NPORT-P false 0001126087 XXXXXXXX S000011093 C000030600 C000030601 Brighthouse Funds Trust I 811-10183 0001126087 549300LQX1AREJYGF247 BRIGHTHOUSE INVESTMENT ADVISERS, LLC ONE FINANCIAL CENTER BOSTON 02111 980-949-5130 JPMorgan Core Bond Portfolio S000011093 549300RFR6ICLKM2UT36 2020-12-31 2020-03-31 N 1558673927.55 48577008.11 1510096919.44 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 16639375.00000000 0.00000000 0.00000000 14017.56000000 USD N HERO Funding Trust N/A 42771XAC0 1439254.97000000 PA USD 1533712.12000000 0.101563820192 Long ABS-O CORP US N 2 2047-09-20 Fixed 4.46000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAH5 250000.00000000 PA USD 248003.62000000 0.016423026681 Long DBT CORP US N 2 2023-05-15 Fixed 3.13000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 1000000.00000000 PA USD 1090238.60000000 0.072196597845 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AM9 210000.00000000 PA USD 201041.02000000 0.013313120331 Long DBT CORP US N 2 2028-03-15 Fixed 4.13000000 N N N N N N GOODMAN US FIN THREE N/A 38239JAA9 387000.00000000 PA USD 364468.02000000 0.024135405834 Long DBT US N 2 2028-03-15 Fixed 3.70000000 N N N N N N Brookfield Finance Inc N/A 11271LAB8 409000.00000000 PA USD 384503.28000000 0.025462159087 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAG3 385000.00000000 PA USD 373699.28000000 0.024746708319 Long DBT CORP IT N 2 2023-09-12 Fixed 4.00000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AG0 1050000.00000000 PA USD 1034202.67000000 0.068485847278 Long DBT CORP US N 2 2027-08-01 Fixed 3.62000000 N N N N N N Fanniemae-Aces N/A 3136B26W7 4500000.00000000 PA USD 5137232.85000000 0.340192260765 Long ABS-MBS USGSE US N 2 2030-08-25 Fixed 3.64000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92870GAA6 2371225.68000000 PA USD 1700690.01000000 0.112621248881 Long ABS-O CORP US N 2 2050-02-25 Variable 2.98000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AJ2 1000000.00000000 PA USD 1004564.89000000 0.066523206362 Long DBT CORP US N 2 2021-09-15 Fixed 3.50000000 N N N N N N Veros Auto Receivables Trust N/A 92511AAB2 4300000.00000000 PA USD 4289888.98000000 0.284080374231 Long ABS-O CORP US N 2 2024-02-15 Fixed 4.05000000 N N N N N N AID-ISRAEL 213800T8ZHTFZIBYPE21 465139VE0 8960000.00000000 PA USD 8496145.55000000 0.562622533734 Long DBT NUSS IL N 2 2024-11-01 None 0.00000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543BC6 640000.00000000 PA USD 681098.30000000 0.045102952746 Long DBT CORP US N 2 2021-09-15 Fixed 8.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LLV28 3300597.07000000 PA USD 3706065.45000000 0.245419045777 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.18000000 N N N N N N Headlands Residential N/A 42210BAA1 3100000.00000000 PA USD 2685145.91000000 0.177812819523 Long ABS-MBS CORP US N 2 2024-06-25 Variable 3.97000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QA9 450000.00000000 PA USD 640634.76000000 0.042423420096 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 565000.00000000 PA USD 501991.87000000 0.033242361039 Long DBT US N 2 2032-03-15 Fixed 2.65000000 N N N N N N MLCC Mortgage Investors Inc N/A 59020UBU8 845628.82000000 PA USD 757091.74000000 0.050135307890 Long ABS-MBS CORP US N 2 2029-05-25 Floating 1.45000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00080QAF2 500000.00000000 PA USD 500643.72000000 0.033153085312 Long DBT CORP NL N 2 2025-07-28 Fixed 4.75000000 N N N N N N Freddie Mac N/A 3132G7HU2 1770557.47000000 PA USD 1909864.08000000 0.126472947227 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B7K2 4184707.61000000 PA USD 4162740.82000000 0.275660506713 Long ABS-MBS USGA US N 2 2063-07-20 Floating 2.31000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UET3 1124843.77000000 PA USD 1116555.92000000 0.073939354860 Long ABS-MBS USGA US N 2 2064-03-20 Floating 2.31000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AJ2 255000.00000000 PA USD 224189.92000000 0.014846061674 Long DBT CORP US N 2 2042-07-01 Fixed 4.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31377U2V4 1669953.41000000 PA USD 1926967.82000000 0.127605572542 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 3.99000000 N N N N N N Sierra Pacific Power Co QB888G5GSVGE1LD1WV84 826418BJ3 556000.00000000 PA USD 564757.16000000 0.037398735983 Long DBT CORP US N 2 2023-08-15 Fixed 3.38000000 N N N N N N Freedom Financial N/A 30312JAA6 1224007.69000000 PA USD 1173070.12000000 0.077681776904 Long ABS-O CORP US N 2 2026-11-18 Fixed 2.62000000 N N N N N N GAIF BOND ISSUER P/L 2138007UNQRHCRSBNZ86 361435AA8 632000.00000000 PA USD 674036.95000000 0.044635343687 Long DBT CORP AU N 2 2026-09-30 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AP2X5 173152.08000000 PA USD 180918.87000000 0.011980613142 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BP4 300000.00000000 PA USD 300021.80000000 0.019867718166 Long DBT CORP GB N 2 2030-05-21 Fixed 4.31000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCV4 280000.00000000 PA USD 327113.19000000 0.021661734805 Long DBT CORP US N 2 2036-01-15 Fixed 4.27000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAX8 482000.00000000 PA USD 482586.86000000 0.031957343517 Long DBT CORP JP N 2 2023-01-17 Fixed 3.10000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEU4 196000.00000000 PA USD 220975.83000000 0.014633221692 Long DBT CORP US N 2 2029-12-03 Fixed 4.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L4P64 3728015.25000000 PA USD 4011774.58000000 0.265663384141 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 3.49000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DD4 805000.00000000 PA USD 416720.73000000 0.027595628110 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FG6Q3 1790000.00000000 PA USD 1992428.24000000 0.131940421462 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.09000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PV4 615615.00000000 PA USD 700651.54000000 0.046397786193 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N Fannie Mae N/A 31398MLT1 4522572.12000000 PA USD 5126950.57000000 0.339511358774 Long ABS-MBS USGSE US N 2 2040-03-25 Fixed 5.00000000 N N N N N N NYU HOSPITALS CENTER N/A 62954RAA4 410000.00000000 PA USD 381156.42000000 0.025240526955 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 00131LAF2 415000.00000000 PA USD 436878.96000000 0.028930524549 Long DBT CORP HK N 2 2028-04-06 Fixed 3.90000000 N N N N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 51220169.35000000 PA USD 51220169.35000000 3.391846489495 Long RA CORP US N 2 Repurchase N 0.00000000 2020-04-01 50310000.00000000 USD 52248997.71000000 USD UST N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 82481LAD1 2100000.00000000 PA USD 2147725.04000000 0.142224317681 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165DX5 1510000.00000000 PA USD 1793222.44000000 0.118748831079 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N Oportun Funding VII LLC 5493003H787QEU6JKB08 68376KAA6 988000.00000000 PA USD 948421.71000000 0.062805353602 Long ABS-O CORP US N 2 2023-10-10 Fixed 3.22000000 N N N N N N Freddie Mac N/A 3132G7MJ1 2689981.63000000 PA USD 2901140.83000000 0.192116200798 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48249GAA2 654348.10000000 PA USD 56773.86000000 0.003759616966 Long ABS-O USGA US N 2 2040-04-25 Variable 2.78000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FKZZ2 1480000.00000000 PA USD 1736915.27000000 0.115020118751 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.69000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAA4 350000.00000000 PA USD 380310.58000000 0.025184514656 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N APT Pipelines Ltd 261700SS8OEHDOCOUJ33 00205GAD9 687000.00000000 PA USD 715344.25000000 0.047370750896 Long DBT CORP AU N 2 2027-07-15 Fixed 4.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JVL0 500000.00000000 PA USD 528257.25000000 0.034981678539 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 27000.00000000 PA USD 36870.82000000 0.002441619443 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BU7 180000.00000000 PA USD 224885.37000000 0.014892115009 Long DBT CORP US N 2 2056-08-08 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381RTW4 4345424.14000000 PA USD 4439754.82000000 0.294004627308 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 3.97000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QT8 3480000.00000000 PA USD 4752239.07000000 0.314697620319 Long DBT UST US N 2 2041-11-15 Fixed 3.13000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BX5 219000.00000000 PA USD 228514.52000000 0.015132440643 Long DBT CORP US N 2 2047-11-01 Fixed 3.94000000 N N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012725AD9 350000.00000000 PA USD 406897.96000000 0.026945155291 Long DBT CORP US N 2 2044-12-01 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LNP39 4000000.00000000 PA USD 4496514.92000000 0.297763333075 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 3.57000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179ACQ7 2129655.70000000 PA USD 2142626.58000000 0.141886692994 Long ABS-MBS USGA US N 2 2063-04-20 Variable 4.36000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LJ7 1800000.00000000 PA USD 1788324.91000000 0.118424512160 Long DBT UST US N 2 2022-08-15 None 0.00000000 N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BD5 1510000.00000000 PA USD 1557926.68000000 0.103167330516 Long DBT CORP JP N 2 2024-03-07 Fixed 3.41000000 N N N N N N Rockwell Collins Inc XO75O7GICH1NPWLBRL05 774341AL5 133000.00000000 PA USD 148037.86000000 0.009803202568 Long DBT CORP US N 2 2047-04-15 Fixed 4.35000000 N N N N N N CPS Auto Receivables Trust 2017-C N/A 22411YAC6 862824.01000000 PA USD 859200.24000000 0.056897026206 Long ABS-O CORP US N 2 2023-06-15 Fixed 2.86000000 N N N N N N CPS Auto Trust N/A 12636AAC8 56012.32000000 PA USD 55998.18000000 0.003708250727 Long ABS-O CORP US N 2 2022-06-15 Fixed 3.27000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAE0 395000.00000000 PA USD 444103.56000000 0.029408944173 Long DBT CORP US N 2 2038-11-15 Fixed 5.32000000 N N N N N N UNITED AIR 2019-1 AA PTT N/A 90931CAA6 1244363.38000000 PA USD 1290162.55000000 0.085435744778 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N FREMF Mortgage Trust N/A 30295RAS0 1700000.00000000 PA USD 1605510.26000000 0.106318358731 Long ABS-MBS USGSE US N 2 2049-11-25 Variable 3.58000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FN9 400000.00000000 PA USD 402850.60000000 0.026677135408 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RY6 8000000.00000000 PA USD 10574687.52000000 0.700265485206 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828W48 663000.00000000 PA USD 709591.29000000 0.046989784620 Long DBT UST US N 2 2024-02-29 Fixed 2.13000000 N N N N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 3136FCG91 1544.30000000 PA USD 8.49000000 0.000000562215 Long ABS-MBS USGSE US N 2 2020-11-25 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 3987000.00000000 PA USD 4799351.25000000 0.317817431995 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374EZN0 977510.96000000 PA USD 1102778.99000000 0.073027033947 Long ABS-MBS USGA US N 2 2033-12-20 Fixed 5.00000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAF2 300000.00000000 PA USD 301633.62000000 0.019974454362 Long DBT CORP US N 2 2025-03-15 Fixed 3.75000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LAP4 842554.76000000 PA USD 750656.39000000 0.049709153123 Long ABS-MBS CORP US N 2 2034-03-19 Floating 1.45000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22533YAC9 4025000.00000000 PA USD 3994655.93000000 0.264529771471 Long ABS-O CORP US N 2 2026-04-15 Fixed 3.02000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAK5 400000.00000000 PA USD 416020.22000000 0.027549239697 Long DBT CORP CA N 2 2023-10-16 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334T4 12900000.00000000 PA USD 11508011.83000000 0.762071075164 Long DBT UST US N 2 2032-02-15 None 0.00000000 N N N N N N ACRE TL 2017 A FRN 15 DEC 2020 ACRE TL 2017 99T1RDOZC N/A 000000000 3800000.00000000 PA USD 3800000.00000000 0.251639477644 Long LON CORP US N 2 2020-12-15 None 0.00000000 N N N N N N Tricon American Homes N/A 89613BAA5 1175774.44000000 PA USD 1155796.62000000 0.076537909926 Long ABS-O CORP US N 2 2033-11-17 Fixed 2.59000000 N N N N N N Fannie Mae N/A 3136AGZE5 1803716.08000000 PA USD 1784340.20000000 0.118160641017 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 1.55000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAD0 200000.00000000 PA USD 191111.26000000 0.012655562536 Long DBT CORP CA N 2 2025-04-01 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 1067000.00000000 PA USD 1118301.58000000 0.074054954063 Long DBT CORP US N 2 2028-07-22 Fixed 3.59000000 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PBA0 498000.00000000 PA USD 515433.18000000 0.034132456888 Long DBT CORP NL N 2 2027-01-19 Fixed 3.60000000 N N N N N N Flagship Credit Auto Trust N/A 33844FAD9 987184.30000000 PA USD 980929.40000000 0.064958042584 Long ABS-O CORP US N 2 2022-11-15 Fixed 2.71000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAL4 233000.00000000 PA USD 226371.30000000 0.014990514654 Long DBT US N 2 2026-09-01 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QQ4 1200000.00000000 PA USD 1924828.13000000 0.127463880312 Long DBT UST US N 2 2041-05-15 Fixed 4.38000000 N N N N N N Rice Park Financing Trust N/A 76282RAA7 1887995.84000000 PA USD 1958371.30000000 0.129685139727 Long ABS-O CORP US N 2 2041-10-31 Fixed 4.63000000 N N N N N N BRITISH AIR 18-1 A PTT N/A 11043HAA6 813491.36000000 PA USD 709548.31000000 0.046986938445 Long DBT CORP US N 2 2031-09-20 Fixed 4.13000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 2090000.00000000 PA USD 2150584.59000000 0.142413679699 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L95U2 2750000.00000000 PA USD 3087312.64000000 0.204444668435 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L34N2 2000000.00000000 PA USD 2108472.18000000 0.139624957369 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 2.69000000 N N N N N N NEW ENGLAND POWER CO 549300DTVRGN9GYD5U85 644188BF0 280000.00000000 PA USD 287236.14000000 0.019021040060 Long DBT CORP US N 2 2047-12-05 Fixed 3.80000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AD8 668000.00000000 PA USD 639085.25000000 0.042320810126 Long DBT CORP CA N 2 2034-12-01 Fixed 5.95000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAV2 655000.00000000 PA USD 665105.48000000 0.044043893569 Long DBT CORP US N 2 2027-01-16 Fixed 3.02000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328RAZ2 4330000.00000000 PA USD 4384093.39000000 0.290318676474 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.72000000 N N N N N N VNO Mortgage Trust N/A 91830CAA6 1400000.00000000 PA USD 1393116.20000000 0.092253429701 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LN6N6 4013000.00000000 PA USD 4706415.82000000 0.311663162768 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.80000000 N N N N N N Freddie Mac N/A 3132JBGY3 397425.87000000 PA USD 424916.40000000 0.028138352878 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Fannie Mae N/A 31359N4G3 92509.24000000 PA USD 93429.96000000 0.006187017455 Long ABS-MBS USGSE US N 2 2027-03-25 Floating 2.66000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AF2 295000.00000000 PA USD 294540.98000000 0.019504773250 Long DBT CORP FR N 2 2025-03-17 Fixed 4.38000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097BK6 480000.00000000 PA USD 493181.22000000 0.032658911732 Long DBT CORP GB N 2 2025-03-22 Fixed 4.27000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EG4 450000.00000000 PA USD 439447.90000000 0.029100642107 Long DBT CORP AU N 2 2039-07-24 Fixed 4.42000000 N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 690000.00000000 PA USD 672038.84000000 0.044503027014 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N GUARDIAN LIFE INSURANCE N1YIDVMMKBHFYCCAIX69 401378AC8 156000.00000000 PA USD 177663.36000000 0.011765030291 Long DBT CORP US N 2 2077-01-24 Fixed 4.85000000 N N N N N N Engs Commercial Finance Trust N/A 29332JAB2 37494.29000000 PA USD 37431.93000000 0.002478776661 Long ABS-O CORP US N 2 2022-02-22 Fixed 2.63000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 2027A0HT9 720000.00000000 PA USD 746563.67000000 0.049438129459 Long DBT CORP AU N 2 2026-05-18 Fixed 2.85000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFC3 180000.00000000 PA USD 194941.71000000 0.012909218440 Long DBT CORP US N 2 2047-03-01 Fixed 4.45000000 N N N N N N Freddie Mac N/A 3137F5G45 2833804.25000000 PA USD 3205757.78000000 0.212288214003 Long ABS-MBS USGSE US N 2 2048-05-15 Fixed 4.00000000 N Y N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 59562VAM9 325000.00000000 PA USD 428652.59000000 0.028385766799 Long DBT CORP US N 2 2036-04-01 Fixed 6.13000000 N N N N N N Emera US Finance LP N/A 29103DAM8 500000.00000000 PA USD 460910.75000000 0.030521931676 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAW5 200000.00000000 PA USD 150000.00000000 0.009933137275 Long DBT CORP CA N 2 2078-03-01 Fixed 6.25000000 N N N N N American Homes 4 Rent N/A 02665UAE5 650000.00000000 PA USD 616335.98000000 0.040814332647 Long ABS-O CORP US N 2 2036-10-17 Fixed 6.23000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QK7 2645000.00000000 PA USD 3968739.84000000 0.262813584274 Long DBT UST US N 2 2040-08-15 Fixed 3.88000000 N N N N N N Fannie Mae N/A 3136A8Q52 643834.22000000 PA USD 635798.14000000 0.042103134693 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 1.45000000 N N N N N N HARBORWALK FUNDING N/A 41161EAA6 1100000.00000000 PA USD 1296423.28000000 0.085850336048 Long DBT CORP US N 2 2069-02-15 Fixed 5.08000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BU1 200000.00000000 PA USD 268302.07000000 0.017767208617 Long DBT CORP US N 2 2045-08-15 Fixed 5.00000000 N N N N N N Fanniemae-Aces N/A 3136AW7J0 3090000.00000000 PA USD 3356079.28000000 0.222242641303 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 3.06000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAK5 500000.00000000 PA USD 432479.38000000 0.028639180335 Long DBT CORP US N 2 2042-02-15 Fixed 6.10000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400EZ2 500000.00000000 PA USD 578561.90000000 0.038312898500 Long DBT CORP US N 2 2036-01-15 Fixed 5.55000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AV8 247000.00000000 PA USD 245692.18000000 0.016269961009 Long DBT CORP US N 2 2024-06-01 Fixed 3.13000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAW1 600000.00000000 PA USD 580806.07000000 0.038461509491 Long DBT CORP US N 2 2022-06-01 Fixed 3.50000000 N N N N N N Sequoia Mortgage Trust N/A 81743PDX1 458264.13000000 PA USD 412552.19000000 0.027319583576 Long ABS-MBS CORP US N 2 2034-01-20 Floating 1.41000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAL3 225000.00000000 PA USD 226248.21000000 0.014982363521 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8F82 944557.48000000 PA USD 1052364.22000000 0.069688521740 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.26000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AH8 250000.00000000 PA USD 314303.37000000 0.020813456802 Long DBT CORP US N 2 2037-12-01 Fixed 6.40000000 N N N N N N DT Auto Owner Trust N/A 23341JAD0 417077.10000000 PA USD 416694.43000000 0.027593886500 Long ABS-O CORP US N 2 2022-10-17 Fixed 3.77000000 N N N N N N BARCLAYS CAPITAL AC28XWWI3WIBK2824319 000000000 3699604.66000000 PA USD 3699604.66000000 0.244991206350 Long RA CORP US N 2 Repurchase Y 0.00000000 2020-04-01 4464350.68000000 USD 3773597.22000000 USD UST N N L3Harris Tech Inc 549300UTE50ZMDBG8A20 413875AR6 600000.00000000 PA USD 624333.86000000 0.041343959580 Long DBT CORP US N 2 2025-04-27 Fixed 3.83000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEH2 275000.00000000 PA USD 288908.79000000 0.019131804474 Long DBT CORP US N 2 2025-10-29 Fixed 4.