NPORT-P false 0001126087 XXXXXXXX S000011093 C000030600 C000030601 Brighthouse Funds Trust I 811-10183 0001126087 549300LQX1AREJYGF247 Brighthouse Investment Advisers, LLC 11225 North Community House Road Charlotte 28277 980-949-5089 JPMorgan Core Bond Portfolio S000011093 549300RFR6ICLKM2UT36 2025-12-31 2025-03-31 N 1231562765.23 10076945.71 1221485819.52 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1423674.75000000 0.00000000 0.00000000 0.00000000 USD UST BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKP3 1100000.00000000 PA USD 1095448.64000000 0.089681650207 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAW5 750000.00000000 PA USD 686107.28000000 0.056169893177 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 844895AX0 332000.00000000 PA USD 248000.66000000 0.020303195995 Long DBT CORP US N 2 2046-09-29 Fixed 3.80000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCJ2 735000.00000000 PA USD 626436.88000000 0.051284826232 Long DBT CORP US N 2 2032-11-02 Fixed 2.61800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7HU2 570856.39000000 PA USD 552461.79000000 0.045228669966 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.50000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AW5 722000.00000000 PA USD 522632.06000000 0.042786584309 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N Bastion Funding LLC 549300NX3WVP5ASDEU57 07030UAA0 1228454.44000000 PA USD 1232555.02000000 0.100906207857 Long ABS-O CORP US N 2 2038-04-25 Fixed 7.11900000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBJ8 965000.00000000 PA USD 886077.89000000 0.072540988674 Long DBT US N 2 2028-01-31 Fixed 1.50000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 1721444.86000000 PA USD 1721444.86000000 0.140930400704 Long RA CORP US N 2 Repurchase N 3.25000000 2025-04-01 1723700.00000000 USD 1755873.76000000 USD UST N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 465000.00000000 PA USD 381670.00000000 0.031246371746 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N UNITED AIR 2018-1 A PTT N/A 90931VAA4 833354.69000000 PA USD 781068.02000000 0.063944092311 Long DBT CORP US N 2 2030-03-01 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833XX3 6300000.00000000 PA USD 5170639.57000000 0.423307375932 Long DBT UST US N 2 2030-02-15 None 0.00000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AJ4 280000.00000000 PA USD 238852.64000000 0.019554270396 Long DBT CORP US N 2 2032-01-07 Fixed 2.77500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBC3 470000.00000000 PA USD 410976.70000000 0.033645638240 Long DBT US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBM2 556000.00000000 PA USD 519347.61000000 0.042517694573 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BH62 160.93000000 PA USD 159.57000000 0.000013063598 Long ABS-MBS USGA US N 2 2062-11-20 Floating 4.72300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 528000.00000000 PA USD 262164.38000000 0.021462744455 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAJ0 262000.00000000 PA USD 268689.65000000 0.021996952048 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BU7 1020000.00000000 PA USD 887661.36000000 0.072670623417 Long DBT CORP JP N 2 2030-07-17 Fixed 2.04800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 360000.00000000 PA USD 353704.55000000 0.028956910047 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CQ3 705000.00000000 PA USD 517460.60000000 0.042363209767 Long DBT CORP US N 2 2052-04-15 Fixed 3.62500000 N N N N N N OneMain Direct Auto Receivables Trust N/A 682685AD4 1838000.00000000 PA USD 1931246.89000000 0.158106370056 Long ABS-O CORP US N 2 2033-02-14 Fixed 7.07000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397PBU3 227594.64000000 PA USD 227674.32000000 0.018639129195 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 5.14300000 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AD2 769000.00000000 PA USD 642106.52000000 0.052567660609 Long DBT CORP US N 2 2039-01-15 Fixed 3.70100000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254DC1 1865000.00000000 PA USD 1910394.62000000 0.156399246677 Long DBT CORP GB N 2 2035-05-14 Fixed 5.90500000 N N N N N N MLCC Mortgage Investors Inc N/A 59020UAR6 69910.53000000 PA USD 64626.73000000 0.005290829329 Long ABS-MBS CORP US N 2 2029-04-25 Floating 4.89500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RY6 8000000.00000000 PA USD 5850000.00000000 0.478924921314 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGL7 2500000.00000000 PA USD 2457592.53000000 0.201196975906 Long DBT CORP US N 2 2028-04-24 Fixed 3.70500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAU9 1600000.00000000 PA USD 1645561.78000000 0.134718042051 Long DBT CORP ES N 2 2028-08-08 Fixed 5.58800000 N N N N N N FW ENERGY ASSET ISSUER LLC 254900YOL2L2C8PFZR08 302704AB7 608117.90000000 PA USD 611128.69000000 0.050031582866 Long ABS-O CORP US N 2 2044-08-25 Fixed 8.10600000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DR5 712000.00000000 PA USD 713670.55000000 0.058426429402 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAY6 665000.00000000 PA USD 483909.33000000 0.039616450904 Long DBT US N 2 2049-10-15 Fixed 3.70000000 N N N N N N Regional Management Issuance Trust N/A 75907VAC1 3409000.00000000 PA USD 3345080.23000000 0.273853382212 Long ABS-O CORP US N 2 2031-03-17 Fixed 3.04000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376CR35 708065.95000000 PA USD 709836.33000000 0.058112531366 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBF9 179000.00000000 PA USD 156805.29000000 0.012837258320 Long DBT CORP US N 2 2054-10-15 Fixed 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDD5 5945762.61000000 PA USD 5578774.68000000 0.456720380281 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAG1 1600000.00000000 PA USD 1581650.37000000 0.129485774187 Long DBT CORP US N 2 2035-02-15 Fixed 5.43900000 N N N N N N Brookfield Finance Inc 549300XH8D8K6OYWGD17 11271LAB8 84000.00000000 PA USD 71385.62000000 0.005844162810 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BF8 500000.00000000 PA USD 415837.30000000 0.034043563449 Long DBT CORP US N 2 2049-06-15 Fixed 4.45000000 N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AK9 375000.00000000 PA USD 318600.05000000 0.026082992115 Long DBT CORP US N 2 2043-06-01 Fixed 4.40000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CF5 156000.00000000 PA USD 136033.98000000 0.011136762934 Long DBT CORP US N 2 2046-07-15 Fixed 4.80000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 200000.00000000 PA USD 183839.59000000 0.015050489089 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AH8 450000.00000000 PA USD 396493.52000000 0.032459936387 Long DBT CORP US N 2 2030-10-01 Fixed 2.53200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 2262810.60000000 PA USD 1930985.27000000 0.158084951879 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAU5 645000.00000000 PA USD 656890.15000000 0.053777959555 Long DBT CORP KY N 2 2029-03-01 Fixed 5.75000000 N N N N N N Texas Natural Gas Securitization Finance Corp N/A 88258MAB1 720000.00000000 PA USD 727942.25000000 0.059594817914 Long DBT MUN US N 2 2041-04-01 Fixed 5.16900000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 144141DD7 200000.00000000 PA USD 164634.10000000 0.013478183485 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAF2 2105000.00000000 PA USD 2122266.47000000 0.173744667034 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.74000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 200000.00000000 PA USD 191459.75000000 0.015674332598 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72200000 N N N N N N 6297782 LLC 254900Z1WAY7QFQ7O850 83007CAA0 195000.00000000 PA USD 195080.78000000 0.015970777301 Long DBT CORP US N 2 2027-09-01 Fixed 4.91100000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB29 745000.00000000 PA USD 751175.04000000 0.061496828534 Long DBT CORP US N 2 2030-07-23 Fixed 5.04900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NXRT6 1369368.48000000 PA USD 1233285.67000000 0.100966024352 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 65246QAA7 790672.09000000 PA USD 761832.33000000 0.062369314307 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.47400000 N N N N N N FORD FOUNDATION/THE 54930013YZ3DULPNNT44 34531XAC8 275000.00000000 PA USD 156066.64000000 0.012776786885 Long DBT CORP US N 2 2070-06-01 Fixed 2.81500000 N N N N N N AMSR Trust N/A 00179WAE4 3000000.00000000 PA USD 2925562.50000000 0.239508511130 Long ABS-O CORP US N 2 2039-03-17 Fixed 4.38700000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAM1 600000.00000000 PA USD 529741.51000000 0.043368617263 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAB7 247000.00000000 