NPORT-P false 0001032423 XXXXXXXX S000055044 C000173087 C000173088 C000173086 Diamond Hill Funds 811-08061 0001032423 549300PZZTQU6QTHS663 325 John H. McConnell Blvd. Suite 200 Columbus 43215 888-226-5595 DIAMOND HILL CORE BOND FUND S000055044 549300WJVOWBLPHOUE51 2022-12-31 2022-03-31 N 442379229.77 18854593.12 423524636.65 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.0 USD N Hero Funding Ii (B) 2016-4b N/A 42771VAA8 76397.66000000 PA USD 75055.73000000 0.017721691610 Long ABS-O CORP US Y 2 2047-09-20 Fixed 4.99000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKT5 500000.00000000 PA USD 484836.90000000 0.114476669842 Long DBT CORP US N 2 2027-03-01 Fixed 2.85000000 N N N N N N UNITED AIRLINES PASS THROUGH TRUSTS N/A 90932VAA3 432000.00000000 PA USD 426360.97000000 0.100669697369 Long ABS-O CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N MVW OWNER TRUST N/A 55389TAC5 507326.87000000 PA USD 480590.59000000 0.113474057566 Long ABS-O CORP US Y 2 2041-01-22 Fixed 1.94000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DD9 450000.00000000 PA USD 416393.85000000 0.098316323058 Long DBT CORP US N 2 2027-11-01 Fixed 1.70700000 N N N N N N Walt Disney Company 549300GZKULIZ0WOW665 254687FL5 550000.00000000 PA USD 508481.78000000 0.120059551676 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAQ8 450000.00000000 PA USD 434044.89000000 0.102483976713 Long ABS-O CORP US Y 2 2036-09-15 Floating 2.79657000 N N N N N N LL ABS TRUST 2019-1 N/A 50202AAC2 934906.39000000 PA USD 937350.24000000 0.221321301970 Long ABS-O CORP US Y 2 2027-03-15 Fixed 5.07000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91682CAA5 791562.49000000 PA USD 772170.87000000 0.182320177666 Long ABS-O CORP US Y 2 2027-04-20 Fixed 2.50000000 N N N N N N CLI FUNDING VI LLC N/A 12563LAP2 546325.03000000 PA USD 530046.07000000 0.125151177554 Long ABS-O CORP US Y 2 2045-09-18 Fixed 3.62000000 N N N N N N UPGRADE MASTER PASS - THRU TRUST N/A 91531UAA8 67279.27900000 PA USD 67164.43000000 0.015858446991 Long ABS-O CORP US Y 2 2025-07-15 Fixed 4.00000000 N N N N N N Hero Fdg 2016-3 N/A 42770XAA5 172355.25000000 PA USD 170150.60000000 0.040174900177 Long ABS-O CORP US Y 2 2042-09-20 Fixed 3.08000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31381LR41 115713.13000000 PA USD 122653.20000000 0.028960109846 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 4.82000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CD2 320000.00000000 PA USD 303098.24000000 0.071565669094 Long DBT CORP NL N 2 2029-11-07 Fixed 2.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BPB2 48096.17000000 PA USD 2299.37000000 0.000542912926 Long ABS-O USGA US N 2 2062-01-20 Floating 1.98024840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADSD2 179944.44000000 PA USD 197436.84000000 0.046617557259 Long ABS-O USGSE US N 2 2032-09-25 Fixed 6.50000000 N N N N N N NEWTEK SMALL BUSINESS LOAN TRUST N/A 65252MAB5 142523.63000000 PA USD 142283.58000000 0.033595112937 Long DBT CORP US Y 2 2044-02-25 Floating 4.25000160 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382XCC7 438743.56000000 PA USD 441188.90000000 0.104170775870 Long ABS-O USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N Energy Transfer LP 5493008K8W3OKZE54J59 29278NAH6 75000.00000000 PA USD 76737.67000000 0.018118820809 Long DBT CORP US N 2 2024-04-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0WV4 1965368.59000000 PA USD 347389.90000000 0.082023540058 Long ABS-O USGSE US N 2 2048-02-25 Fixed 5.00000000 N N N N N N KeyBank National Association HUX2X73FUCYHUVH1BK78 49327M3A0 500000.00000000 PA USD 492645.45000000 0.116320376046 Long DBT CORP US N 2 2024-01-03 Fixed 0.42300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378FW97 5495.62000000 PA USD 5779.09000000 0.001364522745 Long ABS-O USGA US N 2 2041-10-20 Fixed 2.50000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331AY3 100000.00000000 PA USD 97748.69000000 0.023079812020 Long DBT CORP US N 2 2026-10-01 Fixed 2.85000000 N N N N N PFP LTD N/A 69346TAE4 650000.00000000 PA USD 645285.55000000 0.152360805997 Long ABS-CBDO CORP US Y 2 2036-04-16 Floating 1.77571080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394ARR9 433254.66000000 PA USD 391644.88000000 0.092472750368 Long ABS-O USGSE US N 2 2032-11-25 Fixed 0.00000000 N N N N N N FARM MORTGAGE TRUST N/A 30768WAA6 5859990.90000000 PA USD 5617393.14000000 1.326343889798 Long ABS-O CORP US Y 2 2051-01-25 Floating 2.18000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R6W1 222208.19000000 PA USD 226547.25000000 0.053490926004 Long ABS-O USGA US N 2 2063-06-20 Floating 4.67852040 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NG2 800000.00000000 PA USD 779166.98000000 0.183972055595 Long DBT CORP US N 2 2028-02-24 Fixed 3.07000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378GBA5 342000.00000000 PA USD 307899.18000000 0.072699237153 Long ABS-O USGA US N 2 2042-09-20 Fixed 2.00000000 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH 549300IESZBC3BJUJW64 30227FAL4 993883.15000000 PA USD 977036.93000000 0.230691876092 Long ABS-O CORP US Y 2 2038-07-15 Floating 3.24699840 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HBK5 727049.71000000 PA USD 718911.84000000 0.169744987136 Long ABS-O CORP US Y 2 2071-02-26 Floating 1.39899960 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FDDG4 1508171.09000000 PA USD 1504965.17000000 0.355343004814 Long ABS-O USGSE US N 2 2048-01-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138L5SD3 749332.99000000 PA USD 821939.03000000 0.194071125708 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.94000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394CBU5 141135.10000000 PA USD 150049.28000000 0.035428701665 Long ABS-O USGSE US N 2 2035-02-25 Fixed 5.50000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SQ2 9000000.00000000 PA USD 7055507.79000000 1.665902566095 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 250000.00000000 PA USD 283122.75000000 0.066849180779 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Norfolk Southern Corporation 54930036C8MWP850MI84 655844CM8 600000.00000000 PA USD 584697.67000000 0.138055173041 Long DBT CORP US N 2 2032-03-15 Fixed 3.00000000 N N N N N NEWTEK SMALL BUSINESS LOAN TRUST N/A 65252MAA7 541589.58000000 PA USD 539244.23000000 0.127322989818 Long DBT CORP US Y 2 2044-02-25 Floating 2.94999840 N N N N N N MILL CITY SOLAR LOAN LTD N/A 59982VAA7 144797.14000000 PA USD 143776.61000000 0.033947637884 Long ABS-O CORP US Y 2 2043-07-20 Fixed 3.69000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AMXR5 4828670.06000000 PA USD 4871888.59000000 1.150319997565 Long ABS-O USGSE US N 2 2043-12-25 Fixed 4.00000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19421UAA2 120471.98000000 PA USD 119621.16000000 0.028244203441 Long ABS-O CORP US Y 2 2048-12-28 Floating 1.85657040 N N N N N N UPSTART SECURITIZATION TRUST N/A 91678WAC3 278635.68000000 PA USD 278933.04000000 0.065859932542 Long ABS-O CORP US Y 2 2030-01-21 Fixed 3.82900000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132HTSS6 311261.50100000 PA USD 270215.20000000 0.063801530446 Long ABS-MBS USGSE US N 2 2043-09-15 None 0.00000000 N N N N N N OPORTUN FUNDING LLC N/A 68377AAB5 1300000.00000000 PA USD 1298825.84000000 0.306670669804 Long ABS-O CORP US Y 2 2024-05-15 Fixed 3.45000000 N N N N N N A10 BRIDGE ASSET FINANCING 2021-D,LLC N/A 04681EAL1 1250000.00000000 PA USD 1188750.00000000 0.280680247884 Long ABS-CBDO CORP US Y 2 2038-10-01 Fixed 4.40900000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BDBN5 812661.34000000 PA USD 833068.24000000 0.196698885474 Long ABS-O USGSE US N 2 2052-02-15 Floating 3.49999920 N N N N N N FREED ABS TRUST N/A 35635HAC5 1484000.00000000 PA USD 1495327.52000000 0.353067422907 Long ABS-O CORP US Y 2 2027-06-18 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BNQ5 309833.97000000 PA USD 313710.98000000 0.074071483180 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.50000000 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 9128337Q7 2000000.00000000 PA USD 1580105.66000000 0.373084709427 Long DBT UST US N 2 2031-11-15 None 0.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ALS75 440748.22000000 PA USD 43458.61000000 0.010261176384 Long ABS-O USGSE US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2D0 500000.00000000 PA USD 440977.16000000 0.104120781139 Long DBT CORP US Y 2 2028-01-20 Fixed 1.45000000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506BS5 300000.00000000 PA USD 281327.46000000 0.066425288083 Long DBT CORP US N 2 2030-06-15 Fixed 2.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379WXZ0 1288334.80100000 PA USD 1254643.82000000 0.296238686354 Long ABS-O USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N Westgate Resorts N/A 96034LAC5 626624.07000000 PA USD 628993.40000000 0.148514004988 Long ABS-O CORP US Y 2 2034-03-20 Fixed 3.96300000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575TAG8 500000.00000000 PA USD 488515.00000000 0.115345119911 Long ABS-CBDO CORP US Y 2 2036-07-25 Floating 2.00000000 N N N N N N BX TRUST N/A 05606FAA1 1177000.00000000 PA USD 1136235.78000000 0.268280917253 Long ABS-O CORP US Y 2 2041-12-11 Fixed 3.20200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397UM30 321407.00000000 PA USD 337825.37000000 0.079765222791 Long ABS-O USGSE US N 2 2041-07-25 Fixed 4.00000000 N N N N N N ACC TRUST N/A 00091KAB1 1000000.00000000 PA USD 991721.80000000 0.234159176156 Long ABS-O CORP US Y 2 2024-07-22 Fixed 1.43000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397SBH6 1238.08000000 PA USD 0.36000000 0.000000085000 Long ABS-O USGSE US N 2 2040-06-25 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380ATH0 500000.00000000 PA USD 492699.15000000 0.116333055355 Long ABS-O USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N L3 Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AL3 50000.00000000 PA USD 50973.95000000 0.012035651669 Long DBT CORP US N 2 2026-12-15 Fixed 3.85000000 N N N N N N CREDITO REAL USA AUTO RECEIVABLES TRUST N/A 22551EAA4 673334.55000000 PA USD 661143.69000000 0.156105131269 Long ABS-O CORP US Y 2 2027-02-16 Fixed 1.35000000 N N N N N N Wisconsin Power and Light Company JWBYHVQVMY66CVCOSO49 976826BP1 800000.00000000 PA USD 710984.75000000 0.167873292005 Long DBT CORP US N 2 2031-09-16 Fixed 1.95000000 N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAN5 200000.00000000 PA USD 192406.36000000 0.045429791646 Long ABS-O CORP US Y 2 2036-09-15 Floating 2.39657040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADFZ7 49261.52000000 PA USD 48069.88000000 0.011349960743 Long ABS-O USGSE US N 2 2043-04-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LDK6 951448.35000000 PA USD 20957.17000000 0.004948276484 Long ABS-O USGA US N 2 2068-05-20 Floating 0.95105160 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150AQ7 125000.00000000 PA USD 123856.06000000 0.029244121659 Long DBT CORP US N 2 2024-08-06 Fixed 2.62500000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJD2 150000.00000000 PA USD 140575.63000000 0.033191842418 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378FTQ3 532000.00000000 PA USD 530376.50000000 0.125229196628 Long ABS-O USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N Southwestern Electric Power Company R64UBJHEC74EB3HGQ410 845437BP6 100000.00000000 PA USD 97583.76000000 0.023040869776 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc 5493002J2SVENP0PVK27 03522AAH3 800000.00000000 PA USD 858012.48000000 0.202588564100 Long DBT CORP BE N 2 2036-02-01 Fixed 4.70000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ASM92 850798.38000000 PA USD 184252.39000000 0.043504527022 Long ABS-O USGSE US N 2 2042-07-15 Floating 6.22343160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B6US0 560963.19000000 PA USD 523855.42000000 0.123689479824 Long ABS-O USGSE US N 2 2049-10-25 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374GV41 413720.56000000 PA USD 448922.18000000 0.105996709790 Long ABS-O USGA US N 2 2034-06-20 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A3D24 118815.55000000 PA USD 119149.30000000 0.028132790796 Long ABS-O USGSE US N 2 2042-02-25 Floating 0.85656960 N N N N N N Government National Mortgage Association N/A 38381XUZ7 540446.00000000 PA USD 540971.37000000 0.127730791360 Long ABS-O USGA US N 2 2049-08-20 Fixed 3.00000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJC4 830000.00000000 PA USD 817879.70000000 0.193112661985 Long DBT CORP US N 2 2024-05-19 Fixed 1.48600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380XJ65 1162000.00000000 PA USD 1207455.12000000 0.285096784345 Long ABS-O USGA US N 2 2048-07-20 Fixed 4.00000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DP2 250000.00000000 PA USD 238264.77000000 0.056257593863 Long DBT CORP US N 2 2029-09-11 Fixed 2.20000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGZH8 115398.27000000 PA USD 99405.05000000 0.023470901430 Long ABS-O USGSE US N 2 2043-10-25 Fixed 0.00000000 N N N N N N State Street Instl N/A 85749P101 9651141.52000000 NS USD 9649211.29000000 2.278311686026 Long STIV RF US N 1 N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907VAC1 1000000.00000000 PA USD 937587.50000000 0.221377322324 Long ABS-O CORP US Y 2 2031-03-17 Fixed 3.04000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAW0 100000.00000000 PA USD 99513.35000000 0.023496472551 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N OPORTUN FUNDING 2022-1 LLC N/A 68377XAC3 1000000.00000000 PA USD 996674.30000000 0.235328529618 Long ABS-O CORP US Y 2 2029-06-15 Fixed 6.00000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AV2 300000.00000000 PA USD 304299.25000000 0.071849244097 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N Hero Funding N/A 42772GAB8 55355.92000000 PA USD 55896.86000000 0.013198018524 Long ABS-O CORP US Y 2 2048-09-20 Fixed 4.67000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGSP8 250000.00000000 PA USD 281819.70000000 0.066541512727 Long ABS-O USGSE US N 2 2043-10-25 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374MX46 178829.86000000 PA USD 192807.94000000 0.045524610215 Long ABS-O USGA US N 2 2036-04-20 Fixed 6.00000000 N N N N N N LHOME MORTGAGE TRUST 2022-RTL1 N/A 50204DAC4 1250000.00000000 PA USD 1237250.50000000 0.292131883941 Long ABS-O CORP US Y 2 2027-02-25 Fixed 6.90000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SA7 3000000.00000000 PA USD 3268476.57000000 0.771732335538 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91680FAB8 1000000.00000000 PA USD 950479.30000000 0.224421253865 Long ABS-O CORP US Y 2 2031-06-20 Fixed 1.