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LK4 1250000.00000000 PA USD 1240385.20000000 0.082139443106 Long DBT UST US N 2 2022-11-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286M7 9000000.00000000 PA USD 9368085.96000000 0.620363225657 Long DBT UST US N 2 2022-04-15 Fixed 2.25000000 N N N N N N Banc of America Funding Corporation N/A 06051GBB4 413942.44000000 PA USD 391448.56000000 0.025922081884 Long ABS-MBS CORP US N 2 2034-05-20 Variable 4.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381PPP7 2092296.81000000 PA USD 2099662.11000000 0.139041546470 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 3.77000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBJ3 200000.00000000 PA USD 199297.17000000 0.013197640988 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LAA7 845116.35000000 PA USD 753454.78000000 0.049894465070 Long ABS-MBS CORP US N 2 2034-01-19 Floating 1.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L7CT1 2000000.00000000 PA USD 2231599.06000000 0.147778532044 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.29000000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAD6 200000.00000000 PA USD 168778.00000000 0.011176633620 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGL7 2500000.00000000 PA USD 2614174.03000000 0.173112996679 Long DBT CORP US N 2 2028-04-24 Fixed 3.71000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBD0 795000.00000000 PA USD 779135.90000000 0.051595092339 Long DBT CORP JP N 2 2026-05-25 Fixed 2.23000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833QB9 570000.00000000 PA USD 540890.29000000 0.035818250010 Long DBT UST US N 2 2027-11-15 None 0.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216AH4 350000.00000000 PA USD 352491.78000000 0.023342328261 Long DBT CORP US N 2 2021-02-15 Fixed 8.75000000 N N N N N N ANR Pipeline Co N/A 001814AQ5 226000.00000000 PA USD 246958.67000000 0.016353829136 Long DBT CORP US N 2 2024-02-15 Fixed 7.38000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AW7 600000.00000000 PA USD 629351.45000000 0.041676228982 Long DBT CORP US N 2 2026-03-01 Fixed 3.75000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AA4 125000.00000000 PA USD 125040.29000000 0.008280282436 Long DBT CORP US N 2 2020-12-15 Fixed 3.00000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AP4 175000.00000000 PA USD 175587.84000000 0.011627587457 Long DBT US N 2 2026-04-15 Fixed 3.80000000 N N N N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355LAC0 310000.00000000 PA USD 320620.78000000 0.021231801473 Long DBT CORP US N 2 2024-04-15 Fixed 4.25000000 N N N N N N DT Auto Owner Trust 2018-1 N/A 23342WAG3 1211000.00000000 PA USD 1206491.33000000 0.079894960016 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L74J2 1493734.74000000 PA USD 1623281.42000000 0.107495181210 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 3.11000000 N N N N N N CPS Auto Trust N/A 12633BAC9 22822.14000000 PA USD 22814.06000000 0.001510767931 Long ABS-O CORP US N 2 2021-02-16 Fixed 4.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBF1 55000.00000000 PA USD 50191.43000000 0.003323722428 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N DT Auto Owner Trust N/A 23341LAG8 611595.52000000 PA USD 609970.39000000 0.040392797452 Long ABS-O CORP US N 2 2022-11-15 Fixed 3.55000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BF8 500000.00000000 PA USD 559765.30000000 0.037068170446 Long DBT CORP US N 2 2049-06-15 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L3VE2 5000000.00000000 PA USD 5249120.70000000 0.347601576589 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 1269000.00000000 PA USD 1402743.13000000 0.092890933816 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3132HTSS6 786111.35000000 PA USD 736081.74000000 0.048744006462 Long ABS-MBS USGSE US N 2 2043-09-15 None 0.00000000 N N N N N N BRITISH AIR 19-1 AA PTT N/A 11043XAA1 564736.83000000 PA USD 530312.51000000 0.035117779738 Long DBT CORP US N 2 2032-12-15 Fixed 3.30000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BJ7 500000.00000000 PA USD 464721.05000000 0.030774253229 Long DBT CORP US N 2 2030-01-15 Fixed 3.05000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DF7 1050000.00000000 PA USD 1064980.75000000 0.070523999902 Long DBT CORP AU N 2 2031-11-23 Fixed 4.32000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AV3 512000.00000000 PA USD 432411.32000000 0.028634673340 Long DBT CORP CA N 2 2025-02-01 Fixed 3.90000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CF7 4250000.00000000 PA USD 4311692.62000000 0.285524231226 Long DBT USGA US N 2 2045-07-15 Fixed 6.24000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UFT2 6380370.96000000 PA USD 6288766.70000000 0.416447886161 Long ABS-MBS USGA US N 2 2064-04-20 Floating 2.26000000 N N N N N N Toorak Mortgage Corp. N/A 89052LAA1 2107000.00000000 PA USD 1881944.59000000 0.124624093048 Long ABS-MBS CORP US N 2 2022-09-25 Variable 3.72000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AK2 200000.00000000 PA USD 200713.09000000 0.013291404506 Long DBT CORP AU N 2 2026-05-19 Fixed 4.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378MRL1 5835425.76000000 PA USD 6635386.77000000 0.439401384413 Long ABS-MBS USGA US N 2 2042-11-20 Variable 4.78000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAC4 387000.00000000 PA USD 431048.74000000 0.028544442045 Long DBT CORP US N 2 2038-05-25 Fixed 4.99000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337N4 5425000.00000000 PA USD 4927625.58000000 0.326311875520 Long DBT UST US N 2 2030-11-15 None 0.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AT5 305000.00000000 PA USD 313928.30000000 0.020788619323 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N Colony American Finance Ltd N/A 21872NAA8 1826085.52000000 PA USD 1733305.77000000 0.114781094358 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.71000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 87938WAM5 551000.00000000 PA USD 551915.55000000 0.036548352817 Long DBT CORP ES N 2 2020-04-27 Fixed 5.13000000 N N N N N N Freddie Mac N/A 3128P7RY1 914268.53000000 PA USD 983369.77000000 0.065119646119 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N KeySpan Gas East Corp K8TS3HOE1568DUBUJL44 49338CAB9 345000.00000000 PA USD 349078.09000000 0.023116270585 Long DBT CORP US N 2 2026-08-15 Fixed 2.74000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AL6 300000.00000000 PA USD 305417.32000000 0.020225014439 Long DBT CORP US N 2 2023-01-20 Fixed 5.13000000 N N N N N N MASSACHUSETTS ELECTRIC N/A 575634AT7 402000.00000000 PA USD 390223.90000000 0.025840983779 Long DBT CORP US N 2 2046-08-15 Fixed 4.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAZ5 860000.00000000 PA USD 872233.66000000 0.057760111206 Long DBT CORP US N 2 2049-08-16 Fixed 3.10000000 N N N N N Baxalta Inc 5493000JW8DCO3T45R55 07177MAN3 27000.00000000 PA USD 33892.08000000 0.002244364554 Long DBT CORP US N 2 2045-06-23 Fixed 5.25000000 N N N N N N CVS PASS THRU TR 2009 N/A 126659AA9 143750.06000000 PA USD 172646.96000000 0.011432839692 Long DBT CORP US N 2 2031-07-10 Fixed 8.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L7YQ3 1377391.47000000 PA USD 1602800.77000000 0.106138933823 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HRDS9 4601059.89000000 PA USD 5277302.83000000 0.349467823029 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.66000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAE5 300000.00000000 PA USD 280033.86000000 0.018544098487 Long DBT CORP US N 2 2048-03-01 Fixed 4.85000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CF9 535000.00000000 PA USD 576517.14000000 0.038177492621 Long DBT CORP US N 2 2025-04-17 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132G7DX0 757810.64000000 PA USD 817269.12000000 0.054120309066 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.50000000 N N N N N N AID-ISRAEL 213800T8ZHTFZIBYPE21 465139MX8 2500000.00000000 PA USD 2342125.58000000 0.155097699349 Long DBT NUSS IL N 2 2025-08-15 None 0.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2K6 1825000.00000000 PA USD 1750929.09000000 0.115948126736 Long DBT CORP US N 2 2026-11-12 Fixed 2.95000000 N N N N N N Aon PLC VVT2B79I2Z4U3R6BY589 00185AAF1 485000.00000000 PA USD 506494.40000000 0.033540522696 Long DBT CORP GB N 2 2024-06-14 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132G7JV8 1238298.91000000 PA USD 1335609.56000000 0.088445287372 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284S6 663000.00000000 PA USD 714330.71000000 0.047303633349 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N Fannie Mae Benchmark REMIC N/A 31396V2L1 683004.17000000 PA USD 799149.71000000 0.052920425153 Long ABS-MBS USGSE US N 2 2037-06-25 Fixed 5.50000000 N N N N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 725906AN1 300000.00000000 PA USD 343747.31000000 0.022763261455 Long DBT CORP CA N 2 2035-10-15 Fixed 6.45000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAA4 872000.00000000 PA USD 901740.51000000 0.059714081817 Long DBT CORP NL N 2 2023-12-01 Fixed 4.63000000 N N N N N N TRISTATE GEN&TRANS ASSN 549300VDHNFNPADSSV98 89566EAK4 206000.00000000 PA USD 232940.04000000 0.015425502628 Long DBT CORP US N 2 2046-06-01 Fixed 4.25000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AF2 485000.00000000 PA USD 512653.50000000 0.033948383934 Long DBT CORP US N 2 2028-05-01 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828B66 2300000.00000000 PA USD 2514816.41000000 0.166533444153 Long DBT UST US N 2 2024-02-15 Fixed 2.75000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 500000.00000000 PA USD 636291.92000000 0.042135833257 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N N Series RR Trust 54930042MWG761INJ863 81753VAA8 8830000.00000000 PA USD 7128164.96000000 0.472033607130 Long ABS-MBS CORP US N 2 2048-04-26 None 0.00000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AM9 685000.00000000 PA USD 647583.14000000 0.042883548179 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N MEAD JOHNSON NUTRITION C E4BJRFT3MF4GJDY1SC50 582839AH9 89000.00000000 PA USD 97127.41000000 0.006431865978 Long DBT CORP US N 2 2025-11-15 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828SA9 1709445.00000000 PA USD 1684816.36000000 0.111570081251 Long DBT UST US N 2 2022-01-15 Fixed 0.13000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 136069VX6 200000.00000000 PA USD 199029.64000000 0.013179924906 Long DBT CORP CA N 2 2020-10-05 Fixed 2.10000000 N N N N N N Fannie Mae N/A 3136AGZH8 746053.41000000 PA USD 645474.89000000 0.042743937934 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDE9 530000.00000000 PA USD 671303.17000000 0.044454310273 Long DBT CORP US N 2 2040-03-15 Fixed 6.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31377U2W2 5141564.96000000 PA USD 6007056.72000000 0.397792793473 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.97000000 N N N N N N CONTL AIRLINES 2012-2 A N/A 210795QB9 140581.23000000 PA USD 135904.89000000 0.008999746191 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N N American Homes 4 Rent N/A 02665XAE9 300000.00000000 PA USD 249177.39000000 0.016500754805 Long ABS-O CORP US N 2 2036-12-17 Fixed 6.42000000 N N N N N N Diamond Resorts Owner Trust N/A 25272XAA3 718660.61000000 PA USD 710292.38000000 0.047036211441 Long ABS-O CORP US N 2 2029-10-22 Fixed 3.27000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAR9 850000.00000000 PA USD 964905.29000000 0.063896911355 Long DBT CORP US N 2 2039-04-22 Fixed 4.46000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BW7 550000.00000000 PA USD 697191.69000000 0.046168671760 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 270000.00000000 PA USD 260921.49000000 0.017278459855 Long DBT US N 2 2027-08-15 Fixed 3.70000000 N N N N N N Freddie Mac N/A 3137A6L67 1032200.36000000 PA USD 1073412.40000000 0.071082351482 Long ABS-MBS USGSE US N 2 2026-02-15 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCZ5 1490000.00000000 PA USD 1897870.41000000 0.125678715423 Long DBT CORP US N 2 2055-03-15 Fixed 4.67000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAJ3 445000.00000000 PA USD 420844.36000000 0.027868698663 Long DBT US N 2 2030-01-15 Fixed 3.10000000 N N N N N N TVA PRIN STRIP 549300HE1ISW43LNKM54 88059FAV3 1000000.00000000 PA USD 928539.96000000 0.061488765922 Long DBT USGA US N 2 2025-11-01 None 0.00000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAL6 925000.00000000 PA USD 936946.76000000 0.062045471912 Long DBT CORP US N 2 2024-11-15 Fixed 3.85000000 N N N N N N UNITED AIR 2013-1 A PTT N/A 909319AA3 606924.29000000 PA USD 606898.07000000 0.040189345610 Long DBT CORP US N 2 2025-08-15 Fixed 4.30000000 N N N N N N COTTAGE HEALTH SYSTEM N/A 22170QAA8 500000.00000000 PA USD 509810.61000000 0.033760125157 Long DBT CORP US N 2 2049-11-01 Fixed 3.30000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBZ5 290000.00000000 PA USD 244054.24000000 0.016161495123 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 121897WQ1 812000.00000000 PA USD 909996.53000000 0.060260803017 Long DBT CORP US N 2 2022-02-25 Fixed 8.75000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189TAR5 1185000.00000000 PA USD 1662524.76000000 0.110093911099 Long DBT CORP US N 2 2030-08-15 Fixed 7.95000000 N N N N N N COMM Mortgage Trust 549300C72XVZH4MIKU63 12625UAA1 119969509.86000000 PA USD 852047.45000000 0.056423361906 Long ABS-MBS CORP US N 2 2045-07-10 Variable 0.22000000 N N N N N N American Homes 4 Rent N/A 02665XAC3 250000.00000000 PA USD 232389.40000000 0.015389038743 Long ABS-O CORP US N 2 2036-12-17 Fixed 4.60000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BK4 450000.00000000 PA USD 515766.99000000 0.034154562092 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 225433AC5 970000.00000000 PA USD 980125.05000000 0.064904777791 Long DBT CORP GG N 2 2025-03-26 Fixed 3.75000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAH1 605000.00000000 PA USD 642682.52000000 0.042559024637 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N UNITED AIR 2018-1 AA PTT N/A 909318AA5 1211068.57000000 PA USD 1176227.10000000 0.077890835009 Long DBT CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3133T4M52 218382.45000000 PA USD 217818.98000000 0.014424172196 Long ABS-MBS USGSE US N 2 2024-03-15 Floating 1.40000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAK9 577000.00000000 PA USD 613951.97000000 0.040656461323 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N FREMF Mortgage Trust N/A 30306HAS9 2000000.00000000 PA USD 1940542.60000000 0.128504506897 Long ABS-MBS USGSE US N 2 2049-11-25 Variable 3.67000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 935000.00000000 PA USD 974203.56000000 0.064512651304 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Carvana Auto Receivables Trust N/A 14686XAF6 3815000.00000000 PA USD 3230371.47000000 0.213918155080 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.04000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 6750000.00000000 PA USD 8429853.53000000 0.558232615501 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N CNOOC FINANCE 2015 AU N/A 12634GAA1 393000.00000000 PA USD 393133.62000000 0.026033668100 Long DBT CORP AU N 2 2020-05-05 Fixed 2.63000000 N N N N N N COMM Mortgage Trust N/A 20048JAA8 1450000.00000000 PA USD 1570604.33000000 0.104006856101 Long ABS-MBS CORP US N 2 2033-04-10 Variable 3.82000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833XZ8 1775000.00000000 PA USD 1605411.90000000 0.106311845242 Long DBT UST US N 2 2031-02-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376CR35 2047715.00000000 PA USD 2337429.81000000 0.154786741162 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BH2 885000.00000000 PA USD 1209383.72000000 0.080086496729 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N MASS MUTUAL LIFE R6ZXK5P01NP6HXSY1S07 575767AB4 550000.00000000 PA USD 622898.57000000 0.041248913363 Long DBT CORP US N 2 2023-11-15 Fixed 7.63000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 300000.00000000 PA USD 228907.63000000 0.015158472747 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N Purchasing Power Funding 549300DP4RU1UHI1IM42 74614NAA0 5950000.00000000 PA USD 5933013.35000000 0.392889573750 Long ABS-O CORP US N 2 2022-08-15 Fixed 3.34000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAM1 600000.00000000 PA USD 666748.10000000 0.044152669369 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBA1 484000.00000000 PA USD 380296.71000000 0.025183596172 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833PB0 366129.00000000 PA USD 350759.15000000 0.023227591917 Long DBT UST US N 2 2026-11-15 None 0.00000000 N N N N N N Baker Hughes a GE Co LLC 549300XU3XH6F05YEQ93 057224AZ0 360000.00000000 PA USD 322956.00000000 0.021386441879 Long DBT CORP US N 2 2040-09-15 Fixed 5.13000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAA1 762000.00000000 PA USD 770180.53000000 0.051002059542 Long DBT CORP CH N 2 2023-05-23 Fixed 3.49000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAA1 500000.00000000 PA USD 493418.12000000 0.032674599467 Long DBT US N 2 2025-02-01 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMJG7 4452177.48000000 PA USD 4507033.47000000 0.298459881083 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 3.51000000 N N N N N N Tricolor Auto Securitization Trust 2018-1 N/A 89613MAA1 631546.63000000 PA USD 624576.00000000 0.041359994312 Long ABS-O CORP US N 2 2020-12-15 Fixed 5.05000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BF5 85000.00000000 PA USD 87146.43000000 0.005770916348 Long DBT CORP US N 2 2024-12-15 Fixed 3.73000000 N N N N N N Rockwell Collins Inc XO75O7GICH1NPWLBRL05 774341AJ0 251000.00000000 PA USD 258955.30000000 0.017148256953 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378U8D2 841928.55000000 PA USD 826453.06000000 0.054728477977 Long ABS-MBS USGA US N 2 2064-07-20 Floating 2.16000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BJ9 270000.00000000 PA USD 209575.98000000 0.013878313193 Long DBT CORP US N 2 2035-11-15 Fixed 4.85000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KA8 117000.00000000 PA USD 122681.17000000 0.008124059351 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BK5 300000.00000000 PA USD 309670.43000000 0.020506659275 Long DBT CORP GB N 2 2033-03-15 Fixed 4.87000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AD5 1000000.00000000 PA USD 1321899.76000000 0.087537411869 Long DBT CORP US N 2 2034-10-01 Fixed 6.00000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBA6 539000.00000000 PA USD 512154.32000000 0.033915327778 Long DBT CORP JP N 2 2030-09-13 Fixed 2.87000000 N N N N N Headlands Residential N/A 42210CAA9 4450000.00000000 PA USD 4426804.38000000 0.293147037320 Long ABS-MBS CORP US N 2 2023-06-25 Variable 4.25000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AJ6 289000.00000000 PA USD 323180.93000000 0.021401336949 Long DBT CORP US N 2 2047-07-15 Fixed 4.85000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAF5 297000.00000000 PA USD 377629.20000000 0.025006951218 Long DBT CORP US N 2 2036-06-15 Fixed 6.63000000 N N N N N N Hertz Vehicle Financing LLC 549300FPK70TCB78NG05 428040CU1 575000.00000000 PA USD 565691.96000000 0.037460639295 Long ABS-O CORP US N 2 2021-10-25 Fixed 2.96000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAX0 700000.00000000 PA USD 696881.78000000 0.046148149236 Long DBT CORP FR N 2 2026-12-02 Fixed 3.38000000 N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 191241AH1 610000.00000000 PA USD 596654.77000000 0.039511024909 Long DBT CORP MX N 2 2030-01-22 Fixed 2.75000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HN6 404000.00000000 PA USD 465935.98000000 0.030854707006 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N VSE VOI Mortgage LLC 549300E4XED7XGXU7L27 918286AA3 1134137.29000000 PA USD 1128733.58000000 0.074745770650 Long ABS-O CORP US N 2 2036-02-20 Fixed 3.56000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AM5 474000.00000000 PA USD 483421.13000000 0.032012589640 Long DBT CORP US N 2 2024-08-15 Fixed 3.70000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBK0 860000.00000000 PA USD 811953.09000000 0.053768276694 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAN9 1000000.00000000 PA USD 812291.00000000 0.053790653403 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 595000.00000000 PA USD 685286.23000000 0.045380281303 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FB5 685000.00000000 PA USD 889390.34000000 0.058896242257 Long DBT CORP US N 2 2037-05-15 Fixed 6.