NPORT-P false 0001003239 XXXXXXXX S000008040 C000021825 C000021824 C000021823 SEASONS SERIES TRUST 811-07725 0001003239 549300O318N6OBWGKN57 21650 Oxnard Street Woodland Hills 91367 800-445-7862 SA Multi-Managed Diversified Fixed Income Portfolio S000008040 549300BTS1EQGCFP3Y92 2026-03-31 2025-06-30 N 853083035.40 143627250.08 709455785.32 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4635540.84000000 0.00000000 0.00000000 1705085.06000000 AUD CAD EUR USD N Bloomberg US Aggregate LBUSTRUU JANE STREET GRP/JSG FIN N/A 47077WAE8 4000.00000000 PA USD 4112.82000000 0.000579714773 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PES1 24000.00000000 PA USD 24053.44000000 0.003390407196 Long DBT CORP US N 2 2045-11-29 Fixed 5.53000000 N N N N N N QTS ISSUER ABS I LLC N/A 74690DAA9 1465000.00000000 PA USD 1484595.11000000 0.209258299208 Long ABS-O CORP US N 2 2055-05-25 Fixed 5.44000000 N N N N N N Freddie Mac - STACR 5493000IRJ8RDHSNEL96 35564KE47 135000.00000000 PA USD 141243.75000000 0.019908745960 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 7.86000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163BBF7 2144216.77000000 PA USD 140914.28000000 0.019862306138 Long ABS-MBS CORP US N 2 2054-01-15 Variable 1.62000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 395000.00000000 PA USD 399731.76000000 0.056343435104 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 67000.00000000 PA USD 56932.25000000 0.008024777749 Long DBT CORP US N 2 2036-09-16 Fixed 2.48000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162FAK9 1825828.86000000 PA USD 51280.41000000 0.007228133318 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.20000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HM8 150000.00000000 PA USD 129101.63000000 0.018197276373 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCK6 100000.00000000 PA USD 96024.16000000 0.013534904075 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N HILTON GRAND VAC LLC/INC N/A 43284MAA6 20000.00000000 PA USD 19236.94000000 0.002711506537 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GML0 659000.00000000 PA USD 675441.76000000 0.095205617316 Long DBT CORP US N 2 2031-01-24 Fixed 5.16000000 N N N N N N TALOS PRODUCTION INC 549300GZ2DZZE2Y8TX15 87485LAE4 48000.00000000 PA USD 49006.06000000 0.006907556610 Long DBT CORP US N 2 2031-02-01 Fixed 9.38000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 102000.00000000 PA USD 105347.56000000 0.014849066309 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DW7 106000.00000000 PA USD 66491.39000000 0.009372168269 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SE9 787000.00000000 PA USD 622560.04000000 0.087751774371 Long DBT UST US N 2 2048-11-15 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A3DS0 19421.40000000 PA USD 18433.78000000 0.002598298636 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828R36 1294000.00000000 PA USD 1267134.33000000 0.178606525765 Long DBT UST US N 2 2026-05-15 Fixed 1.63000000 N N N N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAA0 15000.00000000 PA USD 15171.57000000 0.002138479989 Long DBT CORP US N 2 2029-09-30 Fixed 5.40000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCB7 135000.00000000 PA USD 89268.80000000 0.012582715067 Long DBT CORP US N 2 2053-02-15 Fixed 3.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 30000.00000000 PA USD 28768.72000000 0.004055040581 Long DBT CORP US N 2 2031-04-01 Fixed 3.62000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCT6 69000.00000000 PA USD 68869.34000000 0.009707347719 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887AR3 115000.00000000 PA USD 122986.56000000 0.017335338233 Long DBT CORP US N 2 2028-10-01 Fixed 7.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 124000.00000000 PA USD 102794.82000000 0.014489249665 Long DBT CORP US N 2 2036-11-15 Fixed 3.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8JD6 188872.47000000 PA USD 182174.89000000 0.025678117476 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 5000.00000000 PA USD 4694.78000000 0.000661743846 Long DBT CORP US N 2 2033-05-01 Fixed 7.38000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 175000.00000000 PA USD 161000.00000000 0.022693450857 Long DBT CORP IL N 2 2031-03-30 Fixed 5.88000000 N N N N N N Bunker Hill Loan Depositary Trust N/A 12061RAA9 167568.33000000 PA USD 163556.36000000 0.023053777752 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.88000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CQ7 52000.00000000 PA USD 53142.30000000 0.007490572506 Long DBT CORP US N 2 2029-12-01 Fixed 4.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V98 5888000.00000000 PA USD 5744480.00000000 0.809702326609 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N Angel Oak Mortgage Trust N/A 034651AA7 107600.43000000 PA USD 102311.41000000 0.014421111521 Long ABS-MBS CORP US N 2 2053-04-25 Variable 0.99000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BH4 195000.00000000 PA USD 215282.75000000 0.030344773339 Long DBT CORP US N 2 2033-11-01 Fixed 6.55000000 N N N N N N LFS TOPCO LLC N/A 50203TAA4 42000.00000000 PA USD 41997.24000000 0.005919641627 Long DBT CORP US N 2 2026-10-15 Fixed 5.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213WTE6 682.75000000 PA USD 692.08000000 0.000097550829 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Republic of Azerbaijan International Bonds 549300P74FF45UQVU281 000000000 400000.00000000 PA USD 358134.06000000 0.050480109882 Long DBT NUSS AZ N 2 2032-09-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 8004000.00000000 PA USD 3844421.26000000 0.541883136278 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 79000.00000000 PA USD 76921.12000000 0.010842271159 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCH4 485000.00000000 PA USD 467894.05000000 0.065951121927 Long DBT CORP US N 2 2055-02-16 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6AN4 69081.64000000 PA USD 66729.38000000 0.009405713700 Long ABS-MBS USGSE US N 2 2042-05-25 Fixed 3.50000000 N N N N N N BRAVO Residential Funding Trust N/A 10569TAA6 105072.71000000 PA USD 98210.59000000 0.013843088185 Long ABS-MBS CORP US N 2 2049-02-25 Variable 0.94000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318BG8 15000.00000000 PA USD 14667.77000000 0.002067467811 Long DBT CORP US N 2 2035-02-15 Fixed 7.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDQ1 1875000.00000000 PA USD 1804907.23000000 0.254407288987 Long DBT UST US N 2 2026-12-31 Fixed 1.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4D8 241901.50000000 PA USD 217253.34000000 0.030622534130 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 830000.00000000 OU Notional Amount USD 148000.45000000 0.020861123844 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-03-15 8947.24000000 USD 0.00000000 USD 830000.00000000 USD 139053.21000000 N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GT8 75000.00000000 PA USD 77609.89000000 0.010939355433 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEZ2 1280550.46000000 PA USD 1014396.02000000 0.142982274722 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.00000000 N N N N N N OHIO EDISON CO N/A 677347CH7 315000.00000000 PA USD 322005.96000000 0.045387741796 Long DBT CORP US N 2 2033-01-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 754000.00000000 PA USD 563762.26000000 0.079464044365 Long DBT UST US N 2 2045-08-15 Fixed 2.88000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 635000.00000000 PA USD 681514.84000000 0.096061636835 Long DBT CORP US N 2 2030-10-06 Fixed 6.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YS3 5825000.00000000 PA USD 5364005.89000000 0.756073317180 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFW7 178000.00000000 PA USD 170600.00000000 0.024046600722 Long DBT CORP US N 2 2037-08-15 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPFQ7 50740.02000000 PA USD 48170.33000000 0.006789757867 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286B1 6044000.00000000 PA USD 5820419.20000000 0.820406193089 Long DBT UST US N 2 2029-02-15 Fixed 2.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RY6 568000.00000000 PA USD 404833.13000000 0.057062489076 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBW6 200000.00000000 PA USD 202514.97000000 0.028545115029 Long DBT CORP US N 2 2035-03-14 Fixed 5.19000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEA8 86000.00000000 PA USD 83595.69000000 0.011783072564 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 955000.00000000 PA USD 861182.04000000 0.121386287605 Long DBT CORP US N 2 2031-04-01 Fixed 3.38000000 N N N N N N CENCOSUD SA 549300NLTGCFV7482429 15132HAJ0 630000.00000000 PA USD 650238.75000000 0.091653174652 Long DBT CORP CL N 2 2031-05-28 Fixed 5.95000000 N N N N N N SIXTH STREET LENDING PAR 549300S9P1HMDERGCR64 829932AE2 635000.00000000 PA USD 646601.62000000 0.091140509863 Long DBT CORP US N 2 2030-07-15 Fixed 6.13000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AV6 79000.00000000 PA USD 76185.96000000 0.010738648070 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DE6 130000.00000000 PA USD 136220.71000000 0.019200732846 Long DBT CORP US N 2 2033-09-07 Fixed 5.63000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEY8 455000.00000000 PA USD 466285.91000000 0.065724449591 Long DBT CORP US N 2 2031-04-22 Fixed 5.10000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBE2 270000.00000000 PA USD 265838.07000000 0.037470702967 Long DBT CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N N UMBS, TBA N/A 01F032674 12300000.00000000 PA USD 11072526.17000000 1.560707009388 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 3.50000000 N N N N N N TYCO ELECTRONICS GROUP S C33G1C5SYE2YM95EE712 902133BD8 48000.00000000 PA USD 47802.67000000 0.006737935046 Long DBT CORP LU N 2 2035-05-09 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200ARS0 714.03000000 PA USD 728.72000000 0.000102715350 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C56N2 2675.87000000 PA USD 2534.31000000 0.000357218878 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AR3 85000.00000000 PA USD 84803.87000000 0.011953369294 Long DBT CORP US N 2 2029-09-01 Fixed 4.60000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CJ6 34000.00000000 PA USD 32665.67000000 0.004604327806 Long DBT CORP US N 2 2029-03-15 Fixed 3.38000000 N N N N N N DELUXE CORP KWGNKB8TX9LE5TV29231 248019AW1 11000.00000000 PA USD 11352.75000000 0.001600205429 Long DBT CORP US N 2 2029-09-15 Fixed 8.13000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JG9 480000.00000000 PA USD 471174.80000000 0.066413553846 Long DBT CORP US N 2 2035-03-01 Fixed 5.45000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162UAY6 8219953.25000000 PA USD 139633.17000000 0.019681729698 Long ABS-MBS CORP US N 2 2052-01-15 Variable 0.78000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 37000.00000000 PA USD 34433.62000000 0.004853525859 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 853496AG2 733000.00000000 PA USD 694034.77000000 0.097826359917 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N MOBIUS MERGER SUB N/A 606950AA1 74000.00000000 PA USD 66219.86000000 0.009333895271 Long DBT CORP US N 2 2030-06-01 Fixed 9.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201TNM5 1226.37000000 PA USD 1233.47000000 0.000173861433 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179N5W4 29428.24000000 PA USD 28043.01000000 0.003952749499 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 4.00000000 N N N N N N WILDFIRE INTERMEDIATE HO 5493003RHEMQJZEXIR02 96812HAA6 59000.00000000 PA USD 58608.92000000 0.008261109601 Long DBT CORP US N 2 2029-10-15 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFRE1 556800.70000000 PA USD 467986.49000000 0.065964151633 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBL7 20000.00000000 PA USD 19234.57000000 0.002711172478 Long DBT CORP US N 2 2054-01-15 Fixed 5.40000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 113000.00000000 PA USD 93090.63000000 0.013121413895 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Shellpoint Co-Originator Trust N/A 82281FAA2 20230.85000000 PA USD 18547.25000000 0.002614292586 Long ABS-MBS CORP US N 2 2047-10-25 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHED5 522309.38000000 PA USD 438693.14000000 0.061835162821 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CN4 41000.00000000 PA USD 40177.59000000 0.005663156299 Long DBT CORP US N 2 2054-06-15 Fixed 5.69000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 900000.00000000 PA USD 900789.30000000 0.126969054117 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N Stack Infrastructure Issuer LLC 254900AV7V87H3A2WM57 85236KAH5 385000.00000000 PA USD 388163.62000000 0.054712869784 Long ABS-O CORP US N 2 2048-07-25 Fixed 5.90000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 320000.00000000 PA USD 250699.20000000 0.035336832144 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMQ9 26000.00000000 PA USD 26419.59000000 0.003723923399 Long DBT CORP US N 2 2036-02-12 Fixed 5.74000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAY7 315000.00000000 PA USD 318830.99000000 0.044940219897 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N RAISING CANE'S RESTAURAN 254900V6ADXFWHYOED66 75103AAA3 46000.00000000 PA USD 48544.58000000 0.006842509569 Long DBT CORP US N 2 2029-05-01 Fixed 9.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF73 366866.32000000 PA USD 374056.95000000 0.052724490763 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 76000.00000000 PA USD 77360.30000000 0.010904174946 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB29 1095000.00000000 PA USD 1113181.71000000 0.156906425042 Long DBT CORP US N 2 2030-07-23 Fixed 5.05000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3E9 2130000.00000000 PA USD 1845346.05000000 0.260107266468 Long DBT CORP US N 2 2031-10-04 Fixed 2.65000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286DE4 200000.00000000 PA USD 200136.66000000 0.028209884835 Long DBT NUSS PH N 2 2030-03-05 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359MGK3 871000.00000000 PA USD 985467.72000000 0.138904740843 Long DBT USGSE US N 2 2030-11-15 Fixed 6.63000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAW6 425000.00000000 PA USD 426819.39000000 0.060161520820 Long DBT CORP GB N 2 2065-03-14 Fixed 5.88000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KND7 328000.00000000 PA USD 338740.39000000 0.047746511764 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 7.96000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SM1 2489041.80000000 PA USD 1444715.68000000 0.203637169488 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBD2 72000.00000000 PA USD 59497.54000000 0.008386363354 Long DBT CORP US N 2 2048-12-15 Fixed 4.15000000 N N N N N N FORD FOUNDATION/THE 54930013YZ3DULPNNT44 34531XAC8 70000.00000000 PA USD 39038.11000000 0.005502543048 Long DBT CORP US N 2 2070-06-01 Fixed 2.82000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 340000.00000000 PA USD 340451.68000000 0.047987723413 Long DBT CORP US N 2 2028-08-23 Fixed 4.48000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CR6 57000.00000000 PA USD 58524.42000000 0.008249199063 Long DBT CORP US N 2 2028-09-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPRL7 1215000.00000000 PA USD 1174555.44000000 0.165557243214 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAM8 475000.00000000 PA USD 465282.85000000 0.065583065164 Long DBT CORP US N 2 2029-01-23 Fixed 3.51000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CK4 265000.00000000 PA USD 248846.48000000 0.035075685497 Long DBT CORP US N 2 2063-02-10 Fixed 5.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210TED4 8290.13000000 PA USD 8351.15000000 0.001177120572 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJW0 62000.00000000 PA USD 47578.07000000 0.006706276977 Long DBT CORP US N 2 2042-04-22 Fixed 3.31000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAH2 78000.00000000 PA USD 79381.77000000 0.011189107431 Long DBT CORP US N 2 2028-01-17 Fixed 4.75000000 N N N N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 88224QAA5 39000.00000000 PA USD 37853.42000000 0.005335557307 Long DBT CORP US N 2 2031-05-06 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCP4 452000.00000000 PA USD 436056.41000000 0.061463507525 Long DBT UST US N 2 2026-07-31 Fixed 0.63000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AP8 52000.00000000 PA USD 47724.87000000 0.006726968894 Long DBT CORP US N 2 2031-02-15 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292LHQ0 39632.65000000 PA USD 40107.38000000 0.005653259981 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 5.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCH3 540000.00000000 PA USD 546593.25000000 0.077044018994 Long DBT CORP FR N 2 2029-05-22 Fixed 5.25000000 N N N N N N COMM Mortgage Trust 549300NMFC2YLCA2NF13 12625XAA5 685000.00000000 PA USD 684104.23000000 0.096426619411 Long ABS-MBS CORP US N 2 2030-08-10 Fixed 4.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202VFT3 8419.30000000 PA USD 8626.63000000 0.001215950335 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200QPK4 2095.82000000 PA USD 2199.32000000 0.000310000995 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DW8 62000.00000000 PA USD 58853.63000000 0.008295602237 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829NAA2 264176.57000000 PA USD 253616.80000000 0.035748076941 Long ABS-MBS CORP US N 2 2057-05-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 635966.36000000 PA USD 504036.95000000 0.071045576120 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N COGENT COMM GROUP LLC 549300KFWFYF8Q1U0Y26 19240CAE3 51000.00000000 PA USD 51233.68000000 0.007221546579 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFF3 3850000.00000000 PA USD 3551625.00000000 0.500612592566 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 65000.00000000 PA USD 62757.98000000 0.008845932515 Long DBT CORP US N 2 2027-09-10 Fixed 1.54000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CCC6 320000.00000000 PA USD 323998.54000000 0.045668602146 Long DBT CORP US N 2 2030-06-05 Fixed 4.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 1543000.00000000 PA USD 1024407.34000000 0.144393401420 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 54000.00000000 PA USD 53418.91000000 0.007529561546 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 66815L2K4 53000.00000000 PA USD 53198.35000000 0.007498472928 Long DBT CORP US N 2 2027-09-15 Fixed 4.35000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CD9 150000.00000000 PA USD 140319.15000000 0.019778420713 Long DBT CORP DE N 2 2031-09-18 Fixed 3.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF57 755519.78000000 PA USD 744004.63000000 0.104869767136 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 545000.00000000 PA 558675.52000000 0.078747052538 Long DBT NUSS HU N 2 2032-04-28 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZE3 3002000.00000000 PA USD 2843691.39000000 0.400827147912 Long DBT UST US N 2 2027-03-31 Fixed 0.63000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 71000.00000000 PA USD 64469.53000000 0.009087180812 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAU7 131000.00000000 PA USD 127234.86000000 0.017934149334 Long DBT CORP US N 2 2039-09-19 Fixed 5.41000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFQ0 215000.00000000 PA USD 219132.98000000 0.030887475235 Long DBT CORP US N 2 2035-06-15 Fixed 5.30000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F82T9 873023.71000000 PA USD 33066.91000000 0.004660883832 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.96000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 14000.00000000 PA USD 13932.65000000 0.001963850360 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 60000.00000000 PA USD 53411.22000000 0.007528477616 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DV5 200000.00000000 PA USD 185658.43000000 0.026169133276 Long DBT NUSS ID N 2 2054-02-10 Fixed 5.10000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 65342QAM4 45000.00000000 PA USD 46130.94000000 0.006502299502 Long DBT CORP US N 2 2029-01-15 Fixed 7.25000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AP1 40000.00000000 PA USD 38947.64000000 0.005489791020 Long DBT US N 2 2029-06-15 Fixed 4.75000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAF8 100000.00000000 PA USD 107460.63000000 0.015146910099 Long DBT CORP US N 2 2034-03-30 Fixed 6.50000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAM9 39000.00000000 PA USD 38409.87000000 0.005413990666 Long DBT CORP US N 2 2055-05-15 Fixed 5.25000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 247000.00000000 PA USD 235363.76000000 0.033175254169 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9DP5 205760.84000000 PA USD 199675.94000000 0.028144944918 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DB2 780000.00000000 PA USD 805518.93000000 0.113540399087 Long DBT CORP US N 2 2033-02-15 Fixed 5.38000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AZ9 110000.00000000 PA USD 112409.58000000 0.015844479998 Long DBT CORP US N 2 2034-04-01 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WM5B3 22495.48000000 PA USD 22027.30000000 0.003104816460 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAA6 200000.00000000 PA USD 197600.00000000 0.027852334717 Long DBT CORP GB N 2 2030-01-23 Fixed 8.13000000 N N N N N N DELUXE CORP KWGNKB8TX9LE5TV29231 248019AU5 71000.00000000 PA USD 68450.33000000 0.009648286956 Long DBT CORP US N 2 2029-06-01 Fixed 8.00000000 N N N N N N Honda Auto Receivables Owner Trust N/A 437927AD8 64000.00000000 PA USD 64529.71000000 0.009095663371 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.91000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UJ5 44000.00000000 PA USD 43766.25000000 0.006168989090 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BN9 92000.00000000 PA USD 56440.44000000 0.007955455599 Long DBT CORP US N 2 2051-12-15 Fixed 2.70000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DF2 50000.00000000 PA USD 51978.02000000 0.007326463618 Long DBT CORP US N 2 2055-09-15 Fixed 7.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AAQR2 3883.17000000 PA USD 3700.63000000 0.000521615310 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBT3 370000.00000000 PA USD 392928.79000000 0.055384535319 Long DBT CORP US N 2 2029-10-25 Fixed 6.32000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201SAE9 12017.34000000 PA USD 12069.27000000 0.001701201153 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DP1 695000.00000000 PA USD 700118.26000000 0.098683846757 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EULG2 148762.37000000 PA USD 137887.83000000 0.019435718596 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEY8 136000.00000000 PA USD 138712.07000000 0.019551897788 Long DBT CORP US N 2 2031-06-18 Fixed 5.60000000 N N N N N N RR Ltd N/A 75000GAV8 990000.00000000 PA USD 990000.00000000 0.139543579809 Long ABS-CBDO CORP BM N 2 2035-10-15 Floating 6.91000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EF2 775000.00000000 PA USD 791363.56000000 0.111545155649 Long DBT CORP US N 2 2031-04-25 Fixed 5.02000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1380000.00000000 OU Notional Amount USD 159820.01000000 0.022527127596 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-06-21 0.00000000 USD -14090.64000000 USD 1380000.00000000 USD 173910.65000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6S77 363214.00000000 PA USD 319031.18000000 0.044968437301 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N RWE FINANCE US LLC 529900J7MYLKI84UP772 749983AB8 150000.00000000 PA USD 149349.14000000 0.021051225896 Long DBT CORP US N 2 2054-04-16 Fixed 6.25000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAP2 254000.00000000 PA USD 245330.46000000 0.034580091540 Long DBT CORP SE N 2 2026-11-16 Fixed 1.54000000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 65000.00000000 PA USD 67627.73000000 0.009532338927 Long DBT CORP US N 2 2032-07-01 Fixed 9.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 165000.00000000 PA USD 100415.24000000 0.014153840461 Long DBT CORP US N 2 2051-11-01 Fixed 2.89000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAN4 145000.00000000 PA USD 119846.94000000 0.016892799027 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BV1 53000.00000000 PA USD 47639.98000000 0.006715003385 Long DBT CORP US N 2 2050-12-01 Fixed 3.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 396000.00000000 PA USD 345844.95000000 0.048747921597 Long DBT CORP US N 2 2032-07-21 Fixed 2.38000000 N N N N N N COLT Funding LLC N/A 19688LAA0 703631.57000000 PA USD 705068.95000000 0.099381661914 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.55000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 345000.00000000 PA USD 353020.26000000 0.049759303864 Long DBT CORP US N 2 2034-04-24 Fixed 5.39000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 36000.00000000 PA USD 35668.26000000 0.005027552208 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ADQ8 89682.20000000 PA USD 91012.59000000 0.012828507693 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 5.00000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BK5 355000.00000000 PA USD 363345.35000000 0.051214657420 Long DBT CORP US N 2 2034-11-15 Fixed 5.20000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 31000.00000000 PA USD 32559.56000000 0.004589371272 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BD6 240000.00000000 PA USD 239588.14000000 0.033770693672 Long DBT CORP US N 2 2065-05-01 Fixed 5.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 585000.00000000 PA USD 534807.36000000 0.075382761134 Long DBT CORP US N 2 2031-04-29 Fixed 2.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1F58 145083.35000000 PA USD 127638.01000000 0.017990974580 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3.00000000 N N N N N N Onslow Bay Financial LLC N/A 67116VAA9 223705.23000000 PA USD 223908.56000000 0.031560608093 Long ABS-MBS CORP US N 2 2062-07-25 Variable 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARCL3 642.97000000 PA USD 626.15000000 0.000088257790 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 000000000 335000.00000000 PA USD 334591.30000000 0.047161684621 Long DBT CORP MA N 2 2054-05-02 Fixed 7.50000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AM9 30000.00000000 PA USD 30160.95000000 0.004251279730 Long DBT CORP CA N 2 2030-05-15 Fixed 6.88000000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 125000.00000000 PA USD 124762.65000000 0.017585683643 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 690000.00000000 PA USD 636260.32000000 0.089682871458 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346BA2 62000.00000000 PA USD 62193.50000000 0.008766367303 Long DBT CORP US N 2 2035-06-01 Fixed 5.10000000 N N N N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAC7 2000.00000000 PA USD 2147.67000000 0.000302720767 Long DBT CORP US N 2 2031-09-01 Fixed 8.88000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DN4 38000.00000000 PA USD 28268.62000000 0.003984549930 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJY8 4549660.00000000 PA USD 4509828.68000000 0.635674382155 Long DBT UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAW2 648000.00000000 PA USD 515809.40000000 0.072704939571 Long DBT CORP US N 2 2044-04-01 Fixed 5.25000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 32000.00000000 PA USD 31676.77000000 0.004464939275 Long DBT CORP CA N 2 2026-08-15 Fixed 3.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GKPE0 61875.65000000 PA USD 58188.43000000 0.008201840227 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SFK9 1551.72000000 PA USD 1567.76000000 0.000220980649 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N SOUTH32 TREASURY LTD 213800HFGZMXST64GP53 84055BAA1 103000.00000000 PA USD 96575.41000000 0.013612604477 Long DBT CORP AU N 2 2032-04-14 Fixed 4.35000000 N N N N N N ONT GAMING GTA/OTG CO-IS 894500EC9KLZLOC3V025 68306MAA7 69000.00000000 PA USD 69229.63000000 0.009758131716 Long DBT CORP CA N 2 2030-08-01 Fixed 8.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEC6 265000.00000000 PA USD 271261.88000000 0.038235205859 Long DBT CORP US N 2 2035-01-23 Fixed 5.34000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 1175000.00000000 PA USD 1169235.69000000 0.164807407902 Long DBT CORP US N 2 2027-07-15 Fixed 4.88000000 N N N N N N Willowbrook Mall N/A 65486BAE1 550000.00000000 PA USD 562170.57000000 0.079239690708 Long ABS-MBS CORP US N 2 2035-03-05 Variable 6.28000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AL5 103000.00000000 PA USD 103562.83000000 0.014597503064 Long DBT CORP US N 2 2027-06-15 Fixed 4.65000000 N N N N N N STERIS PLC 549300BRDKZ1HFI2J358 85917PAB3 154000.00000000 PA USD 109626.97000000 0.015452262462 Long DBT CORP IE N 2 2051-03-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAHW3 89497.40000000 PA USD 84581.44000000 0.011922017093 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Verus Securitization Trust N/A 92538FAA2 141351.70000000 PA USD 125442.58000000 0.017681521892 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.03000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJW89 123570.08000000 PA USD 110043.31000000 0.015510946880 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.00000000 N N N N N N ACRISURE LLC / FIN INC N/A 004961AA6 58000.00000000 PA USD 58822.03000000 0.008291148119 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AN7 485000.00000000 PA USD 500361.47000000 0.070527505780 Long DBT CORP US N 2 2030-06-14 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF65 481301.85000000 PA USD 482693.84000000 0.068037198369 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AA1 25000.00000000 PA USD 25425.90000000 0.003583859702 Long DBT CORP US N 2 2028-09-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0Q22 837000.00000000 PA USD 815733.31000000 0.114980147724 Long DBT USGSE US N 2 2026-09-24 Fixed 1.88000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAZ0 305000.00000000 PA USD 308454.49000000 0.043477619942 Long DBT CORP US N 2 2027-11-15 Fixed 4.90000000 N N N N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 500255AX2 123000.00000000 PA USD 88297.65000000 0.012445828454 Long DBT CORP US N 2 2031-05-01 Fixed 5.13000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAP8 95000.00000000 PA USD 95383.52000000 0.013444603874 Long DBT CORP US N 2 2029-03-19 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGE26 21529.61000000 PA USD 22570.73000000 0.003181414609 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 6.00000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523BK5 33000.00000000 PA USD 24799.68000000 0.003495592045 Long DBT CORP US N 2 2047-10-15 Fixed 3.88000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573HAA8 81348.41000000 PA USD 76176.63000000 0.010737332977 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMWY5 57503.74000000 PA USD 55112.89000000 0.007768333297 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 1339000.00000000 PA USD 920980.94000000 0.129815128589 Long DBT UST US N 2 2041-02-15 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2CY6 1038541.10000000 PA USD 871497.57000000 0.122840293649 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AC8 55000.00000000 PA USD 57843.39000000 0.008153205766 Long DBT CORP US N 2 2032-07-15 Fixed 7.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJT9 6808000.00000000 PA USD 6824222.17000000 0.961895344460 Long DBT UST US N 2 2027-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MJA66 26443.77000000 PA USD 25960.01000000 0.003659144168 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 3.00000000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAV2 61000.00000000 PA USD 61152.53000000 0.008619639344 Long DBT CORP US N 2 2035-09-06 Fixed 5.50000000 N N N N N N MFRA TRUST N/A 55283WAA9 195146.10000000 PA USD 171844.50000000 0.024222016869 Long ABS-MBS CORP US N 2 2064-11-25 Variable 1.03000000 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAV0 845605.94000000 PA USD 4.31000000 0.000000607507 Long ABS-MBS CORP US N 2 2057-06-15 Variable 0.42000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 150000.00000000 PA USD 134613.72000000 0.018974222606 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206YDK4 1164.22000000 PA USD 1185.58000000 0.000167111189 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BV5 53000.00000000 PA USD 56513.31000000 0.007965726852 Long DBT CORP US N 2 2030-06-15 Fixed 6.20000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AU9 100000.00000000 PA USD 101232.84000000 0.014269083725 Long DBT CORP US N 2 2031-04-20 Fixed 4.65000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DH1 43000.00000000 PA USD 43584.95000000 0.006143434291 Long DBT CORP CA N 2 2055-04-15 Fixed 7.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FP8 1289000.00000000 PA USD 1386480.63000000 0.195428758026 Long DBT UST US N 2 2031-02-15 Fixed 5.38000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599CB8 73000.00000000 PA USD 74699.39000000 0.010529111404 Long DBT CORP US N 2 2030-02-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417BHU4 136145.06000000 PA USD 123273.11000000 0.017375728347 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.00000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 200000.00000000 PA USD 150458.76000000 0.021207630286 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N NMLT Trust N/A 62923JAA0 587507.83000000 PA USD 514069.06000000 0.072459633233 Long ABS-MBS CORP US N 2 2056-05-25 Variable 1.19000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -35.00000000 NC -7689.43000000 -0.00108384907 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-BTP Italian Bond Futures IKU5 Comdty 2025-09-08 -4228472.20000000 EUR -7689.43000000 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCK7 292000.00000000 PA USD 294221.34000000 0.041471413171 Long DBT CORP US N 2 2031-01-15 Fixed 4.60000000 N N N N N N WALKER & DUNLOP INC N/A 93148PAA0 36000.00000000 PA USD 36944.39000000 0.005207426701 Long DBT CORP US N 2 2033-04-01 Fixed 6.63000000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAC5 117000.00000000 PA USD 100943.44000000 0.014228291894 Long DBT CORP CA N 2 2032-01-15 Fixed 2.20000000 N N N N N N FNB CORP PCYSKIGYNYFDTBLVZU83 302520AD3 71000.00000000 PA USD 71402.08000000 0.010064345302 Long DBT CORP US N 2 2030-12-11 Fixed 5.72000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDT3 61000.00000000 PA USD 62624.59000000 0.008827130780 Long DBT CORP US N 2 2031-03-15 Fixed 4.