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JVL0 100000.00000000 PA USD 101794.49000000 0.024035081124 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N Comerica Bank 70WY0ID1N53Q4254VH70 20034DJA8 250000.00000000 PA USD 247078.17000000 0.058338558992 Long DBT CORP US N 2 2024-07-23 Fixed 2.50000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AFXL3 350235.81000000 PA USD 345141.14000000 0.081492576849 Long ABS-O USGSE US N 2 2043-08-25 Floating 11.44989000 N N N N N N A10 BRIDGE ASSET FINANCING 2021-D,LLC N/A 04681EAN7 1275000.00000000 PA USD 1212525.00000000 0.286293852841 Long ABS-CBDO CORP US Y 2 2038-10-01 Fixed 4.75300000 N N N N N N Massmutual Global Funding II 549300K1IE3K7YU6VG29 57629WDE7 400000.00000000 PA USD 369269.30000000 0.087189567747 Long DBT CORP US Y 2 2026-07-16 Fixed 1.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371HKW7 67419.97000000 PA USD 70988.72000000 0.016761414533 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N CMSC 2020-UNFI N/A 12656MAA1 1400000.00000000 PA USD 1393773.22000000 0.329089053950 Long ABS-O CORP US Y 2 2022-12-06 Floating 4.16819880 N N N N N N SANTANDER CONSUMER AUTO RECEIVABLES TRUST N/A 802830AU3 400000.00000000 PA USD 390761.48000000 0.092264167461 Long ABS-O CORP US Y 2 2026-12-15 Fixed 2.14000000 N N N N N N LOANCORE 2019-CRE3 ISSUER LTD N/A 53947DAJ5 1170000.00000000 PA USD 1147830.84000000 0.271018670620 Long ABS-CBDO CORP US Y 2 2036-05-15 Floating 2.89657080 N N N N N N Mosaic Solar Loan Trust 549300ZLA8SW2SVJMN33 61946FAA3 82699.12000000 PA USD 82721.16000000 0.019531605210 Long ABS-O CORP US Y 2 2043-06-22 Fixed 4.01000000 N N N N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907QAA6 550000.00000000 PA USD 533099.66000000 0.125872172210 Long ABS-O CORP US Y 2 2030-10-15 Fixed 2.34000000 N N N N N N VEROS AUTO RECEIVABLES TRUST N/A 92512BAB9 1000000.00000000 PA USD 961780.60000000 0.227089646450 Long ABS-O CORP US Y 2 2026-10-15 Fixed 1.49000000 N N N N N N Cht Mortgage Trust N/A 12546DAL1 100000.00000000 PA USD 99375.36000000 0.023463891212 Long ABS-O CORP US Y 2 2036-11-15 Floating 2.44113840 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380UX40 390875.25000000 PA USD 367236.48000000 0.086709590947 Long ABS-O USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XBC3 100000.00000000 PA USD 87210.96000000 0.020591708829 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DD9 500000.00000000 PA USD 490834.62000000 0.115892814142 Long DBT CORP US N 2 2029-02-22 Fixed 3.00000000 N N N N N PFP LTD N/A 69290LAA5 980242.53000000 PA USD 963245.12000000 0.227435439793 Long ABS-CBDO CORP US Y 2 2038-04-16 Floating 1.24656840 N N N N N N PPL Electric Utilities Corporation 549300GCZLSGYEYPIR35 69351UAW3 160000.00000000 PA USD 140541.13000000 0.033183696493 Long DBT CORP US N 2 2049-10-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAY2 550000.00000000 PA USD 558804.69000000 0.131941483834 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1YC2 247826.00000000 PA USD 247068.37000000 0.058336245077 Long ABS-O USGSE US N 2 2048-05-25 Fixed 3.50000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 1360698A2 100000.00000000 PA USD 100015.89000000 0.023615129167 Long DBT CORP US N 2 2023-07-22 Fixed 2.60600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LLN68 250000.00000000 PA USD 255317.47000000 0.060283971204 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.28000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CV0 310000.00000000 PA USD 301337.84000000 0.071150014408 Long DBT CORP US N 2 2025-02-21 Fixed 1.90000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376U3C1 414409.02000000 PA USD 417755.37000000 0.098637796682 Long ABS-O USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91534HAA4 1097650.90000000 PA USD 1059758.89000000 0.250223670193 Long ABS-O CORP US Y 2 2027-07-20 Fixed 2.00000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BG4 100000.00000000 PA USD 116206.63000000 0.027437985879 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236THW8 300000.00000000 PA USD 277527.49000000 0.065528062828 Long DBT CORP US N 2 2026-01-09 Fixed 0.80000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCB0 400000.00000000 PA USD 372551.19000000 0.087964467178 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HBM1 548744.37000000 PA USD 534004.60000000 0.126085841008 Long ABS-O CORP US Y 2 2071-02-26 Floating 1.89900000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31397A4K6 129702.98000000 PA USD 115232.17000000 0.027207902452 Long ABS-O USGSE US N 2 2036-08-15 Fixed 0.00000000 N N N N N N STAR 2021-SFR1 N/A 85521DAJ1 1200000.00000000 PA USD 1159393.68000000 0.273748816401 Long ABS-O CORP US Y 2 2038-04-17 Floating 2.14200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395NXE2 488816.55000000 PA USD 492513.52000000 0.116289225556 Long ABS-O USGSE US N 2 2036-07-25 Floating 1.10657160 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAD4 600000.00000000 PA USD 555615.19000000 0.131188398954 Long DBT CORP US N 2 2027-03-02 Fixed 1.26700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKPY3 445305.81000000 PA USD 71265.76000000 0.016826827493 Long ABS-O USGSE US N 2 2044-07-25 Floating 5.59343160 N N N N N N SPS SERVICER ADVANCE RECEIVABLES TRUST II N/A 78472JAD5 132666.67000000 PA USD 131695.75000000 0.031095180446 Long ABS-O CORP US Y 2 2052-11-15 Fixed 2.37000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AG3 100000.00000000 PA USD 98270.67000000 0.023203058687 Long DBT CORP US N 2 2024-12-15 Fixed 2.45000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810QA9 235000.00000000 PA USD 269240.23000000 0.063571326600 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDJ5 750000.00000000 PA USD 697345.26000000 0.164652820557 Long DBT CORP US N 2 2026-04-15 Fixed 1.45000000 N N N N N PROGRESS RESIDENTIAL TRUST N/A 74331FAJ0 700000.00000000 PA USD 614181.61000000 0.145016737363 Long ABS-O CORP US Y 2 2038-04-17 Fixed 2.10600000 N N N N N N BUSINESS JET SECURITIES LLC N/A 12327BAB2 326306.79000000 PA USD 303602.23000000 0.071684668075 Long ABS-O CORP US Y 2 2036-04-15 Fixed 2.91800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375QHF9 175373.73000000 PA USD 10306.26000000 0.002433449936 Long ABS-O USGA US N 2 2038-03-20 Fixed 6.00000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91679MAA8 86580.19000000 PA USD 86346.37000000 0.020387567222 Long ABS-O CORP US Y 2 2028-02-20 Fixed 3.75000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128HXWK7 179883.08000000 PA USD 150619.91000000 0.035563435268 Long ABS-MBS USGSE US N 2 2042-08-15 None 0.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 73000.00000000 PA USD 96540.50000000 0.022794541721 Long DBT CORP NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAX0 375000.00000000 PA USD 349173.65000000 0.082444708001 Long DBT CORP US N 2 2026-06-01 Fixed 1.55000000 N N N N N N Bx Trust 2021-View N/A 05606GAN1 1000000.00000000 PA USD 964725.20000000 0.227784907067 Long ABS-O CORP US Y 2 2036-06-15 Floating 3.99700080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8WA4 329000.00000000 PA USD 307358.38000000 0.072571546824 Long ABS-O USGSE US N 2 2042-09-25 Fixed 2.50000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 549300HG8ZEWVWVSN227 62548QAB7 375182.77000000 PA USD 367483.79000000 0.086767984244 Long ABS-O CORP US Y 2 2050-03-25 Floating 2.13685920 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAA1 396724.05000000 PA USD 396214.18000000 0.093551625032 Long ABS-O CORP US Y 2 2040-08-15 Fixed 2.03300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LF7L6 269598.64000000 PA USD 265209.92000000 0.062619714899 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 2.55000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDY7 100000.00000000 PA USD 103943.95000000 0.024542598235 Long DBT CORP US N 2 2027-03-16 Fixed 4.12500000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31282YEU9 339529.06000000 PA USD 66590.04000000 0.015722825601 Long ABS-MBS USGSE US N 2 2036-05-15 Floating 6.20343000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378U8D2 76590.42000000 PA USD 76344.49000000 0.018025985596 Long ABS-O USGA US N 2 2064-07-20 Floating 0.60629040 N N N N N N CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST N/A 66981PAE8 500000.00000000 PA USD 478658.25000000 0.113017805477 Long ABS-O CORP US Y 2 2029-12-17 Fixed 3.49000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UE89 54305.30000000 PA USD 55311.59000000 0.013059828216 Long ABS-O USGA US N 2 2067-08-20 Floating 4.42245960 N N N N N N PRODIGY FINANCE CM2021-1 DESIGNATED ACTIVITY COMPANY N/A 742855AA7 520505.44000000 PA USD 519419.72000000 0.122642149960 Long ABS-O CORP US Y 2 2051-07-25 Floating 1.70656920 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 9128335B2 10250000.00000000 PA USD 7233730.45000000 1.707983390816 Long DBT UST US N 2 2036-02-15 None 0.00000000 N N N N N N TESLA AUTO LEASE TRUST N/A 88161KAG0 1400000.00000000 PA USD 1327211.76000000 0.313372976480 Long ABS-O CORP US Y 2 2025-09-22 Fixed 1.32000000 N N N N N N LHOME MORTGAGE TRUST N/A 50201TAD0 750000.00000000 PA USD 732150.23000000 0.172870753350 Long ABS-O CORP US Y 2 2024-10-25 Fixed 3.72100000 N N N N N N LENDMARK FUNDING TRUST N/A 52607MAC3 750000.00000000 PA USD 687627.98000000 0.162358436911 Long ABS-O CORP US Y 2 2031-11-20 Fixed 3.41000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9VH8 336023.80000000 PA USD 294147.94000000 0.069452379990 Long ABS-O USGSE US N 2 2042-11-25 Floating 3.54342960 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967JP7 100000.00000000 PA USD 100687.35000000 0.023773670121 Long DBT CORP US N 2 2025-04-27 Fixed 3.30000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378HSU1 278859.25000000 PA USD 269241.70000000 0.063571673688 Long ABS-O USGA US N 2 2042-09-20 Fixed 4.50000000 N N N N N N BX TRUST N/A 12433WAC5 191575.38000000 PA USD 185101.51000000 0.043705015949 Long ABS-O CORP US Y 2 2037-09-15 Floating 1.51599960 N N N N N N MERCURY FINANCIAL CREDIT CARD MASTER TRUST N/A 58940BAB2 800000.00000000 PA USD 777813.12000000 0.183652390602 Long ABS-O CORP US Y 2 2026-03-20 Fixed 2.33000000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAN5 750000.00000000 PA USD 717999.15000000 0.169529488456 Long ABS-O CORP US Y 2 2026-12-21 Fixed 2.09000000 N N N N N N CPS Auto Receivables Trust 54930087Z25SUMBR4I05 12652BAD3 20639.87000000 PA USD 20658.59000000 0.004877777633 Long ABS-O CORP US Y 2 2023-09-15 Fixed 3.73000000 N N N N N N FREMF MORTGAGE TRUST N/A 30298NAG2 430975.79000000 PA USD 426133.69000000 0.100616033430 Long ABS-O USGSE US Y 2 2029-08-25 Floating 2.49143040 N N N N N N FHF TRUST 2021-1 N/A 30260WAA9 625901.04000000 PA USD 609482.47000000 0.143907205687 Long ABS-O CORP US Y 2 2027-03-15 Fixed 1.27000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31398LQK7 86466.78000000 PA USD 75062.43000000 0.017723273572 Long ABS-O USGSE US N 2 2036-04-15 Fixed 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3W97 556889.92000000 PA USD 574075.26000000 0.135547075735 Long ABS-O USGSE US N 2 2049-03-25 Fixed 3.50000000 N N N N N N FREMF MORTGAGE TRUST N/A 30297VAA8 1419978.75000000 PA USD 1393329.58000000 0.328984304436 Long ABS-O CORP US Y 2 2029-01-25 Floating 2.49143040 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 9128337T1 600000.00000000 PA USD 454895.12000000 0.107407003190 Long DBT UST US N 2 2033-05-15 None 0.00000000 N N N N N N Sofi Professional Ln Program 2019-C Tr N/A 83401CAC8 730000.00000000 PA USD 704849.46000000 0.166424665534 Long ABS-O CORP US Y 2 2048-11-16 Fixed 3.05000000 N N N N N N Dell International L.L.C. and EMC Corporation N/A 24703TAG1 100000.00000000 PA USD 108924.98000000 0.025718688022 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380YTX3 689379.00000000 PA USD 680691.51000000 0.160720640807 Long ABS-O USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N OPORTUN ISSUANCE TRUST N/A 68377GAC0 650000.00000000 PA USD 632346.00000000 0.149305600024 Long ABS-O CORP US Y 2 2031-05-08 Fixed 3.65000000 N N N N N N OCTANE RECEIVABLES TRUST N/A 67571AAC9 550000.00000000 PA USD 510003.12000000 0.120418761003 Long ABS-O CORP US Y 2 2028-11-20 Fixed 2.23000000 N N N N N N Duke Energy Progress Inc 0NIFZ782LS46WOC9QK20 26442UAL8 600000.00000000 PA USD 536871.32000000 0.126762713084 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N AVANT LOANS FUNDING TRUST N/A 05353LAC9 1800000.00000000 PA USD 1697624.64000000 0.400832559217 Long ABS-O CORP US Y 2 2030-07-15 Fixed 2.30000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XBR0 300000.00000000 PA USD 273719.45000000 0.064628932136 Long DBT CORP US N 2 2026-09-15 Fixed 1.45000000 N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BXEK4 314745.11000000 PA USD 317204.37000000 0.074896320674 Long ABS-O USGSE US N 2 2045-01-15 Fixed 3.50000000 N N N N N N FHF TRUST 2021-2 N/A 30322JAA4 904890.16000000 PA USD 880072.37000000 0.207797207964 Long ABS-O CORP US Y 2 2026-12-15 Fixed 0.83000000 N N N N N N LOANPAL SOLAR LOAN LTD N/A 53948PAA6 574449.05000000 PA USD 524887.19000000 0.123933094932 Long ABS-O CORP US Y 2 2048-01-20 Fixed 2.29000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8WU0 2097349.38000000 PA USD 322394.48000000 0.076121777129 Long ABS-O USGSE US N 2 2042-09-25 Floating 6.14342880 N N N N N N CSMC 2018-SITE N/A 12690CAG8 300000.00000000 PA USD 291657.42000000 0.068864333916 Long ABS-O CORP US Y 2 2036-04-17 Floating 4.78203840 N N N N N N CSMC 2018-SITE N/A 12690CAA1 127000.00000000 PA USD 125536.66000000 0.029640934466 Long ABS-O CORP US Y 2 2036-04-17 Fixed 4.28400000 N N N N N N LHOME MORTGAGE TRUST N/A 501895AC0 750000.00000000 PA USD 693419.85000000 0.163725977191 Long ABS-O CORP US Y 2 2026-09-25 Fixed 4.45800000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2N2 275000.00000000 PA USD 265276.86000000 0.062635520355 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XAZ9 700000.00000000 PA USD 710431.17000000 0.167742584143 Long DBT CORP US N 2 2025-07-13 Fixed 4.30000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BJAZ6 392707.48000000 PA USD 371077.98000000 0.087616622006 Long ABS-O USGSE US N 2 2045-05-15 Fixed 3.00000000 N N N N N N CubeSmart L.P. 549300MPHKO3I3FJRA97 22966RAD8 50000.00000000 PA USD 49499.32000000 0.011687471215 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAE2 500000.00000000 PA USD 454463.86000000 0.107305176764 Long DBT CORP US N 2 2029-06-07 Fixed 1.88700000 N N N N N CARNOW AUTO RECEIVABLES TRUST N/A 14369GAE0 750000.00000000 PA USD 733669.35000000 0.173229438505 Long ABS-O CORP US Y 2 2026-02-17 Fixed 2.16000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBS4 150000.00000000 PA USD 145855.11000000 0.034438400361 Long DBT CORP US N 2 2024-09-16 Fixed 0.65300000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91681MAA4 591890.96000000 PA USD 581314.87000000 0.137256447369 Long ABS-O CORP US Y 2 2027-02-20 Fixed 2.75000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CR9 100000.00000000 PA USD 100608.00000000 0.023754934493 Long DBT CORP US N 2 2026-12-08 Fixed 4.34600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FENW8 45225.37000000 PA USD 40246.20000000 0.009502682138 Long ABS-MBS USGSE US N 2 2037-05-25 Fixed 0.00000000 N N N N N N BUSINESS JET SECURITIES LLC N/A 12326QAB0 351982.45000000 PA USD 333312.56000000 0.078699686194 Long ABS-O CORP US Y 2 2034-07-15 Fixed 5.19300000 N N N N N N American Homes 4 Rent L P 549300ZJUO7A58PNUW40 02666TAA5 100000.00000000 PA USD 101495.33000000 0.023964445327 Long DBT CORP US N 2 2028-02-15 Fixed 4.25000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BC1 100000.00000000 PA USD 97854.46000000 0.023104785774 Long DBT CORP US N 2 2026-11-15 Fixed 3.