PA USD 211895.74000000 0.017347376172 Long DBT CORP US N 2 2044-03-30 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNNT6 2593100.76000000 PA USD 2248588.63000000 0.184086347468 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BPHK0 2600000.00000000 PA USD 2480842.00000000 0.203100352075 Long ABS-MBS USGSE US N 2 2032-08-25 Variable 3.75100000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BP0 260000.00000000 PA USD 223769.02000000 0.018319412016 Long DBT CORP US N 2 2030-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397QW95 1374775.50000000 PA USD 207504.76000000 0.016987897582 Long ABS-MBS USGSE US N 2 2041-01-25 Floating 2.07600000 N N N N N N Renew Financial N/A 75973LAA6 243947.52000000 PA USD 226140.40000000 0.018513550987 Long ABS-O CORP KY N 2 2052-09-20 Fixed 3.67000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AVYL7 640348.07000000 PA USD 622311.58000000 0.050947098202 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.46400000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DW8 210000.00000000 PA USD 198087.04000000 0.016216892315 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PX46 3291813.42000000 PA USD 2904527.29000000 0.237786410909 Long ABS-MBS USGSE US N 2 2064-05-25 Fixed 3.50000000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 302603.91000000 PA USD 282758.19000000 0.023148708358 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECZ6 415000.00000000 PA USD 417265.77000000 0.034160508728 Long DBT CORP GB N 2 2036-02-25 Fixed 5.78500000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBK9 581000.00000000 PA USD 518050.29000000 0.042411486217 Long DBT CORP US N 2 2032-03-01 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLG69 4285993.55000000 PA USD 3628123.24000000 0.297025408074 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBU0 620000.00000000 PA USD 677223.01000000 0.055442560132 Long DBT CORP US N 2 2034-10-25 Fixed 6.47400000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BJ9 270000.00000000 PA USD 258997.98000000 0.021203519178 Long DBT CORP US N 2 2035-11-15 Fixed 4.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BQ96 75753.42000000 PA USD 75577.44000000 0.006187336667 Long ABS-MBS USGA US N 2 2063-03-20 Floating 4.83300000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017BT5 550000.00000000 PA USD 483780.79000000 0.039605927655 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBF1 363000.00000000 PA USD 289963.11000000 0.023738557203 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 262000.00000000 PA USD 280720.01000000 0.022981847641 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395W5Z6 1195508.48000000 PA USD 1263876.26000000 0.103470399721 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 6.00000000 N N N N N N AMSR Trust N/A 00180UAE5 1694000.00000000 PA USD 1610329.95000000 0.131833699930 Long ABS-O CORP US N 2 2038-10-17 Fixed 2.32700000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AK2 200000.00000000 PA USD 199364.01000000 0.016321434667 Long DBT CORP AU N 2 2026-05-19 Fixed 4.40000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BR3 460000.00000000 PA USD 392688.61000000 0.032148437888 Long DBT CORP US N 2 2052-05-20 Fixed 4.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GJ6 500000.00000000 PA USD 484146.92000000 0.039635901806 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CJ3 1270000.00000000 PA USD 1012060.71000000 0.082854888188 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N Diversified ABS Phase VI LLC 549300N7EGAMCATEDO05 25512VAA7 1099109.13000000 PA USD 1090018.40000000 0.089237089991 Long ABS-O CORP US N 2 2039-11-28 Fixed 7.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBD9 180000.00000000 PA USD 164766.21000000 0.013488999001 Long DBT CORP US N 2 2048-11-15 Fixed 5.25000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZT3 950000.00000000 PA USD 942722.50000000 0.077178341732 Long DBT CORP CA N 2 2030-10-18 Fixed 4.65000000 N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAY1 1000000.00000000 PA USD 1062611.79000000 0.086993379130 Long DBT CORP ES N 2 2028-11-07 Fixed 6.60700000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAY1 1110000.00000000 PA USD 1109881.29000000 0.090863215295 Long DBT CORP US N 2 2035-02-15 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YWB9 253061.91000000 PA USD 250596.44000000 0.020515706035 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UNP1 401343.34000000 PA USD 400927.59000000 0.032822942648 Long ABS-MBS USGA US N 2 2064-07-20 Floating 4.92300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM6G4 2491231.73000000 PA USD 2160253.63000000 0.176854581156 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UFT2 2902517.02000000 PA USD 2903241.49000000 0.237681145667 Long ABS-MBS USGA US N 2 2064-04-20 Floating 5.02300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2H9 2122766.07000000 PA USD 1790501.11000000 0.146583863798 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAL4 233000.00000000 PA USD 227984.87000000 0.018664553149 Long DBT US N 2 2026-09-01 Fixed 2.95000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 404000.00000000 PA USD 353914.21000000 0.028974074389 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N American Homes 4 Rent N/A 02666BAD8 1900000.00000000 PA USD 1893980.23000000 0.155055441474 Long ABS-O CORP US N 2 2052-10-17 Fixed 5.03600000 N N N N N N PIEDMONT HEALTHCARE INC 254900D1I6W7J0DSAY11 72014TAE9 620000.00000000 PA USD 384161.18000000 0.031450318445 Long DBT CORP US N 2 2052-01-01 Fixed 2.86400000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 840000.00000000 PA USD 887300.52000000 0.072641082345 Long DBT CORP US N 2 2029-10-24 Fixed 6.48400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDKQ6 3223348.52000000 PA USD 2718585.13000000 0.222563789653 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9JG5 2100000.00000000 PA USD 2003048.04000000 0.163984551272 Long ABS-MBS USGSE US N 2 2032-10-25 Variable 3.80000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 1131000.00000000 PA USD 689765.24000000 0.056469361246 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N TVA PRIN STRIP 549300HE1ISW43LNKM54 88059FBM2 750000.00000000 PA USD 465749.24000000 0.038129729593 Long DBT USGA US N 2 2035-06-15 None 0.00000000 N N N N N N Academic Loan Funding Trust N/A 00389VAA0 313753.09000000 PA USD 306670.77000000 0.025106371690 Long ABS-O CORP US N 2 2044-12-26 Floating 5.25400000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MDS6 1000000.00000000 PA USD 1019676.10000000 0.083478341189 Long DBT CORP JP N 2 2030-04-15 Fixed 5.24000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220HB2 334824.16000000 PA USD 326516.07000000 0.026731056945 Long ABS-MBS CORP US N 2 2045-04-25 Variable 5.67900000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMA4 2955000.00000000 PA USD 2998028.23000000 0.245441099854 Long DBT CORP US N 2 2035-01-23 Fixed 5.46800000 N N N N N N UNITED AIR 2016-2 A PTT N/A 90932DAA3 622455.87000000 PA USD 576617.47000000 0.047206235290 Long DBT CORP US N 2 2028-10-07 Fixed 3.10000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAQ0 390000.00000000 PA USD 331837.20000000 0.027166684598 Long DBT US N 2 2031-10-15 Fixed 2.40000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAQ1 625000.00000000 PA USD 487762.37000000 0.039931889687 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAM6 470000.00000000 PA USD 295683.94000000 0.024206907298 Long DBT CORP US N 2 2051-08-15 Fixed 2.90000000 N N N N N N THE CAMPBELLS COMPANY 5493007JDSMX8Z5Z1902 134429BK4 287000.00000000 PA USD 188270.82000000 0.015413262846 Long DBT CORP US N 2 2050-04-24 Fixed 3.12500000 N N N N N N MOLSON COORS BEVERAGE 54930073LBBH6ZCBE225 60871RAH3 249000.00000000 PA USD 200655.40000000 0.016427157548 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A6L67 38151.97000000 PA USD 37872.33000000 0.003100513276 Long ABS-MBS USGSE US N 2 2026-02-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833XU9 700000.00000000 PA USD 568222.94000000 0.046518996039 Long DBT UST US N 2 2030-05-15 None 0.00000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAQ8 680000.00000000 PA USD 655073.19000000 0.053629209568 Long DBT CORP GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 220000.00000000 PA USD 191161.85000000 0.015649944268 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AZ7 580000.00000000 PA USD 601388.42000000 0.049234171235 Long DBT CORP FR N 2 2034-04-22 Fixed 5.95000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXHG0 1663727.10000000 PA USD 1714099.12000000 0.140329023277 Long ABS-MBS USGSE US N 2 2058-01-01 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 1685000.00000000 PA USD 1396619.48000000 