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 470000.00000000 PA USD 516718.30000000 0.034217558710 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BC2 350000.00000000 PA USD 355376.32000000 0.023533345139 Long DBT CORP US N 2 2022-03-15 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFFE3 4879618.17000000 PA USD 5237735.59000000 0.346847644185 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.45000000 N N N N N N HUTCH WHAMPOA INT 11 LTD 254900NSPYVQR5EXP064 44841CAB0 1100000.00000000 PA USD 1147027.74000000 0.075957226667 Long DBT CORP KY N 2 2022-01-13 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407N5P4 925007.60000000 PA USD 1026610.00000000 0.067983053722 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 485134BM1 315000.00000000 PA USD 378143.20000000 0.025040988769 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N MLCC Mortgage Investors Inc N/A 589929Y36 343762.19000000 PA USD 315495.21000000 0.020892381537 Long ABS-MBS CORP US N 2 2028-10-25 Floating 1.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381SAV4 3624763.83000000 PA USD 3715808.11000000 0.246064213638 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 3.44000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200AS0 300000.00000000 PA USD 386679.85000000 0.025606293544 Long DBT CORP US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AM1 400000.00000000 PA USD 411516.00000000 0.027250966126 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBB3 300000.00000000 PA USD 302647.11000000 0.020041568597 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N Business Jet Securities, LLC N/A 123262AN7 2693105.13000000 PA USD 2223556.60000000 0.147245952983 Long ABS-O CORP US N 2 2033-02-15 Fixed 4.34000000 N N N N N N Sequoia Mortgage Trust N/A 81743PAA4 437441.70000000 PA USD 396407.74000000 0.026250483323 Long ABS-MBS CORP US N 2 2033-04-20 Floating 1.53000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828U24 910000.00000000 PA USD 996307.81000000 0.065976414968 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 55608JAP3 1820000.00000000 PA USD 1867974.58000000 0.123698986201 Long DBT CORP AU N 2 2030-01-15 Fixed 5.03000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAQ4 250000.00000000 PA USD 264067.89000000 0.017486817342 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N RELIANCE STAND LIFE II N/A 75951AAN8 490000.00000000 PA USD 455832.76000000 0.030185662531 Long DBT CORP US N 2 2027-01-21 Fixed 2.75000000 N N N N N N FREMF Mortgage Trust N/A 30295AAN8 1635000.00000000 PA USD 1617407.73000000 0.107106220082 Long ABS-MBS USGSE US N 2 2049-07-25 Variable 3.84000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAB4 212000.00000000 PA USD 189671.35000000 0.012560210378 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAU4 411000.00000000 PA USD 417469.13000000 0.027645187843 Long DBT CORP JP N 2 2022-10-18 Fixed 2.78000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764BB2 310000.00000000 PA USD 330423.68000000 0.021880958483 Long DBT CORP US N 2 2025-03-22 Fixed 3.38000000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 82481LAC3 445000.00000000 PA USD 454003.51000000 0.030064527922 Long DBT CORP IE N 2 2023-09-23 Fixed 2.88000000 N N N N N N Fannie Mae N/A 31394UN32 1016606.53000000 PA USD 1197769.27000000 0.079317377221 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Oportun Funding LLC N/A 68376PAA5 6506000.00000000 PA USD 5997846.27000000 0.397182869045 Long ABS-O CORP US N 2 2024-10-08 Fixed 4.10000000 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 35041JAA3 1502784.62000000 PA USD 1436897.28000000 0.095152652886 Long ABS-O CORP US N 2 2034-11-15 Fixed 3.86000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AT7 300000.00000000 PA USD 282288.96000000 0.018693433273 Long DBT CORP GB N 2 2027-09-11 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31377UZW6 7376000.00000000 PA USD 8467365.35000000 0.560716682551 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.53000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RB6 21165000.00000000 PA USD 27889848.15000000 1.846891268432 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAY6 665000.00000000 PA USD 635871.52000000 0.042107993984 Long DBT US N 2 2049-10-15 Fixed 3.70000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBW8 1583000.00000000 PA USD 1614934.87000000 0.106942465030 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAJ4 350000.00000000 PA USD 323692.54000000 0.021435216232 Long DBT CORP CA N 2 2044-06-10 Fixed 4.50000000 N N N N N N Structured Asset Securities Corporation N/A 86359A5B5 347262.13000000 PA USD 317833.57000000 0.021047229876 Long ABS-MBS CORP US N 2 2033-11-25 Variable 3.83000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAN5 333000.00000000 PA USD 350467.48000000 0.023208277262 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N Beam Suntory Inc EWRDABCN7XBHM37LIA98 073730AE3 760000.00000000 PA USD 760387.33000000 0.050353544875 Long DBT CORP US N 2 2022-05-15 Fixed 3.25000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UBP3 232000.00000000 PA USD 230725.05000000 0.015278823963 Long DBT CORP US N 2 2022-09-15 Fixed 2.75000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325WAA6 740000.00000000 PA USD 696646.86000000 0.046132592619 Long DBT CORP GB N 2 2026-01-30 Fixed 2.82000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92937EAJ3 300000.00000000 PA USD 262905.93000000 0.017409871288 Long ABS-MBS CORP US N 2 2045-03-15 Variable 4.26000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KAG5 410000.00000000 PA USD 418056.93000000 0.027684112497 Long DBT CORP US N 2 2023-06-15 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LN8 47445000.00000000 PA USD 46946415.68000000 3.108834610258 Long DBT UST US N 2 2023-05-15 None 0.00000000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AQ7 500000.00000000 PA USD 515450.81000000 0.034133624363 Long DBT CORP US N 2 2048-03-15 Fixed 4.27000000 N N N N N N Freddie Mac N/A 3132G7D28 1347373.49000000 PA USD 1461195.10000000 0.096761676763 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.00000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AY9 100000.00000000 PA USD 118391.08000000 0.007839965665 Long DBT CORP US N 2 2044-08-15 Fixed 5.15000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AH7 250000.00000000 PA USD 247824.79000000 0.016411184395 Long DBT CORP JP N 2 2023-09-13 Fixed 2.53000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BS37 6261405.50000000 PA USD 6199313.65000000 0.410524223325 Long ABS-MBS USGA US N 2 2063-04-20 Floating 2.14000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220GF4 555590.61000000 PA USD 506567.68000000 0.033545375364 Long ABS-MBS CORP US N 2 2044-12-25 Variable 3.51000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCN9 1105000.00000000 PA USD 1526067.87000000 0.101057610962 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661CW5 300000.00000000 PA USD 297643.27000000 0.019710209733 Long DBT CORP US N 2 2022-04-15 Fixed 3.12000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 513000.00000000 PA USD 494313.17000000 0.032733870497 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAHY3 3771621.34000000 PA USD 4169631.04000000 0.276116783388 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.50000000 N N N N N N PHILLIPS 66 PARTNERS LP 549300TL5L4IG0H4FX64 718549AH1 330000.00000000 PA USD 270436.76000000 0.017908569742 Long DBT CORP US N 2 2029-12-15 Fixed 3.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QY7 1250000.00000000 PA USD 1614746.10000000 0.106929964508 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N ALLERGAN INC 6T6CAG8O6TSUTMO6BA21 018490AQ5 172000.00000000 PA USD 170992.76000000 0.011323297054 Long DBT CORP US N 2 2023-03-15 Fixed 2.80000000 N N N N N N Fannie Mae N/A 31397QW95 3441638.34000000 PA USD 738170.85000000 0.048882349238 Long ABS-MBS USGSE US N 2 2041-01-25 Floating 5.58000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBB8 662000.00000000 PA USD 673726.26000000 0.044614769510 Long DBT CORP US N 2 2024-02-15 Fixed 3.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834JP4 7000000.00000000 PA USD 5313186.69000000 0.351844085078 Long DBT UST US N 2 2041-02-15 None 0.00000000 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 00135TAA2 1340000.00000000 PA USD 1326644.68000000 0.087851624814 Long DBT CORP IE N 2 2023-10-12 Fixed 4.75000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 202712BL8 528000.00000000 PA USD 445758.61000000 0.029518543098 Long DBT CORP AU N 2 2039-09-12 Fixed 3.74000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAF9 226000.00000000 PA USD 233797.47000000 0.015482282427 Long DBT US N 2 2027-06-01 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L54Q0 6831168.65000000 PA USD 7424878.97000000 0.491682280416 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 3.56000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91833HAA2 2099361.53000000 PA USD 1867970.53000000 0.123698718006 Long ABS-O CORP US N 2 2049-11-25 Variable 3.28000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 40621PAA7 200000.00000000 PA USD 200352.89000000 0.013267551732 Long DBT CORP US N 2 2027-02-01 Fixed 6.75000000 N N N N N N Capital One Bank USA NA LKE37K2B8CFZUR7F9816 140420NB2 600000.00000000 PA USD 587010.06000000 0.038872343386 Long DBT CORP US N 2 2023-02-15 Fixed 3.38000000 N N N N N N LV TOWER 52 ISSUER LLC N/A 50244VAD4 772125.00000000 PA USD 778757.55000000 0.051570037656 Long ABS-O CORP US N 2 2019-07-15 Fixed 7.75000000 N N N N N N Airbus Finance BV 529900M7QSB704RUUT95 26824KAA2 249000.00000000 PA USD 243685.21000000 0.016137057619 Long DBT CORP NL N 2 2023-04-17 Fixed 2.70000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 814000.00000000 PA USD 636196.05000000 0.042129484658 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BS52 4639893.70000000 PA USD 4564762.69000000 0.302282762863 Long ABS-MBS USGA US N 2 2063-04-20 Floating 2.16000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BK0 200000.00000000 PA USD 249000.00000000 0.016489007877 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.38000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BB4 200000.00000000 PA USD 203478.05000000 0.013474502687 Long DBT CORP GB N 2 2026-05-25 Fixed 3.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378J4C3 2394455.04000000 PA USD 2747744.43000000 0.181958150806 Long ABS-MBS USGA US N 2 2040-06-20 Variable 5.15000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48247NAA9 3195896.15000000 PA USD 48909.99000000 0.003238864298 Long ABS-O USGA US N 2 2039-05-25 Variable 0.57000000 N N N N N N Goodgreen Trust N/A 38217VAA8 453044.16000000 PA USD 456062.34000000 0.030200865529 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.74000000 N N N N N N SCENTRE GROUP TRUST 1/2 N/A 806213AB0 720000.00000000 PA USD 734958.42000000 0.048669619183 Long DBT AU N 2 2025-02-12 Fixed 3.50000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAZ7 380000.00000000 PA USD 392025.78000000 0.025960305921 Long DBT US N 2 2025-01-15 Fixed 3.20000000 N N N N N N Drive Auto Receivables Trust N/A 26208EAG9 1992735.04000000 PA USD 1986430.23000000 0.131543227751 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.84000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 530000.00000000 PA USD 571364.85000000 0.037836303262 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YS3 1540000.00000000 PA USD 1692796.88000000 0.112098558589 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QL5 2383000.00000000 PA USD 3745591.97000000 0.248036528105 Long DBT UST US N 2 2040-11-15 Fixed 4.25000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529UAE1 386403.58000000 PA USD 386137.19000000 0.025570358102 Long ABS-O CORP US N 2 2022-08-12 Fixed 4.26000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAA6 480000.00000000 PA USD 487274.43000000 0.032267758693 Long DBT CORP NL N 2 2027-05-25 Fixed 3.63000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967ME8 1700000.00000000 PA USD 1817312.56000000 0.120344100872 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 1300000.00000000 PA USD 1309958.10000000 0.086746624215 Long DBT CORP US N 2 2038-04-15 Fixed 4.38000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 270000.00000000 PA USD 262741.93000000 0.017399011058 Long DBT US N 2 2030-01-15 Fixed 2.90000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBJ5 1035000.00000000 PA USD 1062111.44000000 0.070333991568 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N BB-UBS Trust N/A 05538UAA1 2950000.00000000 PA USD 2930500.80000000 0.194060444881 Long ABS-MBS CORP US N 2 2036-11-05 Fixed 3.43000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AE8 200000.00000000 PA USD 168695.00000000 0.011171137284 Long DBT CORP US N 2 2046-10-01 Fixed 4.90000000 N N N N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 559080AF3 269000.00000000 PA USD 234235.14000000 0.015511265335 Long DBT CORP US N 2 2042-12-01 Fixed 4.20000000 N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBE0 327000.00000000 PA USD 358034.81000000 0.023709392780 Long DBT CORP US N 2 2050-02-15 Fixed 3.55000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAE7 200000.00000000 PA USD 96940.00000000 0.006419455516 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UMD9 2996335.25000000 PA USD 2961241.27000000 0.196096106937 Long ABS-MBS USGA US N 2 2064-07-20 Floating 2.13000000 N N N N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 637417AJ5 453000.00000000 PA USD 453455.27000000 0.030028222967 Long DBT US N 2 2026-12-15 Fixed 3.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833X88 4000000.00000000 PA USD 3400085.04000000 0.225156743003 Long DBT UST US N 2 2035-05-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LQ1 6404000.00000000 PA USD 6307896.97000000 0.417714710148 Long DBT UST US N 2 2024-02-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LW8 648000.00000000 PA USD 628225.96000000 0.041601698004 Long DBT UST US N 2 2025-08-15 None 0.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JL6 1300000.00000000 PA USD 1362486.89000000 0.090225128762 Long DBT CORP US N 2 2025-03-26 Fixed 3.88000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KAX4 225000.00000000 PA USD 266707.14000000 0.017661590893 Long DBT US N 2 2041-03-15 Fixed 6.50000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515BB9 400000.00000000 PA USD 415176.74000000 0.027493383679 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 1065000.00000000 PA USD 853225.27000000 0.056501358225 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RD2 3581000.00000000 PA USD 5384369.22000000 0.356557857359 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAJ7 265000.00000000 PA USD 280060.01000000 0.018545830164 Long DBT CORP NL N 2 2025-09-14 Fixed 4.63000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SK8 2470000.00000000 PA USD 2510604.38000000 0.166254519672 Long DBT CORP US N 2 2023-01-24 Fixed 3.07000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LT5 1500000.00000000 PA USD 1468608.93000000 0.097252627370 Long DBT UST US N 2 2024-11-15 None 0.00000000 N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137B7YY9 4000000.00000000 PA USD 4311579.20000000 0.285516720449 Long ABS-MBS USGSE US N 2 2024-01-25 Fixed 3.49000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAT6 117000.00000000 PA USD 98568.62000000 0.006527304223 Long DBT CORP US N 2 2026-07-15 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AQX8 242992.31000000 PA USD 279797.47000000 0.018528444525 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 6.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 540000.00000000 PA USD 432230.02000000 0.028622667488 Long DBT CORP KY N 2 2026-05-01 Fixed 4.38000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 55608PAQ7 250000.00000000 PA USD 266080.30000000 0.017620080974 Long DBT CORP AU N 2 2025-07-29 Fixed 4.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBH3 1880000.00000000 PA USD 2214673.01000000 0.146657673523 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828XX3 2308000.00000000 PA USD 2467937.20000000 0.163429059964 Long DBT UST US N 2 2024-06-30 Fixed 2.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 1000000.00000000 PA USD 1045648.37000000 0.069243792006 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284R8 4920000.00000000 PA USD 5537498.43000000 0.366698213784 Long DBT UST US N 2 2025-05-31 Fixed 2.88000000 N N N N N N Fanniemae-Aces N/A 3136B2HA3 3757000.00000000 PA USD 4175414.84000000 0.276499791917 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.38000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAJ2 194000.00000000 PA USD 192292.29000000 0.012733771423 Long DBT CORP US N 2 2026-09-01 Fixed 2.95000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAR0 600000.00000000 PA USD 586914.21000000 0.038865996112 Long DBT US N 2 2029-07-15 Fixed 3.50000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LSQ5 300000.00000000 PA USD 321985.75000000 0.021322191036 Long DBT CORP US N 2 2026-04-29 Fixed 3.05000000 N N N N N N HARTFORD HEALTHCARE CORP 549300W3L482NUDOFF24 41652PAC3 1100000.00000000 PA USD 1044474.78000000 0.069166075803 Long DBT CORP US N 2 2054-07-01 Fixed 3.45000000 N N N N N N Independence Plaza Trust N/A 45378YAA2 2935000.00000000 PA USD 2837770.49000000 0.187919758888 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 3.76000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AC2 783000.00000000 PA USD 801842.92000000 0.053098771984 Long DBT CORP CH N 2 2028-01-09 Fixed 4.28000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 00131LAH8 495000.00000000 PA USD 510897.76000000 0.033832117225 Long DBT CORP HK N 2 2029-04-09 Fixed 3.60000000 N N N N N N Upgrade Receivables Trust 549300UMBWHB16NVTN39 91532UAA7 131410.46000000 PA USD 130142.81000000 0.008618175980 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.76000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAL3 1136000.00000000 PA USD 1157870.54000000 0.076675246806 Long DBT US N 2 2024-08-15 Fixed 3.88000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 09681LAJ9 385000.00000000 PA USD 411770.48000000 0.027267818025 Long DBT CORP SG N 2 2024-10-10 Fixed 3.50000000 N N N N N N PACIFIC LIFE INSURANCE C 8WC3XYHE06SQFW7CQK10 69448FAA9 200000.00000000 PA USD 170712.00000000 0.011304704870 Long DBT CORP US N 2 2067-10-24 Fixed 4.30000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556CX1 200000.00000000 PA USD 267830.84000000 0.017736003335 Long DBT CORP US N 2 2037-06-01 Fixed 6.15000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEF9 1157000.00000000 PA USD 1223008.04000000 0.080988711668 Long DBT CORP US N 2 2027-01-20 Fixed 3.63000000 N N N N N N COOF Securitization Trust N/A 12631UAA3 721986.97000000 PA USD 66819.89000000 0.004424874267 Long ABS-O USGA US N 2 2040-06-25 Variable 2.79000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGZ6 600000.00000000 PA USD 623858.42000000 0.041312475508 Long DBT CORP US N 2 2026-01-23 Fixed 3.37000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RC4 4950000.00000000 PA USD 7298929.69000000 0.483341803829 Long DBT UST US N 2 2043-08-15 Fixed 3.63000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LN5G2 2890634.54000000 PA USD 3358038.24000000 0.222372365427 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.74000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UNP1 1090799.16000000 PA USD 1070560.36000000 0.070893486783 Long ABS-MBS USGA US N 2 2064-07-20 Floating 2.16000000 N N N N N N Fanniemae-Aces N/A 3136ASVZ6 1600000.00000000 PA USD 1688202.40000000 0.111794307919 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.49000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828T34 4640000.00000000 PA USD 4703800.00000000 0.311489940774 Long DBT UST US N 2 2021-09-30 Fixed 1.