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 44000.00000000 PA USD 24478.44000000 0.003450312268 Long DBT UST US N 2 2051-11-15 Fixed 1.88000000 N N N N N N Blue Owl Asset Leasing Trust N/A 095921AC6 100000.00000000 PA USD 100999.98000000 0.014236261383 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNUY6 1214544.72000000 PA USD 1016067.32000000 0.143217849656 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAS3 41000.00000000 PA USD 42376.86000000 0.005973150247 Long DBT CORP US N 2 2033-03-15 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M4MX7 3307.78000000 PA USD 3272.35000000 0.000461247912 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFPA8 92876.87000000 PA USD 86202.60000000 0.012150524639 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AH3 29000.00000000 PA USD 28337.54000000 0.003994264418 Long DBT CORP US N 2 2034-09-20 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNC1 223000.00000000 PA USD 223348.44000000 0.031481657436 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N Stack Infrastructure Issuer LLC 254900AV7V87H3A2WM57 85236KAM4 205000.00000000 PA USD 208396.21000000 0.029374094103 Long ABS-O CORP US N 2 2049-03-25 Fixed 5.90000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AH3 37000.00000000 PA USD 37044.49000000 0.005221536107 Long DBT CORP US N 2 2028-10-15 Fixed 4.38000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AT6 53000.00000000 PA USD 54667.34000000 0.007705531638 Long DBT CORP US N 2 2031-06-01 Fixed 5.25000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392GC6 85000.00000000 PA USD 85662.47000000 0.012074391635 Long DBT CORP US N 2 2035-04-02 Fixed 5.10000000 N N N N N N ENERSYS 7ZS3DE5PN30BYUJFWP05 29275YAF9 17000.00000000 PA USD 17382.94000000 0.002450179469 Long DBT CORP US N 2 2032-01-15 Fixed 6.63000000 N N N N N N CREDIT ACCEPTANC N/A 225310AS0 25000.00000000 PA USD 25308.38000000 0.003567294893 Long DBT CORP US N 2 2030-03-15 Fixed 6.63000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAA3 92000.00000000 PA USD 90097.06000000 0.012699460891 Long DBT CORP BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 35000.00000000 PA USD 35556.29000000 0.005011769688 Long DBT CORP US N 2 2030-06-15 Fixed 5.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225A2B5 9072.63000000 PA USD 9266.67000000 0.001306165964 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.00000000 N N N N N N PANTHER ESCROW ISSUER N/A 69867RAA5 46000.00000000 PA USD 47782.55000000 0.006735099070 Long DBT CORP US N 2 2031-06-01 Fixed 7.13000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAK6 24000.00000000 PA USD 23638.59000000 0.003331932798 Long DBT CORP US N 2 2053-04-01 Fixed 5.65000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCF9 55000.00000000 PA USD 53072.72000000 0.007480764988 Long DBT CORP US N 2 2032-06-01 Fixed 4.15000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AE2 69000.00000000 PA USD 68792.56000000 0.009696525340 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAF0 87000.00000000 PA USD 88842.38000000 0.012522609842 Long DBT CORP US N 2 2028-03-03 Fixed 4.88000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBF9 1356000.00000000 PA USD 935504.40000000 0.131862255457 Long DBT CORP US N 2 2062-03-15 Fixed 5.39000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QNP37 51120.26000000 PA USD 47570.01000000 0.006705140895 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EQ94 420674.86000000 PA USD 421349.74000000 0.059390556637 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAN8 205000.00000000 PA USD 162722.55000000 0.022936249639 Long DBT CORP US N 2 2049-07-01 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J8R36 91274.72000000 PA USD 82444.69000000 0.011620835534 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAF7 225000.00000000 PA USD 230509.94000000 0.032491093140 Long DBT CORP NO N 2 2030-05-22 Fixed 5.88000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAW1 455000.00000000 PA USD 444148.10000000 0.062604056403 Long DBT CORP US N 2 2054-12-01 Fixed 5.65000000 N N N N N N CSAIL Commercial Mortgage Trust 549300C2HE5FJAWYZL57 12636MAG3 1617921.77000000 PA USD 7645.49000000 0.001077655599 Long ABS-MBS CORP US N 2 2049-01-15 Variable 2.01000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 935000.00000000 PA USD 935000.00000000 0.131791158708 Long RA CORP US N 2 Repurchase N 4.39000000 2025-07-01 1130787.87600000 USD 956072.17000000 USD UST N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 001084AR3 86000.00000000 PA USD 87060.81000000 0.012271492008 Long DBT CORP US N 2 2027-03-21 Fixed 5.45000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KW0 160000.00000000 PA USD 163172.55000000 0.022999678539 Long DBT CORP US N 2 2034-03-15 Fixed 5.25000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AS9 455000.00000000 PA USD 461419.65000000 0.065038535106 Long DBT CORP US N 2 2030-05-29 Fixed 4.90000000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413BA9 81000.00000000 PA USD 48350.27000000 0.006815120970 Long DBT CORP US N 2 2061-08-15 Fixed 3.38000000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EBA5 8000.00000000 PA USD 7879.50000000 0.001110640037 Long DBT CORP US N 2 2029-04-15 Fixed 5.13000000 N N N N N N ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO 549300WHU4EIHRP28H10 000000000 900000.00000000 PA USD 900000.00000000 0.126857799826 Long RA CORP US N 2 Repurchase N 4.38000000 2025-07-01 901875.00000000 USD 920087.11000000 USD UST N N N Freddie Mac - STACR 5493000IRHY5YZIPQD14 35564KX87 840000.00000000 PA USD 887210.52000000 0.125055082833 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 7.81000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBY5 36000.00000000 PA USD 35741.42000000 0.005037864337 Long DBT CORP US N 2 2035-04-01 Fixed 5.40000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 270000.00000000 PA USD 264136.37000000 0.037230843058 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31306XFY4 8244.52000000 PA USD 8114.75000000 0.001143799256 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADM4 520000.00000000 PA USD 503804.92000000 0.071012870770 Long DBT CORP US N 2 2035-01-15 Fixed 4.70000000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 0778FPAP4 37000.00000000 PA USD 37925.50000000 0.005345717208 Long DBT CORP CA N 2 2055-09-15 Fixed 6.88000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CR5 53000.00000000 PA USD 54426.85000000 0.007671633824 Long DBT CORP US N 2 2031-09-01 Fixed 4.95000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAG6 132000.00000000 PA USD 124928.93000000 0.017609121327 Long DBT CORP CA N 2 2037-05-04 Fixed 4.59000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BG9 140000.00000000 PA USD 150902.68000000 0.021270202191 Long DBT CORP US N 2 2035-04-25 Fixed 6.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RU4 499000.00000000 PA USD 367388.75000000 0.051784587228 Long DBT UST US N 2 2046-11-15 Fixed 2.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5EV3 481251.85000000 PA USD 456317.13000000 0.064319319038 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKW0 225000.00000000 PA USD 229157.23000000 0.032300424457 Long DBT UST US N 2 2031-06-30 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201VBH4 932.02000000 PA USD 934.74000000 0.000131754510 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 39000.00000000 PA USD 38512.41000000 0.005428443998 Long DBT CORP US N 2 2027-05-15 Fixed 7.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230SPC2 37146.64000000 PA USD 36332.11000000 0.005121123930 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TV0 1655000.00000000 PA USD 1640001.56000000 0.231163321793 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBY8 22000.00000000 PA USD 15885.12000000 0.002239057081 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290RUT8 18345.39000000 PA USD 18304.94000000 0.002580138238 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FL5 73000.00000000 PA USD 67028.29000000 0.009447845995 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYC2 78000.00000000 PA USD 58336.16000000 0.008222663231 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N SG Capital Partners N/A 78433QAA3 391684.12000000 PA USD 362207.34000000 0.051054251370 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.17000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829GAA7 243089.74000000 PA USD 235304.62000000 0.033166918202 Long ABS-MBS CORP US N 2 2035-11-26 Variable 3.75000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YCZ0 200000.00000000 PA USD 207654.39000000 0.029269532266 Long DBT CORP JP N 2 2029-07-06 Fixed 5.78000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AB2 42000.00000000 PA USD 45461.72000000 0.006407970861 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N Belo Corp N/A 080555AE5 52000.00000000 PA USD 53841.53000000 0.007589131150 Long DBT CORP US N 2 2027-06-01 Fixed 7.75000000 N N N N N N One Bryant Park Trust N/A 68236JAA9 670000.00000000 PA USD 609969.01000000 0.085977029523 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.52000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAW0 200000.00000000 PA USD 207620.51000000 0.029264756774 Long DBT NUSS RO N 2 2037-02-10 Fixed 7.50000000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAD4 38000.00000000 PA USD 39439.52000000 0.005559123037 Long DBT CORP US N 2 2029-03-15 Fixed 8.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RD63 43150.23000000 PA USD 38785.14000000 0.005466886140 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.00000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 900000.00000000 PA USD 900000.00000000 0.126857799826 Long RA CORP US N 2 Repurchase N 4.38000000 2025-07-01 915937.50000000 USD 918323.79000000 USD UST N N N CLECO CORPORATE HOLDINGS 5493002H80P81B3HXL31 18551PAE9 675000.00000000 PA USD 627616.95000000 0.088464561567 Long DBT CORP US N 2 2029-09-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLZ2 15420000.00000000 PA USD 15576007.07000000 2.195486652205 Long DBT UST US N 2 2031-11-30 Fixed 4.13000000 N N N N N N Credit Suisse Mortgage Trust N/A 22946DAA0 304824.17000000 PA USD 257923.80000000 0.036355161989 Long ABS-MBS CORP US N 2 2066-05-25 Variable 0.94000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RF0 53000.00000000 PA USD 51369.62000000 0.007240707745 Long DBT CORP US N 2 2044-01-15 Fixed 5.61000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296XT79 2113.96000000 PA USD 2012.59000000 0.000283680821 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.00000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAC5 620000.00000000 PA USD 601025.42000000 0.084716402690 Long DBT CORP FR N 2 2064-04-05 Fixed 5.64000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CB7 588000.00000000 PA USD 600165.47000000 0.084595190062 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNE96 95270.39000000 PA USD 86291.47000000 0.012163051142 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Navient Student Loan Trust N/A 638961AA0 383407.51000000 PA USD 391807.93000000 0.055226546616 Long ABS-O CORP US N 2 2071-10-15 Fixed 5.51000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBF6 460000.00000000 PA USD 466900.00000000 0.065811007487 Long DBT NUSS MX N 2 2038-01-29 Fixed 6.63000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 5396.55000000 0.000760660510 N/A DFE XX N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 335578.75000000 USD 288000.00000000 EUR 2025-09-17 5396.55000000 N N N AKER BP ASA 549300NFTY73920OYK69 00973RAP8 485000.00000000 PA USD 442142.44000000 0.062321352387 Long DBT CORP NO N 2 2054-10-01 Fixed 5.80000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAG2 200000.00000000 PA USD 180015.65000000 0.025373765881 Long DBT CORP DE N 2 2033-01-07 Fixed 3.74000000 N N N N N N UMBS, TBA N/A 01F030678 16000000.00000000 PA USD 13842248.64000000 1.951108007915 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust N/A 36254CAV2 1255000.00000000 PA USD 1220343.80000000 0.172011255000 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDZ3 1090941.90000000 PA USD 944500.59000000 0.133130296424 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WEY5 44000.00000000 PA USD 44754.48000000 0.006308283183 Long DBT CORP US N 2 2028-01-09 Fixed 4.85000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162VAF5 4746245.02000000 PA USD 181155.15000000 0.025534381951 Long ABS-MBS CORP US N 2 2062-03-15 Variable 1.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176UD28 14708.05000000 PA USD 13929.44000000 0.001963397901 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CQ5 50000.00000000 PA USD 52347.21000000 0.007378502097 Long DBT CORP US N 2 2029-06-01 Fixed 6.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJJ1 4962000.00000000 PA USD 5096904.38000000 0.718424528415 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AX4 49000.00000000 PA USD 38967.74000000 0.005492624178 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBD7 485000.00000000 PA USD 349218.12000000 0.049223380403 Long DBT CORP US N 2 2062-03-15 Fixed 4.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MC91 2540.62000000 PA USD 2663.46000000 0.000375422972 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 97000.00000000 PA USD 101588.12000000 0.014319161546 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CE0 58000.00000000 PA USD 52278.98000000 0.007368884866 Long DBT CORP US N 2 2048-11-01 Fixed 5.40000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 285000.00000000 PA USD 264211.47000000 0.037241428636 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 3566000.00000000 PA USD 2336147.90000000 0.329287314070 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4P37 2419.95000000 PA USD 2417.89000000 0.000340809117 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AV7L0 24423.33000000 PA USD 23130.92000000 0.003260375132 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBM9 67000.00000000 PA USD 59557.30000000 0.008394786712 Long DBT CORP US N 2 2031-09-01 Fixed 3.88000000 N N N N N N TELESAT CANADA/TELESAT L N/A 87952VAP1 51000.00000000 PA USD 29821.91000000 0.004203490988 Long DBT CORP CA N 2 2027-06-01 Fixed 4.88000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAT4 310000.00000000 PA USD 314628.42000000 0.044347854582 Long DBT CORP US N 2 2030-03-27 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291AD30 3009.41000000 PA USD 3008.37000000 0.000424039110 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N INVEST ENERGY RES LTD 254900A71Y7WHN7L5K89 46143NAB6 200000.00000000 PA USD 196022.31000000 0.027629954403 Long DBT CORP BM N 2 2029-04-26 Fixed 6.25000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAL0 79000.00000000 PA USD 79924.58000000 0.011265618189 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N Verus Securitization Trust N/A 92538GAA0 370670.59000000 PA USD 338475.77000000 0.047709212752 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.82000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042679 6800000.00000000 PA USD 6507994.26000000 0.917322036786 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297KCN9 1846.14000000 PA USD 1759.45000000 0.000247999951 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBV7 207000.00000000 PA USD 145091.07000000 0.020451037682 Long DBT CORP US N 2 2041-11-19 Fixed 2.53000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91086QBB3 110000.00000000 PA USD 86476.50000000 0.012189131696 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QA2 660000.00000000 PA USD 667522.05000000 0.094089309554 Long DBT CORP US N 2 2031-05-07 Fixed 4.95000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AL7 70000.00000000 PA USD 72928.03000000 0.010279432701 Long DBT CORP US N 2 2027-06-15 Fixed 8.00000000 N N N N N N UMBS, TBA N/A 01F022675 16000000.00000000 PA USD 13263530.08000000 1.869535826537 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 2.50000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLU1 345000.00000000 PA USD 354295.71000000 0.049939082509 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 7.71000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 200000.00000000 PA USD 195840.68000000 0.027604353090 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AK4 523000.00000000 PA USD 532260.77000000 0.075023811351 Long DBT CORP US N 2 2027-09-30 Fixed 6.75000000 N N N N N N BACARDI-MARTINI BV 5493002XXBV8B88K2408 05634WAB8 380000.00000000 PA USD 392307.07000000 0.055296901951 Long DBT CORP NL N 2 2035-02-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 626000.00000000 PA USD 474953.05000000 0.066946109937 Long DBT UST US N 2 2048-05-15 Fixed 3.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200XHS1 2035.56000000 PA USD 2064.80000000 0.000291039983 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCS8 2059000.00000000 PA USD 1761410.16000000 0.248276241655 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 65000.00000000 PA USD 41643.76000000 0.005869817522 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N BX Trust N/A 05612FAC9 67000.00000000 PA USD 67000.00000000 0.009443858431 Long ABS-MBS CORP US N 2 2041-03-15 Floating 7.35000000 N N N N N N Wingstop Funding LLC N/A 974153AB4 280725.00000000 PA USD 266052.32000000 0.037500902171 Long ABS-O CORP US N 2 2050-12-05 Fixed 2.84000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFV8 3956000.00000000 PA USD 3983352.02000000 0.561465859102 Long DBT UST US N 2 2032-11-15 Fixed 4.13000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AK6 200000.00000000 PA USD 200531.40000000 0.028265524666 Long DBT CORP KY N 2 2032-10-15 Fixed 7.13000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YAW8 150000.00000000 PA USD 128504.17000000 0.018113062527 Long DBT CORP US N 2 2043-03-15 Fixed 4.60000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 137000.00000000 PA USD 120081.42000000 0.016925849712 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N C&S GROUP ENTERPRISES LL N/A 12467AAF5 90000.00000000 PA USD 81262.40000000 0.011454188080 Long DBT CORP US N 2 2028-12-15 Fixed 5.00000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAM2 352000.00000000 PA USD 324318.61000000 0.045713717008 Long DBT CORP US N 2 2031-11-01 Fixed 3.63000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAV3 916000.00000000 PA USD 923201.71000000 0.130128153029 Long DBT CORP US N 2 2035-10-30 Fixed 5.55000000 N N N N N N Bank N/A 06540YAN9 4655337.60000000 PA USD 339436.96000000 0.047844695472 Long ABS-MBS CORP US N 2 2063-03-15 Variable 1.87000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BU1 310000.00000000 PA USD 315960.86000000 0.044535666145 Long DBT CORP US N 2 2034-04-04 Fixed 5.63000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BE0 60000.00000000 PA USD 52027.94000000 0.007333499997 Long DBT CORP US N 2 2043-08-01 Fixed 4.75000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 31000.00000000 PA USD 29199.62000000 0.004115777276 Long DBT CORP CA N 2 2029-12-01 Fixed 3.88000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 24000.00000000 PA USD 24729.17000000 0.003485653441 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828EAA3 52096.02000000 PA USD 49694.22000000 0.007004554903 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.49000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BD8 97000.00000000 PA USD 81198.65000000 0.011445202319 Long DBT CORP US N 2 2046-04-01 Fixed 4.50000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAX2 79000.00000000 PA USD 71329.57000000 0.010054124791 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282A7 4362000.00000000 PA USD 4244941.63000000 0.598337728416 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAB1 59000.00000000 PA USD 60346.62000000 0.008506043822 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FREK3 2387051.03000000 PA USD 99601.14000000 0.014039090534 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.23000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAD4 10000.00000000 PA USD 10400.87000000 0.001466034982 Long DBT US N 2 2029-06-15 Fixed 8.38000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAL3 33000.00000000 PA USD 33484.93000000 0.004719805052 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAZ3 200000.00000000 PA USD 197380.00000000 0.027821325033 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 238000.00000000 PA USD 261271.49000000 0.036827029309 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2CL4 736748.12000000 PA USD 590506.59000000 0.083233740878 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SFH6 712.98000000 PA USD 718.87000000 0.000101326962 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 72000.00000000 PA USD 54408.21000000 0.007669006459 Long DBT CORP US N 2 2041-04-30 Fixed 3.07000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 7000.00000000 PA USD 7008.75000000 0.000987905116 Long DBT CORP BM N 2 2026-03-15 Fixed 5.88000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 105000.00000000 PA USD 99949.06000000 0.014088130940 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 31944TAA8 32000.00000000 PA USD 31908.57000000 0.004497612206 Long DBT CORP US N 2 2030-01-01 Fixed 5.63000000 N N N N N N BULGARIA 529900PG0XCL4LICL838 000000000 235000.00000000 PA 307071.97000000 0.043282749447 Long DBT NUSS BG N 2 2036-05-13 Fixed 4.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020675 4500000.00000000 PA USD 3663900.45000000 0.516438166523 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200K2A4 645.66000000 PA USD 677.14000000 0.000095444989 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Tricon Residential N/A 89616VAA8 134738.91000000 PA USD 135086.13000000 0.019040810265 Long ABS-O CORP US N 2 2040-06-17 Fixed 4.75000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BF9 79000.00000000 PA USD 71816.94000000 0.010122821109 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAL4 47000.00000000 PA USD 42445.95000000 0.005982888698 Long DBT CORP US N 2 2031-10-15 Fixed 3.15000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 276000.00000000 PA USD 283408.39000000 0.039947294230 Long DBT CORP US N 2 2033-04-01 Fixed 6.25000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCE3 110000.00000000 PA USD 112978.88000000 0.015924724604 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBU8 200000.00000000 PA USD 175340.78000000 0.024714828411 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECP3 10109924.40000000 PA USD 8031016.40000000 1.131996745417 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N JBS USA HOLD/FOOD GRP/CO N/A 472140AE2 540000.00000000 PA USD 540793.80000000 0.076226568475 Long DBT CORP US N 2 2036-01-15 Fixed 5.50000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AM3 22000.00000000 PA USD 22434.21000000 0.003162171690 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV98 310398.59000000 PA USD 315906.60000000 0.044528018029 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAN1 33000.00000000 PA USD 33876.45000000 0.004774991014 Long DBT CORP US N 2 2052-11-15 Fixed 5.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213UWT3 164.75000000 PA USD 167.08000000 0.000023550445 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292L3X0 5734.46000000 PA USD 5801.96000000 0.000817804311 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 23312VAF3 1625000.00000000 PA USD 1592061.58000000 0.224406032474 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.89000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAG8 20000.00000000 PA USD 20012.49000000 0.002820822722 Long DBT CORP US N 2 2034-01-15 Fixed 8.38000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505KH8 335000.00000000 PA USD 310631.77000000 0.043784514331 Long DBT MUN US N 2 2039-12-01 Fixed 6.14000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CD3 136000.00000000 PA USD 134650.73000000 0.018979439280 Long DBT CORP US N 2 2031-10-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AAQP6 1697.71000000 PA USD 1617.90000000 0.000228048038 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Verus Securitization Trust N/A 92538QAA8 812842.98000000 PA USD 730283.33000000 0.102935707215 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.83000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB71 152765.84000000 PA USD 137175.86000000 0.019335364209 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N HLF FIN SARL LLC/HERBALI N/A 40390DAD7 60000.00000000 PA USD 65284.80000000 0.009202095655 Long DBT CORP US N 2 2029-04-15 Fixed 12.25000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CP4 124000.00000000 PA USD 122638.35000000 0.017286256950 Long DBT CORP US N 2 2028-06-15 Fixed 3.70000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJB7 256000.00000000 PA USD 217288.16000000 0.030627442117 Long DBT CORP US N 2 2036-11-03 Fixed 2.49000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GR9 160000.00000000 PA USD 160339.66000000 0.022600373880 Long DBT CORP US N 2 2034-08-15 Fixed 5.05000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAR1 76000.00000000 PA USD 65814.44000000 0.009276750061 Long DBT CORP US N 2 2031-05-30 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCWY8 480286.09000000 PA USD 433697.11000000 0.061130956850 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286T2 2999000.00000000 PA USD 2852798.75000000 0.402110858636 Long DBT UST US N 2 2029-05-15 Fixed 2.38000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAE0 87000.00000000 PA USD 96936.17000000 0.013663454722 Long DBT CORP US N 2 2037-12-10 Fixed 7.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHP8 152220.26000000 PA USD 149931.67000000 0.021133335311 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NF4 25000.00000000 PA USD 17703.85000000 0.002495412732 Long DBT CORP US N 2 2042-11-03 Fixed 2.90000000 N N N N N N Securitized Term Auto Receivables Trust 254900DVX7EZK9JMUP63 81378RAB0 96514.39000000 PA USD 97210.64000000 0.013702142122 Long ABS-O CORP CA N 2 2031-07-25 Fixed 5.04000000 N N N N N N Serbia International Bonds 254900W94OCY91V32O78 000000000 200000.00000000 PA USD 210762.38000000 0.029707613125 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -18.00000000 NC USD -74109.37000000 -0.01044594624 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU5 Comdty 2025-09-19 -2004328.13000000 USD -74109.37000000 N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAT0 25000.00000000 PA USD 25201.02000000 0.003552162167 Long DBT CORP US N 2 2034-09-01 Fixed 5.25000000 N N N N N N BWAY Mortgage Trust N/A 12430BAE0 445000.00000000 PA USD 461740.01000000 0.065083690845 Long ABS-MBS CORP US N 2 2042-05-05 Variable 7.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292EBE9 15047.82000000 PA USD 15627.11000000 0.002202689769 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 6.00000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAM4 20000.00000000 PA USD 19546.82000000 0.002755185087 Long DBT CORP US N 2 2031-10-01 Fixed 5.13000000 N N N N N N IRIS HOLDING INC 54930013SPZ2NB3I3V40 462914AA0 56000.00000000 PA USD 51353.32000000 0.007238410209 Long DBT CORP US N 2 2028-12-15 Fixed 10.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205F4W0 18287.22000000 PA USD 18997.65000000 0.002677777867 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 56000.00000000 PA USD 53717.50000000 0.007571648735 Long DBT CORP US N 2 2029-04-01 Fixed 3.88000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505NG7 235000.00000000 PA USD 231381.54000000 0.032613947872 Long DBT MUN US N 2 2029-11-01 Fixed 6.32000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBZ4 104000.00000000 PA USD 106454.88000000 0.015005146508 Long DBT CORP US N 2 2035-02-24 Fixed 5.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AEFK1 7778.28000000 PA USD 7405.09000000 0.001043770472 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 671000.00000000 PA USD 376913.28000000 0.053127099362 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CG6 180000.00000000 PA USD 166874.90000000 0.023521536289 Long DBT CORP US N 2 2064-11-01 Fixed 5.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXV1 20723.81000000 PA USD 21312.77000000 0.003004101233 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZS2 4531000.00000000 PA USD 4262148.86000000 0.600763141014 Long DBT UST US N 2 2027-05-31 Fixed 0.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176FQZ4 1930.51000000 PA USD 1828.39000000 0.000257717258 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ellington Financial Mortgage Trust N/A 31573CAA3 982764.38000000 PA USD 851719.73000000 0.120052545574 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.21000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EH8 37000.00000000 PA USD 38314.57000000 0.005400557835 Long DBT CORP US N 2 2036-04-25 Fixed 5.67000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAC1 195000.00000000 PA USD 197397.04000000 0.027823726874 Long DBT CORP US N 2 2034-01-15 Fixed 5.68000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 2053000.00000000 PA USD 1431967.50000000 0.201840273859 Long DBT CORP US N 2 2052-03-15 Fixed 5.14000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 56000.00000000 PA USD 56584.75000000 0.007975796543 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N Firstkey Homes Trust N/A 33767PAA6 1025496.61000000 PA USD 1020506.44000000 0.143843557430 Long ABS-O CORP US N 2 2039-07-17 Fixed 4.25000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CW0 45000.00000000 PA USD 46168.30000000 0.006507565510 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 180000.00000000 PA USD 145625.02000000 0.020526299596 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAL9 53000.00000000 PA USD 53807.97000000 0.007584400763 Long DBT CORP US N 2 2035-03-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292L7G3 7334.96000000 PA USD 7612.40000000 0.001072991461 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 6.00000000 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAD9 435000.00000000 PA USD 443596.04000000 0.062526241829 Long DBT CORP CL N 2 2032-03-14 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVB5 1325977.45000000 PA USD 997892.24000000 0.140656015589 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 90000.00000000 PA USD 83617.00000000 0.011786076275 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89238DAE8 40000.00000000 PA USD 40556.96000000 0.005716629681 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.77000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434DA7 631000.00000000 PA USD 614231.58000000 0.086577852025 Long DBT CORP US N 2 2054-04-01 Fixed 5.60000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AC7 200000.00000000 PA USD 210448.52000000 0.029663373582 Long DBT CORP US N 2 2032-01-25 Fixed 6.15000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284AW6 50000.00000000 PA USD 44092.57000000 0.006214984909 Long DBT CORP US N 2 2031-07-15 Fixed 2.40000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AX1 11000.00000000 PA USD 11209.76000000 0.001580050544 Long DBT CORP US N 2 2052-10-15 Fixed 6.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200DTV5 3156.19000000 PA USD 3149.42000000 0.000443920546 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N NGL ENRGY OP/FIN CORP 5299005YSRP46BE8Z459 62922LAD0 16000.00000000 PA USD 16048.05000000 0.002262022571 Long DBT CORP US N 2 2032-02-15 Fixed 8.38000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBM1 845000.00000000 PA USD 757753.64000000 0.106807732867 Long DBT US N 2 2031-04-15 Fixed 2.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200MBN2 3359.04000000 PA USD 3481.60000000 0.000490742350 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 445000.00000000 PA USD 421326.62000000 0.059387297801 Long DBT CORP US N 2 2029-11-01 Fixed 3.88000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BQ7 38000.00000000 PA USD 34886.46000000 0.004917355065 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 184000.00000000 PA USD 162953.03000000 0.022968736512 Long DBT CORP US N 2 2045-07-20 Fixed 5.13000000 N N N N N N Verus Securitization Trust N/A 92538HAA8 259711.79000000 PA USD 215494.14000000 0.030374569417 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.94000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BJ2 330000.00000000 PA USD 329924.01000000 0.046503815576 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 195000.00000000 PA USD 175613.45000000 0.024753262096 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BBA7 400000.00000000 PA USD 367600.00000000 0.051814363573 Long DBT NUSS MX N 2 2054-05-07 Fixed 6.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KKW6 4473.59000000 PA USD 4710.64000000 0.000663979362 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 130000.00000000 PA USD 113651.61000000 0.016019547990 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B5PK5 185888.06000000 PA USD 169069.56000000 0.023830880443 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 3.00000000 N N N N N N Progress Residential Trust N/A 74332YAA7 181525.99000000 PA USD 181331.81000000 0.025559282727 Long ABS-O CORP US N 2 2039-06-17 Fixed 4.45000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 20000.00000000 PA USD 19576.14000000 0.002759317832 Long DBT CORP US N 2 2026-06-15 Fixed 3.38000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GP3 735000.00000000 PA USD 735885.20000000 0.103725308218 Long DBT CORP US N 2 2034-01-15 Fixed 5.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DX6 104000.00000000 PA USD 98450.29000000 0.013876874646 Long DBT CORP US N 2 2064-09-15 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDX8 1345072.94000000 PA USD 1066566.90000000 0.150335922557 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.00000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXN4 40000.00000000 PA USD 40976.32000000 0.005775739777 Long DBT CORP US N 2 2031-03-07 Fixed 4.90000000 N N N N N N Bank N/A 06650AAE7 470000.00000000 PA USD 454050.55000000 0.063999837536 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 1101781.56000000 PA USD 876656.97000000 0.123567527129 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QHSW1 3781.07000000 PA USD 3830.96000000 0.000539985729 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 6.