000 | 53,487.50 | .00 | |
COTY INC 5% 04/15/26 | 222070AE4 | CORPORATE BONDS | 95,000.0000 | 90,235.75 | .00 | |
COX COMMUNICATIO 2.6% 06/15/31 | 224044CN5 | CORPORATE BONDS | 430,000.0000 | 366,213.94 | .02 | |
CAALT 2021-3A A 1% 07/15/24 | 22535GAA0 | ASSET BACKED | 465,000.0000 | 445,088.75 | .02 | |
CSFB 2005-9 5A6 5.5% 10/25/35 | 2254586D5 | ASSET BACKED | 1,638,689.6000 | 1,118,722.41 | .05 | |
CROWN CASTLE T 4.241% 07/15/28 | 22822RBH2 | CORPORATE BONDS | 2,766,000.0000 | 2,754,806.27 | .14 | |
CROWN CASTLE INT 4.3% 02/15/29 | 22822VAL5 | CORPORATE BONDS | 730,000.0000 | 713,422.23 | .03 | |
CROWN CASTLE INT 2.1% 04/01/31 | 22822VAW1 | CORPORATE BONDS | 3,410,000.0000 | 2,764,275.14 | .14 | |
CSMC 2021-NQM5 A V/R 06/25/25 | 22946DAA0 | ASSET BACKED | 605,190.6500 | 563,935.41 | .03 | |
DBJPM 2020-C9 XA V/R 08/15/30 | 233063AW6 | ASSET BACKED | 2,229,087.2800 | 185,064.62 | .01 | |
DBGS 2018-BIOD E V/R 05/15/20 | 23306GAJ6 | ASSET BACKED | 3,545,399.2400 | 3,483,189.18 | .17 | |
DCOT 2019-MTC 2.965% 10/15/29 | 23312BAA8 | ASSET BACKED | 610,000.0000 | 556,185.43 | .03 | |
DBJPM 2017-C6 XB V/R 06/10/27 | 23312JAL7 | ASSET BACKED | 21,195,000.0000 | 301,371.71 | .01 | |
DSLA 2005-AR4 1A V/R 08/19/45 | 23332UEL4 | ASSET BACKED | 4,987,425.0900 | 4,087,030.28 | .20 | |
DAE FUNDING LLC 1.55% 08/01/24 | 23371DAJ3 | CORPORATE BONDS | 1,115,000.0000 | 1,039,785.18 | .05 | |
DALLAS-FORT WO 4.507% 11/01/51 | 23503CAN7 | MUNICIPAL BONDS | 465,000.0000 | 444,434.72 | .02 | |
DANA INC 5.375% 11/15/27 | 235825AF3 | CORPORATE BONDS | 45,000.0000 | 42,525.00 | .00 | |
DANA INC 4.25% 09/01/30 | 235825AH9 | CORPORATE BONDS | 20,000.0000 | 17,144.00 | .00 | |
DEALER TIRE LLC/DT 8% 02/01/28 | 24229JAA1 | CORPORATE BONDS | 135,000.0000 | 132,062.40 | .01 | |
DRMT 2021-1 A1 V/R 02/25/25 | 24380VAA9 | ASSET BACKED | 174,140.3600 | 167,254.17 | .01 | |
DRMT 2022-2 A1 V/R 03/25/67 | 24380XAA5 | ASSET BACKED | 1,952,134.6200 | 1,942,778.04 | .10 | |
DRMT 2021-2 A1 V/R 04/25/66 | 24381WAA6 | ASSET BACKED | 321,117.5600 | 297,837.73 | .01 | |
JOHN DEERE CAPI 1.75% 03/09/27 | 24422EVF3 | CORPORATE BONDS | 515,000.0000 | 473,292.91 | .02 | |
DIAMONDBACK ENER 3.5% 12/01/29 | 25278XAN9 | CORPORATE BONDS | 200,000.0000 | 187,544.47 | .01 | |
DICK'S SPORTING 3.15% 01/15/32 | 253393AF9 | CORPORATE BONDS | 450,000.0000 | 375,755.77 | .02 | |
DICK'S SPORTING 4.1% 01/15/52 | 253393AG7 | CORPORATE BONDS | 175,000.0000 | 127,970.31 | .01 | |
DIRECTV FIN LL 5.875% 08/15/27 | 25461LAA0 | CORPORATE BONDS | 110,000.0000 | 103,537.50 | .01 | |
DISCOVER FINANCI 4.1% 02/09/27 | 254709AM0 | CORPORATE BONDS | 735,000.0000 | 727,198.91 | .04 | |
DISCOVERY COMMUN 4.9% 03/11/26 | 25470DAL3 | CORPORATE BONDS | 250,000.0000 | 254,043.39 | .01 | |
DISCOVERY COMMU 3.95% 03/20/28 | 25470DAR0 | CORPORATE BONDS | 321,000.0000 | 308,599.21 | .02 | |
DISCOVERY COMMUN 5.2% 09/20/47 | 25470DAT6 | CORPORATE BONDS | 236,000.0000 | 216,767.21 | .01 | |
DISCOVERY COMM 4.125% 05/15/29 | 25470DBF5 | CORPORATE BONDS | 54,000.0000 | 51,590.52 | .00 | |
DISCOVERY COMMUN 5.3% 05/15/49 | 25470DBG3 | CORPORATE BONDS | 84,000.0000 | 78,900.58 | .00 | |
DISCOVERY COMMU 4.65% 05/15/50 | 25470DBH1 | CORPORATE BONDS | 880,000.0000 | 756,930.80 | .04 | |
DISH DBS CORP 5.125% 06/01/29 | 25470XBD6 | CORPORATE BONDS | 80,000.0000 | 62,488.80 | .00 | |
DISH DBS CORP 5.75% 12/01/28 | 25470XBF1 | CORPORATE BONDS | 95,000.0000 | 84,975.60 | .00 | |
DOLLAR GENERAL C 3.5% 04/03/30 | 256677AG0 | CORPORATE BONDS | 755,000.0000 | 708,980.82 | .03 | |
DOLLAR TREE INC 4% 05/15/25 | 256746AG3 | CORPORATE BONDS | 640,000.0000 | 643,714.96 | .03 | |
DOMINION ENERGY 3.9% 10/01/25 | 25746UCE7 | CORPORATE BONDS | 470,000.0000 | 472,729.12 | .02 | |
DPABS 2021-1A 2.662% 10/25/28 | 25755TAN0 | ASSET BACKED | 678,150.0000 | 608,436.18 | .03 | |
DUPONT DE NEMO 4.205% 11/15/23 | 26078JAB6 | CORPORATE BONDS | 1,270,000.0000 | 1,286,506.34 | .06 | |
DUPONT DE NEMO 4.725% 11/15/28 | 26078JAD2 | CORPORATE BONDS | 1,280,000.0000 | 1,322,445.80 | .06 | |
DUKE ENERGY COR 2.65% 09/01/26 | 26441CAS4 | CORPORATE BONDS | 1,160,000.0000 | 1,097,940.53 | .05 | |
DUKE ENERGY CORP 0.9% 09/15/25 | 26441CBJ3 | CORPORATE BONDS | 5,000,000.0000 | 4,577,826.05 | .22 | |
DUKE ENERGY COR 2.55% 06/15/31 | 26441CBL8 | CORPORATE BONDS | 965,000.0000 | 823,318.51 | .04 | |
DUKE ENERGY CARO 5.3% 02/15/40 | 26442CAH7 | CORPORATE BONDS | 1,590,000.0000 | 1,702,707.10 | .08 | |
DUKE ENERGY CAR 3.55% 03/15/52 | 26442CBH6 | CORPORATE BONDS | 180,000.0000 | 155,098.79 | .01 | |
DUKE ENERGY PROGRE 2% 08/15/31 | 26442UAL8 | CORPORATE BONDS | 210,000.0000 | 177,551.20 | .01 | |
DUKE ENERGY PROGRE 4% 04/01/52 | 26442UAP9 | CORPORATE BONDS | 235,000.0000 | 218,808.94 | .01 | |
DUN & BRADSTREET C 5% 12/15/29 | 26483EAL4 | CORPORATE BONDS | 155,000.0000 | 144,150.00 | .01 | |
ERP OPERATING 3.375% 06/01/25 | 26884ABD4 | CORPORATE BONDS | 6,017,000.0000 | 5,986,393.51 | .29 | |
EQM MIDSTREAM PA 6.5% 07/01/27 | 26885BAH3 | CORPORATE BONDS | 50,000.0000 | 50,500.00 | .00 | |
EQM MIDSTREAM P 4.75% 01/15/31 | 26885BAL4 | CORPORATE BONDS | 85,000.0000 | 75,786.00 | .00 | |
EMBARQ CORP 7.995% 06/01/36 | CTL/36 | 29078EAA3 | CORPORATE BONDS | 80,000.0000 | 72,000.00 | .00 |
EMERGENT BIOSO 3.875% 08/15/28 | 29089QAC9 | CORPORATE BONDS | 90,000.0000 | 76,387.50 | .00 | |
ENERGY TRANSFER LP 5% 05/15/44 | 292480AJ9 | CORPORATE BONDS | 385,000.0000 | 339,017.14 | .02 | |
ENCOMPASS HEALTH 4.5% 02/01/28 | 29261AAA8 | CORPORATE BONDS | 65,000.0000 | 60,094.45 | .00 | |
ENCOMPASS HEALT 4.75% 02/01/30 | 29261AAB6 | CORPORATE BONDS | 20,000.0000 | 18,075.00 | .00 | |
ENCOMPASS HEAL 4.625% 04/01/31 | 29261AAE0 | CORPORATE BONDS | 165,000.0000 | 145,612.50 | .01 | |
ENERGIZER HOLDI 4.75% 06/15/28 | 29272WAC3 | CORPORATE BONDS | 145,000.0000 | 127,486.90 | .01 | |
ENERGIZER HOLDIN 6.5% 12/31/27 | 29272WAF6 | CORPORATE BONDS | 115,000.0000 | 110,400.00 | .01 | |
ENERGY TRANSFER 5.95% 10/01/43 | 29273RAZ2 | CORPORATE BONDS | 1,683,000.0000 | 1,631,022.87 | .08 | |
ENERGY TRANSFER 4.9% 03/15/35 | 29273RBE8 | CORPORATE BONDS | 1,260,000.0000 | 1,192,961.23 | .06 | |
ENERGY TRANSFER 4.75% 01/15/26 | 29273RBG3 | CORPORATE BONDS | 360,000.0000 | 364,302.37 | .02 | |
ENERGY TRANSFER 6.25% 04/15/49 | 29279FAA7 | CORPORATE BONDS | 630,000.0000 | 635,767.95 | .03 | |
ENDURANCE INTERNAT 6% 02/15/29 | 29279XAA8 | CORPORATE BONDS | 75,000.0000 | 60,703.50 | .00 | |
ENTERPRISE PROD 3.75% 02/15/25 | 29379VBE2 | CORPORATE BONDS | 720,000.0000 | 721,019.68 | .04 | |
ENTERPRISE PROD 4.15% 10/16/28 | 29379VBT9 | CORPORATE BONDS | 6,000,000.0000 | 5,985,785.28 | .29 | |
ENTERPRISE PRODU 4.8% 02/01/49 | 29379VBU6 | CORPORATE BONDS | 820,000.0000 | 781,315.08 | .04 | |
ENTERPRISE PRODU 3.3% 02/15/53 | 29379VCB7 | CORPORATE BONDS | 110,000.0000 | 82,655.21 | .00 | |
CGCMT 2016-P4 B V/R 06/10/26 | 29429EAJ0 | ASSET BACKED | 805,000.0000 | 757,213.59 | .04 | |
EQUINIX INC 1.8% 07/15/27 | 29444UBG0 | CORPORATE BONDS | 115,000.0000 | 101,252.15 | .00 | |
EQUINIX INC 2% 05/15/28 | 29444UBR6 | CORPORATE BONDS | 210,000.0000 | 182,681.24 | .01 | |
EQUINIX INC 2.5% 05/15/31 | 29444UBS4 | CORPORATE BONDS | 395,000.0000 | 331,826.32 | .02 | |
EQUITABLE FINANC 1.8% 03/08/28 | 29449WAF4 | CORPORATE BONDS | 1,110,000.0000 | 972,106.30 | .05 | |
ESSENTIAL UTIL 3.351% 04/15/50 | 29670GAE2 | CORPORATE BONDS | 840,000.0000 | 669,481.79 | .03 | |