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833XY1 3925000.00000000 PA USD 3580328.36000000 0.237092620606 Long DBT UST US N 2 2030-08-15 None 0.00000000 N N N N N TCI Communications Inc N/A 872287AL1 801000.00000000 PA USD 1107601.13000000 0.073346360471 Long DBT CORP US N 2 2028-02-15 Fixed 7.13000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 749000.00000000 PA USD 767725.00000000 0.050839452098 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVA3 2431015.73000000 PA USD 2595770.04000000 0.171894267618 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Drive Auto Receivables Trust N/A 26208NAG9 1225000.00000000 PA USD 1213621.71000000 0.080367140305 Long ABS-O CORP US N 2 2026-06-15 Fixed 4.09000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBG2 189000.00000000 PA USD 193726.89000000 0.012828771948 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.13000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AU3 1054000.00000000 PA USD 1080215.99000000 0.071532891438 Long DBT CORP US N 2 2023-12-01 Fixed 4.05000000 N N N N N N DAIWA SECURITIES GROUP 353800WRC7Y23PWFJG38 234064AB9 439000.00000000 PA USD 443253.25000000 0.029352635866 Long DBT CORP JP N 2 2022-04-19 Fixed 3.13000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137F2LJ3 2487000.00000000 PA USD 2777139.39000000 0.183904711959 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.12000000 N N N N N N TVA PRIN STRIP 549300HE1ISW43LNKM54 88059FBM2 750000.00000000 PA USD 527816.43000000 0.034952487036 Long DBT USGA US N 2 2035-06-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 1942000.00000000 PA USD 2753543.58000000 0.182342175826 Long DBT UST US N 2 2048-05-15 Fixed 3.13000000 N N N N N Freddie Mac N/A 3132HLNL3 2879879.01000000 PA USD 3118821.82000000 0.206531235171 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AK1 193000.00000000 PA USD 202036.11000000 0.013379016101 Long DBT CORP US N 2 2025-12-03 Fixed 4.30000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAH4 366000.00000000 PA USD 358687.22000000 0.023752595968 Long DBT CORP DK N 2 2021-09-08 Fixed 2.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAQ7 100000.00000000 PA USD 89666.36000000 0.005937788419 Long DBT CORP US N 2 2025-01-15 Fixed 3.90000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166JAE5 510309.47000000 PA USD 491168.07000000 0.032525599097 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.95000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DD6 276000.00000000 PA USD 280276.39000000 0.018560159046 Long DBT CORP US N 2 2024-09-15 Fixed 3.13000000 N N N N N N DEUTSCHE TELEKOM AG 549300V9QSIG4WX4GJ96 251566AA3 576000.00000000 PA USD 568103.17000000 0.037620311828 Long DBT CORP DE N 2 2050-01-21 Fixed 3.63000000 N N N N N N LIBERTY MUTUAL INSURANCE CNC20I6IOMGF7KY49D67 53079QAB3 800000.00000000 PA USD 956765.64000000 0.063357896283 Long DBT CORP US N 2 2025-05-15 Fixed 8.50000000 N N N N N N Conix Inc 54930067MKSBBO7S0490 207343AA2 1078518.90000000 PA USD 17040.60000000 0.001128444127 Long ABS-O CORP US N 3 2047-12-25 Variable 4.70000000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAU3 660000.00000000 PA USD 673788.04000000 0.044618860639 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LV0 5500000.00000000 PA USD 5342481.32000000 0.353784002286 Long DBT UST US N 2 2025-05-15 None 0.00000000 N N N N N N Academic Loan Funding Trust N/A 00389VAA0 760254.69000000 PA USD 715265.71000000 0.047365549905 Long ABS-O CORP US N 2 2044-12-26 Floating 1.75000000 N N N N N N CPS Auto Receivables Trust 2017-C N/A 22411YAD4 564000.00000000 PA USD 556553.17000000 0.036855460257 Long ABS-O CORP US N 2 2023-06-15 Fixed 3.79000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAF6 3698000.00000000 PA USD 3700275.38000000 0.245035622042 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.66000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAQ3 625000.00000000 PA USD 615729.92000000 0.040774198799 Long DBT US N 2 2030-01-15 Fixed 3.20000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAE3 276000.00000000 PA USD 273609.06000000 0.018118642351 Long DBT CORP CH N 2 2023-08-15 Fixed 2.86000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CL8 250000.00000000 PA USD 266502.03000000 0.017648008321 Long DBT CORP US N 2 2030-11-15 Fixed 4.55000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91834TAA5 1995305.07000000 PA USD 1757769.59000000 0.116401110906 Long ABS-O CORP US N 2 2050-01-25 Variable 3.23000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAL9 650000.00000000 PA USD 557356.23000000 0.036908639626 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45000000 N N N N N American Homes 4 Rent N/A 02666BAD8 1900000.00000000 PA USD 1701401.17000000 0.112668342547 Long ABS-O CORP US N 2 2052-10-17 Fixed 5.04000000 N N N N N N Fanniemae-Aces N/A 3136AJB54 2500000.00000000 PA USD 2658501.75000000 0.176048418864 Long ABS-MBS USGSE US N 2 2024-03-25 Variable 3.35000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBE1 560000.00000000 PA USD 368813.21000000 0.024423148292 Long DBT CORP US N 2 2044-06-15 Fixed 4.70000000 N N N N N N Freddie Mac N/A 312935BK4 680349.31000000 PA USD 756656.71000000 0.050106499805 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJNY0 4479983.30000000 PA USD 4638569.96000000 0.307170347829 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 3.73000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097BG5 290000.00000000 PA USD 307204.51000000 0.020343363796 Long DBT CORP GB N 2 2029-05-18 Fixed 4.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L5G61 950590.08000000 PA USD 1026456.03000000 0.067972857687 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 3.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QX9 7900000.00000000 PA USD 10201492.15000000 0.675552146267 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 950000.00000000 PA USD 970412.89000000 0.064261629668 Long DBT CORP US N 2 2048-10-06 Fixed 4.44000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BH1 305000.00000000 PA USD 367279.19000000 0.024321564084 Long DBT CORP US N 2 2048-03-15 Fixed 4.80000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BW5 570000.00000000 PA USD 619184.90000000 0.041002990737 Long DBT CORP US N 2 2041-08-04 Fixed 7.00000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AS3 200000.00000000 PA USD 189604.50000000 0.012555783510 Long DBT US N 2 2027-01-15 Fixed 3.00000000 N N N N N N DEUTSCHE BANK AG, LONDON BRANCH 7LTWFZYICNSX8D621K86 000000000 1100000.00000000 PA USD 1100000.00000000 0.072843006686 Long RA CORP US N 2 Repurchase Y 0.40000000 2020-04-01 6050.00000000 USD 5898.17000000 USD ACMO 281121.50000000 USD 274730.61000000 USD 352599.50000000 USD 372242.74000000 USD CDS 403744.55000000 USD 469128.66000000 USD UST N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L24Z7 2893575.39000000 PA USD 3026378.78000000 0.200409572461 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 2.72000000 N N N N N N Diamond Resorts Owner Trust N/A 252724AA7 1484587.45000000 PA USD 1469697.78000000 0.097324732014 Long ABS-O CORP US N 2 2031-01-21 Fixed 3.70000000 N N N N N N Freddie Mac N/A 31300LUY9 885944.63000000 PA USD 903908.73000000 0.059857663330 Long ABS-MBS USGSE US N 2 2040-07-01 Floating 4.26000000 N N N N N N Goodgreen Trust N/A 38218AAA3 3560837.51000000 PA USD 3476406.14000000 0.230210796091 Long ABS-O CORP US N 2 2051-10-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L5FJ4 1063643.80000000 PA USD 1153624.28000000 0.076394055583 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 3.76000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAQ3 800000.00000000 PA USD 803648.98000000 0.053218370930 Long DBT CORP JP N 2 2022-07-12 Fixed 2.78000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22530LAC0 146174.02000000 PA USD 146107.17000000 0.009675350510 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.04000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CU4 829000.00000000 PA USD 809045.18000000 0.053575712233 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CC5 250000.00000000 PA USD 359583.79000000 0.023811967653 Long DBT CORP US N 2 2038-06-15 Fixed 8.70000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAP4 845000.00000000 PA USD 827115.28000000 0.054772330792 Long DBT CORP JP N 2 2025-01-16 Fixed 2.65000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 373000.00000000 PA USD 318085.74000000 0.021063928805 Long DBT CORP US N 2 2027-03-01 Fixed 4.13000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAC1 245000.00000000 PA USD 176574.96000000 0.011692955447 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N CAMILLO 2016 SFR1 12/23 5 N/A 133715AA0 3440466.30000000 PA USD 3432931.68000000 0.227331877564 Long ABS-O CORP US N 3 2023-12-05 Fixed 5.00000000 N N N N N N DUKE ENERGY PROGRESS INC 0NIFZ782LS46WOC9QK20 144141DD7 200000.00000000 PA USD 218657.17000000 0.014479677905 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N ASB BANK LIMITED 549300IBZWZL1KTPF918 00216LAC7 685000.00000000 PA USD 704129.64000000 0.046628109158 Long DBT CORP NZ N 2 2024-05-23 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L03Q2 2980537.64000000 PA USD 3085878.90000000 0.204349724860 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 2.45000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DG2 200000.00000000 PA USD 239253.23000000 0.015843567847 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N Business Jet Securities, LLC N/A 12326RAA0 2303872.73000000 PA USD 1861790.66000000 0.123289481359 Long ABS-O CORP US N 2 2033-06-15 Fixed 4.45000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBM1 540000.00000000 PA USD 651652.40000000 0.043153018300 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 300000.00000000 PA USD 311677.76000000 0.020639586505 Long DBT CORP CH N 2 2025-09-24 Fixed 4.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 815000.00000000 PA USD 772285.57000000 0.051141457217 Long DBT CORP FR N 2 2031-01-13 Fixed 3.05000000 N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 1685000.00000000 PA USD 1760175.50000000 0.116560432468 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBJ7 500000.00000000 PA USD 488548.46000000 0.032352126125 Long DBT CORP FR N 2 2025-04-14 Fixed 4.25000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906AAA8 1155000.00000000 PA USD 1140980.75000000 0.075556789455 Long DBT CORP GB N 2 2022-09-29 Fixed 3.63000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAF6 1205000.00000000 PA USD 1192384.72000000 0.078960807392 Long DBT CORP US N 2 2024-01-15 Fixed 3.63000000 N N N N N N Brookfield Finance Inc N/A 11271LAC6 358000.00000000 PA USD 367603.49000000 0.024343039527 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772BQ1 628000.00000000 PA USD 779505.14000000 0.051619543750 Long DBT CORP US N 2 2028-03-01 Fixed 6.50000000 N N N N N N Freddie Mac N/A 31397CP60 1633810.24000000 PA USD 159466.41000000 0.010560011608 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 5.70000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAM8 360000.00000000 PA USD 334637.77000000 0.022160019379 Long DBT CORP CA N 2 2030-01-25 Fixed 2.95000000 N N N N N N OneMain Direct Auto Receivables Trust 2017-2 N/A 68267CAB4 1641553.36000000 PA USD 1636443.53000000 0.108366788179 Long ABS-O CORP US N 2 2023-11-14 Fixed 2.55000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1600000.00000000 PA USD 1600000.00000000 0.105953464271 Long RA CORP US N 2 Repurchase Y 0.58000000 2020-04-01 55715.67000000 USD 1771394.77000000 USD EQT 5824.00000000 USD 6262.94000000 USD UST N N Goodgreen Trust N/A 38218EAA5 1835424.28000000 PA USD 1739760.87000000 0.115208556987 Long ABS-O CORP KY N 2 2054-10-15 Fixed 2.76000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AU7 430000.00000000 PA USD 364003.60000000 0.024104651517 Long DBT CORP US N 2 2023-03-15 Fixed 5.38000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 106000.00000000 PA USD 114450.76000000 0.007579034069 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAC0 424000.00000000 PA USD 434344.26000000 0.028762674395 Long DBT CORP NL N 2 2025-08-04 Fixed 4.38000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QAZ1 500000.00000000 PA USD 518130.00000000 0.034311042776 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065TAE2 151248.97000000 PA USD 151179.53000000 0.010011246831 Long ABS-O CORP US N 2 2021-12-08 Fixed 1.83000000 N N N N N N Freddie Mac N/A 31397PBU3 639780.12000000 PA USD 640040.83000000 0.042384089508 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 1.38000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AV5 350000.00000000 PA USD 274750.66000000 0.018194240148 Long DBT CORP US N 2 2048-07-15 Fixed 5.20000000 N N N N N N APT Pipelines Ltd 261700SS8OEHDOCOUJ33 00205GAB3 700000.00000000 PA USD 751516.37000000 0.049766101786 Long DBT CORP AU N 2 2025-03-23 Fixed 4.20000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAR2 500000.00000000 PA USD 519063.14000000 0.034372836161 Long DBT CORP LU N 2 2022-03-15 Fixed 3.45000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BE3 310000.00000000 PA USD 395088.14000000 0.026163098203 Long DBT CORP US N 2 2055-02-12 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QB7 200000.00000000 PA USD 310906.25000000 0.020588496406 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3132JM4A4 4132836.59000000 PA USD 4475175.85000000 0.296350240331 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N UNITED AIR 2018-1 B PTT N/A 90932NAA1 296192.26000000 PA USD 256608.83000000 0.016992871563 Long DBT CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N Freddie Mac N/A 31397T6Z0 569792.58000000 PA USD 673979.72000000 0.044631553864 Long ABS-MBS USGSE US N 2 2037-03-15 Fixed 6.50000000 N N N N N N DUKE ENERGY PROGRESS INC 0NIFZ782LS46WOC9QK20 144141CV8 360000.00000000 PA USD 463454.56000000 0.030690385102 Long DBT CORP US N 2 2035-04-01 Fixed 5.70000000 N N N N N N SPIRIT AIR 2017-1 PTT AA N/A 84858WAA4 274154.61000000 PA USD 253801.67000000 0.016806978858 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 250847EA4 300000.00000000 PA USD 371267.64000000 0.024585682893 Long DBT CORP US N 2 2037-10-01 Fixed 5.70000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423BZ0 223000.00000000 PA USD 254501.71000000 0.016853336148 Long DBT CORP US N 2 2040-09-15 Fixed 5.38000000 N N N N N N Progress Residential Trust N/A 74332UAJ6 2568000.00000000 PA USD 2310046.45000000 0.152973390003 Long ABS-O CORP US N 2 2035-08-17 Fixed 4.66000000 N N N N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059E5J9 1000000.00000000 PA USD 780135.22000000 0.051661268224 Long DBT USGA US N 2 2032-03-15 None 0.00000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BF8 515000.00000000 PA USD 552321.28000000 0.036575220629 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 2065000.00000000 PA USD 2345026.10000000 0.155289774438 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 400000.00000000 PA USD 483822.45000000 0.032039165418 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAH1 250000.00000000 PA USD 252648.99000000 0.016730647334 Long DBT CORP US N 2 2022-05-19 Fixed 2.75000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BK5 723000.00000000 PA USD 655032.69000000 0.043376864197 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8K52 1500000.00000000 PA USD 1677747.47000000 0.111101972886 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.34000000 N N N N N N OFFICE PPTY INCOME TRST N/A 38376AAB9 627000.00000000 PA USD 613076.10000000 0.040598460410 Long DBT US N 2 2022-07-15 Fixed 4.00000000 N N N N N N LV TOWER 52 ISSUER LLC N/A 50244VAC6 1481202.62000000 PA USD 1493926.15000000 0.098929156848 Long ABS-O CORP US N 2 2019-07-15 Fixed 5.75000000 N N N N N N Drive Auto Receivables Trust N/A 26208BAN0 1649326.72000000 PA USD 1631315.08000000 0.108027177527 Long ABS-O CORP US N 2 2024-03-15 Fixed 4.18000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAD2 200000.00000000 PA USD 200702.00000000 0.013290670116 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AP5 775000.00000000 PA USD 796014.16000000 0.052712786163 Long DBT CORP US N 2 2058-04-15 Fixed 4.75000000 N N N N N N FREMF Mortgage Trust N/A 30285FAG4 1577000.00000000 PA USD 1497561.78000000 0.099169911594 Long ABS-MBS USGSE US N 2 2047-11-25 Variable 4.07000000 N N N N N N BANK OF NOVA SCOTIA HOUSTON N/A 000000000 996820.00000000 PA USD 996820.00000000 0.066010332659 Long STIV CORP US N 2 2020-07-10 Floating 0.38000000 N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BM1 1200000.00000000 PA USD 1204705.26000000 0.079776684826 Long DBT CORP GB N 2 2023-01-20 Fixed 4.25000000 N N N N N N SART 2017 1 4.75 15 JUL 2024 N/A 000000000 3813010.88000000 PA USD 3894228.01000000 0.257879342701 Long ABS-O CORP US N 2 2024-07-15 Fixed 4.75000000 N N N N N N CVS PASS-THROUGH TR 2013 N/A 12665UAA2 732954.29000000 PA USD 863430.20000000 0.057177138029 Long DBT CORP US N 2 2036-01-10 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L3UK9 2120076.48000000 PA USD 2217859.18000000 0.146868664616 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.64000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AQ0 1180000.00000000 PA USD 1172109.20000000 0.077618143902 Long DBT CORP US N 2 2024-11-15 Fixed 3.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LU2 2000000.00000000 PA USD 1950199.66000000 0.129144006248 Long DBT UST US N 2 2025-02-15 None 0.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAC7 400000.00000000 PA USD 393265.80000000 0.026042421180 Long DBT CORP FR N 2 2024-07-11 Fixed 4.63000000 N N N N N N Nvent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAD5 562000.00000000 PA USD 626815.40000000 0.041508289430 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N Fanniemae-Aces N/A 3136B1LF9 1504000.00000000 PA USD 1656893.63000000 0.109721012517 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 3.09000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAU8 800000.00000000 PA USD 808369.65000000 0.053530978018 Long DBT US N 2 2023-02-01 Fixed 3.85000000 N N N N N N DT Auto Owner Trust N/A 23342EAD0 941558.61000000 PA USD 937470.64000000 0.062080163725 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.58000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UKC3 4309333.00000000 PA USD 4228358.05000000 0.280005739735 Long ABS-MBS USGA US N 2 2064-06-20 Floating 2.16000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 632525AS0 800000.00000000 PA USD 787219.94000000 0.052130424866 Long DBT CORP AU N 2 2034-08-02 Fixed 3.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9W57 1869224.94000000 PA USD 2047356.99000000 0.135577853556 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 2.89000000 N N N N N N Colony American Finance Ltd N/A 19625HAA5 617075.28000000 PA USD 611509.01000000 0.040494686276 Long ABS-O CORP KY N 2 2048-11-15 Fixed 2.55000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDU5 548000.00000000 PA USD 700966.30000000 0.046418629888 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEC4 152000.00000000 PA USD 193699.22000000 0.012826939616 Long DBT CORP US N 2 2037-10-15 Fixed 6.30000000 N N N N N N BXMT Ltd N/A 05607KAJ0 1860000.00000000 PA USD 1517761.86000000 0.100507579378 Long ABS-CBDO CORP KY N 2 2035-06-15 Floating 3.