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AQHT0 895420.22000000 PA USD 83154.99000000 0.019634038448 Long ABS-O USGSE US N 2 2034-06-25 Fixed 3.50000000 N N N N N N HOME PARTNERS OF AMERICA TRUST N/A 43731QAC2 519567.27000000 PA USD 497392.29000000 0.117441170349 Long ABS-O CORP US Y 2 2027-09-17 Fixed 3.15700000 N N N N N N TRTX 2022-FL5 ISSUER, LTD N/A 87277JAA9 1250000.00000000 PA USD 1240795.00000000 0.292968789210 Long ABS-CBDO CORP US Y 2 2039-02-15 Floating 1.69999920 N N N N N N Newrez LLC / Newres Gmsr Excess Owner LLC 549300FNXYY540N23N64 65246QAA7 723598.82000000 PA USD 695297.42000000 0.164169297328 Long ABS-O CORP US Y 2 2026-11-25 Fixed 3.47400000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 300000.00000000 PA USD 287133.96000000 0.067796282707 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N N/A N/A N/A 15351867.50 NS USD 15351867.50000000 3.624787360997 Long STIV RF US N 1 N N Laurel Rd Prime Sl Tr 2018-B 549300XLHGW4YH0MCQ51 51888RAB6 22615.68000000 PA USD 22766.54000000 0.005375493661 Long ABS-O CORP US Y 2 2043-05-26 Fixed 3.54000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FKAD8 408850.30000000 PA USD 412013.86000000 0.097282147092 Long ABS-O USGSE US N 2 2030-02-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394DXZ8 345509.27000000 PA USD 38323.96000000 0.009048814799 Long ABS-O USGSE US N 2 2035-05-25 Floating 6.14342880 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368EDC3 630000.00000000 PA USD 580215.79000000 0.136996939443 Long DBT CORP US N 2 2027-01-22 Fixed 0.94900000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6AS3 826988.87000000 PA USD 835309.29000000 0.197228028245 Long ABS-O USGSE US N 2 2042-05-25 Fixed 3.50000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EJ7 525000.00000000 PA USD 690689.96000000 0.163081412562 Long DBT USGA US N 2 2060-09-15 Fixed 4.62500000 N N N N N N TOORAK MORTGAGE TRUST 2022-1 LTD N/A 89054JAB2 1000000.00000000 PA USD 999875.00000000 0.236084258972 Long ABS-O CORP US Y 2 2029-03-25 Fixed 4.94800000 N N N N N N BOSTON LENDING TRUST 2022 N/A 10084LAC5 501986.11000000 PA USD 406627.92000000 0.096010452477 Long ABS-O CORP US Y 2 2062-02-25 Floating 2.75000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFF6 120000.00000000 PA USD 118598.03000000 0.028002628356 Long DBT CORP US N 2 2027-03-22 Fixed 3.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CL85 525584.12000000 PA USD 549129.22000000 0.129656972105 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.50000000 N N N N N N Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC N/A 03880XAJ5 1250000.00000000 PA USD 1239865.00000000 0.292749203401 Long ABS-CBDO CORP US Y 2 2037-01-15 Floating 3.04999920 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CAE1 4563900.00000000 PA USD 3964175.02000000 0.935996321573 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ACUF4 83760.26000000 PA USD 84488.23000000 0.019948834775 Long ABS-O USGSE US N 2 2041-07-15 Floating 0.89656920 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MR9 500000.00000000 PA USD 495896.49000000 0.117087991367 Long DBT CORP US N 2 2024-05-15 Fixed 1.67800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UMN7 292206.23000000 PA USD 291314.01000000 0.068783250085 Long ABS-O USGA US N 2 2064-07-20 Floating 0.60125040 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460WAD9 800000.00000000 PA USD 735573.11000000 0.173678942462 Long DBT CORP US N 2 2028-05-01 Fixed 1.85000000 N N N N N ACRE COMMERCIAL MORTGAGE 2021-FL4 LTD N/A 00489TAL0 675000.00000000 PA USD 658168.88000000 0.155402737655 Long ABS-O CORP US Y 2 2037-12-15 Floating 3.56757120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396XWV2 1600000.00000000 PA USD 1449788.80000000 0.342315103902 Long ABS-O USGSE US N 2 2036-08-27 Floating 0.35770680 N N N N N N LENDMARK FUNDING TRUST N/A 51507KAC0 550000.00000000 PA USD 550216.48000000 0.129913689166 Long ABS-O CORP US Y 2 2031-04-21 Fixed 4.69000000 N N N N N N Carrier Global Corporation 549300JE3W6CWY2NAN77 14448CAL8 250000.00000000 PA USD 233287.83000000 0.055082469781 Long DBT CORP US N 2 2031-02-15 Fixed 2.70000000 N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HHX1 350000.00000000 PA USD 347697.00000000 0.082096050598 Long DBT CORP US N 2 2024-07-30 Fixed 2.40000000 N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137B1W73 324536.64000000 PA USD 309538.34000000 0.073086265405 Long ABS-O USGSE US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMW49 289279.19000000 PA USD 284861.21000000 0.067259655129 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393DUV1 10179021.05000000 PA USD 125667.14000000 0.029671742591 Long ABS-O USGSE US N 2 2043-06-25 Floating 0.40582080 N N N N N N OPORTUN ISSUANCE TRUST N/A 68377GAA4 750000.00000000 PA USD 708026.70000000 0.167174855659 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.47000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91683LAA4 599621.10000000 PA USD 578443.44000000 0.136578463197 Long ABS-O CORP US Y 2 2029-10-20 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AACT0 61395.16000000 PA USD 58290.18000000 0.013763114339 Long ABS-O USGSE US N 2 2032-12-25 Fixed 2.00000000 N N N N N N Hero Funding 549300Z5C0ID42MSJA91 42771AAA4 142378.20000000 PA USD 140027.08000000 0.033062322208 Long ABS-O CORP US Y 2 2048-09-20 Fixed 3.19000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCC3 144000.00000000 PA USD 146291.12000000 0.034541348327 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Mirror Merger Sub 2 LLC 4JJ8ORNW1AFZPSV8GJ79 278265AD5 478000.00000000 PA USD 483552.89000000 0.114173497396 Long DBT CORP US N 2 2023-06-15 Fixed 3.62500000 N N N N N N BXMT LTD N/A 05609GAJ7 750000.00000000 PA USD 733159.50000000 0.173109055897 Long ABS-CBDO CORP US Y 2 2038-05-17 Floating 2.44113840 N N N N N N Boston Properties Limited Partnership BVHHEFJI6SHNOKQT2572 10112RAY0 50000.00000000 PA USD 48667.46000000 0.011491057612 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378WVW0 10015.29000000 PA USD 10089.24000000 0.002382208525 Long ABS-O USGA US N 2 2039-04-20 Floating 8.06856840 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331AW7 150000.00000000 PA USD 147492.70000000 0.034825057915 Long DBT CORP US N 2 2024-10-01 Variable 2.52900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHCZ3 473111.27000000 PA USD 489601.00000000 0.115601539469 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.50000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331BF3 125000.00000000 PA USD 118978.23000000 0.028092398813 Long DBT CORP US N 2 2030-03-01 Fixed 2.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377DH66 504747.04000000 PA USD 543952.71000000 0.128434726797 Long ABS-O USGA US N 2 2040-08-16 Fixed 4.50000000 N N N N N N Goodgreen 2020-1 Trust N/A 38217TAA3 346351.69000000 PA USD 325503.15000000 0.076855776932 Long ABS-O CORP US Y 2 2055-04-15 Fixed 2.63000000 N N N N N N BXG RECEIVABLES NOTE TRUST 549300MVRSYZ837KPY83 05607UAC3 278160.40000000 PA USD 277127.03000000 0.065433508707 Long ABS-O CORP US Y 2 2034-02-02 Fixed 4.44000000 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896BR0 100000.00000000 PA USD 96911.13000000 0.022882052568 Long DBT CORP US N 2 2027-02-15 Fixed 2.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377TVT5 1770850.09000000 PA USD 269733.76000000 0.063687855831 Long ABS-O USGA US N 2 2041-02-16 Floating 5.56943040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0VY9 824097.94000000 PA USD 805689.65000000 0.190234423284 Long ABS-O USGSE US N 2 2048-02-25 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FQU43 758520.00000000 PA USD 673744.24000000 0.159080294674 Long ABS-O USGSE US N 2 2049-05-25 Fixed 2.50000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGF0 100000.00000000 PA USD 101153.58000000 0.023883753445 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FG3P8 1068721.52000000 PA USD 1089271.75000000 0.257192062926 Long ABS-O USGSE US N 2 2048-05-15 Fixed 4.00000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38148LAC0 405000.00000000 PA USD 408397.13000000 0.096428187325 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393DUU3 577961.32200000 PA USD 583263.37000000 0.137716515056 Long ABS-O USGSE US N 2 2043-06-25 Fixed 4.29900000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137B5QZ9 254275.02000000 PA USD 254830.84000000 0.060169071158 Long ABS-O USGSE US N 2 2035-01-15 Floating 0.79656840 N N N N N N 20 Times Sq Tr 2018 N/A 90137LAC4 300000.00000000 PA USD 293937.42000000 0.069402673319 Long ABS-O CORP US Y 2 2035-05-17 Floating 3.09989880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B6JL8 490454.75000000 PA USD 478603.35000000 0.113004842831 Long ABS-O USGSE US N 2 2028-04-25 Fixed 1.95000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HG1 100000.00000000 PA USD 103943.83000000 0.024542569901 Long DBT CORP US N 2 2066-11-01 Fixed 4.25000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AU8 250000.00000000 PA USD 253476.05000000 0.059849186579 Long DBT CORP US N 2 2023-04-06 Fixed 3.70000000 N N N N N N CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST N/A 66981PAB4 1200000.00000000 PA USD 1154594.16000000 0.272615583625 Long ABS-O CORP US Y 2 2028-12-15 Fixed 3.66000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABNP4 195725.81000000 PA USD 13891.42000000 0.003279955591 Long ABS-O USGSE US N 2 2028-01-25 Fixed 4.00000000 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 912834KP2 1000000.00000000 PA USD 586876.85000000 0.138569707453 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N N SUNNOVA HELIOS III ISSUER LLC N/A 86745LAA0 101082.39000000 PA USD 99835.04000000 0.023572427991 Long ABS-O CORP US Y 2 2046-06-20 Fixed 3.75000000 N N N N N N Structured Asset Securities Corp. N/A 86359BBS9 9579.42000000 PA USD 9669.60000000 0.002283125741 Long ABS-O CORP US N 2 2033-12-25 Floating 2.02783320 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397NUG8 86502.11000000 PA USD 91956.86000000 0.021712281185 Long ABS-O USGSE US N 2 2036-08-25 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCER3 79405.16000000 PA USD 15256.23000000 0.003602206030 Long ABS-MBS USGSE US N 2 2034-01-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADTT6 352000.00000000 PA USD 344370.08000000 0.081310518963 Long ABS-O USGSE US N 2 2043-01-25 Fixed 3.00000000 N N N N N N Tes 2017 N/A 88159DAA3 284058.70000000 PA USD 279914.91000000 0.066091765573 Long ABS-O CORP US Y 2 2047-10-20 Fixed 4.33000000 N N N N N N FMC GMSR ISSUER TRUST N/A 30259RAH8 1250000.00000000 PA USD 1171252.00000000 0.276548729080 Long ABS-O CORP US Y 2 2026-07-25 Fixed 3.62000160 N N N N N N Renew 2017-2 N/A 75973KAA8 38109.64000000 PA USD 38737.23000000 0.009146393538 Long ABS-CBDO CORP US Y 2 2053-09-22 Fixed 3.22000000 N N N N N N MOSAIC SOLAR LOAN TRUST N/A 61946NAA6 322972.86000000 PA USD 305122.31000000 0.072043579899 Long ABS-O CORP US Y 2 2046-04-20 Fixed 2.10000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAR2 250000.00000000 PA USD 228823.93000000 0.054028481509 Long DBT CORP US N 2 2030-02-06 Fixed 2.70000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAG3 250000.00000000 PA USD 238598.28000000 0.056336340168 Long DBT CORP US N 2 2031-02-15 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6VD3 821840.46000000 PA USD 29035.46000000 0.006855672017 Long ABS-O USGSE US N 2 2040-06-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398PWQ8 44998.15000000 PA USD 7052.46000000 0.001665182940 Long ABS-O USGSE US N 2 2040-05-25 Floating 6.09342840 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBV0 335000.00000000 PA USD 331851.24000000 0.078354648415 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AG5V0 300000.00000000 PA USD 331715.43000000 0.078322581803 Long ABS-O USGSE US N 2 2043-11-25 Fixed 4.50000000 N N N N N N HIN TIMESHARE TRUST N/A 40439HAC3 446600.28000000 PA USD 435282.85000000 0.102776276120 Long ABS-O CORP US Y 2 2039-10-09 Fixed 3.42000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35563FAA9 1164556.68000000 PA USD 1125596.20000000 0.265768765874 Long ABS-O USGA US Y 2 2051-01-25 Floating 2.09900160 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109AS3 100000.00000000 PA USD 98462.39000000 0.023248326420 Long DBT CORP US N 2 2027-01-15 Fixed 3.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4E38 318000.00000000 PA USD 325959.54000000 0.076963536897 Long ABS-O USGSE US N 2 2049-07-25 Fixed 4.00000000 N N N N N N FMC Corporation CKDHZ2X64EEBQCSP7013 302491AU9 300000.00000000 PA USD 294682.43000000 0.069578580441 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJC5 800000.00000000 PA USD 764115.87000000 0.180418281223 Long DBT CORP US N 2 2028-01-27 Fixed 2.21500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375CZ45 318000.00000000 PA USD 295378.37000000 0.069742901460 Long ABS-O USGA US N 2 2042-06-20 Fixed 2.50000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAH1 250000.00000000 PA USD 226341.32000000 0.053442303094 Long DBT CORP US N 2 2028-03-15 Fixed 2.10000000 N N N N N N Atmos Energy Corporation QVLWEGTD2S8GJMO8D383 049560AR6 310000.00000000 PA USD 295101.80000000 0.069677599474 Long DBT CORP US N 2 2029-09-15 Fixed 2.62500000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380AUC9 500000.00000000 PA USD 492566.70000000 0.116301782086 Long ABS-O USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJX1 650000.00000000 PA USD 619302.06000000 0.146225746133 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B8BY4 171000.00000000 PA USD 136726.86000000 0.032283094811 Long ABS-O USGSE US N 2 2050-01-25 Fixed 2.00000000 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 912834DU9 6000000.00000000 PA USD 3904404.78000000 0.921883744682 Long DBT UST US N 2 2038-11-15 None 0.00000000 N N N N N SPS SERVICER ADVANCE RECEIVABLES TRUST II N/A 78472JAH6 494000.00000000 PA USD 444026.47000000 0.104840765229 Long ABS-O CORP US Y 2 2055-11-15 Fixed 3.16000000 N N N N N N RMF Proprietary Issuance Trust N/A 74969VAA3 1684855.19000000 PA USD 1552109.49000000 0.366474428093 Long ABS-O CORP US Y 2 2061-09-25 Fixed 2.12500000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MBS4 300000.00000000 PA USD 268425.44000000 0.063378943459 Long DBT CORP US N 2 2028-03-01 Fixed 1.65000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FGRD1 737718.59000000 PA USD 131888.22000000 0.031140625264 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 5.00000000 N N N N N N Home Partners Of America Trust 2019-2 N/A 43732TAC5 608529.92000000 PA USD 569533.19000000 0.134474630450 Long ABS-O CORP US Y 2 2039-10-19 Fixed 2.92200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31381SEB4 125887.36000000 PA USD 133935.37000000 0.031623985574 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.87000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132FTAL2 329978.18000000 PA USD 340459.96000000 0.080387285777 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 4.00000000 N N N N N N CubeSmart L.P. 549300MPHKO3I3FJRA97 22966RAH9 500000.00000000 PA USD 454037.79000000 0.107204575769 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XBQ8 100000.00000000 PA USD 100308.55000000 0.023684230224 Long DBT CORP US N 2 2026-10-06 Fixed 4.