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 3/31/24 | ||||||||||||
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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.
*Effective, April 1, 2024, the Fund's adviser, Orion Portfolio Solutions, LLC .b.a Brinker Capital Investments (the "Adviser"), amended its contractual fee waiver such that the Adviser will waive a portion of its management fee as necessary to keep the Fund's management fee from exceeding 0.444% 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, 2024 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:
0.88% - Net expense ratio:*
0.84%
Daily NAV | Date: | 04/18/2024 |
NAV: $8.16 NAV change: -$0.02 Total assets ($m): $1,769.5
Management team
- Brian Storey CFA, Deputy CIO of Destinations Portfolios, Brinker Capital Investments
Brian Storey is a senior portfolio manager at Brinker Capital Investments, a brand entity of Orion Advisor Solutions. In this role, he has portfolio management responsibilities for Brinker Capital’s Destinations program. Brian is involved in all aspects of the investment process for these multi-asset class portfolio solutions, including asset allocation, portfolio construction, manager research, and due diligence.
Prior to joining Brinker Capital, Brian was a Senior Portfolio Manager at First Citizens Bank where he oversaw portfolio construction for the globally-diversified investment strategies utilized by the firm’s private wealth and institutional clients. Previously, he served in various leadership and operational roles during his five years as an officer in the U.S. Coast Guard.
Brian graduated from the United States Coast Guard Academy with a Bachelor of Science in management and earned his Master of Business Administration from Duke University’s Fuqua School of Business where he graduated as a Fuqua scholar. Brian is a CFA® charterholder and holds the FINRA Series 65 license. He is a member of the CFA® Institute and the CFA® Society North Carolina.
- Andrew Goins Andrew Goins, CFA, Senior Portfolio Manager
Andrew Goins is a senior portfolio manager at Brinker Capital Investments, a brand entity of Orion Advisor Solutions. In this role, he has portfolio management responsibilities for Brinker Capital’s Destinations program. Andrew is involved in all aspects of the investment process for these multi-asset class portfolio solutions, including asset allocation, portfolio construction, manager research, and due diligence. Andrew first joined Brinker Capital in 2010. He held several roles focusing on manager research and due diligence as well as managing multi-asset class portfolios before moving into a senior portfolio manager role in 2023.
Prior to joining Brinker Capital, Andrew was an investment management analyst at Budros, Ruhlin & Roe, an independent RIA in Columbus, OH. Andrew graduated from The Ohio State University with a Bachelor of Science in Business Administration. Andrew is a CFA® charterholder and holds the FINRA Series 7 license. He is a member of the CFA® Institute and the CFA® Society North Carolina.
Performance
I Share Fund performance as of 3/31/24 | ||||||||||||||||||
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Annualized | ||||||||||||||||||
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.
*Effective, April 1, 2024, the Fund's adviser, Orion Portfolio Solutions, LLC .b.a Brinker Capital Investments (the "Adviser"), amended its contractual fee waiver such that the Adviser will waive a portion of its management fee as necessary to keep the Fund's management fee from exceeding 0.444% 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, 2024 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 |
---|---|---|---|---|---|---|
EURO | CASHEUR | CURRENCY | 52.0500 | 56.15 | .00 | |
US DOLLARS | CASHUSD | CURRENCY | 73,099,671.1400 | 73,099,671.14 | 3.62 | |
INTELSAT SA/LUXEMBOURG | L5217E120 | COMMON STOCK | 1,030.0000 | 27,295.00 | .00 | |
FLAME AGGREGATOR | 34X684 | COMMON STOCK | 171.0000 | 1,444.95 | .00 | |
FLAME AGGREGATOR /REST/ | 34X685 | COMMON STOCK | 1,736.0000 | 14,669.20 | .00 | |
ISHARES CORE TOTAL US BOND M | AGG | 464287226 | POOLED INVESTMENTS | 992,363.0000 | 97,192,032.22 | 4.82 |
BHP BILLITON FIN 4.9% 02/28/33 | 055451BA5 | CORPORATE BONDS | 385,000.0000 | 381,699.67 | .02 | |
BHP BILLITON FI 5.25% 09/08/30 | 055451BD9 | CORPORATE BONDS | 387,000.0000 | 393,530.52 | .02 | |
BHP BILLITON FI 5.25% 09/08/33 | 055451BE7 | CORPORATE BONDS | 330,000.0000 | 333,744.73 | .02 | |
MACQUARIE GROUP L V/R 01/14/33 | 55608JAZ1 | CORPORATE BONDS | 523,000.0000 | 434,988.61 | .02 | |
WESTPAC BANKING C V/R 11/18/36 | 961214EX7 | CORPORATE BONDS | 481,000.0000 | 395,109.51 | .02 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAF5 | CORPORATE BONDS | 6,446.1300 | 5,952.51 | .00 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAH1 | CORPORATE BONDS | 32,312.0000 | 4,992.12 | .00 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAP3 | CORPORATE BONDS | 832.0900 | 672.11 | .00 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAR9 | CORPORATE BONDS | 81,635.0000 | 937.48 | .00 | |
NCL CORPORATIO 5.875% 03/15/26 | 62886HBA8 | CORPORATE BONDS | 85,000.0000 | 83,907.82 | .00 | |
NCL CORPORATIO 8.375% 02/01/28 | 62886HBL4 | CORPORATE BONDS | 85,000.0000 | 89,787.54 | .00 | |
NABORS INDUSTRI 7.25% 01/15/26 | 629571AA8 | CORPORATE BONDS | 45,000.0000 | 44,721.41 | .00 | |
RRAM 2022-23A A2 V/R 10/15/35 | 75000GAV8 | ASSET BACKED | 1,420,000.0000 | 1,436,745.21 | .07 | |
TMIR 2021-3 M1A V/R 02/25/34 | 89600HAA7 | ASSET BACKED | 19,150.2200 | 19,157.20 | .00 | |
TRITON CONTAINE 3.25% 03/15/32 | 89681LAA0 | CORPORATE BONDS | 468,000.0000 | 379,787.73 | .02 | |
VIKING CRUISES 5.875% 09/15/27 | 92676XAD9 | CORPORATE BONDS | 145,000.0000 | 142,261.68 | .01 | |
VIKING CRUISES 9.125% 07/15/31 | 92676XAG2 | CORPORATE BONDS | 125,000.0000 | 136,701.40 | .01 | |
WEATHERFORD INTE 6.5% 09/15/28 | 947075AT4 | CORPORATE BONDS | 46,000.0000 | 47,443.80 | .00 | |
WEATHERFORD IN 8.625% 04/30/30 | 947075AU1 | CORPORATE BONDS | 110,000.0000 | 114,836.59 | .01 | |
GOVT OF BERMUDA 5% 07/15/32 | BNVSRY6 | GOVERNMENT BONDS | 800,000.0000 | 769,600.00 | .04 | |
GOVT OF BERMUD 2.375% 08/20/30 | G10367AE3 | GOVERNMENT BONDS | 890,000.0000 | 743,328.00 | .04 | |
GEOPARK LTD 5.5% 01/17/27 | G38327AB1 | CORPORATE BONDS | 200,000.0000 | 181,642.90 | .01 | |
BANCO EST RIO GRA V/R 01/28/31 | 05965BAB3 | CORPORATE BONDS | 200,000.0000 | 193,301.07 | .01 | |
BANCO DO BRASIL (CA V/R /PERP/ | G07402DP5 | CORPORATE BONDS | 400,000.0000 | 401,990.40 | .02 | |
ITAU UNIBANCO HLDG V/R /PERP/ | P59699AB7 | CORPORATE BONDS | 200,000.0000 | 188,185.44 | .01 | |
RIO TINTO ALCA 6.125% 12/15/33 | RTP/33 | 013716AU9 | CORPORATE BONDS | 420,000.0000 | 451,534.97 | .02 |
BANK OF MONTREAL V/R 01/10/37 | 06368DH72 | CORPORATE BONDS | 480,000.0000 | 392,146.08 | .02 | |
BAUSCH + LOMB 8.375% 10/01/28 | 071705AA5 | CORPORATE BONDS | 170,000.0000 | 175,892.20 | .01 | |
BAUSCH HEALTH C 5.25% 01/30/30 | 071734AJ6 | CORPORATE BONDS | 30,000.0000 | 12,376.39 | .00 | |
BAUSCH HEALTH 4.875% 06/01/28 | 071734AN7 | CORPORATE BONDS | 110,000.0000 | 60,027.42 | .00 | |
BOMBARDIER INC 8.75% 11/15/30 | 097751CA7 | CORPORATE BONDS | 110,000.0000 | 117,455.36 | .01 | |
CANADIAN NATL R 2.95% 07/15/30 | 136385BA8 | CORPORATE BONDS | 145,000.0000 | 127,840.13 | .01 | |
CENOVUS ENERGY 2.65% 01/15/32 | 15135UAW9 | CORPORATE BONDS | 70,000.0000 | 58,061.53 | .00 | |
CONSTELLATION 5.158% 02/16/29 | 21037XAC4 | CORPORATE BONDS | 30,000.0000 | 29,968.11 | .00 | |
CONSTELLATION 5.461% 02/16/34 | 21037XAD2 | CORPORATE BONDS | 230,000.0000 | 231,501.34 | .01 | |
ENBRIDGE INC 2.5% 08/01/33 | 29250NBF1 | CORPORATE BONDS | 125,000.0000 | 100,720.06 | .00 | |
ENBRIDGE INC 5.7% 03/08/33 | 29250NBR5 | CORPORATE BONDS | 935,000.0000 | 957,583.82 | .05 | |
ENBRIDGE INC 6% 11/15/28 | 29250NBX2 | CORPORATE BONDS | 35,000.0000 | 36,390.63 | .00 | |
T/L AIR CANADA 00.00% 12/31/49 | 342DW6 | LOAN | 75,000.0000 | 75,047.25 | .00 | |
GFL ENVIRONMENT 6.75% 01/15/31 | 36168QAQ7 | CORPORATE BONDS | 65,000.0000 | 66,612.85 | .00 | |
GARDA WORLD SE 4.625% 02/15/27 | 36485MAK5 | CORPORATE BONDS | 115,000.0000 | 110,192.16 | .01 | |
GARDA WORLD SECURI 6% 06/01/29 | 36485MAL3 | CORPORATE BONDS | 85,000.0000 | 76,078.74 | .00 | |
HUSKY INJECTION / 9% 02/15/29 | 44805RAA3 | CORPORATE BONDS | 135,000.0000 | 139,605.93 | .01 | |
MATTAMY GROUP 4.625% 03/01/30 | 57701RAM4 | CORPORATE BONDS | 120,000.0000 | 108,869.04 | .01 | |
ONT GAMING GTA/OTG 8% 08/01/30 | 68306MAA7 | CORPORATE BONDS | 130,000.0000 | 133,896.40 | .01 | |
CADILLAC FAIRVIE 2.5% 10/15/31 | 68327LAD8 | CORPORATE BONDS | 2,420,000.0000 | 1,957,393.09 | .10 | |
PARKLAND CORP 4.625% 05/01/30 | 70137WAL2 | CORPORATE BONDS | 70,000.0000 | 64,532.87 | .00 | |
ROGERS COMMUNICATI 5% 02/15/29 | 775109DE8 | CORPORATE BONDS | 135,000.0000 | 134,062.45 | .01 | |
ROYAL BANK OF C 5.15% 02/01/34 | 78016HZW3 | CORPORATE BONDS | 99,000.0000 | 99,095.44 | .00 | |
SUPERIOR PLUS/GE 4.5% 03/15/29 | 86828LAC6 | CORPORATE BONDS | 120,000.0000 | 110,945.76 | .01 | |
TELESAT CANADA/T 6.5% 10/15/27 | 87952VAM8 | CORPORATE BONDS | 20,000.0000 | 8,000.00 | .00 | |
TORONTO-DOMINION 3.2% 03/10/32 | 89114TZV7 | CORPORATE BONDS | 155,000.0000 | 136,407.06 | .01 | |
MEGLOBAL CANADA UL 5% 05/18/25 | BMFG2R7 | CORPORATE BONDS | 200,000.0000 | 197,316.00 | .01 | |
CANACOL ENERGY 5.75% 11/24/28 | BMV9VP1 | CORPORATE BONDS | 200,000.0000 | 89,262.61 | .00 | |
T/L TITAN ACQUISIT 0% 03/28/25 | LX172192 | LOAN | 97,147.2800 | 97,025.85 | .00 | |
T/L WESTJET AIRLIN 0% 12/11/26 | LX181751 | LOAN | 10,264.2100 | 10,253.02 | .00 | |
T/L KRONOS ACQUIS ZCP 12/22/26 | LX192220 | LOAN | 77,500.8300 | 77,530.28 | .00 | |
T/L GARDA FINANCI 0% 02/01/29 | LX202657 | LOAN | 180,000.0000 | 180,113.40 | .01 | |
T/L ONTARIO GAMIN 0% 07/20/30 | LX213782 | LOAN | 80,000.0000 | 80,243.20 | .00 | |
T/L WESTJET AIRL 0% 02/28/32 | LX225702 | LOAN | 165,000.0000 | 164,863.05 | .01 | |
CLVR 2021-1A A V/R 04/22/34 | 00141YAA3 | ASSET BACKED | 1,600,000.0000 | 1,600,960.00 | .08 | |
ALM 2020-1A A2 V/R 10/15/29 | 00166FAG1 | ASSET BACKED | 500,000.0000 | 500,527.15 | .02 | |
ANCHC 2014-4RA B V/R 01/28/31 | 03328LAC6 | ASSET BACKED | 1,000,000.0000 | 1,000,302.70 | .05 | |
APID 2013-12A CR V/R 04/15/31 | 03764DAK7 | ASSET BACKED | 500,000.0000 | 494,845.30 | .02 | |
ARES 2017-43A BR V/R 07/15/34 | 04016PAL2 | ASSET BACKED | 1,120,000.0000 | 1,120,156.80 | .06 | |
AVOLON HOLDINGS 5.75% 03/01/29 | 05401AAU5 | CORPORATE BONDS | 396,000.0000 | 394,084.20 | .02 | |
BSPRT 2021-FL6 A V/R 03/15/36 | 05601HAA2 | ASSET BACKED | 677,028.1900 | 671,254.70 | .03 | |
BSPRT 2021-FL7 B V/R 12/15/38 | 05602CAE4 | ASSET BACKED | 370,000.0000 | 359,055.07 | .02 | |
BABSN 2024-1A B V/R 01/20/37 | 06763VAC9 | ASSET BACKED | 835,000.0000 | 837,809.78 | .04 | |
BATLN 2017-11A A V/R 04/24/34 | 07132LAL3 | ASSET BACKED | 1,000,000.0000 | 998,280.30 | .05 | |
BLUEM 2019-24A A V/R 04/20/34 | 09609NAL9 | ASSET BACKED | 1,085,000.0000 | 1,080,664.88 | .05 | |
CBAM 2017-2A BR V/R 07/17/34 | 12481KAU2 | ASSET BACKED | 1,495,000.0000 | 1,493,252.79 | .07 | |
CBAM 2019-10A DR V/R 04/20/32 | 12482NAW1 | ASSET BACKED | 750,000.0000 | 748,824.15 | .04 | |
CQS 2021-1A A V/R 01/20/35 | 12659UAA0 | ASSET BACKED | 1,250,000.0000 | 1,247,875.00 | .06 | |
ELM23 2023-2A B V/R 04/16/36 | 29003YAC5 | ASSET BACKED | 655,000.0000 | 658,656.01 | .03 | |
ELM19 2022-6A BR V/R 10/17/36 | 29004JAN3 | ASSET BACKED | 970,000.0000 | 980,529.45 | .05 | |
FILPK 2018-1A D V/R 07/15/30 | 31722PAW6 | ASSET BACKED | 800,000.0000 | 794,999.36 | .04 | |
FPPC 2022-1A A V/R 04/14/35 | 35455DAA5 | ASSET BACKED | 2,000,000.0000 | 1,996,800.00 | .10 | |
GGAM FINANCE L 6.875% 04/15/29 | 36170JAD8 | CORPORATE BONDS | 90,000.0000 | 90,337.50 | .00 | |
GLOBAL AIR LEASE 6.5% 09/15/24 | 37960JAA6 | CORPORATE BONDS | 224,847.0000 | 213,858.39 | .01 | |
GSTNE 2019-FL2 C V/R 10/15/24 | 39809LAE4 | ASSET BACKED | 785,000.0000 | 768,934.82 | .04 | |
HLSY 2019-1A B1 V/R 01/20/33 | 406375AC9 | ASSET BACKED | 1,000,000.0000 | 994,245.40 | .05 | |
HORZN 2019-2 3.425% 11/15/26 | 44040JAA6 | ASSET BACKED | 4,150,265.3100 | 3,278,618.29 | .16 | |
LCM 15A DR V/R 07/20/30 | 50184NAQ5 | ASSET BACKED | 1,000,000.0000 | 988,060.30 | .05 | |
MF1 2021-FL7 A V/R 10/16/36 | 55284AAA6 | ASSET BACKED | 386,550.8300 | 383,651.70 | .02 | |
MF1 2022-FL8 AS V/R 02/19/37 | 55284JAC3 | ASSET BACKED | 845,000.0000 | 828,628.13 | .04 | |
MP22 2021-2A A V/R 07/25/34 | 56606GAA2 | ASSET BACKED | 1,000,000.0000 | 1,000,889.00 | .05 | |
MP21 2021-3A A1 V/R 10/17/34 | 56606KAA3 | ASSET BACKED | 1,000,000.0000 | 997,301.00 | .05 | |
OCP 2020-20A A1R V/R 04/18/37 | 670859AK3 | ASSET BACKED | 1,635,000.0000 | 1,635,000.00 | .08 | |
OCT44 2019-1A DR V/R 10/15/34 | 67577LAQ8 | ASSET BACKED | 600,000.0000 | 599,447.82 | .03 | |
OCT21 2014-1A A2 V/R 02/14/31 | 67590QBM8 | ASSET BACKED | 962,500.0000 | 952,050.72 | .05 | |
OCT61 2023-2A B V/R 04/20/36 | 675947AC9 | ASSET BACKED | 925,000.0000 | 929,964.11 | .05 | |
RACEP 2015-9A A1 V/R 10/15/30 | 74982WAA4 | ASSET BACKED | 1,625,580.6700 | 1,627,350.11 | .08 | |
REG11 2018-1A B V/R 07/17/31 | 75887XAC1 | ASSET BACKED | 1,000,000.0000 | 1,000,368.90 | .05 | |
SAND 2021-1A A1 V/R 10/15/34 | 800130AA4 | ASSET BACKED | 500,000.0000 | 500,000.00 | .02 | |
SHACK 2013-3A DR V/R 07/15/30 | 81881QAY2 | ASSET BACKED | 500,000.0000 | 495,025.70 | .02 | |
SNDPT 2021-1A A V/R 04/25/34 | 83614VAC9 | ASSET BACKED | 1,710,000.0000 | 1,708,174.75 | .08 | |
TRTX 2021-FL4 A V/R 03/15/38 | 87276WAA1 | ASSET BACKED | 372,631.6800 | 364,303.85 | .02 | |
PUTNM 2021-1A A V/R 10/15/34 | 88430TAA9 | ASSET BACKED | 1,000,000.0000 | 1,000,000.00 | .05 | |
TRANSOCEAN INC 8% 02/01/27 | 893830BL2 | CORPORATE BONDS | 60,000.0000 | 59,554.20 | .00 | |
TRANSOCEAN POS 6.875% 02/01/27 | 89383JAA6 | CORPORATE BONDS | 77,625.0000 | 77,714.11 | .00 | |
VENTR 2021-42A A V/R 04/15/34 | 923260AC7 | ASSET BACKED | 1,710,000.0000 | 1,711,040.71 | .08 | |
WELF 2019-XA A1R V/R 07/20/32 | 94949WAM8 | ASSET BACKED | 1,332,987.6800 | 1,334,012.48 | .07 | |
WELF 2019-XA A2R V/R 07/20/32 | 94949WAN6 | ASSET BACKED | 1,000,000.0000 | 999,937.90 | .05 | |
COSAN OVERSEAS 8.25% /PERP/ | B5WJZ04 | CORPORATE BONDS | 300,000.0000 | 307,125.00 | .02 | |
GRAN TIERRA ENE 6.25% 02/15/25 | BG0VM19 | CORPORATE BONDS | 200,000.0000 | 188,041.52 | .01 | |
BIOCEANICO SOVERE ZCP 06/05/34 | G11176AA5 | CORPORATE BONDS | 390,483.0000 | 285,114.26 | .01 | |
LIMA METRO LIN 5.875% 07/05/34 | G54897AA4 | CORPORATE BONDS | 87,351.3000 | 86,671.45 | .00 | |
RUTAS 2 & 7 FINAN ZCP 09/30/36 | G77265AA7 | CORPORATE BONDS | 346,666.6400 | 235,271.41 | .01 | |
CHILE ELEC PEC SP ZCP 01/25/28 | 168831AA3 | CORPORATE BONDS | 198,056.4200 | 154,781.09 | .01 | |
REPUBLIC OF CHI 4.95% 01/05/36 | 168863DZ8 | GOVERNMENT BONDS | 655,000.0000 | 633,066.39 | .03 | |
CODELCO INC 5.95% 01/08/34 | 21987BBG2 | CORPORATE BONDS | 555,000.0000 | 554,113.99 | .03 | |
EMPRESA ELECTRIC 5.5% 05/14/27 | BK254C2 | CORPORATE BONDS | 104,860.0000 | 101,714.20 | .01 | |
CAP SA 3.9% 04/27/31 | P2316YAA1 | CORPORATE BONDS | 400,000.0000 | 312,465.76 | .02 | |
EMPRESA ELECTR 4.875% 05/25/29 | P3713QAA5 | CORPORATE BONDS | 143,400.0000 | 129,060.00 | .01 | |
GNL QUINTERO S 4.634% 07/31/29 | P4909LAA8 | CORPORATE BONDS | 129,440.0000 | 126,505.12 | .01 | |
BANCO DAVIVIENDA SA V/R /PERP/ | 059501AD8 | CORPORATE BONDS | 200,000.0000 | 139,750.00 | .01 | |
BANCOLOMBIA SA V/R 12/18/29 | 05968LAL6 | CORPORATE BONDS | 400,000.0000 | 389,915.80 | .02 | |
REPUBLIC OF CO 4.125% 05/15/51 | 195325DT9 | GOVERNMENT BONDS | 200,000.0000 | 123,744.37 | .01 | |
ECOPETROL SA 5.875% 11/02/51 | 279158AQ2 | CORPORATE BONDS | 550,000.0000 | 395,893.96 | .02 | |
FIDEICOMISO PA 8.25% 01/15/35 | P40689AA2 | CORPORATE BONDS | 171,860.0000 | 162,958.10 | .01 | |
EMPRESAS PUBLI 4.375% 02/15/31 | P9379RBC0 | CORPORATE BONDS | 200,000.0000 | 166,636.38 | .01 | |
DANSKE BANK A/S V/R 03/01/30 | 23636ABH3 | CORPORATE BONDS | 200,000.0000 | 201,277.83 | .01 | |
ALTICE FRANCE SA 5.5% 10/15/29 | 02156LAH4 | CORPORATE BONDS | 200,000.0000 | 135,746.60 | .01 | |
BPCE SA V/R 10/19/29 | 05571AAR6 | CORPORATE BONDS | 865,000.0000 | 904,969.84 | .04 | |
BPCE SA V/R 10/19/34 | 05571AAS4 | CORPORATE BONDS | 910,000.0000 | 990,588.26 | .05 | |
BPCE SA V/R 01/18/30 | 05571AAV7 | CORPORATE BONDS | 350,000.0000 | 351,729.64 | .02 | |
BNP PARIBAS V/R 06/12/29 | 05581KAF8 | CORPORATE BONDS | 245,000.0000 | 246,362.09 | .01 | |
BNP PARIBAS V/R 12/05/34 | 05581KAG6 | CORPORATE BONDS | 680,000.0000 | 710,999.83 | .04 | |
BPCE SA V/R 10/19/27 | 05583JAK8 | CORPORATE BONDS | 520,000.0000 | 474,417.23 | .02 | |
SOCIETE GENERALE V/R 06/15/33 | 83368RBL5 | CORPORATE BONDS | 1,335,000.0000 | 1,337,597.91 | .07 | |
DEUTSCHE BANK NY V/R 01/18/29 | 251526CS6 | CORPORATE BONDS | 285,000.0000 | 294,736.26 | .01 | |
DEUTSCHE BANK NY V/R 11/20/29 | 251526CU1 | CORPORATE BONDS | 150,000.0000 | 156,810.51 | .01 | |
DEUTSCHE BANK NY V/R 01/07/33 | 25160PAG2 | CORPORATE BONDS | 200,000.0000 | 165,201.43 | .01 | |
T/L TK ELEVATOR 0% 04/30/2030 | LX227857 | LOAN | 265,000.0000 | 265,773.80 | .01 | |
BANCO INDUSTRIAL V/R 01/29/31 | 34D241 | CORPORATE BONDS | 150,000.0000 | 142,951.50 | .01 | |
HUNGARY 6.125% 05/22/28 | 445545AR7 | GOVERNMENT BONDS | 560,000.0000 | 573,322.40 | .03 | |
HUNGARY 5.5% 03/26/36 | 445545AU0 | GOVERNMENT BONDS | 835,000.0000 | 809,950.00 | .04 | |
ADANI INTERNATIONA 3% 02/16/31 | 00654UAA0 | CORPORATE BONDS | 266,250.0000 | 226,769.23 | .01 | |
ADANI PORTS AND SP 4% 07/30/27 | BF0MQ91 | CORPORATE BONDS | 200,000.0000 | 183,327.08 | .01 | |
ADANI PORTS AN 4.375% 07/03/29 | Y00130RP4 | CORPORATE BONDS | 200,000.0000 | 178,102.58 | .01 | |
ADANI ELECTRIC 3.867% 07/22/31 | Y0R1SDAB9 | CORPORATE BONDS | 200,000.0000 | 164,105.66 | .01 | |
JSW HYDRO ENER 4.125% 05/18/31 | Y4S71YAA2 | CORPORATE BONDS | 161,000.0000 | 142,382.17 | .01 | |
PT ADARO INDONE 4.25% 10/31/24 | BKS4906 | CORPORATE BONDS | 250,000.0000 | 246,671.33 | .01 | |
AERCAP IRELAND 1.65% 10/29/24 | 00774MAU9 | CORPORATE BONDS | 1,097,000.0000 | 1,070,242.05 | .05 | |
AERCAP IRELAND 6.45% 04/15/27 | 00774MBF1 | CORPORATE BONDS | 2,794,000.0000 | 2,868,696.86 | .14 | |
ANGLOGOLD HOLDI 3.75% 10/01/30 | 03512TAE1 | CORPORATE BONDS | 200,000.0000 | 174,771.51 | .01 | |
STATE OF ISRAEL 5.75% 03/12/54 | 46514BRM1 | GOVERNMENT BONDS | 280,000.0000 | 269,582.04 | .01 | |
INTESA SANPAOLO S V/R 06/20/54 | 46115HCB1 | CORPORATE BONDS | 320,000.0000 | 341,258.63 | .02 | |
INTESA SANPAOLO 7.8% 11/28/53 | 46115HCF2 | CORPORATE BONDS | 240,000.0000 | 272,294.01 | .01 | |
BCC 2023-4A B V/R 10/21/36 | 05685EAE0 | ASSET BACKED | 1,045,000.0000 | 1,052,347.40 | .05 | |
GALAXY PIPELINE 2.94% 09/30/40 | 36321PAE0 | CORPORATE BONDS | 335,923.2000 | 269,170.84 | .01 | |
GLM 2022-15A DR V/R 10/20/36 | 38139BAW9 | ASSET BACKED | 1,000,000.0000 | 1,006,576.00 | .05 | |
KTAMA 2023-1A D V/R 10/20/36 | 48585JAJ9 | ASSET BACKED | 1,000,000.0000 | 1,014,326.00 | .05 | |
VYSPK 2022-1A DR V/R 10/20/34 | 92013AAQ2 | ASSET BACKED | 1,000,000.0000 | 1,001,870.10 | .05 | |
ROYAL CARIBBEAN 5.5% 08/31/26 | 780153BJ0 | CORPORATE BONDS | 135,000.0000 | 133,787.04 | .01 | |
ROYAL CARIBBEAN 6.25% 03/15/32 | 780153BU5 | CORPORATE BONDS | 60,000.0000 | 60,477.60 | .00 | |
SK INVICTUS INTERM 5% 10/30/29 | 29977LAA9 | CORPORATE BONDS | 30,000.0000 | 26,740.94 | .00 | |
GREENSAIF PIPE 6.129% 02/23/38 | 39541EAA1 | CORPORATE BONDS | 780,000.0000 | 793,116.85 | .04 | |
GREENSAIF PIPEL 6.51% 02/23/42 | 39541EAC7 | CORPORATE BONDS | 200,000.0000 | 207,847.14 | .01 | |
INTELSAT JACKSON 6.5% 03/15/30 | 45824TBC8 | CORPORATE BONDS | 90,000.0000 | 83,616.27 | .00 | |
MILLICOM INTL C 6.25% 03/25/29 | BJQ1YF2 | CORPORATE BONDS | 360,000.0000 | 351,479.63 | .02 | |
CSN RESOURCES 5.875% 04/08/32 | BPWCDV0 | CORPORATE BONDS | 200,000.0000 | 174,964.96 | .01 | |
TIERRA MOJADA L 5.75% 12/01/40 | L3500LAA7 | CORPORATE BONDS | 180,933.8800 | 166,254.17 | .01 | |
GUARA NORTE SA 5.198% 06/15/34 | L4R02QAA8 | CORPORATE BONDS | 171,358.0000 | 156,364.18 | .01 | |
MINERVA LUXEMB 4.375% 03/18/31 | L6401PAJ2 | CORPORATE BONDS | 200,000.0000 | 167,209.00 | .01 | |
T/L CONNECT FINCO 0% 12/11/26 | LX192181 | LOAN | 62,562.5000 | 62,454.89 | .00 | |
SEASPAN CORP 5.5% 08/01/29 | 81254UAK2 | CORPORATE BONDS | 70,000.0000 | 61,041.17 | .00 | |
UPL CORP LTD 4.625% 06/16/30 | BMHTDB5 | CORPORATE BONDS | 200,000.0000 | 159,668.03 | .01 | |
NETWORK I2I LTD V/R /PERP/ | V6703DAA2 | CORPORATE BONDS | 200,000.0000 | 197,826.88 | .01 | |
BUFFALO ENERGY 7.875% 02/15/39 | 11952AAA0 | CORPORATE BONDS | 200,000.0000 | 216,534.20 | .01 | |
CEMEX SAB DE CV V/R /PERP/ | 151290CB7 | CORPORATE BONDS | 200,000.0000 | 217,270.80 | .01 | |
PETROLEOS MEXIC 6.75% 09/21/47 | 71654QCC4 | CORPORATE BONDS | 250,000.0000 | 166,288.75 | .01 | |
UNITED MEXICAN S 3.5% 02/12/34 | 91087BAR1 | GOVERNMENT BONDS | 410,000.0000 | 341,003.78 | .02 | |
UNITED MEXICAN 6.338% 05/04/53 | 91087BAX8 | GOVERNMENT BONDS | 300,000.0000 | 295,979.22 | .01 | |
UNITED MEXICAN STA 6% 05/07/36 | 91087BAZ3 | GOVERNMENT BONDS | 1,775,000.0000 | 1,778,649.88 | .09 | |
UNITED MEXICAN S 6.4% 05/07/54 | 91087BBA7 | GOVERNMENT BONDS | 200,000.0000 | 199,255.76 | .01 | |
BANCO MERCANTIL DE V/R /PERP/ | P14008AE9 | CORPORATE BONDS | 400,000.0000 | 399,520.76 | .02 | |
BBVA BANCOMER SA V/R 09/13/34 | P16259AN6 | CORPORATE BONDS | 400,000.0000 | 378,546.60 | .02 | |
COMETA ENERGIA 6.375% 04/24/35 | P29853AA9 | CORPORATE BONDS | 160,400.0000 | 161,705.82 | .01 | |
MEXICO GENERADOR 5.5% 12/06/32 | P66208AA0 | CORPORATE BONDS | 126,424.0000 | 124,478.70 | .01 | |
UNIFIN FINANCIER 8.875% /PERP/ | P94461AD5 | CORPORATE BONDS | 423,000.0000 | 42.30 | .00 | |
SHELL INTERNATI 3.25% 04/06/50 | 822582CH3 | CORPORATE BONDS | 450,000.0000 | 326,674.03 | .02 | |
SHELL INTERNATIONA 3% 11/26/51 | 822582CL4 | CORPORATE BONDS | 365,000.0000 | 249,213.42 | .01 | |
BRASKEM NETHERLAN V/R 01/23/81 | N15516AF9 | CORPORATE BONDS | 400,000.0000 | 401,204.00 | .02 | |
MV24 CAPITAL B 6.748% 06/01/34 | N53766AA4 | CORPORATE BONDS | 161,272.0000 | 151,337.03 | .01 | |
MINEJESA CAPIT 5.625% 08/10/37 | N57445AB9 | CORPORATE BONDS | 500,000.0000 | 453,461.95 | .02 | |
MONG DUONG FIN 5.125% 05/07/29 | N6000DAA1 | CORPORATE BONDS | 230,572.5000 | 219,747.14 | .01 | |
AKER BP ASA 3.75% 01/15/30 | 00973RAF0 | CORPORATE BONDS | 150,000.0000 | 137,070.25 | .01 | |
AKER BP ASA 4% 01/15/31 | 00973RAJ2 | CORPORATE BONDS | 300,000.0000 | 274,017.85 | .01 | |
EQUINOR ASA 3.7% 04/06/50 | 29446MAH5 | CORPORATE BONDS | 340,000.0000 | 269,571.28 | .01 | |
CARNIVAL CORP 5.75% 03/01/27 | 143658BN1 | CORPORATE BONDS | 80,000.0000 | 79,178.84 | .00 | |
CARNIVAL CORP 7% 08/15/29 | 143658BW1 | CORPORATE BONDS | 95,000.0000 | 99,083.58 | .00 | |
REPUBLIC OF PAN 3.87% 07/23/60 | 698299BL7 | GOVERNMENT BONDS | 300,000.0000 | 173,616.02 | .01 | |
REPUBLIC OF PA 6.875% 01/31/36 | 698299BW3 | GOVERNMENT BONDS | 200,000.0000 | 194,858.95 | .01 | |
UEP PENONOME II 6.5% 10/01/38 | 90363PAA4 | CORPORATE BONDS | 308,148.8100 | 240,356.07 | .01 | |
FRIGORIFICO CONC 7.7% 07/21/28 | P4R54KAA4 | CORPORATE BONDS | 400,000.0000 | 349,538.00 | .02 | |
BANCO DE CREDITO V/R 09/30/31 | 05971V2D6 | CORPORATE BONDS | 300,000.0000 | 277,074.72 | .01 | |
INRETAIL SHOPPI 5.75% 04/03/28 | BFMNPM8 | CORPORATE BONDS | 50,000.0000 | 48,774.15 | .00 | |
MINSUR SA 4.5% 10/28/31 | BLCY4P9 | CORPORATE BONDS | 200,000.0000 | 175,334.50 | .01 | |
ORAZUL ENERGY 5.625% 04/28/27 | BZ3FXQ3 | CORPORATE BONDS | 200,000.0000 | 189,000.00 | .01 | |
PETROLEOS DEL P 4.75% 06/19/32 | BZ3ZZ12 | CORPORATE BONDS | 200,000.0000 | 157,428.70 | .01 | |
BANCO INTERNAC DE V/R 07/08/30 | P13435AD7 | CORPORATE BONDS | 300,000.0000 | 288,119.74 | .01 | |
CIA DE MINAS BUE 5.5% 07/23/26 | P6680PAA9 | CORPORATE BONDS | 200,000.0000 | 192,947.42 | .01 | |
PETROLEOS DEL 5.625% 06/19/47 | P7808BAB3 | CORPORATE BONDS | 200,000.0000 | 133,566.96 | .01 | |
ROMANIA 5.875% 01/30/29 | 77586RAT7 | GOVERNMENT BONDS | 918,000.0000 | 917,126.06 | .05 | |
ROMANIA 6.375% 01/30/34 | 77586RAU4 | GOVERNMENT BONDS | 366,000.0000 | 370,736.04 | .02 | |
ROMANIA 3% 02/14/31 | BMVVYM5 | GOVERNMENT BONDS | 1,228,000.0000 | 1,029,456.96 | .05 | |
SAUDI INTERNATIONA 5% 01/18/53 | 80413TBE8 | GOVERNMENT BONDS | 230,000.0000 | 205,403.80 | .01 | |
SAUDI INTERNATI 5.75% 01/16/54 | 80413TBH1 | GOVERNMENT BONDS | 610,000.0000 | 602,375.00 | .03 | |
LLPL CAPITAL P 6.875% 02/04/39 | 50201PAA4 | CORPORATE BONDS | 387,100.0000 | 386,195.97 | .02 | |
OVERSEA-CHINESE B V/R 09/10/30 | 69033DAD9 | CORPORATE BONDS | 200,000.0000 | 189,009.66 | .01 | |
PFIZER INVESTMEN 5.3% 05/19/53 | 716973AG7 | CORPORATE BONDS | 200,000.0000 | 198,846.81 | .01 | |
REPUBLIC OF SOUT 4.3% 10/12/28 | 836205AU8 | GOVERNMENT BONDS | 200,000.0000 | 179,488.00 | .01 | |
AI CANDELARIA S 5.75% 06/15/33 | 00870WAA4 | CORPORATE BONDS | 250,000.0000 | 202,921.00 | .01 | |
BANCO SANTANDER S V/R 03/14/30 | 05964HBB0 | CORPORATE BONDS | 600,000.0000 | 600,086.40 | .03 | |
BANCO SANTANDER 6.35% 03/14/34 | 05964HBD6 | CORPORATE BONDS | 200,000.0000 | 199,494.00 | .01 | |
CAIXABANK SA V/R 03/15/30 | 12803RAG9 | CORPORATE BONDS | 200,000.0000 | 199,883.96 | .01 | |
AI CANDELARIA SP 7.5% 12/15/28 | BGL1H02 | CORPORATE BONDS | 206,250.0100 | 202,074.91 | .01 | |
T/L TRITON WATER HOLDINGS INC 0% 3/31/2028 | LX193319 | LOAN | 131,625.3600 | 130,128.78 | .01 | |
BACARDI LTD / MA 5.4% 06/15/33 | 05635JAB6 | CORPORATE BONDS | 155,000.0000 | 153,695.72 | .01 | |
CLARIOS GLOBAL 6.75% 05/15/28 | 18060TAC9 | CORPORATE BONDS | 140,000.0000 | 141,907.92 | .01 | |
NXP BV/NXP FDG 3.875% 06/18/26 | 62954HAZ1 | CORPORATE BONDS | 303,000.0000 | 294,129.55 | .01 | |
TITAN ACQ/CO-BO 7.75% 04/15/26 | 88827AAA1 | CORPORATE BONDS | 105,000.0000 | 104,875.05 | .01 | |
UBS GROUP AG V/R 04/01/31 | 225401AP3 | CORPORATE BONDS | 305,000.0000 | 283,191.06 | .01 | |
UBS GROUP AG V/R 05/14/32 | 225401AU2 | CORPORATE BONDS | 3,400,000.0000 | 2,891,933.27 | .14 | |
UBS GROUP AG V/R 08/11/28 | 225401AV0 | CORPORATE BONDS | 260,000.0000 | 267,677.91 | .01 | |
UBS GROUP AG V/R 08/12/33 | 225401AZ1 | CORPORATE BONDS | 1,420,000.0000 | 1,497,092.03 | .07 | |
UBS GROUP AG V/R 09/22/29 | 225401BE7 | CORPORATE BONDS | 330,000.0000 | 340,464.53 | .02 | |
UBS GROUP AG V/R 02/11/32 | 902613AE8 | CORPORATE BONDS | 200,000.0000 | 160,200.82 | .01 | |
UBS GROUP AG V/R 02/11/33 | 902613AK4 | CORPORATE BONDS | 3,600,000.0000 | 2,940,944.76 | .15 | |
UBS GROUP AG V/R 02/08/30 | 902613BJ6 | CORPORATE BONDS | 225,000.0000 | 225,333.50 | .01 | |
BAE SYSTEMS PL 5.125% 03/26/29 | 05523RAJ6 | CORPORATE BONDS | 385,000.0000 | 386,332.11 | .02 | |
BG ENERGY CAPI 5.125% 10/15/41 | 05541VAF3 | CORPORATE BONDS | 500,000.0000 | 468,364.31 | .02 | |
BARCLAYS PLC V/R 05/16/29 | 06738EBD6 | CORPORATE BONDS | 5,000,000.0000 | 4,900,108.15 | .24 | |
BARCLAYS PLC V/R 11/02/28 | 06738ECD5 | CORPORATE BONDS | 300,000.0000 | 318,138.08 | .02 | |
BARCLAYS PLC V/R 09/13/29 | 06738ECK9 | CORPORATE BONDS | 215,000.0000 | 223,511.63 | .01 | |
BARCLAYS PLC V/R 03/12/30 | 06738ECR4 | CORPORATE BONDS | 755,000.0000 | 758,930.51 | .04 | |
CSL FINANCE PLC 4.05% 04/27/29 | 12661PAB5 | CORPORATE BONDS | 210,000.0000 | 201,486.21 | .01 | |
CSL FINANCE PLC 4.25% 04/27/32 | 12661PAC3 | CORPORATE BONDS | 185,000.0000 | 176,044.86 | .01 | |
HSBC HOLDINGS PLC V/R 06/19/29 | 404280BT5 | CORPORATE BONDS | 350,000.0000 | 339,644.94 | .02 | |
HSBC HOLDINGS PLC V/R 08/17/29 | 404280CV9 | CORPORATE BONDS | 620,000.0000 | 543,384.76 | .03 | |
HSBC HOLDINGS PLC V/R 08/11/28 | 404280DG1 | CORPORATE BONDS | 310,000.0000 | 309,104.66 | .02 | |
HSBC HOLDINGS PLC V/R 08/11/33 | 404280DH9 | CORPORATE BONDS | 690,000.0000 | 688,040.75 | .03 | |
HSBC HOLDINGS PLC V/R 03/09/29 | 404280DU0 | CORPORATE BONDS | 210,000.0000 | 215,766.14 | .01 | |
HSBC HOLDINGS PLC V/R 08/14/27 | 404280DZ9 | CORPORATE BONDS | 440,000.0000 | 443,848.92 | .02 | |
MACQUARIE AIRFIN 6.4% 03/26/29 | 55609NAC2 | CORPORATE BONDS | 35,000.0000 | 35,553.70 | .00 | |
MACQUARIE AIRFIN 6.5% 03/26/31 | 55609NAD0 | CORPORATE BONDS | 45,000.0000 | 45,802.38 | .00 | |
NATIONAL GRID 5.602% 06/12/28 | 636274AD4 | CORPORATE BONDS | 135,000.0000 | 137,517.22 | .01 | |
ROYALTY PHARMA P 2.2% 09/02/30 | 78081BAK9 | CORPORATE BONDS | 1,030,000.0000 | 855,754.53 | .04 | |
ROYALTY PHARMA 2.15% 09/02/31 | 78081BAN3 | CORPORATE BONDS | 5,000.0000 | 4,029.71 | .00 | |
SMITH & NEPHEW P 5.4% 03/20/34 | 83192PAD0 | CORPORATE BONDS | 175,000.0000 | 174,135.75 | .01 | |
STANDARD CHARTERE V/R 11/16/28 | 853254CN8 | CORPORATE BONDS | 565,000.0000 | 604,420.82 | .03 | |
VEDANTA RESOURC 9.25% 04/23/26 | 92243XAA9 | CORPORATE BONDS | 200,000.0000 | 163,218.74 | .01 | |
MARB BONDCO PLC 3.95% 01/29/31 | G5825AAC6 | CORPORATE BONDS | 200,000.0000 | 164,932.14 | .01 | |
AGCO CORP 5.45% 03/21/27 | 001084AR3 | CORPORATE BONDS | 100,000.0000 | 100,446.79 | .00 | |
AGCO CORP 5.8% 03/21/34 | 001084AS1 | CORPORATE BONDS | 135,000.0000 | 136,685.21 | .01 | |
AEP TEXAS INC 3.45% 01/15/50 | 00108WAK6 | CORPORATE BONDS | 420,000.0000 | 294,797.81 | .01 | |
AMC ENTERTAINMEN 7.5% 02/15/29 | 00165CBA1 | CORPORATE BONDS | 30,000.0000 | 20,037.92 | .00 | |
AT&T INC 2.25% 02/01/32 | 00206RKH4 | CORPORATE BONDS | 4,222,000.0000 | 3,431,303.12 | .17 | |
AT&T INC 2.55% 12/01/33 | 00206RMM1 | CORPORATE BONDS | 4,955,000.0000 | 3,968,831.57 | .20 | |
AT&T INC 5.4% 02/15/34 | 00206RMT6 | CORPORATE BONDS | 225,000.0000 | 227,951.47 | .01 | |
ARIFL 2023-A A 5.41% 03/16/26 | 00218GAB8 | ASSET BACKED | 829,188.7200 | 827,224.45 | .04 | |
AAR ESCROW ISSU 6.75% 03/15/29 | 00253PAA6 | CORPORATE BONDS | 70,000.0000 | 70,538.58 | .00 | |
ABBVIE INC 3.85% 06/15/24 | 00287YCV9 | CORPORATE BONDS | 393,000.0000 | 391,471.43 | .02 | |
ABBVIE INC 4.95% 03/15/31 | 00287YDT3 | CORPORATE BONDS | 205,000.0000 | 206,462.94 | .01 | |
ABBVIE INC 5.4% 03/15/54 | 00287YDW6 | CORPORATE BONDS | 90,000.0000 | 92,636.49 | .00 | |
ABBVIE INC 5.5% 03/15/64 | 00287YDX4 | CORPORATE BONDS | 210,000.0000 | 215,965.06 | .01 | |
ACADEMY LTD 6% 11/15/27 | 00401YAA8 | CORPORATE BONDS | 115,000.0000 | 113,272.50 | .01 | |
ACUSHNET CO 7.375% 10/15/28 | 005095AA2 | CORPORATE BONDS | 65,000.0000 | 67,357.75 | .00 | |
ACURIS FIN US/ACUR 5% 05/01/28 | 00511BAA5 | CORPORATE BONDS | 200,000.0000 | 181,728.20 | .01 | |
ADAPTHEALTH LL 5.125% 03/01/30 | 00653VAE1 | CORPORATE BONDS | 60,000.0000 | 52,328.17 | .00 | |
ADVANCE AUTO PAR 3.9% 04/15/30 | 00751YAE6 | CORPORATE BONDS | 1,635,000.0000 | 1,482,476.16 | .07 | |
ADVANCED DRAIN 6.375% 06/15/30 | 00790RAB0 | CORPORATE BONDS | 170,000.0000 | 170,879.75 | .01 | |
AETHON UN/AETHI 8.25% 02/15/26 | 00810GAC8 | CORPORATE BONDS | 65,000.0000 | 65,750.04 | .00 | |
AFFRM 2024-A A 5.61% 09/15/26 | 00834BAA5 | ASSET BACKED | 405,000.0000 | 404,037.32 | .02 | |
AFFRM 2023-A 1 6.61% 01/15/25 | 00834JAE0 | ASSET BACKED | 505,000.0000 | 508,064.34 | .03 | |
AIR LEASE CORP 3.25% 03/01/25 | 00912XBA1 | CORPORATE BONDS | 319,000.0000 | 311,912.04 | .02 | |
AJAXM 2021-C A V/R 01/25/61 | 009733AA4 | ASSET BACKED | 255,386.5900 | 247,669.68 | .01 | |
ALABAMA POWER C 3.45% 10/01/49 | 010392FT0 | CORPORATE BONDS | 450,000.0000 | 332,624.22 | .02 | |
OVINTIV INC 7.375% 11/01/31 | CVE/31A | 012873AK1 | CORPORATE BONDS | 140,000.0000 | 153,398.95 | .01 |
ALCON FINANCE C 2.75% 09/23/26 | 01400EAA1 | CORPORATE BONDS | 995,000.0000 | 938,670.19 | .05 | |
ALEXANDRIA REAL 5.25% 05/15/36 | 015271BC2 | CORPORATE BONDS | 303,000.0000 | 297,376.82 | .01 | |
ADC 2023-1A A2 6% 08/15/28 | 01627AAD0 | ASSET BACKED | 2,090,000.0000 | 2,089,483.14 | .10 | |
ALLIANT HOLD / 6.75% 10/15/27 | 01883LAA1 | CORPORATE BONDS | 100,000.0000 | 98,522.37 | .00 | |
ALLIED UNIVERS 6.625% 07/15/26 | 019576AA5 | CORPORATE BONDS | 48,000.0000 | 47,968.45 | .00 | |
ALLIED UNIVERSA 9.75% 07/15/27 | 019576AB3 | CORPORATE BONDS | 90,000.0000 | 90,270.36 | .00 | |
ALLIED UNIVERS 7.875% 02/15/31 | 019576AD9 | CORPORATE BONDS | 105,000.0000 | 106,343.69 | .01 | |
FNMA TBA 15YR TBA 2% APR13 | 01F020448 | TBA- TO BE ANNOUNCED SECURITY | -400,000.0000 | -354,418.33 | -.02 | |
UMBS TBA 30YR 2% APR 24 | 01F020646 | TBA- TO BE ANNOUNCED SECURITY | 9,290,000.0000 | 7,348,276.85 | .36 | |
FNMA 15YR TBA 2.5% APR 24 | 01F022444 | TBA- TO BE ANNOUNCED SECURITY | 1,010,000.0000 | 918,869.22 | .05 | |
FNMA 30YR TBA 2.5% APR 24 | 01F022642 | TBA- TO BE ANNOUNCED SECURITY | 4,054,000.0000 | 3,350,470.10 | .17 | |
FNMA TBA 15YR TBA 3.0% APR 24 | 01F030447 | TBA- TO BE ANNOUNCED SECURITY | -725,000.0000 | -674,718.84 | -.03 | |
FNMA 30YR TBA 3.0% APR12 | 01F030645 | TBA- TO BE ANNOUNCED SECURITY | -4,640,000.0000 | -3,991,379.74 | -.20 | |
FNCL 30YR TBA 3.5% APR 24 | 01F032641 | TBA- TO BE ANNOUNCED SECURITY | -1,500,000.0000 | -1,342,316.04 | -.07 | |
FNCL 30YR TBA 3.5% APR 24 | 01F032641 | TBA- TO BE ANNOUNCED SECURITY | 9,000.0000 | 8,053.90 | .00 | |
FNMA 30YR TBA 4.0% APR 24 | 01F040644 | TBA- TO BE ANNOUNCED SECURITY | -1,585,000.0000 | -1,467,712.58 | -.07 | |
FNMA 15YR TBA 4.5% APR 24 | 01F042442 | TBA- TO BE ANNOUNCED SECURITY | 229,000.0000 | 225,447.53 | .01 | |
FNMA 30YR TBA 4.5% APR 24 | 01F042640 | TBA- TO BE ANNOUNCED SECURITY | 22,287,000.0000 | 21,222,180.18 | 1.05 | |
FNMA 30YR TBA 5% APR 24 | 01F050643 | TBA- TO BE ANNOUNCED SECURITY | -10,965,000.0000 | -10,698,146.77 | -.53 | |
FNMA 30YR TBA 5.5% APR 24 | 01F052649 | TBA- TO BE ANNOUNCED SECURITY | 19,436,000.0000 | 19,339,524.94 | .96 | |
FNMA 30YR TBA 6% APR 24 | 01F060642 | TBA- TO BE ANNOUNCED SECURITY | 36,505,000.0000 | 36,837,339.69 | 1.83 | |
FNMA 30YR TBA 6% MAY 22 | 01F060659 | TBA- TO BE ANNOUNCED SECURITY | 15,645,000.0000 | 15,784,375.67 | .78 | |
FNMA 30YR TBA 6.5% APR 24 | 01F062648 | TBA- TO BE ANNOUNCED SECURITY | 475,000.0000 | 485,268.64 | .02 | |
FNMA 30YR TBA 6.5% APR 24 | 01F062648 | TBA- TO BE ANNOUNCED SECURITY | -5,075,000.0000 | -5,184,712.26 | -.26 | |
FNCL 30YR TBA 7% APRIL 24 | 01F070641 | TBA- TO BE ANNOUNCED SECURITY | 2,125,000.0000 | 2,190,261.11 | .11 | |
FNCL 30YR TBA 7% APRIL 24 | 01F070641 | TBA- TO BE ANNOUNCED SECURITY | -3,750,000.0000 | -3,865,166.66 | -.19 | |
FHLMC GOLD 30YR TBA 7.0% MAY 24 | 01F070658 | TBA- TO BE ANNOUNCED SECURITY | 3,750,000.0000 | 3,861,651.04 | .19 | |
CWALT 2007-4CB 1 V/R 04/25/37 | 02148FAA3 | ASSET BACKED | 2,068,772.4900 | 1,568,025.70 | .08 | |
CWALT 2007-9T1 2A 6% 05/25/37 | 02150JAU6 | ASSET BACKED | 6,441,911.8400 | 2,896,561.21 | .14 | |
HESS CORP 7.3% 08/15/31 | HES/31 | 023551AJ3 | CORPORATE BONDS | 430,000.0000 | 486,584.55 | .02 |
HESS CORP 7.125% 03/15/33 | HES/33 | 023551AM6 | CORPORATE BONDS | 268,000.0000 | 303,307.48 | .02 |
AMERICAN AIRLIN 7.25% 02/15/28 | 023771T32 | CORPORATE BONDS | 140,000.0000 | 142,174.76 | .01 | |
AMERICAN AIRLINE 8.5% 05/15/29 | 023771T40 | CORPORATE BONDS | 130,000.0000 | 137,339.41 | .01 | |
AMERICAN AXLE & MF 5% 10/01/29 | 02406PBB5 | CORPORATE BONDS | 60,000.0000 | 54,039.92 | .00 | |
ACAR 2023-3 B 6.09% 06/12/25 | 02530EAC8 | ASSET BACKED | 415,000.0000 | 416,089.71 | .02 | |
AMERICAN EXPRES 3.95% 08/01/25 | 025816CY3 | CORPORATE BONDS | 378,000.0000 | 371,412.75 | .02 | |
AMERICAN HOMES 4 5.5% 02/01/34 | 02666TAG2 | CORPORATE BONDS | 325,000.0000 | 324,021.97 | .02 | |
AMERICAN TOWER C 3.6% 01/15/28 | AMT28 | 03027XAR1 | CORPORATE BONDS | 249,000.0000 | 235,245.24 | .01 |
AMERICAN TOWER 3.95% 03/15/29 | 03027XAU4 | CORPORATE BONDS | 1,680,000.0000 | 1,587,133.93 | .08 | |
AMERICAN TOWER C 3.8% 08/15/29 | AMT29A | 03027XAW0 | CORPORATE BONDS | 315,000.0000 | 293,977.31 | .01 |
AMERICAN TOWER C 2.1% 06/15/30 | 03027XBC3 | CORPORATE BONDS | 2,618,000.0000 | 2,174,801.32 | .11 | |
AMERICAN TOWER 3.65% 03/15/27 | 03027XBV1 | CORPORATE BONDS | 320,000.0000 | 306,735.80 | .02 | |
AMCAR 2022-2 B 4.81% 07/18/25 | 03065WAE5 | ASSET BACKED | 1,470,000.0000 | 1,455,447.29 | .07 | |
AMGEN INC 5.25% 03/02/30 | 031162DQ0 | CORPORATE BONDS | 135,000.0000 | 137,051.72 | .01 | |
AMGEN INC 5.25% 03/02/33 | 031162DR8 | CORPORATE BONDS | 2,765,000.0000 | 2,788,259.13 | .14 | |
AMGEN INC 5.75% 03/02/63 | 031162DU1 | CORPORATE BONDS | 384,000.0000 | 391,660.61 | .02 | |
AMWINS GROUP I 4.875% 06/30/29 | 031921AB5 | CORPORATE BONDS | 100,000.0000 | 93,338.27 | .00 | |
AOMT 2022-1 A1 V/R 01/25/26 | 03464BAA6 | ASSET BACKED | 1,335,282.1200 | 1,194,801.36 | .06 | |
AOMT 2021-4 A1 V/R 07/20/25 | 03464EAA0 | ASSET BACKED | 504,826.9500 | 409,583.57 | .02 | |
AOMT 2020-R1 A1 V/R 12/25/24 | 034651AA7 | ASSET BACKED | 255,181.2100 | 233,505.22 | .01 | |
AOMT 2021-1 A1 V/R 02/25/25 | 03465CAA3 | ASSET BACKED | 359,171.5000 | 302,733.41 | .02 | |
AOMT 2021-2 A1 V/R 04/25/25 | 03465DAA1 | ASSET BACKED | 323,164.6700 | 267,002.50 | .01 | |
AOMT 2021-3 A1 V/R 06/25/25 | 03465EAA9 | ASSET BACKED | 598,962.4700 | 503,364.77 | .02 | |
AOMT 2021-5 A1 V/R 07/25/66 | 03465HAA2 | ASSET BACKED | 760,257.3900 | 637,919.43 | .03 | |
AOMT 2021-6 A1 V/R 09/25/66 | 03465JAA8 | ASSET BACKED | 1,149,525.5600 | 934,727.40 | .05 | |
ANTERO RESOURC 5.375% 03/01/30 | 03674XAS5 | CORPORATE BONDS | 70,000.0000 | 67,226.61 | .00 | |
ANTERO MIDSTREA 5.75% 03/01/27 | 03690AAD8 | CORPORATE BONDS | 145,000.0000 | 143,184.43 | .01 | |
AON CORP 2.8% 05/15/30 | 037389BE2 | CORPORATE BONDS | 290,000.0000 | 255,450.98 | .01 | |
AON CORP/AON GL 5.35% 02/28/33 | 03740LAG7 | CORPORATE BONDS | 145,000.0000 | 145,784.99 | .01 | |
AON NORTH AMERI 5.45% 03/01/34 | 03740MAD2 | CORPORATE BONDS | 605,000.0000 | 611,983.39 | .03 | |
AMMST 2021-MF2 C V/R 06/15/31 | 03881VAS8 | ASSET BACKED | 1,920,000.0000 | 1,522,036.42 | .08 | |
AMMST 2022-MF4 B V/R 01/15/32 | 03882LAQ3 | ASSET BACKED | 2,600,000.0000 | 2,236,902.20 | .11 | |
ARCHER-DANIELS-M 2.9% 03/01/32 | 039482AD6 | CORPORATE BONDS | 190,000.0000 | 163,652.75 | .01 | |
ARCHER-DANIELS-M 4.5% 08/15/33 | 039482AE4 | CORPORATE BONDS | 155,000.0000 | 149,991.29 | .01 | |
ARES CAPITAL CO 3.25% 07/15/25 | 04010LAY9 | CORPORATE BONDS | 203,000.0000 | 196,100.70 | .01 | |
ARIZONA PUBLIC 6.35% 12/15/32 | 040555DE1 | CORPORATE BONDS | 385,000.0000 | 410,881.90 | .02 | |
ARIZONA PUBLIC 5.55% 08/01/33 | 040555DG6 | CORPORATE BONDS | 155,000.0000 | 156,743.79 | .01 | |
ARROW ELECTRON 3.875% 01/12/28 | 042735BF6 | CORPORATE BONDS | 331,000.0000 | 313,638.34 | .02 | |
ARSENAL AIC PARENT 8% 10/01/30 | 04288BAB6 | CORPORATE BONDS | 40,000.0000 | 41,995.40 | .00 | |
ARTERA SERVICES 8.5% 02/15/31 | 04302XAA2 | CORPORATE BONDS | 50,000.0000 | 51,262.15 | .00 | |
ASHTEAD CAPITAL 5.8% 04/15/34 | 045054AS2 | CORPORATE BONDS | 200,000.0000 | 199,796.80 | .01 | |
ASHTON WOODS U 4.625% 04/01/30 | 045086AP0 | CORPORATE BONDS | 75,000.0000 | 68,525.15 | .00 | |
ABSHE 2007-HE2 A V/R 05/25/37 | 04544TAD3 | ASSET BACKED | 1,327,698.9700 | 917,085.63 | .05 | |
ASSUREDPARTNER 5.625% 01/15/29 | 04624VAB5 | CORPORATE BONDS | 85,000.0000 | 78,308.82 | .00 | |
ATHENE GLOBAL 2.646% 10/04/31 | 04685A3E9 | CORPORATE BONDS | 800,000.0000 | 652,726.42 | .03 | |
ATHENE HOLDING 5.875% 01/15/34 | 04686JAG6 | CORPORATE BONDS | 370,000.0000 | 370,736.80 | .02 | |
ATHENE HOLDING 6.25% 04/01/54 | 04686JAH4 | CORPORATE BONDS | 210,000.0000 | 213,125.31 | .01 | |
AUTOZONE INC 6.55% 11/01/33 | 053332BH4 | CORPORATE BONDS | 475,000.0000 | 519,916.88 | .03 | |
AVNT 2021-REV1 1.21% 01/15/24 | 05353LAA3 | ASSET BACKED | 17,373.7300 | 17,351.16 | .00 | |
AESOP 2020-1A 2.33% 08/20/25 | 05377RDU5 | ASSET BACKED | 5,920,000.0000 | 5,706,316.42 | .28 | |
AESOP 2023-7A A 5.9% 08/20/27 | 05377RHL1 | ASSET BACKED | 470,000.0000 | 478,423.34 | .02 | |
AESOP 2024-1A 5.36% 06/20/29 | 05377RHY3 | ASSET BACKED | 385,000.0000 | 386,906.29 | .02 | |
AESOP 2024-3A 5.23% 12/20/29 | 05377RJK1 | ASSET BACKED | 535,000.0000 | 533,803.79 | .03 | |
EQUITABLE HOLDI 4.35% 04/20/28 | 054561AJ4 | CORPORATE BONDS | 80,000.0000 | 77,505.29 | .00 | |
BBCMS 2020-C6 2.639% 01/15/30 | 05492TBP4 | ASSET BACKED | 1,800,000.0000 | 1,577,897.46 | .08 | |
BBCMS 2020-C7 XA V/R 02/15/30 | 05492VAG0 | ASSET BACKED | 1,462,070.0500 | 88,000.83 | .00 | |
BAMLL 2018-DSNY V/R 09/15/20 | 054967AJ3 | ASSET BACKED | 500,000.0000 | 497,500.00 | .02 | |
BBCMS 2022-C18 A V/R 10/15/32 | 054975AD9 | ASSET BACKED | 365,000.0000 | 375,423.63 | .02 | |
BBCMS 2022-C18 A V/R 11/15/32 | 054975AE7 | ASSET BACKED | 120,000.0000 | 125,517.12 | .01 | |
BAT CAPITAL COR 4.54% 08/15/47 | 05526DBF1 | CORPORATE BONDS | 260,000.0000 | 200,743.48 | .01 | |
BAT CAPITAL CO 5.834% 02/20/31 | 05526DBY0 | CORPORATE BONDS | 395,000.0000 | 398,389.89 | .02 | |
BAT CAPITAL CORP 6% 02/20/34 | 05526DBZ7 | CORPORATE BONDS | 225,000.0000 | 227,822.70 | .01 | |
BBCMS 2018-TALL V/R 03/15/21 | 05548WAL1 | ASSET BACKED | 1,236,000.0000 | 788,568.49 | .04 | |
LBM ACQUISITION 6.25% 01/15/29 | 05552BAA4 | CORPORATE BONDS | 35,000.0000 | 32,814.86 | .00 | |
BBCMS 2022-C15 A V/R 03/15/32 | 05552FBA4 | ASSET BACKED | 305,000.0000 | 275,168.35 | .01 | |
BINOM 2021-INV1 V/R 06/25/56 | 05552UAA2 | ASSET BACKED | 363,263.0400 | 313,183.92 | .02 | |
BCPE EMPIRE HO 7.625% 05/01/27 | 05552VAA0 | CORPORATE BONDS | 120,000.0000 | 117,178.80 | .01 | |
BBCMS 2022-C16 A V/R 05/15/32 | 05552YAE6 | ASSET BACKED | 280,000.0000 | 271,676.10 | .01 | |
BX 2019-OC11 E V/R 12/09/29 | 05606FAN3 | ASSET BACKED | 1,529,000.0000 | 1,319,357.43 | .07 | |
BX 2021-ARIA A V/R 10/15/23 | 05608RAA3 | ASSET BACKED | 1,400,000.0000 | 1,386,000.00 | .07 | |
BX 2021-MFM1 D V/R 01/15/23 | 05608VAJ5 | ASSET BACKED | 1,072,766.5700 | 1,060,697.95 | .05 | |
BX 2021-VOLT C V/R 09/15/23 | 05609VAJ4 | ASSET BACKED | 2,900,000.0000 | 2,856,500.00 | .14 | |
BX 2021-VOLT E V/R 09/15/23 | 05609VAN5 | ASSET BACKED | 536,000.0000 | 528,295.00 | .03 | |
BX 2024-PAT A V/R 03/15/26 | 05612FAA3 | ASSET BACKED | 280,000.0000 | 279,856.95 | .01 | |
BANK OF AMERICA C V/R 02/07/30 | 06051GHQ5 | CORPORATE BONDS | 725,000.0000 | 687,041.30 | .03 | |
BANK OF AMERICA C V/R 04/29/31 | 06051GJB6 | CORPORATE BONDS | 1,025,000.0000 | 883,700.97 | .04 | |
BANK OF AMERICA C V/R 07/23/31 | 06051GJF7 | CORPORATE BONDS | 375,000.0000 | 307,776.21 | .02 | |
BANK OF AMERICA C V/R 10/24/31 | 06051GJL4 | CORPORATE BONDS | 7,245,000.0000 | 5,903,372.71 | .29 | |
BANK OF AMERICA C V/R 04/22/32 | 06051GJT7 | CORPORATE BONDS | 4,120,000.0000 | 3,487,374.91 | .17 | |
BANK OF AMERICA C V/R 09/21/36 | 06051GKC2 | CORPORATE BONDS | 739,000.0000 | 591,076.53 | .03 | |
BANK OF AMERICA C V/R 10/20/32 | 06051GKD0 | CORPORATE BONDS | 240,000.0000 | 199,109.55 | .01 | |
BANK OF AMERICA C V/R 02/04/33 | 06051GKK4 | CORPORATE BONDS | 535,000.0000 | 454,985.63 | .02 | |
BANK OF AMERICA C V/R 04/25/25 | 06051GKS7 | CORPORATE BONDS | 78,000.0000 | 77,892.79 | .00 | |
BANK OF AMERICA C V/R 07/22/26 | 06051GLA5 | CORPORATE BONDS | 118,000.0000 | 116,938.27 | .01 | |
BANK OF AMERICA C V/R 04/25/29 | 06051GLG2 | CORPORATE BONDS | 410,000.0000 | 410,388.04 | .02 | |
BANK OF AMERICA C V/R 09/15/27 | 06051GLV9 | CORPORATE BONDS | 290,000.0000 | 293,887.40 | .01 | |
BANK OF AMERICA C V/R 01/23/35 | 06051GMA4 | CORPORATE BONDS | 405,000.0000 | 407,639.87 | .02 | |
BANK5 2023-5YR4 V/R 12/15/56 | 06211FBR8 | ASSET BACKED | 1,172,840.0000 | 44,804.72 | .00 | |
BANK OF NY MELLON V/R 10/25/29 | 06406RBT3 | CORPORATE BONDS | 820,000.0000 | 865,289.71 | .04 | |
BANK OF NY MELLON V/R 03/14/30 | 06406RBV8 | CORPORATE BONDS | 230,000.0000 | 230,197.92 | .01 | |
BANK OF NY MELLON V/R 03/14/35 | 06406RBW6 | CORPORATE BONDS | 305,000.0000 | 303,590.27 | .02 | |
BANK 2022-BNK39 V/R 09/15/31 | 06539VAP3 | ASSET BACKED | 6,439,059.9100 | 171,530.76 | .01 | |
BANK 2018-BN10 X V/R 02/15/61 | 065404BF1 | ASSET BACKED | 15,359,080.8300 | 342,854.62 | .02 | |
BANK 2023-BNK45 V/R 01/15/33 | 06541BBQ0 | ASSET BACKED | 1,687,437.4000 | 105,754.74 | .01 | |
BANK 2017-BNK4 X V/R 05/15/50 | 06541FBB4 | ASSET BACKED | 9,955,522.9200 | 314,312.78 | .02 | |
BANK 2020-BN30 A V/R 12/15/30 | 06541UBW5 | ASSET BACKED | 8,740,000.0000 | 7,044,738.91 | .35 | |
BAYER US FINAN 6.375% 11/21/30 | 07274EAK9 | CORPORATE BONDS | 245,000.0000 | 250,514.80 | .01 | |
BBCMS 2024-C2 5.419% 12/15/33 | 07336VAU5 | ASSET BACKED | 470,000.0000 | 483,459.11 | .02 | |
BBCMS 2024-C24 X V/R 12/15/33 | 07336VAZ4 | ASSET BACKED | 2,504,222.3700 | 274,277.96 | .01 | |
BEACON ROOFING S 6.5% 08/01/30 | 073685AK5 | CORPORATE BONDS | 115,000.0000 | 116,694.18 | .01 | |
BALTA 2006-1 21A V/R 02/25/36 | 07386HB83 | ASSET BACKED | 1,943,357.8600 | 1,336,388.90 | .07 | |
BENCHMARK MTG 2.928% 12/15/72 | 08160KAE4 | ASSET BACKED | 1,835,000.0000 | 1,596,029.42 | .08 | |
BMARK 2020-B22 X V/R 09/15/30 | 08163BBF7 | ASSET BACKED | 2,358,524.8800 | 181,761.37 | .01 | |
BMARK 2022-B35 A V/R 05/15/32 | 08163RBQ8 | ASSET BACKED | 4,415,000.0000 | 4,130,043.98 | .20 | |
BMARK 2023-B40 X V/R 06/15/33 | 08163WAH8 | ASSET BACKED | 1,754,106.6700 | 116,747.55 | .01 | |
BMARK 2023-B39 X V/R 01/15/33 | 081925AF6 | ASSET BACKED | 6,223,920.1200 | 254,549.62 | .01 | |
BERKSHIRE HATHAW 4.6% 05/01/53 | 084659BF7 | CORPORATE BONDS | 50,000.0000 | 43,275.60 | .00 | |
BHG 2021-B A 0.9% 10/17/34 | 08862BAA3 | ASSET BACKED | 69,624.8300 | 67,975.60 | .00 | |
BLACKSTONE HOLDING 2% 01/30/32 | 09261BAD2 | CORPORATE BONDS | 604,000.0000 | 473,394.12 | .02 | |
BLACKROCK FUNDI 5.25% 03/14/54 | 09290DAC5 | CORPORATE BONDS | 120,000.0000 | 120,593.83 | .01 | |
BLUE RACER MID 7.625% 12/15/25 | 095796AH1 | CORPORATE BONDS | 55,000.0000 | 55,302.72 | .00 | |
BOEING CO 5.04% 05/01/27 | 097023CU7 | CORPORATE BONDS | 241,000.0000 | 236,455.00 | .01 | |
BOEING CO 5.805% 05/01/50 | 097023CW3 | CORPORATE BONDS | 240,000.0000 | 227,070.67 | .01 | |
BOEING CO 5.93% 05/01/60 | 097023CX1 | CORPORATE BONDS | 225,000.0000 | 210,945.35 | .01 | |
BOEING CO 5.15% 05/01/30 | 097023CY9 | CORPORATE BONDS | 160,000.0000 | 154,801.09 | .01 | |
BOSTON GAS COM 3.757% 03/16/32 | 100743AM5 | CORPORATE BONDS | 155,000.0000 | 136,197.92 | .01 | |
BOSTON PROPERTIE 3.4% 06/21/29 | 10112RBB9 | CORPORATE BONDS | 3,000,000.0000 | 2,692,312.35 | .13 | |
BOSTON PROPERTI 3.25% 01/30/31 | 10112RBD5 | CORPORATE BONDS | 2,975,000.0000 | 2,544,850.94 | .13 | |
BOXER PARENT C 7.125% 10/02/25 | 103186AB8 | CORPORATE BONDS | 15,000.0000 | 15,013.40 | .00 | |
BP CAP MARKETS 2.939% 06/04/51 | 10373QBP4 | CORPORATE BONDS | 70,000.0000 | 46,733.07 | .00 | |
BP CAP MARKETS 3.379% 02/08/61 | 10373QBQ2 | CORPORATE BONDS | 140,000.0000 | 96,710.49 | .00 | |
BP CAP MARKETS 2.721% 01/12/32 | 10373QBT6 | CORPORATE BONDS | 260,000.0000 | 224,025.35 | .01 | |
BP CAP MARKETS 4.812% 02/13/33 | 10373QBU3 | CORPORATE BONDS | 3,005,000.0000 | 2,965,644.59 | .15 | |
BP CAP MARKETS 4.893% 09/11/33 | 10373QBV1 | CORPORATE BONDS | 3,443,000.0000 | 3,419,013.62 | .17 | |
BRAND INDUSTR 10.375% 08/01/30 | 104931AA8 | CORPORATE BONDS | 70,000.0000 | 75,786.41 | .00 | |
BRAVO 2021-C A1 V/R 03/01/61 | 105692AA5 | ASSET BACKED | 958,362.4200 | 906,084.04 | .04 | |
BRAVO 2021-NQM2 V/R 03/25/60 | 10569EAA9 | ASSET BACKED | 160,196.5800 | 148,967.94 | .01 | |
BRAVO 2021-NQM1 V/R 02/25/49 | 10569TAA6 | ASSET BACKED | 204,153.3100 | 180,361.79 | .01 | |
BRIGHTHSE FIN GLBL 1% 04/12/24 | 10921U2A5 | CORPORATE BONDS | 138,000.0000 | 137,810.27 | .01 | |
BRIGHTHSE FIN G 1.75% 01/13/25 | 10921U2H0 | CORPORATE BONDS | 650,000.0000 | 628,231.50 | .03 | |
BRISTOL-MYERS SQ 5.2% 02/22/34 | 110122EH7 | CORPORATE BONDS | 295,000.0000 | 299,520.79 | .01 | |
BRISTOL-MYERS SQ 5.5% 02/22/44 | 110122EJ3 | CORPORATE BONDS | 85,000.0000 | 86,990.71 | .00 | |
BRISTOL-MYERS S 5.55% 02/22/54 | 110122EK0 | CORPORATE BONDS | 550,000.0000 | 565,611.21 | .03 | |
BROADCOM INC 3.419% 04/15/33 | 11135FBK6 | CORPORATE BONDS | 457,000.0000 | 396,173.10 | .02 | |
BROOKLYN UNION 4.866% 08/05/32 | 114259AW4 | CORPORATE BONDS | 800,000.0000 | 740,838.13 | .04 | |
BROWN & BROWN 2.375% 03/15/31 | 115236AC5 | CORPORATE BONDS | 334,000.0000 | 276,804.98 | .01 | |
BUILDERS FIRST 6.375% 06/15/32 | 12008RAR8 | CORPORATE BONDS | 100,000.0000 | 101,478.60 | .01 | |
BX 2021-CIP A V/R 12/15/23 | 12434FAA5 | ASSET BACKED | 500,000.0000 | 494,687.50 | .02 | |
CBASS 2006-CB9 A V/R 11/25/36 | 12465MAD6 | ASSET BACKED | 4,292,531.2500 | 1,910,279.43 | .09 | |
CAMB 2021-CX2 C V/R 11/10/31 | 12477BAG9 | ASSET BACKED | 5,900,000.0000 | 4,607,094.06 | .23 | |
CCO HLDGS LLC/C 4.75% 03/01/30 | 1248EPCD3 | CORPORATE BONDS | 210,000.0000 | 180,314.55 | .01 | |
CCO HLDGS LLC/CA 4.5% 08/15/30 | 1248EPCE1 | CORPORATE BONDS | 125,000.0000 | 104,755.90 | .01 | |
CCO HLDGS LLC/C 4.75% 02/01/32 | 1248EPCQ4 | CORPORATE BONDS | 95,000.0000 | 77,531.73 | .00 | |
CBASS 2006-CB4 A V/R 05/25/36 | 12498QAD8 | ASSET BACKED | 3,916,441.5500 | 2,525,231.82 | .13 | |
CDW LLC/CDW FIN 2.67% 12/01/26 | 12513GBG3 | CORPORATE BONDS | 210,000.0000 | 195,001.28 | .01 | |
CDW LLC/CDW FI 3.569% 12/01/31 | 12513GBJ7 | CORPORATE BONDS | 180,000.0000 | 158,244.12 | .01 | |
CD 2017-CD4 XA V/R 04/10/27 | 12515DAS3 | ASSET BACKED | 15,715,078.8900 | 443,760.83 | .02 | |
CGDB 2019-MOB E V/R 11/15/21 | 125284AJ8 | ASSET BACKED | 1,834,000.0000 | 1,701,035.00 | .08 | |
SORT 2020-1 A1 1.69% 07/15/25 | 12530MAA3 | ASSET BACKED | 285,227.0200 | 266,664.33 | .01 | |
SORT 2021-1A A 1.53% 03/15/26 | 12530MAE5 | ASSET BACKED | 122,518.1800 | 110,789.43 | .01 | |
SORT 2021-1A B 1.98% 03/15/26 | 12530MAG0 | ASSET BACKED | 108,381.4700 | 95,365.32 | .00 | |
SORT 2022-1A A 5.97% 02/15/27 | 12530MAL9 | ASSET BACKED | 183,700.5300 | 179,078.26 | .01 | |
CHS/COMMUNITY HEAL 6% 01/15/29 | 12543DBH2 | CORPORATE BONDS | 70,000.0000 | 61,151.87 | .00 | |
CHS/COMMUNITY H 4.75% 02/15/31 | 12543DBK5 | CORPORATE BONDS | 85,000.0000 | 65,598.49 | .00 | |
CIGNA GROUP/THE 5% 05/15/29 | 125523CT5 | CORPORATE BONDS | 775,000.0000 | 776,105.44 | .04 | |
CIM 2021-R6 A1 V/R 07/25/61 | 12567RAA8 | ASSET BACKED | 971,652.3600 | 834,064.05 | .04 | |
CNH INDUSTRIAL C 5.1% 04/20/29 | 12592BAS3 | CORPORATE BONDS | 100,000.0000 | 99,728.68 | .00 | |
COMM 2015-CR2 3.497% 04/10/25 | 12593ABA2 | ASSET BACKED | 1,050,000.0000 | 1,024,612.26 | .05 | |
CSC HOLDINGS LLC 6.5% 02/01/29 | 126307AZ0 | CORPORATE BONDS | 200,000.0000 | 169,462.14 | .01 | |
CSAIL 2015-C4 A3 V/R 08/15/20 | 12635RAW8 | ASSET BACKED | 1,937,381.0800 | 1,887,066.52 | .09 | |
CSMC 2021-NQM1 A V/R 05/25/65 | 126407AA3 | ASSET BACKED | 160,591.6700 | 136,007.06 | .01 | |
CSX CORP 3.35% 09/15/49 | 126408HR7 | CORPORATE BONDS | 544,000.0000 | 391,536.09 | .02 | |