0.114337756335 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECL3 1260000.00000000 PA USD 770496.20000000 0.063078603753 Long DBT CORP US N 2 2051-09-01 Fixed 2.82000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 2614000.00000000 PA USD 2564057.67000000 0.209913011598 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N Flagship Credit Auto Trust N/A 33845AAC1 3650000.00000000 PA USD 3589836.32000000 0.293890953348 Long ABS-O CORP US N 2 2027-12-15 Fixed 1.96000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BLW22 7400000.00000000 PA USD 6252735.08000000 0.511895838664 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 1.70700000 N N N N N N CF Secured LLC 254900OXTV81I73FAT50 000000000 1300000.00000000 PA USD 1300000.00000000 0.106427760292 Long RA CORP US N 2 Repurchase Y 4.36000000 2025-04-01 1654713.00000000 USD 1326160.58000000 USD AMBS N N United States Treasury 254900HROIFWPRGM1V77 912810QA9 7063500.00000000 PA USD 6440477.26000000 0.527265823072 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFS9 465000.00000000 PA USD 468885.41000000 0.038386480015 Long DBT CORP US N 2 2030-07-19 Fixed 5.04200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBGA8 8212620.65000000 PA USD 6705067.24000000 0.548927145354 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 1.50700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LFM43 2882524.02000000 PA USD 2624691.24000000 0.214876930870 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.44000000 N N N N N N Progress Residential Trust N/A 74333YAJ7 3150000.00000000 PA USD 2945828.03000000 0.241167599568 Long ABS-O CORP US N 2 2041-02-17 Fixed 3.93000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLG2 1460000.00000000 PA USD 1483283.25000000 0.121432703212 Long DBT CORP US N 2 2029-04-25 Fixed 5.20200000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L8L3 413000.00000000 PA USD 410771.85000000 0.033628867681 Long DBT CORP CA N 2 2030-09-10 Fixed 4.64000000 N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65558RAD1 555000.00000000 PA USD 565368.85000000 0.046285338803 Long DBT CORP FI N 2 2027-09-22 Fixed 5.37500000 N N N N N N JP Morgan Mortgage Trust N/A 466247K51 26538.58000000 PA USD 26940.44000000 0.002205546684 Long ABS-MBS CORP US N 2 2034-08-25 Variable 7.28800000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 630000.00000000 PA USD 577280.40000000 0.047260507717 Long DBT CORP GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BJ0 182000.00000000 PA USD 143759.94000000 0.011769268026 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 150000.00000000 PA USD 147316.16000000 0.012060406895 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TM0 4600000.00000000 PA USD 4291117.18000000 0.351303069706 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AS8 566000.00000000 PA USD 420954.64000000 0.034462507322 Long DBT US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNK69 3946839.05000000 PA USD 3325951.62000000 0.272287370581 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 500000.00000000 PA USD 500000.00000000 0.040933753958 Long RA CORP US N 2 Repurchase Y 4.48000000 2025-04-01 4958.64000000 USD 557560.51000000 USD EQT N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 8840000.00000000 PA USD 5084726.54000000 0.416273890268 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 382000.00000000 PA USD 375247.27000000 0.030720558847 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 272000.00000000 PA USD 276172.96000000 0.022609591989 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CX5 150000.00000000 PA USD 149285.43000000 0.012221626122 Long DBT CORP DE N 2 2030-09-11 Fixed 4.99900000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7X55 1330210.97000000 PA USD 1209805.17000000 0.099043734332 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7HJ7 709637.87000000 PA USD 686788.97000000 0.056225701438 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AGZE5 673502.91000000 PA USD 666420.76000000 0.054558206845 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 5.05400000 N N N N N N Invitation Homes Trust N/A 46188DAG3 1845000.00000000 PA USD 1738827.63000000 0.142353484765 Long ABS-O CORP US N 2 2041-09-17 Fixed 4.25000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 522733.13000000 PA USD 522968.52000000 0.042814129451 Long ABS-O CORP US N 2 2051-02-27 Variable 6.24000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 1070000.00000000 PA USD 1152159.83000000 0.094324454004 Long DBT CORP US N 2 2029-10-30 Fixed 7.16100000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAF5 297000.00000000 PA USD 316712.38000000 0.025928453277 Long DBT CORP US N 2 2036-06-15 Fixed 6.62500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABP1 400000.00000000 PA USD 377274.55000000 0.030886527208 Long DBT CORP US N 2 2027-10-15 Fixed 2.37500000 N N N N N N Carvana Auto Receivables Trust N/A 14687NAD2 1430000.00000000 PA USD 1484895.84000000 0.121564721937 Long ABS-O CORP US N 2 2029-09-10 Fixed 6.16000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AM1 400000.00000000 PA USD 399230.12000000 0.032683975009 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBY5 495000.00000000 PA USD 486373.00000000 0.039818145428 Long DBT CORP US N 2 2035-04-01 Fixed 5.40000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KT3 55000.00000000 PA USD 52091.71000000 0.004264618480 Long DBT CORP US N 2 2054-10-01 Fixed 5.90000000 N N N N N N Multifamily Structured Credit Risk N/A 35563JAA1 915162.68000000 PA USD 893479.73000000 0.073146958869 Long ABS-MBS USGSE US N 2 2041-07-25 Floating 6.14000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 6750000.00000000 PA USD 4866591.78000000 0.398415741077 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L95U2 2750000.00000000 PA USD 2562865.88000000 0.209815442720 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.97000000 N N N N N N Ladder Capital Commercial Mortgage Securities LLC N/A 50184BAC2 768000.00000000 PA USD 716139.88000000 0.058628587295 Long ABS-MBS CORP US N 2 2036-02-15 Fixed 3.98500000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAX7 900000.00000000 PA USD 656157.97000000 0.053718017803 Long DBT CORP FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FKZZ2 397000.00000000 PA USD 388854.04000000 0.031834511198 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.69000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374BLE1 271538.09000000 PA USD 1924.82000000 0.000157580216 Long ABS-MBS USGA US N 2 2033-07-16 Fixed 5.50000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBQ0 525000.00000000 PA USD 522458.72000000 0.042772393395 Long DBT CORP US N 2 2055-03-15 Fixed 5.80000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 990000.00000000 PA USD 956728.04000000 0.078324940389 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAR2 821000.00000000 PA USD 832218.90000000 0.068131687384 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AE3 1441000.00000000 PA USD 1456975.93000000 0.119278988484 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.65000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAU2 1115000.00000000 PA USD 817358.28000000 0.066915085458 Long DBT CORP XX N 2 2041-05-11 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LEGP0 2734956.41000000 PA USD 2602808.21000000 0.213085421738 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.73000000 N N N N N N UNITED AIR 2018-1 AA PTT N/A 909318AA5 606818.27000000 PA USD 576379.66000000 0.047186766378 Long DBT CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325C2A9 355000.00000000 PA USD 354407.71000000 0.029014476004 Long DBT CORP GB N 2 2030-10-15 Fixed 5.00500000 N N N N N N UNITED AIR 2018-1 B PTT N/A 90932NAA1 331274.83000000 PA USD 326909.09000000 0.026763232513 Long DBT CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AV1 410000.00000000 PA USD 323087.31000000 0.026450352909 Long DBT US N 2 2033-02-01 Fixed 1.87500000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABK6 660000.00000000 PA USD 661479.37000000 0.054153667560 Long DBT CORP DK N 2 2031-03-04 Fixed 5.01900000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FR0 126000.00000000 PA USD 107686.55000000 0.008816029484 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEXT4 2686311.06000000 PA USD 2269843.10000000 0.185826397959 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB37 1570000.00000000 PA USD 1562171.59000000 0.127891095011 Long DBT CORP US N 2 2035-07-23 Fixed 5.33000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TQ1 435000.00000000 PA USD 398126.96000000 0.032593662049 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAP8 185000.00000000 PA USD 168695.95000000 0.013810717022 Long DBT CORP NO N 2 2054-10-01 