EVERI HOLDINGS INC 5% 07/15/29 | 30034TAA1 | CORPORATE BONDS | 165,000.0000 | 149,704.50 | .01 | |
EVERGY INC 2.9% 09/15/29 | 30034WAB2 | CORPORATE BONDS | 880,000.0000 | 806,739.76 | .04 | |
EXELON CORP 4.1% 03/15/52 | 30161NBF7 | CORPORATE BONDS | 195,000.0000 | 173,141.48 | .01 | |
EART 2021-1A D 1.08% 01/15/25 | 30166RAF4 | ASSET BACKED | 600,000.0000 | 570,418.20 | .03 | |
EART 2021-1A E 2.21% 02/18/25 | 30166RAG2 | ASSET BACKED | 900,000.0000 | 854,652.33 | .04 | |
EXPEDIA GROUP INC 5% 02/15/26 | 30212PAM7 | CORPORATE BONDS | 525,000.0000 | 536,462.73 | .03 | |
EXPEDIA GROUP IN 3.8% 02/15/28 | 30212PAP0 | CORPORATE BONDS | 900,000.0000 | 857,152.84 | .04 | |
EXTERRAN NRG S 8.125% 05/01/25 | 30227KAE9 | CORPORATE BONDS | 95,000.0000 | 95,237.50 | .00 | |
EXXON MOBIL CO 4.227% 03/19/40 | 30231GBF8 | CORPORATE BONDS | 570,000.0000 | 557,808.96 | .03 | |
EXXON MOBIL CO 2.992% 03/19/25 | 30231GBH4 | CORPORATE BONDS | 545,000.0000 | 539,597.94 | .03 | |
FMMSR 2021-GT1 A V/R 07/25/26 | 30259RAH8 | ASSET BACKED | 4,000,000.0000 | 3,686,390.40 | .18 | |
FMMSR 2021-GT2 A V/R 10/25/26 | 30259RAK1 | ASSET BACKED | 3,420,000.0000 | 3,109,763.25 | .15 | |
FREMF 2020-K105 V/R 02/25/30 | 302975BE6 | ASSET BACKED | 1,885,000.0000 | 1,758,724.79 | .09 | |
FWD 2019-INV1 A3 V/R 06/25/49 | 302980AC1 | ASSET BACKED | 813,302.7300 | 809,628.23 | .04 | |
FREMF 2019-K97 B V/R 07/25/29 | 30298PAS1 | ASSET BACKED | 3,980,000.0000 | 3,811,755.45 | .19 | |
FREMF 2019-K102 V/R 10/25/29 | 30312WAE9 | ASSET BACKED | 2,000,000.0000 | 1,878,655.80 | .09 | |
FSRIA 2021-FL2 A V/R 05/16/38 | 30319YAA6 | ASSET BACKED | 560,000.0000 | 551,940.48 | .03 | |
FREED 2021-3FP 0.62% 11/20/28 | 30322MAA7 | ASSET BACKED | 131,304.1900 | 130,742.00 | .01 | |
FGLMC P#G08793 4% 12/01/47 | 3128MJ3B4 | MBS/PASS THRU CERTS | 59,056.0900 | 59,282.30 | .00 | |
FGLMC P#G08741 3% 01/01/47 | 3128MJZF0 | MBS/PASS THRU CERTS | 139,655.0200 | 133,850.67 | .01 | |
FGLMC P#G08747 3% 02/01/47 | 3128MJZM5 | MBS/PASS THRU CERTS | 281,679.9400 | 269,973.33 | .01 | |
FGLMC P#C91815 3% 03/01/35 | 3128P8AQ4 | MBS/PASS THRU CERTS | 369,846.3400 | 357,878.47 | .02 | |
UMBS P#ZK9295 3% 02/01/33 | 3131XDKG9 | MBS/PASS THRU CERTS | 866,122.0500 | 857,142.44 | .04 | |
UMBS P#ZL6785 3.5% 08/01/43 | 3131XNRE5 | MBS/PASS THRU CERTS | 952,589.4800 | 941,645.97 | .05 | |
FHS 303 C10 3.5% 01/15/33 | 31325UD86 | ASSET BACKED | 1,100,791.8000 | 129,029.74 | .01 | |
UMBS P#ZA3968 3% 05/01/33 | 31329MMR8 | MBS/PASS THRU CERTS | 516,363.3400 | 510,758.43 | .03 | |
UMBS P#ZS4586 4% 10/01/44 | 3132A5CX1 | MBS/PASS THRU CERTS | 805,242.0000 | 813,773.21 | .04 | |
UMBS P#ZS4748 4% 12/01/47 | 3132A5HZ1 | MBS/PASS THRU CERTS | 976,394.1000 | 979,315.32 | .05 | |
UMBS P#ZS9972 3% 03/01/42 | 3132ABCH3 | MBS/PASS THRU CERTS | 202,038.3500 | 194,656.60 | .01 | |
UMBS P#ZT0371 4.5% 05/01/48 | 3132ACMU1 | MBS/PASS THRU CERTS | 432,256.1800 | 441,594.05 | .02 | |
UMBS P#SB8046 3% 05/01/35 | 3132D55F5 | MBS/PASS THRU CERTS | 692,955.3600 | 682,609.19 | .03 | |
UMBS P#SD7551 3% 01/01/52 | 3132DVL86 | MBS/PASS THRU CERTS | 8,636,188.1300 | 8,209,459.05 | .40 | |
UMBS P#SD8134 2% 03/01/51 | 3132DWBB8 | MBS/PASS THRU CERTS | 7,590,910.5700 | 6,717,238.06 | .33 | |
UMBS P#SD8140 2% 04/01/51 | 3132DWBH5 | MBS/PASS THRU CERTS | 450,469.7600 | 398,482.92 | .02 | |
UMBS P#SD8183 2.5% 12/01/51 | 3132DWCU5 | MBS/PASS THRU CERTS | 6,760,583.5800 | 6,176,762.09 | .30 | |
UMBS P#SD8199 2% 03/01/52 | 3132DWDC4 | MBS/PASS THRU CERTS | 3,813,922.9100 | 3,369,805.47 | .17 | |
FGLMC P#Q44630 3.5% 12/01/46 | 3132WJEC1 | MBS/PASS THRU CERTS | 14,454,978.4800 | 14,247,673.27 | .70 | |
UMBS P#WA0506 3.03% 01/01/50 | 3132WRRR6 | MBS/PASS THRU CERTS | 3,841,708.7200 | 3,389,029.23 | .17 | |
FGLMC P#Q53571 3.5% 01/01/48 | 3132XV6H1 | MBS/PASS THRU CERTS | 464,563.9400 | 456,898.35 | .02 | |
FGLMC P#G60910 3% 03/01/42 | 31335BAK2 | MBS/PASS THRU CERTS | 4,662,423.4500 | 4,495,804.99 | .22 | |
UMBS P#QB9896 2% 03/01/51 | 3133AG7H6 | MBS/PASS THRU CERTS | 699,262.4000 | 618,453.35 | .03 | |
UMBS P#QU7398 3% 04/01/50 | 3133JLGF0 | MBS/PASS THRU CERTS | 5,537,805.0700 | 5,205,828.83 | .26 | |
UMBS P#RA2618 2.5% 05/01/50 | 3133KH4B9 | MBS/PASS THRU CERTS | 342,446.2400 | 313,633.69 | .02 | |
UMBS P#RA2898 2.5% 06/01/50 | 3133KJGF3 | MBS/PASS THRU CERTS | 394,733.6700 | 361,193.87 | .02 | |
UMBS P#RA5917 3% 09/01/51 | 3133KMSE6 | MBS/PASS THRU CERTS | 580,363.0900 | 547,990.54 | .03 | |
UMBS P#RB0369 2% 12/01/40 | 3133KTMS6 | MBS/PASS THRU CERTS | 107,165.2900 | 96,965.72 | .00 | |
UMBS P#RB0715 2% 12/01/41 | 3133KTYL8 | MBS/PASS THRU CERTS | 782,741.2800 | 703,076.49 | .03 | |
UMBS P#RB5111 2% 05/01/41 | 3133KYVC0 | MBS/PASS THRU CERTS | 657,864.2300 | 590,920.99 | .03 | |
FNR 2013-15 ZV 3% 03/25/43 | 3136ACR60 | ASSET BACKED | 481,765.1800 | 456,285.92 | .02 | |
FNR 2013-62 PY 2.5% 06/25/43 | 3136AELQ8 | ASSET BACKED | 1,072,000.0000 | 965,766.52 | .05 | |
FNR 2013-72 IW 3.5% 07/25/33 | 3136AFDM3 | ASSET BACKED | 1,916,991.3100 | 176,363.78 | .01 | |
FNR 2014-11 KZ 2.5% 10/25/41 | 3136AJHE9 | ASSET BACKED | 3,310,853.6700 | 3,076,969.34 | .15 | |
FNR 2014-95 ZC 3% 01/25/45 | 3136AL3J8 | ASSET BACKED | 512,584.1000 | 478,971.19 | .02 | |
FNR 2015-55 PD 2.5% 03/25/43 | 3136APF72 | ASSET BACKED | 946,688.0000 | 925,747.83 | .05 | |
FNR 2016-43 GZ 3% 07/25/46 | 3136ASXH4 | ASSET BACKED | 491,134.0800 | 455,433.89 | .02 | |
FNA 2017-M2 A2 V/R 02/25/27 | 3136AVKR9 | ASSET BACKED | 7,184,573.6700 | 7,064,874.36 | .35 | |
FNR 2017-24 LG 3% 04/25/37 | 3136AVQ93 | ASSET BACKED | 7,731,019.0000 | 7,320,481.79 | .36 | |
FNR 2017-22 BZ 3.5% 04/25/47 | 3136AVW62 | ASSET BACKED | 661,391.3700 | 638,468.60 | .03 | |
FNR 2017-107 GA 3% 08/25/45 | 3136B0JJ6 | ASSET BACKED | 493,018.0000 | 491,488.26 | .02 | |
FNR 2017-105 ZE 3% 01/25/48 | 3136B0MR4 | ASSET BACKED | 755,685.9100 | 686,601.63 | .03 | |
FNA 2018-M7 A2 V/R 03/25/28 | 3136B1K86 | ASSET BACKED | 1,362,958.6800 | 1,350,611.64 | .07 | |
FNA 2018-M14 A2 V/R 08/25/28 | 3136B27L0 | ASSET BACKED | 4,627,231.8900 | 4,689,265.95 | .23 | |
FNA 2020-M7 X2 V/R 03/25/31 | 3136B9DK0 | ASSET BACKED | 20,923,751.4000 | 1,609,609.79 | .08 | |
FNA 2020-M15 X1 V/R 09/25/31 | 3136B9MX2 | ASSET BACKED | 13,856,969.1000 | 1,225,290.02 | .06 | |
FNR 2020-99 KI 1.5% 11/25/35 | 3136BDFB9 | ASSET BACKED | 2,328,732.3900 | 134,305.68 | .01 | |
FNA 2022-M5 A1 V/R 01/01/34 | 3136BLN63 | ASSET BACKED | 7,921,652.0500 | 7,525,502.91 | .37 | |
FNA 2022-M4 A1X V/R 05/25/30 | 3136BLQ78 | ASSET BACKED | 8,078,591.6900 | 7,789,059.81 | .38 | |
UMBS P#387898 3.71% 08/01/30 | 31377U3F8 | MBS/PASS THRU CERTS | 8,500,000.0000 | 8,664,102.28 | .42 | |
FHR 3835 FO ZCP 04/15/41 | 3137A9WQ5 | ASSET BACKED | 748,626.8700 | 637,811.08 | .03 | |
FHR 4116 AP 1.35% 08/15/42 | 3137AVJY4 | ASSET BACKED | 1,323,289.9800 | 1,209,786.11 | .06 | |
FHR 4223 SB V/R 07/15/43 | 3137B3MV7 | ASSET BACKED | 3,952,230.7000 | 3,235,412.25 | .16 | |
FHR 4265 GL 3% 04/15/42 | 3137B5R96 | ASSET BACKED | 1,000,000.0000 | 937,283.40 | .05 | |
FHR 4358 Z 3% 06/15/44 | 3137BBPC8 | ASSET BACKED | 916,789.9600 | 860,557.64 | .04 | |
FHMS Q001 A3 3.815% 02/25/32 | 3137BEWR1 | ASSET BACKED | 1,500,000.0000 | 1,486,430.85 | .07 | |
FHR 4447 IO 5% 03/15/45 | 3137BGWY1 | ASSET BACKED | 849,428.6200 | 187,309.12 | .01 | |
FHR 4493 ZG 3% 07/15/45 | 3137BKMD9 | ASSET BACKED | 275,433.9100 | 257,173.69 | .01 | |