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RC4 405000.00000000 PA USD 348426.56000000 0.049111807558 Long DBT UST US N 2 2043-08-15 Fixed 3.63000000 N N N N N N Verus Securitization Trust N/A 92538DAA7 170213.12000000 PA USD 157391.39000000 0.022184806052 Long ABS-MBS CORP US N 2 2064-02-25 Variable 0.92000000 N N N N N N TRINSEO LUX/TRINSEO NA N/A 89668JAA2 32422.00000000 PA USD 19210.04000000 0.002707714898 Long DBT CORP LU N 2 2029-05-03 Fixed 7.63000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAC9 88000.00000000 PA USD 76350.72000000 0.010761871504 Long DBT CORP BM N 2 2031-06-15 Fixed 3.15000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DA4 90000.00000000 PA USD 92594.35000000 0.013051461685 Long DBT CORP US N 2 2030-02-15 Fixed 5.13000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324DAU8 439735.53000000 PA USD 438941.02000000 0.061870102278 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.72000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291NUY5 11924.33000000 PA USD 12067.15000000 0.001700902332 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9C27 197857.64000000 PA USD 187297.88000000 0.026400218854 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EH9 22000.00000000 PA USD 22691.03000000 0.003198371268 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DAR3 21773.45000000 PA USD 20562.42000000 0.002898337067 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FZ1 90000.00000000 PA USD 72757.54000000 0.010255401605 Long DBT CORP US N 2 2043-10-01 Fixed 4.65000000 N N N N N N FORWARDS BANK OF AMERICA BOC N/A 000000000 -260000.00000000 NS USD -260000.00000000 -0.03664780883 Short STIV CORP US N N/A N N N FOCUS FINANCIAL PARTNERS 5493007L0E0VKRC2CP39 34417VAA5 54000.00000000 PA USD 55121.26000000 0.007769513074 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FG3 41000.00000000 PA USD 35099.36000000 0.004947363983 Long DBT CORP US N 2 2045-12-01 Fixed 4.50000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAC6 15000.00000000 PA USD 15963.44000000 0.002250096528 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 145000.00000000 PA USD 148746.44000000 0.020966273456 Long DBT CORP US N 2 2031-01-24 Fixed 5.24000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KK80 12355.06000000 PA USD 12978.13000000 0.001829307797 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC92 447287.50000000 PA USD 404680.05000000 0.057040911974 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBR8 1125000.00000000 PA USD 1146739.13000000 0.161636447785 Long DBT CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239AE0 38000.00000000 PA USD 40369.87000000 0.005690258763 Long DBT CORP US N 2 2033-03-15 Fixed 6.10000000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 92000.00000000 PA USD 87487.50000000 0.012331635291 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AD1 20512.55000000 PA USD 20532.19000000 0.002894076054 Long ABS-O CORP US N 2 2027-09-15 Fixed 6.11000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AK3 290000.00000000 PA USD 293773.02000000 0.041408221072 Long DBT CORP US N 2 2030-03-11 Fixed 5.10000000 N N N N N N Starwood Residential Mortgage Trust N/A 85573GAA0 234078.38000000 PA USD 219005.42000000 0.030869495257 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.22000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 605000.00000000 PA USD 571836.23000000 0.080602095554 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YTLY8 76480.81000000 PA USD 71000.79000000 0.010007782228 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 74825NAA5 31000.00000000 PA USD 31936.26000000 0.004501515198 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CS30 104711.89000000 PA USD 98218.19000000 0.013844159429 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210BX83 348.60000000 PA USD 340.24000000 0.000047957886 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBQ3 1515000.00000000 PA USD 1478663.66000000 0.208422242879 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAE7 20000.00000000 PA USD 19650.71000000 0.002769828706 Long DBT CORP US N 2 2062-03-30 Fixed 6.38000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 100000.00000000 PA USD 99628.51000000 0.014042948420 Long DBT CORP US N 2 2037-04-20 Fixed 5.30000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBJ2 86000.00000000 PA USD 81510.11000000 0.011489103575 Long DBT CORP US N 2 2029-03-01 Fixed 2.70000000 N N N N N N PLANET FINANCIAL GROUP N/A 72702AAA5 56000.00000000 PA USD 56053.20000000 0.007900872916 Long DBT CORP US N 2 2029-12-15 Fixed 10.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KZ91 520.23000000 PA USD 538.83000000 0.000075949764 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291BQX8 283.34000000 PA USD 293.33000000 0.000041345776 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCB7 1257064.37000000 PA USD 998856.03000000 0.140791864788 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2225000.00000000 OU Notional Amount USD 362899.72000000 0.051151844485 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-03-15 3470.94000000 USD 0.00000000 USD 2225000.00000000 USD 359428.78000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3W1 360000.00000000 PA USD 368698.69000000 0.051969227347 Long DBT CORP US N 2 2031-04-23 Fixed 5.15000000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 80000.00000000 PA USD 81916.72000000 0.011546416520 Long DBT CORP CA N 2 2033-03-31 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EE80 53201.31000000 PA USD 48023.05000000 0.006768998293 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DV0 33000.00000000 PA USD 32763.98000000 0.004618184907 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292LD43 524.64000000 PA USD 530.92000000 0.000074834825 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 5.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGP3 10000.00000000 PA USD 7438.46000000 0.001048474077 Long DBT CORP US N 2 2052-03-01 Fixed 3.88000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 222000.00000000 PA USD 140604.44000000 0.019818633226 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210BYG4 3168.20000000 PA USD 3103.29000000 0.000437418379 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292BDU7 23639.97000000 PA USD 24577.14000000 0.003464224340 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 6.00000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AJ8 83000.00000000 PA USD 84868.51000000 0.011962480503 Long DBT CORP US N 2 2032-03-15 Fixed 6.63000000 N N N N N N PRP Advisors, LLC 549300164ZV2301BC703 74449DAA3 104219.36000000 PA USD 104800.29000000 0.014771926900 Long ABS-MBS CORP US N 2 2030-05-25 Variable 6.26000000 N N N N N N GCAT N/A 36166XAA9 288442.83000000 PA USD 246512.04000000 0.034746638916 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.04000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AL1 400000.00000000 PA USD 401548.08000000 0.056599451059 Long DBT CORP US N 2 2035-03-11 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ68 1467879.86000000 PA USD 1406780.99000000 0.198290156921 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAE2 45000.00000000 PA USD 44790.32000000 0.006313334943 Long DBT CORP US N 2 2033-06-30 Fixed 7.38000000 N N N N N N Angel Oak Mortgage Trust N/A 03464KAA6 29940.24000000 PA USD 29506.75000000 0.004159068205 Long ABS-MBS CORP US N 2 2049-10-25 Variable 2.59000000 N N N N N N FORWARDS MORGAN STANLEY BOC N/A 000000000 -483000.00000000 NS USD -483000.00000000 -0.06808035257 Short STIV CORP US N N/A N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201V3E0 2778.96000000 PA USD 2917.88000000 0.000411284263 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Bank N/A 06540VBC8 2208700.72000000 PA USD 55353.57000000 0.007802257891 Long ABS-MBS CORP US N 2 2062-11-15 Variable 0.75000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829XAA0 176948.20000000 PA USD 176357.44000000 0.024858129801 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.75000000 N N N N N N RACKSPACE FINANCE LLC N/A 75008WAA1 80460.00000000 PA USD 32344.37000000 0.004559039572 Long DBT CORP US N 2 2028-05-15 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADK0 88000.00000000 PA USD 88397.57000000 0.012459912489 Long DBT CORP US N 2 2027-11-01 Fixed 4.88000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLB3 55000.00000000 PA USD 56902.84000000 0.008020632318 Long DBT CORP US N 2 2029-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ASLM9 20943.20000000 PA USD 19959.28000000 0.002813322607 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N MINERALS TECHNOLOGIES IN 549300D3I1QU67GP6403 603158AA4 47000.00000000 PA USD 46229.67000000 0.006516215803 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAD5 17000.00000000 PA USD 16598.80000000 0.002339652497 Long DBT CORP US N 2 2032-04-01 Fixed 7.63000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 1060000.00000000 PA USD 1079358.01000000 0.152138869304 Long DBT CORP US N 2 2030-07-22 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QZB8 2995.72000000 PA USD 2923.18000000 0.000412031314 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAM0 25000.00000000 PA USD 24914.86000000 0.003511827025 Long DBT CORP CA N 2 2027-10-15 Fixed 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200GMW3 5604.08000000 PA USD 5747.69000000 0.000810154786 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 41000.00000000 PA USD 41500.51000000 0.005849625989 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AW5 123000.00000000 PA USD 103635.05000000 0.014607682697 Long DBT CORP US N 2 2032-09-30 Fixed 2.64000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795KB5 14000.00000000 PA USD 14495.79000000 0.002043226695 Long DBT CORP US N 2 2055-06-01 Fixed 5.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200Q2Q6 122.71000000 PA USD 124.14000000 0.000017497919 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2R7 33081.98000000 PA USD 32294.97000000 0.004552076488 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 1812000.00000000 PA USD 1300747.03000000 0.183344340396 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176JRF9 2492.44000000 PA USD 2375.26000000 0.000334800286 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F042673 1300000.00000000 PA USD 1243347.92000000 0.175253757278 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296XSG0 17603.12000000 PA USD 17304.26000000 0.002439089279 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAC7 137000.00000000 PA USD 147186.57000000 0.020746404926 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A5LP2 4998.72000000 PA USD 4913.84000000 0.000692621034 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAD5 40000.00000000 PA USD 38928.57000000 0.005487103045 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXV2 6059.05000000 PA USD 5726.29000000 0.000807138389 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ABHK5 13616.51000000 PA USD 13199.34000000 0.001860488035 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAB3 20000.00000000 PA USD 19971.20000000 0.002815002768 Long DBT CORP US N 2 2026-08-15 Fixed 7.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFHZ4 250563.35000000 PA USD 240112.94000000 0.033844665864 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBJ9 4300000.00000000 PA USD 3989425.79000000 0.562321975879 Long DBT UST US N 2 2028-01-31 Fixed 0.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2D2 240000.00000000 PA USD 242058.88000000 0.034118952161 Long DBT CORP FR N 2 2035-11-19 Fixed 5.91000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCH6 57000.00000000 PA USD 58247.74000000 0.008210200156 Long DBT CORP US N 2 2028-06-01 Fixed 5.45000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AH5 32000.00000000 PA USD 29679.04000000 0.004183353017 Long DBT CORP SG N 2 2063-05-19 Fixed 5.34000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 615000.00000000 PA USD 637932.14000000 0.089918519687 Long DBT CORP FR N 2 2031-01-14 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EW55 1375294.02000000 PA USD 1421029.62000000 0.200298545646 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202XD20 5124.51000000 PA USD 5188.27000000 0.000731302796 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F040677 10300000.00000000 PA USD 9576186.25000000 1.349793242672 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 4.00000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AJ6 22000.00000000 PA USD 22678.78000000 0.003196644592 Long DBT CORP CA N 2 2029-07-01 Fixed 7.63000000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AF1 149000.00000000 PA USD 151595.48000000 0.021367854507 Long DBT CORP US N 2 2031-01-15 Fixed 5.00000000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853BE9 460000.00000000 PA USD 467567.60000000 0.065905107784 Long DBT CORP US N 2 2032-01-13 Fixed 5.38000000 N N N N N N GS Mortgage Securities Trust N/A 36258YBJ6 4694116.12000000 PA USD 106139.60000000 0.014960706811 Long ABS-MBS CORP US N 2 2053-02-13 Variable 0.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AVAM7 22595.86000000 PA USD 21845.01000000 0.003079122117 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAD3 2516000.00000000 PA USD 2348135.63000000 0.330977021907 Long DBT UST US N 2 2027-07-31 Fixed 0.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RL4 1723119.75000000 PA USD 1257465.16000000 0.177243626173 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CG7 450000.00000000 PA USD 459498.17000000 0.064767696522 Long DBT CORP US N 2 2035-04-15 Fixed 5.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJR0 886431.91000000 PA USD 753488.10000000 0.106206491735 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 38000.00000000 PA USD 36725.45000000 0.005176566427 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 55000.00000000 PA USD 47712.50000000 0.006725225304 Long DBT CORP US N 2 2029-01-15 Fixed 6.25000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BU9 55000.00000000 PA USD 51835.19000000 0.007306331285 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 510000.00000000 PA USD 491702.99000000 0.069307066088 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AGH24 2427.59000000 PA USD 2313.50000000 0.000326095022 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAT3 150000.00000000 PA USD 149518.94000000 0.021075159734 Long DBT CORP US N 2 2034-01-17 Fixed 5.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AP3B2 5148.06000000 PA USD 5107.75000000 0.000719953252 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.50000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AV8 290000.00000000 PA USD 292606.47000000 0.041243792221 Long DBT NUSS HU N 2 2030-09-26 Fixed 5.38000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287GAD2 85349.37000000 PA USD 85390.04000000 0.012035991779 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.98000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AG8 470000.00000000 PA USD 487240.10000000 0.068678007859 Long DBT CORP US N 2 2033-01-25 Fixed 5.90000000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 71429MAD7 68000.00000000 PA USD 68652.19000000 0.009676739751 Long DBT CORP IE N 2 2032-09-30 Fixed 6.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Q6P1 36741.47000000 PA USD 34207.93000000 0.004821714151 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.50000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BN7 48000.00000000 PA USD 48175.47000000 0.006790482366 Long DBT CORP US N 2 2034-08-12 Fixed 5.15000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBE9 505000.00000000 PA USD 515560.62000000 0.072669873256 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWG98 7658969.84000000 PA USD 7671257.13000000 1.081287557129 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BJ3 475000.00000000 PA USD 481362.77000000 0.067849579911 Long DBT CORP US N 2 2031-03-05 Fixed 5.25000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 320000.00000000 PA USD 273915.36000000 0.038609222120 Long DBT CORP US N 2 2031-02-28 Fixed 1.88000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 200000.00000000 PA USD 201630.00000000 0.028420375754 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQ88 254792.80000000 PA USD 213654.35000000 0.030115245293 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 950000.00000000 PA USD 950000.00000000 0.133905455372 Long RA CORP US N 2 Repurchase N 4.39000000 2025-07-01 977385.68590000 USD 962897.03000000 USD UST N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFM2 115000.00000000 PA USD 118036.86000000 0.016637662620 Long DBT CORP US N 2 2039-02-07 Fixed 5.94000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VMD9 279274.64000000 PA USD 247985.72000000 0.034954358697 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EMS6 438930.02000000 PA USD 432285.49000000 0.060931984620 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AQ2 54000.00000000 PA USD 55467.69000000 0.007818343460 Long DBT CORP US N 2 2033-07-31 Fixed 5.40000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAF5 95000.00000000 PA USD 95572.03000000 0.013471174945 Long DBT CORP CA N 2 2028-03-27 Fixed 4.72000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AC7 15000.00000000 PA USD 15069.90000000 0.002124149286 Long DBT CORP AU N 2 2027-11-01 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QRMT4 55247.59000000 PA USD 51376.44000000 0.007241669045 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434DD1 725000.00000000 PA USD 738449.08000000 0.104086695080 Long DBT CORP US N 2 2055-06-15 Fixed 6.00000000 N N N N N N Rio Tinto Alcan Inc 2138007ZSQ7B17SKOX77 013716AU9 500000.00000000 PA USD 543011.69000000 0.076539186970 Long DBT CORP CA N 2 2033-12-15 Fixed 6.13000000 N N N N N N INSIGHT ENTERPRS 529900S8991TYW6YP792 45765UAC7 655000.00000000 PA USD 674739.08000000 0.095106572384 Long DBT CORP US N 2 2032-05-15 Fixed 6.63000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AV9 44000.00000000 PA USD 44210.11000000 0.006231552538 Long DBT CORP US N 2 2026-03-29 Fixed 5.10000000 N N N N N N BRITISH AIR 21-1 A PPT N/A 11042CAA8 73146.96000000 PA USD 65881.63000000 0.009286220700 Long DBT CORP US N 2 2035-03-15 Fixed 2.90000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BH9 88000.00000000 PA USD 73111.37000000 0.010305275045 Long DBT CORP US N 2 2048-03-15 Fixed 4.45000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EC5 72000.00000000 PA USD 74815.13000000 0.010545425317 Long DBT CORP US N 2 2028-09-01 Fixed 6.38000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 205000.00000000 PA USD 173706.70000000 0.024484499752 Long DBT CORP US N 2 2036-09-21 Fixed 2.48000000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AS4 33000.00000000 PA USD 33746.05000000 0.004756610728 Long DBT CORP US N 2 2029-06-15 Fixed 4.80000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 870000.00000000 PA USD 846190.19000000 0.119273139709 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DP7 41000.00000000 PA USD 42181.43000000 0.005945603781 Long DBT CORP US N 2 2027-05-01 Fixed 6.26000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFA5 48000.00000000 PA USD 48778.66000000 0.006875503873 Long DBT CORP US N 2 2031-04-15 Fixed 4.90000000 N N N N N N Bank N/A 065402BD0 2825017.38000000 PA USD 79517.18000000 0.011208193892 Long ABS-MBS CORP US N 2 2062-05-15 Variable 1.03000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBC2 130000.00000000 PA USD 131411.33000000 0.018522835773 Long DBT CORP US N 2 2035-04-01 Fixed 5.55000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 180000.00000000 PA USD 164163.52000000 0.023139358843 Long DBT CORP US N 2 2031-03-25 Fixed 2.88000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HBM1 75000.00000000 PA USD 72548.96000000 0.010226001605 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.04000000 N N N N N N VM CONSOLIDATED INC 549300GCTGJLEBXJUK89 91835HAA0 59000.00000000 PA USD 57921.56000000 0.008164224071 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290RVV2 2446.11000000 PA USD 2447.88000000 0.000345036301 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNA5 100000.00000000 PA USD 100125.00000000 0.014112930230 Long DBT UST US N 2 2032-04-30 Fixed 4.00000000 N N N N N N LAMAR MEDIA CORP N/A 513075BT7 150000.00000000 PA USD 143294.70000000 0.020197833743 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BG7 300000.00000000 PA USD 317261.54000000 0.044719001037 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAY4 55000.00000000 PA USD 56792.84000000 0.008005127475 Long DBT CORP US N 2 2033-07-15 Fixed 6.75000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAQ6 33000.00000000 PA USD 33675.25000000 0.004746631248 Long DBT CORP GB N 2 2029-09-02 Fixed 5.15000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCC7 555000.00000000 PA USD 564751.82000000 0.079603525925 Long DBT CORP US N 2 2035-08-15 Fixed 5.63000000 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 228180AB1 37000.00000000 PA USD 37583.97000000 0.005297577492 Long DBT CORP US N 2 2030-04-01 Fixed 5.25000000 N N N N N N TRINIDAD & TOBAGO N/A 000000000 200000.00000000 PA USD 195906.00000000 0.027613560147 Long DBT NUSS TT N 2 2034-06-26 Fixed 6.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290STK7 19690.35000000 PA USD 20189.75000000 0.002845808071 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAQ4 50000.00000000 PA USD 50469.90000000 0.007113889412 Long DBT CORP US N 2 2036-02-15 Fixed 5.65000000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABQ5 13000.00000000 PA USD 13148.34000000 0.001853299426 Long DBT US N 2 2032-06-15 Fixed 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176MYU1 3105.14000000 PA USD 2940.83000000 0.000414519137 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEA69 448346.97000000 PA USD 377849.30000000 0.053259034293 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076CC1 69000.00000000 PA USD 70352.11000000 0.009916348764 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADP9 41000.00000000 PA USD 41172.35000000 0.005803370816 Long DBT CORP US N 2 2027-03-25 Fixed 4.85000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 39000.00000000 PA USD 38199.37000000 0.005384320036 Long DBT CORP US N 2 2029-10-01 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QN1 994000.00000000 PA USD 1006929.76000000 0.141929882148 Long DBT UST US N 2 2041-02-15 Fixed 4.75000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EYE3 62000.00000000 PA USD 62574.61000000 0.008820085944 Long DBT CORP US N 2 2030-06-05 Fixed 4.55000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BT2 28000.00000000 PA USD 28300.11000000 0.003988988543 Long DBT CORP US N 2 2031-09-01 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LYB5 89458.99000000 PA USD 81027.77000000 0.011421116252 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UB2 225000.00000000 PA USD 220649.41000000 0.031101220761 Long DBT UST US N 2 2044-05-15 Fixed 4.63000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652BAY5 305000.00000000 PA USD 272978.05000000 0.038477105359 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.81000000 N N N N N N 280 Park Avenue Mortgage Trust N/A 90205FAN0 339000.00000000 PA USD 326287.50000000 0.045991238178 Long ABS-MBS CORP US N 2 2034-09-15 Floating 6.73000000 N N N N N N COLT Funding LLC N/A 19688EAA6 318263.51000000 PA USD 273754.58000000 0.038586559679 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.91000000 N N N N N N PACKAGING CORP OF AMERIC 549300XZP8MFZFY8TJ84 695156AX7 73000.00000000 PA USD 76240.22000000 0.010746296186 Long DBT CORP US N 2 2033-12-01 Fixed 5.70000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBC1 30000.00000000 PA USD 30455.27000000 0.004292765050 Long DBT CORP CA N 2 2027-06-21 Fixed 5.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RP5 1216000.00000000 PA USD 926392.50000000 0.130577904806 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N Progress Residential Trust N/A 74334FAA6 399115.11000000 PA USD 396310.93000000 0.055861258474 Long ABS-O CORP US N 2 2040-03-17 Fixed 4.30000000 N N N N N N Uruguay Government International Bonds 549300RDR012H2V82H43 760942BA9 30000.00000000 PA USD 27666.60000000 0.003899693338 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836AT5 107000.00000000 PA USD 122595.39000000 0.017280201604 Long DBT CORP US N 2 2031-04-01 Fixed 7.45000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BH2 48000.00000000 PA USD 42406.79000000 0.005977368974 Long DBT CORP US N 2 2045-05-13 Fixed 4.38000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830CG2 57000.00000000 PA USD 57720.48000000 0.008135881219 Long DBT CORP US N 2 2031-12-15 Fixed 4.70000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAZ8 385000.00000000 PA USD 363697.29000000 0.051264264458 Long DBT CORP CA N 2 2029-11-15 Fixed 3.13000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KY6 425000.00000000 PA USD 429023.29000000 0.060472167382 Long DBT CORP US N 2 2030-03-15 Fixed 4.55000000 N N N N N N MEDLINE BORROWER/MEDL CO N/A 58506DAA6 10000.00000000 PA USD 10272.84000000 0.001447988755 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XATJ1 248833.57000000 PA USD 200122.28000000 0.028207857930 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N ARES STRATEGIC INCOME FU 549300IANZJVZPTICV54 04020EAK3 1200000.00000000 PA USD 1204192.70000000 0.169734707210 Long DBT CORP US N 2 2030-09-09 Fixed 5.80000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4D0 104000.00000000 PA USD 104818.81000000 0.014774537352 Long DBT CORP US N 2 2031-11-13 Fixed 5.32000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 433674AA6 43969.75000000 PA USD 43527.87000000 0.006135388688 Long ABS-O CORP US N 2 2025-12-25 Fixed 3.84000000 N N N N N N AON CORP/AON GLOBAL HOLD N/A 03740LAD4 115000.00000000 PA USD 112071.09000000 0.015796768779 Long DBT CORP XX N 2 2027-05-28 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQA36 99630.88000000 PA USD 90025.47000000 0.012689370058 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418X7B8 84599.85000000 PA USD 85110.09000000 0.011996531956 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 97.00000000 NC 59140.92000000 0.008336096656 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU5 Comdty 2025-09-15 11028208.92000000 AUD 59140.92000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDH6 34000.00000000 PA USD 34196.84000000 0.004820150981 Long DBT CORP US N 2 2033-07-25 Fixed 4.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201TKU0 1096.84000000 PA USD 1132.37000000 0.000159611074 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAC0 33000.00000000 PA USD 33442.31000000 0.004713797630 Long DBT CORP US N 2 2030-04-07 Fixed 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290REE9 1317.81000000 PA USD 1319.73000000 0.000186020049 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Bank of America Credit Card Trust 5493006DQ60M1CRKHH19 05522RDH8 150000.00000000 PA USD 151586.69000000 0.021366615529 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.98000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMB2 50000.00000000 PA USD 49985.25000000 0.007045576487 Long DBT CORP US N 2 2035-08-15 Fixed 5.43000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCY5 4533000.00000000 PA USD 4193910.34000000 0.591144709336 Long DBT UST US N 2 2028-09-30 Fixed 1.25000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAT3 155000.00000000 PA USD 157707.02000000 0.022229295082 Long DBT CORP GB N 2 2032-03-14 Fixed 5.00000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 123000.00000000 PA USD 112746.76000000 0.015892006567 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AKNY8 6417.02000000 PA USD 6108.90000000 0.000861068459 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CL1 94000.00000000 PA USD 75540.07000000 0.010647607865 Long DBT CORP US N 2 2052-03-15 Fixed 4.63000000 N N N N N N HF SINCLAIR CORP 2549009G116AM01XHN24 403949AQ3 52000.00000000 PA USD 52015.24000000 0.007331709893 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAG8 92000.00000000 PA USD 94378.04000000 0.013302878340 Long DBT CORP US N 2 2030-03-03 Fixed 4.90000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BG4 952000.00000000 PA USD 671618.05000000 0.094666653496 Long DBT CORP US N 2 2047-12-08 Fixed 3.73000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 610000.00000000 PA 600464.84000000 0.084637387195 Long DBT NUSS ID N 2 2033-03-12 Fixed 1.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FF0 3120000.00000000 PA USD 3268931.27000000 0.460766031885 Long DBT UST US N 2 2028-11-15 Fixed 5.25000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AN1 56000.00000000 PA USD 55660.70000000 0.007845548820 Long DBT CORP US N 2 2054-03-05 Fixed 5.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418TYP6 41209.76000000 PA USD 40798.06000000 0.005750613476 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Bank N/A 06541RBC6 6691814.59000000 PA USD 169707.09000000 0.023920742280 Long ABS-MBS CORP US N 2 2052-12-15 Variable 0.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHT1 4911000.00000000 PA USD 4836183.96000000 0.681675174136 Long DBT UST US N 2 2033-08-15 Fixed 3.88000000 N N N N N N VALARIS LTD N/A 91889FAC5 52000.00000000 PA USD 53350.65000000 0.007519940087 Long DBT CORP BM N 2 2030-04-30 Fixed 8.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SX7 4934000.00000000 PA USD 3128657.10000000 0.440993951242 Long DBT UST US N 2 2051-05-15 Fixed 2.38000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BJ5 83000.00000000 PA USD 84219.83000000 0.011871047039 Long DBT CORP US N 2 2028-06-01 Fixed 4.88000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 15000.00000000 PA USD 15133.15000000 0.002133064570 Long DBT CORP US N 2 2027-04-01 Fixed 6.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CA6 39000.00000000 PA USD 36974.36000000 0.005211651066 Long DBT CORP US N 2 2032-08-05 Fixed 4.15000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBE9 600000.00000000 PA USD 611156.11000000 0.086144354961 Long DBT CORP US N 2 2035-04-01 Fixed 5.70000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 174000.00000000 PA USD 105337.75000000 0.014847683559 Long DBT CORP US N 2 2061-02-01 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJV23 58677.33000000 PA USD 54590.22000000 0.007694661334 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166CC6 83000.00000000 PA USD 83163.02000000 0.011722086382 Long DBT US N 2 2026-05-15 Fixed 4.75000000 N N N N N N ENERSYS 7ZS3DE5PN30BYUJFWP05 29275YAC6 19000.00000000 PA USD 18730.17000000 0.002640075729 Long DBT CORP US N 2 2027-12-15 Fixed 4.38000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAC8 50000.00000000 PA USD 51720.55000000 0.007290172420 Long DBT CORP US N 2 2029-02-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMME8 6020.88000000 PA USD 6230.04000000 0.000878143519 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 7.33000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 3341000.00000000 PA USD 2849377.06000000 0.401628560786 Long DBT UST US N 2 2030-08-15 Fixed 0.63000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBU4 205000.00000000 PA USD 145960.47000000 0.020573582317 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N Texas Debt Capital CLO, Ltd N/A 88238CAJ1 565000.00000000 PA USD 565000.00000000 0.079638507668 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 5.92000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAQ1 400000.00000000 PA USD 409123.98000000 0.057667297732 Long DBT CORP IT N 2 2035-05-19 Fixed 5.75000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAD0 45000.00000000 PA USD 43282.21000000 0.006100762146 Long DBT CORP US N 2 2028-10-15 Fixed 4.38000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDG1 328000.00000000 PA USD 311706.93000000 0.043936061478 Long DBT CORP US N 2 2030-04-01 Fixed 3.38000000 N N N N N N TELECOMMUNICATIONS CO TE 254900OVY0XI1DFYC092 87945BAA8 200000.00000000 PA USD 199722.40000000 0.028151493600 Long DBT CORP RS N 2 2029-10-28 Fixed 7.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXA7 210000.00000000 PA USD 189315.28000000 0.026684577660 Long DBT CORP US N 2 2039-04-23 Fixed 4.41000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAA6 48000.00000000 PA USD 42981.16000000 0.006058328212 Long DBT CORP US N 2 2031-05-25 Fixed 2.69000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 425000.00000000 PA USD 364141.40000000 0.051326863144 Long DBT CORP US N 2 2031-08-01 Fixed 2.63000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAU2 48000.00000000 PA USD 47271.58000000 0.006663076259 Long DBT CORP US N 2 2031-09-18 Fixed 4.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VBC3 50000.00000000 PA USD 50760.09000000 0.007154792596 Long DBT CORP US N 2 2028-04-15 Fixed 5.35000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913UAL4 24000.00000000 PA USD 24408.58000000 0.003440465284 Long DBT CORP US N 2 2027-05-14 Fixed 5.00000000 N N N N N N Onslow Bay Financial LLC N/A 67114BAA5 396440.81000000 PA USD 340497.38000000 0.047994164970 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.07000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913UAY6 83000.00000000 PA USD 83615.49000000 0.011785863436 Long DBT CORP US N 2 2028-03-03 Fixed 4.