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BS7 600000.00000000 PA USD 621552.19000000 0.041159754847 Long DBT CORP US N 2 2023-02-27 Fixed 3.40000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AS8 566000.00000000 PA USD 512711.95000000 0.033952254547 Long DBT US N 2 2050-02-01 Fixed 4.00000000 N N N N N N MUFG Bank Ltd C3GTMMZIHMY46P4OIX74 064255AR3 364000.00000000 PA USD 379791.85000000 0.025150163880 Long DBT CORP JP N 2 2023-09-09 Fixed 4.10000000 N N N N N N Freddie Mac N/A 3137ATGA4 3820934.14000000 PA USD 3748316.14000000 0.248216925135 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 1.15000000 N N N N N N American Homes 4 Rent N/A 02665XAA7 90606.78000000 PA USD 88116.85000000 0.005835178448 Long ABS-O CORP US N 2 2036-12-17 Fixed 3.68000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GT95 393000.00000000 PA USD 424581.53000000 0.028116177480 Long DBT CORP US N 2 2026-01-05 Fixed 5.55000000 N N N N N N CHINA SOUTHERN POWER GRI N/A 16892DAC2 960000.00000000 PA USD 1041016.30000000 0.068937052092 Long DBT CORP VG N 2 2027-05-08 Fixed 3.50000000 N N N N N N Prestige Auto Receivables Trust N/A 74113MAF7 1979000.00000000 PA USD 1970885.90000000 0.130513867992 Long ABS-O CORP US N 2 2022-11-15 Fixed 3.91000000 N N N N N N MLCC Mortgage Investors Inc N/A 5899295W4 444778.52000000 PA USD 414741.03000000 0.027464530564 Long ABS-MBS CORP US N 2 2029-01-25 Floating 2.57000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166EAC0 1151710.91000000 PA USD 1143999.51000000 0.075756694505 Long ABS-O CORP US N 2 2022-11-15 Fixed 3.64000000 N N N N N N CSMA SFR 2019 1 A FRN 25 APR /US/99TQ40KX0 N/A 000000000 3701356.18000000 PA USD 3700986.04000000 0.245082682598 Long ABS-O CORP US N 2 2023-04-25 Fixed 2.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BZ6 924000.00000000 PA USD 1128107.58000000 0.074704316357 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAM2 136000.00000000 PA USD 134479.72000000 0.008905370130 Long DBT CORP US N 2 2022-08-14 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FG8 500000.00000000 PA USD 698437.50000000 0.046251170438 Long DBT UST US N 2 2029-02-15 Fixed 5.25000000 N N N N N N CVS Pass-Through Trust N/A 126650AN0 473862.40000000 PA USD 525284.82000000 0.034784841505 Long DBT CORP US N 2 2025-10-10 Fixed 6.20000000 N N N N N N Continental Credit Card LLC N/A 21134RAA3 273053.06000000 PA USD 267201.86000000 0.017694351704 Long ABS-O CORP US N 2 2024-01-15 Fixed 4.29000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334U1 6900000.00000000 PA USD 6108773.96000000 0.404528602194 Long DBT UST US N 2 2032-08-15 None 0.00000000 N N N N N N SUMITOMO MITSUI TRUST BANK LTD,NY N/A 000000000 2001180.00000000 PA USD 2001180.00000000 0.132519971018 Long STIV CORP US N 2 2020-04-17 Fixed 1.97000000 N N N N N American Homes 4 Rent N/A 02665XAB5 400000.00000000 PA USD 387378.72000000 0.025652573355 Long ABS-O CORP US N 2 2036-12-17 Fixed 4.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833XX3 6300000.00000000 PA USD 5793307.25000000 0.383638107953 Long DBT UST US N 2 2030-02-15 None 0.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAB8 243000.00000000 PA USD 260904.15000000 0.017277311584 Long DBT CORP CA N 2 2021-10-15 Fixed 9.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L3MT9 1776337.33000000 PA USD 1856321.73000000 0.122927323809 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 2.64000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAC1 201000.00000000 PA USD 67837.50000000 0.004492261332 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CD2 205000.00000000 PA USD 223115.81000000 0.014774933126 Long DBT CORP US N 2 2038-11-01 Fixed 5.30000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBK2 324000.00000000 PA USD 359131.34000000 0.023782006000 Long DBT CORP US N 2 2044-08-15 Fixed 4.65000000 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 92936UAE9 285000.00000000 PA USD 293166.53000000 0.019413755913 Long DBT US N 2 2026-10-01 Fixed 4.25000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBP4 1020000.00000000 PA USD 1019279.73000000 0.067497636534 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N Fanniemae-Aces N/A 3136AX7E9 3216000.00000000 PA USD 3484053.28000000 0.230717196700 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 3.08000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337R5 12800000.00000000 PA USD 11373361.28000000 0.753154392515 Long DBT UST US N 2 2032-05-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NXRT6 3214322.34000000 PA USD 3419313.21000000 0.226430050017 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EU3 1080000.00000000 PA USD 1221662.96000000 0.080899639239 Long DBT CORP US N 2 2039-03-15 Fixed 3.90000000 N N N N N N MLCC Mortgage Investors Inc N/A 5899292M9 642943.15000000 PA USD 585210.84000000 0.038753197391 Long ABS-MBS CORP US N 2 2028-10-25 Floating 1.59000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BK9 615000.00000000 PA USD 606209.96000000 0.040143778336 Long DBT CORP JP N 2 2039-07-18 Fixed 3.75000000 N N N N N N Progress Energy Inc 549300FBMTW0JYWMNB26 743263AG0 200000.00000000 PA USD 252036.18000000 0.016690066495 Long DBT CORP US N 2 2031-10-30 Fixed 7.00000000 N N N N N N BXMT Ltd N/A 05607KAG6 2200000.00000000 PA USD 1940356.00000000 0.128492150074 Long ABS-CBDO CORP KY N 2 2035-06-15 Floating 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BD74 1549022.90000000 PA USD 1523225.78000000 0.100869405161 Long ABS-MBS USGA US N 2 2062-12-20 Floating 2.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CA4 784000.00000000 PA USD 837355.39000000 0.055450440247 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 560000.00000000 PA USD 527939.40000000 0.034960630222 Long DBT US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JC6 750000.00000000 PA USD 793042.31000000 0.052515987536 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N Fanniemae-Aces N/A 3136ADZX0 8727684.70000000 PA USD 8779243.50000000 0.581369539066 Long ABS-MBS USGSE US N 2 2022-01-25 Fixed 2.21000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BM0 473000.00000000 PA USD 469511.61000000 0.031091488496 Long DBT CORP GB N 2 2023-11-22 Fixed 3.03000000 N N N N N N Freddie Mac N/A 3132H7EG5 2344519.54000000 PA USD 2573190.33000000 0.170399018557 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DS3 405000.00000000 PA USD 448183.51000000 0.029679122196 Long DBT CORP US N 2 2049-04-05 Fixed 4.55000000 N N N N N N IND & COMM BK CHINA/NY 5493002ERZU2K9PZDL40 45580KAG3 750000.00000000 PA USD 765675.67000000 0.050703743590 Long DBT CORP CN N 2 2021-10-20 Fixed 2.45000000 N N N N N N Kabbage Funding LLC N/A 48283PAE1 5285000.00000000 PA USD 5139687.34000000 0.340354799340 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.83000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBK6 199000.00000000 PA USD 203359.45000000 0.013466648887 Long DBT US N 2 2026-10-01 Fixed 3.25000000 N N N N N N SART 2018 1 N/A 000000000 4077992.33000000 PA USD 4173825.15000000 0.276394521190 Long ABS-O CORP US N 2 2025-06-15 Fixed 4.75000000 N N N N N N Goodgreen Trust N/A 38218QAA8 2136567.99000000 PA USD 2119797.85000000 0.140374953601 Long ABS-O CORP KY N 2 2053-10-15 Fixed 3.26000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SA7 470000.00000000 PA USD 650601.17000000 0.043083404887 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376TPM8 1068733.00000000 PA USD 1161695.46000000 0.076928536509 Long ABS-MBS USGA US N 2 2025-01-16 Fixed 4.50000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199AZ8 400000.00000000 PA USD 553515.43000000 0.036654298335 Long DBT CORP US N 2 2030-05-15 Fixed 8.10000000 N N N N N N Freddie Mac N/A 3132G7GT6 362689.30000000 PA USD 393299.75000000 0.026044669380 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCQ5 600000.00000000 PA USD 702447.42000000 0.046516711010 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAB7 247000.00000000 PA USD 284260.35000000 0.018823980523 Long DBT CORP US N 2 2044-03-30 Fixed 4.38000000 N N N N N N Headlands Residential N/A 42210AAA3 3600000.00000000 PA USD 3612619.44000000 0.239230965476 Long ABS-MBS CORP US N 2 2022-08-25 Variable 3.88000000 N N N N N N Invesco Finance PLC 549300OYQ3LAJYXXO449 46132FAB6 500000.00000000 PA USD 511925.98000000 0.033900206894 Long DBT CORP GB N 2 2024-01-30 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A 466247K51 92071.31000000 PA USD 88297.68000000 0.005847153176 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.67000000 N N N N N N American Tower Truste I 5493004YGM0MQZJOEJ36 03027WAJ1 920000.00000000 PA USD 903914.26000000 0.059858029531 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.07000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 2726000.00000000 PA USD 2945089.79000000 0.195026541150 Long DBT CORP IE N 2 2035-11-15 Fixed 4.42000000 N N N N N N MLCC Mortgage Investors Inc N/A 59020UAR6 278548.41000000 PA USD 244628.68000000 0.016199535066 Long ABS-MBS CORP US N 2 2029-04-25 Floating 1.41000000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAG8 160000.00000000 PA USD 150487.28000000 0.009965405402 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N BB-UBS Trust N/A 05490AAA1 240000.00000000 PA USD 239510.28000000 0.015860589934 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RJ9 238000.00000000 PA USD 322211.09000000 0.021337113257 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N AIG SUNAMER GLOB FIN X 549300Q3UB1GMKCGGR05 00139PAA6 500000.00000000 PA USD 661603.59000000 0.043811995209 Long DBT CORP US N 2 2032-03-15 Fixed 6.90000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FAR8 1070000.00000000 PA USD 1089830.07000000 0.072169544614 Long DBT CORP FR N 2 2023-07-20 Fixed 3.75000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAK2 305000.00000000 PA USD 319090.07000000 0.021130436456 Long DBT CORP US N 2 2024-10-01 Fixed 3.51000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAH3 268000.00000000 PA USD 285639.66000000 0.018915319693 Long DBT CORP US N 2 2025-05-25 Fixed 4.42000000 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 00182EAX7 250000.00000000 PA USD 249909.19000000 0.016549215271 Long DBT CORP NZ N 2 2020-08-06 Fixed 2.85000000 N N N N N N LIFESTORAGE LP N/A 84610WAB1 1000000.00000000 PA USD 953458.07000000 0.063138865971 Long DBT US N 2 2026-07-01 Fixed 3.50000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664BV2 831000.00000000 PA USD 989781.65000000 0.065544246681 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAE7 250000.00000000 PA USD 254768.37000000 0.016870994617 Long DBT CORP FR N 2 2023-04-24 Fixed 3.75000000 N N N N N N BNZ INTL FUNDING/LONDON 549300HVMZ89HDMELW08 05579HAE2 300000.00000000 PA USD 300090.14000000 0.019872243704 Long DBT CORP NZ N 2 2022-02-21 Fixed 2.90000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48247KAA5 2480083.35000000 PA USD 51811.42000000 0.003430999648 Long ABS-O USGA US N 2 2038-08-25 Variable 0.79000000 N N N N N N Fannie Mae N/A 3136ACGA3 4024469.90000000 PA USD 4447310.89000000 0.294504997179 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.50000000 N N N N N N NY STATE ELECTRIC & GAS 549300GEC6J0YHUXA160 649840CQ6 434000.00000000 PA USD 455633.92000000 0.030172495164 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AL9 460000.00000000 PA USD 484431.59000000 0.032079503226 Long DBT CORP US N 2 2043-01-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8J70 1500000.00000000 PA USD 1678558.07000000 0.111155651560 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.24000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AT1 225000.00000000 PA USD 237580.03000000 0.015732767012 Long DBT US N 2 2047-03-15 Fixed 4.65000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BJ0 182000.00000000 PA USD 192269.95000000 0.012732292048 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AP0 336000.00000000 PA USD 361114.07000000 0.023913304195 Long DBT CORP US N 2 2036-12-05 Fixed 4.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780082AD5 495000.00000000 PA USD 517652.69000000 0.034279434871 Long DBT CORP CA N 2 2026-01-27 Fixed 4.65000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 742651DM1 1000000.00000000 PA USD 1043769.69000000 0.069119384098 Long DBT CORP US N 2 2022-05-15 Fixed 2.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YB0 1080000.00000000 PA USD 1172685.93000000 0.077656335491 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFP0 1005000.00000000 PA USD 1201394.94000000 0.079557472406 Long DBT CORP US N 2 2043-11-02 Fixed 5.38000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91834UAA2 2368755.58000000 PA USD 2041421.98000000 0.135184831762 Long ABS-O CORP US N 2 2050-02-25 Variable 2.98000000 N N N N N N Ondeck Asset Securitization Trust LLC N/A 68235RAC8 526000.00000000 PA USD 523968.17000000 0.034697651737 Long ABS-O CORP US N 2 2022-04-18 Fixed 3.50000000 N N N N N N SOUTHERN NATURAL GAS N/A 84346LAA8 244000.00000000 PA USD 239037.88000000 0.015829307173 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAB3 1000000.00000000 PA USD 1036275.67000000 0.068623123235 Long DBT CORP GB N 2 2021-10-11 Fixed 4.75000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CE8 156000.00000000 PA USD 185314.71000000 0.012271709690 Long DBT CORP US N 2 2046-07-15 Fixed 4.80000000 N N N N N N MEMORIAL HEALTH SERVICES 549300FTIZOMIONZZ882 58601VAC6 995000.00000000 PA USD 1018912.45000000 0.067473314916 Long DBT CORP US N 2 2049-11-01 Fixed 3.45000000 N N N N N N Fanniemae-Aces N/A 3136AMST7 1974303.76000000 PA USD 2023893.53000000 0.134024081762 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 2.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418NXW5 359371.32000000 PA USD 393836.17000000 0.026080191604 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833XU9 700000.00000000 PA USD 638601.20000000 0.042288755892 Long DBT UST US N 2 2030-05-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BR95 2868154.16000000 PA USD 2867305.19000000 0.189875573752 Long ABS-MBS USGA US N 2 2063-04-20 Fixed 1.65000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDY7 400000.00000000 PA USD 445110.38000000 0.029475616715 Long DBT CORP US N 2 2027-03-16 Fixed 4.13000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBF9 179000.00000000 PA USD 183282.75000000 0.012137151439 Long DBT CORP US N 2 2054-10-15 Fixed 4.95000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423BP2 360000.00000000 PA USD 476227.98000000 0.031536252664 Long DBT CORP US N 2 2036-04-01 Fixed 6.65000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAG7 371000.00000000 PA USD 328973.10000000 0.021784899748 Long DBT CORP US N 2 2024-09-15 Fixed 3.63000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BC7 296000.00000000 PA USD 350373.18000000 0.023202032630 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 12636YAA0 214000.00000000 PA USD 212908.52000000 0.014098997041 Long DBT CORP US N 2 2027-05-09 Fixed 3.40000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CR7 315000.00000000 PA USD 320359.14000000 0.021214475433 Long DBT CORP US N 2 2024-04-01 Fixed 3.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UFZ8 3819020.22000000 PA USD 3784751.77000000 0.250629725898 Long ABS-MBS USGA US N 2 2064-04-20 Floating 2.26000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 742651DT6 7383000.00000000 PA USD 8206065.48000000 0.543413166026 Long DBT CORP US N 2 2024-01-15 Fixed 3.55000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBC3 375000.00000000 PA USD 330077.03000000 0.021858003003 Long DBT CORP US N 2 2025-01-15 Fixed 5.25000000 N N N N N N TOLEDO EDISON COMPANY N/A 889175BD6 400000.00000000 PA USD 584188.72000000 0.038685511670 Long DBT CORP US N 2 2037-05-15 Fixed 6.15000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BF6 376000.00000000 PA USD 360499.19000000 0.023872586279 Long DBT CORP US N 2 2028-01-12 Fixed 3.88000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FR0 126000.00000000 PA USD 143743.03000000 0.009518794995 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N HERO Funding Trust N/A 42770XAA5 527025.83000000 PA USD 534637.45000000 0.035404181222 Long ABS-O CORP US N 2 2042-09-20 Fixed 3.08000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBG3 325000.00000000 PA USD 347789.33000000 0.023030927718 Long DBT CORP US N 2 2029-06-15 Fixed 3.45000000 N N N N N N Fanniemae-Aces N/A 3136AWWF0 2736000.00000000 PA USD 3031830.00000000 0.200770557238 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 3.18000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAX6 195000.00000000 PA USD 195185.05000000 0.012925332638 Long DBT CORP US N 2 2031-06-01 Fixed 3.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828J43 9300000.00000000 PA USD 9569917.99000000 0.633728727395 Long DBT UST US N 2 2022-02-28 Fixed 1.75000000 N N N N N N USASF Receivables LLC 549300437ZXANCCWB466 90291LAA0 1419937.98000000 PA USD 1412196.76000000 0.093516961846 Long ABS-O CORP US N 2 2023-07-15 Fixed 5.50000000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 844895AX0 332000.00000000 PA USD 363477.51000000 0.024069813355 Long DBT CORP US N 2 2046-09-29 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GTFZ8 1641670.10000000 PA USD 1786750.81000000 0.118320273818 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017BT5 550000.00000000 PA USD 638705.97000000 0.042295693857 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Business Jet Securities, LLC N/A 12326QAA2 3394871.52000000 PA USD 2512178.78000000 0.166358777881 Long ABS-O CORP US N 2 2034-07-15 Fixed 4.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NXY6 198684.50000000 PA USD 219635.66000000 0.014544474409 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.00000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAR1 95000.00000000 PA USD 90894.97000000 0.006019148097 Long DBT US N 2 2031-08-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PW2 720000.00000000 PA USD 1123284.38000000 0.074384919639 Long DBT UST US N 2 2038-02-15 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BL26 1267995.08000000 PA USD 1242845.54000000 0.082302369073 Long ABS-MBS USGA US N 2 2063-02-20 Floating 2.08000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LM0 2220000.00000000 PA USD 2192514.22000000 0.145190298170 Long DBT UST US N 2 2023-08-15 None 0.00000000 N N N N N Thornburg Mortgage Securities Trust N/A 885220DW0 402071.07000000 PA USD 363507.67000000 0.024071810578 Long ABS-MBS CORP US N 2 2043-09-25 Floating 1.59000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BK2 350000.00000000 PA USD 342651.74000000 0.022690711807 Long DBT CORP US N 2 2028-04-15 Fixed 4.55000000 N N N N N N USASF Receivables 2017-A LLC N/A 90351QAA6 305178.92000000 PA USD 292971.76000000 0.019400858066 Long ABS-O CORP US N 2 2030-09-15 Fixed 5.75000000 N N N N N N DAI-ICHI LIFE INSURANCE 3538001235ACEIORUV72 23380YAD9 759000.00000000 PA USD 759000.00000000 0.050261674613 Long DBT CORP JP N 2 2026-07-24 Fixed 4.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AR0 633000.00000000 PA USD 681062.38000000 0.045100574091 Long DBT CORP GB N 2 2028-03-22 Fixed 4.38000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEZ3 84000.00000000 PA USD 94918.40000000 0.006285583314 Long DBT CORP US N 2 2035-12-09 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L5G20 1927208.95000000 PA USD 2076742.13000000 0.137523764419 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 3.38000000 N N N N N N Sequoia Mortgage Trust N/A 81744FDV6 887691.59000000 PA USD 772799.71000000 0.051175504038 Long ABS-MBS CORP US N 2 2034-10-20 Floating 1.45000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGE3 2043000.00000000 PA USD 2078520.09000000 0.137641502558 Long DBT CORP US N 2 2023-01-20 Fixed 3.12000000 N N N N N N Pennsylvania Electric Co O1PLQWO3TX952VMBJ146 708696BY4 113000.00000000 PA USD 107844.47000000 0.007141559499 Long DBT CORP US N 2 2028-03-15 Fixed 3.25000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220HB2 1079904.61000000 PA USD 943417.30000000 0.062473956992 Long ABS-MBS CORP US N 2 2045-04-25 Variable 3.71000000 N N N N N N PARTNERS HEALTHCARE SYST 5493007Z86EDN0QFYU66 70213HAF5 1777000.00000000 PA USD 1737648.10000000 0.115068647424 Long DBT CORP US N 2 2060-07-01 Fixed 3.34000000 N N N N N N PEPPERDINE UNIV 549300G0RVHY0VSFWD76 71338QAC0 450000.00000000 PA USD 516099.76000000 0.034176598425 Long DBT CORP US N 2 2059-12-01 Fixed 3.30000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AH4 362000.00000000 PA USD 371778.50000000 0.024619512510 Long DBT CORP JP N 2 2022-07-18 Fixed 2.90000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHF9 2562000.00000000 PA USD 2655762.46000000 0.175867020574 Long DBT CORP US N 2 2024-03-05 Fixed 3.55000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WAQ3 500000.00000000 PA USD 580424.56000000 0.038436245550 Long DBT CORP GB N 2 2037-02-27 Fixed 6.