CSMC 2022-NQM1 A V/R 01/25/26 | 126416AA4 | ASSET BACKED | 1,429,607.2600 | 1,246,967.21 | .06 | |
CSMC 2020-NET 2.256% 08/15/25 | 126438AA8 | ASSET BACKED | 524,331.2800 | 487,269.55 | .02 | |
CSMC 2010-8R 5A1 V/R 02/26/37 | 12644KJE3 | ASSET BACKED | 969,192.0900 | 913,440.09 | .05 | |
CSI COMPRESSCO L 7.5% 04/01/25 | 12652HAA6 | CORPORATE BONDS | 100,000.0000 | 100,000.00 | .00 | |
CNX RESOURCES CORP 6% 01/15/29 | 12653CAJ7 | CORPORATE BONDS | 115,000.0000 | 112,594.71 | .01 | |
CNX MIDSTREAM P 4.75% 04/15/30 | 12654AAA9 | CORPORATE BONDS | 125,000.0000 | 111,408.71 | .01 | |
CSMC 2018-RPL9 A V/R 01/25/46 | 12654PAE8 | ASSET BACKED | 1,152,457.6600 | 1,086,260.26 | .05 | |
COMM 2020-CX 2.173% 11/10/30 | 12656KAA5 | ASSET BACKED | 3,035,000.0000 | 2,466,183.03 | .12 | |
COMM 2020-CX 2.446% 11/10/30 | 12656KAE7 | ASSET BACKED | 2,615,000.0000 | 2,103,968.59 | .10 | |
COMM 2020-CX D V/R 11/10/30 | 12656KAJ6 | ASSET BACKED | 1,425,000.0000 | 1,107,328.88 | .05 | |
COLT 2021-2R A1 V/R 07/27/54 | 12656YAA5 | ASSET BACKED | 146,814.3900 | 127,200.30 | .01 | |
CSMC 2021-AFC1 A V/R 02/25/25 | 12657LAA2 | ASSET BACKED | 395,807.4800 | 318,997.95 | .02 | |
CQP HOLDCO LP/BI 5.5% 06/15/31 | 12657NAA8 | CORPORATE BONDS | 250,000.0000 | 236,279.05 | .01 | |
CSMC 2021-B33 3.052% 10/10/31 | 12658WAA7 | ASSET BACKED | 183,000.0000 | 166,500.06 | .01 | |
CSMC 2021-B33 3.167% 10/10/31 | 12658WAC3 | ASSET BACKED | 650,000.0000 | 546,784.75 | .03 | |
COMM 2022-HC 2.819% 01/10/27 | 12659DAA8 | ASSET BACKED | 203,000.0000 | 183,282.12 | .01 | |
COMM 2022-HC 3.376% 01/10/27 | 12659DAG5 | ASSET BACKED | 300,000.0000 | 262,017.00 | .01 | |
CSMC 2021-NQM8 A V/R 10/25/66 | 12659FAA3 | ASSET BACKED | 582,977.4900 | 505,526.48 | .03 | |
CSMC 2021-NQM4 A V/R 06/25/25 | 12659PAA1 | ASSET BACKED | 750,099.7700 | 612,739.40 | .03 | |
CSMC 2021-RPL3 A V/R 01/25/60 | 12661GAA7 | ASSET BACKED | 2,904,947.8200 | 2,499,862.14 | .12 | |
CSMC 2021-NQM2 A V/R 02/25/66 | 12662EAA1 | ASSET BACKED | 680,750.3000 | 588,687.94 | .03 | |
CSMC 2021-RPL4 A V/R 12/27/60 | 12662GAC2 | ASSET BACKED | 336,954.9100 | 326,703.23 | .02 | |
CSMC 2021-NQM6 A V/R 07/25/66 | 12662KAA7 | ASSET BACKED | 1,260,002.1700 | 1,025,411.31 | .05 | |
CVR PARTNERS/C 6.125% 06/15/28 | 12663QAC9 | CORPORATE BONDS | 75,000.0000 | 72,075.38 | .00 | |
CNH 2023-A A4 4.77% 03/15/27 | 12664QAD6 | ASSET BACKED | 230,000.0000 | 227,870.52 | .01 | |
CPS 2023-B A 5.91% 03/17/25 | 12664WAA9 | ASSET BACKED | 749,289.2500 | 749,695.14 | .04 | |
CVS HEALTH CORP 4.78% 03/25/38 | 126650CY4 | CORPORATE BONDS | 947,000.0000 | 874,533.60 | .04 | |
CVS HEALTH COR 4.125% 04/01/40 | 126650DK3 | CORPORATE BONDS | 145,000.0000 | 122,149.53 | .01 | |
CVS HEALTH CORP 2.7% 08/21/40 | 126650DP2 | CORPORATE BONDS | 450,000.0000 | 312,406.49 | .02 | |
CVS HEALTH CORP 5.3% 06/01/33 | 126650DY3 | CORPORATE BONDS | 210,000.0000 | 210,493.69 | .01 | |
CVS HEALTH COR 5.875% 06/01/53 | 126650DZ0 | CORPORATE BONDS | 295,000.0000 | 300,106.01 | .01 | |
CWALT 2005-7CB 2 V/R 03/01/38 | 12667F4M4 | ASSET BACKED | 4,659,901.9700 | 152,841.06 | .01 | |
CWALT 2005-7CB 2 V/R 03/01/38 | 12667F4Q5 | ASSET BACKED | 4,659,901.9600 | 3,417,730.53 | .17 | |
CWALT 2005-28CB 5.5% 08/25/35 | 12667GWW9 | ASSET BACKED | 542,606.6200 | 456,871.52 | .02 | |
CWALT 2006-OA2 A V/R 05/20/46 | 126694R75 | ASSET BACKED | 3,797,420.6400 | 3,168,786.89 | .16 | |
CAESARS ENTERTAI 6.5% 02/15/32 | 12769GAC4 | CORPORATE BONDS | 60,000.0000 | 60,528.36 | .00 | |
CALIFORNIA ST 7.3% 10/01/39 | 13063A7D0 | MUNICIPAL BONDS | 360,000.0000 | 423,444.35 | .02 | |
CALLON PETROLEUM 7.5% 06/15/30 | 13123XBF8 | CORPORATE BONDS | 95,000.0000 | 100,462.50 | .00 | |
CALPINE CORP 4.5% 02/15/28 | 131347CM6 | CORPORATE BONDS | 95,000.0000 | 90,104.94 | .00 | |
CAMPBELL SOUP CO 5.4% 03/21/34 | 134429BP3 | CORPORATE BONDS | 105,000.0000 | 105,787.78 | .01 | |
CAPITAL ONE FINAN V/R 11/02/27 | 14040HCH6 | CORPORATE BONDS | 85,000.0000 | 77,763.22 | .00 | |
CAPITAL ONE FINAN V/R 03/01/30 | 14040HCN3 | CORPORATE BONDS | 650,000.0000 | 585,554.73 | .03 | |
CAPITAL ONE FINAN V/R 07/26/30 | 14040HCV5 | CORPORATE BONDS | 75,000.0000 | 73,814.28 | .00 | |
CAPITAL ONE FINAN V/R 02/01/29 | 14040HCX1 | CORPORATE BONDS | 100,000.0000 | 99,673.75 | .00 | |
CAPITAL ONE FINAN V/R 06/08/29 | 14040HCZ6 | CORPORATE BONDS | 385,000.0000 | 395,801.71 | .02 | |
CAPITAL ONE FINAN V/R 10/30/31 | 14040HDC6 | CORPORATE BONDS | 600,000.0000 | 662,697.15 | .03 | |
CARGILL INC 2.125% 11/10/31 | 141781BS2 | CORPORATE BONDS | 660,000.0000 | 540,742.39 | .03 | |
CARGILL INC 4% 06/22/32 | 141781BW3 | CORPORATE BONDS | 80,000.0000 | 74,313.34 | .00 | |
CARGILL INC 4.75% 04/24/33 | 141781CB8 | CORPORATE BONDS | 320,000.0000 | 313,449.04 | .02 | |
CARMX 2021-1 C 0.94% 02/18/25 | 14316NAF6 | ASSET BACKED | 1,700,000.0000 | 1,620,450.88 | .08 | |
CARRIER GLOBAL C 6.2% 03/15/54 | 14448CBD5 | CORPORATE BONDS | 45,000.0000 | 49,550.60 | .00 | |
CARR 2006-NC4 V/R 10/25/36 | 14453MAC8 | ASSET BACKED | 967,054.6600 | 935,599.27 | .05 | |
CMHAT 2021-MH 1.753% 02/25/46 | 14731QAA7 | ASSET BACKED | 239,821.6500 | 206,203.71 | .01 | |
CASTLE US HOLDIN 9.5% 02/15/28 | 14852LAA1 | CORPORATE BONDS | 20,000.0000 | 9,875.00 | .00 | |
CATALENT PHARMA 3.5% 04/01/30 | 14879EAK4 | CORPORATE BONDS | 30,000.0000 | 28,572.29 | .00 | |
CEDAR FAIR LP 5.25% 07/15/29 | 150190AE6 | CORPORATE BONDS | 70,000.0000 | 66,355.07 | .00 | |
CELANESE US HO 6.165% 07/15/27 | 15089QAM6 | CORPORATE BONDS | 735,000.0000 | 748,604.60 | .04 | |
CELANESE US HOL 6.55% 11/15/30 | 15089QAX2 | CORPORATE BONDS | 380,000.0000 | 399,691.19 | .02 | |
CENTENE CORP 3% 10/15/30 | 15135BAW1 | CORPORATE BONDS | 450,000.0000 | 385,828.56 | .02 | |
CNT PRNT/CDK GLO I 8% 06/15/29 | 154915AA0 | CORPORATE BONDS | 105,000.0000 | 108,846.78 | .01 | |
CHARTER COMM O 6.384% 10/23/35 | 161175AZ7 | CORPORATE BONDS | 3,965,000.0000 | 3,918,523.14 | .19 | |
CHARTER COMM OPT 4.2% 03/15/28 | 161175BK9 | CORPORATE BONDS | 360,000.0000 | 339,310.35 | .02 | |
CHARTER COMM OP 5.75% 04/01/48 | 161175BN3 | CORPORATE BONDS | 40,000.0000 | 33,684.18 | .00 | |
CHARTER COMM O 5.125% 07/01/49 | 161175BS2 | CORPORATE BONDS | 145,000.0000 | 112,353.67 | .01 | |
CHARTER COMM OPT 4.8% 03/01/50 | 161175BT0 | CORPORATE BONDS | 1,790,000.0000 | 1,324,978.82 | .07 | |
CHARTER COMM OPT 3.7% 04/01/51 | 161175BV5 | CORPORATE BONDS | 355,000.0000 | 219,549.57 | .01 | |
CHARTER COMM OP 3.85% 04/01/61 | 161175BY9 | CORPORATE BONDS | 185,000.0000 | 109,765.99 | .01 | |
CHARTER COMM OPT 3.9% 06/01/52 | 161175CA0 | CORPORATE BONDS | 555,000.0000 | 352,961.14 | .02 | |
CHARTER COMM OPT 4.4% 12/01/61 | 161175CC6 | CORPORATE BONDS | 185,000.0000 | 120,801.12 | .01 | |
CHARTER COMM OPT 3.5% 03/01/42 | 161175CE2 | CORPORATE BONDS | 156,000.0000 | 104,088.68 | .01 | |
CHENIERE ENERGY 4.5% 10/01/29 | 16411QAG6 | CORPORATE BONDS | 250,000.0000 | 237,936.70 | .01 | |
CHENIERE ENERG 4.625% 10/15/28 | 16411RAK5 | CORPORATE BONDS | 407,000.0000 | 394,362.19 | .02 | |
CHENIERE ENERGY 5.65% 04/15/34 | 16411RAL3 | CORPORATE BONDS | 325,000.0000 | 327,320.75 | .02 | |
CHESAPEAKE ENE 5.875% 02/01/29 | 165167DG9 | CORPORATE BONDS | 55,000.0000 | 54,548.09 | .00 | |
CFII 2023-1A A 5.65% 05/15/26 | 165183CU6 | ASSET BACKED | 691,892.4500 | 692,632.43 | .03 | |
CISCO SYSTEMS I 4.95% 02/26/31 | 17275RBS0 | CORPORATE BONDS | 320,000.0000 | 322,824.31 | .02 | |
CISCO SYSTEMS I 5.35% 02/26/64 | 17275RBV3 | CORPORATE BONDS | 215,000.0000 | 220,344.09 | .01 | |
CGCMT 2023-SMRT V/R 10/12/40 | 17291NAC5 | ASSET BACKED | 2,850,000.0000 | 2,848,078.53 | .14 | |
CITIGROUP INC V/R 07/24/28 | 172967LP4 | CORPORATE BONDS | 823,000.0000 | 782,249.77 | .04 | |
CITIGROUP INC V/R 11/03/32 | 172967NE7 | CORPORATE BONDS | 6,930,000.0000 | 5,683,129.45 | .28 | |
CITIGROUP INC V/R 02/13/30 | 172967PF2 | CORPORATE BONDS | 925,000.0000 | 920,683.85 | .05 | |
CGCMT 2015-GC 3.762% 06/10/25 | 17323YAD1 | ASSET BACKED | 1,415,000.0000 | 1,372,063.10 | .07 | |
CGCMT 2015-GC35 V/R 11/10/48 | 17324KAV0 | ASSET BACKED | 30,920,098.8900 | 253,006.80 | .01 | |
CGCMT 2019-GC 3.038% 10/10/29 | 17328HBD2 | ASSET BACKED | 7,640,000.0000 | 6,700,779.66 | .33 | |
CITIZENS FINANCIA V/R 01/23/30 | 174610BF1 | CORPORATE BONDS | 250,000.0000 | 249,641.14 | .01 | |
CIVITAS RESOUR 8.375% 07/01/28 | 17888HAA1 | CORPORATE BONDS | 75,000.0000 | 78,953.40 | .00 | |
CLARIV SCI HLD 4.875% 07/01/29 | 18064PAD1 | CORPORATE BONDS | 55,000.0000 | 50,882.21 | .00 | |
CLEAN HARBORS 5.125% 07/15/29 | 184496AP2 | CORPORATE BONDS | 45,000.0000 | 43,255.71 | .00 | |
CLEAR CHANNEL OU 7.5% 06/01/29 | 18453HAD8 | CORPORATE BONDS | 50,000.0000 | 41,352.07 | .00 | |
CLEAR CHANNEL OUTD 9% 09/15/28 | 18453HAE6 | CORPORATE BONDS | 45,000.0000 | 46,872.68 | .00 | |
CLEARWAY ENERGY 4.75% 03/15/28 | 18539UAC9 | CORPORATE BONDS | 150,000.0000 | 142,581.45 | .01 | |
CLECO CORPORAT 4.973% 05/01/46 | 18551PAD1 | CORPORATE BONDS | 70,000.0000 | 58,449.87 | .00 | |
CLECO CORPORAT 3.375% 09/15/29 | 18551PAE9 | CORPORATE BONDS | 180,000.0000 | 157,023.76 | .01 | |
CLOUD SOFTWARE GRP 9% 09/30/29 | 18912UAA0 | CORPORATE BONDS | 30,000.0000 | 28,773.52 | .00 | |
CLYDESDALE ACQ 6.625% 04/15/29 | 18972EAA3 | CORPORATE BONDS | 55,000.0000 | 54,955.80 | .00 | |
COLT 2021-2 A1 V/R 08/25/66 | 19685WAA9 | ASSET BACKED | 515,294.6800 | 414,718.07 | .02 | |
COLT 2021-1 A1 V/R 06/25/66 | 19688EAA6 | ASSET BACKED | 527,958.5800 | 430,627.78 | .02 | |
COLT 2021-3 A1 V/R 09/27/66 | 19688FAA3 | ASSET BACKED | 939,219.4900 | 753,461.22 | .04 | |
COLT 2022-1 A1 V/R 12/27/66 | 19688HAA9 | ASSET BACKED | 1,298,985.7700 | 1,128,798.24 | .06 | |
COLT 2021-HX1 A1 V/R 10/25/66 | 19688KAA2 | ASSET BACKED | 1,257,079.5100 | 1,039,739.64 | .05 | |
COLUMBIA PIPEL 6.042% 08/15/28 | 19828AAB3 | CORPORATE BONDS | 215,000.0000 | 219,691.68 | .01 | |
COLUMBIA PIPEL 5.681% 01/15/34 | 19828AAC1 | CORPORATE BONDS | 210,000.0000 | 208,612.90 | .01 | |
COLUMBIA PIPEL 5.927% 08/15/30 | 19828TAA4 | CORPORATE BONDS | 565,000.0000 | 579,673.62 | .03 | |
COLUMBIA PIPEL 6.036% 11/15/33 | 19828TAB2 | CORPORATE BONDS | 355,000.0000 | 367,795.95 | .02 | |
COLUMBIA PIPEL 6.544% 11/15/53 | 19828TAC0 | CORPORATE BONDS | 195,000.0000 | 211,267.68 | .01 | |
COMCAST CORP 3.75% 04/01/40 | 20030NDH1 | CORPORATE BONDS | 1,075,000.0000 | 893,582.74 | .04 | |
COMCAST CORP 2.887% 11/01/51 | 20030NDS7 | CORPORATE BONDS | 285,000.0000 | 185,000.19 | .01 | |
COMCAST CORP 2.937% 11/01/56 | 20030NDU2 | CORPORATE BONDS | 626,000.0000 | 394,133.46 | .02 | |
COMCAST CORP 4.8% 05/15/33 | 20030NEE7 | CORPORATE BONDS | 215,000.0000 | 212,109.99 | .01 | |
COMMONSPIRIT HE 2.76% 10/01/24 | 20268JAA1 | CORPORATE BONDS | 325,000.0000 | 319,969.26 | .02 | |
COMMONSPIRIT H 5.205% 12/01/31 | 20268JAR4 | CORPORATE BONDS | 355,000.0000 | 355,142.29 | .02 | |
COMMSCOPE INC 4.75% 09/01/29 | 203372AX5 | CORPORATE BONDS | 35,000.0000 | 25,200.00 | .00 | |
COMMSCOPE TECH LLC 5% 03/15/27 | 20338HAB9 | CORPORATE BONDS | 45,000.0000 | 17,380.80 | .00 | |
CONAGRA BRANDS 4.85% 11/01/28 | 205887CC4 | CORPORATE BONDS | 725,000.0000 | 716,394.44 | .04 | |
CONAGRA BRANDS I 5.3% 10/01/26 | 205887CJ9 | CORPORATE BONDS | 600,000.0000 | 600,960.15 | .03 | |
CAS 2023-R03 2M1 V/R 04/25/43 | 20753ACJ1 | ASSET BACKED | 300,884.1800 | 306,825.95 | .02 | |
CAS 2024-R02 1M2 V/R 02/25/44 | 20754GAE0 | ASSET BACKED | 230,000.0000 | 230,795.80 | .01 | |
CAS 2023-R04 1M1 V/R 05/25/43 | 20754QAA6 | ASSET BACKED | 216,139.8800 | 220,590.46 | .01 | |
CAS 2022-R08 1M1 V/R 07/25/42 | 20755DAA4 | ASSET BACKED | 126,465.8700 | 129,805.83 | .01 | |
CAS 2023-R05 1M1 V/R 06/25/43 | 207942AA1 | ASSET BACKED | 611,524.2900 | 618,728.29 | .03 | |
CONOCOPHILLIPS C 3.8% 03/15/52 | 20826FAV8 | CORPORATE BONDS | 336,000.0000 | 262,374.59 | .01 | |
CONOCOPHILLIPS 4.025% 03/15/62 | 20826FBD7 | CORPORATE BONDS | 190,000.0000 | 150,572.46 | .01 | |
CONOCOPHILLIPS 5.05% 09/15/33 | 20826FBF2 | CORPORATE BONDS | 410,000.0000 | 413,707.56 | .02 | |
CONOCOPHILLIPS 5.55% 03/15/54 | 20826FBG0 | CORPORATE BONDS | 50,000.0000 | 51,531.67 | .00 | |
CONOCOPHILLIPS C 5.7% 09/15/63 | 20826FBH8 | CORPORATE BONDS | 215,000.0000 | 225,345.98 | .01 | |
CONSOLIDATED COMMU 5% 10/01/28 | 20903XAH6 | CORPORATE BONDS | 80,000.0000 | 66,679.48 | .00 | |
CON EDISON CO OF 3.2% 12/01/51 | 209111GC1 | CORPORATE BONDS | 400,000.0000 | 275,144.15 | .01 | |
CON EDISON CO OF 5.5% 03/15/34 | 209111GF4 | CORPORATE BONDS | 170,000.0000 | 175,614.93 | .01 | |
CONSUMERS 23 SE 5.55% 03/01/28 | 21071BAA3 | CORPORATE BONDS | 1,550,000.0000 | 1,554,151.49 | .08 | |
UNITED AIRLINES 4.15% 04/11/24 | 210795PZ7 | CORPORATE BONDS | 531,523.0000 | 531,083.75 | .03 | |
COREBRIDGE FINA 3.85% 04/05/29 | 21871XAF6 | CORPORATE BONDS | 440,000.0000 | 411,390.80 | .02 | |
COREBRIDGE FINA 6.05% 09/15/33 | 21871XAQ2 | CORPORATE BONDS | 110,000.0000 | 113,313.04 | .01 | |
COREBRIDGE FINA 5.75% 01/15/34 | 21871XAS8 | CORPORATE BONDS | 390,000.0000 | 397,872.84 | .02 | |
CORNERSTONE BU 6.125% 01/15/29 | 21925DAA7 | CORPORATE BONDS | 75,000.0000 | 66,851.52 | .00 | |
GNMAII JUMBO TBA APR 21 | 21H020642 | TBA- TO BE ANNOUNCED SECURITY | 8,380,000.0000 | 6,864,165.43 | .34 | |
GNMA TBA 30 YR 2.5% APR 24 | 21H022648 | TBA- TO BE ANNOUNCED SECURITY | -3,110,000.0000 | -2,648,527.50 | -.13 | |
G2SF TBA 30 YR 3% APR24 | 21H030641 | TBA- TO BE ANNOUNCED SECURITY | -1,555,000.0000 | -1,371,158.03 | -.07 | |
G2SF 30 YR TBA 3.5% APR 24 | 21H032647 | TBA- TO BE ANNOUNCED SECURITY | 2,887,000.0000 | 2,626,815.94 | .13 | |
G2SF 30 YR TBA 4% APR 24 | 21H040640 | TBA- TO BE ANNOUNCED SECURITY | -2,465,000.0000 | -2,306,473.71 | -.11 | |
G2SF 30 YR TBA 4.5% APR 24 | 21H042646 | TBA- TO BE ANNOUNCED SECURITY | -820,000.0000 | -787,879.63 | -.04 | |
GNMA2 30YR TBA 5% APR 24 | 21H050649 | TBA- TO BE ANNOUNCED SECURITY | 1,835,000.0000 | 1,803,358.65 | .09 | |
GNMA 30 YR TBA 5.5% APR 24 | 21H052645 | TBA- TO BE ANNOUNCED SECURITY | 8,400,000.0000 | 8,392,111.06 | .42 | |
COTY INC 5% 04/15/26 | 222070AE4 | CORPORATE BONDS | 95,000.0000 | 93,582.88 | .00 | |
COTY/HFC PREST 6.625% 07/15/30 | 22207AAA0 | CORPORATE BONDS | 90,000.0000 | 91,394.19 | .00 | |
COX COMMUNICATIO 2.6% 06/15/31 | 224044CN5 | CORPORATE BONDS | 430,000.0000 | 356,901.61 | .02 | |
CAALT 2024-1A 5.68% 03/15/34 | 22537GAA8 | ASSET BACKED | 465,000.0000 | 466,830.94 | .02 | |
CSFB 2005-9 5A6 5.5% 10/25/35 | 2254586D5 | ASSET BACKED | 1,341,589.8700 | 703,769.60 | .03 | |
CROWN CASTLE T 4.241% 07/15/28 | 22822RBH2 | CORPORATE BONDS | 2,766,000.0000 | 2,636,012.38 | .13 | |
CROWN CASTLE INC 3.8% 02/15/28 | 22822VAK7 | CORPORATE BONDS | 265,000.0000 | 250,879.92 | .01 | |
CROWN CASTLE INC 4.3% 02/15/29 | 22822VAL5 | CORPORATE BONDS | 411,000.0000 | 393,970.68 | .02 | |
CROWN CASTLE INC 3.1% 11/15/29 | 22822VAN1 | CORPORATE BONDS | 245,000.0000 | 218,643.24 | .01 | |
CROWN CASTLE INC 2.1% 04/01/31 | 22822VAW1 | CORPORATE BONDS | 3,410,000.0000 | 2,760,234.29 | .14 | |
CROWN CASTLE INC 4.8% 09/01/28 | 22822VBB6 | CORPORATE BONDS | 695,000.0000 | 681,434.55 | .03 | |
CROWN CASTLE INC 5.6% 06/01/29 | 22822VBD2 | CORPORATE BONDS | 480,000.0000 | 486,440.98 | .02 | |
CSMC 2021-NQM5 A V/R 06/25/25 | 22946DAA0 | ASSET BACKED | 459,938.9300 | 368,974.00 | .02 | |
CUMMINS INC 5.45% 02/20/54 | 231021AX4 | CORPORATE BONDS | 95,000.0000 | 97,124.34 | .00 | |
DLLAA 2023-1A 5.64% 02/22/28 | 23292HAC5 | ASSET BACKED | 365,000.0000 | 368,601.60 | .02 | |
DNKN 2019-1A 4.352% 05/20/29 | 233046AL5 | ASSET BACKED | 1,590,075.0000 | 1,515,273.26 | .08 | |
DNKN 2021-1A 2.791% 11/20/31 | 233046AS0 | ASSET BACKED | 326,485.0000 | 273,063.01 | .01 | |
DBJPM 2020-C9 XA V/R 08/15/30 | 233063AW6 | ASSET BACKED | 2,207,149.6800 | 119,187.63 | .01 | |
DBGS 2018-BIOD E V/R 05/15/20 | 23306GAJ6 | ASSET BACKED | 3,545,399.2400 | 3,506,621.44 | .17 | |
DBJPM 2017-C6 XB V/R 06/10/27 | 23312JAL7 | ASSET BACKED | 21,195,000.0000 | 204,328.28 | .01 | |
DSLA 2005-AR4 1A V/R 08/19/45 | 23332UEL4 | ASSET BACKED | 4,063,193.0500 | 3,023,228.54 | .15 | |
DTE ENERGY CO 5.1% 03/01/29 | 233331BK2 | CORPORATE BONDS | 315,000.0000 | 313,729.73 | .02 | |
DTAOT 2023-2A 5.41% 08/15/25 | 23346CAC2 | ASSET BACKED | 375,000.0000 | 372,965.55 | .02 | |
DTAOT 2023-1A 5.19% 04/15/25 | 23346KAC4 | ASSET BACKED | 310,000.0000 | 308,069.26 | .02 | |
DAE FUNDING LLC 1.55% 08/01/24 | 23371DAJ3 | CORPORATE BONDS | 1,115,000.0000 | 1,096,709.99 | .05 | |
DALLAS-FORT WO 4.507% 11/01/51 | 23503CAN7 | MUNICIPAL BONDS | 215,000.0000 | 197,561.67 | .01 | |
DANA INC 5.375% 11/15/27 | 235825AF3 | CORPORATE BONDS | 45,000.0000 | 44,020.85 | .00 | |
DANA INC 4.25% 09/01/30 | 235825AH9 | CORPORATE BONDS | 20,000.0000 | 17,672.77 | .00 | |
DC 2024-HLTN A V/R 04/13/28 | 24022FAA8 | ASSET BACKED | 300,000.0000 | 300,598.20 | .01 | |
DEALER TIRE LLC/DT 8% 02/01/28 | 24229JAA1 | CORPORATE BONDS | 60,000.0000 | 59,725.63 | .00 | |
DRMT 2021-1 A1 V/R 02/25/25 | 24380VAA9 | ASSET BACKED | 102,536.8900 | 94,462.14 | .00 | |
DRMT 2021-2 A1 V/R 04/25/66 | 24381WAA6 | ASSET BACKED | 207,919.8600 | 178,831.75 | .01 | |
DIAMONDBACK ENE 6.25% 03/15/33 | 25278XAV1 | CORPORATE BONDS | 335,000.0000 | 357,138.34 | .02 | |
DIRECTV FIN LL 5.875% 08/15/27 | 25461LAA0 | CORPORATE BONDS | 140,000.0000 | 132,445.07 | .01 | |
DISCOVER FINANCIA V/R 11/02/34 | 254709AT5 | CORPORATE BONDS | 135,000.0000 | 152,914.60 | .01 | |
DISCOVERY COMMUN 5.2% 09/20/47 | 25470DAT6 | CORPORATE BONDS | 236,000.0000 | 198,282.04 | .01 | |
DISCOVERY COMM 4.125% 05/15/29 | 25470DBF5 | CORPORATE BONDS | 54,000.0000 | 50,618.84 | .00 | |
DISCOVERY COMMUN 5.3% 05/15/49 | 25470DBG3 | CORPORATE BONDS | 179,000.0000 | 150,378.23 | .01 | |
DISCOVERY COMMU 4.65% 05/15/50 | 25470DBH1 | CORPORATE BONDS | 785,000.0000 | 613,208.58 | .03 | |
DISCOVERY COMM 3.625% 05/15/30 | 25470DBJ7 | CORPORATE BONDS | 145,000.0000 | 129,684.16 | .01 | |
DISH DBS CORP 5.125% 06/01/29 | 25470XBD6 | CORPORATE BONDS | 75,000.0000 | 31,281.63 | .00 | |
DISH DBS CORP 5.75% 12/01/28 | 25470XBF1 | CORPORATE BONDS | 110,000.0000 | 75,598.05 | .00 | |
DOLLAR GENERAL 4.25% 09/20/24 | 256677AJ4 | CORPORATE BONDS | 197,000.0000 | 195,575.78 | .01 | |
DOLLAR TREE INC 4% 05/15/25 | 256746AG3 | CORPORATE BONDS | 358,000.0000 | 351,956.03 | .02 | |
DOMINION ENERGY 6.3% 03/15/33 | D33 | 25746UAN9 | CORPORATE BONDS | 30,000.0000 | 31,604.85 | .00 |
DOMINION ENERG 3.375% 04/01/30 | 25746UDG1 | CORPORATE BONDS | 3,375,000.0000 | 3,067,178.13 | .15 | |
DOMINION ENERG 5.375% 11/15/32 | 25746UDR7 | CORPORATE BONDS | 1,565,000.0000 | 1,573,890.28 | .08 | |
DPABS 2015-1A 4.474% 10/25/25 | 25755TAE0 | ASSET BACKED | 848,662.5000 | 832,255.82 | .04 | |
DPABS 2019-1A 3.668% 10/25/29 | 25755TAL4 | ASSET BACKED | 974,400.0000 | 896,165.91 | .04 | |
DPABS 2021-1A 2.662% 10/25/28 | 25755TAN0 | ASSET BACKED | 1,248,690.0000 | 1,110,599.87 | .06 | |
DORNOCH DEBT M 6.625% 10/15/29 | 25830JAA9 | CORPORATE BONDS | 115,000.0000 | 102,191.02 | .01 | |
DUKE ENERGY COR 2.65% 09/01/26 | 26441CAS4 | CORPORATE BONDS | 623,000.0000 | 588,262.60 | .03 | |
DUKE ENERGY COR 2.45% 06/01/30 | 26441CBH7 | CORPORATE BONDS | 165,000.0000 | 142,101.94 | .01 | |
DUKE ENERGY CORP 0.9% 09/15/25 | 26441CBJ3 | CORPORATE BONDS | 4,000,000.0000 | 3,753,396.76 | .19 | |
DUKE ENERGY COR 2.55% 06/15/31 | 26441CBL8 | CORPORATE BONDS | 1,455,000.0000 | 1,225,133.35 | .06 | |
DUKE ENERGY CORP 4.5% 08/15/32 | 26441CBT1 | CORPORATE BONDS | 450,000.0000 | 426,579.93 | .02 | |
DUKE ENERGY CORP 5% 08/15/52 | 26441CBU8 | CORPORATE BONDS | 65,000.0000 | 58,835.90 | .00 | |
DUKE ENERGY COR 4.85% 01/05/29 | 26441CCC7 | CORPORATE BONDS | 775,000.0000 | 767,686.89 | .04 | |
DUKE ENERGY CARO 5.3% 02/15/40 | 26442CAH7 | CORPORATE BONDS | 1,225,000.0000 | 1,210,559.83 | .06 | |
DUKE ENERGY OHI 5.55% 03/15/54 | 26442EAL4 | CORPORATE BONDS | 190,000.0000 | 189,505.50 | .01 | |
DUKE ENERGY FL 5.875% 11/15/33 | 26444HAQ4 | CORPORATE BONDS | 275,000.0000 | 290,565.49 | .01 | |
DUN & BRADSTREET C 5% 12/15/29 | 26483EAL4 | CORPORATE BONDS | 155,000.0000 | 143,074.58 | .01 | |
EQM MIDSTREAM P 4.75% 01/15/31 | 26885BAL4 | CORPORATE BONDS | 85,000.0000 | 79,046.21 | .00 | |
EDISON INTERNAT 5.25% 11/15/28 | 281020AY3 | CORPORATE BONDS | 430,000.0000 | 428,486.32 | .02 | |
ELEVANCE HEALT 5.125% 02/15/53 | 28622HAC5 | CORPORATE BONDS | 420,000.0000 | 402,503.01 | .02 | |
EMBARQ CORP 7.995% 06/01/36 | CTL/36 | 29078EAA3 | CORPORATE BONDS | 65,000.0000 | 35,328.88 | .00 |
EMRLD BOR / EM 6.625% 12/15/30 | 29103CAA6 | CORPORATE BONDS | 115,000.0000 | 116,103.20 | .01 | |
ENERGY TRANSFER LP 5% 05/15/44 | 292480AJ9 | CORPORATE BONDS | 225,000.0000 | 198,987.41 | .01 | |
ENCOMPASS HEALT 4.75% 02/01/30 | 29261AAB6 | CORPORATE BONDS | 20,000.0000 | 18,739.15 | .00 | |
ENERGIZER HOLDIN 6.5% 12/31/27 | 29272WAF6 | CORPORATE BONDS | 60,000.0000 | 59,675.87 | .00 | |
ENERGY TRANSFER 5.95% 10/01/43 | 29273RAZ2 | CORPORATE BONDS | 1,683,000.0000 | 1,662,808.43 | .08 | |
ENERGY TRANSFER 4.9% 03/15/35 | 29273RBE8 | CORPORATE BONDS | 3,354,000.0000 | 3,170,626.96 | .16 | |
ENERGY TRANSFER 4.75% 01/15/26 | 29273RBG3 | CORPORATE BONDS | 198,000.0000 | 195,915.42 | .01 | |
ENERGY TRANSFER 6.4% 12/01/30 | 29273VAT7 | CORPORATE BONDS | 1,115,000.0000 | 1,176,963.40 | .06 | |
ENTERGY LOUISIA 4.95% 01/15/45 | 29364WAV0 | CORPORATE BONDS | 1,100,000.0000 | 1,013,752.44 | .05 | |
ENTERGY LOUISIA 4.75% 09/15/52 | 29364WBL1 | CORPORATE BONDS | 125,000.0000 | 111,376.49 | .01 | |
EFF 2023-1 A3 5.42% 11/22/27 | 29375CAC3 | ASSET BACKED | 480,000.0000 | 481,647.74 | .02 | |
EFF 2024-1 A3 5.16% 09/20/28 | 29375PAC4 | ASSET BACKED | 200,000.0000 | 199,478.16 | .01 | |
CGCMT 2016-P4 B V/R 06/10/26 | 29429EAJ0 | ASSET BACKED | 805,000.0000 | 733,727.15 | .04 | |
EQUINIX INC 2.95% 09/15/51 | 29444UBM7 | CORPORATE BONDS | 363,000.0000 | 233,034.68 | .01 | |
EQUINIX INC 3.9% 04/15/32 | 29444UBU9 | CORPORATE BONDS | 215,000.0000 | 194,540.98 | .01 | |
EQUITABLE FINANC 1.8% 03/08/28 | 29449WAF4 | CORPORATE BONDS | 1,110,000.0000 | 977,378.49 | .05 | |
ESSENTIAL UTIL 3.351% 04/15/50 | 29670GAE2 | CORPORATE BONDS | 563,000.0000 | 393,936.35 | .02 | |
EVERI HOLDINGS INC 5% 07/15/29 | 30034TAA1 | CORPORATE BONDS | 75,000.0000 | 74,302.16 | .00 | |
EVERGY INC 2.9% 09/15/29 | 30034WAB2 | CORPORATE BONDS | 780,000.0000 | 696,705.14 | .03 | |
EVERSOURCE ENE 5.125% 05/15/33 | 30040WAU2 | CORPORATE BONDS | 960,000.0000 | 940,650.02 | .05 | |
EVERSOURCE ENER 5.95% 02/01/29 | 30040WAW8 | CORPORATE BONDS | 310,000.0000 | 319,876.25 | .02 | |
EVERSOURCE ENERG 5.5% 01/01/34 | 30040WAX6 | CORPORATE BONDS | 463,000.0000 | 463,051.22 | .02 | |
EART 2021-1A D 1.08% 01/15/25 | 30166RAF4 | ASSET BACKED | 488,929.3100 | 476,796.14 | .02 | |
EART 2021-1A E 2.21% 02/18/25 | 30166RAG2 | ASSET BACKED | 900,000.0000 | 851,640.75 | .04 | |
EART 2022-6A B 6.03% 06/15/25 | 30168AAD4 | ASSET BACKED | 197,000.0000 | 197,119.26 | .01 | |
EART 2023-1A B 5.72% 03/15/25 | 30168BAD2 | ASSET BACKED | 470,000.0000 | 469,389.00 | .02 | |
EART 2023-3A B 6.11% 07/15/25 | 301989AD1 | ASSET BACKED | 201,000.0000 | 201,534.98 | .01 | |
EXPEDIA GROUP INC 5% 02/15/26 | 30212PAM7 | CORPORATE BONDS | 295,000.0000 | 293,269.86 | .01 | |
EXPEDIA GROUP IN 3.8% 02/15/28 | 30212PAP0 | CORPORATE BONDS | 517,000.0000 | 491,791.73 | .02 | |
EXTRA SPACE STOR 5.4% 02/01/34 | 30225VAS6 | CORPORATE BONDS | 199,000.0000 | 198,124.76 | .01 | |
FMMSR 2021-GT1 A V/R 07/25/26 | 30259RAH8 | ASSET BACKED | 4,000,000.0000 | 3,520,118.40 | .17 | |
FMMSR 2021-GT2 A V/R 10/25/26 | 30259RAK1 | ASSET BACKED | 3,420,000.0000 | 3,023,351.48 | .15 | |
META PLATFORMS I 5.6% 05/15/53 | 30303M8Q8 | CORPORATE BONDS | 372,000.0000 | 393,180.21 | .02 | |
FSRIA 2021-FL2 A V/R 05/16/38 | 30319YAA6 | ASSET BACKED | 497,308.6700 | 489,343.28 | .02 | |
FGLMC P#G08793 4% 12/01/47 | 3128MJ3B4 | MBS/PASS THRU CERTS | 46,003.9000 | 43,492.71 | .00 | |
FGLMC P#G08741 3% 01/01/47 | 3128MJZF0 | MBS/PASS THRU CERTS | 115,143.8700 | 101,354.73 | .01 | |
FGLMC P#G08747 3% 02/01/47 | 3128MJZM5 | MBS/PASS THRU CERTS | 231,127.9100 | 203,434.41 | .01 | |
FGLMC P#C91815 3% 03/01/35 | 3128P8AQ4 | MBS/PASS THRU CERTS | 272,369.1400 | 252,838.98 | .01 | |
UMBS P#ZK9295 3% 02/01/33 | 3131XDKG9 | MBS/PASS THRU CERTS | 627,771.5100 | 588,581.77 | .03 | |
UMBS P#ZL6785 3.5% 08/01/43 | 3131XNRE5 | MBS/PASS THRU CERTS | 770,663.2500 | 706,987.75 | .04 | |
FHS 303 C10 3.5% 01/15/33 | 31325UD86 | ASSET BACKED | 768,142.2800 | 73,234.52 | .00 | |
FHS 386 C14 2.5% 03/15/52 | 31325YB31 | ASSET BACKED | 838,073.0400 | 116,185.17 | .01 | |
FHS 389 C1 1.5% 05/15/37 | 31325YQS0 | ASSET BACKED | 2,725,909.9100 | 154,765.61 | .01 | |
FHS 389 C35 2% 06/15/52 | 31325YRN0 | ASSET BACKED | 1,250,318.4000 | 157,762.76 | .01 | |
UMBS P#ZA3968 3% 05/01/33 | 31329MMR8 | MBS/PASS THRU CERTS | 353,801.1100 | 332,681.99 | .02 | |
UMBS P#ZA6520 4% 04/01/49 | 31329QG54 | MBS/PASS THRU CERTS | 415,175.7100 | 389,101.73 | .02 | |
UMBS P#ZA6679 4% 04/01/49 | 31329QM40 | MBS/PASS THRU CERTS | 283,939.3700 | 267,561.10 | .01 | |
UMBS P#ZS4586 4% 10/01/44 | 3132A5CX1 | MBS/PASS THRU CERTS | 630,869.1500 | 597,663.33 | .03 | |
UMBS P#ZS4748 4% 12/01/47 | 3132A5HZ1 | MBS/PASS THRU CERTS | 760,597.8000 | 718,167.95 | .04 | |
UMBS P#ZS9972 3% 03/01/42 | 3132ABCH3 | MBS/PASS THRU CERTS | 167,165.9400 | 150,278.95 | .01 | |
UMBS P#ZT0371 4.5% 05/01/48 | 3132ACMU1 | MBS/PASS THRU CERTS | 290,832.2800 | 280,908.67 | .01 | |
UMBS P#SB8046 3% 05/01/35 | 3132D55F5 | MBS/PASS THRU CERTS | 487,474.9400 | 454,897.87 | .02 | |
UMBS P#SD0665 3% 08/01/51 | 3132DMW27 | MBS/PASS THRU CERTS | 89,530.5800 | 77,791.03 | .00 | |
UMBS P#SD1011 2.5% 04/01/52 | 3132DNDQ3 | MBS/PASS THRU CERTS | 238,967.5000 | 198,139.57 | .01 | |
UMBS P#SD1090 2% 04/01/52 | 3132DNF73 | MBS/PASS THRU CERTS | 737,260.0600 | 591,942.95 | .03 | |
UMBS P#SD1098 2.5% 01/01/52 | 3132DNGF4 | MBS/PASS THRU CERTS | 6,427,863.2100 | 5,347,921.77 | .26 | |
UMBS P#SD1181 3% 06/01/52 | 3132DNJ20 | MBS/PASS THRU CERTS | 6,816,489.2000 | 5,881,339.89 | .29 | |
UMBS P#SD1218 4% 07/01/49 | 3132DNK77 | MBS/PASS THRU CERTS | 326,401.7500 | 307,343.05 | .02 | |
UMBS P#SD1460 3% 05/01/52 | 3132DNTR4 | MBS/PASS THRU CERTS | 7,761,446.2400 | 6,777,222.52 | .34 | |
UMBS P#SD1461 3% 05/01/52 | 3132DNTS2 | MBS/PASS THRU CERTS | 276,454.4500 | 240,467.30 | .01 | |
UMBS P#SD1529 4% 03/01/49 | 3132DNVW0 | MBS/PASS THRU CERTS | 5,816,290.7200 | 5,475,736.72 | .27 | |
UMBS P#SD2102 2.5% 07/01/51 | 3132DPKP2 | MBS/PASS THRU CERTS | 131,108.4800 | 109,240.66 | .01 | |
UMBS P#SD2305 5.5% 02/01/53 | 3132DPR26 | MBS/PASS THRU CERTS | 631,393.2900 | 630,776.22 | .03 | |
UMBS P#SD2553 4% 05/01/49 | 3132DPZS0 | MBS/PASS THRU CERTS | 151,984.7100 | 143,968.97 | .01 | |
UMBS P#SD2960 5% 04/01/53 | 3132DQJD9 | MBS/PASS THRU CERTS | 340,951.8100 | 335,142.78 | .02 | |
UMBS P#SD3029 4% 04/01/47 | 3132DQLJ3 | MBS/PASS THRU CERTS | 42,009.8300 | 39,802.10 | .00 | |
UMBS P#SD3118 4% 08/01/51 | 3132DQPB6 | MBS/PASS THRU CERTS | 9,642,777.0400 | 9,058,703.33 | .45 | |
UMBS P#SD3209 2.5% 04/01/52 | 3132DQR65 | MBS/PASS THRU CERTS | 890,504.4000 | 738,645.43 | .04 | |
UMBS P#SD8089 2.5% 07/01/50 | 3132DV7A7 | MBS/PASS THRU CERTS | 313,668.7000 | 261,727.27 | .01 | |
UMBS P#SD8098 2% 10/01/50 | 3132DV7K5 | MBS/PASS THRU CERTS | 489,458.2600 | 390,245.95 | .02 | |
UMBS P#SD7513 3.5% 04/01/50 | 3132DVK20 | MBS/PASS THRU CERTS | 364,789.3100 | 332,805.82 | .02 | |
UMBS P#SD7551 3% 01/01/52 | 3132DVL86 | MBS/PASS THRU CERTS | 7,484,011.0100 | 6,541,995.03 | .32 | |
UMBS P#SD7552 2.5% 01/01/52 | 3132DVL94 | MBS/PASS THRU CERTS | 1,100,378.9500 | 923,065.95 | .05 | |
UMBS P#SD7525 2.5% 10/01/50 | 3132DVLE3 | MBS/PASS THRU CERTS | 72,383.5100 | 61,105.66 | .00 | |
UMBS P#SD7535 2.5% 02/01/51 | 3132DVLQ6 | MBS/PASS THRU CERTS | 175,470.2700 | 147,836.58 | .01 | |
UMBS P#SD7541 2% 05/01/51 | 3132DVLW3 | MBS/PASS THRU CERTS | 477,603.9100 | 385,171.17 | .02 | |
UMBS P#SD8134 2% 03/01/51 | 3132DWBB8 | MBS/PASS THRU CERTS | 6,662,673.7900 | 5,282,456.28 | .26 | |
UMBS P#SD8135 2.5% 03/01/51 | 3132DWBC6 | MBS/PASS THRU CERTS | 440,205.9400 | 366,692.71 | .02 | |
UMBS P#SD8140 2% 04/01/51 | 3132DWBH5 | MBS/PASS THRU CERTS | 395,823.3400 | 314,969.65 | .02 | |
UMBS P#SD8183 2.5% 12/01/51 | 3132DWCU5 | MBS/PASS THRU CERTS | 5,927,937.5800 | 4,914,740.83 | .24 | |
UMBS P#SD8246 5% 09/01/52 | 3132DWET6 | MBS/PASS THRU CERTS | 6,006,017.0900 | 5,864,724.46 | .29 | |
UMBS P#SD8288 5% 01/01/53 | 3132DWF57 | MBS/PASS THRU CERTS | 834,723.2100 | 814,890.60 | .04 | |
UMBS P#SD8324 5.5% 05/01/53 | 3132DWG98 | MBS/PASS THRU CERTS | 6,969,276.0900 | 6,936,496.73 | .34 | |
UMBS P#SD4010 4% 07/01/49 | 3132E0N32 | MBS/PASS THRU CERTS | 178,882.8600 | 169,483.16 | .01 | |
UMBS P#SD4182 3.5% 08/01/52 | 3132E0UF7 | MBS/PASS THRU CERTS | 3,095,788.1600 | 2,801,299.92 | .14 | |
FGLMC P#Q44630 3.5% 12/01/46 | 3132WJEC1 | MBS/PASS THRU CERTS | 12,566,851.2300 | 11,472,662.41 | .57 | |
UMBS P#WA0506 3.03% 01/01/50 | 3132WRRR6 | MBS/PASS THRU CERTS | 3,699,684.0000 | 2,929,936.26 | .15 | |
UMBS P#WA1627 4.35% 10/01/32 | 3132WVA53 | MBS/PASS THRU CERTS | 13,137,728.1500 | 12,610,066.41 | .62 | |
UMBS P#WN2407 4.38% 05/01/28 | 3132XGU95 | MBS/PASS THRU CERTS | 7,700,000.0000 | 7,529,125.53 | .37 | |
FGLMC P#Q53571 3.5% 01/01/48 | 3132XV6H1 | MBS/PASS THRU CERTS | 349,337.1500 | 319,238.59 | .02 | |
FGLMC P#G60910 3% 03/01/42 | 31335BAK2 | MBS/PASS THRU CERTS | 3,857,675.5500 | 3,472,414.31 | .17 | |
UMBS P#QB9896 2% 03/01/51 | 3133AG7H6 | MBS/PASS THRU CERTS | 626,062.1800 | 497,136.22 | .02 | |
UMBS P#QC5983 2.5% 08/01/51 | 3133AQUG0 | MBS/PASS THRU CERTS | 172,699.3500 | 143,683.54 | .01 | |
UMBS P#QC9119 3% 10/01/51 | 3133AUDY1 | MBS/PASS THRU CERTS | 600,681.6600 | 522,909.39 | .03 | |
UMBS P#QF1522 5% 09/01/52 | 3133BNVP5 | MBS/PASS THRU CERTS | 302,843.5000 | 295,559.19 | .01 | |
UMBS P#QF2008 5% 10/01/52 | 3133BPGR3 | MBS/PASS THRU CERTS | 866,607.7600 | 845,842.44 | .04 | |
UMBS P#QN6383 2% 05/01/36 | 3133GDCU2 | MBS/PASS THRU CERTS | 495,558.4300 | 441,735.79 | .02 | |
UMBS P#QN6604 2% 06/01/36 | 3133GDKR0 | MBS/PASS THRU CERTS | 184,451.8000 | 164,415.86 | .01 | |
UMBS P#QU7398 3% 04/01/50 | 3133JLGF0 | MBS/PASS THRU CERTS | 5,032,623.5700 | 4,261,227.26 | .21 | |
UMBS P#RA2618 2.5% 05/01/50 | 3133KH4B9 | MBS/PASS THRU CERTS | 280,853.5300 | 236,046.78 | .01 | |
UMBS P#RA3513 2.5% 09/01/50 | 3133KJ3W0 | MBS/PASS THRU CERTS | 488,832.4600 | 409,247.09 | .02 | |
UMBS P#RA2898 2.5% 06/01/50 | 3133KJGF3 | MBS/PASS THRU CERTS | 329,685.7600 | 275,807.40 | .01 | |
UMBS P#RA2971 3% 07/01/50 | 3133KJJQ6 | MBS/PASS THRU CERTS | 211,708.3900 | 183,992.39 | .01 | |
UMBS P#RA2977 2.5% 07/01/50 | 3133KJJW3 | MBS/PASS THRU CERTS | 1,008,419.1200 | 841,535.53 | .04 | |
UMBS P#RA3454 2% 09/01/50 | 3133KJZT2 | MBS/PASS THRU CERTS | 279,035.4700 | 223,979.54 | .01 | |
UMBS P#RA3988 2.5% 11/01/50 | 3133KKND7 | MBS/PASS THRU CERTS | 574,654.4700 | 479,011.07 | .02 | |
UMBS P#RA5285 2.5% 05/01/51 | 3133KL2S5 | MBS/PASS THRU CERTS | 205,652.4500 | 171,186.46 | .01 | |
UMBS P#RA5052 2% 04/01/51 | 3133KLTH0 | MBS/PASS THRU CERTS | 811,349.0800 | 645,359.11 | .03 | |
UMBS P#RA5560 2.5% 07/01/51 | 3133KME92 | MBS/PASS THRU CERTS | 158,100.7600 | 132,234.43 | .01 | |
UMBS P#RA5663 3% 08/01/51 | 3133KMJG1 | MBS/PASS THRU CERTS | 667,528.1900 | 579,999.66 | .03 | |
UMBS P#RA5731 2% 08/01/51 | 3133KMLL7 | MBS/PASS THRU CERTS | 186,882.7800 | 148,938.04 | .01 | |
UMBS P#RA5917 3% 09/01/51 | 3133KMSE6 | MBS/PASS THRU CERTS | 494,406.3100 | 430,492.89 | .02 | |
UMBS P#RA6115 2.5% 10/01/51 | 3133KMYL3 | MBS/PASS THRU CERTS | 319,807.1800 | 266,241.98 | .01 | |
UMBS P#RA6332 2% 11/01/51 | 3133KNA94 | MBS/PASS THRU CERTS | 188,119.8200 | 150,679.40 | .01 | |
UMBS P#RA7673 4.5% 07/01/52 | 3133KPQ27 | MBS/PASS THRU CERTS | 5,468,777.4000 | 5,208,317.63 | .26 | |
UMBS P#RA7790 5% 08/01/52 | 3133KPUP1 | MBS/PASS THRU CERTS | 182,275.8500 | 177,970.28 | .01 | |
UMBS P#RA8307 6% 12/01/52 | 3133KQGQ3 | MBS/PASS THRU CERTS | 434,751.0300 | 442,860.00 | .02 | |
UMBS P#RA8751 6% 03/01/53 | 3133KQWL6 | MBS/PASS THRU CERTS | 185,420.9100 | 189,773.24 | .01 | |
UMBS P#RB0369 2% 12/01/40 | 3133KTMS6 | MBS/PASS THRU CERTS | 88,673.6200 | 74,982.83 | .00 | |
UMBS P#RB0715 2% 12/01/41 | 3133KTYL8 | MBS/PASS THRU CERTS | 666,257.0800 | 559,263.76 | .03 | |
UMBS P#RB5111 2% 05/01/41 | 3133KYVC0 | MBS/PASS THRU CERTS | 562,131.5300 | 474,284.42 | .02 | |
FHS 375 C1 2.5% 01/25/51 | 3133Q5AA4 | ASSET BACKED | 909,165.3800 | 137,863.54 | .01 | |
UMBS P#SI2047 2.5% 07/01/50 | 3133USHY0 | MBS/PASS THRU CERTS | 525,037.9900 | 439,472.31 | .02 | |
FNR 2011-142 PE 3.5% 01/25/42 | 3136A3NU1 | ASSET BACKED | 471,000.0000 | 425,386.99 | .02 | |
FNR 2013-2 MA 3.5% 02/25/43 | 3136AB3Q4 | ASSET BACKED | 129,573.9700 | 120,192.30 | .01 | |
FNR 2013-62 PY 2.5% 06/25/43 | 3136AELQ8 | ASSET BACKED | 1,072,000.0000 | 870,029.30 | .04 | |
FNR 2013-72 IW 3.5% 07/25/33 | 3136AFDM3 | ASSET BACKED | 1,208,756.2300 | 91,124.02 | .00 | |
FNR 2014-11 KZ 2.5% 10/25/41 | 3136AJHE9 | ASSET BACKED | 2,635,276.4700 | 2,288,158.12 | .11 | |
FNR 2014-95 ZC 3% 01/25/45 | 3136AL3J8 | ASSET BACKED | 544,239.7700 | 475,627.90 | .02 | |
FNR 2015-55 PD 2.5% 03/25/43 | 3136APF72 | ASSET BACKED | 527,132.6000 | 502,496.90 | .02 | |
FNR 2016-3 MI 5.5% 02/25/46 | 3136ARGB8 | ASSET BACKED | 613,850.3400 | 91,158.86 | .00 | |
FNR 2016-43 GZ 3% 07/25/46 | 3136ASXH4 | ASSET BACKED | 520,164.6600 | 443,041.72 | .02 | |
FNR 2017-24 LG 3% 04/25/37 | 3136AVQ93 | ASSET BACKED | 7,731,019.0000 | 6,983,283.35 | .35 | |
FNR 2017-22 BZ 3.5% 04/25/47 | 3136AVW62 | ASSET BACKED | 707,212.6800 | 636,341.34 | .03 | |
FNR 2017-105 ZE 3% 01/25/48 | 3136B0MR4 | ASSET BACKED | 800,353.9500 | 613,823.70 | .03 | |
FNR 2018-91 BE 3.5% 12/25/58 | 3136B3SL5 | ASSET BACKED | 545,952.7800 | 485,614.02 | .02 | |
FNA 2020-M12 IO V/R 07/25/29 | 3136B87D5 | ASSET BACKED | 32,605,293.3300 | 1,474,261.38 | .07 | |
FNA 2020-M7 X2 V/R 03/25/31 | 3136B9DK0 | ASSET BACKED | 20,742,743.2700 | 1,167,254.32 | .06 | |
FNA 2020-M15 X1 V/R 09/25/31 | 3136B9MX2 | ASSET BACKED | 10,090,099.7400 | 632,165.94 | .03 | |
FNR 2020-35 AI 3% 06/25/50 | 3136BALN2 | ASSET BACKED | 366,478.2800 | 57,475.01 | .00 | |
FNR 2020-74 HI 5.5% 10/25/50 | 3136BB6V9 | ASSET BACKED | 619,321.5300 | 116,807.57 | .01 | |
FNR 2021-4 GD 1% 02/25/51 | 3136BDF37 | ASSET BACKED | 10,908,533.6700 | 8,315,381.04 | .41 | |
FNR 2020-99 KI 1.5% 11/25/35 | 3136BDFB9 | ASSET BACKED | 1,794,101.0900 | 94,607.97 | .00 | |
FNR 2021-3 NI 2.5% 02/25/51 | 3136BDQ84 | ASSET BACKED | 949,791.4200 | 138,681.51 | .01 | |
FNR 2021-3 TI 2.5% 02/25/51 | 3136BDR42 | ASSET BACKED | 910,118.6600 | 144,031.83 | .01 | |
FNR 2021-95 GI 3% 01/25/52 | 3136BKWG3 | ASSET BACKED | 947,283.1400 | 147,080.58 | .01 | |
FNR 2022-3 PI 3% 01/25/52 | 3136BLBF6 | ASSET BACKED | 815,472.8800 | 113,247.98 | .01 | |
FNA 2022-M5 A1 V/R 01/01/34 | 3136BLN63 | ASSET BACKED | 6,951,371.0400 | 6,292,360.21 | .31 | |
FNA 2022-M4 A1X V/R 05/25/30 | 3136BLQ78 | ASSET BACKED | 5,424,471.5500 | 4,915,558.48 | .24 | |
FNR 2023-36 IO 2.5% 10/25/52 | 3136BQDR7 | ASSET BACKED | 9,048,379.9700 | 1,295,962.36 | .06 | |
UMBS P#310229 3.5% 08/01/43 | 31374CSS6 | MBS/PASS THRU CERTS | 647,329.0000 | 598,668.19 | .03 | |
FHR 3835 FO ZCP 04/15/41 | 3137A9WQ5 | ASSET BACKED | 577,763.3800 | 431,270.67 | .02 | |
FHR 4116 AP 1.35% 08/15/42 | 3137AVJY4 | ASSET BACKED | 969,579.1700 | 820,745.28 | .04 | |
FHR 4223 SB V/R 07/15/43 | 3137B3MV7 | ASSET BACKED | 3,952,230.7000 | 2,502,706.22 | .12 | |
FHR 4265 GL 3% 04/15/42 | 3137B5R96 | ASSET BACKED | 1,000,000.0000 | 852,565.80 | .04 | |
FHMS Q001 A3 3.815% 02/25/32 | 3137BEWR1 | ASSET BACKED | 1,500,000.0000 | 1,410,542.10 | .07 | |
FHR 4447 IO 5% 03/15/45 | 3137BGWY1 | ASSET BACKED | 661,035.7300 | 142,961.27 | .01 | |
FHR 4457 A 2.5% 04/15/45 | 3137BHVF1 | ASSET BACKED | 9,252,537.8700 | 8,272,989.27 | .41 | |
FHR 4504 DZ 3.5% 08/15/45 | 3137BL7E2 | ASSET BACKED | 732,958.4500 | 677,891.50 | .03 | |
FHR 4518 CZ 3.5% 10/15/45 | 3137BLP93 | ASSET BACKED | 134,199.1300 | 119,751.27 | .01 | |
FHR 4655 CZ 3% 02/15/47 | 3137BVDA1 | ASSET BACKED | 9,536,647.7600 | 8,055,510.04 | .40 | |
FHMS K064 X1 V/R 03/25/27 | 3137BXR20 | ASSET BACKED | 104,550,461.2500 | 1,536,431.76 | .08 | |
FHMS K066 X1 V/R 06/25/27 | 3137F2LL8 | ASSET BACKED | 27,614,637.5200 | 532,644.94 | .03 | |
FHMS K118 X1 V/R 09/25/30 | 3137F62P1 | ASSET BACKED | 2,065,012.4900 | 100,280.31 | .00 | |
FHMS K119 X1 V/R 09/25/30 | 3137F6GV3 | ASSET BACKED | 63,360,057.8600 | 2,969,502.17 | .15 | |
FHMS K120 X1 V/R 10/25/30 | 3137F72R5 | ASSET BACKED | 28,964,715.9700 | 1,500,157.95 | .07 | |
FHMS K122 X1 V/R 11/25/30 | 3137F82T9 | ASSET BACKED | 12,674,044.5400 | 573,243.23 | .03 | |
FHMS K121 X1 V/R 10/25/30 | 3137F83S0 | ASSET BACKED | 41,124,073.6100 | 2,102,698.56 | .10 | |
FHMS K-1519 X1 V/R 12/25/35 | 3137F8TU7 | ASSET BACKED | 30,102,346.6400 | 1,416,053.52 | .07 | |
FHMS K124 X1 V/R 12/25/30 | 3137F9YZ8 | ASSET BACKED | 23,856,653.4800 | 917,066.46 | .05 | |
FHMS K125 X1 V/R 01/25/31 | 3137F9ZA2 | ASSET BACKED | 53,659,726.0200 | 1,669,096.51 | .08 | |
FHR 4751 PL 3% 12/15/47 | 3137FDB35 | ASSET BACKED | 161,375.0000 | 122,353.36 | .01 | |
FHR 5083 AI 2.5% 03/25/51 | 3137FFMX2 | ASSET BACKED | 696,123.5200 | 98,255.26 | .00 | |
FHR 4892 ES V/R 07/25/45 | 3137FMSN3 | ASSET BACKED | 4,061,011.8000 | 460,272.64 | .02 | |
FHR 4957 PB 2.5% 03/25/50 | 3137FRRL7 | ASSET BACKED | 8,205,626.7500 | 6,827,371.11 | .34 | |
FHR 5018 LW 1% 10/25/40 | 3137FXBZ0 | ASSET BACKED | 342,205.0100 | 270,062.92 | .01 | |
FHR 5092 WI 2.5% 04/25/36 | 3137FYEV4 | ASSET BACKED | 1,520,148.0800 | 147,318.31 | .01 | |
FHMS K129 X1 V/R 05/25/31 | 3137H13R5 | ASSET BACKED | 30,598,381.6300 | 1,665,482.15 | .08 | |
FHMS K130 X1 V/R 06/25/31 | 3137H1YX8 | ASSET BACKED | 30,133,748.7500 | 1,766,340.91 | .09 | |
FHMS K132 X1 V/R 08/25/31 | 3137H3EX6 | ASSET BACKED | 55,973,326.6400 | 1,705,686.38 | .08 | |
FHR 5169 IO 3% 09/25/51 | 3137H4GG9 | ASSET BACKED | 836,316.8700 | 133,038.19 | .01 | |
FHR 5178 IO 4% 03/25/45 | 3137H54D6 | ASSET BACKED | 713,947.9900 | 125,730.81 | .01 | |
FHR 5201 PA 2.5% 03/25/52 | 3137H6KN4 | ASSET BACKED | 558,484.7800 | 489,448.69 | .02 | |
FHR 5228 JL 2.5% 10/25/41 | 3137H7UV3 | ASSET BACKED | 159,000.0000 | 123,730.65 | .01 | |
FHMS K-154 A2 V/R 01/25/33 | 3137H9UD9 | ASSET BACKED | 6,560,000.0000 | 6,405,937.09 | .32 | |
FHMS K-158 A2 4.05% 07/25/33 | 3137HAGS9 | ASSET BACKED | 6,365,000.0000 | 6,065,839.91 | .30 | |
FHMS K753 X1 V/R 01/01/50 | 3137HB2N3 | ASSET BACKED | 2,352,198.6400 | 36,973.27 | .00 | |
FHMS K-162 X1 V/R 12/25/33 | 3137HBP99 | ASSET BACKED | 1,771,910.9600 | 56,248.25 | .00 | |
FHMS K517 A2 V/R 01/25/29 | 3137HC2C5 | ASSET BACKED | 686,000.0000 | 704,410.53 | .03 | |
UMBS P#AL6942 2.5% 06/01/30 | 3138EPWC4 | MBS/PASS THRU CERTS | 81,357.7300 | 76,776.04 | .00 | |
UMBS P#AL7968 3% 01/01/31 | 3138EQ2A9 | MBS/PASS THRU CERTS | 441,093.9600 | 419,872.89 | .02 | |
UMBS P#AR9215 3% 03/01/43 | 3138W7GZ1 | MBS/PASS THRU CERTS | 3,422,627.2100 | 3,055,821.89 | .15 | |
UMBS P#AS4501 3% 02/01/30 | 3138WEAB5 | MBS/PASS THRU CERTS | 299,137.5700 | 285,722.08 | .01 | |
UMBS P#AT7623 3% 06/01/43 | 3138WVPH8 | MBS/PASS THRU CERTS | 6,278,134.7500 | 5,605,385.96 | .28 | |
UMBS P#AZ4794 3% 10/01/30 | 3138YWKG1 | MBS/PASS THRU CERTS | 190,448.6200 | 181,303.89 | .01 | |
FNR 2011-51 TO ZCP 06/25/41 | 31397UKE8 | ASSET BACKED | 112,547.3300 | 84,176.14 | .00 | |
UMBS P#BA4018 3.5% 03/01/46 | 3140E8PC6 | MBS/PASS THRU CERTS | 617,629.0700 | 563,173.11 | .03 | |
UMBS P#BD7043 4% 03/01/47 | 3140FEZH0 | MBS/PASS THRU CERTS | 559,541.9600 | 529,562.21 | .03 | |
UMBS P#BF0175 2.5% 01/01/57 | 3140FXFR8 | MBS/PASS THRU CERTS | 643,449.6600 | 531,924.00 | .03 | |
UMBS P#BF0352 3% 04/01/53 | 3140FXMA7 | MBS/PASS THRU CERTS | 4,002,724.4400 | 3,494,127.79 | .17 | |
UMBS P#BH5752 3.5% 11/01/47 | 3140GUMA2 | MBS/PASS THRU CERTS | 784,472.0400 | 715,299.85 | .04 | |
UMBS P#BJ2763 4.5% 05/01/48 | 3140H4B94 | MBS/PASS THRU CERTS | 215,959.6700 | 209,297.71 | .01 | |
UMBS P#BK1983 3.5% 03/01/33 | 3140HFFZ7 | MBS/PASS THRU CERTS | 624,029.9800 | 598,545.68 | .03 | |
UMBS P#BK3050 2% 09/01/40 | 3140HGL88 | MBS/PASS THRU CERTS | 346,379.0600 | 293,606.70 | .01 | |
UMBS P#BM3075 3.5% 07/01/32 | 3140J7MZ5 | MBS/PASS THRU CERTS | 202,452.8500 | 194,803.65 | .01 | |
UMBS P#BM3415 2.5% 02/01/47 | 3140J7YM1 | MBS/PASS THRU CERTS | 5,822,792.6000 | 4,974,179.39 | .25 | |
UMBS P#BM4513 V/R 05/01/44 | 3140J9AP6 | MBS/PASS THRU CERTS | 1,045,578.3400 | 1,070,324.27 | .05 | |
UMBS P#BM4919 4% 11/01/38 | 3140J9PD7 | MBS/PASS THRU CERTS | 433,837.1400 | 417,004.24 | .02 | |
UMBS P#BM5010 3.5% 02/01/48 | 3140J9R86 | MBS/PASS THRU CERTS | 824,389.5900 | 755,523.42 | .04 | |
UMBS P#BM5024 3% 11/01/48 | 3140J9SN2 | MBS/PASS THRU CERTS | 112,586.8300 | 98,707.13 | .00 | |
UMBS P#BP3414 2% 05/01/36 | 3140KAYL4 | MBS/PASS THRU CERTS | 283,342.9000 | 252,564.99 | .01 | |
UMBS P#BQ0194 2% 08/01/50 | 3140KKGC2 | MBS/PASS THRU CERTS | 4,535,183.0500 | 3,668,056.64 | .18 | |
UMBS P#BQ1150 2.5% 10/01/50 | 3140KLH47 | MBS/PASS THRU CERTS | 95,492.9800 | 80,275.85 | .00 | |
UMBS P#BQ4491 2% 02/01/51 | 3140KP7D9 | MBS/PASS THRU CERTS | 1,675,220.6700 | 1,333,772.25 | .07 | |
UMBS P#BQ7737 2% 03/01/51 | 3140KTS30 | MBS/PASS THRU CERTS | 750,488.8600 | 600,615.12 | .03 | |
UMBS P#BR0948 2% 04/01/51 | 3140KYBS2 | MBS/PASS THRU CERTS | 841,836.4800 | 670,074.39 | .03 | |
UMBS P#BR1035 2% 05/01/51 | 3140KYEH3 | MBS/PASS THRU CERTS | 446,364.4900 | 354,751.41 | .02 | |
UMBS P#BR1339 2% 02/01/51 | 3140KYPZ1 | MBS/PASS THRU CERTS | 1,412,660.6200 | 1,142,805.92 | .06 | |
UMBS P#BR4390 2% 03/01/51 | 3140L22Y8 | MBS/PASS THRU CERTS | 800,039.3400 | 636,971.75 | .03 | |
UMBS P#BR4393 2% 03/01/51 | 3140L23B7 | MBS/PASS THRU CERTS | 958,190.5000 | 762,688.63 | .04 | |
UMBS P#BS1636 2.25% 04/01/33 | 3140LBZA4 | MBS/PASS THRU CERTS | 225,065.0000 | 185,810.53 | .01 | |
UMBS P#BS6519 3.52% 11/01/32 | 3140LHG53 | MBS/PASS THRU CERTS | 475,000.0000 | 435,081.93 | .02 | |
UMBS P#BS8225 4.41% 04/01/30 | 3140LKD75 | MBS/PASS THRU CERTS | 290,000.0000 | 284,608.60 | .01 | |
UMBS P#BS8255 4.19% 04/01/28 | 3140LKE58 | MBS/PASS THRU CERTS | 475,000.0000 | 464,691.07 | .02 | |
UMBS P#BS8234 4.37% 05/01/28 | 3140LKEG4 | MBS/PASS THRU CERTS | 166,737.0000 | 164,781.12 | .01 | |
UMBS P#BS8266 4.75% 04/01/28 | 3140LKFG3 | MBS/PASS THRU CERTS | 120,000.0000 | 119,611.77 | .01 | |
UMBS P#BS8547 4.46% 05/01/28 | 3140LKP98 | MBS/PASS THRU CERTS | 452,369.0000 | 446,762.78 | .02 | |
UMBS P#BS8762 4.03% 06/01/28 | 3140LKWY5 | MBS/PASS THRU CERTS | 387,764.0000 | 376,412.75 | .02 | |
UMBS P#BT2752 2% 08/01/36 | 3140LRBW7 | MBS/PASS THRU CERTS | 64,272.6500 | 57,290.46 | .00 | |
UMBS P#BT5572 3% 08/01/51 | 3140LUFN6 | MBS/PASS THRU CERTS | 482,004.7900 | 418,076.44 | .02 | |
UMBS P#BT7341 2% 09/01/36 | 3140LWEP8 | MBS/PASS THRU CERTS | 339,064.8400 | 302,230.13 | .01 | |
UMBS P#BU0986 2.5% 11/01/51 | 3140M2CY6 | MBS/PASS THRU CERTS | 317,278.7700 | 266,263.61 | .01 | |
UMBS P#BU1062 2.5% 10/01/51 | 3140M2FC1 | MBS/PASS THRU CERTS | 260,842.5900 | 216,391.89 | .01 | |
UMBS P#BU5932 2% 12/01/36 | 3140M7SW2 | MBS/PASS THRU CERTS | 283,200.7300 | 252,430.17 | .01 | |
UMBS P#BU7573 3% 01/01/52 | 3140M9MX2 | MBS/PASS THRU CERTS | 294,855.7600 | 255,574.92 | .01 | |
UMBS P#BU7899 2.5% 01/01/52 | 3140M9X51 | MBS/PASS THRU CERTS | 488,841.3600 | 410,225.38 | .02 | |
UMBS P#BU8959 1.5% 11/01/51 | 3140MA5V2 | MBS/PASS THRU CERTS | 145,651.9300 | 109,738.38 | .01 | |
UMBS P#BV4196 3% 04/01/52 | 3140MHUW7 | MBS/PASS THRU CERTS | 327,302.5000 | 284,480.58 | .01 | |
UMBS P#BW1201 5% 09/01/52 | 3140MSKP9 | MBS/PASS THRU CERTS | 982,514.2500 | 959,401.00 | .05 | |
UMBS P#BW7753 5% 10/01/52 | 3140N0TK1 | MBS/PASS THRU CERTS | 579,161.8100 | 565,402.03 | .03 | |
UMBS P#BW9008 5% 10/01/52 | 3140N2AJ0 | MBS/PASS THRU CERTS | 901,941.3800 | 879,955.96 | .04 | |
UMBS P#BX1766 5% 11/01/52 | 3140N56C3 | MBS/PASS THRU CERTS | 113,334.3700 | 110,650.59 | .01 | |
UMBS P#BX2554 5% 11/01/52 | 3140N6ZU9 | MBS/PASS THRU CERTS | 26,921.1400 | 26,279.95 | .00 | |
UMBS P#BX3200 5% 12/01/52 | 3140N7RW2 | MBS/PASS THRU CERTS | 548,769.1600 | 535,647.58 | .03 | |
UMBS P#BX8385 5% 03/01/53 | 3140NDJ73 | MBS/PASS THRU CERTS | 87,044.6000 | 84,937.62 | .00 | |
UMBS P#BZ0044 5.065% 12/01/28 | 3140NUBN8 | MBS/PASS THRU CERTS | 585,000.0000 | 592,764.68 | .03 | |
UMBS P#CA1909 4.5% 06/01/48 | 3140Q9DP5 | MBS/PASS THRU CERTS | 221,806.3900 | 214,478.54 | .01 | |
UMBS P#CA4794 3% 12/01/49 | 3140QCKG0 | MBS/PASS THRU CERTS | 52,950.3600 | 46,158.78 | .00 | |
UMBS P#CA5224 3% 02/01/50 | 3140QCYW0 | MBS/PASS THRU CERTS | 211,615.6200 | 185,798.17 | .01 | |
UMBS P#CA5504 2.5% 04/01/50 | 3140QDDJ0 | MBS/PASS THRU CERTS | 307,965.9400 | 256,954.05 | .01 | |
UMBS P#CA6347 2.5% 07/01/50 | 3140QEBR2 | MBS/PASS THRU CERTS | 55,839.0200 | 46,543.71 | .00 | |
UMBS P#CA6614 3% 08/01/50 | 3140QEK43 | MBS/PASS THRU CERTS | 212,650.7700 | 184,844.68 | .01 | |
UMBS P#CA6740 3% 08/01/50 | 3140QEP22 | MBS/PASS THRU CERTS | 476,516.2700 | 414,207.29 | .02 | |
UMBS P#CA6902 2% 09/01/50 | 3140QEU42 | MBS/PASS THRU CERTS | 1,261,076.5300 | 1,012,800.11 | .05 | |
UMBS P#CA7057 3.5% 09/01/50 | 3140QEZX3 | MBS/PASS THRU CERTS | 164,162.8100 | 149,640.22 | .01 | |
UMBS P#CA7228 2.5% 10/01/50 | 3140QFA66 | MBS/PASS THRU CERTS | 4,995,360.6100 | 4,217,683.22 | .21 | |
UMBS P#CA7257 2.5% 10/01/50 | 3140QFB32 | MBS/PASS THRU CERTS | 762,364.5500 | 641,631.67 | .03 | |
UMBS P#CA7381 3% 10/01/50 | 3140QFFX2 | MBS/PASS THRU CERTS | 369,169.2000 | 320,782.75 | .02 | |
UMBS P#CA7605 3% 11/01/50 | 3140QFNX3 | MBS/PASS THRU CERTS | 2,368,886.2200 | 2,073,714.02 | .10 | |
UMBS P#CA8933 2% 02/01/51 | 3140QG4T1 | MBS/PASS THRU CERTS | 446,339.6900 | 357,694.05 | .02 | |
UMBS P#CA8304 2% 12/01/40 | 3140QGGN1 | MBS/PASS THRU CERTS | 109,124.2300 | 92,320.40 | .00 | |
UMBS P#CA9381 2% 03/01/51 | 3140QHM77 | MBS/PASS THRU CERTS | 2,479,162.0200 | 1,969,236.70 | .10 | |
UMBS P#CB0414 2.5% 05/01/51 | 3140QKN87 | MBS/PASS THRU CERTS | 459,940.0100 | 382,777.70 | .02 | |
UMBS P#CB0440 2.5% 05/01/51 | 3140QKP28 | MBS/PASS THRU CERTS | 1,978,305.9100 | 1,657,959.72 | .08 | |
UMBS P#CB0463 2% 05/01/41 | 3140QKQR2 | MBS/PASS THRU CERTS | 117,307.7600 | 98,995.28 | .00 | |
UMBS P#CB0609 2.5% 05/01/51 | 3140QKVB1 | MBS/PASS THRU CERTS | 899,917.9700 | 748,943.06 | .04 | |
UMBS P#CB0737 3% 06/01/51 | 3140QKZB7 | MBS/PASS THRU CERTS | 93,914.6000 | 81,169.07 | .00 | |
UMBS P#CB1131 2.5% 07/01/51 | 3140QLHH2 | MBS/PASS THRU CERTS | 429,456.7900 | 358,045.29 | .02 | |
UMBS P#CB1146 3% 07/01/51 | 3140QLHY5 | MBS/PASS THRU CERTS | 674,307.5000 | 585,117.35 | .03 | |
UMBS P#CB1805 2.5% 10/01/51 | 3140QMAF1 | MBS/PASS THRU CERTS | 182,810.2200 | 153,565.83 | .01 | |
UMBS P#CB1908 2.5% 10/01/51 | 3140QMDN1 | MBS/PASS THRU CERTS | 1,825,262.6000 | 1,518,806.87 | .08 | |
UMBS P#CB2436 3% 12/01/51 | 3140QMV68 | MBS/PASS THRU CERTS | 211,964.0700 | 183,852.41 | .01 | |
UMBS P#CB4135 5% 07/01/52 | 3140QPSZ1 | MBS/PASS THRU CERTS | 625,620.3400 | 610,854.05 | .03 | |
UMBS P#CB5300 5.5% 12/01/52 | 3140QQ3J2 | MBS/PASS THRU CERTS | 1,392,448.1200 | 1,389,442.94 | .07 | |
UMBS P#CB4573 5% 09/01/52 | 3140QQCK9 | MBS/PASS THRU CERTS | 5,558,274.7800 | 5,431,808.58 | .27 | |
UMBS P#CB4917 5.5% 10/01/52 | 3140QQPB5 | MBS/PASS THRU CERTS | 432,758.0600 | 431,377.29 | .02 | |
UMBS P#CB5113 5.5% 11/01/52 | 3140QQVF9 | MBS/PASS THRU CERTS | 548,730.5600 | 547,602.72 | .03 | |
UMBS P#CB5208 5% 09/01/52 | 3140QQYE9 | MBS/PASS THRU CERTS | 25,977.1000 | 25,364.02 | .00 | |
UMBS P#CB6484 5.5% 06/01/53 | 3140QSF22 | MBS/PASS THRU CERTS | 760,443.1200 | 757,607.93 | .04 | |
UMBS P#CB7426 6.5% 11/01/53 | 3140QTHC6 | MBS/PASS THRU CERTS | 823,042.3600 | 846,668.42 | .04 | |
UMBS P#FM3505 2.5% 06/01/50 | 3140X63P4 | MBS/PASS THRU CERTS | 300,443.9300 | 250,679.60 | .01 | |
UMBS P#FM4733 4% 10/01/48 | 3140X8HK6 | MBS/PASS THRU CERTS | 1,080,214.4500 | 1,017,150.80 | .05 | |
UMBS P#FM4865 2.5% 11/01/50 | 3140X8MP9 | MBS/PASS THRU CERTS | 9,797,927.8600 | 8,164,820.02 | .40 | |
UMBS P#FM4969 2% 12/01/50 | 3140X8QX8 | MBS/PASS THRU CERTS | 307,469.5900 | 246,638.67 | .01 | |
UMBS P#FM5063 3.5% 07/01/50 | 3140X8TV9 | MBS/PASS THRU CERTS | 446,925.2300 | 405,836.06 | .02 | |
UMBS P#FM5109 3.5% 05/01/47 | 3140X8VB0 | MBS/PASS THRU CERTS | 652,812.8500 | 597,568.51 | .03 | |
UMBS P#FM5166 3% 12/01/50 | 3140X8W45 | MBS/PASS THRU CERTS | 504,305.9100 | 438,363.94 | .02 | |
UMBS P#FM5423 2.5% 01/01/51 | 3140X9AZ8 | MBS/PASS THRU CERTS | 296,232.4200 | 248,964.89 | .01 | |
UMBS P#FM6887 2.5% 05/01/51 | 3140XAUM2 | MBS/PASS THRU CERTS | 455,845.3800 | 382,451.41 | .02 | |
UMBS P#FM7203 2% 05/01/51 | 3140XBAD2 | MBS/PASS THRU CERTS | 5,598,492.2000 | 4,486,544.76 | .22 | |
UMBS P#FM7599 3.5% 01/01/51 | 3140XBNR7 | MBS/PASS THRU CERTS | 618,101.2500 | 559,691.62 | .03 | |
UMBS P#FM7815 2% 05/01/36 | 3140XBVH0 | MBS/PASS THRU CERTS | 251,479.6500 | 224,165.21 | .01 | |
UMBS P#FM7861 4% 08/01/38 | 3140XBWX4 | MBS/PASS THRU CERTS | 275,063.6800 | 266,246.85 | .01 | |
UMBS P#FM8911 3.5% 02/01/51 | 3140XC3V8 | MBS/PASS THRU CERTS | 1,356,010.4200 | 1,232,296.44 | .06 | |
UMBS P#FM8981 3% 10/01/51 | 3140XC6T0 | MBS/PASS THRU CERTS | 118,384.0800 | 102,170.37 | .01 | |
UMBS P#FM8350 1.5% 09/01/51 | 3140XCH43 | MBS/PASS THRU CERTS | 1,049,439.0800 | 791,232.69 | .04 | |
UMBS P#FM8373 2% 08/01/36 | 3140XCJT6 | MBS/PASS THRU CERTS | 460,175.4900 | 410,187.05 | .02 | |
UMBS P#FM8535 4% 06/01/48 | 3140XCPV4 | MBS/PASS THRU CERTS | 849,282.1500 | 803,413.57 | .04 | |
UMBS P#FM8609 3% 09/01/51 | 3140XCR75 | MBS/PASS THRU CERTS | 721,679.2000 | 625,872.89 | .03 | |
UMBS P#FM9115 2% 10/01/41 | 3140XDDV5 | MBS/PASS THRU CERTS | 160,746.0200 | 135,078.13 | .01 | |
UMBS P#FM9210 3% 10/01/51 | 3140XDGU4 | MBS/PASS THRU CERTS | 130,114.5500 | 112,794.04 | .01 | |
UMBS P#FM9330 3% 07/01/51 | 3140XDLL8 | MBS/PASS THRU CERTS | 112,421.0700 | 97,345.79 | .00 | |
UMBS P#FM9499 2.5% 11/01/51 | 3140XDRV0 | MBS/PASS THRU CERTS | 1,934,430.0200 | 1,623,357.17 | .08 | |
UMBS P#FM9993 3.5% 07/01/51 | 3140XEC77 | MBS/PASS THRU CERTS | 7,079,209.1900 | 6,415,834.34 | .32 | |
UMBS P#FS0043 3% 05/01/51 | 3140XFBM2 | MBS/PASS THRU CERTS | 419,466.7000 | 368,872.69 | .02 | |
UMBS P#FS0434 2.5% 11/01/51 | 3140XFPU9 | MBS/PASS THRU CERTS | 1,139,430.1000 | 962,645.47 | .05 | |
