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 9/30/24 | ||||||||||||
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Destinations Core Fixed Income Fund |
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ICE BofA US Broad Market Index |
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Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance quoted. Performance data current to the most recent month-end may be obtained by calling 1-877-771-7979.
The Fund’s adviser, Orion Portfolio Solutions, LLC d.b.a. Brinker Capital Investments (“the Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.444% 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, 2025 and may be amended or terminated only with the consent of the Board of Trustees.
**Annual expenses have been restated based on estimated current expenses as of April 30, 2024 using the Fund’s assets as of April 30, 2024. Consequently, the Fund’s Total Annual Fund Operating Expenses will differ from the numbers shown in the Fund's financial statements (or the “Financial Highlights” section in the prospectus).
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:*
0.80%
Daily NAV | Date: | 12/09/2024 |
NAV: $8.48 NAV change: -$0.03 Total assets ($m): $1,690.0
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 9/30/24 | ||||||||||||||||||
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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.
The Fund’s adviser, Orion Portfolio Solutions, LLC d.b.a. Brinker Capital Investments (“the Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.444% 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, 2025 and may be amended or terminated only with the consent of the Board of Trustees.
**Annual expenses have been restated based on estimated current expenses as of April 30, 2024 using the Fund’s assets as of April 30, 2024. Consequently, the Fund’s Total Annual Fund Operating Expenses will differ from the numbers shown in the Fund's financial statements (or the “Financial Highlights” section in the prospectus).
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 | .0500 | .06 | .00 | |
US DOLLARS | CASHUSD | CURRENCY | 55,331,427.8600 | 55,331,427.86 | 2.84 | |
FLAME AGGREGATOR | 34X684 | COMMON STOCK | 171.0000 | 813.96 | .00 | |
FLAME AGGREGATOR /REST/ | 34X685 | COMMON STOCK | 1,736.0000 | 8,263.36 | .00 | |
ISHARES CORE TOTAL US BOND M | AGG | 464287226 | POOLED INVESTMENTS | 158,316.0000 | 16,032,661.32 | .82 |
BHP BILLITON FIN 4.9% 02/28/33 | 055451BA5 | CORPORATE BONDS | 385,000.0000 | 395,092.19 | .02 | |
BHP BILLITON FI 5.25% 09/08/33 | 055451BE7 | CORPORATE BONDS | 330,000.0000 | 345,839.10 | .02 | |
T/L ARDONAGH GROUP 0% 02/27/31 | LX236634 | LOAN | 61,427.2100 | 61,465.91 | .00 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAH1 | CORPORATE BONDS | 30,806.4900 | 3,946.06 | .00 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAP3 | CORPORATE BONDS | 669.9400 | 662.03 | .00 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAR9 | CORPORATE BONDS | 81,635.0000 | 1,133.52 | .00 | |
NCL CORPORATIO 5.875% 03/15/26 | 62886HBA8 | CORPORATE BONDS | 85,000.0000 | 85,005.23 | .00 | |
NCL CORPORATIO 8.375% 02/01/28 | 62886HBL4 | CORPORATE BONDS | 85,000.0000 | 89,262.50 | .00 | |
NCL CORPORATION 6.25% 03/01/30 | 62886HBP5 | CORPORATE BONDS | 15,000.0000 | 14,983.34 | .00 | |
RRAM 2022-23A A2 V/R 10/15/35 | 75000GAV8 | ASSET BACKED | 1,420,000.0000 | 1,431,049.59 | .07 | |
TRITON CONTAINE 3.25% 03/15/32 | 89681LAA0 | CORPORATE BONDS | 468,000.0000 | 404,546.78 | .02 | |
VIKING CRUISES 5.875% 09/15/27 | 92676XAD9 | CORPORATE BONDS | 145,000.0000 | 144,898.69 | .01 | |
VIKING CRUISES 9.125% 07/15/31 | 92676XAG2 | CORPORATE BONDS | 55,000.0000 | 60,145.19 | .00 | |
WEATHERFORD IN 8.625% 04/30/30 | 947075AU1 | CORPORATE BONDS | 110,000.0000 | 114,622.37 | .01 | |
GOVT OF BERMUDA 5% 07/15/32 | BNVSRY6 | GOVERNMENT BONDS | 800,000.0000 | 810,000.00 | .04 | |
GOVT OF BERMUD 2.375% 08/20/30 | G10367AE3 | GOVERNMENT BONDS | 890,000.0000 | 783,022.00 | .04 | |
BANCO EST RIO GRA V/R 01/28/31 | 05965BAB3 | CORPORATE BONDS | 200,000.0000 | 196,455.55 | .01 | |
BANCO DO BRASIL (CA V/R /PERP/ | G07402DP5 | CORPORATE BONDS | 400,000.0000 | 406,264.00 | .02 | |
RIO TINTO ALCA 6.125% 12/15/33 | RTP/33 | 013716AU9 | CORPORATE BONDS | 420,000.0000 | 468,774.02 | .02 |
BANK OF MONTREAL V/R 01/10/37 | 06368DH72 | CORPORATE BONDS | 435,000.0000 | 375,396.13 | .02 | |
BAUSCH + LOMB 8.375% 10/01/28 | 071705AA5 | CORPORATE BONDS | 170,000.0000 | 179,775.00 | .01 | |
BAUSCH HEALTH C 5.25% 01/30/30 | 071734AJ6 | CORPORATE BONDS | 30,000.0000 | 16,800.00 | .00 | |
BAUSCH HEALTH 4.875% 06/01/28 | 071734AN7 | CORPORATE BONDS | 110,000.0000 | 86,075.00 | .00 | |
BOMBARDIER INC 8.75% 11/15/30 | 097751CA7 | CORPORATE BONDS | 110,000.0000 | 120,788.16 | .01 | |
BOMBARDIER INC 7% 06/01/32 | 097751CC3 | CORPORATE BONDS | 20,000.0000 | 20,918.72 | .00 | |
CONSTELLATION 5.461% 02/16/34 | 21037XAD2 | CORPORATE BONDS | 230,000.0000 | 240,423.65 | .01 | |
ENBRIDGE INC 5.7% 03/08/33 | 29250NBR5 | CORPORATE BONDS | 620,000.0000 | 653,448.53 | .03 | |
ENBRIDGE INC 6% 11/15/28 | 29250NBX2 | CORPORATE BONDS | 35,000.0000 | 37,167.42 | .00 | |
ENBRIDGE INC 5.625% 04/05/34 | 29250NCC7 | CORPORATE BONDS | 575,000.0000 | 603,068.92 | .03 | |
GARDA WORLD SE 4.625% 02/15/27 | 36485MAK5 | CORPORATE BONDS | 115,000.0000 | 112,910.81 | .01 | |
GARDA WORLD SECURI 6% 06/01/29 | 36485MAL3 | CORPORATE BONDS | 85,000.0000 | 81,572.25 | .00 | |
HUSKY INJECTION / 9% 02/15/29 | 44805RAA3 | CORPORATE BONDS | 135,000.0000 | 140,873.99 | .01 | |
MATTAMY GROUP 4.625% 03/01/30 | 57701RAM4 | CORPORATE BONDS | 120,000.0000 | 114,888.32 | .01 | |
ONT GAMING GTA/OTG 8% 08/01/30 | 68306MAA7 | CORPORATE BONDS | 130,000.0000 | 135,099.47 | .01 | |
CADILLAC FAIRVIE 2.5% 10/15/31 | 68327LAD8 | CORPORATE BONDS | 2,420,000.0000 | 2,080,674.62 | .11 | |
PARKLAND CORP 4.625% 05/01/30 | 70137WAL2 | CORPORATE BONDS | 60,000.0000 | 56,583.07 | .00 | |
ROYAL BANK OF C 5.15% 02/01/34 | 78016HZW3 | CORPORATE BONDS | 99,000.0000 | 102,949.11 | .01 | |
TELESAT CANADA/T 6.5% 10/15/27 | 87952VAM8 | CORPORATE BONDS | 20,000.0000 | 6,636.22 | .00 | |
MEGLOBAL CANADA UL 5% 05/18/25 | BMFG2R7 | CORPORATE BONDS | 200,000.0000 | 199,749.80 | .01 | |
CANACOL ENERGY 5.75% 11/24/28 | BMV9VP1 | CORPORATE BONDS | 200,000.0000 | 105,735.21 | .01 | |
T/L ONTARIO GAMIN 0% 07/20/30 | LX213782 | LOAN | 61,811.4900 | 61,708.26 | .00 | |
T/L WESTJET AIRL 0% 02/28/32 | LX225702 | LOAN | 164,587.5000 | 162,666.76 | .01 | |
T/L 1011778 B 0% 09/20/30 | LX235201 | LOAN | 64,837.5000 | 64,119.75 | .00 | |
T/L KRONOS ACQ 0% 06/27/31 | LX236522 | LOAN | 40,000.0000 | 37,400.00 | .00 | |
CLVR 2021-1A A V/R 04/22/34 | 00141YAA3 | ASSET BACKED | 1,600,000.0000 | 1,600,724.96 | .08 | |
AREIT 2024-CRE9 V/R 01/17/29 | 00193AAA2 | ASSET BACKED | 120,000.0000 | 120,037.20 | .01 | |
ARCLO 2022-FL1 A V/R 12/15/26 | 03880XAA4 | ASSET BACKED | 338,419.6300 | 337,573.58 | .02 | |
ARES 2017-43A BR V/R 07/15/34 | 04016PAL2 | ASSET BACKED | 1,120,000.0000 | 1,120,642.21 | .06 | |
AVOLON HOLDINGS 5.75% 03/01/29 | 05401AAU5 | CORPORATE BONDS | 396,000.0000 | 408,210.95 | .02 | |
BSPRT 2021-FL6 A V/R 03/15/36 | 05601HAA2 | ASSET BACKED | 392,801.8800 | 391,206.32 | .02 | |
BSPRT 2021-FL7 B V/R 12/15/38 | 05602CAE4 | ASSET BACKED | 370,000.0000 | 364,037.52 | .02 | |
BRSP 2024-FL2 A V/R 08/19/27 | 05613BAA1 | ASSET BACKED | 357,000.0000 | 357,089.25 | .02 | |
BCC 2024-4A D1 V/R 10/23/37 | 05685VAJ1 | ASSET BACKED | 500,000.0000 | 500,036.90 | .03 | |
BABSN 2024-1A B V/R 01/20/37 | 06763VAC9 | ASSET BACKED | 835,000.0000 | 841,124.39 | .04 | |
BATLN 2017-11A A V/R 04/24/34 | 07132LAL3 | ASSET BACKED | 1,000,000.0000 | 1,000,744.30 | .05 | |
BATLN 2021-21A B V/R 07/15/34 | 07134WAG8 | ASSET BACKED | 500,000.0000 | 500,242.35 | .03 | |
CBAM 2017-2A BR V/R 07/17/34 | 12481KAU2 | ASSET BACKED | 1,495,000.0000 | 1,496,087.31 | .08 | |
CBAM 2019-10A DR V/R 04/20/32 | 12482NAW1 | ASSET BACKED | 750,000.0000 | 750,535.73 | .04 | |
CQS 2021-1A A V/R 01/20/35 | 12659UAA0 | ASSET BACKED | 1,250,000.0000 | 1,250,641.00 | .06 | |
CGMS 2024-4A D V/R 07/20/37 | 142914AJ9 | ASSET BACKED | 500,000.0000 | 503,701.15 | .03 | |
CGMS 2018-4A D1R V/R 10/17/37 | 14315RAW1 | ASSET BACKED | 500,000.0000 | 500,958.50 | .03 | |
CIFC 2018-2A D1R V/R 10/20/37 | 17180WAS4 | ASSET BACKED | 500,000.0000 | 500,000.00 | .03 | |
CLVR 2018-1A A1R V/R 04/20/37 | 18914GAC5 | ASSET BACKED | 500,000.0000 | 502,450.90 | .03 | |
ELM12 2021-5A D1 V/R 10/15/37 | 29002YAQ5 | ASSET BACKED | 500,000.0000 | 500,000.00 | .03 | |
ELM23 2023-2A B V/R 04/16/36 | 29003YAC5 | ASSET BACKED | 655,000.0000 | 657,160.71 | .03 | |
ELM19 2022-6A BR V/R 10/17/36 | 29004JAN3 | ASSET BACKED | 970,000.0000 | 976,220.51 | .05 | |
FILPK 2018-1A D V/R 07/15/30 | 31722PAW6 | ASSET BACKED | 800,000.0000 | 802,238.32 | .04 | |
GGAM FINANCE L 6.875% 04/15/29 | 36170JAD8 | CORPORATE BONDS | 105,000.0000 | 109,229.51 | .01 | |
GLOBAL AIR LEAS 8.75% 09/01/27 | 37960JAC2 | CORPORATE BONDS | 180,000.0000 | 182,655.72 | .01 | |
GSTNE 2019-FL2 C V/R 10/15/24 | 39809LAE4 | ASSET BACKED | 703,465.2000 | 701,266.87 | .04 | |
GSTNE 2021-FL3 A V/R 07/15/39 | 39809PAA3 | ASSET BACKED | 378,983.2500 | 377,562.06 | .02 | |
HLSY 2019-1A B1 V/R 01/20/33 | 406375AC9 | ASSET BACKED | 1,000,000.0000 | 1,001,639.30 | .05 | |
HORZN 2024-1 5.375% 09/15/31 | 43990EAA9 | ASSET BACKED | 500,000.0000 | 498,807.35 | .03 | |
HORZN 2019-2 3.425% 11/15/26 | 44040JAA6 | ASSET BACKED | 3,583,811.1000 | 3,261,232.26 | .17 | |
KREF 2021-FL2 A V/R 02/15/39 | 48275RAA5 | ASSET BACKED | 99,797.6800 | 98,581.35 | .01 | |
LCM 15A DR V/R 07/20/30 | 50184NAQ5 | ASSET BACKED | 1,000,000.0000 | 1,001,836.00 | .05 | |
LEWEY 2024-1A D1 V/R 10/20/37 | 527911AL5 | ASSET BACKED | 1,000,000.0000 | 1,000,000.00 | .05 | |
MF1 2021-FL7 A V/R 10/16/36 | 55284AAA6 | ASSET BACKED | 323,587.9800 | 321,970.04 | .02 | |
MF1 2022-FL8 A V/R 02/19/37 | 55284JAA7 | ASSET BACKED | 135,612.8800 | 134,934.82 | .01 | |
MF1 2022-FL8 AS V/R 02/19/37 | 55284JAC3 | ASSET BACKED | 845,000.0000 | 829,156.25 | .04 | |
MP21 2021-3A A1 V/R 10/17/34 | 56606KAA3 | ASSET BACKED | 1,000,000.0000 | 1,000,707.00 | .05 | |
OCT44 2019-1A DR V/R 10/15/34 | 67577LAQ8 | ASSET BACKED | 600,000.0000 | 586,428.12 | .03 | |
OCT21 2014-1A A2 V/R 02/14/31 | 67590QBM8 | ASSET BACKED | 962,500.0000 | 963,120.04 | .05 | |
OCT61 2023-2A B V/R 04/20/36 | 675947AC9 | ASSET BACKED | 925,000.0000 | 928,825.62 | .05 | |
SHACK 2013-3A DR V/R 07/15/30 | 81881QAY2 | ASSET BACKED | 500,000.0000 | 499,403.55 | .03 | |
SNDPT 2014-2RA B V/R 10/20/31 | 83613WAC8 | ASSET BACKED | 500,000.0000 | 500,118.50 | .03 | |
SNDPT 2024-40A D V/R 10/20/37 | 83617CAL8 | ASSET BACKED | 500,000.0000 | 500,029.00 | .03 | |
TRTX 2021-FL4 A V/R 03/15/38 | 87276WAA1 | ASSET BACKED | 279,166.8900 | 276,724.18 | .01 | |
TRANSOCEAN INC 8% 02/01/27 | 893830BL2 | CORPORATE BONDS | 50,000.0000 | 49,969.75 | .00 | |
TRANSOCEAN POS 6.875% 02/01/27 | 89383JAA6 | CORPORATE BONDS | 69,000.0000 | 68,886.03 | .00 | |
VALE OVERSEAS LI 6.4% 06/28/54 | 91911TAS2 | CORPORATE BONDS | 76,000.0000 | 80,060.45 | .00 | |
VENTR 2021-42A A V/R 04/15/34 | 923260AC7 | ASSET BACKED | 1,710,000.0000 | 1,710,692.72 | .09 | |
WELF 2019-XA A1R V/R 07/20/32 | 94949WAM8 | ASSET BACKED | 1,326,007.0500 | 1,326,970.26 | .07 | |
WELF 2019-XA A2R V/R 07/20/32 | 94949WAN6 | ASSET BACKED | 1,000,000.0000 | 1,000,502.00 | .05 | |
WELF 2019-1A CR V/R 07/20/32 | 94950NAU6 | ASSET BACKED | 500,000.0000 | 500,033.25 | .03 | |
COSAN OVERSEAS 8.25% /PERP/ | B5WJZ04 | CORPORATE BONDS | 300,000.0000 | 307,200.00 | .02 | |
ENERGUATE TRUS 5.875% 05/03/27 | BYXGN70 | CORPORATE BONDS | 200,000.0000 | 197,000.00 | .01 | |
BIOCEANICO SOVERE ZCP 06/05/34 | G11176AA5 | CORPORATE BONDS | 380,207.3100 | 297,537.48 | .02 | |
LIMA METRO LIN 5.875% 07/05/34 | G54897AA4 | CORPORATE BONDS | 252,875.3200 | 256,917.16 | .01 | |
LIMA METRO LINE 4.35% 04/05/36 | G54897AB2 | CORPORATE BONDS | 166,948.1500 | 156,465.88 | .01 | |
RUTAS 2 & 7 FINAN ZCP 09/30/36 | G77265AA7 | CORPORATE BONDS | 319,999.9600 | 230,616.32 | .01 | |
BANCO DEL ESTADO -C V/R /PERP/ | 05957AAC3 | CORPORATE BONDS | 200,000.0000 | 214,803.87 | .01 | |
CHILE ELEC PEC SP ZCP 01/25/28 | 168831AA3 | CORPORATE BONDS | 197,619.1400 | 162,047.69 | .01 | |
EMPRESA ELECTRIC 5.5% 05/14/27 | BK254C2 | CORPORATE BONDS | 91,240.0000 | 88,698.05 | .00 | |
CAP SA 3.9% 04/27/31 | P2316YAA1 | CORPORATE BONDS | 400,000.0000 | 327,000.00 | .02 | |
EMPRESA ELECTR 4.875% 05/25/29 | P3713QAA5 | CORPORATE BONDS | 130,350.0000 | 117,319.90 | .01 | |
BANCO DAVIVIENDA SA V/R /PERP/ | 059501AD8 | CORPORATE BONDS | 200,000.0000 | 171,531.80 | .01 | |
BANCOLOMBIA SA V/R 12/18/29 | 05968LAL6 | CORPORATE BONDS | 200,000.0000 | 197,963.56 | .01 | |
BANCOLOMBIA SA V/R 12/24/34 | 05968LAN2 | CORPORATE BONDS | 200,000.0000 | 214,710.00 | .01 | |
REPUBLIC OF CO 4.125% 05/15/51 | 195325DT9 | GOVERNMENT BONDS | 200,000.0000 | 125,859.23 | .01 | |
ECOPETROL SA 5.875% 11/02/51 | 279158AQ2 | CORPORATE BONDS | 550,000.0000 | 399,804.08 | .02 | |
FIDEICOMISO PA 8.25% 01/15/35 | P40689AA2 | CORPORATE BONDS | 171,860.0000 | 171,860.00 | .01 | |
EMPRESAS PUBLI 4.375% 02/15/31 | P9379RBC0 | CORPORATE BONDS | 200,000.0000 | 176,380.28 | .01 | |
ALTICE FRANCE SA 5.5% 10/15/29 | 02156LAH4 | CORPORATE BONDS | 200,000.0000 | 140,067.88 | .01 | |
BPCE SA V/R 10/19/29 | 05571AAR6 | CORPORATE BONDS | 615,000.0000 | 657,178.37 | .03 | |
BPCE SA V/R 10/19/34 | 05571AAS4 | CORPORATE BONDS | 330,000.0000 | 369,525.25 | .02 | |
BPCE SA V/R 01/18/35 | 05571AAU9 | CORPORATE BONDS | 730,000.0000 | 767,818.10 | .04 | |
BPCE SA V/R 05/30/35 | 05571AAY1 | CORPORATE BONDS | 500,000.0000 | 523,573.07 | .03 | |
BNP PARIBAS V/R 12/05/34 | 05581KAG6 | CORPORATE BONDS | 680,000.0000 | 734,127.78 | .04 | |
BPCE SA 4.625% 09/12/28 | 05583JAE2 | CORPORATE BONDS | 250,000.0000 | 249,289.97 | .01 | |
BPCE SA V/R 10/19/27 | 05583JAK8 | CORPORATE BONDS | 270,000.0000 | 256,014.51 | .01 | |
SOCIETE GENERALE V/R 01/19/35 | 83368RBX9 | CORPORATE BONDS | 1,115,000.0000 | 1,163,068.63 | .06 | |
TOTALENERGIES 5.638% 04/05/64 | 89157XAC5 | CORPORATE BONDS | 545,000.0000 | 568,293.72 | .03 | |
TOTALENERGIES 4.724% 09/10/34 | 89157XAD3 | CORPORATE BONDS | 270,000.0000 | 271,356.19 | .01 | |
TOTALENERGIES 5.425% 09/10/64 | 89157XAF8 | CORPORATE BONDS | 290,000.0000 | 291,865.11 | .01 | |
DEUTSCHE BANK NY V/R 01/18/29 | 251526CS6 | CORPORATE BONDS | 285,000.0000 | 301,711.25 | .02 | |
DEUTSCHE BANK 5.414% 05/10/29 | 251526CW7 | CORPORATE BONDS | 235,000.0000 | 244,154.54 | .01 | |
DEUTSCHE BANK NY V/R 09/11/35 | 251526CY3 | CORPORATE BONDS | 220,000.0000 | 221,419.57 | .01 | |
BANCO INDUSTRIAL V/R 01/29/31 | 34D241 | CORPORATE BONDS | 300,000.0000 | 294,036.00 | .02 | |
REPUBLIC OF GU 4.375% 06/05/27 | P5015VAG1 | GOVERNMENT BONDS | 200,000.0000 | 194,855.01 | .01 | |
HUNGARY 6.125% 05/22/28 | 445545AR7 | GOVERNMENT BONDS | 360,000.0000 | 375,300.00 | .02 | |
HUNGARY 5.5% 03/26/36 | 445545AU0 | GOVERNMENT BONDS | 635,000.0000 | 639,451.99 | .03 | |
ADANI INTERNATIONA 3% 02/16/31 | 00654UAA0 | CORPORATE BONDS | 249,000.0000 | 220,526.97 | .01 | |
ADANI PORTS AND SP 4% 07/30/27 | BF0MQ91 | CORPORATE BONDS | 200,000.0000 | 191,296.59 | .01 | |
ADANI TRANS STE 4.25% 05/21/36 | BKTHBD1 | CORPORATE BONDS | 151,000.0000 | 132,355.62 | .01 | |
ADANI TRANS STEP-O 4% 08/03/26 | BYP1WK9 | CORPORATE BONDS | 200,000.0000 | 193,974.46 | .01 | |
ADANI PORTS AN 4.375% 07/03/29 | Y00130RP4 | CORPORATE BONDS | 200,000.0000 | 189,105.10 | .01 | |
JSW HYDRO ENER 4.125% 05/18/31 | Y4S71YAA2 | CORPORATE BONDS | 304,000.0000 | 277,595.94 | .01 | |
REPUBLIC OF IND 5.15% 09/10/54 | 455780DW3 | GOVERNMENT BONDS | 275,000.0000 | 279,430.53 | .01 | |
PT PERTAMINA (PE 1.4% 02/09/26 | 69370RAK3 | CORPORATE BONDS | 200,000.0000 | 191,244.60 | .01 | |
PT ADARO INDONE 4.25% 10/31/24 | BKS4906 | CORPORATE BONDS | 250,000.0000 | 249,157.60 | .01 | |
AERCAP IRELAND 1.65% 10/29/24 | 00774MAU9 | CORPORATE BONDS | 1,097,000.0000 | 1,093,925.09 | .06 | |
AERCAP IRELAND 6.45% 04/15/27 | 00774MBG9 | CORPORATE BONDS | 2,794,000.0000 | 2,926,976.02 | .15 | |
ICON INVESTMEN 5.809% 05/08/27 | 45115AAA2 | CORPORATE BONDS | 200,000.0000 | 206,370.77 | .01 | |
TRANE TECH FIN L 5.1% 06/13/34 | 892938AB7 | CORPORATE BONDS | 95,000.0000 | 99,002.73 | .01 | |
STATE OF ISRAEL 5.75% 03/12/54 | 46514BRM1 | GOVERNMENT BONDS | 280,000.0000 | 266,240.80 | .01 | |
STATE OF ISRAEL 6.5% 11/06/31 | BRJRCR1 | GOVERNMENT BONDS | 200,000.0000 | 213,829.60 | .01 | |
ENI SPA 5.5% 05/15/34 | 26874RAN8 | CORPORATE BONDS | 565,000.0000 | 585,302.82 | .03 | |
INTESA SANPAOLO S V/R 06/20/54 | 46115HCB1 | CORPORATE BONDS | 200,000.0000 | 226,290.11 | .01 | |
INTESA SANPAOLO 7.8% 11/28/53 | 46115HCF2 | CORPORATE BONDS | 240,000.0000 | 287,762.23 | .01 | |
NOMURA HOLDING 5.783% 07/03/34 | 65535HBV0 | CORPORATE BONDS | 505,000.0000 | 530,550.99 | .03 | |
APID 2022-40A AR V/R 07/15/37 | 03769RAN5 | ASSET BACKED | 760,000.0000 | 761,581.26 | .04 | |
APID 2022-41A D1 V/R 10/20/37 | 03770CAW5 | ASSET BACKED | 500,000.0000 | 500,000.00 | .03 | |
BCC 2023-4A B V/R 10/21/36 | 05685EAE0 | ASSET BACKED | 1,045,000.0000 | 1,052,899.05 | .05 | |
GALAXY PIPELIN 2.625% 03/31/36 | 36321PAB6 | CORPORATE BONDS | 200,000.0000 | 170,691.09 | .01 | |
GALAXY PIPELINE 2.16% 03/31/34 | 36321PAD2 | CORPORATE BONDS | 197,456.7000 | 174,999.03 | .01 | |
GALAXY PIPELINE 2.94% 09/30/40 | 36321PAE0 | CORPORATE BONDS | 323,906.4000 | 272,289.13 | .01 | |
GLM 2022-14A DR V/R 07/20/37 | 38136RAY3 | ASSET BACKED | 750,000.0000 | 746,285.10 | .04 | |
GLM 2022-12A DR V/R 07/20/37 | 38138FBA8 | ASSET BACKED | 500,000.0000 | 497,500.30 | .03 | |
GLM 2022-15A DR V/R 10/20/36 | 38139BAW9 | ASSET BACKED | 1,000,000.0000 | 1,018,145.80 | .05 | |
KTAMA 2023-1A D V/R 10/20/36 | 48585JAJ9 | ASSET BACKED | 1,000,000.0000 | 1,034,611.80 | .05 | |
VYSPK 2022-1A DR V/R 10/20/34 | 92013AAQ2 | ASSET BACKED | 1,000,000.0000 | 1,003,768.70 | .05 | |
ROYAL CARIBBEAN 5.5% 08/31/26 | 780153BJ0 | CORPORATE BONDS | 135,000.0000 | 136,321.65 | .01 | |
ROYAL CARIBBEA 5.375% 07/15/27 | 780153BK7 | CORPORATE BONDS | 198,000.0000 | 199,774.87 | .01 | |
ROYAL CARIBBEAN 6.25% 03/15/32 | 780153BU5 | CORPORATE BONDS | 60,000.0000 | 62,240.34 | .00 | |
ROYAL CARIBBEA 5.625% 09/30/31 | 780153BW1 | CORPORATE BONDS | 40,000.0000 | 40,525.00 | .00 | |
ARCELORMITTAL SA 6% 06/17/34 | 03938LBG8 | CORPORATE BONDS | 106,000.0000 | 112,490.24 | .01 | |
EIG PEARL HOLD 3.545% 08/31/36 | 28249NAA9 | CORPORATE BONDS | 505,000.0000 | 449,380.31 | .02 | |
GREENSAIF PIPE 6.129% 02/23/38 | 39541EAA1 | CORPORATE BONDS | 530,000.0000 | 561,228.26 | .03 | |
GREENSAIF PIPEL 6.51% 02/23/42 | 39541EAC7 | CORPORATE BONDS | 200,000.0000 | 215,282.96 | .01 | |
GREENSAIF PIPE 5.852% 02/23/36 | 39541EAD5 | CORPORATE BONDS | 320,000.0000 | 330,980.80 | .02 | |
INTELSAT JACKSON 6.5% 03/15/30 | 45824TBC8 | CORPORATE BONDS | 50,000.0000 | 47,838.70 | .00 | |
MOVIDA EUROPE S 7.85% 04/11/29 | 62459LAC3 | CORPORATE BONDS | 200,000.0000 | 192,566.31 | .01 | |
MILLICOM INTL C 6.25% 03/25/29 | BJQ1YF2 | CORPORATE BONDS | 180,000.0000 | 179,077.12 | .01 | |
CSN RESOURCES 5.875% 04/08/32 | BPWCDV0 | CORPORATE BONDS | 200,000.0000 | 170,405.44 | .01 | |
TIERRA MOJADA L 5.75% 12/01/40 | L3500LAA7 | CORPORATE BONDS | 175,335.6800 | 166,544.73 | .01 | |
GUARA NORTE SA 5.198% 06/15/34 | L4R02QAA8 | CORPORATE BONDS | 165,630.0000 | 157,778.49 | .01 | |
MINERVA LUXEMB 4.375% 03/18/31 | L6401PAJ2 | CORPORATE BONDS | 200,000.0000 | 177,723.14 | .01 | |
T/L CONNECT FINCO 0% 12/11/26 | LX230953 | LOAN | 18,430.1900 | 17,246.05 | .00 | |
T/L DELTA 2 (L 00.00% 09/10/31 | LX245734 | LOAN | 6,666.6700 | 6,663.87 | .00 | |
SEASPAN CORP 5.5% 08/01/29 | 81254UAK2 | CORPORATE BONDS | 70,000.0000 | 66,671.79 | .00 | |
NETWORK I2I LTD V/R /PERP/ | 34FRB7 | CORPORATE BONDS | 200,000.0000 | 193,998.26 | .01 | |
UPL CORP LTD 4.625% 06/16/30 | BMHTDB5 | CORPORATE BONDS | 200,000.0000 | 170,000.00 | .01 | |
NETWORK I2I LTD V/R /PERP/ | V6703DAA2 | CORPORATE BONDS | 200,000.0000 | 199,551.04 | .01 | |
FIEMEX ENERGIA 7.25% 01/31/41 | 05974EAA8 | CORPORATE BONDS | 200,000.0000 | 208,540.00 | .01 | |
BUFFALO ENERGY 7.875% 02/15/39 | 11952AAA0 | CORPORATE BONDS | 200,000.0000 | 213,171.11 | .01 | |
COMISION FEDERA 6.45% 01/24/35 | 200447AP5 | CORPORATE BONDS | 200,000.0000 | 199,300.00 | .01 | |
PETROLEOS MEXIC 6.75% 09/21/47 | 71654QCC4 | CORPORATE BONDS | 250,000.0000 | 179,127.35 | .01 | |
UNITED MEXICAN S 3.5% 02/12/34 | 91087BAR1 | GOVERNMENT BONDS | 410,000.0000 | 348,817.73 | .02 | |
UNITED MEXICAN 6.35% 02/09/35 | 91087BAV2 | GOVERNMENT BONDS | 245,000.0000 | 256,751.36 | .01 | |
UNITED MEXICAN 6.338% 05/04/53 | 91087BAX8 | GOVERNMENT BONDS | 500,000.0000 | 496,490.08 | .03 | |
UNITED MEXICAN STA 6% 05/07/36 | 91087BAZ3 | GOVERNMENT BONDS | 1,775,000.0000 | 1,807,644.33 | .09 | |
UNITED MEXICAN S 6.4% 05/07/54 | 91087BBA7 | GOVERNMENT BONDS | 400,000.0000 | 400,148.40 | .02 | |
GRUPO KUO SAB D 5.75% 07/07/27 | BF2BL79 | CORPORATE BONDS | 200,000.0000 | 196,633.96 | .01 | |
BANCO MERCANTIL DE V/R /PERP/ | P14008AE9 | CORPORATE BONDS | 200,000.0000 | 201,501.20 | .01 | |
BBVA BANCOMER SA V/R 09/13/34 | P16259AN6 | CORPORATE BONDS | 200,000.0000 | 194,637.86 | .01 | |
COMETA ENERGIA 6.375% 04/24/35 | P29853AA9 | CORPORATE BONDS | 156,200.0000 | 158,478.49 | .01 | |
MEXICO GENERADOR 5.5% 12/06/32 | P66208AA0 | CORPORATE BONDS | 120,968.0000 | 120,822.33 | .01 | |
SHELL INTERNATI 3.25% 04/06/50 | 822582CH3 | CORPORATE BONDS | 450,000.0000 | 333,949.90 | .02 | |
SHELL INTERNATIONA 3% 11/26/51 | 822582CL4 | CORPORATE BONDS | 365,000.0000 | 254,599.39 | .01 | |
BRASKEM NETHERLAN V/R 01/23/81 | N15516AF9 | CORPORATE BONDS | 400,000.0000 | 400,390.40 | .02 | |
MV24 CAPITAL B 6.748% 06/01/34 | N53766AA4 | CORPORATE BONDS | 157,660.0000 | 154,177.53 | .01 | |
MONG DUONG FIN 5.125% 05/07/29 | N6000DAA1 | CORPORATE BONDS | 210,820.2000 | 204,606.57 | .01 | |
EQUINOR ASA 3.7% 04/06/50 | 29446MAH5 | CORPORATE BONDS | 340,000.0000 | 275,968.10 | .01 | |
CARNIVAL CORP 5.75% 03/01/27 | 143658BN1 | CORPORATE BONDS | 80,000.0000 | 81,020.20 | .00 | |
CARNIVAL CORP 7% 08/15/29 | 143658BW1 | CORPORATE BONDS | 95,000.0000 | 100,955.65 | .01 | |
REPUBLIC OF PA 3.875% 03/17/28 | 698299BF0 | GOVERNMENT BONDS | 200,000.0000 | 192,677.49 | .01 | |
REPUBLIC OF PAN 3.87% 07/23/60 | 698299BL7 | GOVERNMENT BONDS | 300,000.0000 | 188,609.84 | .01 | |
REPUBLIC OF PA 6.875% 01/31/36 | 698299BW3 | GOVERNMENT BONDS | 200,000.0000 | 209,618.44 | .01 | |
INTERCORP FIN 4.125% 10/19/27 | BF08ZF8 | CORPORATE BONDS | 200,000.0000 | 193,079.50 | .01 | |
BANCO CONTINENT 2.75% 12/10/25 | P09110AB6 | CORPORATE BONDS | 150,000.0000 | 145,377.90 | .01 | |
FRIGORIFICO CONC 7.7% 07/21/28 | P4R54KAA4 | CORPORATE BONDS | 400,000.0000 | 279,460.00 | .01 | |
BANCO DE CREDITO V/R 09/30/31 | 05971V2D6 | CORPORATE BONDS | 350,000.0000 | 331,942.03 | .02 | |
REPUBLIC OF PERU 3% 01/15/34 | 715638DU3 | GOVERNMENT BONDS | 135,000.0000 | 115,650.07 | .01 | |
REPUBLIC OF PE 5.375% 02/08/35 | 715638EB4 | GOVERNMENT BONDS | 295,000.0000 | 302,083.23 | .02 | |
INRETAIL SHOPPI 5.75% 04/03/28 | BFMNPM8 | CORPORATE BONDS | 350,000.0000 | 352,514.05 | .02 | |
ORAZUL ENERGY 5.625% 04/28/27 | BZ3FXQ3 | CORPORATE BONDS | 200,000.0000 | 196,806.00 | .01 | |
BANCO INTERNAC DE V/R 07/08/30 | P13435AD7 | CORPORATE BONDS | 300,000.0000 | 295,118.73 | .02 | |
INRETAIL CONSUM 3.25% 03/22/28 | P56236AB1 | CORPORATE BONDS | 200,000.0000 | 187,618.76 | .01 | |
CIA DE MINAS BUE 5.5% 07/23/26 | P6680PAA9 | CORPORATE BONDS | 200,000.0000 | 197,377.80 | .01 | |
PETROLEOS DEL 5.625% 06/19/47 | P7808BAB3 | CORPORATE BONDS | 200,000.0000 | 136,415.40 | .01 | |
REPUBLIC OF PHI 4.75% 03/05/35 | 718286DC8 | GOVERNMENT BONDS | 315,000.0000 | 318,148.65 | .02 | |
ROMANIA 5.875% 01/30/29 | 77586RAT7 | GOVERNMENT BONDS | 1,330,000.0000 | 1,362,162.06 | .07 | |
ROMANIA 3% 02/14/31 | BMVVYM5 | GOVERNMENT BONDS | 1,228,000.0000 | 1,071,108.26 | .05 | |
SAUDI ARABIAN O 5.25% 07/17/34 | 80414L2N4 | CORPORATE BONDS | 220,000.0000 | 226,227.32 | .01 | |
SAUDI ARABIAN 5.875% 07/17/64 | 80414L2Q7 | CORPORATE BONDS | 200,000.0000 | 202,400.80 | .01 | |
OVERSEA-CHINESE B V/R 09/10/30 | 69033DAD9 | CORPORATE BONDS | 400,000.0000 | 388,410.31 | .02 | |
PFIZER INVESTMEN 5.3% 05/19/53 | 716973AG7 | CORPORATE BONDS | 185,000.0000 | 191,372.10 | .01 | |
DBS GROUP HOLDING V/R 03/10/31 | Y20246J57 | CORPORATE BONDS | 200,000.0000 | 192,318.00 | .01 | |
MEDCO LAUREL TR 6.95% 11/12/28 | Y59500AA9 | CORPORATE BONDS | 200,000.0000 | 200,019.05 | .01 | |
REPUBLIC OF SOUT 4.3% 10/12/28 | 836205AU8 | GOVERNMENT BONDS | 200,000.0000 | 193,580.00 | .01 | |
AI CANDELARIA - 5.75% 06/15/33 | 00870WAA4 | CORPORATE BONDS | 250,000.0000 | 204,605.38 | .01 | |
BANCO SANTANDE 5.439% 07/15/31 | 05964HBG9 | CORPORATE BONDS | 400,000.0000 | 418,257.56 | .02 | |
AI CANDELARIA -S 7.5% 12/15/28 | BGL1H02 | CORPORATE BONDS | 191,666.2200 | 190,135.19 | .01 | |
T/L TRITON WATER HOLDINGS INC 0% 3/31/2028 | LX193319 | LOAN | 130,950.4400 | 130,670.21 | .01 | |
AON CORP/AON GL 5.35% 02/28/33 | 03740LAG7 | CORPORATE BONDS | 70,000.0000 | 73,129.76 | .00 | |
CLARIOS GLOBAL 6.75% 05/15/28 | 18060TAC9 | CORPORATE BONDS | 140,000.0000 | 144,305.56 | .01 | |
JETBLUE AIRWAY 9.875% 09/20/31 | 476920AA1 | CORPORATE BONDS | 65,000.0000 | 68,467.43 | .00 | |
UBS GROUP AG V/R 04/01/31 | 225401AP3 | CORPORATE BONDS | 305,000.0000 | 297,882.71 | .02 | |
UBS GROUP AG V/R 05/14/32 | 225401AU2 | CORPORATE BONDS | 3,400,000.0000 | 3,065,961.12 | .16 | |
UBS GROUP AG V/R 08/11/28 | 225401AV0 | CORPORATE BONDS | 260,000.0000 | 273,520.88 | .01 | |
UBS GROUP AG V/R 08/12/33 | 225401AZ1 | CORPORATE BONDS | 1,420,000.0000 | 1,567,739.55 | .08 | |
UBS GROUP AG V/R 09/22/29 | 225401BE7 | CORPORATE BONDS | 330,000.0000 | 350,341.86 | .02 | |
UBS GROUP AG V/R 02/11/32 | 902613AE8 | CORPORATE BONDS | 200,000.0000 | 170,355.20 | .01 | |
UBS GROUP AG V/R 02/11/33 | 902613AK4 | CORPORATE BONDS | 3,600,000.0000 | 3,120,017.69 | .16 | |
BAE SYSTEMS PL 5.125% 03/26/29 | 05523RAJ6 | CORPORATE BONDS | 385,000.0000 | 396,138.40 | .02 | |
BARCLAYS PLC V/R 05/16/29 | 06738EBD6 | CORPORATE BONDS | 5,000,000.0000 | 5,055,622.15 | .26 | |
BARCLAYS PLC V/R 11/02/28 | 06738ECD5 | CORPORATE BONDS | 300,000.0000 | 324,021.08 | .02 | |
BARCLAYS PLC V/R 03/12/30 | 06738ECR4 | CORPORATE BONDS | 555,000.0000 | 577,337.29 | .03 | |
BARCLAYS PLC V/R 09/10/30 | 06738ECU7 | CORPORATE BONDS | 410,000.0000 | 413,388.50 | .02 | |
CSL FINANCE PLC 4.25% 04/27/32 | 12661PAC3 | CORPORATE BONDS | 185,000.0000 | 182,084.67 | .01 | |
HSBC HOLDINGS PLC V/R 08/17/29 | 404280CV9 | CORPORATE BONDS | 620,000.0000 | 568,458.76 | .03 | |
HSBC HOLDINGS PLC V/R 08/11/33 | 404280DH9 | CORPORATE BONDS | 690,000.0000 | 714,773.03 | .04 | |
HSBC HOLDINGS PLC V/R 08/14/27 | 404280DZ9 | CORPORATE BONDS | 440,000.0000 | 451,940.62 | .02 | |
HSBC HOLDINGS PLC V/R 05/17/32 | 404280EG0 | CORPORATE BONDS | 705,000.0000 | 742,666.92 | .04 | |
MACQUARIE AIRFIN 6.4% 03/26/29 | 55609NAC2 | CORPORATE BONDS | 94,000.0000 | 97,834.58 | .01 | |
MACQUARIE AIRFIN 6.5% 03/26/31 | 55609NAD0 | CORPORATE BONDS | 45,000.0000 | 47,501.45 | .00 | |
MACQUARIE AIRFI 5.15% 03/17/30 | 55609NAE8 | CORPORATE BONDS | 25,000.0000 | 25,054.38 | .00 | |
NATIONAL GRID 5.602% 06/12/28 | 636274AD4 | CORPORATE BONDS | 135,000.0000 | 140,963.06 | .01 | |
ROYALTY PHARMA P 2.2% 09/02/30 | 78081BAK9 | CORPORATE BONDS | 955,000.0000 | 836,296.58 | .04 | |
ROYALTY PHARMA 2.15% 09/02/31 | 78081BAN3 | CORPORATE BONDS | 5,000.0000 | 4,260.73 | .00 | |
ROYALTY PHARMA 5.15% 09/02/29 | 78081BAQ6 | CORPORATE BONDS | 215,000.0000 | 220,523.47 | .01 | |
ROYALTY PHARMA P 5.4% 09/02/34 | 78081BAR4 | CORPORATE BONDS | 195,000.0000 | 200,038.02 | .01 | |
SMITH & NEPHEW P 5.4% 03/20/34 | 83192PAD0 | CORPORATE BONDS | 175,000.0000 | 181,990.00 | .01 | |
STANDARD CHARTERE V/R 11/16/28 | 853254CN8 | CORPORATE BONDS | 565,000.0000 | 616,633.20 | .03 | |
STANDARD CHARTERE V/R 05/14/35 | 853254DC1 | CORPORATE BONDS | 425,000.0000 | 449,728.65 | .02 | |
AGCO CORP 5.45% 03/21/27 | 001084AR3 | CORPORATE BONDS | 100,000.0000 | 102,032.84 | .01 | |
AGCO CORP 5.8% 03/21/34 | 001084AS1 | CORPORATE BONDS | 135,000.0000 | 141,169.03 | .01 | |
AEP TEXAS INC 3.45% 01/15/50 | 00108WAK6 | CORPORATE BONDS | 420,000.0000 | 304,360.51 | .02 | |
AEP TEXAS INC 5.45% 05/15/29 | 00108WAS9 | CORPORATE BONDS | 115,000.0000 | 119,948.26 | .01 | |
COREBRIDGE GLOB 5.2% 06/24/29 | 00138CBA5 | CORPORATE BONDS | 495,000.0000 | 510,795.26 | .03 | |
AMC ENTERTAINMEN 7.5% 02/15/29 | 00165CBA1 | CORPORATE BONDS | 30,000.0000 | 23,620.84 | .00 | |
AMSR 2024-SFR1 4.29% 07/17/29 | 00179CAC2 | ASSET BACKED | 2,392,000.0000 | 2,323,766.29 | .12 | |
AT&T INC 2.25% 02/01/32 | 00206RKH4 | CORPORATE BONDS | 4,171,000.0000 | 3,580,149.28 | .18 | |
AT&T INC 2.55% 12/01/33 | 00206RMM1 | CORPORATE BONDS | 4,385,000.0000 | 3,696,061.69 | .19 | |
AT&T INC 5.4% 02/15/34 | 00206RMT6 | CORPORATE BONDS | 225,000.0000 | 236,086.31 | .01 | |
ARIFL 2023-A A 5.41% 03/16/26 | 00218GAB8 | ASSET BACKED | 527,635.8500 | 529,019.84 | .03 | |
AAR ESCROW ISSU 6.75% 03/15/29 | 00253PAA6 | CORPORATE BONDS | 70,000.0000 | 72,800.45 | .00 | |
AASET 2024-1A 6.261% 05/16/31 | 00255JAA8 | ASSET BACKED | 737,569.8400 | 766,009.21 | .04 | |
ABBVIE INC 4.95% 03/15/31 | 00287YDT3 | CORPORATE BONDS | 205,000.0000 | 213,157.09 | .01 | |
ABBVIE INC 5.4% 03/15/54 | 00287YDW6 | CORPORATE BONDS | 90,000.0000 | 95,432.14 | .00 | |
ABBVIE INC 5.5% 03/15/64 | 00287YDX4 | CORPORATE BONDS | 210,000.0000 | 224,226.97 | .01 | |
ACADEMY LTD 6% 11/15/27 | 00401YAA8 | CORPORATE BONDS | 90,000.0000 | 90,224.20 | .00 | |
ACRISURE LLC / FIN 6% 08/01/29 | 00489LAH6 | CORPORATE BONDS | 35,000.0000 | 33,756.50 | .00 | |
ACUSHNET CO 7.375% 10/15/28 | 005095AA2 | CORPORATE BONDS | 65,000.0000 | 68,519.95 | .00 | |
ACURIS FIN US/ACUR 5% 05/01/28 | 00511BAA5 | CORPORATE BONDS | 200,000.0000 | 183,175.28 | .01 | |
ADAPTHEALTH LL 5.125% 03/01/30 | 00653VAE1 | CORPORATE BONDS | 60,000.0000 | 56,162.54 | .00 | |
ADVANCED DRAIN 6.375% 06/15/30 | 00790RAB0 | CORPORATE BONDS | 110,000.0000 | 112,362.14 | .01 | |
AETHON UN/AETHI 8.25% 02/15/26 | 00810GAC8 | CORPORATE BONDS | 65,000.0000 | 65,768.04 | .00 | |
AETHON UN/AETHIN 7.5% 10/01/29 | 00810GAD6 | CORPORATE BONDS | 105,000.0000 | 106,391.22 | .01 | |
AFFRM 2024-A A 5.61% 09/15/26 | 00834BAA5 | ASSET BACKED | 405,000.0000 | 410,284.28 | .02 | |
AFFRM 2023-A 1 6.61% 01/15/25 | 00834JAE0 | ASSET BACKED | 505,000.0000 | 507,116.91 | .03 | |
AGREE LP 5.625% 06/15/34 | 008513AE3 | CORPORATE BONDS | 135,000.0000 | 141,227.51 | .01 | |
AJAXM 2021-C A V/R 01/25/61 | 009733AA4 | ASSET BACKED | 216,634.9700 | 216,626.80 | .01 | |
ALABAMA POWER C 3.45% 10/01/49 | 010392FT0 | CORPORATE BONDS | 450,000.0000 | 346,214.14 | .02 | |
OVINTIV INC 7.375% 11/01/31 | CVE/31A | 012873AK1 | CORPORATE BONDS | 140,000.0000 | 157,953.34 | .01 |
ALCON FINANCE C 2.75% 09/23/26 | 01400EAA1 | CORPORATE BONDS | 795,000.0000 | 771,222.23 | .04 | |
ALEXANDRIA REAL 5.25% 05/15/36 | 015271BC2 | CORPORATE BONDS | 303,000.0000 | 308,089.74 | .02 | |
ADC 2023-1A A2 6% 08/15/28 | 01627AAD0 | ASSET BACKED | 2,090,000.0000 | 2,132,284.46 | .11 | |
ALLIANT HOLD / 6.75% 10/15/27 | 01883LAA1 | CORPORATE BONDS | 100,000.0000 | 99,625.00 | .01 | |
ALLIANT HOLD / C 6.5% 10/01/31 | 01883LAG8 | CORPORATE BONDS | 65,000.0000 | 65,681.63 | .00 | |
ALLIED UNIVERSA 9.75% 07/15/27 | 019576AB3 | CORPORATE BONDS | 90,000.0000 | 90,193.59 | .00 | |
ALLIED UNIVERS 7.875% 02/15/31 | 019576AD9 | CORPORATE BONDS | 140,000.0000 | 143,008.18 | .01 | |
FNMA TBA 15YR 2% OCT13 | 01F0204A4 | TBA- TO BE ANNOUNCED SECURITY | -850,000.0000 | -777,540.54 | -.04 | |
UMBS TBA 30YR 2% OCT 24 | 01F0206A2 | TBA- TO BE ANNOUNCED SECURITY | 1,330,000.0000 | 1,099,326.65 | .06 | |
FNMA 30YR TBA 2.5% OCT13 | 01F0226A8 | TBA- TO BE ANNOUNCED SECURITY | -5,636,000.0000 | -4,864,355.46 | -.25 | |
FNCI 15YR TBA 3.0% OCT 24 | 01F0304A3 | TBA- TO BE ANNOUNCED SECURITY | -1,550,000.0000 | -1,486,607.42 | -.08 | |
FNCL 30YR TBA 3.0% OCT 24 | 01F0306A1 | TBA- TO BE ANNOUNCED SECURITY | 7,210,000.0000 | 6,470,403.32 | .33 | |
FNCI 30YR TBA 3.5% OCT 24 | 01F0324A9 | TBA- TO BE ANNOUNCED SECURITY | -675,000.0000 | -660,714.72 | -.03 | |
FNCL 30YR TBA 3.5% OCT 24 | 01F0326A7 | TBA- TO BE ANNOUNCED SECURITY | 699,000.0000 | 650,886.05 | .03 | |
FNMA 30YR TBA 4.0% NOV 24 | 01F0406B8 | TBA- TO BE ANNOUNCED SECURITY | -15,770,000.0000 | -15,156,605.82 | -.78 | |
FNMA 15YR TBA 4.5% OCT 24 | 01F0424A8 | TBA- TO BE ANNOUNCED SECURITY | -600,000.0000 | -601,773.35 | -.03 | |
FNMA 30YR TBA 4.5% OCT 24 | 01F0426A6 | TBA- TO BE ANNOUNCED SECURITY | -13,826,000.0000 | -13,591,332.13 | -.70 | |
FNMA 30YR TBA 5% OCT 24 | 01F0506A9 | TBA- TO BE ANNOUNCED SECURITY | -3,545,000.0000 | -3,542,645.91 | -.18 | |
FNMA 15YR TBA 5.5% OCT 13 | 01F0524A7 | TBA- TO BE ANNOUNCED SECURITY | 1,275,000.0000 | 1,301,917.79 | .07 | |
FNMA 30YR TBA 5.5% OCT 24 | 01F0526A5 | TBA- TO BE ANNOUNCED SECURITY | 25,806,000.0000 | 26,104,820.06 | 1.34 | |
FNMA 30YR TBA 6% OCT 24 | 01F0606A8 | TBA- TO BE ANNOUNCED SECURITY | 22,820,000.0000 | 23,322,699.73 | 1.20 | |
FNMA 30YR TBA 6.5% OCT 24 | 01F0626A4 | TBA- TO BE ANNOUNCED SECURITY | 3,100,000.0000 | 3,195,768.58 | .16 | |
FNMA 30YR TBA 7.0% OCT 24 | 01F0706A7 | TBA- TO BE ANNOUNCED SECURITY | 1,300,000.0000 | 1,350,458.86 | .07 | |
CWALT 2007-4CB 1 V/R 04/25/37 | 02148FAA3 | ASSET BACKED | 2,018,172.8400 | 1,528,942.11 | .08 | |
CWALT 2007-9T1 2A 6% 05/25/37 | 02150JAU6 | ASSET BACKED | 6,448,202.7500 | 2,911,308.09 | .15 | |
AMENTUM ESCROW 7.25% 08/01/32 | 02352BAA3 | CORPORATE BONDS | 60,000.0000 | 62,617.98 | .00 | |
HESS CORP 7.3% 08/15/31 | HES/31 | 023551AJ3 | CORPORATE BONDS | 430,000.0000 | 492,408.65 | .03 |
HESS CORP 7.125% 03/15/33 | HES/33 | 023551AM6 | CORPORATE BONDS | 323,000.0000 | 372,770.69 | .02 |
AMERICAN AIRLIN 7.25% 02/15/28 | 023771T32 | CORPORATE BONDS | 140,000.0000 | 143,306.99 | .01 | |
AMERICAN AIRLINE 8.5% 05/15/29 | 023771T40 | CORPORATE BONDS | 130,000.0000 | 137,931.84 | .01 | |
AMERICAN AXLE & MF 5% 10/01/29 | 02406PBB5 | CORPORATE BONDS | 60,000.0000 | 55,087.78 | .00 | |
ACAR 2023-3 B 6.09% 06/12/25 | 02530EAC8 | ASSET BACKED | 415,000.0000 | 416,879.95 | .02 | |
AMERICAN NATION 5.75% 10/01/29 | 025676AN7 | CORPORATE BONDS | 81,000.0000 | 81,468.08 | .00 | |
AMERICAN HOMES 4 5.5% 02/01/34 | 02666TAG2 | CORPORATE BONDS | 296,000.0000 | 305,646.64 | .02 | |
AMERICAN TOWER C 3.6% 01/15/28 | AMT28 | 03027XAR1 | CORPORATE BONDS | 249,000.0000 | 243,000.84 | .01 |
AMERICAN TOWER 3.95% 03/15/29 | 03027XAU4 | CORPORATE BONDS | 1,680,000.0000 | 1,646,574.22 | .08 | |
AMERICAN TOWER C 3.8% 08/15/29 | AMT29A | 03027XAW0 | CORPORATE BONDS | 315,000.0000 | 306,470.23 | .02 |
AMERICAN TOWER C 2.1% 06/15/30 | 03027XBC3 | CORPORATE BONDS | 2,618,000.0000 | 2,305,773.29 | .12 | |
AMCAR 2022-2 B 4.81% 07/18/25 | 03065WAE5 | ASSET BACKED | 1,470,000.0000 | 1,474,121.00 | .08 | |
AMGEN INC 5.25% 03/02/33 | 031162DR8 | CORPORATE BONDS | 2,405,000.0000 | 2,503,786.26 | .13 | |
AMGEN INC 5.75% 03/02/63 | 031162DU1 | CORPORATE BONDS | 517,000.0000 | 545,708.04 | .03 | |
AMWINS GROUP I 4.875% 06/30/29 | 031921AB5 | CORPORATE BONDS | 100,000.0000 | 95,889.35 | .00 | |
AOMT 2022-1 A1 V/R 01/25/26 | 03464BAA6 | ASSET BACKED | 1,252,392.0100 | 1,173,587.25 | .06 | |
AOMT 2021-4 A1 V/R 01/20/65 | 03464EAA0 | ASSET BACKED | 462,206.1500 | 387,839.77 | .02 | |
AOMT 2020-R1 A1 V/R 12/25/24 | 034651AA7 | ASSET BACKED | 218,805.3600 | 206,677.68 | .01 | |
AOMT 2021-1 A1 V/R 02/25/25 | 03465CAA3 | ASSET BACKED | 327,063.2200 | 282,662.75 | .01 | |
AOMT 2021-2 A1 V/R 04/25/25 | 03465DAA1 | ASSET BACKED | 302,200.2000 | 258,110.34 | .01 | |
AOMT 2021-3 A1 V/R 06/25/25 | 03465EAA9 | ASSET BACKED | 561,549.2100 | 485,435.15 | .02 | |
AOMT 2021-5 A1 V/R 07/25/66 | 03465HAA2 | ASSET BACKED | 695,393.7700 | 601,838.20 | .03 | |
AOMT 2021-6 A1 V/R 09/25/66 | 03465JAA8 | ASSET BACKED | 1,091,514.2700 | 913,332.97 | .05 | |
ELEVANCE HEALT 5.375% 06/15/34 | 036752AZ6 | CORPORATE BONDS | 295,000.0000 | 310,106.39 | .02 | |
AON NORTH AMERI 5.45% 03/01/34 | 03740MAD2 | CORPORATE BONDS | 605,000.0000 | 635,202.16 | .03 | |
ARCHER-DANIELS-M 2.9% 03/01/32 | 039482AD6 | CORPORATE BONDS | 190,000.0000 | 172,210.79 | .01 | |
ARCHROCK PARTN 6.625% 09/01/32 | 03959KAD2 | CORPORATE BONDS | 105,000.0000 | 107,676.56 | .01 | |
ARCOSA INC 6.875% 08/15/32 | 039653AC4 | CORPORATE BONDS | 40,000.0000 | 41,861.56 | .00 | |
ARES CAPITAL CO 5.95% 07/15/29 | 04010LBG7 | CORPORATE BONDS | 99,000.0000 | 101,618.27 | .01 | |
ARIZONA PUBLIC 6.35% 12/15/32 | 040555DE1 | CORPORATE BONDS | 130,000.0000 | 142,915.79 | .01 | |
ARIZONA PUBLIC 5.55% 08/01/33 | 040555DG6 | CORPORATE BONDS | 155,000.0000 | 161,597.99 | .01 | |
ARIZONA PUBLIC S 5.7% 08/15/34 | 040555DH4 | CORPORATE BONDS | 180,000.0000 | 190,031.07 | .01 | |
ARROW ELECTRON 3.875% 01/12/28 | 042735BF6 | CORPORATE BONDS | 331,000.0000 | 323,272.66 | .02 | |
ARSENAL AIC PARENT 8% 10/01/30 | 04288BAB6 | CORPORATE BONDS | 40,000.0000 | 42,923.32 | .00 | |