FHR 4518 CZ 3.5% 10/15/45 | 3137BLP93 | ASSET BACKED | 125,504.1800 | 122,755.37 | .01 | |
FHR 4640 VB 3% 03/15/37 | 3137BTMN8 | ASSET BACKED | 2,557,716.9800 | 2,563,270.55 | .13 | |
FHR 4655 CZ 3% 02/15/47 | 3137BVDA1 | ASSET BACKED | 9,004,404.0200 | 8,296,903.68 | .41 | |
FHMS K064 X1 V/R 03/25/27 | 3137BXR20 | ASSET BACKED | 108,927,916.2500 | 2,760,266.08 | .14 | |
FHMS K119 X1 V/R 09/25/30 | 3137F6GV3 | ASSET BACKED | 58,643,772.1300 | 3,671,674.84 | .18 | |
FHMS K120 X1 V/R 10/25/30 | 3137F72R5 | ASSET BACKED | 29,170,346.4000 | 2,013,488.99 | .10 | |
FHMS K122 X1 V/R 11/25/30 | 3137F82T9 | ASSET BACKED | 12,774,631.3000 | 765,293.67 | .04 | |
FHMS K121 X1 V/R 10/25/30 | 3137F83S0 | ASSET BACKED | 41,478,498.3900 | 2,822,495.68 | .14 | |
FHMS K-1519 X1 V/R 12/25/35 | 3137F8TU7 | ASSET BACKED | 30,858,083.5500 | 1,751,816.49 | .09 | |
FHMS K124 X1 V/R 12/25/30 | 3137F9YZ8 | ASSET BACKED | 23,944,925.1400 | 1,209,546.76 | .06 | |
FHMS K125 X1 V/R 01/25/31 | 3137F9ZA2 | ASSET BACKED | 53,883,479.3400 | 2,215,122.89 | .11 | |
FHMS KIR3 A2 3.281% 08/25/27 | 3137FBAJ5 | ASSET BACKED | 5,500,000.0000 | 5,462,928.35 | .27 | |
FHR 4726 Z 3.5% 10/15/47 | 3137FBBV7 | ASSET BACKED | 21,065,623.9200 | 20,356,234.82 | 1.00 | |
FHMS K084 A2 V/R 10/25/28 | 3137FJZ93 | ASSET BACKED | 6,770,000.0000 | 6,881,154.60 | .34 | |
FHMS K085 A2 V/R 10/25/28 | 3137FK4M5 | ASSET BACKED | 6,000,000.0000 | 6,215,557.20 | .30 | |
FHMS K088 A2 3.69% 01/25/29 | 3137FKZZ2 | ASSET BACKED | 2,975,000.0000 | 3,029,032.55 | .15 | |
FHR 4892 ES V/R 07/25/45 | 3137FMSN3 | ASSET BACKED | 5,341,897.8000 | 851,499.04 | .04 | |
FHMS K116 X1 V/R 07/25/30 | 3137FWHV5 | ASSET BACKED | 25,031,607.7700 | 2,303,566.25 | .11 | |
FHR 5018 LW 1% 10/25/40 | 3137FXBZ0 | ASSET BACKED | 407,770.5400 | 352,434.00 | .02 | |
FHR 5092 WI 2.5% 04/25/36 | 3137FYEV4 | ASSET BACKED | 1,916,103.0200 | 207,104.29 | .01 | |
FHMS K130 X1 V/R 06/25/31 | 3137H1YX8 | ASSET BACKED | 30,183,373.6900 | 2,296,622.72 | .11 | |
FHMS K132 X1 V/R 08/25/31 | 3137H3EX6 | ASSET BACKED | 55,995,131.3600 | 2,206,476.95 | .11 | |
UMBS P#AL6942 2.5% 06/01/30 | 3138EPWC4 | MBS/PASS THRU CERTS | 132,647.1800 | 130,110.41 | .01 | |
UMBS P#AL7968 3% 01/01/31 | 3138EQ2A9 | MBS/PASS THRU CERTS | 717,239.3300 | 713,867.72 | .03 | |
UMBS P#AN2840 2.49% 09/01/28 | 3138LFEN4 | MBS/PASS THRU CERTS | 1,682,779.2000 | 1,605,773.89 | .08 | |
UMBS P#AR9215 3% 03/01/43 | 3138W7GZ1 | MBS/PASS THRU CERTS | 4,372,829.0900 | 4,207,418.30 | .21 | |
UMBS P#AS4501 3% 02/01/30 | 3138WEAB5 | MBS/PASS THRU CERTS | 505,346.4300 | 502,976.13 | .02 | |
UMBS P#AT7623 3% 06/01/43 | 3138WVPH8 | MBS/PASS THRU CERTS | 7,426,059.1300 | 7,157,511.30 | .35 | |
UMBS P#AZ4794 3% 10/01/30 | 3138YWKG1 | MBS/PASS THRU CERTS | 300,551.5000 | 299,141.68 | .01 | |
FNR 2011-51 TO ZCP 06/25/41 | 31397UKE8 | ASSET BACKED | 143,577.5400 | 119,452.79 | .01 | |
UMBS P#BA4018 3.5% 03/01/46 | 3140E8PC6 | MBS/PASS THRU CERTS | 774,680.2800 | 762,685.08 | .04 | |
UMBS P#BD7043 4% 03/01/47 | 3140FEZH0 | MBS/PASS THRU CERTS | 703,736.9500 | 709,206.90 | .03 | |
UMBS P#BF0175 2.5% 01/01/57 | 3140FXFR8 | MBS/PASS THRU CERTS | 741,777.7300 | 677,725.14 | .03 | |
UMBS P#BF0352 3% 04/01/53 | 3140FXMA7 | MBS/PASS THRU CERTS | 4,867,146.3100 | 4,677,769.88 | .23 | |
UMBS P#BH5752 3.5% 11/01/47 | 3140GUMA2 | MBS/PASS THRU CERTS | 964,019.8000 | 946,100.89 | .05 | |
UMBS P#BJ2763 4.5% 05/01/48 | 3140H4B94 | MBS/PASS THRU CERTS | 302,956.7400 | 310,136.47 | .02 | |
UMBS P#BK1983 3.5% 03/01/33 | 3140HFFZ7 | MBS/PASS THRU CERTS | 915,785.6400 | 921,695.17 | .05 | |
UMBS P#BL3779 2.76% 09/01/31 | 3140HVFV1 | MBS/PASS THRU CERTS | 4,443,000.0000 | 4,215,353.96 | .21 | |
UMBS P#BM3075 3.5% 07/01/32 | 3140J7MZ5 | MBS/PASS THRU CERTS | 309,195.5300 | 311,225.31 | .02 | |
UMBS P#BM3415 2.5% 02/01/47 | 3140J7YM1 | MBS/PASS THRU CERTS | 6,716,163.2000 | 6,185,897.40 | .30 | |
UMBS P#BM4513 V/R 05/01/44 | 3140J9AP6 | MBS/PASS THRU CERTS | 2,192,938.1300 | 2,238,473.04 | .11 | |
UMBS P#BM4919 4% 11/01/38 | 3140J9PD7 | MBS/PASS THRU CERTS | 540,573.3400 | 551,666.62 | .03 | |
UMBS P#BM5024 3% 11/01/48 | 3140J9SN2 | MBS/PASS THRU CERTS | 137,338.1700 | 130,813.81 | .01 | |
UMBS P#BQ0194 2% 08/01/50 | 3140KKGC2 | MBS/PASS THRU CERTS | 5,535,623.1100 | 4,912,372.40 | .24 | |
UMBS P#BQ4491 2% 02/01/51 | 3140KP7D9 | MBS/PASS THRU CERTS | 1,914,430.9400 | 1,694,207.17 | .08 | |
UMBS P#BQ7737 2% 03/01/51 | 3140KTS30 | MBS/PASS THRU CERTS | 874,851.1900 | 773,956.76 | .04 | |
UMBS P#BR1339 2% 02/01/51 | 3140KYPZ1 | MBS/PASS THRU CERTS | 1,710,492.5800 | 1,517,604.78 | .07 | |
UMBS P#BR4390 2% 03/01/51 | 3140L22Y8 | MBS/PASS THRU CERTS | 918,149.3300 | 812,492.63 | .04 | |
UMBS P#BS3020 1.96% 09/01/33 | 3140LDLA5 | MBS/PASS THRU CERTS | 13,000,000.0000 | 11,007,563.19 | .54 | |
UMBS P#BU0986 2.5% 11/01/51 | 3140M2CY6 | MBS/PASS THRU CERTS | 389,846.5400 | 357,088.69 | .02 | |
UMBS P#BU3058 2.5% 12/01/51 | 3140M4MG0 | MBS/PASS THRU CERTS | 1,225,957.6200 | 1,120,082.29 | .05 | |
UMBS P#BU7899 2.5% 01/01/52 | 3140M9X51 | MBS/PASS THRU CERTS | 594,723.5800 | 543,693.16 | .03 | |
UMBS P#CA1909 4.5% 06/01/48 | 3140Q9DP5 | MBS/PASS THRU CERTS | 282,952.1700 | 289,616.10 | .01 | |
UMBS P#CA6902 2% 09/01/50 | 3140QEU42 | MBS/PASS THRU CERTS | 1,476,840.3800 | 1,308,075.57 | .06 | |
UMBS P#CA7228 2.5% 10/01/50 | 3140QFA66 | MBS/PASS THRU CERTS | 5,918,959.2500 | 5,430,404.86 | .27 | |
UMBS P#CA7257 2.5% 10/01/50 | 3140QFB32 | MBS/PASS THRU CERTS | 916,569.2000 | 845,003.74 | .04 | |
UMBS P#CA8304 2% 12/01/40 | 3140QGGN1 | MBS/PASS THRU CERTS | 130,090.7000 | 117,709.15 | .01 | |
UMBS P#CA9381 2% 03/01/51 | 3140QHM77 | MBS/PASS THRU CERTS | 2,813,182.8900 | 2,488,287.33 | .12 | |
UMBS P#CB0463 2% 05/01/41 | 3140QKQR2 | MBS/PASS THRU CERTS | 139,148.9500 | 125,033.73 | .01 | |
UMBS P#CB1805 2.5% 10/01/51 | 3140QMAF1 | MBS/PASS THRU CERTS | .0000 | .00 | .00 | |
UMBS P#FM4865 2.5% 11/01/50 | 3140X8MP9 | MBS/PASS THRU CERTS | 10,836,096.6700 | 9,914,234.82 | .49 | |
UMBS P#FM4969 2% 12/01/50 | 3140X8QX8 | MBS/PASS THRU CERTS | 356,906.6100 | 316,158.78 | .02 | |
UMBS P#FM5063 3.5% 07/01/50 | 3140X8TV9 | MBS/PASS THRU CERTS | 466,915.3800 | 454,585.01 | .02 | |
UMBS P#FM5109 3.5% 05/01/47 | 3140X8VB0 | MBS/PASS THRU CERTS | 791,580.9100 | 782,651.28 | .04 | |
UMBS P#FM7203 2% 05/01/51 | 3140XBAD2 | MBS/PASS THRU CERTS | 6,464,934.1400 | 5,723,638.03 | .28 | |
UMBS P#FM9115 2% 10/01/41 | 3140XDDV5 | MBS/PASS THRU CERTS | 181,976.5700 | 163,456.14 | .01 | |
UMBS P#FM9499 2.5% 11/01/51 | 3140XDRV0 | MBS/PASS THRU CERTS | 2,265,092.8400 | 2,074,770.07 | .10 | |
UMBS P#FM9538 2% 11/01/51 | 3140XDS49 | MBS/PASS THRU CERTS | .0000 | .00 | .00 | |
UMBS P#FS0043 3% 05/01/51 | 3140XFBM2 | MBS/PASS THRU CERTS | 546,946.0900 | 519,205.50 | .03 | |
UMBS P#FS0377 2.5% 02/01/52 | 3140XFM32 | MBS/PASS THRU CERTS | 2,750,642.9400 | 2,514,459.73 | .12 | |
UMBS P#FS0362 2.5% 01/01/52 | 3140XFML2 | MBS/PASS THRU CERTS | 6,363,934.0100 | 5,818,396.27 | .29 | |
UMBS P#FS0434 2.5% 11/01/51 | 3140XFPU9 | MBS/PASS THRU CERTS | 1,360,984.4200 | 1,253,669.51 | .06 | |
UMBS P#FS0701 3% 12/01/51 | 3140XFX71 | MBS/PASS THRU CERTS | 493,168.1600 | 466,721.85 | .02 | |
UMBS P#FS0973 3% 08/01/50 | 3140XGCK3 | MBS/PASS THRU CERTS | 247,099.8200 | 234,370.30 | .01 | |
UMBS P#FS1069 2% 12/01/51 | 3140XGFK0 | MBS/PASS THRU CERTS | 11,908,816.8200 | 10,522,177.65 | .52 | |
UMBS P#AB7928 3% 02/01/43 | 31417EY21 | MBS/PASS THRU CERTS | 3,017,385.7400 | 2,907,857.69 | .14 | |