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A7LK6 199180.25000000 PA USD 187551.89000000 0.044283584417 Long ABS-O USGSE US N 2 2042-07-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382FF33 818828.64000000 PA USD 790823.06000000 0.186724216625 Long ABS-O USGA US N 2 2050-04-20 Fixed 3.00000000 N N N N N N BDS LTD N/A 05493JAJ0 1000000.00000000 PA USD 978805.00000000 0.231109341771 Long ABS-CBDO CORP US Y 2 2036-01-18 Floating 2.36756880 N N N N N N Mosaic Solar Loans Llc 2017-1 549300ZLA8SW2SVJMN33 61946GAB9 49004.88000000 PA USD 49248.78000000 0.011628315270 Long ABS-O CORP US Y 2 2043-06-22 Fixed 4.77000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVZC6 2044494.00000000 PA USD 2041386.98000000 0.481999582396 Long ABS-O USGSE US N 2 2045-07-25 Fixed 3.00000000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PBC6 100000.00000000 PA USD 107820.00000000 0.025457787025 Long DBT CORP US Y 2 2038-06-21 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5MM4 1278782.13300000 PA USD 89635.98000000 0.021164289451 Long ABS-O USGSE US N 2 2047-02-25 Fixed 4.00000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 3137BLY44 1365041.32000000 PA USD 1350967.61000000 0.318982059859 Long ABS-O USGSE US N 2 2045-11-15 Fixed 3.50000000 N N N N N N MF1 2021-FL7 LTD N/A 55284AAC2 1500000.00000000 PA USD 1483146.00000000 0.350191198257 Long ABS-CBDO CORP US Y 2 2036-10-16 Floating 1.57570920 N N N N N N COREVEST AMERICAN FINANCE TRUST N/A 21873AAN7 750000.00000000 PA USD 649779.23000000 0.153421825738 Long ABS-O CORP US Y 2 2052-12-15 Fixed 3.37900000 N N N N N N Athene Global Funding 2015-1 549300LM1QSI4MSIL320 04685A2L4 225000.00000000 PA USD 218373.35000000 0.051560955633 Long DBT CORP US Y 2 2025-01-14 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEF9 100000.00000000 PA USD 100859.63000000 0.023814347802 Long DBT CORP US N 2 2027-01-20 Fixed 3.62500000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 373334KM2 230000.00000000 PA USD 228652.11000000 0.053987912440 Long DBT CORP US N 2 2023-07-30 Fixed 2.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARX94 1487715.64000000 PA USD 96473.45000000 0.022778710292 Long ABS-O USGSE US N 2 2043-02-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378GMY1 1320824.45000000 PA USD 47728.26000000 0.011269299556 Long ABS-O USGA US N 2 2037-10-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6WE0 851000.00000000 PA USD 850822.57000000 0.200890927321 Long ABS-O USGSE US N 2 2042-05-25 Fixed 3.50000000 N N N N N N FMC GMSR ISSUER TRUST N/A 30259RAE5 1250000.00000000 PA USD 1204853.50000000 0.284482506030 Long ABS-O CORP US Y 2 2026-01-25 Fixed 4.44999960 N N N N N N Bx Trust 2018 N/A 12433UAN5 1200000.00000000 PA USD 1169836.44000000 0.276214495868 Long ABS-O CORP US Y 2 2037-05-15 Floating 2.16100080 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ASKV5 475000.00000000 PA USD 454577.99000000 0.107332124429 Long ABS-O USGSE US N 2 2042-07-15 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FDBN1 1160131.62000000 PA USD 1187672.33000000 0.280425795154 Long ABS-O USGSE US N 2 2048-01-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9SX7 343788.12000000 PA USD 20798.94000000 0.004910916201 Long ABS-O USGSE US N 2 2027-11-25 Fixed 3.50000000 N N N N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 7591EPAQ3 275000.00000000 PA USD 267621.79000000 0.063189190625 Long DBT CORP US N 2 2025-05-18 Fixed 2.25000000 N N N N N FREMF MORTGAGE TRUST N/A 35709BAC9 402197.55000000 PA USD 394778.21000000 0.093212572737 Long ABS-O USGSE US Y 2 2028-07-25 Floating 2.00685960 N N N N N N Truist Financial Corporation JJKC32MCHWDI71265Z06 07330NAT2 250000.00000000 PA USD 246013.96000000 0.058087284353 Long DBT CORP US N 2 2024-12-06 Fixed 2.15000000 N N N N N SUNNOVA SOL II ISSUER LLC 549300JK1Y1VVC3JU540 86745PAA1 1069792.25000000 PA USD 1001482.16000000 0.236463731583 Long ABS-O CORP US Y 2 2055-11-01 Fixed 2.73000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DQ1 550000.00000000 PA USD 477139.22000000 0.112659141572 Long DBT CORP US N 2 2031-01-15 Fixed 1.70000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFS3 300000.00000000 PA USD 308428.34000000 0.072824179117 Long DBT CORP US N 2 2025-08-01 Fixed 3.87500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31392JAA7 707148.55400000 PA USD 766903.74000000 0.181076535727 Long ABS-O USGSE US N 2 2042-07-25 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396KUR1 297396.63000000 PA USD 327590.39000000 0.077348603044 Long ABS-O USGSE US N 2 2036-07-25 Fixed 6.00000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QCP1 350000.00000000 PA USD 320599.28000000 0.075697905684 Long DBT CORP US N 2 2026-01-06 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FES37 624096.99000000 PA USD 97201.86000000 0.022950697926 Long ABS-MBS USGSE US N 2 2035-03-25 Fixed 5.00000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KU4 150000.00000000 PA USD 152270.02000000 0.035953048966 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CCX7 300000.00000000 PA USD 285011.72000000 0.067295192613 Long DBT UST US N 2 2024-09-15 Fixed 0.37500000 N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114TZD7 200000.00000000 PA USD 184466.76000000 0.043555142732 Long DBT CORP US N 2 2026-06-03 Fixed 1.20000000 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 912833XS4 2000000.00000000 PA USD 1679200.42000000 0.396482347114 Long DBT UST US N 2 2029-05-15 None 0.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140JAVD7 842708.83000000 PA USD 854702.52000000 0.201807036955 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.35300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394EPD4 260230.97000000 PA USD 278895.49000000 0.065851066470 Long ABS-O USGSE US N 2 2035-07-25 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FDVG4 2034688.31000000 PA USD 2031423.25000000 0.479647008511 Long ABS-O USGSE US N 2 2047-12-15 Fixed 3.50000000 N N N N N N CREDIBLYASSET SECURITIZATION II LLC N/A 22534NAB4 500000.00000000 PA USD 483786.05000000 0.114228549684 Long DBT CORP US Y 2 2026-04-15 Fixed 3.38000000 N N N N N N FREMF MORTGAGE TRUST N/A 35708AAG3 326917.82000000 PA USD 323832.89000000 0.076461405542 Long ABS-O USGSE US Y 2 2025-10-27 Floating 2.15686080 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137A6JS2 262142.00000000 PA USD 280749.57000000 0.066288840295 Long ABS-O USGSE US N 2 2041-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381RYW3 292265.63000000 PA USD 306593.22000000 0.072390882009 Long ABS-O USGA US N 2 2049-03-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFM3 1072763.47000000 PA USD 173217.19000000 0.040898964312 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CAU5 4000000.00000000 PA USD 3590937.52000000 0.847869807150 Long DBT UST US N 2 2027-10-31 Fixed 0.50000000 N N N N N N DIAMOND RESORTS OWNER TRUST N/A 25273CAC4 279752.01000000 PA USD 271288.39000000 0.064054925386 Long ABS-O CORP US Y 2 2033-11-21 Fixed 2.70000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WCH4 50000.00000000 PA USD 48522.56000000 0.011456844726 Long DBT CORP US Y 2 2026-07-14 Fixed 2.35000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXH2 500000.00000000 PA USD 503321.82000000 0.118841214051 Long DBT CORP US N 2 2030-03-15 Fixed 3.80000000 N N N N N N LL ABS TRUST N/A 53934QAB8 1500000.00000000 PA USD 1393924.05000000 0.329124666991 Long ABS-O CORP US Y 2 2029-05-15 Fixed 2.17000000 N N N N N N LOANPAL SOLAR LOAN LTD N/A 53948QAA4 839291.61000000 PA USD 777875.78000000 0.183667185491 Long ABS-O CORP US Y 2 2048-03-20 Fixed 2.22000000 N N N N N N Federal Home Loan Mortgage Corporation B1V7KEBTPIMZEU4LTD58 31396H6P9 211810.44000000 PA USD 224154.86000000 0.052926049774 Long ABS-O USGSE US N 2 2036-01-15 Floating 7.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBT2 500000.00000000 PA USD 461636.93000000 0.108998837387 Long DBT CORP US N 2 2026-11-19 Fixed 1.04500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYFY4 1163429.92000000 PA USD 1133645.53000000 0.267669323552 Long ABS-O USGSE US N 2 2047-10-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379GAW7 81919.97000000 PA USD 1272.51000000 0.000300457137 Long ABS-O USGA US N 2 2043-08-20 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137B15N8 203430.48000000 PA USD 189754.40000000 0.044803627364 Long ABS-O USGSE US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1FL3 2593870.95000000 PA USD 269092.84000000 0.063536525791 Long ABS-O USGSE US N 2 2048-01-25 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AURH4 745062.04000000 PA USD 26705.48000000 0.006305531647 Long ABS-O USGSE US N 2 2031-07-15 Fixed 3.50000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAC2 100000.00000000 PA USD 103023.34000000 0.024325229534 Long DBT CORP US N 2 2026-09-15 Fixed 4.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381RAD1 188928.24000000 PA USD 190643.77000000 0.045013619870 Long ABS-O USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAK1 300000.00000000 PA USD 298880.38000000 0.070569774255 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FCHG2 441240.00000000 PA USD 433167.34000000 0.102276775071 Long ABS-O USGSE US N 2 2047-12-15 Fixed 3.00000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAW5 300000.00000000 PA USD 287398.73000000 0.067858798551 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N FREED ABS TRUST N/A 35635BAC8 625000.00000000 PA USD 610926.19000000 0.144248087863 Long ABS-O CORP US Y 2 2028-03-20 Fixed 2.83000000 N N N N N N FINANCE OF AMERICA HECM BUYOUT 2022-HB1 N/A 31735JAD7 1650000.00000000 PA USD 1622231.49000000 0.383031198097 Long ABS-O CORP US Y 2 2025-11-25 Floating 5.08380000 N N N N N N ALPHAFLOW TRANSITIONAL MORTGAGE TRUST 2021-WL1 N/A 02079YAB3 500000.00000000 PA USD 492919.80000000 0.116385153859 Long ABS-O CORP US Y 2 2025-03-25 Floating 5.61000000 N N N N N N Bx Trust 2021-View N/A 05606GAG6 1150000.00000000 PA USD 1124085.56000000 0.265412082964 Long ABS-O CORP US Y 2 2036-06-15 Floating 2.19700080 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHY8 400000.00000000 PA USD 385019.71000000 0.090908456482 Long DBT CORP US N 2 2026-02-13 Fixed 2.01500000 N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 534187BF5 100000.00000000 PA USD 101564.72000000 0.023980829262 Long DBT CORP US N 2 2026-12-12 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENQC6 274785.82000000 PA USD 283008.96000000 0.066822313393 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.50000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 94974BGP9 925000.00000000 PA USD 936972.26000000 0.221232055686 Long DBT CORP US N 2 2025-09-29 Fixed 3.55000000 N N N N N N PROGRESS RESIDENTIAL TRUST N/A 74331FAC5 850000.00000000 PA USD 765577.92000000 0.180763491365 Long ABS-O CORP US Y 2 2038-04-17 Fixed 1.30300000 N N N N N N TOORAK MORTGAGE CORP 2021-1 LTD N/A 89053BAA2 510000.00000000 PA USD 482661.45000000 0.113963016134 Long ABS-O CORP US Y 2 2024-06-25 Fixed 2.23950000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CCY5 1500000.00000000 PA USD 1391953.13000000 0.328659305633 Long DBT UST US N 2 2028-09-30 Fixed 1.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAM8 100000.00000000 PA USD 99538.21000000 0.023502342340 Long DBT CORP US N 2 2029-01-23 Fixed 3.50900000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35563JAA1 1762538.08000000 PA USD 1678040.24000000 0.396208412637 Long ABS-O USGA US Y 2 2041-07-25 Floating 1.89900000 N N N N N N American Campus Communities Operating Partnership, L.P. 529900MR3ZXRO3W6UX26 024836AA6 309000.00000000 PA USD 312105.10000000 0.073692312794 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAF2 535000.00000000 PA USD 528765.27000000 0.124848763033 Long ABS-O CORP US Y 2 2025-09-22 Fixed 2.24000000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575TAL7 1000000.00000000 PA USD 948851.00000000 0.224036789808 Long ABS-CBDO CORP US Y 2 2036-07-25 Floating 3.08685960 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 60920LAR5 300000.00000000 PA USD 275247.15000000 0.064989643147 Long DBT CORP US Y 2 2026-09-24 Fixed 1.25000000 N N N N N AMERICAN HOMES 4 RENT TRUST N/A 02665XAE9 300000.00000000 PA USD 308719.80000000 0.072892996837 Long ABS-O CORP US Y 2 2036-12-18 Fixed 6.41800000 N N N N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212PBK0 300000.00000000 PA USD 311624.14000000 0.073578751513 Long DBT CORP US N 2 2027-08-01 Fixed 4.62500000 N N N N N Fremf Mtg Tr 2016-Kf17 N/A 30294WAC5 537330.61000000 PA USD 535391.92000000 0.126413406368 Long ABS-O USGSE US Y 2 2023-03-25 Floating 6.08142960 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGK9 100000.00000000 PA USD 100028.32000000 0.023618064061 Long DBT CORP US N 2 2023-04-24 Fixed 2.88100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380CUH4 1063268.30200000 PA USD 83138.86000000 0.019630229933 Long ABS-O USGA US N 2 2044-02-20 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468W2 500000.00000000 PA USD 491865.24000000 0.116136157719 Long DBT CORP US N 2 2024-01-25 Fixed 0.52900000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AQ3 100000.00000000 PA USD 108417.52000000 0.025598869727 Long DBT CORP BE N 2 2029-01-23 Fixed 4.75000000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506BQ9 110000.00000000 PA USD 108422.70000000 0.025600092796 Long DBT CORP US N 2 2024-08-15 Fixed 2.40000000 N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DP3 125000.00000000 PA USD 114114.54000000 0.026944014615 Long DBT CORP US N 2 2030-05-01 Fixed 2.20000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109AZ7 625000.00000000 PA USD 565043.52000000 0.133414557525 Long DBT CORP US N 2 2026-03-15 Fixed 0.75000000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAF3 