Fixed 5.80000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAH2 845000.00000000 PA USD 678330.48000000 0.055533225941 Long DBT US N 2 2033-04-01 Fixed 2.25000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 124000.00000000 PA USD 107468.93000000 0.008798213477 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2A9 585000.00000000 PA USD 563965.79000000 0.046170473777 Long DBT CORP US N 2 2026-06-30 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 5127000.00000000 PA USD 3102235.52000000 0.253972290993 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 565000.00000000 PA USD 524426.72000000 0.042933508651 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VES5 787813.67000000 PA USD 801847.07000000 0.065645221351 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 6.00000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835EAA7 581074.63000000 PA USD 581514.62000000 0.047607152756 Long ABS-O CORP US N 2 2051-04-25 Variable 6.24000000 N N N N N N SCF Equipment Trust Llc N/A 783896AD5 1290000.00000000 PA USD 1315109.59000000 0.107664744770 Long ABS-O CORP US N 2 2032-04-20 Fixed 5.56000000 N N N N N N JM SMUCKER CO 5493000WDH6A0LHDJD55 832696AX6 325000.00000000 PA USD 346075.15000000 0.028332310082 Long DBT CORP US N 2 2033-11-15 Fixed 6.20000000 N N N N N N Accelerated Assets N/A 00439KAB2 632331.78000000 PA USD 586758.43000000 0.048036450413 Long ABS-O CORP US N 2 2040-10-20 Fixed 1.90000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAJ7 1305000.00000000 PA USD 1336037.43000000 0.109378054877 Long DBT CORP GB N 2 2029-05-17 Fixed 5.41000000 N N N N N Drive Auto Receivables Trust N/A 262108AF0 652524.58000000 PA USD 650030.76000000 0.053216398390 Long ABS-O CORP US N 2 2029-01-16 Fixed 1.45000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HBA5 1085000.00000000 PA USD 939706.50000000 0.076931429328 Long DBT CORP XX N 2 2031-05-11 Fixed 2.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCH6 324000.00000000 PA USD 309926.61000000 0.025372919197 Long DBT CORP US N 2 2027-11-02 Fixed 1.87800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397RVD5 600000.00000000 PA USD 618748.08000000 0.050655363337 Long ABS-MBS USGSE US N 2 2038-03-15 Floating 5.81300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 6537000.00000000 PA USD 4396643.17000000 0.359942219527 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAD6 550000.00000000 PA USD 550212.62000000 0.045044536023 Long DBT CORP BE N 2 2030-10-16 Fixed 4.93200000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAE0 706592.00000000 PA USD 577583.67000000 0.047285335676 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 915000.00000000 PA USD 794850.66000000 0.065072442700 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNVG8 3117884.77000000 PA USD 2910923.69000000 0.238310068236 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECY9 435000.00000000 PA USD 439816.35000000 0.036006668515 Long DBT CORP GB N 2 2031-02-25 Fixed 5.36700000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 250847EA4 300000.00000000 PA USD 310310.34000000 0.025404334216 Long DBT CORP US N 2 2037-10-01 Fixed 5.70000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B7K2 66287.43000000 PA USD 66332.64000000 0.005430487930 Long ABS-MBS USGA US N 2 2063-07-20 Floating 5.07300000 N Y N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAE8 895000.00000000 PA USD 882473.04000000 0.072245868588 Long DBT CORP GB N 2 2030-03-17 Fixed 5.15000000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BM4 520000.00000000 PA USD 532831.05000000 0.043621550204 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N Progress Residential Trust N/A 74331UAJ7 2435000.00000000 PA USD 2390792.09000000 0.195728190355 Long ABS-O CORP US N 2 2039-04-17 Fixed 5.20000000 N N N N N N UNITED AIR 2024-1 AA PTT N/A 90932WAA1 732568.83000000 PA USD 738270.93000000 0.060440401206 Long DBT CORP US N 2 2037-02-15 Fixed 5.45000000 N N N N N N DUKE ENERGY PROGRESS INC 0NIFZ782LS46WOC9QK20 144141CV8 360000.00000000 PA USD 369412.62000000 0.030242890592 Long DBT CORP US N 2 2035-04-01 Fixed 5.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCS8 770000.00000000 PA USD 649597.26000000 0.053180908825 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAF4 720000.00000000 PA USD 612494.52000000 0.050143399965 Long DBT CORP GB N 2 2031-02-15 Fixed 1.90000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 1682000.00000000 PA USD 1475030.00000000 0.120757030202 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CU3 635000.00000000 PA USD 393816.79000000 0.032240799173 Long DBT CORP US N 2 2051-10-01 Fixed 2.90000000 N N N N N N Sequoia Mortgage Trust N/A 81744FFJ1 147139.81000000 PA USD 132845.84000000 0.010875757857 Long ABS-MBS CORP US N 2 2034-12-20 Floating 5.03400000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BU1 610000.00000000 PA USD 612556.75000000 0.050148494580 Long DBT CORP US N 2 2034-04-04 Fixed 5.63400000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EK7 265000.00000000 PA USD 261052.22000000 0.021371694687 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N N BXG Receivables Note Trust N/A 123919AB8 1430480.15000000 PA USD 1456287.73000000 0.119222647265 Long ABS-O CORP US N 2 2038-11-15 Fixed 6.31000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BE0 215000.00000000 PA USD 188604.39000000 0.015440571391 Long DBT CORP US N 2 2043-08-01 Fixed 4.75000000 N N N N N N Freddie Mac - SCRT N/A 35563PK73 2887523.20000000 PA USD 2421332.87000000 0.198228487904 Long ABS-MBS USGSE US N 2 2062-10-25 Fixed 3.00000000 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 78646UAA7 2220000.00000000 PA USD 1948693.58000000 0.159534687088 Long DBT US N 2 2031-06-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPNL9 4775969.68000000 PA USD 3998062.89000000 0.327311445299 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 560000.00000000 PA USD 521805.46000000 0.042718912627 Long DBT US N 2 2029-09-15 Fixed 2.95000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AM4 853000.00000000 PA USD 793006.55000000 0.064921470010 Long DBT CORP US N 2 2028-06-15 Fixed 2.37900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BQ70 283827.04000000 PA USD 283338.32000000 0.023196202155 Long ABS-MBS USGA US N 2 2063-03-20 Floating 4.89300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M1CG7 2735554.98000000 PA USD 2292579.37000000 0.187687759723 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N American Homes 4 Rent N/A 02666AAA6 1007947.66000000 PA USD 1005782.79000000 0.082340930523 Long ABS-O CORP US N 2 2052-04-17 Fixed 3.46700000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BF9 240000.00000000 PA USD 244836.61000000 0.020044163107 Long DBT CORP NL N 2 2027-09-11 Fixed 6.08300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXVK5 2399426.48000000 PA USD 1940501.76000000 0.158864043199 Long ABS-MBS USGSE US N 2 2062-03-01 Fixed 2.50000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAQ3 625000.00000000 PA USD 582823.06000000 0.047714271478 Long DBT US N 2 2030-01-15 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7EL5 384917.09000000 PA USD 372122.92000000 0.030464776099 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CD3 680000.00000000 PA USD 666459.75000000 0.054561398859 Long DBT CORP US N 2 2031-10-15 Fixed 4.75000000 N N N N N N Lendmark Funding Trust N/A 52604EAC4 1065000.00000000 PA USD 1078083.21000000 0.088259985729 Long ABS-O CORP US N 2 2033-05-20 Fixed 6.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQH88 320678.25000000 PA USD 311048.40000000 0.025464757349 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N DOC DR LLC 549300P6Q1UMT0X60U20 71951QAC6 405000.00000000 PA USD 350439.25000000 0.028689588073 Long DBT US N 2 2031-11-01 Fixed 2.62500000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAK9 700000.00000000 PA USD 721898.16000000 0.059100003329 Long DBT CORP CA N 2 2028-03-14 Fixed 5.70000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696AH9 380000.00000000 PA USD 375793.46000000 0.030765274061 Long DBT CORP US N 2 2032-02-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XVX57 2609951.88000000 PA USD 2451701.34000000 0.200714678862 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WSPZ5 418329.03000000 PA USD 405753.20000000 0.033218003313 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334W7 400000.00000000 PA USD 280030.81000000 0.022925424554 Long DBT UST US N 2 2033-08-15 None 0.00000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882926AA6 681000.00000000 PA USD 624111.92000000 0.051094487551 Long DBT CORP US N 2 2063-05-18 Fixed 5.