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 7700000.00000000 PA USD 10295441.39000000 0.681773550920 Long DBT UST US N 2 2045-08-15 Fixed 2.88000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 930000.00000000 PA USD 1119261.73000000 0.074118536074 Long DBT CORP GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXA7 445000.00000000 PA USD 484609.07000000 0.032091256114 Long DBT CORP US N 2 2039-04-23 Fixed 4.41000000 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AD2 769000.00000000 PA USD 682134.72000000 0.045171585427 Long DBT CORP US N 2 2039-01-15 Fixed 3.70000000 N N N N N N VM DEBT 2019 1 TR N/A 91834VAA0 2400000.00000000 PA USD 2400000.00000000 0.158930196406 Long ABS-O CORP US N 2 2024-06-15 Fixed 7.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334X5 2000000.00000000 PA USD 1730578.10000000 0.114600465554 Long DBT UST US N 2 2034-02-15 None 0.00000000 N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AD0 100000.00000000 PA USD 90258.35000000 0.005976990538 Long DBT CORP US N 2 2026-10-01 Fixed 3.55000000 N N N N N N BRITISH AIR 18-1 AA PTT N/A 11042TAA1 608852.10000000 PA USD 536225.79000000 0.035509362551 Long DBT CORP US N 2 2031-09-20 Fixed 3.80000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 2027A0HW2 500000.00000000 PA USD 496097.92000000 0.032852058276 Long DBT CORP AU N 2 2021-09-06 Fixed 2.00000000 N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LU3 150000.00000000 PA USD 148578.73000000 0.009839019475 Long DBT CORP US N 2 2039-01-24 Fixed 3.88000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBD9 180000.00000000 PA USD 190685.91000000 0.012627395470 Long DBT CORP US N 2 2048-11-15 Fixed 5.25000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAR6 200000.00000000 PA USD 198356.94000000 0.013135378097 Long DBT CORP CA N 2 2027-07-15 Fixed 3.70000000 N N N N N N Sequoia Mortgage Trust N/A 81744FFJ1 869122.89000000 PA USD 757593.74000000 0.050168550789 Long ABS-MBS CORP US N 2 2034-12-20 Floating 1.37000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FK9 461000.00000000 PA USD 475834.08000000 0.031510168246 Long DBT CORP US N 2 2023-12-01 Fixed 3.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334Y3 2600000.00000000 PA USD 2233662.70000000 0.147915188174 Long DBT UST US N 2 2034-08-15 None 0.00000000 N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AK9 1270000.00000000 PA USD 1303286.55000000 0.086304828069 Long DBT CORP NL N 2 2023-10-02 Fixed 4.10000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818ER5 200000.00000000 PA USD 215661.62000000 0.014281309843 Long DBT CORP US N 2 2067-09-15 Fixed 4.10000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065FAF9 421000.00000000 PA USD 418051.23000000 0.027683735038 Long ABS-O CORP US N 2 2022-08-18 Fixed 2.71000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCK8 780000.00000000 PA USD 1017048.08000000 0.067349854629 Long DBT CORP US N 2 2046-08-21 Fixed 4.86000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BSRZ8 1330255.41000000 PA USD 1384614.70000000 0.091690452591 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 2.84000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 55608JAK4 1015000.00000000 PA USD 1098412.70000000 0.072737894227 Long DBT CORP AU N 2 2028-11-28 Fixed 3.76000000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AN3 714000.00000000 PA USD 768134.25000000 0.050866553008 Long DBT CORP US N 2 2056-07-15 Fixed 3.30000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48248XAA6 2641481.62000000 PA USD 112741.08000000 0.007465817494 Long ABS-O USGA US N 2 2039-03-25 Variable 1.69000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 1085000.00000000 PA USD 1117240.43000000 0.073984683738 Long DBT CORP US N 2 2027-06-17 Fixed 3.20000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DR5 198000.00000000 PA USD 203897.87000000 0.013502303552 Long DBT CORP US N 2 2029-04-05 Fixed 3.65000000 N N N N N N Fannie Mae N/A 3136AGGA4 1445550.33000000 PA USD 1324737.30000000 0.087725316365 Long ABS-MBS USGSE US N 2 2043-09-25 None 0.00000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LSS1 460000.00000000 PA USD 457837.08000000 0.030318390436 Long DBT CORP US N 2 2024-01-30 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NY3S2 3369051.91000000 PA USD 3632008.50000000 0.240514926773 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAN8 500000.00000000 PA USD 511380.52000000 0.033864086034 Long DBT CORP US N 2 2023-01-23 Fixed 3.13000000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 82620KAS2 500000.00000000 PA USD 512721.90000000 0.033952913445 Long DBT CORP NL N 2 2024-03-16 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 2787000.00000000 PA USD 3236948.08000000 0.214353664213 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 900000.00000000 PA USD 928091.08000000 0.061459040678 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N INDIANA MICHIGAN POWER JHR9V15J0ZRG02MIRD06 454889AP1 330000.00000000 PA USD 350388.04000000 0.023203016673 Long DBT CORP US N 2 2023-03-15 Fixed 3.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 165000.00000000 PA USD 139300.88000000 0.009224631757 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFY1 1291000.00000000 PA USD 1378704.60000000 0.091299080360 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 94988XAR7 22090.36000000 PA USD 22061.50000000 0.001460932720 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 2.82000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAN8 620000.00000000 PA USD 599823.24000000 0.039720843892 Long DBT CORP CA N 2 2035-03-15 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YY0 14695900.00000000 PA USD 15649411.29000000 1.036318337488 Long DBT UST US N 2 2024-12-31 Fixed 1.75000000 N N N N N N Manulife Financial Corp 5493007GBX87QOZACS27 56501RAE6 500000.00000000 PA USD 482190.00000000 0.031931063085 Long DBT CORP CA N 2 2032-02-24 Fixed 4.06000000 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BN2 250000.00000000 PA USD 274632.20000000 0.018186395619 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 09681LAD2 480000.00000000 PA USD 493658.70000000 0.032690530895 Long DBT CORP SG N 2 2022-09-18 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337Q7 3000000.00000000 PA USD 2686961.82000000 0.177933070745 Long DBT UST US N 2 2031-11-15 None 0.00000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAP4 200000.00000000 PA USD 166525.28000000 0.011027456440 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833RZ5 250000.00000000 PA USD 234744.32000000 0.015544983701 Long DBT UST US N 2 2028-08-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L3YR0 5279081.23000000 PA USD 5488081.85000000 0.363425802632 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.42000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AR5 384000.00000000 PA USD 368352.00000000 0.024392606544 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.88000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCK3 183000.00000000 PA USD 175177.12000000 0.011600389203 Long DBT CORP US N 2 2026-08-15 Fixed 2.85000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 565000.00000000 PA USD 583556.92000000 0.038643673295 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N Structured Asset Securities Corporation N/A 86358RC21 127646.93000000 PA USD 125584.65000000 0.008316330454 Long ABS-MBS CORP US N 2 2027-10-25 Floating 1.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BE99 56312.02000000 PA USD 55934.81000000 0.003704054308 Long ABS-MBS USGA US N 2 2063-01-20 Floating 2.16000000 N N N N N N PPL ELECTRIC UTILITIES N/A 69351UAQ6 300000.00000000 PA USD 303220.19000000 0.020079518479 Long DBT CORP US N 2 2022-09-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 31395XZV0 1379233.47000000 PA USD 1574439.69000000 0.104260837151 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 5.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GH0 300000.00000000 PA USD 363427.07000000 0.024066473172 Long DBT CORP US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BQ7 923000.00000000 PA USD 933992.93000000 0.061849866586 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AV6 505000.00000000 PA USD 516497.41000000 0.034202931172 Long DBT US N 2 2025-04-15 Fixed 3.88000000 N N N N N N Hilton Grand Vacations Trust N/A 43283AAA3 557048.32000000 PA USD 546866.81000000 0.036214020634 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.66000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAT9 700000.00000000 PA USD 712961.98000000 0.047212994796 Long DBT CORP FR N 2 2024-03-28 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337U8 13000000.00000000 PA USD 11304336.68000000 0.748583520334 Long DBT UST US N 2 2033-11-15 None 0.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AU3 300000.00000000 PA USD 312767.97000000 0.020711781209 Long DBT CORP GB N 2 2025-08-18 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFHK7 1451498.52000000 PA USD 1615350.07000000 0.106969959954 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.98000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JZ5 1275000.00000000 PA USD 1367456.03000000 0.090554189760 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N TC PipeLines LP 6HL0C5LCIE4TN8UZHL06 87233QAC2 100000.00000000 PA USD 94926.45000000 0.006286116392 Long DBT CORP US N 2 2027-05-25 Fixed 3.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YX2 2164500.00000000 PA USD 2338336.41000000 0.154846777044 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N Freddie Mac N/A 3137B2NA4 1382648.60000000 PA USD 1439621.74000000 0.095333069120 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UCP3 1139478.88000000 PA USD 1130680.17000000 0.074874675621 Long ABS-MBS USGA US N 2 2064-01-20 Floating 2.31000000 N N N N N N Freddie Mac N/A 31397RVD5 600000.00000000 PA USD 621153.60000000 0.041133359852 Long ABS-MBS USGSE US N 2 2038-03-15 Floating 2.05000000 N N N N N N AIR CANADA 2017-1A PTT N/A 00908PAB3 670243.20000000 PA USD 724514.87000000 0.047978037745 Long DBT CORP CA N 2 2030-01-15 Fixed 3.55000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAL2 87000.00000000 PA USD 88595.33000000 0.005866863832 Long DBT CORP CA N 2 2025-03-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RE0 4325000.00000000 PA USD 6399310.57000000 0.423768202399 Long DBT UST US N 2 2044-02-15 Fixed 3.63000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PEC3 599312.08000000 PA USD 559814.54000000 0.037071431164 Long ABS-MBS CORP US N 2 2034-05-19 Variable 4.09000000 N N N N N N Freddie Mac N/A 31395W5Z6 3370127.94000000 PA USD 3892158.40000000 0.257742291232 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 6.00000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05525MAG1 1200000.00000000 PA USD 1025503.44000000 0.067909776306 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.21000000 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 03524BAF3 185000.00000000 PA USD 194219.40000000 0.012861386411 Long DBT CORP US N 2 2044-02-01 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374VUX5 315609.03000000 PA USD 335014.63000000 0.022184975393 Long ABS-MBS USGA US N 2 2039-06-16 Fixed 5.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BC6 630000.00000000 PA USD 644300.17000000 0.042666146901 Long DBT CORP US N 2 2022-09-01 Fixed 3.25000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 720000.00000000 PA USD 841856.75000000 0.055748524426 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LV1 667000.00000000 PA USD 675322.11000000 0.044720448158 Long DBT CORP US N 2 2023-01-24 Fixed 3.14000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 2141000.00000000 PA USD 2181012.34000000 0.144428633150 Long DBT CORP US N 2 2023-12-20 Fixed 3.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081EQ6 1250000.00000000 PA USD 1617588.75000000 0.107118207392 Long DBT CORP US N 2 2034-04-01 Fixed 5.63000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BE0 215000.00000000 PA USD 165715.07000000 0.010973803592 Long DBT CORP US N 2 2043-08-01 Fixed 4.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 124000.00000000 PA USD 129476.97000000 0.008574083446 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDD1 858000.00000000 PA USD 904006.10000000 0.059864111260 Long DBT CORP US N 2 2025-01-15 Fixed 3.95000000 N N N N N Freddie Mac N/A 3133TDVT0 234321.89000000 PA USD 265338.98000000 0.017570990085 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 716000.00000000 PA USD 457803.24000000 0.030316149520 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BR2 286000.00000000 PA USD 289470.27000000 0.019168986193 Long DBT CORP US N 2 2026-09-19 Fixed 2.95000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AM7 293000.00000000 PA USD 297595.02000000 0.019707014574 Long DBT CORP US N 2 2023-12-05 Fixed 3.13000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAL1 369000.00000000 PA USD 357831.66000000 0.023695940001 Long DBT US N 2 2027-04-01 Fixed 3.85000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518CX2 191000.00000000 PA USD 213040.60000000 0.014107743500 Long DBT CORP US N 2 2064-08-31 Fixed 4.35000000 N N N N N N American Homes 4 Rent N/A 02665UAB1 300000.00000000 PA USD 300343.98000000 0.019889053221 Long ABS-O CORP US N 2 2036-10-17 Fixed 4.29000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 545000.00000000 PA USD 575153.42000000 0.038087185835 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAM2 900000.00000000 PA USD 908129.62000000 0.060137174528 Long DBT CORP JP N 2 2022-01-11 Fixed 2.85000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BJ8 600000.00000000 PA USD 809619.18000000 0.053613723038 Long DBT CORP US N 2 2037-11-15 Fixed 6.63000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CD0 362000.00000000 PA USD 437194.38000000 0.028951411950 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BQ96 542045.88000000 PA USD 534888.27000000 0.035420790752 Long ABS-MBS USGA US N 2 2063-03-20 Floating 2.07000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L7RB4 3566415.52000000 PA USD 3556619.04000000 0.235522567738 Long ABS-MBS USGSE US N 2 2024-09-01 Floating 2.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BZ4 815000.00000000 PA USD 818832.29000000 0.054223823614 Long DBT CORP US N 2 2049-12-15 Fixed 3.13000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAB7 680000.00000000 PA USD 690667.87000000 0.045736658429 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835LAA1 2770771.86000000 PA USD 2418545.25000000 0.160158279833 Long ABS-O CORP US N 2 2050-03-25 Variable 2.98000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065FAG7 945000.00000000 PA USD 932458.34000000 0.061748244632 Long ABS-O CORP US N 2 2023-01-18 Fixed 3.13000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044BW6 1010000.00000000 PA USD 1023169.35000000 0.067755210730 Long DBT CORP US N 2 2022-12-15 Fixed 3.25000000 N N N N N N CADILLAC FAIRVIEW PRP TR N/A 68327LAB2 603000.00000000 PA USD 628131.68000000 0.041595454696 Long DBT CORP CA N 2 2027-03-20 Fixed 3.88000000 N N N N N N Freddie Mac N/A 3132G7EL5 1193945.88000000 PA USD 1287787.88000000 0.085278491957 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 103000.00000000 PA USD 120604.95000000 0.007986570162 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAF4 1110000.00000000 PA USD 1075071.29000000 0.071192204696 Long DBT CORP US N 2 2030-02-15 Fixed 2.57000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AJ4 450000.00000000 PA USD 277950.20000000 0.018406116615 Long DBT CORP US N 2 2044-11-15 Fixed 5.05000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 86787EAN7 1200000.00000000 PA USD 1214810.48000000 0.080445861743 Long DBT CORP US N 2 2023-05-01 Fixed 2.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFM6 1071000.00000000 PA USD 1130968.13000000 0.074893744596 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LNWS6 4887641.31000000 PA USD 5604533.66000000 0.371137348063 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.57000000 N N N N N N Fannie Mae N/A 31392DWV0 550325.82000000 PA USD 560017.77000000 0.037084889240 Long ABS-MBS USGSE US N 2 2032-08-25 Floating 1.95000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAA8 537000.00000000 PA USD 544383.75000000 0.036049590128 Long DBT NUSS MX N 2 2025-01-30 Fixed 3.60000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 1006000.00000000 PA USD 1068174.56000000 0.070735496924 Long DBT CORP GB N 2 2026-11-23 Fixed 4.38000000 N N N N N N Texas Health Resources 54930008C10TUBW7Z611 882484AA6 250000.00000000 PA USD 288558.04000000 0.019108577488 Long DBT CORP US N 2 2055-11-15 Fixed 4.33000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LH1 4560000.00000000 PA USD 4535426.84000000 0.300340116029 Long DBT UST US N 2 2022-05-15 None 0.00000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912833WQ9 15030000.00000000 PA USD 14168433.96000000 0.938246663350 Long DBT UST US N 2 2028-05-15 None 0.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BR8 165000.00000000 PA USD 229173.86000000 0.015176102742 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N American Homes 4 Rent N/A 02666AAE8 500000.00000000 PA USD 457775.25000000 0.030314295996 Long ABS-O CORP US N 2 2052-04-17 Fixed 5.64000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AL5 404000.00000000 PA USD 412616.65000000 0.027323852177 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AN5 110000.00000000 PA USD 110846.46000000 0.007340354024 Long DBT CORP US N 2 2021-07-28 Fixed 2.38000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAQ1 625000.00000000 PA USD 654168.33000000 0.043319625487 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BP2 679000.00000000 PA USD 704669.24000000 0.046663841964 Long DBT CORP US N 2 2024-01-15 Fixed 3.85000000 N N N N N N COVIDIEN INTL FINANCE SA 549300938QUWMPITJ642 22303QAP5 377000.00000000 PA USD 393354.18000000 0.026048273785 Long DBT CORP LU N 2 2023-06-15 Fixed 2.95000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017CJ6 550000.00000000 PA USD 576901.37000000 0.038202936683 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N Santander Retail Auto Lease Trust N/A 80285DAD1 1498211.74000000 PA USD 1498900.92000000 0.099258590670 Long ABS-O CORP US N 2 2021-05-20 Fixed 2.93000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334S6 7800000.00000000 PA USD 7008384.47000000 0.464101633463 Long DBT UST US N 2 2031-08-15 None 0.