UMBS P#FS0701 3% 12/01/51 | 3140XFX71 | MBS/PASS THRU CERTS | 402,068.0800 | 348,742.44 | .02 | |
UMBS P#FS0973 3% 08/01/50 | 3140XGCK3 | MBS/PASS THRU CERTS | 189,563.9700 | 166,661.66 | .01 | |
UMBS P#FS1107 2.5% 12/01/51 | 3140XGGR4 | MBS/PASS THRU CERTS | 393,823.5200 | 329,346.88 | .02 | |
UMBS P#FS1108 2.5% 09/01/51 | 3140XGGS2 | MBS/PASS THRU CERTS | 272,170.2200 | 226,476.05 | .01 | |
UMBS P#FS1172 3% 11/01/51 | 3140XGJS9 | MBS/PASS THRU CERTS | 960,299.9100 | 830,365.17 | .04 | |
UMBS P#FS1369 4% 04/01/50 | 3140XGQX0 | MBS/PASS THRU CERTS | 627,403.0200 | 589,570.15 | .03 | |
UMBS P#FS1386 3% 10/01/51 | 3140XGRG6 | MBS/PASS THRU CERTS | 623,061.3600 | 542,543.46 | .03 | |
UMBS P#FS1621 2% 07/01/51 | 3140XGYT0 | MBS/PASS THRU CERTS | 142,516.4000 | 113,438.12 | .01 | |
UMBS P#FS2598 3% 05/01/52 | 3140XH3G0 | MBS/PASS THRU CERTS | 447,335.7900 | 388,689.07 | .02 | |
UMBS P#FS1862 2.5% 03/01/52 | 3140XHB89 | MBS/PASS THRU CERTS | 327,900.0100 | 272,702.28 | .01 | |
UMBS P#FS1892 4% 08/01/49 | 3140XHC62 | MBS/PASS THRU CERTS | 38,809.2000 | 36,770.82 | .00 | |
UMBS P#FS1886 3% 11/01/51 | 3140XHCY1 | MBS/PASS THRU CERTS | 220,870.9100 | 191,855.04 | .01 | |
UMBS P#FS1911 3% 08/01/51 | 3140XHDR5 | MBS/PASS THRU CERTS | 202,748.9900 | 176,176.28 | .01 | |
UMBS P#FS2020 4% 04/01/49 | 3140XHG68 | MBS/PASS THRU CERTS | 917,807.4100 | 861,137.80 | .04 | |
UMBS P#FS2033 2% 06/01/36 | 3140XHHK6 | MBS/PASS THRU CERTS | 689,553.2800 | 615,511.23 | .03 | |
UMBS P#FS2099 1.5% 04/01/52 | 3140XHKM8 | MBS/PASS THRU CERTS | 853,428.7300 | 643,005.89 | .03 | |
UMBS P#FS2185 4% 06/01/52 | 3140XHNB9 | MBS/PASS THRU CERTS | 450,663.4400 | 418,853.21 | .02 | |
UMBS P#FS2380 4% 08/01/51 | 3140XHUE5 | MBS/PASS THRU CERTS | 281,303.3700 | 262,982.75 | .01 | |
UMBS P#FS2451 4% 05/01/49 | 3140XHWM5 | MBS/PASS THRU CERTS | 145,398.5100 | 137,653.02 | .01 | |
UMBS P#FS2715 3.5% 04/01/52 | 3140XJAR4 | MBS/PASS THRU CERTS | 678,395.6200 | 614,369.25 | .03 | |
UMBS P#FS2831 4% 03/01/46 | 3140XJED1 | MBS/PASS THRU CERTS | 86,764.0300 | 82,203.91 | .00 | |
UMBS P#FS3026 2.5% 11/01/51 | 3140XJLG6 | MBS/PASS THRU CERTS | 110,881.1900 | 93,235.64 | .00 | |
UMBS P#FS3092 2.5% 04/01/52 | 3140XJNJ8 | MBS/PASS THRU CERTS | 395,466.6500 | 329,068.54 | .02 | |
UMBS P#FS3293 5.5% 11/01/52 | 3140XJUT8 | MBS/PASS THRU CERTS | 262,528.7500 | 261,844.86 | .01 | |
UMBS P#FS3451 2.5% 03/01/52 | 3140XJZR7 | MBS/PASS THRU CERTS | 381,361.7200 | 317,085.36 | .02 | |
UMBS P#FS3621 2.5% 11/01/51 | 3140XKAX8 | MBS/PASS THRU CERTS | 624,935.3400 | 520,645.97 | .03 | |
UMBS P#FS3771 4.5% 12/01/37 | 3140XKFM7 | MBS/PASS THRU CERTS | 347,710.2700 | 345,076.40 | .02 | |
UMBS P#FS4114 4.5% 03/01/53 | 3140XKSC5 | MBS/PASS THRU CERTS | 847,824.2300 | 807,323.33 | .04 | |
UMBS P#FS4605 2.5% 07/01/50 | 3140XLDK1 | MBS/PASS THRU CERTS | 254,443.8200 | 214,840.86 | .01 | |
UMBS P#FS4619 4.5% 10/01/50 | 3140XLDZ8 | MBS/PASS THRU CERTS | 3,669,736.7300 | 3,555,918.85 | .18 | |
UMBS P#FS4639 6% 05/01/53 | 3140XLEM6 | MBS/PASS THRU CERTS | 461,301.9500 | 472,118.44 | .02 | |
UMBS P#FS5180 5% 09/01/52 | 3140XLXJ2 | MBS/PASS THRU CERTS | 4,516,074.0700 | 4,405,995.98 | .22 | |
UMBS P#FS5497 4% 01/01/49 | 3140XMDB9 | MBS/PASS THRU CERTS | 111,950.5800 | 106,067.14 | .01 | |
UMBS P#FS6067 4% 08/01/51 | 3140XMW51 | MBS/PASS THRU CERTS | 113,001.0900 | 107,063.11 | .01 | |
UMBS P#FP0036 2.5% 02/01/51 | 3140XTBE0 | MBS/PASS THRU CERTS | 574,366.2200 | 477,344.05 | .02 | |
UMBS P#MA2804 3% 11/01/36 | 31418CDJ0 | MBS/PASS THRU CERTS | 963,065.5200 | 885,389.23 | .04 | |
UMBS P#MA3059 3.5% 07/01/37 | 31418CMH4 | MBS/PASS THRU CERTS | 380,140.9300 | 356,760.31 | .02 | |
UMBS P#MA3211 4% 12/01/47 | 31418CR97 | MBS/PASS THRU CERTS | 53,761.4700 | 50,897.08 | .00 | |
UMBS P#MA3277 4% 02/01/48 | 31418CUB8 | MBS/PASS THRU CERTS | 76,949.2400 | 72,627.18 | .00 | |
UMBS P#MA4399 2.5% 08/01/51 | 31418D3H3 | MBS/PASS THRU CERTS | 10,620,561.9400 | 8,817,300.13 | .44 | |
UMBS P#MA4400 3% 08/01/51 | 31418D3J9 | MBS/PASS THRU CERTS | 325,914.4400 | 281,443.30 | .01 | |
UMBS P#MA4415 3% 09/01/51 | 31418D3Z3 | MBS/PASS THRU CERTS | 101,473.8000 | 87,617.70 | .00 | |
UMBS P#MA4436 1.5% 10/01/51 | 31418D4W9 | MBS/PASS THRU CERTS | 246,003.9500 | 185,475.61 | .01 | |
UMBS P#MA4438 2.5% 10/01/51 | 31418D4Y5 | MBS/PASS THRU CERTS | 6,066,752.2100 | 5,031,763.62 | .25 | |
UMBS P#MA4439 3% 10/01/51 | 31418D4Z2 | MBS/PASS THRU CERTS | 377,272.5500 | 325,444.18 | .02 | |
UMBS P#MA4446 2% 10/01/41 | 31418D5G3 | MBS/PASS THRU CERTS | 323,322.2500 | 271,695.40 | .01 | |
UMBS P#MA4466 2.5% 11/01/51 | 31418D6C1 | MBS/PASS THRU CERTS | 5,734,873.2600 | 4,757,601.19 | .24 | |
UMBS P#MA4493 2.5% 12/01/51 | 31418D7F3 | MBS/PASS THRU CERTS | 6,128,012.2800 | 5,081,348.40 | .25 | |
UMBS P#MA3834 3% 11/01/49 | 31418DHL9 | MBS/PASS THRU CERTS | 3,993,427.0000 | 3,480,379.73 | .17 | |
UMBS P#MA4100 2% 08/01/50 | 31418DRW4 | MBS/PASS THRU CERTS | 6,672,241.5500 | 5,323,343.57 | .26 | |
UMBS P#MA4120 2.5% 09/01/50 | 31418DSJ2 | MBS/PASS THRU CERTS | 514,173.1400 | 428,581.23 | .02 | |
UMBS P#MA4204 2% 12/01/40 | 31418DU67 | MBS/PASS THRU CERTS | 724,210.0300 | 611,758.23 | .03 | |
UMBS P#MA4208 2% 12/01/50 | 31418DVA7 | MBS/PASS THRU CERTS | 512,083.8400 | 408,117.09 | .02 | |
UMBS P#MA4255 2% 02/01/51 | 31418DWR9 | MBS/PASS THRU CERTS | 229,345.6000 | 182,729.99 | .01 | |
UMBS P#MA4256 2.5% 02/01/51 | 31418DWS7 | MBS/PASS THRU CERTS | 498,119.0700 | 414,576.92 | .02 | |
UMBS P#MA4281 2% 03/01/51 | 31418DXK3 | MBS/PASS THRU CERTS | 852,036.9200 | 676,848.64 | .03 | |
UMBS P#MA4305 2% 04/01/51 | 31418DYB2 | MBS/PASS THRU CERTS | 2,085,312.8200 | 1,656,438.65 | .08 | |
UMBS P#MA4311 2% 04/01/41 | 31418DYH9 | MBS/PASS THRU CERTS | 382,073.7300 | 322,434.70 | .02 | |
UMBS P#MA4325 2% 05/01/51 | 31418DYX4 | MBS/PASS THRU CERTS | 8,013,618.5100 | 6,376,919.63 | .32 | |
UMBS P#MA4326 2.5% 05/01/51 | 31418DYY2 | MBS/PASS THRU CERTS | 1,321,560.0600 | 1,098,000.53 | .05 | |
UMBS P#MA4356 2.5% 06/01/51 | 31418DZW5 | MBS/PASS THRU CERTS | 1,266,971.0700 | 1,052,381.82 | .05 | |
UMBS P#MA4548 2.5% 02/01/52 | 31418EBS8 | MBS/PASS THRU CERTS | 7,235,110.0500 | 5,996,703.10 | .30 | |
UMBS P#MA4549 3% 02/01/52 | 31418EBT6 | MBS/PASS THRU CERTS | 6,651,923.5400 | 5,731,078.21 | .28 | |
UMBS P#MA4655 4% 07/01/52 | 31418EE55 | MBS/PASS THRU CERTS | 4,092,649.9500 | 3,794,991.68 | .19 | |
UMBS P#MA4656 4.5% 07/01/52 | 31418EE63 | MBS/PASS THRU CERTS | 3,850,706.9600 | 3,666,760.50 | .18 | |
UMBS P#MA4761 5% 09/01/52 | 31418EJF8 | MBS/PASS THRU CERTS | 10,542,810.7300 | 10,294,788.15 | .51 | |
UMBS P#MA4841 5% 12/01/52 | 31418ELX6 | MBS/PASS THRU CERTS | 1,794,917.0100 | 1,752,415.22 | .09 | |
UMBS P#MA4869 5.5% 01/01/53 | 31418EMT4 | MBS/PASS THRU CERTS | 6,175,978.2400 | 6,149,199.69 | .30 | |
UMBS P#MA4919 5.5% 02/01/53 | 31418EPD6 | MBS/PASS THRU CERTS | 5,988,428.9600 | 5,973,492.44 | .30 | |
UMBS P#MA4978 5% 04/01/53 | 31418EQ86 | MBS/PASS THRU CERTS | 8,693,959.2400 | 8,485,615.90 | .42 | |
UMBS P#MA5144 7% 09/01/53 | 31418EWE6 | MBS/PASS THRU CERTS | 1,616,200.6300 | 1,666,331.12 | .08 | |
FNS 426 C38 2% 03/25/52 | 31422M2A3 | ASSET BACKED | 1,180,947.8600 | 156,228.90 | .01 | |
FNS 429 C3 2.5% 09/25/52 | 31423YVK2 | ASSET BACKED | 966,461.6700 | 150,297.87 | .01 | |
FNS 437 C8 2.5% 06/25/52 | 31424UPE0 | ASSET BACKED | 990,498.7600 | 151,174.12 | .01 | |
UMBS P#RJ0203 6.5% 11/01/53 | 3142GQGM8 | MBS/PASS THRU CERTS | 473,072.6700 | 486,652.55 | .02 | |
FERRELLGAS LP/ 5.375% 04/01/26 | 315289AA6 | CORPORATE BONDS | 70,000.0000 | 68,484.00 | .00 | |
FERTITTA ENTERT 6.75% 01/15/30 | 31556TAC3 | CORPORATE BONDS | 95,000.0000 | 85,301.66 | .00 | |
EFMT 2021-2 A1 V/R 06/25/66 | 31572LAA4 | ASSET BACKED | 220,245.0800 | 176,847.81 | .01 | |
EFMT 2022-1 A1 V/R 01/25/67 | 31573CAA3 | ASSET BACKED | 650,579.0100 | 551,823.13 | .03 | |
EFMT 2021-3 A1 V/R 09/25/66 | 31573JAA8 | ASSET BACKED | 845,243.8700 | 672,501.38 | .03 | |
EFMT 2021-1 A1 V/R 02/25/66 | 31574XAA6 | ASSET BACKED | 80,961.6000 | 67,868.19 | .00 | |
FIFTH THIRD BANCO V/R 01/29/32 | 316773DL1 | CORPORATE BONDS | 80,000.0000 | 80,081.91 | .00 | |
FFML 2007-FF2 A1 V/R 03/25/37 | 32029GAA2 | ASSET BACKED | 5,121,880.2500 | 2,635,289.34 | .13 | |
FKH 2022-SFR2 4.25% 07/17/27 | 33767PAA6 | ASSET BACKED | 1,361,647.0200 | 1,317,073.23 | .07 | |
FISERV INC 5.45% 03/15/34 | 337738BL1 | CORPORATE BONDS | 195,000.0000 | 197,499.27 | .01 | |
FCAT 2023-1 B 5.05% 02/17/26 | 337955AG3 | ASSET BACKED | 173,000.0000 | 171,214.47 | .01 | |
FIVE CORNERS FN 2.85% 05/15/30 | 33834DAA2 | CORPORATE BONDS | 6,134,000.0000 | 5,376,327.46 | .27 | |
FTAB 2021-NPL1 A V/R 06/25/61 | 33835CAA3 | ASSET BACKED | 695,704.7000 | 677,774.51 | .03 | |
FCAT 2023-2 B 5.21% 05/15/28 | 33843EAG6 | ASSET BACKED | 470,000.0000 | 464,208.00 | .02 | |
FORDO 2023-B B 5.56% 02/15/27 | 344930AF9 | ASSET BACKED | 3,350,000.0000 | 3,383,142.56 | .17 | |
FORDO 2023-B C 5.71% 02/15/27 | 344930AG7 | ASSET BACKED | 2,405,000.0000 | 2,413,259.97 | .12 | |
FORDL 2023-B B 6.2% 03/15/26 | 34529NAF7 | ASSET BACKED | 5,640,000.0000 | 5,713,186.33 | .28 | |
FORDR 2020-1 C 2.54% 02/15/25 | 34531NAE6 | ASSET BACKED | 6,750,000.0000 | 6,539,519.48 | .32 | |
FORDR 2020-2 C 1.74% 10/15/25 | 34532JAC8 | ASSET BACKED | 3,650,000.0000 | 3,421,909.31 | .17 | |
FORD MOTOR COMP 3.25% 02/12/32 | 345370DA5 | CORPORATE BONDS | 238,000.0000 | 197,969.69 | .01 | |
FORTRESS TRANS 7.875% 12/01/30 | 34960PAE1 | CORPORATE BONDS | 155,000.0000 | 162,767.36 | .01 | |
FORTREA HOLDINGS 7.5% 07/01/30 | 34965KAA5 | CORPORATE BONDS | 150,000.0000 | 154,842.60 | .01 | |
SCRT 2019-1 MT 3.5% 07/25/58 | 35563PJE0 | ASSET BACKED | 488,403.2500 | 432,125.08 | .02 | |
SCRT 2019-1 MA 3.5% 07/25/58 | 35563PJF7 | ASSET BACKED | 299,323.7500 | 281,258.01 | .01 | |
SCRT 2019-4 MV 3% 02/25/59 | 35563PMN6 | ASSET BACKED | 5,322,760.4100 | 4,504,368.96 | .22 | |
SCRT 2020-1 MT 2.5% 08/25/59 | 35563PNN5 | ASSET BACKED | 611,578.8500 | 499,847.37 | .02 | |
SCRT 2020-2 MT 2% 11/25/59 | 35563PQN2 | ASSET BACKED | 5,963,002.7100 | 4,687,034.62 | .23 | |
SCRT 2020-3 M5TW 3% 05/25/60 | 35563PTN9 | ASSET BACKED | 5,718,609.6800 | 5,113,748.33 | .25 | |
STACR 2021-HQA2 V/R 12/25/33 | 35564KFV6 | ASSET BACKED | 4,970,956.8200 | 5,033,250.86 | .25 | |
FREEPORT-MCMOR 4.375% 08/01/28 | 35671DCG8 | CORPORATE BONDS | 100,000.0000 | 96,077.13 | .00 | |
FREEPORT-MCMOR 4.625% 08/01/30 | 35671DCH6 | CORPORATE BONDS | 100,000.0000 | 96,046.57 | .00 | |
FRONTIER COMMU 5.875% 10/15/27 | 35906ABE7 | CORPORATE BONDS | 45,000.0000 | 43,566.14 | .00 | |
FRONTIER COMMUNICA 5% 05/01/28 | 35906ABF4 | CORPORATE BONDS | 90,000.0000 | 83,539.14 | .00 | |
FRONTIER COMMU 5.875% 11/01/29 | 35908MAA8 | CORPORATE BONDS | 54,900.0000 | 46,390.50 | .00 | |
FULL HOUSE RESO 8.25% 02/15/28 | 359678AC3 | CORPORATE BONDS | 55,000.0000 | 52,560.17 | .00 | |
GCI LLC 4.75% 10/15/28 | 36166TAB6 | CORPORATE BONDS | 135,000.0000 | 123,782.26 | .01 | |
GCAT 2021-NQM2 A V/R 05/25/66 | 36166XAA9 | ASSET BACKED | 439,276.9100 | 360,816.69 | .02 | |
GCAT 2021-NQM3 A V/R 05/25/66 | 36167HAA3 | ASSET BACKED | 587,714.5100 | 487,230.90 | .02 | |
GCAT 2021-NQM1 A V/R 01/25/66 | 36167TAA7 | ASSET BACKED | 400,553.6000 | 335,660.23 | .02 | |
GCAT 2021-NQM7 A V/R 12/25/25 | 36167YAA6 | ASSET BACKED | 405,732.7600 | 352,765.32 | .02 | |
GCAT 2021-NQM4 A V/R 08/25/25 | 36168HAA2 | ASSET BACKED | 808,605.8400 | 652,396.37 | .03 | |
GCAT 2021-NQM5 A V/R 07/25/66 | 36168KAA5 | ASSET BACKED | 1,144,032.4700 | 909,484.19 | .05 | |
GNMA II P#MA0318 3.5% 08/20/42 | 36179MK74 | MBS/PASS THRU CERTS | 111,264.7900 | 103,352.53 | .01 | |
GNMA II P#MA1760 3.5% 03/20/44 | 36179N5V6 | MBS/PASS THRU CERTS | 336,788.4600 | 312,373.92 | .02 | |
GNMA II P#MA1375 3.5% 10/20/43 | 36179NQ43 | MBS/PASS THRU CERTS | 420,755.5300 | 391,144.20 | .02 | |
GNMA II P#MA1521 3.5% 12/20/43 | 36179NVN5 | MBS/PASS THRU CERTS | 75,418.0700 | 70,028.71 | .00 | |
GNMA II P#MA2602 4% 02/20/45 | 36179Q3K5 | MBS/PASS THRU CERTS | 310,763.9600 | 298,231.73 | .01 | |
GNMA II P#MA2073 3.5% 07/20/44 | 36179QJS1 | MBS/PASS THRU CERTS | 15,105.5200 | 13,977.00 | .00 | |
GNMA II P#MA2304 4% 10/20/44 | 36179QRZ6 | MBS/PASS THRU CERTS | 466,823.5100 | 448,143.53 | .02 | |
GNMA II P#MA3572 3% 04/20/31 | 36179R6H7 | MBS/PASS THRU CERTS | 231,145.9300 | 219,757.06 | .01 | |
GNMA II P#MA3174 4% 10/20/45 | 36179RQ36 | MBS/PASS THRU CERTS | 212,385.9200 | 202,726.94 | .01 | |
GNMA II P#MA3736 3.5% 06/20/46 | 36179SEH6 | MBS/PASS THRU CERTS | 370,528.1700 | 342,323.26 | .02 | |
GNMA II P#MA4263 4% 02/20/47 | 36179SWY9 | MBS/PASS THRU CERTS | 265,311.1800 | 251,895.84 | .01 | |
GNMA II P#MA6282 2.5% 11/20/49 | 36179U6T4 | MBS/PASS THRU CERTS | 621,280.6700 | 531,916.62 | .03 | |
GNMA II P#MA5528 4% 10/20/48 | 36179UD90 | MBS/PASS THRU CERTS | 552,849.1300 | 521,410.13 | .03 | |
GNMA II P#MA5762 3.5% 02/20/49 | 36179UMK5 | MBS/PASS THRU CERTS | 309,431.7600 | 284,774.74 | .01 | |
GNMA II P#MA5817 4% 03/20/49 | 36179UPA4 | MBS/PASS THRU CERTS | 455,045.1300 | 430,228.42 | .02 | |
GNMA II P#MA6041 4.5% 07/20/49 | 36179UWA6 | MBS/PASS THRU CERTS | 205,874.5000 | 200,045.61 | .01 | |
GNMA II P#MA6092 4.5% 08/20/49 | 36179UXV9 | MBS/PASS THRU CERTS | 211,764.9900 | 204,997.52 | .01 | |
GNMA II P#MA6711 3.5% 06/20/50 | 36179VN48 | MBS/PASS THRU CERTS | 325,329.2000 | 296,335.56 | .01 | |
GNMA II P#MA6867 3.5% 09/20/50 | 36179VTY6 | MBS/PASS THRU CERTS | 628,137.5800 | 575,975.24 | .03 | |
GNMA II P#MA6930 2% 10/20/50 | 36179VVX5 | MBS/PASS THRU CERTS | 646,795.1600 | 530,356.59 | .03 | |
GNMA II P#MA7051 2% 12/20/50 | 36179VZQ6 | MBS/PASS THRU CERTS | 1,440,860.3300 | 1,181,622.94 | .06 | |
GNMA II P#MA7053 3% 12/20/50 | 36179VZS2 | MBS/PASS THRU CERTS | 90,812.9600 | 80,463.50 | .00 | |
GNMA II P#MA7255 2.5% 03/20/51 | 36179WBY3 | MBS/PASS THRU CERTS | 487,402.5400 | 415,745.50 | .02 | |
GNMA II P#MA7313 3% 04/20/51 | 36179WDS4 | MBS/PASS THRU CERTS | 2,194,438.8500 | 1,940,779.38 | .10 | |
GNMA II P#MA7535 3% 08/20/51 | 36179WLQ9 | MBS/PASS THRU CERTS | 823,908.3900 | 726,472.98 | .04 | |
GNMA II P#MA7589 2.5% 09/20/51 | 36179WNE4 | MBS/PASS THRU CERTS | 664,567.5100 | 566,373.17 | .03 | |
GNMA II P#MA7590 3% 09/20/51 | 36179WNF1 | MBS/PASS THRU CERTS | 819,615.6400 | 723,494.46 | .04 | |
GNMA II P#MA7649 2.5% 10/20/51 | 36179WQA9 | MBS/PASS THRU CERTS | 2,217,482.9100 | 1,888,913.48 | .09 | |
GNMA II P#MA7651 3.5% 10/20/51 | 36179WQC5 | MBS/PASS THRU CERTS | 2,944,727.7400 | 2,684,885.85 | .13 | |
GNMA II P#MA7768 3% 12/20/51 | 36179WTZ1 | MBS/PASS THRU CERTS | 2,155,670.9900 | 1,901,752.28 | .09 | |
GNMA II P#MA7883 3.5% 02/20/52 | 36179WXL7 | MBS/PASS THRU CERTS | 4,406,911.9500 | 4,009,053.07 | .20 | |
GNMA II P#MA7884 4% 02/20/52 | 36179WXM5 | MBS/PASS THRU CERTS | 1,260,777.5000 | 1,181,059.47 | .06 | |
GNMA II P#MA8201 4.5% 08/20/52 | 36179XDE3 | MBS/PASS THRU CERTS | 297,044.6000 | 285,613.68 | .01 | |
GNMA II P#MA8268 4.5% 09/20/52 | 36179XFH4 | MBS/PASS THRU CERTS | 276,751.9200 | 266,044.91 | .01 | |
GNMA II P#MA8347 4.5% 10/20/52 | 36179XHY5 | MBS/PASS THRU CERTS | 1,231,595.6100 | 1,183,884.68 | .06 | |
GNMA II P#MA8486 3% 12/20/52 | 36179XNB8 | MBS/PASS THRU CERTS | 481,914.8900 | 424,885.26 | .02 | |
GNMA II P#MA8566 3.5% 01/20/53 | 36179XQT6 | MBS/PASS THRU CERTS | 1,007,216.9200 | 916,280.77 | .05 | |
GLP CAPITAL LP / 5.3% 01/15/29 | 361841AL3 | CORPORATE BONDS | 345,000.0000 | 339,232.98 | .02 | |
GNMA II P#4636 4.5% 02/20/40 | 36202FEH5 | MBS/PASS THRU CERTS | 607,964.4100 | 599,518.37 | .03 | |
GNMA II P#4697 5% 05/20/40 | 36202FGE0 | MBS/PASS THRU CERTS | 273,337.3500 | 275,501.85 | .01 | |
GNMA II P#4715 5% 06/20/40 | 36202FGY6 | MBS/PASS THRU CERTS | 216,478.8700 | 218,193.19 | .01 | |
GNMA II P#4747 5% 07/20/40 | 36202FHY5 | MBS/PASS THRU CERTS | 84,989.4700 | 85,662.51 | .00 | |
GNMA II P#785305 3% 06/20/50 | 3622AAYA6 | MBS/PASS THRU CERTS | 487,926.3100 | 419,800.39 | .02 | |
GNMA II P#785713 2.5% 10/20/51 | 3622ABGW6 | MBS/PASS THRU CERTS | 3,942,212.0900 | 3,343,504.48 | .17 | |
GSMS 2015-GC3 3.382% 05/10/25 | 36250GAP0 | ASSET BACKED | 705,000.0000 | 684,735.41 | .03 | |
GSMS 2018-TWR D V/R 07/15/21 | 36251SAN8 | ASSET BACKED | 400,000.0000 | 160,000.00 | .01 | |
GSMS 2018-TWR E V/R 07/15/21 | 36251SAQ1 | ASSET BACKED | 400,000.0000 | 120,000.00 | .01 | |
GSMS 2018-TWR F V/R 07/15/21 | 36251SAS7 | ASSET BACKED | 400,000.0000 | 78,000.00 | .00 | |
GSMS 2018-TWR G V/R 07/15/21 | 36251SAU2 | ASSET BACKED | 400,000.0000 | 16,000.00 | .00 | |
GSMS 2017-GS7 XA V/R 07/10/27 | 36254CAX8 | ASSET BACKED | 9,915,099.4700 | 266,821.28 | .01 | |
GSMS 2018-GS9 A4 V/R 02/10/28 | 36255NAT2 | ASSET BACKED | 1,400,000.0000 | 1,302,723.38 | .06 | |
GSMS 2018-GS9 C V/R 03/10/28 | 36255NAZ8 | ASSET BACKED | 1,200,000.0000 | 1,072,358.04 | .05 | |
GMCAR 2023-2 B 4.82% 10/16/28 | 362583AF3 | ASSET BACKED | 2,455,000.0000 | 2,423,602.51 | .12 | |
GMCAR 2023-2 C 5.21% 12/18/28 | 362583AG1 | ASSET BACKED | 1,500,000.0000 | 1,488,354.75 | .07 | |
GSMS 2020-GC45 2.91% 12/13/29 | 36258YBG2 | ASSET BACKED | 1,500,000.0000 | 1,325,239.95 | .07 | |
GMCAR 2021-1 C 1.04% 10/16/24 | 36261LAF8 | ASSET BACKED | 2,750,000.0000 | 2,651,659.45 | .13 | |
GCAR 2021-2A C 1.08% 07/15/24 | 36261XAE5 | ASSET BACKED | 362,039.1500 | 358,689.85 | .02 | |
GSMS 2021-IP D V/R 10/15/23 | 36262MAG3 | ASSET BACKED | 700,000.0000 | 673,386.98 | .03 | |
HALEON US CAPI 3.375% 03/24/27 | 36264FAK7 | CORPORATE BONDS | 305,000.0000 | 291,877.60 | .01 | |
GMCAR 2023-3 B 5.72% 03/16/27 | 36267KAF4 | ASSET BACKED | 1,555,000.0000 | 1,570,939.99 | .08 | |
GMCAR 2023-3 C 5.92% 03/16/27 | 36267KAG2 | ASSET BACKED | 2,290,000.0000 | 2,313,679.97 | .11 | |
GSMS 2024-70P A V/R 03/10/29 | 36269JAA6 | ASSET BACKED | 1,405,000.0000 | 1,392,454.05 | .07 | |
GAP INC/THE 3.875% 10/01/31 | 364760AQ1 | CORPORATE BONDS | 120,000.0000 | 101,508.08 | .01 | |
GENERAL MOTORS F 2.4% 10/15/28 | 37045XDP8 | CORPORATE BONDS | 222,000.0000 | 196,472.04 | .01 | |
GENERAL MOTORS F 3.1% 01/12/32 | 37045XDS2 | CORPORATE BONDS | 85,000.0000 | 71,994.99 | .00 | |
GEORGIA-PACIFIC 3.6% 03/01/25 | 37331NAH4 | CORPORATE BONDS | 397,000.0000 | 390,688.34 | .02 | |
GEORGIA POWER CO 4.7% 05/15/32 | 373334KQ3 | CORPORATE BONDS | 185,000.0000 | 180,743.17 | .01 | |
GEORGIA POWER C 4.95% 05/17/33 | 373334KT7 | CORPORATE BONDS | 290,000.0000 | 285,932.50 | .01 | |
GEORGIA POWER C 5.25% 03/15/34 | 373334KW0 | CORPORATE BONDS | 245,000.0000 | 247,473.83 | .01 | |
GILEAD SCIENCES 1.65% 10/01/30 | 375558BY8 | CORPORATE BONDS | 555,000.0000 | 457,180.41 | .02 | |
GILEAD SCIENCES 5.25% 10/15/33 | 375558BZ5 | CORPORATE BONDS | 490,000.0000 | 500,029.39 | .02 | |
GLENCORE FUNDI 1.625% 04/27/26 | 378272BD9 | CORPORATE BONDS | 254,000.0000 | 235,518.75 | .01 | |
GLENCORE FUNDIN 2.85% 04/27/31 | 378272BE7 | CORPORATE BONDS | 245,000.0000 | 209,341.78 | .01 | |
GLENCORE FUNDI 6.375% 10/06/30 | 378272BP2 | CORPORATE BONDS | 160,000.0000 | 168,847.52 | .01 | |
GLENCORE FUNDI 5.371% 04/04/29 | 378272BS6 | CORPORATE BONDS | 680,000.0000 | 681,348.15 | .03 | |
GLENCORE FUNDI 5.634% 04/04/34 | 378272BU1 | CORPORATE BONDS | 575,000.0000 | 576,536.48 | .03 | |
GCAR 2022-3A B 4.92% 02/15/25 | 38014QAC0 | ASSET BACKED | 100,000.0000 | 99,310.21 | .00 | |
GOLDMAN SACHS GRO V/R 05/15/26 | 38141GXD1 | CORPORATE BONDS | 775,000.0000 | 781,804.69 | .04 | |
GOLDMAN SACHS GRO V/R 01/27/32 | 38141GXR0 | CORPORATE BONDS | 300,000.0000 | 242,759.04 | .01 | |
GOLDMAN SACHS GRO V/R 04/22/32 | 38141GYB4 | CORPORATE BONDS | 1,255,000.0000 | 1,053,261.05 | .05 | |
GOLDMAN SACHS GRO V/R 07/21/32 | 38141GYJ7 | CORPORATE BONDS | 645,000.0000 | 529,130.64 | .03 | |
GOLDMAN SACHS GRO V/R 08/23/28 | 38141GZU1 | CORPORATE BONDS | 125,000.0000 | 122,204.33 | .01 | |
GOOD 2021-5CS C 3.5% 10/20/48 | 38237HAC1 | ASSET BACKED | 1,357,279.3900 | 1,001,211.39 | .05 | |
GOODYEAR TIRE & 5.25% 07/15/31 | 382550BR1 | CORPORATE BONDS | 55,000.0000 | 50,137.25 | .00 | |
GNR 2012-116 IB 4% 09/16/42 | 38375C5T3 | ASSET BACKED | 661,428.1900 | 129,209.80 | .01 | |
GNR 2012-32 Z 3.5% 03/20/42 | 38378DY25 | ASSET BACKED | 1,221,809.0700 | 1,104,745.10 | .05 | |
GNR 2014-12 ZB 3% 01/16/44 | 38378PE79 | ASSET BACKED | 684,834.9200 | 605,171.02 | .03 | |
GNR 2014-46 IO 5% 03/16/44 | 38379AYP9 | ASSET BACKED | 638,965.6700 | 86,286.69 | .00 | |
GNR 2016-37 QF V/R 03/20/46 | 38379VZX5 | ASSET BACKED | 2,118,900.2200 | 2,081,074.04 | .10 | |
GNR 2021-52 IO V/R 04/16/63 | 38380RJ84 | ASSET BACKED | 18,963,735.0200 | 1,038,368.79 | .05 | |
GNR 2021-35 IO V/R 12/16/62 | 38380RWA4 | ASSET BACKED | 17,002,234.3900 | 1,225,514.25 | .06 | |
GNR 2018-37 BY 3.5% 03/20/48 | 38380VVW8 | ASSET BACKED | 625,000.0000 | 544,137.50 | .03 | |
GNR 2019-5 JI 5% 07/16/44 | 38381BD76 | ASSET BACKED | 479,445.4900 | 73,407.37 | .00 | |
GNR 2021-184 IO V/R 12/16/61 | 38381D5J5 | ASSET BACKED | 21,338,446.8500 | 1,404,212.77 | .07 | |
GNR 2021-79 IO V/R 08/16/63 | 38381DBP4 | ASSET BACKED | 19,542,300.5100 | 1,251,424.44 | .06 | |
GNR 2021-129 IO V/R 06/16/63 | 38381DUB4 | ASSET BACKED | 14,956,611.4100 | 1,022,855.73 | .05 | |
GNR 2022-80 IO V/R 06/16/64 | 38381E5K0 | ASSET BACKED | 30,990,270.1000 | 1,498,426.04 | .07 | |
GNR 2022-49 IO V/R 03/16/64 | 38381EQ92 | ASSET BACKED | 27,914,886.7100 | 1,594,462.04 | .08 | |
GNR 2022-82 IO V/R 02/16/64 | 38381HCP4 | ASSET BACKED | 28,438,659.5300 | 1,321,615.61 | .07 | |
GNR 2020-173 JI 2% 11/20/50 | 38382LPQ8 | ASSET BACKED | 23,688,561.3200 | 2,605,663.57 | .13 | |
GNR 2021-30 IB 2.5% 02/20/51 | 38382NXY8 | ASSET BACKED | 13,532,515.3600 | 1,835,026.68 | .09 | |
GNR 2021-77 IT 2.5% 05/20/51 | 38382QW30 | ASSET BACKED | 14,256,979.1800 | 1,958,535.41 | .10 | |
GNR 2021-77 EA 1% 07/20/50 | 38382QZ86 | ASSET BACKED | 4,373,911.3400 | 3,281,892.64 | .16 | |
GNR 2021-58 SL V/R 04/20/51 | 38382RCV8 | ASSET BACKED | 15,404,485.1000 | 436,453.74 | .02 | |
GNR 2021-137 IQ 3% 08/20/51 | 38382WXF9 | ASSET BACKED | 10,643,245.3400 | 1,700,322.30 | .08 | |
GNR 2021-215 KA 2.5% 10/20/49 | 38383DY69 | ASSET BACKED | 838,793.7300 | 726,988.57 | .04 | |
GNR 2022-24 GA 3% 02/20/52 | 38383F2D4 | ASSET BACKED | 446,032.1500 | 400,857.70 | .02 | |
GNR 2022-213 DO ZCP 01/20/52 | 38383LR69 | ASSET BACKED | 6,531,703.0000 | 2,062,735.32 | .10 | |
GNR 2022-61 EI 3% 07/20/51 | 38383PQQ7 | ASSET BACKED | 15,381,792.2500 | 2,371,318.62 | .12 | |
GNR 2022-64 IO 2.5% 02/20/50 | 38383PU41 | ASSET BACKED | 8,055,873.2700 | 920,948.24 | .05 | |
GNR 2022-174 AZ 3.5% 05/20/51 | 38383UV49 | ASSET BACKED | 10,347,133.1000 | 8,329,828.09 | .41 | |
GRAFTECH FINAN 4.625% 12/15/28 | 384311AA4 | CORPORATE BONDS | 50,000.0000 | 32,153.54 | .00 | |
GRIFFON CORPORA 5.75% 03/01/28 | 398433AP7 | CORPORATE BONDS | 115,000.0000 | 112,611.06 | .01 | |
GUARDIAN LIFE G 1.25% 05/13/26 | 40139LBD4 | CORPORATE BONDS | 429,000.0000 | 394,689.55 | .02 | |
GULFPORT ENERGY CO 8% 04/28/26 | 402635AQ9 | CORPORATE BONDS | 158.0000 | 160.35 | .00 | |
GULFPORT ENERGY OP 8% 05/17/26 | 402635AR7 | CORPORATE BONDS | 56,206.0000 | 57,043.08 | .00 | |
HPEFS 2024-1A 5.18% 05/20/31 | 403963AC5 | ASSET BACKED | 3,105,000.0000 | 3,098,649.34 | .15 | |
HCA INC 5.125% 06/15/39 | 404119BY4 | CORPORATE BONDS | 210,000.0000 | 198,190.81 | .01 | |
HCA INC 5.25% 06/15/49 | 404119BZ1 | CORPORATE BONDS | 215,000.0000 | 196,236.34 | .01 | |
HCA INC 5.45% 04/01/31 | 404119CT4 | CORPORATE BONDS | 65,000.0000 | 65,339.06 | .00 | |
HCA INC 5.6% 04/01/34 | 404119CU1 | CORPORATE BONDS | 450,000.0000 | 453,114.98 | .02 | |
HALLIBURTON CO 4.85% 11/15/35 | HAL35 | 406216BJ9 | CORPORATE BONDS | 170,000.0000 | 165,335.25 | .01 |
HVMLT 2006-14 2A V/R 01/25/47 | 41162NAC1 | ASSET BACKED | 4,452,629.5400 | 3,931,575.26 | .19 | |
HERTZ 2023-3A 5.94% 02/25/27 | 42806MCA5 | ASSET BACKED | 1,235,000.0000 | 1,253,286.52 | .06 | |
HESS MIDSTREAM O 5.5% 10/15/30 | 428102AF4 | CORPORATE BONDS | 80,000.0000 | 77,515.56 | .00 | |
HP ENTERPRISE CO 5.9% 10/01/24 | 42824CBL2 | CORPORATE BONDS | 155,000.0000 | 155,231.78 | .01 | |
HIGHTOWER HOLDI 6.75% 04/15/29 | 43118DAA8 | CORPORATE BONDS | 65,000.0000 | 61,082.37 | .00 | |
HILCORP ENERGY 6.25% 11/01/28 | 431318AS3 | CORPORATE BONDS | 150,000.0000 | 149,836.20 | .01 | |
HILCORP ENERGY 8.375% 11/01/33 | 431318BC7 | CORPORATE BONDS | 30,000.0000 | 32,525.85 | .00 | |
HPA 2021-1 D 2.477% 09/17/29 | 437300AG1 | ASSET BACKED | 1,654,497.0400 | 1,374,154.43 | .07 | |
HPA 2021-1 E 2.577% 09/17/29 | 437300AJ5 | ASSET BACKED | 755,757.9100 | 603,521.44 | .03 | |
HPA 2021-1 F 3.325% 09/17/29 | 437300AL0 | ASSET BACKED | 870,653.7400 | 686,920.46 | .03 | |
HOMES 2023-NQM2 V/R 05/25/27 | 43761KAA2 | ASSET BACKED | 1,802,516.8000 | 1,803,817.86 | .09 | |
HORMEL FOODS COR 4.8% 03/30/27 | 440452AK6 | CORPORATE BONDS | 480,000.0000 | 479,513.46 | .02 | |
HOST HOTELS & RE 3.5% 09/15/30 | 44107TAZ9 | CORPORATE BONDS | 443,000.0000 | 393,927.49 | .02 | |
HUB INTERNATION 7.25% 06/15/30 | 44332PAH4 | CORPORATE BONDS | 65,000.0000 | 66,800.31 | .00 | |
HUMANA INC 5.875% 03/01/33 | 444859BV3 | CORPORATE BONDS | 180,000.0000 | 185,749.40 | .01 | |
HUMANA INC 5.75% 12/01/28 | 444859BZ4 | CORPORATE BONDS | 95,000.0000 | 97,350.06 | .00 | |
HUMANA INC 5.375% 04/15/31 | 444859CA8 | CORPORATE BONDS | 215,000.0000 | 215,115.88 | .01 | |
HUNTINGTON BANCSH V/R 08/21/29 | 446150BC7 | CORPORATE BONDS | 120,000.0000 | 122,821.44 | .01 | |
HUNTINGTON NATI 5.65% 01/10/30 | 44644MAJ0 | CORPORATE BONDS | 500,000.0000 | 502,791.31 | .02 | |
HYUNDAI CAPITAL 5.3% 01/08/29 | 44891ACU9 | CORPORATE BONDS | 392,000.0000 | 392,519.48 | .02 | |
IMTT 2017-APTS A V/R 06/15/24 | 44974AAS6 | ASSET BACKED | 500,000.0000 | 495,640.70 | .02 | |
ILLUMINATE BUYER/H 9% 07/01/28 | 45232TAA9 | CORPORATE BONDS | 105,000.0000 | 103,582.29 | .01 | |
IMPRL 2021-NQM2 V/R 09/25/56 | 452761AA7 | ASSET BACKED | 455,560.6500 | 370,722.18 | .02 | |
IMPRL 2021-NQM3 V/R 11/25/56 | 452762AA5 | ASSET BACKED | 820,537.8000 | 691,158.27 | .03 | |
IMPRL 2022-NQM2 V/R 03/25/67 | 45276PAA4 | ASSET BACKED | 1,358,886.4000 | 1,258,794.90 | .06 | |
RAST 2005-A8CB A6 5% 07/25/35 | 45660LSU4 | ASSET BACKED | 3,458,610.9300 | 1,970,648.03 | .10 | |
INGERSOLL RAND I 5.7% 08/14/33 | 45687VAB2 | CORPORATE BONDS | 140,000.0000 | 143,617.28 | .01 | |
INSTALLED BUILD 5.75% 02/01/28 | 45780RAA9 | CORPORATE BONDS | 80,000.0000 | 77,862.54 | .00 | |
INTEL CORP 3.25% 11/15/49 | 458140BJ8 | CORPORATE BONDS | 160,000.0000 | 112,888.68 | .01 | |
INTEL CORP 4.75% 03/25/50 | 458140BM1 | CORPORATE BONDS | 145,000.0000 | 131,341.08 | .01 | |
INTEL CORP 5.05% 08/05/62 | 458140CC2 | CORPORATE BONDS | 200,000.0000 | 188,075.03 | .01 | |
INTEL CORP 5.15% 02/21/34 | 458140CL2 | CORPORATE BONDS | 295,000.0000 | 295,672.20 | .01 | |
INTEL CORP 5.6% 02/21/54 | 458140CM0 | CORPORATE BONDS | 55,000.0000 | 56,039.38 | .00 | |
IQVIA INC 6.25% 02/01/29 | 46266TAF5 | CORPORATE BONDS | 140,000.0000 | 145,365.50 | .01 | |
IRON MOUNTAIN IN 4.5% 02/15/31 | 46284VAN1 | CORPORATE BONDS | 80,000.0000 | 72,179.02 | .00 | |
IRON MOUNTAIN INC 7% 02/15/29 | 46284VAP6 | CORPORATE BONDS | 155,000.0000 | 157,953.76 | .01 | |
ITC HOLDINGS CO 2.95% 05/14/30 | 465685AQ8 | CORPORATE BONDS | 380,000.0000 | 334,845.84 | .02 | |
JPMCC 2020-ACE C V/R 01/10/25 | 46591PAG7 | ASSET BACKED | 823,000.0000 | 783,765.45 | .04 | |
JPMMT 2021-3 B1 V/R 07/25/51 | 46592KBT8 | ASSET BACKED | 1,504,975.3900 | 1,212,700.14 | .06 | |
JPMMT 2006-S1 2 6.5% 04/25/36 | 466247N82 | ASSET BACKED | 1,901,793.6900 | 1,878,650.95 | .09 | |
JPMAC 2005-WMC1 V/R 09/25/35 | 46626LBL3 | ASSET BACKED | 4,019,200.0000 | 3,629,221.45 | .18 | |
JPMMT 2006-S4 A7 6% 01/25/37 | 46629SAG7 | ASSET BACKED | 6,419,906.5800 | 2,517,843.06 | .12 | |
JPMCC 2022-NLP A V/R 04/15/27 | 466317AA2 | ASSET BACKED | 666,798.9500 | 636,793.00 | .03 | |
JPMBB 2014-C2 3.774% 06/15/24 | 46642EAY2 | ASSET BACKED | 412,704.6200 | 410,257.36 | .02 | |
JPMBB 2015-C27 C V/R 02/15/25 | 46644ABM3 | ASSET BACKED | 1,667,000.0000 | 1,332,606.30 | .07 | |
JPMBB 2016-C1 3.576% 01/15/26 | 46645LAY3 | ASSET BACKED | 529,000.0000 | 509,215.24 | .03 | |
JPMCC 2018-WPT F V/R 07/05/23 | 46645WBJ1 | ASSET BACKED | 500,000.0000 | 328,543.70 | .02 | |
JPMORGAN CHASE & V/R 01/23/29 | 46647PAM8 | CORPORATE BONDS | 730,000.0000 | 690,530.70 | .03 | |
JPMORGAN CHASE & V/R 01/29/27 | 46647PBA3 | CORPORATE BONDS | 310,000.0000 | 302,599.75 | .01 | |
JPMORGAN CHASE & V/R 04/22/32 | 46647PCC8 | CORPORATE BONDS | 746,000.0000 | 630,695.71 | .03 | |
JPMORGAN CHASE & V/R 11/08/32 | 46647PCR5 | CORPORATE BONDS | 5,350,000.0000 | 4,451,770.84 | .22 | |
JPMORGAN CHASE & V/R 01/25/33 | 46647PCU8 | CORPORATE BONDS | 461,000.0000 | 393,615.17 | .02 | |
JPMORGAN CHASE & V/R 07/25/28 | 46647PDG8 | CORPORATE BONDS | 197,000.0000 | 195,338.70 | .01 | |
JPMORGAN CHASE & V/R 07/24/29 | 46647PDU7 | CORPORATE BONDS | 605,000.0000 | 609,494.52 | .03 | |
JPMORGAN CHASE & V/R 10/22/27 | 46647PDW3 | CORPORATE BONDS | 375,000.0000 | 382,622.51 | .02 | |
JPMORGAN CHASE & V/R 01/23/35 | 46647PEC6 | CORPORATE BONDS | 3,735,000.0000 | 3,749,594.55 | .19 | |
JPMCC 2019-OS 3.397% 06/05/29 | 46651EAA2 | ASSET BACKED | 1,950,000.0000 | 1,755,896.61 | .09 | |
JPMCC 2020-LOOP V/R 12/05/26 | 46651WAJ3 | ASSET BACKED | 805,000.0000 | 208,067.22 | .01 | |
JACOBS ENGINEERI 5.9% 03/01/33 | 469814AA5 | CORPORATE BONDS | 410,000.0000 | 415,047.81 | .02 | |
JELD-WEN INC 4.875% 12/15/27 | 475795AD2 | CORPORATE BONDS | 75,000.0000 | 71,760.76 | .00 | |
JDOT 2023-B A4 5.11% 05/15/30 | 477920AD4 | ASSET BACKED | 1,950,000.0000 | 1,948,517.42 | .10 | |
JDOT 2024-A A4 4.91% 10/15/27 | 47800RAE3 | ASSET BACKED | 6,900,000.0000 | 6,879,555.30 | .34 | |
JPMCC 2017-JP 3.489% 04/15/27 | 48128KAU5 | ASSET BACKED | 1,100,000.0000 | 1,018,965.97 | .05 | |
KAISER FOUNDATI 2.81% 06/01/41 | 48305QAF0 | CORPORATE BONDS | 90,000.0000 | 66,419.18 | .00 | |
KAISER FOUNDAT 3.002% 06/01/51 | 48305QAG8 | CORPORATE BONDS | 330,000.0000 | 228,628.44 | .01 | |
KEYSPAN GAS EA 5.994% 03/06/33 | 49338CAD5 | CORPORATE BONDS | 275,000.0000 | 278,692.80 | .01 | |
KINDER MORGAN IN 5.2% 06/01/33 | 49456BAX9 | CORPORATE BONDS | 402,000.0000 | 395,898.36 | .02 | |
KODIAK GAS SERV 7.25% 02/15/29 | 50012LAC8 | CORPORATE BONDS | 125,000.0000 | 127,323.50 | .01 | |
KRAFT HEINZ FO 4.625% 10/01/39 | 50077LAX4 | CORPORATE BONDS | 4,167,000.0000 | 3,790,968.79 | .19 | |
KRONOS ACQ / KIK 5% 12/31/26 | 50106GAE2 | CORPORATE BONDS | 90,000.0000 | 88,223.53 | .00 | |
KCOT 2024-1A A 5.19% 11/15/27 | 50117BAC4 | ASSET BACKED | 3,350,000.0000 | 3,343,673.53 | .17 | |
KYNDRYL HOLDING 6.35% 02/20/34 | 50155QAN0 | CORPORATE BONDS | 194,000.0000 | 199,133.56 | .01 | |
LFS TOPCO LLC 5.875% 10/15/26 | 50203TAA4 | CORPORATE BONDS | 90,000.0000 | 83,475.34 | .00 | |
LSF9 ATL HLDG/V 7.75% 02/15/26 | 50220MAA8 | CORPORATE BONDS | 100,000.0000 | 99,098.66 | .00 | |
L3HARRIS TECH I 5.05% 06/01/29 | 502431AS8 | CORPORATE BONDS | 390,000.0000 | 388,753.89 | .02 | |
L3HARRIS TECH I 5.35% 06/01/34 | 502431AU3 | CORPORATE BONDS | 460,000.0000 | 460,004.03 | .02 | |
LYB INT FINANCE 5.5% 03/01/34 | 50249AAM5 | CORPORATE BONDS | 200,000.0000 | 200,369.80 | .01 | |
VITAL ENERGY I 7.875% 04/15/32 | 516806AK2 | CORPORATE BONDS | 45,000.0000 | 45,714.05 | .00 | |
LEEWARD RENEWAB 4.25% 07/01/29 | 524590AA4 | CORPORATE BONDS | 90,000.0000 | 77,226.69 | .00 | |
LEGENDS HOSPITALIT 5% 02/01/26 | 52473NAA6 | CORPORATE BONDS | 75,000.0000 | 74,302.23 | .00 | |
LMAT 2021-GS3 A1 V/R 07/25/61 | 52474XAA3 | ASSET BACKED | 434,008.6000 | 419,650.73 | .02 | |
LMAT 2021-GS4 A1 V/R 11/25/60 | 52475WAA4 | ASSET BACKED | 221,100.6700 | 213,844.77 | .01 | |
LMAT 2021-GS2 A1 V/R 04/25/61 | 52476DAA5 | ASSET BACKED | 323,882.6400 | 313,872.69 | .02 | |
LXS 2007-4N 1A3 V/R 03/25/47 | 52524HAD2 | ASSET BACKED | 2,817,651.2000 | 2,403,565.80 | .12 | |
LDPT 2021-A C 2.75% 09/15/24 | 52607FAC8 | ASSET BACKED | 637,734.2000 | 626,849.67 | .03 | |
LEVEL 3 FINANCI 3.75% 07/15/29 | 527298BT9 | CORPORATE BONDS | 40,000.0000 | 17,800.00 | .00 | |
LEVEL 3 FINANCI 10.5% 05/15/30 | 527298BU6 | CORPORATE BONDS | 110,000.0000 | 112,475.00 | .01 | |
LEVEL 3 FINANCIN 4.5% 04/01/30 | 527298CD3 | CORPORATE BONDS | 35,000.0000 | 21,700.00 | .00 | |
LIFE 2021-BMR A V/R 03/15/23 | 53218CAA8 | ASSET BACKED | 1,266,065.5600 | 1,251,951.84 | .06 | |
LIFE 2021-BMR D V/R 03/15/23 | 53218CAG5 | ASSET BACKED | 3,179,908.4300 | 3,136,184.69 | .16 | |
LIFE 2022-BMR2 D V/R 05/15/24 | 53218DAJ7 | ASSET BACKED | 2,400,000.0000 | 2,290,005.60 | .11 | |
LIFEPT/LEGACY L 9.75% 12/01/26 | 53219LAR0 | CORPORATE BONDS | 55,000.0000 | 55,074.03 | .00 | |
LEGACY LIFEPOI 4.375% 02/15/27 | 53219LAS8 | CORPORATE BONDS | 115,000.0000 | 109,585.26 | .01 | |
LIFEPOINT HEAL 5.375% 01/15/29 | 53219LAU3 | CORPORATE BONDS | 40,000.0000 | 32,958.02 | .00 | |
LIONS GATE CAPIT 5.5% 04/15/29 | 53627NAE1 | CORPORATE BONDS | 40,000.0000 | 30,601.46 | .00 | |
LIVE NATION ENTE 6.5% 05/15/27 | 538034AV1 | CORPORATE BONDS | 70,000.0000 | 70,765.03 | .00 | |
LOCKHEED MARTIN 5.2% 02/15/64 | 539830CE7 | CORPORATE BONDS | 215,000.0000 | 212,590.48 | .01 | |
LOWE'S COS INC 4.4% 09/08/25 | 548661EK9 | CORPORATE BONDS | 455,000.0000 | 449,419.33 | .02 | |
M&T BANK CORPORAT V/R 01/27/34 | 55261FAR5 | CORPORATE BONDS | 715,000.0000 | 664,726.07 | .03 | |
M&T BANK CORPORAT V/R 10/30/29 | 55261FAS3 | CORPORATE BONDS | 665,000.0000 | 701,350.25 | .03 | |
MANUF & TRADERS 4.7% 01/27/28 | 55279HAW0 | CORPORATE BONDS | 1,015,000.0000 | 977,954.69 | .05 | |
ME 2019-1 A2 6.448% 07/30/24 | 55282GAA5 | ASSET BACKED | 1,915,000.0000 | 1,905,267.01 | .09 | |
MFRA 2021-NQM1 A V/R 03/25/25 | 55283FAA6 | ASSET BACKED | 235,550.1800 | 214,020.19 | .01 | |
MFRA 2021-NQM2 A V/R 11/25/64 | 55283WAA9 | ASSET BACKED | 330,120.9200 | 283,776.04 | .01 | |
M/I HOMES INC 4.95% 02/01/28 | 55305BAS0 | CORPORATE BONDS | 130,000.0000 | 124,002.33 | .01 | |
MPLX LP 2.65% 08/15/30 | 55336VBQ2 | CORPORATE BONDS | 350,000.0000 | 301,035.47 | .01 | |
MPLX LP 1.75% 03/01/26 | 55336VBR0 | CORPORATE BONDS | 168,000.0000 | 157,045.36 | .01 | |
MPLX LP 4.95% 03/14/52 | 55336VBT6 | CORPORATE BONDS | 60,000.0000 | 52,701.86 | .00 | |
MSWF 2023-2 XA V/R 12/15/56 | 55361AAV6 | ASSET BACKED | 799,017.4000 | 52,900.31 | .00 | |
MACY'S RETAIL 5.875% 04/01/29 | 55617LAP7 | CORPORATE BONDS | 65,000.0000 | 63,766.16 | .00 | |
MADISON IAQ LL 4.125% 06/30/28 | 55760LAA5 | CORPORATE BONDS | 70,000.0000 | 64,742.96 | .00 | |
MADISON IAQ LL 5.875% 06/30/29 | 55760LAB3 | CORPORATE BONDS | 95,000.0000 | 86,913.58 | .00 | |
WARNERMEDIA HO 5.141% 03/15/52 | 55903VBE2 | CORPORATE BONDS | 2,075,000.0000 | 1,722,244.79 | .09 | |
MICHAELS COS IN 5.25% 05/01/28 | 55916AAA2 | CORPORATE BONDS | 80,000.0000 | 68,166.36 | .00 | |
MICHAELS COS I 7.875% 05/01/29 | 55916AAB0 | CORPORATE BONDS | 70,000.0000 | 52,516.33 | .00 | |
MFT 2019-4A C 3.76% 12/17/29 | 57110AAC8 | ASSET BACKED | 121,899.8100 | 121,754.20 | .01 | |
MARSH & MCLENNA 4.75% 03/15/39 | 571748BH4 | CORPORATE BONDS | 235,000.0000 | 222,968.08 | .01 | |
MARRIOTT INTERN 2.85% 04/15/31 | 571903BG7 | CORPORATE BONDS | 458,000.0000 | 395,044.74 | .02 | |
MARVELL TECHNOL 1.65% 04/15/26 | 573874AC8 | CORPORATE BONDS | 316,000.0000 | 293,912.49 | .01 | |
MASS MUTUAL LI 3.375% 04/15/50 | 575767AQ1 | CORPORATE BONDS | 444,000.0000 | 309,909.07 | .02 | |
MASSACHUSETTS S 4.11% 07/15/31 | 576004HG3 | MUNICIPAL BONDS | 478,084.8900 | 472,202.44 | .02 | |
MATADOR RESOURCE 6.5% 04/15/32 | 576485AG1 | CORPORATE BONDS | 90,000.0000 | 90,109.15 | .00 | |
MATCH GROUP HLD II 5% 12/15/27 | 57665RAG1 | CORPORATE BONDS | 150,000.0000 | 143,761.14 | .01 | |
H-FOOD HOLDNG/HE 8.5% 06/01/26 | 577088AA5 | CORPORATE BONDS | 80,000.0000 | 5,600.00 | .00 | |
MCGRAW-HILL EDU 5.75% 08/01/28 | 57767XAA8 | CORPORATE BONDS | 110,000.0000 | 103,615.31 | .01 | |
MCAFEE CORP 7.375% 02/15/30 | 579063AB4 | CORPORATE BONDS | 35,000.0000 | 32,096.63 | .00 | |
MCDONALD'S CORP 5.45% 08/14/53 | 58013MFW9 | CORPORATE BONDS | 190,000.0000 | 192,802.63 | .01 | |
MCKESSON CORP 5.1% 07/15/33 | 581557BU8 | CORPORATE BONDS | 450,000.0000 | 454,185.02 | .02 | |
MED 2021-MDLN G V/R 11/15/23 | 58403YBA3 | ASSET BACKED | 825,040.4400 | 823,493.98 | .04 | |
MERCK & CO INC 4.5% 05/17/33 | 58933YBK0 | CORPORATE BONDS | 145,000.0000 | 141,783.31 | .01 | |
MERCURY CHILE HO 6.5% 01/24/27 | 58937CAA7 | CORPORATE BONDS | 400,000.0000 | 387,736.16 | .02 | |
MERLIN ENTERTA 7.375% 02/15/31 | 59010UAA5 | CORPORATE BONDS | 200,000.0000 | 201,505.80 | .01 | |
MLMI 2006-AF1 5.75% 08/25/36 | 59023RAA7 | ASSET BACKED | 6,045,536.9800 | 2,788,852.15 | .14 | |
MLMI 2006-HE6 A1 V/R 11/25/37 | 59023XAA4 | ASSET BACKED | 7,707,216.7800 | 3,669,833.66 | .18 | |
MAVIS TIRE EXPRE 6.5% 05/15/29 | 59155LAA0 | CORPORATE BONDS | 105,000.0000 | 99,864.61 | .00 | |
METLIFE INC 5.25% 01/15/54 | 59156RCD8 | CORPORATE BONDS | 405,000.0000 | 398,689.63 | .02 | |
METLIFE INC 5.375% 07/15/33 | 59156RCE6 | CORPORATE BONDS | 330,000.0000 | 336,795.92 | .02 | |
MNET 2023-1A A 6.56% 02/20/28 | 59170DAA9 | ASSET BACKED | 1,000,000.0000 | 1,013,790.50 | .05 | |
MET LIFE GLOB FU 2.4% 01/11/32 | 59217GET2 | CORPORATE BONDS | 1,070,000.0000 | 880,884.80 | .04 | |
MET TRANSPRTN 6.814% 11/15/40 | 59259YGF0 | MUNICIPAL BONDS | 680,000.0000 | 755,766.62 | .04 | |
MICROSOFT CORP 2.921% 03/17/52 | 594918CE2 | CORPORATE BONDS | 282,000.0000 | 199,366.90 | .01 | |
BERKSHIRE HATH 6.125% 04/01/36 | BRK.B/36 | 59562VAM9 | CORPORATE BONDS | 610,000.0000 | 648,469.89 | .03 |
BERKSHIRE HATHA 5.95% 05/15/37 | BRK.B/37 | 59562VAP2 | CORPORATE BONDS | 1,100,000.0000 | 1,146,009.93 | .06 |
MIDWEST GMNG B 4.875% 05/01/29 | 59833DAB6 | CORPORATE BONDS | 100,000.0000 | 92,595.64 | .00 | |
ATHENAHEALTH GRO 6.5% 02/15/30 | 60337JAA4 | CORPORATE BONDS | 110,000.0000 | 100,608.06 | .00 | |
MITER BRAND / M 6.75% 04/01/32 | 60672JAA7 | CORPORATE BONDS | 20,000.0000 | 20,068.36 | .00 | |
MODIVCARE ESCROW I 5% 10/01/29 | 60783XAA2 | CORPORATE BONDS | 75,000.0000 | 54,382.06 | .00 | |
MONDELEZ INTERNA 1.5% 02/04/31 | 609207AX3 | CORPORATE BONDS | 895,000.0000 | 714,573.92 | .04 | |
MONONGAHELA POW 5.85% 02/15/34 | 609935AA9 | CORPORATE BONDS | 255,000.0000 | 261,873.44 | .01 | |
MSBAM 2015-C2 3.531% 09/15/25 | 61690VAZ1 | ASSET BACKED | 1,405,000.0000 | 1,360,193.15 | .07 | |
MSC 2016-UB12 XA V/R 11/15/26 | 61691EBB0 | ASSET BACKED | 11,859,274.3400 | 162,147.11 | .01 | |
MSC 2019-L3 XA V/R 11/15/29 | 61691UBF5 | ASSET BACKED | 20,701,953.1300 | 569,011.81 | .03 | |
MORGAN STANLEY V/R 01/22/31 | 6174468L6 | CORPORATE BONDS | 3,135,000.0000 | 2,739,001.94 | .14 | |
MORGAN STANLEY V/R 04/28/32 | 6174468X0 | CORPORATE BONDS | 485,000.0000 | 389,287.96 | .02 | |
MORGAN STANLEY V/R 09/16/36 | 61747YEF8 | CORPORATE BONDS | 993,000.0000 | 785,348.27 | .04 | |
MORGAN STANLEY V/R 10/20/32 | 61747YEH4 | CORPORATE BONDS | 185,000.0000 | 153,026.06 | .01 | |
MORGAN STANLEY V/R 07/20/29 | 61747YFF7 | CORPORATE BONDS | 180,000.0000 | 181,578.48 | .01 | |
MORGAN STANLEY V/R 11/01/29 | 61747YFH3 | CORPORATE BONDS | 465,000.0000 | 487,581.76 | .02 | |
MSBAM 2014-C19 X V/R 12/15/24 | 61764PBV3 | ASSET BACKED | 14,093,726.4400 | 21,800.18 | .00 | |
MSBAM 2015-C2 3.249% 12/15/24 | 61764RBF4 | ASSET BACKED | 2,583,782.0000 | 2,531,524.23 | .13 | |
MSBAM 2016-C31 C V/R 10/15/26 | 61766RBE5 | ASSET BACKED | 1,652,000.0000 | 1,372,771.53 | .07 | |
MSC 2016-UB11 XA V/R 08/15/26 | 61767FBB6 | ASSET BACKED | 13,687,505.8200 | 360,359.18 | .02 | |
MSC 2020-L4 B 3.082% 02/15/30 | 61770KBB0 | ASSET BACKED | 806,000.0000 | 645,254.50 | .03 | |
MSRM 2020-RPL1 A V/R 10/25/23 | 61771HAA9 | ASSET BACKED | 1,391,716.0000 | 1,398,389.56 | .07 | |
MSC 2019-H7 A 3.524% 07/15/29 | 61771MAZ3 | ASSET BACKED | 1,356,000.0000 | 1,225,754.03 | .06 | |
MOTOROLA SOLUTIO 5.4% 04/15/34 | 620076BZ1 | CORPORATE BONDS | 200,000.0000 | 199,604.87 | .01 | |
MEDLINE BORROWE 5.25% 10/01/29 | 62482BAB8 | CORPORATE BONDS | 130,000.0000 | 122,871.91 | .01 | |
MURPHY OIL USA 4.75% 09/15/29 | 626738AE8 | CORPORATE BONDS | 120,000.0000 | 113,810.72 | .01 | |
NGL ENRGY PART L 7.5% 04/15/26 | 62913TAP7 | CORPORATE BONDS | 45,000.0000 | 44,997.01 | .00 | |
NGL ENRGY OP/F 8.125% 02/15/29 | 62922LAC2 | CORPORATE BONDS | 95,000.0000 | 97,297.29 | .00 | |
NLT 2021-INV1 A1 V/R 05/25/56 | 62923JAA0 | ASSET BACKED | 944,126.1200 | 779,812.20 | .04 | |
NRG ENERGY INC 3.625% 02/15/31 | 629377CR1 | CORPORATE BONDS | 80,000.0000 | 69,036.62 | .00 | |
NABORS INDUSTR 9.125% 01/31/30 | 62957HAP0 | CORPORATE BONDS | 85,000.0000 | 88,370.85 | .00 | |
NATIONAL RURAL 4.15% 12/15/32 | 637432NZ4 | CORPORATE BONDS | 510,000.0000 | 473,366.55 | .02 | |
NATIONAL RURAL U 5.8% 01/15/33 | 637432PA7 | CORPORATE BONDS | 140,000.0000 | 145,660.94 | .01 | |
NATIONAL RURAL UTI 5% 02/07/31 | 63743HFP2 | CORPORATE BONDS | 385,000.0000 | 382,255.58 | .02 | |
NATIONSTAR MTG 5.75% 11/15/31 | 63861CAE9 | CORPORATE BONDS | 145,000.0000 | 133,740.91 | .01 | |
NAVSL 2023-A A 5.51% 10/15/32 | 638961AA0 | ASSET BACKED | 726,344.3600 | 729,304.50 | .04 | |
NAVIENT CORP 5% 03/15/27 | 63938CAK4 | CORPORATE BONDS | 100,000.0000 | 95,804.21 | .00 | |
NAVSL 2021-EA 0.97% 12/15/28 | 63942EAA6 | ASSET BACKED | 372,393.1300 | 321,881.65 | .02 | |
NAVSL 2021-FA 1.11% 05/15/29 | 63942GAA1 | ASSET BACKED | 573,459.0500 | 489,625.82 | .02 | |
NETAPP INC 1.875% 06/22/25 | 64110DAL8 | CORPORATE BONDS | 307,000.0000 | 293,621.46 | .01 | |
NETFLIX INC 5.375% 11/15/29 | 64110LAU0 | CORPORATE BONDS | 192,000.0000 | 195,933.62 | .01 | |
NCHET 2005-B M2 V/R 10/25/35 | 64352VNL1 | ASSET BACKED | 4,000,000.0000 | 3,346,018.00 | .17 | |
USRE 2021-1 A1 1.91% 10/20/26 | 643821AA9 | ASSET BACKED | 1,050,000.0000 | 919,527.63 | .05 | |
NRZT 2021-NQ1R A V/R 07/25/55 | 64828BAA9 | ASSET BACKED | 303,118.4300 | 263,843.86 | .01 | |
NRZT 2021-NQ2R A V/R 10/25/58 | 64831EAA8 | ASSET BACKED | 183,683.3200 | 166,646.09 | .01 | |
NRZT 2021-NQM3 A V/R 11/27/56 | 64831TAA5 | ASSET BACKED | 970,248.3600 | 813,970.84 | .04 | |
NEW YORK TRANS 4.248% 09/01/35 | 650117AA2 | MUNICIPAL BONDS | 810,000.0000 | 785,521.07 | .04 | |
NEWS CORP 5.125% 02/15/32 | 65249BAB5 | CORPORATE BONDS | 45,000.0000 | 42,258.89 | .00 | |
NEXTERA ENERGY 4.255% 09/01/24 | 65339KBL3 | CORPORATE BONDS | 180,000.0000 | 178,799.60 | .01 | |
NEXTERA ENERGY 2.25% 06/01/30 | 65339KBR0 | CORPORATE BONDS | 1,455,000.0000 | 1,238,888.24 | .06 | |
NEXTERA ENERGY 4.625% 07/15/27 | 65339KCH1 | CORPORATE BONDS | 455,000.0000 | 448,655.86 | .02 | |
NEXTERA ENERGY 5.55% 03/15/54 | 65339KCV0 | CORPORATE BONDS | 120,000.0000 | 119,201.11 | .01 | |
NISOURCE INC 3.6% 05/01/30 | 65473PAJ4 | CORPORATE BONDS | 1,044,000.0000 | 961,571.87 | .05 | |
NISOURCE INC 5.4% 06/30/33 | 65473PAP0 | CORPORATE BONDS | 50,000.0000 | 50,402.21 | .00 | |
NISOURCE INC 5.35% 04/01/34 | 65473PAQ8 | CORPORATE BONDS | 595,000.0000 | 591,777.04 | .03 | |
NJ 2023-GSP A V/R 01/06/29 | 65486XAA1 | ASSET BACKED | 590,000.0000 | 616,514.01 | .03 | |
NORTHROP GRUMMA 5.15% 05/01/40 | 666807BT8 | CORPORATE BONDS | 520,000.0000 | 509,430.30 | .03 | |
NORTHROP GRUMMAN 5.2% 06/01/54 | 666807CM2 | CORPORATE BONDS | 410,000.0000 | 399,300.97 | .02 | |
AMSR 2020-SFR 2.456% 11/17/25 | 66981FAF7 | ASSET BACKED | 4,000,000.0000 | 3,734,534.80 | .19 | |
NUSTAR LOGISTICS L 6% 06/01/26 | 67059TAF2 | CORPORATE BONDS | 135,000.0000 | 134,397.39 | .01 | |
NVIDIA CORP 2.85% 04/01/30 | 67066GAF1 | CORPORATE BONDS | 370,000.0000 | 335,840.91 | .02 | |
O'REILLY AUTOMOT 4.7% 06/15/32 | 67103HAL1 | CORPORATE BONDS | 470,000.0000 | 459,324.98 | .02 | |
O'REILLY AUTOMO 5.75% 11/20/26 | 67103HAM9 | CORPORATE BONDS | 96,000.0000 | 97,579.62 | .00 | |
OBX 2021-NQM1 A1 V/R 03/25/25 | 67114BAA5 | ASSET BACKED | 629,694.0600 | 534,345.91 | .03 | |
OBX 2021-NQM3 A1 V/R 07/25/61 | 67114JAA8 | ASSET BACKED | 583,592.1900 | 452,697.25 | .02 | |
OBX 2022-NQM1 A1 V/R 01/25/26 | 67114VAA1 | ASSET BACKED | 1,156,309.1200 | 991,660.30 | .05 | |
CHORD ENERGY C 6.375% 06/01/26 | 674215AL2 | CORPORATE BONDS | 130,000.0000 | 130,542.23 | .01 | |
OCCIDENTAL PETR 7.15% 05/15/28 | 674599DR3 | CORPORATE BONDS | 4,720,000.0000 | 4,959,346.48 | .25 | |
OCCIDENTAL PET 6.625% 09/01/30 | 674599ED3 | CORPORATE BONDS | 186,000.0000 | 197,104.20 | .01 | |
OGLETHORPE POWE 5.05% 10/01/48 | 677050AN6 | CORPORATE BONDS | 410,000.0000 | 368,753.06 | .02 | |
OHIO EDISON CO 5.5% 01/15/33 | 677347CH7 | CORPORATE BONDS | 200,000.0000 | 199,539.99 | .01 | |
OHIO POWER COMPANY 5% 06/01/33 | 677415CV1 | CORPORATE BONDS | 480,000.0000 | 470,991.70 | .02 | |
ONCOR ELECTRIC 5.65% 11/15/33 | 68233JCS1 | CORPORATE BONDS | 380,000.0000 | 395,288.23 | .02 | |
ONEOK INC 3.1% 03/15/30 | 682680BB8 | CORPORATE BONDS | 290,000.0000 | 259,325.84 | .01 | |
ONEOK INC 6.1% 11/15/32 | 682680BG7 | CORPORATE BONDS | 235,000.0000 | 246,207.99 | .01 | |
ONEOK INC 6.625% 09/01/53 | 682680BN2 | CORPORATE BONDS | 181,000.0000 | 199,480.57 | .01 | |
ODART 2023-1A 5.41% 08/14/27 | 682685AA0 | ASSET BACKED | 995,000.0000 | 996,021.77 | .05 | |
ORACLE CORP 3.8% 11/15/37 | 68389XBP9 | CORPORATE BONDS | 325,000.0000 | 272,522.33 | .01 | |
ORACLE CORP 2.95% 04/01/30 | 68389XBV6 | CORPORATE BONDS | 165,000.0000 | 146,824.90 | .01 | |
ORACLE CORP 3.6% 04/01/50 | 68389XBX2 | CORPORATE BONDS | 1,604,000.0000 | 1,158,851.41 | .06 | |
ORACLE CORP 6.15% 11/09/29 | 68389XCH6 | CORPORATE BONDS | 70,000.0000 | 73,775.49 | .00 | |
ORACLE CORP 6.25% 11/09/32 | 68389XCJ2 | CORPORATE BONDS | 45,000.0000 | 48,147.38 | .00 | |
ORACLE CORP 4.9% 02/06/33 | 68389XCP8 | CORPORATE BONDS | 365,000.0000 | 357,352.57 | .02 | |
OTIS WORLDWIDE 2.565% 02/15/30 | 68902VAK3 | CORPORATE BONDS | 775,000.0000 | 681,464.89 | .03 | |
OUTFRONT MEDIA 7.375% 02/15/31 | 69007TAG9 | CORPORATE BONDS | 55,000.0000 | 57,608.32 | .00 | |
OWENS & MINOR 6.625% 04/01/30 | 690732AG7 | CORPORATE BONDS | 140,000.0000 | 138,951.96 | .01 | |
PECF USS INTERMEDI 8% 11/15/29 | 69291HAA3 | CORPORATE BONDS | 20,000.0000 | 10,504.24 | .00 | |
PBF HOLDING CO LLC 6% 02/15/28 | 69318FAJ7 | CORPORATE BONDS | 60,000.0000 | 59,039.50 | .00 | |
PFSFC 2023-C A 5.52% 10/15/26 | 69335PEY7 | ASSET BACKED | 2,915,000.0000 | 2,940,718.17 | .15 | |
PMTCR 2019-2R A V/R 05/30/25 | 69345WAA6 | ASSET BACKED | 740,052.6500 | 740,416.90 | .04 | |
PNMSR 2021-FT1 A V/R 03/25/26 | 69346MAD1 | ASSET BACKED | 1,800,000.0000 | 1,818,157.50 | .09 | |
PNC FINANCIAL SER V/R 10/28/33 | 693475BJ3 | CORPORATE BONDS | 90,000.0000 | 93,050.20 | .00 | |
PNC FINANCIAL SER V/R 01/21/28 | 693475BV6 | CORPORATE BONDS | 335,000.0000 | 335,382.67 | .02 | |
PNC FINANCIAL SER V/R 01/22/35 | 693475BW4 | CORPORATE BONDS | 245,000.0000 | 247,231.51 | .01 | |
PMTCR 2019-3R A V/R 11/27/31 | 69349MAA4 | ASSET BACKED | 368,547.0900 | 368,899.42 | .02 | |
PPL CAPITAL FU 4.125% 04/15/30 | 69352PAQ6 | CORPORATE BONDS | 150,000.0000 | 141,593.79 | .01 | |
PRPM 2021-3 A1 V/R 04/25/26 | 69357PAA6 | ASSET BACKED | 343,753.7300 | 337,794.45 | .02 | |
PRPM 2021-5 A1 V/R 06/25/24 | 69358DAA2 | ASSET BACKED | 586,854.6000 | 573,826.19 | .03 | |
PRPM 2021-2 A1 V/R 03/25/24 | 69359UAA3 | ASSET BACKED | 205,778.2000 | 203,779.06 | .01 | |
PRPM 2021-6 A1 V/R 07/25/24 | 69360FAA3 | ASSET BACKED | 488,724.8700 | 474,426.59 | .02 | |
PRPM 2021-RPL1 A V/R 07/25/51 | 69360GAA1 | ASSET BACKED | 209,744.1000 | 187,105.43 | .01 | |
PRPM 2021-7 A1 V/R 08/25/24 | 69360LAA0 | ASSET BACKED | 2,936,316.7000 | 2,839,927.99 | .14 | |
PRPM 2021-8 A1 V/R 09/25/26 | 69360MAA8 | ASSET BACKED | 532,158.4900 | 510,989.60 | .03 | |
PRPM 2021-9 A1 V/R 10/25/24 | 69360XAA4 | ASSET BACKED | 1,368,124.3600 | 1,333,214.20 | .07 | |
PRPM 2022-5 A1 V/R 09/27/27 | 69377VAA9 | ASSET BACKED | 896,683.7600 | 899,428.78 | .04 | |
PACIFIC GAS & EL 2.5% 02/01/31 | 694308JG3 | CORPORATE BONDS | 1,758,000.0000 | 1,461,915.04 | .07 | |
PACIFIC GAS & E 4.55% 07/01/30 | 694308JM0 | CORPORATE BONDS | 505,000.0000 | 480,013.55 | .02 | |
PACIFIC GAS & E 3.25% 06/01/31 | 694308JT5 | CORPORATE BONDS | 610,000.0000 | 529,653.26 | .03 | |
PACIFIC GAS & E 5.45% 06/15/27 | 694308KF3 | CORPORATE BONDS | 1,232,000.0000 | 1,235,540.94 | .06 | |
PACIFIC GAS & E 6.75% 01/15/53 | 694308KH9 | CORPORATE BONDS | 180,000.0000 | 196,067.75 | .01 | |
PACIFIC GAS & E 6.15% 01/15/33 | 694308KJ5 | CORPORATE BONDS | 470,000.0000 | 484,447.91 | .02 | |
PACIFIC GAS & EL 6.1% 01/15/29 | 694308KL0 | CORPORATE BONDS | 170,000.0000 | 175,180.81 | .01 | |
PACIFIC GAS & EL 6.4% 06/15/33 | 694308KM8 | CORPORATE BONDS | 735,000.0000 | 773,910.48 | .04 | |
PACTIV EVERGRE 4.375% 10/15/28 | 69527AAA4 | CORPORATE BONDS | 100,000.0000 | 93,287.14 | .00 | |
PAID 2022-1 B 3.344% 10/15/29 | 69546MAB3 | ASSET BACKED | 1,499,801.6500 | 1,461,508.71 | .07 | |
PAID 2021-3 B 1.74% 05/15/29 | 69546RAB2 | ASSET BACKED | 727,067.3800 | 723,219.59 | .04 | |
PAID 2023-3 A 7.6% 12/16/30 | 69548BAA7 | ASSET BACKED | 843,522.4900 | 849,341.11 | .04 | |
PANTHER ESCROW 7.125% 06/01/31 | 69867RAA5 | CORPORATE BONDS | 90,000.0000 | 91,503.90 | .00 | |
PARK INTERMED 4.875% 05/15/29 | 70052LAC7 | CORPORATE BONDS | 95,000.0000 | 88,342.57 | .00 | |
PENN ENTERTAIN 4.125% 07/01/29 | 707569AV1 | CORPORATE BONDS | 55,000.0000 | 47,297.28 | .00 | |
PENNYMAC FIN SV 4.25% 02/15/29 | 70932MAB3 | CORPORATE BONDS | 45,000.0000 | 41,053.95 | .00 | |
PENNYMAC FIN S 7.875% 12/15/29 | 70932MAD9 | CORPORATE BONDS | 80,000.0000 | 82,203.60 | .00 | |
PENSKE TRUCK LEA 4.2% 04/01/27 | 709599AX2 | CORPORATE BONDS | 203,000.0000 | 197,125.72 | .01 | |
PENSKE TRUCK LEA 4.4% 07/01/27 | 709599BN3 | CORPORATE BONDS | 155,000.0000 | 150,878.16 | .01 | |
PENSKE TRUCK LE 5.75% 05/24/26 | 709599BU7 | CORPORATE BONDS | 375,000.0000 | 377,712.81 | .02 | |
PENSKE TRUCK LE 6.05% 08/01/28 | 709599BW3 | CORPORATE BONDS | 170,000.0000 | 174,910.70 | .01 | |
PENSKE TRUCK LE 5.35% 03/30/29 | 709599BZ6 | CORPORATE BONDS | 115,000.0000 | 115,078.67 | .01 | |
PERFORMANCE FOO 4.25% 08/01/29 | 71376LAE0 | CORPORATE BONDS | 80,000.0000 | 73,312.98 | .00 | |
PERMIAN RESOURC OP 7% 01/15/32 | 71424VAA8 | CORPORATE BONDS | 140,000.0000 | 145,237.96 | .01 | |
PHILIP MORRIS 5.125% 11/17/27 | 718172CV9 | CORPORATE BONDS | 150,000.0000 | 150,775.75 | .01 | |
PHILIP MORRIS 4.875% 02/15/28 | 718172CZ0 | CORPORATE BONDS | 167,000.0000 | 166,539.86 | .01 | |
PHILIP MORRIS 5.125% 02/15/30 | 718172DA4 | CORPORATE BONDS | 755,000.0000 | 754,991.87 | .04 | |
PHILIP MORRIS 5.375% 02/15/33 | 718172DB2 | CORPORATE BONDS | 455,000.0000 | 458,738.20 | .02 | |
PHILIP MORRIS 5.625% 09/07/33 | 718172DE6 | CORPORATE BONDS | 435,000.0000 | 444,850.05 | .02 | |