700000.00000000 PA USD 671726.03000000 0.158603767495 Long DBT CORP US N 2 2024-03-15 Fixed 0.80000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 9128284V9 5500000.00000000 PA USD 5635566.42000000 1.330634851510 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 36962GXZ2 162000.00000000 PA USD 204078.60000000 0.048185768274 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N CubeSmart L.P. 549300MPHKO3I3FJRA97 22966RAG1 200000.00000000 PA USD 174003.50000000 0.041084622933 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N N PNC Financial Services Group Inc CFGNEKW0P8842LEUIA51 693475AX3 250000.00000000 PA USD 246282.07000000 0.058150588817 Long DBT CORP US N 2 2026-07-23 Fixed 2.60000000 N N N N N Government National Mortgage Association N/A 38381XTS5 517000.00000000 PA USD 526014.15000000 0.124199185709 Long ABS-O USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N PNC Bank National Association Pittsburgh Pennsylvania AD6GFRVSDT01YPT1CS68 69349LAS7 250000.00000000 PA USD 240032.24000000 0.056674917874 Long DBT CORP US N 2 2029-10-22 Fixed 2.70000000 N N N N N N Lennox International Inc. S7DWAC87RDMPBF77GJ92 526107AD9 100000.00000000 PA USD 100111.44000000 0.023637689838 Long DBT CORP US N 2 2023-11-15 Fixed 3.00000000 N N N N N N RMF BUYOUT ISSUANCE TRUST N/A 76971EAA2 699846.52000000 PA USD 671463.61000000 0.158541806519 Long ABS-O CORP US Y 2 2050-10-25 Floating 1.71880000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137B2L99 548509.20000000 PA USD 18661.49000000 0.004406234817 Long ABS-O USGSE US N 2 2031-06-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397Q4W5 120000.00000000 PA USD 122609.56000000 0.028949805841 Long ABS-O USGSE US N 2 2028-12-25 Fixed 4.00000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CAY0 1100000.00000000 PA USD 956584.11000000 0.225862683589 Long DBT CORP US Y 2 2030-09-21 Fixed 1.73700000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137A2TQ4 542353.06000000 PA USD 564611.34000000 0.133312513875 Long ABS-O USGSE US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFR0 500000.00000000 PA USD 435935.08000000 0.102930276606 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AYTA9 145088.47000000 PA USD 139227.80000000 0.032873601191 Long ABS-O USGSE US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association 549300HG8ZEWVWVSN227 62547NAA7 320834.28000000 PA USD 314628.51000000 0.074288124650 Long ABS-O USGA US Y 2 2049-10-15 Floating 2.15656920 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379B3J5 474468.86000000 PA USD 461260.12000000 0.108909867357 Long ABS-O USGA US N 2 2040-02-16 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5FW0 1089752.02000000 PA USD 1072534.81000000 0.253240240870 Long ABS-O USGSE US N 2 2049-07-25 Fixed 3.00000000 N N N N N N Rentas Fdo Inv Inm N/A 75973LAA6 337056.61000000 PA USD 329317.76000000 0.077756458893 Long ABS-CBDO CORP US Y 2 2052-09-20 Fixed 3.67000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADQF9 396535.18000000 PA USD 383987.93000000 0.090664839013 Long ABS-O USGSE US N 2 2042-05-25 Fixed 3.00000000 N N N N N N MOTEL TRUST 2021-MTL6 N/A 61977KAA4 588701.25000000 PA USD 580156.02000000 0.136982826923 Long ABS-O CORP US Y 2 2038-09-15 Floating 1.29656880 N N N N N N Nucor Corporation 549300GGJCRSI2TIEJ46 670346AR6 250000.00000000 PA USD 241996.04000000 0.057138598102 Long DBT CORP US N 2 2025-06-01 Fixed 2.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810RT7 1780000.00000000 PA USD 1664856.25000000 0.393095491012 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAL4 727217.47000000 PA USD 712652.98000000 0.168267184085 Long ABS-O CORP US Y 2 2040-02-15 Floating 2.89699920 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBA4 650000.00000000 PA USD 626261.03000000 0.147868854797 Long DBT CORP US N 2 2027-01-26 Fixed 2.05000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 175000.00000000 PA USD 164214.12000000 0.038773215484 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N ERP Operating Limited Partnership DX5HQV5MLU50FEWZ5072 26884ABM4 150000.00000000 PA USD 141342.32000000 0.033372868487 Long DBT CORP US N 2 2030-02-15 Fixed 2.50000000 N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MB4 100000.00000000 PA USD 100981.01000000 0.023843007292 Long DBT CORP US N 2 2026-07-01 Floating 1.46437920 N N N N N N CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST N/A 66981PAF5 500000.00000000 PA USD 477952.40000000 0.112851144571 Long ABS-O CORP US Y 2 2029-12-17 Fixed 4.02000000 N N N N N N Honda Motor Co Ltd. 549300P7ZYCQJ36CCS16 438127AB8 200000.00000000 PA USD 193594.73000000 0.045710382170 Long DBT CORP US N 2 2027-03-10 Fixed 2.53400000 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 912833WQ9 1000000.00000000 PA USD 859736.73000000 0.202995683273 Long DBT UST US N 2 2028-05-15 None 0.00000000 N N N N N N Government National Mortgage Association N/A 38378UPW1 1561470.99000000 PA USD 243962.20000000 0.057602835558 Long ABS-O USGA US N 2 2039-12-20 Floating 6.20142840 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380U5F6 284000.00000000 PA USD 243828.31000000 0.057571222285 Long ABS-O USGA US N 2 2048-01-20 Fixed 2.75000000 N N N N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503MAA6 100000.00000000 PA USD 101754.73000000 0.024025693240 Long DBT CORP US N 2 2027-01-12 Fixed 3.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379TBD0 57622.32980000 PA USD 52404.62000000 0.012373452560 Long ABS-O USGA US N 2 2045-02-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2XG2 364872.23000000 PA USD 405884.27000000 0.095834866469 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381YBX1 847484.00000000 PA USD 253318.05000000 0.059811880603 Long ABS-O USGA US N 2 2049-06-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393XA49 244940.51000000 PA USD 278211.69000000 0.065689611872 Long ABS-O USGSE US N 2 2034-04-25 Fixed 6.00000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WCN1 100000.00000000 PA USD 100181.01000000 0.023654116273 Long DBT CORP US Y 2 2024-01-17 Fixed 2.90000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SL3 4500000.00000000 PA USD 4053339.86000000 0.957049368381 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35563GAA7 996212.47000000 PA USD 964950.33000000 0.227838063360 Long ABS-O USGA US Y 2 2051-11-25 Floating 2.39900040 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M8CW2 57360.06690000 PA USD 63469.58000000 0.014986042016 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.50000000 N N N N N N FORA FINANCIAL ASSET SECURITIZATION 2021 LLC N/A 34513GAC7 418000.00000000 PA USD 400039.08000000 0.094454736603 Long DBT CORP US Y 2 2027-05-15 Fixed 3.85000000 N N N N N N LHOME MORTGAGE TRUST N/A 501878AD4 1000000.00000000 PA USD 986310.00000000 0.232881375638 Long ABS-O CORP US Y 2 2024-07-25 Fixed 5.68199880 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382WH83 2764201.43000000 PA USD 395119.93000000 0.093293257536 Long ABS-O USGA US N 2 2051-08-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HWBS0 190384.74000000 PA USD 185261.09000000 0.043742694985 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 2.43000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAY1 825000.00000000 PA USD 752424.87000000 0.177657875100 Long DBT CORP US N 2 2031-06-01 Fixed 2.30000000 N N N N N ARBOR REALTY COMMERCIAL REAL ESTATE NOTES N/A 03881CAA9 1000000.00000000 PA USD 987527.00000000 0.233168726100 Long ABS-CBDO CORP US Y 2 2035-12-17 Floating 1.16114040 N N N N N N First Horizon Bank COOWI3L2W9TPYR3WJX37 337158AJ8 250000.00000000 PA USD 282641.67000000 0.066735591165 Long DBT CORP US N 2 2030-05-01 Fixed 5.75000000 N N N N N N ONEMAIN DIRECT AUTO RECEIVABLES TRUST N/A 68267EAD6 675000.00000000 PA USD 688374.18000000 0.162534625009 Long ABS-O CORP US Y 2 2031-04-14 Fixed 4.68000000 N N N N N N MOTEL TRUST 2021-MTL6 N/A 61977KAL0 1530623.26000000 PA USD 1496116.12000000 0.353253622229 Long ABS-O CORP US Y 2 2038-09-15 Floating 3.09656880 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAD0 60000.00000000 PA USD 60633.78000000 0.014316470578 Long DBT CORP US N 2 2029-07-15 Fixed 4.00000000 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 29449WAF4 609000.00000000 PA USD 547746.58000000 0.129330511757 Long DBT CORP US Y 2 2028-03-08 Fixed 1.80000000 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296AG8 400000.00000000 PA USD 347766.19000000 0.082112387310 Long DBT CORP US N 2 2031-04-15 Fixed 1.87500000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MDXA6 121477.22000000 PA USD 126804.98000000 0.029940402287 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31393W2P3 126902.27000000 PA USD 142020.51000000 0.033532998487 Long ABS-O USGSE US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RYT7 1299581.98900000 PA USD 15497.26000000 0.003659116532 Long ABS-O USGA US N 2 2066-08-20 Floating 0.45236880 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19421UAD6 207393.29000000 PA USD 204812.11000000 0.048358960087 Long ABS-O CORP US Y 2 2048-12-28 Fixed 4.46000000 N N N N N N RMF BUYOUT ISSUANCE TRUST 2021-HB1 N/A 74969TAD2 550000.00000000 PA USD 519104.91000000 0.122567818983 Long ABS-O CORP US Y 2 2031-11-25 Floating 3.68950000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FKR32 435892.10000000 PA USD 442773.75000000 0.104544980783 Long ABS-O USGSE US N 2 2046-11-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKRW7 313730.71000000 PA USD 317734.42000000 0.075021472779 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.50000000 N N N N N N Pricoa Global Funding I 635400IBXEBMD9ADYA79 741531FA0 160000.00000000 PA USD 161912.24000000 0.038229709912 Long DBT CORP US Y 2 2023-09-01 Fixed 3.45000000 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAC7 300000.00000000 PA USD 287404.38000000 0.067860132594 Long ABS-O CORP US Y 2 2040-08-15 Fixed 2.61700000 N N N N N N Gold Key Resorts Llc 2014-A 549300MORAF4RGEXUA95 38061LAA7 12334.24000000 PA USD 12300.03000000 0.002904206493 Long ABS-O CORP US Y 2 2031-03-17 Fixed 3.22000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38145GAH3 350000.00000000 PA USD 351455.42000000 0.082983465325 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Sofi Professional Loan Program 2017-B 549300THMTEP636GV478 83403YAD6 150000.00000000 PA USD 150939.33000000 0.035638854729 Long ABS-O CORP US Y 2 2040-05-25 Floating 4.44000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QCY4 104288.49500000 PA USD 102543.97000000 0.024212043674 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 3.00000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348BL9 250000.00000000 PA USD 228593.44000000 0.053974059645 Long DBT CORP US N 2 2030-05-15 Fixed 2.30000000 N N N N N N CFMT 2021-GRN1 ISSUER TRUST N/A 12529KAB8 1000000.00000000 PA USD 924175.30000000 0.218210517175 Long ABS-O CORP US Y 2 2041-03-20 Fixed 1.83000000 N N N N N N Midamerican Energy Company NINLOILYRTLIMK26MZ18 595620AT2 350000.00000000 PA USD 359748.05000000 0.084941469484 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST N/A 66981PAA6 1350000.00000000 PA USD 1301479.65000000 0.307297270896 Long ABS-O CORP US Y 2 2028-12-15 Fixed 2.24000000 N N N N N N ANTLER MORTGAGE TRUST N/A 00201QAC3 1750000.00000000 PA USD 1698197.20000000 0.400967748519 Long ABS-O CORP US Y 2 2025-05-25 Floating 5.43800000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91680BAA9 137471.33000000 PA USD 136825.68000000 0.032306427574 Long ABS-O CORP US Y 2 2028-03-20 Fixed 3.50000000 N N N N N N Hero Fdg Tr 2016-2 N/A 42770WAA7 112442.34000000 PA USD 111978.35000000 0.026439630734 Long ABS-O CORP US Y 2 2041-09-20 Fixed 3.75000000 N N N N N N United Airlines Pass Through Trust 2020-1A N/A 90931GAA7 262521.25000000 PA USD 271732.12000000 0.064159696151 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759AU4 200000.00000000 PA USD 197874.48000000 0.046720890091 Long DBT CORP US N 2 2024-08-15 Fixed 2.50000000 N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2S1 250000.00000000 PA USD 236400.03000000 0.055817303066 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A. 549300XQ6S1GYKGBL205 47837RAD2 500000.00000000 PA USD 438902.36000000 0.103630892283 Long DBT CORP US N 2 2031-09-16 Fixed 2.00000000 N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZT7 200000.00000000 PA USD 183330.85000000 0.043286938736 Long DBT CORP US N 2 2026-07-14 Fixed 1.15000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAM6 275000.00000000 PA USD 270918.45000000 0.063967577457 Long DBT CORP US N 2 2023-06-15 Fixed 0.70000000 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427AS7 250000.00000000 PA USD 243720.52000000 0.057545771581 Long DBT CORP US N 2 2030-04-15 Fixed 3.20000000 N N N N N LL ABS TRUST N/A 53934QAA0 706549.86000000 PA USD 687711.55000000 0.162378168939 Long ABS-O CORP US Y 2 2029-05-15 Fixed 1.07000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379FUL1 357063.21700000 PA USD 355107.90000000 0.083845866159 Long ABS-O USGA US N 2 2029-01-20 Fixed 3.00000000 N N N N N N United Air Lines, Inc. N/A 909287AA2 17806.94000000 PA USD 17802.38000000 0.004203387113 Long ABS-O CORP US N 2 2024-01-02 Fixed 6.63600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379VV50 1669628.74000000 PA USD 227243.98000000 0.053655433553 Long ABS-O USGA US N 2 2046-03-20 Floating 5.60143080 N N N N N N COLLEGE AVE STUDENT LOANS 2021-A LLC N/A 19424KAE3 500000.00000000 PA USD 477039.75000000 0.112635655335 Long ABS-O CORP US Y 2 2051-07-25 Fixed 4.12000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADSQ3 350000.00000000 PA USD 344656.69000000 0.081378191532 Long ABS-O USGSE US N 2 2043-02-25 Fixed 3.00000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM TRUST N/A 83406TAC6 425000.00000000 PA USD 406160.98000000 0.095900201511 Long ABS-O CORP US Y 2 2046-05-15 Fixed 3.12000000 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAJ2 250000.00000000 PA USD 237400.18000000 0.056053452256 Long ABS-O CORP US Y 2 2040-08-15 Fixed 5.46500000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJB6 450000.00000000 PA USD 415154.92000000 0.098023794621 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCS8 750000.00000000 PA USD 774534.22000000 0.182878197151 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122DU9 300000.00000000 PA USD 293467.55000000 0.069291730540 Long DBT CORP US N 2 2032-03-15 Fixed 2.95000000 N N N N N N COLD STORAGE TRUST N/A 193051AQ2 491495.27000000 PA USD 485967.32000000 0.114743577574 Long ABS-O CORP US Y 2 2037-11-16 Floating 3.16217160 N N N N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097AE3 100000.00000000 PA USD 100728.18000000 0.023783310646 Long DBT CORP US Y 2 2027-05-15 Fixed 3.90000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AVMA2 1311716.43000000 PA USD 157229.02000000 0.037123937167 Long ABS-O USGSE