ARTERA SERVICES 8.5% 02/15/31 | 04302XAA2 | CORPORATE BONDS | 35,000.0000 | 34,657.83 | .00 | |
ASHTON WOODS U 4.625% 04/01/30 | 045086AP0 | CORPORATE BONDS | 60,000.0000 | 57,485.44 | .00 | |
ABSHE 2007-HE2 A V/R 05/25/37 | 04544TAD3 | ASSET BACKED | 1,304,629.8800 | 927,187.02 | .05 | |
ASSUREDPARTNER 5.625% 01/15/29 | 04624VAB5 | CORPORATE BONDS | 85,000.0000 | 81,830.78 | .00 | |
ATHENE GLOBAL 2.646% 10/04/31 | 04685A3E9 | CORPORATE BONDS | 800,000.0000 | 686,476.90 | .04 | |
ATHENE GLOBAL 5.349% 07/09/27 | 04685A3X7 | CORPORATE BONDS | 163,000.0000 | 166,459.49 | .01 | |
ATHENE HOLDING 5.875% 01/15/34 | 04686JAG6 | CORPORATE BONDS | 280,000.0000 | 293,056.60 | .02 | |
ATHENE HOLDING 6.25% 04/01/54 | 04686JAH4 | CORPORATE BONDS | 210,000.0000 | 223,869.84 | .01 | |
ATLASSIAN CORPO 5.25% 05/15/29 | 049468AA9 | CORPORATE BONDS | 119,000.0000 | 122,987.24 | .01 | |
ATMOS ENERGY COR 5.9% 11/15/33 | 049560AZ8 | CORPORATE BONDS | 505,000.0000 | 554,947.21 | .03 | |
AUTOZONE INC 6.55% 11/01/33 | 053332BH4 | CORPORATE BONDS | 475,000.0000 | 531,049.34 | .03 | |
AUTOZONE INC 5.4% 07/15/34 | 053332BK7 | CORPORATE BONDS | 315,000.0000 | 326,805.73 | .02 | |
XCAP 2024-1A A 5.49% 07/15/31 | 05335FAC5 | ASSET BACKED | 440,000.0000 | 451,660.00 | .02 | |
AVNT 2024-REV1 5.92% 04/15/27 | 05352UAA4 | ASSET BACKED | 750,000.0000 | 759,822.98 | .04 | |
AVIENT CORP 6.25% 11/01/31 | 05368VAB2 | CORPORATE BONDS | 20,000.0000 | 20,502.56 | .00 | |
AVIATION CAPIT 5.375% 07/15/29 | 05369AAQ4 | CORPORATE BONDS | 146,000.0000 | 149,141.57 | .01 | |
AESOP 2020-1A 2.33% 08/20/25 | 05377RDU5 | ASSET BACKED | 5,920,000.0000 | 5,821,655.78 | .30 | |
AESOP 2023-7A A 5.9% 08/20/27 | 05377RHL1 | ASSET BACKED | 470,000.0000 | 486,357.60 | .02 | |
AESOP 2024-1A 5.36% 06/20/29 | 05377RHY3 | ASSET BACKED | 385,000.0000 | 395,687.18 | .02 | |
AESOP 2024-3A 5.23% 12/20/29 | 05377RJK1 | ASSET BACKED | 535,000.0000 | 549,029.57 | .03 | |
EQUITABLE HOLDI 4.35% 04/20/28 | 054561AJ4 | CORPORATE BONDS | 80,000.0000 | 79,699.42 | .00 | |
BBCMS 2020-C7 XA V/R 02/15/30 | 05492VAG0 | ASSET BACKED | 1,455,788.5300 | 78,886.41 | .00 | |
BAT CAPITAL COR 4.54% 08/15/47 | 05526DBF1 | CORPORATE BONDS | 174,000.0000 | 146,971.68 | .01 | |
BAT CAPITAL CO 5.834% 02/20/31 | 05526DBY0 | CORPORATE BONDS | 275,000.0000 | 291,700.05 | .01 | |
BAT CAPITAL CORP 6% 02/20/34 | 05526DBZ7 | CORPORATE BONDS | 140,000.0000 | 149,631.24 | .01 | |
BBCMS 2018-TALL V/R 03/15/21 | 05548WAL1 | ASSET BACKED | 1,236,000.0000 | 836,595.13 | .04 | |
LBM ACQUISITION 6.25% 01/15/29 | 05552BAA4 | CORPORATE BONDS | 60,000.0000 | 56,736.41 | .00 | |
BBCMS 2022-C15 A V/R 03/15/32 | 05552FBA4 | ASSET BACKED | 305,000.0000 | 284,526.88 | .01 | |
BINOM 2021-INV1 V/R 06/25/56 | 05552UAA2 | ASSET BACKED | 334,697.6500 | 298,045.88 | .02 | |
BCPE EMPIRE HO 7.625% 05/01/27 | 05552VAA0 | CORPORATE BONDS | 120,000.0000 | 120,387.24 | .01 | |
BBCMS 2024-C26 A V/R 05/15/34 | 05555AAD7 | ASSET BACKED | 880,000.0000 | 959,396.42 | .05 | |
BBCMS 2024-C26 X V/R 05/15/34 | 05555AAF2 | ASSET BACKED | 3,683,112.4100 | 286,748.35 | .01 | |
BDS 2024-FL13 A V/R 06/19/29 | 05555MAA7 | ASSET BACKED | 360,000.0000 | 359,775.25 | .02 | |
BBCMS 2024-5C 5.208% 09/15/29 | 05555PAC6 | ASSET BACKED | 362,000.0000 | 372,050.64 | .02 | |
BMP 2024-MF23 B V/R 06/15/26 | 05593JAC4 | ASSET BACKED | 3,300,000.0000 | 3,289,687.50 | .17 | |
BMO 2024-C9 A 5.759% 07/15/34 | 05593MAD5 | ASSET BACKED | 861,000.0000 | 932,138.83 | .05 | |
BMO 2024-C9 XA V/R 07/15/34 | 05593MAF0 | ASSET BACKED | 3,410,396.1800 | 234,165.65 | .01 | |
BMO 2024-5C6 5.316% 09/15/29 | 05593QAC8 | ASSET BACKED | 361,000.0000 | 371,653.65 | .02 | |
BMO 2024-5C5 XA V/R 08/15/29 | 05593RAD4 | ASSET BACKED | 7,295,757.7700 | 349,980.42 | .02 | |
BX 2019-OC11 E V/R 12/09/41 | 05606FAN3 | ASSET BACKED | 290,000.0000 | 259,803.72 | .01 | |
BXP 2017-GM B V/R 06/13/27 | 056083AG3 | ASSET BACKED | 182,000.0000 | 173,754.53 | .01 | |
BX 2021-ARIA A V/R 10/15/23 | 05608RAA3 | ASSET BACKED | 1,400,000.0000 | 1,392,125.00 | .07 | |
BX 2021-MFM1 D V/R 01/15/23 | 05608VAJ5 | ASSET BACKED | 980,000.0000 | 968,668.75 | .05 | |
BX 2021-21M A V/R 10/15/26 | 05609CAA5 | ASSET BACKED | 182,226.9400 | 180,974.13 | .01 | |
BX 2021-XL2 A V/R 10/15/23 | 05609KAA7 | ASSET BACKED | 320,446.3900 | 317,842.76 | .02 | |
BX 2021-VOLT C V/R 09/15/23 | 05609VAJ4 | ASSET BACKED | 2,900,000.0000 | 2,869,187.50 | .15 | |
BX 2021-VOLT E V/R 09/15/23 | 05609VAN5 | ASSET BACKED | 536,000.0000 | 531,980.00 | .03 | |
BX 2022-LP2 A V/R 02/15/24 | 05610HAA1 | ASSET BACKED | 303,694.2400 | 301,985.96 | .02 | |
BX 2024-PAT A V/R 03/15/26 | 05612FAA3 | ASSET BACKED | 280,000.0000 | 280,875.00 | .01 | |
BX 2024-PALM B V/R 06/15/26 | 05612UAC6 | ASSET BACKED | 6,000,000.0000 | 5,934,375.00 | .30 | |
BALTIMORE GAS & 5.65% 06/01/54 | 059165ES5 | CORPORATE BONDS | 315,000.0000 | 338,936.31 | .02 | |
BANK OF AMERICA C V/R 02/07/30 | 06051GHQ5 | CORPORATE BONDS | 450,000.0000 | 442,163.70 | .02 | |
BANK OF AMERICA C V/R 04/29/31 | 06051GJB6 | CORPORATE BONDS | 1,025,000.0000 | 929,513.29 | .05 | |
BANK OF AMERICA C V/R 07/23/31 | 06051GJF7 | CORPORATE BONDS | 200,000.0000 | 173,520.69 | .01 | |
BANK OF AMERICA C V/R 10/24/31 | 06051GJL4 | CORPORATE BONDS | 7,245,000.0000 | 6,242,583.33 | .32 | |
BANK OF AMERICA C V/R 04/22/32 | 06051GJT7 | CORPORATE BONDS | 4,120,000.0000 | 3,674,500.81 | .19 | |
BANK OF AMERICA C V/R 09/21/36 | 06051GKC2 | CORPORATE BONDS | 684,000.0000 | 577,159.85 | .03 | |
BANK OF AMERICA C V/R 02/04/33 | 06051GKK4 | CORPORATE BONDS | 535,000.0000 | 479,115.56 | .02 | |
BANK OF AMERICA C V/R 09/15/27 | 06051GLV9 | CORPORATE BONDS | 290,000.0000 | 298,613.77 | .02 | |
BANK OF AMERICA C V/R 01/23/35 | 06051GMA4 | CORPORATE BONDS | 405,000.0000 | 425,899.67 | .02 | |
BANK5 2023-5YR4 V/R 12/15/56 | 06211FBR8 | ASSET BACKED | 1,033,182.2300 | 37,249.73 | .00 | |
BANK OF NY MELLON V/R 10/25/29 | 06406RBT3 | CORPORATE BONDS | 530,000.0000 | 570,089.93 | .03 | |
BANK OF NY MELLON V/R 03/14/30 | 06406RBV8 | CORPORATE BONDS | 130,000.0000 | 134,271.30 | .01 | |
BANK OF NY MELLON V/R 03/14/35 | 06406RBW6 | CORPORATE BONDS | 305,000.0000 | 316,653.14 | .02 | |
BANK OF NY MELLON V/R 07/22/32 | 06406RBZ9 | CORPORATE BONDS | 508,000.0000 | 525,641.90 | .03 | |
BANK 2022-BNK39 V/R 09/15/31 | 06539VAP3 | ASSET BACKED | 6,427,118.4600 | 164,069.55 | .01 | |
BANK 2018-BN10 X V/R 02/15/61 | 065404BF1 | ASSET BACKED | 15,256,658.5700 | 291,756.13 | .01 | |
BANK 2024-BNK 5.716% 05/15/34 | 06540GAV0 | ASSET BACKED | 1,320,000.0000 | 1,427,487.34 | .07 | |
BANK 2024-BNK47 V/R 06/15/57 | 06540GAW8 | ASSET BACKED | 3,458,949.9900 | 212,334.22 | .01 | |
BANK 2023-BNK45 V/R 01/15/33 | 06541BBQ0 | ASSET BACKED | 1,683,482.0600 | 101,365.65 | .01 | |
BANK 2017-BNK4 X V/R 05/15/50 | 06541FBB4 | ASSET BACKED | 9,864,874.2000 | 269,946.36 | .01 | |
BANK 2024-BNK48 V/R 09/15/34 | 06541GAN7 | ASSET BACKED | 3,886,000.0000 | 350,741.81 | .02 | |
BANK 2020-BN30 A V/R 12/15/30 | 06541UBW5 | ASSET BACKED | 7,430,000.0000 | 6,314,658.18 | .32 | |
BANK5 2024-5YR8 V/R 07/15/29 | 065923BD5 | ASSET BACKED | 12,297,682.9100 | 466,485.55 | .02 | |
BANK5 2024-5Y 5.613% 08/15/29 | 06644VBG4 | ASSET BACKED | 360,000.0000 | 375,518.38 | .02 | |
BBCMS 2024-C24 X V/R 12/15/33 | 07336VAZ4 | ASSET BACKED | 2,500,359.7700 | 265,082.14 | .01 | |
BBCMS 2024-C2 5.403% 08/15/34 | 07336WBA6 | ASSET BACKED | 865,000.0000 | 914,772.45 | .05 | |
BBCMS 2024-C28 X V/R 08/15/34 | 07336WBC2 | ASSET BACKED | 2,429,562.5800 | 200,660.49 | .01 | |
BEACON ROOFING S 6.5% 08/01/30 | 073685AK5 | CORPORATE BONDS | 115,000.0000 | 119,023.85 | .01 | |
BALTA 2006-1 21A V/R 02/25/36 | 07386HB83 | ASSET BACKED | 1,851,341.5000 | 1,270,850.97 | .07 | |
BENCHMARK MTG 2.928% 12/15/72 | 08160KAE4 | ASSET BACKED | 1,835,000.0000 | 1,670,459.77 | .09 | |
BMARK 2020-B22 X V/R 09/15/30 | 08163BBF7 | ASSET BACKED | 2,353,560.1600 | 171,011.33 | .01 | |
BMARK 2022-B35 A V/R 05/15/32 | 08163RBQ8 | ASSET BACKED | 4,415,000.0000 | 4,265,922.67 | .22 | |
BMARK 2024-V1 5.277% 09/15/29 | 08163UAC3 | ASSET BACKED | 360,000.0000 | 368,762.54 | .02 | |
BMARK 2023-B40 X V/R 06/15/33 | 08163WAH8 | ASSET BACKED | 1,700,696.6000 | 109,993.74 | .01 | |
BMARK 2024-V9 5.601% 08/15/29 | 081919AN2 | ASSET BACKED | 358,000.0000 | 372,368.72 | .02 | |
BMARK 2023-B39 X V/R 01/15/33 | 081925AF6 | ASSET BACKED | 6,214,159.6300 | 246,839.47 | .01 | |
BERRY GLOBAL INC 5.8% 06/15/31 | 08576BAA0 | CORPORATE BONDS | 195,000.0000 | 202,899.47 | .01 | |
BHG 2021-B A 0.9% 10/17/34 | 08862BAA3 | ASSET BACKED | 30,491.7600 | 30,237.17 | .00 | |
BLACK HILLS CORP 6% 01/15/35 | 092113AX7 | CORPORATE BONDS | 194,000.0000 | 206,575.05 | .01 | |
BLACKSTONE HOLDING 2% 01/30/32 | 09261BAD2 | CORPORATE BONDS | 523,000.0000 | 439,567.64 | .02 | |
BLACKROCK FUNDI 5.25% 03/14/54 | 09290DAC5 | CORPORATE BONDS | 120,000.0000 | 124,341.81 | .01 | |
BLACKROCK FUNDIN 4.9% 01/08/35 | 09290DAJ0 | CORPORATE BONDS | 420,000.0000 | 433,619.25 | .02 | |
BLACKROCK FUNDI 5.35% 01/08/55 | 09290DAK7 | CORPORATE BONDS | 244,000.0000 | 256,856.76 | .01 | |
BLUE RACER MID 7.25% 07/15/32 | 095796AK4 | CORPORATE BONDS | 50,000.0000 | 52,470.00 | .00 | |
BOCA 2024-BOCA A V/R 08/15/26 | 096817AA9 | ASSET BACKED | 1,410,000.0000 | 1,409,999.58 | .07 | |
BOEING CO 2.95% 02/01/30 | 097023CN3 | CORPORATE BONDS | 155,000.0000 | 138,550.07 | .01 | |
BOEING CO 3.75% 02/01/50 | 097023CQ6 | CORPORATE BONDS | 55,000.0000 | 38,666.06 | .00 | |
BOEING CO 5.805% 05/01/50 | 097023CW3 | CORPORATE BONDS | 45,000.0000 | 43,475.34 | .00 | |
BOEING CO 5.93% 05/01/60 | 097023CX1 | CORPORATE BONDS | 225,000.0000 | 215,520.21 | .01 | |
BOEING CO 5.15% 05/01/30 | 097023CY9 | CORPORATE BONDS | 160,000.0000 | 160,384.37 | .01 | |
BOEING CO/THE 6.298% 05/01/29 | 097023DJ1 | CORPORATE BONDS | 190,000.0000 | 199,896.55 | .01 | |
BOEING CO/THE 6.388% 05/01/31 | 097023DK8 | CORPORATE BONDS | 170,000.0000 | 180,767.26 | .01 | |
BOEING CO/THE 6.528% 05/01/34 | 097023DL6 | CORPORATE BONDS | 70,000.0000 | 75,128.56 | .00 | |
BOSTON GAS COM 3.757% 03/16/32 | 100743AM5 | CORPORATE BONDS | 155,000.0000 | 141,303.75 | .01 | |
BP CAP MARKETS 2.939% 06/04/51 | 10373QBP4 | CORPORATE BONDS | 70,000.0000 | 47,579.86 | .00 | |
BP CAP MARKETS 3.379% 02/08/61 | 10373QBQ2 | CORPORATE BONDS | 140,000.0000 | 98,557.60 | .01 | |
BP CAP MARKETS 2.721% 01/12/32 | 10373QBT6 | CORPORATE BONDS | 90,000.0000 | 80,213.35 | .00 | |
BP CAP MARKETS 4.812% 02/13/33 | 10373QBU3 | CORPORATE BONDS | 3,160,000.0000 | 3,202,261.43 | .16 | |
BP CAP MARKETS 4.893% 09/11/33 | 10373QBV1 | CORPORATE BONDS | 3,244,000.0000 | 3,300,776.58 | .17 | |
BP CAP MARKETS 5.227% 11/17/34 | 10373QCA6 | CORPORATE BONDS | 449,000.0000 | 467,470.17 | .02 | |
BRAND INDUSTR 10.375% 08/01/30 | 104931AA8 | CORPORATE BONDS | 70,000.0000 | 74,959.57 | .00 | |
BRAVO 2021-NQM2 V/R 03/25/60 | 10569EAA9 | ASSET BACKED | 137,378.6500 | 131,880.11 | .01 | |
BRAVO 2021-NQM1 V/R 02/25/49 | 10569TAA6 | ASSET BACKED | 171,813.0300 | 157,384.15 | .01 | |
BRISTOL-MYERS S 5.55% 02/22/54 | 110122EK0 | CORPORATE BONDS | 240,000.0000 | 254,252.31 | .01 | |
BROADCOM INC 3.419% 04/15/33 | 11135FBK6 | CORPORATE BONDS | 435,000.0000 | 395,241.95 | .02 | |
BROADCOM INC 5.05% 07/12/29 | 11135FBX8 | CORPORATE BONDS | 200,000.0000 | 206,016.55 | .01 | |
BROADCOM INC 4.15% 02/15/28 | 11135FCA7 | CORPORATE BONDS | 580,000.0000 | 579,390.01 | .03 | |
BROOKLYN UNION 4.866% 08/05/32 | 114259AW4 | CORPORATE BONDS | 800,000.0000 | 780,925.31 | .04 | |
BROWN & BROWN 2.375% 03/15/31 | 115236AC5 | CORPORATE BONDS | 334,000.0000 | 289,143.68 | .01 | |
BUCKEYE PARTNE 6.875% 07/01/29 | 118230AV3 | CORPORATE BONDS | 145,000.0000 | 148,562.65 | .01 | |
BUILDERS FIRST 6.375% 03/01/34 | 12008RAS6 | CORPORATE BONDS | 105,000.0000 | 109,026.33 | .01 | |
BUNGE LTD FINAN 4.65% 09/17/34 | 120568BF6 | CORPORATE BONDS | 245,000.0000 | 244,469.49 | .01 | |
BURLINGTN NORTH 5.5% 03/15/55 | 12189LBL4 | CORPORATE BONDS | 210,000.0000 | 226,507.60 | .01 | |
BX 2024-MDHS B V/R 05/15/29 | 12433BAC1 | ASSET BACKED | 5,183,838.3200 | 5,182,218.37 | .27 | |
BX 2024-AIRC A V/R 08/15/26 | 12433CAA3 | ASSET BACKED | 240,000.0000 | 240,300.00 | .01 | |
BX 2021-CIP A V/R 12/15/23 | 12434FAA5 | ASSET BACKED | 496,176.7600 | 492,145.32 | .03 | |
CBASS 2006-CB9 A V/R 11/25/36 | 12465MAD6 | ASSET BACKED | 4,208,889.4900 | 1,908,053.33 | .10 | |
CCO HLDGS LLC/ 5.125% 05/01/27 | 1248EPBT9 | CORPORATE BONDS | 115,000.0000 | 113,184.86 | .01 | |
CCO HLDGS LLC/C 4.75% 03/01/30 | 1248EPCD3 | CORPORATE BONDS | 210,000.0000 | 193,165.71 | .01 | |
CCO HLDGS LLC/C 4.75% 02/01/32 | 1248EPCQ4 | CORPORATE BONDS | 95,000.0000 | 83,721.42 | .00 | |
CBASS 2006-CB4 A V/R 05/25/36 | 12498QAD8 | ASSET BACKED | 3,809,759.5400 | 2,563,234.79 | .13 | |
CDW LLC/CDW FIN 2.67% 12/01/26 | 12513GBG3 | CORPORATE BONDS | 210,000.0000 | 202,048.90 | .01 | |
CD 2017-CD4 XA V/R 04/10/27 | 12515DAS3 | ASSET BACKED | 15,551,382.1500 | 380,123.99 | .02 | |
CEDR 2022-SNAI A V/R 02/15/27 | 12524AAA7 | ASSET BACKED | 240,000.0000 | 228,625.42 | .01 | |
SORT 2020-1 A1 1.69% 07/15/25 | 12530MAA3 | ASSET BACKED | 309,859.7900 | 299,824.61 | .02 | |
SORT 2021-1A A 1.53% 03/15/26 | 12530MAE5 | ASSET BACKED | 130,000.0000 | 122,128.70 | .01 | |
SORT 2021-1A B 1.98% 03/15/26 | 12530MAG0 | ASSET BACKED | 115,000.0000 | 105,851.43 | .01 | |
SORT 2022-1A A 5.97% 02/15/27 | 12530MAL9 | ASSET BACKED | 188,000.0000 | 188,995.91 | .01 | |
CHS/COMMUNITY HEAL 6% 01/15/29 | 12543DBH2 | CORPORATE BONDS | 70,000.0000 | 67,955.30 | .00 | |
CHS/COMMUNITY 6.875% 04/15/29 | 12543DBJ8 | CORPORATE BONDS | 25,000.0000 | 22,669.23 | .00 | |
CHS/COMMUNITY H 4.75% 02/15/31 | 12543DBK5 | CORPORATE BONDS | 70,000.0000 | 61,533.29 | .00 | |
CIGNA GROUP/THE 5% 05/15/29 | 125523CT5 | CORPORATE BONDS | 670,000.0000 | 690,048.14 | .04 | |
CIM 2021-R6 A1 V/R 07/25/61 | 12567RAA8 | ASSET BACKED | 898,260.8700 | 799,659.76 | .04 | |
CNH INDUSTRIAL C 5.1% 04/20/29 | 12592BAS3 | CORPORATE BONDS | 79,000.0000 | 81,316.08 | .00 | |
COMM 2015-CR2 3.497% 04/10/25 | 12593ABA2 | ASSET BACKED | 1,050,000.0000 | 1,039,993.29 | .05 | |
CSC HOLDINGS LLC 6.5% 02/01/29 | 126307AZ0 | CORPORATE BONDS | 200,000.0000 | 165,634.54 | .01 | |
CSAIL 2015-C4 A3 V/R 08/15/20 | 12635RAW8 | ASSET BACKED | 1,870,470.1700 | 1,849,749.29 | .09 | |
CSMC 2021-NQM1 A V/R 05/25/65 | 126407AA3 | ASSET BACKED | 145,973.4400 | 130,563.77 | .01 | |
CSX CORP 3.35% 09/15/49 | 126408HR7 | CORPORATE BONDS | 544,000.0000 | 414,359.02 | .02 | |
CSMC 2022-NQM1 A V/R 01/25/26 | 126416AA4 | ASSET BACKED | 1,364,741.5300 | 1,240,423.81 | .06 | |
CSMC 2020-NET 2.256% 08/15/25 | 126438AA8 | ASSET BACKED | 297,226.7100 | 286,446.74 | .01 | |
CSMC 2010-8R 5A1 V/R 02/26/37 | 12644KJE3 | ASSET BACKED | 947,627.1200 | 922,542.77 | .05 | |
CNX RESOURCES CORP 6% 01/15/29 | 12653CAJ7 | CORPORATE BONDS | 70,000.0000 | 70,379.12 | .00 | |
CNX MIDSTREAM P 4.75% 04/15/30 | 12654AAA9 | CORPORATE BONDS | 125,000.0000 | 116,882.78 | .01 | |
COMM 2024-277 6.338% 08/10/29 | 12654FAA8 | ASSET BACKED | 505,000.0000 | 530,184.91 | .03 | |
CSMC 2018-RPL9 A V/R 01/25/46 | 12654PAE8 | ASSET BACKED | 1,083,501.8200 | 1,052,250.70 | .05 | |
COMM 2020-CX 2.173% 11/10/30 | 12656KAA5 | ASSET BACKED | 3,035,000.0000 | 2,544,959.49 | .13 | |
COLT 2021-2R A1 V/R 07/27/54 | 12656YAA5 | ASSET BACKED | 142,543.6000 | 126,459.35 | .01 | |
CSMC 2021-AFC1 A V/R 02/25/25 | 12657LAA2 | ASSET BACKED | 369,788.7000 | 307,754.83 | .02 | |
CSMC 2021-B33 3.052% 10/10/31 | 12658WAA7 | ASSET BACKED | 183,000.0000 | 172,461.10 | .01 | |
COMM 2022-HC 2.819% 01/10/27 | 12659DAA8 | ASSET BACKED | 203,000.0000 | 188,553.61 | .01 | |
COMM 2022-HC 3.376% 01/10/27 | 12659DAG5 | ASSET BACKED | 300,000.0000 | 270,172.02 | .01 | |
CSMC 2021-NQM8 A V/R 10/25/66 | 12659FAA3 | ASSET BACKED | 556,347.9900 | 501,649.75 | .03 | |
CSMC 2021-NQM4 A V/R 06/25/25 | 12659PAA1 | ASSET BACKED | 707,574.1600 | 613,591.05 | .03 | |
CSMC 2021-RPL3 A V/R 01/25/60 | 12661GAA7 | ASSET BACKED | 2,732,319.8900 | 2,429,800.16 | .12 | |
CSMC 2021-NQM2 A V/R 02/25/66 | 12662EAA1 | ASSET BACKED | 613,549.9800 | 547,645.82 | .03 | |
CSMC 2021-RPL4 A V/R 12/27/60 | 12662GAC2 | ASSET BACKED | 315,946.7500 | 314,833.57 | .02 | |
CSMC 2021-NQM6 A V/R 07/25/66 | 12662KAA7 | ASSET BACKED | 1,170,910.4900 | 1,005,622.54 | .05 | |
CVR PARTNERS/C 6.125% 06/15/28 | 12663QAC9 | CORPORATE BONDS | 75,000.0000 | 73,408.38 | .00 | |
CNH 2023-A A4 4.77% 03/15/27 | 12664QAD6 | ASSET BACKED | 230,000.0000 | 233,077.33 | .01 | |
CPS 2023-B A 5.91% 03/17/25 | 12664WAA9 | ASSET BACKED | 407,586.2700 | 408,692.30 | .02 | |
CVS HEALTH CORP 4.78% 03/25/38 | 126650CY4 | CORPORATE BONDS | 947,000.0000 | 893,504.53 | .05 | |
CVS HEALTH CORP 5.05% 03/25/48 | 126650CZ1 | CORPORATE BONDS | 255,000.0000 | 232,746.04 | .01 | |
CVS HEALTH COR 4.125% 04/01/40 | 126650DK3 | CORPORATE BONDS | 145,000.0000 | 124,195.57 | .01 | |
CVS HEALTH CORP 2.7% 08/21/40 | 126650DP2 | CORPORATE BONDS | 450,000.0000 | 319,543.92 | .02 | |
CVS HEALTH CORP 5.3% 06/01/33 | 126650DY3 | CORPORATE BONDS | 182,000.0000 | 185,988.15 | .01 | |
CVS HEALTH COR 5.875% 06/01/53 | 126650DZ0 | CORPORATE BONDS | 267,000.0000 | 271,710.23 | .01 | |
CWALT 2005-7CB 2 V/R 03/01/38 | 12667F4M4 | ASSET BACKED | 4,402,116.1700 | 247,702.67 | .01 | |
CWALT 2005-7CB 2 V/R 03/01/38 | 12667F4Q5 | ASSET BACKED | 4,402,116.1800 | 3,204,549.53 | .16 | |
CWALT 2005-28CB 5.5% 08/25/35 | 12667GWW9 | ASSET BACKED | 512,420.2200 | 443,180.00 | .02 | |
CWALT 2006-OA2 A V/R 05/20/46 | 126694R75 | ASSET BACKED | 3,600,233.0900 | 3,129,453.65 | .16 | |
CADENCE DESIGN S 4.7% 09/10/34 | 127387AP3 | CORPORATE BONDS | 95,000.0000 | 95,592.42 | .00 | |
CAESARS ENTERTAI 6.5% 02/15/32 | 12769GAC4 | CORPORATE BONDS | 105,000.0000 | 108,613.47 | .01 | |
CALIFORNIA ST 7.3% 10/01/39 | 13063A7D0 | MUNICIPAL BONDS | 360,000.0000 | 433,414.12 | .02 | |
CALPINE CORP 4.5% 02/15/28 | 131347CM6 | CORPORATE BONDS | 95,000.0000 | 92,756.96 | .00 | |
CAMPBELL SOUP CO 5.4% 03/21/34 | 134429BP3 | CORPORATE BONDS | 105,000.0000 | 110,107.99 | .01 | |
CAPITAL ONE FINAN V/R 03/01/30 | 14040HCN3 | CORPORATE BONDS | 300,000.0000 | 282,058.20 | .01 | |
CAPITAL ONE FINAN V/R 02/01/29 | 14040HCX1 | CORPORATE BONDS | 100,000.0000 | 102,506.93 | .01 | |
CAPITAL ONE FINAN V/R 06/08/29 | 14040HCZ6 | CORPORATE BONDS | 205,000.0000 | 215,935.78 | .01 | |
CAPITAL ONE FINAN V/R 10/30/31 | 14040HDC6 | CORPORATE BONDS | 1,095,000.0000 | 1,244,502.93 | .06 | |
CARDINAL HEALTH 4.9% 09/15/45 | 14149YBD9 | CORPORATE BONDS | 443,000.0000 | 414,857.15 | .02 | |
CARGILL INC 2.125% 11/10/31 | 141781BS2 | CORPORATE BONDS | 660,000.0000 | 573,218.75 | .03 | |
CARGILL INC 4% 06/22/32 | 141781BW3 | CORPORATE BONDS | 80,000.0000 | 77,697.73 | .00 | |
CARGILL INC 4.75% 04/24/33 | 141781CB8 | CORPORATE BONDS | 320,000.0000 | 325,115.11 | .02 | |
CARMX 2021-1 C 0.94% 02/18/25 | 14316NAF6 | ASSET BACKED | 1,700,000.0000 | 1,666,349.18 | .09 | |
CARR 2006-NC4 V/R 10/25/36 | 14453MAC8 | ASSET BACKED | 848,879.0700 | 833,413.00 | .04 | |
CARVANA CO 12% 12/01/28 | 146869AL6 | CORPORATE BONDS | 45,000.0000 | 47,259.12 | .00 | |
CARVANA CO 13% 06/01/30 | 146869AN2 | CORPORATE BONDS | 40,000.0000 | 43,495.03 | .00 | |
CMHAT 2021-MH 1.753% 02/25/46 | 14731QAA7 | ASSET BACKED | 219,397.5800 | 197,925.27 | .01 | |
CASTLE US HOLDIN 9.5% 02/15/28 | 14852LAA1 | CORPORATE BONDS | 20,000.0000 | 8,600.00 | .00 | |
CATALENT PHARMA 3.5% 04/01/30 | 14879EAK4 | CORPORATE BONDS | 30,000.0000 | 29,509.64 | .00 | |
SIX FLAG/CAN/MA 5.25% 07/15/29 | 150190AE6 | CORPORATE BONDS | 60,000.0000 | 58,952.40 | .00 | |
CELANESE US HO 6.165% 07/15/27 | 15089QAM6 | CORPORATE BONDS | 530,000.0000 | 549,189.21 | .03 | |
CELANESE US HOL 6.55% 11/15/30 | 15089QAX2 | CORPORATE BONDS | 130,000.0000 | 140,125.48 | .01 | |
CENTENE CORP 3% 10/15/30 | 15135BAW1 | CORPORATE BONDS | 450,000.0000 | 402,852.15 | .02 | |
CENTERPOINT ENER 5.4% 06/01/29 | 15189TBG1 | CORPORATE BONDS | 460,000.0000 | 477,602.59 | .02 | |
CNT PRNT/CDK GLO I 8% 06/15/29 | 154915AA0 | CORPORATE BONDS | 105,000.0000 | 109,208.93 | .01 | |
CHARTER COMM O 6.384% 10/23/35 | 161175AZ7 | CORPORATE BONDS | 3,965,000.0000 | 4,048,761.10 | .21 | |
CHARTER COMM OPT 4.2% 03/15/28 | 161175BK9 | CORPORATE BONDS | 360,000.0000 | 350,009.86 | .02 | |
CHARTER COMM OPT 4.8% 03/01/50 | 161175BT0 | CORPORATE BONDS | 380,000.0000 | 290,917.13 | .01 | |
CHARTER COMM OP 3.85% 04/01/61 | 161175BY9 | CORPORATE BONDS | 185,000.0000 | 113,467.02 | .01 | |
CHARTER COMM OPT 3.9% 06/01/52 | 161175CA0 | CORPORATE BONDS | 355,000.0000 | 232,753.78 | .01 | |
CHARTER COMM OPT 4.4% 12/01/61 | 161175CC6 | CORPORATE BONDS | 185,000.0000 | 125,840.56 | .01 | |
CHARTER COMM OPT 3.5% 03/01/42 | 161175CE2 | CORPORATE BONDS | 156,000.0000 | 108,401.35 | .01 | |
CHARTER COMM OPT 6.1% 06/01/29 | 161175CQ5 | CORPORATE BONDS | 75,000.0000 | 77,629.48 | .00 | |
CHARTER COMM OP 6.55% 06/01/34 | 161175CR3 | CORPORATE BONDS | 1,060,000.0000 | 1,102,583.33 | .06 | |
CHAOT 2024-5A 4.15% 11/25/28 | 16144QAD7 | ASSET BACKED | 1,000,000.0000 | 996,864.30 | .05 | |
CHENIERE ENERG 4.625% 10/15/28 | 16411RAK5 | CORPORATE BONDS | 366,000.0000 | 363,611.22 | .02 | |
CFII 2023-1A A 5.65% 05/15/26 | 165183CU6 | ASSET BACKED | 581,140.4100 | 586,135.20 | .03 | |
CISCO SYSTEMS I 4.95% 02/26/31 | 17275RBS0 | CORPORATE BONDS | 320,000.0000 | 334,475.52 | .02 | |
CISCO SYSTEMS I 5.35% 02/26/64 | 17275RBV3 | CORPORATE BONDS | 215,000.0000 | 228,312.76 | .01 | |
CGCMT 2023-SMRT V/R 10/12/40 | 17291NAC5 | ASSET BACKED | 2,195,000.0000 | 2,242,056.19 | .11 | |
CITIGROUP INC V/R 07/24/28 | 172967LP4 | CORPORATE BONDS | 776,000.0000 | 762,177.12 | .04 | |
CITIGROUP INC V/R 11/03/32 | 172967NE7 | CORPORATE BONDS | 6,930,000.0000 | 6,014,649.77 | .31 | |
CITIGROUP INC V/R 02/13/30 | 172967PF2 | CORPORATE BONDS | 210,000.0000 | 215,720.57 | .01 | |
CGCMT 2015-GC 3.762% 06/10/25 | 17323YAD1 | ASSET BACKED | 1,415,000.0000 | 1,395,700.11 | .07 | |
CGCMT 2015-GC35 V/R 11/10/48 | 17324KAV0 | ASSET BACKED | 30,734,593.8000 | 145,540.60 | .01 | |
CITIGROUP INC V/R 09/19/39 | 17327CAU7 | CORPORATE BONDS | 202,000.0000 | 201,430.14 | .01 | |
CGCMT 2019-GC 3.038% 10/10/29 | 17328HBD2 | ASSET BACKED | 7,640,000.0000 | 6,899,190.46 | .35 | |
CITIZENS FINANCIA V/R 01/23/30 | 174610BF1 | CORPORATE BONDS | 465,000.0000 | 483,725.72 | .02 | |
CITIZENS FINANCIA V/R 04/25/35 | 174610BG9 | CORPORATE BONDS | 255,000.0000 | 279,962.70 | .01 | |
CITIZENS FINANCIA V/R 07/23/32 | 174610BH7 | CORPORATE BONDS | 385,000.0000 | 399,264.49 | .02 | |
CIVITAS RESOUR 8.375% 07/01/28 | 17888HAA1 | CORPORATE BONDS | 75,000.0000 | 77,960.18 | .00 | |
CLARIV SCI HLD 4.875% 07/01/29 | 18064PAD1 | CORPORATE BONDS | 55,000.0000 | 52,901.19 | .00 | |
CLEAR CHANNEL OU 7.5% 06/01/29 | 18453HAD8 | CORPORATE BONDS | 50,000.0000 | 43,062.95 | .00 | |
CLEAR CHANNEL OUTD 9% 09/15/28 | 18453HAE6 | CORPORATE BONDS | 45,000.0000 | 47,840.31 | .00 | |
CLEARWAY ENERGY 4.75% 03/15/28 | 18539UAC9 | CORPORATE BONDS | 60,000.0000 | 58,874.51 | .00 | |
CLECO CORPORAT 3.375% 09/15/29 | 18551PAE9 | CORPORATE BONDS | 180,000.0000 | 165,091.42 | .01 | |
CLOUD SOFTWARE GRP 9% 09/30/29 | 18912UAA0 | CORPORATE BONDS | 40,000.0000 | 40,704.41 | .00 | |
CLYDESDALE ACQ 6.875% 01/15/30 | 18972EAC9 | CORPORATE BONDS | 105,000.0000 | 107,229.47 | .01 | |
CNH 2024-C A2A 4.3% 07/15/26 | 18978GAB0 | ASSET BACKED | 2,865,000.0000 | 2,864,189.78 | .15 | |
CNH 2024-C A3 4.03% 09/15/28 | 18978GAD6 | ASSET BACKED | 2,670,000.0000 | 2,664,572.96 | .14 | |
CLGIX 2021-1A A 3.3% 12/28/26 | 19521UAA1 | ASSET BACKED | 1,000,000.0000 | 947,413.00 | .05 | |
COLT 2021-2 A1 V/R 08/25/66 | 19685WAA9 | ASSET BACKED | 491,526.3700 | 410,655.29 | .02 | |
COLT 2021-1 A1 V/R 06/25/66 | 19688EAA6 | ASSET BACKED | 482,070.6600 | 412,903.64 | .02 | |
COLT 2021-3 A1 V/R 09/27/66 | 19688FAA3 | ASSET BACKED | 890,352.5900 | 738,321.86 | .04 | |
COLT 2022-1 A1 V/R 12/27/66 | 19688HAA9 | ASSET BACKED | 1,191,199.4400 | 1,081,711.53 | .06 | |
COLT 2021-HX1 A1 V/R 10/25/66 | 19688KAA2 | ASSET BACKED | 1,186,413.9900 | 1,010,673.45 | .05 | |
COLUMBIA PIPEL 6.042% 08/15/28 | 19828AAB3 | CORPORATE BONDS | 215,000.0000 | 224,801.72 | .01 | |
COLUMBIA PIPEL 5.681% 01/15/34 | 19828AAC1 | CORPORATE BONDS | 95,000.0000 | 97,987.76 | .01 | |
COLUMBIA PIPEL 5.097% 10/01/31 | 19828AAD9 | CORPORATE BONDS | 50,000.0000 | 50,430.90 | .00 | |
COLUMBIA PIPEL 5.927% 08/15/30 | 19828TAA4 | CORPORATE BONDS | 670,000.0000 | 709,557.56 | .04 | |
COLUMBIA PIPEL 6.036% 11/15/33 | 19828TAB2 | CORPORATE BONDS | 195,000.0000 | 208,064.94 | .01 | |
COMCAST CORP 3.75% 04/01/40 | 20030NDH1 | CORPORATE BONDS | 1,075,000.0000 | 930,605.47 | .05 | |
COMCAST CORP 2.887% 11/01/51 | 20030NDS7 | CORPORATE BONDS | 410,000.0000 | 275,506.93 | .01 | |
COMCAST CORP 4.8% 05/15/33 | 20030NEE7 | CORPORATE BONDS | 215,000.0000 | 219,244.50 | .01 | |
COMCAST CORP 5.65% 06/01/54 | 20030NEK3 | CORPORATE BONDS | 185,000.0000 | 197,567.00 | .01 | |
COMERICA INC V/R 01/30/30 | 200340AW7 | CORPORATE BONDS | 70,000.0000 | 72,161.97 | .00 | |
CEFI 2024-1A A 5.97% 06/15/27 | 20166RAA6 | ASSET BACKED | 487,701.4800 | 494,172.79 | .03 | |
COMMONSPIRIT HE 2.76% 10/01/24 | 20268JAA1 | CORPORATE BONDS | 325,000.0000 | 325,000.00 | .02 | |
COMMONSPIRIT H 5.205% 12/01/31 | 20268JAR4 | CORPORATE BONDS | 355,000.0000 | 365,868.31 | .02 | |
COMMSCOPE LLC 4.75% 09/01/29 | 203372AX5 | CORPORATE BONDS | 35,000.0000 | 29,400.00 | .00 | |
COMMSCOPE TECH LLC 5% 03/15/27 | 20338HAB9 | CORPORATE BONDS | 45,000.0000 | 37,594.43 | .00 | |
CONAGRA BRANDS 4.85% 11/01/28 | 205887CC4 | CORPORATE BONDS | 725,000.0000 | 736,406.86 | .04 | |
CONAGRA BRANDS I 5.3% 10/01/26 | 205887CJ9 | CORPORATE BONDS | 460,000.0000 | 468,829.22 | .02 | |
CAS 2024-R02 1M2 V/R 02/25/44 | 20754GAE0 | ASSET BACKED | 230,000.0000 | 231,224.87 | .01 | |
CAS 2024-R05 2M1 V/R 07/25/44 | 20754XAB9 | ASSET BACKED | 3,781,024.8800 | 3,781,038.49 | .19 | |
CONOCOPHILLIPS C 3.8% 03/15/52 | 20826FAV8 | CORPORATE BONDS | 336,000.0000 | 269,428.80 | .01 | |
CONOCOPHILLIPS 4.025% 03/15/62 | 20826FBD7 | CORPORATE BONDS | 245,000.0000 | 197,463.65 | .01 | |
CONOCOPHILLIPS C 5.3% 05/15/53 | 20826FBE5 | CORPORATE BONDS | 85,000.0000 | 85,902.55 | .00 | |
CONOCOPHILLIPS 5.55% 03/15/54 | 20826FBG0 | CORPORATE BONDS | 50,000.0000 | 52,274.33 | .00 | |
CONOCOPHILLIPS C 5.7% 09/15/63 | 20826FBH8 | CORPORATE BONDS | 215,000.0000 | 229,304.93 | .01 | |
CONSOLIDATED COMMU 5% 10/01/28 | 20903XAH6 | CORPORATE BONDS | 90,000.0000 | 82,761.14 | .00 | |
CON EDISON CO OF 3.2% 12/01/51 | 209111GC1 | CORPORATE BONDS | 400,000.0000 | 285,276.66 | .01 | |
CON EDISON CO OF 5.7% 05/15/54 | 209111GK3 | CORPORATE BONDS | 165,000.0000 | 178,694.75 | .01 | |
CONSUMERS 23 SE 5.55% 03/01/28 | 21071BAA3 | CORPORATE BONDS | 1,192,904.2400 | 1,205,776.49 | .06 | |
COREBRIDGE FINA 3.85% 04/05/29 | 21871XAF6 | CORPORATE BONDS | 75,000.0000 | 73,058.81 | .00 | |
COREBRIDGE FINA 5.75% 01/15/34 | 21871XAS8 | CORPORATE BONDS | 275,000.0000 | 289,852.77 | .01 | |
CORNERSTONE BU 6.125% 01/15/29 | 21925DAA7 | CORPORATE BONDS | 55,000.0000 | 48,666.85 | .00 | |
CORNERSTONE BUIL 9.5% 08/15/29 | 21925DAB5 | CORPORATE BONDS | 100,000.0000 | 102,705.30 | .01 | |
GNMA II 30 YR TBA 2% OCT 24 | 21H0206A8 | TBA- TO BE ANNOUNCED SECURITY | 5,030,000.0000 | 4,264,098.35 | .22 | |
GNMA II 30 YR TBA 2.5% OCT 24 | 21H0226A4 | TBA- TO BE ANNOUNCED SECURITY | 3,360,000.0000 | 2,960,870.61 | .15 | |
G2SF 30YR TBA 3.0% OCT 24 | 21H0306A7 | TBA- TO BE ANNOUNCED SECURITY | -455,000.0000 | -414,867.05 | -.02 | |
GNMAII JMB 30YR TBA 3.5% OCT24 | 21H0326A3 | TBA- TO BE ANNOUNCED SECURITY | 662,000.0000 | 621,915.05 | .03 | |
G2SF 30 YR TBA 4% OCT 23 | 21H0406A6 | TBA- TO BE ANNOUNCED SECURITY | 2,010,000.0000 | 1,943,201.49 | .10 | |
G2SF 30 YR TBA 4.5% OCT 24 | 21H0426A2 | TBA- TO BE ANNOUNCED SECURITY | 3,295,000.0000 | 3,253,364.74 | .17 | |
G2SF 30 YR TBA 5% OCT 24 | 21H0506A5 | TBA- TO BE ANNOUNCED SECURITY | 4,960,000.0000 | 4,967,941.70 | .25 | |
TBA GNMA2 30YR 10/01/39 5.5% | 21H0526A1 | TBA- TO BE ANNOUNCED SECURITY | 1,900,000.0000 | 1,918,296.37 | .10 | |
COTY INC 5% 04/15/26 | 222070AE4 | CORPORATE BONDS | 95,000.0000 | 94,588.20 | .00 | |
COTY/HFC PREST 6.625% 07/15/30 | 22207AAA0 | CORPORATE BONDS | 90,000.0000 | 93,513.27 | .00 | |
COUGAR JV SUBSIDIA 8% 05/15/32 | 22208WAA1 | CORPORATE BONDS | 50,000.0000 | 52,863.20 | .00 | |
COX COMMUNICATIO 2.6% 06/15/31 | 224044CN5 | CORPORATE BONDS | 430,000.0000 | 370,291.64 | .02 | |
COX COMMUNICATI 5.45% 09/01/34 | 224044CU9 | CORPORATE BONDS | 585,000.0000 | 592,397.58 | .03 | |
CAALT 2024-1A 5.68% 03/15/34 | 22537GAA8 | ASSET BACKED | 465,000.0000 | 473,644.54 | .02 | |
CSFB 2005-9 5A6 5.5% 10/25/35 | 2254586D5 | ASSET BACKED | 1,315,323.2300 | 681,721.51 | .03 | |
CROWN CASTLE T 4.241% 07/15/28 | 22822RBH2 | CORPORATE BONDS | 2,766,000.0000 | 2,709,513.02 | .14 | |
CROWN CASTLE INC 3.8% 02/15/28 | 22822VAK7 | CORPORATE BONDS | 45,000.0000 | 44,172.95 | .00 | |
CROWN CASTLE INC 4.3% 02/15/29 | 22822VAL5 | CORPORATE BONDS | 368,000.0000 | 364,636.02 | .02 | |
CROWN CASTLE INC 3.1% 11/15/29 | 22822VAN1 | CORPORATE BONDS | 245,000.0000 | 229,267.24 | .01 | |
CROWN CASTLE INC 2.1% 04/01/31 | 22822VAW1 | CORPORATE BONDS | 3,410,000.0000 | 2,916,728.12 | .15 | |
CROWN CASTLE INC 4.8% 09/01/28 | 22822VBB6 | CORPORATE BONDS | 655,000.0000 | 662,457.55 | .03 | |
CROWN CASTLE INC 5.6% 06/01/29 | 22822VBD2 | CORPORATE BONDS | 480,000.0000 | 501,723.34 | .03 | |
CSMC 2021-NQM5 A V/R 06/25/25 | 22946DAA0 | ASSET BACKED | 435,707.2900 | 370,997.96 | .02 | |
CUMMINS INC 5.45% 02/20/54 | 231021AX4 | CORPORATE BONDS | 95,000.0000 | 100,497.51 | .01 | |
CYRUS 2024-2A A 4.5% 05/20/29 | 23284BAG9 | ASSET BACKED | 1,000,000.0000 | 972,898.10 | .05 | |
DLLAA 2023-1A 5.64% 02/22/28 | 23292HAC5 | ASSET BACKED | 365,000.0000 | 373,522.93 | .02 | |
DNKN 2019-1A 4.352% 05/20/29 | 233046AL5 | ASSET BACKED | 1,581,750.0000 | 1,542,986.21 | .08 | |
DNKN 2021-1A 2.791% 11/20/31 | 233046AS0 | ASSET BACKED | 324,815.0000 | 284,164.44 | .01 | |
DBCG 2017-BBG A V/R 06/15/20 | 233062AA6 | ASSET BACKED | 233,893.1300 | 233,913.20 | .01 | |
DBJPM 2020-C9 XA V/R 08/15/30 | 233063AW6 | ASSET BACKED | 2,188,035.4400 | 104,885.01 | .01 | |
DBGS 2018-BIOD E V/R 05/15/20 | 23306GAJ6 | ASSET BACKED | 2,235,000.0000 | 2,202,871.88 | .11 | |
DBJPM 2017-C6 XB V/R 06/10/27 | 23312JAL7 | ASSET BACKED | 21,195,000.0000 | 170,865.61 | .01 | |
D.R. HORTON INC 5% 10/15/34 | 23331ABS7 | CORPORATE BONDS | 214,000.0000 | 216,975.57 | .01 | |
DSLA 2005-AR4 1A V/R 08/19/45 | 23332UEL4 | ASSET BACKED | 3,794,839.6700 | 2,812,671.03 | .14 | |
DTE ENERGY CO 5.85% 06/01/34 | 233331BL0 | CORPORATE BONDS | 310,000.0000 | 332,743.03 | .02 | |
DTAOT 2023-2A 5.41% 08/15/25 | 23346CAC2 | ASSET BACKED | 375,000.0000 | 375,705.38 | .02 | |
DTAOT 2023-1A 5.19% 04/15/25 | 23346KAC4 | ASSET BACKED | 310,000.0000 | 310,020.00 | .02 | |
DALLAS-FORT WO 4.507% 11/01/51 | 23503CAN7 | MUNICIPAL BONDS | 50,000.0000 | 46,787.69 | .00 | |
DANA INC 5.375% 11/15/27 | 235825AF3 | CORPORATE BONDS | 45,000.0000 | 44,684.75 | .00 | |
DANA INC 4.25% 09/01/30 | 235825AH9 | CORPORATE BONDS | 20,000.0000 | 17,957.71 | .00 | |
DC 2024-HLTN A V/R 04/13/28 | 24022FAA8 | ASSET BACKED | 300,000.0000 | 305,914.86 | .02 | |
DEALER TIRE LLC/DT 8% 02/01/28 | 24229JAA1 | CORPORATE BONDS | 65,000.0000 | 64,708.72 | .00 | |
DRMT 2021-1 A1 V/R 02/25/25 | 24380VAA9 | ASSET BACKED | 92,196.5100 | 86,893.62 | .00 | |
DRMT 2021-2 A1 V/R 04/25/66 | 24381WAA6 | ASSET BACKED | 191,529.5600 | 169,271.83 | .01 | |
DAFC 2017-AMO A V/R 06/05/27 | 24500EAA2 | ASSET BACKED | 180,000.0000 | 170,646.66 | .01 | |
DEVON ENERGY CO 5.75% 09/15/54 | 25179MBH5 | CORPORATE BONDS | 201,000.0000 | 195,631.24 | .01 | |
DIAMONDBACK ENE 6.25% 03/15/33 | 25278XAV1 | CORPORATE BONDS | 410,000.0000 | 442,171.57 | .02 | |
DIAMONDBACK ENE 6.25% 03/15/53 | 25278XAW9 | CORPORATE BONDS | 100,000.0000 | 107,128.39 | .01 | |
DIAMONDBACK ENER 5.4% 04/18/34 | 25278XAZ2 | CORPORATE BONDS | 135,000.0000 | 137,814.57 | .01 | |
DIAMONDBACK ENE 5.75% 04/18/54 | 25278XBA6 | CORPORATE BONDS | 50,000.0000 | 50,383.56 | .00 | |
DIAMONDBACK ENER 5.9% 04/18/64 | 25278XBB4 | CORPORATE BONDS | 80,000.0000 | 80,635.37 | .00 | |
DIRECTV FIN LL 5.875% 08/15/27 | 25461LAA0 | CORPORATE BONDS | 95,000.0000 | 93,274.07 | .00 | |
DISCOVER FINANCIA V/R 11/02/34 | 254709AT5 | CORPORATE BONDS | 315,000.0000 | 370,119.72 | .02 | |
DISCOVERY COMM 4.125% 05/15/29 | 25470DBF5 | CORPORATE BONDS | 54,000.0000 | 51,048.53 | .00 | |
DISH DBS CORP 5.125% 06/01/29 | 25470XBD6 | CORPORATE BONDS | 75,000.0000 | 50,319.50 | .00 | |
DISH DBS CORP 5.75% 12/01/28 | 25470XBF1 | CORPORATE BONDS | 110,000.0000 | 96,109.31 | .00 | |
DOMINION ENERGY 6.3% 03/15/33 | D33 | 25746UAN9 | CORPORATE BONDS | 30,000.0000 | 32,805.45 | .00 |
DOMINION ENERG 3.375% 04/01/30 | 25746UDG1 | CORPORATE BONDS | 3,270,000.0000 | 3,099,222.26 | .16 | |
DPABS 2015-1A 4.474% 10/25/25 | 25755TAE0 | ASSET BACKED | 848,662.5000 | 844,433.87 | .04 | |
DPABS 2019-1A 3.668% 10/25/29 | 25755TAL4 | ASSET BACKED | 974,400.0000 | 926,556.08 | .05 | |
DPABS 2021-1A 2.662% 10/25/28 | 25755TAN0 | ASSET BACKED | 1,248,690.0000 | 1,150,398.49 | .06 | |
DORNOCH DEBT M 6.625% 10/15/29 | 25830JAA9 | CORPORATE BONDS | 115,000.0000 | 101,198.43 | .01 | |
DUKE ENERGY COR 2.65% 09/01/26 | 26441CAS4 | CORPORATE BONDS | 543,000.0000 | 528,000.81 | .03 | |
DUKE ENERGY COR 2.45% 06/01/30 | 26441CBH7 | CORPORATE BONDS | 85,000.0000 | 76,677.82 | .00 | |
DUKE ENERGY CORP 0.9% 09/15/25 | 26441CBJ3 | CORPORATE BONDS | 4,000,000.0000 | 3,864,334.24 | .20 | |
DUKE ENERGY COR 2.55% 06/15/31 | 26441CBL8 | CORPORATE BONDS | 835,000.0000 | 738,158.90 | .04 | |
DUKE ENERGY CORP 5% 08/15/52 | 26441CBU8 | CORPORATE BONDS | 65,000.0000 | 61,546.02 | .00 | |
DUKE ENERGY COR 5.45% 06/15/34 | 26441CCE3 | CORPORATE BONDS | 275,000.0000 | 287,000.10 | .01 | |
DUKE ENERGY CORP 5.8% 06/15/54 | 26441CCF0 | CORPORATE BONDS | 120,000.0000 | 126,675.19 | .01 | |
DUKE ENERGY CARO 5.3% 02/15/40 | 26442CAH7 | CORPORATE BONDS | 1,225,000.0000 | 1,275,603.98 | .07 | |
DUKE ENERGY CAR 3.55% 03/15/52 | 26442CBH6 | CORPORATE BONDS | 65,000.0000 | 50,072.18 | .00 | |
DUKE ENERGY OHI 5.55% 03/15/54 | 26442EAL4 | CORPORATE BONDS | 275,000.0000 | 287,526.23 | .01 | |
DUKE ENERGY FL 5.875% 11/15/33 | 26444HAQ4 | CORPORATE BONDS | 275,000.0000 | 300,907.21 | .02 | |
DUN & BRADSTREET C 5% 12/15/29 | 26483EAL4 | CORPORATE BONDS | 120,000.0000 | 119,491.21 | .01 | |
EMRLD BOR / EMR 6.75% 07/15/31 | 26873CAB8 | CORPORATE BONDS | 110,000.0000 | 114,714.27 | .01 | |
EDISON INTERNATIO V/R 06/15/53 | 281020AX5 | CORPORATE BONDS | 260,000.0000 | 273,001.49 | .01 | |
EDISON INTERNAT 5.25% 11/15/28 | 281020AY3 | CORPORATE BONDS | 715,000.0000 | 734,618.81 | .04 | |
ELEVANCE HEALT 5.125% 02/15/53 | 28622HAC5 | CORPORATE BONDS | 379,000.0000 | 371,889.66 | .02 | |
EMBARQ CORP 7.995% 06/01/36 | CTL/36 | 29078EAA3 | CORPORATE BONDS | 65,000.0000 | 28,932.15 | .00 |
EMRLD BOR / EM 6.625% 12/15/30 | 29103CAA6 | CORPORATE BONDS | 115,000.0000 | 118,575.93 | .01 | |
ENERGY TRANSFER LP 5% 05/15/44 | 292480AJ9 | CORPORATE BONDS | 225,000.0000 | 206,088.17 | .01 | |
ENERGIZER HOLDIN 6.5% 12/31/27 | 29272WAF6 | CORPORATE BONDS | 105,000.0000 | 106,674.54 | .01 | |
ENERGY TRANSFER 5.95% 10/01/43 | 29273RAZ2 | CORPORATE BONDS | 1,683,000.0000 | 1,713,879.48 | .09 | |
ENERGY TRANSFER 4.9% 03/15/35 | 29273RBE8 | CORPORATE BONDS | 3,354,000.0000 | 3,310,888.92 | .17 | |
ENERGY TRANSFER 6.4% 12/01/30 | 29273VAT7 | CORPORATE BONDS | 390,000.0000 | 424,864.44 | .02 | |
ENERGY TRANSFER 5.95% 05/15/54 | 29273VAW0 | CORPORATE BONDS | 203,000.0000 | 207,760.55 | .01 | |
ENERGY TRANSFER 5.25% 07/01/29 | 29273VAZ3 | CORPORATE BONDS | 185,000.0000 | 190,537.79 | .01 | |
ENERGY TRANSFER L V/R 10/01/54 | 29273VBC3 | CORPORATE BONDS | 100,000.0000 | 102,266.20 | .01 | |
ENLINK MIDSTREA 5.65% 09/01/34 | 29336TAE0 | CORPORATE BONDS | 300,000.0000 | 309,981.90 | .02 | |
ENTERGY CORP V/R 12/01/54 | 29364GAQ6 | CORPORATE BONDS | 99,000.0000 | 102,647.06 | .01 | |
ENTERGY LOUISIA 4.75% 09/15/52 | 29364WBL1 | CORPORATE BONDS | 125,000.0000 | 115,677.88 | .01 | |
ENTERGY ARKANSA 5.75% 06/01/54 | 29366MAG3 | CORPORATE BONDS | 100,000.0000 | 107,764.23 | .01 | |
EFF 2023-1 A3 5.42% 11/22/27 | 29375CAC3 | ASSET BACKED | 480,000.0000 | 489,574.70 | .03 | |
EFF 2024-1 A3 5.16% 09/20/28 | 29375PAC4 | ASSET BACKED | 200,000.0000 | 205,425.50 | .01 | |
EFF 2024-3 A2 5.31% 04/20/27 | 29375QAB4 | ASSET BACKED | 3,500,000.0000 | 3,536,743.35 | .18 | |
ENTERPRISE PRODU 3.3% 02/15/53 | 29379VCB7 | CORPORATE BONDS | 95,000.0000 | 67,924.42 | .00 | |
ENTERPRISE PROD 4.95% 02/15/35 | 29379VCG6 | CORPORATE BONDS | 285,000.0000 | 289,424.30 | .01 | |
ENTERPRISE PROD 5.55% 02/16/55 | 29379VCH4 | CORPORATE BONDS | 199,000.0000 | 205,569.22 | .01 | |
CGCMT 2016-P4 B V/R 06/10/26 | 29429EAJ0 | ASSET BACKED | 400,000.0000 | 357,280.84 | .02 | |
EQUINIX INC 2.95% 09/15/51 | 29444UBM7 | CORPORATE BONDS | 363,000.0000 | 240,568.66 | .01 | |
EQUINIX INC 3.9% 04/15/32 | 29444UBU9 | CORPORATE BONDS | 215,000.0000 | 205,873.79 | .01 | |
EQUITABLE FINANC 1.8% 03/08/28 | 29449WAF4 | CORPORATE BONDS | 480,000.0000 | 439,307.29 | .02 | |