PHILIP MORRIS 5.125% 02/13/31 | 718172DH9 | CORPORATE BONDS | 270,000.0000 | 268,230.03 | .01 | |
PHILIP MORRIS I 5.25% 02/13/34 | 718172DJ5 | CORPORATE BONDS | 199,000.0000 | 197,235.80 | .01 | |
PHILLIPS 66 CO 5.3% 06/30/33 | 718547AR3 | CORPORATE BONDS | 600,000.0000 | 603,716.08 | .03 | |
PHILLIPS 66 CO 5.65% 06/15/54 | 718547AW2 | CORPORATE BONDS | 447,000.0000 | 453,604.06 | .02 | |
PIKE CORP 5.5% 09/01/28 | 721283AA7 | CORPORATE BONDS | 125,000.0000 | 119,643.15 | .01 | |
PIKE CORP 8.625% 01/31/31 | 721283AB5 | CORPORATE BONDS | 65,000.0000 | 69,073.36 | .00 | |
POST HOLDINGS IN 5.5% 12/15/29 | 737446AP9 | CORPORATE BONDS | 45,000.0000 | 43,485.83 | .00 | |
PREMIER ENTERT 5.625% 09/01/29 | 74052HAA2 | CORPORATE BONDS | 30,000.0000 | 22,902.89 | .00 | |
PART 2022-1A B 6.55% 01/15/25 | 74113RAG4 | ASSET BACKED | 745,000.0000 | 747,921.00 | .04 | |
PRET 2021-NPL2 A V/R 06/25/24 | 741386AA4 | ASSET BACKED | 508,014.5000 | 492,361.46 | .02 | |
PRET 2021-NPL4 A V/R 10/27/24 | 741391AB2 | ASSET BACKED | 922,685.3100 | 900,328.83 | .04 | |
PRET 2021-RN1 A1 V/R 07/25/24 | 74140QAA6 | ASSET BACKED | 827,320.0300 | 806,110.03 | .04 | |
PRET 2021-NPL3 A V/R 07/25/24 | 74143EAA0 | ASSET BACKED | 453,305.5900 | 437,382.32 | .02 | |
PRET 2021-RN3 A1 V/R 09/25/51 | 74143JAA9 | ASSET BACKED | 1,199,723.6800 | 1,143,776.49 | .06 | |
PRIME SECSRVC B 6.25% 01/15/28 | 74166MAE6 | CORPORATE BONDS | 60,000.0000 | 58,774.72 | .00 | |
PRIMO WATER HO 4.375% 04/30/29 | 74168LAA4 | CORPORATE BONDS | 70,000.0000 | 64,370.30 | .00 | |
PRINCIPAL FINA 5.375% 03/15/33 | 74251VAT9 | CORPORATE BONDS | 425,000.0000 | 428,320.41 | .02 | |
PRINCIPAL LFE GL 5.1% 01/25/29 | 74256LEY1 | CORPORATE BONDS | 360,000.0000 | 359,026.29 | .02 | |
PROG 2022-SFR3 3.2% 04/17/27 | 74331UAA6 | ASSET BACKED | 329,647.6200 | 310,300.96 | .02 | |
PROG 2022-SFR 4.451% 06/17/27 | 74332YAA7 | ASSET BACKED | 246,360.2900 | 240,136.79 | .01 | |
PROG 2021-SFR 2.732% 01/17/29 | 74333XAC4 | ASSET BACKED | 3,720,000.0000 | 3,277,839.68 | .16 | |
PROG 2022-SFR 4.451% 07/20/27 | 74334DAA1 | ASSET BACKED | 1,063,454.4300 | 1,037,150.63 | .05 | |
PROG 2023-SFR1 4.3% 03/09/28 | 74334FAA6 | ASSET BACKED | 548,783.2600 | 530,252.22 | .03 | |
PROLOGIS TARGET 5.25% 04/01/29 | 74350LAA2 | CORPORATE BONDS | 95,000.0000 | 94,727.59 | .00 | |
PROTECTIVE LIF 5.467% 12/08/28 | 74368CBV5 | CORPORATE BONDS | 230,000.0000 | 234,063.47 | .01 | |
PUBLIC SERVICE 5.45% 03/01/54 | 74456QCR5 | CORPORATE BONDS | 260,000.0000 | 268,098.96 | .01 | |
PUBLIC SERVICE 6.125% 10/15/33 | 744573AX4 | CORPORATE BONDS | 285,000.0000 | 299,171.57 | .01 | |
PUBLIC SERVICE E 5.2% 04/01/29 | 744573AY2 | CORPORATE BONDS | 160,000.0000 | 160,123.00 | .01 | |
PUBLIC SERVICE 5.45% 04/01/34 | 744573AZ9 | CORPORATE BONDS | 100,000.0000 | 100,184.69 | .00 | |
PUGET ENERGY IN 3.65% 05/15/25 | 745310AH5 | CORPORATE BONDS | 535,000.0000 | 522,412.92 | .03 | |
PUGET ENERGY INC 4.1% 06/15/30 | 745310AK8 | CORPORATE BONDS | 230,000.0000 | 209,926.33 | .01 | |
QORVO INC 3.375% 04/01/31 | 74736KAJ0 | CORPORATE BONDS | 115,000.0000 | 98,901.59 | .00 | |
QORVO INC 1.75% 12/15/24 | 74739DAB0 | CORPORATE BONDS | 175,000.0000 | 169,824.67 | .01 | |
QUANTA SERVICES 2.35% 01/15/32 | 74762EAH5 | CORPORATE BONDS | 488,000.0000 | 396,536.55 | .02 | |
RALI 2006-QS17 A8 6% 12/25/36 | 74922SAH1 | ASSET BACKED | 2,856,452.0100 | 2,296,521.43 | .11 | |
RPM INTERNATION 2.95% 01/15/32 | 749685AY9 | CORPORATE BONDS | 1,840,000.0000 | 1,557,299.27 | .08 | |
RADIATE HOLDCO / 4.5% 09/15/26 | 75026JAC4 | CORPORATE BONDS | 20,000.0000 | 15,903.06 | .00 | |
RADIOLOGY PARTNE 8.5% 01/31/29 | 75041VAB0 | CORPORATE BONDS | 35,856.0000 | 33,267.20 | .00 | |
RADIOLOGY PART 9.781% 02/15/30 | 75041VAC8 | CORPORATE BONDS | 26,291.0000 | 21,164.26 | .00 | |
RTX CORP 5.75% 11/08/26 | 75513ECT6 | CORPORATE BONDS | 435,000.0000 | 441,686.28 | .02 | |
REALOGY GROUP/C 5.25% 04/15/30 | 75606DAQ4 | CORPORATE BONDS | 65,000.0000 | 44,200.95 | .00 | |
REALTY INCOME C 5.05% 01/13/26 | 756109BQ6 | CORPORATE BONDS | 200,000.0000 | 199,294.17 | .01 | |
REALTY INCOME CO 4.9% 07/15/33 | 756109BT0 | CORPORATE BONDS | 325,000.0000 | 314,014.70 | .02 | |
REGAL REXNORD C 6.05% 04/15/28 | 758750AD5 | CORPORATE BONDS | 1,085,000.0000 | 1,099,933.09 | .05 | |
UPBOUND GROUP 6.375% 02/15/29 | 76009NAL4 | CORPORATE BONDS | 45,000.0000 | 43,686.66 | .00 | |
RMLT 2021-1R A1 V/R 01/25/65 | 76090NAA8 | ASSET BACKED | 165,313.1900 | 152,698.31 | .01 | |
RALI 2005-QS13 5.5% 09/25/35 | 761118GU6 | ASSET BACKED | 1,082,772.0900 | 874,034.96 | .04 | |
RMLT 2020-1 M1 V/R 01/26/60 | 76119CAD3 | ASSET BACKED | 3,100,000.0000 | 2,750,316.90 | .14 | |
VDCR 2023-1A A2A 5% 09/15/28 | 76134KAA2 | ASSET BACKED | 1,040,000.0000 | 1,004,900.00 | .05 | |
ROLLER BEARING 4.375% 10/15/29 | 775631AD6 | CORPORATE BONDS | 60,000.0000 | 54,937.16 | .00 | |
SFAST 2023-1A 5.47% 06/20/27 | 78398AAE3 | ASSET BACKED | 520,000.0000 | 525,119.30 | .03 | |
SBA TOWER TRUS 1.631% 11/15/26 | 78403DAT7 | CORPORATE BONDS | 2,575,000.0000 | 2,329,943.43 | .12 | |
SFAVE 2015-5AVE V/R 01/05/35 | 78413MAL2 | ASSET BACKED | 3,640,000.0000 | 2,536,858.32 | .13 | |
SGR 2021-1 A1 V/R 07/25/61 | 784212AA0 | ASSET BACKED | 834,246.2200 | 669,129.87 | .03 | |
SGR 2021-2 B1 V/R 12/25/61 | 78432YAE9 | ASSET BACKED | 5,238,000.0000 | 3,847,390.09 | .19 | |
SMRT 2022-MINI D V/R 01/15/24 | 78457JAL6 | ASSET BACKED | 3,750,000.0000 | 3,684,092.25 | .18 | |
SREIT 2021-FLWR V/R 07/15/23 | 78485GAL8 | ASSET BACKED | 3,480,000.0000 | 3,432,150.00 | .17 | |
SWF ESCROW ISSUE 6.5% 10/01/29 | 78500AAA6 | CORPORATE BONDS | 50,000.0000 | 36,977.59 | .00 | |
SABINE PASS LIQUEF 5% 03/15/27 | 785592AS5 | CORPORATE BONDS | 256,000.0000 | 255,251.37 | .01 | |
SDART 2023-3 B 5.61% 07/15/26 | 80285XAD7 | ASSET BACKED | 635,000.0000 | 636,441.96 | .03 | |
SDART 2023-1 B 4.98% 11/17/25 | 80287GAD2 | ASSET BACKED | 365,000.0000 | 362,491.17 | .02 | |
SASOL FINANCING 5.5% 03/18/31 | 80386WAD7 | CORPORATE BONDS | 400,000.0000 | 336,979.56 | .02 | |
MATIV HOLDINGS 6.875% 10/01/26 | 808541AA4 | CORPORATE BONDS | 110,000.0000 | 109,203.89 | .01 | |
SC GAMES HOLDI 6.625% 03/01/30 | 80874DAA4 | CORPORATE BONDS | 145,000.0000 | 140,178.08 | .01 | |
LIGHT & WONDER 7.25% 11/15/29 | 80874YBE9 | CORPORATE BONDS | 65,000.0000 | 66,726.86 | .00 | |
SEALED AIR/SEAL 7.25% 02/15/31 | 812127AB4 | CORPORATE BONDS | 85,000.0000 | 88,373.31 | .00 | |
SELECT MEDICAL 6.25% 08/15/26 | 816196AT6 | CORPORATE BONDS | 110,000.0000 | 110,204.16 | .01 | |
SEMPRA 3.4% 02/01/28 | 816851BG3 | CORPORATE BONDS | 145,000.0000 | 137,004.80 | .01 | |
SHERWIN-WILLIAMS 2.3% 05/15/30 | 824348BL9 | CORPORATE BONDS | 680,000.0000 | 584,042.94 | .03 | |
SIMON PROPERTY G 2.2% 02/01/31 | 828807DM6 | CORPORATE BONDS | 1,905,000.0000 | 1,583,078.91 | .08 | |
SIRIUS XM RADIO 5.5% 07/01/29 | 82967NBC1 | CORPORATE BONDS | 125,000.0000 | 119,057.55 | .01 | |
SITIO ROYAL OP 7.875% 11/01/28 | 82983MAB6 | CORPORATE BONDS | 65,000.0000 | 67,229.57 | .00 | |
SMITHFIELD FOOD 4.25% 02/01/27 | 832248AZ1 | CORPORATE BONDS | 409,000.0000 | 392,759.69 | .02 | |
SOFI 2018-B BF 3.83% 01/25/27 | 83404RAC2 | ASSET BACKED | 1,000,000.0000 | 913,367.70 | .05 | |
SOLVENTUM CORP 5.4% 03/01/29 | 83444MAC5 | CORPORATE BONDS | 500,000.0000 | 501,007.84 | .02 | |
SONIC AUTOMOTI 4.625% 11/15/29 | 83545GBD3 | CORPORATE BONDS | 120,000.0000 | 107,615.53 | .01 | |
SOUTHAVEN CMBD 3.846% 08/15/33 | 841215AA4 | CORPORATE BONDS | 276,322.0100 | 259,828.85 | .01 | |
SOUTHERN CAL E 4.125% 03/01/48 | 842400GK3 | CORPORATE BONDS | 545,000.0000 | 439,922.07 | .02 | |
SOUTHERN CAL ED 2.85% 08/01/29 | 842400GS6 | CORPORATE BONDS | 130,000.0000 | 117,067.56 | .01 | |
SOUTHERN CAL ED 2.25% 06/01/30 | 842400GU1 | CORPORATE BONDS | 325,000.0000 | 276,170.02 | .01 | |
SOUTHERN CAL ED 5.95% 11/01/32 | 842400HT3 | CORPORATE BONDS | 215,000.0000 | 225,459.15 | .01 | |
SOUTHERN CAL EDI 5.2% 06/01/34 | 842400HZ9 | CORPORATE BONDS | 915,000.0000 | 905,829.19 | .04 | |
SOUTHERN CAL ED 5.15% 06/01/29 | 842400JC8 | CORPORATE BONDS | 385,000.0000 | 386,581.21 | .02 | |
SOUTHERN CALIF 5.75% 06/01/53 | 842434CY6 | CORPORATE BONDS | 5,955,000.0000 | 6,054,269.25 | .30 | |
SOUTHERN CALIF G 5.2% 06/01/33 | 842434CZ3 | CORPORATE BONDS | 555,000.0000 | 555,569.39 | .03 | |
SOUTHERN CALIF G 5.6% 04/01/54 | 842434DA7 | CORPORATE BONDS | 260,000.0000 | 260,165.07 | .01 | |
SOUTHERN CO V/R 09/15/51 | 842587DJ3 | CORPORATE BONDS | 420,000.0000 | 392,616.42 | .02 | |
SOUTHERN CO 4.85% 06/15/28 | 842587DQ7 | CORPORATE BONDS | 385,000.0000 | 382,964.96 | .02 | |
SOUTHERN CO 5.2% 06/15/33 | 842587DR5 | CORPORATE BONDS | 330,000.0000 | 329,743.74 | .02 | |
SOUTHERN CO 5.7% 03/15/34 | 842587DT1 | CORPORATE BONDS | 720,000.0000 | 742,567.90 | .04 | |
SOUTHERN COPPE 3.875% 04/23/25 | 84265VAH8 | CORPORATE BONDS | 50,000.0000 | 49,005.40 | .00 | |
SOUTHERN CO GAS 5.75% 09/15/33 | 8426EPAG3 | CORPORATE BONDS | 110,000.0000 | 113,867.70 | .01 | |
SOUTHWEST AIRL 5.125% 06/15/27 | 844741BK3 | CORPORATE BONDS | 1,709,000.0000 | 1,705,624.74 | .08 | |
SOUTHWEST GAS CO 2.2% 06/15/30 | 845011AC9 | CORPORATE BONDS | 438,000.0000 | 368,971.04 | .02 | |
SOUTHWESTERN ELE 5.3% 04/01/33 | 845437BU5 | CORPORATE BONDS | 445,000.0000 | 439,628.92 | .02 | |
SOUTHWESTERN EN 4.75% 02/01/32 | 845467AT6 | CORPORATE BONDS | 65,000.0000 | 59,836.27 | .00 | |
SPECTRUM BRANDS IN 5% 10/01/29 | 84762LAV7 | CORPORATE BONDS | 130,000.0000 | 127,405.90 | .01 | |
ONEMAIN FINANC 7.125% 03/15/26 | 85172FAN9 | CORPORATE BONDS | 115,000.0000 | 117,086.79 | .01 | |
ONEMAIN FINANC 5.375% 11/15/29 | 85172FAR0 | CORPORATE BONDS | 90,000.0000 | 84,619.12 | .00 | |
SPIRIT AEROSYST 9.75% 11/15/30 | 85205TAR1 | CORPORATE BONDS | 80,000.0000 | 89,485.28 | .00 | |
SPRINT SPECTRU 5.152% 03/20/28 | 85208NAE0 | CORPORATE BONDS | 2,316,000.0000 | 2,310,742.80 | .11 | |
SIDC 2023-2A A2 5.9% 07/25/28 | 85236KAH5 | ASSET BACKED | 590,000.0000 | 587,931.34 | .03 | |
SIDC 2024-1A A2 5.9% 03/26/29 | 85236KAM4 | ASSET BACKED | 320,000.0000 | 320,926.50 | .02 | |
STANDARD INDUS 4.375% 07/15/30 | 853496AG2 | CORPORATE BONDS | 180,000.0000 | 161,738.14 | .01 | |
STAPLES INC 7.5% 04/15/26 | 855030AN2 | CORPORATE BONDS | 45,000.0000 | 43,918.73 | .00 | |
STAPLES INC 10.75% 04/15/27 | 855030AP7 | CORPORATE BONDS | 35,000.0000 | 33,268.87 | .00 | |
STAR 2021-SFR1 G V/R 04/17/26 | 85521DAN2 | ASSET BACKED | 3,500,000.0000 | 3,344,475.05 | .17 | |
STARWOOD PROPER 7.25% 04/01/29 | 85571BBB0 | CORPORATE BONDS | 70,000.0000 | 70,557.13 | .00 | |
STAR 2021-1 A1 V/R 05/25/65 | 85573GAA0 | ASSET BACKED | 464,878.6300 | 405,340.51 | .02 | |
STAR 2021-2 A1 V/R 05/25/65 | 85573HAA8 | ASSET BACKED | 159,612.9800 | 144,136.46 | .01 | |
STAR 2021-3 A1 V/R 06/25/56 | 85573JAA4 | ASSET BACKED | 711,821.0300 | 577,298.03 | .03 | |
STAR 2021-4 A1 V/R 08/25/56 | 85573PAA0 | ASSET BACKED | 954,614.0500 | 792,524.78 | .04 | |
STAR 2021-6 A1 V/R 11/25/66 | 85573RAA6 | ASSET BACKED | 893,978.9500 | 746,625.83 | .04 | |
STATION CASINO 4.625% 12/01/31 | 857691AH2 | CORPORATE BONDS | 70,000.0000 | 62,915.66 | .00 | |
STATION CASINO 6.625% 03/15/32 | 857691AJ8 | CORPORATE BONDS | 110,000.0000 | 111,118.54 | .01 | |
STEELCASE INC 5.125% 01/18/29 | 858155AE4 | CORPORATE BONDS | 2,675,000.0000 | 2,528,060.65 | .13 | |
SAIL 2006-4 A5 V/R 07/25/36 | 86360WAE2 | ASSET BACKED | 8,700,000.0000 | 2,855,988.15 | .14 | |
SUBURBAN PROPANE P 5% 06/01/31 | 864486AL9 | CORPORATE BONDS | 120,000.0000 | 109,402.01 | .01 | |
SUN COMMUNITIES 2.7% 07/15/31 | 866677AE7 | CORPORATE BONDS | 239,000.0000 | 196,815.79 | .01 | |
SUNCOKE ENERGY 4.875% 06/30/29 | 86722AAD5 | CORPORATE BONDS | 105,000.0000 | 95,067.32 | .00 | |
SNVA 2021-A A 1.8% 02/21/28 | 86746EAA5 | ASSET BACKED | 785,622.8000 | 686,136.09 | .03 | |
SUNOCO LP/FINANCE 6% 04/15/27 | 86765LAQ0 | CORPORATE BONDS | 55,000.0000 | 54,780.30 | .00 | |
SUNOCO LP/FINANC 4.5% 05/15/29 | 86765LAT4 | CORPORATE BONDS | 55,000.0000 | 51,123.51 | .00 | |
SUNRN 2021-2A 2.27% 01/30/29 | 86772HAA5 | ASSET BACKED | 1,765,736.1100 | 1,440,550.38 | .07 | |
SYNIT 2023-A2 5.74% 10/15/26 | 87166PAL5 | ASSET BACKED | 5,430,000.0000 | 5,510,632.24 | .27 | |
SYSCO CORPORATI 3.25% 07/15/27 | 871829BF3 | CORPORATE BONDS | 207,000.0000 | 195,590.58 | .01 | |
SYSCO CORPORATI 5.75% 01/17/29 | 871829BS5 | CORPORATE BONDS | 265,000.0000 | 272,667.99 | .01 | |
T-MOBILE USA I 3.875% 04/15/30 | 87264ABF1 | CORPORATE BONDS | 670,000.0000 | 627,644.24 | .03 | |
T-MOBILE USA I 2.875% 02/15/31 | 87264ABT1 | CORPORATE BONDS | 2,001,000.0000 | 1,737,765.25 | .09 | |
T-MOBILE USA IN 5.05% 07/15/33 | 87264ACY9 | CORPORATE BONDS | 210,000.0000 | 207,720.31 | .01 | |
T-MOBILE USA IN 5.75% 01/15/34 | 87264ADC6 | CORPORATE BONDS | 325,000.0000 | 338,447.58 | .02 | |
T-MOBILE USA INC 5.5% 01/15/55 | 87264ADG7 | CORPORATE BONDS | 600,000.0000 | 598,851.66 | .03 | |
TMUST 2024-1A 5.05% 02/22/27 | 87267RAA3 | ASSET BACKED | 2,300,000.0000 | 2,299,500.21 | .11 | |
TYSN 2023-CRNR A V/R 12/10/28 | 87332PAA8 | ASSET BACKED | 1,105,000.0000 | 1,154,768.54 | .06 | |
BELL 2021-1A 2.542% 08/25/31 | 87342RAJ3 | ASSET BACKED | 933,375.0000 | 770,060.23 | .04 | |
TAKE-TWO INTERA 4.95% 03/28/28 | 874054AK5 | CORPORATE BONDS | 394,000.0000 | 392,485.44 | .02 | |
TALLGRASS NRG 7.375% 02/15/29 | 87470LAL5 | CORPORATE BONDS | 65,000.0000 | 65,388.53 | .00 | |
TAPESTRY INC 7.05% 11/27/25 | 876030AB3 | CORPORATE BONDS | 135,000.0000 | 137,777.82 | .01 | |
TAPESTRY INC 7.7% 11/27/30 | 876030AE7 | CORPORATE BONDS | 94,000.0000 | 100,242.88 | .00 | |
TARGA RESOURCES PA 4% 01/15/32 | 87612BBU5 | CORPORATE BONDS | 755,000.0000 | 679,563.87 | .03 | |
TARGA RESOURCES 6.15% 03/01/29 | 87612GAE1 | CORPORATE BONDS | 170,000.0000 | 177,175.34 | .01 | |
TENET HEALTHCA 6.125% 10/01/28 | 88033GDK3 | CORPORATE BONDS | 90,000.0000 | 89,677.44 | .00 | |
TENET HEALTHCA 6.125% 06/15/30 | 88033GDQ0 | CORPORATE BONDS | 120,000.0000 | 119,724.72 | .01 | |
TENET HEALTHCAR 6.25% 02/01/27 | 88033GDS6 | CORPORATE BONDS | 100,000.0000 | 99,965.33 | .00 | |
TENNESSEE GAS PI 2.9% 03/01/30 | 880451AZ2 | CORPORATE BONDS | 6,275,000.0000 | 5,494,348.65 | .27 | |
TESLA 2021-B B 0.91% 09/22/25 | 88161KAE5 | ASSET BACKED | 500,000.0000 | 495,578.15 | .02 | |
TNG23 2023-1 5.102% 04/01/33 | 88258MAA3 | ASSET BACKED | 735,000.0000 | 741,428.60 | .04 | |
WILLIAMS COMPAN 5.15% 03/15/34 | 88339WAC0 | CORPORATE BONDS | 200,000.0000 | 198,197.32 | .01 | |
CLOUD SOFTWARE G 6.5% 03/31/29 | 88632QAE3 | CORPORATE BONDS | 30,000.0000 | 28,468.85 | .00 | |
TRK 2021-1 A1 V/R 07/25/23 | 89053BAA2 | ASSET BACKED | 381,501.2100 | 377,467.52 | .02 | |
TPMT 2021-R1 A1 V/R 04/27/29 | 89179TAA2 | ASSET BACKED | 1,474,910.3300 | 1,254,435.72 | .06 | |
TPMT 2022-4 A1 V/R 06/25/62 | 89180YAA8 | ASSET BACKED | 2,835,128.5200 | 2,639,002.27 | .13 | |
TOWNSQUARE MED 6.875% 02/01/26 | 892231AB7 | CORPORATE BONDS | 95,000.0000 | 92,625.00 | .00 | |
TRANSCONT GAS P 3.25% 05/15/30 | 893574AP8 | CORPORATE BONDS | 155,000.0000 | 140,269.58 | .01 | |
TRANSDIGM INC 5.5% 11/15/27 | 893647BL0 | CORPORATE BONDS | 140,000.0000 | 137,025.34 | .01 | |
TRANSDIGM INC 6.875% 12/15/30 | 893647BS5 | CORPORATE BONDS | 135,000.0000 | 137,618.33 | .01 | |
TAST 2023-1A A 6.48% 01/15/25 | 89616KAA2 | ASSET BACKED | 118,724.5700 | 118,746.53 | .01 | |
TRIDENT TPI HO 12.75% 12/31/28 | 89616RAC3 | CORPORATE BONDS | 100,000.0000 | 106,694.00 | .01 | |
TCN 2023-SFR1 A 5.1% 07/17/28 | 89616WAA6 | ASSET BACKED | 379,649.4900 | 377,570.04 | .02 | |
TRITON WATER HO 6.25% 04/01/29 | 89680EAA7 | CORPORATE BONDS | 75,000.0000 | 68,311.13 | .00 | |
TRK 2021-INV1 A1 V/R 07/25/56 | 89688WAA9 | ASSET BACKED | 355,594.5000 | 304,937.50 | .02 | |
TRUIST FINANCIAL V/R 01/26/34 | 89788MAM4 | CORPORATE BONDS | 3,295,000.0000 | 3,171,529.20 | .16 | |
COHERENT CORP 5% 12/15/29 | 902104AC2 | CORPORATE BONDS | 60,000.0000 | 56,510.67 | .00 | |
TYSON FOODS INC 5.4% 03/15/29 | 902494BL6 | CORPORATE BONDS | 65,000.0000 | 65,581.18 | .00 | |
TYSON FOODS INC 5.7% 03/15/34 | 902494BM4 | CORPORATE BONDS | 225,000.0000 | 227,967.69 | .01 | |
UDR INC 3.2% 01/15/30 | 90265EAQ3 | CORPORATE BONDS | 5,160,000.0000 | 4,675,371.30 | .23 | |
UBSCM 2017-C1 XA V/R 06/15/50 | 90276EAF4 | ASSET BACKED | 4,143,832.7600 | 147,818.80 | .01 | |
UKG INC 6.875% 02/01/31 | 90279XAA0 | CORPORATE BONDS | 60,000.0000 | 61,123.62 | .00 | |
US FOODS INC 7.25% 01/15/32 | 90290MAH4 | CORPORATE BONDS | 120,000.0000 | 124,887.54 | .01 | |
UNIFRAX ESCROW 5.25% 09/30/28 | 90473LAA0 | CORPORATE BONDS | 40,000.0000 | 25,795.14 | .00 | |
UNITED AIRLINE 4.625% 04/15/29 | 90932LAH0 | CORPORATE BONDS | 165,000.0000 | 153,450.02 | .01 | |
UNITED AIR 2016 3.65% 10/07/25 | 90933JAA9 | CORPORATE BONDS | 1,458,333.3400 | 1,398,855.80 | .07 | |
UNITED NATURAL 6.75% 10/15/28 | 911163AA1 | CORPORATE BONDS | 80,000.0000 | 66,447.55 | .00 | |
US BANCORP V/R 11/03/36 | 91159HJB7 | CORPORATE BONDS | 4,859,000.0000 | 3,822,835.21 | .19 | |
US BANCORP V/R 02/01/34 | 91159HJL5 | CORPORATE BONDS | 1,145,000.0000 | 1,087,245.62 | .05 | |
US TREAS BDS 3.625% 08/15/43 | 912810RC4 | GOVERNMENT BONDS | 3,975,000.0000 | 3,535,731.46 | .18 | |
US TREAS BDS 3.625% 02/15/44 | 912810RE0 | GOVERNMENT BONDS | 6,715,000.0000 | 5,958,250.99 | .30 | |
US TREAS BDS 3.375% 05/15/44 | 912810RG5 | GOVERNMENT BONDS | 12,905,000.0000 | 11,012,098.60 | .55 | |
US TREAS BDS 2.5% 02/15/45 | 912810RK6 | GOVERNMENT BONDS | 2,470,000.0000 | 1,806,091.02 | .09 | |
US TREAS BDS 2.25% 08/15/46 | 912810RT7 | GOVERNMENT BONDS | 4,065,000.0000 | 2,782,143.15 | .14 | |
US TREAS BDS 3% 02/15/48 | 912810SA7 | GOVERNMENT BONDS | 8,500,000.0000 | 6,648,261.74 | .33 | |
US TREAS BDS 3.125% 05/15/48 | 912810SC3 | GOVERNMENT BONDS | 9,545,000.0000 | 7,633,762.84 | .38 | |
US TREAS BDS 3.375% 11/15/48 | 912810SE9 | GOVERNMENT BONDS | 5,110,000.0000 | 4,270,243.35 | .21 | |
US TIPS 0.25% 02/15/50 | 912810SM1 | GOVERNMENT BONDS | 4,762,491.4000 | 3,005,287.14 | .15 | |
US TREAS BDS 2.375% 05/15/51 | 912810SX7 | GOVERNMENT BONDS | 34,460,000.0000 | 23,393,763.36 | 1.16 | |
US TREAS BDS 1.875% 11/15/51 | 912810TB4 | GOVERNMENT BONDS | 12,330,000.0000 | 7,384,995.67 | .37 | |
US TREAS BDS 2% 11/15/41 | 912810TC2 | GOVERNMENT BONDS | 3,565,000.0000 | 2,501,070.31 | .12 | |
US TIPS 0.125% 02/15/52 | 912810TE8 | GOVERNMENT BONDS | 240,418.6400 | 141,382.15 | .01 | |
US TREAS BDS 3.25% 05/15/42 | 912810TH1 | GOVERNMENT BONDS | 7,870,000.0000 | 6,689,807.40 | .33 | |
US TREAS BDS 3% 08/15/52 | 912810TJ7 | GOVERNMENT BONDS | 7,170,000.0000 | 5,569,353.50 | .28 | |
US TREAS BDS 3.375% 08/15/42 | 912810TK4 | GOVERNMENT BONDS | 9,165,000.0000 | 7,916,268.75 | .39 | |
US TREAS BDS 4% 11/15/52 | 912810TL2 | GOVERNMENT BONDS | 2,801,600.0000 | 2,634,051.18 | .13 | |
US TREAS BDS 3.625% 02/15/53 | 912810TN8 | GOVERNMENT BONDS | 8,978,000.0000 | 7,883,806.25 | .39 | |
US TREAS BDS 3.875% 02/15/43 | 912810TQ1 | GOVERNMENT BONDS | 26,865,000.0000 | 24,834,383.72 | 1.23 | |
US TREAS BDS 3.625% 05/15/53 | 912810TR9 | GOVERNMENT BONDS | 5,797,000.0000 | 5,093,207.97 | .25 | |
US TREAS BDS 4.125% 08/15/53 | 912810TT5 | GOVERNMENT BONDS | 13,170,000.0000 | 12,657,604.69 | .63 | |
US TREAS BDS 4.75% 11/15/53 | 912810TV0 | GOVERNMENT BONDS | 44,300,000.0000 | 47,290,250.00 | 2.34 | |
WI TREASURY SE 4.250% 02/15/54 | 912810TX6 | GOVERNMENT BONDS | 37,000,000.0000 | 36,387,187.50 | 1.80 | |
US TIPS 0.25% 07/15/29 | 9128287D6 | GOVERNMENT BONDS | 994,727.2500 | 917,167.02 | .05 | |
US TIPS 0.125% 07/15/30 | 912828ZZ6 | GOVERNMENT BONDS | 2,748,672.2000 | 2,476,122.83 | .12 | |
US TREAS NTS 0.625% 08/15/30 | 91282CAE1 | GOVERNMENT BONDS | 8,180,000.0000 | 6,550,710.14 | .32 | |
US TREAS NTS 0.25% 08/31/25 | 91282CAJ0 | GOVERNMENT BONDS | 12,500,000.0000 | 11,719,726.50 | .58 | |
US TREAS NTS 1.625% 05/15/31 | 91282CCB5 | GOVERNMENT BONDS | 1,925,000.0000 | 1,622,263.68 | .08 | |
US TREAS BDS 0% 11/30/26/ | 91282CDK4 | GOVERNMENT BONDS | 1,780,000.0000 | 1,636,696.10 | .08 | |
US TREAS NTS 2.75% 04/30/27 | 91282CEN7 | GOVERNMENT BONDS | 5,895,000.0000 | 5,613,605.83 | .28 | |
US TREAS NTS 2.75% 08/15/32 | 91282CFF3 | GOVERNMENT BONDS | 6,430,000.0000 | 5,767,157.41 | .29 | |
US TREAS NTS 4% 12/15/25 | 91282CGA3 | GOVERNMENT BONDS | 2,695,000.0000 | 2,661,838.86 | .13 | |
US TREAS NTS 4% 02/15/26 | 91282CGL9 | GOVERNMENT BONDS | 4,060,000.0000 | 4,009,567.17 | .20 | |
US TREAS NTS 3.5% 02/15/33 | 91282CGM7 | GOVERNMENT BONDS | 40,723,000.0000 | 38,567,544.24 | 1.91 | |
US TREAS NTS 4.625% 03/15/26 | 91282CGR6 | GOVERNMENT BONDS | 9,600,000.0000 | 9,591,749.95 | .48 | |
US TREAS NTS 3.625% 03/31/30 | 91282CGS4 | GOVERNMENT BONDS | 12,940,000.0000 | 12,525,515.63 | .62 | |
US TREAS NTS 3.875% 04/30/25 | 91282CGX3 | GOVERNMENT BONDS | 3,600,000.0000 | 3,557,250.00 | .18 | |
US TREAS NTS 3.625% 05/31/28 | 91282CHE4 | GOVERNMENT BONDS | 2,400,000.0000 | 2,339,156.26 | .12 | |
US TREAS NTS 3.75% 06/30/30 | 91282CHJ3 | GOVERNMENT BONDS | 3,450,000.0000 | 3,358,628.89 | .17 | |
US TREAS NTS 4% 06/30/28 | 91282CHK0 | GOVERNMENT BONDS | 4,400,000.0000 | 4,351,187.50 | .22 | |
US TREAS NTS 4.5% 07/15/26 | 91282CHM6 | GOVERNMENT BONDS | 4,200,000.0000 | 4,193,765.60 | .21 | |
US TIPS 1.375% 07/15/33 | 91282CHP9 | GOVERNMENT BONDS | 1,355,692.5000 | 1,301,029.49 | .06 | |
US TREAS NTS 4.125% 07/31/28 | 91282CHQ7 | GOVERNMENT BONDS | 7,195,000.0000 | 7,150,031.25 | .35 | |
US TREAS NTS 3.875% 08/15/33 | 91282CHT1 | GOVERNMENT BONDS | 5,195,000.0000 | 5,057,007.81 | .25 | |
US TREAS NTS 4.625% 10/15/26 | 91282CJC6 | GOVERNMENT BONDS | 15,030,000.0000 | 15,072,858.95 | .75 | |
US TREAS NTS 4.5% 11/15/33 | 91282CJJ1 | GOVERNMENT BONDS | 16,185,000.0000 | 16,544,104.69 | .82 | |
US TREAS NTS 4.875% 11/30/25 | 91282CJL6 | GOVERNMENT BONDS | 3,950,000.0000 | 3,955,708.97 | .20 | |
US TREAS NTS 4.375% 11/30/30 | 91282CJM4 | GOVERNMENT BONDS | 3,150,000.0000 | 3,176,208.98 | .16 | |
US TREAS NTS 4.375% 11/30/28 | 91282CJN2 | GOVERNMENT BONDS | 4,700,000.0000 | 4,724,785.17 | .23 | |
US TREAS NTS 4.375% 12/15/26 | 91282CJP7 | GOVERNMENT BONDS | 5,950,000.0000 | 5,935,357.41 | .29 | |
US TREAS NTS 4.25% 12/31/25 | 91282CJS1 | GOVERNMENT BONDS | 12,885,000.0000 | 12,778,799.38 | .63 | |
UNITEDHEALTH GRO 3.5% 08/15/39 | 91324PDT6 | CORPORATE BONDS | 310,000.0000 | 255,362.48 | .01 | |
UNITEDHEALTH GROUP 4% 05/15/29 | 91324PEH1 | CORPORATE BONDS | 135,000.0000 | 130,549.26 | .01 | |
UNITEDHEALTH GRO 4.2% 05/15/32 | 91324PEJ7 | CORPORATE BONDS | 290,000.0000 | 275,602.37 | .01 | |
UNITEDHEALTH GR 4.95% 05/15/62 | 91324PEL2 | CORPORATE BONDS | 85,000.0000 | 79,375.81 | .00 | |
UNITEDHEALTH GR 6.05% 02/15/63 | 91324PET5 | CORPORATE BONDS | 145,000.0000 | 159,441.70 | .01 | |
UNITEDHEALTH G 5.375% 04/15/54 | 91324PFC1 | CORPORATE BONDS | 525,000.0000 | 533,952.73 | .03 | |
UNITI GROUP/CSL 10.5% 02/15/28 | 91327TAA9 | CORPORATE BONDS | 65,000.0000 | 67,387.34 | .00 | |
UNIV OF CALIFO 6.548% 05/15/48 | 913366EP1 | MUNICIPAL BONDS | 20,000.0000 | 22,689.96 | .00 | |
UNIVISION COMMUN 4.5% 05/01/29 | 914906AV4 | CORPORATE BONDS | 75,000.0000 | 67,024.07 | .00 | |
UNIVISION COMM 7.375% 06/30/30 | 914906AX0 | CORPORATE BONDS | 35,000.0000 | 34,609.45 | .00 | |
UPSPT 2021-ST4 A 2% 07/20/27 | 91534HAA4 | ASSET BACKED | 302,359.5000 | 291,693.28 | .01 | |
UPST 2020-1 C 4.899% 04/22/30 | 91679UAC6 | ASSET BACKED | 186,059.9100 | 185,352.60 | .01 | |
UPSPT 2021-ST3 A 2% 05/20/27 | 91681PAA7 | ASSET BACKED | 222,984.7800 | 217,373.03 | .01 | |
VCAT 2021-NPL2 A V/R 03/25/24 | 91822YAA8 | ASSET BACKED | 121,427.7400 | 120,153.99 | .01 | |
VCAT 2021-NPL4 A V/R 08/26/24 | 91823DAA3 | ASSET BACKED | 577,366.4000 | 558,555.86 | .03 | |
VCAT 2021-NPL6 A V/R 09/25/51 | 91824WAA0 | ASSET BACKED | 1,097,433.2600 | 1,063,583.59 | .05 | |
VOLT 2021-NPL9 A V/R 05/25/51 | 91835DAA9 | ASSET BACKED | 238,984.1400 | 230,231.80 | .01 | |
VOLT 2021-NPL6 A V/R 03/25/24 | 91835EAA7 | ASSET BACKED | 1,281,641.8300 | 1,256,826.81 | .06 | |
VT TOPCO INC 8.5% 08/15/30 | 91838PAA9 | CORPORATE BONDS | 70,000.0000 | 73,890.60 | .00 | |
BAUSCH HEALTH AM 8.5% 01/31/27 | 91911XAW4 | CORPORATE BONDS | 45,000.0000 | 26,446.86 | .00 | |
VDC 2019-1A A 3.188% 07/15/24 | 92212KAA4 | ASSET BACKED | 911,735.6500 | 903,165.88 | .04 | |
VENTAS REALTY L 3.85% 04/01/27 | 92277GAL1 | CORPORATE BONDS | 5,650,000.0000 | 5,416,096.38 | .27 | |
VENTURE GLOBAL 8.125% 06/01/28 | 92332YAA9 | CORPORATE BONDS | 95,000.0000 | 96,917.67 | .00 | |
VENTURE GLOBAL 8.375% 06/01/31 | 92332YAB7 | CORPORATE BONDS | 65,000.0000 | 67,032.49 | .00 | |
VENTURE GLOBAL 9.875% 02/01/32 | 92332YAD3 | CORPORATE BONDS | 65,000.0000 | 70,053.36 | .00 | |
VERALTO CORP 5.35% 09/18/28 | 92338CAC7 | CORPORATE BONDS | 194,000.0000 | 196,517.75 | .01 | |
VERIZON COMMUNI 1.75% 01/20/31 | 92343VFR0 | CORPORATE BONDS | 8,526,000.0000 | 6,920,794.46 | .34 | |
VERIZON COMMUN 2.355% 03/15/32 | 92343VGN8 | CORPORATE BONDS | 695,000.0000 | 571,148.27 | .03 | |
VERIZON COMMUNIC 5.5% 02/23/54 | 92343VGW8 | CORPORATE BONDS | 395,000.0000 | 399,262.74 | .02 | |
VZMT 2023-2 C 5.38% 04/21/25 | 92348KBN2 | ASSET BACKED | 3,315,000.0000 | 3,295,261.16 | .16 | |
VZMT 2024-1 C 5.49% 12/20/28 | 92348KCP6 | ASSET BACKED | 3,355,000.0000 | 3,338,165.62 | .17 | |
VERUS 2021-1 B1 V/R 01/25/66 | 92537QAH4 | ASSET BACKED | 3,814,000.0000 | 2,816,849.53 | .14 | |
VERUS 2021-R1 A1 V/R 10/25/63 | 92538BAA1 | ASSET BACKED | 195,039.6500 | 176,278.26 | .01 | |
VERUS 2021-R2 A1 V/R 02/25/64 | 92538DAA7 | ASSET BACKED | 287,259.3900 | 254,009.26 | .01 | |
VERUS 2021-2 A1 V/R 02/25/66 | 92538FAA2 | ASSET BACKED | 245,336.8500 | 211,567.73 | .01 | |
VERUS 2021-4 A1 V/R 07/25/66 | 92538HAA8 | ASSET BACKED | 405,834.7700 | 320,477.37 | .02 | |
VERUS 2021-5 A1 V/R 09/25/66 | 92538KAA1 | ASSET BACKED | 1,001,289.2100 | 831,237.96 | .04 | |
VERUS 2021-6 A1 V/R 10/25/66 | 92538MAA7 | ASSET BACKED | 1,043,808.4700 | 874,179.89 | .04 | |
VERUS 2021-7 A1 V/R 10/25/66 | 92538QAA8 | ASSET BACKED | 1,243,503.3500 | 1,075,952.09 | .05 | |
VERUS 2022-1 A1 V/R 01/25/67 | 92538WAA5 | ASSET BACKED | 879,447.7000 | 791,545.06 | .04 | |
PARAMOUNT GLOB 4.375% 03/15/43 | 92553PAP7 | CORPORATE BONDS | 360,000.0000 | 244,308.27 | .01 | |
PARAMOUNT GLOBA 5.85% 09/01/43 | 92553PAU6 | CORPORATE BONDS | 100,000.0000 | 81,024.53 | .00 | |
PARAMOUNT GLOBA 4.95% 01/15/31 | 92556HAB3 | CORPORATE BONDS | 48,000.0000 | 42,746.71 | .00 | |
VIATRIS INC 1.65% 06/22/25 | 92556VAB2 | CORPORATE BONDS | 120,000.0000 | 114,114.31 | .01 | |
VICI PROPERTIES 4.95% 02/15/30 | 925650AC7 | CORPORATE BONDS | 270,000.0000 | 261,104.74 | .01 | |
VIRGINIA ELEC & PO 5% 04/01/33 | 927804GK4 | CORPORATE BONDS | 665,000.0000 | 656,034.30 | .03 | |
VIRGINIA ELEC & PO 5% 01/15/34 | 927804GP3 | CORPORATE BONDS | 620,000.0000 | 608,754.74 | .03 | |
VIRGINIA ELEC & 5.35% 01/15/54 | 927804GQ1 | CORPORATE BONDS | 105,000.0000 | 102,922.71 | .01 | |
VISTRA OPERATIO 7.75% 10/15/31 | 92840VAP7 | CORPORATE BONDS | 70,000.0000 | 73,309.60 | .00 | |
VOLKSWAGEN GROU 1.25% 11/24/25 | 928668BL5 | CORPORATE BONDS | 5,000,000.0000 | 4,671,824.65 | .23 | |
VOLT 2021-NPL8 A V/R 04/25/51 | 92872VAA1 | ASSET BACKED | 525,998.9500 | 511,759.84 | .03 | |
VOLT 2021-NPL4 A V/R 03/27/51 | 92873BAA4 | ASSET BACKED | 319,464.5200 | 313,946.92 | .02 | |
VOLT 2021-NPL2 A V/R 01/25/24 | 92873CAA2 | ASSET BACKED | 577,924.9500 | 560,835.19 | .03 | |
VOLT 2021-NP11 A V/R 07/25/24 | 92873HAA1 | ASSET BACKED | 782,023.9500 | 752,921.95 | .04 | |
VOLT 2021-CF1 A1 V/R 08/25/24 | 92873JAA7 | ASSET BACKED | 565,890.0000 | 544,463.37 | .03 | |
WFRBS 2014-C2 3.752% 09/15/24 | 92890KBA2 | ASSET BACKED | 500,000.0000 | 491,143.55 | .02 | |
WRKCO INC 3.9% 06/01/28 | 92940PAE4 | CORPORATE BONDS | 5,245,000.0000 | 5,000,104.81 | .25 | |
WR GRACE HOLDI 5.625% 08/15/29 | 92943GAA9 | CORPORATE BONDS | 165,000.0000 | 147,656.77 | .01 | |
WAND NEWCO 3 I 7.625% 01/30/32 | 933940AA6 | CORPORATE BONDS | 80,000.0000 | 82,738.16 | .00 | |
WASH MULTIFAM A 5.75% 04/15/26 | 93710WAA3 | CORPORATE BONDS | 55,000.0000 | 53,755.47 | .00 | |
WELLS FARGO & COMP 3% 04/22/26 | WFC26A | 949746RW3 | CORPORATE BONDS | 385,000.0000 | 368,191.29 | .02 |
WFCM 2016-BNK 2.652% 07/15/26 | 95000GAY0 | ASSET BACKED | 1,400,000.0000 | 1,299,644.50 | .06 | |
WELLS FARGO & COM V/R 05/22/28 | 95000U2A0 | CORPORATE BONDS | 412,000.0000 | 391,693.68 | .02 | |
WELLS FARGO & COM V/R 10/30/30 | 95000U2G7 | CORPORATE BONDS | 395,000.0000 | 349,177.62 | .02 | |
WELLS FARGO & COM V/R 02/11/31 | 95000U2J1 | CORPORATE BONDS | 585,000.0000 | 504,278.53 | .02 | |
WELLS FARGO & COM V/R 04/04/51 | 95000U2M4 | CORPORATE BONDS | 230,000.0000 | 215,942.20 | .01 | |
WELLS FARGO & COM V/R 03/02/33 | 95000U2U6 | CORPORATE BONDS | 955,000.0000 | 828,584.38 | .04 | |
WELLS FARGO & COM V/R 03/24/28 | 95000U2V4 | CORPORATE BONDS | 1,130,000.0000 | 1,075,521.86 | .05 | |
WELLS FARGO & COM V/R 04/25/26 | 95000U2X0 | CORPORATE BONDS | 395,000.0000 | 387,676.02 | .02 | |
WELLS FARGO & COM V/R 07/25/28 | 95000U3A9 | CORPORATE BONDS | 610,000.0000 | 601,044.20 | .03 | |
WELLS FARGO & COM V/R 07/25/33 | 95000U3B7 | CORPORATE BONDS | 490,000.0000 | 472,192.04 | .02 | |
WELLS FARGO & COM V/R 04/24/34 | 95000U3D3 | CORPORATE BONDS | 5,870,000.0000 | 5,833,446.10 | .29 | |
WELLS FARGO & COM V/R 07/25/29 | 95000U3E1 | CORPORATE BONDS | 395,000.0000 | 399,681.61 | .02 | |
WELLS FARGO & COM V/R 10/23/34 | 95000U3H4 | CORPORATE BONDS | 280,000.0000 | 300,320.71 | .01 | |
WELLS FARGO & COM V/R 01/23/35 | 95000U3K7 | CORPORATE BONDS | 295,000.0000 | 295,694.52 | .01 | |
WFCM 2017-C38 XA V/R 07/15/50 | 95001MAH3 | ASSET BACKED | 8,872,522.1600 | 201,270.50 | .01 | |
WFCM 2018-C45 4.147% 12/15/27 | 95001NAW8 | ASSET BACKED | 661,211.0500 | 646,383.46 | .03 | |
WFCM 2020-C55 2.937% 01/15/30 | 95002EBC0 | ASSET BACKED | 806,000.0000 | 707,553.79 | .04 | |
WELLTOWER OP LL 2.05% 01/15/29 | 95040QAN4 | CORPORATE BONDS | 451,000.0000 | 392,573.35 | .02 | |
WELLTOWER OP LL 2.75% 01/15/32 | 95040QAP9 | CORPORATE BONDS | 5,725,000.0000 | 4,796,870.39 | .24 | |
WLAKE 2023-2A 6.14% 03/15/28 | 959926AE6 | ASSET BACKED | 895,000.0000 | 899,714.95 | .04 | |
WESTINGHOUSE A 5.611% 03/11/34 | 960386AR1 | CORPORATE BONDS | 90,000.0000 | 91,164.18 | .00 | |
WLAKE 2023-1A 5.41% 04/15/25 | 96042XAE5 | ASSET BACKED | 200,000.0000 | 199,482.40 | .01 | |
WRKCO INC 3.75% 03/15/25 | 96145DAF2 | CORPORATE BONDS | 445,000.0000 | 437,391.79 | .02 | |
WHEEL PROS INC 6.5% 05/15/29 | 96289WAA7 | CORPORATE BONDS | 20,000.0000 | 6,100.00 | .00 | |
WHIRLPOOL CORP 5.75% 03/01/34 | 963320BC9 | CORPORATE BONDS | 120,000.0000 | 120,381.36 | .01 | |
WILLIAMS COMPANI 2.6% 03/15/31 | 969457BY5 | CORPORATE BONDS | 340,000.0000 | 289,687.42 | .01 | |
WILLIAMS COMPAN 5.65% 03/15/33 | 969457CJ7 | CORPORATE BONDS | 155,000.0000 | 159,026.65 | .01 | |
WILLIS NORTH AM 2.95% 09/15/29 | 970648AJ0 | CORPORATE BONDS | 650,000.0000 | 582,419.47 | .03 | |
WSTOP 2020-1A 2.841% 12/05/27 | 974153AB4 | ASSET BACKED | 985,000.0000 | 893,925.62 | .04 | |
WISCONSIN POWE 5.375% 03/30/34 | 976826BS5 | CORPORATE BONDS | 325,000.0000 | 327,160.44 | .02 | |
WORKDAY INC 3.7% 04/01/29 | 98138HAH4 | CORPORATE BONDS | 418,000.0000 | 394,164.74 | .02 | |
WOART 2023-A B 5.03% 01/16/27 | 98164JAF1 | ASSET BACKED | 330,000.0000 | 327,971.29 | .02 | |
WYNDHAM HOTELS 4.375% 08/15/28 | 98311AAB1 | CORPORATE BONDS | 155,000.0000 | 144,091.44 | .01 | |
XHR LP 6.375% 08/15/25 | 98372MAA3 | CORPORATE BONDS | 100,000.0000 | 100,127.00 | .00 | |
XHR LP 4.875% 06/01/29 | 98372MAC9 | CORPORATE BONDS | 95,000.0000 | 87,957.47 | .00 | |
XPO INC 7.125% 06/01/31 | 98379KAB8 | CORPORATE BONDS | 170,000.0000 | 174,365.43 | .01 | |
XCEL ENERGY INC 4.6% 06/01/32 | 98388MAD9 | CORPORATE BONDS | 230,000.0000 | 216,281.83 | .01 | |
IRS P02.88RSOFR 03/15/53 CHASUS33 FIXED | 99D0UTL09CHA | SWAPS | -990,000.0000 | -858,424.25 | -.04 | |
IRS RSOFRP02.88 03/15/53 CHASUS33 FLOAT | 99D0UTL09CHA | SWAPS | 990,000.0000 | 990,000.00 | .05 | |
IRS P02.97RSOFR 03/15/53 CHASUS33 FIXED | 99D0UXBE1CHA | SWAPS | -3,065,000.0000 | -2,706,167.64 | -.13 | |
IRS RSOFRP02.97 03/15/53 CHASUS33 FLOAT | 99D0UXBE1CHA | SWAPS | 3,065,000.0000 | 3,065,000.00 | .15 | |
IRS P03.25RSOFR 06/21/53 CHASUS33 FIXED | 99D0V4P66CHA | SWAPS | -960,000.0000 | -895,285.73 | -.04 | |
IRS RSOFRP03.25 06/21/53 CHASUS33 FLOAT | 99D0V4P66CHA | SWAPS | 960,000.0000 | 960,000.00 | .05 | |
IRS RSOFRP03.59 09/20/53 CHASUS33 FLOAT | 99D0WFLF4CHA | SWAPS | 2,765,000.0000 | 2,765,000.00 | .14 | |
IRS P03.59RSOFR 09/20/53 CHASUS33 FIXED | 99D0WFLF4CHA | SWAPS | -2,765,000.0000 | -2,746,921.88 | -.14 | |
T/L COLORADO BUYE 0% 05/01/24 | LX161399 | LOAN | 34,533.2800 | 1,424.50 | .00 | |
T/L LIONS GATE CAP 0% 03/24/25 | LX171958 | LOAN | 33,235.8800 | 33,166.75 | .00 | |
T/L NASCAR HOLD 0% 10/19/26 | LX180687 | LOAN | 17,937.2000 | 17,994.24 | .00 | |
T/L PREGIS CORP 0% 07/31/26 | LX181490 | LOAN | 74,542.8600 | 74,609.20 | .00 | |
T/L DIGICERT HOLDI 0% 10/16/26 | LX181890 | LOAN | 117,080.1700 | 116,437.40 | .01 | |
T/L CSC HOLDINGS 0% 04/15/27 | LX183042 | LOAN | 59,689.1200 | 53,624.11 | .00 | |
T/L GRIFOLS 0% 11/15/2027 | LX183733 | LOAN | 42,029.4900 | 40,647.56 | .00 | |
T/L ZIGGO FINANCE 0% 04/30/28 | LX185219 | LOAN | 20,000.0000 | 19,696.40 | .00 | |
T/L SMG US MIDCO 2 0% 01/23/25 | LX185282 | LOAN | 19,200.0000 | 19,189.06 | .00 | |
T/L ACRISURE LLC 0% 02/15/27 | LX185414 | LOAN | 109,147.2800 | 108,913.70 | .01 | |
T/L ZAYO GROUP 0% 03/09/2027 | LX185593 | LOAN | 80,000.0000 | 70,015.20 | .00 | |
T/L MILEAGE PLUS 0% 06/21/27 | LX188905 | LOAN | 71,500.0000 | 73,539.18 | .00 | |
T/L MILANO ACQUIS 0% 10/01/27 | LX189433 | LOAN | 340,234.1800 | 324,753.52 | .02 | |
T/L DELTA AIR 0% 10/20/2027 | LX189934 | LOAN | 67,500.0000 | 69,553.35 | .00 | |
T/L PACKAGING COOR 0% 11/30/27 | LX189979 | LOAN | 53,314.3000 | 53,388.41 | .00 | |
T/L TRICORBRAUN 0% 03/03/28 | LX192253 | LOAN | 43,451.7300 | 42,908.58 | .00 | |
T/L ASURION LLC 0% 01/31/2028 | LX192294 | LOAN | 20,000.0000 | 17,950.00 | .00 | |
T/L PATHWAY VET AL 0% 03/31/27 | LX192324 | LOAN | .0100 | .01 | .00 | |
T/L PETSMART INC 0% 02/11/28 | LX192365 | LOAN | 73,125.0000 | 72,866.14 | .00 | |
T/L ION ANALYTICS 0% 02/16/28 | LX192466 | LOAN | 125,625.0000 | 125,349.88 | .01 | |
T/L REALPAGE INC 0% 4/24/28 | LX192752 | LOAN | 327,480.9300 | 318,383.51 | .02 | |
T/L VERSCEND HOLDIN 0% 8/27/25 | LX192759 | LOAN | 4,862.0700 | 4,862.07 | .00 | |
T/L EG AMERICA LLC 0% 03/31/26 | LX193148 | LOAN | 19,629.8800 | 19,580.81 | .00 | |
T/L CONVERGINT TE 0% 3/30/29 | LX193317 | LOAN | 15,000.0000 | 13,964.10 | .00 | |
T/L AMERICAN AIRLI 0% 4/20/28 | LX193380 | LOAN | 68,000.0000 | 70,540.48 | .00 | |
T/L TAR ACQ 0% 04/10/2028 | LX193754 | LOAN | 48,750.0000 | 48,810.94 | .00 | |
T/L ORGANON & CO 0% 06/02/28 | LX193825 | LOAN | 50,891.9900 | 51,040.59 | .00 | |
T/L ALLIED UNIVER ZCP 05/12/28 | LX194227 | LOAN | 48,750.0000 | 48,670.54 | .00 | |
T/L ZEBRA BUYER 0% 11/01/2028 | LX194247 | LOAN | 61,010.0900 | 60,914.91 | .00 | |
T/L GREYSTONE SELE 0% 06/16/28 | LX194682 | LOAN | 24,076.9600 | 23,956.58 | .00 | |
T/L EAB GLOBAL 0% 08/16/28 | LX195060 | LOAN | 184,580.0800 | 184,487.79 | .01 | |
T/L POLARIS NEW 0% 06/02/2028 | LX195131 | LOAN | 83,848.3700 | 82,996.47 | .00 | |
T/L PQ CORPORATION 0% 06/09/28 | LX195153 | LOAN | 24,312.5000 | 24,270.68 | .00 | |
T/L OSMOSIS DEB 0% 07/31/28 | LX195536 | LOAN | 328,333.3400 | 328,710.92 | .02 | |
T/L ADMI CORP 0% 12/23/2027 | LX195710 | LOAN | 89,312.9800 | 86,149.51 | .00 | |
T/L AVEANNA 0% 07/17/2028 | LX195993 | LOAN | 267,378.5400 | 256,301.05 | .01 | |
T/L DIRECTV FIN 0% 08/02/27 | LX196261 | LOAN | 36,906.6300 | 36,922.13 | .00 | |
T/L OLYMPUS WATER 0% 11/09/2028 | LX198098 | LOAN | 145,416.5800 | 145,380.23 | .01 | |
T/L CORNERSTONE ONDEMAND INC 0.00% 10/16/28 | LX198193 | LOAN | 102,011.3500 | 99,886.45 | .00 | |
T/L RENT-A-CE 0% 02/17/28 | LX198205 | LOAN | 36,993.8300 | 36,932.05 | .00 | |
T/L SWF HOLDINGS 0% 10/06/28 | LX198215 | LOAN | 126,731.9500 | 116,064.92 | .01 | |
T/L ASTRA ACQ 0% 10/25/28 | LX199332 | LOAN | 240,383.0700 | 96,153.23 | .00 | |
T/L ACRISURE LLC 0% 02/15/2027 | LX200355 | LOAN | 219,937.5000 | 220,212.42 | .01 | |
T/L ASCEND LE 0% 12/11/28 | LX200495 | LOAN | 296,579.2900 | 294,615.94 | .01 | |
T/L GREAT OUTDOOR 0% 03/06/28 | LX200647 | LOAN | 106,445.6000 | 106,430.70 | .01 | |
T/L ONEDIGITAL BOR 0% 11/16/27 | LX200652 | LOAN | 296,837.2200 | 296,466.17 | .01 | |
T/L FERTITTA 0% 01/27/29 | LX202071 | LOAN | 325,468.6800 | 326,080.56 | .02 | |
T/L MARAVAI INTER ZCP 10/19/27 | LX202184 | LOAN | 35,541.3100 | 34,874.91 | .00 | |
T/L SCIENTIFIC 00.00% 04/04/29 | LX202414 | LOAN | 89,943.0700 | 89,871.12 | .00 | |
T/L MCAFEE CORP 0% 03/01/29 | LX202447 | LOAN | 83,081.7800 | 82,816.75 | .00 | |
T/L HUNTER DOUGLAS 0% 02/26/29 | LX202552 | LOAN | 149,543.0300 | 147,557.10 | .01 | |
T/L HEXION HOLDI 0% 03/15/29 | LX202786 | LOAN | 70,000.0000 | 68,812.80 | .00 | |
T/L RESTAURANT TEC 0% 04/02/29 | LX203157 | LOAN | 60,000.0000 | 59,425.20 | .00 | |
T/L CLYDESDALE 0% 04/13/29 | LX203629 | LOAN | 79,796.9500 | 79,879.14 | .00 | |
T/L BAUSCH & LOMB 0% 05/05/27 | LX204291 | LOAN | 329,422.7800 | 325,140.28 | .02 | |
T/L NUMERICABLE U ZCP 08/15/28 | LX210659 | LOAN | 49,700.0000 | 39,294.31 | .00 | |
T/L CAESARS ENT 0% 02/06/2030 | LX210680 | LOAN | 138,950.0000 | 139,182.05 | .01 | |
T/L ASURION LLC 0% 08/19/28 | LX210945 | LOAN | 85,000.0000 | 81,897.50 | .00 | |
T/L PHOENIX SERVICES 0% 04/01/25 | LX213105 | LOAN | 21,120.4600 | 19,747.63 | .00 | |
T/L EG AMERICA LL ZCP 02/07/28 | LX213533 | LOAN | 65,000.0000 | 64,512.50 | .00 | |
T/L BRAND INDUS 0% 07/17/2030 | LX213908 | LOAN | 64,837.0900 | 65,056.89 | .00 | |
T/L ACCESS CIG 0% 08/15/2028 | LX214574 | LOAN | 294,937.5000 | 294,937.50 | .01 | |
T/L DYNASTY ACQUIS 0% 04/06/28 | LX215653 | LOAN | 170,642.5000 | 170,835.33 | .01 | |
T/L DYNASTY ACQUIS 0% 08/16/28 | LX215808 | LOAN | 73,132.5000 | 73,215.14 | .00 | |
T/L PRETIUM PKG H ZCP 10/01/28 | LX217158 | LOAN | 48,543.4200 | 49,049.24 | .00 | |
T/L LIFEPOINT HEAL 0% 11/16/28 | LX217408 | LOAN | 330,000.0000 | 330,765.60 | .02 | |
T/L CENTRAL PARENT 0% 07/06/29 | LX217512 | LOAN | 80,000.0000 | 80,204.00 | .00 | |
T/L PRETIUM PKG H ZCP 10/01/28 | LX217896 | LOAN | 72,585.9500 | 64,782.96 | .00 | |
T/L INEOS US PETR ZCP 03/31/29 | LX219178 | LOAN | 120,000.0000 | 119,475.60 | .01 | |
T/L CLUBCORP HOLD 0% 09/18/26 | LX219228 | LOAN | 64,352.9700 | 64,405.10 | .00 | |
T/L BOXER PARENT C 0% 12/02/28 | LX220911 | LOAN | 294,262.5000 | 295,919.20 | .01 | |
T/L ALLIANT H 0% 12/07/30 | LX221361 | LOAN | 234,412.5000 | 235,291.55 | .01 | |
T/L WEC US LTD 0% 01/17/31 | LX224734 | LOAN | 255,000.0000 | 254,630.25 | .01 | |
T/L WAND NEWCO 3 0% 01/18/31 | LX224763 | LOAN | 135,000.0000 | 135,315.90 | .01 | |
T/L KENAN ADVANTAG 0% 01/18/29 | LX224838 | LOAN | 170,000.0000 | 169,894.60 | .01 | |
T/L MERLIN BUYER 0% 11/12/29 | LX225276 | LOAN | 170,000.0000 | 169,617.50 | .01 | |
T/L CHARTER NEXT 0% 12/01/27 | LX225337 | LOAN | 70,000.0000 | 70,103.60 | .00 | |
T/L CAESARS ENTER 0% 01/24/31 | LX225393 | LOAN | 115,000.0000 | 115,000.00 | .01 | |
T/L BUCKEYE PART 0% 11/01/26 | LX225573 | LOAN | 35,000.0000 | 35,060.90 | .00 | |
T/L INEOS US 00.00% 01/31/31 | LX225634 | LOAN | 365,000.0000 | 365,302.95 | .02 | |
T/L HUSKY INJECT 0% 02/01/29 | LX225649 | LOAN | 220,000.0000 | 220,457.60 | .01 | |
T/L UKG INC 0% 01/30/31 | LX225675 | LOAN | 145,000.0000 | 145,688.75 | .01 | |
T/L CAMELOT 0% 01/25/31 /USD/ | LX225722 | LOAN | 90,000.0000 | 89,932.50 | .00 | |
T/L ARTERA SER 0% 02/07/31 | LX225798 | LOAN | 60,000.0000 | 60,180.00 | .00 | |
T/L VESTIS CORP 0.00% 02/15/31 | LX226533 | LOAN | 70,000.0000 | 69,912.50 | .00 | |
T/L APPLIED SYSTEM 0% 02/07/31 | LX226647 | LOAN | 160,000.0000 | 160,886.40 | .01 | |
T/L APPLIED SYST 0% 02/06/32 | LX226650 | LOAN | 20,000.0000 | 20,675.00 | .00 | |
T/L UNITED AIR 00.00% 02/15/31 | LX227139 | LOAN | 200,000.0000 | 199,968.00 | .01 | |
T/L COTIVITI 0% 02/21/31 /USD/ | LX227235 | LOAN | 200,000.0000 | 199,500.00 | .01 | |
T/L CENGAGE LEARN 0% 03/18/31 | LX227474 | LOAN | 45,000.0000 | 44,901.45 | .00 | |
T/L COLUMBUS M 0% 05/14/28 | LX227580 | LOAN | 8,139.0200 | 8,149.19 | .00 | |
T/L PACIFIC DENTAL 0% 03/07/31 | LX227674 | LOAN | 150,000.0000 | 149,688.00 | .01 | |
T/L STUBHUB HOLDC ZCP 03/12/30 | LX227850 | LOAN | 75,000.0000 | 74,968.50 | .00 | |
T/L STATION CASINO 0% 03/07/31 | LX227851 | LOAN | 60,000.0000 | 59,884.20 | .00 | |
T/L MIWD HOLDCO 0% 03/20/31 | LX227882 | LOAN | 35,000.0000 | 35,131.25 | .00 | |
T/L VISTRA ZERO 0.00% 03/19/31 | LX228034 | LOAN | 30,000.0000 | 30,000.00 | .00 | |
T/L DYNASTY 00.00% 08/24/28 | LX228396 | LOAN | 3,608.6100 | 3,612.69 | .00 | |
T/L DYNASTY 00.00% 08/24/28 | LX228397 | LOAN | 1,391.3900 | 1,392.96 | .00 | |
GOLD FIELDS OR 5.125% 05/15/24 | BFY97K6 | CORPORATE BONDS | 200,000.0000 | 199,367.14 | .01 | |
F/C US 10YR NOTE (CBT)JUN24 | TYM4 XCBT | 3406MB | FUTURES | 326.0000 | 36,119,781.25 | 1.79 |
F/C US 10YR ULTRA FUT JUN24 | UXYM4XCBT | 341V8M | FUTURES | -241.0000 | -27,620,859.38 | -1.37 |
F/C US 5YR NOTE (CBT) JUN24 | FVM4 XCBT | 341VHG | FUTURES | -132.0000 | -14,126,062.50 | -.70 |
F/C US LONG BOND(CBT) JUN24 | USM4 XCBT | 341WB1 | FUTURES | -48.0000 | -5,781,000.00 | -.29 |
F/C US ULTRA BOND CBT JUN24 | WNM4 XCBT | 341X6Q | FUTURES | -88.0000 | -11,352,000.00 | -.56 |
F/C US 2YR NOTE (CBT) JUN24 | TUM4 XCBT | 34Z96D | FUTURES | -115.0000 | -23,515,703.24 | -1.17 |
As of 03/28/2024.
Distributions
Fund Name | Fund Cusip | Distribution Type | Amount per Share | Ex Date | Reinvest Date | Reinvest Price | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.023649 | 3/27/24 | 3/27/24 | $8.36 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.023738 | 2/28/24 | 2/28/24 | $8.28 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.025921 | 1/30/24 | 1/30/24 | $8.38 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.025376 | 12/28/23 | 12/28/23 | $8.45 | |||||||||||
Destinations Core Fixed Income Fund - Class I | 10964R608 | Dividend | 0 | 11/29/23 | 11/29/23 | $8.18 | |||||||||||
Destinations Core Fixed Income Fund - Class I | 10964R608 | Dividend | 0.029265 | 10/30/23 | 10/30/23 | $7.79 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.030599 | 9/28/23 | 9/28/23 | $7.96 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.029962 | 8/30/23 | 8/30/23 | $8.20 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.021092 | 7/27/23 | 7/27/23 | $8.26 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0 | 6/29/23 | 6/29/23 | $8.30 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.035553 | 5/25/23 | 5/25/23 | $8.25 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.036251 | 4/27/23 | 4/27/23 | $8.43 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.030583 | 3/30/23 | 3/30/23 | $8.41 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.030619 | 2/27/23 | 2/27/23 | $8.30 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.03099 | 1/30/23 | 1/30/23 | $8.52 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.030959 | 12/29/22 | 12/29/22 | $8.29 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.021226 | 11/29/22 | 11/29/22 | $8.30 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.016732 | 10/27/22 | 10/27/22 | $8.14 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.018409 | 9/29/22 | 9/29/22 | $8.28 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.019292 | 8/29/22 | 8/29/22 | $8.68 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.015524 | 7/28/22 | 7/28/22 | $8.86 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.015508 | 6/29/22 | 6/29/22 | $8.67 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.016555 | 5/26/22 | 5/26/22 | $8.92 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.014833 | 4/28/22 | 4/28/22 | $8.94 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.012241 | 3/30/22 | 3/30/22 | $9.23 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.011276 | 2/24/22 | 2/24/22 | $9.45 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.01072 | 1/27/22 | 1/27/22 | $9.64 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.010717 | 12/29/21 | 12/29/21 | $9.82 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Short-Term Capital Gains | 0.01389 | 12/16/21 | 12/16/21 | $9.87 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Long-Term Capital Gains | 0.265397 | 12/16/21 | 12/16/21 | $9.87 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.011549 | 11/29/21 | 11/29/21 | $10.13 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.010992 | 10/28/21 | 10/28/21 | $10.15 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.010809 | 9/29/21 | 9/29/21 | $10.18 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.010983 | 8/30/21 | 8/30/21 | $10.27 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.010274 | 7/29/21 | 7/29/21 | $10.28 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.011616 | 6/29/21 | 6/29/21 | $10.20 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.009318 | 5/27/21 | 5/27/21 | $10.14 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.009267 | 4/29/21 | 4/29/21 | $10.12 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.008521 | 3/30/21 | 3/30/21 | $10.05 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.04078 | 12/29/20 | 12/29/20 | $10.35 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Short-Term Capital Gains | 0.010875 | 12/16/20 | 12/16/20 | $10.38 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Long-Term Capital Gains | 0.0231 | 12/16/20 | 12/16/20 | $10.38 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.016355 | 11/25/20 | 11/25/20 | $10.39 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.016114 | 10/29/20 | 10/29/20 | $10.35 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.016467 | 9/29/20 | 9/29/20 | $10.41 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.017171 | 8/28/20 | 8/28/20 | $10.39 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.016856 | 7/30/20 | 7/30/20 | $10.46 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.019469 | 6/29/20 | 6/29/20 | $10.35 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.017337 | 5/28/20 | 5/28/20 | $10.26 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.020814 | 4/29/20 | 4/29/20 | $10.19 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.020495 | 3/30/20 | 3/30/20 | $10.01 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.022549 | 2/27/20 | 2/27/20 | $10.38 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.00514 | 1/30/20 | 1/30/20 | $10.30 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.038633 | 12/27/19 | 12/27/19 | $10.16 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.022754 | 11/26/19 | 11/26/19 | $10.20 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.02217 | 10/30/19 | 10/30/19 | $10.19 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.023552 | 9/26/19 | 9/26/19 | $10.20 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.023852 | 8/29/19 | 8/29/19 | $10.27 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.022908 | 7/30/19 | 7/30/19 | $10.12 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.024818 | 6/27/19 | 6/27/19 | $10.13 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.024451 | 5/30/19 | 5/30/19 | $10.02 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.025708 | 4/29/19 | 4/29/19 | $9.93 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.02429 | 3/28/19 | 3/28/19 | $9.96 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.023202 | 2/27/19 | 2/27/19 | $9.84 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.014566 | 1/30/19 | 1/30/19 | $9.82 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.031239 | 12/27/18 | 12/27/18 | $9.72 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.024076 | 11/29/18 | 11/29/18 | $9.67 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.024034 | 10/30/18 | 10/30/18 | $9.67 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.022839 | 9/27/18 | 9/27/18 | $9.73 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.02285 | 8/30/18 | 8/30/18 | $9.79 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.021138 | 7/30/18 | 7/30/18 | $9.76 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.020986 | 6/28/18 | 6/28/18 | $9.79 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.02185 | 5/30/18 | 5/30/18 | $9.82 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.021304 | 4/27/18 | 4/27/18 | $9.77 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.019235 | 3/28/18 | 3/28/18 | $9.85 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.017888 | 2/27/18 | 2/27/18 | $9.82 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.012464 | 1/30/18 | 1/30/18 | $9.92 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.023634 | 12/28/17 | 12/28/17 | $10.03 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Short-Term Capital Gains | 0.015869 | 12/15/17 | 12/15/17 | $10.06 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.019308 | 11/29/17 | 11/29/17 | $10.04 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.017955 | 10/30/17 | 10/30/17 | $10.07 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.019008 | 9/28/17 | 9/28/17 | $10.08 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.018011 | 8/30/17 | 8/30/17 | $10.13 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.01959 | 7/27/17 | 7/27/17 | $10.05 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.024254 | 6/29/17 | 6/29/17 | $10.06 | |||||||||||
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.018522 | 5/30/17 | 5/30/17 | $10.08 |
Fees and expenses
Type | Amount |
---|---|
Management Fees | 0.65% |
Distribution and Service (12b-1) Fees | None |
Other Expenses | 0.23% |
AFFE | None |
Total Annual Fund Operating Expenses | 0.88% |
Fee waivers and expense reimbursements | (0.04)% |
Total Annual Fund Operating Expenses Less Fee Waivers and Expense Reimbursements | 0.84%* |
*Effective, April 1, 2024, the Fund's adviser, Orion Portfolio Solutions, LLC .b.a Brinker Capital Investments (the "Adviser"), amended its contractual fee waiver such that the Adviser will waive a portion of its management fee as necessary to keep the Fund's management fee from exceeding 0.444% 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, 2024 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 3/31/2024 | ||||||||||||
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Annualized | ||||||||||||
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.