UMBS P#MA2804 3% 11/01/36 | 31418CDJ0 | MBS/PASS THRU CERTS | 1,240,363.8300 | 1,198,623.02 | .06 | |
UMBS P#MA3059 3.5% 07/01/37 | 31418CMH4 | MBS/PASS THRU CERTS | 508,931.1000 | 501,898.90 | .02 | |
UMBS P#MA3211 4% 12/01/47 | 31418CR97 | MBS/PASS THRU CERTS | 69,599.8900 | 69,870.58 | .00 | |
UMBS P#MA3277 4% 02/01/48 | 31418CUB8 | MBS/PASS THRU CERTS | 100,478.6200 | 100,546.95 | .00 | |
UMBS P#MA4399 2.5% 08/01/51 | 31418D3H3 | MBS/PASS THRU CERTS | 12,304,077.6400 | 11,243,619.34 | .55 | |
UMBS P#MA4400 3% 08/01/51 | 31418D3J9 | MBS/PASS THRU CERTS | 395,058.2900 | 373,873.34 | .02 | |
UMBS P#MA4415 3% 09/01/51 | 31418D3Z3 | MBS/PASS THRU CERTS | 127,155.1700 | 120,336.33 | .01 | |
UMBS P#MA4438 2.5% 10/01/51 | 31418D4Y5 | MBS/PASS THRU CERTS | 7,016,516.3700 | 6,431,494.95 | .32 | |
UMBS P#MA4439 3% 10/01/51 | 31418D4Z2 | MBS/PASS THRU CERTS | 462,703.9600 | 437,890.71 | .02 | |
UMBS P#MA4446 2% 10/01/41 | 31418D5G3 | MBS/PASS THRU CERTS | 382,937.8500 | 343,965.56 | .02 | |
UMBS P#MA4466 2.5% 11/01/51 | 31418D6C1 | MBS/PASS THRU CERTS | 6,578,088.4300 | 6,010,039.84 | .29 | |
UMBS P#MA4493 2.5% 12/01/51 | 31418D7F3 | MBS/PASS THRU CERTS | 7,004,235.5300 | 6,399,373.21 | .31 | |
UMBS P#MA4100 2% 08/01/50 | 31418DRW4 | MBS/PASS THRU CERTS | 7,631,615.3300 | 6,763,040.89 | .33 | |
UMBS P#MA4204 2% 12/01/40 | 31418DU67 | MBS/PASS THRU CERTS | 858,198.7900 | 772,411.14 | .04 | |
UMBS P#MA4281 2% 03/01/51 | 31418DXK3 | MBS/PASS THRU CERTS | 971,981.8600 | 860,408.87 | .04 | |
UMBS P#MA4305 2% 04/01/51 | 31418DYB2 | MBS/PASS THRU CERTS | 2,366,614.7200 | 2,094,092.53 | .10 | |
UMBS P#MA4311 2% 04/01/41 | 31418DYH9 | MBS/PASS THRU CERTS | 447,086.4700 | 401,637.55 | .02 | |
UMBS P#MA4547 2% 02/01/52 | 31418EBR0 | MBS/PASS THRU CERTS | 514,949.7600 | 455,026.81 | .02 | |
UMBS P#MA4549 3% 02/01/52 | 31418EBT6 | MBS/PASS THRU CERTS | 7,698,673.3500 | 7,267,037.61 | .36 | |
FEDEX CORP 4.75% 11/15/45 | 31428XBE5 | CORPORATE BONDS | 285,000.0000 | 271,124.58 | .01 | |
FERRELLGAS LP/ 5.375% 04/01/26 | 315289AA6 | CORPORATE BONDS | 70,000.0000 | 63,350.00 | .00 | |
FERTITTA ENTERT 6.75% 01/15/30 | 31556TAC3 | CORPORATE BONDS | 155,000.0000 | 134,093.60 | .01 | |
EFMT 2021-2 A1 V/R 06/25/66 | 31572LAA4 | ASSET BACKED | 279,210.2700 | 254,272.27 | .01 | |
EFMT 2022-1 A1 V/R 01/25/67 | 31573CAA3 | ASSET BACKED | 781,602.3700 | 729,922.04 | .04 | |
EFMT 2021-3 A1 V/R 09/25/66 | 31573JAA8 | ASSET BACKED | 1,040,779.7800 | 922,866.20 | .05 | |
EFMT 2021-1 A1 V/R 02/25/66 | 31574XAA6 | ASSET BACKED | 128,807.1100 | 119,347.08 | .01 | |
FFML 2007-FF2 A1 V/R 03/25/37 | 32029GAA2 | ASSET BACKED | 5,720,564.5600 | 3,721,311.34 | .18 | |
FRST STU BID/FRST 4% 07/31/29 | 337120AA7 | CORPORATE BONDS | 75,000.0000 | 67,125.00 | .00 | |
FISERV INC 2.25% 06/01/27 | 337738BB3 | CORPORATE BONDS | 1,425,000.0000 | 1,303,913.52 | .06 | |
FIVE CORNERS FN 2.85% 05/15/30 | 33834DAA2 | CORPORATE BONDS | 6,134,000.0000 | 5,431,752.75 | .27 | |
FTAB 2021-NPL1 A V/R 06/25/61 | 33835CAA3 | ASSET BACKED | 1,290,102.4300 | 1,227,760.55 | .06 | |
FORDR 2020-1 C 2.54% 02/15/25 | 34531NAE6 | ASSET BACKED | 6,750,000.0000 | 6,415,931.70 | .31 | |
FORDR 2020-2 C 1.74% 10/15/25 | 34532JAC8 | ASSET BACKED | 3,650,000.0000 | 3,346,211.23 | .16 | |
FORDL 2021-A C 0.78% 07/15/23 | 34532QAF5 | ASSET BACKED | 2,685,000.0000 | 2,610,271.89 | .13 | |
FORD MOTOR COMP 3.25% 02/12/32 | 345370DA5 | CORPORATE BONDS | 300,000.0000 | 243,810.00 | .01 | |
FORD MOTOR CRED 4.95% 05/28/27 | 345397C27 | CORPORATE BONDS | 400,000.0000 | 389,564.00 | .02 | |
FORD MOTOR CREDIT V/R 02/15/23 | 345397ZC0 | CORPORATE BONDS | 985,000.0000 | 978,615.40 | .05 | |
FORTRESS TRANS & 5.5% 05/01/28 | 34960PAD3 | CORPORATE BONDS | 115,000.0000 | 99,187.50 | .00 | |
T/L HYLAND SOFTWARE 0% 7/7/25 | 34GD73 | LOAN | 10,000.0000 | 9,987.50 | .00 | |
SCRT 2019-1 MT 3.5% 07/25/58 | 35563PJE0 | ASSET BACKED | 580,627.9200 | 569,036.15 | .03 | |
SCRT 2019-1 MA 3.5% 07/25/58 | 35563PJF7 | ASSET BACKED | 409,346.0500 | 407,925.33 | .02 | |
SCRT 2019-4 MV 3% 02/25/59 | 35563PMN6 | ASSET BACKED | 5,717,743.7100 | 5,446,706.65 | .27 | |
SCRT 2020-1 MT 2.5% 08/25/59 | 35563PNN5 | ASSET BACKED | 723,043.0000 | 679,494.99 | .03 | |
SCRT 2020-2 MT 2% 11/25/59 | 35563PQN2 | ASSET BACKED | 7,081,010.3300 | 6,442,326.57 | .32 | |
SCRT 2020-3 M5TW 3% 05/25/60 | 35563PTN9 | ASSET BACKED | 7,167,849.7500 | 6,971,322.36 | .34 | |
STACR 2021-HQA2 V/R 12/25/33 | 35564KFV6 | ASSET BACKED | 5,000,000.0000 | 4,843,853.00 | .24 | |
FREEPORT-MCMORA 5.45% 03/15/43 | 35671DBC8 | CORPORATE BONDS | 350,000.0000 | 349,846.00 | .02 | |
FREEPORT-MCMOR 4.375% 08/01/28 | 35671DCG8 | CORPORATE BONDS | 100,000.0000 | 96,825.00 | .00 | |
FREEPORT-MCMOR 4.625% 08/01/30 | 35671DCH6 | CORPORATE BONDS | 100,000.0000 | 96,597.99 | .00 | |
FRONTIER COMMU 5.875% 10/15/27 | 35906ABE7 | CORPORATE BONDS | 45,000.0000 | 43,087.50 | .00 | |
FRONTIER COMMUNICA 5% 05/01/28 | 35906ABF4 | CORPORATE BONDS | 90,000.0000 | 82,129.05 | .00 | |
FRONTIER COMMU 5.875% 11/01/29 | 35908MAA8 | CORPORATE BONDS | 9,900.0000 | 8,594.44 | .00 | |
FRONTIER COMMUNICA 6% 01/15/30 | 35908MAB6 | CORPORATE BONDS | 105,000.0000 | 91,359.45 | .00 | |
FULL HOUSE RESO 8.25% 02/15/28 | 359678AC3 | CORPORATE BONDS | 195,000.0000 | 193,087.05 | .01 | |
GCI LLC 4.75% 10/15/28 | 36166TAB6 | CORPORATE BONDS | 135,000.0000 | 125,212.50 | .01 | |
GCAT 2021-NQM2 A V/R 05/25/66 | 36166XAA9 | ASSET BACKED | 601,649.3000 | 559,828.18 | .03 | |
GCAT 2021-NQM3 A V/R 05/25/66 | 36167HAA3 | ASSET BACKED | 805,447.2300 | 755,132.79 | .04 | |
GCAT 2021-NQM1 A V/R 01/25/66 | 36167TAA7 | ASSET BACKED | 665,660.0800 | 634,027.38 | .03 | |
GCAT 2021-NQM7 A V/R 12/25/25 | 36167YAA6 | ASSET BACKED | 611,117.1800 | 585,632.19 | .03 | |
GCAT 2021-NQM4 A V/R 08/25/25 | 36168HAA2 | ASSET BACKED | 1,035,848.5200 | 915,637.47 | .04 | |
GCAT 2021-NQM5 A V/R 07/25/66 | 36168KAA5 | ASSET BACKED | 1,461,753.1700 | 1,308,805.55 | .06 | |
GNMA II P#MA0318 3.5% 08/20/42 | 36179MK74 | MBS/PASS THRU CERTS | 140,599.5400 | 140,345.52 | .01 | |
GNMA II P#MA1375 3.5% 10/20/43 | 36179NQ43 | MBS/PASS THRU CERTS | 533,248.9600 | 533,229.83 | .03 | |
GNMA II P#MA1521 3.5% 12/20/43 | 36179NVN5 | MBS/PASS THRU CERTS | 95,187.6100 | 95,184.20 | .00 | |
GNMA II P#MA2602 4% 02/20/45 | 36179Q3K5 | MBS/PASS THRU CERTS | 394,875.7400 | 400,088.89 | .02 | |
GNMA II P#MA2073 3.5% 07/20/44 | 36179QJS1 | MBS/PASS THRU CERTS | 19,650.3600 | 19,633.59 | .00 | |
GNMA II P#MA2304 4% 10/20/44 | 36179QRZ6 | MBS/PASS THRU CERTS | 607,573.5700 | 615,594.76 | .03 | |
GNMA II P#MA3572 3% 04/20/31 | 36179R6H7 | MBS/PASS THRU CERTS | 365,277.0600 | 357,617.32 | .02 | |
GNMA II P#MA3174 4% 10/20/45 | 36179RQ36 | MBS/PASS THRU CERTS | 273,451.2700 | 275,149.65 | .01 | |
GNMA II P#MA3736 3.5% 06/20/46 | 36179SEH6 | MBS/PASS THRU CERTS | 482,156.0000 | 478,053.23 | .02 | |
GNMA II P#MA4263 4% 02/20/47 | 36179SWY9 | MBS/PASS THRU CERTS | 347,970.6200 | 352,394.68 | .02 | |
GNMA II P#MA5528 4% 10/20/48 | 36179UD90 | MBS/PASS THRU CERTS | 735,518.6900 | 744,339.44 | .04 | |
GNMA II P#MA5817 4% 03/20/49 | 36179UPA4 | MBS/PASS THRU CERTS | 623,048.8900 | 628,206.08 | .03 | |
GNMA II P#MA6041 4.5% 07/20/49 | 36179UWA6 | MBS/PASS THRU CERTS | 284,296.2000 | 291,977.58 | .01 | |
GNMA II P#MA6092 4.5% 08/20/49 | 36179UXV9 | MBS/PASS THRU CERTS | 290,920.5500 | 297,901.90 | .01 | |