EVERI HOLDINGS INC 5% 07/15/29 | 30034TAA1 | CORPORATE BONDS | 75,000.0000 | 74,658.14 | .00 | |
EVERGY INC 2.9% 09/15/29 | 30034WAB2 | CORPORATE BONDS | 475,000.0000 | 441,080.98 | .02 | |
EVERSOURCE ENE 5.125% 05/15/33 | 30040WAU2 | CORPORATE BONDS | 960,000.0000 | 976,284.87 | .05 | |
EVERSOURCE ENERG 5.5% 01/01/34 | 30040WAX6 | CORPORATE BONDS | 365,000.0000 | 378,856.42 | .02 | |
EART 2021-1A D 1.08% 01/15/25 | 30166RAF4 | ASSET BACKED | 280,581.1500 | 276,329.34 | .01 | |
EART 2021-1A E 2.21% 02/18/25 | 30166RAG2 | ASSET BACKED | 900,000.0000 | 875,797.29 | .04 | |
EART 2023-3A B 6.11% 07/15/25 | 301989AD1 | ASSET BACKED | 201,000.0000 | 201,797.93 | .01 | |
EXPEDIA GROUP IN 3.8% 02/15/28 | 30212PAP0 | CORPORATE BONDS | 453,000.0000 | 444,510.92 | .02 | |
EXTRA SPACE STOR 5.4% 02/01/34 | 30225VAS6 | CORPORATE BONDS | 199,000.0000 | 205,523.10 | .01 | |
ESA 2021-ESH A V/R 07/15/26 | 30227FAA8 | ASSET BACKED | 320,772.7300 | 320,371.76 | .02 | |
EXTNT 2024-1A 6.15% 07/25/29 | 30227XAJ0 | ASSET BACKED | 500,000.0000 | 508,397.10 | .03 | |
FMMSR 2021-GT1 A V/R 07/25/26 | 30259RAH8 | ASSET BACKED | 4,000,000.0000 | 3,741,514.80 | .19 | |
FMMSR 2021-GT2 A V/R 10/25/26 | 30259RAK1 | ASSET BACKED | 3,420,000.0000 | 3,220,838.69 | .17 | |
META PLATFORMS I 5.6% 05/15/53 | 30303M8Q8 | CORPORATE BONDS | 341,000.0000 | 369,709.94 | .02 | |
FSRIA 2021-FL2 A V/R 05/16/38 | 30319YAA6 | ASSET BACKED | 404,106.2100 | 400,570.28 | .02 | |
FGLMC P#G08793 4% 12/01/47 | 3128MJ3B4 | MBS/PASS THRU CERTS | 43,720.9000 | 42,573.53 | .00 | |
FGLMC P#G08741 3% 01/01/47 | 3128MJZF0 | MBS/PASS THRU CERTS | 110,215.7700 | 100,995.23 | .01 | |
FGLMC P#G08747 3% 02/01/47 | 3128MJZM5 | MBS/PASS THRU CERTS | 221,567.0000 | 203,831.21 | .01 | |
FGLMC P#C91815 3% 03/01/35 | 3128P8AQ4 | MBS/PASS THRU CERTS | 253,129.4000 | 242,712.02 | .01 | |
UMBS P#ZK9295 3% 02/01/33 | 3131XDKG9 | MBS/PASS THRU CERTS | 581,337.8400 | 561,206.76 | .03 | |
UMBS P#ZL6785 3.5% 08/01/43 | 3131XNRE5 | MBS/PASS THRU CERTS | 750,948.5100 | 716,995.83 | .04 | |
FHS 303 C10 3.5% 01/15/33 | 31325UD86 | ASSET BACKED | 688,610.9500 | 61,809.68 | .00 | |
FHS 386 C14 2.5% 03/15/52 | 31325YB31 | ASSET BACKED | 795,893.6300 | 115,718.74 | .01 | |
FHS 389 C1 1.5% 05/15/37 | 31325YQS0 | ASSET BACKED | 2,551,260.8700 | 135,969.14 | .01 | |
FHS 389 C35 2% 06/15/52 | 31325YRN0 | ASSET BACKED | 1,204,654.1800 | 151,754.66 | .01 | |
UMBS P#ZA3968 3% 05/01/33 | 31329MMR8 | MBS/PASS THRU CERTS | 308,980.7700 | 299,842.95 | .02 | |
UMBS P#ZA6520 4% 04/01/49 | 31329QG54 | MBS/PASS THRU CERTS | 395,772.6600 | 384,221.10 | .02 | |
UMBS P#ZA6679 4% 04/01/49 | 31329QM40 | MBS/PASS THRU CERTS | 265,306.4300 | 258,567.59 | .01 | |
UMBS P#ZS4586 4% 10/01/44 | 3132A5CX1 | MBS/PASS THRU CERTS | 599,636.0600 | 585,485.33 | .03 | |
UMBS P#ZS4748 4% 12/01/47 | 3132A5HZ1 | MBS/PASS THRU CERTS | 722,852.2000 | 703,100.57 | .04 | |
UMBS P#ZS9972 3% 03/01/42 | 3132ABCH3 | MBS/PASS THRU CERTS | 158,208.6200 | 147,240.09 | .01 | |
UMBS P#ZT0371 4.5% 05/01/48 | 3132ACMU1 | MBS/PASS THRU CERTS | 279,382.3300 | 277,500.59 | .01 | |
UMBS P#SB8046 3% 05/01/35 | 3132D55F5 | MBS/PASS THRU CERTS | 448,908.2000 | 432,642.73 | .02 | |
UMBS P#SD0665 3% 08/01/51 | 3132DMW27 | MBS/PASS THRU CERTS | 84,131.1700 | 76,272.36 | .00 | |
UMBS P#SD1011 2.5% 04/01/52 | 3132DNDQ3 | MBS/PASS THRU CERTS | 230,695.7700 | 200,850.52 | .01 | |
UMBS P#SD1090 2% 04/01/52 | 3132DNF73 | MBS/PASS THRU CERTS | 713,843.8400 | 600,002.95 | .03 | |
UMBS P#SD1098 2.5% 01/01/52 | 3132DNGF4 | MBS/PASS THRU CERTS | 6,179,787.1200 | 5,405,617.32 | .28 | |
UMBS P#SD1181 3% 06/01/52 | 3132DNJ20 | MBS/PASS THRU CERTS | 6,571,307.9500 | 5,914,333.42 | .30 | |
UMBS P#SD1218 4% 07/01/49 | 3132DNK77 | MBS/PASS THRU CERTS | 311,545.0200 | 303,032.76 | .02 | |
UMBS P#SD1460 3% 05/01/52 | 3132DNTR4 | MBS/PASS THRU CERTS | 7,409,582.3000 | 6,749,579.68 | .35 | |
UMBS P#SD1461 3% 05/01/52 | 3132DNTS2 | MBS/PASS THRU CERTS | 267,995.0500 | 243,060.58 | .01 | |
UMBS P#SD1529 4% 03/01/49 | 3132DNVW0 | MBS/PASS THRU CERTS | 5,514,713.0100 | 5,364,024.03 | .28 | |
UMBS P#SD2102 2.5% 07/01/51 | 3132DPKP2 | MBS/PASS THRU CERTS | 122,398.1400 | 106,730.91 | .01 | |
UMBS P#SD2305 5.5% 02/01/53 | 3132DPR26 | MBS/PASS THRU CERTS | 613,004.8900 | 623,741.81 | .03 | |
UMBS P#SD2553 4% 05/01/49 | 3132DPZS0 | MBS/PASS THRU CERTS | 145,390.8300 | 141,959.40 | .01 | |
UMBS P#SD2960 5% 04/01/53 | 3132DQJD9 | MBS/PASS THRU CERTS | 313,156.0200 | 315,058.84 | .02 | |
UMBS P#SD3029 4% 04/01/47 | 3132DQLJ3 | MBS/PASS THRU CERTS | 39,364.2000 | 38,630.01 | .00 | |
UMBS P#SD3118 4% 08/01/51 | 3132DQPB6 | MBS/PASS THRU CERTS | 1,373,346.1900 | 1,335,817.32 | .07 | |
UMBS P#SD3209 2.5% 04/01/52 | 3132DQR65 | MBS/PASS THRU CERTS | 859,318.1000 | 748,421.94 | .04 | |
UMBS P#SD8089 2.5% 07/01/50 | 3132DV7A7 | MBS/PASS THRU CERTS | 301,475.9800 | 263,151.81 | .01 | |
UMBS P#SD8098 2% 10/01/50 | 3132DV7K5 | MBS/PASS THRU CERTS | 472,694.7400 | 393,978.88 | .02 | |
UMBS P#SD7513 3.5% 04/01/50 | 3132DVK20 | MBS/PASS THRU CERTS | 346,326.9300 | 327,677.10 | .02 | |
UMBS P#SD7551 3% 01/01/52 | 3132DVL86 | MBS/PASS THRU CERTS | 7,133,776.3600 | 6,508,077.40 | .33 | |
UMBS P#SD7552 2.5% 01/01/52 | 3132DVL94 | MBS/PASS THRU CERTS | 1,051,566.2200 | 921,596.86 | .05 | |
UMBS P#SD7525 2.5% 10/01/50 | 3132DVLE3 | MBS/PASS THRU CERTS | 68,965.7600 | 60,798.38 | .00 | |
UMBS P#SD7535 2.5% 02/01/51 | 3132DVLQ6 | MBS/PASS THRU CERTS | 167,626.2600 | 147,178.93 | .01 | |
UMBS P#SD7541 2% 05/01/51 | 3132DVLW3 | MBS/PASS THRU CERTS | 457,511.9300 | 384,970.43 | .02 | |
UMBS P#SD7569 6% 04/01/54 | 3132DVMS1 | MBS/PASS THRU CERTS | 3,236,586.2200 | 3,360,345.12 | .17 | |
UMBS P#SD8134 2% 03/01/51 | 3132DWBB8 | MBS/PASS THRU CERTS | 6,432,976.7300 | 5,335,289.02 | .27 | |
UMBS P#SD8135 2.5% 03/01/51 | 3132DWBC6 | MBS/PASS THRU CERTS | 423,770.7900 | 369,552.81 | .02 | |
UMBS P#SD8140 2% 04/01/51 | 3132DWBH5 | MBS/PASS THRU CERTS | 382,107.8600 | 317,651.69 | .02 | |
UMBS P#SD8183 2.5% 12/01/51 | 3132DWCU5 | MBS/PASS THRU CERTS | 5,683,908.3000 | 4,947,207.34 | .25 | |
UMBS P#SD8246 5% 09/01/52 | 3132DWET6 | MBS/PASS THRU CERTS | 2,095,897.8900 | 2,098,877.77 | .11 | |
UMBS P#SD8288 5% 01/01/53 | 3132DWF57 | MBS/PASS THRU CERTS | 798,913.7700 | 799,370.84 | .04 | |
UMBS P#SD8324 5.5% 05/01/53 | 3132DWG98 | MBS/PASS THRU CERTS | 6,723,402.6700 | 6,803,005.27 | .35 | |
UMBS P#SD8408 5.5% 03/01/54 | 3132DWKV4 | MBS/PASS THRU CERTS | 1,525,001.2900 | 1,542,762.32 | .08 | |
UMBS P#SD8451 4.5% 08/01/54 | 3132DWL84 | MBS/PASS THRU CERTS | 993,077.6000 | 976,190.32 | .05 | |
UMBS P#SD3698 6% 08/01/53 | 3132E0DB5 | MBS/PASS THRU CERTS | 3,551,979.7600 | 3,671,001.66 | .19 | |
UMBS P#SD4010 4% 07/01/49 | 3132E0N32 | MBS/PASS THRU CERTS | 171,374.6500 | 168,602.23 | .01 | |
UMBS P#SD4182 3.5% 08/01/52 | 3132E0UF7 | MBS/PASS THRU CERTS | 2,931,199.4400 | 2,758,751.94 | .14 | |
FGLMC P#Q44630 3.5% 12/01/46 | 3132WJEC1 | MBS/PASS THRU CERTS | 12,097,146.2000 | 11,428,284.46 | .59 | |
UMBS P#WA0506 3.03% 01/01/50 | 3132WRRR6 | MBS/PASS THRU CERTS | 3,660,634.8000 | 3,086,233.65 | .16 | |
UMBS P#WA1627 4.35% 10/01/32 | 3132WVA53 | MBS/PASS THRU CERTS | 13,043,322.4200 | 13,056,597.65 | .67 | |
UMBS P#WN2407 4.38% 05/01/28 | 3132XGU95 | MBS/PASS THRU CERTS | 7,700,000.0000 | 7,692,833.38 | .39 | |
FGLMC P#Q53571 3.5% 01/01/48 | 3132XV6H1 | MBS/PASS THRU CERTS | 342,087.5200 | 323,489.57 | .02 | |
FGLMC P#G60910 3% 03/01/42 | 31335BAK2 | MBS/PASS THRU CERTS | 3,650,968.2000 | 3,401,668.19 | .17 | |
UMBS P#QB9896 2% 03/01/51 | 3133AG7H6 | MBS/PASS THRU CERTS | 609,442.2200 | 506,199.64 | .03 | |
UMBS P#QC5983 2.5% 08/01/51 | 3133AQUG0 | MBS/PASS THRU CERTS | 160,048.4400 | 139,403.45 | .01 | |
UMBS P#QC9119 3% 10/01/51 | 3133AUDY1 | MBS/PASS THRU CERTS | 575,673.6700 | 522,278.89 | .03 | |
UMBS P#QF2008 5% 10/01/52 | 3133BPGR3 | MBS/PASS THRU CERTS | 835,737.9600 | 835,913.46 | .04 | |
UMBS P#QN6383 2% 05/01/36 | 3133GDCU2 | MBS/PASS THRU CERTS | 458,334.9400 | 421,744.86 | .02 | |
UMBS P#QN6604 2% 06/01/36 | 3133GDKR0 | MBS/PASS THRU CERTS | 168,500.2000 | 155,046.52 | .01 | |
UMBS P#QU7398 3% 04/01/50 | 3133JLGF0 | MBS/PASS THRU CERTS | 4,964,634.1600 | 4,387,952.73 | .23 | |
UMBS P#RA2618 2.5% 05/01/50 | 3133KH4B9 | MBS/PASS THRU CERTS | 270,514.1800 | 237,747.22 | .01 | |
UMBS P#RA3513 2.5% 09/01/50 | 3133KJ3W0 | MBS/PASS THRU CERTS | 475,466.8200 | 416,447.14 | .02 | |
UMBS P#RA2898 2.5% 06/01/50 | 3133KJGF3 | MBS/PASS THRU CERTS | 321,072.6200 | 280,887.44 | .01 | |
UMBS P#RA2971 3% 07/01/50 | 3133KJJQ6 | MBS/PASS THRU CERTS | 193,411.9000 | 176,406.26 | .01 | |
UMBS P#RA2977 2.5% 07/01/50 | 3133KJJW3 | MBS/PASS THRU CERTS | 966,411.0900 | 846,800.87 | .04 | |
UMBS P#RA3454 2% 09/01/50 | 3133KJZT2 | MBS/PASS THRU CERTS | 268,209.0100 | 224,591.40 | .01 | |
UMBS P#RA3988 2.5% 11/01/50 | 3133KKND7 | MBS/PASS THRU CERTS | 551,269.3700 | 480,877.88 | .02 | |
UMBS P#RA5285 2.5% 05/01/51 | 3133KL2S5 | MBS/PASS THRU CERTS | 197,177.6200 | 171,999.94 | .01 | |
UMBS P#RA5052 2% 04/01/51 | 3133KLTH0 | MBS/PASS THRU CERTS | 786,863.1300 | 654,581.81 | .03 | |
UMBS P#RA5560 2.5% 07/01/51 | 3133KME92 | MBS/PASS THRU CERTS | 151,274.2900 | 132,153.17 | .01 | |
UMBS P#RA5663 3% 08/01/51 | 3133KMJG1 | MBS/PASS THRU CERTS | 639,452.8900 | 580,182.49 | .03 | |
UMBS P#RA5731 2% 08/01/51 | 3133KMLL7 | MBS/PASS THRU CERTS | 179,053.4400 | 149,284.35 | .01 | |
UMBS P#RA5917 3% 09/01/51 | 3133KMSE6 | MBS/PASS THRU CERTS | 472,344.4600 | 428,722.73 | .02 | |
UMBS P#RA6115 2.5% 10/01/51 | 3133KMYL3 | MBS/PASS THRU CERTS | 304,280.8700 | 265,095.65 | .01 | |
UMBS P#RA6332 2% 11/01/51 | 3133KNA94 | MBS/PASS THRU CERTS | 180,789.9500 | 151,448.34 | .01 | |
UMBS P#RA7790 5% 08/01/52 | 3133KPUP1 | MBS/PASS THRU CERTS | 171,456.6600 | 171,603.51 | .01 | |
UMBS P#RA8220 6% 11/01/52 | 3133KQDZ6 | MBS/PASS THRU CERTS | 339,515.7900 | 348,186.41 | .02 | |
UMBS P#RA8307 6% 12/01/52 | 3133KQGQ3 | MBS/PASS THRU CERTS | 412,120.2100 | 425,203.78 | .02 | |
UMBS P#RA8751 6% 03/01/53 | 3133KQWL6 | MBS/PASS THRU CERTS | 168,519.8300 | 174,688.36 | .01 | |
UMBS P#RB0369 2% 12/01/40 | 3133KTMS6 | MBS/PASS THRU CERTS | 84,133.6000 | 73,581.86 | .00 | |
UMBS P#RB0715 2% 12/01/41 | 3133KTYL8 | MBS/PASS THRU CERTS | 641,214.3800 | 557,981.43 | .03 | |
UMBS P#RB5111 2% 05/01/41 | 3133KYVC0 | MBS/PASS THRU CERTS | 538,736.0400 | 470,068.59 | .02 | |
FHS 375 C1 2.5% 01/25/51 | 3133Q5AA4 | ASSET BACKED | 873,705.8500 | 134,822.09 | .01 | |
UMBS P#SI2047 2.5% 07/01/50 | 3133USHY0 | MBS/PASS THRU CERTS | 503,669.7900 | 441,123.11 | .02 | |
FNR 2011-142 PE 3.5% 01/25/42 | 3136A3NU1 | ASSET BACKED | 471,000.0000 | 442,604.68 | .02 | |
FNR 2013-2 MA 3.5% 02/25/43 | 3136AB3Q4 | ASSET BACKED | 119,929.2200 | 115,022.11 | .01 | |
FNR 2013-62 PY 2.5% 06/25/43 | 3136AELQ8 | ASSET BACKED | 1,072,000.0000 | 917,083.78 | .05 | |
FNR 2013-72 IW 3.5% 07/25/33 | 3136AFDM3 | ASSET BACKED | 1,057,220.1700 | 79,865.90 | .00 | |
FNR 2014-95 ZC 3% 01/25/45 | 3136AL3J8 | ASSET BACKED | 552,454.5600 | 504,482.67 | .03 | |
FNR 2015-55 PD 2.5% 03/25/43 | 3136APF72 | ASSET BACKED | 434,017.9000 | 422,246.81 | .02 | |
FNR 2016-3 MI 5.5% 02/25/46 | 3136ARGB8 | ASSET BACKED | 552,633.3600 | 79,552.01 | .00 | |
FNR 2016-43 GZ 3% 07/25/46 | 3136ASXH4 | ASSET BACKED | 528,016.0600 | 464,372.01 | .02 | |
FNR 2017-24 LG 3% 04/25/37 | 3136AVQ93 | ASSET BACKED | 7,731,019.0000 | 7,282,507.03 | .37 | |
FNR 2017-22 BZ 3.5% 04/25/47 | 3136AVW62 | ASSET BACKED | 719,679.4900 | 674,548.25 | .03 | |
FNR 2017-105 ZE 3% 01/25/48 | 3136B0MR4 | ASSET BACKED | 812,434.5400 | 655,006.66 | .03 | |
FNR 2018-91 BE 3.5% 12/25/58 | 3136B3SL5 | ASSET BACKED | 518,214.6800 | 475,353.71 | .02 | |
FNA 2020-M12 IO V/R 07/25/29 | 3136B87D5 | ASSET BACKED | 32,482,798.5700 | 1,352,642.20 | .07 | |
FNA 2020-M7 X2 V/R 03/25/31 | 3136B9DK0 | ASSET BACKED | 20,675,821.4600 | 1,093,285.75 | .06 | |
FNA 2020-M15 X1 V/R 09/25/31 | 3136B9MX2 | ASSET BACKED | 10,062,767.8800 | 656,150.83 | .03 | |
FNR 2020-37 IM 4% 06/25/50 | 3136B9W45 | ASSET BACKED | 645,347.2700 | 126,913.41 | .01 | |
FNR 2020-35 AI 3% 06/25/50 | 3136BALN2 | ASSET BACKED | 349,626.8200 | 58,488.93 | .00 | |
FNR 2020-74 HI 5.5% 10/25/50 | 3136BB6V9 | ASSET BACKED | 571,040.2900 | 103,354.52 | .01 | |
FNR 2020-77 HI 4% 11/25/50 | 3136BCVU1 | ASSET BACKED | 689,720.6200 | 142,920.25 | .01 | |
FNR 2021-4 GD 1% 02/25/51 | 3136BDF37 | ASSET BACKED | 10,505,379.2600 | 8,301,170.00 | .43 | |
FNR 2020-99 KI 1.5% 11/25/35 | 3136BDFB9 | ASSET BACKED | 1,675,221.8800 | 86,345.29 | .00 | |
FNR 2021-3 NI 2.5% 02/25/51 | 3136BDQ84 | ASSET BACKED | 916,450.5700 | 130,807.01 | .01 | |
FNR 2021-3 TI 2.5% 02/25/51 | 3136BDR42 | ASSET BACKED | 885,516.7900 | 143,059.31 | .01 | |
FNR 2021-95 GI 3% 01/25/52 | 3136BKWG3 | ASSET BACKED | 904,039.9400 | 149,674.21 | .01 | |
FNR 2022-3 PI 3% 01/25/52 | 3136BLBF6 | ASSET BACKED | 776,454.2000 | 100,895.80 | .01 | |
FNA 2022-M5 A1 V/R 01/01/34 | 3136BLN63 | ASSET BACKED | 6,894,996.4400 | 6,456,893.88 | .33 | |
FNA 2022-M4 A1X V/R 05/25/30 | 3136BLQ78 | ASSET BACKED | 4,836,960.8600 | 4,534,570.51 | .23 | |
FNR 2023-36 IO 2.5% 10/25/52 | 3136BQDR7 | ASSET BACKED | 8,658,675.2500 | 1,346,474.22 | .07 | |
UMBS P#310229 3.5% 08/01/43 | 31374CSS6 | MBS/PASS THRU CERTS | 613,959.2300 | 583,918.63 | .03 | |
FHR 3835 FO ZCP 04/15/41 | 3137A9WQ5 | ASSET BACKED | 554,351.6800 | 435,475.34 | .02 | |
FHR 4223 SB V/R 07/15/43 | 3137B3MV7 | ASSET BACKED | 3,952,230.7000 | 2,844,082.52 | .15 | |
FHR 4265 GL 3% 04/15/42 | 3137B5R96 | ASSET BACKED | 1,000,000.0000 | 921,203.90 | .05 | |
FHMS Q001 A3 3.815% 02/25/32 | 3137BEWR1 | ASSET BACKED | 1,500,000.0000 | 1,460,704.50 | .07 | |
FHR 4447 IO 5% 03/15/45 | 3137BGWY1 | ASSET BACKED | 620,085.1000 | 130,227.98 | .01 | |
FHR 4457 A 2.5% 04/15/45 | 3137BHVF1 | ASSET BACKED | 8,678,355.6600 | 8,114,629.64 | .42 | |
FHR 4504 DZ 3.5% 08/15/45 | 3137BL7E2 | ASSET BACKED | 696,732.9500 | 666,766.40 | .03 | |
FHR 4518 CZ 3.5% 10/15/45 | 3137BLP93 | ASSET BACKED | 136,564.8100 | 127,377.55 | .01 | |
FHR 4655 CZ 3% 02/15/47 | 3137BVDA1 | ASSET BACKED | 9,680,594.4800 | 8,557,622.29 | .44 | |
FHMS K064 X1 V/R 03/25/27 | 3137BXR20 | ASSET BACKED | 103,362,105.0100 | 1,274,702.82 | .07 | |
FHMS K066 X1 V/R 06/25/27 | 3137F2LL8 | ASSET BACKED | 27,382,762.8900 | 441,265.01 | .02 | |
FHMS K118 X1 V/R 09/25/30 | 3137F62P1 | ASSET BACKED | 2,059,709.6100 | 94,711.01 | .00 | |
FHMS K119 X1 V/R 09/25/30 | 3137F6GV3 | ASSET BACKED | 63,199,553.4100 | 2,807,223.04 | .14 | |
FHMS K120 X1 V/R 10/25/30 | 3137F72R5 | ASSET BACKED | 28,855,529.2400 | 1,422,416.00 | .07 | |
FHMS K122 X1 V/R 11/25/30 | 3137F82T9 | ASSET BACKED | 12,631,071.2300 | 538,734.13 | .03 | |
FHMS K121 X1 V/R 10/25/30 | 3137F83S0 | ASSET BACKED | 40,958,668.5200 | 1,991,074.60 | .10 | |
FHMS K-1519 X1 V/R 12/25/35 | 3137F8TU7 | ASSET BACKED | 30,014,909.5900 | 1,367,413.25 | .07 | |
FHMS K124 X1 V/R 12/25/30 | 3137F9YZ8 | ASSET BACKED | 23,826,297.1300 | 875,211.37 | .04 | |
FHMS K125 X1 V/R 01/25/31 | 3137F9ZA2 | ASSET BACKED | 53,572,667.7600 | 1,570,686.33 | .08 | |
FHR 4751 PL 3% 12/15/47 | 3137FDB35 | ASSET BACKED | 161,375.0000 | 130,263.53 | .01 | |
FHR 5083 AI 2.5% 03/25/51 | 3137FFMX2 | ASSET BACKED | 675,433.8400 | 95,370.18 | .00 | |
FHR 4892 ES V/R 07/25/45 | 3137FMSN3 | ASSET BACKED | 3,832,593.1000 | 522,458.71 | .03 | |
FHR 4957 PB 2.5% 03/25/50 | 3137FRRL7 | ASSET BACKED | 7,865,915.7500 | 6,740,706.73 | .35 | |
FHR 5018 LW 1% 10/25/40 | 3137FXBZ0 | ASSET BACKED | 327,041.3600 | 266,976.03 | .01 | |
FHR 5092 WI 2.5% 04/25/36 | 3137FYEV4 | ASSET BACKED | 1,434,543.1300 | 136,366.24 | .01 | |
FHMS K129 X1 V/R 05/25/31 | 3137H13R5 | ASSET BACKED | 30,553,896.9800 | 1,570,818.62 | .08 | |
FHR 5131 IG 3.5% 08/25/51 | 3137H1TT3 | ASSET BACKED | 6,076,668.5900 | 1,144,065.33 | .06 | |
FHMS K130 X1 V/R 06/25/31 | 3137H1YX8 | ASSET BACKED | 30,104,061.5500 | 1,679,740.41 | .09 | |
FHMS K132 X1 V/R 08/25/31 | 3137H3EX6 | ASSET BACKED | 55,951,073.9200 | 1,623,733.74 | .08 | |
FHR 5169 IO 3% 09/25/51 | 3137H4GG9 | ASSET BACKED | 795,166.0200 | 145,855.39 | .01 | |
FHR 5178 IO 4% 03/25/45 | 3137H54D6 | ASSET BACKED | 676,302.5600 | 117,071.08 | .01 | |
FHR 5201 PA 2.5% 03/25/52 | 3137H6KN4 | ASSET BACKED | 520,622.3200 | 466,883.27 | .02 | |
FHR 5228 JL 2.5% 10/25/41 | 3137H7UV3 | ASSET BACKED | 159,000.0000 | 133,049.34 | .01 | |
FHMS K-158 A2 4.05% 07/25/33 | 3137HAGS9 | ASSET BACKED | 6,365,000.0000 | 6,304,738.09 | .32 | |
FHMS K753 X1 V/R 10/25/30 | 3137HB2N3 | ASSET BACKED | 2,351,009.9300 | 35,505.66 | .00 | |
FHMS K-162 X1 V/R 12/25/33 | 3137HBP99 | ASSET BACKED | 1,771,492.7500 | 56,909.03 | .00 | |
FHMS K517 A2 V/R 01/25/29 | 3137HC2C5 | ASSET BACKED | 686,000.0000 | 719,609.27 | .04 | |
FHMS K-164 X1 V/R 05/25/34 | 3137HDUX6 | ASSET BACKED | 2,994,919.2500 | 78,573.80 | .00 | |
UMBS P#AL6942 2.5% 06/01/30 | 3138EPWC4 | MBS/PASS THRU CERTS | 70,514.1700 | 68,202.14 | .00 | |
UMBS P#AL7968 3% 01/01/31 | 3138EQ2A9 | MBS/PASS THRU CERTS | 384,497.8900 | 375,255.58 | .02 | |
UMBS P#AR9215 3% 03/01/43 | 3138W7GZ1 | MBS/PASS THRU CERTS | 3,275,289.8500 | 3,037,559.75 | .16 | |
UMBS P#AS4501 3% 02/01/30 | 3138WEAB5 | MBS/PASS THRU CERTS | 267,574.2400 | 261,668.21 | .01 | |
UMBS P#AT7623 3% 06/01/43 | 3138WVPH8 | MBS/PASS THRU CERTS | 5,976,131.7200 | 5,542,525.48 | .28 | |
UMBS P#AZ4794 3% 10/01/30 | 3138YWKG1 | MBS/PASS THRU CERTS | 168,108.0800 | 164,042.73 | .01 | |
FNR 2011-51 TO ZCP 06/25/41 | 31397UKE8 | ASSET BACKED | 105,091.4400 | 81,363.34 | .00 | |
UMBS P#DA5006 6% 11/01/53 | 3140A5R42 | MBS/PASS THRU CERTS | 872,094.5100 | 896,366.62 | .05 | |
UMBS P#DA5054 6% 11/01/53 | 3140A5TL2 | MBS/PASS THRU CERTS | 23,256.8300 | 23,850.64 | .00 | |
UMBS P#DB2218 6% 05/01/54 | 3140ABPC3 | MBS/PASS THRU CERTS | 1,095,156.3300 | 1,120,078.12 | .06 | |
UMBS P#DB6275 5.5% 08/01/54 | 3140AF6M3 | MBS/PASS THRU CERTS | 723,100.2000 | 731,552.19 | .04 | |
UMBS P#BA4018 3.5% 03/01/46 | 3140E8PC6 | MBS/PASS THRU CERTS | 588,199.3000 | 555,061.38 | .03 | |
UMBS P#BD7043 4% 03/01/47 | 3140FEZH0 | MBS/PASS THRU CERTS | 518,043.5000 | 504,692.00 | .03 | |
UMBS P#BF0144 3.5% 10/01/56 | 3140FXES7 | MBS/PASS THRU CERTS | 924,986.9000 | 859,096.56 | .04 | |
UMBS P#BF0168 3.5% 02/01/57 | 3140FXFJ6 | MBS/PASS THRU CERTS | 187,435.7700 | 174,083.87 | .01 | |
UMBS P#BF0175 2.5% 01/01/57 | 3140FXFR8 | MBS/PASS THRU CERTS | 627,321.3800 | 541,525.77 | .03 | |
UMBS P#BF0352 3% 04/01/53 | 3140FXMA7 | MBS/PASS THRU CERTS | 3,840,733.8400 | 3,478,602.76 | .18 | |
UMBS P#BH5752 3.5% 11/01/47 | 3140GUMA2 | MBS/PASS THRU CERTS | 748,735.2400 | 706,554.70 | .04 | |
UMBS P#BJ2763 4.5% 05/01/48 | 3140H4B94 | MBS/PASS THRU CERTS | 205,476.2100 | 204,761.92 | .01 | |
UMBS P#BK1983 3.5% 03/01/33 | 3140HFFZ7 | MBS/PASS THRU CERTS | 560,723.9400 | 552,767.45 | .03 | |
UMBS P#BK3050 2% 09/01/40 | 3140HGL88 | MBS/PASS THRU CERTS | 336,103.9800 | 294,386.60 | .02 | |
UMBS P#BM3075 3.5% 07/01/32 | 3140J7MZ5 | MBS/PASS THRU CERTS | 183,444.1500 | 181,192.55 | .01 | |
UMBS P#BM3415 2.5% 02/01/47 | 3140J7YM1 | MBS/PASS THRU CERTS | 5,581,797.8000 | 4,971,750.78 | .25 | |
UMBS P#BM4919 4% 11/01/38 | 3140J9PD7 | MBS/PASS THRU CERTS | 411,271.5400 | 408,718.86 | .02 | |
UMBS P#BM5010 3.5% 02/01/48 | 3140J9R86 | MBS/PASS THRU CERTS | 774,104.5300 | 737,958.52 | .04 | |
UMBS P#BM5024 3% 11/01/48 | 3140J9SN2 | MBS/PASS THRU CERTS | 107,682.0900 | 98,685.02 | .01 | |
UMBS P#BP3414 2% 05/01/36 | 3140KAYL4 | MBS/PASS THRU CERTS | 265,077.1400 | 243,913.54 | .01 | |
UMBS P#BQ0194 2% 08/01/50 | 3140KKGC2 | MBS/PASS THRU CERTS | 4,235,371.9200 | 3,570,466.85 | .18 | |
UMBS P#BQ1150 2.5% 10/01/50 | 3140KLH47 | MBS/PASS THRU CERTS | 90,350.2900 | 79,266.57 | .00 | |
UMBS P#BQ4491 2% 02/01/51 | 3140KP7D9 | MBS/PASS THRU CERTS | 1,623,839.8000 | 1,350,318.78 | .07 | |
UMBS P#BQ7737 2% 03/01/51 | 3140KTS30 | MBS/PASS THRU CERTS | 727,421.0300 | 608,801.88 | .03 | |
UMBS P#BR0948 2% 04/01/51 | 3140KYBS2 | MBS/PASS THRU CERTS | 816,090.0800 | 675,942.65 | .03 | |
UMBS P#BR1035 2% 05/01/51 | 3140KYEH3 | MBS/PASS THRU CERTS | 432,531.7500 | 358,804.44 | .02 | |
UMBS P#BR1339 2% 02/01/51 | 3140KYPZ1 | MBS/PASS THRU CERTS | 1,378,939.0200 | 1,163,618.86 | .06 | |
UMBS P#BR4390 2% 03/01/51 | 3140L22Y8 | MBS/PASS THRU CERTS | 757,197.7000 | 630,328.57 | .03 | |
UMBS P#BR4393 2% 03/01/51 | 3140L23B7 | MBS/PASS THRU CERTS | 916,614.0700 | 762,748.19 | .04 | |
UMBS P#BS1636 2.25% 04/01/33 | 3140LBZA4 | MBS/PASS THRU CERTS | 225,065.0000 | 194,865.87 | .01 | |
UMBS P#BS6519 3.52% 11/01/32 | 3140LHG53 | MBS/PASS THRU CERTS | 475,000.0000 | 452,988.94 | .02 | |
UMBS P#BS8255 4.19% 04/01/28 | 3140LKE58 | MBS/PASS THRU CERTS | 475,000.0000 | 477,033.21 | .02 | |
UMBS P#BS8234 4.37% 05/01/28 | 3140LKEG4 | MBS/PASS THRU CERTS | 166,737.0000 | 168,422.97 | .01 | |
UMBS P#BS8266 4.75% 04/01/28 | 3140LKFG3 | MBS/PASS THRU CERTS | 120,000.0000 | 122,452.81 | .01 | |
UMBS P#BS8547 4.46% 05/01/28 | 3140LKP98 | MBS/PASS THRU CERTS | 452,369.0000 | 458,163.12 | .02 | |
UMBS P#BS8762 4.03% 06/01/28 | 3140LKWY5 | MBS/PASS THRU CERTS | 387,764.0000 | 386,874.25 | .02 | |
UMBS P#BT2752 2% 08/01/36 | 3140LRBW7 | MBS/PASS THRU CERTS | 59,104.8000 | 54,385.44 | .00 | |
UMBS P#BT5572 3% 08/01/51 | 3140LUFN6 | MBS/PASS THRU CERTS | 457,304.7300 | 414,309.90 | .02 | |
UMBS P#BT7341 2% 09/01/36 | 3140LWEP8 | MBS/PASS THRU CERTS | 315,574.5100 | 290,374.77 | .01 | |
UMBS P#BU0986 2.5% 11/01/51 | 3140M2CY6 | MBS/PASS THRU CERTS | 298,066.2600 | 261,218.69 | .01 | |
UMBS P#BU1062 2.5% 10/01/51 | 3140M2FC1 | MBS/PASS THRU CERTS | 250,993.4000 | 218,618.87 | .01 | |
UMBS P#BU5932 2% 12/01/36 | 3140M7SW2 | MBS/PASS THRU CERTS | 256,921.9800 | 236,403.48 | .01 | |
UMBS P#BU7573 3% 01/01/52 | 3140M9MX2 | MBS/PASS THRU CERTS | 287,320.6100 | 259,556.81 | .01 | |
UMBS P#BU7899 2.5% 01/01/52 | 3140M9X51 | MBS/PASS THRU CERTS | 468,807.4300 | 410,849.36 | .02 | |
UMBS P#BU8959 1.5% 11/01/51 | 3140MA5V2 | MBS/PASS THRU CERTS | 143,776.7900 | 113,769.15 | .01 | |
UMBS P#BV4196 3% 04/01/52 | 3140MHUW7 | MBS/PASS THRU CERTS | 313,927.4900 | 284,818.35 | .01 | |
UMBS P#BW1201 5% 09/01/52 | 3140MSKP9 | MBS/PASS THRU CERTS | 948,503.2900 | 948,657.96 | .05 | |
UMBS P#BW9008 5% 10/01/52 | 3140N2AJ0 | MBS/PASS THRU CERTS | 870,226.9300 | 869,950.39 | .04 | |
UMBS P#BX1766 5% 11/01/52 | 3140N56C3 | MBS/PASS THRU CERTS | 109,672.0100 | 109,635.91 | .01 | |
UMBS P#BX2554 5% 11/01/52 | 3140N6ZU9 | MBS/PASS THRU CERTS | 23,239.8600 | 23,244.77 | .00 | |
UMBS P#BX8385 5% 03/01/53 | 3140NDJ73 | MBS/PASS THRU CERTS | 82,479.6600 | 82,453.80 | .00 | |
UMBS P#BZ0044 5.065% 12/01/28 | 3140NUBN8 | MBS/PASS THRU CERTS | 585,000.0000 | 606,662.03 | .03 | |
UMBS P#BZ0611 4.39% 04/01/29 | 3140NUVD8 | MBS/PASS THRU CERTS | 793,797.0000 | 803,454.10 | .04 | |
UMBS P#CA1909 4.5% 06/01/48 | 3140Q9DP5 | MBS/PASS THRU CERTS | 208,775.6300 | 207,614.28 | .01 | |
UMBS P#CA4794 3% 12/01/49 | 3140QCKG0 | MBS/PASS THRU CERTS | 50,741.0200 | 46,364.21 | .00 | |
UMBS P#CA5224 3% 02/01/50 | 3140QCYW0 | MBS/PASS THRU CERTS | 203,525.4400 | 186,318.94 | .01 | |
UMBS P#CA5504 2.5% 04/01/50 | 3140QDDJ0 | MBS/PASS THRU CERTS | 293,895.0600 | 256,295.13 | .01 | |
UMBS P#CA6347 2.5% 07/01/50 | 3140QEBR2 | MBS/PASS THRU CERTS | 53,424.0400 | 46,589.23 | .00 | |
UMBS P#CA6614 3% 08/01/50 | 3140QEK43 | MBS/PASS THRU CERTS | 202,142.9300 | 183,953.05 | .01 | |
UMBS P#CA6740 3% 08/01/50 | 3140QEP22 | MBS/PASS THRU CERTS | 455,541.7000 | 417,416.01 | .02 | |
UMBS P#CA6902 2% 09/01/50 | 3140QEU42 | MBS/PASS THRU CERTS | 1,204,497.5000 | 1,008,690.33 | .05 | |
UMBS P#CA7057 3.5% 09/01/50 | 3140QEZX3 | MBS/PASS THRU CERTS | 155,652.1700 | 147,516.89 | .01 | |
UMBS P#CA7228 2.5% 10/01/50 | 3140QFA66 | MBS/PASS THRU CERTS | 4,772,409.7100 | 4,207,252.22 | .22 | |
UMBS P#CA7257 2.5% 10/01/50 | 3140QFB32 | MBS/PASS THRU CERTS | 734,136.2200 | 645,213.78 | .03 | |
UMBS P#CA7381 3% 10/01/50 | 3140QFFX2 | MBS/PASS THRU CERTS | 358,760.4500 | 326,027.48 | .02 | |
UMBS P#CA7605 3% 11/01/50 | 3140QFNX3 | MBS/PASS THRU CERTS | 2,243,922.5200 | 2,057,124.79 | .11 | |
UMBS P#CA8933 2% 02/01/51 | 3140QG4T1 | MBS/PASS THRU CERTS | 422,856.6800 | 354,665.66 | .02 | |
UMBS P#CA8304 2% 12/01/40 | 3140QGGN1 | MBS/PASS THRU CERTS | 104,261.3900 | 91,217.83 | .00 | |
UMBS P#CA9381 2% 03/01/51 | 3140QHM77 | MBS/PASS THRU CERTS | 2,372,624.9400 | 1,970,673.26 | .10 | |
UMBS P#CB0414 2.5% 05/01/51 | 3140QKN87 | MBS/PASS THRU CERTS | 445,668.3500 | 388,103.01 | .02 | |
UMBS P#CB0440 2.5% 05/01/51 | 3140QKP28 | MBS/PASS THRU CERTS | 1,886,425.8700 | 1,657,733.25 | .09 | |
UMBS P#CB0463 2% 05/01/41 | 3140QKQR2 | MBS/PASS THRU CERTS | 112,195.1600 | 97,902.99 | .01 | |
UMBS P#CB0609 2.5% 05/01/51 | 3140QKVB1 | MBS/PASS THRU CERTS | 858,402.8900 | 751,047.54 | .04 | |
UMBS P#CB0737 3% 06/01/51 | 3140QKZB7 | MBS/PASS THRU CERTS | 89,259.9200 | 80,912.73 | .00 | |
UMBS P#CB1131 2.5% 07/01/51 | 3140QLHH2 | MBS/PASS THRU CERTS | 409,123.6700 | 356,885.56 | .02 | |
UMBS P#CB1146 3% 07/01/51 | 3140QLHY5 | MBS/PASS THRU CERTS | 647,228.7600 | 585,608.93 | .03 | |
UMBS P#CB1805 2.5% 10/01/51 | 3140QMAF1 | MBS/PASS THRU CERTS | 174,799.0400 | 153,478.79 | .01 | |
UMBS P#CB1908 2.5% 10/01/51 | 3140QMDN1 | MBS/PASS THRU CERTS | 1,755,683.7200 | 1,529,039.17 | .08 | |
UMBS P#CB2436 3% 12/01/51 | 3140QMV68 | MBS/PASS THRU CERTS | 199,306.9900 | 180,569.33 | .01 | |
UMBS P#CB4135 5% 07/01/52 | 3140QPSZ1 | MBS/PASS THRU CERTS | 591,323.1800 | 591,996.44 | .03 | |
UMBS P#CB5300 5.5% 12/01/52 | 3140QQ3J2 | MBS/PASS THRU CERTS | 1,324,592.3200 | 1,343,185.33 | .07 | |
UMBS P#CB4573 5% 09/01/52 | 3140QQCK9 | MBS/PASS THRU CERTS | 5,308,432.6800 | 5,309,058.12 | .27 | |
UMBS P#CB4917 5.5% 10/01/52 | 3140QQPB5 | MBS/PASS THRU CERTS | 402,758.4100 | 410,289.39 | .02 | |
UMBS P#CB5108 5.5% 11/01/52 | 3140QQVA0 | MBS/PASS THRU CERTS | 417,212.4800 | 424,965.34 | .02 | |
UMBS P#CB5113 5.5% 11/01/52 | 3140QQVF9 | MBS/PASS THRU CERTS | 521,477.5300 | 528,882.16 | .03 | |
UMBS P#CB6484 5.5% 06/01/53 | 3140QSF22 | MBS/PASS THRU CERTS | 742,059.2400 | 752,026.98 | .04 | |
UMBS P#FM3505 2.5% 06/01/50 | 3140X63P4 | MBS/PASS THRU CERTS | 293,045.2700 | 255,646.75 | .01 | |
UMBS P#FM3664 4% 03/01/49 | 3140X7CA5 | MBS/PASS THRU CERTS | 2,132,059.3000 | 2,073,849.33 | .11 | |
UMBS P#FM4733 4% 10/01/48 | 3140X8HK6 | MBS/PASS THRU CERTS | 1,030,850.5900 | 1,002,711.55 | .05 | |
UMBS P#FM4865 2.5% 11/01/50 | 3140X8MP9 | MBS/PASS THRU CERTS | 9,245,252.3300 | 8,022,136.70 | .41 | |
UMBS P#FM4969 2% 12/01/50 | 3140X8QX8 | MBS/PASS THRU CERTS | 294,969.5100 | 247,627.64 | .01 | |
UMBS P#FM5063 3.5% 07/01/50 | 3140X8TV9 | MBS/PASS THRU CERTS | 404,165.7000 | 381,134.21 | .02 | |
UMBS P#FM5109 3.5% 05/01/47 | 3140X8VB0 | MBS/PASS THRU CERTS | 612,531.2700 | 581,703.34 | .03 | |
UMBS P#FM5166 3% 12/01/50 | 3140X8W45 | MBS/PASS THRU CERTS | 483,751.7900 | 440,620.95 | .02 | |
UMBS P#FM5423 2.5% 01/01/51 | 3140X9AZ8 | MBS/PASS THRU CERTS | 286,643.0000 | 251,385.95 | .01 | |
UMBS P#FM6887 2.5% 05/01/51 | 3140XAUM2 | MBS/PASS THRU CERTS | 430,245.1600 | 378,350.41 | .02 | |
UMBS P#FM7203 2% 05/01/51 | 3140XBAD2 | MBS/PASS THRU CERTS | 5,397,133.2100 | 4,526,734.46 | .23 | |
UMBS P#FM7599 3.5% 01/01/51 | 3140XBNR7 | MBS/PASS THRU CERTS | 587,301.9100 | 554,233.12 | .03 | |
UMBS P#FM7815 2% 05/01/36 | 3140XBVH0 | MBS/PASS THRU CERTS | 232,495.2800 | 213,934.77 | .01 | |
UMBS P#FM7861 4% 08/01/38 | 3140XBWX4 | MBS/PASS THRU CERTS | 253,873.7700 | 252,990.56 | .01 | |
UMBS P#FM8911 3.5% 02/01/51 | 3140XC3V8 | MBS/PASS THRU CERTS | 1,288,244.8000 | 1,212,921.65 | .06 | |
UMBS P#FM8981 3% 10/01/51 | 3140XC6T0 | MBS/PASS THRU CERTS | 112,444.7500 | 101,928.89 | .01 | |
UMBS P#FM8350 1.5% 09/01/51 | 3140XCH43 | MBS/PASS THRU CERTS | 1,017,460.3100 | 805,907.39 | .04 | |
UMBS P#FM8373 2% 08/01/36 | 3140XCJT6 | MBS/PASS THRU CERTS | 428,402.6500 | 394,197.51 | .02 | |
UMBS P#FM8535 4% 06/01/48 | 3140XCPV4 | MBS/PASS THRU CERTS | 798,882.0900 | 779,314.37 | .04 | |
UMBS P#FM8609 3% 09/01/51 | 3140XCR75 | MBS/PASS THRU CERTS | 681,826.3300 | 620,647.12 | .03 | |
UMBS P#FM9115 2% 10/01/41 | 3140XDDV5 | MBS/PASS THRU CERTS | 154,880.5000 | 134,930.72 | .01 | |
UMBS P#FM9210 3% 10/01/51 | 3140XDGU4 | MBS/PASS THRU CERTS | 123,583.0800 | 111,689.51 | .01 | |
UMBS P#FM9330 3% 07/01/51 | 3140XDLL8 | MBS/PASS THRU CERTS | 107,153.7700 | 97,231.21 | .00 | |
UMBS P#FM9499 2.5% 11/01/51 | 3140XDRV0 | MBS/PASS THRU CERTS | 1,862,737.1500 | 1,632,472.46 | .08 | |
UMBS P#FM9993 3.5% 07/01/51 | 3140XEC77 | MBS/PASS THRU CERTS | 6,685,827.3800 | 6,309,371.51 | .32 | |
UMBS P#FS0043 3% 05/01/51 | 3140XFBM2 | MBS/PASS THRU CERTS | 390,263.2300 | 357,918.44 | .02 | |
UMBS P#FS0434 2.5% 11/01/51 | 3140XFPU9 | MBS/PASS THRU CERTS | 1,082,470.0600 | 953,411.54 | .05 | |
UMBS P#FS0701 3% 12/01/51 | 3140XFX71 | MBS/PASS THRU CERTS | 384,782.7900 | 348,606.79 | .02 | |
UMBS P#FS0973 3% 08/01/50 | 3140XGCK3 | MBS/PASS THRU CERTS | 178,100.1100 | 163,327.38 | .01 | |
UMBS P#FS1107 2.5% 12/01/51 | 3140XGGR4 | MBS/PASS THRU CERTS | 374,637.1600 | 328,123.84 | .02 | |
UMBS P#FS1108 2.5% 09/01/51 | 3140XGGS2 | MBS/PASS THRU CERTS | 260,037.7800 | 226,631.80 | .01 | |
UMBS P#FS1133 4% 10/01/51 | 3140XGHK8 | MBS/PASS THRU CERTS | 2,102,424.4500 | 2,018,942.75 | .10 | |
UMBS P#FS1172 3% 11/01/51 | 3140XGJS9 | MBS/PASS THRU CERTS | 919,216.2700 | 831,469.68 | .04 | |
UMBS P#FS1369 4% 04/01/50 | 3140XGQX0 | MBS/PASS THRU CERTS | 587,624.2200 | 571,565.20 | .03 | |
UMBS P#FS1386 3% 10/01/51 | 3140XGRG6 | MBS/PASS THRU CERTS | 593,165.2500 | 538,591.64 | .03 | |
UMBS P#FS1621 2% 07/01/51 | 3140XGYT0 | MBS/PASS THRU CERTS | 137,737.6400 | 114,637.82 | .01 | |
UMBS P#FS2598 3% 05/01/52 | 3140XH3G0 | MBS/PASS THRU CERTS | 429,295.1200 | 388,790.21 | .02 | |
UMBS P#FS1862 2.5% 03/01/52 | 3140XHB89 | MBS/PASS THRU CERTS | 313,956.2700 | 273,787.20 | .01 | |
UMBS P#FS1892 4% 08/01/49 | 3140XHC62 | MBS/PASS THRU CERTS | 36,577.4000 | 35,822.79 | .00 | |
UMBS P#FS1886 3% 11/01/51 | 3140XHCY1 | MBS/PASS THRU CERTS | 207,399.0800 | 189,079.78 | .01 | |
UMBS P#FS1911 3% 08/01/51 | 3140XHDR5 | MBS/PASS THRU CERTS | 187,489.7800 | 170,928.74 | .01 | |
UMBS P#FS2020 4% 04/01/49 | 3140XHG68 | MBS/PASS THRU CERTS | 864,839.7700 | 837,642.22 | .04 | |
UMBS P#FS2033 2% 06/01/36 | 3140XHHK6 | MBS/PASS THRU CERTS | 645,996.9900 | 595,209.83 | .03 | |
UMBS P#FS2099 1.5% 04/01/52 | 3140XHKM8 | MBS/PASS THRU CERTS | 828,839.3000 | 655,089.49 | .03 | |
UMBS P#FS2185 4% 06/01/52 | 3140XHNB9 | MBS/PASS THRU CERTS | 425,318.4600 | 410,268.05 | .02 | |
UMBS P#FS2380 4% 08/01/51 | 3140XHUE5 | MBS/PASS THRU CERTS | 267,082.3800 | 259,783.29 | .01 | |
UMBS P#FS2451 4% 05/01/49 | 3140XHWM5 | MBS/PASS THRU CERTS | 137,987.7700 | 134,559.36 | .01 | |
UMBS P#FS2715 3.5% 04/01/52 | 3140XJAR4 | MBS/PASS THRU CERTS | 645,913.9800 | 606,883.22 | .03 | |
UMBS P#FS2831 4% 03/01/46 | 3140XJED1 | MBS/PASS THRU CERTS | 83,082.3900 | 81,327.21 | .00 | |
UMBS P#FS3026 2.5% 11/01/51 | 3140XJLG6 | MBS/PASS THRU CERTS | 106,101.3800 | 93,085.84 | .00 | |
UMBS P#FS3092 2.5% 04/01/52 | 3140XJNJ8 | MBS/PASS THRU CERTS | 378,038.6900 | 329,237.00 | .02 | |
UMBS P#FS3293 5.5% 11/01/52 | 3140XJUT8 | MBS/PASS THRU CERTS | 253,595.5900 | 257,035.02 | .01 | |
UMBS P#FS3451 2.5% 03/01/52 | 3140XJZR7 | MBS/PASS THRU CERTS | 359,637.4500 | 313,586.34 | .02 | |
UMBS P#FS3621 2.5% 11/01/51 | 3140XKAX8 | MBS/PASS THRU CERTS | 600,732.1100 | 523,876.72 | .03 | |
UMBS P#FS3771 4.5% 12/01/37 | 3140XKFM7 | MBS/PASS THRU CERTS | 325,633.1400 | 329,216.83 | .02 | |
UMBS P#FS4114 4.5% 03/01/53 | 3140XKSC5 | MBS/PASS THRU CERTS | 809,792.3600 | 796,040.81 | .04 | |
UMBS P#FS4605 2.5% 07/01/50 | 3140XLDK1 | MBS/PASS THRU CERTS | 242,917.9400 | 213,818.27 | .01 | |
UMBS P#FS4619 4.5% 10/01/50 | 3140XLDZ8 | MBS/PASS THRU CERTS | 3,440,661.7100 | 3,428,119.81 | .18 | |
UMBS P#FS4639 6% 05/01/53 | 3140XLEM6 | MBS/PASS THRU CERTS | 429,334.3500 | 444,684.77 | .02 | |
UMBS P#FS4975 2% 06/01/37 | 3140XLQ50 | MBS/PASS THRU CERTS | 30,070.4300 | 27,510.96 | .00 | |
UMBS P#FS5180 5% 09/01/52 | 3140XLXJ2 | MBS/PASS THRU CERTS | 4,268,261.0900 | 4,274,208.95 | .22 | |
UMBS P#FS5497 4% 01/01/49 | 3140XMDB9 | MBS/PASS THRU CERTS | 107,389.0200 | 105,253.29 | .01 | |
UMBS P#FS5947 5.5% 07/01/53 | 3140XMTD8 | MBS/PASS THRU CERTS | 7,279,577.6000 | 7,486,496.75 | .38 | |
UMBS P#FS6067 4% 08/01/51 | 3140XMW51 | MBS/PASS THRU CERTS | 107,083.2800 | 105,350.89 | .01 | |
UMBS P#FS8968 6% 09/01/54 | 3140XQ6E2 | MBS/PASS THRU CERTS | 450,829.0000 | 461,545.65 | .02 | |
UMBS P#FS8152 6% 06/01/54 | 3140XQBW6 | MBS/PASS THRU CERTS | 3,203,704.7700 | 3,305,731.59 | .17 | |
UMBS P#FS8642 6% 06/01/54 | 3140XQS81 | MBS/PASS THRU CERTS | 6,782,475.9100 | 7,015,880.30 | .36 | |
UMBS P#FP0036 2.5% 02/01/51 | 3140XTBE0 | MBS/PASS THRU CERTS | 545,565.9600 | 475,331.83 | .02 | |
UMBS P#MA2804 3% 11/01/36 | 31418CDJ0 | MBS/PASS THRU CERTS | 900,376.6800 | 857,478.49 | .04 | |
UMBS P#MA3059 3.5% 07/01/37 | 31418CMH4 | MBS/PASS THRU CERTS | 361,379.8900 | 351,274.97 | .02 | |
UMBS P#MA3211 4% 12/01/47 | 31418CR97 | MBS/PASS THRU CERTS | 51,425.2000 | 50,147.29 | .00 | |
UMBS P#MA3277 4% 02/01/48 | 31418CUB8 | MBS/PASS THRU CERTS | 73,240.0600 | 71,238.94 | .00 | |
UMBS P#MA4399 2.5% 08/01/51 | 31418D3H3 | MBS/PASS THRU CERTS | 10,184,924.0600 | 8,844,074.73 | .45 | |
UMBS P#MA4400 3% 08/01/51 | 31418D3J9 | MBS/PASS THRU CERTS | 308,155.7800 | 278,482.77 | .01 | |
UMBS P#MA4415 3% 09/01/51 | 31418D3Z3 | MBS/PASS THRU CERTS | 97,142.0200 | 87,718.43 | .00 | |
UMBS P#MA4436 1.5% 10/01/51 | 31418D4W9 | MBS/PASS THRU CERTS | 239,107.5700 | 189,098.44 | .01 | |
UMBS P#MA4438 2.5% 10/01/51 | 31418D4Y5 | MBS/PASS THRU CERTS | 5,823,046.9500 | 5,052,924.18 | .26 | |
UMBS P#MA4439 3% 10/01/51 | 31418D4Z2 | MBS/PASS THRU CERTS | 361,209.3700 | 325,646.70 | .02 | |
UMBS P#MA4446 2% 10/01/41 | 31418D5G3 | MBS/PASS THRU CERTS | 308,423.1000 | 268,552.96 | .01 | |
UMBS P#MA4466 2.5% 11/01/51 | 31418D6C1 | MBS/PASS THRU CERTS | 5,501,210.2400 | 4,769,276.36 | .24 | |
UMBS P#MA4493 2.5% 12/01/51 | 31418D7F3 | MBS/PASS THRU CERTS | 5,884,400.4700 | 5,121,742.68 | .26 | |
UMBS P#MA3834 3% 11/01/49 | 31418DHL9 | MBS/PASS THRU CERTS | 3,809,325.0000 | 3,480,731.94 | .18 | |
UMBS P#MA4100 2% 08/01/50 | 31418DRW4 | MBS/PASS THRU CERTS | 6,440,745.3900 | 5,371,607.74 | .28 | |
UMBS P#MA4120 2.5% 09/01/50 | 31418DSJ2 | MBS/PASS THRU CERTS | 494,392.6600 | 431,143.55 | .02 | |
UMBS P#MA4204 2% 12/01/40 | 31418DU67 | MBS/PASS THRU CERTS | 692,034.5000 | 606,855.16 | .03 | |
UMBS P#MA4208 2% 12/01/50 | 31418DVA7 | MBS/PASS THRU CERTS | 494,758.3700 | 412,400.34 | .02 | |
UMBS P#MA4255 2% 02/01/51 | 31418DWR9 | MBS/PASS THRU CERTS | 221,625.2100 | 184,044.35 | .01 | |
UMBS P#MA4256 2.5% 02/01/51 | 31418DWS7 | MBS/PASS THRU CERTS | 479,703.4600 | 417,425.66 | .02 | |
UMBS P#MA4281 2% 03/01/51 | 31418DXK3 | MBS/PASS THRU CERTS | 823,646.4100 | 682,201.52 | .03 | |
UMBS P#MA4305 2% 04/01/51 | 31418DYB2 | MBS/PASS THRU CERTS | 2,015,897.8300 | 1,676,221.34 | .09 | |
UMBS P#MA4311 2% 04/01/41 | 31418DYH9 | MBS/PASS THRU CERTS | 365,883.4600 | 320,031.41 | .02 | |
UMBS P#MA4325 2% 05/01/51 | 31418DYX4 | MBS/PASS THRU CERTS | 7,746,888.4900 | 6,440,661.60 | .33 | |
UMBS P#MA4326 2.5% 05/01/51 | 31418DYY2 | MBS/PASS THRU CERTS | 1,270,528.2200 | 1,104,047.60 | .06 | |
UMBS P#MA4356 2.5% 06/01/51 | 31418DZW5 | MBS/PASS THRU CERTS | 1,220,194.7400 | 1,061,510.92 | .05 | |
UMBS P#MA5354 6% 05/01/54 | 31418E5Q9 | MBS/PASS THRU CERTS | 1,604,662.1600 | 1,640,028.00 | .08 | |
UMBS P#MA4548 2.5% 02/01/52 | 31418EBS8 | MBS/PASS THRU CERTS | 6,961,446.0300 | 6,023,078.54 | .31 | |
UMBS P#MA4549 3% 02/01/52 | 31418EBT6 | MBS/PASS THRU CERTS | 6,338,281.7500 | 5,701,667.58 | .29 | |
UMBS P#MA4655 4% 07/01/52 | 31418EE55 | MBS/PASS THRU CERTS | 3,931,848.9300 | 3,778,644.99 | .19 | |
UMBS P#MA4656 4.5% 07/01/52 | 31418EE63 | MBS/PASS THRU CERTS | 3,690,773.0100 | 3,632,664.41 | .19 | |
UMBS P#MA4761 5% 09/01/52 | 31418EJF8 | MBS/PASS THRU CERTS | 6,416,873.4700 | 6,425,996.98 | .33 | |
UMBS P#MA4841 5% 12/01/52 | 31418ELX6 | MBS/PASS THRU CERTS | 1,720,106.3100 | 1,723,544.80 | .09 | |
UMBS P#MA4869 5.5% 01/01/53 | 31418EMT4 | MBS/PASS THRU CERTS | 5,891,682.4800 | 5,962,288.46 | .31 | |
UMBS P#MA4919 5.5% 02/01/53 | 31418EPD6 | MBS/PASS THRU CERTS | 5,690,005.2100 | 5,757,879.86 | .30 | |
UMBS P#MA4978 5% 04/01/53 | 31418EQ86 | MBS/PASS THRU CERTS | 8,374,319.3100 | 8,375,445.40 | .43 | |
UMBS P#MA5163 4.5% 10/01/53 | 31418EWZ9 | MBS/PASS THRU CERTS | 4,955,895.5000 | 4,872,751.14 | .25 | |
UMBS P#MA5188 4.5% 11/01/53 | 31418EXS4 | MBS/PASS THRU CERTS | 4,628,612.0700 | 4,550,959.56 | .23 | |
FNS 426 C38 2% 03/25/52 | 31422M2A3 | ASSET BACKED | 1,139,359.3000 | 140,581.77 | .01 | |
FNS 429 C3 2.5% 09/25/52 | 31423YVK2 | ASSET BACKED | 932,120.4200 | 147,639.77 | .01 | |
FNS 437 C8 2.5% 06/25/52 | 31424UPE0 | ASSET BACKED | 954,579.6600 | 146,033.38 | .01 | |
FHS 405 C17 2.5% 08/25/52 | 3142G5QB7 | ASSET BACKED | 1,953,311.6600 | 296,552.73 | .02 | |
UMBS P#RJ1858 6% 06/01/54 | 3142GSB49 | MBS/PASS THRU CERTS | 1,383,872.0500 | 1,423,698.77 | .07 | |
UMBS P#RJ2244 6% 08/01/54 | 3142GSP69 | MBS/PASS THRU CERTS | 1,293,845.8100 | 1,330,155.92 | .07 | |