*Effective, April 1, 2024, the Fund's adviser, Orion Portfolio Solutions, LLC .b.a Brinker Capital Investments (the "Adviser"), amended its contractual fee waiver such that the Adviser will waive a portion of its management fee as necessary to keep the Fund's management fee from exceeding 0.444% 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, 2024 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:
0.73% - Net expense ratio:*
0.69%
Daily NAV | Date: | 04/18/2024 |
NAV: $8.40 NAV change: -$0.02 Total assets ($m): $187.6
Management team
- Brian Storey CFA, Deputy CIO of Destinations Portfolios, Brinker Capital Investments
Brian Storey is a senior portfolio manager at Brinker Capital Investments, a brand entity of Orion Advisor Solutions. In this role, he has portfolio management responsibilities for Brinker Capital’s Destinations program. Brian is involved in all aspects of the investment process for these multi-asset class portfolio solutions, including asset allocation, portfolio construction, manager research, and due diligence.
Prior to joining Brinker Capital, Brian was a Senior Portfolio Manager at First Citizens Bank where he oversaw portfolio construction for the globally-diversified investment strategies utilized by the firm’s private wealth and institutional clients. Previously, he served in various leadership and operational roles during his five years as an officer in the U.S. Coast Guard.
Brian graduated from the United States Coast Guard Academy with a Bachelor of Science in management and earned his Master of Business Administration from Duke University’s Fuqua School of Business where he graduated as a Fuqua scholar. Brian is a CFA® charterholder and holds the FINRA Series 65 license. He is a member of the CFA® Institute and the CFA® Society North Carolina.
- Andrew Goins Andrew Goins, CFA, Senior Portfolio Manager
Andrew Goins is a senior portfolio manager at Brinker Capital Investments, a brand entity of Orion Advisor Solutions. In this role, he has portfolio management responsibilities for Brinker Capital’s Destinations program. Andrew is involved in all aspects of the investment process for these multi-asset class portfolio solutions, including asset allocation, portfolio construction, manager research, and due diligence. Andrew first joined Brinker Capital in 2010. He held several roles focusing on manager research and due diligence as well as managing multi-asset class portfolios before moving into a senior portfolio manager role in 2023.
Prior to joining Brinker Capital, Andrew was an investment management analyst at Budros, Ruhlin & Roe, an independent RIA in Columbus, OH. Andrew graduated from The Ohio State University with a Bachelor of Science in Business Administration. Andrew is a CFA® charterholder and holds the FINRA Series 7 license. He is a member of the CFA® Institute and the CFA® Society North Carolina.
Performance
Z Share Fund performance as of 3/31/2024 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized | ||||||||||||||||||
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.
*Effective, April 1, 2024, the Fund's adviser, Orion Portfolio Solutions, LLC .b.a Brinker Capital Investments (the "Adviser"), amended its contractual fee waiver such that the Adviser will waive a portion of its management fee as necessary to keep the Fund's management fee from exceeding 0.444% 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, 2024 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 |
---|---|---|---|---|---|---|
EURO | CASHEUR | CURRENCY | 52.0500 | 56.15 | .00 | |
US DOLLARS | CASHUSD | CURRENCY | 73,099,671.1400 | 73,099,671.14 | 3.62 | |
INTELSAT SA/LUXEMBOURG | L5217E120 | COMMON STOCK | 1,030.0000 | 27,295.00 | .00 | |
FLAME AGGREGATOR | 34X684 | COMMON STOCK | 171.0000 | 1,444.95 | .00 | |
FLAME AGGREGATOR /REST/ | 34X685 | COMMON STOCK | 1,736.0000 | 14,669.20 | .00 | |
ISHARES CORE TOTAL US BOND M | AGG | 464287226 | POOLED INVESTMENTS | 992,363.0000 | 97,192,032.22 | 4.82 |
BHP BILLITON FIN 4.9% 02/28/33 | 055451BA5 | CORPORATE BONDS | 385,000.0000 | 381,699.67 | .02 | |
BHP BILLITON FI 5.25% 09/08/30 | 055451BD9 | CORPORATE BONDS | 387,000.0000 | 393,530.52 | .02 | |
BHP BILLITON FI 5.25% 09/08/33 | 055451BE7 | CORPORATE BONDS | 330,000.0000 | 333,744.73 | .02 | |
MACQUARIE GROUP L V/R 01/14/33 | 55608JAZ1 | CORPORATE BONDS | 523,000.0000 | 434,988.61 | .02 | |
WESTPAC BANKING C V/R 11/18/36 | 961214EX7 | CORPORATE BONDS | 481,000.0000 | 395,109.51 | .02 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAF5 | CORPORATE BONDS | 6,446.1300 | 5,952.51 | .00 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAH1 | CORPORATE BONDS | 32,312.0000 | 4,992.12 | .00 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAP3 | CORPORATE BONDS | 832.0900 | 672.11 | .00 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAR9 | CORPORATE BONDS | 81,635.0000 | 937.48 | .00 | |
NCL CORPORATIO 5.875% 03/15/26 | 62886HBA8 | CORPORATE BONDS | 85,000.0000 | 83,907.82 | .00 | |
NCL CORPORATIO 8.375% 02/01/28 | 62886HBL4 | CORPORATE BONDS | 85,000.0000 | 89,787.54 | .00 | |
NABORS INDUSTRI 7.25% 01/15/26 | 629571AA8 | CORPORATE BONDS | 45,000.0000 | 44,721.41 | .00 | |
RRAM 2022-23A A2 V/R 10/15/35 | 75000GAV8 | ASSET BACKED | 1,420,000.0000 | 1,436,745.21 | .07 | |
TMIR 2021-3 M1A V/R 02/25/34 | 89600HAA7 | ASSET BACKED | 19,150.2200 | 19,157.20 | .00 | |
TRITON CONTAINE 3.25% 03/15/32 | 89681LAA0 | CORPORATE BONDS | 468,000.0000 | 379,787.73 | .02 | |
VIKING CRUISES 5.875% 09/15/27 | 92676XAD9 | CORPORATE BONDS | 145,000.0000 | 142,261.68 | .01 | |
VIKING CRUISES 9.125% 07/15/31 | 92676XAG2 | CORPORATE BONDS | 125,000.0000 | 136,701.40 | .01 | |
WEATHERFORD INTE 6.5% 09/15/28 | 947075AT4 | CORPORATE BONDS | 46,000.0000 | 47,443.80 | .00 | |
WEATHERFORD IN 8.625% 04/30/30 | 947075AU1 | CORPORATE BONDS | 110,000.0000 | 114,836.59 | .01 | |
GOVT OF BERMUDA 5% 07/15/32 | BNVSRY6 | GOVERNMENT BONDS | 800,000.0000 | 769,600.00 | .04 | |
GOVT OF BERMUD 2.375% 08/20/30 | G10367AE3 | GOVERNMENT BONDS | 890,000.0000 | 743,328.00 | .04 | |
GEOPARK LTD 5.5% 01/17/27 | G38327AB1 | CORPORATE BONDS | 200,000.0000 | 181,642.90 | .01 | |
BANCO EST RIO GRA V/R 01/28/31 | 05965BAB3 | CORPORATE BONDS | 200,000.0000 | 193,301.07 | .01 | |
BANCO DO BRASIL (CA V/R /PERP/ | G07402DP5 | CORPORATE BONDS | 400,000.0000 | 401,990.40 | .02 | |
ITAU UNIBANCO HLDG V/R /PERP/ | P59699AB7 | CORPORATE BONDS | 200,000.0000 | 188,185.44 | .01 | |
RIO TINTO ALCA 6.125% 12/15/33 | RTP/33 | 013716AU9 | CORPORATE BONDS | 420,000.0000 | 451,534.97 | .02 |
BANK OF MONTREAL V/R 01/10/37 | 06368DH72 | CORPORATE BONDS | 480,000.0000 | 392,146.08 | .02 | |
BAUSCH + LOMB 8.375% 10/01/28 | 071705AA5 | CORPORATE BONDS | 170,000.0000 | 175,892.20 | .01 | |
BAUSCH HEALTH C 5.25% 01/30/30 | 071734AJ6 | CORPORATE BONDS | 30,000.0000 | 12,376.39 | .00 | |
BAUSCH HEALTH 4.875% 06/01/28 | 071734AN7 | CORPORATE BONDS | 110,000.0000 | 60,027.42 | .00 | |
BOMBARDIER INC 8.75% 11/15/30 | 097751CA7 | CORPORATE BONDS | 110,000.0000 | 117,455.36 | .01 | |
CANADIAN NATL R 2.95% 07/15/30 | 136385BA8 | CORPORATE BONDS | 145,000.0000 | 127,840.13 | .01 | |
CENOVUS ENERGY 2.65% 01/15/32 | 15135UAW9 | CORPORATE BONDS | 70,000.0000 | 58,061.53 | .00 | |
CONSTELLATION 5.158% 02/16/29 | 21037XAC4 | CORPORATE BONDS | 30,000.0000 | 29,968.11 | .00 | |
CONSTELLATION 5.461% 02/16/34 | 21037XAD2 | CORPORATE BONDS | 230,000.0000 | 231,501.34 | .01 | |
ENBRIDGE INC 2.5% 08/01/33 | 29250NBF1 | CORPORATE BONDS | 125,000.0000 | 100,720.06 | .00 | |
ENBRIDGE INC 5.7% 03/08/33 | 29250NBR5 | CORPORATE BONDS | 935,000.0000 | 957,583.82 | .05 | |
ENBRIDGE INC 6% 11/15/28 | 29250NBX2 | CORPORATE BONDS | 35,000.0000 | 36,390.63 | .00 | |
T/L AIR CANADA 00.00% 12/31/49 | 342DW6 | LOAN | 75,000.0000 | 75,047.25 | .00 | |
GFL ENVIRONMENT 6.75% 01/15/31 | 36168QAQ7 | CORPORATE BONDS | 65,000.0000 | 66,612.85 | .00 | |
GARDA WORLD SE 4.625% 02/15/27 | 36485MAK5 | CORPORATE BONDS | 115,000.0000 | 110,192.16 | .01 | |
GARDA WORLD SECURI 6% 06/01/29 | 36485MAL3 | CORPORATE BONDS | 85,000.0000 | 76,078.74 | .00 | |
HUSKY INJECTION / 9% 02/15/29 | 44805RAA3 | CORPORATE BONDS | 135,000.0000 | 139,605.93 | .01 | |
MATTAMY GROUP 4.625% 03/01/30 | 57701RAM4 | CORPORATE BONDS | 120,000.0000 | 108,869.04 | .01 | |
ONT GAMING GTA/OTG 8% 08/01/30 | 68306MAA7 | CORPORATE BONDS | 130,000.0000 | 133,896.40 | .01 | |
CADILLAC FAIRVIE 2.5% 10/15/31 | 68327LAD8 | CORPORATE BONDS | 2,420,000.0000 | 1,957,393.09 | .10 | |
PARKLAND CORP 4.625% 05/01/30 | 70137WAL2 | CORPORATE BONDS | 70,000.0000 | 64,532.87 | .00 | |
ROGERS COMMUNICATI 5% 02/15/29 | 775109DE8 | CORPORATE BONDS | 135,000.0000 | 134,062.45 | .01 | |
ROYAL BANK OF C 5.15% 02/01/34 | 78016HZW3 | CORPORATE BONDS | 99,000.0000 | 99,095.44 | .00 | |
SUPERIOR PLUS/GE 4.5% 03/15/29 | 86828LAC6 | CORPORATE BONDS | 120,000.0000 | 110,945.76 | .01 | |
TELESAT CANADA/T 6.5% 10/15/27 | 87952VAM8 | CORPORATE BONDS | 20,000.0000 | 8,000.00 | .00 | |
TORONTO-DOMINION 3.2% 03/10/32 | 89114TZV7 | CORPORATE BONDS | 155,000.0000 | 136,407.06 | .01 | |
MEGLOBAL CANADA UL 5% 05/18/25 | BMFG2R7 | CORPORATE BONDS | 200,000.0000 | 197,316.00 | .01 | |
CANACOL ENERGY 5.75% 11/24/28 | BMV9VP1 | CORPORATE BONDS | 200,000.0000 | 89,262.61 | .00 | |
T/L TITAN ACQUISIT 0% 03/28/25 | LX172192 | LOAN | 97,147.2800 | 97,025.85 | .00 | |
T/L WESTJET AIRLIN 0% 12/11/26 | LX181751 | LOAN | 10,264.2100 | 10,253.02 | .00 | |
T/L KRONOS ACQUIS ZCP 12/22/26 | LX192220 | LOAN | 77,500.8300 | 77,530.28 | .00 | |
T/L GARDA FINANCI 0% 02/01/29 | LX202657 | LOAN | 180,000.0000 | 180,113.40 | .01 | |
T/L ONTARIO GAMIN 0% 07/20/30 | LX213782 | LOAN | 80,000.0000 | 80,243.20 | .00 | |
T/L WESTJET AIRL 0% 02/28/32 | LX225702 | LOAN | 165,000.0000 | 164,863.05 | .01 | |
CLVR 2021-1A A V/R 04/22/34 | 00141YAA3 | ASSET BACKED | 1,600,000.0000 | 1,600,960.00 | .08 | |
ALM 2020-1A A2 V/R 10/15/29 | 00166FAG1 | ASSET BACKED | 500,000.0000 | 500,527.15 | .02 | |
ANCHC 2014-4RA B V/R 01/28/31 | 03328LAC6 | ASSET BACKED | 1,000,000.0000 | 1,000,302.70 | .05 | |
APID 2013-12A CR V/R 04/15/31 | 03764DAK7 | ASSET BACKED | 500,000.0000 | 494,845.30 | .02 | |
ARES 2017-43A BR V/R 07/15/34 | 04016PAL2 | ASSET BACKED | 1,120,000.0000 | 1,120,156.80 | .06 | |
AVOLON HOLDINGS 5.75% 03/01/29 | 05401AAU5 | CORPORATE BONDS | 396,000.0000 | 394,084.20 | .02 | |
BSPRT 2021-FL6 A V/R 03/15/36 | 05601HAA2 | ASSET BACKED | 677,028.1900 | 671,254.70 | .03 | |
BSPRT 2021-FL7 B V/R 12/15/38 | 05602CAE4 | ASSET BACKED | 370,000.0000 | 359,055.07 | .02 | |
BABSN 2024-1A B V/R 01/20/37 | 06763VAC9 | ASSET BACKED | 835,000.0000 | 837,809.78 | .04 | |
BATLN 2017-11A A V/R 04/24/34 | 07132LAL3 | ASSET BACKED | 1,000,000.0000 | 998,280.30 | .05 | |
BLUEM 2019-24A A V/R 04/20/34 | 09609NAL9 | ASSET BACKED | 1,085,000.0000 | 1,080,664.88 | .05 | |
CBAM 2017-2A BR V/R 07/17/34 | 12481KAU2 | ASSET BACKED | 1,495,000.0000 | 1,493,252.79 | .07 | |
CBAM 2019-10A DR V/R 04/20/32 | 12482NAW1 | ASSET BACKED | 750,000.0000 | 748,824.15 | .04 | |
CQS 2021-1A A V/R 01/20/35 | 12659UAA0 | ASSET BACKED | 1,250,000.0000 | 1,247,875.00 | .06 | |
ELM23 2023-2A B V/R 04/16/36 | 29003YAC5 | ASSET BACKED | 655,000.0000 | 658,656.01 | .03 | |
ELM19 2022-6A BR V/R 10/17/36 | 29004JAN3 | ASSET BACKED | 970,000.0000 | 980,529.45 | .05 | |
FILPK 2018-1A D V/R 07/15/30 | 31722PAW6 | ASSET BACKED | 800,000.0000 | 794,999.36 | .04 | |
FPPC 2022-1A A V/R 04/14/35 | 35455DAA5 | ASSET BACKED | 2,000,000.0000 | 1,996,800.00 | .10 | |
GGAM FINANCE L 6.875% 04/15/29 | 36170JAD8 | CORPORATE BONDS | 90,000.0000 | 90,337.50 | .00 | |
GLOBAL AIR LEASE 6.5% 09/15/24 | 37960JAA6 | CORPORATE BONDS | 224,847.0000 | 213,858.39 | .01 | |
GSTNE 2019-FL2 C V/R 10/15/24 | 39809LAE4 | ASSET BACKED | 785,000.0000 | 768,934.82 | .04 | |
HLSY 2019-1A B1 V/R 01/20/33 | 406375AC9 | ASSET BACKED | 1,000,000.0000 | 994,245.40 | .05 | |
HORZN 2019-2 3.425% 11/15/26 | 44040JAA6 | ASSET BACKED | 4,150,265.3100 | 3,278,618.29 | .16 | |
LCM 15A DR V/R 07/20/30 | 50184NAQ5 | ASSET BACKED | 1,000,000.0000 | 988,060.30 | .05 | |
MF1 2021-FL7 A V/R 10/16/36 | 55284AAA6 | ASSET BACKED | 386,550.8300 | 383,651.70 | .02 | |
MF1 2022-FL8 AS V/R 02/19/37 | 55284JAC3 | ASSET BACKED | 845,000.0000 | 828,628.13 | .04 | |
MP22 2021-2A A V/R 07/25/34 | 56606GAA2 | ASSET BACKED | 1,000,000.0000 | 1,000,889.00 | .05 | |
MP21 2021-3A A1 V/R 10/17/34 | 56606KAA3 | ASSET BACKED | 1,000,000.0000 | 997,301.00 | .05 | |
OCP 2020-20A A1R V/R 04/18/37 | 670859AK3 | ASSET BACKED | 1,635,000.0000 | 1,635,000.00 | .08 | |
OCT44 2019-1A DR V/R 10/15/34 | 67577LAQ8 | ASSET BACKED | 600,000.0000 | 599,447.82 | .03 | |
OCT21 2014-1A A2 V/R 02/14/31 | 67590QBM8 | ASSET BACKED | 962,500.0000 | 952,050.72 | .05 | |
OCT61 2023-2A B V/R 04/20/36 | 675947AC9 | ASSET BACKED | 925,000.0000 | 929,964.11 | .05 | |
RACEP 2015-9A A1 V/R 10/15/30 | 74982WAA4 | ASSET BACKED | 1,625,580.6700 | 1,627,350.11 | .08 | |
REG11 2018-1A B V/R 07/17/31 | 75887XAC1 | ASSET BACKED | 1,000,000.0000 | 1,000,368.90 | .05 | |
SAND 2021-1A A1 V/R 10/15/34 | 800130AA4 | ASSET BACKED | 500,000.0000 | 500,000.00 | .02 | |
SHACK 2013-3A DR V/R 07/15/30 | 81881QAY2 | ASSET BACKED | 500,000.0000 | 495,025.70 | .02 | |
SNDPT 2021-1A A V/R 04/25/34 | 83614VAC9 | ASSET BACKED | 1,710,000.0000 | 1,708,174.75 | .08 | |
TRTX 2021-FL4 A V/R 03/15/38 | 87276WAA1 | ASSET BACKED | 372,631.6800 | 364,303.85 | .02 | |
PUTNM 2021-1A A V/R 10/15/34 | 88430TAA9 | ASSET BACKED | 1,000,000.0000 | 1,000,000.00 | .05 | |
TRANSOCEAN INC 8% 02/01/27 | 893830BL2 | CORPORATE BONDS | 60,000.0000 | 59,554.20 | .00 | |
TRANSOCEAN POS 6.875% 02/01/27 | 89383JAA6 | CORPORATE BONDS | 77,625.0000 | 77,714.11 | .00 | |
VENTR 2021-42A A V/R 04/15/34 | 923260AC7 | ASSET BACKED | 1,710,000.0000 | 1,711,040.71 | .08 | |
WELF 2019-XA A1R V/R 07/20/32 | 94949WAM8 | ASSET BACKED | 1,332,987.6800 | 1,334,012.48 | .07 | |
WELF 2019-XA A2R V/R 07/20/32 | 94949WAN6 | ASSET BACKED | 1,000,000.0000 | 999,937.90 | .05 | |
COSAN OVERSEAS 8.25% /PERP/ | B5WJZ04 | CORPORATE BONDS | 300,000.0000 | 307,125.00 | .02 | |
GRAN TIERRA ENE 6.25% 02/15/25 | BG0VM19 | CORPORATE BONDS | 200,000.0000 | 188,041.52 | .01 | |
BIOCEANICO SOVERE ZCP 06/05/34 | G11176AA5 | CORPORATE BONDS | 390,483.0000 | 285,114.26 | .01 | |
LIMA METRO LIN 5.875% 07/05/34 | G54897AA4 | CORPORATE BONDS | 87,351.3000 | 86,671.45 | .00 | |
RUTAS 2 & 7 FINAN ZCP 09/30/36 | G77265AA7 | CORPORATE BONDS | 346,666.6400 | 235,271.41 | .01 | |
CHILE ELEC PEC SP ZCP 01/25/28 | 168831AA3 | CORPORATE BONDS | 198,056.4200 | 154,781.09 | .01 | |
REPUBLIC OF CHI 4.95% 01/05/36 | 168863DZ8 | GOVERNMENT BONDS | 655,000.0000 | 633,066.39 | .03 | |
CODELCO INC 5.95% 01/08/34 | 21987BBG2 | CORPORATE BONDS | 555,000.0000 | 554,113.99 | .03 | |
EMPRESA ELECTRIC 5.5% 05/14/27 | BK254C2 | CORPORATE BONDS | 104,860.0000 | 101,714.20 | .01 | |
CAP SA 3.9% 04/27/31 | P2316YAA1 | CORPORATE BONDS | 400,000.0000 | 312,465.76 | .02 | |
EMPRESA ELECTR 4.875% 05/25/29 | P3713QAA5 | CORPORATE BONDS | 143,400.0000 | 129,060.00 | .01 | |
GNL QUINTERO S 4.634% 07/31/29 | P4909LAA8 | CORPORATE BONDS | 129,440.0000 | 126,505.12 | .01 | |
BANCO DAVIVIENDA SA V/R /PERP/ | 059501AD8 | CORPORATE BONDS | 200,000.0000 | 139,750.00 | .01 | |
BANCOLOMBIA SA V/R 12/18/29 | 05968LAL6 | CORPORATE BONDS | 400,000.0000 | 389,915.80 | .02 | |
REPUBLIC OF CO 4.125% 05/15/51 | 195325DT9 | GOVERNMENT BONDS | 200,000.0000 | 123,744.37 | .01 | |
ECOPETROL SA 5.875% 11/02/51 | 279158AQ2 | CORPORATE BONDS | 550,000.0000 | 395,893.96 | .02 | |
FIDEICOMISO PA 8.25% 01/15/35 | P40689AA2 | CORPORATE BONDS | 171,860.0000 | 162,958.10 | .01 | |
EMPRESAS PUBLI 4.375% 02/15/31 | P9379RBC0 | CORPORATE BONDS | 200,000.0000 | 166,636.38 | .01 | |
DANSKE BANK A/S V/R 03/01/30 | 23636ABH3 | CORPORATE BONDS | 200,000.0000 | 201,277.83 | .01 | |
ALTICE FRANCE SA 5.5% 10/15/29 | 02156LAH4 | CORPORATE BONDS | 200,000.0000 | 135,746.60 | .01 | |
BPCE SA V/R 10/19/29 | 05571AAR6 | CORPORATE BONDS | 865,000.0000 | 904,969.84 | .04 | |
BPCE SA V/R 10/19/34 | 05571AAS4 | CORPORATE BONDS | 910,000.0000 | 990,588.26 | .05 | |
BPCE SA V/R 01/18/30 | 05571AAV7 | CORPORATE BONDS | 350,000.0000 | 351,729.64 | .02 | |
BNP PARIBAS V/R 06/12/29 | 05581KAF8 | CORPORATE BONDS | 245,000.0000 | 246,362.09 | .01 | |
BNP PARIBAS V/R 12/05/34 | 05581KAG6 | CORPORATE BONDS | 680,000.0000 | 710,999.83 | .04 | |
BPCE SA V/R 10/19/27 | 05583JAK8 | CORPORATE BONDS | 520,000.0000 | 474,417.23 | .02 | |
SOCIETE GENERALE V/R 06/15/33 | 83368RBL5 | CORPORATE BONDS | 1,335,000.0000 | 1,337,597.91 | .07 | |
DEUTSCHE BANK NY V/R 01/18/29 | 251526CS6 | CORPORATE BONDS | 285,000.0000 | 294,736.26 | .01 | |
DEUTSCHE BANK NY V/R 11/20/29 | 251526CU1 | CORPORATE BONDS | 150,000.0000 | 156,810.51 | .01 | |
DEUTSCHE BANK NY V/R 01/07/33 | 25160PAG2 | CORPORATE BONDS | 200,000.0000 | 165,201.43 | .01 | |
T/L TK ELEVATOR 0% 04/30/2030 | LX227857 | LOAN | 265,000.0000 | 265,773.80 | .01 | |
BANCO INDUSTRIAL V/R 01/29/31 | 34D241 | CORPORATE BONDS | 150,000.0000 | 142,951.50 | .01 | |
HUNGARY 6.125% 05/22/28 | 445545AR7 | GOVERNMENT BONDS | 560,000.0000 | 573,322.40 | .03 | |
HUNGARY 5.5% 03/26/36 | 445545AU0 | GOVERNMENT BONDS | 835,000.0000 | 809,950.00 | .04 | |
ADANI INTERNATIONA 3% 02/16/31 | 00654UAA0 | CORPORATE BONDS | 266,250.0000 | 226,769.23 | .01 | |
ADANI PORTS AND SP 4% 07/30/27 | BF0MQ91 | CORPORATE BONDS | 200,000.0000 | 183,327.08 | .01 | |
ADANI PORTS AN 4.375% 07/03/29 | Y00130RP4 | CORPORATE BONDS | 200,000.0000 | 178,102.58 | .01 | |
ADANI ELECTRIC 3.867% 07/22/31 | Y0R1SDAB9 | CORPORATE BONDS | 200,000.0000 | 164,105.66 | .01 | |
JSW HYDRO ENER 4.125% 05/18/31 | Y4S71YAA2 | CORPORATE BONDS | 161,000.0000 | 142,382.17 | .01 | |
PT ADARO INDONE 4.25% 10/31/24 | BKS4906 | CORPORATE BONDS | 250,000.0000 | 246,671.33 | .01 | |
AERCAP IRELAND 1.65% 10/29/24 | 00774MAU9 | CORPORATE BONDS | 1,097,000.0000 | 1,070,242.05 | .05 | |
AERCAP IRELAND 6.45% 04/15/27 | 00774MBF1 | CORPORATE BONDS | 2,794,000.0000 | 2,868,696.86 | .14 | |
ANGLOGOLD HOLDI 3.75% 10/01/30 | 03512TAE1 | CORPORATE BONDS | 200,000.0000 | 174,771.51 | .01 | |
STATE OF ISRAEL 5.75% 03/12/54 | 46514BRM1 | GOVERNMENT BONDS | 280,000.0000 | 269,582.04 | .01 | |
INTESA SANPAOLO S V/R 06/20/54 | 46115HCB1 | CORPORATE BONDS | 320,000.0000 | 341,258.63 | .02 | |
INTESA SANPAOLO 7.8% 11/28/53 | 46115HCF2 | CORPORATE BONDS | 240,000.0000 | 272,294.01 | .01 | |
BCC 2023-4A B V/R 10/21/36 | 05685EAE0 | ASSET BACKED | 1,045,000.0000 | 1,052,347.40 | .05 | |
GALAXY PIPELINE 2.94% 09/30/40 | 36321PAE0 | CORPORATE BONDS | 335,923.2000 | 269,170.84 | .01 | |
GLM 2022-15A DR V/R 10/20/36 | 38139BAW9 | ASSET BACKED | 1,000,000.0000 | 1,006,576.00 | .05 | |
KTAMA 2023-1A D V/R 10/20/36 | 48585JAJ9 | ASSET BACKED | 1,000,000.0000 | 1,014,326.00 | .05 | |
VYSPK 2022-1A DR V/R 10/20/34 | 92013AAQ2 | ASSET BACKED | 1,000,000.0000 | 1,001,870.10 | .05 | |
ROYAL CARIBBEAN 5.5% 08/31/26 | 780153BJ0 | CORPORATE BONDS | 135,000.0000 | 133,787.04 | .01 | |
ROYAL CARIBBEAN 6.25% 03/15/32 | 780153BU5 | CORPORATE BONDS | 60,000.0000 | 60,477.60 | .00 | |
SK INVICTUS INTERM 5% 10/30/29 | 29977LAA9 | CORPORATE BONDS | 30,000.0000 | 26,740.94 | .00 | |
GREENSAIF PIPE 6.129% 02/23/38 | 39541EAA1 | CORPORATE BONDS | 780,000.0000 | 793,116.85 | .04 | |
GREENSAIF PIPEL 6.51% 02/23/42 | 39541EAC7 | CORPORATE BONDS | 200,000.0000 | 207,847.14 | .01 | |
INTELSAT JACKSON 6.5% 03/15/30 | 45824TBC8 | CORPORATE BONDS | 90,000.0000 | 83,616.27 | .00 | |
MILLICOM INTL C 6.25% 03/25/29 | BJQ1YF2 | CORPORATE BONDS | 360,000.0000 | 351,479.63 | .02 | |
CSN RESOURCES 5.875% 04/08/32 | BPWCDV0 | CORPORATE BONDS | 200,000.0000 | 174,964.96 | .01 | |
TIERRA MOJADA L 5.75% 12/01/40 | L3500LAA7 | CORPORATE BONDS | 180,933.8800 | 166,254.17 | .01 | |
GUARA NORTE SA 5.198% 06/15/34 | L4R02QAA8 | CORPORATE BONDS | 171,358.0000 | 156,364.18 | .01 | |
MINERVA LUXEMB 4.375% 03/18/31 | L6401PAJ2 | CORPORATE BONDS | 200,000.0000 | 167,209.00 | .01 | |
T/L CONNECT FINCO 0% 12/11/26 | LX192181 | LOAN | 62,562.5000 | 62,454.89 | .00 | |
SEASPAN CORP 5.5% 08/01/29 | 81254UAK2 | CORPORATE BONDS | 70,000.0000 | 61,041.17 | .00 | |
UPL CORP LTD 4.625% 06/16/30 | BMHTDB5 | CORPORATE BONDS | 200,000.0000 | 159,668.03 | .01 | |
NETWORK I2I LTD V/R /PERP/ | V6703DAA2 | CORPORATE BONDS | 200,000.0000 | 197,826.88 | .01 | |
BUFFALO ENERGY 7.875% 02/15/39 | 11952AAA0 | CORPORATE BONDS | 200,000.0000 | 216,534.20 | .01 | |
CEMEX SAB DE CV V/R /PERP/ | 151290CB7 | CORPORATE BONDS | 200,000.0000 | 217,270.80 | .01 | |
PETROLEOS MEXIC 6.75% 09/21/47 | 71654QCC4 | CORPORATE BONDS | 250,000.0000 | 166,288.75 | .01 | |
UNITED MEXICAN S 3.5% 02/12/34 | 91087BAR1 | GOVERNMENT BONDS | 410,000.0000 | 341,003.78 | .02 | |
UNITED MEXICAN 6.338% 05/04/53 | 91087BAX8 | GOVERNMENT BONDS | 300,000.0000 | 295,979.22 | .01 | |
UNITED MEXICAN STA 6% 05/07/36 | 91087BAZ3 | GOVERNMENT BONDS | 1,775,000.0000 | 1,778,649.88 | .09 | |
UNITED MEXICAN S 6.4% 05/07/54 | 91087BBA7 | GOVERNMENT BONDS | 200,000.0000 | 199,255.76 | .01 | |
BANCO MERCANTIL DE V/R /PERP/ | P14008AE9 | CORPORATE BONDS | 400,000.0000 | 399,520.76 | .02 | |
BBVA BANCOMER SA V/R 09/13/34 | P16259AN6 | CORPORATE BONDS | 400,000.0000 | 378,546.60 | .02 | |
COMETA ENERGIA 6.375% 04/24/35 | P29853AA9 | CORPORATE BONDS | 160,400.0000 | 161,705.82 | .01 | |
MEXICO GENERADOR 5.5% 12/06/32 | P66208AA0 | CORPORATE BONDS | 126,424.0000 | 124,478.70 | .01 | |
UNIFIN FINANCIER 8.875% /PERP/ | P94461AD5 | CORPORATE BONDS | 423,000.0000 | 42.30 | .00 | |
SHELL INTERNATI 3.25% 04/06/50 | 822582CH3 | CORPORATE BONDS | 450,000.0000 | 326,674.03 | .02 | |
SHELL INTERNATIONA 3% 11/26/51 | 822582CL4 | CORPORATE BONDS | 365,000.0000 | 249,213.42 | .01 | |
BRASKEM NETHERLAN V/R 01/23/81 | N15516AF9 | CORPORATE BONDS | 400,000.0000 | 401,204.00 | .02 | |
MV24 CAPITAL B 6.748% 06/01/34 | N53766AA4 | CORPORATE BONDS | 161,272.0000 | 151,337.03 | .01 | |
MINEJESA CAPIT 5.625% 08/10/37 | N57445AB9 | CORPORATE BONDS | 500,000.0000 | 453,461.95 | .02 | |
MONG DUONG FIN 5.125% 05/07/29 | N6000DAA1 | CORPORATE BONDS | 230,572.5000 | 219,747.14 | .01 | |
AKER BP ASA 3.75% 01/15/30 | 00973RAF0 | CORPORATE BONDS | 150,000.0000 | 137,070.25 | .01 | |
AKER BP ASA 4% 01/15/31 | 00973RAJ2 | CORPORATE BONDS | 300,000.0000 | 274,017.85 | .01 | |
EQUINOR ASA 3.7% 04/06/50 | 29446MAH5 | CORPORATE BONDS | 340,000.0000 | 269,571.28 | .01 | |
CARNIVAL CORP 5.75% 03/01/27 | 143658BN1 | CORPORATE BONDS | 80,000.0000 | 79,178.84 | .00 | |
CARNIVAL CORP 7% 08/15/29 | 143658BW1 | CORPORATE BONDS | 95,000.0000 | 99,083.58 | .00 | |
REPUBLIC OF PAN 3.87% 07/23/60 | 698299BL7 | GOVERNMENT BONDS | 300,000.0000 | 173,616.02 | .01 | |
REPUBLIC OF PA 6.875% 01/31/36 | 698299BW3 | GOVERNMENT BONDS | 200,000.0000 | 194,858.95 | .01 | |
UEP PENONOME II 6.5% 10/01/38 | 90363PAA4 | CORPORATE BONDS | 308,148.8100 | 240,356.07 | .01 | |
FRIGORIFICO CONC 7.7% 07/21/28 | P4R54KAA4 | CORPORATE BONDS | 400,000.0000 | 349,538.00 | .02 | |
BANCO DE CREDITO V/R 09/30/31 | 05971V2D6 | CORPORATE BONDS | 300,000.0000 | 277,074.72 | .01 | |
INRETAIL SHOPPI 5.75% 04/03/28 | BFMNPM8 | CORPORATE BONDS | 50,000.0000 | 48,774.15 | .00 | |
MINSUR SA 4.5% 10/28/31 | BLCY4P9 | CORPORATE BONDS | 200,000.0000 | 175,334.50 | .01 | |
ORAZUL ENERGY 5.625% 04/28/27 | BZ3FXQ3 | CORPORATE BONDS | 200,000.0000 | 189,000.00 | .01 | |
PETROLEOS DEL P 4.75% 06/19/32 | BZ3ZZ12 | CORPORATE BONDS | 200,000.0000 | 157,428.70 | .01 | |
BANCO INTERNAC DE V/R 07/08/30 | P13435AD7 | CORPORATE BONDS | 300,000.0000 | 288,119.74 | .01 | |
CIA DE MINAS BUE 5.5% 07/23/26 | P6680PAA9 | CORPORATE BONDS | 200,000.0000 | 192,947.42 | .01 | |
PETROLEOS DEL 5.625% 06/19/47 | P7808BAB3 | CORPORATE BONDS | 200,000.0000 | 133,566.96 | .01 | |
ROMANIA 5.875% 01/30/29 | 77586RAT7 | GOVERNMENT BONDS | 918,000.0000 | 917,126.06 | .05 | |
ROMANIA 6.375% 01/30/34 | 77586RAU4 | GOVERNMENT BONDS | 366,000.0000 | 370,736.04 | .02 | |
ROMANIA 3% 02/14/31 | BMVVYM5 | GOVERNMENT BONDS | 1,228,000.0000 | 1,029,456.96 | .05 | |
SAUDI INTERNATIONA 5% 01/18/53 | 80413TBE8 | GOVERNMENT BONDS | 230,000.0000 | 205,403.80 | .01 | |
SAUDI INTERNATI 5.75% 01/16/54 | 80413TBH1 | GOVERNMENT BONDS | 610,000.0000 | 602,375.00 | .03 | |
LLPL CAPITAL P 6.875% 02/04/39 | 50201PAA4 | CORPORATE BONDS | 387,100.0000 | 386,195.97 | .02 | |
OVERSEA-CHINESE B V/R 09/10/30 | 69033DAD9 | CORPORATE BONDS | 200,000.0000 | 189,009.66 | .01 | |
PFIZER INVESTMEN 5.3% 05/19/53 | 716973AG7 | CORPORATE BONDS | 200,000.0000 | 198,846.81 | .01 | |
REPUBLIC OF SOUT 4.3% 10/12/28 | 836205AU8 | GOVERNMENT BONDS | 200,000.0000 | 179,488.00 | .01 | |
AI CANDELARIA S 5.75% 06/15/33 | 00870WAA4 | CORPORATE BONDS | 250,000.0000 | 202,921.00 | .01 | |
BANCO SANTANDER S V/R 03/14/30 | 05964HBB0 | CORPORATE BONDS | 600,000.0000 | 600,086.40 | .03 | |
BANCO SANTANDER 6.35% 03/14/34 | 05964HBD6 | CORPORATE BONDS | 200,000.0000 | 199,494.00 | .01 | |
CAIXABANK SA V/R 03/15/30 | 12803RAG9 | CORPORATE BONDS | 200,000.0000 | 199,883.96 | .01 | |
AI CANDELARIA SP 7.5% 12/15/28 | BGL1H02 | CORPORATE BONDS | 206,250.0100 | 202,074.91 | .01 | |
T/L TRITON WATER HOLDINGS INC 0% 3/31/2028 | LX193319 | LOAN | 131,625.3600 | 130,128.78 | .01 | |
BACARDI LTD / MA 5.4% 06/15/33 | 05635JAB6 | CORPORATE BONDS | 155,000.0000 | 153,695.72 | .01 | |
CLARIOS GLOBAL 6.75% 05/15/28 | 18060TAC9 | CORPORATE BONDS | 140,000.0000 | 141,907.92 | .01 | |
NXP BV/NXP FDG 3.875% 06/18/26 | 62954HAZ1 | CORPORATE BONDS | 303,000.0000 | 294,129.55 | .01 | |
TITAN ACQ/CO-BO 7.75% 04/15/26 | 88827AAA1 | CORPORATE BONDS | 105,000.0000 | 104,875.05 | .01 | |
UBS GROUP AG V/R 04/01/31 | 225401AP3 | CORPORATE BONDS | 305,000.0000 | 283,191.06 | .01 | |
UBS GROUP AG V/R 05/14/32 | 225401AU2 | CORPORATE BONDS | 3,400,000.0000 | 2,891,933.27 | .14 | |
UBS GROUP AG V/R 08/11/28 | 225401AV0 | CORPORATE BONDS | 260,000.0000 | 267,677.91 | .01 | |
UBS GROUP AG V/R 08/12/33 | 225401AZ1 | CORPORATE BONDS | 1,420,000.0000 | 1,497,092.03 | .07 | |
UBS GROUP AG V/R 09/22/29 | 225401BE7 | CORPORATE BONDS | 330,000.0000 | 340,464.53 | .02 | |
UBS GROUP AG V/R 02/11/32 | 902613AE8 | CORPORATE BONDS | 200,000.0000 | 160,200.82 | .01 | |
UBS GROUP AG V/R 02/11/33 | 902613AK4 | CORPORATE BONDS | 3,600,000.0000 | 2,940,944.76 | .15 | |
UBS GROUP AG V/R 02/08/30 | 902613BJ6 | CORPORATE BONDS | 225,000.0000 | 225,333.50 | .01 | |
BAE SYSTEMS PL 5.125% 03/26/29 | 05523RAJ6 | CORPORATE BONDS | 385,000.0000 | 386,332.11 | .02 | |
BG ENERGY CAPI 5.125% 10/15/41 | 05541VAF3 | CORPORATE BONDS | 500,000.0000 | 468,364.31 | .02 | |
BARCLAYS PLC V/R 05/16/29 | 06738EBD6 | CORPORATE BONDS | 5,000,000.0000 | 4,900,108.15 | .24 | |
BARCLAYS PLC V/R 11/02/28 | 06738ECD5 | CORPORATE BONDS | 300,000.0000 | 318,138.08 | .02 | |
BARCLAYS PLC V/R 09/13/29 | 06738ECK9 | CORPORATE BONDS | 215,000.0000 | 223,511.63 | .01 | |
BARCLAYS PLC V/R 03/12/30 | 06738ECR4 | CORPORATE BONDS | 755,000.0000 | 758,930.51 | .04 | |
CSL FINANCE PLC 4.05% 04/27/29 | 12661PAB5 | CORPORATE BONDS | 210,000.0000 | 201,486.21 | .01 | |
CSL FINANCE PLC 4.25% 04/27/32 | 12661PAC3 | CORPORATE BONDS | 185,000.0000 | 176,044.86 | .01 | |
HSBC HOLDINGS PLC V/R 06/19/29 | 404280BT5 | CORPORATE BONDS | 350,000.0000 | 339,644.94 | .02 | |
HSBC HOLDINGS PLC V/R 08/17/29 | 404280CV9 | CORPORATE BONDS | 620,000.0000 | 543,384.76 | .03 | |
HSBC HOLDINGS PLC V/R 08/11/28 | 404280DG1 | CORPORATE BONDS | 310,000.0000 | 309,104.66 | .02 | |
HSBC HOLDINGS PLC V/R 08/11/33 | 404280DH9 | CORPORATE BONDS | 690,000.0000 | 688,040.75 | .03 | |
HSBC HOLDINGS PLC V/R 03/09/29 | 404280DU0 | CORPORATE BONDS | 210,000.0000 | 215,766.14 | .01 | |
HSBC HOLDINGS PLC V/R 08/14/27 | 404280DZ9 | CORPORATE BONDS | 440,000.0000 | 443,848.92 | .02 | |
MACQUARIE AIRFIN 6.4% 03/26/29 | 55609NAC2 | CORPORATE BONDS | 35,000.0000 | 35,553.70 | .00 | |
MACQUARIE AIRFIN 6.5% 03/26/31 | 55609NAD0 | CORPORATE BONDS | 45,000.0000 | 45,802.38 | .00 | |
NATIONAL GRID 5.602% 06/12/28 | 636274AD4 | CORPORATE BONDS | 135,000.0000 | 137,517.22 | .01 | |
ROYALTY PHARMA P 2.2% 09/02/30 | 78081BAK9 | CORPORATE BONDS | 1,030,000.0000 | 855,754.53 | .04 | |
ROYALTY PHARMA 2.15% 09/02/31 | 78081BAN3 | CORPORATE BONDS | 5,000.0000 | 4,029.71 | .00 | |
SMITH & NEPHEW P 5.4% 03/20/34 | 83192PAD0 | CORPORATE BONDS | 175,000.0000 | 174,135.75 | .01 | |
STANDARD CHARTERE V/R 11/16/28 | 853254CN8 | CORPORATE BONDS | 565,000.0000 | 604,420.82 | .03 | |
VEDANTA RESOURC 9.25% 04/23/26 | 92243XAA9 | CORPORATE BONDS | 200,000.0000 | 163,218.74 | .01 | |
MARB BONDCO PLC 3.95% 01/29/31 | G5825AAC6 | CORPORATE BONDS | 200,000.0000 | 164,932.14 | .01 | |
AGCO CORP 5.45% 03/21/27 | 001084AR3 | CORPORATE BONDS | 100,000.0000 | 100,446.79 | .00 | |
AGCO CORP 5.8% 03/21/34 | 001084AS1 | CORPORATE BONDS | 135,000.0000 | 136,685.21 | .01 | |
AEP TEXAS INC 3.45% 01/15/50 | 00108WAK6 | CORPORATE BONDS | 420,000.0000 | 294,797.81 | .01 | |
AMC ENTERTAINMEN 7.5% 02/15/29 | 00165CBA1 | CORPORATE BONDS | 30,000.0000 | 20,037.92 | .00 | |
AT&T INC 2.25% 02/01/32 | 00206RKH4 | CORPORATE BONDS | 4,222,000.0000 | 3,431,303.12 | .17 | |
AT&T INC 2.55% 12/01/33 | 00206RMM1 | CORPORATE BONDS | 4,955,000.0000 | 3,968,831.57 | .20 | |
AT&T INC 5.4% 02/15/34 | 00206RMT6 | CORPORATE BONDS | 225,000.0000 | 227,951.47 | .01 | |
ARIFL 2023-A A 5.41% 03/16/26 | 00218GAB8 | ASSET BACKED | 829,188.7200 | 827,224.45 | .04 | |
AAR ESCROW ISSU 6.75% 03/15/29 | 00253PAA6 | CORPORATE BONDS | 70,000.0000 | 70,538.58 | .00 | |
ABBVIE INC 3.85% 06/15/24 | 00287YCV9 | CORPORATE BONDS | 393,000.0000 | 391,471.43 | .02 | |
ABBVIE INC 4.95% 03/15/31 | 00287YDT3 | CORPORATE BONDS | 205,000.0000 | 206,462.94 | .01 | |
ABBVIE INC 5.4% 03/15/54 | 00287YDW6 | CORPORATE BONDS | 90,000.0000 | 92,636.49 | .00 | |
ABBVIE INC 5.5% 03/15/64 | 00287YDX4 | CORPORATE BONDS | 210,000.0000 | 215,965.06 | .01 | |
ACADEMY LTD 6% 11/15/27 | 00401YAA8 | CORPORATE BONDS | 115,000.0000 | 113,272.50 | .01 | |
ACUSHNET CO 7.375% 10/15/28 | 005095AA2 | CORPORATE BONDS | 65,000.0000 | 67,357.75 | .00 | |
ACURIS FIN US/ACUR 5% 05/01/28 | 00511BAA5 | CORPORATE BONDS | 200,000.0000 | 181,728.20 | .01 | |
ADAPTHEALTH LL 5.125% 03/01/30 | 00653VAE1 | CORPORATE BONDS | 60,000.0000 | 52,328.17 | .00 | |
ADVANCE AUTO PAR 3.9% 04/15/30 | 00751YAE6 | CORPORATE BONDS | 1,635,000.0000 | 1,482,476.16 | .07 | |
ADVANCED DRAIN 6.375% 06/15/30 | 00790RAB0 | CORPORATE BONDS | 170,000.0000 | 170,879.75 | .01 | |
AETHON UN/AETHI 8.25% 02/15/26 | 00810GAC8 | CORPORATE BONDS | 65,000.0000 | 65,750.04 | .00 | |
AFFRM 2024-A A 5.61% 09/15/26 | 00834BAA5 | ASSET BACKED | 405,000.0000 | 404,037.32 | .02 | |
AFFRM 2023-A 1 6.61% 01/15/25 | 00834JAE0 | ASSET BACKED | 505,000.0000 | 508,064.34 | .03 | |
AIR LEASE CORP 3.25% 03/01/25 | 00912XBA1 | CORPORATE BONDS | 319,000.0000 | 311,912.04 | .02 | |
AJAXM 2021-C A V/R 01/25/61 | 009733AA4 | ASSET BACKED | 255,386.5900 | 247,669.68 | .01 | |
ALABAMA POWER C 3.45% 10/01/49 | 010392FT0 | CORPORATE BONDS | 450,000.0000 | 332,624.22 | .02 | |
OVINTIV INC 7.375% 11/01/31 | CVE/31A | 012873AK1 | CORPORATE BONDS | 140,000.0000 | 153,398.95 | .01 |
ALCON FINANCE C 2.75% 09/23/26 | 01400EAA1 | CORPORATE BONDS | 995,000.0000 | 938,670.19 | .05 | |
ALEXANDRIA REAL 5.25% 05/15/36 | 015271BC2 | CORPORATE BONDS | 303,000.0000 | 297,376.82 | .01 | |
ADC 2023-1A A2 6% 08/15/28 | 01627AAD0 | ASSET BACKED | 2,090,000.0000 | 2,089,483.14 | .10 | |
ALLIANT HOLD / 6.75% 10/15/27 | 01883LAA1 | CORPORATE BONDS | 100,000.0000 | 98,522.37 | .00 | |
ALLIED UNIVERS 6.625% 07/15/26 | 019576AA5 | CORPORATE BONDS | 48,000.0000 | 47,968.45 | .00 | |
ALLIED UNIVERSA 9.75% 07/15/27 | 019576AB3 | CORPORATE BONDS | 90,000.0000 | 90,270.36 | .00 | |
ALLIED UNIVERS 7.875% 02/15/31 | 019576AD9 | CORPORATE BONDS | 105,000.0000 | 106,343.69 | .01 | |
FNMA TBA 15YR TBA 2% APR13 | 01F020448 | TBA- TO BE ANNOUNCED SECURITY | -400,000.0000 | -354,418.33 | -.02 | |
UMBS TBA 30YR 2% APR 24 | 01F020646 | TBA- TO BE ANNOUNCED SECURITY | 9,290,000.0000 | 7,348,276.85 | .36 | |
FNMA 15YR TBA 2.5% APR 24 | 01F022444 | TBA- TO BE ANNOUNCED SECURITY | 1,010,000.0000 | 918,869.22 | .05 | |
FNMA 30YR TBA 2.5% APR 24 | 01F022642 | TBA- TO BE ANNOUNCED SECURITY | 4,054,000.0000 | 3,350,470.10 | .17 | |
FNMA TBA 15YR TBA 3.0% APR 24 | 01F030447 | TBA- TO BE ANNOUNCED SECURITY | -725,000.0000 | -674,718.84 | -.03 | |
FNMA 30YR TBA 3.0% APR12 | 01F030645 | TBA- TO BE ANNOUNCED SECURITY | -4,640,000.0000 | -3,991,379.74 | -.20 | |
FNCL 30YR TBA 3.5% APR 24 | 01F032641 | TBA- TO BE ANNOUNCED SECURITY | -1,500,000.0000 | -1,342,316.04 | -.07 | |
FNCL 30YR TBA 3.5% APR 24 | 01F032641 | TBA- TO BE ANNOUNCED SECURITY | 9,000.0000 | 8,053.90 | .00 | |
FNMA 30YR TBA 4.0% APR 24 | 01F040644 | TBA- TO BE ANNOUNCED SECURITY | -1,585,000.0000 | -1,467,712.58 | -.07 | |
FNMA 15YR TBA 4.5% APR 24 | 01F042442 | TBA- TO BE ANNOUNCED SECURITY | 229,000.0000 | 225,447.53 | .01 | |
FNMA 30YR TBA 4.5% APR 24 | 01F042640 | TBA- TO BE ANNOUNCED SECURITY | 22,287,000.0000 | 21,222,180.18 | 1.05 | |
FNMA 30YR TBA 5% APR 24 | 01F050643 | TBA- TO BE ANNOUNCED SECURITY | -10,965,000.0000 | -10,698,146.77 | -.53 | |
FNMA 30YR TBA 5.5% APR 24 | 01F052649 | TBA- TO BE ANNOUNCED SECURITY | 19,436,000.0000 | 19,339,524.94 | .96 | |
FNMA 30YR TBA 6% APR 24 | 01F060642 | TBA- TO BE ANNOUNCED SECURITY | 36,505,000.0000 | 36,837,339.69 | 1.83 | |
FNMA 30YR TBA 6% MAY 22 | 01F060659 | TBA- TO BE ANNOUNCED SECURITY | 15,645,000.0000 | 15,784,375.67 | .78 | |
FNMA 30YR TBA 6.5% APR 24 | 01F062648 | TBA- TO BE ANNOUNCED SECURITY | 475,000.0000 | 485,268.64 | .02 | |
FNMA 30YR TBA 6.5% APR 24 | 01F062648 | TBA- TO BE ANNOUNCED SECURITY | -5,075,000.0000 | -5,184,712.26 | -.26 | |
FNCL 30YR TBA 7% APRIL 24 | 01F070641 | TBA- TO BE ANNOUNCED SECURITY | 2,125,000.0000 | 2,190,261.11 | .11 | |
FNCL 30YR TBA 7% APRIL 24 | 01F070641 | TBA- TO BE ANNOUNCED SECURITY | -3,750,000.0000 | -3,865,166.66 | -.19 | |
FHLMC GOLD 30YR TBA 7.0% MAY 24 | 01F070658 | TBA- TO BE ANNOUNCED SECURITY | 3,750,000.0000 | 3,861,651.04 | .19 | |
CWALT 2007-4CB 1 V/R 04/25/37 | 02148FAA3 | ASSET BACKED | 2,068,772.4900 | 1,568,025.70 | .08 | |
CWALT 2007-9T1 2A 6% 05/25/37 | 02150JAU6 | ASSET BACKED | 6,441,911.8400 | 2,896,561.21 | .14 | |
HESS CORP 7.3% 08/15/31 | HES/31 | 023551AJ3 | CORPORATE BONDS | 430,000.0000 | 486,584.55 | .02 |
HESS CORP 7.125% 03/15/33 | HES/33 | 023551AM6 | CORPORATE BONDS | 268,000.0000 | 303,307.48 | .02 |
AMERICAN AIRLIN 7.25% 02/15/28 | 023771T32 | CORPORATE BONDS | 140,000.0000 | 142,174.76 | .01 | |
AMERICAN AIRLINE 8.5% 05/15/29 | 023771T40 | CORPORATE BONDS | 130,000.0000 | 137,339.41 | .01 | |
AMERICAN AXLE & MF 5% 10/01/29 | 02406PBB5 | CORPORATE BONDS | 60,000.0000 | 54,039.92 | .00 | |
ACAR 2023-3 B 6.09% 06/12/25 | 02530EAC8 | ASSET BACKED | 415,000.0000 | 416,089.71 | .02 | |
AMERICAN EXPRES 3.95% 08/01/25 | 025816CY3 | CORPORATE BONDS | 378,000.0000 | 371,412.75 | .02 | |
AMERICAN HOMES 4 5.5% 02/01/34 | 02666TAG2 | CORPORATE BONDS | 325,000.0000 | 324,021.97 | .02 | |
AMERICAN TOWER C 3.6% 01/15/28 | AMT28 | 03027XAR1 | CORPORATE BONDS | 249,000.0000 | 235,245.24 | .01 |
AMERICAN TOWER 3.95% 03/15/29 | 03027XAU4 | CORPORATE BONDS | 1,680,000.0000 | 1,587,133.93 | .08 | |
AMERICAN TOWER C 3.8% 08/15/29 | AMT29A | 03027XAW0 | CORPORATE BONDS | 315,000.0000 | 293,977.31 | .01 |
AMERICAN TOWER C 2.1% 06/15/30 | 03027XBC3 | CORPORATE BONDS | 2,618,000.0000 | 2,174,801.32 | .11 | |
AMERICAN TOWER 3.65% 03/15/27 | 03027XBV1 | CORPORATE BONDS | 320,000.0000 | 306,735.80 | .02 | |
AMCAR 2022-2 B 4.81% 07/18/25 | 03065WAE5 | ASSET BACKED | 1,470,000.0000 | 1,455,447.29 | .07 | |
AMGEN INC 5.25% 03/02/30 | 031162DQ0 | CORPORATE BONDS | 135,000.0000 | 137,051.72 | .01 | |
AMGEN INC 5.25% 03/02/33 | 031162DR8 | CORPORATE BONDS | 2,765,000.0000 | 2,788,259.13 | .14 | |
AMGEN INC 5.75% 03/02/63 | 031162DU1 | CORPORATE BONDS | 384,000.0000 | 391,660.61 | .02 | |
AMWINS GROUP I 4.875% 06/30/29 | 031921AB5 | CORPORATE BONDS | 100,000.0000 | 93,338.27 | .00 | |
AOMT 2022-1 A1 V/R 01/25/26 | 03464BAA6 | ASSET BACKED | 1,335,282.1200 | 1,194,801.36 | .06 | |
AOMT 2021-4 A1 V/R 07/20/25 | 03464EAA0 | ASSET BACKED | 504,826.9500 | 409,583.57 | .02 | |
AOMT 2020-R1 A1 V/R 12/25/24 | 034651AA7 | ASSET BACKED | 255,181.2100 | 233,505.22 | .01 | |
AOMT 2021-1 A1 V/R 02/25/25 | 03465CAA3 | ASSET BACKED | 359,171.5000 | 302,733.41 | .02 | |
AOMT 2021-2 A1 V/R 04/25/25 | 03465DAA1 | ASSET BACKED | 323,164.6700 | 267,002.50 | .01 | |
AOMT 2021-3 A1 V/R 06/25/25 | 03465EAA9 | ASSET BACKED | 598,962.4700 | 503,364.77 | .02 | |
AOMT 2021-5 A1 V/R 07/25/66 | 03465HAA2 | ASSET BACKED | 760,257.3900 | 637,919.43 | .03 | |
AOMT 2021-6 A1 V/R 09/25/66 | 03465JAA8 | ASSET BACKED | 1,149,525.5600 | 934,727.40 | .05 | |
ANTERO RESOURC 5.375% 03/01/30 | 03674XAS5 | CORPORATE BONDS | 70,000.0000 | 67,226.61 | .00 | |
ANTERO MIDSTREA 5.75% 03/01/27 | 03690AAD8 | CORPORATE BONDS | 145,000.0000 | 143,184.43 | .01 | |
AON CORP 2.8% 05/15/30 | 037389BE2 | CORPORATE BONDS | 290,000.0000 | 255,450.98 | .01 | |
AON CORP/AON GL 5.35% 02/28/33 | 03740LAG7 | CORPORATE BONDS | 145,000.0000 | 145,784.99 | .01 | |
AON NORTH AMERI 5.45% 03/01/34 | 03740MAD2 | CORPORATE BONDS | 605,000.0000 | 611,983.39 | .03 | |
AMMST 2021-MF2 C V/R 06/15/31 | 03881VAS8 | ASSET BACKED | 1,920,000.0000 | 1,522,036.42 | .08 | |
AMMST 2022-MF4 B V/R 01/15/32 | 03882LAQ3 | ASSET BACKED | 2,600,000.0000 | 2,236,902.20 | .11 | |
ARCHER-DANIELS-M 2.9% 03/01/32 | 039482AD6 | CORPORATE BONDS | 190,000.0000 | 163,652.75 | .01 | |
ARCHER-DANIELS-M 4.5% 08/15/33 | 039482AE4 | CORPORATE BONDS | 155,000.0000 | 149,991.29 | .01 | |
ARES CAPITAL CO 3.25% 07/15/25 | 04010LAY9 | CORPORATE BONDS | 203,000.0000 | 196,100.70 | .01 | |
ARIZONA PUBLIC 6.35% 12/15/32 | 040555DE1 | CORPORATE BONDS | 385,000.0000 | 410,881.90 | .02 | |
ARIZONA PUBLIC 5.55% 08/01/33 | 040555DG6 | CORPORATE BONDS | 155,000.0000 | 156,743.79 | .01 | |
ARROW ELECTRON 3.875% 01/12/28 | 042735BF6 | CORPORATE BONDS | 331,000.0000 | 313,638.34 | .02 | |
ARSENAL AIC PARENT 8% 10/01/30 | 04288BAB6 | CORPORATE BONDS | 40,000.0000 | 41,995.40 | .00 | |
ARTERA SERVICES 8.5% 02/15/31 | 04302XAA2 | CORPORATE BONDS | 50,000.0000 | 51,262.15 | .00 | |
ASHTEAD CAPITAL 5.8% 04/15/34 | 045054AS2 | CORPORATE BONDS | 200,000.0000 | 199,796.80 | .01 | |
ASHTON WOODS U 4.625% 04/01/30 | 045086AP0 | CORPORATE BONDS | 75,000.0000 | 68,525.15 | .00 | |
ABSHE 2007-HE2 A V/R 05/25/37 | 04544TAD3 | ASSET BACKED | 1,327,698.9700 | 917,085.63 | .05 | |
ASSUREDPARTNER 5.625% 01/15/29 | 04624VAB5 | CORPORATE BONDS | 85,000.0000 | 78,308.82 | .00 | |
ATHENE GLOBAL 2.646% 10/04/31 | 04685A3E9 | CORPORATE BONDS | 800,000.0000 | 652,726.42 | .03 | |
ATHENE HOLDING 5.875% 01/15/34 | 04686JAG6 | CORPORATE BONDS | 370,000.0000 | 370,736.80 | .02 | |
ATHENE HOLDING 6.25% 04/01/54 | 04686JAH4 | CORPORATE BONDS | 210,000.0000 | 213,125.31 | .01 | |
AUTOZONE INC 6.55% 11/01/33 | 053332BH4 | CORPORATE BONDS | 475,000.0000 | 519,916.88 | .03 | |
AVNT 2021-REV1 1.21% 01/15/24 | 05353LAA3 | ASSET BACKED | 17,373.7300 | 17,351.16 | .00 | |
AESOP 2020-1A 2.33% 08/20/25 | 05377RDU5 | ASSET BACKED | 5,920,000.0000 | 5,706,316.42 | .28 | |
AESOP 2023-7A A 5.9% 08/20/27 | 05377RHL1 | ASSET BACKED | 470,000.0000 | 478,423.34 | .02 | |
AESOP 2024-1A 5.36% 06/20/29 | 05377RHY3 | ASSET BACKED | 385,000.0000 | 386,906.29 | .02 | |
AESOP 2024-3A 5.23% 12/20/29 | 05377RJK1 | ASSET BACKED | 535,000.0000 | 533,803.79 | .03 | |
EQUITABLE HOLDI 4.35% 04/20/28 | 054561AJ4 | CORPORATE BONDS | 80,000.0000 | 77,505.29 | .00 | |
BBCMS 2020-C6 2.639% 01/15/30 | 05492TBP4 | ASSET BACKED | 1,800,000.0000 | 1,577,897.46 | .08 | |
BBCMS 2020-C7 XA V/R 02/15/30 | 05492VAG0 | ASSET BACKED | 1,462,070.0500 | 88,000.83 | .00 | |
BAMLL 2018-DSNY V/R 09/15/20 | 054967AJ3 | ASSET BACKED | 500,000.0000 | 497,500.00 | .02 | |
BBCMS 2022-C18 A V/R 10/15/32 | 054975AD9 | ASSET BACKED | 365,000.0000 | 375,423.63 | .02 | |
BBCMS 2022-C18 A V/R 11/15/32 | 054975AE7 | ASSET BACKED | 120,000.0000 | 125,517.12 | .01 | |
BAT CAPITAL COR 4.54% 08/15/47 | 05526DBF1 | CORPORATE BONDS | 260,000.0000 | 200,743.48 | .01 | |
BAT CAPITAL CO 5.834% 02/20/31 | 05526DBY0 | CORPORATE BONDS | 395,000.0000 | 398,389.89 | .02 | |
BAT CAPITAL CORP 6% 02/20/34 | 05526DBZ7 | CORPORATE BONDS | 225,000.0000 | 227,822.70 | .01 | |
BBCMS 2018-TALL V/R 03/15/21 | 05548WAL1 | ASSET BACKED | 1,236,000.0000 | 788,568.49 | .04 | |
LBM ACQUISITION 6.25% 01/15/29 | 05552BAA4 | CORPORATE BONDS | 35,000.0000 | 32,814.86 | .00 | |
BBCMS 2022-C15 A V/R 03/15/32 | 05552FBA4 | ASSET BACKED | 305,000.0000 | 275,168.35 | .01 | |
BINOM 2021-INV1 V/R 06/25/56 | 05552UAA2 | ASSET BACKED | 363,263.0400 | 313,183.92 | .02 | |
BCPE EMPIRE HO 7.625% 05/01/27 | 05552VAA0 | CORPORATE BONDS | 120,000.0000 | 117,178.80 | .01 | |
BBCMS 2022-C16 A V/R 05/15/32 | 05552YAE6 | ASSET BACKED | 280,000.0000 | 271,676.10 | .01 | |
BX 2019-OC11 E V/R 12/09/29 | 05606FAN3 | ASSET BACKED | 1,529,000.0000 | 1,319,357.43 | .07 | |
BX 2021-ARIA A V/R 10/15/23 | 05608RAA3 | ASSET BACKED | 1,400,000.0000 | 1,386,000.00 | .07 | |
BX 2021-MFM1 D V/R 01/15/23 | 05608VAJ5 | ASSET BACKED | 1,072,766.5700 | 1,060,697.95 | .05 | |
BX 2021-VOLT C V/R 09/15/23 | 05609VAJ4 | ASSET BACKED | 2,900,000.0000 | 2,856,500.00 | .14 | |
BX 2021-VOLT E V/R 09/15/23 | 05609VAN5 | ASSET BACKED | 536,000.0000 | 528,295.00 | .03 | |
BX 2024-PAT A V/R 03/15/26 | 05612FAA3 | ASSET BACKED | 280,000.0000 | 279,856.95 | .01 | |
BANK OF AMERICA C V/R 02/07/30 | 06051GHQ5 | CORPORATE BONDS | 725,000.0000 | 687,041.30 | .03 | |
BANK OF AMERICA C V/R 04/29/31 | 06051GJB6 | CORPORATE BONDS | 1,025,000.0000 | 883,700.97 | .04 | |
BANK OF AMERICA C V/R 07/23/31 | 06051GJF7 | CORPORATE BONDS | 375,000.0000 | 307,776.21 | .02 | |
BANK OF AMERICA C V/R 10/24/31 | 06051GJL4 | CORPORATE BONDS | 7,245,000.0000 | 5,903,372.71 | .29 | |
BANK OF AMERICA C V/R 04/22/32 | 06051GJT7 | CORPORATE BONDS | 4,120,000.0000 | 3,487,374.91 | .17 | |
BANK OF AMERICA C V/R 09/21/36 | 06051GKC2 | CORPORATE BONDS | 739,000.0000 | 591,076.53 | .03 | |
BANK OF AMERICA C V/R 10/20/32 | 06051GKD0 | CORPORATE BONDS | 240,000.0000 | 199,109.55 | .01 | |
BANK OF AMERICA C V/R 02/04/33 | 06051GKK4 | CORPORATE BONDS | 535,000.0000 | 454,985.63 | .02 | |
BANK OF AMERICA C V/R 04/25/25 | 06051GKS7 | CORPORATE BONDS | 78,000.0000 | 77,892.79 | .00 | |
BANK OF AMERICA C V/R 07/22/26 | 06051GLA5 | CORPORATE BONDS | 118,000.0000 | 116,938.27 | .01 | |
BANK OF AMERICA C V/R 04/25/29 | 06051GLG2 | CORPORATE BONDS | 410,000.0000 | 410,388.04 | .02 | |
BANK OF AMERICA C V/R 09/15/27 | 06051GLV9 | CORPORATE BONDS | 290,000.0000 | 293,887.40 | .01 | |
BANK OF AMERICA C V/R 01/23/35 | 06051GMA4 | CORPORATE BONDS | 405,000.0000 | 407,639.87 | .02 | |
BANK5 2023-5YR4 V/R 12/15/56 | 06211FBR8 | ASSET BACKED | 1,172,840.0000 | 44,804.72 | .00 | |
BANK OF NY MELLON V/R 10/25/29 | 06406RBT3 | CORPORATE BONDS | 820,000.0000 | 865,289.71 | .04 | |
BANK OF NY MELLON V/R 03/14/30 | 06406RBV8 | CORPORATE BONDS | 230,000.0000 | 230,197.92 | .01 | |
BANK OF NY MELLON V/R 03/14/35 | 06406RBW6 | CORPORATE BONDS | 305,000.0000 | 303,590.27 | .02 | |
BANK 2022-BNK39 V/R 09/15/31 | 06539VAP3 | ASSET BACKED | 6,439,059.9100 | 171,530.76 | .01 | |
BANK 2018-BN10 X V/R 02/15/61 | 065404BF1 | ASSET BACKED | 15,359,080.8300 | 342,854.62 | .02 | |
BANK 2023-BNK45 V/R 01/15/33 | 06541BBQ0 | ASSET BACKED | 1,687,437.4000 | 105,754.74 | .01 | |
BANK 2017-BNK4 X V/R 05/15/50 | 06541FBB4 | ASSET BACKED | 9,955,522.9200 | 314,312.78 | .02 | |
BANK 2020-BN30 A V/R 12/15/30 | 06541UBW5 | ASSET BACKED | 8,740,000.0000 | 7,044,738.91 | .35 | |
BAYER US FINAN 6.375% 11/21/30 | 07274EAK9 | CORPORATE BONDS | 245,000.0000 | 250,514.80 | .01 | |
BBCMS 2024-C2 5.419% 12/15/33 | 07336VAU5 | ASSET BACKED | 470,000.0000 | 483,459.11 | .02 | |
BBCMS 2024-C24 X V/R 12/15/33 | 07336VAZ4 | ASSET BACKED | 2,504,222.3700 | 274,277.96 | .01 | |
BEACON ROOFING S 6.5% 08/01/30 | 073685AK5 | CORPORATE BONDS | 115,000.0000 | 116,694.18 | .01 | |
BALTA 2006-1 21A V/R 02/25/36 | 07386HB83 | ASSET BACKED | 1,943,357.8600 | 1,336,388.90 | .07 | |
BENCHMARK MTG 2.928% 12/15/72 | 08160KAE4 | ASSET BACKED | 1,835,000.0000 | 1,596,029.42 | .08 | |
BMARK 2020-B22 X V/R 09/15/30 | 08163BBF7 | ASSET BACKED | 2,358,524.8800 | 181,761.37 | .01 | |
BMARK 2022-B35 A V/R 05/15/32 | 08163RBQ8 | ASSET BACKED | 4,415,000.0000 | 4,130,043.98 | .20 | |
BMARK 2023-B40 X V/R 06/15/33 | 08163WAH8 | ASSET BACKED | 1,754,106.6700 | 116,747.55 | .01 | |
BMARK 2023-B39 X V/R 01/15/33 | 081925AF6 | ASSET BACKED | 6,223,920.1200 | 254,549.62 | .01 | |
BERKSHIRE HATHAW 4.6% 05/01/53 | 084659BF7 | CORPORATE BONDS | 50,000.0000 | 43,275.60 | .00 | |
BHG 2021-B A 0.9% 10/17/34 | 08862BAA3 | ASSET BACKED | 69,624.8300 | 67,975.60 | .00 | |
BLACKSTONE HOLDING 2% 01/30/32 | 09261BAD2 | CORPORATE BONDS | 604,000.0000 | 473,394.12 | .02 | |
BLACKROCK FUNDI 5.25% 03/14/54 | 09290DAC5 | CORPORATE BONDS | 120,000.0000 | 120,593.83 | .01 | |
BLUE RACER MID 7.625% 12/15/25 | 095796AH1 | CORPORATE BONDS | 55,000.0000 | 55,302.72 | .00 | |
BOEING CO 5.04% 05/01/27 | 097023CU7 | CORPORATE BONDS | 241,000.0000 | 236,455.00 | .01 | |
BOEING CO 5.805% 05/01/50 | 097023CW3 | CORPORATE BONDS | 240,000.0000 | 227,070.67 | .01 | |
BOEING CO 5.93% 05/01/60 | 097023CX1 | CORPORATE BONDS | 225,000.0000 | 210,945.35 | .01 | |
BOEING CO 5.15% 05/01/30 | 097023CY9 | CORPORATE BONDS | 160,000.0000 | 154,801.09 | .01 | |
BOSTON GAS COM 3.757% 03/16/32 | 100743AM5 | CORPORATE BONDS | 155,000.0000 | 136,197.92 | .01 | |
BOSTON PROPERTIE 3.4% 06/21/29 | 10112RBB9 | CORPORATE BONDS | 3,000,000.0000 | 2,692,312.35 | .13 | |
BOSTON PROPERTI 3.25% 01/30/31 | 10112RBD5 | CORPORATE BONDS | 2,975,000.0000 | 2,544,850.94 | .13 | |
BOXER PARENT C 7.125% 10/02/25 | 103186AB8 | CORPORATE BONDS | 15,000.0000 | 15,013.40 | .00 | |
BP CAP MARKETS 2.939% 06/04/51 | 10373QBP4 | CORPORATE BONDS | 70,000.0000 | 46,733.07 | .00 | |
BP CAP MARKETS 3.379% 02/08/61 | 10373QBQ2 | CORPORATE BONDS | 140,000.0000 | 96,710.49 | .00 | |
BP CAP MARKETS 2.721% 01/12/32 | 10373QBT6 | CORPORATE BONDS | 260,000.0000 | 224,025.35 | .01 | |
BP CAP MARKETS 4.812% 02/13/33 | 10373QBU3 | CORPORATE BONDS | 3,005,000.0000 | 2,965,644.59 | .15 | |
BP CAP MARKETS 4.893% 09/11/33 | 10373QBV1 | CORPORATE BONDS | 3,443,000.0000 | 3,419,013.62 | .17 | |
BRAND INDUSTR 10.375% 08/01/30 | 104931AA8 | CORPORATE BONDS | 70,000.0000 | 75,786.41 | .00 | |
BRAVO 2021-C A1 V/R 03/01/61 | 105692AA5 | ASSET BACKED | 958,362.4200 | 906,084.04 | .04 | |
BRAVO 2021-NQM2 V/R 03/25/60 | 10569EAA9 | ASSET BACKED | 160,196.5800 | 148,967.94 | .01 | |
BRAVO 2021-NQM1 V/R 02/25/49 | 10569TAA6 | ASSET BACKED | 204,153.3100 | 180,361.79 | .01 | |
BRIGHTHSE FIN GLBL 1% 04/12/24 | 10921U2A5 | CORPORATE BONDS | 138,000.0000 | 137,810.27 | .01 | |
BRIGHTHSE FIN G 1.75% 01/13/25 | 10921U2H0 | CORPORATE BONDS | 650,000.0000 | 628,231.50 | .03 | |
BRISTOL-MYERS SQ 5.2% 02/22/34 | 110122EH7 | CORPORATE BONDS | 295,000.0000 | 299,520.79 | .01 | |
BRISTOL-MYERS SQ 5.5% 02/22/44 | 110122EJ3 | CORPORATE BONDS | 85,000.0000 | 86,990.71 | .00 | |
BRISTOL-MYERS S 5.55% 02/22/54 | 110122EK0 | CORPORATE BONDS | 550,000.0000 | 565,611.21 | .03 | |
BROADCOM INC 3.419% 04/15/33 | 11135FBK6 | CORPORATE BONDS | 457,000.0000 | 396,173.10 | .02 | |
BROOKLYN UNION 4.866% 08/05/32 | 114259AW4 | CORPORATE BONDS | 800,000.0000 | 740,838.13 | .04 | |
BROWN & BROWN 2.375% 03/15/31 | 115236AC5 | CORPORATE BONDS | 334,000.0000 | 276,804.98 | .01 | |
BUILDERS FIRST 6.375% 06/15/32 | 12008RAR8 | CORPORATE BONDS | 100,000.0000 | 101,478.60 | .01 | |
BX 2021-CIP A V/R 12/15/23 | 12434FAA5 | ASSET BACKED | 500,000.0000 | 494,687.50 | .02 | |
CBASS 2006-CB9 A V/R 11/25/36 | 12465MAD6 | ASSET BACKED | 4,292,531.2500 | 1,910,279.43 | .09 | |
CAMB 2021-CX2 C V/R 11/10/31 | 12477BAG9 | ASSET BACKED | 5,900,000.0000 | 4,607,094.06 | .23 | |
CCO HLDGS LLC/C 4.75% 03/01/30 | 1248EPCD3 | CORPORATE BONDS | 210,000.0000 | 180,314.55 | .01 | |
CCO HLDGS LLC/CA 4.5% 08/15/30 | 1248EPCE1 | CORPORATE BONDS | 125,000.0000 | 104,755.90 | .01 | |
CCO HLDGS LLC/C 4.75% 02/01/32 | 1248EPCQ4 | CORPORATE BONDS | 95,000.0000 | 77,531.73 | .00 | |
CBASS 2006-CB4 A V/R 05/25/36 | 12498QAD8 | ASSET BACKED | 3,916,441.5500 | 2,525,231.82 | .13 | |
CDW LLC/CDW FIN 2.67% 12/01/26 | 12513GBG3 | CORPORATE BONDS | 210,000.0000 | 195,001.28 | .01 | |
CDW LLC/CDW FI 3.569% 12/01/31 | 12513GBJ7 | CORPORATE BONDS | 180,000.0000 | 158,244.12 | .01 | |
CD 2017-CD4 XA V/R 04/10/27 | 12515DAS3 | ASSET BACKED | 15,715,078.8900 | 443,760.83 | .02 | |
CGDB 2019-MOB E V/R 11/15/21 | 125284AJ8 | ASSET BACKED | 1,834,000.0000 | 1,701,035.00 | .08 | |
SORT 2020-1 A1 1.69% 07/15/25 | 12530MAA3 | ASSET BACKED | 285,227.0200 | 266,664.33 | .01 | |
SORT 2021-1A A 1.53% 03/15/26 | 12530MAE5 | ASSET BACKED | 122,518.1800 | 110,789.43 | .01 | |
SORT 2021-1A B 1.98% 03/15/26 | 12530MAG0 | ASSET BACKED | 108,381.4700 | 95,365.32 | .00 | |
SORT 2022-1A A 5.97% 02/15/27 | 12530MAL9 | ASSET BACKED | 183,700.5300 | 179,078.26 | .01 | |
CHS/COMMUNITY HEAL 6% 01/15/29 | 12543DBH2 | CORPORATE BONDS | 70,000.0000 | 61,151.87 | .00 | |
CHS/COMMUNITY H 4.75% 02/15/31 | 12543DBK5 | CORPORATE BONDS | 85,000.0000 | 65,598.49 | .00 | |
CIGNA GROUP/THE 5% 05/15/29 | 125523CT5 | CORPORATE BONDS | 775,000.0000 | 776,105.44 | .04 | |
CIM 2021-R6 A1 V/R 07/25/61 | 12567RAA8 | ASSET BACKED | 971,652.3600 | 834,064.05 | .04 | |
CNH INDUSTRIAL C 5.1% 04/20/29 | 12592BAS3 | CORPORATE BONDS | 100,000.0000 | 99,728.68 | .00 | |
COMM 2015-CR2 3.497% 04/10/25 | 12593ABA2 | ASSET BACKED | 1,050,000.0000 | 1,024,612.26 | .05 | |
CSC HOLDINGS LLC 6.5% 02/01/29 | 126307AZ0 | CORPORATE BONDS | 200,000.0000 | 169,462.14 | .01 | |
CSAIL 2015-C4 A3 V/R 08/15/20 | 12635RAW8 | ASSET BACKED | 1,937,381.0800 | 1,887,066.52 | .09 | |
CSMC 2021-NQM1 A V/R 05/25/65 | 126407AA3 | ASSET BACKED | 160,591.6700 | 136,007.06 | .01 | |
CSX CORP 3.35% 09/15/49 | 126408HR7 | CORPORATE BONDS | 544,000.0000 | 391,536.09 | .02 | |
CSMC 2022-NQM1 A V/R 01/25/26 | 126416AA4 | ASSET BACKED | 1,429,607.2600 | 1,246,967.21 | .06 | |