GNMA II P#MA6867 3.5% 09/20/50 | 36179VTY6 | MBS/PASS THRU CERTS | 842,548.6500 | 828,113.84 | .04 | |
GNMA II P#MA7053 3% 12/20/50 | 36179VZS2 | MBS/PASS THRU CERTS | 117,721.3000 | 112,785.67 | .01 | |
GNMA II P#MA7535 3% 08/20/51 | 36179WLQ9 | MBS/PASS THRU CERTS | 1,016,007.1800 | 971,647.25 | .05 | |
GNMA II P#MA7589 2.5% 09/20/51 | 36179WNE4 | MBS/PASS THRU CERTS | 798,300.3600 | 742,542.40 | .04 | |
GNMA II P#MA7649 2.5% 10/20/51 | 36179WQA9 | MBS/PASS THRU CERTS | 2,634,451.1900 | 2,450,189.45 | .12 | |
GNMA II P#MA7768 3% 12/20/51 | 36179WTZ1 | MBS/PASS THRU CERTS | 2,569,354.9900 | 2,454,736.14 | .12 | |
GNMA II P#MA7883 3.5% 02/20/52 | 36179WXL7 | MBS/PASS THRU CERTS | 8,629,697.7400 | 8,460,213.07 | .41 | |
GLP CAPITAL LP / 5.3% 01/15/29 | 361841AL3 | CORPORATE BONDS | 260,000.0000 | 260,070.20 | .01 | |
GNMA II P#4636 4.5% 02/20/40 | 36202FEH5 | MBS/PASS THRU CERTS | 777,571.4700 | 816,771.99 | .04 | |
GNMA II P#785305 3% 06/20/50 | 3622AAYA6 | MBS/PASS THRU CERTS | 673,759.7900 | 638,211.03 | .03 | |
GNMA II P#785713 2.5% 10/20/51 | 3622ABGW6 | MBS/PASS THRU CERTS | 4,738,755.4500 | 4,351,006.64 | .21 | |
GSMS 2015-GC3 3.382% 05/10/25 | 36250GAP0 | ASSET BACKED | 705,000.0000 | 696,834.62 | .03 | |
GSMS 2018-TWR D V/R 07/15/21 | 36251SAN8 | ASSET BACKED | 400,000.0000 | 379,863.84 | .02 | |
GSMS 2018-TWR E V/R 07/15/21 | 36251SAQ1 | ASSET BACKED | 400,000.0000 | 380,745.80 | .02 | |
GSMS 2018-TWR F V/R 07/15/21 | 36251SAS7 | ASSET BACKED | 400,000.0000 | 380,290.56 | .02 | |
GSMS 2018-TWR G V/R 07/15/21 | 36251SAU2 | ASSET BACKED | 400,000.0000 | 354,322.04 | .02 | |
GSMS 2017-GS7 XA V/R 07/10/27 | 36254CAX8 | ASSET BACKED | 10,352,736.4800 | 430,966.82 | .02 | |
GSMS 2018-GS9 A4 V/R 02/10/28 | 36255NAT2 | ASSET BACKED | 1,400,000.0000 | 1,404,539.64 | .07 | |
GSMS 2018-GS9 C V/R 03/10/28 | 36255NAZ8 | ASSET BACKED | 1,200,000.0000 | 1,148,784.00 | .06 | |
GSMS 2020-GC45 2.91% 12/13/29 | 36258YBG2 | ASSET BACKED | 1,500,000.0000 | 1,391,831.40 | .07 | |
GMALT 2020-1 D 2.28% 06/20/24 | 36259KAH0 | ASSET BACKED | 500,000.0000 | 500,104.65 | .02 | |
GMALT 2020-2 D 3.21% 04/20/23 | 36259PAH9 | ASSET BACKED | 1,000,000.0000 | 998,280.20 | .05 | |
GMCAR 2021-1 C 1.04% 10/16/24 | 36261LAF8 | ASSET BACKED | 2,750,000.0000 | 2,593,291.53 | .13 | |
GSMS 2021-IP D V/R 10/15/23 | 36262MAG3 | ASSET BACKED | 700,000.0000 | 672,144.69 | .03 | |
GSK CONSUMER H 3.375% 03/24/29 | 36264FAC5 | CORPORATE BONDS | 250,000.0000 | 235,741.93 | .01 | |
GSK CONSUMER H 3.625% 03/24/32 | 36264FAD3 | CORPORATE BONDS | 250,000.0000 | 234,839.08 | .01 | |
GAP INC/THE 3.875% 10/01/31 | 364760AQ1 | CORPORATE BONDS | 90,000.0000 | 71,748.00 | .00 | |
GENERAL MOTORS F 2.4% 10/15/28 | 37045XDP8 | CORPORATE BONDS | 420,000.0000 | 359,319.71 | .02 | |
GENERAL MOTORS F 3.1% 01/12/32 | 37045XDS2 | CORPORATE BONDS | 430,000.0000 | 362,656.14 | .02 | |
GEORGIA-PACIFIC 3.6% 03/01/25 | 37331NAH4 | CORPORATE BONDS | 745,000.0000 | 745,487.48 | .04 | |
GEORGIA POWER CO 2.1% 07/30/23 | 373334KM2 | CORPORATE BONDS | 510,000.0000 | 504,883.57 | .02 | |
GILEAD SCIENCES 2.5% 09/01/23 | 375558BL6 | CORPORATE BONDS | 170,000.0000 | 169,192.60 | .01 | |
GILEAD SCIENCES 1.65% 10/01/30 | 375558BY8 | CORPORATE BONDS | 820,000.0000 | 680,435.24 | .03 | |
GLATFELTER 4.75% 11/15/29 | 377320AA4 | CORPORATE BONDS | 100,000.0000 | 80,000.00 | .00 | |
GLENCORE FUNDI 1.625% 04/27/26 | 378272BD9 | CORPORATE BONDS | 490,000.0000 | 443,522.37 | .02 | |
GLENCORE FUNDI 3.375% 09/23/51 | 378272BH0 | CORPORATE BONDS | 355,000.0000 | 262,522.17 | .01 | |
GLOBAL PAYMENTS 3.2% 08/15/29 | 37940XAB8 | CORPORATE BONDS | 110,000.0000 | 100,061.61 | .00 | |
GLOBAL PAYMENTS 2.9% 05/15/30 | 37940XAD4 | CORPORATE BONDS | 705,000.0000 | 620,644.45 | .03 | |
GLOBAL PAYMENTS 2.15% 01/15/27 | 37940XAG7 | CORPORATE BONDS | 205,000.0000 | 185,864.13 | .01 | |
GOLDEN ENTERTA 7.625% 04/15/26 | 381013AA9 | CORPORATE BONDS | 105,000.0000 | 107,362.50 | .01 | |
GOLDMAN SACHS G 6.25% 02/01/41 | GS41 | 38141GGM0 | CORPORATE BONDS | 310,000.0000 | 362,055.48 | .02 |
GOLDMAN SACHS GRO V/R 05/15/26 | 38141GXD1 | CORPORATE BONDS | 1,470,000.0000 | 1,475,560.98 | .07 | |
GOLDMAN SACHS GRO V/R 01/27/32 | 38141GXR0 | CORPORATE BONDS | 300,000.0000 | 242,354.05 | .01 | |
GOLDMAN SACHS GRO V/R 03/09/27 | 38141GYA6 | CORPORATE BONDS | 6,865,000.0000 | 6,128,169.32 | .30 | |
GOLDMAN SACHS GRO V/R 04/22/32 | 38141GYB4 | CORPORATE BONDS | 1,740,000.0000 | 1,471,746.06 | .07 | |
GOLDMAN SACHS GRO V/R 07/21/32 | 38141GYJ7 | CORPORATE BONDS | 830,000.0000 | 685,950.06 | .03 | |
GOLDMAN SACHS GRO V/R 10/21/24 | 38141GYL2 | CORPORATE BONDS | 660,000.0000 | 634,204.10 | .03 | |
GOLDMAN SACHS GRO V/R 10/21/32 | 38141GYN8 | CORPORATE BONDS | 140,000.0000 | 118,094.46 | .01 | |
GOLDMAN SACHS GRO V/R 02/24/33 | 38141GZM9 | CORPORATE BONDS | 515,000.0000 | 450,062.56 | .02 | |
GOLDMAN SACHS GR 3.5% 11/16/26 | 38145GAH3 | CORPORATE BONDS | 335,000.0000 | 326,675.59 | .02 | |
GOOD 2021-5CS C 3.5% 10/20/48 | 38237HAC1 | ASSET BACKED | 1,500,000.0000 | 1,316,792.25 | .06 | |
GOODYEAR TIRE & 5.25% 07/15/31 | 382550BR1 | CORPORATE BONDS | 150,000.0000 | 129,375.00 | .01 | |
GNR 2012-116 IB 4% 09/16/42 | 38375C5T3 | ASSET BACKED | 778,405.0900 | 176,964.71 | .01 | |
GNR 2012-32 Z 3.5% 03/20/42 | 38378DY25 | ASSET BACKED | 1,381,830.9200 | 1,358,681.94 | .07 | |
GNR 2014-12 ZB 3% 01/16/44 | 38378PE79 | ASSET BACKED | 646,614.0300 | 619,850.35 | .03 | |
GNR 2021-52 IO V/R 04/16/63 | 38380RJ84 | ASSET BACKED | 19,691,482.5000 | 1,302,209.55 | .06 | |
GNR 2021-35 IO V/R 12/16/62 | 38380RWA4 | ASSET BACKED | 20,248,766.1000 | 1,652,613.17 | .08 | |
GNR 2021-184 IO V/R 12/16/61 | 38381D5J5 | ASSET BACKED | 23,109,691.3600 | 1,778,413.23 | .09 | |
GNR 2021-79 IO V/R 08/16/63 | 38381DBP4 | ASSET BACKED | 21,880,515.9800 | 1,688,372.82 | .08 | |
GNR 2021-129 IO V/R 06/16/63 | 38381DUB4 | ASSET BACKED | 15,873,387.9800 | 1,254,969.10 | .06 | |
GNR 2022-80 IO V/R 06/16/64 | 38381E5K0 | ASSET BACKED | 32,020,000.0000 | 1,840,477.58 | .09 | |
GNR 2022-49 IO V/R 03/16/64 | 38381EQ92 | ASSET BACKED | 28,749,997.0900 | 2,073,159.42 | .10 | |
GNR 2020-173 JI 2% 11/20/50 | 38382LPQ8 | ASSET BACKED | 29,247,179.2400 | 3,363,723.93 | .16 | |
GNR 2021-30 IB 2.5% 02/20/51 | 38382NXY8 | ASSET BACKED | 16,157,430.9600 | 2,434,189.68 | .12 | |
GNR 2021-77 EA 1% 07/20/50 | 38382QZ86 | ASSET BACKED | 5,662,037.1700 | 4,783,018.36 | .23 | |
GNR 2021-58 SL V/R 04/20/51 | 38382RCV8 | ASSET BACKED | 18,820,802.2400 | 1,166,530.26 | .06 | |
GRAFTECH FINAN 4.625% 12/15/28 | 384311AA4 | CORPORATE BONDS | 145,000.0000 | 132,348.75 | .01 | |
GRAN TIERRA ENE 7.75% 05/23/27 | 38502JAA9 | CORPORATE BONDS | 200,000.0000 | 184,002.00 | .01 | |
GWT 2019-WOLF E V/R 12/15/24 | 39152TAN0 | ASSET BACKED | 500,000.0000 | 479,673.20 | .02 | |
GWT 2019-WOLF F V/R 12/15/24 | 39152TAQ3 | ASSET BACKED | 500,000.0000 | 476,596.90 | .02 | |
GRIFFON CORPORA 5.75% 03/01/28 | 398433AP7 | CORPORATE BONDS | 200,000.0000 | 178,500.00 | .01 | |
GROUP 1 AUTOMOTIVE 4% 08/15/28 | 398905AN9 | CORPORATE BONDS | 150,000.0000 | 134,959.50 | .01 | |
GUARDIAN LIFE G 1.25% 05/13/26 | 40139LBD4 | CORPORATE BONDS | 815,000.0000 | 741,021.65 | .04 | |
GULFPORT ENERGY CO 8% 04/28/26 | 402635AQ9 | CORPORATE BONDS | 2,277.0000 | 2,342.05 | .00 | |
GULFPORT ENERGY OP 8% 05/17/26 | 402635AR7 | CORPORATE BONDS | 81,206.0000 | 83,526.06 | .00 | |