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAHY3 1574518.73000000 PA USD 1513187.38000000 0.123880879811 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AF5 905000.00000000 PA USD 883976.48000000 0.072368951474 Long DBT CORP CH N 2 2029-01-12 Fixed 3.86900000 N N N N N N LIBERTY MUTUAL INSURANCE CNC20I6IOMGF7KY49D67 53079QAB3 800000.00000000 PA USD 802410.66000000 0.065691361060 Long DBT CORP US N 2 2025-05-15 Fixed 8.50000000 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AD8 440000.00000000 PA USD 253580.78000000 0.020760026514 Long DBT CORP US N 2 2120-10-01 Fixed 3.22600000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CF5 347000.00000000 PA USD 296478.71000000 0.024271973138 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXU67 2883039.18000000 PA USD 2553877.15000000 0.209079557796 Long ABS-MBS USGSE US N 2 2062-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7D28 353877.35000000 PA USD 347265.48000000 0.028429759433 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 13028900.00000000 PA USD 7554726.23000000 0.618486609444 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 625000.00000000 PA USD 586202.69000000 0.047990953364 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 1840000.00000000 PA USD 1783745.16000000 0.146030771008 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BJ8 600000.00000000 PA USD 650340.26000000 0.053241736384 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 432000.00000000 PA USD 426592.23000000 0.034924042766 Long DBT CORP GB N 2 2028-03-13 Fixed 4.04100000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 335000.00000000 PA USD 336523.54000000 0.027550343575 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N MID-ATLANTIC INTERSTATE N/A 59524QAA3 340000.00000000 PA USD 335943.37000000 0.027502846503 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AK4 570000.00000000 PA USD 588211.19000000 0.048155384254 Long DBT CORP GB N 2 2029-09-13 Fixed 5.80800000 N N N N N N MLCC Mortgage Investors Inc N/A 5899295W4 79104.85000000 PA USD 77249.36000000 0.006324212591 Long ABS-MBS CORP US N 2 2029-01-25 Floating 5.54200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BL75 18814.35000000 PA USD 18613.83000000 0.001523867874 Long ABS-MBS USGA US N 2 2062-02-20 Floating 4.83700000 N Y N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBZ4 705000.00000000 PA USD 710286.56000000 0.058149390574 Long DBT CORP FR N 2 2027-02-19 Fixed 5.25000000 N N N N N N MYMICHIGAN HEALTH N/A 597861AA1 245000.00000000 PA USD 173142.42000000 0.014174738440 Long DBT CORP US N 2 2050-06-01 Fixed 3.40900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RC4 6050000.00000000 PA USD 5318328.13000000 0.435398270287 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 350000.00000000 PA USD 391346.26000000 0.032038543038 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAS6 470000.00000000 PA USD 396251.75000000 0.032440143280 Long DBT US N 2 2031-02-15 Fixed 1.70000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCA1 660000.00000000 PA USD 671144.14000000 0.054944898194 Long DBT CORP US N 2 2053-09-15 Fixed 6.10000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CU4 829000.00000000 PA USD 752015.87000000 0.061565665190 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059E5J9 1000000.00000000 PA USD 732583.79000000 0.059974809227 Long DBT USGA US N 2 2032-03-15 None 0.00000000 N N N N N N STATE STREET INST US GOVT FUND N/A 857492706 700000.00000000 NS USD 700000.00000000 0.057307255541 Long STIV RF US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXRT1 2339030.88000000 PA USD 2015874.63000000 0.165034632231 Long ABS-MBS USGSE US N 2 2060-07-01 Fixed 3.00000000 N N N N N N The Bank Of Nova Scotia, Toronto L3I9ZG2KFGXZ61BMYR72 000000000 1000000.00000000 PA USD 1000000.00000000 0.081867507916 Long RA CORP US N 2 Repurchase Y 4.46000000 2025-04-01 8007.13000000 USD 1113252.89000000 USD EQT N N Progress Residential Trust N/A 74333HAJ4 2535000.00000000 PA USD 2445953.31000000 0.200244101970 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.42500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BL1 725000.00000000 PA USD 744282.23000000 0.060932531356 Long DBT CORP CH N 2 2030-09-13 Fixed 5.61700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359T3Y2 18640.08000000 PA USD 18860.25000000 0.001544041666 Long ABS-MBS USGSE US N 2 2028-07-18 Fixed 6.50000000 N N N N N N SBNA Auto Lease Trust N/A 78437VAG5 1469000.00000000 PA USD 1491405.04000000 0.122097613919 Long ABS-O CORP US N 2 2028-12-20 Fixed 5.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UPU8 486814.06000000 PA USD 486277.25000000 0.039810306614 Long ABS-MBS USGA US N 2 2064-09-20 Floating 4.89300000 N N N N N N Pnmac Gmsr Issuer Trust N/A 69354WAF3 2650000.00000000 PA USD 2681589.33000000 0.219535035703 Long ABS-O CORP US N 2 2027-05-25 Floating 8.59000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 465000.00000000 PA USD 432320.41000000 0.035392994588 Long DBT CORP US N 2 2029-09-01 Fixed 2.95000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 515000.00000000 PA USD 510528.46000000 0.041795692740 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9C98 3035000.00000000 PA USD 2880196.49000000 0.235794508947 Long ABS-MBS USGSE US N 2 2032-09-25 Variable 3.71000000 N N N N N N JONAH 7.8 10NOV37 144A N/A 000000000 1410440.90000000 PA USD 1416364.75000000 0.115954252383 Long ABS-O CORP US N 2 2037-11-10 Fixed 7.80000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48247NAA9 837535.05000000 PA USD 9033.65000000 0.000739562412 Long ABS-O USGA US N 2 2039-05-25 Variable 0.54600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJWP7 3000000.00000000 PA USD 2923992.90000000 0.239380011889 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 4.18500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 580000.00000000 PA USD 402965.86000000 0.032989810733 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Brookfield Finance Inc 549300XH8D8K6OYWGD17 11271LAC6 358000.00000000 PA USD 351633.14000000 0.028787328872 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAK5 500000.00000000 PA USD 499106.57000000 0.040860611070 Long DBT CORP US N 2 2042-02-15 Fixed 6.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7JV8 400923.77000000 PA USD 387749.86000000 0.031744114733 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATGA4 1480859.77000000 PA USD 1462832.08000000 0.119758416890 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 4.91300000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DV0 270000.00000000 PA USD 263861.13000000 0.021601653149 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 205000.00000000 PA USD 128616.66000000 0.010529525430 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F5YU8 2806690.84000000 PA USD 2913814.93000000 0.238546766850 Long ABS-MBS USGA US N 2 2072-04-20 Floating 5.98500000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAK6 287000.00000000 PA USD 281832.43000000 0.023072918694 Long DBT US N 2 2026-10-15 Fixed 3.37500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CN0 560000.00000000 PA USD 548354.01000000 0.044892376254 Long DBT CORP US N 2 2025-12-02 Fixed 2.00000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772BQ1 628000.00000000 PA USD 660345.81000000 0.054060865828 Long DBT CORP US N 2 2028-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7MJ1 523016.92000000 PA USD 504801.54000000 0.041326844072 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEN9 170000.00000000 PA USD 163016.89000000 0.013345786532 Long DBT CORP US N 2 2033-06-01 Fixed 4.78900000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PES7 405000.00000000 PA USD 410773.14000000 0.033628973291 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QK7 5950000.00000000 PA USD 5563947.28000000 0.455506497994 Long DBT UST US N 2 2040-08-15 Fixed 3.87500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 290000.00000000 PA USD 290541.76000000 0.023785929837 Long DBT CORP GB N 2 2029-05-18 Fixed 4.89200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 625000.00000000 PA USD 625064.78000000 0.051172495825 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAN5 333000.00000000 PA USD 291042.96000000 0.023826961831 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CW7 640000.00000000 PA USD 618422.39000000 0.050628699909 Long DBT CORP US N 2 2064-04-01 Fixed 6.