CSMC 2020-NET 2.256% 08/15/25 | 126438AA8 | ASSET BACKED | 524,331.2800 | 487,269.55 | .02 | |
CSMC 2010-8R 5A1 V/R 02/26/37 | 12644KJE3 | ASSET BACKED | 969,192.0900 | 913,440.09 | .05 | |
CSI COMPRESSCO L 7.5% 04/01/25 | 12652HAA6 | CORPORATE BONDS | 100,000.0000 | 100,000.00 | .00 | |
CNX RESOURCES CORP 6% 01/15/29 | 12653CAJ7 | CORPORATE BONDS | 115,000.0000 | 112,594.71 | .01 | |
CNX MIDSTREAM P 4.75% 04/15/30 | 12654AAA9 | CORPORATE BONDS | 125,000.0000 | 111,408.71 | .01 | |
CSMC 2018-RPL9 A V/R 01/25/46 | 12654PAE8 | ASSET BACKED | 1,152,457.6600 | 1,086,260.26 | .05 | |
COMM 2020-CX 2.173% 11/10/30 | 12656KAA5 | ASSET BACKED | 3,035,000.0000 | 2,466,183.03 | .12 | |
COMM 2020-CX 2.446% 11/10/30 | 12656KAE7 | ASSET BACKED | 2,615,000.0000 | 2,103,968.59 | .10 | |
COMM 2020-CX D V/R 11/10/30 | 12656KAJ6 | ASSET BACKED | 1,425,000.0000 | 1,107,328.88 | .05 | |
COLT 2021-2R A1 V/R 07/27/54 | 12656YAA5 | ASSET BACKED | 146,814.3900 | 127,200.30 | .01 | |
CSMC 2021-AFC1 A V/R 02/25/25 | 12657LAA2 | ASSET BACKED | 395,807.4800 | 318,997.95 | .02 | |
CQP HOLDCO LP/BI 5.5% 06/15/31 | 12657NAA8 | CORPORATE BONDS | 250,000.0000 | 236,279.05 | .01 | |
CSMC 2021-B33 3.052% 10/10/31 | 12658WAA7 | ASSET BACKED | 183,000.0000 | 166,500.06 | .01 | |
CSMC 2021-B33 3.167% 10/10/31 | 12658WAC3 | ASSET BACKED | 650,000.0000 | 546,784.75 | .03 | |
COMM 2022-HC 2.819% 01/10/27 | 12659DAA8 | ASSET BACKED | 203,000.0000 | 183,282.12 | .01 | |
COMM 2022-HC 3.376% 01/10/27 | 12659DAG5 | ASSET BACKED | 300,000.0000 | 262,017.00 | .01 | |
CSMC 2021-NQM8 A V/R 10/25/66 | 12659FAA3 | ASSET BACKED | 582,977.4900 | 505,526.48 | .03 | |
CSMC 2021-NQM4 A V/R 06/25/25 | 12659PAA1 | ASSET BACKED | 750,099.7700 | 612,739.40 | .03 | |
CSMC 2021-RPL3 A V/R 01/25/60 | 12661GAA7 | ASSET BACKED | 2,904,947.8200 | 2,499,862.14 | .12 | |
CSMC 2021-NQM2 A V/R 02/25/66 | 12662EAA1 | ASSET BACKED | 680,750.3000 | 588,687.94 | .03 | |
CSMC 2021-RPL4 A V/R 12/27/60 | 12662GAC2 | ASSET BACKED | 336,954.9100 | 326,703.23 | .02 | |
CSMC 2021-NQM6 A V/R 07/25/66 | 12662KAA7 | ASSET BACKED | 1,260,002.1700 | 1,025,411.31 | .05 | |
CVR PARTNERS/C 6.125% 06/15/28 | 12663QAC9 | CORPORATE BONDS | 75,000.0000 | 72,075.38 | .00 | |
CNH 2023-A A4 4.77% 03/15/27 | 12664QAD6 | ASSET BACKED | 230,000.0000 | 227,870.52 | .01 | |
CPS 2023-B A 5.91% 03/17/25 | 12664WAA9 | ASSET BACKED | 749,289.2500 | 749,695.14 | .04 | |
CVS HEALTH CORP 4.78% 03/25/38 | 126650CY4 | CORPORATE BONDS | 947,000.0000 | 874,533.60 | .04 | |
CVS HEALTH COR 4.125% 04/01/40 | 126650DK3 | CORPORATE BONDS | 145,000.0000 | 122,149.53 | .01 | |
CVS HEALTH CORP 2.7% 08/21/40 | 126650DP2 | CORPORATE BONDS | 450,000.0000 | 312,406.49 | .02 | |
CVS HEALTH CORP 5.3% 06/01/33 | 126650DY3 | CORPORATE BONDS | 210,000.0000 | 210,493.69 | .01 | |
CVS HEALTH COR 5.875% 06/01/53 | 126650DZ0 | CORPORATE BONDS | 295,000.0000 | 300,106.01 | .01 | |
CWALT 2005-7CB 2 V/R 03/01/38 | 12667F4M4 | ASSET BACKED | 4,659,901.9700 | 152,841.06 | .01 | |
CWALT 2005-7CB 2 V/R 03/01/38 | 12667F4Q5 | ASSET BACKED | 4,659,901.9600 | 3,417,730.53 | .17 | |
CWALT 2005-28CB 5.5% 08/25/35 | 12667GWW9 | ASSET BACKED | 542,606.6200 | 456,871.52 | .02 | |
CWALT 2006-OA2 A V/R 05/20/46 | 126694R75 | ASSET BACKED | 3,797,420.6400 | 3,168,786.89 | .16 | |
CAESARS ENTERTAI 6.5% 02/15/32 | 12769GAC4 | CORPORATE BONDS | 60,000.0000 | 60,528.36 | .00 | |
CALIFORNIA ST 7.3% 10/01/39 | 13063A7D0 | MUNICIPAL BONDS | 360,000.0000 | 423,444.35 | .02 | |
CALLON PETROLEUM 7.5% 06/15/30 | 13123XBF8 | CORPORATE BONDS | 95,000.0000 | 100,462.50 | .00 | |
CALPINE CORP 4.5% 02/15/28 | 131347CM6 | CORPORATE BONDS | 95,000.0000 | 90,104.94 | .00 | |
CAMPBELL SOUP CO 5.4% 03/21/34 | 134429BP3 | CORPORATE BONDS | 105,000.0000 | 105,787.78 | .01 | |
CAPITAL ONE FINAN V/R 11/02/27 | 14040HCH6 | CORPORATE BONDS | 85,000.0000 | 77,763.22 | .00 | |
CAPITAL ONE FINAN V/R 03/01/30 | 14040HCN3 | CORPORATE BONDS | 650,000.0000 | 585,554.73 | .03 | |
CAPITAL ONE FINAN V/R 07/26/30 | 14040HCV5 | CORPORATE BONDS | 75,000.0000 | 73,814.28 | .00 | |
CAPITAL ONE FINAN V/R 02/01/29 | 14040HCX1 | CORPORATE BONDS | 100,000.0000 | 99,673.75 | .00 | |
CAPITAL ONE FINAN V/R 06/08/29 | 14040HCZ6 | CORPORATE BONDS | 385,000.0000 | 395,801.71 | .02 | |
CAPITAL ONE FINAN V/R 10/30/31 | 14040HDC6 | CORPORATE BONDS | 600,000.0000 | 662,697.15 | .03 | |
CARGILL INC 2.125% 11/10/31 | 141781BS2 | CORPORATE BONDS | 660,000.0000 | 540,742.39 | .03 | |
CARGILL INC 4% 06/22/32 | 141781BW3 | CORPORATE BONDS | 80,000.0000 | 74,313.34 | .00 | |
CARGILL INC 4.75% 04/24/33 | 141781CB8 | CORPORATE BONDS | 320,000.0000 | 313,449.04 | .02 | |
CARMX 2021-1 C 0.94% 02/18/25 | 14316NAF6 | ASSET BACKED | 1,700,000.0000 | 1,620,450.88 | .08 | |
CARRIER GLOBAL C 6.2% 03/15/54 | 14448CBD5 | CORPORATE BONDS | 45,000.0000 | 49,550.60 | .00 | |
CARR 2006-NC4 V/R 10/25/36 | 14453MAC8 | ASSET BACKED | 967,054.6600 | 935,599.27 | .05 | |
CMHAT 2021-MH 1.753% 02/25/46 | 14731QAA7 | ASSET BACKED | 239,821.6500 | 206,203.71 | .01 | |
CASTLE US HOLDIN 9.5% 02/15/28 | 14852LAA1 | CORPORATE BONDS | 20,000.0000 | 9,875.00 | .00 | |
CATALENT PHARMA 3.5% 04/01/30 | 14879EAK4 | CORPORATE BONDS | 30,000.0000 | 28,572.29 | .00 | |
CEDAR FAIR LP 5.25% 07/15/29 | 150190AE6 | CORPORATE BONDS | 70,000.0000 | 66,355.07 | .00 | |
CELANESE US HO 6.165% 07/15/27 | 15089QAM6 | CORPORATE BONDS | 735,000.0000 | 748,604.60 | .04 | |
CELANESE US HOL 6.55% 11/15/30 | 15089QAX2 | CORPORATE BONDS | 380,000.0000 | 399,691.19 | .02 | |
CENTENE CORP 3% 10/15/30 | 15135BAW1 | CORPORATE BONDS | 450,000.0000 | 385,828.56 | .02 | |
CNT PRNT/CDK GLO I 8% 06/15/29 | 154915AA0 | CORPORATE BONDS | 105,000.0000 | 108,846.78 | .01 | |
CHARTER COMM O 6.384% 10/23/35 | 161175AZ7 | CORPORATE BONDS | 3,965,000.0000 | 3,918,523.14 | .19 | |
CHARTER COMM OPT 4.2% 03/15/28 | 161175BK9 | CORPORATE BONDS | 360,000.0000 | 339,310.35 | .02 | |
CHARTER COMM OP 5.75% 04/01/48 | 161175BN3 | CORPORATE BONDS | 40,000.0000 | 33,684.18 | .00 | |
CHARTER COMM O 5.125% 07/01/49 | 161175BS2 | CORPORATE BONDS | 145,000.0000 | 112,353.67 | .01 | |
CHARTER COMM OPT 4.8% 03/01/50 | 161175BT0 | CORPORATE BONDS | 1,790,000.0000 | 1,324,978.82 | .07 | |
CHARTER COMM OPT 3.7% 04/01/51 | 161175BV5 | CORPORATE BONDS | 355,000.0000 | 219,549.57 | .01 | |
CHARTER COMM OP 3.85% 04/01/61 | 161175BY9 | CORPORATE BONDS | 185,000.0000 | 109,765.99 | .01 | |
CHARTER COMM OPT 3.9% 06/01/52 | 161175CA0 | CORPORATE BONDS | 555,000.0000 | 352,961.14 | .02 | |
CHARTER COMM OPT 4.4% 12/01/61 | 161175CC6 | CORPORATE BONDS | 185,000.0000 | 120,801.12 | .01 | |
CHARTER COMM OPT 3.5% 03/01/42 | 161175CE2 | CORPORATE BONDS | 156,000.0000 | 104,088.68 | .01 | |
CHENIERE ENERGY 4.5% 10/01/29 | 16411QAG6 | CORPORATE BONDS | 250,000.0000 | 237,936.70 | .01 | |
CHENIERE ENERG 4.625% 10/15/28 | 16411RAK5 | CORPORATE BONDS | 407,000.0000 | 394,362.19 | .02 | |
CHENIERE ENERGY 5.65% 04/15/34 | 16411RAL3 | CORPORATE BONDS | 325,000.0000 | 327,320.75 | .02 | |
CHESAPEAKE ENE 5.875% 02/01/29 | 165167DG9 | CORPORATE BONDS | 55,000.0000 | 54,548.09 | .00 | |
CFII 2023-1A A 5.65% 05/15/26 | 165183CU6 | ASSET BACKED | 691,892.4500 | 692,632.43 | .03 | |
CISCO SYSTEMS I 4.95% 02/26/31 | 17275RBS0 | CORPORATE BONDS | 320,000.0000 | 322,824.31 | .02 | |
CISCO SYSTEMS I 5.35% 02/26/64 | 17275RBV3 | CORPORATE BONDS | 215,000.0000 | 220,344.09 | .01 | |
CGCMT 2023-SMRT V/R 10/12/40 | 17291NAC5 | ASSET BACKED | 2,850,000.0000 | 2,848,078.53 | .14 | |
CITIGROUP INC V/R 07/24/28 | 172967LP4 | CORPORATE BONDS | 823,000.0000 | 782,249.77 | .04 | |
CITIGROUP INC V/R 11/03/32 | 172967NE7 | CORPORATE BONDS | 6,930,000.0000 | 5,683,129.45 | .28 | |
CITIGROUP INC V/R 02/13/30 | 172967PF2 | CORPORATE BONDS | 925,000.0000 | 920,683.85 | .05 | |
CGCMT 2015-GC 3.762% 06/10/25 | 17323YAD1 | ASSET BACKED | 1,415,000.0000 | 1,372,063.10 | .07 | |
CGCMT 2015-GC35 V/R 11/10/48 | 17324KAV0 | ASSET BACKED | 30,920,098.8900 | 253,006.80 | .01 | |
CGCMT 2019-GC 3.038% 10/10/29 | 17328HBD2 | ASSET BACKED | 7,640,000.0000 | 6,700,779.66 | .33 | |
CITIZENS FINANCIA V/R 01/23/30 | 174610BF1 | CORPORATE BONDS | 250,000.0000 | 249,641.14 | .01 | |
CIVITAS RESOUR 8.375% 07/01/28 | 17888HAA1 | CORPORATE BONDS | 75,000.0000 | 78,953.40 | .00 | |
CLARIV SCI HLD 4.875% 07/01/29 | 18064PAD1 | CORPORATE BONDS | 55,000.0000 | 50,882.21 | .00 | |
CLEAN HARBORS 5.125% 07/15/29 | 184496AP2 | CORPORATE BONDS | 45,000.0000 | 43,255.71 | .00 | |
CLEAR CHANNEL OU 7.5% 06/01/29 | 18453HAD8 | CORPORATE BONDS | 50,000.0000 | 41,352.07 | .00 | |
CLEAR CHANNEL OUTD 9% 09/15/28 | 18453HAE6 | CORPORATE BONDS | 45,000.0000 | 46,872.68 | .00 | |
CLEARWAY ENERGY 4.75% 03/15/28 | 18539UAC9 | CORPORATE BONDS | 150,000.0000 | 142,581.45 | .01 | |
CLECO CORPORAT 4.973% 05/01/46 | 18551PAD1 | CORPORATE BONDS | 70,000.0000 | 58,449.87 | .00 | |
CLECO CORPORAT 3.375% 09/15/29 | 18551PAE9 | CORPORATE BONDS | 180,000.0000 | 157,023.76 | .01 | |
CLOUD SOFTWARE GRP 9% 09/30/29 | 18912UAA0 | CORPORATE BONDS | 30,000.0000 | 28,773.52 | .00 | |
CLYDESDALE ACQ 6.625% 04/15/29 | 18972EAA3 | CORPORATE BONDS | 55,000.0000 | 54,955.80 | .00 | |
COLT 2021-2 A1 V/R 08/25/66 | 19685WAA9 | ASSET BACKED | 515,294.6800 | 414,718.07 | .02 | |
COLT 2021-1 A1 V/R 06/25/66 | 19688EAA6 | ASSET BACKED | 527,958.5800 | 430,627.78 | .02 | |
COLT 2021-3 A1 V/R 09/27/66 | 19688FAA3 | ASSET BACKED | 939,219.4900 | 753,461.22 | .04 | |
COLT 2022-1 A1 V/R 12/27/66 | 19688HAA9 | ASSET BACKED | 1,298,985.7700 | 1,128,798.24 | .06 | |
COLT 2021-HX1 A1 V/R 10/25/66 | 19688KAA2 | ASSET BACKED | 1,257,079.5100 | 1,039,739.64 | .05 | |
COLUMBIA PIPEL 6.042% 08/15/28 | 19828AAB3 | CORPORATE BONDS | 215,000.0000 | 219,691.68 | .01 | |
COLUMBIA PIPEL 5.681% 01/15/34 | 19828AAC1 | CORPORATE BONDS | 210,000.0000 | 208,612.90 | .01 | |
COLUMBIA PIPEL 5.927% 08/15/30 | 19828TAA4 | CORPORATE BONDS | 565,000.0000 | 579,673.62 | .03 | |
COLUMBIA PIPEL 6.036% 11/15/33 | 19828TAB2 | CORPORATE BONDS | 355,000.0000 | 367,795.95 | .02 | |
COLUMBIA PIPEL 6.544% 11/15/53 | 19828TAC0 | CORPORATE BONDS | 195,000.0000 | 211,267.68 | .01 | |
COMCAST CORP 3.75% 04/01/40 | 20030NDH1 | CORPORATE BONDS | 1,075,000.0000 | 893,582.74 | .04 | |
COMCAST CORP 2.887% 11/01/51 | 20030NDS7 | CORPORATE BONDS | 285,000.0000 | 185,000.19 | .01 | |
COMCAST CORP 2.937% 11/01/56 | 20030NDU2 | CORPORATE BONDS | 626,000.0000 | 394,133.46 | .02 | |
COMCAST CORP 4.8% 05/15/33 | 20030NEE7 | CORPORATE BONDS | 215,000.0000 | 212,109.99 | .01 | |
COMMONSPIRIT HE 2.76% 10/01/24 | 20268JAA1 | CORPORATE BONDS | 325,000.0000 | 319,969.26 | .02 | |
COMMONSPIRIT H 5.205% 12/01/31 | 20268JAR4 | CORPORATE BONDS | 355,000.0000 | 355,142.29 | .02 | |
COMMSCOPE INC 4.75% 09/01/29 | 203372AX5 | CORPORATE BONDS | 35,000.0000 | 25,200.00 | .00 | |
COMMSCOPE TECH LLC 5% 03/15/27 | 20338HAB9 | CORPORATE BONDS | 45,000.0000 | 17,380.80 | .00 | |
CONAGRA BRANDS 4.85% 11/01/28 | 205887CC4 | CORPORATE BONDS | 725,000.0000 | 716,394.44 | .04 | |
CONAGRA BRANDS I 5.3% 10/01/26 | 205887CJ9 | CORPORATE BONDS | 600,000.0000 | 600,960.15 | .03 | |
CAS 2023-R03 2M1 V/R 04/25/43 | 20753ACJ1 | ASSET BACKED | 300,884.1800 | 306,825.95 | .02 | |
CAS 2024-R02 1M2 V/R 02/25/44 | 20754GAE0 | ASSET BACKED | 230,000.0000 | 230,795.80 | .01 | |
CAS 2023-R04 1M1 V/R 05/25/43 | 20754QAA6 | ASSET BACKED | 216,139.8800 | 220,590.46 | .01 | |
CAS 2022-R08 1M1 V/R 07/25/42 | 20755DAA4 | ASSET BACKED | 126,465.8700 | 129,805.83 | .01 | |
CAS 2023-R05 1M1 V/R 06/25/43 | 207942AA1 | ASSET BACKED | 611,524.2900 | 618,728.29 | .03 | |
CONOCOPHILLIPS C 3.8% 03/15/52 | 20826FAV8 | CORPORATE BONDS | 336,000.0000 | 262,374.59 | .01 | |
CONOCOPHILLIPS 4.025% 03/15/62 | 20826FBD7 | CORPORATE BONDS | 190,000.0000 | 150,572.46 | .01 | |
CONOCOPHILLIPS 5.05% 09/15/33 | 20826FBF2 | CORPORATE BONDS | 410,000.0000 | 413,707.56 | .02 | |
CONOCOPHILLIPS 5.55% 03/15/54 | 20826FBG0 | CORPORATE BONDS | 50,000.0000 | 51,531.67 | .00 | |
CONOCOPHILLIPS C 5.7% 09/15/63 | 20826FBH8 | CORPORATE BONDS | 215,000.0000 | 225,345.98 | .01 | |
CONSOLIDATED COMMU 5% 10/01/28 | 20903XAH6 | CORPORATE BONDS | 80,000.0000 | 66,679.48 | .00 | |
CON EDISON CO OF 3.2% 12/01/51 | 209111GC1 | CORPORATE BONDS | 400,000.0000 | 275,144.15 | .01 | |
CON EDISON CO OF 5.5% 03/15/34 | 209111GF4 | CORPORATE BONDS | 170,000.0000 | 175,614.93 | .01 | |
CONSUMERS 23 SE 5.55% 03/01/28 | 21071BAA3 | CORPORATE BONDS | 1,550,000.0000 | 1,554,151.49 | .08 | |
UNITED AIRLINES 4.15% 04/11/24 | 210795PZ7 | CORPORATE BONDS | 531,523.0000 | 531,083.75 | .03 | |
COREBRIDGE FINA 3.85% 04/05/29 | 21871XAF6 | CORPORATE BONDS | 440,000.0000 | 411,390.80 | .02 | |
COREBRIDGE FINA 6.05% 09/15/33 | 21871XAQ2 | CORPORATE BONDS | 110,000.0000 | 113,313.04 | .01 | |
COREBRIDGE FINA 5.75% 01/15/34 | 21871XAS8 | CORPORATE BONDS | 390,000.0000 | 397,872.84 | .02 | |
CORNERSTONE BU 6.125% 01/15/29 | 21925DAA7 | CORPORATE BONDS | 75,000.0000 | 66,851.52 | .00 | |
GNMAII JUMBO TBA APR 21 | 21H020642 | TBA- TO BE ANNOUNCED SECURITY | 8,380,000.0000 | 6,864,165.43 | .34 | |
GNMA TBA 30 YR 2.5% APR 24 | 21H022648 | TBA- TO BE ANNOUNCED SECURITY | -3,110,000.0000 | -2,648,527.50 | -.13 | |
G2SF TBA 30 YR 3% APR24 | 21H030641 | TBA- TO BE ANNOUNCED SECURITY | -1,555,000.0000 | -1,371,158.03 | -.07 | |
G2SF 30 YR TBA 3.5% APR 24 | 21H032647 | TBA- TO BE ANNOUNCED SECURITY | 2,887,000.0000 | 2,626,815.94 | .13 | |
G2SF 30 YR TBA 4% APR 24 | 21H040640 | TBA- TO BE ANNOUNCED SECURITY | -2,465,000.0000 | -2,306,473.71 | -.11 | |
G2SF 30 YR TBA 4.5% APR 24 | 21H042646 | TBA- TO BE ANNOUNCED SECURITY | -820,000.0000 | -787,879.63 | -.04 | |
GNMA2 30YR TBA 5% APR 24 | 21H050649 | TBA- TO BE ANNOUNCED SECURITY | 1,835,000.0000 | 1,803,358.65 | .09 | |
GNMA 30 YR TBA 5.5% APR 24 | 21H052645 | TBA- TO BE ANNOUNCED SECURITY | 8,400,000.0000 | 8,392,111.06 | .42 | |
COTY INC 5% 04/15/26 | 222070AE4 | CORPORATE BONDS | 95,000.0000 | 93,582.88 | .00 | |
COTY/HFC PREST 6.625% 07/15/30 | 22207AAA0 | CORPORATE BONDS | 90,000.0000 | 91,394.19 | .00 | |
COX COMMUNICATIO 2.6% 06/15/31 | 224044CN5 | CORPORATE BONDS | 430,000.0000 | 356,901.61 | .02 | |
CAALT 2024-1A 5.68% 03/15/34 | 22537GAA8 | ASSET BACKED | 465,000.0000 | 466,830.94 | .02 | |
CSFB 2005-9 5A6 5.5% 10/25/35 | 2254586D5 | ASSET BACKED | 1,341,589.8700 | 703,769.60 | .03 | |
CROWN CASTLE T 4.241% 07/15/28 | 22822RBH2 | CORPORATE BONDS | 2,766,000.0000 | 2,636,012.38 | .13 | |
CROWN CASTLE INC 3.8% 02/15/28 | 22822VAK7 | CORPORATE BONDS | 265,000.0000 | 250,879.92 | .01 | |
CROWN CASTLE INC 4.3% 02/15/29 | 22822VAL5 | CORPORATE BONDS | 411,000.0000 | 393,970.68 | .02 | |
CROWN CASTLE INC 3.1% 11/15/29 | 22822VAN1 | CORPORATE BONDS | 245,000.0000 | 218,643.24 | .01 | |
CROWN CASTLE INC 2.1% 04/01/31 | 22822VAW1 | CORPORATE BONDS | 3,410,000.0000 | 2,760,234.29 | .14 | |
CROWN CASTLE INC 4.8% 09/01/28 | 22822VBB6 | CORPORATE BONDS | 695,000.0000 | 681,434.55 | .03 | |
CROWN CASTLE INC 5.6% 06/01/29 | 22822VBD2 | CORPORATE BONDS | 480,000.0000 | 486,440.98 | .02 | |
CSMC 2021-NQM5 A V/R 06/25/25 | 22946DAA0 | ASSET BACKED | 459,938.9300 | 368,974.00 | .02 | |
CUMMINS INC 5.45% 02/20/54 | 231021AX4 | CORPORATE BONDS | 95,000.0000 | 97,124.34 | .00 | |
DLLAA 2023-1A 5.64% 02/22/28 | 23292HAC5 | ASSET BACKED | 365,000.0000 | 368,601.60 | .02 | |
DNKN 2019-1A 4.352% 05/20/29 | 233046AL5 | ASSET BACKED | 1,590,075.0000 | 1,515,273.26 | .08 | |
DNKN 2021-1A 2.791% 11/20/31 | 233046AS0 | ASSET BACKED | 326,485.0000 | 273,063.01 | .01 | |
DBJPM 2020-C9 XA V/R 08/15/30 | 233063AW6 | ASSET BACKED | 2,207,149.6800 | 119,187.63 | .01 | |
DBGS 2018-BIOD E V/R 05/15/20 | 23306GAJ6 | ASSET BACKED | 3,545,399.2400 | 3,506,621.44 | .17 | |
DBJPM 2017-C6 XB V/R 06/10/27 | 23312JAL7 | ASSET BACKED | 21,195,000.0000 | 204,328.28 | .01 | |
DSLA 2005-AR4 1A V/R 08/19/45 | 23332UEL4 | ASSET BACKED | 4,063,193.0500 | 3,023,228.54 | .15 | |
DTE ENERGY CO 5.1% 03/01/29 | 233331BK2 | CORPORATE BONDS | 315,000.0000 | 313,729.73 | .02 | |
DTAOT 2023-2A 5.41% 08/15/25 | 23346CAC2 | ASSET BACKED | 375,000.0000 | 372,965.55 | .02 | |
DTAOT 2023-1A 5.19% 04/15/25 | 23346KAC4 | ASSET BACKED | 310,000.0000 | 308,069.26 | .02 | |
DAE FUNDING LLC 1.55% 08/01/24 | 23371DAJ3 | CORPORATE BONDS | 1,115,000.0000 | 1,096,709.99 | .05 | |
DALLAS-FORT WO 4.507% 11/01/51 | 23503CAN7 | MUNICIPAL BONDS | 215,000.0000 | 197,561.67 | .01 | |
DANA INC 5.375% 11/15/27 | 235825AF3 | CORPORATE BONDS | 45,000.0000 | 44,020.85 | .00 | |
DANA INC 4.25% 09/01/30 | 235825AH9 | CORPORATE BONDS | 20,000.0000 | 17,672.77 | .00 | |
DC 2024-HLTN A V/R 04/13/28 | 24022FAA8 | ASSET BACKED | 300,000.0000 | 300,598.20 | .01 | |
DEALER TIRE LLC/DT 8% 02/01/28 | 24229JAA1 | CORPORATE BONDS | 60,000.0000 | 59,725.63 | .00 | |
DRMT 2021-1 A1 V/R 02/25/25 | 24380VAA9 | ASSET BACKED | 102,536.8900 | 94,462.14 | .00 | |
DRMT 2021-2 A1 V/R 04/25/66 | 24381WAA6 | ASSET BACKED | 207,919.8600 | 178,831.75 | .01 | |
DIAMONDBACK ENE 6.25% 03/15/33 | 25278XAV1 | CORPORATE BONDS | 335,000.0000 | 357,138.34 | .02 | |
DIRECTV FIN LL 5.875% 08/15/27 | 25461LAA0 | CORPORATE BONDS | 140,000.0000 | 132,445.07 | .01 | |
DISCOVER FINANCIA V/R 11/02/34 | 254709AT5 | CORPORATE BONDS | 135,000.0000 | 152,914.60 | .01 | |
DISCOVERY COMMUN 5.2% 09/20/47 | 25470DAT6 | CORPORATE BONDS | 236,000.0000 | 198,282.04 | .01 | |
DISCOVERY COMM 4.125% 05/15/29 | 25470DBF5 | CORPORATE BONDS | 54,000.0000 | 50,618.84 | .00 | |
DISCOVERY COMMUN 5.3% 05/15/49 | 25470DBG3 | CORPORATE BONDS | 179,000.0000 | 150,378.23 | .01 | |
DISCOVERY COMMU 4.65% 05/15/50 | 25470DBH1 | CORPORATE BONDS | 785,000.0000 | 613,208.58 | .03 | |
DISCOVERY COMM 3.625% 05/15/30 | 25470DBJ7 | CORPORATE BONDS | 145,000.0000 | 129,684.16 | .01 | |
DISH DBS CORP 5.125% 06/01/29 | 25470XBD6 | CORPORATE BONDS | 75,000.0000 | 31,281.63 | .00 | |
DISH DBS CORP 5.75% 12/01/28 | 25470XBF1 | CORPORATE BONDS | 110,000.0000 | 75,598.05 | .00 | |
DOLLAR GENERAL 4.25% 09/20/24 | 256677AJ4 | CORPORATE BONDS | 197,000.0000 | 195,575.78 | .01 | |
DOLLAR TREE INC 4% 05/15/25 | 256746AG3 | CORPORATE BONDS | 358,000.0000 | 351,956.03 | .02 | |
DOMINION ENERGY 6.3% 03/15/33 | D33 | 25746UAN9 | CORPORATE BONDS | 30,000.0000 | 31,604.85 | .00 |
DOMINION ENERG 3.375% 04/01/30 | 25746UDG1 | CORPORATE BONDS | 3,375,000.0000 | 3,067,178.13 | .15 | |
DOMINION ENERG 5.375% 11/15/32 | 25746UDR7 | CORPORATE BONDS | 1,565,000.0000 | 1,573,890.28 | .08 | |
DPABS 2015-1A 4.474% 10/25/25 | 25755TAE0 | ASSET BACKED | 848,662.5000 | 832,255.82 | .04 | |
DPABS 2019-1A 3.668% 10/25/29 | 25755TAL4 | ASSET BACKED | 974,400.0000 | 896,165.91 | .04 | |
DPABS 2021-1A 2.662% 10/25/28 | 25755TAN0 | ASSET BACKED | 1,248,690.0000 | 1,110,599.87 | .06 | |
DORNOCH DEBT M 6.625% 10/15/29 | 25830JAA9 | CORPORATE BONDS | 115,000.0000 | 102,191.02 | .01 | |
DUKE ENERGY COR 2.65% 09/01/26 | 26441CAS4 | CORPORATE BONDS | 623,000.0000 | 588,262.60 | .03 | |
DUKE ENERGY COR 2.45% 06/01/30 | 26441CBH7 | CORPORATE BONDS | 165,000.0000 | 142,101.94 | .01 | |
DUKE ENERGY CORP 0.9% 09/15/25 | 26441CBJ3 | CORPORATE BONDS | 4,000,000.0000 | 3,753,396.76 | .19 | |
DUKE ENERGY COR 2.55% 06/15/31 | 26441CBL8 | CORPORATE BONDS | 1,455,000.0000 | 1,225,133.35 | .06 | |
DUKE ENERGY CORP 4.5% 08/15/32 | 26441CBT1 | CORPORATE BONDS | 450,000.0000 | 426,579.93 | .02 | |
DUKE ENERGY CORP 5% 08/15/52 | 26441CBU8 | CORPORATE BONDS | 65,000.0000 | 58,835.90 | .00 | |
DUKE ENERGY COR 4.85% 01/05/29 | 26441CCC7 | CORPORATE BONDS | 775,000.0000 | 767,686.89 | .04 | |
DUKE ENERGY CARO 5.3% 02/15/40 | 26442CAH7 | CORPORATE BONDS | 1,225,000.0000 | 1,210,559.83 | .06 | |
DUKE ENERGY OHI 5.55% 03/15/54 | 26442EAL4 | CORPORATE BONDS | 190,000.0000 | 189,505.50 | .01 | |
DUKE ENERGY FL 5.875% 11/15/33 | 26444HAQ4 | CORPORATE BONDS | 275,000.0000 | 290,565.49 | .01 | |
DUN & BRADSTREET C 5% 12/15/29 | 26483EAL4 | CORPORATE BONDS | 155,000.0000 | 143,074.58 | .01 | |
EQM MIDSTREAM P 4.75% 01/15/31 | 26885BAL4 | CORPORATE BONDS | 85,000.0000 | 79,046.21 | .00 | |
EDISON INTERNAT 5.25% 11/15/28 | 281020AY3 | CORPORATE BONDS | 430,000.0000 | 428,486.32 | .02 | |
ELEVANCE HEALT 5.125% 02/15/53 | 28622HAC5 | CORPORATE BONDS | 420,000.0000 | 402,503.01 | .02 | |
EMBARQ CORP 7.995% 06/01/36 | CTL/36 | 29078EAA3 | CORPORATE BONDS | 65,000.0000 | 35,328.88 | .00 |
EMRLD BOR / EM 6.625% 12/15/30 | 29103CAA6 | CORPORATE BONDS | 115,000.0000 | 116,103.20 | .01 | |
ENERGY TRANSFER LP 5% 05/15/44 | 292480AJ9 | CORPORATE BONDS | 225,000.0000 | 198,987.41 | .01 | |
ENCOMPASS HEALT 4.75% 02/01/30 | 29261AAB6 | CORPORATE BONDS | 20,000.0000 | 18,739.15 | .00 | |
ENERGIZER HOLDIN 6.5% 12/31/27 | 29272WAF6 | CORPORATE BONDS | 60,000.0000 | 59,675.87 | .00 | |
ENERGY TRANSFER 5.95% 10/01/43 | 29273RAZ2 | CORPORATE BONDS | 1,683,000.0000 | 1,662,808.43 | .08 | |
ENERGY TRANSFER 4.9% 03/15/35 | 29273RBE8 | CORPORATE BONDS | 3,354,000.0000 | 3,170,626.96 | .16 | |
ENERGY TRANSFER 4.75% 01/15/26 | 29273RBG3 | CORPORATE BONDS | 198,000.0000 | 195,915.42 | .01 | |
ENERGY TRANSFER 6.4% 12/01/30 | 29273VAT7 | CORPORATE BONDS | 1,115,000.0000 | 1,176,963.40 | .06 | |
ENTERGY LOUISIA 4.95% 01/15/45 | 29364WAV0 | CORPORATE BONDS | 1,100,000.0000 | 1,013,752.44 | .05 | |
ENTERGY LOUISIA 4.75% 09/15/52 | 29364WBL1 | CORPORATE BONDS | 125,000.0000 | 111,376.49 | .01 | |
EFF 2023-1 A3 5.42% 11/22/27 | 29375CAC3 | ASSET BACKED | 480,000.0000 | 481,647.74 | .02 | |
EFF 2024-1 A3 5.16% 09/20/28 | 29375PAC4 | ASSET BACKED | 200,000.0000 | 199,478.16 | .01 | |
CGCMT 2016-P4 B V/R 06/10/26 | 29429EAJ0 | ASSET BACKED | 805,000.0000 | 733,727.15 | .04 | |
EQUINIX INC 2.95% 09/15/51 | 29444UBM7 | CORPORATE BONDS | 363,000.0000 | 233,034.68 | .01 | |
EQUINIX INC 3.9% 04/15/32 | 29444UBU9 | CORPORATE BONDS | 215,000.0000 | 194,540.98 | .01 | |
EQUITABLE FINANC 1.8% 03/08/28 | 29449WAF4 | CORPORATE BONDS | 1,110,000.0000 | 977,378.49 | .05 | |
ESSENTIAL UTIL 3.351% 04/15/50 | 29670GAE2 | CORPORATE BONDS | 563,000.0000 | 393,936.35 | .02 | |
EVERI HOLDINGS INC 5% 07/15/29 | 30034TAA1 | CORPORATE BONDS | 75,000.0000 | 74,302.16 | .00 | |
EVERGY INC 2.9% 09/15/29 | 30034WAB2 | CORPORATE BONDS | 780,000.0000 | 696,705.14 | .03 | |
EVERSOURCE ENE 5.125% 05/15/33 | 30040WAU2 | CORPORATE BONDS | 960,000.0000 | 940,650.02 | .05 | |
EVERSOURCE ENER 5.95% 02/01/29 | 30040WAW8 | CORPORATE BONDS | 310,000.0000 | 319,876.25 | .02 | |
EVERSOURCE ENERG 5.5% 01/01/34 | 30040WAX6 | CORPORATE BONDS | 463,000.0000 | 463,051.22 | .02 | |
EART 2021-1A D 1.08% 01/15/25 | 30166RAF4 | ASSET BACKED | 488,929.3100 | 476,796.14 | .02 | |
EART 2021-1A E 2.21% 02/18/25 | 30166RAG2 | ASSET BACKED | 900,000.0000 | 851,640.75 | .04 | |
EART 2022-6A B 6.03% 06/15/25 | 30168AAD4 | ASSET BACKED | 197,000.0000 | 197,119.26 | .01 | |
EART 2023-1A B 5.72% 03/15/25 | 30168BAD2 | ASSET BACKED | 470,000.0000 | 469,389.00 | .02 | |
EART 2023-3A B 6.11% 07/15/25 | 301989AD1 | ASSET BACKED | 201,000.0000 | 201,534.98 | .01 | |
EXPEDIA GROUP INC 5% 02/15/26 | 30212PAM7 | CORPORATE BONDS | 295,000.0000 | 293,269.86 | .01 | |
EXPEDIA GROUP IN 3.8% 02/15/28 | 30212PAP0 | CORPORATE BONDS | 517,000.0000 | 491,791.73 | .02 | |
EXTRA SPACE STOR 5.4% 02/01/34 | 30225VAS6 | CORPORATE BONDS | 199,000.0000 | 198,124.76 | .01 | |
FMMSR 2021-GT1 A V/R 07/25/26 | 30259RAH8 | ASSET BACKED | 4,000,000.0000 | 3,520,118.40 | .17 | |
FMMSR 2021-GT2 A V/R 10/25/26 | 30259RAK1 | ASSET BACKED | 3,420,000.0000 | 3,023,351.48 | .15 | |
META PLATFORMS I 5.6% 05/15/53 | 30303M8Q8 | CORPORATE BONDS | 372,000.0000 | 393,180.21 | .02 | |
FSRIA 2021-FL2 A V/R 05/16/38 | 30319YAA6 | ASSET BACKED | 497,308.6700 | 489,343.28 | .02 | |
FGLMC P#G08793 4% 12/01/47 | 3128MJ3B4 | MBS/PASS THRU CERTS | 46,003.9000 | 43,492.71 | .00 | |
FGLMC P#G08741 3% 01/01/47 | 3128MJZF0 | MBS/PASS THRU CERTS | 115,143.8700 | 101,354.73 | .01 | |
FGLMC P#G08747 3% 02/01/47 | 3128MJZM5 | MBS/PASS THRU CERTS | 231,127.9100 | 203,434.41 | .01 | |
FGLMC P#C91815 3% 03/01/35 | 3128P8AQ4 | MBS/PASS THRU CERTS | 272,369.1400 | 252,838.98 | .01 | |
UMBS P#ZK9295 3% 02/01/33 | 3131XDKG9 | MBS/PASS THRU CERTS | 627,771.5100 | 588,581.77 | .03 | |
UMBS P#ZL6785 3.5% 08/01/43 | 3131XNRE5 | MBS/PASS THRU CERTS | 770,663.2500 | 706,987.75 | .04 | |
FHS 303 C10 3.5% 01/15/33 | 31325UD86 | ASSET BACKED | 768,142.2800 | 73,234.52 | .00 | |
FHS 386 C14 2.5% 03/15/52 | 31325YB31 | ASSET BACKED | 838,073.0400 | 116,185.17 | .01 | |
FHS 389 C1 1.5% 05/15/37 | 31325YQS0 | ASSET BACKED | 2,725,909.9100 | 154,765.61 | .01 | |
FHS 389 C35 2% 06/15/52 | 31325YRN0 | ASSET BACKED | 1,250,318.4000 | 157,762.76 | .01 | |
UMBS P#ZA3968 3% 05/01/33 | 31329MMR8 | MBS/PASS THRU CERTS | 353,801.1100 | 332,681.99 | .02 | |
UMBS P#ZA6520 4% 04/01/49 | 31329QG54 | MBS/PASS THRU CERTS | 415,175.7100 | 389,101.73 | .02 | |
UMBS P#ZA6679 4% 04/01/49 | 31329QM40 | MBS/PASS THRU CERTS | 283,939.3700 | 267,561.10 | .01 | |
UMBS P#ZS4586 4% 10/01/44 | 3132A5CX1 | MBS/PASS THRU CERTS | 630,869.1500 | 597,663.33 | .03 | |
UMBS P#ZS4748 4% 12/01/47 | 3132A5HZ1 | MBS/PASS THRU CERTS | 760,597.8000 | 718,167.95 | .04 | |
UMBS P#ZS9972 3% 03/01/42 | 3132ABCH3 | MBS/PASS THRU CERTS | 167,165.9400 | 150,278.95 | .01 | |
UMBS P#ZT0371 4.5% 05/01/48 | 3132ACMU1 | MBS/PASS THRU CERTS | 290,832.2800 | 280,908.67 | .01 | |
UMBS P#SB8046 3% 05/01/35 | 3132D55F5 | MBS/PASS THRU CERTS | 487,474.9400 | 454,897.87 | .02 | |
UMBS P#SD0665 3% 08/01/51 | 3132DMW27 | MBS/PASS THRU CERTS | 89,530.5800 | 77,791.03 | .00 | |
UMBS P#SD1011 2.5% 04/01/52 | 3132DNDQ3 | MBS/PASS THRU CERTS | 238,967.5000 | 198,139.57 | .01 | |
UMBS P#SD1090 2% 04/01/52 | 3132DNF73 | MBS/PASS THRU CERTS | 737,260.0600 | 591,942.95 | .03 | |
UMBS P#SD1098 2.5% 01/01/52 | 3132DNGF4 | MBS/PASS THRU CERTS | 6,427,863.2100 | 5,347,921.77 | .26 | |
UMBS P#SD1181 3% 06/01/52 | 3132DNJ20 | MBS/PASS THRU CERTS | 6,816,489.2000 | 5,881,339.89 | .29 | |
UMBS P#SD1218 4% 07/01/49 | 3132DNK77 | MBS/PASS THRU CERTS | 326,401.7500 | 307,343.05 | .02 | |
UMBS P#SD1460 3% 05/01/52 | 3132DNTR4 | MBS/PASS THRU CERTS | 7,761,446.2400 | 6,777,222.52 | .34 | |
UMBS P#SD1461 3% 05/01/52 | 3132DNTS2 | MBS/PASS THRU CERTS | 276,454.4500 | 240,467.30 | .01 | |
UMBS P#SD1529 4% 03/01/49 | 3132DNVW0 | MBS/PASS THRU CERTS | 5,816,290.7200 | 5,475,736.72 | .27 | |
UMBS P#SD2102 2.5% 07/01/51 | 3132DPKP2 | MBS/PASS THRU CERTS | 131,108.4800 | 109,240.66 | .01 | |
UMBS P#SD2305 5.5% 02/01/53 | 3132DPR26 | MBS/PASS THRU CERTS | 631,393.2900 | 630,776.22 | .03 | |
UMBS P#SD2553 4% 05/01/49 | 3132DPZS0 | MBS/PASS THRU CERTS | 151,984.7100 | 143,968.97 | .01 | |
UMBS P#SD2960 5% 04/01/53 | 3132DQJD9 | MBS/PASS THRU CERTS | 340,951.8100 | 335,142.78 | .02 | |
UMBS P#SD3029 4% 04/01/47 | 3132DQLJ3 | MBS/PASS THRU CERTS | 42,009.8300 | 39,802.10 | .00 | |
UMBS P#SD3118 4% 08/01/51 | 3132DQPB6 | MBS/PASS THRU CERTS | 9,642,777.0400 | 9,058,703.33 | .45 | |
UMBS P#SD3209 2.5% 04/01/52 | 3132DQR65 | MBS/PASS THRU CERTS | 890,504.4000 | 738,645.43 | .04 | |
UMBS P#SD8089 2.5% 07/01/50 | 3132DV7A7 | MBS/PASS THRU CERTS | 313,668.7000 | 261,727.27 | .01 | |
UMBS P#SD8098 2% 10/01/50 | 3132DV7K5 | MBS/PASS THRU CERTS | 489,458.2600 | 390,245.95 | .02 | |
UMBS P#SD7513 3.5% 04/01/50 | 3132DVK20 | MBS/PASS THRU CERTS | 364,789.3100 | 332,805.82 | .02 | |
UMBS P#SD7551 3% 01/01/52 | 3132DVL86 | MBS/PASS THRU CERTS | 7,484,011.0100 | 6,541,995.03 | .32 | |
UMBS P#SD7552 2.5% 01/01/52 | 3132DVL94 | MBS/PASS THRU CERTS | 1,100,378.9500 | 923,065.95 | .05 | |
UMBS P#SD7525 2.5% 10/01/50 | 3132DVLE3 | MBS/PASS THRU CERTS | 72,383.5100 | 61,105.66 | .00 | |
UMBS P#SD7535 2.5% 02/01/51 | 3132DVLQ6 | MBS/PASS THRU CERTS | 175,470.2700 | 147,836.58 | .01 | |
UMBS P#SD7541 2% 05/01/51 | 3132DVLW3 | MBS/PASS THRU CERTS | 477,603.9100 | 385,171.17 | .02 | |
UMBS P#SD8134 2% 03/01/51 | 3132DWBB8 | MBS/PASS THRU CERTS | 6,662,673.7900 | 5,282,456.28 | .26 | |
UMBS P#SD8135 2.5% 03/01/51 | 3132DWBC6 | MBS/PASS THRU CERTS | 440,205.9400 | 366,692.71 | .02 | |
UMBS P#SD8140 2% 04/01/51 | 3132DWBH5 | MBS/PASS THRU CERTS | 395,823.3400 | 314,969.65 | .02 | |
UMBS P#SD8183 2.5% 12/01/51 | 3132DWCU5 | MBS/PASS THRU CERTS | 5,927,937.5800 | 4,914,740.83 | .24 | |
UMBS P#SD8246 5% 09/01/52 | 3132DWET6 | MBS/PASS THRU CERTS | 6,006,017.0900 | 5,864,724.46 | .29 | |
UMBS P#SD8288 5% 01/01/53 | 3132DWF57 | MBS/PASS THRU CERTS | 834,723.2100 | 814,890.60 | .04 | |
UMBS P#SD8324 5.5% 05/01/53 | 3132DWG98 | MBS/PASS THRU CERTS | 6,969,276.0900 | 6,936,496.73 | .34 | |
UMBS P#SD4010 4% 07/01/49 | 3132E0N32 | MBS/PASS THRU CERTS | 178,882.8600 | 169,483.16 | .01 | |
UMBS P#SD4182 3.5% 08/01/52 | 3132E0UF7 | MBS/PASS THRU CERTS | 3,095,788.1600 | 2,801,299.92 | .14 | |
FGLMC P#Q44630 3.5% 12/01/46 | 3132WJEC1 | MBS/PASS THRU CERTS | 12,566,851.2300 | 11,472,662.41 | .57 | |
UMBS P#WA0506 3.03% 01/01/50 | 3132WRRR6 | MBS/PASS THRU CERTS | 3,699,684.0000 | 2,929,936.26 | .15 | |
UMBS P#WA1627 4.35% 10/01/32 | 3132WVA53 | MBS/PASS THRU CERTS | 13,137,728.1500 | 12,610,066.41 | .62 | |
UMBS P#WN2407 4.38% 05/01/28 | 3132XGU95 | MBS/PASS THRU CERTS | 7,700,000.0000 | 7,529,125.53 | .37 | |
FGLMC P#Q53571 3.5% 01/01/48 | 3132XV6H1 | MBS/PASS THRU CERTS | 349,337.1500 | 319,238.59 | .02 | |
FGLMC P#G60910 3% 03/01/42 | 31335BAK2 | MBS/PASS THRU CERTS | 3,857,675.5500 | 3,472,414.31 | .17 | |
UMBS P#QB9896 2% 03/01/51 | 3133AG7H6 | MBS/PASS THRU CERTS | 626,062.1800 | 497,136.22 | .02 | |
UMBS P#QC5983 2.5% 08/01/51 | 3133AQUG0 | MBS/PASS THRU CERTS | 172,699.3500 | 143,683.54 | .01 | |
UMBS P#QC9119 3% 10/01/51 | 3133AUDY1 | MBS/PASS THRU CERTS | 600,681.6600 | 522,909.39 | .03 | |
UMBS P#QF1522 5% 09/01/52 | 3133BNVP5 | MBS/PASS THRU CERTS | 302,843.5000 | 295,559.19 | .01 | |
UMBS P#QF2008 5% 10/01/52 | 3133BPGR3 | MBS/PASS THRU CERTS | 866,607.7600 | 845,842.44 | .04 | |
UMBS P#QN6383 2% 05/01/36 | 3133GDCU2 | MBS/PASS THRU CERTS | 495,558.4300 | 441,735.79 | .02 | |
UMBS P#QN6604 2% 06/01/36 | 3133GDKR0 | MBS/PASS THRU CERTS | 184,451.8000 | 164,415.86 | .01 | |
UMBS P#QU7398 3% 04/01/50 | 3133JLGF0 | MBS/PASS THRU CERTS | 5,032,623.5700 | 4,261,227.26 | .21 | |
UMBS P#RA2618 2.5% 05/01/50 | 3133KH4B9 | MBS/PASS THRU CERTS | 280,853.5300 | 236,046.78 | .01 | |
UMBS P#RA3513 2.5% 09/01/50 | 3133KJ3W0 | MBS/PASS THRU CERTS | 488,832.4600 | 409,247.09 | .02 | |
UMBS P#RA2898 2.5% 06/01/50 | 3133KJGF3 | MBS/PASS THRU CERTS | 329,685.7600 | 275,807.40 | .01 | |
UMBS P#RA2971 3% 07/01/50 | 3133KJJQ6 | MBS/PASS THRU CERTS | 211,708.3900 | 183,992.39 | .01 | |
UMBS P#RA2977 2.5% 07/01/50 | 3133KJJW3 | MBS/PASS THRU CERTS | 1,008,419.1200 | 841,535.53 | .04 | |
UMBS P#RA3454 2% 09/01/50 | 3133KJZT2 | MBS/PASS THRU CERTS | 279,035.4700 | 223,979.54 | .01 | |
UMBS P#RA3988 2.5% 11/01/50 | 3133KKND7 | MBS/PASS THRU CERTS | 574,654.4700 | 479,011.07 | .02 | |
UMBS P#RA5285 2.5% 05/01/51 | 3133KL2S5 | MBS/PASS THRU CERTS | 205,652.4500 | 171,186.46 | .01 | |
UMBS P#RA5052 2% 04/01/51 | 3133KLTH0 | MBS/PASS THRU CERTS | 811,349.0800 | 645,359.11 | .03 | |
UMBS P#RA5560 2.5% 07/01/51 | 3133KME92 | MBS/PASS THRU CERTS | 158,100.7600 | 132,234.43 | .01 | |
UMBS P#RA5663 3% 08/01/51 | 3133KMJG1 | MBS/PASS THRU CERTS | 667,528.1900 | 579,999.66 | .03 | |
UMBS P#RA5731 2% 08/01/51 | 3133KMLL7 | MBS/PASS THRU CERTS | 186,882.7800 | 148,938.04 | .01 | |
UMBS P#RA5917 3% 09/01/51 | 3133KMSE6 | MBS/PASS THRU CERTS | 494,406.3100 | 430,492.89 | .02 | |
UMBS P#RA6115 2.5% 10/01/51 | 3133KMYL3 | MBS/PASS THRU CERTS | 319,807.1800 | 266,241.98 | .01 | |
UMBS P#RA6332 2% 11/01/51 | 3133KNA94 | MBS/PASS THRU CERTS | 188,119.8200 | 150,679.40 | .01 | |
UMBS P#RA7673 4.5% 07/01/52 | 3133KPQ27 | MBS/PASS THRU CERTS | 5,468,777.4000 | 5,208,317.63 | .26 | |
UMBS P#RA7790 5% 08/01/52 | 3133KPUP1 | MBS/PASS THRU CERTS | 182,275.8500 | 177,970.28 | .01 | |
UMBS P#RA8307 6% 12/01/52 | 3133KQGQ3 | MBS/PASS THRU CERTS | 434,751.0300 | 442,860.00 | .02 | |
UMBS P#RA8751 6% 03/01/53 | 3133KQWL6 | MBS/PASS THRU CERTS | 185,420.9100 | 189,773.24 | .01 | |
UMBS P#RB0369 2% 12/01/40 | 3133KTMS6 | MBS/PASS THRU CERTS | 88,673.6200 | 74,982.83 | .00 | |
UMBS P#RB0715 2% 12/01/41 | 3133KTYL8 | MBS/PASS THRU CERTS | 666,257.0800 | 559,263.76 | .03 | |
UMBS P#RB5111 2% 05/01/41 | 3133KYVC0 | MBS/PASS THRU CERTS | 562,131.5300 | 474,284.42 | .02 | |
FHS 375 C1 2.5% 01/25/51 | 3133Q5AA4 | ASSET BACKED | 909,165.3800 | 137,863.54 | .01 | |
UMBS P#SI2047 2.5% 07/01/50 | 3133USHY0 | MBS/PASS THRU CERTS | 525,037.9900 | 439,472.31 | .02 | |
FNR 2011-142 PE 3.5% 01/25/42 | 3136A3NU1 | ASSET BACKED | 471,000.0000 | 425,386.99 | .02 | |
FNR 2013-2 MA 3.5% 02/25/43 | 3136AB3Q4 | ASSET BACKED | 129,573.9700 | 120,192.30 | .01 | |
FNR 2013-62 PY 2.5% 06/25/43 | 3136AELQ8 | ASSET BACKED | 1,072,000.0000 | 870,029.30 | .04 | |
FNR 2013-72 IW 3.5% 07/25/33 | 3136AFDM3 | ASSET BACKED | 1,208,756.2300 | 91,124.02 | .00 | |
FNR 2014-11 KZ 2.5% 10/25/41 | 3136AJHE9 | ASSET BACKED | 2,635,276.4700 | 2,288,158.12 | .11 | |
FNR 2014-95 ZC 3% 01/25/45 | 3136AL3J8 | ASSET BACKED | 544,239.7700 | 475,627.90 | .02 | |
FNR 2015-55 PD 2.5% 03/25/43 | 3136APF72 | ASSET BACKED | 527,132.6000 | 502,496.90 | .02 | |
FNR 2016-3 MI 5.5% 02/25/46 | 3136ARGB8 | ASSET BACKED | 613,850.3400 | 91,158.86 | .00 | |
FNR 2016-43 GZ 3% 07/25/46 | 3136ASXH4 | ASSET BACKED | 520,164.6600 | 443,041.72 | .02 | |
FNR 2017-24 LG 3% 04/25/37 | 3136AVQ93 | ASSET BACKED | 7,731,019.0000 | 6,983,283.35 | .35 | |
FNR 2017-22 BZ 3.5% 04/25/47 | 3136AVW62 | ASSET BACKED | 707,212.6800 | 636,341.34 | .03 | |
FNR 2017-105 ZE 3% 01/25/48 | 3136B0MR4 | ASSET BACKED | 800,353.9500 | 613,823.70 | .03 | |
FNR 2018-91 BE 3.5% 12/25/58 | 3136B3SL5 | ASSET BACKED | 545,952.7800 | 485,614.02 | .02 | |
FNA 2020-M12 IO V/R 07/25/29 | 3136B87D5 | ASSET BACKED | 32,605,293.3300 | 1,474,261.38 | .07 | |
FNA 2020-M7 X2 V/R 03/25/31 | 3136B9DK0 | ASSET BACKED | 20,742,743.2700 | 1,167,254.32 | .06 | |
FNA 2020-M15 X1 V/R 09/25/31 | 3136B9MX2 | ASSET BACKED | 10,090,099.7400 | 632,165.94 | .03 | |
FNR 2020-35 AI 3% 06/25/50 | 3136BALN2 | ASSET BACKED | 366,478.2800 | 57,475.01 | .00 | |
FNR 2020-74 HI 5.5% 10/25/50 | 3136BB6V9 | ASSET BACKED | 619,321.5300 | 116,807.57 | .01 | |
FNR 2021-4 GD 1% 02/25/51 | 3136BDF37 | ASSET BACKED | 10,908,533.6700 | 8,315,381.04 | .41 | |
FNR 2020-99 KI 1.5% 11/25/35 | 3136BDFB9 | ASSET BACKED | 1,794,101.0900 | 94,607.97 | .00 | |
FNR 2021-3 NI 2.5% 02/25/51 | 3136BDQ84 | ASSET BACKED | 949,791.4200 | 138,681.51 | .01 | |
FNR 2021-3 TI 2.5% 02/25/51 | 3136BDR42 | ASSET BACKED | 910,118.6600 | 144,031.83 | .01 | |
FNR 2021-95 GI 3% 01/25/52 | 3136BKWG3 | ASSET BACKED | 947,283.1400 | 147,080.58 | .01 | |
FNR 2022-3 PI 3% 01/25/52 | 3136BLBF6 | ASSET BACKED | 815,472.8800 | 113,247.98 | .01 | |
FNA 2022-M5 A1 V/R 01/01/34 | 3136BLN63 | ASSET BACKED | 6,951,371.0400 | 6,292,360.21 | .31 | |
FNA 2022-M4 A1X V/R 05/25/30 | 3136BLQ78 | ASSET BACKED | 5,424,471.5500 | 4,915,558.48 | .24 | |
FNR 2023-36 IO 2.5% 10/25/52 | 3136BQDR7 | ASSET BACKED | 9,048,379.9700 | 1,295,962.36 | .06 | |
UMBS P#310229 3.5% 08/01/43 | 31374CSS6 | MBS/PASS THRU CERTS | 647,329.0000 | 598,668.19 | .03 | |
FHR 3835 FO ZCP 04/15/41 | 3137A9WQ5 | ASSET BACKED | 577,763.3800 | 431,270.67 | .02 | |
FHR 4116 AP 1.35% 08/15/42 | 3137AVJY4 | ASSET BACKED | 969,579.1700 | 820,745.28 | .04 | |
FHR 4223 SB V/R 07/15/43 | 3137B3MV7 | ASSET BACKED | 3,952,230.7000 | 2,502,706.22 | .12 | |
FHR 4265 GL 3% 04/15/42 | 3137B5R96 | ASSET BACKED | 1,000,000.0000 | 852,565.80 | .04 | |
FHMS Q001 A3 3.815% 02/25/32 | 3137BEWR1 | ASSET BACKED | 1,500,000.0000 | 1,410,542.10 | .07 | |
FHR 4447 IO 5% 03/15/45 | 3137BGWY1 | ASSET BACKED | 661,035.7300 | 142,961.27 | .01 | |
FHR 4457 A 2.5% 04/15/45 | 3137BHVF1 | ASSET BACKED | 9,252,537.8700 | 8,272,989.27 | .41 | |
FHR 4504 DZ 3.5% 08/15/45 | 3137BL7E2 | ASSET BACKED | 732,958.4500 | 677,891.50 | .03 | |
FHR 4518 CZ 3.5% 10/15/45 | 3137BLP93 | ASSET BACKED | 134,199.1300 | 119,751.27 | .01 | |
FHR 4655 CZ 3% 02/15/47 | 3137BVDA1 | ASSET BACKED | 9,536,647.7600 | 8,055,510.04 | .40 | |
FHMS K064 X1 V/R 03/25/27 | 3137BXR20 | ASSET BACKED | 104,550,461.2500 | 1,536,431.76 | .08 | |
FHMS K066 X1 V/R 06/25/27 | 3137F2LL8 | ASSET BACKED | 27,614,637.5200 | 532,644.94 | .03 | |
FHMS K118 X1 V/R 09/25/30 | 3137F62P1 | ASSET BACKED | 2,065,012.4900 | 100,280.31 | .00 | |
FHMS K119 X1 V/R 09/25/30 | 3137F6GV3 | ASSET BACKED | 63,360,057.8600 | 2,969,502.17 | .15 | |
FHMS K120 X1 V/R 10/25/30 | 3137F72R5 | ASSET BACKED | 28,964,715.9700 | 1,500,157.95 | .07 | |
FHMS K122 X1 V/R 11/25/30 | 3137F82T9 | ASSET BACKED | 12,674,044.5400 | 573,243.23 | .03 | |
FHMS K121 X1 V/R 10/25/30 | 3137F83S0 | ASSET BACKED | 41,124,073.6100 | 2,102,698.56 | .10 | |
FHMS K-1519 X1 V/R 12/25/35 | 3137F8TU7 | ASSET BACKED | 30,102,346.6400 | 1,416,053.52 | .07 | |
FHMS K124 X1 V/R 12/25/30 | 3137F9YZ8 | ASSET BACKED | 23,856,653.4800 | 917,066.46 | .05 | |
FHMS K125 X1 V/R 01/25/31 | 3137F9ZA2 | ASSET BACKED | 53,659,726.0200 | 1,669,096.51 | .08 | |
FHR 4751 PL 3% 12/15/47 | 3137FDB35 | ASSET BACKED | 161,375.0000 | 122,353.36 | .01 | |
FHR 5083 AI 2.5% 03/25/51 | 3137FFMX2 | ASSET BACKED | 696,123.5200 | 98,255.26 | .00 | |
FHR 4892 ES V/R 07/25/45 | 3137FMSN3 | ASSET BACKED | 4,061,011.8000 | 460,272.64 | .02 | |
FHR 4957 PB 2.5% 03/25/50 | 3137FRRL7 | ASSET BACKED | 8,205,626.7500 | 6,827,371.11 | .34 | |
FHR 5018 LW 1% 10/25/40 | 3137FXBZ0 | ASSET BACKED | 342,205.0100 | 270,062.92 | .01 | |
FHR 5092 WI 2.5% 04/25/36 | 3137FYEV4 | ASSET BACKED | 1,520,148.0800 | 147,318.31 | .01 | |
FHMS K129 X1 V/R 05/25/31 | 3137H13R5 | ASSET BACKED | 30,598,381.6300 | 1,665,482.15 | .08 | |
FHMS K130 X1 V/R 06/25/31 | 3137H1YX8 | ASSET BACKED | 30,133,748.7500 | 1,766,340.91 | .09 | |
FHMS K132 X1 V/R 08/25/31 | 3137H3EX6 | ASSET BACKED | 55,973,326.6400 | 1,705,686.38 | .08 | |
FHR 5169 IO 3% 09/25/51 | 3137H4GG9 | ASSET BACKED | 836,316.8700 | 133,038.19 | .01 | |
FHR 5178 IO 4% 03/25/45 | 3137H54D6 | ASSET BACKED | 713,947.9900 | 125,730.81 | .01 | |
FHR 5201 PA 2.5% 03/25/52 | 3137H6KN4 | ASSET BACKED | 558,484.7800 | 489,448.69 | .02 | |
FHR 5228 JL 2.5% 10/25/41 | 3137H7UV3 | ASSET BACKED | 159,000.0000 | 123,730.65 | .01 | |
FHMS K-154 A2 V/R 01/25/33 | 3137H9UD9 | ASSET BACKED | 6,560,000.0000 | 6,405,937.09 | .32 | |
FHMS K-158 A2 4.05% 07/25/33 | 3137HAGS9 | ASSET BACKED | 6,365,000.0000 | 6,065,839.91 | .30 | |
FHMS K753 X1 V/R 01/01/50 | 3137HB2N3 | ASSET BACKED | 2,352,198.6400 | 36,973.27 | .00 | |
FHMS K-162 X1 V/R 12/25/33 | 3137HBP99 | ASSET BACKED | 1,771,910.9600 | 56,248.25 | .00 | |
FHMS K517 A2 V/R 01/25/29 | 3137HC2C5 | ASSET BACKED | 686,000.0000 | 704,410.53 | .03 | |
UMBS P#AL6942 2.5% 06/01/30 | 3138EPWC4 | MBS/PASS THRU CERTS | 81,357.7300 | 76,776.04 | .00 | |
UMBS P#AL7968 3% 01/01/31 | 3138EQ2A9 | MBS/PASS THRU CERTS | 441,093.9600 | 419,872.89 | .02 | |
UMBS P#AR9215 3% 03/01/43 | 3138W7GZ1 | MBS/PASS THRU CERTS | 3,422,627.2100 | 3,055,821.89 | .15 | |
UMBS P#AS4501 3% 02/01/30 | 3138WEAB5 | MBS/PASS THRU CERTS | 299,137.5700 | 285,722.08 | .01 | |
UMBS P#AT7623 3% 06/01/43 | 3138WVPH8 | MBS/PASS THRU CERTS | 6,278,134.7500 | 5,605,385.96 | .28 | |
UMBS P#AZ4794 3% 10/01/30 | 3138YWKG1 | MBS/PASS THRU CERTS | 190,448.6200 | 181,303.89 | .01 | |
FNR 2011-51 TO ZCP 06/25/41 | 31397UKE8 | ASSET BACKED | 112,547.3300 | 84,176.14 | .00 | |
UMBS P#BA4018 3.5% 03/01/46 | 3140E8PC6 | MBS/PASS THRU CERTS | 617,629.0700 | 563,173.11 | .03 | |
UMBS P#BD7043 4% 03/01/47 | 3140FEZH0 | MBS/PASS THRU CERTS | 559,541.9600 | 529,562.21 | .03 | |
UMBS P#BF0175 2.5% 01/01/57 | 3140FXFR8 | MBS/PASS THRU CERTS | 643,449.6600 | 531,924.00 | .03 | |
UMBS P#BF0352 3% 04/01/53 | 3140FXMA7 | MBS/PASS THRU CERTS | 4,002,724.4400 | 3,494,127.79 | .17 | |
UMBS P#BH5752 3.5% 11/01/47 | 3140GUMA2 | MBS/PASS THRU CERTS | 784,472.0400 | 715,299.85 | .04 | |
UMBS P#BJ2763 4.5% 05/01/48 | 3140H4B94 | MBS/PASS THRU CERTS | 215,959.6700 | 209,297.71 | .01 | |
UMBS P#BK1983 3.5% 03/01/33 | 3140HFFZ7 | MBS/PASS THRU CERTS | 624,029.9800 | 598,545.68 | .03 | |
UMBS P#BK3050 2% 09/01/40 | 3140HGL88 | MBS/PASS THRU CERTS | 346,379.0600 | 293,606.70 | .01 | |
UMBS P#BM3075 3.5% 07/01/32 | 3140J7MZ5 | MBS/PASS THRU CERTS | 202,452.8500 | 194,803.65 | .01 | |
UMBS P#BM3415 2.5% 02/01/47 | 3140J7YM1 | MBS/PASS THRU CERTS | 5,822,792.6000 | 4,974,179.39 | .25 | |
UMBS P#BM4513 V/R 05/01/44 | 3140J9AP6 | MBS/PASS THRU CERTS | 1,045,578.3400 | 1,070,324.27 | .05 | |
UMBS P#BM4919 4% 11/01/38 | 3140J9PD7 | MBS/PASS THRU CERTS | 433,837.1400 | 417,004.24 | .02 | |
UMBS P#BM5010 3.5% 02/01/48 | 3140J9R86 | MBS/PASS THRU CERTS | 824,389.5900 | 755,523.42 | .04 | |
UMBS P#BM5024 3% 11/01/48 | 3140J9SN2 | MBS/PASS THRU CERTS | 112,586.8300 | 98,707.13 | .00 | |
UMBS P#BP3414 2% 05/01/36 | 3140KAYL4 | MBS/PASS THRU CERTS | 283,342.9000 | 252,564.99 | .01 | |
UMBS P#BQ0194 2% 08/01/50 | 3140KKGC2 | MBS/PASS THRU CERTS | 4,535,183.0500 | 3,668,056.64 | .18 | |
UMBS P#BQ1150 2.5% 10/01/50 | 3140KLH47 | MBS/PASS THRU CERTS | 95,492.9800 | 80,275.85 | .00 | |
UMBS P#BQ4491 2% 02/01/51 | 3140KP7D9 | MBS/PASS THRU CERTS | 1,675,220.6700 | 1,333,772.25 | .07 | |
UMBS P#BQ7737 2% 03/01/51 | 3140KTS30 | MBS/PASS THRU CERTS | 750,488.8600 | 600,615.12 | .03 | |
UMBS P#BR0948 2% 04/01/51 | 3140KYBS2 | MBS/PASS THRU CERTS | 841,836.4800 | 670,074.39 | .03 | |
UMBS P#BR1035 2% 05/01/51 | 3140KYEH3 | MBS/PASS THRU CERTS | 446,364.4900 | 354,751.41 | .02 | |
UMBS P#BR1339 2% 02/01/51 | 3140KYPZ1 | MBS/PASS THRU CERTS | 1,412,660.6200 | 1,142,805.92 | .06 | |
UMBS P#BR4390 2% 03/01/51 | 3140L22Y8 | MBS/PASS THRU CERTS | 800,039.3400 | 636,971.75 | .03 | |
UMBS P#BR4393 2% 03/01/51 | 3140L23B7 | MBS/PASS THRU CERTS | 958,190.5000 | 762,688.63 | .04 | |
UMBS P#BS1636 2.25% 04/01/33 | 3140LBZA4 | MBS/PASS THRU CERTS | 225,065.0000 | 185,810.53 | .01 | |
UMBS P#BS6519 3.52% 11/01/32 | 3140LHG53 | MBS/PASS THRU CERTS | 475,000.0000 | 435,081.93 | .02 | |
UMBS P#BS8225 4.41% 04/01/30 | 3140LKD75 | MBS/PASS THRU CERTS | 290,000.0000 | 284,608.60 | .01 | |
UMBS P#BS8255 4.19% 04/01/28 | 3140LKE58 | MBS/PASS THRU CERTS | 475,000.0000 | 464,691.07 | .02 | |
UMBS P#BS8234 4.37% 05/01/28 | 3140LKEG4 | MBS/PASS THRU CERTS | 166,737.0000 | 164,781.12 | .01 | |
UMBS P#BS8266 4.75% 04/01/28 | 3140LKFG3 | MBS/PASS THRU CERTS | 120,000.0000 | 119,611.77 | .01 | |
UMBS P#BS8547 4.46% 05/01/28 | 3140LKP98 | MBS/PASS THRU CERTS | 452,369.0000 | 446,762.78 | .02 | |
UMBS P#BS8762 4.03% 06/01/28 | 3140LKWY5 | MBS/PASS THRU CERTS | 387,764.0000 | 376,412.75 | .02 | |
UMBS P#BT2752 2% 08/01/36 | 3140LRBW7 | MBS/PASS THRU CERTS | 64,272.6500 | 57,290.46 | .00 | |
UMBS P#BT5572 3% 08/01/51 | 3140LUFN6 | MBS/PASS THRU CERTS | 482,004.7900 | 418,076.44 | .02 | |
UMBS P#BT7341 2% 09/01/36 | 3140LWEP8 | MBS/PASS THRU CERTS | 339,064.8400 | 302,230.13 | .01 | |
UMBS P#BU0986 2.5% 11/01/51 | 3140M2CY6 | MBS/PASS THRU CERTS | 317,278.7700 | 266,263.61 | .01 | |
UMBS P#BU1062 2.5% 10/01/51 | 3140M2FC1 | MBS/PASS THRU CERTS | 260,842.5900 | 216,391.89 | .01 | |
UMBS P#BU5932 2% 12/01/36 | 3140M7SW2 | MBS/PASS THRU CERTS | 283,200.7300 | 252,430.17 | .01 | |
UMBS P#BU7573 3% 01/01/52 | 3140M9MX2 | MBS/PASS THRU CERTS | 294,855.7600 | 255,574.92 | .01 | |
UMBS P#BU7899 2.5% 01/01/52 | 3140M9X51 | MBS/PASS THRU CERTS | 488,841.3600 | 410,225.38 | .02 | |
UMBS P#BU8959 1.5% 11/01/51 | 3140MA5V2 | MBS/PASS THRU CERTS | 145,651.9300 | 109,738.38 | .01 | |
UMBS P#BV4196 3% 04/01/52 | 3140MHUW7 | MBS/PASS THRU CERTS | 327,302.5000 | 284,480.58 | .01 | |
UMBS P#BW1201 5% 09/01/52 | 3140MSKP9 | MBS/PASS THRU CERTS | 982,514.2500 | 959,401.00 | .05 | |
UMBS P#BW7753 5% 10/01/52 | 3140N0TK1 | MBS/PASS THRU CERTS | 579,161.8100 | 565,402.03 | .03 | |
UMBS P#BW9008 5% 10/01/52 | 3140N2AJ0 | MBS/PASS THRU CERTS | 901,941.3800 | 879,955.96 | .04 | |
UMBS P#BX1766 5% 11/01/52 | 3140N56C3 | MBS/PASS THRU CERTS | 113,334.3700 | 110,650.59 | .01 | |
UMBS P#BX2554 5% 11/01/52 | 3140N6ZU9 | MBS/PASS THRU CERTS | 26,921.1400 | 26,279.95 | .00 | |
UMBS P#BX3200 5% 12/01/52 | 3140N7RW2 | MBS/PASS THRU CERTS | 548,769.1600 | 535,647.58 | .03 | |
UMBS P#BX8385 5% 03/01/53 | 3140NDJ73 | MBS/PASS THRU CERTS | 87,044.6000 | 84,937.62 | .00 | |
UMBS P#BZ0044 5.065% 12/01/28 | 3140NUBN8 | MBS/PASS THRU CERTS | 585,000.0000 | 592,764.68 | .03 | |
UMBS P#CA1909 4.5% 06/01/48 | 3140Q9DP5 | MBS/PASS THRU CERTS | 221,806.3900 | 214,478.54 | .01 | |
UMBS P#CA4794 3% 12/01/49 | 3140QCKG0 | MBS/PASS THRU CERTS | 52,950.3600 | 46,158.78 | .00 | |
UMBS P#CA5224 3% 02/01/50 | 3140QCYW0 | MBS/PASS THRU CERTS | 211,615.6200 | 185,798.17 | .01 | |
UMBS P#CA5504 2.5% 04/01/50 | 3140QDDJ0 | MBS/PASS THRU CERTS | 307,965.9400 | 256,954.05 | .01 | |
UMBS P#CA6347 2.5% 07/01/50 | 3140QEBR2 | MBS/PASS THRU CERTS | 55,839.0200 | 46,543.71 | .00 | |
UMBS P#CA6614 3% 08/01/50 | 3140QEK43 | MBS/PASS THRU CERTS | 212,650.7700 | 184,844.68 | .01 | |
UMBS P#CA6740 3% 08/01/50 | 3140QEP22 | MBS/PASS THRU CERTS | 476,516.2700 | 414,207.29 | .02 | |
UMBS P#CA6902 2% 09/01/50 | 3140QEU42 | MBS/PASS THRU CERTS | 1,261,076.5300 | 1,012,800.11 | .05 | |
UMBS P#CA7057 3.5% 09/01/50 | 3140QEZX3 | MBS/PASS THRU CERTS | 164,162.8100 | 149,640.22 | .01 | |
UMBS P#CA7228 2.5% 10/01/50 | 3140QFA66 | MBS/PASS THRU CERTS | 4,995,360.6100 | 4,217,683.22 | .21 | |
UMBS P#CA7257 2.5% 10/01/50 | 3140QFB32 | MBS/PASS THRU CERTS | 762,364.5500 | 641,631.67 | .03 | |
UMBS P#CA7381 3% 10/01/50 | 3140QFFX2 | MBS/PASS THRU CERTS | 369,169.2000 | 320,782.75 | .02 | |
UMBS P#CA7605 3% 11/01/50 | 3140QFNX3 | MBS/PASS THRU CERTS | 2,368,886.2200 | 2,073,714.02 | .10 | |
UMBS P#CA8933 2% 02/01/51 | 3140QG4T1 | MBS/PASS THRU CERTS | 446,339.6900 | 357,694.05 | .02 | |
UMBS P#CA8304 2% 12/01/40 | 3140QGGN1 | MBS/PASS THRU CERTS | 109,124.2300 | 92,320.40 | .00 | |
UMBS P#CA9381 2% 03/01/51 | 3140QHM77 | MBS/PASS THRU CERTS | 2,479,162.0200 | 1,969,236.70 | .10 | |
UMBS P#CB0414 2.5% 05/01/51 | 3140QKN87 | MBS/PASS THRU CERTS | 459,940.0100 | 382,777.70 | .02 | |
UMBS P#CB0440 2.5% 05/01/51 | 3140QKP28 | MBS/PASS THRU CERTS | 1,978,305.9100 | 1,657,959.72 | .08 | |
UMBS P#CB0463 2% 05/01/41 | 3140QKQR2 | MBS/PASS THRU CERTS | 117,307.7600 | 98,995.28 | .00 | |
UMBS P#CB0609 2.5% 05/01/51 | 3140QKVB1 | MBS/PASS THRU CERTS | 899,917.9700 | 748,943.06 | .04 | |
UMBS P#CB0737 3% 06/01/51 | 3140QKZB7 | MBS/PASS THRU CERTS | 93,914.6000 | 81,169.07 | .00 | |
UMBS P#CB1131 2.5% 07/01/51 | 3140QLHH2 | MBS/PASS THRU CERTS | 429,456.7900 | 358,045.29 | .02 | |
UMBS P#CB1146 3% 07/01/51 | 3140QLHY5 | MBS/PASS THRU CERTS | 674,307.5000 | 585,117.35 | .03 | |
UMBS P#CB1805 2.5% 10/01/51 | 3140QMAF1 | MBS/PASS THRU CERTS | 182,810.2200 | 153,565.83 | .01 | |
UMBS P#CB1908 2.5% 10/01/51 | 3140QMDN1 | MBS/PASS THRU CERTS | 1,825,262.6000 | 1,518,806.87 | .08 | |
UMBS P#CB2436 3% 12/01/51 | 3140QMV68 | MBS/PASS THRU CERTS | 211,964.0700 | 183,852.41 | .01 | |
UMBS P#CB4135 5% 07/01/52 | 3140QPSZ1 | MBS/PASS THRU CERTS | 625,620.3400 | 610,854.05 | .03 | |
UMBS P#CB5300 5.5% 12/01/52 | 3140QQ3J2 | MBS/PASS THRU CERTS | 1,392,448.1200 | 1,389,442.94 | .07 | |
UMBS P#CB4573 5% 09/01/52 | 3140QQCK9 | MBS/PASS THRU CERTS | 5,558,274.7800 | 5,431,808.58 | .27 | |
UMBS P#CB4917 5.5% 10/01/52 | 3140QQPB5 | MBS/PASS THRU CERTS | 432,758.0600 | 431,377.29 | .02 | |
UMBS P#CB5113 5.5% 11/01/52 | 3140QQVF9 | MBS/PASS THRU CERTS | 548,730.5600 | 547,602.72 | .03 | |
UMBS P#CB5208 5% 09/01/52 | 3140QQYE9 | MBS/PASS THRU CERTS | 25,977.1000 | 25,364.02 | .00 | |
UMBS P#CB6484 5.5% 06/01/53 | 3140QSF22 | MBS/PASS THRU CERTS | 760,443.1200 | 757,607.93 | .04 | |
UMBS P#CB7426 6.5% 11/01/53 | 3140QTHC6 | MBS/PASS THRU CERTS | 823,042.3600 | 846,668.42 | .04 | |
UMBS P#FM3505 2.5% 06/01/50 | 3140X63P4 | MBS/PASS THRU CERTS | 300,443.9300 | 250,679.60 | .01 | |
UMBS P#FM4733 4% 10/01/48 | 3140X8HK6 | MBS/PASS THRU CERTS | 1,080,214.4500 | 1,017,150.80 | .05 | |
UMBS P#FM4865 2.5% 11/01/50 | 3140X8MP9 | MBS/PASS THRU CERTS | 9,797,927.8600 | 8,164,820.02 | .40 | |
UMBS P#FM4969 2% 12/01/50 | 3140X8QX8 | MBS/PASS THRU CERTS | 307,469.5900 | 246,638.67 | .01 | |
UMBS P#FM5063 3.5% 07/01/50 | 3140X8TV9 | MBS/PASS THRU CERTS | 446,925.2300 | 405,836.06 | .02 | |
UMBS P#FM5109 3.5% 05/01/47 | 3140X8VB0 | MBS/PASS THRU CERTS | 652,812.8500 | 597,568.51 | .03 | |
UMBS P#FM5166 3% 12/01/50 | 3140X8W45 | MBS/PASS THRU CERTS | 504,305.9100 | 438,363.94 | .02 | |
UMBS P#FM5423 2.5% 01/01/51 | 3140X9AZ8 | MBS/PASS THRU CERTS | 296,232.4200 | 248,964.89 | .01 | |
UMBS P#FM6887 2.5% 05/01/51 | 3140XAUM2 | MBS/PASS THRU CERTS | 455,845.3800 | 382,451.41 | .02 | |
UMBS P#FM7203 2% 05/01/51 | 3140XBAD2 | MBS/PASS THRU CERTS | 5,598,492.2000 | 4,486,544.76 | .22 | |
UMBS P#FM7599 3.5% 01/01/51 | 3140XBNR7 | MBS/PASS THRU CERTS | 618,101.2500 | 559,691.62 | .03 | |
UMBS P#FM7815 2% 05/01/36 | 3140XBVH0 | MBS/PASS THRU CERTS | 251,479.6500 | 224,165.21 | .01 | |
UMBS P#FM7861 4% 08/01/38 | 3140XBWX4 | MBS/PASS THRU CERTS | 275,063.6800 | 266,246.85 | .01 | |
UMBS P#FM8911 3.5% 02/01/51 | 3140XC3V8 | MBS/PASS THRU CERTS | 1,356,010.4200 | 1,232,296.44 | .06 | |
UMBS P#FM8981 3% 10/01/51 | 3140XC6T0 | MBS/PASS THRU CERTS | 118,384.0800 | 102,170.37 | .01 | |
UMBS P#FM8350 1.5% 09/01/51 | 3140XCH43 | MBS/PASS THRU CERTS | 1,049,439.0800 | 791,232.69 | .04 | |
UMBS P#FM8373 2% 08/01/36 | 3140XCJT6 | MBS/PASS THRU CERTS | 460,175.4900 | 410,187.05 | .02 | |
UMBS P#FM8535 4% 06/01/48 | 3140XCPV4 | MBS/PASS THRU CERTS | 849,282.1500 | 803,413.57 | .04 | |
UMBS P#FM8609 3% 09/01/51 | 3140XCR75 | MBS/PASS THRU CERTS | 721,679.2000 | 625,872.89 | .03 | |
UMBS P#FM9115 2% 10/01/41 | 3140XDDV5 | MBS/PASS THRU CERTS | 160,746.0200 | 135,078.13 | .01 | |
UMBS P#FM9210 3% 10/01/51 | 3140XDGU4 | MBS/PASS THRU CERTS | 130,114.5500 | 112,794.04 | .01 | |
UMBS P#FM9330 3% 07/01/51 | 3140XDLL8 | MBS/PASS THRU CERTS | 112,421.0700 | 97,345.79 | .00 | |
UMBS P#FM9499 2.5% 11/01/51 | 3140XDRV0 | MBS/PASS THRU CERTS | 1,934,430.0200 | 1,623,357.17 | .08 | |
UMBS P#FM9993 3.5% 07/01/51 | 3140XEC77 | MBS/PASS THRU CERTS | 7,079,209.1900 | 6,415,834.34 | .32 | |
UMBS P#FS0043 3% 05/01/51 | 3140XFBM2 | MBS/PASS THRU CERTS | 419,466.7000 | 368,872.69 | .02 | |
UMBS P#FS0434 2.5% 11/01/51 | 3140XFPU9 | MBS/PASS THRU CERTS | 1,139,430.1000 | 962,645.47 | .05 | |
UMBS P#FS0701 3% 12/01/51 | 3140XFX71 | MBS/PASS THRU CERTS | 402,068.0800 | 348,742.44 | .02 | |