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC51 40000.00000000 PA USD 39992.86000000 0.005637118031 Long DBT CORP US N 2 2056-01-28 Fixed 5.73000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176UCC7 6278.49000000 PA USD 5968.73000000 0.000841311061 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FL7 47000.00000000 PA USD 46595.67000000 0.006567804641 Long DBT CORP US N 2 2028-02-18 Fixed 3.60000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 29000.00000000 PA USD 25984.63000000 0.003662614434 Long DBT CORP US N 2 2026-12-01 Fixed 4.63000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 92000.00000000 PA USD 69799.39000000 0.009838441160 Long DBT CORP US N 2 2042-04-22 Fixed 3.22000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBT4 29000.00000000 PA USD 28583.86000000 0.004028983989 Long DBT CORP US N 2 2054-11-15 Fixed 5.75000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GQ1 160000.00000000 PA USD 150286.36000000 0.021183329970 Long DBT CORP US N 2 2054-01-15 Fixed 5.35000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 1030000.00000000 PA USD 1055931.28000000 0.148836798832 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900YWXIBNNDQF0Y67 74143QAA3 93976.24000000 PA USD 94077.97000000 0.013260582540 Long ABS-O CORP US N 2 2054-09-25 Variable 5.96000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TX6 4081000.00000000 PA USD 3722637.19000000 0.524717292751 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAV8 8000.00000000 PA USD 5807.48000000 0.000818582372 Long DBT CORP US N 2 2052-03-15 Fixed 3.80000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAC5 179000.00000000 PA USD 203625.31000000 0.028701620906 Long DBT CORP US N 2 2033-03-15 Fixed 7.05000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAE3 34000.00000000 PA USD 32497.39000000 0.004580608217 Long DBT CORP US N 2 2033-01-15 Fixed 7.38000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BF9 24000.00000000 PA USD 23350.07000000 0.003291265006 Long DBT CORP US N 2 2030-06-30 Fixed 4.00000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAY2 265000.00000000 PA USD 272398.80000000 0.038395458270 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DF9 40000.00000000 PA USD 40924.90000000 0.005768491969 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 34000.00000000 PA USD 33804.01000000 0.004764780371 Long DBT CORP US N 2 2026-06-15 Fixed 4.65000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAB8 19000.00000000 PA USD 18825.17000000 0.002653466275 Long DBT US N 2 2027-12-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLHH2 1077782.66000000 PA USD 902823.85000000 0.127255830268 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 205000.00000000 PA USD 186400.01000000 0.026273661284 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AP7 32000.00000000 PA USD 32512.99000000 0.004582807085 Long DBT CORP US N 2 2026-12-01 Fixed 5.70000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829LAA6 240026.87000000 PA USD 229998.36000000 0.032418984348 Long ABS-MBS CORP US N 2 2056-11-25 Variable 3.75000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KA8 97000.00000000 PA USD 97093.09000000 0.013685573084 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1WE0 197544.85000000 PA USD 188173.93000000 0.026523700827 Long ABS-MBS USGSE US N 2 2048-04-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291QGR9 244.97000000 PA USD 247.90000000 0.000034942276 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAP9 461000.00000000 PA USD 353714.72000000 0.049857190161 Long DBT CORP US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230LV22 32161.35000000 PA USD 30618.12000000 0.004315719264 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADS1 200000.00000000 PA USD 203958.60000000 0.028748599168 Long DBT CORP US N 2 2032-05-15 Fixed 5.13000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAE2 165000.00000000 PA USD 168909.35000000 0.023808298345 Long DBT CORP US N 2 2031-01-15 Fixed 5.23000000 N N N N N N GLAXOSMITHKLINE CAPITAL 5493007Q8VD7Q3ZYZS59 377372AP2 47000.00000000 PA USD 47373.82000000 0.006677487305 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CG6 965000.00000000 PA USD 1003099.07000000 0.141389934475 Long DBT CORP US N 2 2032-11-01 Fixed 5.65000000 N N N N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAB8 325000.00000000 PA USD 331316.82000000 0.046700136478 Long DBT CORP US N 2 2031-09-30 Fixed 5.70000000 N N N N N N BPR Trust N/A 055980AA4 510000.00000000 PA USD 510086.70000000 0.071898307203 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.54000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 42000.00000000 PA USD 42346.78000000 0.005968910378 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AQMY6 226.39000000 PA USD 222.55000000 0.000031369114 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 1610000.00000000 PA USD 1402992.11000000 0.197756102498 Long DBT CORP US N 2 2032-07-21 Fixed 2.30000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 215000.00000000 PA USD 199567.96000000 0.028129724801 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 310000.00000000 PA USD 328358.74000000 0.046283185900 Long DBT CORP US N 2 2029-11-01 Fixed 6.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DET5 112591.08000000 PA USD 102587.27000000 0.014459994847 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N BULGARIA 529900PG0XCL4LICL838 000000000 165000.00000000 PA 115530.61000000 0.016284398885 Long DBT NUSS BG N 2 2050-09-23 Fixed 1.38000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967BU4 88000.00000000 PA USD 91261.17000000 0.012863545817 Long DBT CORP US N 2 2033-02-22 Fixed 5.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212UT84 7727.44000000 PA USD 7958.98000000 0.001121842990 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 6.00000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 29000.00000000 PA USD 28149.29000000 0.003967729995 Long DBT CORP US N 2 2029-04-15 Fixed 4.63000000 N N N N N N RCO Mortgage LLC N/A 74939GAA3 93705.44000000 PA USD 92865.11000000 0.013089626150 Long ABS-MBS CORP US N 2 2030-05-25 Variable 6.43000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AP7 1180000.00000000 PA USD 1187065.67000000 0.167320599051 Long DBT CORP US N 2 2035-03-15 Fixed 5.73000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201XBL1 89.39000000 PA USD 89.21000000 0.000012574427 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BS3 45000.00000000 PA USD 30798.16000000 0.004341096462 Long DBT CORP US N 2 2046-06-15 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297K5Q0 5387.59000000 PA USD 5296.10000000 0.000746501770 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAL9 126049.83000000 PA USD 126369.79000000 0.017812215026 Long ABS-O CORP US N 2 2062-08-15 Fixed 5.97000000 N N N N N N COBRA ACQUISITIONCO LLC N/A 19106CAA4 76000.00000000 PA USD 65385.37000000 0.009216271310 Long DBT CORP US N 2 2029-11-01 Fixed 6.38000000 N N N N N N VERITIV OPERATING CO 5493004G8OK5L1UTIY12 92339LAA0 48000.00000000 PA USD 51959.76000000 0.007323889814 Long DBT CORP US N 2 2030-11-30 Fixed 10.50000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CQ0 87000.00000000 PA USD 87850.14000000 0.012382750527 Long DBT CORP US N 2 2028-02-13 Fixed 4.69000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AM9 480000.00000000 PA USD 489616.93000000 0.069013029441 Long DBT CORP US N 2 2028-06-15 Fixed 5.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292BAF3 1259.99000000 PA USD 1274.70000000 0.000179672930 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 375000.00000000 PA USD 407448.16000000 0.057431085690 Long DBT CORP US N 2 2034-05-01 Fixed 6.53000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 930000.00000000 PA USD 817166.09000000 0.115182102522 Long DBT CORP US N 2 2031-07-23 Fixed 1.90000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 43000.00000000 PA USD 36918.78000000 0.005203816892 Long DBT CORP US N 2 2049-10-01 Fixed 4.88000000 N N N N N N SIEMENS FUNDING BV 213800CCRGH2TO338X64 82622RAC0 500000.00000000 PA USD 504997.00000000 0.071180898154 Long DBT CORP NL N 2 2030-05-28 Fixed 4.60000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBJ7 38000.00000000 PA USD 30768.60000000 0.004336929888 Long DBT CORP US N 2 2030-05-15 Fixed 3.63000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449W7M3 99000.00000000 PA USD 96044.80000000 0.013537813347 Long DBT CORP US N 2 2026-07-12 Fixed 1.30000000 N N N N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAA1 48000.00000000 PA USD 48409.97000000 0.006823535870 Long DBT CORP US N 2 2028-05-15 Fixed 6.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XX68 458980.17000000 PA USD 461985.10000000 0.065118237043 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 560000.00000000 PA USD 509991.13000000 0.071884836314 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFM9 240000.00000000 PA USD 233429.13000000 0.032902562052 Long DBT CORP US N 2 2064-07-15 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291S6Q8 47840.54000000 PA USD 49629.26000000 0.006995398589 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537BA8 315000.00000000 PA USD 328430.64000000 0.046293320428 Long DBT CORP US N 2 2054-12-15 Fixed 6.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294UUZ3 33223.00000000 PA USD 31628.14000000 0.004458084725 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GQ4H6 68497.02000000 PA USD 64865.91000000 0.009143051807 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBK5 149000.00000000 PA USD 147457.26000000 0.020784559524 Long DBT CORP US N 2 2027-04-06 Fixed 3.54000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAD3 900000.00000000 PA USD 733883.79000000 0.103443203253 Long DBT CORP US N 2 2044-12-01 Fixed 4.15000000 N N N N N N HOWARD UNIVERSITY 5493000EDHIQDJSTOF89 442851AT8 250000.00000000 PA USD 229209.04000000 0.032307727238 Long DBT CORP US N 2 2029-10-01 Fixed 2.70000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320BF8 55000.00000000 PA USD 55710.72000000 0.007852599295 Long DBT CORP US N 2 2048-09-15 Fixed 5.70000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBX6 73000.00000000 PA USD 74235.70000000 0.010463752856 Long DBT CORP US N 2 2027-07-03 Fixed 4.95000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DR8 370000.00000000 PA USD 316504.42000000 0.044612282618 Long DBT CORP US N 2 2031-09-15 Fixed 2.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9PQ8 11239.74000000 PA USD 10728.15000000 0.001512166116 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAX3 325000.00000000 PA USD 327665.90000000 0.046185527946 Long DBT CORP US N 2 2035-07-15 Fixed 5.35000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 31000.00000000 PA USD 28784.28000000 0.004057233811 Long DBT US N 2 2030-09-15 Fixed 3.50000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900640HC5OZKI7J87 740936AA7 905000.00000000 PA USD 905061.63000000 0.127571252321 Long ABS-O CORP US N 2 2055-06-25 Variable 5.74000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290N6P2 2612.99000000 PA USD 2664.70000000 0.000375597754 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FVNJ7 2870126.90000000 PA USD 132060.57000000 0.018614348171 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.21000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4KX1 206000.00000000 PA USD 233563.84000000 0.032921549846 Long DBT USGSE US N 2 2032-07-15 Fixed 6.25000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAA6 40000.00000000 PA USD 40953.14000000 0.005772472484 Long DBT CORP US N 2 2028-02-15 Fixed 6.50000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAX6 1057000.00000000 PA USD 1076404.32000000 0.151722537510 Long DBT CORP US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD2K6 167715.44000000 PA USD 159875.07000000 0.022534888474 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AU0 200000.00000000 PA USD 192822.85000000 0.027178980563 Long DBT NUSS HU N 2 2036-03-26 Fixed 5.50000000 N N N N N N Willowbrook Mall N/A 65486BAA9 225000.00000000 PA USD 232411.41000000 0.032759111252 Long ABS-MBS CORP US N 2 2035-03-05 Variable 5.87000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DP1 151000.00000000 PA USD 152710.05000000 0.021524956616 Long DBT CORP US N 2 2028-02-16 Fixed 5.10000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691JAW4 1374649.42000000 PA USD 21949.71000000 0.003093879908 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.45000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBA3 325000.00000000 PA USD 324146.63000000 0.045689475892 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AM5 496000.00000000 PA USD 490977.08000000 0.069204746815 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 215000.00000000 PA USD 233148.24000000 0.032862969733 Long DBT CORP US N 2 2033-10-06 Fixed 6.50000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAC3 48000.00000000 PA USD 50284.56000000 0.007087765163 Long DBT CORP US N 2 2033-03-15 Fixed 8.00000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 000000000 200000.00000000 PA USD 130734.72000000 0.018427465489 Long DBT NUSS AE N 2 2051-09-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXE5 167097.40000000 PA USD 155077.82000000 0.021858701163 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAS2 41000.00000000 PA USD 39894.65000000 0.005623275026 Long DBT CORP GB N 2 2054-09-02 Fixed 5.90000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCZ5 450000.00000000 PA USD 458416.94000000 0.064615293790 Long DBT CORP US N 2 2035-04-01 Fixed 5.35000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AT6 69000.00000000 PA USD 67094.63000000 0.009457196824 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N FIRST CITIZENS BANCSHARE 549300N3Z00ZHE2XC526 31959XAF0 29000.00000000 PA USD 28856.24000000 0.004067376797 Long DBT CORP US N 2 2040-03-12 Fixed 6.25000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAR3 26000.00000000 PA USD 27183.57000000 0.003831608757 Long DBT CORP US N 2 2033-05-15 Fixed 8.00000000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAJ0 22000.00000000 PA USD 22492.96000000 0.003170452685 Long DBT CORP CA N 2 2035-09-01 Fixed 5.25000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 135000.00000000 PA USD 122925.74000000 0.017326765464 Long DBT CORP US N 2 2043-07-15 Fixed 4.90000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CT4 54000.00000000 PA USD 55681.47000000 0.007848476417 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 1255000.00000000 PA USD 1089404.51000000 0.153554954733 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAM3 171000.00000000 PA USD 169292.23000000 0.023862266472 Long DBT UST US N 2 2025-09-30 Fixed 0.25000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAQ2 67000.00000000 PA USD 51698.43000000 0.007287054538 Long DBT CORP US N 2 2051-03-24 Fixed 4.40000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBJ6 40000.00000000 PA USD 38416.94000000 0.005414987204 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N Mill City Mortgage Trust N/A 59981BAC8 333728.49000000 PA USD 324925.03000000 0.045799193793 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDJ7 2820000.00000000 PA USD 2412752.35000000 0.340084949608 Long DBT UST US N 2 2031-11-15 Fixed 1.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CSS6 736163.94000000 PA USD 683245.21000000 0.096305537869 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032670 14300000.00000000 PA USD 12999179.19000000 1.832274746217 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 3.50000000 N N N N N N Angel Oak Mortgage Trust N/A 03464TAA7 807503.04000000 PA USD 776027.38000000 0.109383473368 Long ABS-MBS CORP US N 2 2067-01-25 Fixed 4.00000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEQ2 151000.00000000 PA USD 152802.31000000 0.021537960950 Long DBT CORP US N 2 2031-04-04 Fixed 5.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYY2 201247.22000000 PA USD 167617.94000000 0.023626270088 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBL4 2932000.00000000 PA USD 2536867.20000000 0.357579323827 Long DBT UST US N 2 2031-02-15 Fixed 1.13000000 N N N N N N HOWARD UNIVERSITY 5493000EDHIQDJSTOF89 442851AY7 95000.00000000 PA USD 69237.28000000 0.009759210007 Long DBT CORP US N 2 2041-10-01 Fixed 3.48000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 675000.00000000 PA USD 415837.58000000 0.058613600537 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H36P6 385800.53000000 PA USD 353656.18000000 0.049848938766 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 26000.00000000 PA USD 26396.19000000 0.003720625096 Long DBT CORP US N 2 2030-11-01 Fixed 8.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 131350.35000000 PA USD 127671.80000000 0.017995737386 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAM5 335000.00000000 PA USD 345373.47000000 0.048681465025 Long DBT CORP NO N 2 2033-06-13 Fixed 6.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAW9 600000.00000000 PA USD 592706.65000000 0.083543846179 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 827048AW9 50000.00000000 PA USD 49151.52000000 0.006928059650 Long DBT CORP US N 2 2028-02-01 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176NYN5 14223.60000000 PA USD 13471.41000000 0.001898837147 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAN1 66000.00000000 PA USD 58174.61000000 0.008199892255 Long DBT CORP US N 2 2043-03-15 Fixed 4.45000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAX6 315000.00000000 PA USD 308200.10000000 0.043441762880 Long DBT CORP XX N 2 2027-05-01 Fixed 3.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 110000.00000000 PA USD 99541.41000000 0.014030671404 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AY8 10000.00000000 PA USD 10147.79000000 0.001430362569 Long DBT CORP US N 2 2028-08-15 Fixed 8.00000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AN1 15000.00000000 PA USD 15462.09000000 0.002179429686 Long DBT CORP US N 2 2055-06-23 Fixed 6.25000000 N N N N N N UMBS, TBA N/A 01F060675 41295000.00000000 PA USD 41960792.68000000 5.914504264853 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AG7 68000.00000000 PA USD 64192.63000000 0.009048150896 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FV0 69000.00000000 PA USD 54448.85000000 0.007674734793 Long DBT CORP US N 2 2049-05-15 Fixed 4.13000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BZ6 75000.00000000 PA USD 54412.02000000 0.007669543490 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36266GAC1 103000.00000000 PA USD 105475.63000000 0.014867118174 Long DBT CORP US N 2 2035-06-15 Fixed 5.50000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAD5 30000.00000000 PA USD 30755.43000000 0.004335073536 Long DBT CORP US N 2 2033-06-15 Fixed 9.63000000 N N N N N N Bank N/A 06541BBQ0 1201929.38000000 PA USD 66489.05000000 0.009371838439 Long ABS-MBS CORP US N 2 2056-02-15 Variable 1.21000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAB1 328000.00000000 PA USD 322038.53000000 0.045392332639 Long DBT CORP US N 2 2028-09-01 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200J2H2 12386.77000000 PA USD 12805.67000000 0.001804999023 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 6.00000000 N N N N N N OTP BANK NYRT 529900W3MOO00A18X956 000000000 200000.00000000 PA USD 204076.00000000 0.028765147063 Long DBT CORP HU N 2 2027-05-25 Fixed 7.50000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FT0 665000.00000000 PA USD 471914.70000000 0.066517845053 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176CHA6 1177.81000000 PA USD 1121.32000000 0.000158053542 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N ALLEGION US HOLDING CO 5493002B66JX7J7SXI33 01748TAC5 53000.00000000 PA USD 54557.61000000 0.007690064853 Long DBT CORP US N 2 2032-07-01 Fixed 5.41000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RA8 1067297.40000000 PA USD 792991.63000000 0.111774637180 Long DBT UST US N 2 2043-02-15 Fixed 0.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARLU3 4587.54000000 PA USD 4372.02000000 0.000616249819 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67114JAA8 845444.77000000 PA USD 691718.65000000 0.097499895597 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EG29 28400.23000000 PA USD 28643.87000000 0.004037442585 Long ABS-MBS USGA US N 2 2036-02-20 Fixed 5.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 340000.00000000 PA USD 330869.83000000 0.046637131847 Long DBT CORP US N 2 2034-11-01 Fixed 5.05000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBB3 12000.00000000 PA USD 10077.65000000 0.001420476118 Long DBT CORP US N 2 2044-11-15 Fixed 4.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BV3 27000.00000000 PA USD 27902.77000000 0.003932982234 Long DBT CORP US N 2 2033-03-01 Fixed 5.88000000 N N N N N N Freddie Mac - SCRT N/A 35563PLK3 192571.42000000 PA USD 180119.93000000 0.025388464471 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAU4 59000.00000000 PA USD 60935.37000000 0.008589029966 Long DBT CORP US N 2 2030-06-06 Fixed 5.72000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 595000.00000000 PA USD 521113.78000000 0.073452608433 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176JFC9 1906.84000000 PA USD 1815.33000000 0.000255876410 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DM8 460000.00000000 PA USD 462090.03000000 0.065133027252 Long DBT CORP US N 2 2027-11-01 Fixed 4.38000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KL0 680000.00000000 PA USD 704516.79000000 0.099303833244 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAL5 8671000.00000000 PA USD 8051158.95000000 1.134835900502 Long DBT UST US N 2 2027-09-30 Fixed 0.38000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDM9 60000.00000000 PA USD 60189.23000000 0.008483859212 Long DBT CORP US N 2 2055-03-15 Fixed 5.90000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 230000.00000000 PA USD 237488.25000000 0.033474707644 Long DBT CORP US N 2 2029-07-25 Fixed 5.57000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284N7 3184000.00000000 PA USD 3112981.87000000 0.438784478809 Long DBT UST US N 2 2028-05-15 Fixed 2.88000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 99000.00000000 PA USD 96770.89000000 0.013640157991 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GK4 605000.00000000 PA USD 611217.83000000 0.086153054587 Long DBT CORP US N 2 2033-04-01 Fixed 5.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03465EAA9 388297.54000000 PA USD 330618.50000000 0.046601706102 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.07000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AV0 730000.00000000 PA USD 758521.87000000 0.106916017276 Long DBT CORP CH N 2 2028-08-11 Fixed 6.44000000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAC8 235000.00000000 PA USD 240165.16000000 0.033852026436 Long DBT CORP IE N 2 2034-05-08 Fixed 6.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCA7 625000.00000000 PA USD 623181.29000000 0.087839341491 Long DBT CORP US N 2 2028-02-15 Fixed 4.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RR1 615951.70000000 PA USD 466545.65000000 0.065761060753 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N Chase Mortgage Finance Corporation N/A 16164AAC9 76510.76000000 PA USD 70964.98000000 0.010002734697 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 200000.00000000 PA USD 141102.52000000 0.019888839152 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LCE7 315000.00000000 PA USD 316335.94000000 0.044588534838 Long DBT CORP US N 2 2035-03-15 Fixed 4.95000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHU6 131000.00000000 PA USD 113941.13000000 0.016060356735 Long DBT CORP US N 2 2040-04-23 Fixed 4.08000000 N N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAF7 50000.00000000 PA USD 53185.69000000 0.007496688461 Long DBT US N 2 2029-12-01 Fixed 7.75000000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AF2 24000.00000000 PA USD 24127.79000000 0.003400887060 Long DBT CORP CA N 2 2026-06-15 Fixed 5.37000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAM5 43000.00000000 PA USD 44282.02000000 0.006241688476 Long DBT CORP US N 2 2055-05-15 Fixed 6.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AFLL6 779.49000000 PA USD 776.92000000 0.000109509290 Long ABS-MBS USGSE US N 2 2043-06-25 Fixed 1.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJW97 127982.43000000 PA USD 118882.23000000 0.016756820151 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BYU4 61878.11000000 PA USD 57304.41000000 0.008077234858 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413JTJ3 271.89000000 PA USD 282.66000000 0.000039841806 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N PRP Advisors, LLC N/A 74390PAA5 103894.28000000 PA USD 104137.21000000 0.014678463711 Long ABS-MBS CORP US N 2 2029-11-25 Variable 5.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176N2L4 7532.10000000 PA USD 7133.41000000 0.001005476330 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N GCAT N/A 36167TAA7 327014.26000000 PA USD 291893.48000000 0.041143294062 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.87000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 76000.00000000 PA USD 71642.26000000 0.010098199420 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 806000.00000000 PA USD 596093.67000000 0.084021257185 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Y95 1087000.00000000 PA USD 1062882.19000000 0.149816551220 Long DBT UST US N 2 2026-07-31 Fixed 1.88000000 N N N N N N STRATHCONA RESOURCES 549300YNIUISTSZMLF56 86304TAA6 71000.00000000 PA USD 71005.33000000 0.010008422155 Long DBT CORP CA N 2 2026-08-01 Fixed 6.88000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967CC3 301000.00000000 PA USD 316089.54000000 0.044553803991 Long DBT CORP US N 2 2033-10-31 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290VPU2 4066.93000000 PA USD 4057.89000000 0.000571972219 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 900000.00000000 PA USD 900000.00000000 0.126857799826 Long RA CORP US N 2 Repurchase N 4.39000000 2025-07-01 902906.25000000 USD 918529.23000000 USD UST N N N AT&T INC 549300Z40J86GGSTL398 00206RMT6 11000.00000000 PA USD 11313.75000000 0.001594708258 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292GL52 9697.32000000 PA USD 10154.17000000 0.001431261850 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FRK75 274265.82000000 PA USD 252339.78000000 0.035568076999 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 2.50000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAF3 29000.00000000 PA USD 28951.02000000 0.004080736333 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DG1 225000.00000000 PA USD 228181.17000000 0.032162845764 Long DBT CORP GB N 2 2028-08-11 Fixed 5.21000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AX4 175000.00000000 PA USD 185872.31000000 0.026199280328 Long DBT CORP US N 2 2033-10-15 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8MF1 211744.79000000 PA USD 195302.12000000 0.027528441382 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AC5X8 15565.20000000 PA USD 15192.01000000 0.002141361070 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAJ5 102000.00000000 PA USD 80052.19000000 0.011283605216 Long DBT CORP US N 2 2049-03-01 Fixed 3.95000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CK4 130000.00000000 PA USD 88148.28000000 0.012424774288 Long DBT CORP US N 2 2050-03-15 Fixed 3.40000000 N N N N N N HILTON GRAND VAC LLC/INC N/A 43284MAB4 60000.00000000 PA USD 55287.38000000 0.007792928205 Long DBT CORP US N 2 2031-07-01 Fixed 4.88000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAP4 26000.00000000 PA USD 21808.83000000 0.003074022433 Long DBT CORP US N 2 2052-06-15 Fixed 4.50000000 N N N N N N SAKS GLOBAL ENTERPRISES N/A 79380MAA3 62000.00000000 PA USD 23250.00000000 0.003277159828 Long DBT CORP US N 2 2029-12-15 Fixed 11.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AL4 54000.00000000 PA USD 54763.31000000 0.007719058908 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMY4 100000.00000000 PA USD 99984.38000000 0.014093109404 Long DBT UST US N 2 2027-04-30 Fixed 3.75000000 N N N N N N Credit Suisse Mortgage Trust N/A 126416AA4 647355.50000000 PA USD 588754.87000000 0.082986830494 Long ABS-MBS CORP US N 2 2066-11-25 Variable 2.27000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295QK74 22938.64000000 PA USD 23241.91000000 0.003276019518 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.00000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900UGRYVHG7BY6M45 74143HAA3 536140.42000000 PA USD 540794.76000000 0.076226703790 Long ABS-O CORP US N 2 2055-04-25 Variable 6.71000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAR8 1205000.00000000 PA USD 1227470.19000000 0.173015741840 Long DBT CORP FR N 2 2031-05-27 Fixed 5.22000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAF3 227000.00000000 PA USD 223639.95000000 0.031522746678 Long DBT CORP US N 2 2028-05-01 Fixed 3.54000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKX8 6761000.00000000 PA USD 6886712.34000000 0.970703528324 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46647TAS7 1355000.00000000 PA USD 1333676.23000000 0.187985813576 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA90 307565.73000000 PA USD 257938.80000000 0.036357276286 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N SPECIALTY BUILDING PRODU N/A 84749AAC1 37000.00000000 PA USD 36361.81000000 0.005125310238 Long DBT CORP US N 2 2029-10-15 Fixed 7.75000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 485000.00000000 PA USD 496670.20000000 0.070007209790 Long DBT CORP US N 2 2036-04-30 Fixed 6.88000000 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324XAA3 300000.00000000 PA USD 302156.25000000 0.042589863420 Long ABS-O CORP US N 2 2045-09-15 Fixed 5.05000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BJ4 38000.00000000 PA USD 31348.47000000 0.004418664369 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAJ9 720100.00000000 PA USD 717815.91000000 0.101178385581 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.12000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A 92868MAE9 250000.00000000 PA USD 253310.33000000 0.035704879041 Long ABS-O CORP US N 2 2031-07-21 Fixed 4.61000000 N N N N N N SOTERA HEALTH HLDGS LLC 549300OVT7MBXFLOFU20 83600WAE9 55000.00000000 PA USD 57224.37000000 0.008065952971 Long DBT CORP US N 2 2031-06-01 Fixed 7.38000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703DBP5 99000.00000000 PA USD 98119.00000000 0.013830178290 Long DBT CORP US N 2 2030-02-01 Fixed 4.35000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 155000.00000000 PA USD 138760.18000000 0.019558679042 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24381WAA6 129241.22000000 PA USD 114159.79000000 0.016091177542 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BW9 563703.01000000 PA USD 515008.79000000 0.072592091100 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N Summit Issuer, LLC N/A 86613XAA3 290000.00000000 PA USD 285905.78000000 0.040299309120 Long ABS-O CORP US N 2 2050-12-20 Fixed 2.29000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TR9 4849000.00000000 PA USD 3954965.63000000 0.557464709124 Long DBT UST US N 2 2053-05-15 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7E6 1868413.35000000 PA USD 1483492.44000000 0.209102874442 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SY5 455000.00000000 PA USD 330443.75000000 0.046577074546 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAT6 76000.00000000 PA USD 66502.83000000 0.009373780773 Long DBT CORP US N 2 2043-02-01 Fixed 5.15000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 247000.00000000 PA USD 180743.61000000 0.025476374108 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAC4 97000.00000000 PA USD 100324.69000000 0.014141077157 Long DBT CORP US N 2 2031-03-01 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VWK4 5540.85000000 PA USD 5609.75000000 0.000790711713 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807HAD8 1030000.00000000 PA USD 1033864.25000000 0.145726382304 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.81000000 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAL5 93000.00000000 PA USD 87046.10000000 0.012269418588 Long DBT CORP US N 2 2029-09-15 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290SGF2 1131.40000000 PA USD 1146.12000000 0.000161549179 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAE3 200000.00000000 PA USD 206473.03000000 0.029103015899 Long DBT CORP US N 2 2032-12-06 Fixed 5.38000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 70000.00000000 PA USD 55150.49000000 0.007773633134 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BL3 69000.00000000 PA USD 70290.34000000 0.009907642090 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CQ2 52000.00000000 PA USD 40200.74000000 0.005666419364 Long DBT CORP US N 2 2048-06-15 Fixed 4.10000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BN2 165000.00000000 PA USD 171478.64000000 0.024170447764 Long DBT CORP US N 2 2053-09-01 Fixed 6.63000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659FAA3 368628.74000000 PA USD 330675.83000000 0.046609786944 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.84000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 11070TAM0 128000.00000000 PA USD 125592.34000000 0.017702631030 Long DBT NUSS CA N 2 2033-07-06 Fixed 4.20000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAL7 445000.00000000 PA USD 458269.14000000 0.064594460920 Long DBT CORP US N 2 2035-05-15 Fixed 5.75000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 577000.00000000 PA USD 465099.06000000 0.065557159392 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYM6 141976.37000000 PA USD 126288.86000000 0.017800807691 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N GREYSTAR REAL ESTATE PAR 254900HGC806SXAS4M46 39807UAD8 39000.00000000 PA USD 41395.93000000 0.005834885112 Long DBT CORP US N 2 2030-09-01 Fixed 7.75000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 171239AL0 102000.00000000 PA USD 103738.44000000 0.014622255839 Long DBT CORP US N 2 2029-08-15 Fixed 4.65000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAD9 11000.00000000 PA USD 11180.31000000 0.001575899475 Long DBT CORP US N 2 2027-04-15 Fixed 7.88000000 N N N N N N Angel Oak Mortgage Trust N/A 03465MAA1 336627.71000000 PA USD 299111.43000000 0.042160686569 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.82000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBV1 300000.00000000 PA USD 300714.73000000 0.042386676692 Long DBT CORP US N 2 2033-09-11 Fixed 4.89000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202X5W3 881.24000000 PA USD 890.68000000 0.000125544116 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBM7 34000.00000000 PA USD 34616.66000000 0.004879325916 Long DBT CORP US N 2 2032-03-15 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWN90 1425801.51000000 PA USD 1449462.87000000 0.204306300687 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAD7 3000.00000000 PA USD 3104.38000000 0.000437572018 Long DBT CORP US N 2 2032-03-01 Fixed 6.88000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAU9 250000.00000000 PA USD 259529.83000000 0.036581536914 Long DBT CORP FR N 2 2035-01-18 Fixed 6.51000000 N N N N N N GOODMAN US FINANCE SIX N/A 38239EAC6 25000.00000000 PA USD 24918.27000000 0.003512307675 Long DBT US N 2 2034-10-07 Fixed 5.13000000 N N N N N N LIBERTY UTILITIES FIN N/A 531546AB5 62000.00000000 PA USD 54437.00000000 0.007673064499 Long DBT CORP US N 2 2030-09-15 Fixed 2.05000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BQ2 33000.00000000 PA USD 33508.16000000 0.004723079393 Long DBT CORP US N 2 2034-08-15 Fixed 5.38000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 056121AA4 575000.00000000 PA USD 585489.61000000 0.082526581939 Long DBT CORP FR N 2 2031-05-28 Fixed 5.39000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBH6 31000.00000000 PA USD 22347.43000000 0.003149939779 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N Bank N/A 06035RBH8 8201635.48000000 PA USD 100714.44000000 0.014196013632 Long ABS-MBS CORP US N 2 2060-09-15 Variable 0.65000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFK5 71000.00000000 PA USD 51499.00000000 0.007258944259 Long DBT CORP US N 2 2049-09-01 Fixed 3.63000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAN7 704000.00000000 PA USD 689316.06000000 0.097161243063 Long DBT CORP US N 2 2065-05-15 Fixed 5.30000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 120000.00000000 PA USD 123094.31000000 0.017350525930 Long DBT CORP US N 2 2032-02-03 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290QJD8 8990.00000000 PA USD 9119.49000000 0.001285420485 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474XAA3 288040.41000000 PA USD 287123.81000000 0.040470994238 Long ABS-MBS CORP US N 2 2061-07-25 Variable 5.