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 27000.00000000 PA USD 19900.90000000 0.001629237088 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 710000.00000000 PA USD 702174.74000000 0.057485296086 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N CVS PASS-THROUGH TR 2013 N/A 12665UAA2 557130.95000000 PA USD 538459.92000000 0.044082371763 Long DBT CORP US N 2 2036-01-10 Fixed 4.70400000 N N N N N N Santander Drive Auto Receivables Trust N/A 802918AF9 3400000.00000000 PA USD 3447035.26000000 0.282200186438 Long ABS-O CORP US N 2 2031-02-18 Fixed 5.69000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAC7 950000.00000000 PA USD 1025137.62000000 0.083925462221 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAD5 400000.00000000 PA USD 386505.20000000 0.031642217520 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKC92 2000000.00000000 PA USD 1949188.18000000 0.159575178757 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 4.19000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAT7 470000.00000000 PA USD 382440.81000000 0.031309476040 Long DBT US N 2 2032-08-01 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LDRU5 3484000.00000000 PA USD 2851504.71000000 0.233445584421 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 1.80000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 540000.00000000 PA USD 536863.10000000 0.043951644089 Long DBT CORP KY N 2 2026-05-01 Fixed 4.37500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 525000.00000000 PA USD 537651.28000000 0.044016170421 Long DBT CORP FR N 2 2031-01-14 Fixed 5.87600000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAK3 637000.00000000 PA USD 646319.85000000 0.052912595436 Long DBT CORP FR N 2 2030-01-10 Fixed 5.33500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224936AA2 1600000.00000000 PA USD 1622318.40000000 0.132815164455 Long ABS-O CORP US N 2 2033-08-15 Fixed 6.39000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 460000.00000000 PA USD 407538.72000000 0.033364179386 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48248XAA6 570168.56000000 PA USD 16299.41000000 0.001334392077 Long ABS-O USGA US N 2 2039-03-25 Variable 1.90300000 N N N N N N Firstkey Homes Trust N/A 33767JAJ1 3700000.00000000 PA USD 3636893.54000000 0.297743410679 Long ABS-O CORP US N 2 2037-10-19 Fixed 2.66800000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHY3 1608000.00000000 PA USD 1641159.05000000 0.134357601518 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.36000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833XY1 3925000.00000000 PA USD 3151358.28000000 0.257993848937 Long DBT UST US N 2 2030-08-15 None 0.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 570000.00000000 PA USD 477031.67000000 0.039053394020 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 69392CAA2 2029405.63000000 PA USD 1916345.41000000 0.156886423024 Long ABS-MBS CORP US N 2 2064-06-25 Variable 4.07500000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BN1 300000.00000000 PA USD 275734.73000000 0.022573715191 Long DBT CORP US N 2 2027-11-24 Fixed 1.62500000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAB4 212000.00000000 PA USD 162870.11000000 0.013333770019 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AP2X5 20031.33000000 PA USD 19835.86000000 0.001623912425 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBZB5 5036466.28000000 PA USD 4244903.26000000 0.347519651244 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 1.75500000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAR1 577000.00000000 PA USD 472972.67000000 0.038721093805 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAE3 435000.00000000 PA USD 428119.25000000 0.035049056088 Long DBT CORP US N 2 2025-10-01 Fixed 1.54700000 N N N N N N VM DEBT 2019 1 TR N/A 91834VAC6 3998352.36000000 PA USD 3814212.24000000 0.312260050755 Long ABS-O CORP US N 2 2027-07-18 Fixed 7.46000000 N N N N N N Hartford Insurance Group Inc/The IU7C3FTM7Y3BQM112U94 416515BB9 400000.00000000 PA USD 341994.81000000 0.027998262815 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CH1 200000.00000000 PA USD 240080.92000000 0.019654826618 Long DBT CORP US N 2 2038-03-01 Fixed 8.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378U8D2 385093.16000000 PA USD 385629.09000000 0.031570492578 Long ABS-MBS USGA US N 2 2064-07-20 Floating 4.92300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM4X9 2535639.65000000 PA USD 2125113.20000000 0.173977721725 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAU9 550000.00000000 PA USD 544746.45000000 0.044597034308 Long DBT CORP GB N 2 2030-09-11 Fixed 4.85800000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BW9 205000.00000000 PA USD 120532.73000000 0.009867714227 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7FU4 337897.53000000 PA USD 327537.02000000 0.026814639577 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.50000000 N N N N N N CHILDREN'S HOSPITAL CORP 549300NXFO6BISJLOS32 16876BAB8 430000.00000000 PA USD 261243.36000000 0.021387342843 Long DBT CORP US N 2 2050-02-01 Fixed 2.58500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MDZ47 59694.81000000 PA USD 58578.54000000 0.004795679087 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BX2 659000.00000000 PA USD 628845.50000000 0.051482013949 Long DBT CORP US N 2 2028-03-01 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UCP3 70537.03000000 PA USD 70606.18000000 0.005780352000 Long ABS-MBS USGA US N 2 2064-01-20 Floating 5.07300000 N N N N N N Brookfield Finance Inc 549300XH8D8K6OYWGD17 11271LAD4 485000.00000000 PA USD 486551.53000000 0.039832761234 Long DBT CORP CA N 2 2029-03-29 Fixed 4.85000000 N N N N N N Series RR Trust 54930042MWG761INJ863 81753VAA8 8830000.00000000 PA USD 8792191.71000000 0.719794824425 Long ABS-MBS CORP US N 2 2048-04-26 None 0.00000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220GF4 189911.33000000 PA USD 182205.09000000 0.014916676648 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.68200000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 362000.00000000 PA USD 386463.82000000 0.031638829843 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8K60 1500000.00000000 PA USD 1449075.84000000 0.118632227803 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.55000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAB4 285000.00000000 PA USD 167199.39000000 0.013688197384 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86358HRF8 173383.01000000 PA USD 166434.04000000 0.013625540087 Long ABS-MBS CORP US N 2 2033-05-19 Floating 5.33100000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B3XY1 2558905.65000000 PA USD 2501405.25000000 0.204783814107 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.54400000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 1103000.00000000 PA USD 1063648.61000000 0.087078261000 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Capital Automotive LP N/A 14576AAC6 587250.00000000 PA USD 549920.22000000 0.045020597964 Long ABS-O CORP US N 2 2050-12-15 Fixed 3.10000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAP2 713000.00000000 PA USD 720720.59000000 0.059003598607 Long DBT CORP FR N 2 2029-01-09 Fixed 5.23000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CM7 630000.00000000 PA USD 361232.56000000 0.029573209465 Long DBT CORP US N 2 2050-10-01 Fixed 2.95000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EL8 555000.00000000 PA USD 543779.99000000 0.044517912636 Long DBT CORP US N 2 2064-02-22 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133LWAP7 3128866.79000000 PA USD 2829952.28000000 0.231681140687 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FBB2 855000.00000000 PA USD 883110.88000000 0.072298086959 Long DBT CORP FR N 2 2028-07-13 Fixed 5.79000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAD1 425000.00000000 PA USD 435200.00000000 0.035628739445 Long DBT CORP IE N 2 2030-03-20 Fixed 5.60100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RP5 510000.00000000 PA USD 398098.83000000 0.032591359116 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AE5 425000.00000000 PA USD 425927.50000000 0.034869622978 Long DBT CORP US N 2 2027-05-15 Fixed 4.65000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 1580000.00000000 PA USD 1637390.48000000 0.134049078084 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 332000.00000000 PA USD 218333.93000000 0.017874454742 Long DBT CORP GB N 2 2050-09-15 Fixed 3.00000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48247KAA5 605931.42000000 PA USD 10399.00000000 0.000851340214 Long ABS-O USGA US N 2 2038-08-25 Variable 0.86900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y9AU5 510811.65000000 PA USD 469483.29000000 0.038435426960 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3132HTSS6 300565.38000000 PA USD 229151.20000000 0.018760037680 Long ABS-MBS USGSE US N 2 2043-09-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7C37 449027.88000000 PA USD 441630.23000000 0.036155166350 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 4.00000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 433674AA6 772871.67000000 PA USD 763495.81000000 0.062505499269 