ESC GCB 6.375% 05/15/2025 | 402ESCAS6 | CORPORATE BONDS | 175,000.0000 | 17.50 | .00 | |
HCA INC 4.125% 06/15/29 | 404119BX6 | CORPORATE BONDS | 370,000.0000 | 354,001.04 | .02 | |
HCA INC 5.125% 06/15/39 | 404119BY4 | CORPORATE BONDS | 365,000.0000 | 351,464.84 | .02 | |
HCA INC 4.625% 03/15/52 | 404119CG2 | CORPORATE BONDS | 100,000.0000 | 87,285.33 | .00 | |
HPLY 2019-HIT F V/R 11/15/21 | 40443RAQ4 | ASSET BACKED | 964,446.2200 | 924,187.24 | .05 | |
HALLIBURTON CO 4.85% 11/15/35 | HAL35 | 406216BJ9 | CORPORATE BONDS | 235,000.0000 | 237,301.24 | .01 |
HALLIBURTON CO 2.92% 03/01/30 | 406216BL4 | CORPORATE BONDS | 305,000.0000 | 275,785.00 | .01 | |
HVMLT 2006-14 2A V/R 01/25/47 | 41162NAC1 | ASSET BACKED | 5,402,040.6400 | 4,956,859.01 | .24 | |
HERTZ CORP/THE 5% 12/01/29 | 428040DB2 | CORPORATE BONDS | 85,000.0000 | 74,375.00 | .00 | |
HESS MIDSTREAM 4.25% 02/15/30 | 428102AE7 | CORPORATE BONDS | 165,000.0000 | 151,352.85 | .01 | |
HESS MIDSTREAM O 5.5% 10/15/30 | 428102AF4 | CORPORATE BONDS | 80,000.0000 | 78,823.20 | .00 | |
HESS MIDSTREAM 5.125% 06/15/28 | 428104AA1 | CORPORATE BONDS | 145,000.0000 | 140,287.50 | .01 | |
HIGHTOWER HOLDI 6.75% 04/15/29 | 43118DAA8 | CORPORATE BONDS | 65,000.0000 | 59,884.50 | .00 | |
HILCORP ENERGY 6.25% 11/01/28 | 431318AS3 | CORPORATE BONDS | 190,000.0000 | 189,173.50 | .01 | |
HOME DEPOT INC 3.3% 04/15/40 | 437076CC4 | CORPORATE BONDS | 1,055,000.0000 | 922,929.29 | .05 | |
HPA 2021-1 D 2.477% 09/17/29 | 437300AG1 | ASSET BACKED | 1,791,832.3800 | 1,557,290.12 | .08 | |
HPA 2021-1 E 2.577% 09/17/29 | 437300AJ5 | ASSET BACKED | 818,491.3400 | 693,848.29 | .03 | |
HPA 2021-1 F 3.325% 09/17/29 | 437300AL0 | ASSET BACKED | 942,924.1600 | 775,334.01 | .04 | |
HUMANA INC 2.15% 02/03/32 | 444859BR2 | CORPORATE BONDS | 350,000.0000 | 288,086.11 | .01 | |
HUMANA INC 3.7% 03/23/29 | 444859BT8 | CORPORATE BONDS | 810,000.0000 | 777,133.38 | .04 | |
IMTT 2017-APTS B V/R 06/15/19 | 44974AAG2 | ASSET BACKED | 4,689,388.4800 | 4,644,073.04 | .23 | |
IMTT 2017-APTS C V/R 06/15/19 | 44974AAJ6 | ASSET BACKED | 2,309,488.6200 | 2,286,914.29 | .11 | |
IRB HOLDING CORP 7% 06/15/25 | 44988MAC9 | CORPORATE BONDS | 100,000.0000 | 102,917.50 | .01 | |
ISTAR INC 4.75% 10/01/24 | 45031UCF6 | CORPORATE BONDS | 105,000.0000 | 102,112.50 | .01 | |
IHEARTCOMMUNIC 8.375% 05/01/27 | 45174HBD8 | CORPORATE BONDS | 25,000.0000 | 24,750.00 | .00 | |
ILLUMINATE BUYER/H 9% 07/01/28 | 45232TAA9 | CORPORATE BONDS | 130,000.0000 | 123,500.00 | .01 | |
IMPRL 2021-NQM2 V/R 09/25/56 | 452761AA7 | ASSET BACKED | 601,958.1500 | 551,682.67 | .03 | |
IMPRL 2021-NQM3 V/R 11/25/56 | 452762AA5 | ASSET BACKED | 992,063.3400 | 893,249.17 | .04 | |
IMPRL 2022-NQM2 V/R 03/25/67 | 45276PAA4 | ASSET BACKED | 1,575,525.5600 | 1,535,799.16 | .08 | |
RAST 2005-A8CB A6 5% 07/25/35 | 45660LSU4 | ASSET BACKED | 3,967,184.8300 | 2,717,106.24 | .13 | |
INSTALLED BUILD 5.75% 02/01/28 | 45780RAA9 | CORPORATE BONDS | 155,000.0000 | 146,848.84 | .01 | |
INTEL CORP 2.45% 11/15/29 | 458140BH2 | CORPORATE BONDS | 335,000.0000 | 303,225.25 | .01 | |
INTEL CORP 3.25% 11/15/49 | 458140BJ8 | CORPORATE BONDS | 385,000.0000 | 309,877.55 | .02 | |
INTEL CORP 2.8% 08/12/41 | 458140BV1 | CORPORATE BONDS | 550,000.0000 | 432,533.67 | .02 | |
INTEL CORP 3.05% 08/12/51 | 458140BW9 | CORPORATE BONDS | 290,000.0000 | 225,139.97 | .01 | |
IBM CORP 2.72% 02/09/32 | 459200KN0 | CORPORATE BONDS | 295,000.0000 | 261,334.37 | .01 | |
INTERPUBLIC GROU 2.4% 03/01/31 | 460690BT6 | CORPORATE BONDS | 2,990,000.0000 | 2,537,251.48 | .12 | |
IHSFR 2018-SFR1 V/R 03/17/20 | 46185JAE8 | ASSET BACKED | 2,239,678.7700 | 2,225,692.42 | .11 | |
INVITATION HOMES 2.7% 01/15/34 | 46188BAC6 | CORPORATE BONDS | 830,000.0000 | 674,616.84 | .03 | |
IRON MOUNTAIN 4.875% 09/15/29 | 46284VAF8 | CORPORATE BONDS | 70,000.0000 | 64,123.15 | .00 | |
IRON MOUNTAIN IN 4.5% 02/15/31 | 46284VAN1 | CORPORATE BONDS | 100,000.0000 | 85,687.00 | .00 | |
ITC HOLDINGS CO 2.95% 05/14/30 | 465685AQ8 | CORPORATE BONDS | 750,000.0000 | 677,614.43 | .03 | |
JPMCC 2020-ACE C V/R 01/10/25 | 46591PAG7 | ASSET BACKED | 823,000.0000 | 743,261.01 | .04 | |
JPMMT 2021-3 B1 V/R 07/25/51 | 46592KBT8 | ASSET BACKED | 1,578,680.9600 | 1,371,135.56 | .07 | |
JPMMT 2006-S1 2 6.5% 04/25/36 | 466247N82 | ASSET BACKED | 2,363,816.7100 | 2,363,386.26 | .12 | |
JPMAC 2005-WMC1 V/R 09/25/35 | 46626LBL3 | ASSET BACKED | 4,019,200.0000 | 3,818,180.52 | .19 | |
JPMMT 2006-S4 A7 6% 01/25/37 | 46629SAG7 | ASSET BACKED | 6,668,162.1900 | 3,648,231.55 | .18 | |
JPMCC 2022-NLP A V/R 04/15/27 | 466317AA2 | ASSET BACKED | 683,000.0000 | 657,100.50 | .03 | |
JPMBB 2014-C26 C V/R 12/15/24 | 46643TBG6 | ASSET BACKED | 380,000.0000 | 365,361.37 | .02 | |
JPMBB 2015-C27 C V/R 02/15/25 | 46644ABM3 | ASSET BACKED | 1,667,000.0000 | 1,574,616.36 | .08 | |
JPMBB 2015-C2 3.227% 03/15/25 | 46644FAD3 | ASSET BACKED | 2,200,000.0000 | 2,161,564.90 | .11 | |
JPMBB 2015-C28 C V/R 03/15/25 | 46644FAK7 | ASSET BACKED | 1,205,000.0000 | 1,140,691.68 | .06 | |
JPMBB 2016-C1 3.576% 01/15/26 | 46645LAY3 | ASSET BACKED | 529,000.0000 | 523,690.11 | .03 | |
JPMCC 2018-WPT F V/R 07/05/23 | 46645WBJ1 | ASSET BACKED | 805,000.0000 | 789,051.34 | .04 | |
JPMORGAN CHASE & V/R 01/23/29 | 46647PAM8 | CORPORATE BONDS | 730,000.0000 | 693,435.68 | .03 | |
JPMORGAN CHASE & V/R 01/29/27 | 46647PBA3 | CORPORATE BONDS | 4,170,000.0000 | 4,126,114.54 | .20 | |
JPMORGAN CHASE & V/R 04/22/31 | 46647PBL9 | CORPORATE BONDS | 5,817,000.0000 | 5,053,341.97 | .25 | |
JPMORGAN CHASE & V/R 04/22/32 | 46647PCC8 | CORPORATE BONDS | 1,530,000.0000 | 1,310,015.44 | .06 | |
JPMORGAN CHASE & V/R 04/22/42 | 46647PCD6 | CORPORATE BONDS | 560,000.0000 | 452,457.47 | .02 | |
JPMORGAN CHASE & V/R 11/08/32 | 46647PCR5 | CORPORATE BONDS | 1,570,000.0000 | 1,329,211.75 | .07 | |
JPMORGAN CHASE & V/R 01/25/33 | 46647PCU8 | CORPORATE BONDS | 795,000.0000 | 699,418.88 | .03 | |
JPMORGAN CHASE & V/R 04/26/28 | 46647PDA1 | CORPORATE BONDS | 890,000.0000 | 886,023.29 | .04 | |
JPMORGAN CHASE & V/R 04/26/33 | 46647PDC7 | CORPORATE BONDS | 2,475,000.0000 | 2,486,199.16 | .12 | |
JPMCC 2019-OS 3.397% 06/05/29 | 46651EAA2 | ASSET BACKED | 1,950,000.0000 | 1,854,330.86 | .09 | |
JPMCC 2020-LOOP V/R 12/05/26 | 46651WAJ3 | ASSET BACKED | 805,000.0000 | 694,030.99 | .03 | |
JPMDB 2020-COR7 V/R 03/13/30 | 46652JBB7 | ASSET BACKED | 1,123,000.0000 | 1,022,202.22 | .05 | |
JELD-WEN INC 4.625% 12/15/25 | 475795AC4 | CORPORATE BONDS | 240,000.0000 | 226,200.00 | .01 | |
JOHNSON & JOHNS 3.55% 03/01/36 | 478160BU7 | CORPORATE BONDS | 345,000.0000 | 331,266.40 | .02 | |
JPMCC 2017-JP 3.489% 04/15/27 | 48128KAU5 | ASSET BACKED | 1,100,000.0000 | 1,079,323.52 | .05 | |
KAISER FOUNDATI 2.81% 06/01/41 | 48305QAF0 | CORPORATE BONDS | 255,000.0000 | 201,791.61 | .01 | |
KAISER FOUNDAT 3.002% 06/01/51 | 48305QAG8 | CORPORATE BONDS | 420,000.0000 | 325,614.67 | .02 | |
KEURIG DR PEPPE 3.95% 04/15/29 | 49271VAP5 | CORPORATE BONDS | 475,000.0000 | 462,978.80 | .02 | |
KEYCORP 2.55% 10/01/29 | 49326EEJ8 | CORPORATE BONDS | 515,000.0000 | 459,339.86 | .02 | |
KRAFT HEINZ FO 4.625% 10/01/39 | 50077LAX4 | CORPORATE BONDS | 4,167,000.0000 | 3,845,995.70 | .19 | |
KRONOS ACQ / KIK 5% 12/31/26 | 50106GAE2 | CORPORATE BONDS | 215,000.0000 | 190,275.00 | .01 | |
KRONOS ACQ / KIK 7% 12/31/27 | 50106GAF9 | CORPORATE BONDS | 115,000.0000 | 90,850.00 | .00 | |