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 763000.00000000 PA USD 610687.68000000 0.086078328295 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 350000.00000000 PA USD 367239.75000000 0.051763585215 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBN7 36000.00000000 PA USD 36916.39000000 0.005203480014 Long DBT CORP US N 2 2029-02-15 Fixed 5.13000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAU8 340000.00000000 PA USD 341440.52000000 0.048127103487 Long DBT CORP US N 2 2035-03-15 Fixed 5.05000000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 715000.00000000 PA USD 681360.39000000 0.096039866627 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N HORMEL FOODS CORP MSD54751OJP1FS2ND863 440452AK6 69000.00000000 PA USD 69702.91000000 0.009824842004 Long DBT CORP US N 2 2027-03-30 Fixed 4.80000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CD2 540000.00000000 PA USD 543019.98000000 0.076540355471 Long DBT CORP US N 2 2035-05-01 Fixed 5.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213RTY3 474.48000000 PA USD 488.40000000 0.000068841499 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBS8 76000.00000000 PA USD 65934.03000000 0.009293606643 Long DBT US N 2 2031-09-15 Fixed 2.30000000 N N N N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 526107AG2 68000.00000000 PA USD 70121.80000000 0.009883885853 Long DBT CORP US N 2 2028-09-15 Fixed 5.50000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBS8 42000.00000000 PA USD 43761.25000000 0.006168284325 Long DBT CORP US N 2 2033-02-14 Fixed 6.70000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBX7 29000.00000000 PA USD 21940.41000000 0.003092569044 Long DBT CORP GB N 2 2081-06-04 Fixed 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176W3A7 15018.98000000 PA USD 14269.09000000 0.002011272625 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVA7 673135.69000000 PA USD 536888.51000000 0.075676105700 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 365000.00000000 PA USD 379529.19000000 0.053495820014 Long DBT CORP FR N 2 2035-01-10 Fixed 6.25000000 N N N N N N CD Commercial Mortgage Trust N/A 12515ABE9 1300000.00000000 PA USD 1255086.04000000 0.176908281808 Long ABS-MBS CORP US N 2 2049-11-10 Variable 3.53000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AZ9 43000.00000000 PA USD 44726.04000000 0.006304274477 Long DBT CORP US N 2 2037-09-15 Fixed 5.90000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2Z6 583000.00000000 PA USD 594112.40000000 0.083741991015 Long DBT CORP FR N 2 2030-11-19 Fixed 5.28000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ACSU9 8837.71000000 PA USD 8676.73000000 0.001223012086 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N PARK RIVER HOLDINGS INC 254900PGY077KWCROT75 70082LAB3 63000.00000000 PA USD 51379.20000000 0.007242058076 Long DBT CORP US N 2 2029-08-01 Fixed 6.75000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46646RAJ2 1110000.00000000 PA USD 1080346.24000000 0.152278163397 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.14000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CJ2 27000.00000000 PA USD 23795.55000000 0.003354056798 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448GA0 55000.00000000 PA USD 55682.28000000 0.007848590589 Long DBT CORP US N 2 2028-02-07 Fixed 4.45000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 290000.00000000 PA 341833.76000000 0.048182531888 Long DBT NUSS MK N 2 2026-06-03 Fixed 3.68000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCV5 220000.00000000 PA USD 200367.16000000 0.028242374527 Long DBT CORP US N 2 2064-09-27 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJTG3 59224.38000000 PA USD 52303.59000000 0.007372353722 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 237194AP0 37000.00000000 PA USD 37070.80000000 0.005225244584 Long DBT CORP US N 2 2027-10-15 Fixed 4.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZA9 150612.91000000 PA USD 133304.31000000 0.018789657193 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292LEX8 8278.23000000 PA USD 8611.48000000 0.001213814895 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 6.00000000 N N N N N N NATIONAL HEALTH INVESTOR 549300ZPKZIG6DKDEC02 63633DAF1 60000.00000000 PA USD 53223.55000000 0.007502024946 Long DBT US N 2 2031-02-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC93 255000.00000000 PA USD 261418.72000000 0.036847781836 Long DBT CORP US N 2 2031-04-23 Fixed 5.22000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBD2 47000.00000000 PA USD 48510.41000000 0.006837693201 Long DBT US N 2 2029-06-01 Fixed 5.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 450000.00000000 PA USD 384995.16000000 0.054266265490 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N WISCONSIN POWER & LIGHT JWBYHVQVMY66CVCOSO49 976826BQ9 38000.00000000 PA USD 35917.76000000 0.005062720009 Long DBT CORP US N 2 2032-09-01 Fixed 3.95000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3274.95000000 -0.00046161439 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 658000.00000000 BRL 115543.19000000 USD 2025-09-17 -3274.95000000 N N N Fannie Mae - CAS N/A 20754RAF3 782000.00000000 PA USD 800951.38000000 0.112896588705 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 7.41000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QV3 4812274.50000000 PA USD 3735816.34000000 0.526574934943 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DA4 52000.00000000 PA USD 53665.68000000 0.007564344545 Long DBT CORP US N 2 2032-03-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TZ1 500000.00000000 PA USD 483125.00000000 0.068097971712 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 54000.00000000 PA USD 49470.30000000 0.006972992683 Long DBT CORP US N 2 2031-02-11 Fixed 2.57000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291FH68 934.09000000 PA USD 933.42000000 0.000131568452 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 130000.00000000 PA USD 139710.26000000 0.019692595774 Long DBT CORP US N 2 2031-05-01 Fixed 6.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FFW1 62535.12000000 PA USD 60411.54000000 0.008515194498 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292LDS0 433.44000000 PA USD 437.77000000 0.000061705043 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 5.00000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAR5 94000.00000000 PA USD 74602.74000000 0.010515488286 Long DBT CORP US N 2 2040-04-05 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294TFH3 3313.54000000 PA USD 3412.98000000 0.000481070148 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 6.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAC2 760000.00000000 PA USD 775626.87000000 0.109327020238 Long DBT CORP CA N 2 2031-02-04 Fixed 5.15000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBS6 320000.00000000 PA USD 322639.73000000 0.045477073649 Long DBT CORP US N 2 2030-05-01 Fixed 4.80000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F83S0 1590308.00000000 PA USD 67509.21000000 0.009515633165 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.11000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165ET3 275000.00000000 PA USD 281871.49000000 0.039730663394 Long DBT CORP US N 2 2035-06-01 Fixed 5.45000000 N N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AY9 16000.00000000 PA USD 14108.48000000 0.001988634146 Long DBT CORP US N 2 2032-01-15 Fixed 2.95000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAN8 260000.00000000 PA USD 261910.93000000 0.036917160367 Long DBT CORP IT N 2 2034-05-15 Fixed 5.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GC1 490000.00000000 PA USD 324730.26000000 0.045771740356 Long DBT CORP US N 2 2051-12-01 Fixed 3.20000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RCB1 85000.00000000 PA USD 86799.33000000 0.012234635589 Long DBT CORP US N 2 2031-02-11 Fixed 4.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV4Y8 82962.39000000 PA USD 78082.73000000 0.011006003702 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CU3 171000.00000000 PA USD 101316.27000000 0.014280843443 Long DBT CORP US N 2 2051-01-15 Fixed 2.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290SR86 10101.28000000 PA USD 10236.38000000 0.001442849605 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXA3 59803.75000000 PA USD 56788.90000000 0.008004572120 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N SG Commercial Mortgage Securities Trust N/A 78397FAA1 975000.00000000 PA USD 910017.81000000 0.128269841310 Long ABS-MBS CORP US N 2 2037-03-15 Fixed 2.63000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEP7 517000.00000000 PA USD 518546.20000000 0.073090700044 Long DBT CORP US N 2 2028-10-22 Fixed 4.51000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KP1 278000.00000000 PA USD 299264.77000000 0.042182300319 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161HAG5 3811038.15000000 PA USD 40427.11000000 0.005698326919 Long ABS-MBS CORP US N 2 2051-07-15 Variable 0.62000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BR0 515000.00000000 PA USD 514072.36000000 0.072460098379 Long DBT CORP US N 2 2035-01-15 Fixed 5.20000000 N N N N N N HOWARD UNIVERSITY 5493000EDHIQDJSTOF89 442851AV3 100000.00000000 PA USD 87222.96000000 0.012294347555 Long DBT CORP US N 2 2031-10-01 Fixed 2.90000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HZ9 275000.00000000 PA USD 266707.34000000 0.037593229277 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKR1 500000.00000000 PA USD 506582.03000000 0.071404313063 Long DBT UST US N 2 2027-05-15 Fixed 4.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CN8 200000.00000000 PA USD 214034.19000000 0.030168784923 Long DBT CORP GB N 2 2028-11-16 Fixed 7.77000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAQ1 465000.00000000 PA USD 456039.53000000 0.064280190455 Long DBT CORP US N 2 2035-02-15 Fixed 6.10000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BU3 73000.00000000 PA USD 70942.14000000 0.009999515328 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBB6 5040000.00000000 PA USD 4672631.28000000 0.658621915091 Long DBT UST US N 2 2027-12-31 Fixed 0.63000000 N N N N N N PRICOA GLOBAL FUNDING 1 635400IBXEBMD9ADYA79 74153WCW7 150000.00000000 PA USD 151668.42000000 0.021378135627 Long DBT CORP US N 2 2030-05-28 Fixed 4.70000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFV1 95000.00000000 PA USD 55995.40000000 0.007892725827 Long DBT CORP US N 2 2060-11-20 Fixed 3.00000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EK2 34000.00000000 PA USD 21266.88000000 0.002997632895 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 242000.00000000 PA USD 221452.76000000 0.031214455443 Long DBT CORP US N 2 2037-03-08 Fixed 3.85000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LB5 285000.00000000 PA USD 288965.95000000 0.040730649602 Long DBT CORP US N 2 2035-03-15 Fixed 5.20000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -3.00000000 NC USD -166.64000000 -0.00002348842 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU5 Comdty 2025-09-30 -326833.36000000 USD -166.64000000 N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBJ4 335000.00000000 PA USD 339681.78000000 0.047879203613 Long DBT CORP US N 2 2030-01-15 Fixed 4.70000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DG3 9000.00000000 PA USD 9201.22000000 0.001296940583 Long DBT CORP CA N 2 2055-04-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M75P6 69700.78000000 PA USD 65451.45000000 0.009225585491 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADX2 48000.00000000 PA USD 48614.74000000 0.006852398839 Long DBT CORP US N 2 2032-06-23 Fixed 5.40000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAP7 6000.00000000 PA USD 6377.06000000 0.000898866445 Long DBT CORP US N 2 2031-10-15 Fixed 7.75000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 63000.00000000 PA USD 58719.15000000 0.008276646862 Long DBT CORP US N 2 2029-01-15 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9WZ4 243835.85000000 PA USD 234558.74000000 0.033061784096 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAA8 4000.00000000 PA USD 4004.08000000 0.000564387532 Long DBT CORP US N 2 2027-04-01 Fixed 6.88000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AZ5 15000.00000000 PA USD 15016.62000000 0.002116639304 Long DBT CORP US N 2 2031-07-31 Fixed 8.50000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 425000.00000000 PA USD 435619.02000000 0.061401856044 Long DBT CORP GB N 2 2029-03-26 Fixed 5.13000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 825000.00000000 PA USD 854128.28000000 0.120392038189 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 90000.00000000 PA USD 64636.63000000 0.009110734077 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 51000.00000000 PA USD 49537.28000000 0.006982433722 Long DBT CORP US N 2 2030-01-15 Fixed 5.88000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 143000.00000000 PA USD 122413.33000000 0.017254539681 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBT7 895000.00000000 PA USD 749214.60000000 0.105604128615 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N Emera US Finance LP N/A 29103DAM8 62000.00000000 PA USD 51546.99000000 0.007265708598 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GK3 110000.00000000 PA USD 109811.22000000 0.015478233072 Long DBT CORP US N 2 2054-05-15 Fixed 5.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204DX20 11834.16000000 PA USD 11574.70000000 0.001631489972 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAD7 5000.00000000 PA USD 5131.34000000 0.000723278336 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2G4 545000.00000000 PA USD 549260.78000000 0.077420015646 Long DBT CORP US N 2 2027-12-10 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AST36 59991.49000000 PA USD 57941.77000000 0.008167072733 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N MFRA Trust N/A 55283FAA6 121503.48000000 PA USD 113693.77000000 0.016025490573 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.15000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAJ0 395000.00000000 PA USD 348412.81000000 0.049109869453 Long DBT CORP US N 2 2030-06-15 Fixed 1.75000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFT4 81000.00000000 PA USD 80930.88000000 0.011407459305 Long DBT CORP US N 2 2027-09-16 Fixed 4.12000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAC4 15000.00000000 PA USD 15049.66000000 0.002121296395 Long DBT CORP US N 2 2028-04-01 Fixed 6.25000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAE1 29000.00000000 PA USD 18423.25000000 0.002596814400 Long DBT CORP US N 2 2052-05-15 Fixed 3.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KLA4 5269.13000000 PA USD 5532.90000000 0.000779879467 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 6.00000000 N N N N N N BRINKER INTERNATIONAL IN 52990067JY6PBGJNTG76 109641AK6 49000.00000000 PA USD 52223.61000000 0.007361080292 Long DBT CORP US N 2 2030-07-15 Fixed 8.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GSEB1 45943.75000000 PA USD 43162.58000000 0.006083899926 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAJ4 200000.00000000 PA USD 200988.96000000 0.028330019172 Long DBT CORP MA N 2 2036-03-01 Fixed 6.70000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 74143FAA7 221092.71000000 PA USD 219847.16000000 0.030988141128 Long ABS-O CORP US N 2 2051-07-25 Variable 4.74000000 N N N N N N Towd Point Mortgage Trust N/A 89179TAA2 1015657.28000000 PA USD 884316.64000000 0.124647181445 Long ABS-MBS CORP US N 2 2060-11-30 Variable 2.92000000 N N N N N N APOLLO CMMRL REAL EST FI 549300E0AN7M2AQHSY29 03762UAD7 68000.00000000 PA USD 64644.81000000 0.009111887074 Long DBT US N 2 2029-06-15 Fixed 4.63000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAL4 350000.00000000 PA USD 341925.47000000 0.048195458698 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300ZVNWG0TX42H716 94989VAG4 4239098.91000000 PA USD 88.60000000 0.000012488445 Long ABS-MBS CORP US N 2 2057-09-15 Variable 0.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR89 285695.50000000 PA USD 262273.31000000 0.036968238955 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913UAU4 940000.00000000 PA USD 957345.40000000 0.134940812353 Long DBT CORP US N 2 2029-11-15 Fixed 4.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLF6 675000.00000000 PA USD 659047.85000000 0.092894844701 Long DBT UST US N 2 2034-08-15 Fixed 3.88000000 N N N N N N New Economy Assets Phase 1 Issuer LLC N/A 643821AA9 485000.00000000 PA USD 456621.63000000 0.064362239261 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283W8 2348000.00000000 PA USD 2292143.29000000 0.323084727396 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BJ5 15000.00000000 PA USD 15666.00000000 0.002208171435 Long DBT CORP US N 2 2030-01-15 Fixed 8.25000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 50000.00000000 PA USD 54085.35000000 0.007623498337 Long DBT CORP US N 2 2030-08-15 Fixed 9.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9Z78 7347.68000000 PA USD 7267.24000000 0.001024340085 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SK5 6908000.00000000 PA USD 4442977.32000000 0.626251474994 Long DBT UST US N 2 2049-11-15 Fixed 2.38000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3D1 92000.00000000 PA USD 88806.74000000 0.012517586273 Long DBT CORP US N 2 2026-10-02 Fixed 1.73000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 120000.00000000 PA USD 112338.68000000 0.015834486422 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCF0 168000.00000000 PA USD 164034.51000000 0.023121174482 Long DBT CORP US N 2 2054-06-15 Fixed 5.80000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 535000.00000000 PA USD 534248.62000000 0.075304004992 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AX0 39000.00000000 PA USD 38326.67000000 0.005402263367 Long DBT CORP US N 2 2030-06-30 Fixed 7.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C5Q75 11482.40000000 PA USD 11230.59000000 0.001582986597 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Fannie Mae - CAS N/A 20754LAF6 311000.00000000 PA USD 319260.16000000 0.045000712744 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 7.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLLW2 51358.91000000 PA USD 48571.27000000 0.006846271607 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N DC Commercial Mortgage Trust N/A 24022FAG5 75000.00000000 PA USD 74942.91000000 0.010563436305 Long ABS-MBS CORP US N 2 2040-04-13 Variable 7.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DC91 156866.37000000 PA USD 151508.65000000 0.021355615548 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 450000.00000000 PA USD 445878.39000000 0.062847946161 Long DBT CORP US N 2 2045-10-23 Fixed 6.48000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3L5 277000.00000000 PA USD 283015.21000000 0.039891874286 Long DBT CORP US N 2 2028-04-22 Fixed 5.71000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336VAZ4 1605170.28000000 PA USD 158151.33000000 0.022291921959 Long ABS-MBS CORP US N 2 2057-02-15 Variable 1.86000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 885000.00000000 PA USD 761973.32000000 0.107402509890 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307AFP2 7773.53000000 PA USD 7594.54000000 0.001070474038 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GS7 20000.00000000 PA USD 19358.40000000 0.002728626702 Long DBT CORP US N 2 2054-08-15 Fixed 5.55000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AX2 475000.00000000 PA USD 488238.25000000 0.068818700206 Long DBT CORP US N 2 2035-06-29 Fixed 5.60000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAL6 65000.00000000 PA USD 65795.93000000 0.009274141019 Long DBT CORP US N 2 2034-08-09 Fixed 5.25000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 440000.00000000 PA USD 417902.59000000 0.058904670121 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N NARRAGANSETT ELECTRIC VAI0KZ806W8MCH0BCZ61 631005BK0 50000.00000000 PA USD 50632.85000000 0.007136857722 Long DBT CORP US N 2 2034-05-01 Fixed 5.35000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAN1 680000.00000000 PA USD 637876.99000000 0.089910746123 Long DBT US N 2 2029-11-15 Fixed 3.10000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAQ5 46000.00000000 PA USD 47828.32000000 0.006741550494 Long DBT CORP US N 2 2032-05-15 Fixed 7.88000000 N N N N N N New Residential Mortgage Loan Trust N/A 64831EAA8 90682.78000000 PA USD 86339.03000000 0.012169754872 Long ABS-MBS CORP US N 2 2058-10-25 Variable 0.94000000 N N N N N N PHOENIX AVIATION CAPITAL 8945008YQAKXZQ3VYJ15 71910DAA9 35000.00000000 PA USD 36250.81000000 0.005109664442 Long DBT CORP IE N 2 2030-07-15 Fixed 9.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQU67 239546.24000000 PA USD 231264.47000000 0.032597446491 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N BX Trust N/A 05608BAA8 94195.89000000 PA USD 93489.42000000 0.013177624586 Long ABS-MBS CORP US N 2 2034-04-15 Floating 5.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD3H2 64797.96000000 PA USD 57826.24000000 0.008150788420 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.00000000 N N N N N N CHAMPIONS FINANCING INC 391200ZDD75EGEUJ7625 15870LAA6 59000.00000000 PA USD 56963.62000000 0.008029199448 Long DBT CORP US N 2 2029-02-15 Fixed 8.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QZC6 3155.13000000 PA USD 3101.56000000 0.000437174530 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MDQ0 36000.00000000 PA USD 36603.38000000 0.005159360281 Long DBT CORP JP N 2 2044-07-09 Fixed 5.84000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBP5 2381000.00000000 PA USD 2226514.03000000 0.313834079032 Long DBT UST US N 2 2028-02-29 Fixed 1.13000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AX8 190000.00000000 PA USD 162050.74000000 0.022841555929 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RV2 648000.00000000 PA USD 486480.94000000 0.068571001895 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 1415000.00000000 PA USD 1292248.65000000 0.182146467297 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Bank N/A 06540AAE1 4043954.62000000 PA USD 118250.49000000 0.016667774433 Long ABS-MBS CORP US N 2 2062-09-15 Variable 0.92000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F9YZ8 3460633.76000000 PA USD 112149.45000000 0.015807813865 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.81000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAB5 29000.00000000 PA USD 30818.01000000 0.004343894381 Long DBT CORP US N 2 2032-05-15 Fixed 8.63000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAU2 265000.00000000 PA USD 265195.54000000 0.037380136364 Long DBT CORP US N 2 2033-05-15 Fixed 5.13000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAN1 185000.00000000 PA USD 179645.24000000 0.025321555439 Long DBT CORP US N 2 2026-05-15 Fixed 0.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QW1 1520000.00000000 PA USD 1213743.74000000 0.171080956010 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAF8 399000.00000000 PA USD 373283.16000000 0.052615422655 Long DBT CORP FR N 2 2064-09-10 Fixed 5.43000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EQ4 455000.00000000 PA USD 431817.75000000 0.060866055212 Long DBT NUSS CO N 2 2054-11-07 Fixed 8.38000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HT3 100000.00000000 PA USD 102619.87000000 0.014464589918 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N INTL AIRPORT FINANCE SA 959800M9M5LP0KXUP789 45900TAA0 863649.51000000 PA USD 925528.72000000 0.130456152328 Long DBT CORP ES N 2 2033-03-15 Fixed 12.00000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 23000.00000000 PA USD 22177.72000000 0.003126018627 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAG0 108381.48000000 PA USD 101799.94000000 0.014349018234 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.98000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBC4 45000.00000000 PA USD 43033.95000000 0.006065769127 Long DBT CORP KY N 2 2029-06-01 Fixed 4.09000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKQ1 44000.00000000 PA USD 43299.12000000 0.006103145664 Long DBT CORP US N 2 2033-04-27 Fixed 4.57000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 24000.00000000 PA USD 20028.13000000 0.002823027229 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RAX2 50000.00000000 PA USD 50932.33000000 0.007179070359 Long DBT CORP CA N 2 2115-09-15 Fixed 6.13000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CF9 560000.00000000 PA USD 514710.73000000 0.072550078616 Long DBT CORP US N 2 2030-08-15 Fixed 3.38000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163AAF0 1145396.61000000 PA USD 56702.06000000 0.007992331752 Long ABS-MBS CORP US N 2 2053-07-15 Variable 1.92000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJS68 279921.57000000 PA USD 252960.16000000 0.035655521490 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CE2 2000.00000000 PA USD 1426.10000000 0.000201013231 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BT6 39000.00000000 PA USD 37801.80000000 0.005328281308 Long DBT CORP US N 2 2055-05-15 Fixed 5.75000000 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAD5 232000.00000000 PA USD 241105.32000000 0.033984544913 Long DBT CORP US N 2 2033-03-06 Fixed 5.99000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KNLD8 346007.89000000 PA USD 277529.07000000 0.039118585786 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N PRP Advisors, LLC N/A 74448NAA2 1138970.79000000 PA USD 1064740.87000000 0.150078537948 Long ABS-MBS CORP US N 2 2055-05-25 Variable 3.00000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBP2 795000.00000000 PA USD 810263.17000000 0.114209114474 Long DBT CORP US N 2 2030-05-29 Fixed 4.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CMG6 288336.89000000 PA USD 273066.80000000 0.038489614948 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 1700000.00000000 PA USD 980089.85000000 0.138146713337 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 215000.00000000 PA USD 197212.68000000 0.027797740758 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M7UJ5 79991.53000000 PA USD 76421.11000000 0.010771793194 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEL2 140000.00000000 PA USD 120140.16000000 0.016934129298 Long DBT CORP US N 2 2062-05-15 Fixed 4.95000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAD0 72000.00000000 PA USD 72687.33000000 0.010245505287 Long DBT CORP US N 2 2032-11-01 Fixed 6.13000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166CB8 40000.00000000 PA USD 30035.26000000 0.004233563334 Long DBT US N 2 2052-03-09 Fixed 4.00000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CR7 58000.00000000 PA USD 57473.48000000 0.008101065801 Long DBT CORP US N 2 2034-08-14 Fixed 4.60000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFU3 144000.00000000 PA USD 146699.05000000 0.020677687466 Long DBT CORP US N 2 2028-08-14 Fixed 4.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292LDU5 3196.96000000 PA USD 3337.66000000 0.000470453560 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAN7 745000.00000000 PA USD 731308.69000000 0.103080234897 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10569EAA9 68277.38000000 PA USD 66188.41000000 0.009329462296 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.97000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 875000.00000000 PA USD 739001.11000000 0.104164505426 Long DBT CORP CO N 2 2031-11-02 Fixed 4.63000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAB3 385000.00000000 PA USD 400866.34000000 0.056503357685 Long DBT CORP US N 2 2028-08-15 Fixed 6.04000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 20000.00000000 PA USD 17140.08000000 0.002415947597 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T32 27000.00000000 PA USD 27573.72000000 0.003886601613 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 200000.00000000 PA USD 123678.92000000 0.017432928529 Long DBT NUSS SA N 2 2061-02-02 Fixed 3.45000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CJ2 15000.00000000 PA USD 10997.98000000 0.001550199494 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BBC3 890000.00000000 PA USD 927647.00000000 0.130754730484 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NTS0 5655.50000000 PA USD 5603.76000000 0.000789867404 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Aligned Data Centers Issuers LLC N/A 01627AAD0 485000.00000000 PA USD 489589.70000000 0.069009191288 Long ABS-O CORP US N 2 2048-08-17 Fixed 6.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8W5 30000.00000000 PA USD 29317.12000000 0.004132339267 Long DBT CORP US N 2 2064-08-15 Fixed 5.55000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AW6 565000.00000000 PA USD 567832.29000000 0.080037727755 Long DBT NUSS HU N 2 2035-09-26 Fixed 6.00000000 N N N N N N HUDBAY MINERALS INC 894500LX3TMESP27BE29 443628AH5 32000.00000000 PA USD 32502.30000000 0.004581300297 Long DBT CORP CA N 2 2029-04-01 Fixed 6.13000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 58000.00000000 PA USD 57772.54000000 0.008143219238 Long DBT CORP US N 2 2027-04-15 Fixed 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A36C0 44684.54000000 PA USD 42255.43000000 0.005956034311 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HFT6 12760.54000000 PA USD 12453.27000000 0.001755327147 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAJ5 71000.00000000 PA USD 85575.44000000 0.012062124486 Long DBT CORP US N 2 2036-07-15 Fixed 8.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FJ80 24677.72000000 PA USD 23688.82000000 0.003339012872 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 330000.00000000 PA USD 327207.54000000 0.046120920678 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBL8 865000.00000000 PA USD 770747.25000000 0.108639222619 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAU5 5272000.00000000 PA USD 4896370.00000000 0.690158583708 Long DBT UST US N 2 2027-10-31 Fixed 0.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ALG40 20661.04000000 PA USD 19919.29000000 0.002807685892 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AV1 278000.00000000 PA USD 269594.14000000 0.038000132718 Long DBT CORP US N 2 2054-08-15 Fixed 5.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 200000.00000000 PA USD 178595.35000000 0.025173570178 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59022CAJ2 119000.00000000 PA USD 125665.66000000 0.017712965712 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VXX3 1188906.44000000 PA USD 968697.89000000 0.136540981135 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Freddie Mac - STACR 5493000IRLADKYZNON28 35564KB32 335000.00000000 PA USD 353528.85000000 0.049830991206 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 8.31000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDG8 325000.00000000 PA USD 328388.09000000 0.046287322874 Long DBT CORP US N 2 2028-07-25 Fixed 4.85000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CU9 460000.00000000 PA USD 453633.02000000 0.063940985384 Long DBT CORP US N 2 2034-09-01 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E9QD5 95490.44000000 PA USD 89658.46000000 0.012637638857 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 76134KAA2 675000.00000000 PA USD 669317.38000000 0.094342366902 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176WYJ4 8030.12000000 PA USD 7605.17000000 0.001071972370 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Abu Dhabi Government International Bonds 213800FER4348CINTA77 000000000 200000.00000000 PA USD 186317.77000000 0.026262069300 Long DBT NUSS AE N 2 2028-06-02 Fixed 1.63000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 160000.00000000 PA USD 150578.17000000 0.021224461497 Long DBT CORP US N 2 2032-03-15 Fixed 4.22000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMM0 386000.00000000 PA USD 398243.44000000 0.056133651770 Long DBT UST US N 2 2035-02-15 Fixed 4.63000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HX4 110000.00000000 PA USD 100406.42000000 0.014152597255 Long DBT CORP US N 2 2053-12-01 Fixed 5.88000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBU3 270000.00000000 PA USD 269639.02000000 0.038006458694 Long DBT CORP US N 2 2033-02-13 Fixed 4.81000000 N N N N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 98971DAB6 250000.00000000 PA USD 229126.78000000 0.032296132435 Long DBT CORP US N 2 2029-10-29 Fixed 3.