Long ABS-O CORP US N 2 2025-12-25 Fixed 3.84400000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 513000.00000000 PA USD 506334.39000000 0.041452334681 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CA1 600000.00000000 PA USD 593555.97000000 0.048592948073 Long DBT CORP US N 2 2032-10-21 Fixed 4.81200000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDW8 42000.00000000 PA USD 23878.03000000 0.001954834810 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N DP Lion Holdco LLC 254900327YUW2NAXPW14 23359MAA8 939041.89000000 PA USD 963200.62000000 0.078854834383 Long ABS-O CORP US N 2 2043-11-30 Fixed 8.24300000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAW0 200000.00000000 PA USD 184340.61000000 0.015091506348 Long DBT CORP NL N 2 2029-12-13 Fixed 2.47000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAC7 585000.00000000 PA USD 574338.77000000 0.047019683799 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BG4 255000.00000000 PA USD 177751.17000000 0.014552045317 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LHLD0 2463120.00000000 PA USD 2330430.44000000 0.190786532496 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCFU4 1224063.48000000 PA USD 1155162.37000000 0.094570264471 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAA4 350000.00000000 PA USD 265779.91000000 0.021758738886 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKXC7 3422924.05000000 PA USD 2880149.41000000 0.235790654625 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802AB0 190000.00000000 PA USD 169660.45000000 0.013889678233 Long DBT CORP US N 2 2045-06-15 Fixed 4.60000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAX6 195000.00000000 PA USD 177160.46000000 0.014503685361 Long DBT CORP US N 2 2031-06-01 Fixed 3.05000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BX5 219000.00000000 PA USD 171186.04000000 0.014014574484 Long DBT CORP US N 2 2047-11-01 Fixed 3.94200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TN8 22641000.00000000 PA USD 19068851.54000000 1.561119354418 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEC4 152000.00000000 PA USD 166025.98000000 0.013592133232 Long DBT CORP US N 2 2037-10-15 Fixed 6.30000000 N N N N N N COMM Mortgage Trust 549300C72XVZH4MIKU63 12625UAA1 26738592.96000000 PA USD 41578.51000000 0.003403928996 Long ABS-MBS CORP US N 2 2045-07-10 Variable 0.94200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJAF3 2494297.04000000 PA USD 2580465.50000000 0.211256279750 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.29000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADG9 500000.00000000 PA USD 489266.92000000 0.040055063446 Long DBT CORP US N 2 2029-09-26 Fixed 4.55000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAB6 228000.00000000 PA USD 162347.40000000 0.013290977054 Long DBT NUSS MX N 2 2047-01-15 Fixed 4.35000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 465000.00000000 PA USD 449161.43000000 0.036771726926 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 1850000.00000000 PA USD 1551759.76000000 0.127038704437 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXA7 445000.00000000 PA USD 395937.98000000 0.032414455712 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N Impac CMB Trust N/A 45254NKF3 345689.49000000 PA USD 341131.57000000 0.027927591507 Long ABS-MBS CORP US N 2 2034-11-25 Floating 5.17500000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 30161MAG8 160000.00000000 PA USD 167911.78000000 0.013746518978 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAE0 2370000.00000000 PA USD 2441887.55000000 0.199911248331 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.71000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KM8 755000.00000000 PA USD 789077.36000000 0.064599797016 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FJEH8 3170000.00000000 PA USD 3131930.20000000 0.256403320443 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 550000.00000000 PA USD 534658.38000000 0.043771149157 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N Goodgreen Trust N/A 38218QAA8 896613.57000000 PA USD 819204.89000000 0.067066262817 Long ABS-O CORP KY N 2 2053-10-15 Fixed 3.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA41 1995045.36000000 PA USD 1695150.04000000 0.138777709320 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAH7 470000.00000000 PA USD 395550.88000000 0.032382764799 Long DBT US N 2 2031-03-15 Fixed 2.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBP4 1020000.00000000 PA USD 953936.68000000 0.078096418702 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N Jonah Energy LLC 2549003KXV9PPFRCPA79 47987EAC1 953168.02000000 PA USD 958536.17000000 0.078472967486 Long ABS-O CORP US N 2 2037-12-10 Fixed 7.20000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BM6 964000.00000000 PA USD 954327.67000000 0.078128428079 Long DBT CORP US N 2 2034-01-24 Fixed 5.06800000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 1000000.00000000 PA USD 867346.31000000 0.071007480900 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B1XJ8 1491823.94000000 PA USD 1443737.38000000 0.118195181387 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.05700000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KA8 1294000.00000000 PA USD 1287906.35000000 0.105437683304 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400EZ2 500000.00000000 PA USD 490613.95000000 0.040165341435 Long DBT CORP US N 2 2036-01-15 Fixed 5.55000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CK3 103000.00000000 PA USD 77254.78000000 0.006324656313 Long DBT CORP US N 2 2050-05-20 Fixed 3.79400000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAE2 544000.00000000 PA USD 564530.46000000 0.046216701903 Long DBT CORP CA N 2 2026-06-15 Fixed 7.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJGG5 3100000.00000000 PA USD 3123691.25000000 0.255728818139 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 4.73500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBZ2 300000.00000000 PA USD 289094.06000000 0.023667410245 Long DBT CORP US N 2 2055-04-01 Fixed 5.95000000 N N N N N N FIDELITY INST GOVT LEX N/A 316175108 700000.00000000 NS USD 700000.00000000 0.057307255541 Long STIV RF US N 1 N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 520000.00000000 PA USD 518348.72000000 0.042435917938 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N RT FIN 2023 LLC 2549000QL0MZ8X7VL058 74983KAA9 1386625.01000000 PA USD 1405349.99000000 0.115052501432 Long ABS-O CORP US N 2 2043-10-15 Fixed 7.85100000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 1437000.00000000 PA USD 1345370.20000000 0.110142105499 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBJ4 900000.00000000 PA USD 924901.94000000 0.075719416895 Long DBT CORP US N 2 2030-01-09 Fixed 6.17400000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAY1 1175000.00000000 PA USD 1183518.60000000 0.096891718355 Long DBT CORP FR N 2 2035-05-30 Fixed 5.93600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFBJ6 1337238.36000000 PA USD 1225673.38000000 0.100342825140 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCLS5 3277965.35000000 PA USD 2728005.43000000 0.223335006138 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7FP5 33880.00000000 PA USD 33401.92000000 0.002734531950 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 4.00000000 N N N N N N HERO Funding Trust N/A 42770XAA5 147975.51000000 PA USD 132775.94000000 0.010870035319 Long ABS-O CORP US N 2 2042-09-20 Fixed 3.08000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 540000.00000000 PA USD 578602.57000000 0.047368750480 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 445000.00000000 PA USD 382659.33000000 0.031327365728 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BMXZ6 5000000.00000000 PA USD 4263588.00000000 0.349049324344 Long ABS-MBS USGSE US N 2 2032-01-25 Variable 1.93800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF6U0 3551706.99000000 PA USD 2997349.89000000 0.245385565849 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AJ6 360000.00000000 PA USD 344087.33000000 0.028169572212 Long DBT CORP US N 2 2047-12-01 Fixed 5.21200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y9AT8 1447748.76000000 PA USD 1331064.03000000 0.108970895013 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXCC1 2957139.21000000 PA USD 3074401.02000000 0.251693549844 Long ABS-MBS USGA US N 2 2071-12-20 Floating 6.00600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YVA2 65290.92000000 PA USD 62639.87000000 0.005128170053 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAD2 200000.00000000 PA USD 146450.00000000 0.011989496534 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AGGA4 516775.02000000 