UMBS P#FS0973 3% 08/01/50 | 3140XGCK3 | MBS/PASS THRU CERTS | 189,563.9700 | 166,661.66 | .01 | |
UMBS P#FS1107 2.5% 12/01/51 | 3140XGGR4 | MBS/PASS THRU CERTS | 393,823.5200 | 329,346.88 | .02 | |
UMBS P#FS1108 2.5% 09/01/51 | 3140XGGS2 | MBS/PASS THRU CERTS | 272,170.2200 | 226,476.05 | .01 | |
UMBS P#FS1172 3% 11/01/51 | 3140XGJS9 | MBS/PASS THRU CERTS | 960,299.9100 | 830,365.17 | .04 | |
UMBS P#FS1369 4% 04/01/50 | 3140XGQX0 | MBS/PASS THRU CERTS | 627,403.0200 | 589,570.15 | .03 | |
UMBS P#FS1386 3% 10/01/51 | 3140XGRG6 | MBS/PASS THRU CERTS | 623,061.3600 | 542,543.46 | .03 | |
UMBS P#FS1621 2% 07/01/51 | 3140XGYT0 | MBS/PASS THRU CERTS | 142,516.4000 | 113,438.12 | .01 | |
UMBS P#FS2598 3% 05/01/52 | 3140XH3G0 | MBS/PASS THRU CERTS | 447,335.7900 | 388,689.07 | .02 | |
UMBS P#FS1862 2.5% 03/01/52 | 3140XHB89 | MBS/PASS THRU CERTS | 327,900.0100 | 272,702.28 | .01 | |
UMBS P#FS1892 4% 08/01/49 | 3140XHC62 | MBS/PASS THRU CERTS | 38,809.2000 | 36,770.82 | .00 | |
UMBS P#FS1886 3% 11/01/51 | 3140XHCY1 | MBS/PASS THRU CERTS | 220,870.9100 | 191,855.04 | .01 | |
UMBS P#FS1911 3% 08/01/51 | 3140XHDR5 | MBS/PASS THRU CERTS | 202,748.9900 | 176,176.28 | .01 | |
UMBS P#FS2020 4% 04/01/49 | 3140XHG68 | MBS/PASS THRU CERTS | 917,807.4100 | 861,137.80 | .04 | |
UMBS P#FS2033 2% 06/01/36 | 3140XHHK6 | MBS/PASS THRU CERTS | 689,553.2800 | 615,511.23 | .03 | |
UMBS P#FS2099 1.5% 04/01/52 | 3140XHKM8 | MBS/PASS THRU CERTS | 853,428.7300 | 643,005.89 | .03 | |
UMBS P#FS2185 4% 06/01/52 | 3140XHNB9 | MBS/PASS THRU CERTS | 450,663.4400 | 418,853.21 | .02 | |
UMBS P#FS2380 4% 08/01/51 | 3140XHUE5 | MBS/PASS THRU CERTS | 281,303.3700 | 262,982.75 | .01 | |
UMBS P#FS2451 4% 05/01/49 | 3140XHWM5 | MBS/PASS THRU CERTS | 145,398.5100 | 137,653.02 | .01 | |
UMBS P#FS2715 3.5% 04/01/52 | 3140XJAR4 | MBS/PASS THRU CERTS | 678,395.6200 | 614,369.25 | .03 | |
UMBS P#FS2831 4% 03/01/46 | 3140XJED1 | MBS/PASS THRU CERTS | 86,764.0300 | 82,203.91 | .00 | |
UMBS P#FS3026 2.5% 11/01/51 | 3140XJLG6 | MBS/PASS THRU CERTS | 110,881.1900 | 93,235.64 | .00 | |
UMBS P#FS3092 2.5% 04/01/52 | 3140XJNJ8 | MBS/PASS THRU CERTS | 395,466.6500 | 329,068.54 | .02 | |
UMBS P#FS3293 5.5% 11/01/52 | 3140XJUT8 | MBS/PASS THRU CERTS | 262,528.7500 | 261,844.86 | .01 | |
UMBS P#FS3451 2.5% 03/01/52 | 3140XJZR7 | MBS/PASS THRU CERTS | 381,361.7200 | 317,085.36 | .02 | |
UMBS P#FS3621 2.5% 11/01/51 | 3140XKAX8 | MBS/PASS THRU CERTS | 624,935.3400 | 520,645.97 | .03 | |
UMBS P#FS3771 4.5% 12/01/37 | 3140XKFM7 | MBS/PASS THRU CERTS | 347,710.2700 | 345,076.40 | .02 | |
UMBS P#FS4114 4.5% 03/01/53 | 3140XKSC5 | MBS/PASS THRU CERTS | 847,824.2300 | 807,323.33 | .04 | |
UMBS P#FS4605 2.5% 07/01/50 | 3140XLDK1 | MBS/PASS THRU CERTS | 254,443.8200 | 214,840.86 | .01 | |
UMBS P#FS4619 4.5% 10/01/50 | 3140XLDZ8 | MBS/PASS THRU CERTS | 3,669,736.7300 | 3,555,918.85 | .18 | |
UMBS P#FS4639 6% 05/01/53 | 3140XLEM6 | MBS/PASS THRU CERTS | 461,301.9500 | 472,118.44 | .02 | |
UMBS P#FS5180 5% 09/01/52 | 3140XLXJ2 | MBS/PASS THRU CERTS | 4,516,074.0700 | 4,405,995.98 | .22 | |
UMBS P#FS5497 4% 01/01/49 | 3140XMDB9 | MBS/PASS THRU CERTS | 111,950.5800 | 106,067.14 | .01 | |
UMBS P#FS6067 4% 08/01/51 | 3140XMW51 | MBS/PASS THRU CERTS | 113,001.0900 | 107,063.11 | .01 | |
UMBS P#FP0036 2.5% 02/01/51 | 3140XTBE0 | MBS/PASS THRU CERTS | 574,366.2200 | 477,344.05 | .02 | |
UMBS P#MA2804 3% 11/01/36 | 31418CDJ0 | MBS/PASS THRU CERTS | 963,065.5200 | 885,389.23 | .04 | |
UMBS P#MA3059 3.5% 07/01/37 | 31418CMH4 | MBS/PASS THRU CERTS | 380,140.9300 | 356,760.31 | .02 | |
UMBS P#MA3211 4% 12/01/47 | 31418CR97 | MBS/PASS THRU CERTS | 53,761.4700 | 50,897.08 | .00 | |
UMBS P#MA3277 4% 02/01/48 | 31418CUB8 | MBS/PASS THRU CERTS | 76,949.2400 | 72,627.18 | .00 | |
UMBS P#MA4399 2.5% 08/01/51 | 31418D3H3 | MBS/PASS THRU CERTS | 10,620,561.9400 | 8,817,300.13 | .44 | |
UMBS P#MA4400 3% 08/01/51 | 31418D3J9 | MBS/PASS THRU CERTS | 325,914.4400 | 281,443.30 | .01 | |
UMBS P#MA4415 3% 09/01/51 | 31418D3Z3 | MBS/PASS THRU CERTS | 101,473.8000 | 87,617.70 | .00 | |
UMBS P#MA4436 1.5% 10/01/51 | 31418D4W9 | MBS/PASS THRU CERTS | 246,003.9500 | 185,475.61 | .01 | |
UMBS P#MA4438 2.5% 10/01/51 | 31418D4Y5 | MBS/PASS THRU CERTS | 6,066,752.2100 | 5,031,763.62 | .25 | |
UMBS P#MA4439 3% 10/01/51 | 31418D4Z2 | MBS/PASS THRU CERTS | 377,272.5500 | 325,444.18 | .02 | |
UMBS P#MA4446 2% 10/01/41 | 31418D5G3 | MBS/PASS THRU CERTS | 323,322.2500 | 271,695.40 | .01 | |
UMBS P#MA4466 2.5% 11/01/51 | 31418D6C1 | MBS/PASS THRU CERTS | 5,734,873.2600 | 4,757,601.19 | .24 | |
UMBS P#MA4493 2.5% 12/01/51 | 31418D7F3 | MBS/PASS THRU CERTS | 6,128,012.2800 | 5,081,348.40 | .25 | |
UMBS P#MA3834 3% 11/01/49 | 31418DHL9 | MBS/PASS THRU CERTS | 3,993,427.0000 | 3,480,379.73 | .17 | |
UMBS P#MA4100 2% 08/01/50 | 31418DRW4 | MBS/PASS THRU CERTS | 6,672,241.5500 | 5,323,343.57 | .26 | |
UMBS P#MA4120 2.5% 09/01/50 | 31418DSJ2 | MBS/PASS THRU CERTS | 514,173.1400 | 428,581.23 | .02 | |
UMBS P#MA4204 2% 12/01/40 | 31418DU67 | MBS/PASS THRU CERTS | 724,210.0300 | 611,758.23 | .03 | |
UMBS P#MA4208 2% 12/01/50 | 31418DVA7 | MBS/PASS THRU CERTS | 512,083.8400 | 408,117.09 | .02 | |
UMBS P#MA4255 2% 02/01/51 | 31418DWR9 | MBS/PASS THRU CERTS | 229,345.6000 | 182,729.99 | .01 | |
UMBS P#MA4256 2.5% 02/01/51 | 31418DWS7 | MBS/PASS THRU CERTS | 498,119.0700 | 414,576.92 | .02 | |
UMBS P#MA4281 2% 03/01/51 | 31418DXK3 | MBS/PASS THRU CERTS | 852,036.9200 | 676,848.64 | .03 | |
UMBS P#MA4305 2% 04/01/51 | 31418DYB2 | MBS/PASS THRU CERTS | 2,085,312.8200 | 1,656,438.65 | .08 | |
UMBS P#MA4311 2% 04/01/41 | 31418DYH9 | MBS/PASS THRU CERTS | 382,073.7300 | 322,434.70 | .02 | |
UMBS P#MA4325 2% 05/01/51 | 31418DYX4 | MBS/PASS THRU CERTS | 8,013,618.5100 | 6,376,919.63 | .32 | |
UMBS P#MA4326 2.5% 05/01/51 | 31418DYY2 | MBS/PASS THRU CERTS | 1,321,560.0600 | 1,098,000.53 | .05 | |
UMBS P#MA4356 2.5% 06/01/51 | 31418DZW5 | MBS/PASS THRU CERTS | 1,266,971.0700 | 1,052,381.82 | .05 | |
UMBS P#MA4548 2.5% 02/01/52 | 31418EBS8 | MBS/PASS THRU CERTS | 7,235,110.0500 | 5,996,703.10 | .30 | |
UMBS P#MA4549 3% 02/01/52 | 31418EBT6 | MBS/PASS THRU CERTS | 6,651,923.5400 | 5,731,078.21 | .28 | |
UMBS P#MA4655 4% 07/01/52 | 31418EE55 | MBS/PASS THRU CERTS | 4,092,649.9500 | 3,794,991.68 | .19 | |
UMBS P#MA4656 4.5% 07/01/52 | 31418EE63 | MBS/PASS THRU CERTS | 3,850,706.9600 | 3,666,760.50 | .18 | |
UMBS P#MA4761 5% 09/01/52 | 31418EJF8 | MBS/PASS THRU CERTS | 10,542,810.7300 | 10,294,788.15 | .51 | |
UMBS P#MA4841 5% 12/01/52 | 31418ELX6 | MBS/PASS THRU CERTS | 1,794,917.0100 | 1,752,415.22 | .09 | |
UMBS P#MA4869 5.5% 01/01/53 | 31418EMT4 | MBS/PASS THRU CERTS | 6,175,978.2400 | 6,149,199.69 | .30 | |
UMBS P#MA4919 5.5% 02/01/53 | 31418EPD6 | MBS/PASS THRU CERTS | 5,988,428.9600 | 5,973,492.44 | .30 | |
UMBS P#MA4978 5% 04/01/53 | 31418EQ86 | MBS/PASS THRU CERTS | 8,693,959.2400 | 8,485,615.90 | .42 | |
UMBS P#MA5144 7% 09/01/53 | 31418EWE6 | MBS/PASS THRU CERTS | 1,616,200.6300 | 1,666,331.12 | .08 | |
FNS 426 C38 2% 03/25/52 | 31422M2A3 | ASSET BACKED | 1,180,947.8600 | 156,228.90 | .01 | |
FNS 429 C3 2.5% 09/25/52 | 31423YVK2 | ASSET BACKED | 966,461.6700 | 150,297.87 | .01 | |
FNS 437 C8 2.5% 06/25/52 | 31424UPE0 | ASSET BACKED | 990,498.7600 | 151,174.12 | .01 | |
UMBS P#RJ0203 6.5% 11/01/53 | 3142GQGM8 | MBS/PASS THRU CERTS | 473,072.6700 | 486,652.55 | .02 | |
FERRELLGAS LP/ 5.375% 04/01/26 | 315289AA6 | CORPORATE BONDS | 70,000.0000 | 68,484.00 | .00 | |
FERTITTA ENTERT 6.75% 01/15/30 | 31556TAC3 | CORPORATE BONDS | 95,000.0000 | 85,301.66 | .00 | |
EFMT 2021-2 A1 V/R 06/25/66 | 31572LAA4 | ASSET BACKED | 220,245.0800 | 176,847.81 | .01 | |
EFMT 2022-1 A1 V/R 01/25/67 | 31573CAA3 | ASSET BACKED | 650,579.0100 | 551,823.13 | .03 | |
EFMT 2021-3 A1 V/R 09/25/66 | 31573JAA8 | ASSET BACKED | 845,243.8700 | 672,501.38 | .03 | |
EFMT 2021-1 A1 V/R 02/25/66 | 31574XAA6 | ASSET BACKED | 80,961.6000 | 67,868.19 | .00 | |
FIFTH THIRD BANCO V/R 01/29/32 | 316773DL1 | CORPORATE BONDS | 80,000.0000 | 80,081.91 | .00 | |
FFML 2007-FF2 A1 V/R 03/25/37 | 32029GAA2 | ASSET BACKED | 5,121,880.2500 | 2,635,289.34 | .13 | |
FKH 2022-SFR2 4.25% 07/17/27 | 33767PAA6 | ASSET BACKED | 1,361,647.0200 | 1,317,073.23 | .07 | |
FISERV INC 5.45% 03/15/34 | 337738BL1 | CORPORATE BONDS | 195,000.0000 | 197,499.27 | .01 | |
FCAT 2023-1 B 5.05% 02/17/26 | 337955AG3 | ASSET BACKED | 173,000.0000 | 171,214.47 | .01 | |
FIVE CORNERS FN 2.85% 05/15/30 | 33834DAA2 | CORPORATE BONDS | 6,134,000.0000 | 5,376,327.46 | .27 | |
FTAB 2021-NPL1 A V/R 06/25/61 | 33835CAA3 | ASSET BACKED | 695,704.7000 | 677,774.51 | .03 | |
FCAT 2023-2 B 5.21% 05/15/28 | 33843EAG6 | ASSET BACKED | 470,000.0000 | 464,208.00 | .02 | |
FORDO 2023-B B 5.56% 02/15/27 | 344930AF9 | ASSET BACKED | 3,350,000.0000 | 3,383,142.56 | .17 | |
FORDO 2023-B C 5.71% 02/15/27 | 344930AG7 | ASSET BACKED | 2,405,000.0000 | 2,413,259.97 | .12 | |
FORDL 2023-B B 6.2% 03/15/26 | 34529NAF7 | ASSET BACKED | 5,640,000.0000 | 5,713,186.33 | .28 | |
FORDR 2020-1 C 2.54% 02/15/25 | 34531NAE6 | ASSET BACKED | 6,750,000.0000 | 6,539,519.48 | .32 | |
FORDR 2020-2 C 1.74% 10/15/25 | 34532JAC8 | ASSET BACKED | 3,650,000.0000 | 3,421,909.31 | .17 | |
FORD MOTOR COMP 3.25% 02/12/32 | 345370DA5 | CORPORATE BONDS | 238,000.0000 | 197,969.69 | .01 | |
FORTRESS TRANS 7.875% 12/01/30 | 34960PAE1 | CORPORATE BONDS | 155,000.0000 | 162,767.36 | .01 | |
FORTREA HOLDINGS 7.5% 07/01/30 | 34965KAA5 | CORPORATE BONDS | 150,000.0000 | 154,842.60 | .01 | |
SCRT 2019-1 MT 3.5% 07/25/58 | 35563PJE0 | ASSET BACKED | 488,403.2500 | 432,125.08 | .02 | |
SCRT 2019-1 MA 3.5% 07/25/58 | 35563PJF7 | ASSET BACKED | 299,323.7500 | 281,258.01 | .01 | |
SCRT 2019-4 MV 3% 02/25/59 | 35563PMN6 | ASSET BACKED | 5,322,760.4100 | 4,504,368.96 | .22 | |
SCRT 2020-1 MT 2.5% 08/25/59 | 35563PNN5 | ASSET BACKED | 611,578.8500 | 499,847.37 | .02 | |
SCRT 2020-2 MT 2% 11/25/59 | 35563PQN2 | ASSET BACKED | 5,963,002.7100 | 4,687,034.62 | .23 | |
SCRT 2020-3 M5TW 3% 05/25/60 | 35563PTN9 | ASSET BACKED | 5,718,609.6800 | 5,113,748.33 | .25 | |
STACR 2021-HQA2 V/R 12/25/33 | 35564KFV6 | ASSET BACKED | 4,970,956.8200 | 5,033,250.86 | .25 | |
FREEPORT-MCMOR 4.375% 08/01/28 | 35671DCG8 | CORPORATE BONDS | 100,000.0000 | 96,077.13 | .00 | |
FREEPORT-MCMOR 4.625% 08/01/30 | 35671DCH6 | CORPORATE BONDS | 100,000.0000 | 96,046.57 | .00 | |
FRONTIER COMMU 5.875% 10/15/27 | 35906ABE7 | CORPORATE BONDS | 45,000.0000 | 43,566.14 | .00 | |
FRONTIER COMMUNICA 5% 05/01/28 | 35906ABF4 | CORPORATE BONDS | 90,000.0000 | 83,539.14 | .00 | |
FRONTIER COMMU 5.875% 11/01/29 | 35908MAA8 | CORPORATE BONDS | 54,900.0000 | 46,390.50 | .00 | |
FULL HOUSE RESO 8.25% 02/15/28 | 359678AC3 | CORPORATE BONDS | 55,000.0000 | 52,560.17 | .00 | |
GCI LLC 4.75% 10/15/28 | 36166TAB6 | CORPORATE BONDS | 135,000.0000 | 123,782.26 | .01 | |
GCAT 2021-NQM2 A V/R 05/25/66 | 36166XAA9 | ASSET BACKED | 439,276.9100 | 360,816.69 | .02 | |
GCAT 2021-NQM3 A V/R 05/25/66 | 36167HAA3 | ASSET BACKED | 587,714.5100 | 487,230.90 | .02 | |
GCAT 2021-NQM1 A V/R 01/25/66 | 36167TAA7 | ASSET BACKED | 400,553.6000 | 335,660.23 | .02 | |
GCAT 2021-NQM7 A V/R 12/25/25 | 36167YAA6 | ASSET BACKED | 405,732.7600 | 352,765.32 | .02 | |
GCAT 2021-NQM4 A V/R 08/25/25 | 36168HAA2 | ASSET BACKED | 808,605.8400 | 652,396.37 | .03 | |
GCAT 2021-NQM5 A V/R 07/25/66 | 36168KAA5 | ASSET BACKED | 1,144,032.4700 | 909,484.19 | .05 | |
GNMA II P#MA0318 3.5% 08/20/42 | 36179MK74 | MBS/PASS THRU CERTS | 111,264.7900 | 103,352.53 | .01 | |
GNMA II P#MA1760 3.5% 03/20/44 | 36179N5V6 | MBS/PASS THRU CERTS | 336,788.4600 | 312,373.92 | .02 | |
GNMA II P#MA1375 3.5% 10/20/43 | 36179NQ43 | MBS/PASS THRU CERTS | 420,755.5300 | 391,144.20 | .02 | |
GNMA II P#MA1521 3.5% 12/20/43 | 36179NVN5 | MBS/PASS THRU CERTS | 75,418.0700 | 70,028.71 | .00 | |
GNMA II P#MA2602 4% 02/20/45 | 36179Q3K5 | MBS/PASS THRU CERTS | 310,763.9600 | 298,231.73 | .01 | |
GNMA II P#MA2073 3.5% 07/20/44 | 36179QJS1 | MBS/PASS THRU CERTS | 15,105.5200 | 13,977.00 | .00 | |
GNMA II P#MA2304 4% 10/20/44 | 36179QRZ6 | MBS/PASS THRU CERTS | 466,823.5100 | 448,143.53 | .02 | |
GNMA II P#MA3572 3% 04/20/31 | 36179R6H7 | MBS/PASS THRU CERTS | 231,145.9300 | 219,757.06 | .01 | |
GNMA II P#MA3174 4% 10/20/45 | 36179RQ36 | MBS/PASS THRU CERTS | 212,385.9200 | 202,726.94 | .01 | |
GNMA II P#MA3736 3.5% 06/20/46 | 36179SEH6 | MBS/PASS THRU CERTS | 370,528.1700 | 342,323.26 | .02 | |
GNMA II P#MA4263 4% 02/20/47 | 36179SWY9 | MBS/PASS THRU CERTS | 265,311.1800 | 251,895.84 | .01 | |
GNMA II P#MA6282 2.5% 11/20/49 | 36179U6T4 | MBS/PASS THRU CERTS | 621,280.6700 | 531,916.62 | .03 | |
GNMA II P#MA5528 4% 10/20/48 | 36179UD90 | MBS/PASS THRU CERTS | 552,849.1300 | 521,410.13 | .03 | |
GNMA II P#MA5762 3.5% 02/20/49 | 36179UMK5 | MBS/PASS THRU CERTS | 309,431.7600 | 284,774.74 | .01 | |
GNMA II P#MA5817 4% 03/20/49 | 36179UPA4 | MBS/PASS THRU CERTS | 455,045.1300 | 430,228.42 | .02 | |
GNMA II P#MA6041 4.5% 07/20/49 | 36179UWA6 | MBS/PASS THRU CERTS | 205,874.5000 | 200,045.61 | .01 | |
GNMA II P#MA6092 4.5% 08/20/49 | 36179UXV9 | MBS/PASS THRU CERTS | 211,764.9900 | 204,997.52 | .01 | |
GNMA II P#MA6711 3.5% 06/20/50 | 36179VN48 | MBS/PASS THRU CERTS | 325,329.2000 | 296,335.56 | .01 | |
GNMA II P#MA6867 3.5% 09/20/50 | 36179VTY6 | MBS/PASS THRU CERTS | 628,137.5800 | 575,975.24 | .03 | |
GNMA II P#MA6930 2% 10/20/50 | 36179VVX5 | MBS/PASS THRU CERTS | 646,795.1600 | 530,356.59 | .03 | |
GNMA II P#MA7051 2% 12/20/50 | 36179VZQ6 | MBS/PASS THRU CERTS | 1,440,860.3300 | 1,181,622.94 | .06 | |
GNMA II P#MA7053 3% 12/20/50 | 36179VZS2 | MBS/PASS THRU CERTS | 90,812.9600 | 80,463.50 | .00 | |
GNMA II P#MA7255 2.5% 03/20/51 | 36179WBY3 | MBS/PASS THRU CERTS | 487,402.5400 | 415,745.50 | .02 | |
GNMA II P#MA7313 3% 04/20/51 | 36179WDS4 | MBS/PASS THRU CERTS | 2,194,438.8500 | 1,940,779.38 | .10 | |
GNMA II P#MA7535 3% 08/20/51 | 36179WLQ9 | MBS/PASS THRU CERTS | 823,908.3900 | 726,472.98 | .04 | |
GNMA II P#MA7589 2.5% 09/20/51 | 36179WNE4 | MBS/PASS THRU CERTS | 664,567.5100 | 566,373.17 | .03 | |
GNMA II P#MA7590 3% 09/20/51 | 36179WNF1 | MBS/PASS THRU CERTS | 819,615.6400 | 723,494.46 | .04 | |
GNMA II P#MA7649 2.5% 10/20/51 | 36179WQA9 | MBS/PASS THRU CERTS | 2,217,482.9100 | 1,888,913.48 | .09 | |
GNMA II P#MA7651 3.5% 10/20/51 | 36179WQC5 | MBS/PASS THRU CERTS | 2,944,727.7400 | 2,684,885.85 | .13 | |
GNMA II P#MA7768 3% 12/20/51 | 36179WTZ1 | MBS/PASS THRU CERTS | 2,155,670.9900 | 1,901,752.28 | .09 | |
GNMA II P#MA7883 3.5% 02/20/52 | 36179WXL7 | MBS/PASS THRU CERTS | 4,406,911.9500 | 4,009,053.07 | .20 | |
GNMA II P#MA7884 4% 02/20/52 | 36179WXM5 | MBS/PASS THRU CERTS | 1,260,777.5000 | 1,181,059.47 | .06 | |
GNMA II P#MA8201 4.5% 08/20/52 | 36179XDE3 | MBS/PASS THRU CERTS | 297,044.6000 | 285,613.68 | .01 | |
GNMA II P#MA8268 4.5% 09/20/52 | 36179XFH4 | MBS/PASS THRU CERTS | 276,751.9200 | 266,044.91 | .01 | |
GNMA II P#MA8347 4.5% 10/20/52 | 36179XHY5 | MBS/PASS THRU CERTS | 1,231,595.6100 | 1,183,884.68 | .06 | |
GNMA II P#MA8486 3% 12/20/52 | 36179XNB8 | MBS/PASS THRU CERTS | 481,914.8900 | 424,885.26 | .02 | |
GNMA II P#MA8566 3.5% 01/20/53 | 36179XQT6 | MBS/PASS THRU CERTS | 1,007,216.9200 | 916,280.77 | .05 | |
GLP CAPITAL LP / 5.3% 01/15/29 | 361841AL3 | CORPORATE BONDS | 345,000.0000 | 339,232.98 | .02 | |
GNMA II P#4636 4.5% 02/20/40 | 36202FEH5 | MBS/PASS THRU CERTS | 607,964.4100 | 599,518.37 | .03 | |
GNMA II P#4697 5% 05/20/40 | 36202FGE0 | MBS/PASS THRU CERTS | 273,337.3500 | 275,501.85 | .01 | |
GNMA II P#4715 5% 06/20/40 | 36202FGY6 | MBS/PASS THRU CERTS | 216,478.8700 | 218,193.19 | .01 | |
GNMA II P#4747 5% 07/20/40 | 36202FHY5 | MBS/PASS THRU CERTS | 84,989.4700 | 85,662.51 | .00 | |
GNMA II P#785305 3% 06/20/50 | 3622AAYA6 | MBS/PASS THRU CERTS | 487,926.3100 | 419,800.39 | .02 | |
GNMA II P#785713 2.5% 10/20/51 | 3622ABGW6 | MBS/PASS THRU CERTS | 3,942,212.0900 | 3,343,504.48 | .17 | |
GSMS 2015-GC3 3.382% 05/10/25 | 36250GAP0 | ASSET BACKED | 705,000.0000 | 684,735.41 | .03 | |
GSMS 2018-TWR D V/R 07/15/21 | 36251SAN8 | ASSET BACKED | 400,000.0000 | 160,000.00 | .01 | |
GSMS 2018-TWR E V/R 07/15/21 | 36251SAQ1 | ASSET BACKED | 400,000.0000 | 120,000.00 | .01 | |
GSMS 2018-TWR F V/R 07/15/21 | 36251SAS7 | ASSET BACKED | 400,000.0000 | 78,000.00 | .00 | |
GSMS 2018-TWR G V/R 07/15/21 | 36251SAU2 | ASSET BACKED | 400,000.0000 | 16,000.00 | .00 | |
GSMS 2017-GS7 XA V/R 07/10/27 | 36254CAX8 | ASSET BACKED | 9,915,099.4700 | 266,821.28 | .01 | |
GSMS 2018-GS9 A4 V/R 02/10/28 | 36255NAT2 | ASSET BACKED | 1,400,000.0000 | 1,302,723.38 | .06 | |
GSMS 2018-GS9 C V/R 03/10/28 | 36255NAZ8 | ASSET BACKED | 1,200,000.0000 | 1,072,358.04 | .05 | |
GMCAR 2023-2 B 4.82% 10/16/28 | 362583AF3 | ASSET BACKED | 2,455,000.0000 | 2,423,602.51 | .12 | |
GMCAR 2023-2 C 5.21% 12/18/28 | 362583AG1 | ASSET BACKED | 1,500,000.0000 | 1,488,354.75 | .07 | |
GSMS 2020-GC45 2.91% 12/13/29 | 36258YBG2 | ASSET BACKED | 1,500,000.0000 | 1,325,239.95 | .07 | |
GMCAR 2021-1 C 1.04% 10/16/24 | 36261LAF8 | ASSET BACKED | 2,750,000.0000 | 2,651,659.45 | .13 | |
GCAR 2021-2A C 1.08% 07/15/24 | 36261XAE5 | ASSET BACKED | 362,039.1500 | 358,689.85 | .02 | |
GSMS 2021-IP D V/R 10/15/23 | 36262MAG3 | ASSET BACKED | 700,000.0000 | 673,386.98 | .03 | |
HALEON US CAPI 3.375% 03/24/27 | 36264FAK7 | CORPORATE BONDS | 305,000.0000 | 291,877.60 | .01 | |
GMCAR 2023-3 B 5.72% 03/16/27 | 36267KAF4 | ASSET BACKED | 1,555,000.0000 | 1,570,939.99 | .08 | |
GMCAR 2023-3 C 5.92% 03/16/27 | 36267KAG2 | ASSET BACKED | 2,290,000.0000 | 2,313,679.97 | .11 | |
GSMS 2024-70P A V/R 03/10/29 | 36269JAA6 | ASSET BACKED | 1,405,000.0000 | 1,392,454.05 | .07 | |
GAP INC/THE 3.875% 10/01/31 | 364760AQ1 | CORPORATE BONDS | 120,000.0000 | 101,508.08 | .01 | |
GENERAL MOTORS F 2.4% 10/15/28 | 37045XDP8 | CORPORATE BONDS | 222,000.0000 | 196,472.04 | .01 | |
GENERAL MOTORS F 3.1% 01/12/32 | 37045XDS2 | CORPORATE BONDS | 85,000.0000 | 71,994.99 | .00 | |
GEORGIA-PACIFIC 3.6% 03/01/25 | 37331NAH4 | CORPORATE BONDS | 397,000.0000 | 390,688.34 | .02 | |
GEORGIA POWER CO 4.7% 05/15/32 | 373334KQ3 | CORPORATE BONDS | 185,000.0000 | 180,743.17 | .01 | |
GEORGIA POWER C 4.95% 05/17/33 | 373334KT7 | CORPORATE BONDS | 290,000.0000 | 285,932.50 | .01 | |
GEORGIA POWER C 5.25% 03/15/34 | 373334KW0 | CORPORATE BONDS | 245,000.0000 | 247,473.83 | .01 | |
GILEAD SCIENCES 1.65% 10/01/30 | 375558BY8 | CORPORATE BONDS | 555,000.0000 | 457,180.41 | .02 | |
GILEAD SCIENCES 5.25% 10/15/33 | 375558BZ5 | CORPORATE BONDS | 490,000.0000 | 500,029.39 | .02 | |
GLENCORE FUNDI 1.625% 04/27/26 | 378272BD9 | CORPORATE BONDS | 254,000.0000 | 235,518.75 | .01 | |
GLENCORE FUNDIN 2.85% 04/27/31 | 378272BE7 | CORPORATE BONDS | 245,000.0000 | 209,341.78 | .01 | |
GLENCORE FUNDI 6.375% 10/06/30 | 378272BP2 | CORPORATE BONDS | 160,000.0000 | 168,847.52 | .01 | |
GLENCORE FUNDI 5.371% 04/04/29 | 378272BS6 | CORPORATE BONDS | 680,000.0000 | 681,348.15 | .03 | |
GLENCORE FUNDI 5.634% 04/04/34 | 378272BU1 | CORPORATE BONDS | 575,000.0000 | 576,536.48 | .03 | |
GCAR 2022-3A B 4.92% 02/15/25 | 38014QAC0 | ASSET BACKED | 100,000.0000 | 99,310.21 | .00 | |
GOLDMAN SACHS GRO V/R 05/15/26 | 38141GXD1 | CORPORATE BONDS | 775,000.0000 | 781,804.69 | .04 | |
GOLDMAN SACHS GRO V/R 01/27/32 | 38141GXR0 | CORPORATE BONDS | 300,000.0000 | 242,759.04 | .01 | |
GOLDMAN SACHS GRO V/R 04/22/32 | 38141GYB4 | CORPORATE BONDS | 1,255,000.0000 | 1,053,261.05 | .05 | |
GOLDMAN SACHS GRO V/R 07/21/32 | 38141GYJ7 | CORPORATE BONDS | 645,000.0000 | 529,130.64 | .03 | |
GOLDMAN SACHS GRO V/R 08/23/28 | 38141GZU1 | CORPORATE BONDS | 125,000.0000 | 122,204.33 | .01 | |
GOOD 2021-5CS C 3.5% 10/20/48 | 38237HAC1 | ASSET BACKED | 1,357,279.3900 | 1,001,211.39 | .05 | |
GOODYEAR TIRE & 5.25% 07/15/31 | 382550BR1 | CORPORATE BONDS | 55,000.0000 | 50,137.25 | .00 | |
GNR 2012-116 IB 4% 09/16/42 | 38375C5T3 | ASSET BACKED | 661,428.1900 | 129,209.80 | .01 | |
GNR 2012-32 Z 3.5% 03/20/42 | 38378DY25 | ASSET BACKED | 1,221,809.0700 | 1,104,745.10 | .05 | |
GNR 2014-12 ZB 3% 01/16/44 | 38378PE79 | ASSET BACKED | 684,834.9200 | 605,171.02 | .03 | |
GNR 2014-46 IO 5% 03/16/44 | 38379AYP9 | ASSET BACKED | 638,965.6700 | 86,286.69 | .00 | |
GNR 2016-37 QF V/R 03/20/46 | 38379VZX5 | ASSET BACKED | 2,118,900.2200 | 2,081,074.04 | .10 | |
GNR 2021-52 IO V/R 04/16/63 | 38380RJ84 | ASSET BACKED | 18,963,735.0200 | 1,038,368.79 | .05 | |
GNR 2021-35 IO V/R 12/16/62 | 38380RWA4 | ASSET BACKED | 17,002,234.3900 | 1,225,514.25 | .06 | |
GNR 2018-37 BY 3.5% 03/20/48 | 38380VVW8 | ASSET BACKED | 625,000.0000 | 544,137.50 | .03 | |
GNR 2019-5 JI 5% 07/16/44 | 38381BD76 | ASSET BACKED | 479,445.4900 | 73,407.37 | .00 | |
GNR 2021-184 IO V/R 12/16/61 | 38381D5J5 | ASSET BACKED | 21,338,446.8500 | 1,404,212.77 | .07 | |
GNR 2021-79 IO V/R 08/16/63 | 38381DBP4 | ASSET BACKED | 19,542,300.5100 | 1,251,424.44 | .06 | |
GNR 2021-129 IO V/R 06/16/63 | 38381DUB4 | ASSET BACKED | 14,956,611.4100 | 1,022,855.73 | .05 | |
GNR 2022-80 IO V/R 06/16/64 | 38381E5K0 | ASSET BACKED | 30,990,270.1000 | 1,498,426.04 | .07 | |
GNR 2022-49 IO V/R 03/16/64 | 38381EQ92 | ASSET BACKED | 27,914,886.7100 | 1,594,462.04 | .08 | |
GNR 2022-82 IO V/R 02/16/64 | 38381HCP4 | ASSET BACKED | 28,438,659.5300 | 1,321,615.61 | .07 | |
GNR 2020-173 JI 2% 11/20/50 | 38382LPQ8 | ASSET BACKED | 23,688,561.3200 | 2,605,663.57 | .13 | |
GNR 2021-30 IB 2.5% 02/20/51 | 38382NXY8 | ASSET BACKED | 13,532,515.3600 | 1,835,026.68 | .09 | |
GNR 2021-77 IT 2.5% 05/20/51 | 38382QW30 | ASSET BACKED | 14,256,979.1800 | 1,958,535.41 | .10 | |
GNR 2021-77 EA 1% 07/20/50 | 38382QZ86 | ASSET BACKED | 4,373,911.3400 | 3,281,892.64 | .16 | |
GNR 2021-58 SL V/R 04/20/51 | 38382RCV8 | ASSET BACKED | 15,404,485.1000 | 436,453.74 | .02 | |
GNR 2021-137 IQ 3% 08/20/51 | 38382WXF9 | ASSET BACKED | 10,643,245.3400 | 1,700,322.30 | .08 | |
GNR 2021-215 KA 2.5% 10/20/49 | 38383DY69 | ASSET BACKED | 838,793.7300 | 726,988.57 | .04 | |
GNR 2022-24 GA 3% 02/20/52 | 38383F2D4 | ASSET BACKED | 446,032.1500 | 400,857.70 | .02 | |
GNR 2022-213 DO ZCP 01/20/52 | 38383LR69 | ASSET BACKED | 6,531,703.0000 | 2,062,735.32 | .10 | |
GNR 2022-61 EI 3% 07/20/51 | 38383PQQ7 | ASSET BACKED | 15,381,792.2500 | 2,371,318.62 | .12 | |
GNR 2022-64 IO 2.5% 02/20/50 | 38383PU41 | ASSET BACKED | 8,055,873.2700 | 920,948.24 | .05 | |
GNR 2022-174 AZ 3.5% 05/20/51 | 38383UV49 | ASSET BACKED | 10,347,133.1000 | 8,329,828.09 | .41 | |
GRAFTECH FINAN 4.625% 12/15/28 | 384311AA4 | CORPORATE BONDS | 50,000.0000 | 32,153.54 | .00 | |
GRIFFON CORPORA 5.75% 03/01/28 | 398433AP7 | CORPORATE BONDS | 115,000.0000 | 112,611.06 | .01 | |
GUARDIAN LIFE G 1.25% 05/13/26 | 40139LBD4 | CORPORATE BONDS | 429,000.0000 | 394,689.55 | .02 | |
GULFPORT ENERGY CO 8% 04/28/26 | 402635AQ9 | CORPORATE BONDS | 158.0000 | 160.35 | .00 | |
GULFPORT ENERGY OP 8% 05/17/26 | 402635AR7 | CORPORATE BONDS | 56,206.0000 | 57,043.08 | .00 | |
HPEFS 2024-1A 5.18% 05/20/31 | 403963AC5 | ASSET BACKED | 3,105,000.0000 | 3,098,649.34 | .15 | |
HCA INC 5.125% 06/15/39 | 404119BY4 | CORPORATE BONDS | 210,000.0000 | 198,190.81 | .01 | |
HCA INC 5.25% 06/15/49 | 404119BZ1 | CORPORATE BONDS | 215,000.0000 | 196,236.34 | .01 | |
HCA INC 5.45% 04/01/31 | 404119CT4 | CORPORATE BONDS | 65,000.0000 | 65,339.06 | .00 | |
HCA INC 5.6% 04/01/34 | 404119CU1 | CORPORATE BONDS | 450,000.0000 | 453,114.98 | .02 | |
HALLIBURTON CO 4.85% 11/15/35 | HAL35 | 406216BJ9 | CORPORATE BONDS | 170,000.0000 | 165,335.25 | .01 |
HVMLT 2006-14 2A V/R 01/25/47 | 41162NAC1 | ASSET BACKED | 4,452,629.5400 | 3,931,575.26 | .19 | |
HERTZ 2023-3A 5.94% 02/25/27 | 42806MCA5 | ASSET BACKED | 1,235,000.0000 | 1,253,286.52 | .06 | |
HESS MIDSTREAM O 5.5% 10/15/30 | 428102AF4 | CORPORATE BONDS | 80,000.0000 | 77,515.56 | .00 | |
HP ENTERPRISE CO 5.9% 10/01/24 | 42824CBL2 | CORPORATE BONDS | 155,000.0000 | 155,231.78 | .01 | |
HIGHTOWER HOLDI 6.75% 04/15/29 | 43118DAA8 | CORPORATE BONDS | 65,000.0000 | 61,082.37 | .00 | |
HILCORP ENERGY 6.25% 11/01/28 | 431318AS3 | CORPORATE BONDS | 150,000.0000 | 149,836.20 | .01 | |
HILCORP ENERGY 8.375% 11/01/33 | 431318BC7 | CORPORATE BONDS | 30,000.0000 | 32,525.85 | .00 | |
HPA 2021-1 D 2.477% 09/17/29 | 437300AG1 | ASSET BACKED | 1,654,497.0400 | 1,374,154.43 | .07 | |
HPA 2021-1 E 2.577% 09/17/29 | 437300AJ5 | ASSET BACKED | 755,757.9100 | 603,521.44 | .03 | |
HPA 2021-1 F 3.325% 09/17/29 | 437300AL0 | ASSET BACKED | 870,653.7400 | 686,920.46 | .03 | |
HOMES 2023-NQM2 V/R 05/25/27 | 43761KAA2 | ASSET BACKED | 1,802,516.8000 | 1,803,817.86 | .09 | |
HORMEL FOODS COR 4.8% 03/30/27 | 440452AK6 | CORPORATE BONDS | 480,000.0000 | 479,513.46 | .02 | |
HOST HOTELS & RE 3.5% 09/15/30 | 44107TAZ9 | CORPORATE BONDS | 443,000.0000 | 393,927.49 | .02 | |
HUB INTERNATION 7.25% 06/15/30 | 44332PAH4 | CORPORATE BONDS | 65,000.0000 | 66,800.31 | .00 | |
HUMANA INC 5.875% 03/01/33 | 444859BV3 | CORPORATE BONDS | 180,000.0000 | 185,749.40 | .01 | |
HUMANA INC 5.75% 12/01/28 | 444859BZ4 | CORPORATE BONDS | 95,000.0000 | 97,350.06 | .00 | |
HUMANA INC 5.375% 04/15/31 | 444859CA8 | CORPORATE BONDS | 215,000.0000 | 215,115.88 | .01 | |
HUNTINGTON BANCSH V/R 08/21/29 | 446150BC7 | CORPORATE BONDS | 120,000.0000 | 122,821.44 | .01 | |
HUNTINGTON NATI 5.65% 01/10/30 | 44644MAJ0 | CORPORATE BONDS | 500,000.0000 | 502,791.31 | .02 | |
HYUNDAI CAPITAL 5.3% 01/08/29 | 44891ACU9 | CORPORATE BONDS | 392,000.0000 | 392,519.48 | .02 | |
IMTT 2017-APTS A V/R 06/15/24 | 44974AAS6 | ASSET BACKED | 500,000.0000 | 495,640.70 | .02 | |
ILLUMINATE BUYER/H 9% 07/01/28 | 45232TAA9 | CORPORATE BONDS | 105,000.0000 | 103,582.29 | .01 | |
IMPRL 2021-NQM2 V/R 09/25/56 | 452761AA7 | ASSET BACKED | 455,560.6500 | 370,722.18 | .02 | |
IMPRL 2021-NQM3 V/R 11/25/56 | 452762AA5 | ASSET BACKED | 820,537.8000 | 691,158.27 | .03 | |
IMPRL 2022-NQM2 V/R 03/25/67 | 45276PAA4 | ASSET BACKED | 1,358,886.4000 | 1,258,794.90 | .06 | |
RAST 2005-A8CB A6 5% 07/25/35 | 45660LSU4 | ASSET BACKED | 3,458,610.9300 | 1,970,648.03 | .10 | |
INGERSOLL RAND I 5.7% 08/14/33 | 45687VAB2 | CORPORATE BONDS | 140,000.0000 | 143,617.28 | .01 | |
INSTALLED BUILD 5.75% 02/01/28 | 45780RAA9 | CORPORATE BONDS | 80,000.0000 | 77,862.54 | .00 | |
INTEL CORP 3.25% 11/15/49 | 458140BJ8 | CORPORATE BONDS | 160,000.0000 | 112,888.68 | .01 | |
INTEL CORP 4.75% 03/25/50 | 458140BM1 | CORPORATE BONDS | 145,000.0000 | 131,341.08 | .01 | |
INTEL CORP 5.05% 08/05/62 | 458140CC2 | CORPORATE BONDS | 200,000.0000 | 188,075.03 | .01 | |
INTEL CORP 5.15% 02/21/34 | 458140CL2 | CORPORATE BONDS | 295,000.0000 | 295,672.20 | .01 | |
INTEL CORP 5.6% 02/21/54 | 458140CM0 | CORPORATE BONDS | 55,000.0000 | 56,039.38 | .00 | |
IQVIA INC 6.25% 02/01/29 | 46266TAF5 | CORPORATE BONDS | 140,000.0000 | 145,365.50 | .01 | |
IRON MOUNTAIN IN 4.5% 02/15/31 | 46284VAN1 | CORPORATE BONDS | 80,000.0000 | 72,179.02 | .00 | |
IRON MOUNTAIN INC 7% 02/15/29 | 46284VAP6 | CORPORATE BONDS | 155,000.0000 | 157,953.76 | .01 | |
ITC HOLDINGS CO 2.95% 05/14/30 | 465685AQ8 | CORPORATE BONDS | 380,000.0000 | 334,845.84 | .02 | |
JPMCC 2020-ACE C V/R 01/10/25 | 46591PAG7 | ASSET BACKED | 823,000.0000 | 783,765.45 | .04 | |
JPMMT 2021-3 B1 V/R 07/25/51 | 46592KBT8 | ASSET BACKED | 1,504,975.3900 | 1,212,700.14 | .06 | |
JPMMT 2006-S1 2 6.5% 04/25/36 | 466247N82 | ASSET BACKED | 1,901,793.6900 | 1,878,650.95 | .09 | |
JPMAC 2005-WMC1 V/R 09/25/35 | 46626LBL3 | ASSET BACKED | 4,019,200.0000 | 3,629,221.45 | .18 | |
JPMMT 2006-S4 A7 6% 01/25/37 | 46629SAG7 | ASSET BACKED | 6,419,906.5800 | 2,517,843.06 | .12 | |
JPMCC 2022-NLP A V/R 04/15/27 | 466317AA2 | ASSET BACKED | 666,798.9500 | 636,793.00 | .03 | |
JPMBB 2014-C2 3.774% 06/15/24 | 46642EAY2 | ASSET BACKED | 412,704.6200 | 410,257.36 | .02 | |
JPMBB 2015-C27 C V/R 02/15/25 | 46644ABM3 | ASSET BACKED | 1,667,000.0000 | 1,332,606.30 | .07 | |
JPMBB 2016-C1 3.576% 01/15/26 | 46645LAY3 | ASSET BACKED | 529,000.0000 | 509,215.24 | .03 | |
JPMCC 2018-WPT F V/R 07/05/23 | 46645WBJ1 | ASSET BACKED | 500,000.0000 | 328,543.70 | .02 | |
JPMORGAN CHASE & V/R 01/23/29 | 46647PAM8 | CORPORATE BONDS | 730,000.0000 | 690,530.70 | .03 | |
JPMORGAN CHASE & V/R 01/29/27 | 46647PBA3 | CORPORATE BONDS | 310,000.0000 | 302,599.75 | .01 | |
JPMORGAN CHASE & V/R 04/22/32 | 46647PCC8 | CORPORATE BONDS | 746,000.0000 | 630,695.71 | .03 | |
JPMORGAN CHASE & V/R 11/08/32 | 46647PCR5 | CORPORATE BONDS | 5,350,000.0000 | 4,451,770.84 | .22 | |
JPMORGAN CHASE & V/R 01/25/33 | 46647PCU8 | CORPORATE BONDS | 461,000.0000 | 393,615.17 | .02 | |
JPMORGAN CHASE & V/R 07/25/28 | 46647PDG8 | CORPORATE BONDS | 197,000.0000 | 195,338.70 | .01 | |
JPMORGAN CHASE & V/R 07/24/29 | 46647PDU7 | CORPORATE BONDS | 605,000.0000 | 609,494.52 | .03 | |
JPMORGAN CHASE & V/R 10/22/27 | 46647PDW3 | CORPORATE BONDS | 375,000.0000 | 382,622.51 | .02 | |
JPMORGAN CHASE & V/R 01/23/35 | 46647PEC6 | CORPORATE BONDS | 3,735,000.0000 | 3,749,594.55 | .19 | |
JPMCC 2019-OS 3.397% 06/05/29 | 46651EAA2 | ASSET BACKED | 1,950,000.0000 | 1,755,896.61 | .09 | |
JPMCC 2020-LOOP V/R 12/05/26 | 46651WAJ3 | ASSET BACKED | 805,000.0000 | 208,067.22 | .01 | |
JACOBS ENGINEERI 5.9% 03/01/33 | 469814AA5 | CORPORATE BONDS | 410,000.0000 | 415,047.81 | .02 | |
JELD-WEN INC 4.875% 12/15/27 | 475795AD2 | CORPORATE BONDS | 75,000.0000 | 71,760.76 | .00 | |
JDOT 2023-B A4 5.11% 05/15/30 | 477920AD4 | ASSET BACKED | 1,950,000.0000 | 1,948,517.42 | .10 | |
JDOT 2024-A A4 4.91% 10/15/27 | 47800RAE3 | ASSET BACKED | 6,900,000.0000 | 6,879,555.30 | .34 | |
JPMCC 2017-JP 3.489% 04/15/27 | 48128KAU5 | ASSET BACKED | 1,100,000.0000 | 1,018,965.97 | .05 | |
KAISER FOUNDATI 2.81% 06/01/41 | 48305QAF0 | CORPORATE BONDS | 90,000.0000 | 66,419.18 | .00 | |
KAISER FOUNDAT 3.002% 06/01/51 | 48305QAG8 | CORPORATE BONDS | 330,000.0000 | 228,628.44 | .01 | |
KEYSPAN GAS EA 5.994% 03/06/33 | 49338CAD5 | CORPORATE BONDS | 275,000.0000 | 278,692.80 | .01 | |
KINDER MORGAN IN 5.2% 06/01/33 | 49456BAX9 | CORPORATE BONDS | 402,000.0000 | 395,898.36 | .02 | |
KODIAK GAS SERV 7.25% 02/15/29 | 50012LAC8 | CORPORATE BONDS | 125,000.0000 | 127,323.50 | .01 | |
KRAFT HEINZ FO 4.625% 10/01/39 | 50077LAX4 | CORPORATE BONDS | 4,167,000.0000 | 3,790,968.79 | .19 | |
KRONOS ACQ / KIK 5% 12/31/26 | 50106GAE2 | CORPORATE BONDS | 90,000.0000 | 88,223.53 | .00 | |
KCOT 2024-1A A 5.19% 11/15/27 | 50117BAC4 | ASSET BACKED | 3,350,000.0000 | 3,343,673.53 | .17 | |
KYNDRYL HOLDING 6.35% 02/20/34 | 50155QAN0 | CORPORATE BONDS | 194,000.0000 | 199,133.56 | .01 | |
LFS TOPCO LLC 5.875% 10/15/26 | 50203TAA4 | CORPORATE BONDS | 90,000.0000 | 83,475.34 | .00 | |
LSF9 ATL HLDG/V 7.75% 02/15/26 | 50220MAA8 | CORPORATE BONDS | 100,000.0000 | 99,098.66 | .00 | |
L3HARRIS TECH I 5.05% 06/01/29 | 502431AS8 | CORPORATE BONDS | 390,000.0000 | 388,753.89 | .02 | |
L3HARRIS TECH I 5.35% 06/01/34 | 502431AU3 | CORPORATE BONDS | 460,000.0000 | 460,004.03 | .02 | |
LYB INT FINANCE 5.5% 03/01/34 | 50249AAM5 | CORPORATE BONDS | 200,000.0000 | 200,369.80 | .01 | |
VITAL ENERGY I 7.875% 04/15/32 | 516806AK2 | CORPORATE BONDS | 45,000.0000 | 45,714.05 | .00 | |
LEEWARD RENEWAB 4.25% 07/01/29 | 524590AA4 | CORPORATE BONDS | 90,000.0000 | 77,226.69 | .00 | |
LEGENDS HOSPITALIT 5% 02/01/26 | 52473NAA6 | CORPORATE BONDS | 75,000.0000 | 74,302.23 | .00 | |
LMAT 2021-GS3 A1 V/R 07/25/61 | 52474XAA3 | ASSET BACKED | 434,008.6000 | 419,650.73 | .02 | |
LMAT 2021-GS4 A1 V/R 11/25/60 | 52475WAA4 | ASSET BACKED | 221,100.6700 | 213,844.77 | .01 | |
LMAT 2021-GS2 A1 V/R 04/25/61 | 52476DAA5 | ASSET BACKED | 323,882.6400 | 313,872.69 | .02 | |
LXS 2007-4N 1A3 V/R 03/25/47 | 52524HAD2 | ASSET BACKED | 2,817,651.2000 | 2,403,565.80 | .12 | |
LDPT 2021-A C 2.75% 09/15/24 | 52607FAC8 | ASSET BACKED | 637,734.2000 | 626,849.67 | .03 | |
LEVEL 3 FINANCI 3.75% 07/15/29 | 527298BT9 | CORPORATE BONDS | 40,000.0000 | 17,800.00 | .00 | |
LEVEL 3 FINANCI 10.5% 05/15/30 | 527298BU6 | CORPORATE BONDS | 110,000.0000 | 112,475.00 | .01 | |
LEVEL 3 FINANCIN 4.5% 04/01/30 | 527298CD3 | CORPORATE BONDS | 35,000.0000 | 21,700.00 | .00 | |
LIFE 2021-BMR A V/R 03/15/23 | 53218CAA8 | ASSET BACKED | 1,266,065.5600 | 1,251,951.84 | .06 | |
LIFE 2021-BMR D V/R 03/15/23 | 53218CAG5 | ASSET BACKED | 3,179,908.4300 | 3,136,184.69 | .16 | |
LIFE 2022-BMR2 D V/R 05/15/24 | 53218DAJ7 | ASSET BACKED | 2,400,000.0000 | 2,290,005.60 | .11 | |
LIFEPT/LEGACY L 9.75% 12/01/26 | 53219LAR0 | CORPORATE BONDS | 55,000.0000 | 55,074.03 | .00 | |
LEGACY LIFEPOI 4.375% 02/15/27 | 53219LAS8 | CORPORATE BONDS | 115,000.0000 | 109,585.26 | .01 | |
LIFEPOINT HEAL 5.375% 01/15/29 | 53219LAU3 | CORPORATE BONDS | 40,000.0000 | 32,958.02 | .00 | |
LIONS GATE CAPIT 5.5% 04/15/29 | 53627NAE1 | CORPORATE BONDS | 40,000.0000 | 30,601.46 | .00 | |
LIVE NATION ENTE 6.5% 05/15/27 | 538034AV1 | CORPORATE BONDS | 70,000.0000 | 70,765.03 | .00 | |
LOCKHEED MARTIN 5.2% 02/15/64 | 539830CE7 | CORPORATE BONDS | 215,000.0000 | 212,590.48 | .01 | |
LOWE'S COS INC 4.4% 09/08/25 | 548661EK9 | CORPORATE BONDS | 455,000.0000 | 449,419.33 | .02 | |
M&T BANK CORPORAT V/R 01/27/34 | 55261FAR5 | CORPORATE BONDS | 715,000.0000 | 664,726.07 | .03 | |
M&T BANK CORPORAT V/R 10/30/29 | 55261FAS3 | CORPORATE BONDS | 665,000.0000 | 701,350.25 | .03 | |
MANUF & TRADERS 4.7% 01/27/28 | 55279HAW0 | CORPORATE BONDS | 1,015,000.0000 | 977,954.69 | .05 | |
ME 2019-1 A2 6.448% 07/30/24 | 55282GAA5 | ASSET BACKED | 1,915,000.0000 | 1,905,267.01 | .09 | |
MFRA 2021-NQM1 A V/R 03/25/25 | 55283FAA6 | ASSET BACKED | 235,550.1800 | 214,020.19 | .01 | |
MFRA 2021-NQM2 A V/R 11/25/64 | 55283WAA9 | ASSET BACKED | 330,120.9200 | 283,776.04 | .01 | |
M/I HOMES INC 4.95% 02/01/28 | 55305BAS0 | CORPORATE BONDS | 130,000.0000 | 124,002.33 | .01 | |
MPLX LP 2.65% 08/15/30 | 55336VBQ2 | CORPORATE BONDS | 350,000.0000 | 301,035.47 | .01 | |
MPLX LP 1.75% 03/01/26 | 55336VBR0 | CORPORATE BONDS | 168,000.0000 | 157,045.36 | .01 | |
MPLX LP 4.95% 03/14/52 | 55336VBT6 | CORPORATE BONDS | 60,000.0000 | 52,701.86 | .00 | |
MSWF 2023-2 XA V/R 12/15/56 | 55361AAV6 | ASSET BACKED | 799,017.4000 | 52,900.31 | .00 | |
MACY'S RETAIL 5.875% 04/01/29 | 55617LAP7 | CORPORATE BONDS | 65,000.0000 | 63,766.16 | .00 | |
MADISON IAQ LL 4.125% 06/30/28 | 55760LAA5 | CORPORATE BONDS | 70,000.0000 | 64,742.96 | .00 | |
MADISON IAQ LL 5.875% 06/30/29 | 55760LAB3 | CORPORATE BONDS | 95,000.0000 | 86,913.58 | .00 | |
WARNERMEDIA HO 5.141% 03/15/52 | 55903VBE2 | CORPORATE BONDS | 2,075,000.0000 | 1,722,244.79 | .09 | |
MICHAELS COS IN 5.25% 05/01/28 | 55916AAA2 | CORPORATE BONDS | 80,000.0000 | 68,166.36 | .00 | |
MICHAELS COS I 7.875% 05/01/29 | 55916AAB0 | CORPORATE BONDS | 70,000.0000 | 52,516.33 | .00 | |
MFT 2019-4A C 3.76% 12/17/29 | 57110AAC8 | ASSET BACKED | 121,899.8100 | 121,754.20 | .01 | |
MARSH & MCLENNA 4.75% 03/15/39 | 571748BH4 | CORPORATE BONDS | 235,000.0000 | 222,968.08 | .01 | |
MARRIOTT INTERN 2.85% 04/15/31 | 571903BG7 | CORPORATE BONDS | 458,000.0000 | 395,044.74 | .02 | |
MARVELL TECHNOL 1.65% 04/15/26 | 573874AC8 | CORPORATE BONDS | 316,000.0000 | 293,912.49 | .01 | |
MASS MUTUAL LI 3.375% 04/15/50 | 575767AQ1 | CORPORATE BONDS | 444,000.0000 | 309,909.07 | .02 | |
MASSACHUSETTS S 4.11% 07/15/31 | 576004HG3 | MUNICIPAL BONDS | 478,084.8900 | 472,202.44 | .02 | |
MATADOR RESOURCE 6.5% 04/15/32 | 576485AG1 | CORPORATE BONDS | 90,000.0000 | 90,109.15 | .00 | |
MATCH GROUP HLD II 5% 12/15/27 | 57665RAG1 | CORPORATE BONDS | 150,000.0000 | 143,761.14 | .01 | |
H-FOOD HOLDNG/HE 8.5% 06/01/26 | 577088AA5 | CORPORATE BONDS | 80,000.0000 | 5,600.00 | .00 | |
MCGRAW-HILL EDU 5.75% 08/01/28 | 57767XAA8 | CORPORATE BONDS | 110,000.0000 | 103,615.31 | .01 | |
MCAFEE CORP 7.375% 02/15/30 | 579063AB4 | CORPORATE BONDS | 35,000.0000 | 32,096.63 | .00 | |
MCDONALD'S CORP 5.45% 08/14/53 | 58013MFW9 | CORPORATE BONDS | 190,000.0000 | 192,802.63 | .01 | |
MCKESSON CORP 5.1% 07/15/33 | 581557BU8 | CORPORATE BONDS | 450,000.0000 | 454,185.02 | .02 | |
MED 2021-MDLN G V/R 11/15/23 | 58403YBA3 | ASSET BACKED | 825,040.4400 | 823,493.98 | .04 | |
MERCK & CO INC 4.5% 05/17/33 | 58933YBK0 | CORPORATE BONDS | 145,000.0000 | 141,783.31 | .01 | |
MERCURY CHILE HO 6.5% 01/24/27 | 58937CAA7 | CORPORATE BONDS | 400,000.0000 | 387,736.16 | .02 | |
MERLIN ENTERTA 7.375% 02/15/31 | 59010UAA5 | CORPORATE BONDS | 200,000.0000 | 201,505.80 | .01 | |
MLMI 2006-AF1 5.75% 08/25/36 | 59023RAA7 | ASSET BACKED | 6,045,536.9800 | 2,788,852.15 | .14 | |
MLMI 2006-HE6 A1 V/R 11/25/37 | 59023XAA4 | ASSET BACKED | 7,707,216.7800 | 3,669,833.66 | .18 | |
MAVIS TIRE EXPRE 6.5% 05/15/29 | 59155LAA0 | CORPORATE BONDS | 105,000.0000 | 99,864.61 | .00 | |
METLIFE INC 5.25% 01/15/54 | 59156RCD8 | CORPORATE BONDS | 405,000.0000 | 398,689.63 | .02 | |
METLIFE INC 5.375% 07/15/33 | 59156RCE6 | CORPORATE BONDS | 330,000.0000 | 336,795.92 | .02 | |
MNET 2023-1A A 6.56% 02/20/28 | 59170DAA9 | ASSET BACKED | 1,000,000.0000 | 1,013,790.50 | .05 | |
MET LIFE GLOB FU 2.4% 01/11/32 | 59217GET2 | CORPORATE BONDS | 1,070,000.0000 | 880,884.80 | .04 | |
MET TRANSPRTN 6.814% 11/15/40 | 59259YGF0 | MUNICIPAL BONDS | 680,000.0000 | 755,766.62 | .04 | |
MICROSOFT CORP 2.921% 03/17/52 | 594918CE2 | CORPORATE BONDS | 282,000.0000 | 199,366.90 | .01 | |
BERKSHIRE HATH 6.125% 04/01/36 | BRK.B/36 | 59562VAM9 | CORPORATE BONDS | 610,000.0000 | 648,469.89 | .03 |
BERKSHIRE HATHA 5.95% 05/15/37 | BRK.B/37 | 59562VAP2 | CORPORATE BONDS | 1,100,000.0000 | 1,146,009.93 | .06 |
MIDWEST GMNG B 4.875% 05/01/29 | 59833DAB6 | CORPORATE BONDS | 100,000.0000 | 92,595.64 | .00 | |
ATHENAHEALTH GRO 6.5% 02/15/30 | 60337JAA4 | CORPORATE BONDS | 110,000.0000 | 100,608.06 | .00 | |
MITER BRAND / M 6.75% 04/01/32 | 60672JAA7 | CORPORATE BONDS | 20,000.0000 | 20,068.36 | .00 | |
MODIVCARE ESCROW I 5% 10/01/29 | 60783XAA2 | CORPORATE BONDS | 75,000.0000 | 54,382.06 | .00 | |
MONDELEZ INTERNA 1.5% 02/04/31 | 609207AX3 | CORPORATE BONDS | 895,000.0000 | 714,573.92 | .04 | |
MONONGAHELA POW 5.85% 02/15/34 | 609935AA9 | CORPORATE BONDS | 255,000.0000 | 261,873.44 | .01 | |
MSBAM 2015-C2 3.531% 09/15/25 | 61690VAZ1 | ASSET BACKED | 1,405,000.0000 | 1,360,193.15 | .07 | |
MSC 2016-UB12 XA V/R 11/15/26 | 61691EBB0 | ASSET BACKED | 11,859,274.3400 | 162,147.11 | .01 | |
MSC 2019-L3 XA V/R 11/15/29 | 61691UBF5 | ASSET BACKED | 20,701,953.1300 | 569,011.81 | .03 | |
MORGAN STANLEY V/R 01/22/31 | 6174468L6 | CORPORATE BONDS | 3,135,000.0000 | 2,739,001.94 | .14 | |
MORGAN STANLEY V/R 04/28/32 | 6174468X0 | CORPORATE BONDS | 485,000.0000 | 389,287.96 | .02 | |
MORGAN STANLEY V/R 09/16/36 | 61747YEF8 | CORPORATE BONDS | 993,000.0000 | 785,348.27 | .04 | |
MORGAN STANLEY V/R 10/20/32 | 61747YEH4 | CORPORATE BONDS | 185,000.0000 | 153,026.06 | .01 | |
MORGAN STANLEY V/R 07/20/29 | 61747YFF7 | CORPORATE BONDS | 180,000.0000 | 181,578.48 | .01 | |
MORGAN STANLEY V/R 11/01/29 | 61747YFH3 | CORPORATE BONDS | 465,000.0000 | 487,581.76 | .02 | |
MSBAM 2014-C19 X V/R 12/15/24 | 61764PBV3 | ASSET BACKED | 14,093,726.4400 | 21,800.18 | .00 | |
MSBAM 2015-C2 3.249% 12/15/24 | 61764RBF4 | ASSET BACKED | 2,583,782.0000 | 2,531,524.23 | .13 | |
MSBAM 2016-C31 C V/R 10/15/26 | 61766RBE5 | ASSET BACKED | 1,652,000.0000 | 1,372,771.53 | .07 | |
MSC 2016-UB11 XA V/R 08/15/26 | 61767FBB6 | ASSET BACKED | 13,687,505.8200 | 360,359.18 | .02 | |
MSC 2020-L4 B 3.082% 02/15/30 | 61770KBB0 | ASSET BACKED | 806,000.0000 | 645,254.50 | .03 | |
MSRM 2020-RPL1 A V/R 10/25/23 | 61771HAA9 | ASSET BACKED | 1,391,716.0000 | 1,398,389.56 | .07 | |
MSC 2019-H7 A 3.524% 07/15/29 | 61771MAZ3 | ASSET BACKED | 1,356,000.0000 | 1,225,754.03 | .06 | |
MOTOROLA SOLUTIO 5.4% 04/15/34 | 620076BZ1 | CORPORATE BONDS | 200,000.0000 | 199,604.87 | .01 | |
MEDLINE BORROWE 5.25% 10/01/29 | 62482BAB8 | CORPORATE BONDS | 130,000.0000 | 122,871.91 | .01 | |
MURPHY OIL USA 4.75% 09/15/29 | 626738AE8 | CORPORATE BONDS | 120,000.0000 | 113,810.72 | .01 | |
NGL ENRGY PART L 7.5% 04/15/26 | 62913TAP7 | CORPORATE BONDS | 45,000.0000 | 44,997.01 | .00 | |
NGL ENRGY OP/F 8.125% 02/15/29 | 62922LAC2 | CORPORATE BONDS | 95,000.0000 | 97,297.29 | .00 | |
NLT 2021-INV1 A1 V/R 05/25/56 | 62923JAA0 | ASSET BACKED | 944,126.1200 | 779,812.20 | .04 | |
NRG ENERGY INC 3.625% 02/15/31 | 629377CR1 | CORPORATE BONDS | 80,000.0000 | 69,036.62 | .00 | |
NABORS INDUSTR 9.125% 01/31/30 | 62957HAP0 | CORPORATE BONDS | 85,000.0000 | 88,370.85 | .00 | |
NATIONAL RURAL 4.15% 12/15/32 | 637432NZ4 | CORPORATE BONDS | 510,000.0000 | 473,366.55 | .02 | |
NATIONAL RURAL U 5.8% 01/15/33 | 637432PA7 | CORPORATE BONDS | 140,000.0000 | 145,660.94 | .01 | |
NATIONAL RURAL UTI 5% 02/07/31 | 63743HFP2 | CORPORATE BONDS | 385,000.0000 | 382,255.58 | .02 | |
NATIONSTAR MTG 5.75% 11/15/31 | 63861CAE9 | CORPORATE BONDS | 145,000.0000 | 133,740.91 | .01 | |
NAVSL 2023-A A 5.51% 10/15/32 | 638961AA0 | ASSET BACKED | 726,344.3600 | 729,304.50 | .04 | |
NAVIENT CORP 5% 03/15/27 | 63938CAK4 | CORPORATE BONDS | 100,000.0000 | 95,804.21 | .00 | |
NAVSL 2021-EA 0.97% 12/15/28 | 63942EAA6 | ASSET BACKED | 372,393.1300 | 321,881.65 | .02 | |
NAVSL 2021-FA 1.11% 05/15/29 | 63942GAA1 | ASSET BACKED | 573,459.0500 | 489,625.82 | .02 | |
NETAPP INC 1.875% 06/22/25 | 64110DAL8 | CORPORATE BONDS | 307,000.0000 | 293,621.46 | .01 | |
NETFLIX INC 5.375% 11/15/29 | 64110LAU0 | CORPORATE BONDS | 192,000.0000 | 195,933.62 | .01 | |
NCHET 2005-B M2 V/R 10/25/35 | 64352VNL1 | ASSET BACKED | 4,000,000.0000 | 3,346,018.00 | .17 | |
USRE 2021-1 A1 1.91% 10/20/26 | 643821AA9 | ASSET BACKED | 1,050,000.0000 | 919,527.63 | .05 | |
NRZT 2021-NQ1R A V/R 07/25/55 | 64828BAA9 | ASSET BACKED | 303,118.4300 | 263,843.86 | .01 | |
NRZT 2021-NQ2R A V/R 10/25/58 | 64831EAA8 | ASSET BACKED | 183,683.3200 | 166,646.09 | .01 | |
NRZT 2021-NQM3 A V/R 11/27/56 | 64831TAA5 | ASSET BACKED | 970,248.3600 | 813,970.84 | .04 | |
NEW YORK TRANS 4.248% 09/01/35 | 650117AA2 | MUNICIPAL BONDS | 810,000.0000 | 785,521.07 | .04 | |
NEWS CORP 5.125% 02/15/32 | 65249BAB5 | CORPORATE BONDS | 45,000.0000 | 42,258.89 | .00 | |
NEXTERA ENERGY 4.255% 09/01/24 | 65339KBL3 | CORPORATE BONDS | 180,000.0000 | 178,799.60 | .01 | |
NEXTERA ENERGY 2.25% 06/01/30 | 65339KBR0 | CORPORATE BONDS | 1,455,000.0000 | 1,238,888.24 | .06 | |
NEXTERA ENERGY 4.625% 07/15/27 | 65339KCH1 | CORPORATE BONDS | 455,000.0000 | 448,655.86 | .02 | |
NEXTERA ENERGY 5.55% 03/15/54 | 65339KCV0 | CORPORATE BONDS | 120,000.0000 | 119,201.11 | .01 | |
NISOURCE INC 3.6% 05/01/30 | 65473PAJ4 | CORPORATE BONDS | 1,044,000.0000 | 961,571.87 | .05 | |
NISOURCE INC 5.4% 06/30/33 | 65473PAP0 | CORPORATE BONDS | 50,000.0000 | 50,402.21 | .00 | |
NISOURCE INC 5.35% 04/01/34 | 65473PAQ8 | CORPORATE BONDS | 595,000.0000 | 591,777.04 | .03 | |
NJ 2023-GSP A V/R 01/06/29 | 65486XAA1 | ASSET BACKED | 590,000.0000 | 616,514.01 | .03 | |
NORTHROP GRUMMA 5.15% 05/01/40 | 666807BT8 | CORPORATE BONDS | 520,000.0000 | 509,430.30 | .03 | |
NORTHROP GRUMMAN 5.2% 06/01/54 | 666807CM2 | CORPORATE BONDS | 410,000.0000 | 399,300.97 | .02 | |
AMSR 2020-SFR 2.456% 11/17/25 | 66981FAF7 | ASSET BACKED | 4,000,000.0000 | 3,734,534.80 | .19 | |
NUSTAR LOGISTICS L 6% 06/01/26 | 67059TAF2 | CORPORATE BONDS | 135,000.0000 | 134,397.39 | .01 | |
NVIDIA CORP 2.85% 04/01/30 | 67066GAF1 | CORPORATE BONDS | 370,000.0000 | 335,840.91 | .02 | |
O'REILLY AUTOMOT 4.7% 06/15/32 | 67103HAL1 | CORPORATE BONDS | 470,000.0000 | 459,324.98 | .02 | |
O'REILLY AUTOMO 5.75% 11/20/26 | 67103HAM9 | CORPORATE BONDS | 96,000.0000 | 97,579.62 | .00 | |
OBX 2021-NQM1 A1 V/R 03/25/25 | 67114BAA5 | ASSET BACKED | 629,694.0600 | 534,345.91 | .03 | |
OBX 2021-NQM3 A1 V/R 07/25/61 | 67114JAA8 | ASSET BACKED | 583,592.1900 | 452,697.25 | .02 | |
OBX 2022-NQM1 A1 V/R 01/25/26 | 67114VAA1 | ASSET BACKED | 1,156,309.1200 | 991,660.30 | .05 | |
CHORD ENERGY C 6.375% 06/01/26 | 674215AL2 | CORPORATE BONDS | 130,000.0000 | 130,542.23 | .01 | |
OCCIDENTAL PETR 7.15% 05/15/28 | 674599DR3 | CORPORATE BONDS | 4,720,000.0000 | 4,959,346.48 | .25 | |
OCCIDENTAL PET 6.625% 09/01/30 | 674599ED3 | CORPORATE BONDS | 186,000.0000 | 197,104.20 | .01 | |
OGLETHORPE POWE 5.05% 10/01/48 | 677050AN6 | CORPORATE BONDS | 410,000.0000 | 368,753.06 | .02 | |
OHIO EDISON CO 5.5% 01/15/33 | 677347CH7 | CORPORATE BONDS | 200,000.0000 | 199,539.99 | .01 | |
OHIO POWER COMPANY 5% 06/01/33 | 677415CV1 | CORPORATE BONDS | 480,000.0000 | 470,991.70 | .02 | |
ONCOR ELECTRIC 5.65% 11/15/33 | 68233JCS1 | CORPORATE BONDS | 380,000.0000 | 395,288.23 | .02 | |
ONEOK INC 3.1% 03/15/30 | 682680BB8 | CORPORATE BONDS | 290,000.0000 | 259,325.84 | .01 | |
ONEOK INC 6.1% 11/15/32 | 682680BG7 | CORPORATE BONDS | 235,000.0000 | 246,207.99 | .01 | |
ONEOK INC 6.625% 09/01/53 | 682680BN2 | CORPORATE BONDS | 181,000.0000 | 199,480.57 | .01 | |
ODART 2023-1A 5.41% 08/14/27 | 682685AA0 | ASSET BACKED | 995,000.0000 | 996,021.77 | .05 | |
ORACLE CORP 3.8% 11/15/37 | 68389XBP9 | CORPORATE BONDS | 325,000.0000 | 272,522.33 | .01 | |
ORACLE CORP 2.95% 04/01/30 | 68389XBV6 | CORPORATE BONDS | 165,000.0000 | 146,824.90 | .01 | |
ORACLE CORP 3.6% 04/01/50 | 68389XBX2 | CORPORATE BONDS | 1,604,000.0000 | 1,158,851.41 | .06 | |
ORACLE CORP 6.15% 11/09/29 | 68389XCH6 | CORPORATE BONDS | 70,000.0000 | 73,775.49 | .00 | |
ORACLE CORP 6.25% 11/09/32 | 68389XCJ2 | CORPORATE BONDS | 45,000.0000 | 48,147.38 | .00 | |
ORACLE CORP 4.9% 02/06/33 | 68389XCP8 | CORPORATE BONDS | 365,000.0000 | 357,352.57 | .02 | |
OTIS WORLDWIDE 2.565% 02/15/30 | 68902VAK3 | CORPORATE BONDS | 775,000.0000 | 681,464.89 | .03 | |
OUTFRONT MEDIA 7.375% 02/15/31 | 69007TAG9 | CORPORATE BONDS | 55,000.0000 | 57,608.32 | .00 | |
OWENS & MINOR 6.625% 04/01/30 | 690732AG7 | CORPORATE BONDS | 140,000.0000 | 138,951.96 | .01 | |
PECF USS INTERMEDI 8% 11/15/29 | 69291HAA3 | CORPORATE BONDS | 20,000.0000 | 10,504.24 | .00 | |
PBF HOLDING CO LLC 6% 02/15/28 | 69318FAJ7 | CORPORATE BONDS | 60,000.0000 | 59,039.50 | .00 | |
PFSFC 2023-C A 5.52% 10/15/26 | 69335PEY7 | ASSET BACKED | 2,915,000.0000 | 2,940,718.17 | .15 | |
PMTCR 2019-2R A V/R 05/30/25 | 69345WAA6 | ASSET BACKED | 740,052.6500 | 740,416.90 | .04 | |
PNMSR 2021-FT1 A V/R 03/25/26 | 69346MAD1 | ASSET BACKED | 1,800,000.0000 | 1,818,157.50 | .09 | |
PNC FINANCIAL SER V/R 10/28/33 | 693475BJ3 | CORPORATE BONDS | 90,000.0000 | 93,050.20 | .00 | |
PNC FINANCIAL SER V/R 01/21/28 | 693475BV6 | CORPORATE BONDS | 335,000.0000 | 335,382.67 | .02 | |
PNC FINANCIAL SER V/R 01/22/35 | 693475BW4 | CORPORATE BONDS | 245,000.0000 | 247,231.51 | .01 | |
PMTCR 2019-3R A V/R 11/27/31 | 69349MAA4 | ASSET BACKED | 368,547.0900 | 368,899.42 | .02 | |
PPL CAPITAL FU 4.125% 04/15/30 | 69352PAQ6 | CORPORATE BONDS | 150,000.0000 | 141,593.79 | .01 | |
PRPM 2021-3 A1 V/R 04/25/26 | 69357PAA6 | ASSET BACKED | 343,753.7300 | 337,794.45 | .02 | |
PRPM 2021-5 A1 V/R 06/25/24 | 69358DAA2 | ASSET BACKED | 586,854.6000 | 573,826.19 | .03 | |
PRPM 2021-2 A1 V/R 03/25/24 | 69359UAA3 | ASSET BACKED | 205,778.2000 | 203,779.06 | .01 | |
PRPM 2021-6 A1 V/R 07/25/24 | 69360FAA3 | ASSET BACKED | 488,724.8700 | 474,426.59 | .02 | |
PRPM 2021-RPL1 A V/R 07/25/51 | 69360GAA1 | ASSET BACKED | 209,744.1000 | 187,105.43 | .01 | |
PRPM 2021-7 A1 V/R 08/25/24 | 69360LAA0 | ASSET BACKED | 2,936,316.7000 | 2,839,927.99 | .14 | |
PRPM 2021-8 A1 V/R 09/25/26 | 69360MAA8 | ASSET BACKED | 532,158.4900 | 510,989.60 | .03 | |
PRPM 2021-9 A1 V/R 10/25/24 | 69360XAA4 | ASSET BACKED | 1,368,124.3600 | 1,333,214.20 | .07 | |
PRPM 2022-5 A1 V/R 09/27/27 | 69377VAA9 | ASSET BACKED | 896,683.7600 | 899,428.78 | .04 | |
PACIFIC GAS & EL 2.5% 02/01/31 | 694308JG3 | CORPORATE BONDS | 1,758,000.0000 | 1,461,915.04 | .07 | |
PACIFIC GAS & E 4.55% 07/01/30 | 694308JM0 | CORPORATE BONDS | 505,000.0000 | 480,013.55 | .02 | |
PACIFIC GAS & E 3.25% 06/01/31 | 694308JT5 | CORPORATE BONDS | 610,000.0000 | 529,653.26 | .03 | |
PACIFIC GAS & E 5.45% 06/15/27 | 694308KF3 | CORPORATE BONDS | 1,232,000.0000 | 1,235,540.94 | .06 | |
PACIFIC GAS & E 6.75% 01/15/53 | 694308KH9 | CORPORATE BONDS | 180,000.0000 | 196,067.75 | .01 | |
PACIFIC GAS & E 6.15% 01/15/33 | 694308KJ5 | CORPORATE BONDS | 470,000.0000 | 484,447.91 | .02 | |
PACIFIC GAS & EL 6.1% 01/15/29 | 694308KL0 | CORPORATE BONDS | 170,000.0000 | 175,180.81 | .01 | |
PACIFIC GAS & EL 6.4% 06/15/33 | 694308KM8 | CORPORATE BONDS | 735,000.0000 | 773,910.48 | .04 | |
PACTIV EVERGRE 4.375% 10/15/28 | 69527AAA4 | CORPORATE BONDS | 100,000.0000 | 93,287.14 | .00 | |
PAID 2022-1 B 3.344% 10/15/29 | 69546MAB3 | ASSET BACKED | 1,499,801.6500 | 1,461,508.71 | .07 | |
PAID 2021-3 B 1.74% 05/15/29 | 69546RAB2 | ASSET BACKED | 727,067.3800 | 723,219.59 | .04 | |
PAID 2023-3 A 7.6% 12/16/30 | 69548BAA7 | ASSET BACKED | 843,522.4900 | 849,341.11 | .04 | |
PANTHER ESCROW 7.125% 06/01/31 | 69867RAA5 | CORPORATE BONDS | 90,000.0000 | 91,503.90 | .00 | |
PARK INTERMED 4.875% 05/15/29 | 70052LAC7 | CORPORATE BONDS | 95,000.0000 | 88,342.57 | .00 | |
PENN ENTERTAIN 4.125% 07/01/29 | 707569AV1 | CORPORATE BONDS | 55,000.0000 | 47,297.28 | .00 | |
PENNYMAC FIN SV 4.25% 02/15/29 | 70932MAB3 | CORPORATE BONDS | 45,000.0000 | 41,053.95 | .00 | |
PENNYMAC FIN S 7.875% 12/15/29 | 70932MAD9 | CORPORATE BONDS | 80,000.0000 | 82,203.60 | .00 | |
PENSKE TRUCK LEA 4.2% 04/01/27 | 709599AX2 | CORPORATE BONDS | 203,000.0000 | 197,125.72 | .01 | |
PENSKE TRUCK LEA 4.4% 07/01/27 | 709599BN3 | CORPORATE BONDS | 155,000.0000 | 150,878.16 | .01 | |
PENSKE TRUCK LE 5.75% 05/24/26 | 709599BU7 | CORPORATE BONDS | 375,000.0000 | 377,712.81 | .02 | |
PENSKE TRUCK LE 6.05% 08/01/28 | 709599BW3 | CORPORATE BONDS | 170,000.0000 | 174,910.70 | .01 | |
PENSKE TRUCK LE 5.35% 03/30/29 | 709599BZ6 | CORPORATE BONDS | 115,000.0000 | 115,078.67 | .01 | |
PERFORMANCE FOO 4.25% 08/01/29 | 71376LAE0 | CORPORATE BONDS | 80,000.0000 | 73,312.98 | .00 | |
PERMIAN RESOURC OP 7% 01/15/32 | 71424VAA8 | CORPORATE BONDS | 140,000.0000 | 145,237.96 | .01 | |
PHILIP MORRIS 5.125% 11/17/27 | 718172CV9 | CORPORATE BONDS | 150,000.0000 | 150,775.75 | .01 | |
PHILIP MORRIS 4.875% 02/15/28 | 718172CZ0 | CORPORATE BONDS | 167,000.0000 | 166,539.86 | .01 | |
PHILIP MORRIS 5.125% 02/15/30 | 718172DA4 | CORPORATE BONDS | 755,000.0000 | 754,991.87 | .04 | |
PHILIP MORRIS 5.375% 02/15/33 | 718172DB2 | CORPORATE BONDS | 455,000.0000 | 458,738.20 | .02 | |
PHILIP MORRIS 5.625% 09/07/33 | 718172DE6 | CORPORATE BONDS | 435,000.0000 | 444,850.05 | .02 | |