KYNDRYL HOLDING 3.15% 10/15/31 | 50155QAE0 | CORPORATE BONDS | 610,000.0000 | 474,063.81 | .02 | |
LFS TOPCO LLC 5.875% 10/15/26 | 50203TAA4 | CORPORATE BONDS | 90,000.0000 | 83,250.00 | .00 | |
LSF9 ATL HLDG/V 7.75% 02/15/26 | 50220MAA8 | CORPORATE BONDS | 130,000.0000 | 117,271.70 | .01 | |
L3HARRIS TECH I 3.85% 06/15/23 | 502431AJ8 | CORPORATE BONDS | 505,000.0000 | 509,117.82 | .02 | |
LAS VEGAS SANDS 3.5% 08/18/26 | 517834AE7 | CORPORATE BONDS | 340,000.0000 | 309,818.61 | .02 | |
LD HOLDINGS GR 6.125% 04/01/28 | 521088AC8 | CORPORATE BONDS | 15,000.0000 | 11,325.00 | .00 | |
LEEWARD RENEWAB 4.25% 07/01/29 | 524590AA4 | CORPORATE BONDS | 90,000.0000 | 80,550.00 | .00 | |
LEGENDS HOSPITALIT 5% 02/01/26 | 52473NAA6 | CORPORATE BONDS | 75,000.0000 | 70,383.75 | .00 | |
LMAT 2021-GS3 A1 V/R 07/25/61 | 52474XAA3 | ASSET BACKED | 536,769.8000 | 507,394.80 | .02 | |
LMAT 2021-GS4 A1 V/R 11/25/60 | 52475WAA4 | ASSET BACKED | 279,267.1800 | 261,572.06 | .01 | |
LMAT 2021-GS2 A1 V/R 04/25/61 | 52476DAA5 | ASSET BACKED | 412,793.1400 | 390,929.34 | .02 | |
LXS 2007-4N 1A3 V/R 03/25/47 | 52524HAD2 | ASSET BACKED | 3,635,028.7900 | 3,552,827.34 | .17 | |
LDPT 2021-A C 2.75% 09/15/24 | 52607FAC8 | ASSET BACKED | 1,790,000.0000 | 1,707,415.84 | .08 | |
LEVEL 3 FINANCI 3.75% 07/15/29 | 527298BT9 | CORPORATE BONDS | 40,000.0000 | 32,500.00 | .00 | |
LIFE 2021-BMR D V/R 03/15/23 | 53218CAG5 | ASSET BACKED | 3,179,908.4300 | 3,058,719.90 | .15 | |
LEGACY LIFEPOI 4.375% 02/15/27 | 53219LAS8 | CORPORATE BONDS | 145,000.0000 | 134,125.00 | .01 | |
LIFEPOINT HEAL 5.375% 01/15/29 | 53219LAU3 | CORPORATE BONDS | 105,000.0000 | 89,775.00 | .00 | |
LIGADO NETWORKS 15.5% 11/01/23 | 53225HAA8 | CORPORATE BONDS | 75,425.0000 | 56,757.31 | .00 | |
LIONS GATE CAPIT 5.5% 04/15/29 | 53627NAE1 | CORPORATE BONDS | 95,000.0000 | 84,216.55 | .00 | |
LIVE NATION EN 5.625% 03/15/26 | 538034AN9 | CORPORATE BONDS | 310,000.0000 | 306,125.00 | .02 | |
LOCKHEED MARTIN 4.09% 09/15/52 | 539830BN8 | CORPORATE BONDS | 220,000.0000 | 211,631.29 | .01 | |
LOGMEIN INC 5.5% 09/01/27 | 541056AA5 | CORPORATE BONDS | 65,000.0000 | 56,875.00 | .00 | |
LOWE'S COS INC 3.35% 04/01/27 | 548661EG8 | CORPORATE BONDS | 145,000.0000 | 141,471.52 | .01 | |
LOWE'S COS INC 3.75% 04/01/32 | 548661EH6 | CORPORATE BONDS | 100,000.0000 | 94,395.90 | .00 | |
LOWE'S COS INC 4.25% 04/01/52 | 548661EJ2 | CORPORATE BONDS | 3,815,000.0000 | 3,428,175.41 | .17 | |
ME 2019-1 A2 6.448% 07/30/24 | 55282GAA5 | ASSET BACKED | 1,955,000.0000 | 1,963,588.32 | .10 | |
MFRA 2021-NQM1 A V/R 03/25/25 | 55283FAA6 | ASSET BACKED | 431,735.2700 | 411,810.13 | .02 | |
MFRA 2021-NQM2 A V/R 11/25/64 | 55283WAA9 | ASSET BACKED | 481,685.4900 | 440,165.69 | .02 | |
M/I HOMES INC 4.95% 02/01/28 | 55305BAS0 | CORPORATE BONDS | 130,000.0000 | 119,787.20 | .01 | |
MPH ACQUISITION 5.75% 11/01/28 | 553283AC6 | CORPORATE BONDS | 60,000.0000 | 52,259.10 | .00 | |
MPLX LP 4.125% 03/01/27 | 55336VAK6 | CORPORATE BONDS | 315,000.0000 | 312,081.86 | .02 | |
MPLX LP 4% 03/15/28 | 55336VAR1 | CORPORATE BONDS | 210,000.0000 | 203,597.70 | .01 | |
MPLX LP 1.75% 03/01/26 | 55336VBR0 | CORPORATE BONDS | 305,000.0000 | 278,550.59 | .01 | |
MPLX LP 4.95% 03/14/52 | 55336VBT6 | CORPORATE BONDS | 595,000.0000 | 545,382.74 | .03 | |
MADISON IAQ LL 4.125% 06/30/28 | 55760LAA5 | CORPORATE BONDS | 70,000.0000 | 61,425.00 | .00 | |
MADISON IAQ LL 5.875% 06/30/29 | 55760LAB3 | CORPORATE BONDS | 75,000.0000 | 61,125.00 | .00 | |
MAGALLANES INC 3.755% 03/15/27 | 55903VAG8 | CORPORATE BONDS | 750,000.0000 | 725,360.34 | .04 | |
MAGALLANES INC 4.279% 03/15/32 | 55903VAL7 | CORPORATE BONDS | 875,000.0000 | 812,782.66 | .04 | |
MAGALLANES INC 5.141% 03/15/52 | 55903VAQ6 | CORPORATE BONDS | 4,465,000.0000 | 3,980,687.21 | .20 | |
MICHAELS COS IN 5.25% 05/01/28 | 55916AAA2 | CORPORATE BONDS | 115,000.0000 | 98,833.30 | .00 | |
MICHAELS COS I 7.875% 05/01/29 | 55916AAB0 | CORPORATE BONDS | 40,000.0000 | 31,500.00 | .00 | |
MARATHON PETROLE 4.7% 05/01/25 | 56585ABH4 | CORPORATE BONDS | 560,000.0000 | 568,340.00 | .03 | |
MFT 2019-4A C 3.76% 12/17/29 | 57110AAC8 | ASSET BACKED | 2,000,000.0000 | 1,991,810.40 | .10 | |
MARSH & MCLENNA 4.75% 03/15/39 | 571748BH4 | CORPORATE BONDS | 435,000.0000 | 439,306.50 | .02 | |
MARRIOTT INTERN 2.85% 04/15/31 | 571903BG7 | CORPORATE BONDS | 840,000.0000 | 722,423.24 | .04 | |
MARVELL TECHNOL 1.65% 04/15/26 | 573874AC8 | CORPORATE BONDS | 595,000.0000 | 541,967.30 | .03 | |
MARVELL TECHNOL 2.45% 04/15/28 | 573874AF1 | CORPORATE BONDS | 205,000.0000 | 182,197.89 | .01 | |
MARVELL TECHNOL 2.95% 04/15/31 | 573874AJ3 | CORPORATE BONDS | 360,000.0000 | 312,645.25 | .02 | |
MASS MUTUAL LI 3.729% 10/15/70 | 575767AN8 | CORPORATE BONDS | 150,000.0000 | 116,605.51 | .01 | |
MASS MUTUAL LI 3.375% 04/15/50 | 575767AQ1 | CORPORATE BONDS | 615,000.0000 | 492,941.58 | .02 | |
H-FOOD HOLDNG/HE 8.5% 06/01/26 | 577088AA5 | CORPORATE BONDS | 160,000.0000 | 150,000.00 | .01 | |
MCGRAW-HILL EDU 5.75% 08/01/28 | 57767XAA8 | CORPORATE BONDS | 125,000.0000 | 111,562.50 | .01 | |
MCDONALD'S CORP 4.2% 04/01/50 | 58013MFR0 | CORPORATE BONDS | 580,000.0000 | 534,551.32 | .03 | |
MED 2021-MDLN G V/R 11/15/23 | 58403YBA3 | ASSET BACKED | 829,000.0000 | 806,778.82 | .04 | |
MERCK & CO INC 2.15% 12/10/31 | 58933YBE4 | CORPORATE BONDS | 1,940,000.0000 | 1,689,006.74 | .08 | |
MERCURY CHILE HO 6.5% 01/24/27 | 58937CAA7 | CORPORATE BONDS | 400,000.0000 | 377,860.00 | .02 | |
MFCC 2021-1A A 1.54% 12/20/22 | 58940BAA4 | ASSET BACKED | 490,000.0000 | 474,350.92 | .02 | |
MLMI 2006-AF1 5.75% 08/25/36 | 59023RAA7 | ASSET BACKED | 6,308,620.4800 | 3,479,352.45 | .17 | |
MLMI 2006-HE6 A1 V/R 11/25/37 | 59023XAA4 | ASSET BACKED | 8,991,328.5500 | 5,737,392.82 | .28 | |
METIS MERGER SUB 6.5% 05/15/29 | 59155LAA0 | CORPORATE BONDS | 155,000.0000 | 134,850.00 | .01 | |
MET LIFE GLOB FU 2.4% 01/11/32 | 59217GET2 | CORPORATE BONDS | 1,235,000.0000 | 1,064,474.94 | .05 | |
MET TRANSPRTN 6.814% 11/15/40 | 59259YGF0 | MUNICIPAL BONDS | 680,000.0000 | 828,098.76 | .04 | |
MICROSOFT CORP 2.921% 03/17/52 | 594918CE2 | CORPORATE BONDS | 950,000.0000 | 770,120.42 | .04 | |
MICROCHIP TECHN 2.67% 09/01/23 | 595017AZ7 | CORPORATE BONDS | 770,000.0000 | 762,661.85 | .04 | |
BERKSHIRE HATH 6.125% 04/01/36 | BRK.B/36 | 59562VAM9 | CORPORATE BONDS | 610,000.0000 | 692,491.06 | .03 |
BERKSHIRE HATHA 5.95% 05/15/37 | BRK.B/37 | 59562VAP2 | CORPORATE BONDS | 1,100,000.0000 | 1,229,366.30 | .06 |
MIDWEST GMNG B 4.875% 05/01/29 | 59833DAB6 | CORPORATE BONDS | 70,000.0000 | 61,427.10 | .00 | |
MINERVA MERGER S 6.5% 02/15/30 | 60337JAA4 | CORPORATE BONDS | 205,000.0000 | 188,690.20 | .01 | |
MODIVCARE ESCROW I 5% 10/01/29 | 60783XAA2 | CORPORATE BONDS | 135,000.0000 | 118,125.00 | .01 | |
MONDELEZ INTERNA 1.5% 02/04/31 | 609207AX3 | CORPORATE BONDS | 725,000.0000 | 586,810.79 | .03 | |
MONDELEZ INTER 2.625% 03/17/27 | 609207BA2 | CORPORATE BONDS | 100,000.0000 | 94,503.05 | .00 | |
MONDELEZ INTERNATI 3% 03/17/32 | 609207BB0 | CORPORATE BONDS | 1,320,000.0000 | 1,178,865.12 | .06 | |
MONONGAHELA POWE 5.4% 12/15/43 | 610202BP7 | CORPORATE BONDS | 205,000.0000 | 215,813.34 | .01 | |
MSBAM 2015-C2 3.531% 09/15/25 | 61690VAZ1 | ASSET BACKED | 1,405,000.0000 | 1,390,893.52 | .07 | |
MSC 2016-UB12 XA V/R 11/15/26 | 61691EBB0 | ASSET BACKED | 12,327,647.6800 | 306,661.33 | .02 | |
MSC 2018-SUN A V/R 07/15/20 | 61691MAA5 | ASSET BACKED | 467,000.0000 | 457,641.74 | .02 | |