FERTITTA ENTERT 6.75% 01/15/30 | 31556TAC3 | CORPORATE BONDS | 95,000.0000 | 88,507.50 | .00 | |
EFMT 2021-2 A1 V/R 06/25/66 | 31572LAA4 | ASSET BACKED | 207,450.4800 | 174,039.71 | .01 | |
EFMT 2022-1 A1 V/R 01/25/67 | 31573CAA3 | ASSET BACKED | 627,469.6000 | 554,653.38 | .03 | |
EFMT 2021-3 A1 V/R 09/25/66 | 31573JAA8 | ASSET BACKED | 799,081.4500 | 668,222.91 | .03 | |
EFMT 2021-1 A1 V/R 02/25/66 | 31574XAA6 | ASSET BACKED | 78,559.2800 | 68,167.97 | .00 | |
FFML 2007-FF2 A1 V/R 03/25/37 | 32029GAA2 | ASSET BACKED | 4,999,606.9900 | 2,601,138.03 | .13 | |
FKH 2022-SFR2 4.25% 07/17/27 | 33767PAA6 | ASSET BACKED | 1,360,011.4100 | 1,345,642.35 | .07 | |
FISERV INC 5.45% 03/15/34 | 337738BL1 | CORPORATE BONDS | 195,000.0000 | 203,804.71 | .01 | |
FIRSTENERGY CORP 4.15% 07/15/27 | FE27 | 337932AH0 | CORPORATE BONDS | 125,000.0000 | 123,701.55 | .01 |
FCAT 2023-1 B 5.05% 02/17/26 | 337955AG3 | ASSET BACKED | 173,000.0000 | 173,578.74 | .01 | |
FIVE CORNERS FN 2.85% 05/15/30 | 33834DAA2 | CORPORATE BONDS | 6,134,000.0000 | 5,668,291.39 | .29 | |
FCAT 2023-2 B 5.21% 05/15/28 | 33843EAG6 | ASSET BACKED | 470,000.0000 | 472,256.89 | .02 | |
FLORIDA POWER & 5.3% 06/15/34 | 341081GU5 | CORPORATE BONDS | 1,945,000.0000 | 2,063,095.25 | .11 | |
FORDO 2023-B B 5.56% 02/15/27 | 344930AF9 | ASSET BACKED | 3,350,000.0000 | 3,443,477.40 | .18 | |
FORDO 2023-B C 5.71% 02/15/27 | 344930AG7 | ASSET BACKED | 2,405,000.0000 | 2,476,452.55 | .13 | |
FORDL 2024-B A 4.99% 12/15/26 | 345279AD5 | ASSET BACKED | 5,800,000.0000 | 5,876,045.54 | .30 | |
FORDL 2023-B B 6.2% 03/15/26 | 34529NAF7 | ASSET BACKED | 5,640,000.0000 | 5,757,983.72 | .30 | |
FORDR 2020-1 C 2.54% 02/15/25 | 34531NAE6 | ASSET BACKED | 6,750,000.0000 | 6,679,699.43 | .34 | |
FORDR 2020-2 C 1.74% 10/15/25 | 34532JAC8 | ASSET BACKED | 3,650,000.0000 | 3,523,271.27 | .18 | |
FORD MOTOR COMP 3.25% 02/12/32 | 345370DA5 | CORPORATE BONDS | 238,000.0000 | 202,686.78 | .01 | |
FORTRESS TRANS 7.875% 12/01/30 | 34960PAE1 | CORPORATE BONDS | 155,000.0000 | 166,984.29 | .01 | |
FORTREA HOLDINGS 7.5% 07/01/30 | 34965KAA5 | CORPORATE BONDS | 55,000.0000 | 55,361.08 | .00 | |
FOUNDRY JV HOLD 6.15% 01/25/32 | 350930AC7 | CORPORATE BONDS | 1,355,000.0000 | 1,409,135.27 | .07 | |
SCRT 2019-1 MT 3.5% 07/25/58 | 35563PJE0 | ASSET BACKED | 472,907.9400 | 430,366.32 | .02 | |
SCRT 2019-1 MA 3.5% 07/25/58 | 35563PJF7 | ASSET BACKED | 280,838.1300 | 272,433.49 | .01 | |
SCRT 2019-4 MV 3% 02/25/59 | 35563PMN6 | ASSET BACKED | 5,215,936.1100 | 4,590,588.66 | .24 | |
SCRT 2020-1 MT 2.5% 08/25/59 | 35563PNN5 | ASSET BACKED | 589,427.0600 | 501,259.32 | .03 | |
SCRT 2020-2 MT 2% 11/25/59 | 35563PQN2 | ASSET BACKED | 5,702,417.5800 | 4,672,931.62 | .24 | |
SCRT 2020-3 M5TW 3% 05/25/60 | 35563PTN9 | ASSET BACKED | 5,406,756.4300 | 4,877,349.01 | .25 | |
STACR 2022-HQA3 V/R 08/25/42 | 35564KE47 | ASSET BACKED | 235,000.0000 | 247,960.67 | .01 | |
STACR 2021-HQA2 V/R 12/25/33 | 35564KFV6 | ASSET BACKED | 4,587,634.9800 | 4,679,038.56 | .24 | |
STACR 2022-DNA7 V/R 09/25/42 | 35564KL49 | ASSET BACKED | 245,000.0000 | 269,595.82 | .01 | |
STACR 2022-DNA4 V/R 05/25/42 | 35564KWT2 | ASSET BACKED | 550,000.0000 | 576,517.98 | .03 | |
FREEPORT-MCMOR 4.375% 08/01/28 | 35671DCG8 | CORPORATE BONDS | 100,000.0000 | 99,124.17 | .01 | |
FRONTIER COMMU 5.875% 10/15/27 | 35906ABE7 | CORPORATE BONDS | 45,000.0000 | 45,183.02 | .00 | |
FRONTIER COMMUNICA 5% 05/01/28 | 35906ABF4 | CORPORATE BONDS | 90,000.0000 | 89,188.20 | .00 | |
FRONTIER COMMU 5.875% 11/01/29 | 35908MAA8 | CORPORATE BONDS | 99,900.0000 | 99,161.62 | .01 | |
FULL HOUSE RESO 8.25% 02/15/28 | 359678AC3 | CORPORATE BONDS | 55,000.0000 | 55,081.40 | .00 | |
GCI LLC 4.75% 10/15/28 | 36166TAB6 | CORPORATE BONDS | 135,000.0000 | 129,640.08 | .01 | |
GCAT 2021-NQM2 A V/R 05/25/66 | 36166XAA9 | ASSET BACKED | 412,535.6100 | 353,153.91 | .02 | |
GCAT 2021-NQM3 A V/R 05/25/66 | 36167HAA3 | ASSET BACKED | 551,496.5800 | 478,661.81 | .02 | |
GCAT 2021-NQM1 A V/R 01/25/66 | 36167TAA7 | ASSET BACKED | 378,727.6600 | 328,349.08 | .02 | |
GCAT 2021-NQM7 A V/R 12/25/25 | 36167YAA6 | ASSET BACKED | 372,369.3900 | 343,900.45 | .02 | |
GCAT 2021-NQM4 A V/R 08/25/25 | 36168HAA2 | ASSET BACKED | 774,545.6200 | 645,430.34 | .03 | |
GCAT 2021-NQM5 A V/R 07/25/66 | 36168KAA5 | ASSET BACKED | 1,106,098.2100 | 925,244.18 | .05 | |
GNMA II P#MA0318 3.5% 08/20/42 | 36179MK74 | MBS/PASS THRU CERTS | 105,797.4700 | 101,516.57 | .01 | |
GNMA II P#MA1760 3.5% 03/20/44 | 36179N5V6 | MBS/PASS THRU CERTS | 319,526.3800 | 305,616.55 | .02 | |
GNMA II P#MA1375 3.5% 10/20/43 | 36179NQ43 | MBS/PASS THRU CERTS | 398,679.8500 | 382,411.68 | .02 | |
GNMA II P#MA1521 3.5% 12/20/43 | 36179NVN5 | MBS/PASS THRU CERTS | 71,288.1500 | 68,119.36 | .00 | |
GNMA II P#MA2602 4% 02/20/45 | 36179Q3K5 | MBS/PASS THRU CERTS | 294,946.0300 | 290,941.63 | .01 | |
GNMA II P#MA2073 3.5% 07/20/44 | 36179QJS1 | MBS/PASS THRU CERTS | 14,279.0300 | 13,635.52 | .00 | |
GNMA II P#MA2304 4% 10/20/44 | 36179QRZ6 | MBS/PASS THRU CERTS | 444,197.7000 | 438,167.58 | .02 | |
GNMA II P#MA3572 3% 04/20/31 | 36179R6H7 | MBS/PASS THRU CERTS | 200,686.9500 | 196,004.12 | .01 | |
GNMA II P#MA3174 4% 10/20/45 | 36179RQ36 | MBS/PASS THRU CERTS | 201,078.4500 | 198,037.90 | .01 | |
GNMA II P#MA3736 3.5% 06/20/46 | 36179SEH6 | MBS/PASS THRU CERTS | 351,683.4300 | 334,715.99 | .02 | |
GNMA II P#MA4263 4% 02/20/47 | 36179SWY9 | MBS/PASS THRU CERTS | 249,791.3600 | 244,923.43 | .01 | |
GNMA II P#MA6282 2.5% 11/20/49 | 36179U6T4 | MBS/PASS THRU CERTS | 592,754.7300 | 525,398.13 | .03 | |
GNMA II P#MA5528 4% 10/20/48 | 36179UD90 | MBS/PASS THRU CERTS | 524,155.0800 | 510,908.45 | .03 | |
GNMA II P#MA5762 3.5% 02/20/49 | 36179UMK5 | MBS/PASS THRU CERTS | 293,130.2600 | 277,898.77 | .01 | |
GNMA II P#MA5817 4% 03/20/49 | 36179UPA4 | MBS/PASS THRU CERTS | 433,030.8100 | 422,873.69 | .02 | |
GNMA II P#MA6041 4.5% 07/20/49 | 36179UWA6 | MBS/PASS THRU CERTS | 194,891.3400 | 194,557.41 | .01 | |
GNMA II P#MA6092 4.5% 08/20/49 | 36179UXV9 | MBS/PASS THRU CERTS | 199,103.2900 | 198,036.61 | .01 | |
GNMA II P#MA6711 3.5% 06/20/50 | 36179VN48 | MBS/PASS THRU CERTS | 307,437.3200 | 290,988.38 | .01 | |
GNMA II P#MA6867 3.5% 09/20/50 | 36179VTY6 | MBS/PASS THRU CERTS | 594,244.6500 | 562,740.53 | .03 | |
GNMA II P#MA6930 2% 10/20/50 | 36179VVX5 | MBS/PASS THRU CERTS | 618,215.6000 | 524,740.10 | .03 | |
GNMA II P#MA7051 2% 12/20/50 | 36179VZQ6 | MBS/PASS THRU CERTS | 1,377,723.9800 | 1,169,422.87 | .06 | |
GNMA II P#MA7053 3% 12/20/50 | 36179VZS2 | MBS/PASS THRU CERTS | 86,289.9700 | 78,847.64 | .00 | |
GNMA II P#MA7255 2.5% 03/20/51 | 36179WBY3 | MBS/PASS THRU CERTS | 464,209.4200 | 409,723.45 | .02 | |
GNMA II P#MA7313 3% 04/20/51 | 36179WDS4 | MBS/PASS THRU CERTS | 2,076,876.5300 | 1,896,237.18 | .10 | |
GNMA II P#MA7535 3% 08/20/51 | 36179WLQ9 | MBS/PASS THRU CERTS | 786,019.4000 | 717,196.19 | .04 | |
GNMA II P#MA7589 2.5% 09/20/51 | 36179WNE4 | MBS/PASS THRU CERTS | 633,008.7700 | 557,794.63 | .03 | |
GNMA II P#MA7590 3% 09/20/51 | 36179WNF1 | MBS/PASS THRU CERTS | 779,012.1500 | 710,648.68 | .04 | |
GNMA II P#MA7649 2.5% 10/20/51 | 36179WQA9 | MBS/PASS THRU CERTS | 2,120,764.0800 | 1,868,752.12 | .10 | |
GNMA II P#MA7651 3.5% 10/20/51 | 36179WQC5 | MBS/PASS THRU CERTS | 2,793,758.5700 | 2,632,309.89 | .13 | |
GNMA II P#MA7768 3% 12/20/51 | 36179WTZ1 | MBS/PASS THRU CERTS | 2,049,600.3500 | 1,869,490.76 | .10 | |
GNMA II P#MA7883 3.5% 02/20/52 | 36179WXL7 | MBS/PASS THRU CERTS | 4,187,867.0300 | 3,933,778.92 | .20 | |
GNMA II P#MA7884 4% 02/20/52 | 36179WXM5 | MBS/PASS THRU CERTS | 1,193,284.7700 | 1,154,971.58 | .06 | |
GNMA II P#MA8201 4.5% 08/20/52 | 36179XDE3 | MBS/PASS THRU CERTS | 282,384.5900 | 279,232.31 | .01 | |
GNMA II P#MA8268 4.5% 09/20/52 | 36179XFH4 | MBS/PASS THRU CERTS | 262,893.5300 | 259,918.28 | .01 | |
GNMA II P#MA8347 4.5% 10/20/52 | 36179XHY5 | MBS/PASS THRU CERTS | 1,175,438.1800 | 1,162,135.49 | .06 | |
GNMA II P#MA8486 3% 12/20/52 | 36179XNB8 | MBS/PASS THRU CERTS | 454,576.5500 | 414,429.04 | .02 | |
GNMA II P#MA8566 3.5% 01/20/53 | 36179XQT6 | MBS/PASS THRU CERTS | 951,981.2800 | 894,219.70 | .05 | |
GNMA II P#MA9966 6% 10/20/54 | 36180ACB7 | MBS/PASS THRU CERTS | 2,200,000.0000 | 2,239,275.72 | .11 | |
GLP CAPITAL LP / 5.3% 01/15/29 | 361841AL3 | CORPORATE BONDS | 315,000.0000 | 320,351.12 | .02 | |
GNMA II P#4636 4.5% 02/20/40 | 36202FEH5 | MBS/PASS THRU CERTS | 574,999.0300 | 582,281.27 | .03 | |
GNMA II P#4697 5% 05/20/40 | 36202FGE0 | MBS/PASS THRU CERTS | 257,217.8800 | 264,144.38 | .01 | |
GNMA II P#4715 5% 06/20/40 | 36202FGY6 | MBS/PASS THRU CERTS | 204,234.0900 | 209,734.00 | .01 | |
GNMA II P#4747 5% 07/20/40 | 36202FHY5 | MBS/PASS THRU CERTS | 80,004.4700 | 82,158.94 | .00 | |
GNMA II P#785305 3% 06/20/50 | 3622AAYA6 | MBS/PASS THRU CERTS | 457,765.5600 | 412,315.63 | .02 | |
GNMA II P#785713 2.5% 10/20/51 | 3622ABGW6 | MBS/PASS THRU CERTS | 3,713,842.4000 | 3,253,614.25 | .17 | |
GSMS 2015-GC3 3.382% 05/10/25 | 36250GAP0 | ASSET BACKED | 705,000.0000 | 697,502.54 | .04 | |
GSMS 2018-TWR D V/R 07/15/21 | 36251SAN8 | ASSET BACKED | 400,000.0000 | 136,000.00 | .01 | |
GSMS 2018-TWR E V/R 07/15/21 | 36251SAQ1 | ASSET BACKED | 400,000.0000 | 96,000.00 | .00 | |
GSMS 2018-TWR F V/R 07/15/21 | 36251SAS7 | ASSET BACKED | 400,000.0000 | 52,000.00 | .00 | |
GSMS 2018-TWR G V/R 07/15/21 | 36251SAU2 | ASSET BACKED | 400,000.0000 | 7,920.00 | .00 | |
GSMS 2017-GS7 XA V/R 07/10/27 | 36254CAX8 | ASSET BACKED | 9,874,710.0900 | 228,334.90 | .01 | |
GSMS 2018-GS9 A4 V/R 02/10/28 | 36255NAT2 | ASSET BACKED | 1,400,000.0000 | 1,364,163.92 | .07 | |
GSMS 2018-GS9 C V/R 03/10/28 | 36255NAZ8 | ASSET BACKED | 350,000.0000 | 313,842.76 | .02 | |
GMCAR 2023-2 B 4.82% 10/16/28 | 362583AF3 | ASSET BACKED | 2,455,000.0000 | 2,478,218.90 | .13 | |
GMCAR 2023-2 C 5.21% 12/18/28 | 362583AG1 | ASSET BACKED | 1,500,000.0000 | 1,524,245.85 | .08 | |
GMCAR 2021-1 C 1.04% 10/16/24 | 36261LAF8 | ASSET BACKED | 2,750,000.0000 | 2,725,049.80 | .14 | |
GSMS 2021-IP C V/R 10/15/23 | 36262MAE8 | ASSET BACKED | 200,000.0000 | 196,562.08 | .01 | |
HALEON US CAPI 3.375% 03/24/27 | 36264FAK7 | CORPORATE BONDS | 305,000.0000 | 299,600.55 | .02 | |
GMCAR 2023-3 B 5.72% 03/16/27 | 36267KAF4 | ASSET BACKED | 1,555,000.0000 | 1,601,609.73 | .08 | |
GMCAR 2023-3 C 5.92% 03/16/27 | 36267KAG2 | ASSET BACKED | 2,290,000.0000 | 2,368,963.78 | .12 | |
GSMS 2024-70P A V/R 03/10/29 | 36269JAA6 | ASSET BACKED | 1,405,000.0000 | 1,415,721.56 | .07 | |
GATES CORPORAT 6.875% 07/01/29 | 367398AA2 | CORPORATE BONDS | 70,000.0000 | 72,509.78 | .00 | |
GENERAL MOTORS F 3.1% 01/12/32 | 37045XDS2 | CORPORATE BONDS | 85,000.0000 | 74,338.03 | .00 | |
GENESEE & WYOMI 6.25% 04/15/32 | 371559AB1 | CORPORATE BONDS | 210,000.0000 | 215,953.32 | .01 | |
GENUINE PARTS C 4.95% 08/15/29 | 372460AF2 | CORPORATE BONDS | 199,000.0000 | 202,413.82 | .01 | |
GEORGIA POWER CO 4.7% 05/15/32 | 373334KQ3 | CORPORATE BONDS | 185,000.0000 | 188,468.78 | .01 | |
GEORGIA POWER C 4.95% 05/17/33 | 373334KT7 | CORPORATE BONDS | 70,000.0000 | 71,959.32 | .00 | |
GILEAD SCIENCES 5.25% 10/15/33 | 375558BZ5 | CORPORATE BONDS | 195,000.0000 | 205,668.12 | .01 | |
GLENCORE FUNDI 1.625% 04/27/26 | 378272BD9 | CORPORATE BONDS | 254,000.0000 | 243,736.60 | .01 | |
GLENCORE FUNDIN 2.85% 04/27/31 | 378272BE7 | CORPORATE BONDS | 245,000.0000 | 219,666.07 | .01 | |
GLENCORE FUNDI 6.375% 10/06/30 | 378272BP2 | CORPORATE BONDS | 160,000.0000 | 173,928.61 | .01 | |
GLENCORE FUNDI 5.371% 04/04/29 | 378272BS6 | CORPORATE BONDS | 1,154,000.0000 | 1,192,915.13 | .06 | |
GLENCORE FUNDI 5.634% 04/04/34 | 378272BU1 | CORPORATE BONDS | 648,000.0000 | 676,263.83 | .03 | |
GOLDMAN SACHS GRO V/R 04/25/30 | 38141GA87 | CORPORATE BONDS | 340,000.0000 | 357,323.90 | .02 | |
GOLDMAN SACHS GRO V/R 07/23/30 | 38141GB29 | CORPORATE BONDS | 560,000.0000 | 574,602.34 | .03 | |
GOLDMAN SACHS GRO V/R 07/23/35 | 38141GB37 | CORPORATE BONDS | 193,000.0000 | 199,925.44 | .01 | |
GOLDMAN SACHS GRO V/R 05/15/26 | 38141GXD1 | CORPORATE BONDS | 395,000.0000 | 397,221.07 | .02 | |
GOLDMAN SACHS GRO V/R 01/27/32 | 38141GXR0 | CORPORATE BONDS | 300,000.0000 | 256,625.28 | .01 | |
GOLDMAN SACHS GRO V/R 04/22/32 | 38141GYB4 | CORPORATE BONDS | 760,000.0000 | 671,623.07 | .03 | |
GOLDMAN SACHS GRO V/R 07/21/32 | 38141GYJ7 | CORPORATE BONDS | 455,000.0000 | 394,598.87 | .02 | |
GOOD 2021-5CS C 3.5% 10/20/48 | 38237HAC1 | ASSET BACKED | 1,357,279.3900 | 993,540.05 | .05 | |
GOODYEAR TIRE & 5.25% 07/15/31 | 382550BR1 | CORPORATE BONDS | 55,000.0000 | 49,616.90 | .00 | |
GNR 2012-116 IB 4% 09/16/42 | 38375C5T3 | ASSET BACKED | 635,534.2400 | 139,724.17 | .01 | |
GNR 2012-32 Z 3.5% 03/20/42 | 38378DY25 | ASSET BACKED | 1,181,007.9100 | 1,099,565.37 | .06 | |
GNR 2014-12 ZB 3% 01/16/44 | 38378PE79 | ASSET BACKED | 695,171.8600 | 637,607.04 | .03 | |
GNR 2014-46 IO 5% 03/16/44 | 38379AYP9 | ASSET BACKED | 587,024.7800 | 74,633.80 | .00 | |
GNR 2016-37 QF V/R 03/20/46 | 38379VZX5 | ASSET BACKED | 2,008,241.5900 | 1,984,714.04 | .10 | |
GNR 2021-52 IO V/R 04/16/63 | 38380RJ84 | ASSET BACKED | 18,763,881.9700 | 1,019,781.33 | .05 | |
GNR 2021-35 IO V/R 12/16/62 | 38380RWA4 | ASSET BACKED | 16,815,826.4000 | 1,271,032.65 | .07 | |
GNR 2018-37 BY 3.5% 03/20/48 | 38380VVW8 | ASSET BACKED | 625,000.0000 | 567,503.69 | .03 | |
GNR 2019-5 JI 5% 07/16/44 | 38381BD76 | ASSET BACKED | 439,786.6100 | 64,503.50 | .00 | |
GNR 2021-184 IO V/R 12/16/61 | 38381D5J5 | ASSET BACKED | 21,126,030.2900 | 1,429,009.05 | .07 | |
GNR 2021-79 IO V/R 08/16/63 | 38381DBP4 | ASSET BACKED | 19,351,344.7900 | 1,273,595.21 | .07 | |
GNR 2021-129 IO V/R 06/16/63 | 38381DUB4 | ASSET BACKED | 14,815,654.5400 | 1,046,859.33 | .05 | |
GNR 2022-80 IO V/R 06/16/64 | 38381E5K0 | ASSET BACKED | 30,735,539.3200 | 1,452,789.03 | .07 | |
GNR 2022-49 IO V/R 03/16/64 | 38381EQ92 | ASSET BACKED | 27,671,429.9000 | 1,536,151.76 | .08 | |
GNR 2022-82 IO V/R 02/16/64 | 38381HCP4 | ASSET BACKED | 28,182,245.9200 | 1,284,783.50 | .07 | |
GNR 2024-29 AI V/R 10/16/65 | 38381KAC8 | ASSET BACKED | 24,301,700.4700 | 1,542,482.39 | .08 | |
GNR 2020-151 MI 2.5% 10/20/50 | 38382J3Q7 | ASSET BACKED | 7,655,549.0000 | 1,114,584.39 | .06 | |
GNR 2020-173 JI 2% 11/20/50 | 38382LPQ8 | ASSET BACKED | 22,470,587.6400 | 2,593,433.88 | .13 | |
GNR 2021-30 IB 2.5% 02/20/51 | 38382NXY8 | ASSET BACKED | 12,980,703.1000 | 1,770,872.95 | .09 | |
GNR 2021-77 IT 2.5% 05/20/51 | 38382QW30 | ASSET BACKED | 13,922,117.2200 | 1,899,923.49 | .10 | |
GNR 2021-77 EA 1% 07/20/50 | 38382QZ86 | ASSET BACKED | 4,161,684.9100 | 3,213,861.17 | .16 | |
GNR 2021-58 SL V/R 04/20/51 | 38382RCV8 | ASSET BACKED | 14,778,454.4200 | 534,886.95 | .03 | |
GNR 2021-137 IQ 3% 08/20/51 | 38382WXF9 | ASSET BACKED | 9,982,727.9900 | 1,608,439.10 | .08 | |
GNR 2021-215 KA 2.5% 10/20/49 | 38383DY69 | ASSET BACKED | 795,958.3300 | 714,574.85 | .04 | |
GNR 2022-24 GA 3% 02/20/52 | 38383F2D4 | ASSET BACKED | 420,376.0600 | 389,910.82 | .02 | |
GNR 2022-213 DO ZCP 01/20/52 | 38383LR69 | ASSET BACKED | 6,531,703.0000 | 2,488,785.24 | .13 | |
GNR 2022-61 EI 3% 07/20/51 | 38383PQQ7 | ASSET BACKED | 14,858,869.9200 | 2,287,315.00 | .12 | |
GNR 2022-64 IO 2.5% 02/20/50 | 38383PU41 | ASSET BACKED | 7,860,823.6700 | 879,647.39 | .05 | |
GRAFTECH FINAN 4.625% 12/15/28 | 384311AA4 | CORPORATE BONDS | 50,000.0000 | 33,398.28 | .00 | |
GRAY TELEVISION 10.5% 07/15/29 | 389375AM8 | CORPORATE BONDS | 50,000.0000 | 52,223.15 | .00 | |
GRIFFON CORPORA 5.75% 03/01/28 | 398433AP7 | CORPORATE BONDS | 115,000.0000 | 113,552.15 | .01 | |
GROUP 1 AUTOMO 6.375% 01/15/30 | 398905AQ2 | CORPORATE BONDS | 70,000.0000 | 71,112.02 | .00 | |
GTCR AP FINANCE IN 8% 05/15/27 | 40060QAA3 | CORPORATE BONDS | 105,000.0000 | 104,980.61 | .01 | |
GUARDIAN LIFE G 1.25% 05/13/26 | 40139LBD4 | CORPORATE BONDS | 386,000.0000 | 368,665.18 | .02 | |
GULFPORT ENERGY OP 8% 05/17/26 | 402635AR7 | CORPORATE BONDS | 56,206.0000 | 57,003.62 | .00 | |
GULFPORT ENERGY 6.75% 09/01/29 | 402635AT3 | CORPORATE BONDS | 105,000.0000 | 106,228.08 | .01 | |
HPEFS 2024-1A 5.18% 05/20/31 | 403963AC5 | ASSET BACKED | 3,105,000.0000 | 3,131,704.86 | .16 | |
HCA INC 5.125% 06/15/39 | 404119BY4 | CORPORATE BONDS | 210,000.0000 | 207,153.37 | .01 | |
HCA INC 5.25% 06/15/49 | 404119BZ1 | CORPORATE BONDS | 215,000.0000 | 204,143.73 | .01 | |
HCA INC 5.45% 04/01/31 | 404119CT4 | CORPORATE BONDS | 65,000.0000 | 67,723.66 | .00 | |
HCA INC 5.6% 04/01/34 | 404119CU1 | CORPORATE BONDS | 430,000.0000 | 448,080.59 | .02 | |
HCA INC 5.45% 09/15/34 | 404121AK1 | CORPORATE BONDS | 160,000.0000 | 164,630.28 | .01 | |
HTL 2024-T53 A V/R 05/10/27 | 404300AA3 | ASSET BACKED | 320,000.0000 | 327,047.30 | .02 | |
HPEFS 2024-2A 5.35% 10/20/31 | 40444MAG6 | ASSET BACKED | 1,725,000.0000 | 1,762,530.65 | .09 | |
HIH 2024-61P A V/R 10/15/29 | 40444VAA9 | ASSET BACKED | 350,000.0000 | 349,095.57 | .02 | |
HALLIBURTON CO 4.85% 11/15/35 | HAL35 | 406216BJ9 | CORPORATE BONDS | 144,000.0000 | 143,786.05 | .01 |
HVMLT 2006-14 2A V/R 01/25/47 | 41162NAC1 | ASSET BACKED | 4,288,855.9300 | 3,963,952.79 | .20 | |
HARVEST MIDSTREA 7.5% 05/15/32 | 417558AB9 | CORPORATE BONDS | 100,000.0000 | 105,184.20 | .01 | |
HERTZ 2023-3A 5.94% 02/25/27 | 42806MCA5 | ASSET BACKED | 1,235,000.0000 | 1,265,824.98 | .06 | |
HP ENTERPRISE CO 5% 10/15/34 | 42824CBV0 | CORPORATE BONDS | 845,000.0000 | 836,568.06 | .04 | |
HIGHTOWER HOLDI 6.75% 04/15/29 | 43118DAA8 | CORPORATE BONDS | 65,000.0000 | 62,334.54 | .00 | |
HILCORP ENERGY 6.25% 11/01/28 | 431318AS3 | CORPORATE BONDS | 150,000.0000 | 149,699.45 | .01 | |
HILCORP ENERGY 8.375% 11/01/33 | 431318BC7 | CORPORATE BONDS | 30,000.0000 | 32,342.97 | .00 | |
HOME DEPOT INC 5.3% 06/25/54 | 437076DF6 | CORPORATE BONDS | 75,000.0000 | 78,822.12 | .00 | |
HPA 2021-1 D 2.477% 09/17/29 | 437300AG1 | ASSET BACKED | 1,639,371.1800 | 1,421,234.98 | .07 | |
HPA 2021-1 E 2.577% 09/17/29 | 437300AJ5 | ASSET BACKED | 748,848.5600 | 638,716.00 | .03 | |
HPA 2021-1 F 3.325% 09/17/29 | 437300AL0 | ASSET BACKED | 862,694.0500 | 724,980.56 | .04 | |
HOMES 2023-NQM2 V/R 05/25/27 | 43761KAA2 | ASSET BACKED | 1,641,578.7300 | 1,660,854.31 | .09 | |
HOST HOTELS & RE 3.5% 09/15/30 | 44107TAZ9 | CORPORATE BONDS | 443,000.0000 | 410,840.39 | .02 | |
HOST HOTELS & RE 5.7% 07/01/34 | 44107TBB1 | CORPORATE BONDS | 400,000.0000 | 413,010.40 | .02 | |
HOWMET AEROSPAC 4.85% 10/15/31 | 443201AC2 | CORPORATE BONDS | 72,000.0000 | 73,449.90 | .00 | |
HUB INTERNATION 7.25% 06/15/30 | 44332PAH4 | CORPORATE BONDS | 65,000.0000 | 67,722.22 | .00 | |
HUMANA INC 5.875% 03/01/33 | 444859BV3 | CORPORATE BONDS | 180,000.0000 | 191,087.81 | .01 | |
HUMANA INC 5.375% 04/15/31 | 444859CA8 | CORPORATE BONDS | 215,000.0000 | 222,693.54 | .01 | |
HYATT HOTELS CO 5.25% 06/30/29 | 448579AR3 | CORPORATE BONDS | 360,000.0000 | 368,564.09 | .02 | |
HYUNDAI CAPITAL 5.3% 01/08/29 | 44891ACU9 | CORPORATE BONDS | 360,000.0000 | 369,835.54 | .02 | |
ILLUMINATE BUYER/H 9% 07/01/28 | 45232TAA9 | CORPORATE BONDS | 105,000.0000 | 106,155.21 | .01 | |
IMPRL 2021-NQM2 V/R 09/25/56 | 452761AA7 | ASSET BACKED | 426,412.2800 | 358,023.68 | .02 | |
IMPRL 2021-NQM3 V/R 11/25/56 | 452762AA5 | ASSET BACKED | 796,536.3500 | 678,451.35 | .03 | |
IMPRL 2022-NQM2 V/R 03/25/67 | 45276PAA4 | ASSET BACKED | 1,287,731.4800 | 1,222,061.68 | .06 | |
RAST 2005-A8CB A6 5% 07/25/35 | 45660LSU4 | ASSET BACKED | 3,361,741.9900 | 1,863,045.81 | .10 | |
INSTALLED BUILD 5.75% 02/01/28 | 45780RAA9 | CORPORATE BONDS | 80,000.0000 | 79,719.18 | .00 | |
INTEL CORP 3.25% 11/15/49 | 458140BJ8 | CORPORATE BONDS | 160,000.0000 | 107,624.70 | .01 | |
INTEL CORP 4.75% 03/25/50 | 458140BM1 | CORPORATE BONDS | 240,000.0000 | 207,978.63 | .01 | |
INTEL CORP 5.05% 08/05/62 | 458140CC2 | CORPORATE BONDS | 200,000.0000 | 175,984.84 | .01 | |
INTEL CORP 5.15% 02/21/34 | 458140CL2 | CORPORATE BONDS | 205,000.0000 | 207,124.48 | .01 | |
IQVIA INC 6.25% 02/01/29 | 46266TAF5 | CORPORATE BONDS | 113,000.0000 | 120,109.93 | .01 | |
IRON MOUNTAIN IN 4.5% 02/15/31 | 46284VAN1 | CORPORATE BONDS | 80,000.0000 | 75,887.75 | .00 | |
IRON MOUNTAIN INC 7% 02/15/29 | 46284VAP6 | CORPORATE BONDS | 155,000.0000 | 161,558.36 | .01 | |
ITC HOLDINGS CO 2.95% 05/14/30 | 465685AQ8 | CORPORATE BONDS | 380,000.0000 | 350,621.52 | .02 | |
JPMCC 2020-ACE C V/R 01/10/25 | 46591PAG7 | ASSET BACKED | 823,000.0000 | 809,711.02 | .04 | |
JPMMT 2021-3 B1 V/R 07/25/51 | 46592KBT8 | ASSET BACKED | 1,485,356.5200 | 1,240,256.36 | .06 | |
JPMAC 2005-WMC1 V/R 09/25/35 | 46626LBL3 | ASSET BACKED | 4,019,200.0000 | 3,585,336.20 | .18 | |
JPMMT 2006-S4 A7 6% 01/25/37 | 46629SAG7 | ASSET BACKED | 6,367,636.8200 | 2,431,451.56 | .12 | |
JPMCC 2022-NLP A V/R 04/15/27 | 466317AA2 | ASSET BACKED | 292,883.8700 | 284,829.56 | .01 | |
JPMBB 2016-C1 3.576% 01/15/26 | 46645LAY3 | ASSET BACKED | 529,000.0000 | 520,234.58 | .03 | |
JPMORGAN CHASE & V/R 01/23/29 | 46647PAM8 | CORPORATE BONDS | 240,000.0000 | 234,387.95 | .01 | |
JPMORGAN CHASE & V/R 01/29/27 | 46647PBA3 | CORPORATE BONDS | 310,000.0000 | 308,226.86 | .02 | |
JPMORGAN CHASE & V/R 04/22/32 | 46647PCC8 | CORPORATE BONDS | 1,341,000.0000 | 1,195,950.46 | .06 | |
JPMORGAN CHASE & V/R 11/08/32 | 46647PCR5 | CORPORATE BONDS | 5,350,000.0000 | 4,706,094.97 | .24 | |
JPMORGAN CHASE & V/R 01/25/33 | 46647PCU8 | CORPORATE BONDS | 461,000.0000 | 414,855.83 | .02 | |
JPMORGAN CHASE & V/R 07/25/28 | 46647PDG8 | CORPORATE BONDS | 197,000.0000 | 200,435.36 | .01 | |
JPMORGAN CHASE & V/R 07/24/29 | 46647PDU7 | CORPORATE BONDS | 530,000.0000 | 548,392.64 | .03 | |
JPMORGAN CHASE & V/R 10/22/27 | 46647PDW3 | CORPORATE BONDS | 325,000.0000 | 336,830.43 | .02 | |
JPMORGAN CHASE & V/R 01/23/35 | 46647PEC6 | CORPORATE BONDS | 3,735,000.0000 | 3,904,005.87 | .20 | |
JPMORGAN CHASE & V/R 04/22/30 | 46647PEG7 | CORPORATE BONDS | 600,000.0000 | 629,754.22 | .03 | |
JPMORGAN CHASE & V/R 07/22/30 | 46647PEJ1 | CORPORATE BONDS | 565,000.0000 | 580,947.54 | .03 | |
JPMCC 2019-OS 3.397% 06/05/29 | 46651EAA2 | ASSET BACKED | 1,950,000.0000 | 1,795,373.00 | .09 | |
JPMCC 2020-LOOP V/R 12/05/26 | 46651WAJ3 | ASSET BACKED | 805,000.0000 | 119,214.46 | .01 | |
JACOBS ENGINEERI 5.9% 03/01/33 | 469814AA5 | CORPORATE BONDS | 371,000.0000 | 389,239.33 | .02 | |
JELD-WEN INC 4.875% 12/15/27 | 475795AD2 | CORPORATE BONDS | 75,000.0000 | 73,282.89 | .00 | |
JELD-WEN INC 7% 09/01/32 | 47580PAA1 | CORPORATE BONDS | 85,000.0000 | 85,893.78 | .00 | |
JDOT 2023-C A4 5.39% 08/15/30 | 47787CAD5 | ASSET BACKED | 2,400,000.0000 | 2,470,896.00 | .13 | |
JDOT 2023-B A4 5.11% 05/15/30 | 477920AD4 | ASSET BACKED | 1,950,000.0000 | 1,987,797.63 | .10 | |
JDOT 2024-A A4 4.91% 10/15/27 | 47800RAE3 | ASSET BACKED | 6,900,000.0000 | 7,049,324.28 | .36 | |
JPMCC 2017-JP 3.489% 04/15/27 | 48128KAU5 | ASSET BACKED | 1,100,000.0000 | 1,052,092.03 | .05 | |
KAISER FOUNDATI 2.81% 06/01/41 | 48305QAF0 | CORPORATE BONDS | 90,000.0000 | 69,399.11 | .00 | |
KAISER FOUNDAT 3.002% 06/01/51 | 48305QAG8 | CORPORATE BONDS | 205,000.0000 | 146,998.14 | .01 | |
KEURIG DR PEPPER 5.2% 03/15/31 | 49271VAU4 | CORPORATE BONDS | 195,000.0000 | 203,587.87 | .01 | |
KINDER MORGAN IN 5.2% 06/01/33 | 49456BAX9 | CORPORATE BONDS | 365,000.0000 | 369,492.89 | .02 | |
KODIAK GAS SERV 7.25% 02/15/29 | 50012LAC8 | CORPORATE BONDS | 125,000.0000 | 129,362.88 | .01 | |
KRAFT HEINZ FO 4.625% 10/01/39 | 50077LAX4 | CORPORATE BONDS | 4,167,000.0000 | 3,973,453.93 | .20 | |
KROGER CO 5.65% 09/15/64 | 501044DX6 | CORPORATE BONDS | 200,000.0000 | 201,059.65 | .01 | |
KRONOS ACQUISIT 8.25% 06/30/31 | 50106GAG7 | CORPORATE BONDS | 55,000.0000 | 55,206.25 | .00 | |
KCOT 2024-1A A 5.19% 11/15/27 | 50117BAC4 | ASSET BACKED | 3,350,000.0000 | 3,416,764.50 | .18 | |
KYNDRYL HOLDINGS 4.1% 10/15/41 | 50155QAM2 | CORPORATE BONDS | 260,000.0000 | 209,577.16 | .01 | |
LFS TOPCO LLC 5.875% 10/15/26 | 50203TAA4 | CORPORATE BONDS | 90,000.0000 | 84,660.63 | .00 | |
VICTRA HLDG/VIC 7.75% 02/15/26 | 50220MAA8 | CORPORATE BONDS | 165,000.0000 | 166,315.71 | .01 | |
L3HARRIS TECH I 5.05% 06/01/29 | 502431AS8 | CORPORATE BONDS | 335,000.0000 | 345,045.97 | .02 | |
L3HARRIS TECH I 5.35% 06/01/34 | 502431AU3 | CORPORATE BONDS | 460,000.0000 | 478,547.74 | .02 | |
LYB INT FINANCE 5.5% 03/01/34 | 50249AAM5 | CORPORATE BONDS | 157,000.0000 | 163,295.91 | .01 | |
LABORATORY CORP 4.55% 04/01/32 | 50540RBA9 | CORPORATE BONDS | 420,000.0000 | 415,203.32 | .02 | |
LABORATORY CORP 4.8% 10/01/34 | 50540RBB7 | CORPORATE BONDS | 490,000.0000 | 484,298.89 | .02 | |
VITAL ENERGY I 7.875% 04/15/32 | 516806AK2 | CORPORATE BONDS | 45,000.0000 | 43,591.95 | .00 | |
LEEWARD RENEWAB 4.25% 07/01/29 | 524590AA4 | CORPORATE BONDS | 90,000.0000 | 84,862.81 | .00 | |
LMAT 2021-GS3 A1 V/R 07/25/61 | 52474XAA3 | ASSET BACKED | 407,643.6100 | 404,571.93 | .02 | |
LMAT 2021-GS4 A1 V/R 11/25/60 | 52475WAA4 | ASSET BACKED | 204,316.8000 | 204,284.93 | .01 | |
LMAT 2021-GS2 A1 V/R 04/25/61 | 52476DAA5 | ASSET BACKED | 302,956.7900 | 305,113.05 | .02 | |
LXS 2007-4N 1A3 V/R 03/25/47 | 52524HAD2 | ASSET BACKED | 2,519,740.4100 | 2,155,993.20 | .11 | |
LDPT 2021-A C 2.75% 09/15/24 | 52607FAC8 | ASSET BACKED | 166,064.7100 | 165,302.54 | .01 | |
LEVEL 3 FINANCI 3.75% 07/15/29 | 527298BT9 | CORPORATE BONDS | 40,000.0000 | 27,200.00 | .00 | |
LEVEL 3 FINANCI 10.5% 04/15/29 | 527298BX0 | CORPORATE BONDS | 100,000.0000 | 109,004.88 | .01 | |
LEVEL 3 FINANCIN 4.5% 04/01/30 | 527298CD3 | CORPORATE BONDS | 35,000.0000 | 27,107.74 | .00 | |
LEX 2024-BBG A V/R 10/13/28 | 52885AAA6 | ASSET BACKED | 295,000.0000 | 294,535.52 | .02 | |
LIFE 2021-BMR D V/R 03/15/23 | 53218CAG5 | ASSET BACKED | 2,403,196.7000 | 2,355,452.39 | .12 | |
LIFE 2022-BMR2 D V/R 05/15/24 | 53218DAJ7 | ASSET BACKED | 2,400,000.0000 | 2,231,388.48 | .11 | |
LEGACY LIFEPOI 4.375% 02/15/27 | 53219LAS8 | CORPORATE BONDS | 115,000.0000 | 112,775.38 | .01 | |
LIFEPOINT HEALTH 10% 06/01/32 | 53219LAX7 | CORPORATE BONDS | 135,000.0000 | 148,414.55 | .01 | |
LIGHTNING POWER 7.25% 08/15/32 | 53229KAA7 | CORPORATE BONDS | 65,000.0000 | 68,349.91 | .00 | |
ELI LILLY & CO 4.2% 08/14/29 | 532457CQ9 | CORPORATE BONDS | 140,000.0000 | 141,340.98 | .01 | |
ELI LILLY & CO 4.6% 08/14/34 | 532457CR7 | CORPORATE BONDS | 95,000.0000 | 96,490.20 | .00 | |
ELI LILLY & CO 5.05% 08/14/54 | 532457CS5 | CORPORATE BONDS | 20,000.0000 | 20,493.24 | .00 | |
LIONS GATE CAPIT 5.5% 04/15/29 | 53627NAE1 | CORPORATE BONDS | 20,000.0000 | 14,663.14 | .00 | |
LIVE NATION ENTE 6.5% 05/15/27 | 538034AV1 | CORPORATE BONDS | 70,000.0000 | 71,399.51 | .00 | |
LOWE'S COS INC 4.4% 09/08/25 | 548661EK9 | CORPORATE BONDS | 359,000.0000 | 358,841.45 | .02 | |
M&T BANK CORPORAT V/R 01/27/34 | 55261FAR5 | CORPORATE BONDS | 140,000.0000 | 138,865.81 | .01 | |
M&T BANK CORPORAT V/R 10/30/29 | 55261FAS3 | CORPORATE BONDS | 315,000.0000 | 345,041.53 | .02 | |
MANUF & TRADERS 4.7% 01/27/28 | 55279HAW0 | CORPORATE BONDS | 1,015,000.0000 | 1,020,341.83 | .05 | |
MFRA 2021-NQM1 A V/R 03/25/25 | 55283FAA6 | ASSET BACKED | 215,450.7200 | 201,205.64 | .01 | |
MFRA 2021-NQM2 A V/R 11/25/64 | 55283WAA9 | ASSET BACKED | 299,361.0900 | 264,899.63 | .01 | |
MF1 2022-FL9 A V/R 04/19/27 | 55285AAA5 | ASSET BACKED | 347,036.2900 | 347,470.09 | .02 | |
M/I HOMES INC 4.95% 02/01/28 | 55305BAS0 | CORPORATE BONDS | 130,000.0000 | 127,788.49 | .01 | |
MHC 2021-MHC A V/R 04/15/26 | 55316VAA2 | ASSET BACKED | 83,887.6700 | 83,520.66 | .00 | |
MPLX LP 2.65% 08/15/30 | 55336VBQ2 | CORPORATE BONDS | 230,000.0000 | 207,012.47 | .01 | |
MPLX LP 1.75% 03/01/26 | 55336VBR0 | CORPORATE BONDS | 168,000.0000 | 161,787.19 | .01 | |
MPLX LP 4.95% 03/14/52 | 55336VBT6 | CORPORATE BONDS | 60,000.0000 | 53,837.46 | .00 | |
MPLX LP 5.5% 06/01/34 | 55336VBX7 | CORPORATE BONDS | 423,000.0000 | 434,582.60 | .02 | |
MSWF 2023-2 XA V/R 12/15/56 | 55361AAV6 | ASSET BACKED | 798,686.5600 | 51,232.71 | .00 | |
MACY'S RETAIL 5.875% 04/01/29 | 55617LAP7 | CORPORATE BONDS | 45,000.0000 | 44,414.91 | .00 | |
MADISON IAQ LL 4.125% 06/30/28 | 55760LAA5 | CORPORATE BONDS | 70,000.0000 | 67,548.14 | .00 | |
MADISON IAQ LL 5.875% 06/30/29 | 55760LAB3 | CORPORATE BONDS | 95,000.0000 | 92,488.48 | .00 | |
WARNERMEDIA HO 4.054% 03/15/29 | 55903VBB8 | CORPORATE BONDS | 215,000.0000 | 203,677.06 | .01 | |
WARNERMEDIA HO 4.279% 03/15/32 | 55903VBC6 | CORPORATE BONDS | 540,000.0000 | 479,699.37 | .02 | |
WARNERMEDIA HOL 5.05% 03/15/42 | 55903VBD4 | CORPORATE BONDS | 655,000.0000 | 534,684.81 | .03 | |
WARNERMEDIA HO 5.141% 03/15/52 | 55903VBE2 | CORPORATE BONDS | 1,070,000.0000 | 825,263.84 | .04 | |
MICHAELS COS IN 5.25% 05/01/28 | 55916AAA2 | CORPORATE BONDS | 45,000.0000 | 33,214.91 | .00 | |
MICHAELS COS I 7.875% 05/01/29 | 55916AAB0 | CORPORATE BONDS | 40,000.0000 | 23,270.56 | .00 | |
MARKEL GROUP INC 6% 05/16/54 | 570535AY0 | CORPORATE BONDS | 150,000.0000 | 159,491.40 | .01 | |
MARSH & MCLENNA 4.75% 03/15/39 | 571748BH4 | CORPORATE BONDS | 235,000.0000 | 231,366.42 | .01 | |
MARRIOTT INTERN 2.85% 04/15/31 | 571903BG7 | CORPORATE BONDS | 458,000.0000 | 412,288.09 | .02 | |
MARVELL TECHNOL 1.65% 04/15/26 | 573874AC8 | CORPORATE BONDS | 316,000.0000 | 302,739.25 | .02 | |
MASS MUTUAL LI 3.375% 04/15/50 | 575767AQ1 | CORPORATE BONDS | 444,000.0000 | 327,621.29 | .02 | |
MASSACHUSETTS S 4.11% 07/15/31 | 576004HG3 | MUNICIPAL BONDS | 287,107.2700 | 285,036.77 | .01 | |
MASTEC INC 5.9% 06/15/29 | 576323AT6 | CORPORATE BONDS | 135,000.0000 | 140,885.06 | .01 | |
MATADOR RESOURCE 6.5% 04/15/32 | 576485AG1 | CORPORATE BONDS | 90,000.0000 | 89,871.43 | .00 | |
MATCH GROUP HLD II 5% 12/15/27 | 57665RAG1 | CORPORATE BONDS | 150,000.0000 | 148,273.34 | .01 | |
H-FOOD HOLDNG/HE 8.5% 06/01/26 | 577088AA5 | CORPORATE BONDS | 80,000.0000 | 5,701.66 | .00 | |
MCGRAW-HILL EDU 5.75% 08/01/28 | 57767XAA8 | CORPORATE BONDS | 60,000.0000 | 59,294.34 | .00 | |
MCAFEE CORP 7.375% 02/15/30 | 579063AB4 | CORPORATE BONDS | 35,000.0000 | 34,137.52 | .00 | |
MF1 2024-FL15 A V/R 08/18/41 | 58003MAA4 | ASSET BACKED | 360,000.0000 | 360,000.00 | .02 | |
MCDONALD'S CORP 5.45% 08/14/53 | 58013MFW9 | CORPORATE BONDS | 190,000.0000 | 198,022.52 | .01 | |
MCGRAW-HILL ED 7.375% 09/01/31 | 58064LAA2 | CORPORATE BONDS | 20,000.0000 | 20,751.46 | .00 | |
MEDLINE BORROWE 6.25% 04/01/29 | 58506DAA6 | CORPORATE BONDS | 35,000.0000 | 36,061.59 | .00 | |
MERLIN ENTERTA 7.375% 02/15/31 | 59010UAA5 | CORPORATE BONDS | 200,000.0000 | 200,779.00 | .01 | |
MLMI 2006-AF1 5.75% 08/25/36 | 59023RAA7 | ASSET BACKED | 6,037,852.6200 | 2,767,830.74 | .14 | |
MLMI 2006-HE6 A1 V/R 11/25/37 | 59023XAA4 | ASSET BACKED | 7,435,526.1100 | 3,644,478.51 | .19 | |
MAVIS TIRE EXPRE 6.5% 05/15/29 | 59155LAA0 | CORPORATE BONDS | 85,000.0000 | 81,676.67 | .00 | |
MNET 2023-1A A 6.56% 02/20/28 | 59170DAA9 | ASSET BACKED | 1,000,000.0000 | 1,038,854.10 | .05 | |
MET LIFE GLOB FU 2.4% 01/11/32 | 59217GET2 | CORPORATE BONDS | 1,070,000.0000 | 928,872.89 | .05 | |
MET TRANSPRTN 6.814% 11/15/40 | 59259YGF0 | MUNICIPAL BONDS | 680,000.0000 | 772,274.16 | .04 | |
MF1 2023-FL12 A V/R 08/19/28 | 59319MAA1 | ASSET BACKED | 200,000.0000 | 200,500.00 | .01 | |
BERKSHIRE HATHA 5.95% 05/15/37 | BRK.B/37 | 59562VAP2 | CORPORATE BONDS | 1,100,000.0000 | 1,198,263.41 | .06 |
MIDWEST GMNG B 4.875% 05/01/29 | 59833DAB6 | CORPORATE BONDS | 100,000.0000 | 95,917.13 | .00 | |
ATHENAHEALTH GRO 6.5% 02/15/30 | 60337JAA4 | CORPORATE BONDS | 110,000.0000 | 105,664.41 | .01 | |
MITER BRAND / M 6.75% 04/01/32 | 60672JAA7 | CORPORATE BONDS | 105,000.0000 | 108,845.73 | .01 | |
MODIVCARE ESCROW I 5% 10/01/29 | 60783XAA2 | CORPORATE BONDS | 15,000.0000 | 9,340.65 | .00 | |
MONDELEZ INTERNA 1.5% 02/04/31 | 609207AX3 | CORPORATE BONDS | 895,000.0000 | 755,886.32 | .04 | |
MONONGAHELA POW 5.85% 02/15/34 | 609935AA9 | CORPORATE BONDS | 205,000.0000 | 219,720.78 | .01 | |
MSC 2024-NSTB A V/R 07/25/32 | 61690BAA0 | ASSET BACKED | 364,000.0000 | 351,318.49 | .02 | |
MSBAM 2015-C2 3.531% 09/15/25 | 61690VAZ1 | ASSET BACKED | 1,405,000.0000 | 1,383,263.67 | .07 | |
MSC 2016-UB12 XA V/R 11/15/26 | 61691EBB0 | ASSET BACKED | 11,732,131.0100 | 124,852.16 | .01 | |
MSC 2019-L3 XA V/R 11/15/29 | 61691UBF5 | ASSET BACKED | 20,654,226.8100 | 541,074.65 | .03 | |
MORGAN STANLEY V/R 01/22/31 | 6174468L6 | CORPORATE BONDS | 1,715,000.0000 | 1,570,753.79 | .08 | |
MORGAN STANLEY V/R 04/28/32 | 6174468X0 | CORPORATE BONDS | 485,000.0000 | 411,496.96 | .02 | |
MORGAN STANLEY V/R 10/20/32 | 61747YEH4 | CORPORATE BONDS | 185,000.0000 | 161,485.90 | .01 | |
MORGAN STANLEY V/R 07/20/29 | 61747YFF7 | CORPORATE BONDS | 180,000.0000 | 187,037.67 | .01 | |
MORGAN STANLEY V/R 04/19/35 | 61747YFR1 | CORPORATE BONDS | 3,485,000.0000 | 3,743,399.05 | .19 | |
MORGAN STANLEY V/R 07/19/35 | 61747YFT7 | CORPORATE BONDS | 3,055,000.0000 | 3,172,381.72 | .16 | |
MSBAM 2014-C19 X V/R 12/15/24 | 61764PBV3 | ASSET BACKED | 9,638,247.2000 | 238.06 | .00 | |
MSBAM 2015-C2 3.249% 12/15/24 | 61764RBF4 | ASSET BACKED | 2,583,782.0000 | 2,571,274.94 | .13 | |
MSBAM 2016-C31 C V/R 10/15/26 | 61766RBE5 | ASSET BACKED | 1,652,000.0000 | 1,419,526.26 | .07 | |
MSC 2016-UB11 XA V/R 08/15/26 | 61767FBB6 | ASSET BACKED | 13,458,367.3100 | 269,083.90 | .01 | |
MSC 2020-L4 B 3.082% 02/15/30 | 61770KBB0 | ASSET BACKED | 806,000.0000 | 698,647.33 | .04 | |
MSC 2019-H7 A 3.524% 07/15/29 | 61771MAZ3 | ASSET BACKED | 400,000.0000 | 373,638.04 | .02 | |
MSC 2021-L7 A 2.322% 08/15/31 | 61772TBC7 | ASSET BACKED | 3,420,000.0000 | 2,995,452.83 | .15 | |
MOTOROLA SOLUTIO 5.4% 04/15/34 | 620076BZ1 | CORPORATE BONDS | 200,000.0000 | 208,723.24 | .01 | |
MEDLINE BORROWE 5.25% 10/01/29 | 62482BAB8 | CORPORATE BONDS | 230,000.0000 | 225,672.02 | .01 | |
NGL ENRGY OP/F 8.125% 02/15/29 | 62922LAC2 | CORPORATE BONDS | 95,000.0000 | 97,407.97 | .00 | |
NLT 2021-INV1 A1 V/R 05/25/56 | 62923JAA0 | ASSET BACKED | 872,360.7300 | 750,022.87 | .04 | |
NGPL PIPECO LLC 3.25% 07/15/31 | 62928CAA0 | CORPORATE BONDS | 227,000.0000 | 201,771.73 | .01 | |
NABORS INDUSTR 9.125% 01/31/30 | 62957HAP0 | CORPORATE BONDS | 85,000.0000 | 87,660.33 | .00 | |
NABORS INDUSTR 8.875% 08/15/31 | 62957HAQ8 | CORPORATE BONDS | 25,000.0000 | 23,781.88 | .00 | |
NNN REIT INC 5.5% 06/15/34 | 637417AT3 | CORPORATE BONDS | 175,000.0000 | 182,098.35 | .01 | |
NATIONAL RURAL UTI 5% 08/15/34 | 637432PC3 | CORPORATE BONDS | 5,910,000.0000 | 6,062,364.82 | .31 | |
NATIONSTAR MTG 5.75% 11/15/31 | 63861CAE9 | CORPORATE BONDS | 145,000.0000 | 142,037.75 | .01 | |
NAVSL 2023-A A 5.51% 10/15/32 | 638961AA0 | ASSET BACKED | 669,298.6300 | 684,661.24 | .04 | |
NAVIENT CORP 5% 03/15/27 | 63938CAK4 | CORPORATE BONDS | 70,000.0000 | 69,380.71 | .00 | |
NAVSL 2021-EA 0.97% 12/15/28 | 63942EAA6 | ASSET BACKED | 340,780.2200 | 301,287.78 | .02 | |
NAVSL 2021-FA 1.11% 05/15/29 | 63942GAA1 | ASSET BACKED | 527,342.6400 | 469,267.98 | .02 | |
NETAPP INC 1.875% 06/22/25 | 64110DAL8 | CORPORATE BONDS | 290,000.0000 | 283,970.29 | .01 | |
NETFLIX INC 5.375% 11/15/29 | 64110LAU0 | CORPORATE BONDS | 157,000.0000 | 165,184.46 | .01 | |
NETFLIX INC 5.4% 08/15/54 | 64110LBA3 | CORPORATE BONDS | 144,000.0000 | 152,441.20 | .01 | |
NCHET 2005-B M2 V/R 10/25/35 | 64352VNL1 | ASSET BACKED | 4,000,000.0000 | 3,517,109.20 | .18 | |
USRE 2021-1 A1 1.91% 10/20/26 | 643821AA9 | ASSET BACKED | 1,050,000.0000 | 967,794.77 | .05 | |
NRZT 2021-NQ1R A V/R 07/25/55 | 64828BAA9 | ASSET BACKED | 277,593.3700 | 249,628.48 | .01 | |
NRZT 2021-NQ2R A V/R 10/25/58 | 64831EAA8 | ASSET BACKED | 161,659.9500 | 151,499.70 | .01 | |
NRZT 2021-NQM3 A V/R 11/27/56 | 64831TAA5 | ASSET BACKED | 893,594.2200 | 789,771.89 | .04 | |
NEW YORK TRANS 4.248% 09/01/35 | 650117AA2 | MUNICIPAL BONDS | 695,000.0000 | 680,169.88 | .03 | |
NEWS CORP 5.125% 02/15/32 | 65249BAB5 | CORPORATE BONDS | 45,000.0000 | 44,213.57 | .00 | |
NEXTERA ENERGY 2.25% 06/01/30 | 65339KBR0 | CORPORATE BONDS | 1,210,000.0000 | 1,081,513.95 | .06 | |
NEXTERA ENERGY 5.55% 03/15/54 | 65339KCV0 | CORPORATE BONDS | 120,000.0000 | 125,301.90 | .01 | |
NEXTERA ENERGY CA V/R 06/15/54 | 65339KDB3 | CORPORATE BONDS | 44,000.0000 | 47,480.05 | .00 | |
NISOURCE INC 3.6% 05/01/30 | 65473PAJ4 | CORPORATE BONDS | 464,000.0000 | 445,537.96 | .02 | |
NISOURCE INC 5.4% 06/30/33 | 65473PAP0 | CORPORATE BONDS | 50,000.0000 | 52,028.02 | .00 | |
NISOURCE INC 5.35% 04/01/34 | 65473PAQ8 | CORPORATE BONDS | 465,000.0000 | 482,766.81 | .02 | |
NJ 2023-GSP A V/R 01/06/29 | 65486XAA1 | ASSET BACKED | 590,000.0000 | 625,720.96 | .03 | |
NORTHROP GRUMMA 5.15% 05/01/40 | 666807BT8 | CORPORATE BONDS | 475,000.0000 | 482,399.07 | .02 | |
NORTHROP GRUMMAN 5.2% 06/01/54 | 666807CM2 | CORPORATE BONDS | 370,000.0000 | 376,739.15 | .02 | |
AMSR 2020-SFR 2.456% 11/17/25 | 66981FAF7 | ASSET BACKED | 4,000,000.0000 | 3,870,688.00 | .20 | |
NSTAR ELECTRIC C 5.4% 06/01/34 | 67021CAV9 | CORPORATE BONDS | 180,000.0000 | 190,020.82 | .01 | |
NUSTAR LOGISTICS L 6% 06/01/26 | 67059TAF2 | CORPORATE BONDS | 135,000.0000 | 135,802.58 | .01 | |
NVIDIA CORP 2.85% 04/01/30 | 67066GAF1 | CORPORATE BONDS | 370,000.0000 | 350,054.01 | .02 | |
O'REILLY AUTOMOT 4.7% 06/15/32 | 67103HAL1 | CORPORATE BONDS | 189,000.0000 | 190,494.13 | .01 | |
O'REILLY AUTOMO 5.75% 11/20/26 | 67103HAM9 | CORPORATE BONDS | 96,000.0000 | 98,967.74 | .01 | |
O'REILLY AUTOMOTIV 5% 08/19/34 | 67103HAN7 | CORPORATE BONDS | 99,000.0000 | 100,175.93 | .01 | |