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEG2 61000.00000000 PA USD 56808.51000000 0.008007336211 Long DBT CORP US N 2 2064-05-15 Fixed 5.50000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17327DAA9 197939.87000000 PA USD 193410.67000000 0.027261835621 Long ABS-MBS CORP US N 2 2061-03-25 Variable 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFHF6 124608.70000000 PA USD 115654.19000000 0.016301817871 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BX2 83000.00000000 PA USD 84112.96000000 0.011855983380 Long DBT CORP US N 2 2032-05-30 Fixed 4.95000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 1066000.00000000 PA USD 938446.68000000 0.132276978977 Long DBT CORP US N 2 2032-11-08 Fixed 2.55000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162PAY7 1664608.76000000 PA USD 18012.40000000 0.002538903815 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.67000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CC5 37000.00000000 PA USD 37473.76000000 0.005282043049 Long DBT CORP US N 2 2035-06-15 Fixed 5.10000000 N N N N N N Verus Securitization Trust N/A 92538UAA9 316158.42000000 PA USD 302315.58000000 0.042612321480 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.13000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GU2 200000.00000000 PA USD 196983.27000000 0.027765404705 Long DBT CORP US N 2 2055-03-15 Fixed 5.65000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DH9 295000.00000000 PA USD 303833.96000000 0.042826341864 Long DBT CORP US N 2 2031-02-13 Fixed 5.13000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DA7 120000.00000000 PA USD 109846.80000000 0.015483248184 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXH78 45027.81000000 PA USD 46527.13000000 0.006558143715 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LCA5 390000.00000000 PA USD 385119.86000000 0.054283842343 Long DBT CORP US N 2 2029-01-15 Fixed 3.88000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573RAA6 556740.25000000 PA USD 492991.10000000 0.069488629200 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.92000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWPS6 1480601.84000000 PA USD 1480880.25000000 0.208734678135 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EC0 24000.00000000 PA USD 24931.26000000 0.003514138656 Long DBT CORP US N 2 2031-06-01 Fixed 5.55000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 18683KAC5 6000.00000000 PA USD 4541.41000000 0.000640125867 Long DBT CORP US N 2 2040-10-01 Fixed 6.25000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BD3 400000.00000000 PA USD 395698.04000000 0.055774869722 Long DBT CORP US N 2 2033-02-01 Fixed 4.75000000 N N N N N N Credit Suisse Mortgage Trust N/A 12594PAV3 1536000.00000000 PA USD 1514039.65000000 0.213408598721 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.79000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJL9 130000.00000000 PA USD 133123.30000000 0.018764143270 Long ABS-O CORP US N 2 2030-12-20 Fixed 5.58000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFC0 9922000.00000000 PA USD 9503803.18000000 1.339590623778 Long DBT UST US N 2 2029-07-31 Fixed 2.63000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 20000.00000000 PA USD 18807.45000000 0.002650968585 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529537AA0 37000.00000000 PA USD 31242.95000000 0.004403790996 Long DBT US N 2 2031-10-01 Fixed 2.38000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 700000.00000000 PA USD 754351.01000000 0.106328121584 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BV4 634000.00000000 PA USD 641397.12000000 0.090406919398 Long DBT CORP US N 2 2032-05-20 Fixed 4.75000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 87000.00000000 PA USD 51277.80000000 0.007227765431 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 196944.01000000 PA USD 194836.51000000 0.027462812205 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBK3 34000.00000000 PA USD 34002.98000000 0.004792825811 Long DBT CORP US N 2 2027-05-09 Fixed 4.35000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200LG4 770000.00000000 PA USD 782274.90000000 0.110264080748 Long DBT CORP US N 2 2030-02-10 Fixed 4.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PT9 2154000.00000000 PA USD 2243441.49000000 0.316220057179 Long DBT UST US N 2 2037-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EEB2 681483.39000000 PA USD 649738.59000000 0.091582675544 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 3.00000000 N N N N N N Boca Commercial Mortgage Trust N/A 096817AC5 320000.00000000 PA USD 321000.00000000 0.045245948604 Long ABS-MBS CORP US N 2 2041-08-15 Floating 6.65000000 N N N N N N NGL ENRGY OP/FIN CORP 5299005YSRP46BE8Z459 62922LAC2 49000.00000000 PA USD 49504.75000000 0.006977848517 Long DBT CORP US N 2 2029-02-15 Fixed 8.13000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -14.00000000 NC 9693.43000000 0.001366319113 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU5 Comdty 2025-09-08 -1830329.06000000 EUR 9693.43000000 N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 20914UAF3 150000.00000000 PA USD 128590.20000000 0.018125188723 Long DBT CORP LU N 2 2028-10-15 Fixed 5.63000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDK3 74000.00000000 PA USD 76223.57000000 0.010743949316 Long DBT CORP US N 2 2032-03-15 Fixed 5.30000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAE9 68000.00000000 PA USD 66235.55000000 0.009336106825 Long DBT CORP US N 2 2053-03-02 Fixed 5.75000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597BAR0 4024.76000000 PA USD 3953.24000000 0.000557221476 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176Q2A1 31108.69000000 PA USD 29646.71000000 0.004178796002 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573BA3 440000.00000000 PA USD 447558.00000000 0.063084692416 Long DBT CORP US N 2 2030-03-15 Fixed 4.90000000 N N N N N N TEXAS Commercial Mortgage Trust N/A 88231WAC9 105000.00000000 PA USD 104737.83000000 0.014763122969 Long ABS-MBS CORP US N 2 2042-04-15 Floating 5.90000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AV1 62000.00000000 PA USD 62370.20000000 0.008791273718 Long DBT CORP US N 2 2032-12-01 Fixed 6.25000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 560000.00000000 PA USD 522954.47000000 0.073712059415 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAD2 57000.00000000 PA USD 58073.74000000 0.008185674315 Long DBT CORP US N 2 2032-09-01 Fixed 6.63000000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AN0 38000.00000000 PA USD 40532.26000000 0.005713148139 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 12527GAE3 94000.00000000 PA USD 87263.52000000 0.012300064613 Long DBT CORP US N 2 2044-03-15 Fixed 5.38000000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 857524AE2 250000.00000000 PA USD 263783.26000000 0.037181071105 Long DBT NUSS PL N 2 2032-11-16 Fixed 5.75000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 2753000.00000000 PA USD 2047543.75000000 0.288607661304 Long DBT CORP US N 2 2032-03-15 Fixed 4.28000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 220000.00000000 PA USD 226259.19000000 0.031891936704 Long DBT CORP US N 2 2029-07-20 Fixed 5.45000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 138000.00000000 PA USD 120103.93000000 0.016929022567 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294NZK7 6400.82000000 PA USD 6588.74000000 0.000928703400 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCS3 23000.00000000 PA USD 22927.01000000 0.003231633383 Long DBT CORP US N 2 2034-08-01 Fixed 4.85000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAJ1 46000.00000000 PA USD 32618.75000000 0.004597714286 Long DBT CORP US N 2 2041-10-01 Fixed 3.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BXR4 4622.43000000 PA USD 4759.77000000 0.000670904388 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 45000.00000000 PA USD 44944.70000000 0.006335095284 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EFF2 585500.86000000 PA USD 546559.41000000 0.077039249141 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.50000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EYD5 1060000.00000000 PA USD 1066268.98000000 0.150293929806 Long DBT CORP US N 2 2028-06-05 Fixed 4.25000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556DA7 44000.00000000 PA USD 45176.52000000 0.006367771034 Long DBT CORP US N 2 2029-01-31 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUGY9 9842.06000000 PA USD 9325.98000000 0.001314525893 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 86000.00000000 PA USD 65824.07000000 0.009278107439 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AD5 20000.00000000 PA USD 19901.06000000 0.002805116317 Long DBT CORP AU N 2 2030-05-01 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4TG4 82587.01000000 PA USD 77528.54000000 0.010927888897 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 2.00000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CN5 390000.00000000 PA USD 341318.85000000 0.048109953722 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36269JAE8 485000.00000000 PA USD 485709.56000000 0.068462273484 Long ABS-MBS CORP US N 2 2041-03-10 Variable 5.89000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RJD2 10347.93000000 PA USD 9297.37000000 0.001310493224 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N HF SINCLAIR CORP 2549009G116AM01XHN24 403949AS9 39000.00000000 PA USD 39587.55000000 0.005579988326 Long DBT CORP US N 2 2035-01-15 Fixed 6.25000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAV5 37000.00000000 PA USD 39064.83000000 0.005506309316 Long DBT CORP US N 2 2032-11-16 Fixed 5.60000000 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAN1 128000.00000000 PA USD 113426.74000000 0.015987851864 Long DBT CORP US N 2 2031-03-12 Fixed 2.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QH4 953000.00000000 PA USD 931445.82000000 0.131290185981 Long DBT UST US N 2 2040-05-15 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213FW58 16065.20000000 PA USD 16498.92000000 0.002325574100 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBB4 220000.00000000 PA USD 203616.72000000 0.028700410119 Long DBT CORP US N 2 2064-04-18 Fixed 5.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHX2 2381000.00000000 PA USD 2427968.94000000 0.342229775306 Long DBT UST US N 2 2028-08-31 Fixed 4.38000000 N N N N N N NYC Commercial Mortgage Trust N/A 67120UAC1 590000.00000000 PA USD 584837.50000000 0.082434665006 Long ABS-MBS CORP US N 2 2042-02-15 Floating 6.00000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBK9 23000.00000000 PA USD 23320.42000000 0.003287085746 Long DBT CORP CA N 2 2035-03-30 Fixed 5.20000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BBD1 400000.00000000 PA USD 412296.00000000 0.058114403819 Long DBT NUSS MX N 2 2055-05-13 Fixed 7.38000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 50000.00000000 PA USD 49610.24000000 0.006992717661 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAR2 22000.00000000 PA USD 22110.39000000 0.003116528254 Long DBT CORP US N 2 2028-06-30 Fixed 4.40000000 N N N N N N TEVA PHARM FIN IV 549300GKSD1RG56QRY33 881937AA4 200000.00000000 PA USD 203586.99000000 0.028696219583 Long DBT CORP NL N 2 2030-12-01 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SR0 2018000.00000000 PA USD 1254628.44000000 0.176843781664 Long DBT UST US N 2 2040-05-15 Fixed 1.13000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFC1 455000.00000000 PA USD 425341.84000000 0.059953255551 Long DBT CORP US N 2 2054-04-15 Fixed 5.38000000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KKK4 845000.00000000 PA USD 863786.72000000 0.121753425354 Long ABS-MBS USGSE US N 2 2041-09-25 Floating 7.66000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBA8 60000.00000000 PA USD 60591.13000000 0.008540508267 Long DBT US N 2 2028-01-11 Fixed 5.00000000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AP3 30000.00000000 PA USD 32304.09000000 0.004553361980 Long DBT CORP US N 2 2029-03-15 Fixed 9.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 80000.00000000 PA USD 69292.45000000 0.009766986390 Long DBT CORP US N 2 2032-01-27 Fixed 1.99000000 N N N N N N Zayo Issuer LLC N/A 98919WAA1 440000.00000000 PA USD 449181.79000000 0.063313570668 Long ABS-O CORP US N 2 2055-03-20 Fixed 5.65000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 233063AW6 870680.25000000 PA USD 37223.06000000 0.005246706104 Long ABS-MBS CORP US N 2 2053-09-15 Variable 1.82000000 N N N N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 853191AA2 190000.00000000 PA USD 194680.46000000 0.027440816472 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A2UE4 1205.87000000 PA USD 1181.16000000 0.000166488176 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 530000.00000000 PA USD 550516.69000000 0.077597040068 Long DBT CORP US N 2 2030-04-18 Fixed 5.66000000 N N N N N N GLS Auto Receivables Trust N/A 36271KAG6 435000.00000000 PA USD 438001.59000000 0.061737686697 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.98000000 N N N N N N Apollo Aviation Securitization Equity Trust N/A 00255UAA3 50771.56000000 PA USD 49306.72000000 0.006949935573 Long ABS-O CORP US N 2 2040-01-16 Fixed 3.35000000 N N N N N N GS Mortgage Securities Trust 549300WZ62L3Y22NOZ64 36252AAC0 1307000.00000000 PA USD 1298731.40000000 0.183060231077 Long ABS-MBS CORP US N 2 2048-11-10 Fixed 3.73000000 N N N N N N NVENT FINANCE SARL 549300KO1OQ4MVFB6X02 67078AAE3 81000.00000000 PA USD 70348.86000000 0.009915890666 Long DBT CORP LU N 2 2031-11-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4G6 96488.59000000 PA USD 93796.36000000 0.013220888734 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N BANKUNITED INC 96OVUWEW5D4YX6PFXD91 06652KAB9 138000.00000000 PA USD 136509.68000000 0.019241464066 Long DBT CORP US N 2 2030-06-11 Fixed 5.13000000 N N N N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 28035QAB8 61000.00000000 PA USD 57620.31000000 0.008121761946 Long DBT CORP US N 2 2029-04-01 Fixed 4.13000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DC0 28000.00000000 PA USD 29281.24000000 0.004127281869 Long DBT CORP US N 2 2029-07-15 Fixed 12.63000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AS1 48000.00000000 PA USD 46687.83000000 0.006580794880 Long DBT CORP US N 2 2034-09-01 Fixed 5.00000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAZ4 470000.00000000 PA USD 476638.64000000 0.067183699091 Long DBT CORP US N 2 2036-01-15 Fixed 5.35000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5995000.00000000 OU Notional Amount USD -161334.44000000 -0.02274059121 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-03-19 0.00000000 USD -11745.27000000 USD 5995000.00000000 USD -149589.17000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201H7L1 2007.36000000 PA USD 2047.69000000 0.000288628275 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YB0 5375000.00000000 PA USD 4949619.17000000 0.697664219873 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N N MBANK SA 259400DZXF7UJKK2AY35 000000000 300000.00000000 PA 345587.39000000 0.048711617714 Long DBT CORP PL N 2 2027-09-21 Fixed 0.97000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFB2 500000.00000000 PA USD 490253.91000000 0.069102813754 Long DBT UST US N 2 2027-07-31 Fixed 2.75000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BV1 94000.00000000 PA USD 92114.25000000 0.012983790097 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 480000.00000000 PA USD 524654.93000000 0.073951744542 Long DBT CORP US N 2 2034-10-23 Fixed 6.49000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 250000.00000000 PA USD 268358.02000000 0.037825897758 Long DBT CORP GB N 2 2044-03-09 Fixed 6.33000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290XJH4 2246.33000000 PA USD 2259.53000000 0.000318487782 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 40000.00000000 PA USD 36899.12000000 0.005201045754 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QBB9 73000.00000000 PA USD 72692.48000000 0.010246231196 Long DBT CORP US N 2 2032-01-15 Fixed 4.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAR42 162315.76000000 PA USD 153683.37000000 0.021662149097 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 603000.00000000 PA USD 603117.22000000 0.085011248407 Long DBT CORP US N 2 2033-07-25 Fixed 4.90000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BU6 27000.00000000 PA USD 27004.47000000 0.003806364055 Long DBT CORP US N 2 2037-04-15 Fixed 5.50000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418JAC5 69000.00000000 PA USD 72396.57000000 0.010204521761 Long DBT CORP CA N 2 2034-02-01 Fixed 5.65000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAE9 31000.00000000 PA USD 31446.98000000 0.004432549659 Long DBT CORP US N 2 2027-04-04 Fixed 4.85000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAD9 283000.00000000 PA USD 284227.25000000 0.040062715095 Long DBT CORP US N 2 2031-10-01 Fixed 5.10000000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 853496AH0 26000.00000000 PA USD 23316.70000000 0.003286561401 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3450.38000000 0.000486341794 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 115367.76000000 USD 658000.00000000 BRL 2025-09-17 3450.38000000 N N N Freddie Mac - SCRT N/A 35563PNP0 235135.61000000 PA USD 214261.80000000 0.030200867261 Long ABS-MBS USGSE US N 2 2059-08-25 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 69000.00000000 PA USD 64468.84000000 0.009087083555 Long DBT CORP US N 2 2030-10-30 Fixed 2.88000000 N N N N N N COLT Funding LLC N/A 19688FAA3 567809.41000000 PA USD 473384.12000000 0.066724964373 Long ABS-MBS CORP US N 2 2066-09-27 Variable 0.96000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDJ1 140000.00000000 PA USD 142526.59000000 0.020089566249 Long DBT CORP US N 2 2036-01-30 Fixed 6.18000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBH8 660000.00000000 PA USD 631208.17000000 0.088970755198 Long DBT CORP US N 2 2063-09-15 Fixed 5.70000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 39000.00000000 PA USD 37915.41000000 0.005344294991 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 143.00000000 NC 79662.20000000 0.011228634912 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange 10 Year Canadian Bond Futures CNU5 Comdty 2025-09-18 17337520.00000000 CAD 79662.20000000 N N N Bank N/A 06650AAF4 6909019.22000000 PA USD 93816.19000000 0.013223683835 Long ABS-MBS CORP US N 2 2050-11-15 Variable 0.84000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 565000.00000000 PA USD 521189.31000000 0.073463254621 Long DBT CORP US N 2 2030-02-15 Fixed 2.57000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RX8 381000.00000000 PA USD 285318.40000000 0.040216516082 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BB0 405000.00000000 PA USD 405979.40000000 0.057224059398 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N FEDEX 2020-1 PASS TST N/A 314353AA1 154152.76000000 PA USD 133096.60000000 0.018760379822 Long DBT CORP US N 2 2034-02-20 Fixed 1.88000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BX9 30000.00000000 PA USD 30694.56000000 0.004326493720 Long DBT CORP PA N 2 2033-02-15 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L8ZL7 457879.93000000 PA USD 364276.82000000 0.051345951014 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BM1 89000.00000000 PA USD 76995.29000000 0.010852725651 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98388MAD9 450000.00000000 PA USD 440042.94000000 0.062025421330 Long DBT CORP US N 2 2032-06-01 Fixed 4.60000000 N N N N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAC6 170000.00000000 PA USD 172187.35000000 0.024270342643 Long DBT CORP US N 2 2034-09-30 Fixed 5.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EN5 670000.00000000 PA USD 684452.97000000 0.096475775398 Long DBT CORP GB N 2 2030-11-19 Fixed 5.29000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HW7 200000.00000000 PA USD 203571.80000000 0.028694078505 Long ABS-O CORP US N 2 2031-01-15 Fixed 4.63000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AS2 673000.00000000 PA USD 694349.58000000 0.097870733365 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCF6 6126000.00000000 PA USD 5945570.19000000 0.838046614464 Long DBT UST US N 2 2026-05-31 Fixed 0.75000000 N N N N N N COGENT COMMS GRP / FIN N/A 19240WAA7 13000.00000000 PA USD 13023.22000000 0.001835663373 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213WKF2 6597.42000000 PA USD 6504.38000000 0.000916812595 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QLK3 8659.34000000 PA USD 8308.88000000 0.001171162484 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.00000000 N N N N N N BACARDI LTD / MARTINI BV N/A 05635JAA8 100000.00000000 PA USD 101412.09000000 0.014294349570 Long DBT CORP XX N 2 2029-01-15 Fixed 5.25000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBY5 50000.00000000 PA USD 48217.11000000 0.006796351654 Long DBT CORP US N 2 2027-01-15 Fixed 1.88000000 N N N N N N Progress Residential Trust N/A 74290XAA9 297888.44000000 PA USD 284454.12000000 0.040094693127 Long ABS-O CORP US N 2 2041-04-17 Fixed 3.30000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 205000.00000000 PA USD 201411.68000000 0.028389602871 Long DBT CORP US N 2 2028-07-22 Variable 3.59000000 N N N N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 71781LBH1 1260000.00000000 PA USD 1338482.12000000 0.188663218722 Long DBT MUN US N 2 2028-10-15 Fixed 6.55000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 76000.00000000 PA USD 74880.55000000 0.010554646469 Long DBT CORP US N 2 2030-05-15 Fixed 4.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XYTE7 86350.39000000 PA USD 84100.59000000 0.011854239790 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAQ8 53000.00000000 PA USD 42909.43000000 0.006048217646 Long DBT CORP US N 2 2047-12-15 Fixed 4.30000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGZ1 82000.00000000 PA USD 82683.20000000 0.011654454260 Long DBT CORP US N 2 2035-04-02 Fixed 5.25000000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 000000000 200000.00000000 PA USD 195846.20000000 0.027605131151 Long DBT CORP KY N 2 2035-02-14 Fixed 4.88000000 N N N N N N MAGNERA CORP 549300LDQLQBT38QDY28 377320AA4 52000.00000000 PA USD 45951.90000000 0.006477063257 Long DBT CORP US N 2 2029-11-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QST43 7690549.61000000 PA USD 7711414.76000000 1.086947900005 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N EXCELERATE ENERGY LP LGL4IE90TNTFYJ55BK06 30069UAA6 50000.00000000 PA USD 52707.92000000 0.007429345294 Long DBT CORP US N 2 2030-05-15 Fixed 8.00000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAM9 46000.00000000 PA USD 46815.05000000 0.006598726935 Long DBT CORP US N 2 2026-11-20 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCE9 2890000.00000000 PA USD 2696053.89000000 0.380017182999 Long DBT UST US N 2 2028-05-31 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136APKJ0 70253.94000000 PA USD 68798.48000000 0.009697359782 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.00000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AM6 604000.00000000 PA USD 683991.00000000 0.096410659290 Long DBT CORP US N 2 2033-03-15 Fixed 7.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296NWT9 4077.65000000 PA USD 4111.02000000 0.000579461058 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGK4 64000.00000000 PA USD 49365.36000000 0.006958201063 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294TJ97 9366.87000000 PA USD 9717.60000000 0.001369725950 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 6.00000000 N N N N N N Onslow Bay Financial LLC N/A 670857AA9 477481.01000000 PA USD 393978.03000000 0.055532428962 Long ABS-MBS CORP US N 2 2061-05-25 Variable 1.10000000 N N N N N N KENTUCKY POWER CO JHOZYZ5WPEXWR477VH72 491386AP3 113000.00000000 PA USD 121615.89000000 0.017142138032 Long DBT CORP US N 2 2033-11-15 Fixed 7.00000000 N N N N N N TRANE TECH FIN LTD 549300A5OEF3CJI2CO89 456873AD0 135000.00000000 PA USD 132680.72000000 0.018701760242 Long DBT CORP IE N 2 2029-03-21 Fixed 3.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ADBR2 7469.64000000 PA USD 7280.68000000 0.001026234495 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJWP1 240018.93000000 PA USD 214069.25000000 0.030173726739 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAF4 86000.00000000 PA USD 84845.35000000 0.011959216029 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BF3 26000.00000000 PA USD 25058.77000000 0.003532111587 Long DBT CORP US N 2 2029-03-01 Fixed 5.38000000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AT0 136000.00000000 PA USD 137935.99000000 0.019442506898 Long DBT CORP AU N 2 2030-05-19 Fixed 5.40000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BH7 74000.00000000 PA USD 76555.65000000 0.010790757025 Long DBT CORP US N 2 2032-07-23 Fixed 5.72000000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AK2 47000.00000000 PA USD 40185.97000000 0.005664337486 Long DBT CORP US N 2 2032-04-15 Fixed 7.88000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAL0 39000.00000000 PA USD 36472.27000000 0.005140879918 Long DBT CORP US N 2 2030-08-01 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200XJR1 1384.97000000 PA USD 1401.95000000 0.000197609213 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBG4 62000.00000000 PA USD 61696.42000000 0.008696302331 Long DBT CORP US N 2 2034-12-15 Fixed 5.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAB4 75000.00000000 PA USD 77311.95000000 0.010897359863 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDL7 61000.00000000 PA USD 53401.57000000 0.007527117419 Long DBT CORP US N 2 2031-06-10 Fixed 2.70000000 N N N N N N Onslow Bay Financial LLC N/A 67115DAA0 175958.28000000 PA USD 149174.42000000 0.021026598568 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.96000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282R0 1496000.00000000 PA USD 1451120.00000000 0.204539878316 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CU4 43000.00000000 PA USD 32762.63000000 0.004617994620 Long DBT CORP US N 2 2052-04-01 Fixed 3.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201XMB1 1146.39000000 PA USD 1178.30000000 0.000166085050 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCG3 100000.00000000 PA USD 102322.21000000 0.014422633815 Long DBT US N 2 2029-02-15 Fixed 5.20000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913UAQ3 30000.00000000 PA USD 30227.78000000 0.004260699627 Long DBT CORP US N 2 2029-08-16 Fixed 4.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMXG5 527913.23000000 PA USD 443267.36000000 0.062479913360 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N ALLEGION US HOLDING CO 5493002B66JX7J7SXI33 01748NAF1 41000.00000000 PA USD 42115.73000000 0.005936343162 Long DBT CORP US N 2 2034-05-29 Fixed 5.60000000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AY0 36000.00000000 PA USD 37238.61000000 0.005248897925 Long DBT CORP US N 2 2054-07-18 Fixed 6.42000000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CY8 32000.00000000 PA USD 32601.79000000 0.004595323722 Long DBT CORP US N 2 2030-07-30 Fixed 5.20000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAS1 47000.00000000 PA USD 47565.31000000 0.006704478416 Long DBT CORP US N 2 2032-05-22 Fixed 4.85000000 N N N N N N Progress Residential Trust N/A 74333CAA4 304628.96000000 PA USD 305940.66000000 0.043123287783 Long ABS-O CORP US N 2 2039-10-27 Fixed 4.75000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BZ2 24000.00000000 PA USD 20416.98000000 0.002877836846 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAB1 65000.00000000 PA USD 56093.30000000 0.007906525136 Long DBT CORP US N 2 2028-03-01 Fixed 6.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -46.00000000 NC USD -253359.35000000 -0.03571178856 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU5 Comdty 2025-09-19 -5226390.65000000 USD -253359.35000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RJE0 17398.81000000 PA USD 16191.80000000 0.002282284581 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.50000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AE3 29000.00000000 PA USD 29678.83000000 0.004183323416 Long DBT CORP AU N 2 2028-10-01 Fixed 9.25000000 N N N N N N Credit Suisse Mortgage Trust N/A 12651RAA5 266020.32000000 PA USD 242724.02000000 0.034212705713 Long ABS-MBS CORP US N 2 2047-04-25 Variable 3.25000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CV8 46000.00000000 PA USD 47162.71000000 0.006647730693 Long DBT CORP US N 2 2030-02-12 Fixed 4.75000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CP2 36000.00000000 PA USD 34924.86000000 0.004922767665 Long DBT CORP US N 2 2032-08-22 Fixed 4.30000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07337AAJ5 1264285.28000000 PA USD 107981.22000000 0.015220288879 Long ABS-MBS CORP US N 2 2062-02-15 Variable 1.36000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TJ7 11421000.00000000 PA USD 8244088.27000000 1.162029888343 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RE0 906000.00000000 PA USD 775656.33000000 0.109331172717 Long DBT UST US N 2 2044-02-15 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359MFP3 2260000.00000000 PA USD 2602794.72000000 0.366872012866 Long DBT USGSE US N 2 2030-05-15 Fixed 7.25000000 N N N N N N Benefit Street Partners CLO Ltd 254900SVG14IYL7QTZ56 08183DAS2 515000.00000000 PA USD 516503.29000000 0.072802745525 Long ABS-CBDO CORP JE N 2 2038-04-25 Floating 6.03000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 115000.00000000 PA USD 109298.82000000 0.015406008698 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N 1211 Avenue of the Americas Trust N/A 90117PAC9 1440000.00000000 PA USD 1377014.40000000 0.194094463459 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 3.90000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AS0 1346175.00000000 PA USD 1173800.52000000 0.165450834891 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.79000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBH5 590000.00000000 PA USD 587531.17000000 0.082814346173 Long DBT CORP US N 2 2032-03-08 Fixed 5.80000000 N N N N N N WARRIOR MET COAL INC 549300152B1S9YKBYV79 93627CAB7 16000.00000000 PA USD 16266.64000000 0.002292833512 Long DBT CORP US N 2 2028-12-01 Fixed 7.88000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB60 393000.00000000 PA USD 394180.40000000 0.055560953643 Long DBT CORP US N 2 2030-10-23 Fixed 4.69000000 N N N N N N BALDWIN INSUR GRP/FIN N/A 05825XAA7 40000.00000000 PA USD 41583.64000000 0.005861343421 Long DBT CORP US N 2 2031-05-15 Fixed 7.13000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFW7 53000.00000000 PA USD 53683.83000000 0.007566902844 Long DBT CORP US N 2 2028-02-07 Fixed 4.75000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DY1 89000.00000000 PA USD 94816.09000000 0.013364622850 Long DBT CORP US N 2 2031-02-01 Fixed 5.75000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 54000.00000000 PA USD 52136.59000000 0.007348814553 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030674 20300000.00000000 PA USD 17952493.59000000 2.530459820255 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKQ3 7283000.00000000 PA USD 7396512.41000000 1.042561434136 Long DBT UST US N 2 2034-05-15 Fixed 4.38000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526DA4 1260000.00000000 PA USD 1279681.86000000 0.180375139153 Long DBT CORP DE N 2 2031-05-09 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEB5 586406.93000000 PA USD 561937.44000000 0.079206830309 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N COMM Mortgage Trust N/A 12659DAA8 186000.00000000 PA USD 176842.46000000 0.024926494879 Long ABS-MBS CORP US N 2 2039-01-10 Fixed 2.82000000 N N N N N N WEX INC T9M5IGROL1TL1G5OV478 96208TAD6 42000.00000000 PA USD 42373.88000000 0.005972730207 Long DBT CORP US N 2 2033-03-15 Fixed 6.50000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AP8 435000.00000000 PA USD 375361.32000000 0.052908345772 Long DBT CORP US N 2 2031-08-12 Fixed 2.45000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAW3 29000.00000000 PA USD 29252.84000000 0.004123278801 Long DBT CORP US N 2 2031-03-06 Fixed 5.45000000 N N N N N N Entergy Texas Inc LWXX58X12AJXISQ28573 29365TAH7 117000.00000000 PA USD 106189.58000000 0.014967751648 Long DBT CORP US N 2 2039-03-30 Fixed 4.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BR4 420000.00000000 PA USD 424003.78000000 0.059764651832 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAB1 222412.62000000 PA USD 205579.70000000 0.028977098256 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.99000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 175000.00000000 PA USD 168257.74000000 0.023716451889 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N HOWARD UNIVERSITY 5493000EDHIQDJSTOF89 442851AU5 100000.00000000 PA USD 90158.89000000 0.012708176022 Long DBT CORP US N 2 2030-10-01 Fixed 2.80000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JW2 300000.00000000 PA USD 258920.60000000 0.036495664050 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N STAR LEASING CO LLC 549300WXKNX4PT3HSN71 854938AA5 56000.00000000 PA USD 55530.85000000 0.007827246059 Long DBT CORP US N 2 2030-02-15 Fixed 7.63000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AB0 15000.00000000 PA USD 15747.62000000 0.002219676028 Long DBT CORP US N 2 2028-07-15 Fixed 8.88000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 40000.00000000 PA USD 33330.34000000 0.004698015110 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CV7 254000.00000000 PA USD 235807.41000000 0.033237788017 Long DBT CORP US N 2 2054-09-01 Fixed 5.95000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528PAK2 175000.00000000 PA USD 173949.56000000 0.024518731624 Long ABS-O CORP US N 2 2030-11-15 Fixed 4.06000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WCB4 159000.00000000 PA USD 152864.21000000 0.021546685947 Long DBT CORP GB N 2 2064-06-28 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FFY7 25616.96000000 PA USD 26475.67000000 0.003731828050 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 6.87000000 N N N N N N TRITON CONTAINER/TAL INT N/A 89681LAA0 52000.00000000 PA USD 44933.59000000 0.006333529295 Long DBT CORP BM N 2 2032-03-15 Fixed 3.