US N 2 2042-02-15 Fixed 4.50000000 N N N N N N DIAMOND RESORTS OWNER TRUST N/A 25273CAB6 466253.33000000 PA USD 447369.84000000 0.105630180935 Long ABS-O CORP US Y 2 2033-11-21 Fixed 2.05000000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207BB0 300000.00000000 PA USD 289524.21000000 0.068360653654 Long DBT CORP US N 2 2032-03-17 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38381VBG4 490565.00000000 PA USD 493021.95000000 0.116409272881 Long ABS-O USGA US N 2 2049-04-20 Fixed 4.00000000 N N N N N N BHMS Mortgage Trust N/A 05549GAA9 610000.00000000 PA USD 603677.66000000 0.142536610095 Long ABS-O CORP US Y 2 2035-07-16 Floating 1.64657160 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AFRK0 1555066.99000000 PA USD 158279.23000000 0.037371906213 Long ABS-O USGSE US N 2 2030-08-15 Floating 6.30343080 N N N N N N CSMC 2018-SITE N/A 12690CAJ2 135000.00000000 PA USD 128310.55000000 0.030295888101 Long ABS-O CORP US Y 2 2036-04-17 Floating 4.78203840 N N N N N N Fox Corporation 549300DDU6FDRBIELS05 35137LAG0 50000.00000000 PA USD 51044.87000000 0.012052396857 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381YST2 1867569.84000000 PA USD 246804.77000000 0.058274005486 Long ABS-O USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393Y5S0 113418.41000000 PA USD 129399.52000000 0.030553008916 Long ABS-O USGSE US N 2 2034-03-25 Fixed 7.50000000 N N N N N N The Progressive Corporation 529900TACNVLY9DCR586 743315AW3 240000.00000000 PA USD 237863.05000000 0.056162742238 Long DBT CORP US N 2 2030-03-26 Fixed 3.20000000 N N N N N N MOTEL TRUST 2021-MTL6 N/A 61977KAG1 546651.17000000 PA USD 536661.45000000 0.126713159887 Long ABS-O CORP US Y 2 2038-09-15 Floating 1.89657000 N N N N N N Duke Energy Indiana, LLC. 6URPHM2EAWGJ2C6ISB97 26443TAC0 370000.00000000 PA USD 311596.40000000 0.073572201717 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396LCF5 38493.95000000 PA USD 35020.90000000 0.008268916839 Long ABS-O USGSE US N 2 2036-10-25 Fixed 0.00000000 N N N N N N CASCADE MH ASSET TRUST N/A 14732FAC6 100000.00000000 PA USD 98953.65000000 0.023364319672 Long ABS-O CORP US Y 2 2044-11-25 Fixed 5.98500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDZ6 500000.00000000 PA USD 509511.45000000 0.120302670944 Long DBT CORP US N 2 2026-01-27 Fixed 3.87500000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DY7 275000.00000000 PA USD 273667.00000000 0.064616547968 Long DBT CORP US Y 2 2023-03-10 Fixed 1.75000000 N N N N N N BREAN ASSET BACKED SECURITIES TRUST 2022-RM3 N/A 10638NAA6 1591565.00000000 PA USD 1456166.75000000 0.343821025741 Long ABS-O CORP US Y 2 2062-02-25 Fixed 1.75000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137B03R3 510916.85000000 PA USD 475723.16000000 0.112324790303 Long ABS-O USGSE US N 2 2033-02-15 Floating 5.33245320 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B2M3 1651533.46000000 PA USD 12562.39000000 0.002966153303 Long ABS-O USGA US N 2 2063-05-20 Floating 0.46317960 N N N N N N Alaska Airlines Pass Through Trust 2020-1A PG4W4UTDTMMEBRGLO537 01166VAA7 132362.64000000 PA USD 135345.58000000 0.031956955578 Long ABS-O CORP US Y 2 2027-08-15 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AR2U1 743819.64000000 PA USD 75891.10000000 0.017918933972 Long ABS-O USGSE US N 2 2035-03-25 Fixed 3.50000000 N N N N N N Kirby Corp I7NO6FZO5GUCG585T325 497266AC0 100000.00000000 PA USD 98575.87000000 0.023275120611 Long DBT CORP US N 2 2028-03-01 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B25U2 553101.00000000 PA USD 567265.25000000 0.133939138579 Long ABS-O USGSE US N 2 2048-09-25 Fixed 4.00000000 N N N N N N BX TRUST N/A 12433WAE1 766301.52000000 PA USD 730855.40000000 0.172565026153 Long ABS-O CORP US Y 2 2037-09-15 Floating 2.16600120 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEJ8 385000.00000000 PA USD 364023.73000000 0.085951016422 Long DBT CORP US N 2 2029-10-01 Fixed 2.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397SBL7 570000.00000000 PA USD 606545.55000000 0.143213758424 Long ABS-O USGSE US N 2 2041-03-25 Fixed 5.00000000 N N N N N N HOME PARTNERS OF AMERICA TRUST N/A 43732VAE6 993229.15000000 PA USD 908012.37000000 0.214394226787 Long ABS-O CORP US Y 2 2026-12-17 Fixed 2.65200000 N N N N N N BB-UBS Trust 2012-Show N/A 05538UAA1 335000.00000000 PA USD 330866.84000000 0.078122218017 Long ABS-O CORP US Y 2 2036-11-05 Fixed 3.43020000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AD0 100000.00000000 PA USD 99933.44000000 0.023595661586 Long DBT CORP US N 2 2026-10-01 Fixed 3.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398GJB6 37840.99000000 PA USD 39330.53000000 0.009286479840 Long ABS-O USGSE US N 2 2039-12-25 Floating 1.99643760 N N N N N N Csail Commercial Mortagage Trust N/A 125333BC7 150000.00000000 PA USD 149452.88000000 0.035287883411 Long ABS-O CORP US Y 2 2030-07-15 Floating 3.64700160 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AK5 100000.00000000 PA USD 102107.06000000 0.024108883206 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N CIG AUTO RECEIVABLES TRUST N/A 12597UAD9 300000.00000000 PA USD 295297.92000000 0.069723906107 Long ABS-O CORP US Y 2 2026-01-12 Fixed 2.35000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LD1 500000.00000000 PA USD 505624.83000000 0.119384986431 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AM0 100000.00000000 PA USD 101964.13000000 0.024075135464 Long DBT CORP US N 2 2027-02-09 Fixed 4.10000000 N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 9128334V9 2000000.00000000 PA USD 1525448.46000000 0.360179391703 Long DBT UST US N 2 2033-02-15 None 0.00000000 N N N N N N RMF PROPRIETARY ISSUANCE TRUST 2022-1 N/A 74969XAB7 1000000.00000000 PA USD 885023.50000000 0.208966237950 Long ABS-O CORP US Y 2 2062-01-25 Floating 3.00000000 N N N N N N MARINER FINANCE ISSUANCE TRUST N/A 56848DAD1 1000000.00000000 PA USD 916631.90000000 0.216429416538 Long ABS-O CORP US Y 2 2036-03-20 Fixed 4.34000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05608EAA2 1300000.00000000 PA USD 1233542.83000000 0.291256451987 Long ABS-O CORP US Y 2 2044-03-09 Floating 3.54388000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UWR7 210774.04000000 PA USD 209239.73000000 0.049404382152 Long ABS-O USGA US N 2 2066-05-20 Floating 0.68050080 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610AR6 225000.00000000 PA USD 221396.52000000 0.052274767709 Long DBT CORP US N 2 2026-07-27 Fixed 2.85000000 N N N N N Laurel Road Prime Student Ln Trust 2019-A N/A 51889RAB5 88398.30000000 PA USD 87898.90000000 0.020754140938 Long ABS-O CORP US Y 2 2048-10-25 Fixed 2.73000000 N N N N N N AMERICAN HOMES 4 RENT TRUST N/A 02665XAA7 324308.40000000 PA USD 323018.37000000 0.076269086151 Long ABS-O CORP US Y 2 2036-12-17 Fixed 3.67800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CCQ5 101432.62000000 PA USD 100541.14000000 0.023739147926 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N FINANCE OF AMERICA HECM BUYOUT 2020-HB2 N/A 31737VAA4 237856.78000000 PA USD 230018.57000000 0.054310552467 Long ABS-O CORP US Y 2 2030-07-25 Fixed 1.71000000 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 9128337F1 6500000.00000000 PA USD 4454671.13000000 1.051809208842 Long DBT UST US N 2 2037-02-15 None 0.00000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GBH4 240000.00000000 PA USD 241073.11000000 0.056920681617 Long DBT CORP US N 2 2025-03-19 Fixed 2.99200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379VYZ1 1052863.92000000 PA USD 1052963.42000000 0.248619166131 Long ABS-O USGA US N 2 2045-12-20 Fixed 3.00000000 N N N N N N NEWTEK SMALL BUSINESS LOAN TRUST N/A 65252XAA3 657740.02000000 PA USD 654263.40000000 0.154480600036 Long DBT CORP US Y 2 2044-12-25 Floating 2.59999920 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867224AC1 300000.00000000 PA USD 300442.64000000 0.070938645358 Long DBT CORP US N 2 2023-05-15 Fixed 2.80000000 N N N N N N FREMF MORTGAGE TRUST N/A 35708UAC8 330813.94000000 PA USD 328731.20000000 0.077617963998 Long ABS-O USGSE US Y 2 2024-11-25 Floating 2.74142880 N N N N N N Public Service Electric and Gas Company 549300RUHPVD434XUK18 74456QBR6 100000.00000000 PA USD 95692.00000000 0.022594199184 Long DBT CORP US N 2 2026-09-15 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378WNC3 372738.81000000 PA USD 33252.92000000 0.007851472410 Long ABS-O USGA US N 2 2042-02-20 Floating 5.75142840 N N N N N N Ocwen Master Advance Receivables Trust 549300THGK42AVJMPW70 67575NBW2 627684.22000000 PA USD 627702.42000000 0.148209186829 Long ABS-O CORP US Y 2 2052-08-15 Fixed 1.30000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2U6 250000.00000000 PA USD 242960.67000000 0.057366360531 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000160 N N N N N SMALL BUSINESS LENDING TRUST 2020-A N/A 83165WAB2 653082.47000000 PA USD 652980.00000000 0.154177571620 Long DBT CORP US Y 2 2026-12-15 Fixed 3.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374KUK7 214624.18000000 PA USD 227360.62000000 0.053682973863 Long ABS-O USGA US N 2 2035-02-20 Fixed 5.00000000 N N N N N N Northern States Power Company 3S1GHB0TEH85KX44SB51 665772CT4 500000.00000000 PA USD 460635.25000000 0.108762326943 Long DBT CORP US N 2 2031-04-01 Fixed 2.25000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WDQ38 196949.37000000 PA USD 205878.39000000 0.048610723481 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N OPORTUN FUNDING XIII LLC N/A 68377FAC2 500000.00000000 PA USD 501331.90000000 0.118371366531 Long ABS-O CORP US Y 2 2025-08-08 Fixed 3.87000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CAV3 3700000.00000000 PA USD 3276378.90000000 0.773598184491 Long DBT UST US N 2 2030-11-15 Fixed 0.87500000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DU1 300000.00000000 PA USD 271914.98000000 0.064202871915 Long DBT CORP US N 2 2030-05-11 Fixed 1.65000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828P46 3000000.00000000 PA USD 2899921.86000000 0.684711492332 Long DBT UST US N 2 2026-02-15 Fixed 1.62500000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCH6 775000.00000000 PA USD 715091.24000000 0.168842890854 Long DBT CORP US N 2 2027-11-02 Fixed 1.87800000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109AV6 100000.00000000 PA USD 101567.30000000 0.023981438436 Long DBT CORP US N 2 2025-04-15 Fixed 3.87500000 N N N N N N BMW US Capital, LLC KK5MZM9DIXLXZL9DZL15 05565EBK0 300000.00000000 PA USD 306086.24000000 0.072271177049 Long DBT CORP US Y 2 2025-04-09 Fixed 3.90000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AJBU9 616900.89000000 PA USD 601591.32000000 0.142043996485 Long ABS-O USGSE US N 2 2044-02-25 Fixed 4.00000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAA2 100000.00000000 PA USD 101131.94000000 0.023878643943 Long DBT CORP US N 2 2027-12-15 Fixed 3.87500000 N N N N N N BREX COMMERCIAL CHARGE CARD MASTER TRUST N/A 05601DAA1 1000000.00000000 PA USD 988625.30000000 0.233428049857 Long ABS-O CORP US Y 2 2024-07-17 Fixed 2.09000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATQ49 850000.00000000 PA USD 847798.50000000 0.200176902743 Long ABS-O USGSE US N 2 2046-10-25 Fixed 3.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SN9 10000000.00000000 PA USD 7458593.80000000 1.761076724838 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N COREVEST AMERICAN FINANCE TRUST N/A 21873AAG2 800000.00000000 PA USD 730953.28000000 0.172588136969 Long ABS-O CORP US Y 2 2052-12-15 Fixed 1.70700000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CY4 275000.00000000 PA USD 268749.03000000 0.063455347515 Long DBT CORP US N 2 2025-01-28 Fixed 2.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LARM3 169749.92000000 PA USD 175787.99000000 0.041505965601 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375QX95 107454.92000000 PA USD 111513.51000000 0.026329875608 Long ABS-O USGA US N 2 2038-06-20 Fixed 5.25000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91679RAA7 71631.96000000 PA USD 71190.40000000 0.016809033959 Long ABS-O CORP US Y 2 2028-04-20 Fixed 3.35000000 N N N N N N Helmerich & Payne Inc 254900NAOGHJ88RZ4C73 423452AE1 650000.00000000 PA USD 594360.00000000 0.140336582235 Long DBT CORP US Y 2 2031-09-29 Fixed 2.90000000 N N N N N N LOANPAL SOLAR LOAN 2020-3 LLC N/A 53948NAB9 593396.39000000 PA USD 562553.07000000 0.132826527979 Long ABS-O CORP US Y 2 2047-12-20 Fixed 3.45000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST II LLC N/A 68236WAB8 750000.00000000 PA USD 706952.25000000 0.166921163215 Long DBT CORP US Y 2 2027-05-17 Fixed 2.28000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3F62 259671.89000000 PA USD 253486.06000000 0.059851550078 Long ABS-O USGSE US N 2 2049-02-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ALQ7 441662.19200000 PA USD 441096.69000000 0.104149003819 Long ABS-O USGA US N 2 2030-01-20 Fixed 3.50000000 N N N N N N NYMT LOAN TRUST SERIES 2022-BPL1 N/A 62955TAB7 1200000.00000000 PA USD 1174654.20000000 0.277352035360 Long ABS-O CORP US Y 2 2027-11-25 Fixed 4.94800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468U6 500000.00000000 PA USD 429963.00000000 0.101520186263 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N LL ABS TRUST N/A 50202HAB9 1500000.00000000 PA USD 1499308.05000000 0.354007280865 Long ABS-O CORP US Y 2 2023-03-15 Fixed 3.79000000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978VAS2 525000.00000000 PA USD 470771.93000000 0.111155736706 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAK2 250000.00000000 PA USD 249041.21000000 0.058802059773 Long DBT CORP US N 2 2025-04-02 Fixed 3.00000000 N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137B9YV1 250000.00000000 PA USD 255566.00000000 0.060342652560 Long ABS-O USGSE US N 2 2044-04-15 Fixed 3.50000000 N N N N N N US Airways Group Inc. 5493004XNBKB5SFUJI60 903436AA1 28083.49000000 PA USD 28646.47000000 0.006763826120 Long ABS-O CORP US N 2 2025-04-22 Fixed 7.