OBX 2021-NQM1 A1 V/R 03/25/25 | 67114BAA5 | ASSET BACKED | 578,119.4900 | 515,603.73 | .03 | |
OBX 2021-NQM3 A1 V/R 07/25/61 | 67114JAA8 | ASSET BACKED | 546,404.3600 | 451,759.31 | .02 | |
OBX 2022-NQM1 A1 V/R 01/25/26 | 67114VAA1 | ASSET BACKED | 1,067,174.2900 | 960,625.47 | .05 | |
CHORD ENERGY C 6.375% 06/01/26 | 674215AL2 | CORPORATE BONDS | 130,000.0000 | 130,276.38 | .01 | |
OCCIDENTAL PETR 7.15% 05/15/28 | 674599DR3 | CORPORATE BONDS | 4,720,000.0000 | 5,057,234.56 | .26 | |
OCCIDENTAL PET 5.375% 01/01/32 | 674599EK7 | CORPORATE BONDS | 44,000.0000 | 44,604.25 | .00 | |
OGLETHORPE POWE 5.05% 10/01/48 | 677050AN6 | CORPORATE BONDS | 410,000.0000 | 388,429.85 | .02 | |
OGLETHORPE POWER 5.8% 06/01/54 | 677050AV8 | CORPORATE BONDS | 55,000.0000 | 57,831.96 | .00 | |
OHIO EDISON CO 5.5% 01/15/33 | 677347CH7 | CORPORATE BONDS | 200,000.0000 | 207,987.07 | .01 | |
OHIO POWER COMPANY 5% 06/01/33 | 677415CV1 | CORPORATE BONDS | 480,000.0000 | 488,331.48 | .03 | |
ONEOK INC 6.1% 11/15/32 | 682680BG7 | CORPORATE BONDS | 235,000.0000 | 252,974.05 | .01 | |
ONEOK INC 6.625% 09/01/53 | 682680BN2 | CORPORATE BONDS | 181,000.0000 | 200,844.77 | .01 | |
ONEOK INC 4.4% 10/15/29 | 682680CC5 | CORPORATE BONDS | 190,000.0000 | 189,357.16 | .01 | |
ONEOK INC 4.75% 10/15/31 | 682680CD3 | CORPORATE BONDS | 170,000.0000 | 170,000.40 | .01 | |
ONEOK INC 5.05% 11/01/34 | 682680CE1 | CORPORATE BONDS | 240,000.0000 | 238,906.20 | .01 | |
ONEOK INC 5.85% 11/01/64 | 682680CG6 | CORPORATE BONDS | 300,000.0000 | 297,719.72 | .02 | |
ODART 2023-1A 5.41% 08/14/27 | 682685AA0 | ASSET BACKED | 995,000.0000 | 1,013,596.75 | .05 | |
ONEMAIN FINANCE 7.5% 05/15/31 | 682691AF7 | CORPORATE BONDS | 125,000.0000 | 128,671.50 | .01 | |
ORACLE CORP 3.8% 11/15/37 | 68389XBP9 | CORPORATE BONDS | 325,000.0000 | 287,555.90 | .01 | |
ORACLE CORP 2.95% 04/01/30 | 68389XBV6 | CORPORATE BONDS | 165,000.0000 | 153,429.28 | .01 | |
ORACLE CORP 3.6% 04/01/50 | 68389XBX2 | CORPORATE BONDS | 914,000.0000 | 695,830.32 | .04 | |
ORACLE CORP 6.25% 11/09/32 | 68389XCJ2 | CORPORATE BONDS | 45,000.0000 | 49,792.79 | .00 | |
OTIS WORLDWIDE 2.565% 02/15/30 | 68902VAK3 | CORPORATE BONDS | 775,000.0000 | 710,090.58 | .04 | |
OUTFRONT MEDIA 7.375% 02/15/31 | 69007TAG9 | CORPORATE BONDS | 55,000.0000 | 58,711.95 | .00 | |
OWENS & MINOR 6.625% 04/01/30 | 690732AG7 | CORPORATE BONDS | 55,000.0000 | 53,388.35 | .00 | |
OWENS CORNING 5.7% 06/15/34 | 690742AP6 | CORPORATE BONDS | 187,000.0000 | 198,520.15 | .01 | |
PECF USS INTERMEDI 8% 11/15/29 | 69291HAA3 | CORPORATE BONDS | 20,000.0000 | 7,225.00 | .00 | |
PBF HOLDING CO LLC 6% 02/15/28 | 69318FAJ7 | CORPORATE BONDS | 60,000.0000 | 59,226.77 | .00 | |
PFSFC 2023-C A 5.52% 10/15/26 | 69335PEY7 | ASSET BACKED | 2,915,000.0000 | 2,988,212.27 | .15 | |
PNMSR 2021-FT1 A V/R 03/25/26 | 69346MAD1 | ASSET BACKED | 1,800,000.0000 | 1,804,663.80 | .09 | |
PNC FINANCIAL SER V/R 01/24/34 | 693475BM6 | CORPORATE BONDS | 5,725,000.0000 | 5,804,317.41 | .30 | |
PMTCR 2019-3R A V/R 11/27/31 | 69349MAA4 | ASSET BACKED | 343,341.1600 | 344,469.14 | .02 | |
PRPM 2021-3 A1 V/R 04/25/26 | 69357PAA6 | ASSET BACKED | 280,181.5400 | 279,204.32 | .01 | |
PRPM 2021-5 A1 V/R 06/25/24 | 69358DAA2 | ASSET BACKED | 538,988.6900 | 536,606.31 | .03 | |
PRPM 2021-6 A1 V/R 07/25/24 | 69360FAA3 | ASSET BACKED | 426,426.3100 | 424,305.99 | .02 | |
PRPM 2021-RPL1 A V/R 07/25/51 | 69360GAA1 | ASSET BACKED | 191,952.4400 | 176,252.78 | .01 | |
PRPM 2021-7 A1 V/R 08/25/24 | 69360LAA0 | ASSET BACKED | 2,582,567.9200 | 2,574,166.57 | .13 | |
PRPM 2021-8 A1 V/R 09/25/26 | 69360MAA8 | ASSET BACKED | 472,951.3900 | 470,266.21 | .02 | |
PRPM 2021-9 A1 V/R 10/25/24 | 69360XAA4 | ASSET BACKED | 1,229,372.1100 | 1,229,506.97 | .06 | |
PACIFIC GAS & EL 2.5% 02/01/31 | 694308JG3 | CORPORATE BONDS | 1,245,000.0000 | 1,090,809.05 | .06 | |
PACIFIC GAS & E 4.55% 07/01/30 | 694308JM0 | CORPORATE BONDS | 505,000.0000 | 501,098.90 | .03 | |
PACIFIC GAS & E 3.25% 06/01/31 | 694308JT5 | CORPORATE BONDS | 610,000.0000 | 555,386.12 | .03 | |
PACIFIC GAS & E 5.45% 06/15/27 | 694308KF3 | CORPORATE BONDS | 677,000.0000 | 693,110.28 | .04 | |
PACIFIC GAS & EL 5.9% 06/15/32 | 694308KG1 | CORPORATE BONDS | 155,000.0000 | 164,027.28 | .01 | |
PACIFIC GAS & E 6.75% 01/15/53 | 694308KH9 | CORPORATE BONDS | 180,000.0000 | 205,231.04 | .01 | |
PACIFIC GAS & E 6.15% 01/15/33 | 694308KJ5 | CORPORATE BONDS | 515,000.0000 | 552,858.87 | .03 | |
PACIFIC GAS & EL 6.4% 06/15/33 | 694308KM8 | CORPORATE BONDS | 585,000.0000 | 639,410.15 | .03 | |
PACIFIC GAS & E 6.95% 03/15/34 | 694308KP1 | CORPORATE BONDS | 180,000.0000 | 204,577.02 | .01 | |
PACTIV EVERGRE 4.375% 10/15/28 | 69527AAA4 | CORPORATE BONDS | 100,000.0000 | 95,783.95 | .00 | |
PAID 2022-1 B 3.344% 10/15/29 | 69546MAB3 | ASSET BACKED | 1,340,660.7900 | 1,332,127.75 | .07 | |
PAID 2023-3 A 7.6% 12/16/30 | 69548BAA7 | ASSET BACKED | 443,010.0700 | 445,649.08 | .02 | |
PANTHER ESCROW 7.125% 06/01/31 | 69867RAA5 | CORPORATE BONDS | 90,000.0000 | 94,401.81 | .00 | |
PARK INTERMED HOLD 7% 02/01/30 | 70052LAD5 | CORPORATE BONDS | 155,000.0000 | 161,119.25 | .01 | |
PENN ENTERTAIN 4.125% 07/01/29 | 707569AV1 | CORPORATE BONDS | 55,000.0000 | 50,110.85 | .00 | |
PENNYMAC FIN SV 4.25% 02/15/29 | 70932MAB3 | CORPORATE BONDS | 45,000.0000 | 42,931.89 | .00 | |
PENNYMAC FIN S 7.875% 12/15/29 | 70932MAD9 | CORPORATE BONDS | 80,000.0000 | 85,305.44 | .00 | |
PENSKE TRUCK LEA 4.2% 04/01/27 | 709599AX2 | CORPORATE BONDS | 203,000.0000 | 201,985.60 | .01 | |
PENSKE TRUCK LE 5.75% 05/24/26 | 709599BU7 | CORPORATE BONDS | 150,000.0000 | 152,717.43 | .01 | |
PENSKE TRUCK LE 6.05% 08/01/28 | 709599BW3 | CORPORATE BONDS | 170,000.0000 | 178,936.56 | .01 | |
PENSKE TRUCK LE 5.35% 03/30/29 | 709599BZ6 | CORPORATE BONDS | 115,000.0000 | 118,759.20 | .01 | |
PERFORMANCE FO 6.125% 09/15/32 | 71376LAF7 | CORPORATE BONDS | 95,000.0000 | 97,076.26 | .00 | |
PERMIAN RESOURC OP 7% 01/15/32 | 71424VAA8 | CORPORATE BONDS | 140,000.0000 | 145,646.56 | .01 | |
PERMIAN RESOURC 6.25% 02/01/33 | 71424VAB6 | CORPORATE BONDS | 50,000.0000 | 50,806.75 | .00 | |
PHILIP MORRIS 5.125% 02/15/30 | 718172DA4 | CORPORATE BONDS | 620,000.0000 | 643,186.44 | .03 | |
PHILIP MORRIS 5.375% 02/15/33 | 718172DB2 | CORPORATE BONDS | 375,000.0000 | 392,189.61 | .02 | |
PHILIP MORRIS 5.625% 09/07/33 | 718172DE6 | CORPORATE BONDS | 285,000.0000 | 303,393.10 | .02 | |
PHILIP MORRIS 5.125% 02/13/31 | 718172DH9 | CORPORATE BONDS | 200,000.0000 | 207,879.91 | .01 | |
PHILIP MORRIS I 5.25% 02/13/34 | 718172DJ5 | CORPORATE BONDS | 199,000.0000 | 206,664.20 | .01 | |
PHILLIPS 66 CO 5.3% 06/30/33 | 718547AR3 | CORPORATE BONDS | 500,000.0000 | 515,437.09 | .03 | |
PHILLIPS 66 CO 5.25% 06/15/31 | 718547AU6 | CORPORATE BONDS | 400,000.0000 | 413,636.48 | .02 | |
PIKE CORP 5.5% 09/01/28 | 721283AA7 | CORPORATE BONDS | 125,000.0000 | 122,423.51 | .01 | |
PIKE CORP 8.625% 01/31/31 | 721283AB5 | CORPORATE BONDS | 65,000.0000 | 69,499.11 | .00 | |
POST HOLDINGS 6.375% 03/01/33 | 737446AV6 | CORPORATE BONDS | 85,000.0000 | 86,387.03 | .00 | |
PREMIER ENTERT 5.625% 09/01/29 | 74052HAA2 | CORPORATE BONDS | 30,000.0000 | 22,441.34 | .00 | |
PART 2022-1A B 6.55% 01/15/25 | 74113RAG4 | ASSET BACKED | 665,987.0300 | 667,899.48 | .03 | |
PRET 2021-NPL2 A V/R 06/25/24 | 741386AA4 | ASSET BACKED | 458,484.8900 | 455,419.60 | .02 | |
PRET 2021-NPL4 A V/R 10/27/24 | 741391AB2 | ASSET BACKED | 842,208.1100 | 837,258.37 | .04 | |
PRET 2021-RN1 A1 V/R 07/25/24 | 74140QAA6 | ASSET BACKED | 731,678.3100 | 729,907.28 | .04 | |
PRET 2021-NPL3 A V/R 07/25/24 | 74143EAA0 | ASSET BACKED | 403,946.3300 | 399,304.66 | .02 | |
PRET 2021-RN3 A1 V/R 09/25/51 | 74143JAA9 | ASSET BACKED | 1,102,560.8000 | 1,098,846.60 | .06 | |
PRIME SECSRVC B 6.25% 01/15/28 | 74166MAE6 | CORPORATE BONDS | 60,000.0000 | 60,016.14 | .00 | |
PRINCIPAL FINA 5.375% 03/15/33 | 74251VAT9 | CORPORATE BONDS | 355,000.0000 | 370,247.32 | .02 | |
PRINCIPAL LFE GL 5.1% 01/25/29 | 74256LEY1 | CORPORATE BONDS | 140,000.0000 | 144,235.81 | .01 | |
PROG 2024-SFR2 3.3% 04/17/29 | 74290XAA9 | ASSET BACKED | 470,000.0000 | 445,216.15 | .02 | |
PROG 2022-SFR3 3.2% 04/17/27 | 74331UAA6 | ASSET BACKED | 326,563.7400 | 316,395.69 | .02 | |
PROG 2022-SFR 4.451% 06/17/27 | 74332YAA7 | ASSET BACKED | 242,692.0200 | 241,605.58 | .01 | |
PROG 2021-SFR 2.732% 01/17/29 | 74333XAC4 | ASSET BACKED | 2,065,000.0000 | 1,926,176.04 | .10 | |
PROG 2022-SFR 4.451% 07/20/27 | 74334DAA1 | ASSET BACKED | 1,062,375.0600 | 1,056,821.71 | .05 | |
PROG 2023-SFR1 4.3% 03/09/28 | 74334FAA6 | ASSET BACKED | 548,783.2600 | 542,219.70 | .03 | |
PROTECTIVE LIF 5.215% 06/12/29 | 74368CBY9 | CORPORATE BONDS | 310,000.0000 | 321,894.23 | .02 | |
PUBLIC SERVICE 5.45% 03/01/54 | 74456QCR5 | CORPORATE BONDS | 260,000.0000 | 276,038.88 | .01 | |
PUBLIC SERVICE 6.125% 10/15/33 | 744573AX4 | CORPORATE BONDS | 285,000.0000 | 310,431.89 | .02 | |
PUBLIC SERVICE 5.45% 04/01/34 | 744573AZ9 | CORPORATE BONDS | 100,000.0000 | 104,153.44 | .01 | |
PUGET ENERGY IN 3.65% 05/15/25 | 745310AH5 | CORPORATE BONDS | 535,000.0000 | 529,282.48 | .03 | |
PUGET ENERGY INC 4.1% 06/15/30 | 745310AK8 | CORPORATE BONDS | 75,000.0000 | 72,252.36 | .00 | |
QORVO INC 3.375% 04/01/31 | 74736KAJ0 | CORPORATE BONDS | 115,000.0000 | 102,964.56 | .01 | |
QUANTA SERVICES 2.35% 01/15/32 | 74762EAH5 | CORPORATE BONDS | 488,000.0000 | 418,890.52 | .02 | |
QUEST DIAGNOSTICS 5% 12/15/34 | 74834LBG4 | CORPORATE BONDS | 199,000.0000 | 201,502.31 | .01 | |
RALI 2006-QS17 A8 6% 12/25/36 | 74922SAH1 | ASSET BACKED | 2,686,000.0300 | 2,224,024.41 | .11 | |
RPM INTERNATION 2.95% 01/15/32 | 749685AY9 | CORPORATE BONDS | 1,840,000.0000 | 1,630,712.94 | .08 | |
RADIATE HOLDCO / 4.5% 09/15/26 | 75026JAC4 | CORPORATE BONDS | 20,000.0000 | 17,062.51 | .00 | |
RADIOLOGY PART 7.775% 01/31/29 | 75041VAB0 | CORPORATE BONDS | 36,249.0000 | 35,977.13 | .00 | |
RADIOLOGY PART 9.781% 02/15/30 | 75041VAC8 | CORPORATE BONDS | 27,440.0000 | 25,930.80 | .00 | |
RTX CORP 5.75% 11/08/26 | 75513ECT6 | CORPORATE BONDS | 155,000.0000 | 159,794.05 | .01 | |
ANYWHERE RE GRP 5.25% 04/15/30 | 75606DAQ4 | CORPORATE BONDS | 20,000.0000 | 15,949.23 | .00 | |
ANYWHERE REAL EST/ 7% 04/15/30 | 75606DAS0 | CORPORATE BONDS | 50,000.0000 | 46,447.63 | .00 | |
REALTY INCOME CO 4.9% 07/15/33 | 756109BT0 | CORPORATE BONDS | 325,000.0000 | 328,342.74 | .02 | |
UPBOUND GROUP 6.375% 02/15/29 | 76009NAL4 | CORPORATE BONDS | 45,000.0000 | 43,566.00 | .00 | |
REPUBLIC SERVIC 1.45% 02/15/31 | 760759AX8 | CORPORATE BONDS | 160,000.0000 | 134,102.39 | .01 | |
REPUBLIC SERVICE 5.2% 11/15/34 | 760759BK5 | CORPORATE BONDS | 465,000.0000 | 485,479.69 | .02 | |
RMLT 2021-1R A1 V/R 01/25/65 | 76090NAA8 | ASSET BACKED | 139,802.8200 | 132,183.71 | .01 | |
RALI 2005-QS13 5.5% 09/25/35 | 761118GU6 | ASSET BACKED | 1,002,842.8400 | 800,303.49 | .04 | |
RMLT 2020-1 M1 V/R 01/26/60 | 76119CAD3 | ASSET BACKED | 3,100,000.0000 | 2,984,429.21 | .15 | |
VDCR 2023-1A A2A 5% 09/15/28 | 76134KAA2 | ASSET BACKED | 1,040,000.0000 | 1,035,205.29 | .05 | |
VDCR 2023-1A B 5.75% 09/15/28 | 76134KAC8 | ASSET BACKED | 500,000.0000 | 489,757.85 | .03 | |
VDCR 2024-1A 4.992% 09/17/29 | 76134KAH7 | ASSET BACKED | 560,000.0000 | 559,569.36 | .03 | |
ROPER TECHNOLOG 4.75% 02/15/32 | 776696AH9 | CORPORATE BONDS | 410,000.0000 | 414,832.49 | .02 | |
SCFET 2024-1A 5.52% 10/20/28 | 783896AC7 | ASSET BACKED | 285,000.0000 | 293,647.90 | .02 | |
SFAST 2023-1A 5.47% 06/20/27 | 78398AAE3 | ASSET BACKED | 520,000.0000 | 534,225.38 | .03 | |
SBA TOWER TRUS 1.631% 11/15/26 | 78403DAT7 | CORPORATE BONDS | 3,415,000.0000 | 3,197,444.69 | .16 | |
SFAVE 2015-5AVE V/R 01/05/35 | 78413MAL2 | ASSET BACKED | 2,710,000.0000 | 2,213,232.88 | .11 | |
SGR 2021-1 A1 V/R 07/25/61 | 784212AA0 | ASSET BACKED | 795,412.4500 | 656,514.66 | .03 | |
SHR 2024-LXRY A V/R 10/15/26 | 784234AA4 | ASSET BACKED | 1,455,000.0000 | 1,455,000.00 | .07 | |
SGR 2021-2 B1 V/R 12/25/61 | 78432YAE9 | ASSET BACKED | 5,238,000.0000 | 4,266,695.14 | .22 | |
SM ENERGY CO 7% 08/01/32 | 78454LAY6 | CORPORATE BONDS | 105,000.0000 | 105,405.83 | .01 | |
SMRT 2022-MINI D V/R 01/15/24 | 78457JAL6 | ASSET BACKED | 3,490,000.0000 | 3,427,033.77 | .18 | |
SWF HOLDINGS I C 6.5% 10/01/29 | 78500AAA6 | CORPORATE BONDS | 20,000.0000 | 12,701.00 | .00 | |
SDCP 2024-1 A2 6% 04/20/29 | 78520EAG1 | ASSET BACKED | 165,000.0000 | 166,835.53 | .01 | |
SABINE PASS LIQUEF 5% 03/15/27 | 785592AS5 | CORPORATE BONDS | 256,000.0000 | 259,322.82 | .01 | |
SABRE GLBL INC 8.625% 06/01/27 | 78573NAJ1 | CORPORATE BONDS | 30,000.0000 | 29,508.72 | .00 | |
SDART 2023-3 B 5.61% 07/15/26 | 80285XAD7 | ASSET BACKED | 635,000.0000 | 643,181.53 | .03 | |
SDART 2023-1 B 4.98% 11/17/25 | 80287GAD2 | ASSET BACKED | 365,000.0000 | 365,287.47 | .02 | |
SCHLUMBERGER HLDGS 5% 11/15/29 | 806851AM3 | CORPORATE BONDS | 120,000.0000 | 123,888.82 | .01 | |
MATIV HOLDINGS 6.875% 10/01/26 | 808541AA4 | CORPORATE BONDS | 110,000.0000 | 109,950.49 | .01 | |
MATIV HOLDINGS INC 8% 10/01/29 | 808541AC0 | CORPORATE BONDS | 70,000.0000 | 71,447.23 | .00 | |
SC GAMES HOLDI 6.625% 03/01/30 | 80874DAA4 | CORPORATE BONDS | 70,000.0000 | 69,471.52 | .00 | |
LIGHT & WONDER 7.25% 11/15/29 | 80874YBE9 | CORPORATE BONDS | 65,000.0000 | 67,250.56 | .00 | |
SEALED AIR/SEAL 7.25% 02/15/31 | 812127AB4 | CORPORATE BONDS | 105,000.0000 | 111,130.74 | .01 | |
SELECT MEDICAL 6.25% 08/15/26 | 816196AT6 | CORPORATE BONDS | 110,000.0000 | 110,669.13 | .01 | |
SERVICE PROPERTI 5.5% 12/15/27 | 81761LAB8 | CORPORATE BONDS | 25,000.0000 | 23,801.50 | .00 | |
SERVICE PROPER 8.875% 06/15/32 | 81761LAE2 | CORPORATE BONDS | 25,000.0000 | 23,880.43 | .00 | |
SHERWIN-WILLIAMS 2.3% 05/15/30 | 824348BL9 | CORPORATE BONDS | 525,000.0000 | 472,328.73 | .02 | |
SIMON PROPERTY G 2.2% 02/01/31 | 828807DM6 | CORPORATE BONDS | 1,905,000.0000 | 1,671,006.56 | .09 | |
SIMON PROPERTY 4.75% 09/26/34 | 828807DY0 | CORPORATE BONDS | 490,000.0000 | 485,948.63 | .02 | |
SIRIUS XM RADIO 5.5% 07/01/29 | 82967NBC1 | CORPORATE BONDS | 125,000.0000 | 122,115.76 | .01 | |
SITIO ROYAL OP 7.875% 11/01/28 | 82983MAB6 | CORPORATE BONDS | 65,000.0000 | 67,996.76 | .00 | |
SIX FLAGS ENTE 6.625% 05/01/32 | 83002YAA7 | CORPORATE BONDS | 130,000.0000 | 134,628.39 | .01 | |
6297782 LLC 4.911% 09/01/27 | 83007CAA0 | CORPORATE BONDS | 37,000.0000 | 37,282.84 | .00 | |
SOFI 2018-B BF 3.83% 01/25/27 | 83404RAC2 | ASSET BACKED | 1,000,000.0000 | 948,097.00 | .05 | |
SOLVENTUM CORP 5.4% 03/01/29 | 83444MAC5 | CORPORATE BONDS | 695,000.0000 | 715,025.10 | .04 | |
SOLVENTUM CORP 5.45% 03/13/31 | 83444MAE1 | CORPORATE BONDS | 140,000.0000 | 144,323.93 | .01 | |
SONIC AUTOMOTI 4.625% 11/15/29 | 83545GBD3 | CORPORATE BONDS | 120,000.0000 | 112,669.84 | .01 | |
SONOCO PRODUCTS 4.6% 09/01/29 | 835495AR3 | CORPORATE BONDS | 71,000.0000 | 70,640.41 | .00 | |
SOTERA HEALTH 7.375% 06/01/31 | 83600WAE9 | CORPORATE BONDS | 60,000.0000 | 62,310.54 | .00 | |
SOUTHERN CAL E 4.125% 03/01/48 | 842400GK3 | CORPORATE BONDS | 545,000.0000 | 460,278.42 | .02 | |
SOUTHERN CAL ED 2.85% 08/01/29 | 842400GS6 | CORPORATE BONDS | 130,000.0000 | 122,051.95 | .01 | |
SOUTHERN CAL ED 5.95% 11/01/32 | 842400HT3 | CORPORATE BONDS | 130,000.0000 | 141,482.87 | .01 | |
SOUTHERN CAL EDI 5.2% 06/01/34 | 842400HZ9 | CORPORATE BONDS | 470,000.0000 | 487,160.54 | .02 | |
SOUTHERN CAL ED 5.15% 06/01/29 | 842400JC8 | CORPORATE BONDS | 70,000.0000 | 72,621.33 | .00 | |
SOUTHERN CAL ED 5.45% 06/01/31 | 842400JE4 | CORPORATE BONDS | 351,000.0000 | 371,393.26 | .02 | |
SOUTHERN CALIF 5.75% 06/01/53 | 842434CY6 | CORPORATE BONDS | 5,955,000.0000 | 6,352,199.51 | .33 | |
SOUTHERN CALIF G 5.2% 06/01/33 | 842434CZ3 | CORPORATE BONDS | 555,000.0000 | 576,911.98 | .03 | |
SOUTHERN CALIF G 5.6% 04/01/54 | 842434DA7 | CORPORATE BONDS | 440,000.0000 | 466,419.82 | .02 | |
SOUTHERN CO V/R 09/15/51 | 842587DJ3 | CORPORATE BONDS | 377,000.0000 | 364,875.72 | .02 | |
SOUTHERN CO 4.85% 06/15/28 | 842587DQ7 | CORPORATE BONDS | 385,000.0000 | 394,221.86 | .02 | |
SOUTHERN CO 5.2% 06/15/33 | 842587DR5 | CORPORATE BONDS | 330,000.0000 | 341,957.74 | .02 | |
SOUTHERN CO 5.7% 03/15/34 | 842587DT1 | CORPORATE BONDS | 620,000.0000 | 665,456.34 | .03 | |
SOUTHERN CO 4.85% 03/15/35 | 842587EA1 | CORPORATE BONDS | 495,000.0000 | 498,990.05 | .03 | |
SOUTHERN COPPE 3.875% 04/23/25 | 84265VAH8 | CORPORATE BONDS | 50,000.0000 | 49,620.91 | .00 | |
SOUTHWEST AIRL 5.125% 06/15/27 | 844741BK3 | CORPORATE BONDS | 1,709,000.0000 | 1,740,505.00 | .09 | |
SOUTHWEST GAS CO 2.2% 06/15/30 | 845011AC9 | CORPORATE BONDS | 438,000.0000 | 388,521.32 | .02 | |
SOUTHWESTERN ELE 5.3% 04/01/33 | 845437BU5 | CORPORATE BONDS | 145,000.0000 | 149,654.66 | .01 | |
ONEMAIN FINANC 7.125% 03/15/26 | 85172FAN9 | CORPORATE BONDS | 115,000.0000 | 117,405.24 | .01 | |
SPIRIT AEROSYST 9.75% 11/15/30 | 85205TAR1 | CORPORATE BONDS | 40,000.0000 | 44,600.00 | .00 | |
SPRINT SPECTRU 5.152% 03/20/28 | 85208NAE0 | CORPORATE BONDS | 2,026,500.0000 | 2,046,618.02 | .10 | |
SIDC 2023-2A A2 5.9% 07/25/28 | 85236KAH5 | ASSET BACKED | 590,000.0000 | 599,131.73 | .03 | |
SIDC 2024-1A A2 5.9% 03/26/29 | 85236KAM4 | ASSET BACKED | 320,000.0000 | 328,451.07 | .02 | |
STANDARD BUILDIN 6.5% 08/15/32 | 853191AA2 | CORPORATE BONDS | 50,000.0000 | 51,772.70 | .00 | |
STAPLES INC 10.75% 09/01/29 | 855030AQ5 | CORPORATE BONDS | 45,000.0000 | 43,663.52 | .00 | |
STAPLES INC 12.75% 01/15/30 | 855030AS1 | CORPORATE BONDS | 15,000.0000 | 12,321.10 | .00 | |
STAR 2021-SFR1 G V/R 04/17/26 | 85521DAN2 | ASSET BACKED | 3,500,000.0000 | 3,416,577.85 | .18 | |
STARWOOD PROPER 7.25% 04/01/29 | 85571BBB0 | CORPORATE BONDS | 70,000.0000 | 73,399.34 | .00 | |
STARWOOD PROPERTY 6% 04/15/30 | 85571BBC8 | CORPORATE BONDS | 35,000.0000 | 35,014.25 | .00 | |
STAR 2021-1 A1 V/R 05/25/65 | 85573GAA0 | ASSET BACKED | 404,947.3700 | 377,937.79 | .02 | |
STAR 2021-2 A1 V/R 05/25/65 | 85573HAA8 | ASSET BACKED | 132,633.7000 | 123,513.42 | .01 | |
STAR 2021-3 A1 V/R 06/25/56 | 85573JAA4 | ASSET BACKED | 664,708.2100 | 571,240.93 | .03 | |
STAR 2021-4 A1 V/R 08/25/56 | 85573PAA0 | ASSET BACKED | 862,444.9800 | 759,551.41 | .04 | |
STAR 2021-6 A1 V/R 11/25/66 | 85573RAA6 | ASSET BACKED | 841,768.8000 | 741,412.70 | .04 | |
STATION CASINO 6.625% 03/15/32 | 857691AJ8 | CORPORATE BONDS | 55,000.0000 | 56,223.48 | .00 | |
STEELCASE INC 5.125% 01/18/29 | 858155AE4 | CORPORATE BONDS | 2,260,000.0000 | 2,217,317.19 | .11 | |
SAIL 2006-4 A5 V/R 07/25/36 | 86360WAE2 | ASSET BACKED | 8,700,000.0000 | 3,053,928.81 | .16 | |
SUBWAY 2024-1 6.028% 07/30/29 | 864300AA6 | ASSET BACKED | 605,000.0000 | 624,197.32 | .03 | |
SUBWAY 2024-1 6.505% 07/30/34 | 864300AE8 | ASSET BACKED | 500,000.0000 | 518,496.35 | .03 | |
SUBURBAN PROPANE P 5% 06/01/31 | 864486AL9 | CORPORATE BONDS | 65,000.0000 | 60,602.28 | .00 | |
SUN COMMUNITIES 2.7% 07/15/31 | 866677AE7 | CORPORATE BONDS | 239,000.0000 | 208,988.75 | .01 | |
SUNCOKE ENERGY 4.875% 06/30/29 | 86722AAD5 | CORPORATE BONDS | 100,000.0000 | 90,669.60 | .00 | |
SNVA 2021-A A 1.8% 02/21/28 | 86746EAA5 | ASSET BACKED | 759,431.4200 | 580,810.80 | .03 | |
SUNOCO LP/FINANCE 6% 04/15/27 | 86765LAQ0 | CORPORATE BONDS | 55,000.0000 | 55,182.93 | .00 | |
SUNRN 2021-2A 2.27% 01/30/29 | 86772HAA5 | ASSET BACKED | 1,713,344.8300 | 1,484,589.99 | .08 | |
SWTCH 2024-2A B 6.2% 06/25/29 | 871044AG8 | ASSET BACKED | 1,000,000.0000 | 1,011,092.70 | .05 | |
SYNIT 2023-A2 5.74% 10/15/26 | 87166PAL5 | ASSET BACKED | 5,430,000.0000 | 5,587,706.75 | .29 | |
SYSCO CORPORATI 3.25% 07/15/27 | 871829BF3 | CORPORATE BONDS | 207,000.0000 | 201,676.08 | .01 | |
T-MOBILE USA I 3.875% 04/15/30 | 87264ABF1 | CORPORATE BONDS | 295,000.0000 | 286,878.84 | .01 | |
T-MOBILE USA I 2.875% 02/15/31 | 87264ABT1 | CORPORATE BONDS | 2,001,000.0000 | 1,818,874.78 | .09 | |
T-MOBILE USA IN 5.05% 07/15/33 | 87264ACY9 | CORPORATE BONDS | 210,000.0000 | 215,248.53 | .01 | |
T-MOBILE USA IN 5.75% 01/15/34 | 87264ADC6 | CORPORATE BONDS | 195,000.0000 | 209,406.63 | .01 | |
T-MOBILE USA INC 5.5% 01/15/55 | 87264ADG7 | CORPORATE BONDS | 542,000.0000 | 561,453.14 | .03 | |
T-MOBILE USA INC 4.7% 01/15/35 | 87264ADM4 | CORPORATE BONDS | 355,000.0000 | 353,755.25 | .02 | |
TMUST 2024-1A 5.05% 02/22/27 | 87267RAA3 | ASSET BACKED | 2,300,000.0000 | 2,333,406.12 | .12 | |
TYSN 2023-CRNR A V/R 12/10/28 | 87332PAA8 | ASSET BACKED | 1,105,000.0000 | 1,168,455.51 | .06 | |
BELL 2021-1A 2.542% 08/25/31 | 87342RAJ3 | ASSET BACKED | 1,473,750.0000 | 1,261,507.89 | .06 | |
TAKE-TWO INTERA 4.95% 03/28/28 | 874054AK5 | CORPORATE BONDS | 363,000.0000 | 370,318.61 | .02 | |
TALLGRASS NRG 7.375% 02/15/29 | 87470LAL5 | CORPORATE BONDS | 65,000.0000 | 65,732.94 | .00 | |
TAPESTRY INC 7.05% 11/27/25 | 876030AB3 | CORPORATE BONDS | 135,000.0000 | 137,670.65 | .01 | |
TAPESTRY INC 7.7% 11/27/30 | 876030AE7 | CORPORATE BONDS | 94,000.0000 | 101,266.80 | .01 | |
TARGA RESOURCES PA 4% 01/15/32 | 87612BBU5 | CORPORATE BONDS | 520,000.0000 | 489,287.29 | .03 | |
TARGA RESOURCES 6.15% 03/01/29 | 87612GAE1 | CORPORATE BONDS | 170,000.0000 | 181,139.85 | .01 | |
TARGA RESOURCES 5.5% 02/15/35 | 87612GAK7 | CORPORATE BONDS | 43,000.0000 | 44,284.91 | .00 | |
TENET HEALTHCA 6.125% 10/01/28 | 88033GDK3 | CORPORATE BONDS | 90,000.0000 | 90,718.65 | .00 | |
TENET HEALTHCA 6.125% 06/15/30 | 88033GDQ0 | CORPORATE BONDS | 120,000.0000 | 121,961.04 | .01 | |
TENET HEALTHCAR 6.25% 02/01/27 | 88033GDS6 | CORPORATE BONDS | 100,000.0000 | 100,132.90 | .01 | |
TENNESSEE GAS PI 2.9% 03/01/30 | 880451AZ2 | CORPORATE BONDS | 6,275,000.0000 | 5,746,786.75 | .29 | |
TNG23 2023-1 5.102% 04/01/33 | 88258MAA3 | ASSET BACKED | 712,979.5300 | 737,423.53 | .04 | |
WILLIAMS COMPAN 5.15% 03/15/34 | 88339WAC0 | CORPORATE BONDS | 200,000.0000 | 202,180.09 | .01 | |
CLOUD SOFTWARE G 6.5% 03/31/29 | 88632QAE3 | CORPORATE BONDS | 65,000.0000 | 64,672.82 | .00 | |
TPMT 2021-R1 A1 V/R 04/27/29 | 89179TAA2 | ASSET BACKED | 1,443,476.3300 | 1,305,562.99 | .07 | |
TPMT 2022-4 A1 V/R 06/25/62 | 89180YAA8 | ASSET BACKED | 2,639,552.9200 | 2,534,733.90 | .13 | |
TOWNSQUARE MED 6.875% 02/01/26 | 892231AB7 | CORPORATE BONDS | 95,000.0000 | 94,796.59 | .00 | |
TRANSCONT GAS P 3.25% 05/15/30 | 893574AP8 | CORPORATE BONDS | 155,000.0000 | 145,173.21 | .01 | |
TRANSDIGM INC 5.5% 11/15/27 | 893647BL0 | CORPORATE BONDS | 140,000.0000 | 139,518.90 | .01 | |
TRANSDIGM INC 6.875% 12/15/30 | 893647BS5 | CORPORATE BONDS | 135,000.0000 | 141,368.76 | .01 | |
TAST 2023-1A A 6.48% 01/15/25 | 89616KAA2 | ASSET BACKED | 14,004.5400 | 14,009.30 | .00 | |
TRIDENT TPI HO 12.75% 12/31/28 | 89616RAC3 | CORPORATE BONDS | 100,000.0000 | 111,012.40 | .01 | |
TCN 2024-SFR1 4.65% 04/17/29 | 89616UAA0 | ASSET BACKED | 260,000.0000 | 259,585.25 | .01 | |
TCN 2023-SFR1 A 5.1% 07/17/28 | 89616WAA6 | ASSET BACKED | 379,649.4900 | 382,934.60 | .02 | |
TRITON WATER HO 6.25% 04/01/29 | 89680EAA7 | CORPORATE BONDS | 85,000.0000 | 84,906.95 | .00 | |
TRK 2021-INV1 A1 V/R 07/25/56 | 89688WAA9 | ASSET BACKED | 313,236.5700 | 276,986.08 | .01 | |
TRUIST FINANCIAL V/R 01/26/34 | 89788MAM4 | CORPORATE BONDS | 3,295,000.0000 | 3,331,202.86 | .17 | |
TRUIST FINANCIAL V/R 08/05/32 | 89788MAT9 | CORPORATE BONDS | 196,000.0000 | 200,746.04 | .01 | |
COHERENT CORP 5% 12/15/29 | 902104AC2 | CORPORATE BONDS | 60,000.0000 | 58,666.15 | .00 | |
TYSON FOODS INC 5.4% 03/15/29 | 902494BL6 | CORPORATE BONDS | 65,000.0000 | 67,493.35 | .00 | |
TYSON FOODS INC 5.7% 03/15/34 | 902494BM4 | CORPORATE BONDS | 155,000.0000 | 163,319.45 | .01 | |
UDR INC 3.2% 01/15/30 | 90265EAQ3 | CORPORATE BONDS | 5,160,000.0000 | 4,849,036.01 | .25 | |
UBSCM 2017-C1 XA V/R 06/15/50 | 90276EAF4 | ASSET BACKED | 4,089,865.9400 | 120,928.75 | .01 | |
UKG INC 6.875% 02/01/31 | 90279XAA0 | CORPORATE BONDS | 105,000.0000 | 108,496.61 | .01 | |
US FOODS INC 5.75% 04/15/33 | 90290MAJ0 | CORPORATE BONDS | 145,000.0000 | 145,155.64 | .01 | |
UBER TECHNOLOGIE 4.8% 09/15/34 | 90353TAP5 | CORPORATE BONDS | 530,000.0000 | 529,265.86 | .03 | |
UNITED AIRLINE 4.625% 04/15/29 | 90932LAH0 | CORPORATE BONDS | 120,000.0000 | 115,927.09 | .01 | |
UNITED AIR 2016 3.65% 10/07/25 | 90933JAA9 | CORPORATE BONDS | 1,329,861.1200 | 1,306,283.08 | .07 | |
UNITED NATURAL 6.75% 10/15/28 | 911163AA1 | CORPORATE BONDS | 95,000.0000 | 90,604.96 | .00 | |
US BANCORP V/R 11/03/36 | 91159HJB7 | CORPORATE BONDS | 4,859,000.0000 | 4,100,641.10 | .21 | |
US BANCORP V/R 02/01/34 | 91159HJL5 | CORPORATE BONDS | 1,145,000.0000 | 1,144,194.72 | .06 | |
US TIPS 0.625% 02/15/43 | 912810RA8 | GOVERNMENT BONDS | 205,213.5000 | 164,667.77 | .01 | |
US TREAS BDS 3.625% 02/15/44 | 912810RE0 | GOVERNMENT BONDS | 6,715,000.0000 | 6,197,735.16 | .32 | |
US TIPS 1.375% 02/15/44 | 912810RF7 | GOVERNMENT BONDS | 188,946.8000 | 172,272.87 | .01 | |
US TREAS BDS 3.375% 05/15/44 | 912810RG5 | GOVERNMENT BONDS | 12,905,000.0000 | 11,467,302.34 | .59 | |
US TREAS BDS 2.5% 02/15/45 | 912810RK6 | GOVERNMENT BONDS | 7,470,000.0000 | 5,709,297.69 | .29 | |
US TIPS 0.75% 02/15/45 | 912810RL4 | GOVERNMENT BONDS | 1,302,336.7500 | 1,040,614.08 | .05 | |
US TREAS BDS 2.25% 08/15/46 | 912810RT7 | GOVERNMENT BONDS | 4,065,000.0000 | 2,910,127.16 | .15 | |
US TREAS BDS 3% 02/15/48 | 912810SA7 | GOVERNMENT BONDS | 8,500,000.0000 | 6,913,222.64 | .35 | |
US TREAS BDS 3.125% 05/15/48 | 912810SC3 | GOVERNMENT BONDS | 9,545,000.0000 | 7,927,569.97 | .41 | |
US TREAS BDS 3.375% 11/15/48 | 912810SE9 | GOVERNMENT BONDS | 5,110,000.0000 | 4,428,533.57 | .23 | |
US TIPS 0.25% 02/15/50 | 912810SM1 | GOVERNMENT BONDS | 4,422,735.6000 | 2,934,194.67 | .15 | |
US TREAS BDS 1.25% 05/15/50 | 912810SN9 | GOVERNMENT BONDS | 87,614,000.0000 | 46,887,179.69 | 2.40 | |
US TREAS BDS 1.375% 08/15/50 | 912810SP4 | GOVERNMENT BONDS | 53,050,000.0000 | 29,221,017.45 | 1.50 | |
US TREAS BDS 2.375% 05/15/51 | 912810SX7 | GOVERNMENT BONDS | 29,315,000.0000 | 20,681,961.45 | 1.06 | |
US TREAS BDS 1.875% 11/15/51 | 912810TB4 | GOVERNMENT BONDS | 12,330,000.0000 | 7,681,204.69 | .39 | |
US TREAS BDS 2% 11/15/41 | 912810TC2 | GOVERNMENT BONDS | 3,565,000.0000 | 2,621,110.56 | .13 | |
US TIPS 0.125% 02/15/52 | 912810TE8 | GOVERNMENT BONDS | 245,190.4700 | 152,425.48 | .01 | |
US TREAS BDS 3.25% 05/15/42 | 912810TH1 | GOVERNMENT BONDS | 7,870,000.0000 | 6,996,921.88 | .36 | |
US TREAS BDS 3% 08/15/52 | 912810TJ7 | GOVERNMENT BONDS | 7,170,000.0000 | 5,762,047.25 | .30 | |
US TREAS BDS 3.375% 08/15/42 | 912810TK4 | GOVERNMENT BONDS | 8,165,000.0000 | 7,368,593.57 | .38 | |
US TREAS BDS 4% 11/15/52 | 912810TL2 | GOVERNMENT BONDS | 2,801,600.0000 | 2,726,088.14 | .14 | |
US TREAS BDS 3.625% 02/15/53 | 912810TN8 | GOVERNMENT BONDS | 8,978,000.0000 | 8,163,667.39 | .42 | |
US TREAS BDS 3.875% 02/15/43 | 912810TQ1 | GOVERNMENT BONDS | 33,950,000.0000 | 32,751,140.63 | 1.68 | |
US TREAS BDS 3.625% 05/15/53 | 912810TR9 | GOVERNMENT BONDS | 5,797,000.0000 | 5,275,496.43 | .27 | |
US TREAS BDS 4.125% 08/15/53 | 912810TT5 | GOVERNMENT BONDS | 13,170,000.0000 | 13,114,953.48 | .67 | |
US TREAS BDS 4.375% 08/15/54 | 912810UC0 | GOVERNMENT BONDS | 4,930,000.0000 | 5,033,992.19 | .26 | |
US TREAS NTS 0.375% 04/30/25 | 912828ZL7 | GOVERNMENT BONDS | 3,700,000.0000 | 3,617,010.15 | .19 | |
US TREAS NTS 0.625% 08/15/30 | 91282CAE1 | GOVERNMENT BONDS | 6,516,000.0000 | 5,491,257.22 | .28 | |
US TREAS NTS 0.375% 11/30/25 | 91282CAZ4 | GOVERNMENT BONDS | 4,150,000.0000 | 3,986,107.41 | .20 | |
US TREAS NTS 0.75% 01/31/28 | 91282CBJ9 | GOVERNMENT BONDS | 14,100,000.0000 | 12,856,336.01 | .66 | |
US TREAS NTS 0.75% 03/31/26 | 91282CBT7 | GOVERNMENT BONDS | 10,000,000.0000 | 9,563,671.90 | .49 | |
US TREAS NTS 0.75% 05/31/26 | 91282CCF6 | GOVERNMENT BONDS | 4,650,000.0000 | 4,428,943.37 | .23 | |
US TREAS NTS 0.875% 09/30/26 | 91282CCZ2 | GOVERNMENT BONDS | 6,800,000.0000 | 6,441,406.22 | .33 | |
US TREAS BDS 0% 11/30/26/ | 91282CDK4 | GOVERNMENT BONDS | 1,780,000.0000 | 1,692,668.75 | .09 | |
US TREAS NTS 2.375% 03/31/29 | 91282CEE7 | GOVERNMENT BONDS | 14,560,000.0000 | 13,833,706.29 | .71 | |
US TREAS NTS 2.75% 04/30/27 | 91282CEN7 | GOVERNMENT BONDS | 395,000.0000 | 386,868.55 | .02 | |
US TREAS NTS 2.625% 05/31/27 | 91282CET4 | GOVERNMENT BONDS | 23,000,000.0000 | 22,439,375.00 | 1.15 | |
US TREAS NTS 4% 02/15/26 | 91282CGL9 | GOVERNMENT BONDS | 820,000.0000 | 822,210.15 | .04 | |
US TREAS NTS 3.5% 02/15/33 | 91282CGM7 | GOVERNMENT BONDS | 31,473,000.0000 | 30,924,681.17 | 1.59 | |
US TREAS NTS 3.625% 03/31/30 | 91282CGS4 | GOVERNMENT BONDS | 3,030,000.0000 | 3,032,012.10 | .16 | |
US TIPS 1.375% 07/15/33 | 91282CHP9 | GOVERNMENT BONDS | 932,103.0000 | 918,738.21 | .05 | |
US TREAS NTS 4.125% 07/31/28 | 91282CHQ7 | GOVERNMENT BONDS | 7,195,000.0000 | 7,334,684.16 | .38 | |
US TREAS NTS 3.875% 08/15/33 | 91282CHT1 | GOVERNMENT BONDS | 10,720,000.0000 | 10,806,262.55 | .55 | |
US TREAS NTS 4.625% 10/15/26 | 91282CJC6 | GOVERNMENT BONDS | 1,405,000.0000 | 1,431,453.51 | .07 | |
US TREAS NTS 4.5% 11/15/33 | 91282CJJ1 | GOVERNMENT BONDS | 6,610,000.0000 | 6,980,521.50 | .36 | |
US TREAS NTS 4.375% 11/30/28 | 91282CJN2 | GOVERNMENT BONDS | 965,000.0000 | 994,553.13 | .05 | |
US TREAS NTS 3.75% 12/31/30 | 91282CJQ5 | GOVERNMENT BONDS | 10,485,000.0000 | 10,546,845.14 | .54 | |
US TIPS 1.75% 01/15/34 | 91282CJY8 | GOVERNMENT BONDS | 5,218,626.0000 | 5,276,497.95 | .27 | |
US TREAS NTS 4.25% 03/15/27 | 91282CKE0 | GOVERNMENT BONDS | 4,045,000.0000 | 4,107,413.10 | .21 | |
WI TREASURY SE 4.375% 05/15/34 | 91282CKQ3 | GOVERNMENT BONDS | 7,380,000.0000 | 7,729,396.88 | .40 | |
US TREAS NTS 4.625% 06/15/27 | 91282CKV2 | GOVERNMENT BONDS | 3,230,000.0000 | 3,317,184.77 | .17 | |
US TREAS NTS 4.25% 06/30/31 | 91282CKW0 | GOVERNMENT BONDS | 11,075,000.0000 | 11,465,220.76 | .59 | |
US TREAS NTS 4.25% 06/30/29 | 91282CKX8 | GOVERNMENT BONDS | 2,710,000.0000 | 2,789,182.81 | .14 | |
US TREAS NTS 4.375% 07/31/26 | 91282CLB5 | GOVERNMENT BONDS | 2,130,000.0000 | 2,155,626.56 | .11 | |
US TREAS NTS 3.875% 08/15/34 | 91282CLF6 | GOVERNMENT BONDS | 5,550,000.0000 | 5,589,023.44 | .29 | |
UNITEDHEALTH GRO 3.5% 08/15/39 | 91324PDT6 | CORPORATE BONDS | 310,000.0000 | 267,213.15 | .01 | |
UNITEDHEALTH GROUP 4% 05/15/29 | 91324PEH1 | CORPORATE BONDS | 135,000.0000 | 134,671.03 | .01 | |
UNITEDHEALTH GRO 4.2% 05/15/32 | 91324PEJ7 | CORPORATE BONDS | 290,000.0000 | 287,720.83 | .01 | |
UNITEDHEALTH GR 4.95% 05/15/62 | 91324PEL2 | CORPORATE BONDS | 85,000.0000 | 82,216.52 | .00 | |
UNITEDHEALTH GR 6.05% 02/15/63 | 91324PET5 | CORPORATE BONDS | 145,000.0000 | 164,162.73 | .01 | |
UNITEDHEALTH G 5.375% 04/15/54 | 91324PFC1 | CORPORATE BONDS | 525,000.0000 | 545,769.44 | .03 | |
UNITEDHEALTH GR 4.95% 01/15/32 | 91324PFH0 | CORPORATE BONDS | 380,000.0000 | 393,017.80 | .02 | |
UNITEDHEALTH GRO 5.5% 07/15/44 | 91324PFK3 | CORPORATE BONDS | 296,000.0000 | 313,253.26 | .02 | |
UNITEDHEALTH GR 5.75% 07/15/64 | 91324PFM9 | CORPORATE BONDS | 280,000.0000 | 302,261.83 | .02 | |
UNITI GROUP/CSL 10.5% 02/15/28 | 91327TAA9 | CORPORATE BONDS | 65,000.0000 | 69,381.39 | .00 | |
UNIV OF CALIFO 6.548% 05/15/48 | 913366EP1 | MUNICIPAL BONDS | 20,000.0000 | 22,973.08 | .00 | |
UNIVERSAL HEAL 4.625% 10/15/29 | 913903BB5 | CORPORATE BONDS | 216,000.0000 | 214,667.38 | .01 | |
UNIVISION COMMUN 4.5% 05/01/29 | 914906AV4 | CORPORATE BONDS | 75,000.0000 | 66,999.25 | .00 | |
UPSPT 2021-ST4 A 2% 07/20/27 | 91534HAA4 | ASSET BACKED | 193,991.4000 | 189,804.72 | .01 | |
UPSPT 2021-ST3 A 2% 05/20/27 | 91681PAA7 | ASSET BACKED | 135,745.9700 | 133,388.28 | .01 | |
VCAT 2021-NPL2 A V/R 03/25/24 | 91822YAA8 | ASSET BACKED | 23,793.2900 | 23,682.99 | .00 | |
VBTEL 2024-1A 5.59% 05/15/29 | 91823ABC4 | ASSET BACKED | 670,000.0000 | 680,870.55 | .03 | |
VCAT 2021-NPL4 A V/R 08/26/24 | 91823DAA3 | ASSET BACKED | 120,646.4600 | 119,296.02 | .01 | |
VCAT 2021-NPL6 A V/R 09/25/51 | 91824WAA0 | ASSET BACKED | 992,090.3400 | 982,269.34 | .05 | |
VMC 2022-FL5 AS V/R 02/18/39 | 91835BAC9 | ASSET BACKED | 176,000.0000 | 174,378.78 | .01 | |
VOLT 2021-NPL9 A V/R 05/25/51 | 91835DAA9 | ASSET BACKED | 182,608.5300 | 180,897.10 | .01 | |
VOLT 2021-NPL6 A V/R 03/25/24 | 91835EAA7 | ASSET BACKED | 897,135.6900 | 893,500.23 | .05 | |
VT TOPCO INC 8.5% 08/15/30 | 91838PAA9 | CORPORATE BONDS | 90,000.0000 | 96,026.58 | .00 | |
VAIL RESORTS INC 6.5% 05/15/32 | 91879QAP4 | CORPORATE BONDS | 45,000.0000 | 47,021.36 | .00 | |
BAUSCH HEALTH AM 8.5% 01/31/27 | 91911XAW4 | CORPORATE BONDS | 45,000.0000 | 36,746.51 | .00 | |
VENTURE GLOBAL 8.125% 06/01/28 | 92332YAA9 | CORPORATE BONDS | 95,000.0000 | 99,039.35 | .01 | |
VENTURE GLOBAL 8.375% 06/01/31 | 92332YAB7 | CORPORATE BONDS | 65,000.0000 | 68,635.19 | .00 | |
VENTURE GLOBAL 9.875% 02/01/32 | 92332YAD3 | CORPORATE BONDS | 65,000.0000 | 72,227.47 | .00 | |
VERALTO CORP 5.35% 09/18/28 | 92338CAD5 | CORPORATE BONDS | 194,000.0000 | 202,030.55 | .01 | |
VERIZON COMMUNI 1.75% 01/20/31 | 92343VFR0 | CORPORATE BONDS | 8,526,000.0000 | 7,273,420.10 | .37 | |
VERISK ANALYTIC 5.25% 06/05/34 | 92345YAJ5 | CORPORATE BONDS | 198,000.0000 | 204,512.10 | .01 | |
VZMT 2023-2 C 5.38% 04/21/25 | 92348KBN2 | ASSET BACKED | 3,315,000.0000 | 3,319,336.35 | .17 | |
VZMT 2024-1 C 5.49% 12/20/28 | 92348KCP6 | ASSET BACKED | 3,355,000.0000 | 3,383,749.00 | .17 | |
VERUS 2021-1 B1 V/R 01/25/66 | 92537QAH4 | ASSET BACKED | 3,814,000.0000 | 2,963,424.99 | .15 | |
VERUS 2021-R1 A1 V/R 10/25/63 | 92538BAA1 | ASSET BACKED | 148,912.5000 | 140,424.87 | .01 | |
VERUS 2021-R2 A1 V/R 02/25/64 | 92538DAA7 | ASSET BACKED | 255,304.3500 | 233,772.87 | .01 | |
VERUS 2021-2 A1 V/R 02/25/66 | 92538FAA2 | ASSET BACKED | 218,631.2300 | 197,381.39 | .01 | |
VERUS 2021-4 A1 V/R 07/25/66 | 92538HAA8 | ASSET BACKED | 371,493.1100 | 317,814.25 | .02 | |
VERUS 2021-5 A1 V/R 09/25/66 | 92538KAA1 | ASSET BACKED | 939,240.1300 | 803,355.94 | .04 | |
VERUS 2021-6 A1 V/R 10/25/66 | 92538MAA7 | ASSET BACKED | 975,460.4600 | 840,984.75 | .04 | |
VERUS 2021-7 A1 V/R 10/25/66 | 92538QAA8 | ASSET BACKED | 1,180,269.5300 | 1,058,224.11 | .05 | |
VERUS 2022-1 A1 V/R 01/25/67 | 92538WAA5 | ASSET BACKED | 837,138.4800 | 780,044.05 | .04 | |
PARAMOUNT GLOB 6.875% 04/30/36 | 925524AX8 | CORPORATE BONDS | 140,000.0000 | 141,859.72 | .01 | |
PARAMOUNT GLOB 4.375% 03/15/43 | 92553PAP7 | CORPORATE BONDS | 360,000.0000 | 266,351.54 | .01 | |
PARAMOUNT GLOBA 5.85% 09/01/43 | 92553PAU6 | CORPORATE BONDS | 360,000.0000 | 313,961.82 | .02 | |
PARAMOUNT GLOBA 4.95% 01/15/31 | 92556HAB3 | CORPORATE BONDS | 308,000.0000 | 290,517.16 | .01 | |
PARAMOUNT GLOBA 4.95% 05/19/50 | 92556HAC1 | CORPORATE BONDS | 55,000.0000 | 42,114.71 | .00 | |
VICI PROPERTIE 4.625% 12/01/29 | 92564RAB1 | CORPORATE BONDS | 415,000.0000 | 407,111.18 | .02 | |
VICTRA HLDG/VIC 8.75% 09/15/29 | 92648DAA4 | CORPORATE BONDS | 85,000.0000 | 89,245.81 | .00 | |
VIRGINIA ELEC & PO 5% 04/01/33 | 927804GK4 | CORPORATE BONDS | 665,000.0000 | 681,181.58 | .03 | |
VIRGINIA ELEC & PO 5% 01/15/34 | 927804GP3 | CORPORATE BONDS | 620,000.0000 | 635,164.21 | .03 | |
VIRGINIA ELEC & 5.35% 01/15/54 | 927804GQ1 | CORPORATE BONDS | 105,000.0000 | 107,370.80 | .01 | |
VIRGINIA ELEC & 5.05% 08/15/34 | 927804GR9 | CORPORATE BONDS | 145,000.0000 | 148,847.18 | .01 | |
VIRGINIA ELEC & 5.55% 08/15/54 | 927804GS7 | CORPORATE BONDS | 71,000.0000 | 74,626.91 | .00 | |
VISTRA OPERATIO 7.75% 10/15/31 | 92840VAP7 | CORPORATE BONDS | 70,000.0000 | 75,361.86 | .00 | |
VISTRA OPERATI 6.875% 04/15/32 | 92840VAR3 | CORPORATE BONDS | 65,000.0000 | 68,375.32 | .00 | |
VOLKSWAGEN GROU 1.25% 11/24/25 | 928668BL5 | CORPORATE BONDS | 3,034,000.0000 | 2,920,910.84 | .15 | |
VOLT 2021-NPL8 A V/R 04/25/51 | 92872VAA1 | ASSET BACKED | 365,488.2500 | 363,459.39 | .02 | |
VOLT 2021-NPL4 A V/R 03/27/51 | 92873BAA4 | ASSET BACKED | 231,341.7600 | 230,852.98 | .01 | |
VOLT 2021-NPL2 A V/R 01/25/24 | 92873CAA2 | ASSET BACKED | 350,430.1100 | 348,598.03 | .02 | |
VOLT 2021-NP11 A V/R 07/25/24 | 92873HAA1 | ASSET BACKED | 601,209.8800 | 600,385.14 | .03 | |
VOLT 2021-CF1 A1 V/R 08/25/24 | 92873JAA7 | ASSET BACKED | 476,944.9100 | 473,748.23 | .02 | |
WFRBS 2014-C2 3.752% 09/15/24 | 92890KBA2 | ASSET BACKED | 43,384.1500 | 42,790.65 | .00 | |
WFRBS 2014-C2 3.607% 11/15/47 | 92939KAE8 | ASSET BACKED | 256,105.0000 | 255,515.96 | .01 | |
WRKCO INC 3.9% 06/01/28 | 92940PAE4 | CORPORATE BONDS | 5,245,000.0000 | 5,147,577.11 | .26 | |
WR GRACE HOLDI 5.625% 08/15/29 | 92943GAA9 | CORPORATE BONDS | 165,000.0000 | 154,998.23 | .01 | |
WAND NEWCO 3 I 7.625% 01/30/32 | 933940AA6 | CORPORATE BONDS | 80,000.0000 | 84,279.84 | .00 | |
WASH MULTIFAM A 5.75% 04/15/26 | 93710WAA3 | CORPORATE BONDS | 55,000.0000 | 54,700.93 | .00 | |
WASTE MANAGEMEN 4.95% 07/03/31 | 94106LBY4 | CORPORATE BONDS | 500,000.0000 | 520,400.17 | .03 | |
WATCO COS LLC/ 7.125% 08/01/32 | 941130AD8 | CORPORATE BONDS | 110,000.0000 | 114,649.92 | .01 | |
WAYFAIR LLC 7.25% 10/31/29 | 94419NAA5 | CORPORATE BONDS | 50,000.0000 | 51,223.01 | .00 | |
WELLS FARGO & COMP 3% 04/22/26 | WFC26A | 949746RW3 | CORPORATE BONDS | 385,000.0000 | 378,226.45 | .02 |
WFCM 2024-C63 XA V/R 08/15/57 | 94990FAF8 | ASSET BACKED | 4,348,970.1700 | 335,870.53 | .02 | |
WFCM 2016-BNK 2.652% 07/15/26 | 95000GAY0 | ASSET BACKED | 1,400,000.0000 | 1,340,035.62 | .07 | |
WELLS FARGO & COM V/R 05/22/28 | 95000U2A0 | CORPORATE BONDS | 412,000.0000 | 404,010.62 | .02 | |