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LP4 907000.00000000 PA USD 939833.74000000 0.062236650369 Long DBT CORP US N 2 2028-07-24 Fixed 3.67000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CV0 400000.00000000 PA USD 420670.20000000 0.027857165628 Long DBT CORP US N 2 2028-03-14 Fixed 3.95000000 N N N N N N Fort Cre llc N/A 34719RAE1 5900000.00000000 PA USD 5176311.90000000 0.342780111220 Long ABS-O CORP US N 2 2035-11-16 Floating 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BQ70 2570815.18000000 PA USD 2543004.10000000 0.168400058781 Long ABS-MBS USGA US N 2 2063-03-20 Floating 2.13000000 N Y N N N N Global Mortgage Securitization Ltd N/A 378961AB2 283375.36000000 PA USD 256861.57000000 0.017009608237 Long ABS-MBS CORP KY N 2 2032-11-25 Floating 1.27000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 1600000.00000000 PA USD 2447981.66000000 0.162107585843 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BK84 3231286.24000000 PA USD 3224433.01000000 0.213524904825 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQH88 993320.47000000 PA USD 1071115.05000000 0.070930218862 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N DELMARVA PWR & LIGHT CO NJ98T8DDD027ZFXUDB24 247109BT7 500000.00000000 PA USD 556872.31000000 0.036876594000 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FG6Y6 7385000.00000000 PA USD 8615555.90000000 0.570529996392 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 3.85000000 N N N N N N Freddie Mac N/A 31397KTW1 2977480.10000000 PA USD 605808.82000000 0.040117214478 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.67000000 N N N N N N Freedom Financial 549300S83C1QQOPJBY76 35634BAA3 1082032.09000000 PA USD 1057547.98000000 0.070031795071 Long ABS-O CORP US N 2 2025-10-20 Fixed 3.99000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBM2 556000.00000000 PA USD 633934.89000000 0.041979748573 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QMS4 3696000.00000000 PA USD 3675080.60000000 0.243367200653 Long DBT CORP IE N 2 2020-11-15 Fixed 2.34000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 2027A0HR3 352000.00000000 PA USD 359354.42000000 0.023796778562 Long DBT CORP AU N 2 2025-12-09 Fixed 4.50000000 N N N N N N Fannie Mae N/A 31396YWQ1 203544.98000000 PA USD 206742.59000000 0.013690683514 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 1.85000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3132HTJV9 3929258.50000000 PA USD 4226256.38000000 0.279866565224 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3137B83Z8 3300431.98000000 PA USD 3444193.19000000 0.228077625062 Long ABS-MBS USGSE US N 2 2048-06-15 Fixed 3.50000000 N N N N N N ONEBEACON US HOLDINGS IN N/A 68245JAB6 750000.00000000 PA USD 807909.45000000 0.053500503153 Long DBT CORP US N 2 2022-11-09 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417Y4M6 68468.41000000 PA USD 71462.19000000 0.004732291621 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 4.50000000 N N N N N N DT Auto Owner Trust 2018-1 N/A 23342WAE8 1169254.70000000 PA USD 1165152.25000000 0.077157448306 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8A95 995783.46000000 PA USD 1073540.52000000 0.071090835705 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 2.92000000 N N N N N N Orange Lake Country Club, Inc N/A 67090UAB9 1578116.87000000 PA USD 1548981.68000000 0.102574984430 Long ABS-O CORP US N 2 2030-02-09 Fixed 0.00000000 N N N N N N Fannie Mae N/A 31359T3Y2 103886.13000000 PA USD 118114.57000000 0.007821654920 Long ABS-MBS USGSE US N 2 2028-07-18 Fixed 6.50000000 N N N N N N Freddie Mac N/A 3132GHFX6 703453.34000000 PA USD 758439.42000000 0.050224552493 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 4.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAM3 372000.00000000 PA USD 355629.63000000 0.023550119560 Long DBT CORP DK N 2 2022-03-02 Fixed 2.70000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GJ6 500000.00000000 PA USD 510028.24000000 0.033774536815 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N American Homes 4 Rent N/A 02666AAA6 1137828.37000000 PA USD 1106064.18000000 0.073244582235 Long ABS-O CORP US N 2 2052-04-17 Fixed 3.47000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065HAF5 409000.00000000 PA USD 405259.82000000 0.026836676161 Long ABS-O CORP US N 2 2023-06-19 Fixed 2.69000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAF4 494000.00000000 PA USD 474660.99000000 0.031432485153 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BGS1 433000.00000000 PA USD 420575.07000000 0.027850866032 Long DBT CORP CA N 2 2032-12-15 Fixed 3.80000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAY8 690000.00000000 PA USD 690954.14000000 0.045755615490 Long DBT CORP US N 2 2039-08-16 Fixed 3.00000000 N N N N N N Sequoia Mortgage Trust N/A 81743PAT3 591913.92000000 PA USD 535197.97000000 0.035441299370 Long ABS-MBS CORP US N 2 2033-07-20 Floating 1.43000000 N N N N N N Ladder Capital Commercial Mortgage Securities LLC N/A 50184BAC2 768000.00000000 PA USD 748231.14000000 0.049548550849 Long ABS-MBS CORP US N 2 2036-02-15 Fixed 3.99000000 N N N N N N OneMain Direct Auto Receivables Trust 2017-2 N/A 68267CAC2 4225000.00000000 PA USD 4203447.85000000 0.278356163494 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.82000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044BV2 610000.00000000 PA USD 850189.59000000 0.056300332717 Long DBT CORP US N 2 2029-09-15 Fixed 8.00000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WCX9 485000.00000000 PA USD 496945.47000000 0.032908183812 Long DBT CORP US N 2 2028-01-10 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376JRT3 7759.53000000 PA USD 7753.98000000 0.000513475651 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 5.00000000 N N N N N N Renew Financial N/A 75973LAA6 581183.75000000 PA USD 608820.49000000 0.040316650021 Long ABS-O CORP KY N 2 2052-09-20 Fixed 3.67000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AH3 400000.00000000 PA USD 382729.13000000 0.025344673250 Long DBT CORP US N 2 2041-09-15 Fixed 5.15000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBC0 200000.00000000 PA USD 226626.63000000 0.015007422840 Long DBT CORP MX N 2 2046-01-31 Fixed 6.13000000 N N N N N N LendingPoint Asset Securitization Trust N/A 52605WAA7 2666023.44000000 PA USD 2570964.51000000 0.170251622720 Long ABS-O CORP US N 2 2025-11-10 Fixed 3.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJHW1 6163581.03000000 PA USD 6370742.19000000 0.421876378130 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 3.82000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137B1U75 2001303.14000000 PA USD 2064098.83000000 0.136686513522 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.52000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CH1 200000.00000000 PA USD 264053.13000000 0.017485839921 Long DBT CORP US N 2 2038-03-01 Fixed 8.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DR3 949000.00000000 PA USD 469882.07000000 0.031116020697 Long DBT CORP US N 2 2028-05-15 Fixed 7.15000000 N N N N N N Drive Auto Receivables Trust 549300RZ091I85JWZO63 26207KAG6 4704058.95000000 PA USD 4704179.37000000 0.311515063003 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WSPZ5 1355925.90000000 PA USD 1462077.01000000 0.096820077650 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CH2 400000.00000000 PA USD 407859.51000000 0.027008830012 Long DBT CORP US N 2 2023-03-15 Fixed 2.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CJ7 1207000.00000000 PA USD 1316654.63000000 0.087190074560 Long DBT CORP US N 2 2027-02-09 Fixed 3.35000000 N N N N N N RBSCF Trust N/A 74932BAA1 531000.00000000 PA USD 522272.80000000 0.034585382784 Long ABS-MBS CORP US N 2 2031-03-11 Fixed 3.26000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGK9 210000.00000000 PA USD 210806.45000000 0.013959796042 Long DBT CORP US N 2 2023-04-24 Fixed 2.88000000 N N N N N N Impac CMB Trust N/A 45254NKF3 1757865.48000000 PA USD 1653008.45000000 0.109463732341 Long ABS-MBS CORP US N 2 2034-11-25 Floating 1.69000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CH5 130000.00000000 PA USD 138016.88000000 0.009139604102 Long DBT CORP US N 2 2038-04-17 Fixed 4.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334W7 400000.00000000 PA USD 348705.60000000 0.023091603956 Long DBT UST US N 2 2033-08-15 None 0.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 1400000.00000000 PA USD 1511006.99000000 0.100060265705 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L4N58 2500000.00000000 PA USD 2696069.50000000 0.178536189650 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 3.67000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2E3 400000.00000000 PA USD 401220.89000000 0.026569214520 Long DBT CORP FR N 2 2023-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375LGP9 182099.62000000 PA USD 181201.01000000 0.011999296711 Long ABS-MBS USGA US N 2 2037-09-20 Floating 1.27000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828P46 782300.00000000 PA USD 833455.08000000 0.055192158150 Long DBT UST US N 2 2026-02-15 Fixed 1.63000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2J9 890000.00000000 PA USD 890880.56000000 0.058994925989 Long DBT CORP US N 2 2024-06-25 Fixed 2.75000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCQ3 320000.00000000 PA USD 381438.96000000 0.025259237012 Long DBT CORP US N 2 2035-07-15 Fixed 4.63000000 N N N N N N OneMain Financial Issuance Trust N/A 68268GAC2 1000000.00000000 PA USD 962945.00000000 0.063767099157 Long ABS-O CORP US N 2 2029-02-20 Fixed 6.00000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AU1 575000.00000000 PA USD 657487.86000000 0.043539447802 Long DBT CORP US N 2 2049-03-01 Fixed 4.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LP3 796000.00000000 PA USD 785294.86000000 0.052002944307 Long DBT UST US N 2 2023-11-15 None 0.00000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 200000.00000000 PA USD 137940.00000000 0.009134513038 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 00182EBM0 970000.00000000 PA USD 943521.28000000 0.062480842643 Long DBT CORP NZ N 2 2030-02-13 Fixed 2.55000000 N N N N N Freddie Mac N/A 31283NB84 302280.09000000 PA USD 331988.33000000 0.021984571038 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743756AB4 210000.00000000 PA USD 224215.87000000 0.014847780106 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 813000.00000000 PA USD 863409.01000000 0.057175734807 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 1675000.00000000 PA USD 1607026.96000000 0.106418795993 Long DBT CORP US N 2 2031-02-13 Fixed 2.50000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAP5 132000.00000000 PA USD 133637.33000000 0.008849586293 Long DBT CORP US N 2 2023-08-14 Fixed 3.80000000 N N N N N N RFCSP STRIP PRINCIPAL N/A 76116FAD9 3119000.00000000 PA USD 3114077.97000000 0.206217093082 Long DBT USGA US N 2 2020-07-15 None 0.00000000 N N N N N N COMM Mortgage Trust N/A 20049AAB4 3050000.00000000 PA USD 2696834.10000000 0.178586822162 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 2.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UPU8 1435033.10000000 PA USD 1409737.63000000 0.093354116007 Long ABS-MBS USGA US N 2 2064-09-20 Floating 2.13000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAN6 625000.00000000 PA USD 548804.87000000 0.036342360740 Long DBT CORP CA N 2 2050-01-25 Fixed 3.80000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464HA1 2635000.00000000 PA USD 2655588.31000000 0.175855488201 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.14000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UAL4 3500325.98000000 PA USD 3485534.65000000 0.230815294378 Long ABS-MBS USGA US N 2 2063-09-20 Floating 2.41000000 N Y N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802AB0 190000.00000000 PA USD 226994.22000000 0.015031764986 Long DBT CORP US N 2 2045-06-15 Fixed 4.60000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599AY0 948000.00000000 PA USD 936464.96000000 0.062013566675 Long DBT CORP US N 2 2023-03-14 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFCZ9 984517.18000000 PA USD 1066128.42000000 0.070599999660 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.60000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CC0 527000.00000000 PA USD 635900.41000000 0.042109907106 Long DBT CORP US N 2 2039-06-15 Fixed 4.13000000 N N N N N N CITIGROUP GLOBAL MARKETS LTD XKZZ2JZF41MRHTR1V493 000000000 500000.00000000 PA USD 500000.00000000 0.033110457584 Long RA CORP US N 2 Repurchase Y 0.15000000 2020-04-01 485910.00000000 USD 510000.21000000 USD UST N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BM1 170000.00000000 PA USD 173257.54000000 0.011473272858 Long DBT CORP US N 2 2024-03-01 Fixed 3.88000000 N N N N N N FORTIS INC 549300MQYQ9Y065XPR71 349553AM9 929000.00000000 PA USD 889955.39000000 0.058933660385 Long DBT CORP CA N 2 2026-10-04 Fixed 3.06000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097BM2 700000.00000000 PA USD 647416.51000000 0.042872513788 Long DBT CORP GB N 2 2029-11-01 Fixed 3.75000000 N N N N N N Goldman Sachs Fin Square Govt Fd N/A 000000000 4000000.00000000 NS USD 4000000.00000000 0.264883660678 Long STIV RF US N 1 N N Freddie Mac N/A 3132G7FP5 379545.11000000 PA USD 409643.58000000 0.027126972760 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 4.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAP6 500000.00000000 PA USD 490734.31000000 0.032496875113 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAR4 643000.00000000 PA USD 650207.05000000 0.043057305900 Long DBT CORP US N 2 2022-03-15 Fixed 3.40000000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 832248BB3 1100000.00000000 PA USD 1107335.71000000 0.073328784116 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AD8 440000.00000000 PA USD 454295.97000000 0.030083894891 Long DBT CORP US N 2 2120-10-01 Fixed 3.23000000 N N N N N N INGERSOLL-RAND LUX FINAN 549300GHBOWCVY92IS29 456873AA6 320000.00000000 PA USD 320042.44000000 0.021193503269 Long DBT CORP LU N 2 2020-05-01 Fixed 2.63000000 N N N N N N MS GOVT US LEX N/A 000000000 2000000.00000000 NS USD 2000000.00000000 0.132441830339 Long STIV RF US N 1 N N Freddie Mac N/A 3132G7C37 2589277.00000000 PA USD 2804844.25000000 0.185739353142 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 4.00000000 N N N N N N FannieMae Whole Loan 5493003LPQ4JJCYQN327 31394DJT8 940777.89000000 PA USD 942338.45000000 0.062402514558 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 1.45000000 N N N N N N Freddie Mac - SCRT N/A 35563PLJ6 1345987.26000000 PA USD 1484228.50000000 0.098286969590 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MDZ47 634437.51000000 PA USD 687684.75000000 0.045539113493 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.00000000 N N N N N N MID-ATLANTIC INTERSTATE N/A 59524QAA3 340000.00000000 PA USD 357775.04000000 0.023692190573 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 520000.00000000 PA USD 554869.15000000 0.036743942912 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAP0 250000.00000000 PA USD 256850.00000000 0.017008842061 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAP7 447000.00000000 PA USD 450623.16000000 0.029840678051 Long DBT CORP US N 2 2022-02-01 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MDV25 437707.26000000 PA USD 471578.34000000 0.031228349248 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UAN0 3238072.60000000 PA USD 3219799.83000000 0.213218091405 Long ABS-MBS USGA US N 2 2063-09-20 Floating 2.36000000 N N N N N N Fanniemae-Aces N/A 3136AVYL7 907214.00000000 PA USD 944500.59000000 0.062545693447 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YWB9 998004.07000000 PA USD 1089486.34000000 0.072146782499 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAG7 210000.00000000 PA USD 193630.13000000 0.012822364412 Long DBT CORP CA N 2 2035-05-15 Fixed 5.95000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AG8 460000.00000000 PA USD 495224.64000000 0.032794228875 Long DBT CORP US N 2 2028-03-01 Fixed 4.10000000 N N N N N N Freddie Mac N/A 3132H7BV5 2501588.29000000 PA USD 2670602.82000000 0.176849762794 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAM1 394000.00000000 PA USD 309686.32000000 0.020507711525 Long DBT CORP US N 2 2043-01-15 Fixed 4.95000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CX6 675000.00000000 PA USD 730323.40000000 0.048362683917 Long DBT CORP US N 2 2027-06-20 Fixed 3.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BX6 900000.00000000 PA USD 856122.88000000 0.056693240611 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CR9 514000.00000000 PA USD 557023.18000000 0.036886584750 Long DBT CORP US N 2 2027-05-11 Fixed 3.20000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDN5 534000.00000000 PA USD 537573.19000000 0.035598588612 Long DBT CORP GB N 2 2027-09-19 Fixed 3.28000000 N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364DAR1 765000.00000000 PA USD 731582.51000000 0.048446063334 Long DBT CORP US N 2 2023-06-01 Fixed 3.05000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FCJK1 1755000.00000000 PA USD 1989908.68000000 0.131773573893 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.30000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572QAG0 440000.00000000 PA USD 454073.64000000 0.030069171995 Long DBT CORP US N 2 2025-03-15 Fixed 3.00000000 N N N N N N CSMA SFR HOLDINGS II 3.5 CSMA SFR HOLDINGS II CSMA N/A 000000000 2216513.31000000 PA USD 2214296.80000000 0.146632760552 Long ABS-O CORP US N 3 2023-07-25 None 0.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JT9 566000.00000000 PA USD 612368.50000000 0.040551602490 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N XYLEM INC 549300DF5MV96DRYLQ48 98419MAJ9 118000.00000000 PA USD 124909.78000000 0.008271639945 Long DBT CORP US N 2 2026-11-01 Fixed 3.25000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065FAE2 499372.73000000 PA USD 497022.68000000 0.032913296729 Long ABS-O CORP US N 2 2022-02-18 Fixed 2.30000000 N N N N N N AMERICAN FINANCIAL GROUP 549300AFOM7IVKIU1G39 025932AK0 750000.00000000 PA USD 713912.20000000 0.047275919234 Long DBT CORP US N 2 2026-08-15 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAD7 468000.00000000 PA USD 388437.93000000 0.025722715211 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 472678.40000000 PA USD 453386.13000000 0.030023644453 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FJEH8 3170000.00000000 PA USD 3775382.83000000 0.250009306117 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BL75 415031.90000000 PA USD 412025.62000000 0.027284713629 Long ABS-MBS USGA US N 2 2062-02-20 Floating 2.06000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BF64 1866.80000000 PA USD 1837.45000000 0.000121677620 Long ABS-MBS USGA US N 2 2060-08-20 Floating 1.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFBJ6 1503035.00000000 PA USD 1659119.95000000 0.109868441465 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.81000000 N N N N N N Gold Key Resorts LLC 549300MORAF4RGEXUA95 38061LAA7 194762.35000000 PA USD 194610.01000000 0.012887252963 Long ABS-O CORP US N 2 2031-03-17 Fixed 3.22000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAC2 820000.00000000 PA USD 824181.80000000 0.054578073062 Long DBT CORP US N 2 2022-10-31 Fixed 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374BLE1 765194.19000000 PA USD 105451.49000000 0.006983094173 Long ABS-MBS USGA US N 2 2033-07-16 Fixed 5.50000000 N N N N N N Flagship Credit Auto Trust N/A 33844PAE5 3855000.00000000 PA USD 3840829.02000000 0.254343212714 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.79000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UDS6 1535851.23000000 PA USD 1518933.98000000 0.100585198237 Long ABS-MBS USGA US N 2 2064-02-20 Floating 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LHJ70 2437486.58000000 PA USD 2766461.76000000 0.183197629528 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 3.32000000 N N N N N N FannieMae Grantor Trust N/A 3136AV6R5 3931793.77000000 PA USD 4147848.20000000 0.274674303788 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFKT4 8973588.78000000 PA USD 9648273.17000000 0.638917479122 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 2.48000000 N N N N N N Fanniemae-Aces N/A 3136B1XJ8 2098000.00000000 PA USD 2286801.75000000 0.151434104696 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.05000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBY8 455000.00000000 PA USD 406029.24000000 0.026887627858 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N Freddie Mac N/A 3132G7FD2 223116.78000000 PA USD 240640.78000000 0.015935452678 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RN28 1412628.41000000 PA USD 1407899.64000000 0.093232402627 Long ABS-MBS USGA US N 2 2066-12-20 Floating 2.66000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAE2 544000.00000000 PA USD 602988.96000000 0.039930480768 Long DBT CORP CA N 2 2026-06-15 Fixed 7.88000000 N N N N N N Drive Auto Receivables Trust N/A 26208CAN8 1069429.77000000 PA USD 1066838.97000000 0.070647052931 Long ABS-O CORP US N 2 2024-05-15 Fixed 4.16000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284AQ9 499000.00000000 PA USD 511044.49000000 0.033841833820 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAH3 1300000.00000000 PA USD 1328780.87000000 0.087993085271 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Fanniemae-Aces N/A 3136AJLC8 1881063.68000000 PA USD 2025524.10000000 0.134132059599 Long ABS-MBS USGSE US N 2 2024-01-25 Variable 3.48000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137F1G44 1996000.00000000 PA USD 2243920.17000000 0.148594447224 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 3.24000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22533YAE5 489000.00000000 PA USD 485859.01000000 0.032174028285 Long ABS-O CORP US N 2 2026-06-15 Fixed 3.35000000 N N N N N N Freddie Mac N/A 3132G7EJ0 1745009.70000000 PA USD 1881674.78000000 0.124606225983 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.50000000 N N N N N N Colony American Finance Ltd N/A 21872FAD9 2470000.00000000 PA USD 2114098.44000000 0.139997533455 Long ABS-O CORP US N 2 2052-03-15 Fixed 3.88000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QAW3 510000.00000000 PA USD 586207.04000000 0.038819166667 Long DBT CORP US N 2 2040-12-15 Fixed 6.25000000 N N N N N N Fanniemae-Aces N/A 3136AKXV0 1364275.85000000 PA USD 1456444.01000000 0.096447055235 Long ABS-MBS USGSE US N 2 2024-07-25 Variable 3.