PHILIP MORRIS 5.125% 02/13/31 | 718172DH9 | CORPORATE BONDS | 270,000.0000 | 268,230.03 | .01 | |
PHILIP MORRIS I 5.25% 02/13/34 | 718172DJ5 | CORPORATE BONDS | 199,000.0000 | 197,235.80 | .01 | |
PHILLIPS 66 CO 5.3% 06/30/33 | 718547AR3 | CORPORATE BONDS | 600,000.0000 | 603,716.08 | .03 | |
PHILLIPS 66 CO 5.65% 06/15/54 | 718547AW2 | CORPORATE BONDS | 447,000.0000 | 453,604.06 | .02 | |
PIKE CORP 5.5% 09/01/28 | 721283AA7 | CORPORATE BONDS | 125,000.0000 | 119,643.15 | .01 | |
PIKE CORP 8.625% 01/31/31 | 721283AB5 | CORPORATE BONDS | 65,000.0000 | 69,073.36 | .00 | |
POST HOLDINGS IN 5.5% 12/15/29 | 737446AP9 | CORPORATE BONDS | 45,000.0000 | 43,485.83 | .00 | |
PREMIER ENTERT 5.625% 09/01/29 | 74052HAA2 | CORPORATE BONDS | 30,000.0000 | 22,902.89 | .00 | |
PART 2022-1A B 6.55% 01/15/25 | 74113RAG4 | ASSET BACKED | 745,000.0000 | 747,921.00 | .04 | |
PRET 2021-NPL2 A V/R 06/25/24 | 741386AA4 | ASSET BACKED | 508,014.5000 | 492,361.46 | .02 | |
PRET 2021-NPL4 A V/R 10/27/24 | 741391AB2 | ASSET BACKED | 922,685.3100 | 900,328.83 | .04 | |
PRET 2021-RN1 A1 V/R 07/25/24 | 74140QAA6 | ASSET BACKED | 827,320.0300 | 806,110.03 | .04 | |
PRET 2021-NPL3 A V/R 07/25/24 | 74143EAA0 | ASSET BACKED | 453,305.5900 | 437,382.32 | .02 | |
PRET 2021-RN3 A1 V/R 09/25/51 | 74143JAA9 | ASSET BACKED | 1,199,723.6800 | 1,143,776.49 | .06 | |
PRIME SECSRVC B 6.25% 01/15/28 | 74166MAE6 | CORPORATE BONDS | 60,000.0000 | 58,774.72 | .00 | |
PRIMO WATER HO 4.375% 04/30/29 | 74168LAA4 | CORPORATE BONDS | 70,000.0000 | 64,370.30 | .00 | |
PRINCIPAL FINA 5.375% 03/15/33 | 74251VAT9 | CORPORATE BONDS | 425,000.0000 | 428,320.41 | .02 | |
PRINCIPAL LFE GL 5.1% 01/25/29 | 74256LEY1 | CORPORATE BONDS | 360,000.0000 | 359,026.29 | .02 | |
PROG 2022-SFR3 3.2% 04/17/27 | 74331UAA6 | ASSET BACKED | 329,647.6200 | 310,300.96 | .02 | |
PROG 2022-SFR 4.451% 06/17/27 | 74332YAA7 | ASSET BACKED | 246,360.2900 | 240,136.79 | .01 | |
PROG 2021-SFR 2.732% 01/17/29 | 74333XAC4 | ASSET BACKED | 3,720,000.0000 | 3,277,839.68 | .16 | |
PROG 2022-SFR 4.451% 07/20/27 | 74334DAA1 | ASSET BACKED | 1,063,454.4300 | 1,037,150.63 | .05 | |
PROG 2023-SFR1 4.3% 03/09/28 | 74334FAA6 | ASSET BACKED | 548,783.2600 | 530,252.22 | .03 | |
PROLOGIS TARGET 5.25% 04/01/29 | 74350LAA2 | CORPORATE BONDS | 95,000.0000 | 94,727.59 | .00 | |
PROTECTIVE LIF 5.467% 12/08/28 | 74368CBV5 | CORPORATE BONDS | 230,000.0000 | 234,063.47 | .01 | |
PUBLIC SERVICE 5.45% 03/01/54 | 74456QCR5 | CORPORATE BONDS | 260,000.0000 | 268,098.96 | .01 | |
PUBLIC SERVICE 6.125% 10/15/33 | 744573AX4 | CORPORATE BONDS | 285,000.0000 | 299,171.57 | .01 | |
PUBLIC SERVICE E 5.2% 04/01/29 | 744573AY2 | CORPORATE BONDS | 160,000.0000 | 160,123.00 | .01 | |
PUBLIC SERVICE 5.45% 04/01/34 | 744573AZ9 | CORPORATE BONDS | 100,000.0000 | 100,184.69 | .00 | |
PUGET ENERGY IN 3.65% 05/15/25 | 745310AH5 | CORPORATE BONDS | 535,000.0000 | 522,412.92 | .03 | |
PUGET ENERGY INC 4.1% 06/15/30 | 745310AK8 | CORPORATE BONDS | 230,000.0000 | 209,926.33 | .01 | |
QORVO INC 3.375% 04/01/31 | 74736KAJ0 | CORPORATE BONDS | 115,000.0000 | 98,901.59 | .00 | |
QORVO INC 1.75% 12/15/24 | 74739DAB0 | CORPORATE BONDS | 175,000.0000 | 169,824.67 | .01 | |
QUANTA SERVICES 2.35% 01/15/32 | 74762EAH5 | CORPORATE BONDS | 488,000.0000 | 396,536.55 | .02 | |
RALI 2006-QS17 A8 6% 12/25/36 | 74922SAH1 | ASSET BACKED | 2,856,452.0100 | 2,296,521.43 | .11 | |
RPM INTERNATION 2.95% 01/15/32 | 749685AY9 | CORPORATE BONDS | 1,840,000.0000 | 1,557,299.27 | .08 | |
RADIATE HOLDCO / 4.5% 09/15/26 | 75026JAC4 | CORPORATE BONDS | 20,000.0000 | 15,903.06 | .00 | |
RADIOLOGY PARTNE 8.5% 01/31/29 | 75041VAB0 | CORPORATE BONDS | 35,856.0000 | 33,267.20 | .00 | |
RADIOLOGY PART 9.781% 02/15/30 | 75041VAC8 | CORPORATE BONDS | 26,291.0000 | 21,164.26 | .00 | |
RTX CORP 5.75% 11/08/26 | 75513ECT6 | CORPORATE BONDS | 435,000.0000 | 441,686.28 | .02 | |
REALOGY GROUP/C 5.25% 04/15/30 | 75606DAQ4 | CORPORATE BONDS | 65,000.0000 | 44,200.95 | .00 | |
REALTY INCOME C 5.05% 01/13/26 | 756109BQ6 | CORPORATE BONDS | 200,000.0000 | 199,294.17 | .01 | |
REALTY INCOME CO 4.9% 07/15/33 | 756109BT0 | CORPORATE BONDS | 325,000.0000 | 314,014.70 | .02 | |
REGAL REXNORD C 6.05% 04/15/28 | 758750AD5 | CORPORATE BONDS | 1,085,000.0000 | 1,099,933.09 | .05 | |
UPBOUND GROUP 6.375% 02/15/29 | 76009NAL4 | CORPORATE BONDS | 45,000.0000 | 43,686.66 | .00 | |
RMLT 2021-1R A1 V/R 01/25/65 | 76090NAA8 | ASSET BACKED | 165,313.1900 | 152,698.31 | .01 | |
RALI 2005-QS13 5.5% 09/25/35 | 761118GU6 | ASSET BACKED | 1,082,772.0900 | 874,034.96 | .04 | |
RMLT 2020-1 M1 V/R 01/26/60 | 76119CAD3 | ASSET BACKED | 3,100,000.0000 | 2,750,316.90 | .14 | |
VDCR 2023-1A A2A 5% 09/15/28 | 76134KAA2 | ASSET BACKED | 1,040,000.0000 | 1,004,900.00 | .05 | |
ROLLER BEARING 4.375% 10/15/29 | 775631AD6 | CORPORATE BONDS | 60,000.0000 | 54,937.16 | .00 | |
SFAST 2023-1A 5.47% 06/20/27 | 78398AAE3 | ASSET BACKED | 520,000.0000 | 525,119.30 | .03 | |
SBA TOWER TRUS 1.631% 11/15/26 | 78403DAT7 | CORPORATE BONDS | 2,575,000.0000 | 2,329,943.43 | .12 | |
SFAVE 2015-5AVE V/R 01/05/35 | 78413MAL2 | ASSET BACKED | 3,640,000.0000 | 2,536,858.32 | .13 | |
SGR 2021-1 A1 V/R 07/25/61 | 784212AA0 | ASSET BACKED | 834,246.2200 | 669,129.87 | .03 | |
SGR 2021-2 B1 V/R 12/25/61 | 78432YAE9 | ASSET BACKED | 5,238,000.0000 | 3,847,390.09 | .19 | |
SMRT 2022-MINI D V/R 01/15/24 | 78457JAL6 | ASSET BACKED | 3,750,000.0000 | 3,684,092.25 | .18 | |
SREIT 2021-FLWR V/R 07/15/23 | 78485GAL8 | ASSET BACKED | 3,480,000.0000 | 3,432,150.00 | .17 | |
SWF ESCROW ISSUE 6.5% 10/01/29 | 78500AAA6 | CORPORATE BONDS | 50,000.0000 | 36,977.59 | .00 | |
SABINE PASS LIQUEF 5% 03/15/27 | 785592AS5 | CORPORATE BONDS | 256,000.0000 | 255,251.37 | .01 | |
SDART 2023-3 B 5.61% 07/15/26 | 80285XAD7 | ASSET BACKED | 635,000.0000 | 636,441.96 | .03 | |
SDART 2023-1 B 4.98% 11/17/25 | 80287GAD2 | ASSET BACKED | 365,000.0000 | 362,491.17 | .02 | |
SASOL FINANCING 5.5% 03/18/31 | 80386WAD7 | CORPORATE BONDS | 400,000.0000 | 336,979.56 | .02 | |
MATIV HOLDINGS 6.875% 10/01/26 | 808541AA4 | CORPORATE BONDS | 110,000.0000 | 109,203.89 | .01 | |
SC GAMES HOLDI 6.625% 03/01/30 | 80874DAA4 | CORPORATE BONDS | 145,000.0000 | 140,178.08 | .01 | |
LIGHT & WONDER 7.25% 11/15/29 | 80874YBE9 | CORPORATE BONDS | 65,000.0000 | 66,726.86 | .00 | |
SEALED AIR/SEAL 7.25% 02/15/31 | 812127AB4 | CORPORATE BONDS | 85,000.0000 | 88,373.31 | .00 | |
SELECT MEDICAL 6.25% 08/15/26 | 816196AT6 | CORPORATE BONDS | 110,000.0000 | 110,204.16 | .01 | |
SEMPRA 3.4% 02/01/28 | 816851BG3 | CORPORATE BONDS | 145,000.0000 | 137,004.80 | .01 | |
SHERWIN-WILLIAMS 2.3% 05/15/30 | 824348BL9 | CORPORATE BONDS | 680,000.0000 | 584,042.94 | .03 | |
SIMON PROPERTY G 2.2% 02/01/31 | 828807DM6 | CORPORATE BONDS | 1,905,000.0000 | 1,583,078.91 | .08 | |
SIRIUS XM RADIO 5.5% 07/01/29 | 82967NBC1 | CORPORATE BONDS | 125,000.0000 | 119,057.55 | .01 | |
SITIO ROYAL OP 7.875% 11/01/28 | 82983MAB6 | CORPORATE BONDS | 65,000.0000 | 67,229.57 | .00 | |
SMITHFIELD FOOD 4.25% 02/01/27 | 832248AZ1 | CORPORATE BONDS | 409,000.0000 | 392,759.69 | .02 | |
SOFI 2018-B BF 3.83% 01/25/27 | 83404RAC2 | ASSET BACKED | 1,000,000.0000 | 913,367.70 | .05 | |
SOLVENTUM CORP 5.4% 03/01/29 | 83444MAC5 | CORPORATE BONDS | 500,000.0000 | 501,007.84 | .02 | |
SONIC AUTOMOTI 4.625% 11/15/29 | 83545GBD3 | CORPORATE BONDS | 120,000.0000 | 107,615.53 | .01 | |
SOUTHAVEN CMBD 3.846% 08/15/33 | 841215AA4 | CORPORATE BONDS | 276,322.0100 | 259,828.85 | .01 | |
SOUTHERN CAL E 4.125% 03/01/48 | 842400GK3 | CORPORATE BONDS | 545,000.0000 | 439,922.07 | .02 | |
SOUTHERN CAL ED 2.85% 08/01/29 | 842400GS6 | CORPORATE BONDS | 130,000.0000 | 117,067.56 | .01 | |
SOUTHERN CAL ED 2.25% 06/01/30 | 842400GU1 | CORPORATE BONDS | 325,000.0000 | 276,170.02 | .01 | |
SOUTHERN CAL ED 5.95% 11/01/32 | 842400HT3 | CORPORATE BONDS | 215,000.0000 | 225,459.15 | .01 | |
SOUTHERN CAL EDI 5.2% 06/01/34 | 842400HZ9 | CORPORATE BONDS | 915,000.0000 | 905,829.19 | .04 | |
SOUTHERN CAL ED 5.15% 06/01/29 | 842400JC8 | CORPORATE BONDS | 385,000.0000 | 386,581.21 | .02 | |
SOUTHERN CALIF 5.75% 06/01/53 | 842434CY6 | CORPORATE BONDS | 5,955,000.0000 | 6,054,269.25 | .30 | |
SOUTHERN CALIF G 5.2% 06/01/33 | 842434CZ3 | CORPORATE BONDS | 555,000.0000 | 555,569.39 | .03 | |
SOUTHERN CALIF G 5.6% 04/01/54 | 842434DA7 | CORPORATE BONDS | 260,000.0000 | 260,165.07 | .01 | |
SOUTHERN CO V/R 09/15/51 | 842587DJ3 | CORPORATE BONDS | 420,000.0000 | 392,616.42 | .02 | |
SOUTHERN CO 4.85% 06/15/28 | 842587DQ7 | CORPORATE BONDS | 385,000.0000 | 382,964.96 | .02 | |
SOUTHERN CO 5.2% 06/15/33 | 842587DR5 | CORPORATE BONDS | 330,000.0000 | 329,743.74 | .02 | |
SOUTHERN CO 5.7% 03/15/34 | 842587DT1 | CORPORATE BONDS | 720,000.0000 | 742,567.90 | .04 | |
SOUTHERN COPPE 3.875% 04/23/25 | 84265VAH8 | CORPORATE BONDS | 50,000.0000 | 49,005.40 | .00 | |
SOUTHERN CO GAS 5.75% 09/15/33 | 8426EPAG3 | CORPORATE BONDS | 110,000.0000 | 113,867.70 | .01 | |
SOUTHWEST AIRL 5.125% 06/15/27 | 844741BK3 | CORPORATE BONDS | 1,709,000.0000 | 1,705,624.74 | .08 | |
SOUTHWEST GAS CO 2.2% 06/15/30 | 845011AC9 | CORPORATE BONDS | 438,000.0000 | 368,971.04 | .02 | |
SOUTHWESTERN ELE 5.3% 04/01/33 | 845437BU5 | CORPORATE BONDS | 445,000.0000 | 439,628.92 | .02 | |
SOUTHWESTERN EN 4.75% 02/01/32 | 845467AT6 | CORPORATE BONDS | 65,000.0000 | 59,836.27 | .00 | |
SPECTRUM BRANDS IN 5% 10/01/29 | 84762LAV7 | CORPORATE BONDS | 130,000.0000 | 127,405.90 | .01 | |
ONEMAIN FINANC 7.125% 03/15/26 | 85172FAN9 | CORPORATE BONDS | 115,000.0000 | 117,086.79 | .01 | |
ONEMAIN FINANC 5.375% 11/15/29 | 85172FAR0 | CORPORATE BONDS | 90,000.0000 | 84,619.12 | .00 | |
SPIRIT AEROSYST 9.75% 11/15/30 | 85205TAR1 | CORPORATE BONDS | 80,000.0000 | 89,485.28 | .00 | |
SPRINT SPECTRU 5.152% 03/20/28 | 85208NAE0 | CORPORATE BONDS | 2,316,000.0000 | 2,310,742.80 | .11 | |
SIDC 2023-2A A2 5.9% 07/25/28 | 85236KAH5 | ASSET BACKED | 590,000.0000 | 587,931.34 | .03 | |
SIDC 2024-1A A2 5.9% 03/26/29 | 85236KAM4 | ASSET BACKED | 320,000.0000 | 320,926.50 | .02 | |
STANDARD INDUS 4.375% 07/15/30 | 853496AG2 | CORPORATE BONDS | 180,000.0000 | 161,738.14 | .01 | |
STAPLES INC 7.5% 04/15/26 | 855030AN2 | CORPORATE BONDS | 45,000.0000 | 43,918.73 | .00 | |
STAPLES INC 10.75% 04/15/27 | 855030AP7 | CORPORATE BONDS | 35,000.0000 | 33,268.87 | .00 | |
STAR 2021-SFR1 G V/R 04/17/26 | 85521DAN2 | ASSET BACKED | 3,500,000.0000 | 3,344,475.05 | .17 | |
STARWOOD PROPER 7.25% 04/01/29 | 85571BBB0 | CORPORATE BONDS | 70,000.0000 | 70,557.13 | .00 | |
STAR 2021-1 A1 V/R 05/25/65 | 85573GAA0 | ASSET BACKED | 464,878.6300 | 405,340.51 | .02 | |
STAR 2021-2 A1 V/R 05/25/65 | 85573HAA8 | ASSET BACKED | 159,612.9800 | 144,136.46 | .01 | |
STAR 2021-3 A1 V/R 06/25/56 | 85573JAA4 | ASSET BACKED | 711,821.0300 | 577,298.03 | .03 | |
STAR 2021-4 A1 V/R 08/25/56 | 85573PAA0 | ASSET BACKED | 954,614.0500 | 792,524.78 | .04 | |
STAR 2021-6 A1 V/R 11/25/66 | 85573RAA6 | ASSET BACKED | 893,978.9500 | 746,625.83 | .04 | |
STATION CASINO 4.625% 12/01/31 | 857691AH2 | CORPORATE BONDS | 70,000.0000 | 62,915.66 | .00 | |
STATION CASINO 6.625% 03/15/32 | 857691AJ8 | CORPORATE BONDS | 110,000.0000 | 111,118.54 | .01 | |
STEELCASE INC 5.125% 01/18/29 | 858155AE4 | CORPORATE BONDS | 2,675,000.0000 | 2,528,060.65 | .13 | |
SAIL 2006-4 A5 V/R 07/25/36 | 86360WAE2 | ASSET BACKED | 8,700,000.0000 | 2,855,988.15 | .14 | |
SUBURBAN PROPANE P 5% 06/01/31 | 864486AL9 | CORPORATE BONDS | 120,000.0000 | 109,402.01 | .01 | |
SUN COMMUNITIES 2.7% 07/15/31 | 866677AE7 | CORPORATE BONDS | 239,000.0000 | 196,815.79 | .01 | |
SUNCOKE ENERGY 4.875% 06/30/29 | 86722AAD5 | CORPORATE BONDS | 105,000.0000 | 95,067.32 | .00 | |
SNVA 2021-A A 1.8% 02/21/28 | 86746EAA5 | ASSET BACKED | 785,622.8000 | 686,136.09 | .03 | |
SUNOCO LP/FINANCE 6% 04/15/27 | 86765LAQ0 | CORPORATE BONDS | 55,000.0000 | 54,780.30 | .00 | |
SUNOCO LP/FINANC 4.5% 05/15/29 | 86765LAT4 | CORPORATE BONDS | 55,000.0000 | 51,123.51 | .00 | |
SUNRN 2021-2A 2.27% 01/30/29 | 86772HAA5 | ASSET BACKED | 1,765,736.1100 | 1,440,550.38 | .07 | |
SYNIT 2023-A2 5.74% 10/15/26 | 87166PAL5 | ASSET BACKED | 5,430,000.0000 | 5,510,632.24 | .27 | |
SYSCO CORPORATI 3.25% 07/15/27 | 871829BF3 | CORPORATE BONDS | 207,000.0000 | 195,590.58 | .01 | |
SYSCO CORPORATI 5.75% 01/17/29 | 871829BS5 | CORPORATE BONDS | 265,000.0000 | 272,667.99 | .01 | |
T-MOBILE USA I 3.875% 04/15/30 | 87264ABF1 | CORPORATE BONDS | 670,000.0000 | 627,644.24 | .03 | |
T-MOBILE USA I 2.875% 02/15/31 | 87264ABT1 | CORPORATE BONDS | 2,001,000.0000 | 1,737,765.25 | .09 | |
T-MOBILE USA IN 5.05% 07/15/33 | 87264ACY9 | CORPORATE BONDS | 210,000.0000 | 207,720.31 | .01 | |
T-MOBILE USA IN 5.75% 01/15/34 | 87264ADC6 | CORPORATE BONDS | 325,000.0000 | 338,447.58 | .02 | |
T-MOBILE USA INC 5.5% 01/15/55 | 87264ADG7 | CORPORATE BONDS | 600,000.0000 | 598,851.66 | .03 | |
TMUST 2024-1A 5.05% 02/22/27 | 87267RAA3 | ASSET BACKED | 2,300,000.0000 | 2,299,500.21 | .11 | |
TYSN 2023-CRNR A V/R 12/10/28 | 87332PAA8 | ASSET BACKED | 1,105,000.0000 | 1,154,768.54 | .06 | |
BELL 2021-1A 2.542% 08/25/31 | 87342RAJ3 | ASSET BACKED | 933,375.0000 | 770,060.23 | .04 | |
TAKE-TWO INTERA 4.95% 03/28/28 | 874054AK5 | CORPORATE BONDS | 394,000.0000 | 392,485.44 | .02 | |
TALLGRASS NRG 7.375% 02/15/29 | 87470LAL5 | CORPORATE BONDS | 65,000.0000 | 65,388.53 | .00 | |
TAPESTRY INC 7.05% 11/27/25 | 876030AB3 | CORPORATE BONDS | 135,000.0000 | 137,777.82 | .01 | |
TAPESTRY INC 7.7% 11/27/30 | 876030AE7 | CORPORATE BONDS | 94,000.0000 | 100,242.88 | .00 | |
TARGA RESOURCES PA 4% 01/15/32 | 87612BBU5 | CORPORATE BONDS | 755,000.0000 | 679,563.87 | .03 | |
TARGA RESOURCES 6.15% 03/01/29 | 87612GAE1 | CORPORATE BONDS | 170,000.0000 | 177,175.34 | .01 | |
TENET HEALTHCA 6.125% 10/01/28 | 88033GDK3 | CORPORATE BONDS | 90,000.0000 | 89,677.44 | .00 | |
TENET HEALTHCA 6.125% 06/15/30 | 88033GDQ0 | CORPORATE BONDS | 120,000.0000 | 119,724.72 | .01 | |
TENET HEALTHCAR 6.25% 02/01/27 | 88033GDS6 | CORPORATE BONDS | 100,000.0000 | 99,965.33 | .00 | |
TENNESSEE GAS PI 2.9% 03/01/30 | 880451AZ2 | CORPORATE BONDS | 6,275,000.0000 | 5,494,348.65 | .27 | |
TESLA 2021-B B 0.91% 09/22/25 | 88161KAE5 | ASSET BACKED | 500,000.0000 | 495,578.15 | .02 | |
TNG23 2023-1 5.102% 04/01/33 | 88258MAA3 | ASSET BACKED | 735,000.0000 | 741,428.60 | .04 | |
WILLIAMS COMPAN 5.15% 03/15/34 | 88339WAC0 | CORPORATE BONDS | 200,000.0000 | 198,197.32 | .01 | |
CLOUD SOFTWARE G 6.5% 03/31/29 | 88632QAE3 | CORPORATE BONDS | 30,000.0000 | 28,468.85 | .00 | |
TRK 2021-1 A1 V/R 07/25/23 | 89053BAA2 | ASSET BACKED | 381,501.2100 | 377,467.52 | .02 | |
TPMT 2021-R1 A1 V/R 04/27/29 | 89179TAA2 | ASSET BACKED | 1,474,910.3300 | 1,254,435.72 | .06 | |
TPMT 2022-4 A1 V/R 06/25/62 | 89180YAA8 | ASSET BACKED | 2,835,128.5200 | 2,639,002.27 | .13 | |
TOWNSQUARE MED 6.875% 02/01/26 | 892231AB7 | CORPORATE BONDS | 95,000.0000 | 92,625.00 | .00 | |
TRANSCONT GAS P 3.25% 05/15/30 | 893574AP8 | CORPORATE BONDS | 155,000.0000 | 140,269.58 | .01 | |
TRANSDIGM INC 5.5% 11/15/27 | 893647BL0 | CORPORATE BONDS | 140,000.0000 | 137,025.34 | .01 | |
TRANSDIGM INC 6.875% 12/15/30 | 893647BS5 | CORPORATE BONDS | 135,000.0000 | 137,618.33 | .01 | |
TAST 2023-1A A 6.48% 01/15/25 | 89616KAA2 | ASSET BACKED | 118,724.5700 | 118,746.53 | .01 | |
TRIDENT TPI HO 12.75% 12/31/28 | 89616RAC3 | CORPORATE BONDS | 100,000.0000 | 106,694.00 | .01 | |
TCN 2023-SFR1 A 5.1% 07/17/28 | 89616WAA6 | ASSET BACKED | 379,649.4900 | 377,570.04 | .02 | |
TRITON WATER HO 6.25% 04/01/29 | 89680EAA7 | CORPORATE BONDS | 75,000.0000 | 68,311.13 | .00 | |
TRK 2021-INV1 A1 V/R 07/25/56 | 89688WAA9 | ASSET BACKED | 355,594.5000 | 304,937.50 | .02 | |
TRUIST FINANCIAL V/R 01/26/34 | 89788MAM4 | CORPORATE BONDS | 3,295,000.0000 | 3,171,529.20 | .16 | |
COHERENT CORP 5% 12/15/29 | 902104AC2 | CORPORATE BONDS | 60,000.0000 | 56,510.67 | .00 | |
TYSON FOODS INC 5.4% 03/15/29 | 902494BL6 | CORPORATE BONDS | 65,000.0000 | 65,581.18 | .00 | |
TYSON FOODS INC 5.7% 03/15/34 | 902494BM4 | CORPORATE BONDS | 225,000.0000 | 227,967.69 | .01 | |
UDR INC 3.2% 01/15/30 | 90265EAQ3 | CORPORATE BONDS | 5,160,000.0000 | 4,675,371.30 | .23 | |
UBSCM 2017-C1 XA V/R 06/15/50 | 90276EAF4 | ASSET BACKED | 4,143,832.7600 | 147,818.80 | .01 | |
UKG INC 6.875% 02/01/31 | 90279XAA0 | CORPORATE BONDS | 60,000.0000 | 61,123.62 | .00 | |
US FOODS INC 7.25% 01/15/32 | 90290MAH4 | CORPORATE BONDS | 120,000.0000 | 124,887.54 | .01 | |
UNIFRAX ESCROW 5.25% 09/30/28 | 90473LAA0 | CORPORATE BONDS | 40,000.0000 | 25,795.14 | .00 | |
UNITED AIRLINE 4.625% 04/15/29 | 90932LAH0 | CORPORATE BONDS | 165,000.0000 | 153,450.02 | .01 | |
UNITED AIR 2016 3.65% 10/07/25 | 90933JAA9 | CORPORATE BONDS | 1,458,333.3400 | 1,398,855.80 | .07 | |
UNITED NATURAL 6.75% 10/15/28 | 911163AA1 | CORPORATE BONDS | 80,000.0000 | 66,447.55 | .00 | |
US BANCORP V/R 11/03/36 | 91159HJB7 | CORPORATE BONDS | 4,859,000.0000 | 3,822,835.21 | .19 | |
US BANCORP V/R 02/01/34 | 91159HJL5 | CORPORATE BONDS | 1,145,000.0000 | 1,087,245.62 | .05 | |
US TREAS BDS 3.625% 08/15/43 | 912810RC4 | GOVERNMENT BONDS | 3,975,000.0000 | 3,535,731.46 | .18 | |
US TREAS BDS 3.625% 02/15/44 | 912810RE0 | GOVERNMENT BONDS | 6,715,000.0000 | 5,958,250.99 | .30 | |
US TREAS BDS 3.375% 05/15/44 | 912810RG5 | GOVERNMENT BONDS | 12,905,000.0000 | 11,012,098.60 | .55 | |
US TREAS BDS 2.5% 02/15/45 | 912810RK6 | GOVERNMENT BONDS | 2,470,000.0000 | 1,806,091.02 | .09 | |
US TREAS BDS 2.25% 08/15/46 | 912810RT7 | GOVERNMENT BONDS | 4,065,000.0000 | 2,782,143.15 | .14 | |
US TREAS BDS 3% 02/15/48 | 912810SA7 | GOVERNMENT BONDS | 8,500,000.0000 | 6,648,261.74 | .33 | |
US TREAS BDS 3.125% 05/15/48 | 912810SC3 | GOVERNMENT BONDS | 9,545,000.0000 | 7,633,762.84 | .38 | |
US TREAS BDS 3.375% 11/15/48 | 912810SE9 | GOVERNMENT BONDS | 5,110,000.0000 | 4,270,243.35 | .21 | |
US TIPS 0.25% 02/15/50 | 912810SM1 | GOVERNMENT BONDS | 4,762,491.4000 | 3,005,287.14 | .15 | |
US TREAS BDS 2.375% 05/15/51 | 912810SX7 | GOVERNMENT BONDS | 34,460,000.0000 | 23,393,763.36 | 1.16 | |
US TREAS BDS 1.875% 11/15/51 | 912810TB4 | GOVERNMENT BONDS | 12,330,000.0000 | 7,384,995.67 | .37 | |
US TREAS BDS 2% 11/15/41 | 912810TC2 | GOVERNMENT BONDS | 3,565,000.0000 | 2,501,070.31 | .12 | |
US TIPS 0.125% 02/15/52 | 912810TE8 | GOVERNMENT BONDS | 240,418.6400 | 141,382.15 | .01 | |
US TREAS BDS 3.25% 05/15/42 | 912810TH1 | GOVERNMENT BONDS | 7,870,000.0000 | 6,689,807.40 | .33 | |
US TREAS BDS 3% 08/15/52 | 912810TJ7 | GOVERNMENT BONDS | 7,170,000.0000 | 5,569,353.50 | .28 | |
US TREAS BDS 3.375% 08/15/42 | 912810TK4 | GOVERNMENT BONDS | 9,165,000.0000 | 7,916,268.75 | .39 | |
US TREAS BDS 4% 11/15/52 | 912810TL2 | GOVERNMENT BONDS | 2,801,600.0000 | 2,634,051.18 | .13 | |
US TREAS BDS 3.625% 02/15/53 | 912810TN8 | GOVERNMENT BONDS | 8,978,000.0000 | 7,883,806.25 | .39 | |
US TREAS BDS 3.875% 02/15/43 | 912810TQ1 | GOVERNMENT BONDS | 26,865,000.0000 | 24,834,383.72 | 1.23 | |
US TREAS BDS 3.625% 05/15/53 | 912810TR9 | GOVERNMENT BONDS | 5,797,000.0000 | 5,093,207.97 | .25 | |
US TREAS BDS 4.125% 08/15/53 | 912810TT5 | GOVERNMENT BONDS | 13,170,000.0000 | 12,657,604.69 | .63 | |
US TREAS BDS 4.75% 11/15/53 | 912810TV0 | GOVERNMENT BONDS | 44,300,000.0000 | 47,290,250.00 | 2.34 | |
WI TREASURY SE 4.250% 02/15/54 | 912810TX6 | GOVERNMENT BONDS | 37,000,000.0000 | 36,387,187.50 | 1.80 | |
US TIPS 0.25% 07/15/29 | 9128287D6 | GOVERNMENT BONDS | 994,727.2500 | 917,167.02 | .05 | |
US TIPS 0.125% 07/15/30 | 912828ZZ6 | GOVERNMENT BONDS | 2,748,672.2000 | 2,476,122.83 | .12 | |
US TREAS NTS 0.625% 08/15/30 | 91282CAE1 | GOVERNMENT BONDS | 8,180,000.0000 | 6,550,710.14 | .32 | |
US TREAS NTS 0.25% 08/31/25 | 91282CAJ0 | GOVERNMENT BONDS | 12,500,000.0000 | 11,719,726.50 | .58 | |
US TREAS NTS 1.625% 05/15/31 | 91282CCB5 | GOVERNMENT BONDS | 1,925,000.0000 | 1,622,263.68 | .08 | |
US TREAS BDS 0% 11/30/26/ | 91282CDK4 | GOVERNMENT BONDS | 1,780,000.0000 | 1,636,696.10 | .08 | |
US TREAS NTS 2.75% 04/30/27 | 91282CEN7 | GOVERNMENT BONDS | 5,895,000.0000 | 5,613,605.83 | .28 | |
US TREAS NTS 2.75% 08/15/32 | 91282CFF3 | GOVERNMENT BONDS | 6,430,000.0000 | 5,767,157.41 | .29 | |
US TREAS NTS 4% 12/15/25 | 91282CGA3 | GOVERNMENT BONDS | 2,695,000.0000 | 2,661,838.86 | .13 | |
US TREAS NTS 4% 02/15/26 | 91282CGL9 | GOVERNMENT BONDS | 4,060,000.0000 | 4,009,567.17 | .20 | |
US TREAS NTS 3.5% 02/15/33 | 91282CGM7 | GOVERNMENT BONDS | 40,723,000.0000 | 38,567,544.24 | 1.91 | |
US TREAS NTS 4.625% 03/15/26 | 91282CGR6 | GOVERNMENT BONDS | 9,600,000.0000 | 9,591,749.95 | .48 | |
US TREAS NTS 3.625% 03/31/30 | 91282CGS4 | GOVERNMENT BONDS | 12,940,000.0000 | 12,525,515.63 | .62 | |
US TREAS NTS 3.875% 04/30/25 | 91282CGX3 | GOVERNMENT BONDS | 3,600,000.0000 | 3,557,250.00 | .18 | |
US TREAS NTS 3.625% 05/31/28 | 91282CHE4 | GOVERNMENT BONDS | 2,400,000.0000 | 2,339,156.26 | .12 | |
US TREAS NTS 3.75% 06/30/30 | 91282CHJ3 | GOVERNMENT BONDS | 3,450,000.0000 | 3,358,628.89 | .17 | |
US TREAS NTS 4% 06/30/28 | 91282CHK0 | GOVERNMENT BONDS | 4,400,000.0000 | 4,351,187.50 | .22 | |
US TREAS NTS 4.5% 07/15/26 | 91282CHM6 | GOVERNMENT BONDS | 4,200,000.0000 | 4,193,765.60 | .21 | |
US TIPS 1.375% 07/15/33 | 91282CHP9 | GOVERNMENT BONDS | 1,355,692.5000 | 1,301,029.49 | .06 | |
US TREAS NTS 4.125% 07/31/28 | 91282CHQ7 | GOVERNMENT BONDS | 7,195,000.0000 | 7,150,031.25 | .35 | |
US TREAS NTS 3.875% 08/15/33 | 91282CHT1 | GOVERNMENT BONDS | 5,195,000.0000 | 5,057,007.81 | .25 | |
US TREAS NTS 4.625% 10/15/26 | 91282CJC6 | GOVERNMENT BONDS | 15,030,000.0000 | 15,072,858.95 | .75 | |
US TREAS NTS 4.5% 11/15/33 | 91282CJJ1 | GOVERNMENT BONDS | 16,185,000.0000 | 16,544,104.69 | .82 | |
US TREAS NTS 4.875% 11/30/25 | 91282CJL6 | GOVERNMENT BONDS | 3,950,000.0000 | 3,955,708.97 | .20 | |
US TREAS NTS 4.375% 11/30/30 | 91282CJM4 | GOVERNMENT BONDS | 3,150,000.0000 | 3,176,208.98 | .16 | |
US TREAS NTS 4.375% 11/30/28 | 91282CJN2 | GOVERNMENT BONDS | 4,700,000.0000 | 4,724,785.17 | .23 | |
US TREAS NTS 4.375% 12/15/26 | 91282CJP7 | GOVERNMENT BONDS | 5,950,000.0000 | 5,935,357.41 | .29 | |
US TREAS NTS 4.25% 12/31/25 | 91282CJS1 | GOVERNMENT BONDS | 12,885,000.0000 | 12,778,799.38 | .63 | |
UNITEDHEALTH GRO 3.5% 08/15/39 | 91324PDT6 | CORPORATE BONDS | 310,000.0000 | 255,362.48 | .01 | |
UNITEDHEALTH GROUP 4% 05/15/29 | 91324PEH1 | CORPORATE BONDS | 135,000.0000 | 130,549.26 | .01 | |
UNITEDHEALTH GRO 4.2% 05/15/32 | 91324PEJ7 | CORPORATE BONDS | 290,000.0000 | 275,602.37 | .01 | |
UNITEDHEALTH GR 4.95% 05/15/62 | 91324PEL2 | CORPORATE BONDS | 85,000.0000 | 79,375.81 | .00 | |
UNITEDHEALTH GR 6.05% 02/15/63 | 91324PET5 | CORPORATE BONDS | 145,000.0000 | 159,441.70 | .01 | |
UNITEDHEALTH G 5.375% 04/15/54 | 91324PFC1 | CORPORATE BONDS | 525,000.0000 | 533,952.73 | .03 | |
UNITI GROUP/CSL 10.5% 02/15/28 | 91327TAA9 | CORPORATE BONDS | 65,000.0000 | 67,387.34 | .00 | |
UNIV OF CALIFO 6.548% 05/15/48 | 913366EP1 | MUNICIPAL BONDS | 20,000.0000 | 22,689.96 | .00 | |
UNIVISION COMMUN 4.5% 05/01/29 | 914906AV4 | CORPORATE BONDS | 75,000.0000 | 67,024.07 | .00 | |
UNIVISION COMM 7.375% 06/30/30 | 914906AX0 | CORPORATE BONDS | 35,000.0000 | 34,609.45 | .00 | |
UPSPT 2021-ST4 A 2% 07/20/27 | 91534HAA4 | ASSET BACKED | 302,359.5000 | 291,693.28 | .01 | |
UPST 2020-1 C 4.899% 04/22/30 | 91679UAC6 | ASSET BACKED | 186,059.9100 | 185,352.60 | .01 | |
UPSPT 2021-ST3 A 2% 05/20/27 | 91681PAA7 | ASSET BACKED | 222,984.7800 | 217,373.03 | .01 | |
VCAT 2021-NPL2 A V/R 03/25/24 | 91822YAA8 | ASSET BACKED | 121,427.7400 | 120,153.99 | .01 | |
VCAT 2021-NPL4 A V/R 08/26/24 | 91823DAA3 | ASSET BACKED | 577,366.4000 | 558,555.86 | .03 | |
VCAT 2021-NPL6 A V/R 09/25/51 | 91824WAA0 | ASSET BACKED | 1,097,433.2600 | 1,063,583.59 | .05 | |
VOLT 2021-NPL9 A V/R 05/25/51 | 91835DAA9 | ASSET BACKED | 238,984.1400 | 230,231.80 | .01 | |
VOLT 2021-NPL6 A V/R 03/25/24 | 91835EAA7 | ASSET BACKED | 1,281,641.8300 | 1,256,826.81 | .06 | |
VT TOPCO INC 8.5% 08/15/30 | 91838PAA9 | CORPORATE BONDS | 70,000.0000 | 73,890.60 | .00 | |
BAUSCH HEALTH AM 8.5% 01/31/27 | 91911XAW4 | CORPORATE BONDS | 45,000.0000 | 26,446.86 | .00 | |
VDC 2019-1A A 3.188% 07/15/24 | 92212KAA4 | ASSET BACKED | 911,735.6500 | 903,165.88 | .04 | |
VENTAS REALTY L 3.85% 04/01/27 | 92277GAL1 | CORPORATE BONDS | 5,650,000.0000 | 5,416,096.38 | .27 | |
VENTURE GLOBAL 8.125% 06/01/28 | 92332YAA9 | CORPORATE BONDS | 95,000.0000 | 96,917.67 | .00 | |
VENTURE GLOBAL 8.375% 06/01/31 | 92332YAB7 | CORPORATE BONDS | 65,000.0000 | 67,032.49 | .00 | |
VENTURE GLOBAL 9.875% 02/01/32 | 92332YAD3 | CORPORATE BONDS | 65,000.0000 | 70,053.36 | .00 | |
VERALTO CORP 5.35% 09/18/28 | 92338CAC7 | CORPORATE BONDS | 194,000.0000 | 196,517.75 | .01 | |
VERIZON COMMUNI 1.75% 01/20/31 | 92343VFR0 | CORPORATE BONDS | 8,526,000.0000 | 6,920,794.46 | .34 | |
VERIZON COMMUN 2.355% 03/15/32 | 92343VGN8 | CORPORATE BONDS | 695,000.0000 | 571,148.27 | .03 | |
VERIZON COMMUNIC 5.5% 02/23/54 | 92343VGW8 | CORPORATE BONDS | 395,000.0000 | 399,262.74 | .02 | |
VZMT 2023-2 C 5.38% 04/21/25 | 92348KBN2 | ASSET BACKED | 3,315,000.0000 | 3,295,261.16 | .16 | |
VZMT 2024-1 C 5.49% 12/20/28 | 92348KCP6 | ASSET BACKED | 3,355,000.0000 | 3,338,165.62 | .17 | |
VERUS 2021-1 B1 V/R 01/25/66 | 92537QAH4 | ASSET BACKED | 3,814,000.0000 | 2,816,849.53 | .14 | |
VERUS 2021-R1 A1 V/R 10/25/63 | 92538BAA1 | ASSET BACKED | 195,039.6500 | 176,278.26 | .01 | |
VERUS 2021-R2 A1 V/R 02/25/64 | 92538DAA7 | ASSET BACKED | 287,259.3900 | 254,009.26 | .01 | |
VERUS 2021-2 A1 V/R 02/25/66 | 92538FAA2 | ASSET BACKED | 245,336.8500 | 211,567.73 | .01 | |
VERUS 2021-4 A1 V/R 07/25/66 | 92538HAA8 | ASSET BACKED | 405,834.7700 | 320,477.37 | .02 | |
VERUS 2021-5 A1 V/R 09/25/66 | 92538KAA1 | ASSET BACKED | 1,001,289.2100 | 831,237.96 | .04 | |
VERUS 2021-6 A1 V/R 10/25/66 | 92538MAA7 | ASSET BACKED | 1,043,808.4700 | 874,179.89 | .04 | |
VERUS 2021-7 A1 V/R 10/25/66 | 92538QAA8 | ASSET BACKED | 1,243,503.3500 | 1,075,952.09 | .05 | |
VERUS 2022-1 A1 V/R 01/25/67 | 92538WAA5 | ASSET BACKED | 879,447.7000 | 791,545.06 | .04 | |
PARAMOUNT GLOB 4.375% 03/15/43 | 92553PAP7 | CORPORATE BONDS | 360,000.0000 | 244,308.27 | .01 | |
PARAMOUNT GLOBA 5.85% 09/01/43 | 92553PAU6 | CORPORATE BONDS | 100,000.0000 | 81,024.53 | .00 | |
PARAMOUNT GLOBA 4.95% 01/15/31 | 92556HAB3 | CORPORATE BONDS | 48,000.0000 | 42,746.71 | .00 | |
VIATRIS INC 1.65% 06/22/25 | 92556VAB2 | CORPORATE BONDS | 120,000.0000 | 114,114.31 | .01 | |
VICI PROPERTIES 4.95% 02/15/30 | 925650AC7 | CORPORATE BONDS | 270,000.0000 | 261,104.74 | .01 | |
VIRGINIA ELEC & PO 5% 04/01/33 | 927804GK4 | CORPORATE BONDS | 665,000.0000 | 656,034.30 | .03 | |
VIRGINIA ELEC & PO 5% 01/15/34 | 927804GP3 | CORPORATE BONDS | 620,000.0000 | 608,754.74 | .03 | |
VIRGINIA ELEC & 5.35% 01/15/54 | 927804GQ1 | CORPORATE BONDS | 105,000.0000 | 102,922.71 | .01 | |
VISTRA OPERATIO 7.75% 10/15/31 | 92840VAP7 | CORPORATE BONDS | 70,000.0000 | 73,309.60 | .00 | |
VOLKSWAGEN GROU 1.25% 11/24/25 | 928668BL5 | CORPORATE BONDS | 5,000,000.0000 | 4,671,824.65 | .23 | |
VOLT 2021-NPL8 A V/R 04/25/51 | 92872VAA1 | ASSET BACKED | 525,998.9500 | 511,759.84 | .03 | |
VOLT 2021-NPL4 A V/R 03/27/51 | 92873BAA4 | ASSET BACKED | 319,464.5200 | 313,946.92 | .02 | |
VOLT 2021-NPL2 A V/R 01/25/24 | 92873CAA2 | ASSET BACKED | 577,924.9500 | 560,835.19 | .03 | |
VOLT 2021-NP11 A V/R 07/25/24 | 92873HAA1 | ASSET BACKED | 782,023.9500 | 752,921.95 | .04 | |
VOLT 2021-CF1 A1 V/R 08/25/24 | 92873JAA7 | ASSET BACKED | 565,890.0000 | 544,463.37 | .03 | |
WFRBS 2014-C2 3.752% 09/15/24 | 92890KBA2 | ASSET BACKED | 500,000.0000 | 491,143.55 | .02 | |
WRKCO INC 3.9% 06/01/28 | 92940PAE4 | CORPORATE BONDS | 5,245,000.0000 | 5,000,104.81 | .25 | |
WR GRACE HOLDI 5.625% 08/15/29 | 92943GAA9 | CORPORATE BONDS | 165,000.0000 | 147,656.77 | .01 | |
WAND NEWCO 3 I 7.625% 01/30/32 | 933940AA6 | CORPORATE BONDS | 80,000.0000 | 82,738.16 | .00 | |
WASH MULTIFAM A 5.75% 04/15/26 | 93710WAA3 | CORPORATE BONDS | 55,000.0000 | 53,755.47 | .00 | |
WELLS FARGO & COMP 3% 04/22/26 | WFC26A | 949746RW3 | CORPORATE BONDS | 385,000.0000 | 368,191.29 | .02 |
WFCM 2016-BNK 2.652% 07/15/26 | 95000GAY0 | ASSET BACKED | 1,400,000.0000 | 1,299,644.50 | .06 | |
WELLS FARGO & COM V/R 05/22/28 | 95000U2A0 | CORPORATE BONDS | 412,000.0000 | 391,693.68 | .02 | |
WELLS FARGO & COM V/R 10/30/30 | 95000U2G7 | CORPORATE BONDS | 395,000.0000 | 349,177.62 | .02 | |
WELLS FARGO & COM V/R 02/11/31 | 95000U2J1 | CORPORATE BONDS | 585,000.0000 | 504,278.53 | .02 | |
WELLS FARGO & COM V/R 04/04/51 | 95000U2M4 | CORPORATE BONDS | 230,000.0000 | 215,942.20 | .01 | |
WELLS FARGO & COM V/R 03/02/33 | 95000U2U6 | CORPORATE BONDS | 955,000.0000 | 828,584.38 | .04 | |
WELLS FARGO & COM V/R 03/24/28 | 95000U2V4 | CORPORATE BONDS | 1,130,000.0000 | 1,075,521.86 | .05 | |
WELLS FARGO & COM V/R 04/25/26 | 95000U2X0 | CORPORATE BONDS | 395,000.0000 | 387,676.02 | .02 | |
WELLS FARGO & COM V/R 07/25/28 | 95000U3A9 | CORPORATE BONDS | 610,000.0000 | 601,044.20 | .03 | |
WELLS FARGO & COM V/R 07/25/33 | 95000U3B7 | CORPORATE BONDS | 490,000.0000 | 472,192.04 | .02 | |
WELLS FARGO & COM V/R 04/24/34 | 95000U3D3 | CORPORATE BONDS | 5,870,000.0000 | 5,833,446.10 | .29 | |
WELLS FARGO & COM V/R 07/25/29 | 95000U3E1 | CORPORATE BONDS | 395,000.0000 | 399,681.61 | .02 | |
WELLS FARGO & COM V/R 10/23/34 | 95000U3H4 | CORPORATE BONDS | 280,000.0000 | 300,320.71 | .01 | |
WELLS FARGO & COM V/R 01/23/35 | 95000U3K7 | CORPORATE BONDS | 295,000.0000 | 295,694.52 | .01 | |
WFCM 2017-C38 XA V/R 07/15/50 | 95001MAH3 | ASSET BACKED | 8,872,522.1600 | 201,270.50 | .01 | |
WFCM 2018-C45 4.147% 12/15/27 | 95001NAW8 | ASSET BACKED | 661,211.0500 | 646,383.46 | .03 | |
WFCM 2020-C55 2.937% 01/15/30 | 95002EBC0 | ASSET BACKED | 806,000.0000 | 707,553.79 | .04 | |
WELLTOWER OP LL 2.05% 01/15/29 | 95040QAN4 | CORPORATE BONDS | 451,000.0000 | 392,573.35 | .02 | |
WELLTOWER OP LL 2.75% 01/15/32 | 95040QAP9 | CORPORATE BONDS | 5,725,000.0000 | 4,796,870.39 | .24 | |
WLAKE 2023-2A 6.14% 03/15/28 | 959926AE6 | ASSET BACKED | 895,000.0000 | 899,714.95 | .04 | |
WESTINGHOUSE A 5.611% 03/11/34 | 960386AR1 | CORPORATE BONDS | 90,000.0000 | 91,164.18 | .00 | |
WLAKE 2023-1A 5.41% 04/15/25 | 96042XAE5 | ASSET BACKED | 200,000.0000 | 199,482.40 | .01 | |
WRKCO INC 3.75% 03/15/25 | 96145DAF2 | CORPORATE BONDS | 445,000.0000 | 437,391.79 | .02 | |
WHEEL PROS INC 6.5% 05/15/29 | 96289WAA7 | CORPORATE BONDS | 20,000.0000 | 6,100.00 | .00 | |
WHIRLPOOL CORP 5.75% 03/01/34 | 963320BC9 | CORPORATE BONDS | 120,000.0000 | 120,381.36 | .01 | |
WILLIAMS COMPANI 2.6% 03/15/31 | 969457BY5 | CORPORATE BONDS | 340,000.0000 | 289,687.42 | .01 | |
WILLIAMS COMPAN 5.65% 03/15/33 | 969457CJ7 | CORPORATE BONDS | 155,000.0000 | 159,026.65 | .01 | |
WILLIS NORTH AM 2.95% 09/15/29 | 970648AJ0 | CORPORATE BONDS | 650,000.0000 | 582,419.47 | .03 | |
WSTOP 2020-1A 2.841% 12/05/27 | 974153AB4 | ASSET BACKED | 985,000.0000 | 893,925.62 | .04 | |
WISCONSIN POWE 5.375% 03/30/34 | 976826BS5 | CORPORATE BONDS | 325,000.0000 | 327,160.44 | .02 | |
WORKDAY INC 3.7% 04/01/29 | 98138HAH4 | CORPORATE BONDS | 418,000.0000 | 394,164.74 | .02 | |
WOART 2023-A B 5.03% 01/16/27 | 98164JAF1 | ASSET BACKED | 330,000.0000 | 327,971.29 | .02 | |
WYNDHAM HOTELS 4.375% 08/15/28 | 98311AAB1 | CORPORATE BONDS | 155,000.0000 | 144,091.44 | .01 | |
XHR LP 6.375% 08/15/25 | 98372MAA3 | CORPORATE BONDS | 100,000.0000 | 100,127.00 | .00 | |
XHR LP 4.875% 06/01/29 | 98372MAC9 | CORPORATE BONDS | 95,000.0000 | 87,957.47 | .00 | |
XPO INC 7.125% 06/01/31 | 98379KAB8 | CORPORATE BONDS | 170,000.0000 | 174,365.43 | .01 | |
XCEL ENERGY INC 4.6% 06/01/32 | 98388MAD9 | CORPORATE BONDS | 230,000.0000 | 216,281.83 | .01 | |
IRS P02.88RSOFR 03/15/53 CHASUS33 FIXED | 99D0UTL09CHA | SWAPS | -990,000.0000 | -858,424.25 | -.04 | |
IRS RSOFRP02.88 03/15/53 CHASUS33 FLOAT | 99D0UTL09CHA | SWAPS | 990,000.0000 | 990,000.00 | .05 | |
IRS P02.97RSOFR 03/15/53 CHASUS33 FIXED | 99D0UXBE1CHA | SWAPS | -3,065,000.0000 | -2,706,167.64 | -.13 | |
IRS RSOFRP02.97 03/15/53 CHASUS33 FLOAT | 99D0UXBE1CHA | SWAPS | 3,065,000.0000 | 3,065,000.00 | .15 | |
IRS P03.25RSOFR 06/21/53 CHASUS33 FIXED | 99D0V4P66CHA | SWAPS | -960,000.0000 | -895,285.73 | -.04 | |
IRS RSOFRP03.25 06/21/53 CHASUS33 FLOAT | 99D0V4P66CHA | SWAPS | 960,000.0000 | 960,000.00 | .05 | |
IRS RSOFRP03.59 09/20/53 CHASUS33 FLOAT | 99D0WFLF4CHA | SWAPS | 2,765,000.0000 | 2,765,000.00 | .14 | |
IRS P03.59RSOFR 09/20/53 CHASUS33 FIXED | 99D0WFLF4CHA | SWAPS | -2,765,000.0000 | -2,746,921.88 | -.14 | |
T/L COLORADO BUYE 0% 05/01/24 | LX161399 | LOAN | 34,533.2800 | 1,424.50 | .00 | |
T/L LIONS GATE CAP 0% 03/24/25 | LX171958 | LOAN | 33,235.8800 | 33,166.75 | .00 | |
T/L NASCAR HOLD 0% 10/19/26 | LX180687 | LOAN | 17,937.2000 | 17,994.24 | .00 | |
T/L PREGIS CORP 0% 07/31/26 | LX181490 | LOAN | 74,542.8600 | 74,609.20 | .00 | |
T/L DIGICERT HOLDI 0% 10/16/26 | LX181890 | LOAN | 117,080.1700 | 116,437.40 | .01 | |
T/L CSC HOLDINGS 0% 04/15/27 | LX183042 | LOAN | 59,689.1200 | 53,624.11 | .00 | |
T/L GRIFOLS 0% 11/15/2027 | LX183733 | LOAN | 42,029.4900 | 40,647.56 | .00 | |
T/L ZIGGO FINANCE 0% 04/30/28 | LX185219 | LOAN | 20,000.0000 | 19,696.40 | .00 | |
T/L SMG US MIDCO 2 0% 01/23/25 | LX185282 | LOAN | 19,200.0000 | 19,189.06 | .00 | |
T/L ACRISURE LLC 0% 02/15/27 | LX185414 | LOAN | 109,147.2800 | 108,913.70 | .01 | |
T/L ZAYO GROUP 0% 03/09/2027 | LX185593 | LOAN | 80,000.0000 | 70,015.20 | .00 | |
T/L MILEAGE PLUS 0% 06/21/27 | LX188905 | LOAN | 71,500.0000 | 73,539.18 | .00 | |
T/L MILANO ACQUIS 0% 10/01/27 | LX189433 | LOAN | 340,234.1800 | 324,753.52 | .02 | |
T/L DELTA AIR 0% 10/20/2027 | LX189934 | LOAN | 67,500.0000 | 69,553.35 | .00 | |
T/L PACKAGING COOR 0% 11/30/27 | LX189979 | LOAN | 53,314.3000 | 53,388.41 | .00 | |
T/L TRICORBRAUN 0% 03/03/28 | LX192253 | LOAN | 43,451.7300 | 42,908.58 | .00 | |
T/L ASURION LLC 0% 01/31/2028 | LX192294 | LOAN | 20,000.0000 | 17,950.00 | .00 | |
T/L PATHWAY VET AL 0% 03/31/27 | LX192324 | LOAN | .0100 | .01 | .00 | |
T/L PETSMART INC 0% 02/11/28 | LX192365 | LOAN | 73,125.0000 | 72,866.14 | .00 | |
T/L ION ANALYTICS 0% 02/16/28 | LX192466 | LOAN | 125,625.0000 | 125,349.88 | .01 | |
T/L REALPAGE INC 0% 4/24/28 | LX192752 | LOAN | 327,480.9300 | 318,383.51 | .02 | |
T/L VERSCEND HOLDIN 0% 8/27/25 | LX192759 | LOAN | 4,862.0700 | 4,862.07 | .00 | |
T/L EG AMERICA LLC 0% 03/31/26 | LX193148 | LOAN | 19,629.8800 | 19,580.81 | .00 | |
T/L CONVERGINT TE 0% 3/30/29 | LX193317 | LOAN | 15,000.0000 | 13,964.10 | .00 | |
T/L AMERICAN AIRLI 0% 4/20/28 | LX193380 | LOAN | 68,000.0000 | 70,540.48 | .00 | |
T/L TAR ACQ 0% 04/10/2028 | LX193754 | LOAN | 48,750.0000 | 48,810.94 | .00 | |
T/L ORGANON & CO 0% 06/02/28 | LX193825 | LOAN | 50,891.9900 | 51,040.59 | .00 | |
T/L ALLIED UNIVER ZCP 05/12/28 | LX194227 | LOAN | 48,750.0000 | 48,670.54 | .00 | |
T/L ZEBRA BUYER 0% 11/01/2028 | LX194247 | LOAN | 61,010.0900 | 60,914.91 | .00 | |
T/L GREYSTONE SELE 0% 06/16/28 | LX194682 | LOAN | 24,076.9600 | 23,956.58 | .00 | |
T/L EAB GLOBAL 0% 08/16/28 | LX195060 | LOAN | 184,580.0800 | 184,487.79 | .01 | |
T/L POLARIS NEW 0% 06/02/2028 | LX195131 | LOAN | 83,848.3700 | 82,996.47 | .00 | |
T/L PQ CORPORATION 0% 06/09/28 | LX195153 | LOAN | 24,312.5000 | 24,270.68 | .00 | |
T/L OSMOSIS DEB 0% 07/31/28 | LX195536 | LOAN | 328,333.3400 | 328,710.92 | .02 | |
T/L ADMI CORP 0% 12/23/2027 | LX195710 | LOAN | 89,312.9800 | 86,149.51 | .00 | |
T/L AVEANNA 0% 07/17/2028 | LX195993 | LOAN | 267,378.5400 | 256,301.05 | .01 | |
T/L DIRECTV FIN 0% 08/02/27 | LX196261 | LOAN | 36,906.6300 | 36,922.13 | .00 | |
T/L OLYMPUS WATER 0% 11/09/2028 | LX198098 | LOAN | 145,416.5800 | 145,380.23 | .01 | |
T/L CORNERSTONE ONDEMAND INC 0.00% 10/16/28 | LX198193 | LOAN | 102,011.3500 | 99,886.45 | .00 | |
T/L RENT-A-CE 0% 02/17/28 | LX198205 | LOAN | 36,993.8300 | 36,932.05 | .00 | |
T/L SWF HOLDINGS 0% 10/06/28 | LX198215 | LOAN | 126,731.9500 | 116,064.92 | .01 | |
T/L ASTRA ACQ 0% 10/25/28 | LX199332 | LOAN | 240,383.0700 | 96,153.23 | .00 | |
T/L ACRISURE LLC 0% 02/15/2027 | LX200355 | LOAN | 219,937.5000 | 220,212.42 | .01 | |
T/L ASCEND LE 0% 12/11/28 | LX200495 | LOAN | 296,579.2900 | 294,615.94 | .01 | |
T/L GREAT OUTDOOR 0% 03/06/28 | LX200647 | LOAN | 106,445.6000 | 106,430.70 | .01 | |
T/L ONEDIGITAL BOR 0% 11/16/27 | LX200652 | LOAN | 296,837.2200 | 296,466.17 | .01 | |
T/L FERTITTA 0% 01/27/29 | LX202071 | LOAN | 325,468.6800 | 326,080.56 | .02 | |
T/L MARAVAI INTER ZCP 10/19/27 | LX202184 | LOAN | 35,541.3100 | 34,874.91 | .00 | |
T/L SCIENTIFIC 00.00% 04/04/29 | LX202414 | LOAN | 89,943.0700 | 89,871.12 | .00 | |
T/L MCAFEE CORP 0% 03/01/29 | LX202447 | LOAN | 83,081.7800 | 82,816.75 | .00 | |
T/L HUNTER DOUGLAS 0% 02/26/29 | LX202552 | LOAN | 149,543.0300 | 147,557.10 | .01 | |
T/L HEXION HOLDI 0% 03/15/29 | LX202786 | LOAN | 70,000.0000 | 68,812.80 | .00 | |
T/L RESTAURANT TEC 0% 04/02/29 | LX203157 | LOAN | 60,000.0000 | 59,425.20 | .00 | |
T/L CLYDESDALE 0% 04/13/29 | LX203629 | LOAN | 79,796.9500 | 79,879.14 | .00 | |
T/L BAUSCH & LOMB 0% 05/05/27 | LX204291 | LOAN | 329,422.7800 | 325,140.28 | .02 | |
T/L NUMERICABLE U ZCP 08/15/28 | LX210659 | LOAN | 49,700.0000 | 39,294.31 | .00 | |
T/L CAESARS ENT 0% 02/06/2030 | LX210680 | LOAN | 138,950.0000 | 139,182.05 | .01 | |
T/L ASURION LLC 0% 08/19/28 | LX210945 | LOAN | 85,000.0000 | 81,897.50 | .00 | |
T/L PHOENIX SERVICES 0% 04/01/25 | LX213105 | LOAN | 21,120.4600 | 19,747.63 | .00 | |
T/L EG AMERICA LL ZCP 02/07/28 | LX213533 | LOAN | 65,000.0000 | 64,512.50 | .00 | |
T/L BRAND INDUS 0% 07/17/2030 | LX213908 | LOAN | 64,837.0900 | 65,056.89 | .00 | |
T/L ACCESS CIG 0% 08/15/2028 | LX214574 | LOAN | 294,937.5000 | 294,937.50 | .01 | |
T/L DYNASTY ACQUIS 0% 04/06/28 | LX215653 | LOAN | 170,642.5000 | 170,835.33 | .01 | |
T/L DYNASTY ACQUIS 0% 08/16/28 | LX215808 | LOAN | 73,132.5000 | 73,215.14 | .00 | |
T/L PRETIUM PKG H ZCP 10/01/28 | LX217158 | LOAN | 48,543.4200 | 49,049.24 | .00 | |
T/L LIFEPOINT HEAL 0% 11/16/28 | LX217408 | LOAN | 330,000.0000 | 330,765.60 | .02 | |
T/L CENTRAL PARENT 0% 07/06/29 | LX217512 | LOAN | 80,000.0000 | 80,204.00 | .00 | |
T/L PRETIUM PKG H ZCP 10/01/28 | LX217896 | LOAN | 72,585.9500 | 64,782.96 | .00 | |
T/L INEOS US PETR ZCP 03/31/29 | LX219178 | LOAN | 120,000.0000 | 119,475.60 | .01 | |
T/L CLUBCORP HOLD 0% 09/18/26 | LX219228 | LOAN | 64,352.9700 | 64,405.10 | .00 | |
T/L BOXER PARENT C 0% 12/02/28 | LX220911 | LOAN | 294,262.5000 | 295,919.20 | .01 | |
T/L ALLIANT H 0% 12/07/30 | LX221361 | LOAN | 234,412.5000 | 235,291.55 | .01 | |
T/L WEC US LTD 0% 01/17/31 | LX224734 | LOAN | 255,000.0000 | 254,630.25 | .01 | |
T/L WAND NEWCO 3 0% 01/18/31 | LX224763 | LOAN | 135,000.0000 | 135,315.90 | .01 | |
T/L KENAN ADVANTAG 0% 01/18/29 | LX224838 | LOAN | 170,000.0000 | 169,894.60 | .01 | |
T/L MERLIN BUYER 0% 11/12/29 | LX225276 | LOAN | 170,000.0000 | 169,617.50 | .01 | |
T/L CHARTER NEXT 0% 12/01/27 | LX225337 | LOAN | 70,000.0000 | 70,103.60 | .00 | |
T/L CAESARS ENTER 0% 01/24/31 | LX225393 | LOAN | 115,000.0000 | 115,000.00 | .01 | |
T/L BUCKEYE PART 0% 11/01/26 | LX225573 | LOAN | 35,000.0000 | 35,060.90 | .00 | |
T/L INEOS US 00.00% 01/31/31 | LX225634 | LOAN | 365,000.0000 | 365,302.95 | .02 | |
T/L HUSKY INJECT 0% 02/01/29 | LX225649 | LOAN | 220,000.0000 | 220,457.60 | .01 | |
T/L UKG INC 0% 01/30/31 | LX225675 | LOAN | 145,000.0000 | 145,688.75 | .01 | |
T/L CAMELOT 0% 01/25/31 /USD/ | LX225722 | LOAN | 90,000.0000 | 89,932.50 | .00 | |
T/L ARTERA SER 0% 02/07/31 | LX225798 | LOAN | 60,000.0000 | 60,180.00 | .00 | |
T/L VESTIS CORP 0.00% 02/15/31 | LX226533 | LOAN | 70,000.0000 | 69,912.50 | .00 | |
T/L APPLIED SYSTEM 0% 02/07/31 | LX226647 | LOAN | 160,000.0000 | 160,886.40 | .01 | |
T/L APPLIED SYST 0% 02/06/32 | LX226650 | LOAN | 20,000.0000 | 20,675.00 | .00 | |
T/L UNITED AIR 00.00% 02/15/31 | LX227139 | LOAN | 200,000.0000 | 199,968.00 | .01 | |
T/L COTIVITI 0% 02/21/31 /USD/ | LX227235 | LOAN | 200,000.0000 | 199,500.00 | .01 | |
T/L CENGAGE LEARN 0% 03/18/31 | LX227474 | LOAN | 45,000.0000 | 44,901.45 | .00 | |
T/L COLUMBUS M 0% 05/14/28 | LX227580 | LOAN | 8,139.0200 | 8,149.19 | .00 | |
T/L PACIFIC DENTAL 0% 03/07/31 | LX227674 | LOAN | 150,000.0000 | 149,688.00 | .01 | |
T/L STUBHUB HOLDC ZCP 03/12/30 | LX227850 | LOAN | 75,000.0000 | 74,968.50 | .00 | |
T/L STATION CASINO 0% 03/07/31 | LX227851 | LOAN | 60,000.0000 | 59,884.20 | .00 | |
T/L MIWD HOLDCO 0% 03/20/31 | LX227882 | LOAN | 35,000.0000 | 35,131.25 | .00 | |
T/L VISTRA ZERO 0.00% 03/19/31 | LX228034 | LOAN | 30,000.0000 | 30,000.00 | .00 | |
T/L DYNASTY 00.00% 08/24/28 | LX228396 | LOAN | 3,608.6100 | 3,612.69 | .00 | |
T/L DYNASTY 00.00% 08/24/28 | LX228397 | LOAN | 1,391.3900 | 1,392.96 | .00 | |
GOLD FIELDS OR 5.125% 05/15/24 | BFY97K6 | CORPORATE BONDS | 200,000.0000 | 199,367.14 | .01 | |
F/C US 10YR NOTE (CBT)JUN24 | TYM4 XCBT | 3406MB | FUTURES | 326.0000 | 36,119,781.25 | 1.79 |
F/C US 10YR ULTRA FUT JUN24 | UXYM4XCBT | 341V8M | FUTURES | -241.0000 | -27,620,859.38 | -1.37 |
F/C US 5YR NOTE (CBT) JUN24 | FVM4 XCBT | 341VHG | FUTURES | -132.0000 | -14,126,062.50 | -.70 |
F/C US LONG BOND(CBT) JUN24 | USM4 XCBT | 341WB1 | FUTURES | -48.0000 | -5,781,000.00 | -.29 |
F/C US ULTRA BOND CBT JUN24 | WNM4 XCBT | 341X6Q | FUTURES | -88.0000 | -11,352,000.00 | -.56 |
F/C US 2YR NOTE (CBT) JUN24 | TUM4 XCBT | 34Z96D | FUTURES | -115.0000 | -23,515,703.24 | -1.17 |
As of 03/28/2024.
Distributions
Fund Name | Fund Cusip | Distribution Type | Amount per Share | Ex Date | Reinvest Date | Reinvest Price | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.024711 | 3/27/24 | 3/27/24 | $8.61 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.024735 | 2/28/24 | 2/28/24 | $8.53 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.026955 | 1/30/24 | 1/30/24 | $8.63 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.02644 | 12/28/23 | 12/28/23 | $8.70 | |||||||||||
Destinations Core Fixed Income Fund - Class Z | 10964R822 | Dividend | 0.000841 | 11/29/23 | 11/29/23 | $8.42 | |||||||||||
Destinations Core Fixed Income Fund - Class Z | 10964R822 | Dividend | 0.030234 | 10/30/23 | 10/30/23 | $8.01 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.031602 | 9/28/23 | 9/28/23 | $8.20 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.031006 | 8/30/23 | 8/30/23 | $8.44 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.02204 | 7/27/23 | 7/27/23 | $8.50 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0 | 6/29/23 | 6/29/23 | $8.54 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.036626 | 5/25/23 | 5/25/23 | $8.49 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.03723 | 4/27/23 | 4/27/23 | $8.67 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.03164 | 3/30/23 | 3/30/23 | $8.65 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.031594 | 2/27/23 | 2/27/23 | $8.53 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.032006 | 1/30/23 | 1/30/23 | $8.76 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.032037 | 12/29/22 | 12/29/22 | $8.53 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.022208 | 11/29/22 | 11/29/22 | $8.53 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.017707 | 10/27/22 | 10/27/22 | $8.37 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.019458 | 9/29/22 | 9/29/22 | $8.51 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.020418 | 8/29/22 | 8/29/22 | $8.93 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.01664 | 7/28/22 | 7/28/22 | $9.11 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.016583 | 6/29/22 | 6/29/22 | $8.91 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.017651 | 5/26/22 | 5/26/22 | $9.16 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.015955 | 4/28/22 | 4/28/22 | $9.19 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.013432 | 3/30/22 | 3/30/22 | $9.48 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.012391 | 2/24/22 | 2/24/22 | $9.71 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.011874 | 1/27/22 | 1/27/22 | $9.91 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.011968 | 12/29/21 | 12/29/21 | $10.09 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Short-Term Capital Gains | 0.01389 | 12/16/21 | 12/16/21 | $10.14 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Long-Term Capital Gains | 0.265397 | 12/16/21 | 12/16/21 | $10.14 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.0128 | 11/29/21 | 11/29/21 | $10.40 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.012285 | 10/28/21 | 10/28/21 | $10.42 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.012067 | 9/29/21 | 9/29/21 | $10.45 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.012246 | 8/30/21 | 8/30/21 | $10.55 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.011582 | 7/29/21 | 7/29/21 | $10.55 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.012871 | 6/29/21 | 6/29/21 | $10.47 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.010544 | 5/27/21 | 5/27/21 | $10.41 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.010514 | 4/29/21 | 4/29/21 | $10.39 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.009809 | 3/30/21 | 3/30/21 | $10.32 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.042103 | 12/29/20 | 12/29/20 | $10.62 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Short-Term Capital Gains | 0.010875 | 12/16/20 | 12/16/20 | $10.65 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Long-Term Capital Gains | 0.0231 | 12/16/20 | 12/16/20 | $10.65 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.017591 | 11/25/20 | 11/25/20 | $10.66 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.017438 | 10/29/20 | 10/29/20 | $10.62 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.017752 | 9/29/20 | 9/29/20 | $10.68 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.018416 | 8/28/20 | 8/28/20 | $10.66 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.018174 | 7/30/20 | 7/30/20 | $10.73 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.020744 | 6/29/20 | 6/29/20 | $10.62 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.018634 | 5/28/20 | 5/28/20 | $10.52 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.022063 | 4/29/20 | 4/29/20 | $10.45 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.021777 | 3/30/20 | 3/30/20 | $10.27 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.023692 | 2/27/20 | 2/27/20 | $10.64 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.006393 | 1/30/20 | 1/30/20 | $10.56 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.039885 | 12/27/19 | 12/27/19 | $10.42 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.024007 | 11/26/19 | 11/26/19 | $10.46 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.023398 | 10/30/19 | 10/30/19 | $10.45 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.024804 | 9/26/19 | 9/26/19 | $10.46 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.025153 | 8/29/19 | 8/29/19 | $10.53 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.024189 | 7/30/19 | 7/30/19 | $10.38 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.025976 | 6/27/19 | 6/27/19 | $10.39 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.025717 | 5/30/19 | 5/30/19 | $10.27 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.026928 | 4/29/19 | 4/29/19 | $10.18 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.025546 | 3/28/19 | 3/28/19 | $10.21 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.024307 | 2/27/19 | 2/27/19 | $10.09 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.015743 | 1/30/19 | 1/30/19 | $10.06 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.032399 | 12/27/18 | 12/27/18 | $9.96 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.025271 | 11/29/18 | 11/29/18 | $9.91 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.025271 | 10/30/18 | 10/30/18 | $9.91 | |||||||||||
Destinations Core Fixed Income Fund | 10964R822 | Dividend | 0.024032 | 9/27/18 | 9/27/18 | $9.97 |
Fees and expenses
Type | Amount |
---|---|
Management Fees | 0.65% |
Distribution and Service (12b-1) Fees | None |
Other Expenses | 0.08% |
AFFE | None |
Total Annual Fund Operating Expenses | 0.73% |
Fee waivers and expense reimbursements | (0.04)% |
Total Annual Fund Operating Expenses Less Fee Waivers and Expense Reimbursements | 0.69%* |
*Effective, April 1, 2024, the Fund's adviser, Orion Portfolio Solutions, LLC .b.a Brinker Capital Investments (the "Adviser"), amended its contractual fee waiver such that the Adviser will waive a portion of its management fee as necessary to keep the Fund's management fee from exceeding 0.444% 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, 2024 and may be amended or terminated only with the consent of the Board of Trustees.
1-877-771-7979
Monday – Friday 8:30 am – 5:00 pm EST
Brinker Capital Destinations Funds
P.O. Box 2175
Milwaukee, WI 53201
Brinker Capital Destinations Funds
235 W. Galena Street
Milwaukee, WI 53212
Brinker Capital Investments LLC
1055 Westlakes Drive, Suite 250
Berwyn, PA 19312
www.brinkercapital.com
Foreside Fund Services, LLC
Three Canal Plaza, Suite 100
Portland, ME 04101
www.foreside.com
marketingmembers@brinkercapital.com
Mutual fund investing involves risk. The value of your investment in a Fund could go down. Multi-investment management styles may lead to overlapping securities transactions and higher transaction expenses compared to single investment management styles. Outcomes depend on the skill of the sub-advisers and adviser and the allocation of assets amongst them, as well as market fluctuations and industry/economic trends etc.
Before investing you should consider the Destinations Funds’ investment objectives, risks, charges and expenses carefully. The prospectus contains this and other information about the Funds. You may obtain a copy of the prospectus by calling 1-877-771-7979. The prospectus should be read carefully before investing.
Any tax or legal information provided is not an exhaustive interpretation of some of the current income tax regulations. Investors must consult their tax advisor or legal counsel for advice and information concerning their particular situation. Neither the Funds nor any of their representatives may give legal or tax advice.
The Destinations Funds are distributed by Foreside Fund Services, LLC.