WELLS FARGO & COM V/R 10/30/30 | 95000U2G7 | CORPORATE BONDS | 885,000.0000 | 820,845.00 | .04 | |
WELLS FARGO & COM V/R 02/11/31 | 95000U2J1 | CORPORATE BONDS | 330,000.0000 | 299,663.27 | .02 | |
WELLS FARGO & COM V/R 04/04/51 | 95000U2M4 | CORPORATE BONDS | 230,000.0000 | 225,511.37 | .01 | |
WELLS FARGO & COM V/R 03/02/33 | 95000U2U6 | CORPORATE BONDS | 955,000.0000 | 873,037.70 | .04 | |
WELLS FARGO & COM V/R 03/24/28 | 95000U2V4 | CORPORATE BONDS | 1,130,000.0000 | 1,108,602.41 | .06 | |
WELLS FARGO & COM V/R 04/25/26 | 95000U2X0 | CORPORATE BONDS | 395,000.0000 | 392,496.68 | .02 | |
WELLS FARGO & COM V/R 07/25/28 | 95000U3A9 | CORPORATE BONDS | 160,000.0000 | 161,868.51 | .01 | |
WELLS FARGO & COM V/R 07/25/33 | 95000U3B7 | CORPORATE BONDS | 490,000.0000 | 495,616.89 | .03 | |
WELLS FARGO & COM V/R 04/24/34 | 95000U3D3 | CORPORATE BONDS | 5,870,000.0000 | 6,088,333.83 | .31 | |
WELLS FARGO & COM V/R 07/25/29 | 95000U3E1 | CORPORATE BONDS | 140,000.0000 | 145,656.64 | .01 | |
WELLS FARGO & COM V/R 10/23/34 | 95000U3H4 | CORPORATE BONDS | 280,000.0000 | 312,891.56 | .02 | |
WELLS FARGO & COM V/R 01/23/35 | 95000U3K7 | CORPORATE BONDS | 295,000.0000 | 309,245.32 | .02 | |
WFCM 2017-C38 XA V/R 07/15/50 | 95001MAH3 | ASSET BACKED | 8,700,049.3000 | 166,148.32 | .01 | |
WFCM 2018-C45 4.147% 12/15/27 | 95001NAW8 | ASSET BACKED | 589,920.2400 | 586,337.12 | .03 | |
WFCM 2019-C50 3.466% 05/15/52 | 95001XBA3 | ASSET BACKED | 352,518.8500 | 338,610.15 | .02 | |
WFCM 2020-C55 2.937% 01/15/30 | 95002EBC0 | ASSET BACKED | 806,000.0000 | 721,481.31 | .04 | |
WFCM 2019-JWDR C V/R 09/15/26 | 95002NAJ6 | ASSET BACKED | 361,000.0000 | 346,973.06 | .02 | |
WEN 2022-1A A 4.236% 03/15/29 | 95058XAM0 | ASSET BACKED | 948,175.0000 | 920,646.26 | .05 | |
WLAKE 2023-2A 6.14% 03/15/28 | 959926AE6 | ASSET BACKED | 895,000.0000 | 904,730.89 | .05 | |
WLAKE 2023-1A 5.41% 04/15/25 | 96042XAE5 | ASSET BACKED | 200,000.0000 | 200,988.62 | .01 | |
WRKCO INC 3.75% 03/15/25 | 96145DAF2 | CORPORATE BONDS | 361,000.0000 | 358,840.06 | .02 | |
WHEEL PROS INC 6.5% 05/15/29 | 96289WAA7 | CORPORATE BONDS | 20,000.0000 | 25.00 | .00 | |
WFLF 2024-2A A 4.87% 06/21/39 | 96328GBT3 | ASSET BACKED | 5,950,000.0000 | 6,003,451.23 | .31 | |
WHISTLER PIPELIN 5.4% 09/30/29 | 96337RAA0 | CORPORATE BONDS | 10,000.0000 | 10,216.87 | .00 | |
WHISTLER PIPELIN 5.7% 09/30/31 | 96337RAB8 | CORPORATE BONDS | 130,000.0000 | 134,585.93 | .01 | |
WHISTLER PIPELI 5.95% 09/30/34 | 96337RAC6 | CORPORATE BONDS | 135,000.0000 | 139,793.03 | .01 | |
WILLIAMS COMPAN 5.65% 03/15/33 | 969457CJ7 | CORPORATE BONDS | 65,000.0000 | 68,025.28 | .00 | |
WILLIS NORTH AM 2.95% 09/15/29 | 970648AJ0 | CORPORATE BONDS | 650,000.0000 | 603,070.12 | .03 | |
WILLIS NORTH AM 5.35% 05/15/33 | 970648AM3 | CORPORATE BONDS | 390,000.0000 | 401,459.65 | .02 | |
WINDSTREAM ESCR 8.25% 10/01/31 | 97381AAA0 | CORPORATE BONDS | 65,000.0000 | 66,081.08 | .00 | |
WSTOP 2020-1A 2.841% 12/05/27 | 974153AB4 | ASSET BACKED | 985,000.0000 | 926,185.55 | .05 | |
WISCONSIN POWE 5.375% 03/30/34 | 976826BS5 | CORPORATE BONDS | 265,000.0000 | 277,429.06 | .01 | |
WOART 2023-A B 5.03% 01/16/27 | 98164JAF1 | ASSET BACKED | 330,000.0000 | 334,916.14 | .02 | |
WYNDHAM HOTELS 4.375% 08/15/28 | 98311AAB1 | CORPORATE BONDS | 155,000.0000 | 149,515.60 | .01 | |
XHR LP 6.375% 08/15/25 | 98372MAA3 | CORPORATE BONDS | 100,000.0000 | 99,989.42 | .01 | |
XHR LP 4.875% 06/01/29 | 98372MAC9 | CORPORATE BONDS | 95,000.0000 | 91,056.43 | .00 | |
XPO INC 7.125% 06/01/31 | 98379KAB8 | CORPORATE BONDS | 170,000.0000 | 177,979.97 | .01 | |
XCEL ENERGY INC 4.6% 06/01/32 | 98388MAD9 | CORPORATE BONDS | 230,000.0000 | 227,857.18 | .01 | |
ZIMMER BIOMET HO 5.2% 09/15/34 | 98956PAZ5 | CORPORATE BONDS | 198,000.0000 | 201,622.01 | .01 | |
IRS RSOFRP02.88 03/15/53 CHASUS33 FLOAT | 99D0UTL09CHA | SWAPS | 990,000.0000 | 990,000.00 | .05 | |
IRS P02.88RSOFR 03/15/53 CHASUS33 FIXED | 99D0UTL09CHA | SWAPS | -990,000.0000 | -906,188.01 | -.05 | |
IRS P02.97RSOFR 03/15/53 CHASUS33 FIXED | 99D0UXBE1CHA | SWAPS | -3,065,000.0000 | -2,855,769.37 | -.15 | |
IRS RSOFRP02.97 03/15/53 CHASUS33 FLOAT | 99D0UXBE1CHA | SWAPS | 3,065,000.0000 | 3,065,000.00 | .16 | |
IRS RSOFRP03.25 06/21/53 CHASUS33 FLOAT | 99D0V4P66CHA | SWAPS | 960,000.0000 | 960,000.00 | .05 | |
IRS P03.25RSOFR 06/21/53 CHASUS33 FIXED | 99D0V4P66CHA | SWAPS | -960,000.0000 | -944,097.90 | -.05 | |
IRS RSOFRP03.59 09/20/53 CHASUS33 FLOAT | 99D0WFLF4CHA | SWAPS | 2,385,000.0000 | 2,385,000.00 | .12 | |
IRS P03.59RSOFR 09/20/53 CHASUS33 FIXED | 99D0WFLF4CHA | SWAPS | -2,385,000.0000 | -2,496,680.56 | -.13 | |
IRS P03.74RSOFR 06/12/35 CHASUS33 FIXED | 99D0YMEM0CHA | SWAPS | -615,000.0000 | -638,308.87 | -.03 | |
IRS RSOFRP03.74 06/12/35 CHASUS33 FLOAT | 99D0YMEM0CHA | SWAPS | 615,000.0000 | 615,000.00 | .03 | |
IRS RSOFRP03.87 06/12/35 CHASUS33XXX FLOAT | 99D0YMUK6CHA | SWAPS | 940,000.0000 | 940,000.00 | .05 | |
IRS P03.87RSOFR 06/12/35 CHASUS33XXX FIXED | 99D0YMUK6CHA | SWAPS | -940,000.0000 | -985,772.44 | -.05 | |
IRS RSOFRP03.87 06/12/35 CHASUS33XXX FLOAT | 99D0YMVE9CHA | SWAPS | 310,000.0000 | 310,000.00 | .02 | |
IRS P03.87RSOFR 06/12/35 CHASUS33XXX FIXED | 99D0YMVE9CHA | SWAPS | -310,000.0000 | -325,223.86 | -.02 | |
IRS P03.67RSOFR 06/12/35 CHASUS33 FIXED | 99D0YMVQ2CHA | SWAPS | -905,000.0000 | -933,927.58 | -.05 | |
IRS RSOFRP03.67 06/12/35 CHASUS33 FLOAT | 99D0YMVQ2CHA | SWAPS | 905,000.0000 | 905,000.00 | .05 | |
IRS RSOFRP03.65 06/12/35 CHASUS33 FLOAT | 99D0YN4S6CHA | SWAPS | 910,000.0000 | 910,000.00 | .05 | |
IRS P03.65RSOFR 06/12/35 CHASUS33 FIXED | 99D0YN4S6CHA | SWAPS | -910,000.0000 | -937,991.86 | -.05 | |
IRS RSOFRP03.65 06/12/35 CHASUS33 FLOAT | 99D0YNOH8CHA | SWAPS | 455,000.0000 | 455,000.00 | .02 | |
IRS P03.65RSOFR 06/12/35 CHASUS33 FIXED | 99D0YNOH8CHA | SWAPS | -455,000.0000 | -468,901.49 | -.02 | |
IRS RSOFRP03.64 06/12/35 CHASUS33 FLOAT | 99D0YNOL9CHA | SWAPS | 505,000.0000 | 505,000.00 | .03 | |
IRS P03.64RSOFR 06/12/35 CHASUS33 FIXED | 99D0YNOL9CHA | SWAPS | -505,000.0000 | -520,093.70 | -.03 | |
T/L COLORADO BUYE 0% 05/01/24 | LX161399 | LOAN | 34,533.2800 | 34.53 | .00 | |
T/L LIONS GATE CAP 0% 03/24/25 | LX171958 | LOAN | 24,549.2800 | 24,495.52 | .00 | |
T/L PREGIS CORP 0% 07/31/26 | LX181490 | LOAN | 74,153.6000 | 74,219.60 | .00 | |
T/L DIGICERT HOLDI 0% 10/16/26 | LX181890 | LOAN | 66,775.2700 | 64,699.23 | .00 | |
T/L CSC HOLDINGS 0% 04/15/27 | LX183042 | LOAN | 59,378.2400 | 54,204.02 | .00 | |
T/L GRIFOLS 0% 11/15/2027 | LX183733 | LOAN | 28,764.6800 | 27,915.26 | .00 | |
T/L ZIGGO FINANCE 0% 04/30/28 | LX185219 | LOAN | 20,000.0000 | 19,516.00 | .00 | |
T/L ZAYO GROUP 0% 03/09/2027 | LX185593 | LOAN | 35,000.0000 | 31,915.80 | .00 | |
T/L MILANO ACQUIS 0% 10/01/27 | LX189433 | LOAN | 256,692.2600 | 243,749.84 | .01 | |
T/L DELTA AIR 0% 10/20/2027 | LX189934 | LOAN | 35,875.1600 | 36,511.94 | .00 | |
T/L ASURION LLC 0% 01/31/2028 | LX192294 | LOAN | 20,000.0000 | 18,696.40 | .00 | |
T/L PETSMART INC 0% 02/11/28 | LX192365 | LOAN | 72,750.0000 | 72,035.60 | .00 | |
T/L ION ANALYTICS 0% 02/16/28 | LX192466 | LOAN | 78,005.8800 | 77,615.85 | .00 | |
T/L EG AMERICA LLC 0% 03/31/26 | LX193148 | LOAN | 19,432.8700 | 19,408.58 | .00 | |
T/L AMERICAN AIRLI 0% 4/20/28 | LX193380 | LOAN | 60,000.0000 | 61,624.80 | .00 | |
T/L TAR ACQ 0% 04/10/2028 | LX193754 | LOAN | 48,375.0000 | 48,546.25 | .00 | |
T/L ALLIED UNIVER ZCP 05/12/28 | LX194227 | LOAN | 157,935.9000 | 156,323.37 | .01 | |
T/L GOGO INTER 0% 04/30/2028 | LX194240 | LOAN | 60,000.0000 | 56,374.80 | .00 | |
T/L ALLSPRING BUY ZCP 11/01/28 | LX194247 | LOAN | 250,058.4300 | 249,043.19 | .01 | |
T/L GREYSTONE SELE 0% 06/16/28 | LX194682 | LOAN | 24,000.0400 | 23,820.04 | .00 | |
T/L EAB GLOBAL 0% 08/16/28 | LX195060 | LOAN | 59,700.0000 | 59,431.35 | .00 | |
T/L POLARIS NEW 0% 06/02/2028 | LX195131 | LOAN | 83,205.0200 | 81,740.61 | .00 | |
T/L OSMOSIS DEB 0% 07/31/28 | LX195536 | LOAN | 326,666.6800 | 326,173.41 | .02 | |
T/L ADMI CORP 0% 12/23/2027 | LX195710 | LOAN | 94,071.1500 | 91,903.75 | .00 | |
T/L AVEANNA 0% 07/17/2028 | LX195993 | LOAN | 265,328.0700 | 258,694.87 | .01 | |
T/L DIRECTV FIN 0% 08/02/27 | LX196261 | LOAN | 34,068.4400 | 34,042.89 | .00 | |
T/L CORNERSTONE ONDEMAND INC 0.00% 10/16/28 | LX198193 | LOAN | 101,751.1200 | 95,041.65 | .00 | |
T/L RENT-A-CE 0% 02/17/28 | LX198205 | LOAN | 36,694.5200 | 36,560.95 | .00 | |
T/L SWF HOLDINGS 0% 10/06/28 | LX198215 | LOAN | 26,595.5700 | 21,852.78 | .00 | |
T/L RESTORATION 0% 10/20/28 | LX199008 | LOAN | 104,730.0800 | 100,593.24 | .01 | |
T/L ASCEND LE 0% 12/11/28 | LX200495 | LOAN | 295,066.1300 | 293,570.14 | .02 | |
T/L GREAT OUTDOOR 0% 03/06/28 | LX200647 | LOAN | 105,899.7200 | 105,789.58 | .01 | |
T/L FERTITTA 0% 01/27/29 | LX202071 | LOAN | 322,984.2000 | 321,931.27 | .02 | |
T/L HUNTER DOUGLAS 0% 02/26/29 | LX202552 | LOAN | 148,783.9300 | 147,296.09 | .01 | |
T/L HEXION HOLDI 0% 03/15/29 | LX202786 | LOAN | 69,644.6700 | 69,047.82 | .00 | |
T/L RESTAURANT TEC 0% 04/02/29 | LX203157 | LOAN | 74,465.4400 | 70,449.52 | .00 | |
T/L CLYDESDALE 0% 04/13/29 | LX203629 | LOAN | .0000 | .00 | .00 | |
T/L BAUSCH & LOMB 0% 05/10/27 | LX204291 | LOAN | 326,914.4800 | 325,404.14 | .02 | |
T/L NUMERICABLE U ZCP 08/15/28 | LX210659 | LOAN | 49,449.6200 | 36,942.82 | .00 | |
T/L CAESARS ENT 0% 02/06/2030 | LX210680 | LOAN | 132,300.0000 | 132,175.64 | .01 | |
T/L ASURION LLC 0% 08/19/28 | LX210945 | LOAN | 84,357.6700 | 83,017.23 | .00 | |
T/L SEDGWICK CLA 0% 07/31/31 | LX211038 | LOAN | 125,000.0000 | 124,718.75 | .01 | |
T/L EG AMERICA LL ZCP 02/07/28 | LX213533 | LOAN | 64,674.1800 | 64,539.66 | .00 | |
T/L ACCESS CIG 0% 08/15/2028 | LX214574 | LOAN | 61,297.2400 | 61,472.55 | .00 | |
T/L PRETIUM PKG H ZCP 10/01/28 | LX217158 | LOAN | 49,158.9000 | 49,957.73 | .00 | |
T/L PRETIUM PKG H ZCP 10/01/28 | LX217896 | LOAN | 73,101.7200 | 58,267.92 | .00 | |
T/L INEOS US PETR ZCP 03/31/29 | LX219178 | LOAN | 119,400.0000 | 119,325.97 | .01 | |
T/L CLUBCORP HOLD 0% 09/18/26 | LX219228 | LOAN | 56,907.6600 | 56,938.39 | .00 | |
T/L NEP GROUP INC 0% 08/19/26 | LX222379 | LOAN | 65,078.6800 | 62,231.49 | .00 | |
T/L BCPE EMPIRE 0% 12/11/2028 | LX224934 | LOAN | 124,375.0000 | 124,360.08 | .01 | |
T/L MERLIN BUYER 0% 11/12/29 | LX225276 | LOAN | 124,575.0000 | 119,747.72 | .01 | |
T/L INEOS US 00.00% 01/31/31 | LX225634 | LOAN | 248,714.7300 | 248,776.91 | .01 | |
T/L HUSKY INJECT 0% 02/01/29 | LX225649 | LOAN | 219,450.0000 | 218,170.61 | .01 | |
T/L CAMELOT 0% 01/31/31 /USD/ | LX225722 | LOAN | 89,550.0000 | 89,370.90 | .00 | |
T/L VESTIS CORP 0.00% 02/15/31 | LX226533 | LOAN | 58,187.5000 | 57,751.09 | .00 | |
T/L APPLIED SYST 0% 02/06/32 | LX226650 | LOAN | 20,000.0000 | 20,575.00 | .00 | |
ASSUREDPARTNERS 0% 02/08/31 | LX226857 | LOAN | 169,175.0000 | 168,975.37 | .01 | |
T/L UNITED AIRLIN ZCP 02/22/31 | LX227139 | LOAN | 199,500.0000 | 199,561.85 | .01 | |
T/L COTIVITI 0% 02/21/31 /USD/ | LX227235 | LOAN | 199,000.0000 | 198,751.25 | .01 | |
T/L CENGAGE LEARN 0% 03/18/31 | LX227474 | LOAN | 44,887.5000 | 44,958.42 | .00 | |
T/L COLUMBUS M 0% 05/14/28 | LX227580 | LOAN | 7,321.1200 | 7,321.12 | .00 | |
T/L RADIOLOGY PA 0% 01/31/2029 | LX227636 | LOAN | 65,086.6600 | 63,581.86 | .00 | |
T/L PACIFIC DENTAL 0% 03/07/31 | LX227674 | LOAN | 149,625.0000 | 149,414.03 | .01 | |
T/L STUBHUB HOLDC ZCP 03/15/30 | LX227850 | LOAN | 73,702.2000 | 73,486.99 | .00 | |
T/L STATION CASINO 0% 03/07/31 | LX227851 | LOAN | -150.0000 | -149.28 | -.00 | |
T/L AIR CANADA 0% 03/21/31 | LX228098 | LOAN | .0000 | .00 | .00 | |
T/L LIFEPOINT 0% 11/16/2028 | LX228123 | LOAN | 245,411.1800 | 244,920.36 | .01 | |
T/L DYNASTY 00.00% 08/24/28 | LX228396 | LOAN | 182,706.2300 | 182,744.60 | .01 | |
T/L DYNASTY 00.00% 08/24/28 | LX228397 | LOAN | 70,446.8300 | 70,461.62 | .00 | |
T/L BRAND INDUSTRI 0% 08/01/30 | LX229219 | LOAN | 64,512.9100 | 62,638.16 | .00 | |
T/L LC AHAB US 0% 04/11/31 | LX229243 | LOAN | 85,000.0000 | 85,266.05 | .00 | |
T/L CEDAR FAIR 00.00% 04/18/31 | LX229704 | LOAN | -150.0000 | -149.59 | -.00 | |
T/L CARNIVAL CORP ZCP 10/18/28 | LX229934 | LOAN | 15,000.0000 | 15,009.45 | .00 | |
T/L CENTRAL PAREN ZCP 07/06/29 | LX232483 | LOAN | 155,000.0000 | 153,243.85 | .01 | |
T/L BROADSTREET 0% 05/09/2031 | LX232654 | LOAN | 64,837.5000 | 64,554.16 | .00 | |
T/L CLOUD SOFT 0% 03/30/29 | LX233015 | LOAN | 49,875.0000 | 49,630.61 | .00 | |
T/L HAMILTON 0% 05/22/31 | LX233244 | LOAN | .0000 | .00 | .00 | |
T/L RESIDEO FUNDIN 0% 05/21/31 | LX233422 | LOAN | -200.0000 | -200.00 | -.00 | |
T/L MCAFEE CORP 0% 03/01/29 | LX233543 | LOAN | 87,651.2300 | 87,240.15 | .00 | |
T/L SOTERA HEAL 0% 05/23/31 | LX233675 | LOAN | 155,000.0000 | 154,418.75 | .01 | |
T/L LBM ACQUISI 0% 05/30/31 | LX233733 | LOAN | 259,350.0000 | 254,002.20 | .01 | |
T/L OVG BUSINESS 0% 06/13/31 | LX233900 | LOAN | 85,000.0000 | 84,468.75 | .00 | |
T/L THE EDELMAN FI 0% 10/20/28 | LX233939 | LOAN | 50,000.0000 | 49,771.00 | .00 | |
T/L ASSETMARK FIN 0% 06/03/31 | LX234118 | LOAN | 45,000.0000 | 44,451.45 | .00 | |
T/L MITCHELL INTER 0% 06/06/31 | LX234304 | LOAN | 255,000.0000 | 251,027.10 | .01 | |
T/L MITCHELL INTER 0% 06/07/32 | LX234305 | LOAN | 55,000.0000 | 53,991.85 | .00 | |
T/L HARBOR FREI 0% 06/05/31 | LX234433 | LOAN | 65,000.0000 | 63,954.15 | .00 | |
T/L OLYMPUS WATER 0% 06/09/31 | LX235210 | LOAN | 145,000.0000 | 144,891.25 | .01 | |
T/L WHITE CAP 0% 10/19/29 | LX235238 | LOAN | 65,000.0000 | 64,496.25 | .00 | |
T/L ACRISURE LLC 0% 11/06/2030 | LX235273 | LOAN | 312,982.2600 | 309,658.39 | .02 | |
T/L ONEDIGITAL 0% 06/12/31 | LX235333 | LOAN | 174,562.5000 | 172,890.19 | .01 | |
T/L ONEDIGITAL 0% 06/12/32 | LX235335 | LOAN | 60,000.0000 | 59,343.60 | .00 | |
T/L WATERBRIDGE MI 0% 12/31/49 | LX236140 | LOAN | 30,000.0000 | 28,939.20 | .00 | |
T/L EMRLD BORROWER 0% 06/18/31 | LX236233 | LOAN | .0000 | .00 | .00 | |
T/L APRO LLC 0% 06/26/31 | LX236234 | LOAN | 90,000.0000 | 90,225.00 | .00 | |
T/L FRONTIER COMMU 0% 06/20/31 | LX236335 | LOAN | 105,000.0000 | 105,525.00 | .01 | |
T/L BOXER PARENT 0% 07/30/31 | LX236897 | LOAN | 235,000.0000 | 234,372.55 | .01 | |
T/L BOXER PAREN 0% 07/02/32 | LX236899 | LOAN | 60,000.0000 | 59,025.00 | .00 | |
T/L WAND NEWCO 3 0% 01/30/31 | LX237933 | LOAN | 134,662.5000 | 134,433.57 | .01 | |
T/L VIZIENT INC 0.00% 07/18/31 | LX237954 | LOAN | .0000 | .00 | .00 | |
T/L GBT US III 00.00% 07/18/29 | LX238093 | LOAN | 40,000.0000 | 39,883.20 | .00 | |
T/L EDGEWATER 00.00% 07/25/30 | LX238554 | LOAN | 60,000.0000 | 60,480.00 | .00 | |
T/L HIGHTOWER HOL ZCP 04/21/28 | LX238634 | LOAN | 154,612.5000 | 154,516.64 | .01 | |
T/L MAVIS TIRE 0% 05/04/28 | LX238664 | LOAN | 59,650.0000 | 59,575.44 | .00 | |
T/L GARDA WORLD 0.00% 06/29/29 | LX238697 | LOAN | 179,086.2900 | 178,862.43 | .01 | |
T/L CHG HEALTHCARE 0% 09/29/28 | LX238837 | LOAN | 64,836.6800 | 64,899.57 | .00 | |
T/L AMAZON HOLD 0% 07/30/31 | LX239095 | LOAN | 115,000.0000 | 114,568.75 | .01 | |
T/L LIGHTNING PO 0% 08/07/2031 | LX239507 | LOAN | 80,000.0000 | 80,122.40 | .00 | |
T/L FOCUS FINANCIA 0% 08/10/31 | LX239873 | LOAN | 230,268.5800 | 229,506.39 | .01 | |
T/L FOCUS FINANCIA 0% 09/10/31 | LX239874 | LOAN | 24,731.4200 | 24,649.56 | .00 | |
T/L TRANSDIGM INC 0% 09/05/32 | LX244414 | LOAN | 205,000.0000 | 204,145.15 | .01 | |
T/L DELTA 2 (LUX) 0% 09/10/31 | LX244574 | LOAN | 13,333.3300 | 13,327.73 | .00 | |
T/L NVENT ELECT 0% 09/12/31 | LX245155 | LOAN | 100,000.0000 | 99,875.00 | .01 | |
T/L ALLIANT HOLD 0% 09/12/31 | LX245521 | LOAN | 233,237.5000 | 231,852.07 | .01 | |
T/L FIRST ADVANTA 0% 09/19/31 | LX245526 | LOAN | 270,000.0000 | 268,650.00 | .01 | |
T/L ALPHA GENERAT ZCP 09/30/31 | LX245833 | LOAN | 95,000.0000 | 94,982.90 | .00 | |
T/L ENVESTNET INC 0% 09/19/31 | LX246014 | LOAN | 25,000.0000 | 24,880.25 | .00 | |
T/L MADISON SAFETY 0% 09/19/31 | LX246213 | LOAN | 45,000.0000 | 44,943.75 | .00 | |
T/L FLEETCOR TECH 0% 04/28/28 | LX246896 | LOAN | 170,000.0000 | 169,707.60 | .01 | |
T/L THUNDER G 0% 10/14/31 | LX247269 | LOAN | 115,000.0000 | 114,856.25 | .01 | |
F/C US 2YR NOTE (CBT) DEC24 | TUZ4 XCBT | 34407S | FUTURES | 410.0000 | 85,379,297.08 | 4.38 |
F/C US LONG BOND(CBT) DEC24 | USZ4 XCBT | 34407Y | FUTURES | -46.0000 | -5,712,625.00 | -.29 |
F/C US 10YR ULTRA FUT DEC24 | UXYZ4XCBT | 34409H | FUTURES | -46.0000 | -5,441,656.25 | -.28 |
F/C US 5YR NOTE (CBT) DEC24 | FVZ4 XCBT | 34409J | FUTURES | -23.0000 | -2,527,304.70 | -.13 |
F/C US 10YR NOTE (CBT)DEC24 | TYZ4 XCBT | 3440NG | FUTURES | 291.0000 | 33,255,843.75 | 1.71 |
F/C US ULTRA BOND CBT DEC24 | WNZ4 XCBT | 3443VL | FUTURES | -34.0000 | -4,525,187.50 | -.23 |
As of 09/30/2024.
Distributions
Fund Name | Fund Cusip | Distribution Type | Amount per Share | Ex Date | Reinvest Date | Reinvest Price |
---|---|---|---|---|---|---|
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.033574 | 11/26/24 | 11/26/24 | 8.42 |
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.025614 | 10/30/24 | 10/30/24 | 8.41 |
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.028769 | 9/27/24 | 9/27/24 | 8.66 |
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.028329 | 8/29/24 | 8/29/24 | 8.57 |
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.021092 | 7/30/24 | 7/30/24 | $8.32 |
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.027144 | 6/27/24 | 6/27/24 | $8.34 |
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.024104 | 5/30/24 | 5/30/24 | $8.21 |
Destinations Core Fixed Income Fund | 10964R608 | Dividend | 0.02837 | 4/29/24 | 4/29/24 | $8.16 |
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% |
The Fund’s adviser, Orion Portfolio Solutions, LLC d.b.a. Brinker Capital Investments (“the Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.444% 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, 2025 and may be amended or terminated only with the consent of the Board of Trustees.
**Annual expenses have been restated based on estimated current expenses as of April 30, 2024 using the Fund’s assets as of April 30, 2024. Consequently, the Fund’s Total Annual Fund Operating Expenses will differ from the numbers shown in the Fund's financial statements (or the “Financial Highlights” section in the prospectus).
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 9/30/2024 | ||||||||||||
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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.
The Fund’s adviser, Orion Portfolio Solutions, LLC d.b.a. Brinker Capital Investments (“the Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.444% 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, 2025 and may be amended or terminated only with the consent of the Board of Trustees.
**Annual expenses have been restated based on estimated current expenses as of April 30, 2024 using the Fund’s assets as of April 30, 2024. Consequently, the Fund’s Total Annual Fund Operating Expenses will differ from the numbers shown in the Fund's financial statements (or the “Financial Highlights” section in the prospectus).
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:*
0.65%
Daily NAV | Date: | 12/09/2024 |
NAV: $8.74 NAV change: -$0.03 Total assets ($m): $147.8
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 9/30/2024 | ||||||||||||||||||
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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.
The Fund’s adviser, Orion Portfolio Solutions, LLC d.b.a. Brinker Capital Investments (“the Adviser”), has contractually agreed to waive a portion of its management fee as necessary to keep the Fund’s management fee from exceeding 0.444% 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, 2025 and may be amended or terminated only with the consent of the Board of Trustees.
**Annual expenses have been restated based on estimated current expenses as of April 30, 2024 using the Fund’s assets as of April 30, 2024. Consequently, the Fund’s Total Annual Fund Operating Expenses will differ from the numbers shown in the Fund's financial statements (or the “Financial Highlights” section in the prospectus).
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 | .0500 | .06 | .00 | |
US DOLLARS | CASHUSD | CURRENCY | 55,331,427.8600 | 55,331,427.86 | 2.84 | |
FLAME AGGREGATOR | 34X684 | COMMON STOCK | 171.0000 | 813.96 | .00 | |
FLAME AGGREGATOR /REST/ | 34X685 | COMMON STOCK | 1,736.0000 | 8,263.36 | .00 | |
ISHARES CORE TOTAL US BOND M | AGG | 464287226 | POOLED INVESTMENTS | 158,316.0000 | 16,032,661.32 | .82 |
BHP BILLITON FIN 4.9% 02/28/33 | 055451BA5 | CORPORATE BONDS | 385,000.0000 | 395,092.19 | .02 | |
BHP BILLITON FI 5.25% 09/08/33 | 055451BE7 | CORPORATE BONDS | 330,000.0000 | 345,839.10 | .02 | |
T/L ARDONAGH GROUP 0% 02/27/31 | LX236634 | LOAN | 61,427.2100 | 61,465.91 | .00 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAH1 | CORPORATE BONDS | 30,806.4900 | 3,946.06 | .00 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAP3 | CORPORATE BONDS | 669.9400 | 662.03 | .00 | |
DIGICEL GROUP HOL ZCP 12/31/30 | 25381HAR9 | CORPORATE BONDS | 81,635.0000 | 1,133.52 | .00 | |
NCL CORPORATIO 5.875% 03/15/26 | 62886HBA8 | CORPORATE BONDS | 85,000.0000 | 85,005.23 | .00 | |
NCL CORPORATIO 8.375% 02/01/28 | 62886HBL4 | CORPORATE BONDS | 85,000.0000 | 89,262.50 | .00 | |
NCL CORPORATION 6.25% 03/01/30 | 62886HBP5 | CORPORATE BONDS | 15,000.0000 | 14,983.34 | .00 | |
RRAM 2022-23A A2 V/R 10/15/35 | 75000GAV8 | ASSET BACKED | 1,420,000.0000 | 1,431,049.59 | .07 | |
TRITON CONTAINE 3.25% 03/15/32 | 89681LAA0 | CORPORATE BONDS | 468,000.0000 | 404,546.78 | .02 | |
VIKING CRUISES 5.875% 09/15/27 | 92676XAD9 | CORPORATE BONDS | 145,000.0000 | 144,898.69 | .01 | |
VIKING CRUISES 9.125% 07/15/31 | 92676XAG2 | CORPORATE BONDS | 55,000.0000 | 60,145.19 | .00 | |
WEATHERFORD IN 8.625% 04/30/30 | 947075AU1 | CORPORATE BONDS | 110,000.0000 | 114,622.37 | .01 | |
GOVT OF BERMUDA 5% 07/15/32 | BNVSRY6 | GOVERNMENT BONDS | 800,000.0000 | 810,000.00 | .04 | |
GOVT OF BERMUD 2.375% 08/20/30 | G10367AE3 | GOVERNMENT BONDS | 890,000.0000 | 783,022.00 | .04 | |
BANCO EST RIO GRA V/R 01/28/31 | 05965BAB3 | CORPORATE BONDS | 200,000.0000 | 196,455.55 | .01 | |
BANCO DO BRASIL (CA V/R /PERP/ | G07402DP5 | CORPORATE BONDS | 400,000.0000 | 406,264.00 | .02 | |
RIO TINTO ALCA 6.125% 12/15/33 | RTP/33 | 013716AU9 | CORPORATE BONDS | 420,000.0000 | 468,774.02 | .02 |
BANK OF MONTREAL V/R 01/10/37 | 06368DH72 | CORPORATE BONDS | 435,000.0000 | 375,396.13 | .02 | |
BAUSCH + LOMB 8.375% 10/01/28 | 071705AA5 | CORPORATE BONDS | 170,000.0000 | 179,775.00 | .01 | |
BAUSCH HEALTH C 5.25% 01/30/30 | 071734AJ6 | CORPORATE BONDS | 30,000.0000 | 16,800.00 | .00 | |
BAUSCH HEALTH 4.875% 06/01/28 | 071734AN7 | CORPORATE BONDS | 110,000.0000 | 86,075.00 | .00 | |
BOMBARDIER INC 8.75% 11/15/30 | 097751CA7 | CORPORATE BONDS | 110,000.0000 | 120,788.16 | .01 | |
BOMBARDIER INC 7% 06/01/32 | 097751CC3 | CORPORATE BONDS | 20,000.0000 | 20,918.72 | .00 | |
CONSTELLATION 5.461% 02/16/34 | 21037XAD2 | CORPORATE BONDS | 230,000.0000 | 240,423.65 | .01 | |
ENBRIDGE INC 5.7% 03/08/33 | 29250NBR5 | CORPORATE BONDS | 620,000.0000 | 653,448.53 | .03 | |
ENBRIDGE INC 6% 11/15/28 | 29250NBX2 | CORPORATE BONDS | 35,000.0000 | 37,167.42 | .00 | |
ENBRIDGE INC 5.625% 04/05/34 | 29250NCC7 | CORPORATE BONDS | 575,000.0000 | 603,068.92 | .03 | |
GARDA WORLD SE 4.625% 02/15/27 | 36485MAK5 | CORPORATE BONDS | 115,000.0000 | 112,910.81 | .01 | |
GARDA WORLD SECURI 6% 06/01/29 | 36485MAL3 | CORPORATE BONDS | 85,000.0000 | 81,572.25 | .00 | |
HUSKY INJECTION / 9% 02/15/29 | 44805RAA3 | CORPORATE BONDS | 135,000.0000 | 140,873.99 | .01 | |
MATTAMY GROUP 4.625% 03/01/30 | 57701RAM4 | CORPORATE BONDS | 120,000.0000 | 114,888.32 | .01 | |
ONT GAMING GTA/OTG 8% 08/01/30 | 68306MAA7 | CORPORATE BONDS | 130,000.0000 | 135,099.47 | .01 | |
CADILLAC FAIRVIE 2.5% 10/15/31 | 68327LAD8 | CORPORATE BONDS | 2,420,000.0000 | 2,080,674.62 | .11 | |
PARKLAND CORP 4.625% 05/01/30 | 70137WAL2 | CORPORATE BONDS | 60,000.0000 | 56,583.07 | .00 | |
ROYAL BANK OF C 5.15% 02/01/34 | 78016HZW3 | CORPORATE BONDS | 99,000.0000 | 102,949.11 | .01 | |
TELESAT CANADA/T 6.5% 10/15/27 | 87952VAM8 | CORPORATE BONDS | 20,000.0000 | 6,636.22 | .00 | |
MEGLOBAL CANADA UL 5% 05/18/25 | BMFG2R7 | CORPORATE BONDS | 200,000.0000 | 199,749.80 | .01 | |
CANACOL ENERGY 5.75% 11/24/28 | BMV9VP1 | CORPORATE BONDS | 200,000.0000 | 105,735.21 | .01 | |
T/L ONTARIO GAMIN 0% 07/20/30 | LX213782 | LOAN | 61,811.4900 | 61,708.26 | .00 | |
T/L WESTJET AIRL 0% 02/28/32 | LX225702 | LOAN | 164,587.5000 | 162,666.76 | .01 | |
T/L 1011778 B 0% 09/20/30 | LX235201 | LOAN | 64,837.5000 | 64,119.75 | .00 | |
T/L KRONOS ACQ 0% 06/27/31 | LX236522 | LOAN | 40,000.0000 | 37,400.00 | .00 | |
CLVR 2021-1A A V/R 04/22/34 | 00141YAA3 | ASSET BACKED | 1,600,000.0000 | 1,600,724.96 | .08 | |
AREIT 2024-CRE9 V/R 01/17/29 | 00193AAA2 | ASSET BACKED | 120,000.0000 | 120,037.20 | .01 | |
ARCLO 2022-FL1 A V/R 12/15/26 | 03880XAA4 | ASSET BACKED | 338,419.6300 | 337,573.58 | .02 | |
ARES 2017-43A BR V/R 07/15/34 | 04016PAL2 | ASSET BACKED | 1,120,000.0000 | 1,120,642.21 | .06 | |
AVOLON HOLDINGS 5.75% 03/01/29 | 05401AAU5 | CORPORATE BONDS | 396,000.0000 | 408,210.95 | .02 | |
BSPRT 2021-FL6 A V/R 03/15/36 | 05601HAA2 | ASSET BACKED | 392,801.8800 | 391,206.32 | .02 | |
BSPRT 2021-FL7 B V/R 12/15/38 | 05602CAE4 | ASSET BACKED | 370,000.0000 | 364,037.52 | .02 | |
BRSP 2024-FL2 A V/R 08/19/27 | 05613BAA1 | ASSET BACKED | 357,000.0000 | 357,089.25 | .02 | |
BCC 2024-4A D1 V/R 10/23/37 | 05685VAJ1 | ASSET BACKED | 500,000.0000 | 500,036.90 | .03 | |
BABSN 2024-1A B V/R 01/20/37 | 06763VAC9 | ASSET BACKED | 835,000.0000 | 841,124.39 | .04 | |
BATLN 2017-11A A V/R 04/24/34 | 07132LAL3 | ASSET BACKED | 1,000,000.0000 | 1,000,744.30 | .05 | |
BATLN 2021-21A B V/R 07/15/34 | 07134WAG8 | ASSET BACKED | 500,000.0000 | 500,242.35 | .03 | |
CBAM 2017-2A BR V/R 07/17/34 | 12481KAU2 | ASSET BACKED | 1,495,000.0000 | 1,496,087.31 | .08 | |
CBAM 2019-10A DR V/R 04/20/32 | 12482NAW1 | ASSET BACKED | 750,000.0000 | 750,535.73 | .04 | |
CQS 2021-1A A V/R 01/20/35 | 12659UAA0 | ASSET BACKED | 1,250,000.0000 | 1,250,641.00 | .06 | |
CGMS 2024-4A D V/R 07/20/37 | 142914AJ9 | ASSET BACKED | 500,000.0000 | 503,701.15 | .03 | |
CGMS 2018-4A D1R V/R 10/17/37 | 14315RAW1 | ASSET BACKED | 500,000.0000 | 500,958.50 | .03 | |
CIFC 2018-2A D1R V/R 10/20/37 | 17180WAS4 | ASSET BACKED | 500,000.0000 | 500,000.00 | .03 | |
CLVR 2018-1A A1R V/R 04/20/37 | 18914GAC5 | ASSET BACKED | 500,000.0000 | 502,450.90 | .03 | |
ELM12 2021-5A D1 V/R 10/15/37 | 29002YAQ5 | ASSET BACKED | 500,000.0000 | 500,000.00 | .03 | |
ELM23 2023-2A B V/R 04/16/36 | 29003YAC5 | ASSET BACKED | 655,000.0000 | 657,160.71 | .03 | |
ELM19 2022-6A BR V/R 10/17/36 | 29004JAN3 | ASSET BACKED | 970,000.0000 | 976,220.51 | .05 | |
FILPK 2018-1A D V/R 07/15/30 | 31722PAW6 | ASSET BACKED | 800,000.0000 | 802,238.32 | .04 | |
GGAM FINANCE L 6.875% 04/15/29 | 36170JAD8 | CORPORATE BONDS | 105,000.0000 | 109,229.51 | .01 | |
GLOBAL AIR LEAS 8.75% 09/01/27 | 37960JAC2 | CORPORATE BONDS | 180,000.0000 | 182,655.72 | .01 | |
GSTNE 2019-FL2 C V/R 10/15/24 | 39809LAE4 | ASSET BACKED | 703,465.2000 | 701,266.87 | .04 | |
GSTNE 2021-FL3 A V/R 07/15/39 | 39809PAA3 | ASSET BACKED | 378,983.2500 | 377,562.06 | .02 | |
HLSY 2019-1A B1 V/R 01/20/33 | 406375AC9 | ASSET BACKED | 1,000,000.0000 | 1,001,639.30 | .05 | |
HORZN 2024-1 5.375% 09/15/31 | 43990EAA9 | ASSET BACKED | 500,000.0000 | 498,807.35 | .03 | |
HORZN 2019-2 3.425% 11/15/26 | 44040JAA6 | ASSET BACKED | 3,583,811.1000 | 3,261,232.26 | .17 | |
KREF 2021-FL2 A V/R 02/15/39 | 48275RAA5 | ASSET BACKED | 99,797.6800 | 98,581.35 | .01 | |
LCM 15A DR V/R 07/20/30 | 50184NAQ5 | ASSET BACKED | 1,000,000.0000 | 1,001,836.00 | .05 | |
LEWEY 2024-1A D1 V/R 10/20/37 | 527911AL5 | ASSET BACKED | 1,000,000.0000 | 1,000,000.00 | .05 | |
MF1 2021-FL7 A V/R 10/16/36 | 55284AAA6 | ASSET BACKED | 323,587.9800 | 321,970.04 | .02 | |
MF1 2022-FL8 A V/R 02/19/37 | 55284JAA7 | ASSET BACKED | 135,612.8800 | 134,934.82 | .01 | |
MF1 2022-FL8 AS V/R 02/19/37 | 55284JAC3 | ASSET BACKED | 845,000.0000 | 829,156.25 | .04 | |
MP21 2021-3A A1 V/R 10/17/34 | 56606KAA3 | ASSET BACKED | 1,000,000.0000 | 1,000,707.00 | .05 | |
OCT44 2019-1A DR V/R 10/15/34 | 67577LAQ8 | ASSET BACKED | 600,000.0000 | 586,428.12 | .03 | |
OCT21 2014-1A A2 V/R 02/14/31 | 67590QBM8 | ASSET BACKED | 962,500.0000 | 963,120.04 | .05 | |
OCT61 2023-2A B V/R 04/20/36 | 675947AC9 | ASSET BACKED | 925,000.0000 | 928,825.62 | .05 | |
SHACK 2013-3A DR V/R 07/15/30 | 81881QAY2 | ASSET BACKED | 500,000.0000 | 499,403.55 | .03 | |
SNDPT 2014-2RA B V/R 10/20/31 | 83613WAC8 | ASSET BACKED | 500,000.0000 | 500,118.50 | .03 | |
SNDPT 2024-40A D V/R 10/20/37 | 83617CAL8 | ASSET BACKED | 500,000.0000 | 500,029.00 | .03 | |
TRTX 2021-FL4 A V/R 03/15/38 | 87276WAA1 | ASSET BACKED | 279,166.8900 | 276,724.18 | .01 | |
TRANSOCEAN INC 8% 02/01/27 | 893830BL2 | CORPORATE BONDS | 50,000.0000 | 49,969.75 | .00 | |
TRANSOCEAN POS 6.875% 02/01/27 | 89383JAA6 | CORPORATE BONDS | 69,000.0000 | 68,886.03 | .00 | |
VALE OVERSEAS LI 6.4% 06/28/54 | 91911TAS2 | CORPORATE BONDS | 76,000.0000 | 80,060.45 | .00 | |
VENTR 2021-42A A V/R 04/15/34 | 923260AC7 | ASSET BACKED | 1,710,000.0000 | 1,710,692.72 | .09 | |
WELF 2019-XA A1R V/R 07/20/32 | 94949WAM8 | ASSET BACKED | 1,326,007.0500 | 1,326,970.26 | .07 | |
WELF 2019-XA A2R V/R 07/20/32 | 94949WAN6 | ASSET BACKED | 1,000,000.0000 | 1,000,502.00 | .05 | |
WELF 2019-1A CR V/R 07/20/32 | 94950NAU6 | ASSET BACKED | 500,000.0000 | 500,033.25 | .03 | |
COSAN OVERSEAS 8.25% /PERP/ | B5WJZ04 | CORPORATE BONDS | 300,000.0000 | 307,200.00 | .02 | |
ENERGUATE TRUS 5.875% 05/03/27 | BYXGN70 | CORPORATE BONDS | 200,000.0000 | 197,000.00 | .01 | |
BIOCEANICO SOVERE ZCP 06/05/34 | G11176AA5 | CORPORATE BONDS | 380,207.3100 | 297,537.48 | .02 | |
LIMA METRO LIN 5.875% 07/05/34 | G54897AA4 | CORPORATE BONDS | 252,875.3200 | 256,917.16 | .01 | |
LIMA METRO LINE 4.35% 04/05/36 | G54897AB2 | CORPORATE BONDS | 166,948.1500 | 156,465.88 | .01 | |
RUTAS 2 & 7 FINAN ZCP 09/30/36 | G77265AA7 | CORPORATE BONDS | 319,999.9600 | 230,616.32 | .01 | |
BANCO DEL ESTADO -C V/R /PERP/ | 05957AAC3 | CORPORATE BONDS | 200,000.0000 | 214,803.87 | .01 | |
CHILE ELEC PEC SP ZCP 01/25/28 | 168831AA3 | CORPORATE BONDS | 197,619.1400 | 162,047.69 | .01 | |
EMPRESA ELECTRIC 5.5% 05/14/27 | BK254C2 | CORPORATE BONDS | 91,240.0000 | 88,698.05 | .00 | |
CAP SA 3.9% 04/27/31 | P2316YAA1 | CORPORATE BONDS | 400,000.0000 | 327,000.00 | .02 | |
EMPRESA ELECTR 4.875% 05/25/29 | P3713QAA5 | CORPORATE BONDS | 130,350.0000 | 117,319.90 | .01 | |
BANCO DAVIVIENDA SA V/R /PERP/ | 059501AD8 | CORPORATE BONDS | 200,000.0000 | 171,531.80 | .01 | |
BANCOLOMBIA SA V/R 12/18/29 | 05968LAL6 | CORPORATE BONDS | 200,000.0000 | 197,963.56 | .01 | |
BANCOLOMBIA SA V/R 12/24/34 | 05968LAN2 | CORPORATE BONDS | 200,000.0000 | 214,710.00 | .01 | |
REPUBLIC OF CO 4.125% 05/15/51 | 195325DT9 | GOVERNMENT BONDS | 200,000.0000 | 125,859.23 | .01 | |
ECOPETROL SA 5.875% 11/02/51 | 279158AQ2 | CORPORATE BONDS | 550,000.0000 | 399,804.08 | .02 | |
FIDEICOMISO PA 8.25% 01/15/35 | P40689AA2 | CORPORATE BONDS | 171,860.0000 | 171,860.00 | .01 | |
EMPRESAS PUBLI 4.375% 02/15/31 | P9379RBC0 | CORPORATE BONDS | 200,000.0000 | 176,380.28 | .01 | |
ALTICE FRANCE SA 5.5% 10/15/29 | 02156LAH4 | CORPORATE BONDS | 200,000.0000 | 140,067.88 | .01 | |
BPCE SA V/R 10/19/29 | 05571AAR6 | CORPORATE BONDS | 615,000.0000 | 657,178.37 | .03 | |
BPCE SA V/R 10/19/34 | 05571AAS4 | CORPORATE BONDS | 330,000.0000 | 369,525.25 | .02 | |
BPCE SA V/R 01/18/35 | 05571AAU9 | CORPORATE BONDS | 730,000.0000 | 767,818.10 | .04 | |
BPCE SA V/R 05/30/35 | 05571AAY1 | CORPORATE BONDS | 500,000.0000 | 523,573.07 | .03 | |
BNP PARIBAS V/R 12/05/34 | 05581KAG6 | CORPORATE BONDS | 680,000.0000 | 734,127.78 | .04 | |
BPCE SA 4.625% 09/12/28 | 05583JAE2 | CORPORATE BONDS | 250,000.0000 | 249,289.97 | .01 | |
BPCE SA V/R 10/19/27 | 05583JAK8 | CORPORATE BONDS | 270,000.0000 | 256,014.51 | .01 | |
SOCIETE GENERALE V/R 01/19/35 | 83368RBX9 | CORPORATE BONDS | 1,115,000.0000 | 1,163,068.63 | .06 | |
TOTALENERGIES 5.638% 04/05/64 | 89157XAC5 | CORPORATE BONDS | 545,000.0000 | 568,293.72 | .03 | |
TOTALENERGIES 4.724% 09/10/34 | 89157XAD3 | CORPORATE BONDS | 270,000.0000 | 271,356.19 | .01 | |
TOTALENERGIES 5.425% 09/10/64 | 89157XAF8 | CORPORATE BONDS | 290,000.0000 | 291,865.11 | .01 | |
DEUTSCHE BANK NY V/R 01/18/29 | 251526CS6 | CORPORATE BONDS | 285,000.0000 | 301,711.25 | .02 | |
DEUTSCHE BANK 5.414% 05/10/29 | 251526CW7 | CORPORATE BONDS | 235,000.0000 | 244,154.54 | .01 | |
DEUTSCHE BANK NY V/R 09/11/35 | 251526CY3 | CORPORATE BONDS | 220,000.0000 | 221,419.57 | .01 | |
BANCO INDUSTRIAL V/R 01/29/31 | 34D241 | CORPORATE BONDS | 300,000.0000 | 294,036.00 | .02 | |
REPUBLIC OF GU 4.375% 06/05/27 | P5015VAG1 | GOVERNMENT BONDS | 200,000.0000 | 194,855.01 | .01 | |
HUNGARY 6.125% 05/22/28 | 445545AR7 | GOVERNMENT BONDS | 360,000.0000 | 375,300.00 | .02 | |
HUNGARY 5.5% 03/26/36 | 445545AU0 | GOVERNMENT BONDS | 635,000.0000 | 639,451.99 | .03 | |
ADANI INTERNATIONA 3% 02/16/31 | 00654UAA0 | CORPORATE BONDS | 249,000.0000 | 220,526.97 | .01 | |
ADANI PORTS AND SP 4% 07/30/27 | BF0MQ91 | CORPORATE BONDS | 200,000.0000 | 191,296.59 | .01 | |
ADANI TRANS STE 4.25% 05/21/36 | BKTHBD1 | CORPORATE BONDS | 151,000.0000 | 132,355.62 | .01 | |
ADANI TRANS STEP-O 4% 08/03/26 | BYP1WK9 | CORPORATE BONDS | 200,000.0000 | 193,974.46 | .01 | |
ADANI PORTS AN 4.375% 07/03/29 | Y00130RP4 | CORPORATE BONDS | 200,000.0000 | 189,105.10 | .01 | |
JSW HYDRO ENER 4.125% 05/18/31 | Y4S71YAA2 | CORPORATE BONDS | 304,000.0000 | 277,595.94 | .01 | |
REPUBLIC OF IND 5.15% 09/10/54 | 455780DW3 | GOVERNMENT BONDS | 275,000.0000 | 279,430.53 | .01 | |
PT PERTAMINA (PE 1.4% 02/09/26 | 69370RAK3 | CORPORATE BONDS | 200,000.0000 | 191,244.60 | .01 | |
PT ADARO INDONE 4.25% 10/31/24 | BKS4906 | CORPORATE BONDS | 250,000.0000 | 249,157.60 | .01 | |
AERCAP IRELAND 1.65% 10/29/24 | 00774MAU9 | CORPORATE BONDS | 1,097,000.0000 | 1,093,925.09 | .06 | |
AERCAP IRELAND 6.45% 04/15/27 | 00774MBG9 | CORPORATE BONDS | 2,794,000.0000 | 2,926,976.02 | .15 | |
ICON INVESTMEN 5.809% 05/08/27 | 45115AAA2 | CORPORATE BONDS | 200,000.0000 | 206,370.77 | .01 | |
TRANE TECH FIN L 5.1% 06/13/34 | 892938AB7 | CORPORATE BONDS | 95,000.0000 | 99,002.73 | .01 | |
STATE OF ISRAEL 5.75% 03/12/54 | 46514BRM1 | GOVERNMENT BONDS | 280,000.0000 | 266,240.80 | .01 | |
STATE OF ISRAEL 6.5% 11/06/31 | BRJRCR1 | GOVERNMENT BONDS | 200,000.0000 | 213,829.60 | .01 | |
ENI SPA 5.5% 05/15/34 | 26874RAN8 | CORPORATE BONDS | 565,000.0000 | 585,302.82 | .03 | |
INTESA SANPAOLO S V/R 06/20/54 | 46115HCB1 | CORPORATE BONDS | 200,000.0000 | 226,290.11 | .01 | |
INTESA SANPAOLO 7.8% 11/28/53 | 46115HCF2 | CORPORATE BONDS | 240,000.0000 | 287,762.23 | .01 | |
NOMURA HOLDING 5.783% 07/03/34 | 65535HBV0 | CORPORATE BONDS | 505,000.0000 | 530,550.99 | .03 | |
APID 2022-40A AR V/R 07/15/37 | 03769RAN5 | ASSET BACKED | 760,000.0000 | 761,581.26 | .04 | |
APID 2022-41A D1 V/R 10/20/37 | 03770CAW5 | ASSET BACKED | 500,000.0000 | 500,000.00 | .03 | |
BCC 2023-4A B V/R 10/21/36 | 05685EAE0 | ASSET BACKED | 1,045,000.0000 | 1,052,899.05 | .05 | |
GALAXY PIPELIN 2.625% 03/31/36 | 36321PAB6 | CORPORATE BONDS | 200,000.0000 | 170,691.09 | .01 | |
GALAXY PIPELINE 2.16% 03/31/34 | 36321PAD2 | CORPORATE BONDS | 197,456.7000 | 174,999.03 | .01 | |
GALAXY PIPELINE 2.94% 09/30/40 | 36321PAE0 | CORPORATE BONDS | 323,906.4000 | 272,289.13 | .01 | |
GLM 2022-14A DR V/R 07/20/37 | 38136RAY3 | ASSET BACKED | 750,000.0000 | 746,285.10 | .04 | |
GLM 2022-12A DR V/R 07/20/37 | 38138FBA8 | ASSET BACKED | 500,000.0000 | 497,500.30 | .03 | |
GLM 2022-15A DR V/R 10/20/36 | 38139BAW9 | ASSET BACKED | 1,000,000.0000 | 1,018,145.80 | .05 | |
KTAMA 2023-1A D V/R 10/20/36 | 48585JAJ9 | ASSET BACKED | 1,000,000.0000 | 1,034,611.80 | .05 | |
VYSPK 2022-1A DR V/R 10/20/34 | 92013AAQ2 | ASSET BACKED | 1,000,000.0000 | 1,003,768.70 | .05 | |
ROYAL CARIBBEAN 5.5% 08/31/26 | 780153BJ0 | CORPORATE BONDS | 135,000.0000 | 136,321.65 | .01 | |
ROYAL CARIBBEA 5.375% 07/15/27 | 780153BK7 | CORPORATE BONDS | 198,000.0000 | 199,774.87 | .01 | |
ROYAL CARIBBEAN 6.25% 03/15/32 | 780153BU5 | CORPORATE BONDS | 60,000.0000 | 62,240.34 | .00 | |
ROYAL CARIBBEA 5.625% 09/30/31 | 780153BW1 | CORPORATE BONDS | 40,000.0000 | 40,525.00 | .00 | |
ARCELORMITTAL SA 6% 06/17/34 | 03938LBG8 | CORPORATE BONDS | 106,000.0000 | 112,490.24 | .01 | |
EIG PEARL HOLD 3.545% 08/31/36 | 28249NAA9 | CORPORATE BONDS | 505,000.0000 | 449,380.31 | .02 | |
GREENSAIF PIPE 6.129% 02/23/38 | 39541EAA1 | CORPORATE BONDS | 530,000.0000 | 561,228.26 | .03 | |
GREENSAIF PIPEL 6.51% 02/23/42 | 39541EAC7 | CORPORATE BONDS | 200,000.0000 | 215,282.96 | .01 | |
GREENSAIF PIPE 5.852% 02/23/36 | 39541EAD5 | CORPORATE BONDS | 320,000.0000 | 330,980.80 | .02 | |
INTELSAT JACKSON 6.5% 03/15/30 | 45824TBC8 | CORPORATE BONDS | 50,000.0000 | 47,838.70 | .00 | |
MOVIDA EUROPE S 7.85% 04/11/29 | 62459LAC3 | CORPORATE BONDS | 200,000.0000 | 192,566.31 | .01 | |
MILLICOM INTL C 6.25% 03/25/29 | BJQ1YF2 | CORPORATE BONDS | 180,000.0000 | 179,077.12 | .01 | |