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 830000.00000000 PA USD 861836.19000000 0.121478492082 Long DBT CORP US N 2 2030-04-22 Fixed 5.58000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AL7 239000.00000000 PA USD 241029.06000000 0.033973795828 Long DBT CORP US N 2 2034-03-15 Fixed 5.60000000 N N N N N N LAMAR MEDIA CORP N/A 513075BZ3 790000.00000000 PA USD 729991.13000000 0.102894520716 Long DBT CORP US N 2 2031-01-15 Fixed 3.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AFPL5 1882.52000000 PA USD 1846.49000000 0.000260268509 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A2VA1 2442.60000000 PA USD 2329.66000000 0.000328372824 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 200000.00000000 PA USD 170303.38000000 0.024004791210 Long DBT NUSS SA N 2 2053-01-18 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RF7 1844255.40000000 PA USD 1548007.80000000 0.218196515136 Long DBT UST US N 2 2044-02-15 Fixed 1.38000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAN3 109000.00000000 PA USD 93647.83000000 0.013199952969 Long DBT CORP GB N 2 2031-09-02 Fixed 2.15000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AY9 72000.00000000 PA USD 70930.18000000 0.009997829529 Long DBT CORP US N 2 2026-09-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202XD95 13576.68000000 PA USD 13626.95000000 0.001920760994 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QD3 1082000.00000000 PA USD 1060655.86000000 0.149502743080 Long DBT UST US N 2 2039-11-15 Fixed 4.38000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T40 45000.00000000 PA USD 47184.03000000 0.006650735814 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BSB5 559.83000000 PA USD 569.03000000 0.000080206548 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177PMD4 3149.60000000 PA USD 2982.91000000 0.000420450444 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4AA2 100000.00000000 PA USD 114415.99000000 0.016127289729 Long DBT USGSE US N 2 2031-03-15 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 699000.00000000 PA USD 666125.15000000 0.093892412153 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N CREDIT ACCEPTANC N/A 225310AQ4 25000.00000000 PA USD 26466.05000000 0.003730472081 Long DBT CORP US N 2 2028-12-15 Fixed 9.25000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 40000.00000000 PA USD 41912.05000000 0.005907633832 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EW5 1220000.00000000 PA USD 1242188.51000000 0.175090334831 Long DBT CORP GB N 2 2031-05-13 Fixed 5.24000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 365000.00000000 PA USD 383635.71000000 0.054074646783 Long DBT CORP US N 2 2029-10-23 Fixed 6.09000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294RR84 6190.83000000 PA USD 6388.92000000 0.000900538149 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 6.00000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBC5 47000.00000000 PA USD 37338.64000000 0.005262997465 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAF8 48000.00000000 PA USD 50112.21000000 0.007063471894 Long DBT CORP US N 2 2029-05-06 Fixed 6.25000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AG2 520000.00000000 PA USD 534772.68000000 0.075377872880 Long DBT CORP US N 2 2029-06-01 Fixed 6.50000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BK5 280000.00000000 PA USD 156551.89000000 0.022066475915 Long DBT CORP US N 2 2060-02-15 Fixed 3.10000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AC0 2000.00000000 PA USD 1939.72000000 0.000273409568 Long DBT CORP CA N 2 2028-02-15 Fixed 3.88000000 N N N N N N Sapphire Aviation Finance I Limited N/A 80307AAA7 127219.88000000 PA USD 121502.62000000 0.017126172273 Long ABS-O CORP US N 2 2040-03-15 Fixed 3.23000000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AF8 116000.00000000 PA USD 103681.53000000 0.014614234198 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201UYR9 801.95000000 PA USD 801.62000000 0.000112990832 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 175000.00000000 PA USD 179276.74000000 0.025269614218 Long DBT CORP IL N 2 2033-09-30 Fixed 8.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 235000.00000000 PA USD 225434.95000000 0.031775757512 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BP4 59000.00000000 PA USD 60773.45000000 0.008566206838 Long DBT CORP US N 2 2028-01-15 Fixed 5.25000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 62000.00000000 PA USD 57155.32000000 0.008056220159 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAB1 44000.00000000 PA USD 46636.83000000 0.006573606271 Long DBT CORP CA N 2 2030-03-15 Fixed 8.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RQ3 5249000.00000000 PA USD 3637392.97000000 0.512701854754 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N IBM INTERNAT CAPITAL 2549007KTXQQBYZO7485 449276AD6 170000.00000000 PA USD 172235.26000000 0.024277095706 Long DBT CORP SG N 2 2031-02-05 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EXV7 474676.42000000 PA USD 483099.41000000 0.068094364722 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176C6E0 8186.61000000 PA USD 8007.13000000 0.001128629883 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514Y8A8 390000.00000000 PA USD 397440.61000000 0.056020490384 Long DBT NUSS IL N 2 2030-02-19 Fixed 5.38000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AN1 32000.00000000 PA USD 32685.17000000 0.004607076392 Long DBT CORP US N 2 2027-06-15 Fixed 5.50000000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160BD0 41000.00000000 PA USD 40672.14000000 0.005732864660 Long DBT CORP US N 2 2054-12-01 Fixed 5.70000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAB2 400000.00000000 PA USD 419713.14000000 0.059159872776 Long DBT CORP US N 2 2033-11-15 Fixed 6.04000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FT0 2064000.00000000 PA USD 2117776.88000000 0.298507239467 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DY2 837000.00000000 PA USD 856644.93000000 0.120746767836 Long DBT CORP US N 2 2031-01-30 Fixed 5.09000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 285000.00000000 PA USD 229997.84000000 0.032418911052 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202UE90 47044.96000000 PA USD 48423.21000000 0.006825402090 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AA4 8000.00000000 PA USD 8566.58000000 0.001207486100 Long DBT CORP US N 2 2033-05-01 Fixed 7.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828U24 4449000.00000000 PA USD 4337948.78000000 0.611447375546 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KWT2 440000.00000000 PA USD 457215.00000000 0.064445876608 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 7.66000000 N N N N N N STANLEY BLACK & DECKER I 549300DJ09SMTO561131 854502AM3 171000.00000000 PA USD 167044.48000000 0.023545439117 Long DBT CORP US N 2 2060-03-15 Fixed 6.71000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABY0 64000.00000000 PA USD 42674.77000000 0.006015141589 Long DBT CORP US N 2 2060-11-15 Fixed 3.60000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 1145000.00000000 PA USD 1160221.85000000 0.163536879113 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N CAPSTONE BORROWER INC 254900YSP2BAI3YKIX08 140944AA7 49000.00000000 PA USD 51124.30000000 0.007206129128 Long DBT CORP US N 2 2030-06-15 Fixed 8.00000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2D3 106000.00000000 PA USD 101776.57000000 0.014345724160 Long DBT CORP US N 2 2027-04-11 Fixed 2.30000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAP1 480000.00000000 PA USD 483531.36000000 0.068155249418 Long DBT CORP US N 2 2035-04-15 Fixed 5.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHE4 3565000.00000000 PA USD 3557480.06000000 0.501437881487 Long DBT UST US N 2 2028-05-31 Fixed 3.63000000 N N N N N N PEAC Solutions Receivables LLC N/A 69392HAC7 415000.00000000 PA USD 421130.84000000 0.059359702001 Long ABS-O CORP US N 2 2032-07-20 Fixed 5.04000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAC2 28000.00000000 PA USD 29460.40000000 0.004152535028 Long DBT CORP US N 2 2031-04-30 Fixed 7.13000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 108000.00000000 PA USD 107384.34000000 0.015136156786 Long DBT CORP US N 2 2029-05-01 Fixed 4.22000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SF6 1783000.00000000 PA USD 1313708.84000000 0.185171347839 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AH4 5000.00000000 PA USD 4995.97000000 0.000704197513 Long DBT CORP US N 2 2027-06-01 Fixed 5.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C0V39 17576.71000000 PA USD 17278.43000000 0.002435448460 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BY7 53000.00000000 PA USD 53389.75000000 0.007525451353 Long DBT CORP US N 2 2027-11-08 Fixed 4.55000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 699000.00000000 PA USD 700333.34000000 0.098714162952 Long DBT CORP US N 2 2030-10-18 Fixed 4.65000000 N N N N N N CHEVRON CORP N/A 166764BY5 130000.00000000 PA USD 118709.50000000 0.016732473320 Long DBT CORP US N 2 2030-05-11 Fixed 2.24000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AL2 37000.00000000 PA USD 38400.04000000 0.005412605097 Long DBT CORP US N 2 2030-09-30 Fixed 7.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -319.00000000 NC USD -525953.12000000 -0.07413472846 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU5 Comdty 2025-09-19 -35241921.88000000 USD -525953.12000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY30 352251.56000000 PA USD 322711.96000000 0.045487254692 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703DBF7 102000.00000000 PA USD 76234.23000000 0.010745451876 Long DBT CORP US N 2 2041-12-15 Fixed 3.38000000 N N N N N N MFRA Trust N/A 552757AA4 26160.93000000 PA USD 24597.69000000 0.003467120926 Long ABS-MBS CORP US N 2 2065-01-26 Variable 1.01000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 56000.00000000 PA USD 57122.03000000 0.008051527830 Long DBT CORP US N 2 2029-09-01 Fixed 6.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210B3H6 11138.53000000 PA USD 10631.55000000 0.001498550046 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 74000.00000000 PA USD 76606.52000000 0.010797927310 Long DBT CORP US N 2 2031-01-01 Fixed 6.13000000 N N N N N N Republic of Kazakhstan 5493007OEK8EF02UO833 000000000 200000.00000000 PA USD 213265.06000000 0.030060373657 Long DBT NUSS KZ N 2 2045-07-21 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PER3 285000.00000000 PA USD 282014.62000000 0.039750838013 Long DBT CORP US N 2 2035-10-22 Fixed 4.95000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBN5 190000.00000000 PA USD 180742.54000000 0.025476223288 Long DBT CORP US N 2 2065-01-15 Fixed 5.65000000 N N N N N N Benefit Street Partners CLO Ltd 549300MYLNCW81S1Y182 08181LAU1 680000.00000000 PA USD 680903.04000000 0.095975401721 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.74000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176WHT1 4747.66000000 PA USD 4524.41000000 0.000637729664 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ET75 469247.98000000 PA USD 477682.76000000 0.067330871054 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 188000.00000000 PA USD 158623.62000000 0.022358492704 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BC8 213000.00000000 PA USD 212480.02000000 0.029949719827 Long DBT CORP US N 2 2055-05-01 Fixed 5.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 125000.00000000 PA USD 127618.61000000 0.017988240090 Long DBT CORP US N 2 2030-01-16 Fixed 5.17000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AS3K3 19624.62000000 PA USD 18557.42000000 0.002615726079 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291CSN6 16405.13000000 PA USD 16885.92000000 0.002380122954 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA87 185000.00000000 PA USD 192576.52000000 0.027144259583 Long DBT CORP US N 2 2030-04-25 Fixed 5.73000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BB7 35000.00000000 PA USD 34799.82000000 0.004905142888 Long DBT CORP US N 2 2032-08-01 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ASXT1 9371.93000000 PA USD 8875.94000000 0.001251091355 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CM0 41000.00000000 PA USD 37613.48000000 0.005301737018 Long DBT CORP US N 2 2054-02-21 Fixed 5.60000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUX5 780000.00000000 PA USD 803400.00000000 0.113241729311 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FEC7 768574.61000000 PA USD 753449.15000000 0.106201001611 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N PINNACLE WEST CAPITAL TWSEY0NEDUDCKS27AH81 723484AM3 132000.00000000 PA USD 133847.87000000 0.018866273666 Long DBT CORP US N 2 2028-05-15 Fixed 4.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 300000.00000000 PA USD 305429.85000000 0.043051287524 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N RR Ltd N/A 75000GBK1 990000.00000000 PA USD 990000.00000000 0.139543579809 Long ABS-CBDO CORP BM N 2 2037-07-15 Floating 0.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DF5 20000.00000000 PA USD 15205.04000000 0.002143197689 Long DBT CORP US N 2 2046-10-15 Fixed 3.88000000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 576323AT6 48000.00000000 PA USD 49651.01000000 0.006998464319 Long DBT CORP US N 2 2029-06-15 Fixed 5.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 60000.00000000 PA USD 57033.72000000 0.008039080261 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N AUTONATION INC N/A 05329WAT9 23000.00000000 PA USD 23326.79000000 0.003287983618 Long DBT CORP US N 2 2035-03-15 Fixed 5.89000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAE2 67000.00000000 PA USD 68893.29000000 0.009710723546 Long DBT US N 2 2032-06-15 Fixed 8.88000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGL2 164000.00000000 PA USD 116175.79000000 0.016375339013 Long DBT CORP US N 2 2041-09-03 Fixed 2.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RH3 1488000.00000000 PA USD 1173253.12000000 0.165373677158 Long DBT UST US N 2 2044-08-15 Fixed 3.13000000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BQ2 25000.00000000 PA USD 25174.14000000 0.003548373347 Long DBT CORP US N 2 2028-06-15 Fixed 4.30000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 96000.00000000 PA USD 67794.73000000 0.009555878097 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DF9 125000.00000000 PA USD 124630.47000000 0.017567052461 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294QAA9 7718.14000000 PA USD 7963.68000000 0.001122505470 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BQ2 848718.37000000 PA USD 754192.01000000 0.106305710039 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 1.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162BBB7 7970.47000000 PA USD 7889.77000000 0.001112087625 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.41000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98380MAA3 60000.00000000 PA USD 64086.24000000 0.009033154895 Long DBT CORP US N 2 2031-01-15 Fixed 8.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZV7 534043.62000000 PA USD 423402.62000000 0.059679916460 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291J2C3 10999.18000000 PA USD 11127.48000000 0.001568452922 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBY5 55000.00000000 PA USD 54070.46000000 0.007621399545 Long DBT CORP US N 2 2040-01-17 Fixed 6.65000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDY9 34000.00000000 PA USD 36952.58000000 0.005208581107 Long DBT CORP US N 2 2034-10-23 Fixed 6.25000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 55000.00000000 PA USD 56196.90000000 0.007921127878 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BP9 41000.00000000 PA USD 31027.08000000 0.004373363448 Long DBT CORP US N 2 2049-11-15 Fixed 3.90000000 N N N N N N ALA Trust N/A 009920AA7 235000.00000000 PA USD 236248.77000000 0.033299999082 Long ABS-MBS CORP US N 2 2040-06-15 Floating 6.04000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ABG91 8524.59000000 PA USD 8124.04000000 0.001145108711 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAM2 52000.00000000 PA USD 50980.96000000 0.007185924909 Long DBT US N 2 2027-01-15 Fixed 3.13000000 N N N N N N Mineral Resources Ltd 5299007V1ACKFFX2P066 603051AA1 41000.00000000 PA USD 40978.20000000 0.005776004769 Long DBT CORP AU N 2 2027-05-01 Fixed 8.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUKN8 89112.71000000 PA USD 82489.01000000 0.011627082576 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N GLS Auto Receivables Trust N/A 36270YAG7 275000.00000000 PA USD 276021.65000000 0.038906110248 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.89000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BF2 25000.00000000 PA USD 22613.74000000 0.003187477002 Long DBT CORP US N 2 2037-08-22 Fixed 3.88000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AS8 320000.00000000 PA USD 327349.58000000 0.046140941658 Long DBT CORP US N 2 2029-06-01 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MPWD9 1988670.55000000 PA USD 1575901.99000000 0.222128287993 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAQ7 24000.00000000 PA USD 24195.78000000 0.003410470462 Long DBT CORP US N 2 2035-04-15 Fixed 5.25000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AJ3 200000.00000000 PA USD 197100.00000000 0.027781858162 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 000000000 200000.00000000 PA USD 194152.43000000 0.027366389000 Long DBT NUSS KZ N 2 2035-04-09 Fixed 4.71000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EH9 149000.00000000 PA USD 138061.50000000 0.019460197923 Long DBT CORP US N 2 2028-08-05 Fixed 1.40000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 300000.00000000 PA 251361.12000000 0.035430131827 Long DBT NUSS PH N 2 2041-04-28 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FA1 394000.00000000 PA USD 415408.36000000 0.058553100643 Long DBT UST US N 2 2027-08-15 Fixed 6.38000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 24000.00000000 PA USD 18706.18000000 0.002636694264 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECS8 74000.00000000 PA USD 70833.85000000 0.009984251515 Long DBT CORP US N 2 2053-02-27 Fixed 5.38000000 N N N N N N Post Road Equipment Finance N/A 73747LAB4 115000.00000000 PA USD 115634.41000000 0.016299029818 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.90000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 160000.00000000 PA USD 168624.64000000 0.023768167585 Long DBT CORP US N 2 2033-03-15 Fixed 6.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RJF7 77861.72000000 PA USD 73948.23000000 0.010423233065 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 84000.00000000 PA USD 55956.13000000 0.007887190598 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N JBS USA HOLD/FOOD GRP/CO N/A 472140AJ1 27000.00000000 PA USD 27198.99000000 0.003833782254 Long DBT CORP US N 2 2066-04-15 Fixed 6.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C6GA7 11713.58000000 PA USD 11152.76000000 0.001572016217 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AE8 9000.00000000 PA USD 8843.30000000 0.001246490645 Long DBT CORP US N 2 2029-09-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283F5 2095000.00000000 PA USD 2025848.64000000 0.285549668058 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N Paragon Offshore Finance Company N/A 000000000 587.30000000 PA USD 0.00000000 0.000000 Long LON CORP KY N 3 2022-07-18 Floating 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNE99 1584667.78000000 PA USD 1328906.60000000 0.187313519390 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AWCR2 19200.79000000 PA USD 18522.84000000 0.002610851921 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662EAA1 407919.85000000 PA USD 365384.74000000 0.051502115785 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.18000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -49.00000000 NC 54269.59000000 0.007649467538 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short French Government Bond Futures OATU5 Comdty 2025-09-08 -6114231.19000000 EUR 54269.59000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XER3 24000.00000000 PA USD 24660.54000000 0.003475979829 Long DBT CORP US N 2 2031-02-08 Fixed 5.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BV3 82000.00000000 PA USD 83580.71000000 0.011780961087 Long DBT CORP LR N 2 2033-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQH8 406922.22000000 PA USD 341938.83000000 0.048197341832 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZE7 1107018.56000000 PA USD 69218.00000000 0.009756492431 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.68000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PET5 55000.00000000 PA USD 55809.63000000 0.007866540967 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AJ6 68000.00000000 PA USD 57781.24000000 0.008144445530 Long DBT CORP US N 2 2047-07-15 Fixed 4.85000000 N N N N N N Tricon Residential N/A 89616WAA6 264355.98000000 PA USD 266461.50000000 0.037558577365 Long ABS-O CORP US N 2 2040-07-17 Fixed 5.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FG8 1966000.00000000 PA USD 2072747.67000000 0.292160232235 Long DBT UST US N 2 2029-02-15 Fixed 5.25000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAG7 60000.00000000 PA USD 58643.24000000 0.008265947112 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAN6 510000.00000000 PA USD 521274.37000000 0.073475244093 Long DBT CORP US N 2 2032-04-01 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416JAW1 53310.94000000 PA USD 54904.89000000 0.007739015050 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4A6 60000.00000000 PA USD 60255.53000000 0.008493204403 Long DBT CORP US N 2 2026-08-27 Fixed 4.86000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAU9 94000.00000000 PA USD 94742.39000000 0.013354234606 Long DBT CORP US N 2 2034-02-15 Fixed 5.13000000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 30036FAE1 18000.00000000 PA USD 18203.20000000 0.002565797668 Long DBT CORP US N 2 2028-03-13 Fixed 4.70000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BW3 72000.00000000 PA USD 75013.06000000 0.010573324166 Long DBT CORP US N 2 2028-08-01 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415MLP8 14916.29000000 PA USD 15441.07000000 0.002176466852 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 6.75000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAG8 47000.00000000 PA USD 47874.15000000 0.006748010375 Long DBT CORP US N 2 2031-10-01 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828M56 39000.00000000 PA USD 38702.42000000 0.005455226499 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M84R2 3321.95000000 PA USD 3486.10000000 0.000491376639 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 6.00000000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 0778FPAQ2 30000.00000000 PA USD 30428.89000000 0.004289046707 Long DBT CORP CA N 2 2055-09-15 Fixed 7.00000000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AL9 77000.00000000 PA USD 72165.53000000 0.010171955954 Long DBT CORP US N 2 2029-03-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EZL7 800066.18000000 PA USD 800628.48000000 0.112851074945 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 5.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAP6 210000.00000000 PA USD 211772.80000000 0.029850034967 Long DBT CORP US N 2 2030-09-15 Fixed 4.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QZ4 712000.00000000 PA USD 572575.94000000 0.080706359980 Long DBT UST US N 2 2043-02-15 Fixed 3.13000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAF7 62000.00000000 PA USD 61097.34000000 0.008611860141 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCK9 175000.00000000 PA USD 177907.67000000 0.025076639542 Long DBT CORP CA N 2 2035-06-20 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312942NF8 45464.54000000 PA USD 44003.07000000 0.006202369606 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBD1 220000.00000000 PA USD 222135.79000000 0.031310730646 Long DBT CORP US N 2 2028-03-21 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LQTK6 1103184.20000000 PA USD 873694.05000000 0.123149894338 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N HLF FIN SARL LLC/HERBALI N/A 40390DAC9 69000.00000000 PA USD 58018.48000000 0.008177885246 Long DBT CORP US N 2 2029-06-01 Fixed 4.88000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 89000.00000000 PA USD 88092.28000000 0.012416880913 Long DBT CORP BM N 2 2026-06-15 Fixed 5.25000000 N N N N N N Angel Oak Mortgage Trust N/A 03465DAA1 200815.66000000 PA USD 171767.43000000 0.024211153612 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.99000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAV2 202000.00000000 PA USD 186575.08000000 0.026298337945 Long DBT NUSS RO N 2 2035-03-24 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMU2 33000.00000000 PA USD 33306.80000000 0.004694697074 Long DBT UST US N 2 2030-03-31 Fixed 4.00000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AJ3 390000.00000000 PA USD 442319.95000000 0.062346372973 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N Golub Capital Partners CLO, LTD N/A 38179QAC1 400000.00000000 PA USD 400978.00000000 0.056519096509 Long ABS-CBDO CORP JE N 2 2036-07-25 Floating 7.08000000 N N N N N N DC Commercial Mortgage Trust N/A 24022FAA8 150000.00000000 PA USD 151607.00000000 0.021369478287 Long ABS-MBS CORP US N 2 2040-04-13 Variable 5.93000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLW9 3510000.00000000 PA USD 3521517.19000000 0.496368803083 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282EAJ1 17000.00000000 PA USD 16067.39000000 0.002264748604 Long DBT CORP US N 2 2030-09-01 Fixed 5.00000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 891941AE6 140000.00000000 PA USD 140824.52000000 0.019849654187 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.66000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 76000.00000000 PA USD 76119.02000000 0.010729212669 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXB0 40000.00000000 PA USD 40981.77000000 0.005776507972 Long DBT CORP US N 2 2028-07-14 Fixed 4.95000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAA4 65000.00000000 PA USD 68615.95000000 0.009671631611 Long DBT CORP US N 2 2030-08-15 Fixed 5.93000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 395000.00000000 PA USD 415658.22000000 0.058588319187 Long DBT CORP US N 2 2031-02-20 Fixed 5.83000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAC3 89000.00000000 PA USD 75436.75000000 0.010633044590 Long DBT CORP US N 2 2049-04-01 Fixed 4.55000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAW5 690000.00000000 PA USD 700916.85000000 0.098796410502 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 93000.00000000 PA USD 86899.33000000 0.012248730900 Long DBT CORP AU N 2 2031-04-01 Fixed 4.38000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 580000.00000000 PA USD 540553.23000000 0.076192659385 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 2349000.00000000 PA USD 1158167.12000000 0.163247258527 Long DBT UST US N 2 2050-08-15 Fixed 1.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EXEW9 83191.06000000 PA USD 73896.83000000 0.010415988075 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD4J7 28728.15000000 PA USD 27299.05000000 0.003847886022 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 280000.00000000 PA USD 296548.25000000 0.041799398374 Long DBT CORP FR N 2 2029-10-19 Fixed 6.71000000 N N N N N N FIRSTENERGY PENN ELECTRI N/A 591894CE8 95000.00000000 PA USD 96906.42000000 0.013659261366 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597CR6 245000.00000000 PA USD 255481.10000000 0.036010855825 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N WISCONSIN POWER & LIGHT JWBYHVQVMY66CVCOSO49 976826BS5 440000.00000000 PA USD 450114.07000000 0.063444978434 Long DBT CORP US N 2 2034-03-30 Fixed 5.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A3YN8 3631.68000000 PA USD 3570.01000000 0.000503204015 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBZ2 45000.00000000 PA USD 42190.94000000 0.005946944245 Long DBT CORP GB N 2 2063-02-10 Fixed 5.75000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAW9 202000.00000000 PA USD 199726.34000000 0.028152048955 Long DBT CORP US N 2 2053-03-15 Fixed 6.25000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1530000.00000000 OU Notional Amount USD 88773.20000000 0.012512858706 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-09-20 6184.61000000 USD 0.00000000 USD 1530000.00000000 USD 82588.59000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LNL6 2603.00000000 PA USD 2484.20000000 0.000350155718 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 86000.00000000 PA USD 70406.98000000 0.009924082861 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 670000.00000000 PA USD 646460.56000000 0.091120627018 Long DBT CORP CO N 2 2036-01-19 Fixed 8.38000000 N N N N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 277432AX8 67000.00000000 PA USD 69659.37000000 0.009818704906 Long DBT CORP US N 2 2033-03-08 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HXC62 167738.88000000 PA USD 150995.02000000 0.021283217802 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAD5 39000.00000000 PA USD 39580.67000000 0.005579018568 Long DBT CORP US N 2 2035-04-15 Fixed 5.95000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 81000.00000000 PA USD 79088.07000000 0.011147709503 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCLC0 650691.47000000 PA USD 539566.30000000 0.076053548531 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AR5 80000.00000000 PA USD 56277.75000000 0.007932523937 Long DBT CORP US N 2 2049-09-30 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QNGH6 54357.99000000 PA USD 50583.14000000 0.007129850943 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 416153.89000000 PA USD 405977.26000000 0.057223757759 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEP2 5117000.00000000 PA USD 4774400.88000000 0.672966656808 Long DBT UST US N 2 2032-05-15 Fixed 2.88000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HY6 105000.00000000 PA USD 74077.22000000 0.010441414607 Long DBT CORP US N 2 2047-12-01 Fixed 3.95000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AV8 200000.00000000 PA USD 192450.02000000 0.027126429015 Long DBT NUSS CI N 2 2036-04-01 Fixed 8.08000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBR9 34000.00000000 PA USD 34053.36000000 0.004799927029 Long DBT CORP US N 2 2026-09-25 Fixed 4.45000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 875000.00000000 PA USD 634819.44000000 0.089479774939 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F7GL3 641482.45000000 PA USD 513615.62000000 0.072395719455 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 1.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 254709AT5 550000.00000000 PA USD 639313.68000000 0.090113252048 Long DBT CORP US N 2 2034-11-02 Fixed 7.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAAY4 169852.90000000 PA USD 150535.13000000 0.021218394876 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAN0 486250.00000000 PA USD 453690.51000000 0.063949088778 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAU9 19000.00000000 PA USD 18800.63000000 0.002650007285 Long DBT CORP US N 2 2055-04-01 Fixed 5.85000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABL5 72000.00000000 PA USD 73020.45000000 0.010292459588 Long DBT CORP US N 2 2035-03-01 Fixed 5.70000000 N N N N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 07317QAK1 51000.00000000 PA USD 48699.34000000 0.006864323472 Long DBT CORP CA N 2 2032-03-15 Fixed 7.38000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BM1 100000.00000000 PA USD 81582.00000000 0.011499236694 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAB3 44000.00000000 PA USD 45697.04000000 0.006441139947 Long DBT CORP US N 2 2032-08-15 Fixed 6.75000000 N N N N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAL5 51000.00000000 PA USD 53171.89000000 0.007494743308 Long DBT CORP US N 2 2033-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVUL9 152579.13000000 PA USD 135957.48000000 0.019163629758 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAH5 64000.00000000 PA USD 55100.32000000 0.007766561516 Long DBT CORP US N 2 2032-01-15 Fixed 2.35000000 N N N N N N NY STATE ELECTRIC & GAS 549300GEC6J0YHUXA160 649840CV5 53000.00000000 PA USD 55606.29000000 0.007837879562 Long DBT CORP US N 2 2033-08-15 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNEF0 89971.04000000 PA USD 81436.35000000 0.011478706874 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Navient Student Loan Trust N/A 63942GAA1 305819.15000000 PA USD 270810.90000000 0.038171638825 Long ABS-O CORP US N 2 2070-02-18 Fixed 1.