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UW55 15748.34000000 PA USD 801.73000000 0.000189299495 Long ABS-O USGA US N 2 2067-11-20 Floating 4.29684840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FEMZ2 679701.43000000 PA USD 105874.42000000 0.024998408790 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Lowes Companies, Inc. WAFCR4OKGSC504WU3E95 548661EA1 300000.00000000 PA USD 281194.24000000 0.066393833006 Long DBT CORP US N 2 2031-04-01 Fixed 2.62500000 N N N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907UAC3 650000.00000000 PA USD 595799.10000000 0.140676373566 Long ABS-O CORP US Y 2 2033-08-15 Fixed 3.23000000 N N N N N N Lowes Companies, Inc. WAFCR4OKGSC504WU3E95 548661ED5 450000.00000000 PA USD 407264.59000000 0.096160779033 Long DBT CORP US N 2 2028-09-15 Fixed 1.70000000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575TAJ2 1000000.00000000 PA USD 956066.00000000 0.225740350682 Long ABS-CBDO CORP US Y 2 2036-07-25 Floating 2.50000000 N N N N N N OPORTUN FUNDING XIV LLC N/A 68377BAC1 1500000.00000000 PA USD 1454166.30000000 0.343348691944 Long ABS-O CORP US Y 2 2028-03-08 Fixed 3.44000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22536BAE2 550000.00000000 PA USD 530751.49000000 0.125317736932 Long ABS-O CORP US Y 2 2030-02-15 Fixed 2.28000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHR3 425000.00000000 PA USD 427563.90000000 0.100953725710 Long DBT CORP US N 2 2025-03-15 Fixed 3.45800000 N N N N N N NEWTEK SMALL BUSINESS LOAN TRUST N/A 65252XAB1 223631.66000000 PA USD 223168.63000000 0.052693187287 Long DBT CORP US Y 2 2044-12-25 Floating 3.75000120 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 912833X88 3000000.00000000 PA USD 2158318.65000000 0.509608760206 Long DBT UST US N 2 2035-05-15 None 0.00000000 N N N N N N FedEx Corporation 549300E707U7WNPZN687 31428XCD6 500000.00000000 PA USD 456400.00000000 0.107762326085 Long DBT CORP US N 2 2031-05-15 Fixed 2.40000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WDS9 1250000.00000000 PA USD 1047389.20000000 0.247303016014 Long DBT CORP US Y 2 2030-08-07 Fixed 1.20000000 N N N N N RMF PROPRIETARY ISSUANCE TRUST 2022-1 N/A 74969XAC5 1000000.00000000 PA USD 819365.10000000 0.193463385384 Long ABS-O CORP US Y 2 2062-01-25 Floating 3.00000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AX5 200000.00000000 PA USD 179818.77000000 0.042457688275 Long DBT CORP US N 2 2049-09-15 Fixed 3.00000000 N N N N N N Massmutual Global Funding II 549300K1IE3K7YU6VG29 57629WCZ1 500000.00000000 PA USD 451356.90000000 0.106571580716 Long DBT CORP US Y 2 2031-03-09 Fixed 2.15000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEE5 525000.00000000 PA USD 492188.73000000 0.116212538163 Long DBT CORP US Y 2 2025-06-23 Fixed 1.25000000 N N N N N N Oncor Electric Delivery Company LLC 549300SP2X2BS1KERD24 68233JBB9 490000.00000000 PA USD 484596.52000000 0.114419912813 Long DBT CORP US N 2 2045-04-01 Fixed 3.75000000 N N N N N N Csail Commercial Mortagage Trust N/A 125333AS3 63445.13000000 PA USD 63305.68000000 0.014947342969 Long ABS-O CORP US Y 2 2030-07-15 Floating 1.49699880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31392FWH6 57563.31000000 PA USD 63670.18000000 0.015033406439 Long ABS-O USGSE US N 2 2032-12-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8NC0 51556.31000000 PA USD 467.06000000 0.000110279298 Long ABS-O USGSE US N 2 2040-12-25 Fixed 4.50000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFW9 143000.00000000 PA USD 117700.96000000 0.027790817774 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137GAPS0 81501.93000000 PA USD 82163.42000000 0.019399915114 Long ABS-O USGSE US N 2 2040-10-15 Floating 0.89656920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ASED4 448912.68000000 PA USD 48071.90000000 0.011350437693 Long ABS-O USGSE US N 2 2035-07-25 Fixed 3.50000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEP5 100000.00000000 PA USD 101272.91000000 0.023911928902 Long DBT CORP US N 2 2025-05-15 Floating 1.60643160 N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDM0 250000.00000000 PA USD 225520.85000000 0.053248578827 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813CJ6 300000.00000000 PA USD 280344.20000000 0.066193126855 Long DBT CORP US Y 2 2027-02-01 Fixed 1.91500000 N N N N N N American Campus Communities Operating Partnership, L.P. RDKVCX5HITZ2GPIR7153 024836AD0 100000.00000000 PA USD 99140.81000000 0.023408510726 Long DBT CORP US N 2 2027-11-15 Fixed 3.62500000 N N N N N N ONDECK ASSET SECURITIZATION TRUST II LLC N/A 68236WAC6 650000.00000000 PA USD 613397.53000000 0.144831605276 Long DBT CORP US Y 2 2027-05-17 Fixed 2.97000000 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 9128334Y3 4000000.00000000 PA USD 2934243.96000000 0.692815412866 Long DBT UST US N 2 2034-08-15 None 0.00000000 N N N N N N ACRE COMMERCIAL MORTGAGE 2021-FL4 LTD N/A 00489TAJ5 1000000.00000000 PA USD 980055.00000000 0.231404483987 Long ABS-O CORP US Y 2 2037-12-15 Floating 3.06757080 N N N N N N American Electric Power Co, Inc. 1B4S6S7G0TW5EE83BO58 025537AR2 500000.00000000 PA USD 462723.93000000 0.109255493059 Long DBT CORP US N 2 2025-11-01 Fixed 1.00000000 N N N N N LHOME MORTGAGE TRUST N/A 501894AC3 750000.00000000 PA USD 702870.53000000 0.165957412905 Long ABS-O CORP US Y 2 2026-09-25 Fixed 4.45800000 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 912833LU2 300000.00000000 PA USD 279584.83000000 0.066013829139 Long DBT UST US N 2 2025-02-15 None 0.00000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM TRUST N/A 83401AAC2 500000.00000000 PA USD 493422.70000000 0.116503895476 Long ABS-O CORP US Y 2 2048-02-25 Fixed 4.14000000 N N N N N N AMERICAN HOMES 4 RENT TRUST N/A 02665UAE5 300000.00000000 PA USD 309028.86000000 0.072965970160 Long ABS-O CORP US Y 2 2036-10-17 Fixed 6.23100000 N N N N N N GENESIS PRIVATE LABEL AMORTIZING TRUST N/A 37187PAC5 186028.25000000 PA USD 184852.55000000 0.043646233065 Long ABS-O CORP US Y 2 2030-07-20 Fixed 4.19000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRY8 100000.00000000 PA USD 101279.59000000 0.023913506142 Long DBT CORP US N 2 2028-02-01 Fixed 3.78200160 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAL9 1630000.00000000 PA USD 1571220.57000000 0.370986817302 Long ABS-O CORP US Y 2 2036-09-15 Floating 2.04657120 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810RD2 3000000.00000000 PA USD 3548203.14000000 0.837779631443 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAQ1 100000.00000000 PA USD 100989.57000000 0.023845028425 Long DBT CORP US N 2 2024-04-24 Fixed 3.73700000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GGU7 900000.00000000 PA USD 777624.42000000 0.183607835933 Long DBT CORP US Y 2 2031-01-07 Fixed 1.55000000 N N N N N Ameren Corporation XRZQ5S7HYJFPHJ78L959 023608AH5 130000.00000000 PA USD 128249.58000000 0.030281492244 Long DBT CORP US N 2 2024-09-15 Fixed 2.50000000 N N N N N N College Ave Student Loans 2018-A LLC N/A 19423DAD2 72733.48000000 PA USD 71794.88000000 0.016951760012 Long ABS-O CORP US Y 2 2047-12-26 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179ULT7 238978.88000000 PA USD 247118.43000000 0.058348064933 Long ABS-MBS USGA US N 2 2034-02-20 Fixed 4.00000000 N N N N N N ALPHAFLOW TRANSITIONAL MORTGAGE TRUST 2021-WL1 N/A 02079YAA5 800000.00000000 PA USD 785653.52000000 0.185503617030 Long ABS-O CORP US Y 2 2025-03-25 Floating 3.28000000 N N N N N N Government National Mortgage Association N/A 38382GWF5 1975000.00000000 PA USD 1730073.34000000 0.408494144209 Long ABS-O USGA US N 2 2050-07-20 Fixed 2.50000000 N N N N N N FREMF Mortgage Trust N/A 30296DAG6 297603.82000000 PA USD 287062.34000000 0.067779372239 Long ABS-O USGSE US Y 2 2028-01-25 Floating 2.25686160 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513BF1 500000.00000000 PA USD 462259.38000000 0.109145806406 Long DBT CORP US N 2 2026-03-11 Fixed 0.90000000 N N N N N N JPMorgan Chase Bank, National Association N/A 46591HBZ2 806382.29800000 PA USD 799033.74000000 0.188662871260 Long ABS-O CORP US N 2 2050-02-25 Floating 1.64900160 N N N N N N OPORTUN ISSUANCE TRUST N/A 68377WAA9 500000.00000000 PA USD 470842.85000000 0.111172481894 Long ABS-O CORP US Y 2 2031-10-08 Fixed 2.18000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7H1 365000.00000000 PA USD 344465.26000000 0.081332992272 Long DBT CORP US N 2 2025-06-10 Fixed 1.15000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379VWQ3 73998.00000000 PA USD 71704.71000000 0.016930469633 Long ABS-O USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FVSM5 262000.00000000 PA USD 200752.73000000 0.047400484559 Long ABS-O USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPNB6 501565.28800000 PA USD 517243.78000000 0.122128380556 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.00000000 N N N N N N CREDIBLYASSET SECURITIZATION II LLC N/A 22534NAA6 1000000.00000000 PA USD 965774.40000000 0.228032637638 Long DBT CORP US Y 2 2026-04-15 Fixed 2.39000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 100000.00000000 PA USD 105935.07000000 0.025012729091 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Sofi Professional Loan Program 2017-E LLC N/A 83404KAC7 46875.57000000 PA USD 46956.21000000 0.011087007917 Long ABS-O CORP US Y 2 2040-11-26 Fixed 2.72000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397U6D6 680299.05000000 PA USD 692272.11000000 0.163454979968 Long ABS-O USGSE US N 2 2041-07-25 Fixed 4.50000000 N N N N N N N/A N/A 91681WAA2 1176243.74800000 PA USD 1128955.22000000 0.266561876761 Long ABS-O CORP US Y 2 2030-01-20 Fixed 2.25 N N N N N N HPEFS EQUIPMENT TRUST N/A 40441JAF8 750000.00000000 PA USD 713357.70000000 0.168433578183 Long ABS-O CORP US Y 2 2029-03-20 Fixed 1.29000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396VSS8 113163.28000000 PA USD 118094.36000000 0.027883704932 Long ABS-O USGSE US N 2 2037-05-25 Fixed 4.25000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXJ8 250000.00000000 PA USD 251864.50000000 0.059468677428 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N OCTANE RECEIVABLES TRUST N/A 67576TAA7 5059.42000000 PA USD 5065.22000000 0.001195968206 Long ABS-O CORP US Y 2 2023-09-20 Fixed 3.16000000 N N N N N N DIAMOND RESORTS OWNER TRUST N/A 252722AB9 92255.77000000 PA USD 91345.60000000 0.021567954280 Long ABS-O CORP US Y 2 2032-02-20 Fixed 3.53000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31283APR5 56544.05000000 PA USD 56097.66000000 0.013245430169 Long ABS-MBS USGSE US N 2 2028-05-15 Floating 0.69657120 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 11102AAE1 275000.00000000 PA USD 260586.39000000 0.061528035785 Long DBT CORP US Y 2 2029-11-08 Fixed 3.25000000 N N N N N Walt Disney Company 549300GZKULIZ0WOW665 254687FK7 175000.00000000 PA USD 171850.67000000 0.040576310119 Long DBT CORP US N 2 2024-08-30 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LJZP8 750000.00000000 PA USD 756085.24000000 0.178522138872 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.14000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810QY7 2100000.00000000 PA USD 2132648.45000000 0.503547672425 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FC6F6 1385000.00000000 PA USD 1366811.49000000 0.322723018148 Long ABS-O USGSE US N 2 2046-11-15 Fixed 3.00000000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAG0 300000.00000000 PA USD 296639.31000000 0.070040626761 Long ABS-O CORP US Y 2 2025-09-22 Fixed 2.99000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396LTA8 119891.99000000 PA USD 120102.51000000 0.028357856806 Long ABS-O USGSE US N 2 2036-11-25 Floating 0.83657160 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BHBU0 1432935.40000000 PA USD 1479433.01000000 0.349314510178 Long ABS-O USGSE US N 2 2043-08-15 Fixed 4.00000000 N N N N N N Westgate Resorts N/A 96034LAE1 861608.17000000 PA USD 880876.14000000 0.207986989131 Long ABS-O CORP US Y 2 2034-03-20 Fixed 6.21300000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31398LJH2 85583.86000000 PA USD 89060.26000000 0.021028354030 Long ABS-O USGSE US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MF5 200000.00000000 PA USD 200475.66000000 0.047335064516 Long DBT CORP US N 2 2025-04-24 Fixed 3.35200000 N N N N N N ANGEL OAK MORTGAGE TRUST I LLC N/A 03464MAE4 1250000.00000000 PA USD 1212394.38000000 0.286263011660 Long ABS-O CORP US Y 2 2048-11-25 Floating 5.40000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAM1 200000.00000000 PA USD 199702.88000000 0.047152600514 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N UPGRADE MASTER PASS - THRU TRUST N/A 91532RAA4 28873.63000000 PA USD 28916.07000000 0.006827482393 Long ABS-O CORP US Y 2 2025-11-15 Fixed 3.75000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEK1 500000.00000000 PA USD 456345.11000000 0.107749365800 Long DBT CORP US Y 2 2026-01-12 Fixed 0.87500000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAJ9 386334.28000000 PA USD 377627.12000000 0.089162964163 Long ABS-O CORP US Y 2 2040-02-15 Floating 2.19700080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACD73 1000000.00000000 PA USD 950560.60000000 0.224440449915 Long ABS-O USGSE US N 2 2043-03-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCJ56 523457.99000000 PA USD 68101.09000000 0.016079605318 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N Walt Disney Company 549300GZKULIZ0WOW665 254687FQ4 100000.00000000 PA USD 103925.25000000 0.024538182907 Long DBT CORP US N 2 2030-03-22 Fixed 3.80000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376YT68 661216.51000000 PA USD 85016.05000000 0.020073460347 Long ABS-O USGA US N 2 2037-06-20 Floating 6.25142880 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 300000.00000000 PA USD 274012.14000000 0.064698040276 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BFJ36 943775.44000000 PA USD 817116.25000000 0.192932400925 Long ABS-O USGSE US N 2 2041-10-15 Fixed 0.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810ST6 7000000.00000000 PA USD 5722773.42000000 1.351225625329 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N Hero Funding Ii 2016-3b N/A 42770YAA3 11818.01000000 PA USD 11761.30000000 0.002777004920 Long ABS-O CORP US Y 2 2042-09-20 Fixed 5.24000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDA6 100000.00000000 PA USD 95989.27000000 0.022664388725 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCP9 400000.00000000 PA USD 368626.18000000 0.087037718257 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A3BJ8 134447.02000000 PA USD 144949.96000000 0.034224681979 Long ABS-MBS USGA US N 2 2046-06-15 Fixed 4.50000000 N N N N N N PFP LTD N/A 69290LAJ6 749962.58000000 PA USD 735894.78000000 0.173754893179 Long ABS-CBDO CORP US Y 2 2038-04-14 Floating 2.52570960 N N N N N N Magallanes Inc. N/A 55903VAJ2 300000.00000000 PA USD 301487.90000000 0.071185445641 Long DBT CORP US Y 2 2029-03-15 Fixed 4.05400000 N N N N N N Federal Express Corporation N/A 314353AA1 482890.32000000 PA USD 439714.03000000 0.103822538749 Long ABS-O CORP US N 2 2034-02-20 Fixed 1.87500000 N N N N N N BUSINESS JET SECURITIES 2020-1 LLC N/A 12327FAB3 246744.61000000 PA USD 238039.48000000 0.056204399791 Long ABS-O CORP US Y 2 2035-11-15 Fixed 3.96700000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBE5 100000.00000000 PA USD 94492.10000000 0.022310886268 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGM0 1237000.00000000 PA USD 1117277.08000000 0.263804507061 Long DBT CORP US Y 2 2032-03-15 Fixed 2.35500000 N N N N N N Berkshire Hathaway Finance Corporation 549300RLHFT5RU20WM87 084664BU4 135000.00000000 PA USD 145399.32000000 0.034330782065 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N RMF PROPRIETARY ISSUANCE TRUST 2022-1 N/A 74969XAA9 1600000.00000000 PA USD 1530688.00000000 0.361416519262 Long ABS-O CORP US Y 2 2062-01-25 Floating 3.