CSN RESOURCES 5.875% 04/08/32 | BPWCDV0 | CORPORATE BONDS | 200,000.0000 | 170,405.44 | .01 | |
TIERRA MOJADA L 5.75% 12/01/40 | L3500LAA7 | CORPORATE BONDS | 175,335.6800 | 166,544.73 | .01 | |
GUARA NORTE SA 5.198% 06/15/34 | L4R02QAA8 | CORPORATE BONDS | 165,630.0000 | 157,778.49 | .01 | |
MINERVA LUXEMB 4.375% 03/18/31 | L6401PAJ2 | CORPORATE BONDS | 200,000.0000 | 177,723.14 | .01 | |
T/L CONNECT FINCO 0% 12/11/26 | LX230953 | LOAN | 18,430.1900 | 17,246.05 | .00 | |
T/L DELTA 2 (L 00.00% 09/10/31 | LX245734 | LOAN | 6,666.6700 | 6,663.87 | .00 | |
SEASPAN CORP 5.5% 08/01/29 | 81254UAK2 | CORPORATE BONDS | 70,000.0000 | 66,671.79 | .00 | |
NETWORK I2I LTD V/R /PERP/ | 34FRB7 | CORPORATE BONDS | 200,000.0000 | 193,998.26 | .01 | |
UPL CORP LTD 4.625% 06/16/30 | BMHTDB5 | CORPORATE BONDS | 200,000.0000 | 170,000.00 | .01 | |
NETWORK I2I LTD V/R /PERP/ | V6703DAA2 | CORPORATE BONDS | 200,000.0000 | 199,551.04 | .01 | |
FIEMEX ENERGIA 7.25% 01/31/41 | 05974EAA8 | CORPORATE BONDS | 200,000.0000 | 208,540.00 | .01 | |
BUFFALO ENERGY 7.875% 02/15/39 | 11952AAA0 | CORPORATE BONDS | 200,000.0000 | 213,171.11 | .01 | |
COMISION FEDERA 6.45% 01/24/35 | 200447AP5 | CORPORATE BONDS | 200,000.0000 | 199,300.00 | .01 | |
PETROLEOS MEXIC 6.75% 09/21/47 | 71654QCC4 | CORPORATE BONDS | 250,000.0000 | 179,127.35 | .01 | |
UNITED MEXICAN S 3.5% 02/12/34 | 91087BAR1 | GOVERNMENT BONDS | 410,000.0000 | 348,817.73 | .02 | |
UNITED MEXICAN 6.35% 02/09/35 | 91087BAV2 | GOVERNMENT BONDS | 245,000.0000 | 256,751.36 | .01 | |
UNITED MEXICAN 6.338% 05/04/53 | 91087BAX8 | GOVERNMENT BONDS | 500,000.0000 | 496,490.08 | .03 | |
UNITED MEXICAN STA 6% 05/07/36 | 91087BAZ3 | GOVERNMENT BONDS | 1,775,000.0000 | 1,807,644.33 | .09 | |
UNITED MEXICAN S 6.4% 05/07/54 | 91087BBA7 | GOVERNMENT BONDS | 400,000.0000 | 400,148.40 | .02 | |
GRUPO KUO SAB D 5.75% 07/07/27 | BF2BL79 | CORPORATE BONDS | 200,000.0000 | 196,633.96 | .01 | |
BANCO MERCANTIL DE V/R /PERP/ | P14008AE9 | CORPORATE BONDS | 200,000.0000 | 201,501.20 | .01 | |
BBVA BANCOMER SA V/R 09/13/34 | P16259AN6 | CORPORATE BONDS | 200,000.0000 | 194,637.86 | .01 | |
COMETA ENERGIA 6.375% 04/24/35 | P29853AA9 | CORPORATE BONDS | 156,200.0000 | 158,478.49 | .01 | |
MEXICO GENERADOR 5.5% 12/06/32 | P66208AA0 | CORPORATE BONDS | 120,968.0000 | 120,822.33 | .01 | |
SHELL INTERNATI 3.25% 04/06/50 | 822582CH3 | CORPORATE BONDS | 450,000.0000 | 333,949.90 | .02 | |
SHELL INTERNATIONA 3% 11/26/51 | 822582CL4 | CORPORATE BONDS | 365,000.0000 | 254,599.39 | .01 | |
BRASKEM NETHERLAN V/R 01/23/81 | N15516AF9 | CORPORATE BONDS | 400,000.0000 | 400,390.40 | .02 | |
MV24 CAPITAL B 6.748% 06/01/34 | N53766AA4 | CORPORATE BONDS | 157,660.0000 | 154,177.53 | .01 | |
MONG DUONG FIN 5.125% 05/07/29 | N6000DAA1 | CORPORATE BONDS | 210,820.2000 | 204,606.57 | .01 | |
EQUINOR ASA 3.7% 04/06/50 | 29446MAH5 | CORPORATE BONDS | 340,000.0000 | 275,968.10 | .01 | |
CARNIVAL CORP 5.75% 03/01/27 | 143658BN1 | CORPORATE BONDS | 80,000.0000 | 81,020.20 | .00 | |
CARNIVAL CORP 7% 08/15/29 | 143658BW1 | CORPORATE BONDS | 95,000.0000 | 100,955.65 | .01 | |
REPUBLIC OF PA 3.875% 03/17/28 | 698299BF0 | GOVERNMENT BONDS | 200,000.0000 | 192,677.49 | .01 | |
REPUBLIC OF PAN 3.87% 07/23/60 | 698299BL7 | GOVERNMENT BONDS | 300,000.0000 | 188,609.84 | .01 | |
REPUBLIC OF PA 6.875% 01/31/36 | 698299BW3 | GOVERNMENT BONDS | 200,000.0000 | 209,618.44 | .01 | |
INTERCORP FIN 4.125% 10/19/27 | BF08ZF8 | CORPORATE BONDS | 200,000.0000 | 193,079.50 | .01 | |
BANCO CONTINENT 2.75% 12/10/25 | P09110AB6 | CORPORATE BONDS | 150,000.0000 | 145,377.90 | .01 | |
FRIGORIFICO CONC 7.7% 07/21/28 | P4R54KAA4 | CORPORATE BONDS | 400,000.0000 | 279,460.00 | .01 | |
BANCO DE CREDITO V/R 09/30/31 | 05971V2D6 | CORPORATE BONDS | 350,000.0000 | 331,942.03 | .02 | |
REPUBLIC OF PERU 3% 01/15/34 | 715638DU3 | GOVERNMENT BONDS | 135,000.0000 | 115,650.07 | .01 | |
REPUBLIC OF PE 5.375% 02/08/35 | 715638EB4 | GOVERNMENT BONDS | 295,000.0000 | 302,083.23 | .02 | |
INRETAIL SHOPPI 5.75% 04/03/28 | BFMNPM8 | CORPORATE BONDS | 350,000.0000 | 352,514.05 | .02 | |
ORAZUL ENERGY 5.625% 04/28/27 | BZ3FXQ3 | CORPORATE BONDS | 200,000.0000 | 196,806.00 | .01 | |
BANCO INTERNAC DE V/R 07/08/30 | P13435AD7 | CORPORATE BONDS | 300,000.0000 | 295,118.73 | .02 | |
INRETAIL CONSUM 3.25% 03/22/28 | P56236AB1 | CORPORATE BONDS | 200,000.0000 | 187,618.76 | .01 | |
CIA DE MINAS BUE 5.5% 07/23/26 | P6680PAA9 | CORPORATE BONDS | 200,000.0000 | 197,377.80 | .01 | |
PETROLEOS DEL 5.625% 06/19/47 | P7808BAB3 | CORPORATE BONDS | 200,000.0000 | 136,415.40 | .01 | |
REPUBLIC OF PHI 4.75% 03/05/35 | 718286DC8 | GOVERNMENT BONDS | 315,000.0000 | 318,148.65 | .02 | |
ROMANIA 5.875% 01/30/29 | 77586RAT7 | GOVERNMENT BONDS | 1,330,000.0000 | 1,362,162.06 | .07 | |
ROMANIA 3% 02/14/31 | BMVVYM5 | GOVERNMENT BONDS | 1,228,000.0000 | 1,071,108.26 | .05 | |
SAUDI ARABIAN O 5.25% 07/17/34 | 80414L2N4 | CORPORATE BONDS | 220,000.0000 | 226,227.32 | .01 | |
SAUDI ARABIAN 5.875% 07/17/64 | 80414L2Q7 | CORPORATE BONDS | 200,000.0000 | 202,400.80 | .01 | |
OVERSEA-CHINESE B V/R 09/10/30 | 69033DAD9 | CORPORATE BONDS | 400,000.0000 | 388,410.31 | .02 | |
PFIZER INVESTMEN 5.3% 05/19/53 | 716973AG7 | CORPORATE BONDS | 185,000.0000 | 191,372.10 | .01 | |
DBS GROUP HOLDING V/R 03/10/31 | Y20246J57 | CORPORATE BONDS | 200,000.0000 | 192,318.00 | .01 | |
MEDCO LAUREL TR 6.95% 11/12/28 | Y59500AA9 | CORPORATE BONDS | 200,000.0000 | 200,019.05 | .01 | |
REPUBLIC OF SOUT 4.3% 10/12/28 | 836205AU8 | GOVERNMENT BONDS | 200,000.0000 | 193,580.00 | .01 | |
AI CANDELARIA - 5.75% 06/15/33 | 00870WAA4 | CORPORATE BONDS | 250,000.0000 | 204,605.38 | .01 | |
BANCO SANTANDE 5.439% 07/15/31 | 05964HBG9 | CORPORATE BONDS | 400,000.0000 | 418,257.56 | .02 | |
AI CANDELARIA -S 7.5% 12/15/28 | BGL1H02 | CORPORATE BONDS | 191,666.2200 | 190,135.19 | .01 | |
T/L TRITON WATER HOLDINGS INC 0% 3/31/2028 | LX193319 | LOAN | 130,950.4400 | 130,670.21 | .01 | |
AON CORP/AON GL 5.35% 02/28/33 | 03740LAG7 | CORPORATE BONDS | 70,000.0000 | 73,129.76 | .00 | |
CLARIOS GLOBAL 6.75% 05/15/28 | 18060TAC9 | CORPORATE BONDS | 140,000.0000 | 144,305.56 | .01 | |
JETBLUE AIRWAY 9.875% 09/20/31 | 476920AA1 | CORPORATE BONDS | 65,000.0000 | 68,467.43 | .00 | |
UBS GROUP AG V/R 04/01/31 | 225401AP3 | CORPORATE BONDS | 305,000.0000 | 297,882.71 | .02 | |
UBS GROUP AG V/R 05/14/32 | 225401AU2 | CORPORATE BONDS | 3,400,000.0000 | 3,065,961.12 | .16 | |
UBS GROUP AG V/R 08/11/28 | 225401AV0 | CORPORATE BONDS | 260,000.0000 | 273,520.88 | .01 | |
UBS GROUP AG V/R 08/12/33 | 225401AZ1 | CORPORATE BONDS | 1,420,000.0000 | 1,567,739.55 | .08 | |
UBS GROUP AG V/R 09/22/29 | 225401BE7 | CORPORATE BONDS | 330,000.0000 | 350,341.86 | .02 | |
UBS GROUP AG V/R 02/11/32 | 902613AE8 | CORPORATE BONDS | 200,000.0000 | 170,355.20 | .01 | |
UBS GROUP AG V/R 02/11/33 | 902613AK4 | CORPORATE BONDS | 3,600,000.0000 | 3,120,017.69 | .16 | |
BAE SYSTEMS PL 5.125% 03/26/29 | 05523RAJ6 | CORPORATE BONDS | 385,000.0000 | 396,138.40 | .02 | |
BARCLAYS PLC V/R 05/16/29 | 06738EBD6 | CORPORATE BONDS | 5,000,000.0000 | 5,055,622.15 | .26 | |
BARCLAYS PLC V/R 11/02/28 | 06738ECD5 | CORPORATE BONDS | 300,000.0000 | 324,021.08 | .02 | |
BARCLAYS PLC V/R 03/12/30 | 06738ECR4 | CORPORATE BONDS | 555,000.0000 | 577,337.29 | .03 | |
BARCLAYS PLC V/R 09/10/30 | 06738ECU7 | CORPORATE BONDS | 410,000.0000 | 413,388.50 | .02 | |
CSL FINANCE PLC 4.25% 04/27/32 | 12661PAC3 | CORPORATE BONDS | 185,000.0000 | 182,084.67 | .01 | |
HSBC HOLDINGS PLC V/R 08/17/29 | 404280CV9 | CORPORATE BONDS | 620,000.0000 | 568,458.76 | .03 | |
HSBC HOLDINGS PLC V/R 08/11/33 | 404280DH9 | CORPORATE BONDS | 690,000.0000 | 714,773.03 | .04 | |
HSBC HOLDINGS PLC V/R 08/14/27 | 404280DZ9 | CORPORATE BONDS | 440,000.0000 | 451,940.62 | .02 | |
HSBC HOLDINGS PLC V/R 05/17/32 | 404280EG0 | CORPORATE BONDS | 705,000.0000 | 742,666.92 | .04 | |
MACQUARIE AIRFIN 6.4% 03/26/29 | 55609NAC2 | CORPORATE BONDS | 94,000.0000 | 97,834.58 | .01 | |
MACQUARIE AIRFIN 6.5% 03/26/31 | 55609NAD0 | CORPORATE BONDS | 45,000.0000 | 47,501.45 | .00 | |
MACQUARIE AIRFI 5.15% 03/17/30 | 55609NAE8 | CORPORATE BONDS | 25,000.0000 | 25,054.38 | .00 | |
NATIONAL GRID 5.602% 06/12/28 | 636274AD4 | CORPORATE BONDS | 135,000.0000 | 140,963.06 | .01 | |
ROYALTY PHARMA P 2.2% 09/02/30 | 78081BAK9 | CORPORATE BONDS | 955,000.0000 | 836,296.58 | .04 | |
ROYALTY PHARMA 2.15% 09/02/31 | 78081BAN3 | CORPORATE BONDS | 5,000.0000 | 4,260.73 | .00 | |
ROYALTY PHARMA 5.15% 09/02/29 | 78081BAQ6 | CORPORATE BONDS | 215,000.0000 | 220,523.47 | .01 | |
ROYALTY PHARMA P 5.4% 09/02/34 | 78081BAR4 | CORPORATE BONDS | 195,000.0000 | 200,038.02 | .01 | |
SMITH & NEPHEW P 5.4% 03/20/34 | 83192PAD0 | CORPORATE BONDS | 175,000.0000 | 181,990.00 | .01 | |
STANDARD CHARTERE V/R 11/16/28 | 853254CN8 | CORPORATE BONDS | 565,000.0000 | 616,633.20 | .03 | |
STANDARD CHARTERE V/R 05/14/35 | 853254DC1 | CORPORATE BONDS | 425,000.0000 | 449,728.65 | .02 | |
AGCO CORP 5.45% 03/21/27 | 001084AR3 | CORPORATE BONDS | 100,000.0000 | 102,032.84 | .01 | |
AGCO CORP 5.8% 03/21/34 | 001084AS1 | CORPORATE BONDS | 135,000.0000 | 141,169.03 | .01 | |
AEP TEXAS INC 3.45% 01/15/50 | 00108WAK6 | CORPORATE BONDS | 420,000.0000 | 304,360.51 | .02 | |
AEP TEXAS INC 5.45% 05/15/29 | 00108WAS9 | CORPORATE BONDS | 115,000.0000 | 119,948.26 | .01 | |
COREBRIDGE GLOB 5.2% 06/24/29 | 00138CBA5 | CORPORATE BONDS | 495,000.0000 | 510,795.26 | .03 | |
AMC ENTERTAINMEN 7.5% 02/15/29 | 00165CBA1 | CORPORATE BONDS | 30,000.0000 | 23,620.84 | .00 | |
AMSR 2024-SFR1 4.29% 07/17/29 | 00179CAC2 | ASSET BACKED | 2,392,000.0000 | 2,323,766.29 | .12 | |
AT&T INC 2.25% 02/01/32 | 00206RKH4 | CORPORATE BONDS | 4,171,000.0000 | 3,580,149.28 | .18 | |
AT&T INC 2.55% 12/01/33 | 00206RMM1 | CORPORATE BONDS | 4,385,000.0000 | 3,696,061.69 | .19 | |
AT&T INC 5.4% 02/15/34 | 00206RMT6 | CORPORATE BONDS | 225,000.0000 | 236,086.31 | .01 | |
ARIFL 2023-A A 5.41% 03/16/26 | 00218GAB8 | ASSET BACKED | 527,635.8500 | 529,019.84 | .03 | |
AAR ESCROW ISSU 6.75% 03/15/29 | 00253PAA6 | CORPORATE BONDS | 70,000.0000 | 72,800.45 | .00 | |
AASET 2024-1A 6.261% 05/16/31 | 00255JAA8 | ASSET BACKED | 737,569.8400 | 766,009.21 | .04 | |
ABBVIE INC 4.95% 03/15/31 | 00287YDT3 | CORPORATE BONDS | 205,000.0000 | 213,157.09 | .01 | |
ABBVIE INC 5.4% 03/15/54 | 00287YDW6 | CORPORATE BONDS | 90,000.0000 | 95,432.14 | .00 | |
ABBVIE INC 5.5% 03/15/64 | 00287YDX4 | CORPORATE BONDS | 210,000.0000 | 224,226.97 | .01 | |
ACADEMY LTD 6% 11/15/27 | 00401YAA8 | CORPORATE BONDS | 90,000.0000 | 90,224.20 | .00 | |
ACRISURE LLC / FIN 6% 08/01/29 | 00489LAH6 | CORPORATE BONDS | 35,000.0000 | 33,756.50 | .00 | |
ACUSHNET CO 7.375% 10/15/28 | 005095AA2 | CORPORATE BONDS | 65,000.0000 | 68,519.95 | .00 | |
ACURIS FIN US/ACUR 5% 05/01/28 | 00511BAA5 | CORPORATE BONDS | 200,000.0000 | 183,175.28 | .01 | |
ADAPTHEALTH LL 5.125% 03/01/30 | 00653VAE1 | CORPORATE BONDS | 60,000.0000 | 56,162.54 | .00 | |
ADVANCED DRAIN 6.375% 06/15/30 | 00790RAB0 | CORPORATE BONDS | 110,000.0000 | 112,362.14 | .01 | |
AETHON UN/AETHI 8.25% 02/15/26 | 00810GAC8 | CORPORATE BONDS | 65,000.0000 | 65,768.04 | .00 | |
AETHON UN/AETHIN 7.5% 10/01/29 | 00810GAD6 | CORPORATE BONDS | 105,000.0000 | 106,391.22 | .01 | |
AFFRM 2024-A A 5.61% 09/15/26 | 00834BAA5 | ASSET BACKED | 405,000.0000 | 410,284.28 | .02 | |
AFFRM 2023-A 1 6.61% 01/15/25 | 00834JAE0 | ASSET BACKED | 505,000.0000 | 507,116.91 | .03 | |
AGREE LP 5.625% 06/15/34 | 008513AE3 | CORPORATE BONDS | 135,000.0000 | 141,227.51 | .01 | |
AJAXM 2021-C A V/R 01/25/61 | 009733AA4 | ASSET BACKED | 216,634.9700 | 216,626.80 | .01 | |
ALABAMA POWER C 3.45% 10/01/49 | 010392FT0 | CORPORATE BONDS | 450,000.0000 | 346,214.14 | .02 | |
OVINTIV INC 7.375% 11/01/31 | CVE/31A | 012873AK1 | CORPORATE BONDS | 140,000.0000 | 157,953.34 | .01 |
ALCON FINANCE C 2.75% 09/23/26 | 01400EAA1 | CORPORATE BONDS | 795,000.0000 | 771,222.23 | .04 | |
ALEXANDRIA REAL 5.25% 05/15/36 | 015271BC2 | CORPORATE BONDS | 303,000.0000 | 308,089.74 | .02 | |
ADC 2023-1A A2 6% 08/15/28 | 01627AAD0 | ASSET BACKED | 2,090,000.0000 | 2,132,284.46 | .11 | |
ALLIANT HOLD / 6.75% 10/15/27 | 01883LAA1 | CORPORATE BONDS | 100,000.0000 | 99,625.00 | .01 | |
ALLIANT HOLD / C 6.5% 10/01/31 | 01883LAG8 | CORPORATE BONDS | 65,000.0000 | 65,681.63 | .00 | |
ALLIED UNIVERSA 9.75% 07/15/27 | 019576AB3 | CORPORATE BONDS | 90,000.0000 | 90,193.59 | .00 | |
ALLIED UNIVERS 7.875% 02/15/31 | 019576AD9 | CORPORATE BONDS | 140,000.0000 | 143,008.18 | .01 | |
FNMA TBA 15YR 2% OCT13 | 01F0204A4 | TBA- TO BE ANNOUNCED SECURITY | -850,000.0000 | -777,540.54 | -.04 | |
UMBS TBA 30YR 2% OCT 24 | 01F0206A2 | TBA- TO BE ANNOUNCED SECURITY | 1,330,000.0000 | 1,099,326.65 | .06 | |
FNMA 30YR TBA 2.5% OCT13 | 01F0226A8 | TBA- TO BE ANNOUNCED SECURITY | -5,636,000.0000 | -4,864,355.46 | -.25 | |
FNCI 15YR TBA 3.0% OCT 24 | 01F0304A3 | TBA- TO BE ANNOUNCED SECURITY | -1,550,000.0000 | -1,486,607.42 | -.08 | |
FNCL 30YR TBA 3.0% OCT 24 | 01F0306A1 | TBA- TO BE ANNOUNCED SECURITY | 7,210,000.0000 | 6,470,403.32 | .33 | |
FNCI 30YR TBA 3.5% OCT 24 | 01F0324A9 | TBA- TO BE ANNOUNCED SECURITY | -675,000.0000 | -660,714.72 | -.03 | |
FNCL 30YR TBA 3.5% OCT 24 | 01F0326A7 | TBA- TO BE ANNOUNCED SECURITY | 699,000.0000 | 650,886.05 | .03 | |
FNMA 30YR TBA 4.0% NOV 24 | 01F0406B8 | TBA- TO BE ANNOUNCED SECURITY | -15,770,000.0000 | -15,156,605.82 | -.78 | |
FNMA 15YR TBA 4.5% OCT 24 | 01F0424A8 | TBA- TO BE ANNOUNCED SECURITY | -600,000.0000 | -601,773.35 | -.03 | |
FNMA 30YR TBA 4.5% OCT 24 | 01F0426A6 | TBA- TO BE ANNOUNCED SECURITY | -13,826,000.0000 | -13,591,332.13 | -.70 | |
FNMA 30YR TBA 5% OCT 24 | 01F0506A9 | TBA- TO BE ANNOUNCED SECURITY | -3,545,000.0000 | -3,542,645.91 | -.18 | |
FNMA 15YR TBA 5.5% OCT 13 | 01F0524A7 | TBA- TO BE ANNOUNCED SECURITY | 1,275,000.0000 | 1,301,917.79 | .07 | |
FNMA 30YR TBA 5.5% OCT 24 | 01F0526A5 | TBA- TO BE ANNOUNCED SECURITY | 25,806,000.0000 | 26,104,820.06 | 1.34 | |
FNMA 30YR TBA 6% OCT 24 | 01F0606A8 | TBA- TO BE ANNOUNCED SECURITY | 22,820,000.0000 | 23,322,699.73 | 1.20 | |
FNMA 30YR TBA 6.5% OCT 24 | 01F0626A4 | TBA- TO BE ANNOUNCED SECURITY | 3,100,000.0000 | 3,195,768.58 | .16 | |
FNMA 30YR TBA 7.0% OCT 24 | 01F0706A7 | TBA- TO BE ANNOUNCED SECURITY | 1,300,000.0000 | 1,350,458.86 | .07 | |
CWALT 2007-4CB 1 V/R 04/25/37 | 02148FAA3 | ASSET BACKED | 2,018,172.8400 | 1,528,942.11 | .08 | |
CWALT 2007-9T1 2A 6% 05/25/37 | 02150JAU6 | ASSET BACKED | 6,448,202.7500 | 2,911,308.09 | .15 | |
AMENTUM ESCROW 7.25% 08/01/32 | 02352BAA3 | CORPORATE BONDS | 60,000.0000 | 62,617.98 | .00 | |
HESS CORP 7.3% 08/15/31 | HES/31 | 023551AJ3 | CORPORATE BONDS | 430,000.0000 | 492,408.65 | .03 |
HESS CORP 7.125% 03/15/33 | HES/33 | 023551AM6 | CORPORATE BONDS | 323,000.0000 | 372,770.69 | .02 |
AMERICAN AIRLIN 7.25% 02/15/28 | 023771T32 | CORPORATE BONDS | 140,000.0000 | 143,306.99 | .01 | |
AMERICAN AIRLINE 8.5% 05/15/29 | 023771T40 | CORPORATE BONDS | 130,000.0000 | 137,931.84 | .01 | |
AMERICAN AXLE & MF 5% 10/01/29 | 02406PBB5 | CORPORATE BONDS | 60,000.0000 | 55,087.78 | .00 | |
ACAR 2023-3 B 6.09% 06/12/25 | 02530EAC8 | ASSET BACKED | 415,000.0000 | 416,879.95 | .02 | |
AMERICAN NATION 5.75% 10/01/29 | 025676AN7 | CORPORATE BONDS | 81,000.0000 | 81,468.08 | .00 | |
AMERICAN HOMES 4 5.5% 02/01/34 | 02666TAG2 | CORPORATE BONDS | 296,000.0000 | 305,646.64 | .02 | |
AMERICAN TOWER C 3.6% 01/15/28 | AMT28 | 03027XAR1 | CORPORATE BONDS | 249,000.0000 | 243,000.84 | .01 |
AMERICAN TOWER 3.95% 03/15/29 | 03027XAU4 | CORPORATE BONDS | 1,680,000.0000 | 1,646,574.22 | .08 | |
AMERICAN TOWER C 3.8% 08/15/29 | AMT29A | 03027XAW0 | CORPORATE BONDS | 315,000.0000 | 306,470.23 | .02 |
AMERICAN TOWER C 2.1% 06/15/30 | 03027XBC3 | CORPORATE BONDS | 2,618,000.0000 | 2,305,773.29 | .12 | |
AMCAR 2022-2 B 4.81% 07/18/25 | 03065WAE5 | ASSET BACKED | 1,470,000.0000 | 1,474,121.00 | .08 | |
AMGEN INC 5.25% 03/02/33 | 031162DR8 | CORPORATE BONDS | 2,405,000.0000 | 2,503,786.26 | .13 | |
AMGEN INC 5.75% 03/02/63 | 031162DU1 | CORPORATE BONDS | 517,000.0000 | 545,708.04 | .03 | |
AMWINS GROUP I 4.875% 06/30/29 | 031921AB5 | CORPORATE BONDS | 100,000.0000 | 95,889.35 | .00 | |
AOMT 2022-1 A1 V/R 01/25/26 | 03464BAA6 | ASSET BACKED | 1,252,392.0100 | 1,173,587.25 | .06 | |
AOMT 2021-4 A1 V/R 01/20/65 | 03464EAA0 | ASSET BACKED | 462,206.1500 | 387,839.77 | .02 | |
AOMT 2020-R1 A1 V/R 12/25/24 | 034651AA7 | ASSET BACKED | 218,805.3600 | 206,677.68 | .01 | |
AOMT 2021-1 A1 V/R 02/25/25 | 03465CAA3 | ASSET BACKED | 327,063.2200 | 282,662.75 | .01 | |
AOMT 2021-2 A1 V/R 04/25/25 | 03465DAA1 | ASSET BACKED | 302,200.2000 | 258,110.34 | .01 | |
AOMT 2021-3 A1 V/R 06/25/25 | 03465EAA9 | ASSET BACKED | 561,549.2100 | 485,435.15 | .02 | |
AOMT 2021-5 A1 V/R 07/25/66 | 03465HAA2 | ASSET BACKED | 695,393.7700 | 601,838.20 | .03 | |
AOMT 2021-6 A1 V/R 09/25/66 | 03465JAA8 | ASSET BACKED | 1,091,514.2700 | 913,332.97 | .05 | |
ELEVANCE HEALT 5.375% 06/15/34 | 036752AZ6 | CORPORATE BONDS | 295,000.0000 | 310,106.39 | .02 | |
AON NORTH AMERI 5.45% 03/01/34 | 03740MAD2 | CORPORATE BONDS | 605,000.0000 | 635,202.16 | .03 | |
ARCHER-DANIELS-M 2.9% 03/01/32 | 039482AD6 | CORPORATE BONDS | 190,000.0000 | 172,210.79 | .01 | |
ARCHROCK PARTN 6.625% 09/01/32 | 03959KAD2 | CORPORATE BONDS | 105,000.0000 | 107,676.56 | .01 | |
ARCOSA INC 6.875% 08/15/32 | 039653AC4 | CORPORATE BONDS | 40,000.0000 | 41,861.56 | .00 | |
ARES CAPITAL CO 5.95% 07/15/29 | 04010LBG7 | CORPORATE BONDS | 99,000.0000 | 101,618.27 | .01 | |
ARIZONA PUBLIC 6.35% 12/15/32 | 040555DE1 | CORPORATE BONDS | 130,000.0000 | 142,915.79 | .01 | |
ARIZONA PUBLIC 5.55% 08/01/33 | 040555DG6 | CORPORATE BONDS | 155,000.0000 | 161,597.99 | .01 | |
ARIZONA PUBLIC S 5.7% 08/15/34 | 040555DH4 | CORPORATE BONDS | 180,000.0000 | 190,031.07 | .01 | |
ARROW ELECTRON 3.875% 01/12/28 | 042735BF6 | CORPORATE BONDS | 331,000.0000 | 323,272.66 | .02 | |
ARSENAL AIC PARENT 8% 10/01/30 | 04288BAB6 | CORPORATE BONDS | 40,000.0000 | 42,923.32 | .00 | |
ARTERA SERVICES 8.5% 02/15/31 | 04302XAA2 | CORPORATE BONDS | 35,000.0000 | 34,657.83 | .00 | |
ASHTON WOODS U 4.625% 04/01/30 | 045086AP0 | CORPORATE BONDS | 60,000.0000 | 57,485.44 | .00 | |
ABSHE 2007-HE2 A V/R 05/25/37 | 04544TAD3 | ASSET BACKED | 1,304,629.8800 | 927,187.02 | .05 | |
ASSUREDPARTNER 5.625% 01/15/29 | 04624VAB5 | CORPORATE BONDS | 85,000.0000 | 81,830.78 | .00 | |
ATHENE GLOBAL 2.646% 10/04/31 | 04685A3E9 | CORPORATE BONDS | 800,000.0000 | 686,476.90 | .04 | |
ATHENE GLOBAL 5.349% 07/09/27 | 04685A3X7 | CORPORATE BONDS | 163,000.0000 | 166,459.49 | .01 | |
ATHENE HOLDING 5.875% 01/15/34 | 04686JAG6 | CORPORATE BONDS | 280,000.0000 | 293,056.60 | .02 | |
ATHENE HOLDING 6.25% 04/01/54 | 04686JAH4 | CORPORATE BONDS | 210,000.0000 | 223,869.84 | .01 | |
ATLASSIAN CORPO 5.25% 05/15/29 | 049468AA9 | CORPORATE BONDS | 119,000.0000 | 122,987.24 | .01 | |
ATMOS ENERGY COR 5.9% 11/15/33 | 049560AZ8 | CORPORATE BONDS | 505,000.0000 | 554,947.21 | .03 | |
AUTOZONE INC 6.55% 11/01/33 | 053332BH4 | CORPORATE BONDS | 475,000.0000 | 531,049.34 | .03 | |
AUTOZONE INC 5.4% 07/15/34 | 053332BK7 | CORPORATE BONDS | 315,000.0000 | 326,805.73 | .02 | |
XCAP 2024-1A A 5.49% 07/15/31 | 05335FAC5 | ASSET BACKED | 440,000.0000 | 451,660.00 | .02 | |
AVNT 2024-REV1 5.92% 04/15/27 | 05352UAA4 | ASSET BACKED | 750,000.0000 | 759,822.98 | .04 | |
AVIENT CORP 6.25% 11/01/31 | 05368VAB2 | CORPORATE BONDS | 20,000.0000 | 20,502.56 | .00 | |
AVIATION CAPIT 5.375% 07/15/29 | 05369AAQ4 | CORPORATE BONDS | 146,000.0000 | 149,141.57 | .01 | |
AESOP 2020-1A 2.33% 08/20/25 | 05377RDU5 | ASSET BACKED | 5,920,000.0000 | 5,821,655.78 | .30 | |
AESOP 2023-7A A 5.9% 08/20/27 | 05377RHL1 | ASSET BACKED | 470,000.0000 | 486,357.60 | .02 | |
AESOP 2024-1A 5.36% 06/20/29 | 05377RHY3 | ASSET BACKED | 385,000.0000 | 395,687.18 | .02 | |
AESOP 2024-3A 5.23% 12/20/29 | 05377RJK1 | ASSET BACKED | 535,000.0000 | 549,029.57 | .03 | |
EQUITABLE HOLDI 4.35% 04/20/28 | 054561AJ4 | CORPORATE BONDS | 80,000.0000 | 79,699.42 | .00 | |
BBCMS 2020-C7 XA V/R 02/15/30 | 05492VAG0 | ASSET BACKED | 1,455,788.5300 | 78,886.41 | .00 | |
BAT CAPITAL COR 4.54% 08/15/47 | 05526DBF1 | CORPORATE BONDS | 174,000.0000 | 146,971.68 | .01 | |
BAT CAPITAL CO 5.834% 02/20/31 | 05526DBY0 | CORPORATE BONDS | 275,000.0000 | 291,700.05 | .01 | |
BAT CAPITAL CORP 6% 02/20/34 | 05526DBZ7 | CORPORATE BONDS | 140,000.0000 | 149,631.24 | .01 | |
BBCMS 2018-TALL V/R 03/15/21 | 05548WAL1 | ASSET BACKED | 1,236,000.0000 | 836,595.13 | .04 | |
LBM ACQUISITION 6.25% 01/15/29 | 05552BAA4 | CORPORATE BONDS | 60,000.0000 | 56,736.41 | .00 | |
BBCMS 2022-C15 A V/R 03/15/32 | 05552FBA4 | ASSET BACKED | 305,000.0000 | 284,526.88 | .01 | |
BINOM 2021-INV1 V/R 06/25/56 | 05552UAA2 | ASSET BACKED | 334,697.6500 | 298,045.88 | .02 | |
BCPE EMPIRE HO 7.625% 05/01/27 | 05552VAA0 | CORPORATE BONDS | 120,000.0000 | 120,387.24 | .01 | |
BBCMS 2024-C26 A V/R 05/15/34 | 05555AAD7 | ASSET BACKED | 880,000.0000 | 959,396.42 | .05 | |
BBCMS 2024-C26 X V/R 05/15/34 | 05555AAF2 | ASSET BACKED | 3,683,112.4100 | 286,748.35 | .01 | |
BDS 2024-FL13 A V/R 06/19/29 | 05555MAA7 | ASSET BACKED | 360,000.0000 | 359,775.25 | .02 | |
BBCMS 2024-5C 5.208% 09/15/29 | 05555PAC6 | ASSET BACKED | 362,000.0000 | 372,050.64 | .02 | |
BMP 2024-MF23 B V/R 06/15/26 | 05593JAC4 | ASSET BACKED | 3,300,000.0000 | 3,289,687.50 | .17 | |
BMO 2024-C9 A 5.759% 07/15/34 | 05593MAD5 | ASSET BACKED | 861,000.0000 | 932,138.83 | .05 | |
BMO 2024-C9 XA V/R 07/15/34 | 05593MAF0 | ASSET BACKED | 3,410,396.1800 | 234,165.65 | .01 | |
BMO 2024-5C6 5.316% 09/15/29 | 05593QAC8 | ASSET BACKED | 361,000.0000 | 371,653.65 | .02 | |
BMO 2024-5C5 XA V/R 08/15/29 | 05593RAD4 | ASSET BACKED | 7,295,757.7700 | 349,980.42 | .02 | |
BX 2019-OC11 E V/R 12/09/41 | 05606FAN3 | ASSET BACKED | 290,000.0000 | 259,803.72 | .01 | |
BXP 2017-GM B V/R 06/13/27 | 056083AG3 | ASSET BACKED | 182,000.0000 | 173,754.53 | .01 | |
BX 2021-ARIA A V/R 10/15/23 | 05608RAA3 | ASSET BACKED | 1,400,000.0000 | 1,392,125.00 | .07 | |
BX 2021-MFM1 D V/R 01/15/23 | 05608VAJ5 | ASSET BACKED | 980,000.0000 | 968,668.75 | .05 | |
BX 2021-21M A V/R 10/15/26 | 05609CAA5 | ASSET BACKED | 182,226.9400 | 180,974.13 | .01 | |
BX 2021-XL2 A V/R 10/15/23 | 05609KAA7 | ASSET BACKED | 320,446.3900 | 317,842.76 | .02 | |
BX 2021-VOLT C V/R 09/15/23 | 05609VAJ4 | ASSET BACKED | 2,900,000.0000 | 2,869,187.50 | .15 | |
BX 2021-VOLT E V/R 09/15/23 | 05609VAN5 | ASSET BACKED | 536,000.0000 | 531,980.00 | .03 | |
BX 2022-LP2 A V/R 02/15/24 | 05610HAA1 | ASSET BACKED | 303,694.2400 | 301,985.96 | .02 | |
BX 2024-PAT A V/R 03/15/26 | 05612FAA3 | ASSET BACKED | 280,000.0000 | 280,875.00 | .01 | |
BX 2024-PALM B V/R 06/15/26 | 05612UAC6 | ASSET BACKED | 6,000,000.0000 | 5,934,375.00 | .30 | |
BALTIMORE GAS & 5.65% 06/01/54 | 059165ES5 | CORPORATE BONDS | 315,000.0000 | 338,936.31 | .02 | |
BANK OF AMERICA C V/R 02/07/30 | 06051GHQ5 | CORPORATE BONDS | 450,000.0000 | 442,163.70 | .02 | |
BANK OF AMERICA C V/R 04/29/31 | 06051GJB6 | CORPORATE BONDS | 1,025,000.0000 | 929,513.29 | .05 | |
BANK OF AMERICA C V/R 07/23/31 | 06051GJF7 | CORPORATE BONDS | 200,000.0000 | 173,520.69 | .01 | |
BANK OF AMERICA C V/R 10/24/31 | 06051GJL4 | CORPORATE BONDS | 7,245,000.0000 | 6,242,583.33 | .32 | |
BANK OF AMERICA C V/R 04/22/32 | 06051GJT7 | CORPORATE BONDS | 4,120,000.0000 | 3,674,500.81 | .19 | |
BANK OF AMERICA C V/R 09/21/36 | 06051GKC2 | CORPORATE BONDS | 684,000.0000 | 577,159.85 | .03 | |
BANK OF AMERICA C V/R 02/04/33 | 06051GKK4 | CORPORATE BONDS | 535,000.0000 | 479,115.56 | .02 | |
BANK OF AMERICA C V/R 09/15/27 | 06051GLV9 | CORPORATE BONDS | 290,000.0000 | 298,613.77 | .02 | |
BANK OF AMERICA C V/R 01/23/35 | 06051GMA4 | CORPORATE BONDS | 405,000.0000 | 425,899.67 | .02 | |
BANK5 2023-5YR4 V/R 12/15/56 | 06211FBR8 | ASSET BACKED | 1,033,182.2300 | 37,249.73 | .00 | |
BANK OF NY MELLON V/R 10/25/29 | 06406RBT3 | CORPORATE BONDS | 530,000.0000 | 570,089.93 | .03 | |
BANK OF NY MELLON V/R 03/14/30 | 06406RBV8 | CORPORATE BONDS | 130,000.0000 | 134,271.30 | .01 | |
BANK OF NY MELLON V/R 03/14/35 | 06406RBW6 | CORPORATE BONDS | 305,000.0000 | 316,653.14 | .02 | |
BANK OF NY MELLON V/R 07/22/32 | 06406RBZ9 | CORPORATE BONDS | 508,000.0000 | 525,641.90 | .03 | |
BANK 2022-BNK39 V/R 09/15/31 | 06539VAP3 | ASSET BACKED | 6,427,118.4600 | 164,069.55 | .01 | |
BANK 2018-BN10 X V/R 02/15/61 | 065404BF1 | ASSET BACKED | 15,256,658.5700 | 291,756.13 | .01 | |
BANK 2024-BNK 5.716% 05/15/34 | 06540GAV0 | ASSET BACKED | 1,320,000.0000 | 1,427,487.34 | .07 | |
BANK 2024-BNK47 V/R 06/15/57 | 06540GAW8 | ASSET BACKED | 3,458,949.9900 | 212,334.22 | .01 | |
BANK 2023-BNK45 V/R 01/15/33 | 06541BBQ0 | ASSET BACKED | 1,683,482.0600 | 101,365.65 | .01 | |
BANK 2017-BNK4 X V/R 05/15/50 | 06541FBB4 | ASSET BACKED | 9,864,874.2000 | 269,946.36 | .01 | |
BANK 2024-BNK48 V/R 09/15/34 | 06541GAN7 | ASSET BACKED | 3,886,000.0000 | 350,741.81 | .02 | |
BANK 2020-BN30 A V/R 12/15/30 | 06541UBW5 | ASSET BACKED | 7,430,000.0000 | 6,314,658.18 | .32 | |
BANK5 2024-5YR8 V/R 07/15/29 | 065923BD5 | ASSET BACKED | 12,297,682.9100 | 466,485.55 | .02 | |
BANK5 2024-5Y 5.613% 08/15/29 | 06644VBG4 | ASSET BACKED | 360,000.0000 | 375,518.38 | .02 | |
BBCMS 2024-C24 X V/R 12/15/33 | 07336VAZ4 | ASSET BACKED | 2,500,359.7700 | 265,082.14 | .01 | |
BBCMS 2024-C2 5.403% 08/15/34 | 07336WBA6 | ASSET BACKED | 865,000.0000 | 914,772.45 | .05 | |
BBCMS 2024-C28 X V/R 08/15/34 | 07336WBC2 | ASSET BACKED | 2,429,562.5800 | 200,660.49 | .01 | |
BEACON ROOFING S 6.5% 08/01/30 | 073685AK5 | CORPORATE BONDS | 115,000.0000 | 119,023.85 | .01 | |
BALTA 2006-1 21A V/R 02/25/36 | 07386HB83 | ASSET BACKED | 1,851,341.5000 | 1,270,850.97 | .07 | |
BENCHMARK MTG 2.928% 12/15/72 | 08160KAE4 | ASSET BACKED | 1,835,000.0000 | 1,670,459.77 | .09 | |
BMARK 2020-B22 X V/R 09/15/30 | 08163BBF7 | ASSET BACKED | 2,353,560.1600 | 171,011.33 | .01 | |
BMARK 2022-B35 A V/R 05/15/32 | 08163RBQ8 | ASSET BACKED | 4,415,000.0000 | 4,265,922.67 | .22 | |
BMARK 2024-V1 5.277% 09/15/29 | 08163UAC3 | ASSET BACKED | 360,000.0000 | 368,762.54 | .02 | |
BMARK 2023-B40 X V/R 06/15/33 | 08163WAH8 | ASSET BACKED | 1,700,696.6000 | 109,993.74 | .01 | |
BMARK 2024-V9 5.601% 08/15/29 | 081919AN2 | ASSET BACKED | 358,000.0000 | 372,368.72 | .02 | |
BMARK 2023-B39 X V/R 01/15/33 | 081925AF6 | ASSET BACKED | 6,214,159.6300 | 246,839.47 | .01 | |
BERRY GLOBAL INC 5.8% 06/15/31 | 08576BAA0 | CORPORATE BONDS | 195,000.0000 | 202,899.47 | .01 | |
BHG 2021-B A 0.9% 10/17/34 | 08862BAA3 | ASSET BACKED | 30,491.7600 | 30,237.17 | .00 | |
BLACK HILLS CORP 6% 01/15/35 | 092113AX7 | CORPORATE BONDS | 194,000.0000 | 206,575.05 | .01 | |
BLACKSTONE HOLDING 2% 01/30/32 | 09261BAD2 | CORPORATE BONDS | 523,000.0000 | 439,567.64 | .02 | |
BLACKROCK FUNDI 5.25% 03/14/54 | 09290DAC5 | CORPORATE BONDS | 120,000.0000 | 124,341.81 | .01 | |
BLACKROCK FUNDIN 4.9% 01/08/35 | 09290DAJ0 | CORPORATE BONDS | 420,000.0000 | 433,619.25 | .02 | |
BLACKROCK FUNDI 5.35% 01/08/55 | 09290DAK7 | CORPORATE BONDS | 244,000.0000 | 256,856.76 | .01 | |
BLUE RACER MID 7.25% 07/15/32 | 095796AK4 | CORPORATE BONDS | 50,000.0000 | 52,470.00 | .00 | |
BOCA 2024-BOCA A V/R 08/15/26 | 096817AA9 | ASSET BACKED | 1,410,000.0000 | 1,409,999.58 | .07 | |
BOEING CO 2.95% 02/01/30 | 097023CN3 | CORPORATE BONDS | 155,000.0000 | 138,550.07 | .01 | |
BOEING CO 3.75% 02/01/50 | 097023CQ6 | CORPORATE BONDS | 55,000.0000 | 38,666.06 | .00 | |
BOEING CO 5.805% 05/01/50 | 097023CW3 | CORPORATE BONDS | 45,000.0000 | 43,475.34 | .00 | |
BOEING CO 5.93% 05/01/60 | 097023CX1 | CORPORATE BONDS | 225,000.0000 | 215,520.21 | .01 | |
BOEING CO 5.15% 05/01/30 | 097023CY9 | CORPORATE BONDS | 160,000.0000 | 160,384.37 | .01 | |
BOEING CO/THE 6.298% 05/01/29 | 097023DJ1 | CORPORATE BONDS | 190,000.0000 | 199,896.55 | .01 | |
BOEING CO/THE 6.388% 05/01/31 | 097023DK8 | CORPORATE BONDS | 170,000.0000 | 180,767.26 | .01 | |
BOEING CO/THE 6.528% 05/01/34 | 097023DL6 | CORPORATE BONDS | 70,000.0000 | 75,128.56 | .00 | |
BOSTON GAS COM 3.757% 03/16/32 | 100743AM5 | CORPORATE BONDS | 155,000.0000 | 141,303.75 | .01 | |
BP CAP MARKETS 2.939% 06/04/51 | 10373QBP4 | CORPORATE BONDS | 70,000.0000 | 47,579.86 | .00 | |
BP CAP MARKETS 3.379% 02/08/61 | 10373QBQ2 | CORPORATE BONDS | 140,000.0000 | 98,557.60 | .01 | |
BP CAP MARKETS 2.721% 01/12/32 | 10373QBT6 | CORPORATE BONDS | 90,000.0000 | 80,213.35 | .00 | |
BP CAP MARKETS 4.812% 02/13/33 | 10373QBU3 | CORPORATE BONDS | 3,160,000.0000 | 3,202,261.43 | .16 | |
BP CAP MARKETS 4.893% 09/11/33 | 10373QBV1 | CORPORATE BONDS | 3,244,000.0000 | 3,300,776.58 | .17 | |
BP CAP MARKETS 5.227% 11/17/34 | 10373QCA6 | CORPORATE BONDS | 449,000.0000 | 467,470.17 | .02 | |
BRAND INDUSTR 10.375% 08/01/30 | 104931AA8 | CORPORATE BONDS | 70,000.0000 | 74,959.57 | .00 | |
BRAVO 2021-NQM2 V/R 03/25/60 | 10569EAA9 | ASSET BACKED | 137,378.6500 | 131,880.11 | .01 | |
BRAVO 2021-NQM1 V/R 02/25/49 | 10569TAA6 | ASSET BACKED | 171,813.0300 | 157,384.15 | .01 | |
BRISTOL-MYERS S 5.55% 02/22/54 | 110122EK0 | CORPORATE BONDS | 240,000.0000 | 254,252.31 | .01 | |
BROADCOM INC 3.419% 04/15/33 | 11135FBK6 | CORPORATE BONDS | 435,000.0000 | 395,241.95 | .02 | |
BROADCOM INC 5.05% 07/12/29 | 11135FBX8 | CORPORATE BONDS | 200,000.0000 | 206,016.55 | .01 | |
BROADCOM INC 4.15% 02/15/28 | 11135FCA7 | CORPORATE BONDS | 580,000.0000 | 579,390.01 | .03 | |
BROOKLYN UNION 4.866% 08/05/32 | 114259AW4 | CORPORATE BONDS | 800,000.0000 | 780,925.31 | .04 | |
BROWN & BROWN 2.375% 03/15/31 | 115236AC5 | CORPORATE BONDS | 334,000.0000 | 289,143.68 | .01 | |
BUCKEYE PARTNE 6.875% 07/01/29 | 118230AV3 | CORPORATE BONDS | 145,000.0000 | 148,562.65 | .01 | |
BUILDERS FIRST 6.375% 03/01/34 | 12008RAS6 | CORPORATE BONDS | 105,000.0000 | 109,026.33 | .01 | |
BUNGE LTD FINAN 4.65% 09/17/34 | 120568BF6 | CORPORATE BONDS | 245,000.0000 | 244,469.49 | .01 | |
BURLINGTN NORTH 5.5% 03/15/55 | 12189LBL4 | CORPORATE BONDS | 210,000.0000 | 226,507.60 | .01 | |
BX 2024-MDHS B V/R 05/15/29 | 12433BAC1 | ASSET BACKED | 5,183,838.3200 | 5,182,218.37 | .27 | |
BX 2024-AIRC A V/R 08/15/26 | 12433CAA3 | ASSET BACKED | 240,000.0000 | 240,300.00 | .01 | |
BX 2021-CIP A V/R 12/15/23 | 12434FAA5 | ASSET BACKED | 496,176.7600 | 492,145.32 | .03 | |
CBASS 2006-CB9 A V/R 11/25/36 | 12465MAD6 | ASSET BACKED | 4,208,889.4900 | 1,908,053.33 | .10 | |
CCO HLDGS LLC/ 5.125% 05/01/27 | 1248EPBT9 | CORPORATE BONDS | 115,000.0000 | 113,184.86 | .01 | |
CCO HLDGS LLC/C 4.75% 03/01/30 | 1248EPCD3 | CORPORATE BONDS | 210,000.0000 | 193,165.71 | .01 | |
CCO HLDGS LLC/C 4.75% 02/01/32 | 1248EPCQ4 | CORPORATE BONDS | 95,000.0000 | 83,721.42 | .00 | |
CBASS 2006-CB4 A V/R 05/25/36 | 12498QAD8 | ASSET BACKED | 3,809,759.5400 | 2,563,234.79 | .13 | |
CDW LLC/CDW FIN 2.67% 12/01/26 | 12513GBG3 | CORPORATE BONDS | 210,000.0000 | 202,048.90 | .01 | |
CD 2017-CD4 XA V/R 04/10/27 | 12515DAS3 | ASSET BACKED | 15,551,382.1500 | 380,123.99 | .02 | |
CEDR 2022-SNAI A V/R 02/15/27 | 12524AAA7 | ASSET BACKED | 240,000.0000 | 228,625.42 | .01 | |
SORT 2020-1 A1 1.69% 07/15/25 | 12530MAA3 | ASSET BACKED | 309,859.7900 | 299,824.61 | .02 | |
SORT 2021-1A A 1.53% 03/15/26 | 12530MAE5 | ASSET BACKED | 130,000.0000 | 122,128.70 | .01 | |
SORT 2021-1A B 1.98% 03/15/26 | 12530MAG0 | ASSET BACKED | 115,000.0000 | 105,851.43 | .01 | |
SORT 2022-1A A 5.97% 02/15/27 | 12530MAL9 | ASSET BACKED | 188,000.0000 | 188,995.91 | .01 | |
CHS/COMMUNITY HEAL 6% 01/15/29 | 12543DBH2 | CORPORATE BONDS | 70,000.0000 | 67,955.30 | .00 | |
CHS/COMMUNITY 6.875% 04/15/29 | 12543DBJ8 | CORPORATE BONDS | 25,000.0000 | 22,669.23 | .00 | |
CHS/COMMUNITY H 4.75% 02/15/31 | 12543DBK5 | CORPORATE BONDS | 70,000.0000 | 61,533.29 | .00 | |
CIGNA GROUP/THE 5% 05/15/29 | 125523CT5 | CORPORATE BONDS | 670,000.0000 | 690,048.14 | .04 | |
CIM 2021-R6 A1 V/R 07/25/61 | 12567RAA8 | ASSET BACKED | 898,260.8700 | 799,659.76 | .04 | |
CNH INDUSTRIAL C 5.1% 04/20/29 | 12592BAS3 | CORPORATE BONDS | 79,000.0000 | 81,316.08 | .00 | |
COMM 2015-CR2 3.497% 04/10/25 | 12593ABA2 | ASSET BACKED | 1,050,000.0000 | 1,039,993.29 | .05 | |
CSC HOLDINGS LLC 6.5% 02/01/29 | 126307AZ0 | CORPORATE BONDS | 200,000.0000 | 165,634.54 | .01 | |
CSAIL 2015-C4 A3 V/R 08/15/20 | 12635RAW8 | ASSET BACKED | 1,870,470.1700 | 1,849,749.29 | .09 | |
CSMC 2021-NQM1 A V/R 05/25/65 | 126407AA3 | ASSET BACKED | 145,973.4400 | 130,563.77 | .01 | |
CSX CORP 3.35% 09/15/49 | 126408HR7 | CORPORATE BONDS | 544,000.0000 | 414,359.02 | .02 | |
CSMC 2022-NQM1 A V/R 01/25/26 | 126416AA4 | ASSET BACKED | 1,364,741.5300 | 1,240,423.81 | .06 | |
CSMC 2020-NET 2.256% 08/15/25 | 126438AA8 | ASSET BACKED | 297,226.7100 | 286,446.74 | .01 | |
CSMC 2010-8R 5A1 V/R 02/26/37 | 12644KJE3 | ASSET BACKED | 947,627.1200 | 922,542.77 | .05 | |
CNX RESOURCES CORP 6% 01/15/29 | 12653CAJ7 | CORPORATE BONDS | 70,000.0000 | 70,379.12 | .00 | |
CNX MIDSTREAM P 4.75% 04/15/30 | 12654AAA9 | CORPORATE BONDS | 125,000.0000 | 116,882.78 | .01 | |
COMM 2024-277 6.338% 08/10/29 | 12654FAA8 | ASSET BACKED | 505,000.0000 | 530,184.91 | .03 | |
CSMC 2018-RPL9 A V/R 01/25/46 | 12654PAE8 | ASSET BACKED | 1,083,501.8200 | 1,052,250.70 | .05 | |
COMM 2020-CX 2.173% 11/10/30 | 12656KAA5 | ASSET BACKED | 3,035,000.0000 | 2,544,959.49 | .13 | |
COLT 2021-2R A1 V/R 07/27/54 | 12656YAA5 | ASSET BACKED | 142,543.6000 | 126,459.35 | .01 | |
CSMC 2021-AFC1 A V/R 02/25/25 | 12657LAA2 | ASSET BACKED | 369,788.7000 | 307,754.83 | .02 | |
CSMC 2021-B33 3.052% 10/10/31 | 12658WAA7 | ASSET BACKED | 183,000.0000 | 172,461.10 | .01 | |
COMM 2022-HC 2.819% 01/10/27 | 12659DAA8 | ASSET BACKED | 203,000.0000 | 188,553.61 | .01 | |
COMM 2022-HC 3.376% 01/10/27 | 12659DAG5 | ASSET BACKED | 300,000.0000 | 270,172.02 | .01 | |
CSMC 2021-NQM8 A V/R 10/25/66 | 12659FAA3 | ASSET BACKED | 556,347.9900 | 501,649.75 | .03 | |
CSMC 2021-NQM4 A V/R 06/25/25 | 12659PAA1 | ASSET BACKED | 707,574.1600 | 613,591.05 | .03 | |
CSMC 2021-RPL3 A V/R 01/25/60 | 12661GAA7 | ASSET BACKED | 2,732,319.8900 | 2,429,800.16 | .12 | |
CSMC 2021-NQM2 A V/R 02/25/66 | 12662EAA1 | ASSET BACKED | 613,549.9800 | 547,645.82 | .03 | |
CSMC 2021-RPL4 A V/R 12/27/60 | 12662GAC2 | ASSET BACKED | 315,946.7500 | 314,833.57 | .02 | |
CSMC 2021-NQM6 A V/R 07/25/66 | 12662KAA7 | ASSET BACKED | 1,170,910.4900 | 1,005,622.54 | .05 | |
CVR PARTNERS/C 6.125% 06/15/28 | 12663QAC9 | CORPORATE BONDS | 75,000.0000 | 73,408.38 | .00 | |
CNH 2023-A A4 4.77% 03/15/27 | 12664QAD6 | ASSET BACKED | 230,000.0000 | 233,077.33 | .01 | |
CPS 2023-B A 5.91% 03/17/25 | 12664WAA9 | ASSET BACKED | 407,586.2700 | 408,692.30 | .02 | |
CVS HEALTH CORP 4.78% 03/25/38 | 126650CY4 | CORPORATE BONDS | 947,000.0000 | 893,504.53 | .05 | |
CVS HEALTH CORP 5.05% 03/25/48 | 126650CZ1 | CORPORATE BONDS | 255,000.0000 | 232,746.04 | .01 | |
CVS HEALTH COR 4.125% 04/01/40 | 126650DK3 | CORPORATE BONDS | 145,000.0000 | 124,195.57 | .01 | |
CVS HEALTH CORP 2.7% 08/21/40 | 126650DP2 | CORPORATE BONDS | 450,000.0000 | 319,543.92 | .02 | |
CVS HEALTH CORP 5.3% 06/01/33 | 126650DY3 | CORPORATE BONDS | 182,000.0000 | 185,988.15 | .01 | |
CVS HEALTH COR 5.875% 06/01/53 | 126650DZ0 | CORPORATE BONDS | 267,000.0000 | 271,710.23 | .01 | |
CWALT 2005-7CB 2 V/R 03/01/38 | 12667F4M4 | ASSET BACKED | 4,402,116.1700 | 247,702.67 | .01 | |
CWALT 2005-7CB 2 V/R 03/01/38 | 12667F4Q5 | ASSET BACKED | 4,402,116.1800 | 3,204,549.53 | .16 | |
CWALT 2005-28CB 5.5% 08/25/35 | 12667GWW9 | ASSET BACKED | 512,420.2200 | 443,180.00 | .02 | |
CWALT 2006-OA2 A V/R 05/20/46 | 126694R75 | ASSET BACKED | 3,600,233.0900 | 3,129,453.65 | .16 | |
CADENCE DESIGN S 4.7% 09/10/34 | 127387AP3 | CORPORATE BONDS | 95,000.0000 | 95,592.42 | .00 | |
CAESARS ENTERTAI 6.5% 02/15/32 | 12769GAC4 | CORPORATE BONDS | 105,000.0000 | 108,613.47 | .01 | |
CALIFORNIA ST 7.3% 10/01/39 | 13063A7D0 | MUNICIPAL BONDS | 360,000.0000 | 433,414.12 | .02 | |
CALPINE CORP 4.5% 02/15/28 | 131347CM6 | CORPORATE BONDS | 95,000.0000 | 92,756.96 | .00 | |
CAMPBELL SOUP CO 5.4% 03/21/34 | 134429BP3 | CORPORATE BONDS | 105,000.0000 | 110,107.99 | .01 | |
CAPITAL ONE FINAN V/R 03/01/30 | 14040HCN3 | CORPORATE BONDS | 300,000.0000 | 282,058.20 | .01 | |
CAPITAL ONE FINAN V/R 02/01/29 | 14040HCX1 | CORPORATE BONDS | 100,000.0000 | 102,506.93 | .01 | |
CAPITAL ONE FINAN V/R 06/08/29 | 14040HCZ6 | CORPORATE BONDS | 205,000.0000 | 215,935.78 | .01 | |
CAPITAL ONE FINAN V/R 10/30/31 | 14040HDC6 | CORPORATE BONDS | 1,095,000.0000 | 1,244,502.93 | .06 | |
CARDINAL HEALTH 4.9% 09/15/45 | 14149YBD9 | CORPORATE BONDS | 443,000.0000 | 414,857.15 | .02 | |
CARGILL INC 2.125% 11/10/31 | 141781BS2 | CORPORATE BONDS | 660,000.0000 | 573,218.75 | .03 | |
CARGILL INC 4% 06/22/32 | 141781BW3 | CORPORATE BONDS | 80,000.0000 | 77,697.73 | .00 | |
CARGILL INC 4.75% 04/24/33 | 141781CB8 | CORPORATE BONDS | 320,000.0000 | 325,115.11 | .02 | |
CARMX 2021-1 C 0.94% 02/18/25 | 14316NAF6 | ASSET BACKED | 1,700,000.0000 | 1,666,349.18 | .09 | |
CARR 2006-NC4 V/R 10/25/36 | 14453MAC8 | ASSET BACKED | 848,879.0700 | 833,413.00 | .04 | |
CARVANA CO 12% 12/01/28 | 146869AL6 | CORPORATE BONDS | 45,000.0000 | 47,259.12 | .00 | |
CARVANA CO 13% 06/01/30 | 146869AN2 | CORPORATE BONDS | 40,000.0000 | 43,495.03 | .00 | |