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810EW4 2525000.00000000 PA USD 3336452.15000000 0.220942914792 Long DBT UST US N 2 2026-02-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L7R65 1355196.84000000 PA USD 1502466.23000000 0.099494688761 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.24000000 N N N N N N Oportun Funding LLC 549300GGHBCT645S8T42 68376VAA2 4465000.00000000 PA USD 4201615.90000000 0.278234850088 Long ABS-O CORP US N 2 2024-07-08 Fixed 3.91000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AL8 250000.00000000 PA USD 255987.50000000 0.016951726521 Long DBT CORP US N 2 2047-03-01 Fixed 4.10000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AE5 360000.00000000 PA USD 241607.47000000 0.015999467775 Long DBT CORP US N 2 2041-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YVA2 333356.77000000 PA USD 365588.68000000 0.024209616965 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 295000.00000000 PA USD 314305.26000000 0.020813581959 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N Freddie Mac N/A 3132G7JJ5 2664387.66000000 PA USD 2873970.10000000 0.190316930191 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LF5 1285000.00000000 PA USD 1280126.69000000 0.084771160944 Long DBT UST US N 2 2021-11-15 None 0.00000000 N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BH6 350000.00000000 PA USD 384566.00000000 0.025466312463 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DD9 1200000.00000000 PA USD 1412404.58000000 0.093530723877 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86358HRF8 785177.39000000 PA USD 713108.47000000 0.047222695498 Long ABS-MBS CORP US N 2 2033-05-19 Floating 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LEGP0 3000000.00000000 PA USD 3275339.91000000 0.216896006331 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.73000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AE1 200000.00000000 PA USD 158070.93000000 0.010467601646 Long DBT CORP CA N 2 2033-06-30 Fixed 6.45000000 N N N N N N Freddie Mac N/A 3132JNH42 1038716.64000000 PA USD 1124745.72000000 0.074481690911 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAZ3 140000.00000000 PA USD 143825.42000000 0.009524250937 Long DBT CORP US N 2 2026-06-01 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M4H21 536033.73000000 PA USD 567102.11000000 0.037554020718 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N TFDXX LEX BLACKROCK FED FUND N/A 000000000 5000000.00000000 NS USD 5000000.00000000 0.331104575847 Long STIV RF US N 1 N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAE1 1229000.00000000 PA USD 1231396.96000000 0.081544233628 Long DBT CORP US N 2 2026-03-13 Fixed 4.25000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAK6 212000.00000000 PA USD 220587.95000000 0.014607535924 Long DBT CORP JP N 2 2026-10-19 Fixed 3.01000000 N N N N N N MRCD Mortgage Trust N/A 55348UAQ1 1997000.00000000 PA USD 1861354.17000000 0.123260576592 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.72000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AY9 245000.00000000 PA USD 183078.29000000 0.012123611911 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BZ2 519000.00000000 PA USD 543827.19000000 0.036012734215 Long DBT CORP US N 2 2026-08-04 Fixed 2.45000000 N N N N N N FTF FUNDING II LLC 8.0 15AUG20 99TP6DCXD N/A 000000000 3019065.56000000 PA USD 3020808.86000000 0.200040727261 Long ABS-O CORP US N 2 2099-08-07 None 0.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBF4 959000.00000000 PA USD 954061.15000000 0.063178802480 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.60000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAE0 126000.00000000 PA USD 146004.93000000 0.009668580083 Long DBT CORP US N 2 2032-04-15 Fixed 7.50000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AN7 400000.00000000 PA USD 415784.86000000 0.027533653942 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LSH29 1154276.74000000 PA USD 1239169.62000000 0.082058946286 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAB6 228000.00000000 PA USD 221517.96000000 0.014669122037 Long DBT NUSS MX N 2 2047-01-15 Fixed 4.35000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBW2 390000.00000000 PA USD 365177.88000000 0.024182413413 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N AIR CANADA 2013-1A PTT N/A 009089AA1 848034.78000000 PA USD 866616.49000000 0.057388137068 Long DBT CORP CA N 2 2025-05-15 Fixed 4.13000000 N N N N N N WELLS FARGO GOVT FD LEX N/A 000000000 5000000.00000000 NS USD 5000000.00000000 0.331104575847 Long STIV RF US N 1 N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 292480AL4 290000.00000000 PA USD 144674.02000000 0.009580446005 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 170000.00000000 PA USD 206828.91000000 0.013696399703 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DP5 575000.00000000 PA USD 617515.05000000 0.040892411741 Long DBT CORP US N 2 2024-04-22 Fixed 3.30000000 N N N N N N Freddie Mac N/A 3132JAEE1 449601.66000000 PA USD 480208.88000000 0.031799871506 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N Fannie Mae N/A 3136AHPA2 1969798.95000000 PA USD 1952996.17000000 0.129329193699 Long ABS-MBS USGSE US N 2 2043-12-25 Floating 1.55000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAL4 500000.00000000 PA USD 488051.65000000 0.032319226912 Long DBT US N 2 2022-01-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRUE8 946152.94000000 PA USD 1019980.70000000 0.067544055409 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HJU6 302506.32000000 PA USD 300089.87000000 0.019872225824 Long ABS-MBS CORP US N 2 2034-07-25 Floating 1.59000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDQ6 700000.00000000 PA USD 734478.93000000 0.048637866917 Long DBT CORP US N 2 2024-04-29 Fixed 3.88000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAX7 175000.00000000 PA USD 178468.65000000 0.011818357332 Long DBT CORP US N 2 2027-06-15 Fixed 3.43000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G4R2 1060000.00000000 PA USD 1060616.91000000 0.070235022424 Long DBT CORP US N 2 2020-09-16 Fixed 4.38000000 N N N N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 292480AM2 443000.00000000 PA USD 203832.07000000 0.013497946216 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AK9 375000.00000000 PA USD 389239.06000000 0.025775766772 Long DBT CORP US N 2 2043-06-01 Fixed 4.40000000 N N N N N N Freddie Mac N/A 3132G7HJ7 2658375.11000000 PA USD 2866544.22000000 0.189825181622 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AHB7 1798104.75000000 PA USD 1972173.88000000 0.130599159207 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N BNZ INTL FUNDING/LONDON 549300HVMZ89HDMELW08 05579HAH5 842000.00000000 PA USD 843189.05000000 0.055836750551 Long DBT CORP NZ N 2 2022-11-03 Fixed 2.65000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAE7 197000.00000000 PA USD 193509.65000000 0.012814386117 Long DBT US N 2 2025-02-01 Fixed 3.50000000 N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AF0 125000.00000000 PA USD 126188.34000000 0.008356307358 Long DBT CORP US N 2 2040-10-15 Fixed 5.90000000 N N N N N N ABN Amro Bank N.V. N/A 000000000 1000000.00000000 PA USD 1000000.00000000 0.066220915169 Long STIV CORP US N 2 2020-04-01 Fixed 0.08000000 N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 278000.00000000 PA USD 293340.60000000 0.019425282988 Long DBT CORP US N 2 2029-01-24 Fixed 3.77000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCJ8 591000.00000000 PA USD 664366.95000000 0.043994987437 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N MASTR Asset Securitization Trust N/A 55265K2N8 245864.41000000 PA USD 250800.11000000 0.016608212808 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 5.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAA3 700000.00000000 PA USD 689956.40000000 0.045689544235 Long DBT CORP GB N 2 2025-09-15 Fixed 4.75000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFW7 2260000.00000000 PA USD 2536416.55000000 0.167963825192 Long DBT CORP US N 2 2037-08-15 Fixed 4.90000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 465000.00000000 PA USD 466961.76000000 0.030922635096 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8K60 1500000.00000000 PA USD 1719818.97000000 0.113887986119 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.55000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BR4 400000.00000000 PA USD 423019.50000000 0.028012738424 Long DBT CORP US N 2 2026-08-08 Fixed 2.40000000 N N N N N N Fanniemae-Aces N/A 3136B3XY1 3075000.00000000 PA USD 3506823.48000000 0.232225060183 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.55000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBR9 1562000.00000000 PA USD 1638103.34000000 0.108476702317 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BC7 400000.00000000 PA USD 473786.86000000 0.031374599464 Long DBT CORP US N 2 2055-10-23 Fixed 6.83000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 350000.00000000 PA USD 501641.05000000 0.033219129417 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCL3 880000.00000000 PA USD 1096381.39000000 0.072603379020 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAY4 414000.00000000 PA USD 406490.59000000 0.026918178877 Long DBT CORP US N 2 2026-10-01 Fixed 2.40000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAP4 270000.00000000 PA USD 235510.33000000 0.015595709584 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N Fannie Mae N/A 3136AHNE6 1651495.78000000 PA USD 1442915.00000000 0.095551151811 Long ABS-MBS USGSE US N 2 2043-12-25 None 0.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 500000.00000000 PA USD 514327.61000000 0.034059245031 Long DBT CORP GB N 2 2024-03-14 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3132G7FU4 1066701.62000000 PA USD 1150217.83000000 0.076168477346 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.50000000 N N N N N N Hero Funding 2017-3 549300Z5C0ID42MSJA91 42771AAB2 1828290.39000000 PA USD 1841672.74000000 0.121957254285 Long ABS-O CORP KY N 2 2048-09-20 Fixed 3.95000000 N N N N N N Brookfield Finance Inc N/A 11271LAD4 485000.00000000 PA USD 515055.01000000 0.034107414124 Long DBT CORP CA N 2 2029-03-29 Fixed 4.85000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91830UAA6 1525176.15000000 PA USD 1388951.53000000 0.091977641442 Long ABS-O CORP US N 2 2047-10-25 Variable 3.38000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAF8 1038000.00000000 PA USD 1087144.39000000 0.071991696427 Long DBT CORP LU N 2 2024-06-15 Fixed 3.85000000 N N N N N N Fannie Mae N/A 31394VES5 1024809.62000000 PA USD 1194154.70000000 0.079078017087 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 1674000.00000000 PA USD 1720285.66000000 0.113918890758 Long DBT CORP US N 2 2028-06-05 Fixed 3.69000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAC9 600000.00000000 PA USD 509749.43000000 0.033756073761 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAX7 300000.00000000 PA USD 297127.06000000 0.019676025834 Long DBT CORP CA N 2 2038-05-15 Fixed 4.75000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AM3 575000.00000000 PA USD 385077.50000000 0.025500184461 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374VZX0 1935238.36000000 PA USD 2226787.44000000 0.147459902164 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.00000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAC7 950000.00000000 PA USD 863909.99000000 0.057208910161 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833PE4 400000.00000000 PA USD 380868.46000000 0.025221457980 Long DBT UST US N 2 2027-08-15 None 0.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBC6 200000.00000000 PA USD 200058.86000000 0.013248080796 Long DBT CORP US N 2 2045-02-15 Fixed 5.10000000 N N N N N N RBC US GOVT MONEY MKT FUND N/A 000000000 1000000.00000000 NS USD 1000000.00000000 0.066220915169 Long STIV RF US N 1 N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UDJ6 3793213.56000000 PA USD 3762420.63000000 0.249150937371 Long ABS-MBS USGA US N 2 2064-02-20 Floating 2.31000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAE5 254000.00000000 PA USD 248409.70000000 0.016449917670 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N SCHLUMBERGER INVESTMENT 529900EZ29I5KXPV2J32 806854AB1 650000.00000000 PA USD 657282.52000000 0.043525849999 Long DBT CORP LU N 2 2021-09-14 Fixed 3.30000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 465000.00000000 PA USD 441697.67000000 0.029249623935 Long DBT CORP US N 2 2029-09-01 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LL2 3035000.00000000 PA USD 3004770.03000000 0.198978621260 Long DBT UST US N 2 2023-02-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SK5 975000.00000000 PA USD 1216921.88000000 0.080585680583 Long DBT UST US N 2 2049-11-15 Fixed 2.38000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAK6 287000.00000000 PA USD 287048.41000000 0.019008608408 Long DBT US N 2 2026-10-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284M9 450000.00000000 PA USD 505775.39000000 0.033492909196 Long DBT UST US N 2 2025-04-30 Fixed 2.88000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 220000.00000000 PA USD 233788.72000000 0.015481702994 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N UMBS, TBA N/A 01F032641 16000000.00000000 PA USD 16925624.96000000 1.120830374667 Long ABS-MBS USGSE US N 2 2050-04-15 Fixed 3.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAF0 540000.00000000 PA USD 578361.97000000 0.038299658952 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BR5 200000.00000000 PA USD 219500.00000000 0.014535490879 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378TTL4 1470730.47000000 PA USD 1622549.12000000 0.107446687633 Long ABS-MBS USGA US N 2 2043-04-20 Variable 4.47000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747WAL3 807000.00000000 PA USD 837778.94000000 0.055478488116 Long DBT CORP US N 2 2021-07-28 Fixed 5.50000000 N N N N N N CVS Pass-Through Trust N/A 126650BV1 715296.30000000 PA USD 875347.70000000 0.057966325785 Long DBT CORP US N 2 2033-01-10 Fixed 5.77000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAF6 625000.00000000 PA USD 628681.31000000 0.041631851698 Long DBT CORP US N 2 2022-05-15 Fixed 3.30000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AL1 725000.00000000 PA USD 683338.75000000 0.045251317395 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83402QAA0 76424.33000000 PA USD 75012.53000000 0.004967398385 Long ABS-O CORP US N 2 2025-10-27 Fixed 3.09000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAW2 1322000.00000000 PA USD 1212077.05000000 0.080264851506 Long DBT CORP FR N 2 2030-01-22 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BR61 1791.49000000 PA USD 1778.55000000 0.000117777208 Long ABS-MBS USGA US N 2 2062-04-20 Floating 2.21000000 N N N N N N SUMITOMO BK NY N/A 000000000 999240.00000000 PA USD 999240.00000000 0.066170587273 Long STIV CORP US N 2 2020-07-28 Floating 1.06000000 N N N N N Ovintiv Inc CZ72ZHBVKZXQRV3XFE26 698900AG2 400000.00000000 PA USD 175708.04000000 0.011635547211 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N United Auto Credit Securitization Trust 5493002KTVO2UE820296 90945AAE6 2436686.94000000 PA USD 2433355.50000000 0.161139028142 Long ABS-O CORP US N 2 2023-05-10 Fixed 3.78000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AK5 433000.00000000 PA USD 403343.83000000 0.026709797550 Long DBT CORP CO N 2 2025-01-16 Fixed 4.13000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BT5 900000.00000000 PA USD 944074.44000000 0.062517473404 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22530LAE6 440000.00000000 PA USD 439003.88000000 0.029071238696 Long ABS-O CORP US N 2 2026-02-17 Fixed 3.48000000 N N N N N N OneMain Financial Issuance Trust N/A 68268GAA6 19123.01000000 PA USD 19058.67000000 0.001262082569 Long ABS-O CORP US N 2 2029-02-20 Fixed 3.66000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BC7 848000.00000000 PA USD 875757.06000000 0.057993433979 Long DBT CORP US N 2 2023-08-01 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225FC80 285117.48000000 PA USD 292720.96000000 0.019384249860 Long ABS-MBS USGA US N 2 2041-04-20 Floating 3.88000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAC6 615000.00000000 PA USD 588409.40000000 0.038965008962 Long DBT CORP US N 2 2049-08-15 Fixed 4.15000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBB0 500000.00000000 PA USD 482370.48000000 0.031943014636 Long DBT CORP GB N 2 2024-05-16 Fixed 4.34000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DB3 836000.00000000 PA USD 892794.01000000 0.059121636400 Long DBT CORP US N 2 2027-09-12 Fixed 2.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284N7 6936100.00000000 PA USD 8181346.70000000 0.541776265793 Long DBT UST US N 2 2028-05-15 Fixed 2.88000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 600000.00000000 PA USD 571959.83000000 0.037875703382 Long DBT CORP US N 2 2027-01-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LS7 2500000.00000000 PA USD 2450732.98000000 0.162289780771 Long DBT UST US N 2 2024-08-15 None 0.00000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BG4 439000.00000000 PA USD 415038.82000000 0.027484250491 Long DBT CORP US N 2 2024-09-08 Fixed 3.25000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411AW5 350000.00000000 PA USD 154707.72000000 0.010244886802 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N Drive Auto Receivables Trust N/A 26208KAF7 2981920.31000000 PA USD 2978831.34000000 0.197260937470 Long ABS-O CORP US N 2 2024-09-16 Fixed 3.72000000 N N N N N N UNITED AIR 2014-1 A PTT N/A 90932PAA6 449845.51000000 PA USD 444769.95000000 0.029453073128 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132G7K46 1879736.95000000 PA USD 2027524.07000000 0.134264499443 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AP4 300000.00000000 PA USD 299617.62000000 0.019840952997 Long DBT CORP GB N 2 2023-11-07 Fixed 2.91000000 N N N N N N Freddie Mac N/A 31396JRJ6 2770464.38000000 PA USD 3334404.32000000 0.220807305615 Long ABS-MBS USGSE US N 2 2036-03-15 Fixed 6.00000000 N Y N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137F1G51 1072000.00000000 PA USD 1207934.75000000 0.079990544610 Long ABS-MBS USGSE US N 2 2027-05-25 Fixed 3.33000000 N N N N N N Freddie Mac - SCRT N/A 35563PJE0 4853372.05000000 PA USD 5201400.56000000 0.344441505246 Long ABS-MBS USGSE US N 2 2058-07-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BH62 10306.61000000 PA USD 10142.17000000 0.000671623779 Long ABS-MBS USGA US N 2 2062-11-20 Floating 1.96000000 N N N N N N RELIANCE STAND LIFE II N/A 75951AAJ7 600000.00000000 PA USD 645075.24000000 0.042717472746 Long DBT CORP US N 2 2023-09-19 Fixed 3.85000000 N N N N N N CIBC NY N/A 000000000 995158.00000000 PA USD 995158.00000000 0.065900273498 Long STIV CORP US N 2 2020-08-06 Floating 0.44000000 N N N N N DT Auto Owner Trust N/A 26252LAA1 2000000.00000000 PA USD 2002193.02000000 0.132587054130 Long ABS-O CORP US N 2 2022-12-16 Fixed 5.84000000 N N N N N N Freddie Mac N/A 3132G7D51 2157510.53000000 PA USD 2327204.88000000 0.154109636940 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.50000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVB2 325000.00000000 PA USD 331054.02000000 0.021922700174 Long DBT CORP US N 2 2026-09-14 Fixed 2.25000000 N N N N N N 2020-04-30 Brighthouse Funds Trust I Alan Otis Alan Otis Treasurer XXXX