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNZP5 25148.66000000 PA USD 23146.05000000 0.003262507752 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 56000.00000000 PA USD 53823.93000000 0.007586650375 Long DBT CORP CA N 2 2030-03-01 Fixed 4.63000000 N N N N N N Towd Point Mortgage Trust N/A 89181JAA0 375285.64000000 PA USD 362589.58000000 0.051108129287 Long ABS-MBS CORP US N 2 2063-01-25 Fixed 3.75000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 69346VAA7 29000.00000000 PA USD 28939.38000000 0.004079095639 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KS81 778.49000000 PA USD 798.03000000 0.000112484811 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N FORTRESS INTERMEDIATE 254900NLAZ3JQJW5JP75 34966MAA0 35000.00000000 PA USD 36666.60000000 0.005168271336 Long DBT CORP US N 2 2031-06-01 Fixed 7.50000000 N N N N N N CAPSTONE BORROWER INC 254900YSP2BAI3YKIX08 140944AB5 6000.00000000 PA USD 6243.78000000 0.000880080214 Long DBT CORP US N 2 2030-06-15 Fixed 8.00000000 N N N N N N BACARDI LTD / MARTINI BV N/A 05635JAB6 221000.00000000 PA USD 220257.92000000 0.031046039028 Long DBT CORP XX N 2 2033-06-15 Fixed 5.40000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAA7 30000.00000000 PA USD 29719.65000000 0.004189077122 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 30000.00000000 PA USD 22157.77000000 0.003123206612 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAP0 320000.00000000 PA USD 327266.57000000 0.046129241141 Long DBT CORP US N 2 2033-06-30 Fixed 5.40000000 N N N N N N PRP Advisors, LLC N/A 693583AA4 348694.65000000 PA USD 349024.06000000 0.049196027042 Long ABS-O CORP US N 2 2026-04-25 Variable 5.87000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200VPV9 706.25000000 PA USD 720.22000000 0.000101517249 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Qatar Government International Bonds 52990074F6OJOAXK4P65 000000000 200000.00000000 PA USD 169204.76000000 0.023849937304 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213TFS7 3779.79000000 PA USD 3927.44000000 0.000553584885 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210QXE7 2988.07000000 PA USD 3009.12000000 0.000424144825 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNGW6 391927.73000000 PA USD 353522.89000000 0.049830151126 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 4000.00000000 PA USD 4008.96000000 0.000565075383 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828X88 1145000.00000000 PA USD 1116688.09000000 0.157400660211 Long DBT UST US N 2 2027-05-15 Fixed 2.38000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 33000.00000000 PA USD 31647.03000000 0.004460747329 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RS9 1283000.00000000 PA USD 886121.99000000 0.124901651143 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202TQE9 14139.91000000 PA USD 14309.30000000 0.002016940350 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 5.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ER6 265000.00000000 PA USD 268538.28000000 0.037851305966 Long DBT CORP GB N 2 2031-03-03 Fixed 5.13000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCH6 25000.00000000 PA USD 25187.69000000 0.003550283262 Long DBT CORP CA N 2 2028-06-20 Fixed 4.60000000 N N N N N N RFR Trust N/A 74984NAA2 627130.00000000 PA USD 639039.51000000 0.090074606934 Long ABS-MBS CORP US N 2 2041-03-11 Variable 5.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMY6 561716.09000000 PA USD 561821.64000000 0.079190507939 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AVZX0 515000.00000000 PA USD 445317.98000000 0.062768954628 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 3.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CF1 29000.00000000 PA USD 28679.78000000 0.004042504211 Long DBT CORP US N 2 2027-04-13 Fixed 3.30000000 N N N N N N VFH PARENT / VALOR CO N/A 91824YAA6 54000.00000000 PA USD 56667.55000000 0.007987467460 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291ETD3 1663.26000000 PA USD 1702.40000000 0.000239958576 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAV3 3000000.00000000 PA USD 2573320.32000000 0.362717504493 Long DBT UST US N 2 2030-11-15 Fixed 0.88000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAS7 130000.00000000 PA USD 122799.54000000 0.017308977182 Long DBT CORP US N 2 2055-02-15 Fixed 6.75000000 N N N N N N COMM Mortgage Trust N/A 12659DAJ9 190000.00000000 PA USD 175261.55000000 0.024703660696 Long ABS-MBS CORP US N 2 2039-01-10 Variable 4.08000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 74000.00000000 PA USD 69976.84000000 0.009863453290 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAB7 143000.00000000 PA USD 139883.70000000 0.019717042681 Long DBT CORP US N 2 2027-10-15 Fixed 3.45000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAM3 535000.00000000 PA USD 537706.71000000 0.075791433536 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N GRUBHUB HOLDINGS INC N/A 40010PAA6 65000.00000000 PA USD 63076.57000000 0.008890838767 Long DBT CORP US N 2 2027-07-01 Fixed 5.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830MAG8 213830.88000000 PA USD 203036.89000000 0.028618681276 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.50000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAP6 860000.00000000 PA USD 885598.44000000 0.124827855142 Long DBT CORP US N 2 2029-03-01 Fixed 5.40000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1240000.00000000 PA 910306.60000000 0.128310547159 Long DBT NUSS RO N 2 2041-04-14 Fixed 2.75000000 N N N N N N BANCA COMERCIALA ROMANA 549300ORLU6LN5YD8X90 000000000 200000.00000000 PA 244676.02000000 0.034487846186 Long DBT CORP RO N 2 2027-05-19 Fixed 7.63000000 N N N N N N CEC ENTERTAINMENT LLC N/A 125137AC3 76000.00000000 PA USD 75417.41000000 0.010630318556 Long DBT CORP US N 2 2026-05-01 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UC0 1590000.00000000 PA USD 1451992.96000000 0.204662924743 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Q3H2 54794.58000000 PA USD 49136.30000000 0.006925914344 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 117000.00000000 PA USD 104190.98000000 0.014686042760 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RB6 1014000.00000000 PA USD 781532.58000000 0.110159448435 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780DX1 200000.00000000 PA USD 196525.20000000 0.027700838313 Long DBT NUSS ID N 2 2034-09-10 Fixed 4.75000000 N N N N N N Wingstop Funding LLC N/A 974153AE8 170000.00000000 PA USD 173165.71000000 0.024408245528 Long ABS-O CORP US N 2 2054-12-05 Fixed 5.86000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122AU2 27000.00000000 PA USD 20202.90000000 0.002847661604 Long DBT CORP US N 2 2042-08-01 Fixed 3.25000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36192RAA0 1235815.82000000 PA USD 1066124.71000000 0.150273594501 Long ABS-MBS CORP US N 2 2034-11-05 Fixed 2.95000000 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 228180AC9 20000.00000000 PA USD 20136.70000000 0.002838330508 Long DBT CORP US N 2 2033-06-01 Fixed 5.88000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AF9 45000.00000000 PA USD 42912.76000000 0.006048687020 Long DBT CORP SG N 2 2043-05-19 Fixed 5.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCC44 21524.58000000 PA USD 21137.26000000 0.002979362553 Long ABS-MBS USGSE US N 2 2045-09-15 Fixed 3.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCC7 160000.00000000 PA USD 164386.42000000 0.023170777291 Long DBT CORP CA N 2 2034-04-05 Fixed 5.63000000 N N N N N N JBS USA SARL/FOOD/GRP N/A 472140AA0 210000.00000000 PA USD 217555.80000000 0.030665166808 Long DBT CORP US N 2 2035-04-20 Fixed 5.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZQ6 3417000.00000000 PA USD 2939954.75000000 0.414395767972 Long DBT UST US N 2 2030-05-15 Fixed 0.63000000 N N N N N N Qatar Government International Bonds 52990074F6OJOAXK4P65 000000000 200000.00000000 PA USD 198364.00000000 0.027960022894 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KJ5 162000.00000000 PA USD 166852.63000000 0.023518397263 Long DBT CORP US N 2 2033-01-15 Fixed 6.15000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BL8 46000.00000000 PA USD 47918.37000000 0.006754243321 Long DBT CORP US N 2 2035-01-16 Fixed 5.45000000 N N N N N N CRH SMW FINANCE DAC 54930044475SH442C864 12704PAA6 200000.00000000 PA USD 205040.97000000 0.028901162587 Long DBT CORP IE N 2 2029-05-21 Fixed 5.20000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXX2 73000.00000000 PA USD 72832.06000000 0.010265905431 Long DBT CORP US N 2 2031-09-08 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEF7 129295.49000000 PA USD 114689.82000000 0.016165886919 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 345000.00000000 PA USD 327735.17000000 0.046195291768 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 145000.00000000 PA USD 111689.94000000 0.015743044501 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAK1 60000.00000000 PA USD 56297.25000000 0.007935272523 Long DBT CORP US N 2 2049-01-25 Fixed 5.58000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BS6 510000.00000000 PA USD 522921.42000000 0.073707400914 Long DBT CORP US N 2 2029-04-04 Fixed 5.37000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AW9 415000.00000000 PA USD 407842.11000000 0.057486614168 Long DBT CORP CO N 2 2032-02-01 Fixed 7.75000000 N N N N N N UMBS, TBA N/A 01F020679 9200000.00000000 PA USD 7280765.92000000 1.026246606293 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291EBU4 3778.47000000 PA USD 3873.58000000 0.000545993151 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SA7 1255000.00000000 PA USD 932474.80000000 0.131435223913 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YYX0 7330.61000000 PA USD 7268.55000000 0.001024524734 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.50000000 N N N N N N PATTERSON-UTI ENERGY INC 254900XGFBKIXD6G0697 703481AD3 725000.00000000 PA USD 742382.46000000 0.104641117228 Long DBT CORP US N 2 2033-10-01 Fixed 7.15000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 43810.82000000 PA USD 44004.77000000 0.006202609226 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 5.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204DUA5 2587.64000000 PA USD 2532.78000000 0.000357003220 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N HOWDEN UK REFINANCE / US N/A 44287GAA4 30000.00000000 PA USD 31065.51000000 0.004378780276 Long DBT CORP GB N 2 2031-02-15 Fixed 7.25000000 N N N N N N Serbia International Bonds 254900W94OCY91V32O78 000000000 200000.00000000 PA USD 201588.32000000 0.028414500828 Long DBT NUSS RS N 2 2034-06-12 Fixed 6.00000000 N N N N N N CarMax Auto Owner Trust N/A 14319WAD8 267000.00000000 PA USD 270578.95000000 0.038138944751 Long ABS-O CORP US N 2 2030-01-15 Fixed 4.84000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 73000.00000000 PA USD 74578.88000000 0.010512125144 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAQ4 600000.00000000 PA USD 616923.60000000 0.086957300619 Long DBT US N 2 2033-01-15 Fixed 6.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UD8 1640000.00000000 PA USD 1502457.81000000 0.211776102343 Long DBT UST US N 2 2044-08-15 Fixed 4.13000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 95000.00000000 PA USD 62930.37000000 0.008870231422 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 13000.00000000 PA USD 11631.62000000 0.001639513024 Long DBT CORP US N 2 2031-10-01 Fixed 3.63000000 N N N N N N Post Road Equipment Finance N/A 73747LAC2 100000.00000000 PA USD 101275.11000000 0.014275041813 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.04000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 45000.00000000 PA USD 42739.36000000 0.006024245750 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 145000.00000000 PA USD 122449.28000000 0.017259606945 Long DBT CORP CO N 2 2031-11-02 Fixed 4.63000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAG1 16000.00000000 PA USD 16009.08000000 0.002256529628 Long DBT CORP US N 2 2055-04-15 Fixed 5.80000000 N N N N N N Saudi Government International Bonds 635400FMICXSM3SI3H65 000000000 200000.00000000 PA USD 187327.20000000 0.026404351599 Long DBT NUSS SA N 2 2030-10-22 Fixed 3.25000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457BP2 23000.00000000 PA USD 22682.31000000 0.003197142157 Long DBT CORP US N 2 2027-05-15 Fixed 3.10000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 24000.00000000 PA USD 23661.72000000 0.003335193043 Long DBT US N 2 2027-02-01 Fixed 4.25000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 36000.00000000 PA USD 37305.36000000 0.005258306545 Long DBT CORP US N 2 2030-10-01 Fixed 6.38000000 N N N N N N Ellington Financial Mortgage Trust N/A 31572LAA4 145231.61000000 PA USD 121263.41000000 0.017092454880 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.93000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 403000.00000000 PA USD 403003.66000000 0.056804619588 Long DBT CORP US N 2 2035-10-25 Fixed 5.52000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3K7 24000.00000000 PA USD 24612.43000000 0.003469198575 Long DBT CORP US N 2 2035-01-23 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMW8 100000.00000000 PA USD 100125.00000000 0.014112930230 Long DBT UST US N 2 2028-04-15 Fixed 3.75000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -8.00000000 NC 22616.65000000 0.003187887176 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBU5 Comdty 2025-09-08 -969120.00000000 EUR 22616.65000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 520000.00000000 PA USD 453484.01000000 0.063919981961 Long DBT CORP US N 2 2031-10-24 Fixed 1.92000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 105000.00000000 PA USD 72357.87000000 0.010199066875 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 86000.00000000 PA USD 79146.20000000 0.011155903107 Long DBT CORP US N 2 2031-02-15 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416L4C7 5816.80000000 PA USD 6002.62000000 0.000846087962 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 6.74000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BU0 69000.00000000 PA USD 70692.29000000 0.009964298193 Long DBT CORP US N 2 2030-09-23 Fixed 5.10000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKB7 31000.00000000 PA USD 21675.75000000 0.003055264393 Long DBT CORP US N 2 2060-06-01 Fixed 3.85000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCL3 86000.00000000 PA USD 79644.31000000 0.011226113261 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -140774.65000000 -0.01984262485 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4122000.00000000 EUR 4739434.38000000 USD 2025-09-17 -140774.65000000 N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AY1 66000.00000000 PA USD 66224.66000000 0.009334571846 Long DBT CORP US N 2 2027-05-23 Fixed 4.30000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BJ0 20000.00000000 PA USD 20497.31000000 0.002889159609 Long DBT CORP US N 2 2029-07-15 Fixed 5.10000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 208000.00000000 PA USD 191354.96000000 0.026972076901 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292L4B7 2972.32000000 PA USD 3051.95000000 0.000430181846 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Cent CLO LP 549300066YASG4MIU864 19736RAS0 720000.00000000 PA USD 720865.44000000 0.101608226321 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 5.73000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AU1 62000.00000000 PA USD 63905.09000000 0.009007621239 Long DBT CORP BM N 2 2030-04-30 Fixed 8.63000000 N N N N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BK3 39000.00000000 PA USD 39493.52000000 0.005566734505 Long DBT CORP US N 2 2028-02-24 Fixed 4.55000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 580000.00000000 PA USD 595493.13000000 0.083936609204 Long DBT CORP US N 2 2029-07-24 Fixed 5.30000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36267VAF0 100000.00000000 PA USD 103027.52000000 0.014522049454 Long DBT CORP US N 2 2027-11-15 Fixed 5.65000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BZ6 32000.00000000 PA USD 32813.86000000 0.004625215648 Long DBT CORP US N 2 2029-03-30 Fixed 5.35000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CC5 185000.00000000 PA USD 183582.82000000 0.025876569590 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UG1 1858000.00000000 PA USD 1808646.88000000 0.254934404289 Long DBT UST US N 2 2055-02-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCJ8 504000.00000000 PA USD 488663.44000000 0.068878632060 Long DBT UST US N 2 2026-06-30 Fixed 0.88000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 149000.00000000 PA USD 133235.03000000 0.018779891961 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BXR20 4522309.99000000 PA USD 37725.11000000 0.005317471614 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 0.72000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 235000.00000000 PA USD 232157.46000000 0.032723316209 Long DBT CORP US N 2 2035-10-23 Fixed 5.02000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AG9 200000.00000000 PA USD 204916.20000000 0.028883575867 Long DBT CORP FR N 2 2032-04-15 Fixed 7.00000000 N N N N N N STONEPEAK NILE PARENT 254900TJV3VAFZD0GU41 861932AA9 56000.00000000 PA USD 59363.14000000 0.008367419256 Long DBT CORP US N 2 2032-03-15 Fixed 7.25000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAB0 40000.00000000 PA USD 42626.62000000 0.006008354696 Long DBT CORP US N 2 2038-01-15 Fixed 6.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 100000.00000000 PA USD 80006.83000000 0.011277211583 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCL5 100000.00000000 PA USD 100676.65000000 0.014190687014 Long DBT CORP US N 2 2036-01-15 Fixed 5.20000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAT7 166000.00000000 PA USD 167110.72000000 0.023554775851 Long DBT NUSS RO N 2 2029-01-30 Fixed 5.88000000 N N N N N N RFR Trust N/A 74984NAE4 510000.00000000 PA USD 518425.61000000 0.073073702509 Long ABS-MBS CORP US N 2 2041-03-11 Variable 5.86000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810ST6 4996000.00000000 PA USD 3182803.27000000 0.448626022348 Long DBT UST US N 2 2040-11-15 Fixed 1.38000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBZ9 300000.00000000 PA USD 307084.63000000 0.043284533913 Long DBT CORP US N 2 2032-07-22 Fixed 5.06000000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78398AAF0 215000.00000000 PA USD 220012.49000000 0.031011444906 Long ABS-O CORP US N 2 2030-01-22 Fixed 5.71000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 325000.00000000 PA USD 304825.55000000 0.042966109559 Long DBT CORP US N 2 2029-06-01 Fixed 2.07000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BF9 40000.00000000 PA USD 43075.60000000 0.006071639824 Long DBT CORP US N 2 2051-01-15 Fixed 7.15000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -31.00000000 NC USD -14963.58000000 -0.00210916315 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU5 Comdty 2025-09-30 -6433763.00000000 USD -14963.58000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 270000.00000000 PA USD 230847.28000000 0.032538642263 Long DBT CORP US N 2 2032-04-28 Fixed 1.93000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAT0 75000.00000000 PA USD 74660.04000000 0.010523564899 Long DBT CORP US N 2 2030-09-19 Fixed 4.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XG5C9 1723293.56000000 PA USD 1368186.64000000 0.192850163225 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CH5 160000.00000000 PA USD 161631.68000000 0.022782488118 Long DBT CORP US N 2 2032-10-15 Fixed 5.75000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 155000.00000000 PA USD 160988.53000000 0.022691834125 Long DBT CORP US N 2 2031-06-01 Fixed 8.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TT5 1153000.00000000 PA USD 1029908.25000000 0.145168771798 Long DBT UST US N 2 2053-08-15 Fixed 4.13000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GT5 375000.00000000 PA USD 376148.23000000 0.053019263184 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828P46 239000.00000000 PA USD 235244.62000000 0.033158461015 Long DBT UST US N 2 2026-02-15 Fixed 1.63000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 130000.00000000 PA USD 126258.31000000 0.017796501573 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBG5 32000.00000000 PA USD 34025.06000000 0.004795938056 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GD0 159000.00000000 PA USD 89203.56000000 0.012573519287 Long DBT CORP US N 2 2050-12-15 Fixed 2.45000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEK4 60000.00000000 PA USD 51109.47000000 0.007204038793 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N Elmwood CLO 23 Ltd N/A 29003YAL5 450000.00000000 PA USD 450902.70000000 0.063556138286 Long ABS-CBDO CORP KY N 2 2036-04-16 Floating 6.08000000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 92858RAD2 202000.00000000 PA USD 209907.69000000 0.029587141911 Long DBT CORP GB N 2 2032-04-15 Fixed 7.75000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CM0 37000.00000000 PA USD 32892.65000000 0.004636321343 Long DBT CORP US N 2 2031-03-15 Fixed 2.38000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ED7 200000.00000000 PA USD 205950.60000000 0.029029377765 Long DBT CORP GB N 2 2030-03-04 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXR6 5959.61000000 PA USD 5526.08000000 0.000778918167 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A 20754GAE0 146000.00000000 PA USD 147229.10000000 0.020752399662 Long ABS-MBS USGSE US N 2 2044-02-25 Floating 6.11000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKN0 500000.00000000 PA USD 519140.63000000 0.073174486802 Long DBT UST US N 2 2031-04-30 Fixed 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAJF9 1227382.86000000 PA USD 972025.73000000 0.137010050536 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 6055000.00000000 PA USD 5340226.14000000 0.752721487441 Long DBT UST US N 2 2031-05-15 Fixed 1.63000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BV5 53000.00000000 PA USD 53855.29000000 0.007591070664 Long DBT CORP US N 2 2028-02-15 Fixed 4.60000000 N N N N N N Fannie Mae - CAS N/A 20753UAB6 110000.00000000 PA USD 111156.20000000 0.015667812187 Long ABS-MBS USGSE US N 2 2044-01-25 Floating 6.11000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 355000.00000000 PA USD 363526.62000000 0.051240207990 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 44000.00000000 PA USD 39087.82000000 0.005509549828 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAA2 200000.00000000 PA USD 204180.40000000 0.028779862568 Long DBT CORP IE N 2 2027-05-08 Fixed 5.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MA3A0 383478.30000000 PA USD 304039.47000000 0.042855309138 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BK2 18000.00000000 PA USD 18831.94000000 0.002654420527 Long DBT CORP US N 2 2032-06-15 Fixed 8.38000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 315000.00000000 PA USD 281318.28000000 0.039652686724 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 157000.00000000 PA USD 149011.10000000 0.021003578106 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKJ9 3796000.00000000 PA USD 3843301.73000000 0.541725335042 Long DBT UST US N 2 2027-04-15 Fixed 4.50000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAE5 60000.00000000 PA USD 53844.07000000 0.007589489171 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828NAA3 215460.62000000 PA USD 218371.86000000 0.030780193004 Long ABS-MBS CORP US N 2 2057-06-25 Floating 5.93000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFV2 50000.00000000 PA USD 48861.52000000 0.006887183248 Long DBT CORP US N 2 2055-11-19 Fixed 5.52000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAA4 32000.00000000 PA USD 23563.28000000 0.003321317619 Long DBT CORP US N 2 2049-06-01 Fixed 3.85000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 53000.00000000 PA USD 53493.59000000 0.007540087924 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BN1 69000.00000000 PA USD 69466.75000000 0.009791554517 Long DBT CORP US N 2 2030-04-01 Fixed 4.88000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 645000.00000000 PA 471958.52000000 0.066524021618 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200FMD7 2707.30000000 PA USD 2755.52000000 0.000388399116 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBX6 54072.13000000 PA USD 50332.28000000 0.007094491445 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448BZ0 22000.00000000 PA USD 18613.03000000 0.002623564482 Long DBT CORP US N 2 2042-03-05 Fixed 4.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662GAC2 221774.65000000 PA USD 220880.77000000 0.031133831673 Long ABS-MBS CORP US N 2 2060-12-27 Variable 4.12000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290WJS2 8022.74000000 PA USD 8038.55000000 0.001133058629 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PBC5 54000.00000000 PA USD 50827.23000000 0.007164256187 Long DBT CORP US N 2 2057-02-28 Fixed 6.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -184.00000000 NC USD -376718.75000000 -0.05309967975 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU5 Comdty 2025-09-19 -20648156.25000000 USD -376718.75000000 N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAV6 165000.00000000 PA USD 161276.84000000 0.022732472317 Long DBT CORP US N 2 2055-03-15 Fixed 5.55000000 N N N N N N EZCORP INC 5493003K6PG3ZQ7TUQ63 302301AJ5 30000.00000000 PA USD 31578.27000000 0.004451055393 Long DBT CORP US N 2 2032-04-01 Fixed 7.38000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FL7 445000.00000000 PA USD 367364.03000000 0.051781102868 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 1683416.85000000 NS USD 1683416.85000000 0.237282841980 Long EC RF US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CJZ5 4915000.00000000 PA USD 4863738.07000000 0.685559011659 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N PINNACLE WEST CAPITAL TWSEY0NEDUDCKS27AH81 723484AN1 478000.00000000 PA USD 489318.33000000 0.068970940842 Long DBT CORP US N 2 2030-05-15 Fixed 5.15000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBD6 52000.00000000 PA USD 53708.72000000 0.007570411167 Long DBT US N 2 2030-07-01 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMZ1 3100000.00000000 PA USD 3112109.38000000 0.438661498629 Long DBT UST US N 2 2030-04-30 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MJE54 22388.10000000 PA USD 22214.77000000 0.003131240939 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 3.00000000 N N N N N N Tricon Residential N/A 89616UAA0 165000.00000000 PA USD 164824.42000000 0.023232514754 Long ABS-O CORP US N 2 2041-04-17 Fixed 4.65000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFJ0 295000.00000000 PA USD 299142.58000000 0.042165077259 Long DBT CORP US N 2 2030-07-15 Fixed 5.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TW8 5000.00000000 PA USD 4994.73000000 0.000704022731 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 56000.00000000 PA USD 53505.89000000 0.007541821647 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CH7 29000.00000000 PA USD 27759.25000000 0.003912752644 Long DBT CORP US N 2 2032-04-13 Fixed 3.60000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAE5 94244.76000000 PA USD 90675.11000000 0.012780938837 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.53000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 605000.00000000 PA USD 525085.86000000 0.074012485466 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 15000.00000000 PA USD 15343.91000000 0.002162771848 Long DBT CORP US N 2 2031-04-15 Fixed 5.38000000 N N N N N N Hungary Government International Bonds 5299003F3UFKGCCMAP43 000000000 200000.00000000 PA USD 201684.76000000 0.028428094346 Long DBT NUSS HU N 2 2029-06-16 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FAY3 470900.22000000 PA USD 486369.84000000 0.068555342004 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AB9 99000.00000000 PA USD 104560.73000000 0.014738160173 Long DBT CORP US N 2 2032-05-15 Fixed 7.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FD0 33000.00000000 PA USD 28420.51000000 0.004005959298 Long DBT CORP US N 2 2044-03-15 Fixed 4.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 1300000.00000000 PA USD 945750.00000000 0.133306404651 Long DBT UST US N 2 2042-02-15 Fixed 2.38000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDW6 530000.00000000 PA USD 540891.75000000 0.076240374832 Long DBT CORP US N 2 2030-06-15 Fixed 5.00000000 N N N N N N Metlife Securitization Trust N/A 59166BAA9 94099.73000000 PA USD 90052.45000000 0.012693172973 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CFV1 172786.52000000 PA USD 163672.50000000 0.023070148046 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAF1 18000.00000000 PA USD 18798.43000000 0.002649697188 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N Freddie Mac - STACR 5493000IS349P4O9HR58 35564KYP8 535000.00000000 PA USD 568626.68000000 0.080149699497 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 8.81000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QY7 413000.00000000 PA USD 314605.98000000 0.044344691594 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CE2 404000.00000000 PA USD 402270.48000000 0.056701275586 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N Legacy Mortgage Asset Trust N/A 52476DAA5 201016.35000000 PA USD 200969.65000000 0.028327297367 Long ABS-MBS CORP US N 2 2061-04-25 Variable 5.75000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAL7 96000.00000000 PA USD 98173.00000000 0.013837789758 Long DBT CORP US N 2 2029-02-26 Fixed 4.85000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 44000.00000000 PA USD 44654.64000000 0.006294210424 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 06237MAA1 200000.00000000 PA USD 201614.43000000 0.028418181114 Long DBT NUSS PL N 2 2033-05-22 Fixed 5.38000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AD6 925000.00000000 PA USD 925000.00000000 0.130381627599 Long DBT MUN US N 2 2025-07-01 Fixed 1.26000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2L9 511653.04000000 PA USD 514851.91000000 0.072569978376 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213FVK6 482.26000000 PA USD 484.80000000 0.000068334068 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6GP0 253922.12000000 PA USD 225354.80000000 0.031764460120 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N METHANEX US OPERATIONS N/A 59151LAA4 55000.00000000 PA USD 54840.12000000 0.007729885517 Long DBT CORP US N 2 2032-03-15 Fixed 6.25000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAP7 15000.00000000 PA USD 15685.35000000 0.002210898878 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N HOWARD UNIVERSITY 5493000EDHIQDJSTOF89 442851AQ4 100000.00000000 PA USD 96791.56000000 0.013643071492 Long DBT CORP US N 2 2026-10-01 Fixed 2.29000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMB4 3480000.00000000 PA USD 3504740.64000000 0.494004096170 Long DBT UST US N 2 2027-12-15 Fixed 4.00000000 N N N N N N F&G ANNUITIES & LIFE INC N/A 30190AAG9 20000.00000000 PA USD 19799.66000000 0.002790823672 Long DBT CORP US N 2 2034-10-04 Fixed 6.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 350000.00000000 PA USD 319851.07000000 0.045084003347 Long DBT CORP GB N 2 2031-06-04 Fixed 2.85000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GFP9 230000.00000000 PA USD 233433.65000000 0.032903199160 Long DBT CORP US N 2 2033-03-28 Fixed 5.15000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAL4 326400.00000000 PA USD 310956.09000000 0.043830228244 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.67000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 200000.00000000 PA USD 180435.08000000 0.025432885844 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RG5 2725000.00000000 PA USD 2241418.94000000 0.315934972464 Long DBT UST US N 2 2044-05-15 Fixed 3.38000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAB2 110000.00000000 PA USD 74619.55000000 0.010517857707 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ABM24 80313.14000000 PA USD 77256.82000000 0.010889589118 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPAV1 25796.51000000 PA USD 24431.73000000 0.003443728348 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1N26 228333.54000000 PA USD 204223.60000000 0.028785951742 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KQY6 1349.58000000 PA USD 1374.60000000 0.000193754146 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XULM5 182889.44000000 PA USD 168232.37000000 0.023712875908 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CR9 51000.00000000 PA USD 51035.30000000 0.007193584301 Long DBT CORP US N 2 2030-06-30 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECU2 436668.61000000 PA USD 398950.38000000 0.056233297163 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAK3 465000.00000000 PA USD 465348.48000000 0.065592315917 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFU79 160320.88000000 PA USD 148800.58000000 0.020973904657 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 94000.00000000 PA USD 91072.96000000 0.012837017032 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N COUSINS PROPERTIES LP 254900ZQIHJ5FQH4C329 222793AB7 675000.00000000 PA USD 682025.00000000 0.096133545474 Long DBT US N 2 2032-02-15 Fixed 5.38000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AG9 200000.00000000 PA USD 177460.00000000 0.025013539063 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKP5 500000.00000000 PA USD 515625.00000000 0.072678947817 Long DBT UST US N 2 2029-04-30 Fixed 4.63000000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAV9 295000.00000000 PA USD 302216.78000000 0.042598395312 Long DBT CORP US N 2 2034-06-01 Fixed 5.40000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KP5 103000.00000000 PA USD 70611.41000000 0.009952897905 Long DBT CORP US N 2 2051-03-15 Fixed 3.25000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAD0 24000.00000000 PA USD 24408.79000000 0.003440494884 Long DBT CORP US N 2 2030-03-17 Fixed 5.10000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334JS1 195000.00000000 PA USD 181409.52000000 0.025570236194 Long DBT CORP US N 2 2040-09-01 Fixed 4.75000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDC6 350000.00000000 PA USD 395445.98000000 0.055739341081 Long DBT CORP US N 2 2031-10-30 Fixed 7.62000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6N30 515473.31000000 PA USD 472580.05000000 0.066611628205 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N BPR Trust N/A 05592VAE4 160000.00000000 PA USD 162410.67000000 0.022892289182 Long ABS-MBS CORP US N 2 2041-11-05 Variable 5.85000000 N N N N N N CONCENTRA HEALTH SERVICE 984500GB84105F75DE32 20600DAA1 60000.00000000 PA USD 62121.82000000 0.008756263784 Long DBT CORP US N 2 2032-07-15 Fixed 6.88000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 60000.00000000 PA USD 42499.43000000 0.005990426870 Long DBT CORP MX N 2 2045-01-23 Fixed 6.38000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GN7 485000.00000000 PA USD 470080.47000000 0.066259304628 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMBM6 48729.77000000 PA USD 46069.88000000 0.006493692905 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N 2025-07-25 SEASONS SERIES TRUST Donna McManus Donna McManus Assistant Treasurer XXXX