CMHAT 2021-MH 1.753% 02/25/46 | 14731QAA7 | ASSET BACKED | 219,397.5800 | 197,925.27 | .01 | |
CASTLE US HOLDIN 9.5% 02/15/28 | 14852LAA1 | CORPORATE BONDS | 20,000.0000 | 8,600.00 | .00 | |
CATALENT PHARMA 3.5% 04/01/30 | 14879EAK4 | CORPORATE BONDS | 30,000.0000 | 29,509.64 | .00 | |
SIX FLAG/CAN/MA 5.25% 07/15/29 | 150190AE6 | CORPORATE BONDS | 60,000.0000 | 58,952.40 | .00 | |
CELANESE US HO 6.165% 07/15/27 | 15089QAM6 | CORPORATE BONDS | 530,000.0000 | 549,189.21 | .03 | |
CELANESE US HOL 6.55% 11/15/30 | 15089QAX2 | CORPORATE BONDS | 130,000.0000 | 140,125.48 | .01 | |
CENTENE CORP 3% 10/15/30 | 15135BAW1 | CORPORATE BONDS | 450,000.0000 | 402,852.15 | .02 | |
CENTERPOINT ENER 5.4% 06/01/29 | 15189TBG1 | CORPORATE BONDS | 460,000.0000 | 477,602.59 | .02 | |
CNT PRNT/CDK GLO I 8% 06/15/29 | 154915AA0 | CORPORATE BONDS | 105,000.0000 | 109,208.93 | .01 | |
CHARTER COMM O 6.384% 10/23/35 | 161175AZ7 | CORPORATE BONDS | 3,965,000.0000 | 4,048,761.10 | .21 | |
CHARTER COMM OPT 4.2% 03/15/28 | 161175BK9 | CORPORATE BONDS | 360,000.0000 | 350,009.86 | .02 | |
CHARTER COMM OPT 4.8% 03/01/50 | 161175BT0 | CORPORATE BONDS | 380,000.0000 | 290,917.13 | .01 | |
CHARTER COMM OP 3.85% 04/01/61 | 161175BY9 | CORPORATE BONDS | 185,000.0000 | 113,467.02 | .01 | |
CHARTER COMM OPT 3.9% 06/01/52 | 161175CA0 | CORPORATE BONDS | 355,000.0000 | 232,753.78 | .01 | |
CHARTER COMM OPT 4.4% 12/01/61 | 161175CC6 | CORPORATE BONDS | 185,000.0000 | 125,840.56 | .01 | |
CHARTER COMM OPT 3.5% 03/01/42 | 161175CE2 | CORPORATE BONDS | 156,000.0000 | 108,401.35 | .01 | |
CHARTER COMM OPT 6.1% 06/01/29 | 161175CQ5 | CORPORATE BONDS | 75,000.0000 | 77,629.48 | .00 | |
CHARTER COMM OP 6.55% 06/01/34 | 161175CR3 | CORPORATE BONDS | 1,060,000.0000 | 1,102,583.33 | .06 | |
CHAOT 2024-5A 4.15% 11/25/28 | 16144QAD7 | ASSET BACKED | 1,000,000.0000 | 996,864.30 | .05 | |
CHENIERE ENERG 4.625% 10/15/28 | 16411RAK5 | CORPORATE BONDS | 366,000.0000 | 363,611.22 | .02 | |
CFII 2023-1A A 5.65% 05/15/26 | 165183CU6 | ASSET BACKED | 581,140.4100 | 586,135.20 | .03 | |
CISCO SYSTEMS I 4.95% 02/26/31 | 17275RBS0 | CORPORATE BONDS | 320,000.0000 | 334,475.52 | .02 | |
CISCO SYSTEMS I 5.35% 02/26/64 | 17275RBV3 | CORPORATE BONDS | 215,000.0000 | 228,312.76 | .01 | |
CGCMT 2023-SMRT V/R 10/12/40 | 17291NAC5 | ASSET BACKED | 2,195,000.0000 | 2,242,056.19 | .11 | |
CITIGROUP INC V/R 07/24/28 | 172967LP4 | CORPORATE BONDS | 776,000.0000 | 762,177.12 | .04 | |
CITIGROUP INC V/R 11/03/32 | 172967NE7 | CORPORATE BONDS | 6,930,000.0000 | 6,014,649.77 | .31 | |
CITIGROUP INC V/R 02/13/30 | 172967PF2 | CORPORATE BONDS | 210,000.0000 | 215,720.57 | .01 | |
CGCMT 2015-GC 3.762% 06/10/25 | 17323YAD1 | ASSET BACKED | 1,415,000.0000 | 1,395,700.11 | .07 | |
CGCMT 2015-GC35 V/R 11/10/48 | 17324KAV0 | ASSET BACKED | 30,734,593.8000 | 145,540.60 | .01 | |
CITIGROUP INC V/R 09/19/39 | 17327CAU7 | CORPORATE BONDS | 202,000.0000 | 201,430.14 | .01 | |
CGCMT 2019-GC 3.038% 10/10/29 | 17328HBD2 | ASSET BACKED | 7,640,000.0000 | 6,899,190.46 | .35 | |
CITIZENS FINANCIA V/R 01/23/30 | 174610BF1 | CORPORATE BONDS | 465,000.0000 | 483,725.72 | .02 | |
CITIZENS FINANCIA V/R 04/25/35 | 174610BG9 | CORPORATE BONDS | 255,000.0000 | 279,962.70 | .01 | |
CITIZENS FINANCIA V/R 07/23/32 | 174610BH7 | CORPORATE BONDS | 385,000.0000 | 399,264.49 | .02 | |
CIVITAS RESOUR 8.375% 07/01/28 | 17888HAA1 | CORPORATE BONDS | 75,000.0000 | 77,960.18 | .00 | |
CLARIV SCI HLD 4.875% 07/01/29 | 18064PAD1 | CORPORATE BONDS | 55,000.0000 | 52,901.19 | .00 | |
CLEAR CHANNEL OU 7.5% 06/01/29 | 18453HAD8 | CORPORATE BONDS | 50,000.0000 | 43,062.95 | .00 | |
CLEAR CHANNEL OUTD 9% 09/15/28 | 18453HAE6 | CORPORATE BONDS | 45,000.0000 | 47,840.31 | .00 | |
CLEARWAY ENERGY 4.75% 03/15/28 | 18539UAC9 | CORPORATE BONDS | 60,000.0000 | 58,874.51 | .00 | |
CLECO CORPORAT 3.375% 09/15/29 | 18551PAE9 | CORPORATE BONDS | 180,000.0000 | 165,091.42 | .01 | |
CLOUD SOFTWARE GRP 9% 09/30/29 | 18912UAA0 | CORPORATE BONDS | 40,000.0000 | 40,704.41 | .00 | |
CLYDESDALE ACQ 6.875% 01/15/30 | 18972EAC9 | CORPORATE BONDS | 105,000.0000 | 107,229.47 | .01 | |
CNH 2024-C A2A 4.3% 07/15/26 | 18978GAB0 | ASSET BACKED | 2,865,000.0000 | 2,864,189.78 | .15 | |
CNH 2024-C A3 4.03% 09/15/28 | 18978GAD6 | ASSET BACKED | 2,670,000.0000 | 2,664,572.96 | .14 | |
CLGIX 2021-1A A 3.3% 12/28/26 | 19521UAA1 | ASSET BACKED | 1,000,000.0000 | 947,413.00 | .05 | |
COLT 2021-2 A1 V/R 08/25/66 | 19685WAA9 | ASSET BACKED | 491,526.3700 | 410,655.29 | .02 | |
COLT 2021-1 A1 V/R 06/25/66 | 19688EAA6 | ASSET BACKED | 482,070.6600 | 412,903.64 | .02 | |
COLT 2021-3 A1 V/R 09/27/66 | 19688FAA3 | ASSET BACKED | 890,352.5900 | 738,321.86 | .04 | |
COLT 2022-1 A1 V/R 12/27/66 | 19688HAA9 | ASSET BACKED | 1,191,199.4400 | 1,081,711.53 | .06 | |
COLT 2021-HX1 A1 V/R 10/25/66 | 19688KAA2 | ASSET BACKED | 1,186,413.9900 | 1,010,673.45 | .05 | |
COLUMBIA PIPEL 6.042% 08/15/28 | 19828AAB3 | CORPORATE BONDS | 215,000.0000 | 224,801.72 | .01 | |
COLUMBIA PIPEL 5.681% 01/15/34 | 19828AAC1 | CORPORATE BONDS | 95,000.0000 | 97,987.76 | .01 | |
COLUMBIA PIPEL 5.097% 10/01/31 | 19828AAD9 | CORPORATE BONDS | 50,000.0000 | 50,430.90 | .00 | |
COLUMBIA PIPEL 5.927% 08/15/30 | 19828TAA4 | CORPORATE BONDS | 670,000.0000 | 709,557.56 | .04 | |
COLUMBIA PIPEL 6.036% 11/15/33 | 19828TAB2 | CORPORATE BONDS | 195,000.0000 | 208,064.94 | .01 | |
COMCAST CORP 3.75% 04/01/40 | 20030NDH1 | CORPORATE BONDS | 1,075,000.0000 | 930,605.47 | .05 | |
COMCAST CORP 2.887% 11/01/51 | 20030NDS7 | CORPORATE BONDS | 410,000.0000 | 275,506.93 | .01 | |
COMCAST CORP 4.8% 05/15/33 | 20030NEE7 | CORPORATE BONDS | 215,000.0000 | 219,244.50 | .01 | |
COMCAST CORP 5.65% 06/01/54 | 20030NEK3 | CORPORATE BONDS | 185,000.0000 | 197,567.00 | .01 | |
COMERICA INC V/R 01/30/30 | 200340AW7 | CORPORATE BONDS | 70,000.0000 | 72,161.97 | .00 | |
CEFI 2024-1A A 5.97% 06/15/27 | 20166RAA6 | ASSET BACKED | 487,701.4800 | 494,172.79 | .03 | |
COMMONSPIRIT HE 2.76% 10/01/24 | 20268JAA1 | CORPORATE BONDS | 325,000.0000 | 325,000.00 | .02 | |
COMMONSPIRIT H 5.205% 12/01/31 | 20268JAR4 | CORPORATE BONDS | 355,000.0000 | 365,868.31 | .02 | |
COMMSCOPE LLC 4.75% 09/01/29 | 203372AX5 | CORPORATE BONDS | 35,000.0000 | 29,400.00 | .00 | |
COMMSCOPE TECH LLC 5% 03/15/27 | 20338HAB9 | CORPORATE BONDS | 45,000.0000 | 37,594.43 | .00 | |
CONAGRA BRANDS 4.85% 11/01/28 | 205887CC4 | CORPORATE BONDS | 725,000.0000 | 736,406.86 | .04 | |
CONAGRA BRANDS I 5.3% 10/01/26 | 205887CJ9 | CORPORATE BONDS | 460,000.0000 | 468,829.22 | .02 | |
CAS 2024-R02 1M2 V/R 02/25/44 | 20754GAE0 | ASSET BACKED | 230,000.0000 | 231,224.87 | .01 | |
CAS 2024-R05 2M1 V/R 07/25/44 | 20754XAB9 | ASSET BACKED | 3,781,024.8800 | 3,781,038.49 | .19 | |
CONOCOPHILLIPS C 3.8% 03/15/52 | 20826FAV8 | CORPORATE BONDS | 336,000.0000 | 269,428.80 | .01 | |
CONOCOPHILLIPS 4.025% 03/15/62 | 20826FBD7 | CORPORATE BONDS | 245,000.0000 | 197,463.65 | .01 | |
CONOCOPHILLIPS C 5.3% 05/15/53 | 20826FBE5 | CORPORATE BONDS | 85,000.0000 | 85,902.55 | .00 | |
CONOCOPHILLIPS 5.55% 03/15/54 | 20826FBG0 | CORPORATE BONDS | 50,000.0000 | 52,274.33 | .00 | |
CONOCOPHILLIPS C 5.7% 09/15/63 | 20826FBH8 | CORPORATE BONDS | 215,000.0000 | 229,304.93 | .01 | |
CONSOLIDATED COMMU 5% 10/01/28 | 20903XAH6 | CORPORATE BONDS | 90,000.0000 | 82,761.14 | .00 | |
CON EDISON CO OF 3.2% 12/01/51 | 209111GC1 | CORPORATE BONDS | 400,000.0000 | 285,276.66 | .01 | |
CON EDISON CO OF 5.7% 05/15/54 | 209111GK3 | CORPORATE BONDS | 165,000.0000 | 178,694.75 | .01 | |
CONSUMERS 23 SE 5.55% 03/01/28 | 21071BAA3 | CORPORATE BONDS | 1,192,904.2400 | 1,205,776.49 | .06 | |
COREBRIDGE FINA 3.85% 04/05/29 | 21871XAF6 | CORPORATE BONDS | 75,000.0000 | 73,058.81 | .00 | |
COREBRIDGE FINA 5.75% 01/15/34 | 21871XAS8 | CORPORATE BONDS | 275,000.0000 | 289,852.77 | .01 | |
CORNERSTONE BU 6.125% 01/15/29 | 21925DAA7 | CORPORATE BONDS | 55,000.0000 | 48,666.85 | .00 | |
CORNERSTONE BUIL 9.5% 08/15/29 | 21925DAB5 | CORPORATE BONDS | 100,000.0000 | 102,705.30 | .01 | |
GNMA II 30 YR TBA 2% OCT 24 | 21H0206A8 | TBA- TO BE ANNOUNCED SECURITY | 5,030,000.0000 | 4,264,098.35 | .22 | |
GNMA II 30 YR TBA 2.5% OCT 24 | 21H0226A4 | TBA- TO BE ANNOUNCED SECURITY | 3,360,000.0000 | 2,960,870.61 | .15 | |
G2SF 30YR TBA 3.0% OCT 24 | 21H0306A7 | TBA- TO BE ANNOUNCED SECURITY | -455,000.0000 | -414,867.05 | -.02 | |
GNMAII JMB 30YR TBA 3.5% OCT24 | 21H0326A3 | TBA- TO BE ANNOUNCED SECURITY | 662,000.0000 | 621,915.05 | .03 | |
G2SF 30 YR TBA 4% OCT 23 | 21H0406A6 | TBA- TO BE ANNOUNCED SECURITY | 2,010,000.0000 | 1,943,201.49 | .10 | |
G2SF 30 YR TBA 4.5% OCT 24 | 21H0426A2 | TBA- TO BE ANNOUNCED SECURITY | 3,295,000.0000 | 3,253,364.74 | .17 | |
G2SF 30 YR TBA 5% OCT 24 | 21H0506A5 | TBA- TO BE ANNOUNCED SECURITY | 4,960,000.0000 | 4,967,941.70 | .25 | |
TBA GNMA2 30YR 10/01/39 5.5% | 21H0526A1 | TBA- TO BE ANNOUNCED SECURITY | 1,900,000.0000 | 1,918,296.37 | .10 | |
COTY INC 5% 04/15/26 | 222070AE4 | CORPORATE BONDS | 95,000.0000 | 94,588.20 | .00 | |
COTY/HFC PREST 6.625% 07/15/30 | 22207AAA0 | CORPORATE BONDS | 90,000.0000 | 93,513.27 | .00 | |
COUGAR JV SUBSIDIA 8% 05/15/32 | 22208WAA1 | CORPORATE BONDS | 50,000.0000 | 52,863.20 | .00 | |
COX COMMUNICATIO 2.6% 06/15/31 | 224044CN5 | CORPORATE BONDS | 430,000.0000 | 370,291.64 | .02 | |
COX COMMUNICATI 5.45% 09/01/34 | 224044CU9 | CORPORATE BONDS | 585,000.0000 | 592,397.58 | .03 | |
CAALT 2024-1A 5.68% 03/15/34 | 22537GAA8 | ASSET BACKED | 465,000.0000 | 473,644.54 | .02 | |
CSFB 2005-9 5A6 5.5% 10/25/35 | 2254586D5 | ASSET BACKED | 1,315,323.2300 | 681,721.51 | .03 | |
CROWN CASTLE T 4.241% 07/15/28 | 22822RBH2 | CORPORATE BONDS | 2,766,000.0000 | 2,709,513.02 | .14 | |
CROWN CASTLE INC 3.8% 02/15/28 | 22822VAK7 | CORPORATE BONDS | 45,000.0000 | 44,172.95 | .00 | |
CROWN CASTLE INC 4.3% 02/15/29 | 22822VAL5 | CORPORATE BONDS | 368,000.0000 | 364,636.02 | .02 | |
CROWN CASTLE INC 3.1% 11/15/29 | 22822VAN1 | CORPORATE BONDS | 245,000.0000 | 229,267.24 | .01 | |
CROWN CASTLE INC 2.1% 04/01/31 | 22822VAW1 | CORPORATE BONDS | 3,410,000.0000 | 2,916,728.12 | .15 | |
CROWN CASTLE INC 4.8% 09/01/28 | 22822VBB6 | CORPORATE BONDS | 655,000.0000 | 662,457.55 | .03 | |
CROWN CASTLE INC 5.6% 06/01/29 | 22822VBD2 | CORPORATE BONDS | 480,000.0000 | 501,723.34 | .03 | |
CSMC 2021-NQM5 A V/R 06/25/25 | 22946DAA0 | ASSET BACKED | 435,707.2900 | 370,997.96 | .02 | |
CUMMINS INC 5.45% 02/20/54 | 231021AX4 | CORPORATE BONDS | 95,000.0000 | 100,497.51 | .01 | |
CYRUS 2024-2A A 4.5% 05/20/29 | 23284BAG9 | ASSET BACKED | 1,000,000.0000 | 972,898.10 | .05 | |
DLLAA 2023-1A 5.64% 02/22/28 | 23292HAC5 | ASSET BACKED | 365,000.0000 | 373,522.93 | .02 | |
DNKN 2019-1A 4.352% 05/20/29 | 233046AL5 | ASSET BACKED | 1,581,750.0000 | 1,542,986.21 | .08 | |
DNKN 2021-1A 2.791% 11/20/31 | 233046AS0 | ASSET BACKED | 324,815.0000 | 284,164.44 | .01 | |
DBCG 2017-BBG A V/R 06/15/20 | 233062AA6 | ASSET BACKED | 233,893.1300 | 233,913.20 | .01 | |
DBJPM 2020-C9 XA V/R 08/15/30 | 233063AW6 | ASSET BACKED | 2,188,035.4400 | 104,885.01 | .01 | |
DBGS 2018-BIOD E V/R 05/15/20 | 23306GAJ6 | ASSET BACKED | 2,235,000.0000 | 2,202,871.88 | .11 | |
DBJPM 2017-C6 XB V/R 06/10/27 | 23312JAL7 | ASSET BACKED | 21,195,000.0000 | 170,865.61 | .01 | |
D.R. HORTON INC 5% 10/15/34 | 23331ABS7 | CORPORATE BONDS | 214,000.0000 | 216,975.57 | .01 | |
DSLA 2005-AR4 1A V/R 08/19/45 | 23332UEL4 | ASSET BACKED | 3,794,839.6700 | 2,812,671.03 | .14 | |
DTE ENERGY CO 5.85% 06/01/34 | 233331BL0 | CORPORATE BONDS | 310,000.0000 | 332,743.03 | .02 | |
DTAOT 2023-2A 5.41% 08/15/25 | 23346CAC2 | ASSET BACKED | 375,000.0000 | 375,705.38 | .02 | |
DTAOT 2023-1A 5.19% 04/15/25 | 23346KAC4 | ASSET BACKED | 310,000.0000 | 310,020.00 | .02 | |
DALLAS-FORT WO 4.507% 11/01/51 | 23503CAN7 | MUNICIPAL BONDS | 50,000.0000 | 46,787.69 | .00 | |
DANA INC 5.375% 11/15/27 | 235825AF3 | CORPORATE BONDS | 45,000.0000 | 44,684.75 | .00 | |
DANA INC 4.25% 09/01/30 | 235825AH9 | CORPORATE BONDS | 20,000.0000 | 17,957.71 | .00 | |
DC 2024-HLTN A V/R 04/13/28 | 24022FAA8 | ASSET BACKED | 300,000.0000 | 305,914.86 | .02 | |
DEALER TIRE LLC/DT 8% 02/01/28 | 24229JAA1 | CORPORATE BONDS | 65,000.0000 | 64,708.72 | .00 | |
DRMT 2021-1 A1 V/R 02/25/25 | 24380VAA9 | ASSET BACKED | 92,196.5100 | 86,893.62 | .00 | |
DRMT 2021-2 A1 V/R 04/25/66 | 24381WAA6 | ASSET BACKED | 191,529.5600 | 169,271.83 | .01 | |
DAFC 2017-AMO A V/R 06/05/27 | 24500EAA2 | ASSET BACKED | 180,000.0000 | 170,646.66 | .01 | |
DEVON ENERGY CO 5.75% 09/15/54 | 25179MBH5 | CORPORATE BONDS | 201,000.0000 | 195,631.24 | .01 | |
DIAMONDBACK ENE 6.25% 03/15/33 | 25278XAV1 | CORPORATE BONDS | 410,000.0000 | 442,171.57 | .02 | |
DIAMONDBACK ENE 6.25% 03/15/53 | 25278XAW9 | CORPORATE BONDS | 100,000.0000 | 107,128.39 | .01 | |
DIAMONDBACK ENER 5.4% 04/18/34 | 25278XAZ2 | CORPORATE BONDS | 135,000.0000 | 137,814.57 | .01 | |
DIAMONDBACK ENE 5.75% 04/18/54 | 25278XBA6 | CORPORATE BONDS | 50,000.0000 | 50,383.56 | .00 | |
DIAMONDBACK ENER 5.9% 04/18/64 | 25278XBB4 | CORPORATE BONDS | 80,000.0000 | 80,635.37 | .00 | |
DIRECTV FIN LL 5.875% 08/15/27 | 25461LAA0 | CORPORATE BONDS | 95,000.0000 | 93,274.07 | .00 | |
DISCOVER FINANCIA V/R 11/02/34 | 254709AT5 | CORPORATE BONDS | 315,000.0000 | 370,119.72 | .02 | |
DISCOVERY COMM 4.125% 05/15/29 | 25470DBF5 | CORPORATE BONDS | 54,000.0000 | 51,048.53 | .00 | |
DISH DBS CORP 5.125% 06/01/29 | 25470XBD6 | CORPORATE BONDS | 75,000.0000 | 50,319.50 | .00 | |
DISH DBS CORP 5.75% 12/01/28 | 25470XBF1 | CORPORATE BONDS | 110,000.0000 | 96,109.31 | .00 | |
DOMINION ENERGY 6.3% 03/15/33 | D33 | 25746UAN9 | CORPORATE BONDS | 30,000.0000 | 32,805.45 | .00 |
DOMINION ENERG 3.375% 04/01/30 | 25746UDG1 | CORPORATE BONDS | 3,270,000.0000 | 3,099,222.26 | .16 | |
DPABS 2015-1A 4.474% 10/25/25 | 25755TAE0 | ASSET BACKED | 848,662.5000 | 844,433.87 | .04 | |
DPABS 2019-1A 3.668% 10/25/29 | 25755TAL4 | ASSET BACKED | 974,400.0000 | 926,556.08 | .05 | |
DPABS 2021-1A 2.662% 10/25/28 | 25755TAN0 | ASSET BACKED | 1,248,690.0000 | 1,150,398.49 | .06 | |
DORNOCH DEBT M 6.625% 10/15/29 | 25830JAA9 | CORPORATE BONDS | 115,000.0000 | 101,198.43 | .01 | |
DUKE ENERGY COR 2.65% 09/01/26 | 26441CAS4 | CORPORATE BONDS | 543,000.0000 | 528,000.81 | .03 | |
DUKE ENERGY COR 2.45% 06/01/30 | 26441CBH7 | CORPORATE BONDS | 85,000.0000 | 76,677.82 | .00 | |
DUKE ENERGY CORP 0.9% 09/15/25 | 26441CBJ3 | CORPORATE BONDS | 4,000,000.0000 | 3,864,334.24 | .20 | |
DUKE ENERGY COR 2.55% 06/15/31 | 26441CBL8 | CORPORATE BONDS | 835,000.0000 | 738,158.90 | .04 | |
DUKE ENERGY CORP 5% 08/15/52 | 26441CBU8 | CORPORATE BONDS | 65,000.0000 | 61,546.02 | .00 | |
DUKE ENERGY COR 5.45% 06/15/34 | 26441CCE3 | CORPORATE BONDS | 275,000.0000 | 287,000.10 | .01 | |
DUKE ENERGY CORP 5.8% 06/15/54 | 26441CCF0 | CORPORATE BONDS | 120,000.0000 | 126,675.19 | .01 | |
DUKE ENERGY CARO 5.3% 02/15/40 | 26442CAH7 | CORPORATE BONDS | 1,225,000.0000 | 1,275,603.98 | .07 | |
DUKE ENERGY CAR 3.55% 03/15/52 | 26442CBH6 | CORPORATE BONDS | 65,000.0000 | 50,072.18 | .00 | |
DUKE ENERGY OHI 5.55% 03/15/54 | 26442EAL4 | CORPORATE BONDS | 275,000.0000 | 287,526.23 | .01 | |
DUKE ENERGY FL 5.875% 11/15/33 | 26444HAQ4 | CORPORATE BONDS | 275,000.0000 | 300,907.21 | .02 | |
DUN & BRADSTREET C 5% 12/15/29 | 26483EAL4 | CORPORATE BONDS | 120,000.0000 | 119,491.21 | .01 | |
EMRLD BOR / EMR 6.75% 07/15/31 | 26873CAB8 | CORPORATE BONDS | 110,000.0000 | 114,714.27 | .01 | |
EDISON INTERNATIO V/R 06/15/53 | 281020AX5 | CORPORATE BONDS | 260,000.0000 | 273,001.49 | .01 | |
EDISON INTERNAT 5.25% 11/15/28 | 281020AY3 | CORPORATE BONDS | 715,000.0000 | 734,618.81 | .04 | |
ELEVANCE HEALT 5.125% 02/15/53 | 28622HAC5 | CORPORATE BONDS | 379,000.0000 | 371,889.66 | .02 | |
EMBARQ CORP 7.995% 06/01/36 | CTL/36 | 29078EAA3 | CORPORATE BONDS | 65,000.0000 | 28,932.15 | .00 |
EMRLD BOR / EM 6.625% 12/15/30 | 29103CAA6 | CORPORATE BONDS | 115,000.0000 | 118,575.93 | .01 | |
ENERGY TRANSFER LP 5% 05/15/44 | 292480AJ9 | CORPORATE BONDS | 225,000.0000 | 206,088.17 | .01 | |
ENERGIZER HOLDIN 6.5% 12/31/27 | 29272WAF6 | CORPORATE BONDS | 105,000.0000 | 106,674.54 | .01 | |
ENERGY TRANSFER 5.95% 10/01/43 | 29273RAZ2 | CORPORATE BONDS | 1,683,000.0000 | 1,713,879.48 | .09 | |
ENERGY TRANSFER 4.9% 03/15/35 | 29273RBE8 | CORPORATE BONDS | 3,354,000.0000 | 3,310,888.92 | .17 | |
ENERGY TRANSFER 6.4% 12/01/30 | 29273VAT7 | CORPORATE BONDS | 390,000.0000 | 424,864.44 | .02 | |
ENERGY TRANSFER 5.95% 05/15/54 | 29273VAW0 | CORPORATE BONDS | 203,000.0000 | 207,760.55 | .01 | |
ENERGY TRANSFER 5.25% 07/01/29 | 29273VAZ3 | CORPORATE BONDS | 185,000.0000 | 190,537.79 | .01 | |
ENERGY TRANSFER L V/R 10/01/54 | 29273VBC3 | CORPORATE BONDS | 100,000.0000 | 102,266.20 | .01 | |
ENLINK MIDSTREA 5.65% 09/01/34 | 29336TAE0 | CORPORATE BONDS | 300,000.0000 | 309,981.90 | .02 | |
ENTERGY CORP V/R 12/01/54 | 29364GAQ6 | CORPORATE BONDS | 99,000.0000 | 102,647.06 | .01 | |
ENTERGY LOUISIA 4.75% 09/15/52 | 29364WBL1 | CORPORATE BONDS | 125,000.0000 | 115,677.88 | .01 | |
ENTERGY ARKANSA 5.75% 06/01/54 | 29366MAG3 | CORPORATE BONDS | 100,000.0000 | 107,764.23 | .01 | |
EFF 2023-1 A3 5.42% 11/22/27 | 29375CAC3 | ASSET BACKED | 480,000.0000 | 489,574.70 | .03 | |
EFF 2024-1 A3 5.16% 09/20/28 | 29375PAC4 | ASSET BACKED | 200,000.0000 | 205,425.50 | .01 | |
EFF 2024-3 A2 5.31% 04/20/27 | 29375QAB4 | ASSET BACKED | 3,500,000.0000 | 3,536,743.35 | .18 | |
ENTERPRISE PRODU 3.3% 02/15/53 | 29379VCB7 | CORPORATE BONDS | 95,000.0000 | 67,924.42 | .00 | |
ENTERPRISE PROD 4.95% 02/15/35 | 29379VCG6 | CORPORATE BONDS | 285,000.0000 | 289,424.30 | .01 | |
ENTERPRISE PROD 5.55% 02/16/55 | 29379VCH4 | CORPORATE BONDS | 199,000.0000 | 205,569.22 | .01 | |
CGCMT 2016-P4 B V/R 06/10/26 | 29429EAJ0 | ASSET BACKED | 400,000.0000 | 357,280.84 | .02 | |
EQUINIX INC 2.95% 09/15/51 | 29444UBM7 | CORPORATE BONDS | 363,000.0000 | 240,568.66 | .01 | |
EQUINIX INC 3.9% 04/15/32 | 29444UBU9 | CORPORATE BONDS | 215,000.0000 | 205,873.79 | .01 | |
EQUITABLE FINANC 1.8% 03/08/28 | 29449WAF4 | CORPORATE BONDS | 480,000.0000 | 439,307.29 | .02 | |
EVERI HOLDINGS INC 5% 07/15/29 | 30034TAA1 | CORPORATE BONDS | 75,000.0000 | 74,658.14 | .00 | |
EVERGY INC 2.9% 09/15/29 | 30034WAB2 | CORPORATE BONDS | 475,000.0000 | 441,080.98 | .02 | |
EVERSOURCE ENE 5.125% 05/15/33 | 30040WAU2 | CORPORATE BONDS | 960,000.0000 | 976,284.87 | .05 | |
EVERSOURCE ENERG 5.5% 01/01/34 | 30040WAX6 | CORPORATE BONDS | 365,000.0000 | 378,856.42 | .02 | |
EART 2021-1A D 1.08% 01/15/25 | 30166RAF4 | ASSET BACKED | 280,581.1500 | 276,329.34 | .01 | |
EART 2021-1A E 2.21% 02/18/25 | 30166RAG2 | ASSET BACKED | 900,000.0000 | 875,797.29 | .04 | |
EART 2023-3A B 6.11% 07/15/25 | 301989AD1 | ASSET BACKED | 201,000.0000 | 201,797.93 | .01 | |
EXPEDIA GROUP IN 3.8% 02/15/28 | 30212PAP0 | CORPORATE BONDS | 453,000.0000 | 444,510.92 | .02 | |
EXTRA SPACE STOR 5.4% 02/01/34 | 30225VAS6 | CORPORATE BONDS | 199,000.0000 | 205,523.10 | .01 | |
ESA 2021-ESH A V/R 07/15/26 | 30227FAA8 | ASSET BACKED | 320,772.7300 | 320,371.76 | .02 | |
EXTNT 2024-1A 6.15% 07/25/29 | 30227XAJ0 | ASSET BACKED | 500,000.0000 | 508,397.10 | .03 | |
FMMSR 2021-GT1 A V/R 07/25/26 | 30259RAH8 | ASSET BACKED | 4,000,000.0000 | 3,741,514.80 | .19 | |
FMMSR 2021-GT2 A V/R 10/25/26 | 30259RAK1 | ASSET BACKED | 3,420,000.0000 | 3,220,838.69 | .17 | |
META PLATFORMS I 5.6% 05/15/53 | 30303M8Q8 | CORPORATE BONDS | 341,000.0000 | 369,709.94 | .02 | |
FSRIA 2021-FL2 A V/R 05/16/38 | 30319YAA6 | ASSET BACKED | 404,106.2100 | 400,570.28 | .02 | |
FGLMC P#G08793 4% 12/01/47 | 3128MJ3B4 | MBS/PASS THRU CERTS | 43,720.9000 | 42,573.53 | .00 | |
FGLMC P#G08741 3% 01/01/47 | 3128MJZF0 | MBS/PASS THRU CERTS | 110,215.7700 | 100,995.23 | .01 | |
FGLMC P#G08747 3% 02/01/47 | 3128MJZM5 | MBS/PASS THRU CERTS | 221,567.0000 | 203,831.21 | .01 | |
FGLMC P#C91815 3% 03/01/35 | 3128P8AQ4 | MBS/PASS THRU CERTS | 253,129.4000 | 242,712.02 | .01 | |
UMBS P#ZK9295 3% 02/01/33 | 3131XDKG9 | MBS/PASS THRU CERTS | 581,337.8400 | 561,206.76 | .03 | |
UMBS P#ZL6785 3.5% 08/01/43 | 3131XNRE5 | MBS/PASS THRU CERTS | 750,948.5100 | 716,995.83 | .04 | |
FHS 303 C10 3.5% 01/15/33 | 31325UD86 | ASSET BACKED | 688,610.9500 | 61,809.68 | .00 | |
FHS 386 C14 2.5% 03/15/52 | 31325YB31 | ASSET BACKED | 795,893.6300 | 115,718.74 | .01 | |
FHS 389 C1 1.5% 05/15/37 | 31325YQS0 | ASSET BACKED | 2,551,260.8700 | 135,969.14 | .01 | |
FHS 389 C35 2% 06/15/52 | 31325YRN0 | ASSET BACKED | 1,204,654.1800 | 151,754.66 | .01 | |
UMBS P#ZA3968 3% 05/01/33 | 31329MMR8 | MBS/PASS THRU CERTS | 308,980.7700 | 299,842.95 | .02 | |
UMBS P#ZA6520 4% 04/01/49 | 31329QG54 | MBS/PASS THRU CERTS | 395,772.6600 | 384,221.10 | .02 | |
UMBS P#ZA6679 4% 04/01/49 | 31329QM40 | MBS/PASS THRU CERTS | 265,306.4300 | 258,567.59 | .01 | |
UMBS P#ZS4586 4% 10/01/44 | 3132A5CX1 | MBS/PASS THRU CERTS | 599,636.0600 | 585,485.33 | .03 | |
UMBS P#ZS4748 4% 12/01/47 | 3132A5HZ1 | MBS/PASS THRU CERTS | 722,852.2000 | 703,100.57 | .04 | |
UMBS P#ZS9972 3% 03/01/42 | 3132ABCH3 | MBS/PASS THRU CERTS | 158,208.6200 | 147,240.09 | .01 | |
UMBS P#ZT0371 4.5% 05/01/48 | 3132ACMU1 | MBS/PASS THRU CERTS | 279,382.3300 | 277,500.59 | .01 | |
UMBS P#SB8046 3% 05/01/35 | 3132D55F5 | MBS/PASS THRU CERTS | 448,908.2000 | 432,642.73 | .02 | |
UMBS P#SD0665 3% 08/01/51 | 3132DMW27 | MBS/PASS THRU CERTS | 84,131.1700 | 76,272.36 | .00 | |
UMBS P#SD1011 2.5% 04/01/52 | 3132DNDQ3 | MBS/PASS THRU CERTS | 230,695.7700 | 200,850.52 | .01 | |
UMBS P#SD1090 2% 04/01/52 | 3132DNF73 | MBS/PASS THRU CERTS | 713,843.8400 | 600,002.95 | .03 | |
UMBS P#SD1098 2.5% 01/01/52 | 3132DNGF4 | MBS/PASS THRU CERTS | 6,179,787.1200 | 5,405,617.32 | .28 | |
UMBS P#SD1181 3% 06/01/52 | 3132DNJ20 | MBS/PASS THRU CERTS | 6,571,307.9500 | 5,914,333.42 | .30 | |
UMBS P#SD1218 4% 07/01/49 | 3132DNK77 | MBS/PASS THRU CERTS | 311,545.0200 | 303,032.76 | .02 | |
UMBS P#SD1460 3% 05/01/52 | 3132DNTR4 | MBS/PASS THRU CERTS | 7,409,582.3000 | 6,749,579.68 | .35 | |
UMBS P#SD1461 3% 05/01/52 | 3132DNTS2 | MBS/PASS THRU CERTS | 267,995.0500 | 243,060.58 | .01 | |
UMBS P#SD1529 4% 03/01/49 | 3132DNVW0 | MBS/PASS THRU CERTS | 5,514,713.0100 | 5,364,024.03 | .28 | |
UMBS P#SD2102 2.5% 07/01/51 | 3132DPKP2 | MBS/PASS THRU CERTS | 122,398.1400 | 106,730.91 | .01 | |
UMBS P#SD2305 5.5% 02/01/53 | 3132DPR26 | MBS/PASS THRU CERTS | 613,004.8900 | 623,741.81 | .03 | |
UMBS P#SD2553 4% 05/01/49 | 3132DPZS0 | MBS/PASS THRU CERTS | 145,390.8300 | 141,959.40 | .01 | |
UMBS P#SD2960 5% 04/01/53 | 3132DQJD9 | MBS/PASS THRU CERTS | 313,156.0200 | 315,058.84 | .02 | |
UMBS P#SD3029 4% 04/01/47 | 3132DQLJ3 | MBS/PASS THRU CERTS | 39,364.2000 | 38,630.01 | .00 | |
UMBS P#SD3118 4% 08/01/51 | 3132DQPB6 | MBS/PASS THRU CERTS | 1,373,346.1900 | 1,335,817.32 | .07 | |
UMBS P#SD3209 2.5% 04/01/52 | 3132DQR65 | MBS/PASS THRU CERTS | 859,318.1000 | 748,421.94 | .04 | |
UMBS P#SD8089 2.5% 07/01/50 | 3132DV7A7 | MBS/PASS THRU CERTS | 301,475.9800 | 263,151.81 | .01 | |
UMBS P#SD8098 2% 10/01/50 | 3132DV7K5 | MBS/PASS THRU CERTS | 472,694.7400 | 393,978.88 | .02 | |
UMBS P#SD7513 3.5% 04/01/50 | 3132DVK20 | MBS/PASS THRU CERTS | 346,326.9300 | 327,677.10 | .02 | |
UMBS P#SD7551 3% 01/01/52 | 3132DVL86 | MBS/PASS THRU CERTS | 7,133,776.3600 | 6,508,077.40 | .33 | |
UMBS P#SD7552 2.5% 01/01/52 | 3132DVL94 | MBS/PASS THRU CERTS | 1,051,566.2200 | 921,596.86 | .05 | |
UMBS P#SD7525 2.5% 10/01/50 | 3132DVLE3 | MBS/PASS THRU CERTS | 68,965.7600 | 60,798.38 | .00 | |
UMBS P#SD7535 2.5% 02/01/51 | 3132DVLQ6 | MBS/PASS THRU CERTS | 167,626.2600 | 147,178.93 | .01 | |
UMBS P#SD7541 2% 05/01/51 | 3132DVLW3 | MBS/PASS THRU CERTS | 457,511.9300 | 384,970.43 | .02 | |
UMBS P#SD7569 6% 04/01/54 | 3132DVMS1 | MBS/PASS THRU CERTS | 3,236,586.2200 | 3,360,345.12 | .17 | |
UMBS P#SD8134 2% 03/01/51 | 3132DWBB8 | MBS/PASS THRU CERTS | 6,432,976.7300 | 5,335,289.02 | .27 | |
UMBS P#SD8135 2.5% 03/01/51 | 3132DWBC6 | MBS/PASS THRU CERTS | 423,770.7900 | 369,552.81 | .02 | |
UMBS P#SD8140 2% 04/01/51 | 3132DWBH5 | MBS/PASS THRU CERTS | 382,107.8600 | 317,651.69 | .02 | |
UMBS P#SD8183 2.5% 12/01/51 | 3132DWCU5 | MBS/PASS THRU CERTS | 5,683,908.3000 | 4,947,207.34 | .25 | |
UMBS P#SD8246 5% 09/01/52 | 3132DWET6 | MBS/PASS THRU CERTS | 2,095,897.8900 | 2,098,877.77 | .11 | |
UMBS P#SD8288 5% 01/01/53 | 3132DWF57 | MBS/PASS THRU CERTS | 798,913.7700 | 799,370.84 | .04 | |
UMBS P#SD8324 5.5% 05/01/53 | 3132DWG98 | MBS/PASS THRU CERTS | 6,723,402.6700 | 6,803,005.27 | .35 | |
UMBS P#SD8408 5.5% 03/01/54 | 3132DWKV4 | MBS/PASS THRU CERTS | 1,525,001.2900 | 1,542,762.32 | .08 | |
UMBS P#SD8451 4.5% 08/01/54 | 3132DWL84 | MBS/PASS THRU CERTS | 993,077.6000 | 976,190.32 | .05 | |
UMBS P#SD3698 6% 08/01/53 | 3132E0DB5 | MBS/PASS THRU CERTS | 3,551,979.7600 | 3,671,001.66 | .19 | |
UMBS P#SD4010 4% 07/01/49 | 3132E0N32 | MBS/PASS THRU CERTS | 171,374.6500 | 168,602.23 | .01 | |
UMBS P#SD4182 3.5% 08/01/52 | 3132E0UF7 | MBS/PASS THRU CERTS | 2,931,199.4400 | 2,758,751.94 | .14 | |
FGLMC P#Q44630 3.5% 12/01/46 | 3132WJEC1 | MBS/PASS THRU CERTS | 12,097,146.2000 | 11,428,284.46 | .59 | |
UMBS P#WA0506 3.03% 01/01/50 | 3132WRRR6 | MBS/PASS THRU CERTS | 3,660,634.8000 | 3,086,233.65 | .16 | |
UMBS P#WA1627 4.35% 10/01/32 | 3132WVA53 | MBS/PASS THRU CERTS | 13,043,322.4200 | 13,056,597.65 | .67 | |
UMBS P#WN2407 4.38% 05/01/28 | 3132XGU95 | MBS/PASS THRU CERTS | 7,700,000.0000 | 7,692,833.38 | .39 | |
FGLMC P#Q53571 3.5% 01/01/48 | 3132XV6H1 | MBS/PASS THRU CERTS | 342,087.5200 | 323,489.57 | .02 | |
FGLMC P#G60910 3% 03/01/42 | 31335BAK2 | MBS/PASS THRU CERTS | 3,650,968.2000 | 3,401,668.19 | .17 | |
UMBS P#QB9896 2% 03/01/51 | 3133AG7H6 | MBS/PASS THRU CERTS | 609,442.2200 | 506,199.64 | .03 | |
UMBS P#QC5983 2.5% 08/01/51 | 3133AQUG0 | MBS/PASS THRU CERTS | 160,048.4400 | 139,403.45 | .01 | |
UMBS P#QC9119 3% 10/01/51 | 3133AUDY1 | MBS/PASS THRU CERTS | 575,673.6700 | 522,278.89 | .03 | |
UMBS P#QF2008 5% 10/01/52 | 3133BPGR3 | MBS/PASS THRU CERTS | 835,737.9600 | 835,913.46 | .04 | |
UMBS P#QN6383 2% 05/01/36 | 3133GDCU2 | MBS/PASS THRU CERTS | 458,334.9400 | 421,744.86 | .02 | |
UMBS P#QN6604 2% 06/01/36 | 3133GDKR0 | MBS/PASS THRU CERTS | 168,500.2000 | 155,046.52 | .01 | |
UMBS P#QU7398 3% 04/01/50 | 3133JLGF0 | MBS/PASS THRU CERTS | 4,964,634.1600 | 4,387,952.73 | .23 | |
UMBS P#RA2618 2.5% 05/01/50 | 3133KH4B9 | MBS/PASS THRU CERTS | 270,514.1800 | 237,747.22 | .01 | |
UMBS P#RA3513 2.5% 09/01/50 | 3133KJ3W0 | MBS/PASS THRU CERTS | 475,466.8200 | 416,447.14 | .02 | |
UMBS P#RA2898 2.5% 06/01/50 | 3133KJGF3 | MBS/PASS THRU CERTS | 321,072.6200 | 280,887.44 | .01 | |
UMBS P#RA2971 3% 07/01/50 | 3133KJJQ6 | MBS/PASS THRU CERTS | 193,411.9000 | 176,406.26 | .01 | |
UMBS P#RA2977 2.5% 07/01/50 | 3133KJJW3 | MBS/PASS THRU CERTS | 966,411.0900 | 846,800.87 | .04 | |
UMBS P#RA3454 2% 09/01/50 | 3133KJZT2 | MBS/PASS THRU CERTS | 268,209.0100 | 224,591.40 | .01 | |
UMBS P#RA3988 2.5% 11/01/50 | 3133KKND7 | MBS/PASS THRU CERTS | 551,269.3700 | 480,877.88 | .02 | |
UMBS P#RA5285 2.5% 05/01/51 | 3133KL2S5 | MBS/PASS THRU CERTS | 197,177.6200 | 171,999.94 | .01 | |
UMBS P#RA5052 2% 04/01/51 | 3133KLTH0 | MBS/PASS THRU CERTS | 786,863.1300 | 654,581.81 | .03 | |
UMBS P#RA5560 2.5% 07/01/51 | 3133KME92 | MBS/PASS THRU CERTS | 151,274.2900 | 132,153.17 | .01 | |
UMBS P#RA5663 3% 08/01/51 | 3133KMJG1 | MBS/PASS THRU CERTS | 639,452.8900 | 580,182.49 | .03 | |
UMBS P#RA5731 2% 08/01/51 | 3133KMLL7 | MBS/PASS THRU CERTS | 179,053.4400 | 149,284.35 | .01 | |
UMBS P#RA5917 3% 09/01/51 | 3133KMSE6 | MBS/PASS THRU CERTS | 472,344.4600 | 428,722.73 | .02 | |
UMBS P#RA6115 2.5% 10/01/51 | 3133KMYL3 | MBS/PASS THRU CERTS | 304,280.8700 | 265,095.65 | .01 | |
UMBS P#RA6332 2% 11/01/51 | 3133KNA94 | MBS/PASS THRU CERTS | 180,789.9500 | 151,448.34 | .01 | |
UMBS P#RA7790 5% 08/01/52 | 3133KPUP1 | MBS/PASS THRU CERTS | 171,456.6600 | 171,603.51 | .01 | |
UMBS P#RA8220 6% 11/01/52 | 3133KQDZ6 | MBS/PASS THRU CERTS | 339,515.7900 | 348,186.41 | .02 | |
UMBS P#RA8307 6% 12/01/52 | 3133KQGQ3 | MBS/PASS THRU CERTS | 412,120.2100 | 425,203.78 | .02 | |
UMBS P#RA8751 6% 03/01/53 | 3133KQWL6 | MBS/PASS THRU CERTS | 168,519.8300 | 174,688.36 | .01 | |
UMBS P#RB0369 2% 12/01/40 | 3133KTMS6 | MBS/PASS THRU CERTS | 84,133.6000 | 73,581.86 | .00 | |
UMBS P#RB0715 2% 12/01/41 | 3133KTYL8 | MBS/PASS THRU CERTS | 641,214.3800 | 557,981.43 | .03 | |
UMBS P#RB5111 2% 05/01/41 | 3133KYVC0 | MBS/PASS THRU CERTS | 538,736.0400 | 470,068.59 | .02 | |
FHS 375 C1 2.5% 01/25/51 | 3133Q5AA4 | ASSET BACKED | 873,705.8500 | 134,822.09 | .01 | |
UMBS P#SI2047 2.5% 07/01/50 | 3133USHY0 | MBS/PASS THRU CERTS | 503,669.7900 | 441,123.11 | .02 | |
FNR 2011-142 PE 3.5% 01/25/42 | 3136A3NU1 | ASSET BACKED | 471,000.0000 | 442,604.68 | .02 | |
FNR 2013-2 MA 3.5% 02/25/43 | 3136AB3Q4 | ASSET BACKED | 119,929.2200 | 115,022.11 | .01 | |
FNR 2013-62 PY 2.5% 06/25/43 | 3136AELQ8 | ASSET BACKED | 1,072,000.0000 | 917,083.78 | .05 | |
FNR 2013-72 IW 3.5% 07/25/33 | 3136AFDM3 | ASSET BACKED | 1,057,220.1700 | 79,865.90 | .00 | |
FNR 2014-95 ZC 3% 01/25/45 | 3136AL3J8 | ASSET BACKED | 552,454.5600 | 504,482.67 | .03 | |
FNR 2015-55 PD 2.5% 03/25/43 | 3136APF72 | ASSET BACKED | 434,017.9000 | 422,246.81 | .02 | |
FNR 2016-3 MI 5.5% 02/25/46 | 3136ARGB8 | ASSET BACKED | 552,633.3600 | 79,552.01 | .00 | |
FNR 2016-43 GZ 3% 07/25/46 | 3136ASXH4 | ASSET BACKED | 528,016.0600 | 464,372.01 | .02 | |
FNR 2017-24 LG 3% 04/25/37 | 3136AVQ93 | ASSET BACKED | 7,731,019.0000 | 7,282,507.03 | .37 | |
FNR 2017-22 BZ 3.5% 04/25/47 | 3136AVW62 | ASSET BACKED | 719,679.4900 | 674,548.25 | .03 | |
FNR 2017-105 ZE 3% 01/25/48 | 3136B0MR4 | ASSET BACKED | 812,434.5400 | 655,006.66 | .03 | |
FNR 2018-91 BE 3.5% 12/25/58 | 3136B3SL5 | ASSET BACKED | 518,214.6800 | 475,353.71 | .02 | |
FNA 2020-M12 IO V/R 07/25/29 | 3136B87D5 | ASSET BACKED | 32,482,798.5700 | 1,352,642.20 | .07 | |
FNA 2020-M7 X2 V/R 03/25/31 | 3136B9DK0 | ASSET BACKED | 20,675,821.4600 | 1,093,285.75 | .06 | |
FNA 2020-M15 X1 V/R 09/25/31 | 3136B9MX2 | ASSET BACKED | 10,062,767.8800 | 656,150.83 | .03 | |
FNR 2020-37 IM 4% 06/25/50 | 3136B9W45 | ASSET BACKED | 645,347.2700 | 126,913.41 | .01 | |
FNR 2020-35 AI 3% 06/25/50 | 3136BALN2 | ASSET BACKED | 349,626.8200 | 58,488.93 | .00 | |
FNR 2020-74 HI 5.5% 10/25/50 | 3136BB6V9 | ASSET BACKED | 571,040.2900 | 103,354.52 | .01 | |
FNR 2020-77 HI 4% 11/25/50 | 3136BCVU1 | ASSET BACKED | 689,720.6200 | 142,920.25 | .01 | |
FNR 2021-4 GD 1% 02/25/51 | 3136BDF37 | ASSET BACKED | 10,505,379.2600 | 8,301,170.00 | .43 | |
FNR 2020-99 KI 1.5% 11/25/35 | 3136BDFB9 | ASSET BACKED | 1,675,221.8800 | 86,345.29 | .00 | |
FNR 2021-3 NI 2.5% 02/25/51 | 3136BDQ84 | ASSET BACKED | 916,450.5700 | 130,807.01 | .01 | |
FNR 2021-3 TI 2.5% 02/25/51 | 3136BDR42 | ASSET BACKED | 885,516.7900 | 143,059.31 | .01 | |
FNR 2021-95 GI 3% 01/25/52 | 3136BKWG3 | ASSET BACKED | 904,039.9400 | 149,674.21 | .01 | |
FNR 2022-3 PI 3% 01/25/52 | 3136BLBF6 | ASSET BACKED | 776,454.2000 | 100,895.80 | .01 | |
FNA 2022-M5 A1 V/R 01/01/34 | 3136BLN63 | ASSET BACKED | 6,894,996.4400 | 6,456,893.88 | .33 | |
FNA 2022-M4 A1X V/R 05/25/30 | 3136BLQ78 | ASSET BACKED | 4,836,960.8600 | 4,534,570.51 | .23 | |
FNR 2023-36 IO 2.5% 10/25/52 | 3136BQDR7 | ASSET BACKED | 8,658,675.2500 | 1,346,474.22 | .07 | |
UMBS P#310229 3.5% 08/01/43 | 31374CSS6 | MBS/PASS THRU CERTS | 613,959.2300 | 583,918.63 | .03 | |
FHR 3835 FO ZCP 04/15/41 | 3137A9WQ5 | ASSET BACKED | 554,351.6800 | 435,475.34 | .02 | |
FHR 4223 SB V/R 07/15/43 | 3137B3MV7 | ASSET BACKED | 3,952,230.7000 | 2,844,082.52 | .15 | |
FHR 4265 GL 3% 04/15/42 | 3137B5R96 | ASSET BACKED | 1,000,000.0000 | 921,203.90 | .05 | |
FHMS Q001 A3 3.815% 02/25/32 | 3137BEWR1 | ASSET BACKED | 1,500,000.0000 | 1,460,704.50 | .07 | |
FHR 4447 IO 5% 03/15/45 | 3137BGWY1 | ASSET BACKED | 620,085.1000 | 130,227.98 | .01 | |
FHR 4457 A 2.5% 04/15/45 | 3137BHVF1 | ASSET BACKED | 8,678,355.6600 | 8,114,629.64 | .42 | |
FHR 4504 DZ 3.5% 08/15/45 | 3137BL7E2 | ASSET BACKED | 696,732.9500 | 666,766.40 | .03 | |
FHR 4518 CZ 3.5% 10/15/45 | 3137BLP93 | ASSET BACKED | 136,564.8100 | 127,377.55 | .01 | |
FHR 4655 CZ 3% 02/15/47 | 3137BVDA1 | ASSET BACKED | 9,680,594.4800 | 8,557,622.29 | .44 | |
FHMS K064 X1 V/R 03/25/27 | 3137BXR20 | ASSET BACKED | 103,362,105.0100 | 1,274,702.82 | .07 | |
FHMS K066 X1 V/R 06/25/27 | 3137F2LL8 | ASSET BACKED | 27,382,762.8900 | 441,265.01 | .02 | |
FHMS K118 X1 V/R 09/25/30 | 3137F62P1 | ASSET BACKED | 2,059,709.6100 | 94,711.01 | .00 | |
FHMS K119 X1 V/R 09/25/30 | 3137F6GV3 | ASSET BACKED | 63,199,553.4100 | 2,807,223.04 | .14 | |
FHMS K120 X1 V/R 10/25/30 | 3137F72R5 | ASSET BACKED | 28,855,529.2400 | 1,422,416.00 | .07 | |
FHMS K122 X1 V/R 11/25/30 | 3137F82T9 | ASSET BACKED | 12,631,071.2300 | 538,734.13 | .03 | |
FHMS K121 X1 V/R 10/25/30 | 3137F83S0 | ASSET BACKED | 40,958,668.5200 | 1,991,074.60 | .10 | |
FHMS K-1519 X1 V/R 12/25/35 | 3137F8TU7 | ASSET BACKED | 30,014,909.5900 | 1,367,413.25 | .07 | |
FHMS K124 X1 V/R 12/25/30 | 3137F9YZ8 | ASSET BACKED | 23,826,297.1300 | 875,211.37 | .04 | |
FHMS K125 X1 V/R 01/25/31 | 3137F9ZA2 | ASSET BACKED | 53,572,667.7600 | 1,570,686.33 | .08 | |
FHR 4751 PL 3% 12/15/47 | 3137FDB35 | ASSET BACKED | 161,375.0000 | 130,263.53 | .01 | |
FHR 5083 AI 2.5% 03/25/51 | 3137FFMX2 | ASSET BACKED | 675,433.8400 | 95,370.18 | .00 | |
FHR 4892 ES V/R 07/25/45 | 3137FMSN3 | ASSET BACKED | 3,832,593.1000 | 522,458.71 | .03 | |
FHR 4957 PB 2.5% 03/25/50 | 3137FRRL7 | ASSET BACKED | 7,865,915.7500 | 6,740,706.73 | .35 | |
FHR 5018 LW 1% 10/25/40 | 3137FXBZ0 | ASSET BACKED | 327,041.3600 | 266,976.03 | .01 | |
FHR 5092 WI 2.5% 04/25/36 | 3137FYEV4 | ASSET BACKED | 1,434,543.1300 | 136,366.24 | .01 | |
FHMS K129 X1 V/R 05/25/31 | 3137H13R5 | ASSET BACKED | 30,553,896.9800 | 1,570,818.62 | .08 | |
FHR 5131 IG 3.5% 08/25/51 | 3137H1TT3 | ASSET BACKED | 6,076,668.5900 | 1,144,065.33 | .06 | |
FHMS K130 X1 V/R 06/25/31 | 3137H1YX8 | ASSET BACKED | 30,104,061.5500 | 1,679,740.41 | .09 | |
FHMS K132 X1 V/R 08/25/31 | 3137H3EX6 | ASSET BACKED | 55,951,073.9200 | 1,623,733.74 | .08 | |
FHR 5169 IO 3% 09/25/51 | 3137H4GG9 | ASSET BACKED | 795,166.0200 | 145,855.39 | .01 | |
FHR 5178 IO 4% 03/25/45 | 3137H54D6 | ASSET BACKED | 676,302.5600 | 117,071.08 | .01 | |
FHR 5201 PA 2.5% 03/25/52 | 3137H6KN4 | ASSET BACKED | 520,622.3200 | 466,883.27 | .02 | |
FHR 5228 JL 2.5% 10/25/41 | 3137H7UV3 | ASSET BACKED | 159,000.0000 | 133,049.34 | .01 | |
FHMS K-158 A2 4.05% 07/25/33 | 3137HAGS9 | ASSET BACKED | 6,365,000.0000 | 6,304,738.09 | .32 | |
FHMS K753 X1 V/R 10/25/30 | 3137HB2N3 | ASSET BACKED | 2,351,009.9300 | 35,505.66 | .00 | |
FHMS K-162 X1 V/R 12/25/33 | 3137HBP99 | ASSET BACKED | 1,771,492.7500 | 56,909.03 | .00 | |
FHMS K517 A2 V/R 01/25/29 | 3137HC2C5 | ASSET BACKED | 686,000.0000 | 719,609.27 | .04 | |
FHMS K-164 X1 V/R 05/25/34 | 3137HDUX6 | ASSET BACKED | 2,994,919.2500 | 78,573.80 | .00 | |
UMBS P#AL6942 2.5% 06/01/30 | 3138EPWC4 | MBS/PASS THRU CERTS | 70,514.1700 | 68,202.14 | .00 | |
UMBS P#AL7968 3% 01/01/31 | 3138EQ2A9 | MBS/PASS THRU CERTS | 384,497.8900 | 375,255.58 | .02 | |
UMBS P#AR9215 3% 03/01/43 | 3138W7GZ1 | MBS/PASS THRU CERTS | 3,275,289.8500 | 3,037,559.75 | .16 | |
UMBS P#AS4501 3% 02/01/30 | 3138WEAB5 | MBS/PASS THRU CERTS | 267,574.2400 | 261,668.21 | .01 | |
UMBS P#AT7623 3% 06/01/43 | 3138WVPH8 | MBS/PASS THRU CERTS | 5,976,131.7200 | 5,542,525.48 | .28 | |
UMBS P#AZ4794 3% 10/01/30 | 3138YWKG1 | MBS/PASS THRU CERTS | 168,108.0800 | 164,042.73 | .01 | |
FNR 2011-51 TO ZCP 06/25/41 | 31397UKE8 | ASSET BACKED | 105,091.4400 | 81,363.34 | .00 | |
UMBS P#DA5006 6% 11/01/53 | 3140A5R42 | MBS/PASS THRU CERTS | 872,094.5100 | 896,366.62 | .05 | |
UMBS P#DA5054 6% 11/01/53 | 3140A5TL2 | MBS/PASS THRU CERTS | 23,256.8300 | 23,850.64 | .00 | |
UMBS P#DB2218 6% 05/01/54 | 3140ABPC3 | MBS/PASS THRU CERTS | 1,095,156.3300 | 1,120,078.12 | .06 | |
UMBS P#DB6275 5.5% 08/01/54 | 3140AF6M3 | MBS/PASS THRU CERTS | 723,100.2000 | 731,552.19 | .04 | |
UMBS P#BA4018 3.5% 03/01/46 | 3140E8PC6 | MBS/PASS THRU CERTS | 588,199.3000 | 555,061.38 | .03 | |
UMBS P#BD7043 4% 03/01/47 | 3140FEZH0 | MBS/PASS THRU CERTS | 518,043.5000 | 504,692.00 | .03 | |
UMBS P#BF0144 3.5% 10/01/56 | 3140FXES7 | MBS/PASS THRU CERTS | 924,986.9000 | 859,096.56 | .04 | |
UMBS P#BF0168 3.5% 02/01/57 | 3140FXFJ6 | MBS/PASS THRU CERTS | 187,435.7700 | 174,083.87 | .01 | |
UMBS P#BF0175 2.5% 01/01/57 | 3140FXFR8 | MBS/PASS THRU CERTS | 627,321.3800 | 541,525.77 | .03 | |
UMBS P#BF0352 3% 04/01/53 | 3140FXMA7 | MBS/PASS THRU CERTS | 3,840,733.8400 | 3,478,602.76 | .18 | |
UMBS P#BH5752 3.5% 11/01/47 | 3140GUMA2 | MBS/PASS THRU CERTS | 748,735.2400 | 706,554.70 | .04 | |
UMBS P#BJ2763 4.5% 05/01/48 | 3140H4B94 | MBS/PASS THRU CERTS | 205,476.2100 | 204,761.92 | .01 | |
UMBS P#BK1983 3.5% 03/01/33 | 3140HFFZ7 | MBS/PASS THRU CERTS | 560,723.9400 | 552,767.45 | .03 | |
UMBS P#BK3050 2% 09/01/40 | 3140HGL88 | MBS/PASS THRU CERTS | 336,103.9800 | 294,386.60 | .02 | |
UMBS P#BM3075 3.5% 07/01/32 | 3140J7MZ5 | MBS/PASS THRU CERTS | 183,444.1500 | 181,192.55 | .01 | |
UMBS P#BM3415 2.5% 02/01/47 | 3140J7YM1 | MBS/PASS THRU CERTS | 5,581,797.8000 | 4,971,750.78 | .25 | |
UMBS P#BM4919 4% 11/01/38 | 3140J9PD7 | MBS/PASS THRU CERTS | 411,271.5400 |