MSC 2019-L3 XA V/R 11/15/29 | 61691UBF5 | ASSET BACKED | 22,044,996.3400 | 860,782.15 | .04 | |
MORGAN STANLEY V/R 01/22/31 | 6174468L6 | CORPORATE BONDS | 3,600,000.0000 | 3,163,935.96 | .16 | |
MORGAN STANLEY V/R 04/28/32 | 6174468X0 | CORPORATE BONDS | 675,000.0000 | 543,732.45 | .03 | |
MORGAN STANLEY V/R 07/22/28 | 61744YAK4 | CORPORATE BONDS | 5,031,000.0000 | 4,818,803.59 | .24 | |
MORGAN STANLEY V/R 09/16/36 | 61747YEF8 | CORPORATE BONDS | 1,750,000.0000 | 1,400,100.57 | .07 | |
MORGAN STANLEY V/R 10/20/32 | 61747YEH4 | CORPORATE BONDS | 105,000.0000 | 88,269.98 | .00 | |
MORGAN STANLEY V/R 01/21/28 | 61747YEK7 | CORPORATE BONDS | 825,000.0000 | 759,313.19 | .04 | |
MORGAN STANLEY V/R 04/20/28 | 61747YER2 | CORPORATE BONDS | 590,000.0000 | 585,264.89 | .03 | |
MORGAN STANLEY 3.7% 10/23/24 | 61761JVL0 | CORPORATE BONDS | 310,000.0000 | 310,596.09 | .02 | |
MSBAM 2014-C17 C V/R 07/15/24 | 61763UBE1 | ASSET BACKED | 2,000,000.0000 | 1,946,736.60 | .10 | |
MSBAM 2014-C19 X V/R 12/15/24 | 61764PBV3 | ASSET BACKED | 16,488,711.3400 | 314,530.41 | .02 | |
MSBAM 2015-C2 3.249% 12/15/24 | 61764RBF4 | ASSET BACKED | 2,583,782.0000 | 2,551,291.97 | .13 | |
MSBAM 2016-C31 C V/R 10/15/26 | 61766RBE5 | ASSET BACKED | 1,652,000.0000 | 1,547,399.82 | .08 | |
MSC 2016-UB11 XA V/R 08/15/26 | 61767FBB6 | ASSET BACKED | 16,014,754.6600 | 735,479.21 | .04 | |
MSC 2020-L4 B 3.082% 02/15/30 | 61770KBB0 | ASSET BACKED | 806,000.0000 | 719,559.89 | .04 | |
MSRM 2020-RPL1 A V/R 10/25/23 | 61771HAA9 | ASSET BACKED | 2,030,947.2400 | 1,975,848.86 | .10 | |
MSC 2019-H7 A 3.524% 07/15/29 | 61771MAZ3 | ASSET BACKED | 1,356,000.0000 | 1,275,637.74 | .06 | |
MSC 2019-H7 B 3.725% 07/15/29 | 61771MBA7 | ASSET BACKED | 583,000.0000 | 545,428.04 | .03 | |
MORGAN STANLEY V/R 05/04/27 | 61772BAB9 | CORPORATE BONDS | 1,120,000.0000 | 1,007,116.20 | .05 | |
MOSS CREEK RESOU 7.5% 01/15/26 | 61965RAA3 | CORPORATE BONDS | 120,000.0000 | 110,038.80 | .01 | |
MOZART DEBT MER 5.25% 10/01/29 | 62482BAB8 | CORPORATE BONDS | 200,000.0000 | 174,000.00 | .01 | |
MURPHY OIL USA 4.75% 09/15/29 | 626738AE8 | CORPORATE BONDS | 120,000.0000 | 113,700.00 | .01 | |
NGL ENRGY PART L 7.5% 04/15/26 | 62913TAP7 | CORPORATE BONDS | 85,000.0000 | 71,187.50 | .00 | |
NGL ENRGY OP/FIN 7.5% 02/01/26 | 62922LAA6 | CORPORATE BONDS | 140,000.0000 | 131,891.90 | .01 | |
NLT 2021-INV1 A1 V/R 05/25/56 | 62923JAA0 | ASSET BACKED | 1,219,867.6800 | 1,107,927.62 | .05 | |
NRG ENERGY INC 3.625% 02/15/31 | 629377CR1 | CORPORATE BONDS | 200,000.0000 | 166,500.00 | .01 | |
NABORS INDUSTR 7.375% 05/15/27 | 62957HAJ4 | CORPORATE BONDS | 60,000.0000 | 61,212.00 | .00 | |
NATIONSTAR MTG 5.75% 11/15/31 | 63861CAE9 | CORPORATE BONDS | 145,000.0000 | 128,687.50 | .01 | |
NAVIENT CORP 5% 03/15/27 | 63938CAK4 | CORPORATE BONDS | 100,000.0000 | 91,028.50 | .00 | |
NAVSL 2021-EA 0.97% 12/15/28 | 63942EAA6 | ASSET BACKED | 508,498.7600 | 472,008.28 | .02 | |
NESCO HOLDINGS I 5.5% 04/15/29 | 64083YAA9 | CORPORATE BONDS | 25,000.0000 | 23,558.25 | .00 | |
NETAPP INC 1.875% 06/22/25 | 64110DAL8 | CORPORATE BONDS | 590,000.0000 | 555,949.27 | .03 | |
NCHET 2005-B M2 V/R 10/25/35 | 64352VNL1 | ASSET BACKED | 4,000,000.0000 | 3,473,715.60 | .17 | |
NRZT 2021-NQ1R A V/R 07/25/55 | 64828BAA9 | ASSET BACKED | 439,458.1900 | 424,178.98 | .02 | |
NRZT 2021-NQ2R A V/R 10/25/58 | 64831EAA8 | ASSET BACKED | 350,428.5100 | 340,359.40 | .02 | |
NRZT 2021-NQM3 A V/R 11/27/56 | 64831TAA5 | ASSET BACKED | 1,333,840.5400 | 1,256,094.44 | .06 | |
NEW YORK LIFE I 3.75% 05/15/50 | 64952GAT5 | CORPORATE BONDS | 140,000.0000 | 122,010.65 | .01 | |
NEW YORK ST THRU 2.9% 01/01/35 | 650009S53 | MUNICIPAL BONDS | 200,000.0000 | 177,908.18 | .01 | |
NEW YORK TRANS 4.248% 09/01/35 | 650117AA2 | MUNICIPAL BONDS | 1,025,000.0000 | 1,017,115.19 | .05 | |
NEWS CORP 5.125% 02/15/32 | 65249BAB5 | CORPORATE BONDS | 45,000.0000 | 42,975.00 | .00 | |
NEXTERA ENERGY 2.25% 06/01/30 | 65339KBR0 | CORPORATE BONDS | 1,030,000.0000 | 879,850.91 | .04 | |
NFP CORP 6.875% 08/15/28 | 65342RAD2 | CORPORATE BONDS | 135,000.0000 | 119,954.25 | .01 | |
NFP CORP 4.875% 08/15/28 | 65342RAE0 | CORPORATE BONDS | 125,000.0000 | 113,750.00 | .01 | |
NISOURCE INC 3.6% 05/01/30 | 65473PAJ4 | CORPORATE BONDS | 1,154,000.0000 | 1,078,867.79 | .05 | |
NISOURCE INC 1.7% 02/15/31 | 65473PAL9 | CORPORATE BONDS | 135,000.0000 | 106,458.30 | .01 | |
NORFOLK SOUTHERN 3.4% 11/01/49 | 655844CD8 | CORPORATE BONDS | 145,000.0000 | 118,349.00 | .01 | |
NORTHROP GRUMMA 2.93% 01/15/25 | 666807BM3 | CORPORATE BONDS | 4,875,000.0000 | 4,788,112.05 | .23 | |
NORTHROP GRUMMA 5.15% 05/01/40 | 666807BT8 | CORPORATE BONDS | 665,000.0000 | 701,778.20 | .03 | |
AMSR 2020-SFR 2.456% 11/17/25 | 66981FAF7 | ASSET BACKED | 4,000,000.0000 | 3,585,689.20 | .18 | |
NUSTAR LOGISTICS L 6% 06/01/26 | 67059TAF2 | CORPORATE BONDS | 265,000.0000 | 264,374.60 | .01 | |
NVIDIA CORP 2.85% 04/01/30 | 67066GAF1 | CORPORATE BONDS | 895,000.0000 | 833,334.50 | .04 | |
NVIDIA CORP 1.55% 06/15/28 | 67066GAM6 | CORPORATE BONDS | 225,000.0000 | 198,072.21 | .01 | |
OBX 2021-NQM1 A1 V/R 03/25/25 | 67114BAA5 | ASSET BACKED | 873,947.6800 | 828,349.55 | .04 | |
OBX 2021-NQM3 A1 V/R 07/25/61 | 67114JAA8 | ASSET BACKED | 717,482.2800 | 649,663.85 | .03 | |
OBX 2022-NQM1 A1 V/R 01/25/26 | 67114VAA1 | ASSET BACKED | 1,411,327.2100 | 1,335,159.15 | .07 | |
OASIS PETROLEU 6.375% 06/01/26 | 674215AL2 | CORPORATE BONDS | 125,000.0000 | 125,607.50 | .01 | |
OCCIDENTAL PETR 6.45% 09/15/36 | 674599DF9 | CORPORATE BONDS | 45,000.0000 | 48,825.00 | .00 | |
OCCIDENTAL PETRO 6.6% 03/15/46 | 674599DL6 | CORPORATE BONDS | 45,000.0000 | 49,050.00 | .00 | |
OCCIDENTAL PETROLE 8% 07/15/25 | 674599DY8 | CORPORATE BONDS | 95,000.0000 | 102,362.50 | .01 | |
OCCIDENTAL PET 6.625% 09/01/30 | 674599ED3 | CORPORATE BONDS | 225,000.0000 | 243,843.75 | .01 | |
OCCIDENTAL PET 6.125% 01/01/31 | 674599EF8 | CORPORATE BONDS | 205,000.0000 | 215,467.30 | .01 | |
OGLETHORPE POWE 5.05% 10/01/48 | 677050AN6 | CORPORATE BONDS | 470,000.0000 | 470,819.96 | .02 | |
OLYMPUS WTR US 4.25% 10/01/28 | 681639AA8 | CORPORATE BONDS | 200,000.0000 | 176,732.00 | .01 | |
OMNICOM GROUP I 2.45% 04/30/30 | 681919BB1 | CORPORATE BONDS | 815,000.0000 | 707,859.15 | .03 | |
ONCOR ELECTRIC 2.75% 05/15/30 | 68233JCC6 | CORPORATE BONDS | 810,000.0000 | 743,844.13 | .04 | |
ONEOK INC 4.55% 07/15/28 | 682680AU7 | CORPORATE BONDS | 165,000.0000 | 164,169.56 | .01 | |
ONEOK INC 3.1% 03/15/30 | 682680BB8 | CORPORATE BONDS | 290,000.0000 | 257,924.50 | .01 | |
ONEOK INC 5.85% 01/15/26 | 682680BD4 | CORPORATE BONDS | 210,000.0000 | 221,152.10 | .01 | |
ONEOK INC 6.35% 01/15/31 | 682680BE2 | CORPORATE BONDS | 100,000.0000 | 109,195.24 | .01 | |
ORACLE CORP 4.125% 05/15/45 | 68389XBF1 | CORPORATE BONDS | 25,000.0000 | 19,824.74 | .00 | |
ORACLE CORP 4% 07/15/46 | 68389XBJ3 | CORPORATE BONDS | 335,000.0000 | 262,507.71 | .01 | |
ORACLE CORP 4% 11/15/47 | 68389XBQ7 | CORPORATE BONDS | 200,000.0000 | 155,438.44 | .01 | |
ORACLE CORP 3.6% 04/01/40 | 68389XBW4 | CORPORATE BONDS | 230,000.0000 | 178,205.57 | .01 | |
ORACLE CORP 3.6% 04/01/50 | 68389XBX2 | CORPORATE BONDS | 2,649,000.0000 | 1,905,628.43 | .09 | |
ORACLE CORP 3.95% 03/25/51 | 68389XCA1 | CORPORATE BONDS | 702,000.0000 | 533,225.71 | .03 | |
ORACLE CORP 4.1% 03/25/61 | 68389XCB9 | CORPORATE BONDS | 230,000.0000 | 170,536.17 | .01 | |
ORACLE CORP 2.3% 03/25/28 |