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31398LQS0 316227.07000000 PA USD 270785.15000000 0.063936103491 Long ABS-O USGSE US N 2 2037-07-15 Fixed 0.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137B0EF7 2920000.00000000 PA USD 2840393.50000000 0.670656026640 Long ABS-O USGSE US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BFBQ3 1020410.00000000 PA USD 982445.85000000 0.231968996602 Long ABS-O USGSE US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Bxmt 2020-Fl2 Ltd / Llc N/A 12434LAJ3 625000.00000000 PA USD 607863.13000000 0.143524857209 Long ABS-CBDO CORP US Y 2 2037-02-16 Floating 2.11281120 N N N N N N COLLEGE AVE STUDENT LOANS 2021-A LLC N/A 19424KAC7 675000.00000000 PA USD 635596.20000000 0.150073017009 Long ABS-O CORP US Y 2 2051-07-25 Fixed 2.32000000 N N N N N N CONTINENTAL CREDIT CARD ABS LLC 5493002QR2K2E0R56Z02 21134LAB4 300000.00000000 PA USD 301415.46000000 0.071168341559 Long ABS-O CORP US Y 2 2026-08-15 Fixed 4.95000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXM1 250000.00000000 PA USD 228909.45000000 0.054048673959 Long DBT CORP US N 2 2026-12-09 Fixed 1.09300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAF90 856929.75000000 PA USD 876450.74000000 0.206942091239 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.50000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJQ3 250000.00000000 PA USD 233043.05000000 0.055024673852 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128HVBU2 131091.56000000 PA USD 116782.55000000 0.027573968523 Long ABS-MBS USGSE US N 2 2034-02-01 None 0.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DJ6 500000.00000000 PA USD 508744.86000000 0.120121668487 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N Cht Mortgage Trust N/A 12546DAG2 100000.00000000 PA USD 99495.95000000 0.023492364172 Long ABS-O CORP US Y 2 2036-11-17 Floating 1.59113880 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBN8 300000.00000000 PA USD 268111.33000000 0.063304777762 Long DBT CORP US N 2 2028-03-15 Fixed 1.15000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 100000.00000000 PA USD 99137.05000000 0.023407622938 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N SUNNOVA HELIOS V ISSUER LLC N/A 86746EAA5 561096.74000000 PA USD 522469.27000000 0.123362190717 Long ABS-O CORP US Y 2 2048-02-20 Fixed 1.80000000 N N N N N N CubeSmart L.P. 549300MPHKO3I3FJRA97 22966RAF3 280000.00000000 PA USD 267936.93000000 0.063263599520 Long DBT CORP US N 2 2030-02-15 Fixed 3.00000000 N N N N N N FREED ABS TRUST N/A 35634TAB2 241784.16000000 PA USD 241769.87000000 0.057085196250 Long ABS-O CORP US Y 2 2027-03-18 Fixed 3.06000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FNFP0 1000000.00000000 PA USD 1009272.50000000 0.238303138155 Long ABS-O USGSE US N 2 2049-09-25 Fixed 3.50000000 N N N N N N Pnmac Gsmr Issuer Trust 5493007JEN3QN6CZC711 69354WAD8 1000000.00000000 PA USD 990130.00000000 0.233783330252 Long ABS-O CORP US Y 2 2023-08-25 Floating 3.10656960 N N N N N N CRD Acc Auto Deal N/A 22535KAE3 400000.00000000 PA USD 397265.08000000 0.093799756996 Long ABS-O CORP US Y 2 2029-03-15 Fixed 3.06000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AFY32 1474990.00500000 PA USD 148227.20000000 0.034998483481 Long ABS-O USGSE US N 2 2033-08-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394BZM9 185337.66000000 PA USD 215509.00000000 0.050884643147 Long ABS-O USGSE US N 2 2031-11-25 Floating 15.70422240 N N N N N N Rentas Fdo Inv Inm N/A 75973LAB4 25566.31000000 PA USD 25113.85000000 0.005929725882 Long ABS-CBDO CORP US Y 2 2052-09-20 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297GPF1 272606.39000000 PA USD 300749.97000000 0.071011210204 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375Y3L4 70634.62900000 PA USD 73534.46000000 0.017362498810 Long ABS-O USGA US N 2 2038-12-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ASTT3 11453.44000000 PA USD 8085.97000000 0.001909208886 Long ABS-O USGSE US N 2 2043-01-25 Fixed 0.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMM1 114000.00000000 PA USD 101282.66000000 0.023914231011 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N TRTX 2019-FL3 ISSUER LTD N/A 87276VAA3 446412.21000000 PA USD 445386.35000000 0.105161851627 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 1.31447880 N N N N N N CONTINENTAL CREDIT CARD ABS LLC 5493002QR2K2E0R56Z02 21134LAA6 862615.70000000 PA USD 865384.27000000 0.204329145252 Long ABS-O CORP US Y 2 2026-08-15 Fixed 3.83000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17308CC53 180000.00000000 PA USD 170731.55000000 0.040312070473 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N UPSTART PASS-THROUGH TRUST SERIES 2022-ST1 N/A 91683NAA0 971264.26000000 PA USD 947348.43000000 0.223682012336 Long ABS-O CORP US Y 2 2030-03-20 Fixed 2.60000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BRZK4 86322.89000000 PA USD 86581.99000000 0.020443200349 Long ABS-O USGSE US N 2 2037-11-15 Floating 1.49657040 N N N N N N FREMF Mortgage Trust N/A 30296JAC2 213477.44000000 PA USD 211599.12000000 0.049961466627 Long ABS-O USGSE US Y 2 2025-02-25 Floating 2.25686160 N N N N N N BX TRUST N/A 12433WAA9 766301.53000000 PA USD 757706.77000000 0.178905004439 Long ABS-O CORP US Y 2 2037-09-15 Floating 1.48462920 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBJ8 175000.00000000 PA USD 176257.81000000 0.041616896573 Long DBT CORP US N 2 2025-04-06 Fixed 3.19400000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCV6 200000.00000000 PA USD 196144.87000000 0.046312505348 Long DBT CORP US N 2 2026-02-24 Fixed 2.59499880 N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBD6 500000.00000000 PA USD 473881.45000000 0.111889937206 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBL9 750000.00000000 PA USD 695264.20000000 0.164161453628 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N MF1 2021-FL5 LTD N/A 55282XAC4 777000.00000000 PA USD 761916.88000000 0.179899069396 Long ABS-CBDO CORP US Y 2 2036-07-15 Floating 1.38539880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397LJ34 184677.30000000 PA USD 195696.98000000 0.046206752350 Long ABS-O USGSE US N 2 2038-07-25 Fixed 5.00000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCY3 100000.00000000 PA USD 107350.58000000 0.025346950498 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDF8 250000.00000000 PA USD 247974.79000000 0.058550263323 Long DBT CORP US Y 2 2024-07-22 Fixed 2.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380XUD7 1469178.70000000 PA USD 1473811.76000000 0.347987255631 Long ABS-O USGA US N 2 2029-10-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WU4E0 394140.63000000 PA USD 399374.05000000 0.094297713861 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N College Ave Student Loans 2018-A LLC N/A 19423DAC4 79106.37000000 PA USD 78641.62000000 0.018568369628 Long ABS-O CORP US Y 2 2047-12-26 Fixed 4.75000000 N N N N N N STELLAR JAY IRELAND DAC/US LLC N/A 858558AB5 962100.00000000 PA USD 899137.87000000 0.212298835107 Long ABS-O CORP US Y 2 2028-03-15 Fixed 5.92600000 N N N N N N SMB Private Education Loan Trust 549300V1P5RKG8RJI005 78449QAD9 200000.00000000 PA USD 199480.68000000 0.047100136034 Long ABS-O CORP US Y 2 2042-11-17 Fixed 4.00000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HBK0 100000.00000000 PA USD 100489.92000000 0.023727054179 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYB4 800000.00000000 PA USD 727088.70000000 0.171675656403 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N LL ABS TRUST N/A 50202HAA1 52376.87000000 PA USD 52393.85000000 0.012370909615 Long ABS-O CORP US Y 2 2022-07-15 Fixed 2.33000000 N N N N N N GENESIS PRIVATE LABEL AMORTIZING TRUST N/A 37187PAD3 750000.00000000 PA USD 758291.55000000 0.179043079051 Long ABS-O CORP US Y 2 2026-07-20 Fixed 6.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QDD4 436000.00000000 PA USD 439554.88000000 0.103784961242 Long ABS-O USGA US N 2 2035-09-20 Fixed 3.50000000 N N N N N N Goodgreen Trust 2017-1 N/A 38217VAA8 59967.86000000 PA USD 58928.64000000 0.013913863539 Long ABS-O CORP US Y 2 2052-10-15 Fixed 3.74000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1YE8 600000.00000000 PA USD 588345.24000000 0.138916414557 Long ABS-O USGSE US N 2 2048-05-25 Fixed 3.50000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 023765AA8 344025.00000000 PA USD 326474.29000000 0.077085076462 Long ABS-O CORP US N 2 2029-12-15 Fixed 3.20000000 N N N N N N FMC GMSR ISSUER TRUST N/A 30259RAK1 1000000.00000000 PA USD 925028.80000000 0.218412040281 Long ABS-O CORP US Y 2 2026-10-26 Fixed 3.85000000 N N N N N N CIG AUTO RECEIVABLES TRUST N/A 12597UAC1 460000.00000000 PA USD 455711.93000000 0.107599863281 Long ABS-O CORP US Y 2 2026-02-12 Fixed 1.75000000 N N N N N N LOANPAL SOLAR LOAN LTD N/A 53948PAB4 924303.83000000 PA USD 842040.79000000 0.198817428110 Long ABS-O CORP US Y 2 2048-01-20 Fixed 2.84000000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575JAA3 654629.88000000 PA USD 656350.25000000 0.154973334064 Long ABS-CBDO CORP US Y 2 2035-02-25 Floating 2.33686080 N N N N N N Sofi Prfssnal Ln Prgrm 2016-E 549300E92LV3L3L4EW68 78470RAE7 200000.00000000 PA USD 201775.84000000 0.047642054921 Long ABS-O CORP US Y 2 2041-10-25 Floating 4.43000000 N N N N N N SUNNOVA HELIOS IV ISSUER LLC N/A 86746CAA9 240633.15000000 PA USD 217281.36000000 0.051303121754 Long ABS-O CORP US Y 2 2047-06-20 Fixed 2.98000000 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 912833Z60 6000000.00000000 PA USD 3994420.44000000 0.943137681811 Long DBT UST US N 2 2038-02-15 None 0.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31396HEN5 1265770.23000000 PA USD 42268.62000000 0.009980203355 Long ABS-O USGSE US N 2 2035-06-15 Floating 6.30343080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LFL55 125364.70000000 PA USD 123197.62000000 0.029088654906 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 2.37000000 N N N N N N BREAN ASSET BACKED SECURITIES TRUST N/A 10638MAA8 1589750.39000000 PA USD 1466171.46000000 0.346183275569 Long ABS-O CORP US Y 2 2061-10-25 Fixed 1.75000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBG8 650000.00000000 PA USD 585051.99000000 0.138138832873 Long DBT CORP US Y 2 2028-07-05 Fixed 1.90000000 N N N N N N SMR 2022-IND MORTGAGE TRUST N/A 78458MAG9 482295.24000000 PA USD 475887.13000000 0.112363505878 Long ABS-O CORP US Y 2 2039-02-25 Floating 4.01000040 N N N N N N ONEMAIN DIRECT AUTO RECEIVABLES TRUST N/A 68268XAB7 265011.08000000 PA USD 265017.31000000 0.062574237025 Long ABS-O CORP US Y 2 2025-04-14 Fixed 3.71000000 N N N N N N FHF TRUST 2021-2 N/A 30322JAC0 1090000.00000000 PA USD 1020551.09000000 0.240966168597 Long ABS-O CORP US Y 2 2027-09-15 Fixed 1.63000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B8M63 2077414.00000000 PA USD 2041224.62000000 0.481961246964 Long ABS-O USGSE US N 2 2050-03-25 Fixed 3.00000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91680XAA1 362534.27000000 PA USD 354892.19000000 0.083794934057 Long ABS-O CORP US Y 2 2027-01-20 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31335CDN1 455321.50000000 PA USD 484103.46000000 0.114303494556 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 4.50000000 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAG8 250000.00000000 PA USD 236553.23000000 0.055853475696 Long ABS-O CORP US Y 2 2040-08-15 Fixed 4.12900000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DE8 100000.00000000 PA USD 97486.31000000 0.023017860488 Long DBT CORP US N 2 2026-10-15 Fixed 2.65000000 N N N N N N BREX COMMERCIAL CHARGE CARD MASTER TRUST N/A 05601DAC7 700000.00000000 PA USD 699099.80000000 0.165067091617 Long ABS-O CORP US Y 2 2025-07-15 Fixed 4.63000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAP6 700000.00000000 PA USD 727927.18000000 0.171873633080 Long DBT CORP US N 2 2028-09-13 Fixed 4.65000000 N N N N N N ACC AUTO TRUST N/A 00108XAA6 378845.83000000 PA USD 375345.18000000 0.088624166699 Long ABS-O CORP US Y 2 2027-04-15 Fixed 1.08000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31398KP95 70374.35000000 PA USD 73206.93000000 0.017285164466 Long ABS-O USGSE US N 2 2039-11-15 Fixed 4.50000000 N N N N N N FHF TRUST 2020-1 N/A 30260YAA5 121444.30000000 PA USD 121563.38000000 0.028702788334 Long ABS-O CORP US Y 2 2023-12-15 Fixed 2.59000000 N N N N N N American Homes 4 Rent N/A 02666AAA6 112418.75000000 PA USD 111576.74000000 0.026344805082 Long ABS-O CORP US Y 2 2052-04-17 Fixed 3.46700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378ANM9 197544.55000000 PA USD 29552.41000000 0.006977731032 Long ABS-O USGA US N 2 2041-11-16 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377YS43 1704117.53000000 PA USD 233617.81000000 0.055160382604 Long ABS-O USGA US N 2 2038-03-16 Floating 4.89371040 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R3J3 13504.22000000 PA USD 189.29000000 0.000044693976 Long ABS-O USGA US N 2 2067-04-20 Floating 3.71314080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398G7D5 197770.30000000 PA USD 212517.10000000 0.050178214349 Long ABS-O USGSE US N 2 2040-02-25 Fixed 5.00000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BE2 175000.00000000 PA USD 172491.84000000 0.040727699187 Long DBT CORP US N 2 2025-11-01 Fixed 2.35400000 N N N N N N Aventura Mall Trust N/A 05359AAG8 650000.00000000 PA USD 625150.31000000 0.147606598507 Long ABS-O CORP US Y 2 2040-07-09 Floating 4.24940000 N N N N N N ERP Operating Limited Partnership DX5HQV5MLU50FEWZ5072 26884ABF9 100000.00000000 PA USD 98003.29000000 0.023139926587 Long DBT CORP US N 2 2026-11-01 Fixed 2.85000000 N N N N N TotalEnergies Capital International S.A. 549300U37G2I8G4RUG09 89153VAT6 120000.00000000 PA USD 117215.69000000 0.027676238843 Long DBT CORP US N 2 2030-01-10 Fixed 2.82900000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYE8 375000.00000000 PA USD 362693.56000000 0.085636944964 Long DBT CORP US N 2 2024-09-10 Fixed 0.65700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378FHY9 100000.00000000 PA USD 91627.93000000 0.021634616282 Long ABS-O USGA US N 2 2043-01-20 Fixed 2.00000000 N N N N N N Sofi Professional Loan Program 2017-E LLC N/A 83404KAE3 700000.00000000 PA USD 694377.32000000 0.163952049045 Long ABS-O CORP US Y 2 2040-11-26 Fixed 4.16000000 N N N N N N Hero Funding 2016-4 N/A 40417QAA3 160527.88000000 PA USD 159104.75000000 0.037566822855 Long ABS-O CORP US Y 2 2047-09-20 Fixed 3.57000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236TJH9 500000.00000000 PA USD 477262.84000000 0.112688329957 Long DBT CORP US N 2 2024-06-18 Fixed 0.50000000 N N N N N CAFL ISSUER LLC N/A 12468RAC4 1000000.00000000 PA USD 938199.60000000 0.221521847564 Long ABS-O CORP US Y 2 2029-03-26 Fixed 3.10400000 N N N N N N 2022-05-31 Diamond Hill Funds Julie Roach Julie Roach Treasurer XXXX