PA USD 389071.70000000 0.031852330480 Long ABS-MBS USGSE US N 2 2043-09-25 None 0.00000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBE0 233000.00000000 PA USD 170991.46000000 0.013998644705 Long DBT CORP US N 2 2050-02-15 Fixed 3.55000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 312000.00000000 PA USD 299806.59000000 0.024544418380 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31100000 N N N N N N NYU LANGONE HOSPITALS N/A 62954RAA4 410000.00000000 PA USD 281684.85000000 0.023060836687 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MDV25 87148.39000000 PA USD 85396.13000000 0.006991168348 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044BV2 610000.00000000 PA USD 686947.81000000 0.056238705273 Long DBT CORP US N 2 2029-09-15 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJR47 2620127.29000000 PA USD 2378906.40000000 0.194755138535 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N DTE ELECT SECUR FND II N/A 23346TAB7 600000.00000000 PA USD 652509.91000000 0.053419360222 Long DBT CORP US N 2 2037-09-01 Fixed 6.09000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UMD9 252895.45000000 PA USD 252548.33000000 0.020675502405 Long ABS-MBS USGA US N 2 2064-07-20 Floating 4.89300000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AM5 590000.00000000 PA USD 580651.23000000 0.047536469169 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 415000.00000000 PA USD 351049.97000000 0.028739586198 Long DBT CORP FR N 2 2032-01-20 Fixed 2.27700000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBK2 324000.00000000 PA USD 282016.25000000 0.023087967579 Long DBT CORP US N 2 2044-08-15 Fixed 4.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337Q7 3000000.00000000 PA USD 2277259.11000000 0.186433528216 Long DBT UST US N 2 2031-11-15 None 0.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECJ2 1655000.00000000 PA USD 1695304.36000000 0.138790343113 Long DBT CORP GB N 2 2027-09-13 Fixed 6.49600000 N N N N N N BNP Paribas Financial Markets SNC 6EWKU0FGVX5QQJHFGT48 000000000 100000.00000000 PA USD 100000.00000000 0.008186750791 Long RA CORP US N 2 Repurchase Y 4.39000000 2025-04-01 113150.48000000 USD 102118.62000000 USD UST N N United States Treasury 254900HROIFWPRGM1V77 91282CDJ7 973500.00000000 PA USD 822151.17000000 0.067307467418 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337U8 1000000.00000000 PA USD 691161.98000000 0.056583708869 Long DBT UST US N 2 2033-11-15 None 0.00000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEQ2 670000.00000000 PA USD 672941.76000000 0.055092064864 Long DBT CORP US N 2 2031-04-04 Fixed 5.12100000 N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CF8 600000.00000000 PA USD 561585.74000000 0.045975625015 Long DBT CORP US N 2 2054-11-01 Fixed 5.70000000 N N N N N N Fannie Mae Benchmark REMIC B1V7KEBTPIMZEU4LTD58 31396V2L1 236810.32000000 PA USD 245998.99000000 0.020139324261 Long ABS-MBS USGSE US N 2 2037-06-25 Fixed 5.50000000 N N N N N N CoreVest American Finance Ltd N/A 21872NAA8 193820.36000000 PA USD 191790.48000000 0.015701408639 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.70500000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BA9 530000.00000000 PA USD 445745.57000000 0.036492078980 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378TTL4 829080.15000000 PA USD 793024.12000000 0.064922908422 Long ABS-MBS USGA US N 2 2043-04-20 Variable 4.42200000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 370000.00000000 PA USD 377195.49000000 0.030880054763 Long DBT CORP FR N 2 2030-01-18 Fixed 5.71600000 N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 498000.00000000 PA USD 507570.63000000 0.041553542569 Long DBT NUSS MX N 2 2030-05-13 Fixed 6.00000000 N N N N N N VM Master Issuer, LLC 549300DTHP15ZDVADB72 92859MAA8 2165991.09000000 PA USD 2124107.97000000 0.173895426050 Long ABS-MBS CORP US N 2 2025-05-24 Variable 6.16300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 1105000.00000000 PA USD 985737.69000000 0.080699888140 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBD1 390000.00000000 PA USD 254836.83000000 0.020862856197 Long DBT US N 2 2050-06-15 Fixed 3.10000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DB2 820000.00000000 PA USD 827380.61000000 0.067735588639 Long DBT CORP US N 2 2035-03-01 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AHB7 456006.25000000 PA USD 435226.29000000 0.035630891742 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAH8 3300000.00000000 PA USD 3104404.05000000 0.254149823140 Long ABS-O CORP US N 2 2026-07-25 Variable 3.62000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7DX0 118099.42000000 PA USD 114557.03000000 0.009378498560 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.50000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AG7 1265000.00000000 PA USD 1201083.74000000 0.098329732593 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N FORTIS INC 549300MQYQ9Y065XPR71 349553AM9 929000.00000000 PA USD 907635.85000000 0.074305885135 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556CX1 200000.00000000 PA USD 211987.83000000 0.017354915350 Long DBT CORP US N 2 2037-06-01 Fixed 6.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LLKV2 3113388.61000000 PA USD 3117076.01000000 0.255187244926 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.55000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAB2 1672040.84000000 PA USD 1623955.96000000 0.132949227412 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.10400000 N N N N N N AIG SUNAMER GLOB FIN X 549300Q3UB1GMKCGGR05 00139PAA6 500000.00000000 PA USD 546002.38000000 0.044699854167 Long DBT CORP US N 2 2032-03-15 Fixed 6.90000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 645000.00000000 PA USD 640428.79000000 0.052430309035 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397T6Z0 225041.64000000 PA USD 240192.59000000 0.019663968763 Long ABS-MBS USGSE US N 2 2037-03-15 Fixed 6.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2K6 2125000.00000000 PA USD 2068789.08000000 0.169366606385 Long DBT CORP US N 2 2026-11-12 Fixed 2.95000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 527000.00000000 PA USD 465847.28000000 0.038137755883 Long DBT CORP US N 2 2039-06-15 Fixed 4.12500000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423BP2 360000.00000000 PA USD 396617.08000000 0.032470051936 Long DBT CORP US N 2 2036-04-01 Fixed 6.65000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 365000.00000000 PA USD 313771.87000000 0.025687721051 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFC3 180000.00000000 PA USD 152643.32000000 0.012496528208 Long DBT CORP US N 2 2047-03-01 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMDN1 3516513.93000000 PA USD 2949264.33000000 0.241448920885 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 1220000.00000000 PA USD 1253170.64000000 0.102593957291 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AC4 174000.00000000 PA USD 180193.38000000 0.014751982963 Long DBT CORP US N 2 2033-03-01 Fixed 5.80000000 N N N N N N MS GOVT US LEX N/A 61747C707 200000.00000000 NS USD 200000.00000000 0.016373501583 Long STIV RF US N 1 N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAN9 1000000.00000000 PA USD 752921.20000000 0.061639782301 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXWT5 1890384.35000000 PA USD 1813200.01000000 0.148442166173 Long ABS-MBS USGSE US N 2 2062-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHLM9 1849169.70000000 PA USD 1669512.25000000 0.136678807344 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334T4 12900000.00000000 PA USD 9677247.44000000 0.792252131408 Long DBT UST US N 2 2032-02-15 None 0.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EK0 61000.00000000 PA USD 60115.15000000 0.004921477518 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664BV2 831000.00000000 PA USD 735704.21000000 0.060230270236 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 720000.00000000 PA USD 771590.85000000 0.063168220021 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 465000.00000000 PA USD 434537.20000000 0.035574477661 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 170000.00000000 PA USD 109663.28000000 0.008977859443 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAL5 885000.00000000 PA USD 880036.06000000 0.072046359109 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 448000.00000000 PA USD 453298.10000000 0.037110385790 Long DBT CORP US N 2 2035-01-18 Fixed 5.46600000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAF6 390000.00000000 PA USD 377082.37000000 0.030870793911 Long DBT CORP US N 2 2029-04-05 Fixed 3.85000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2W3 890000.00000000 PA USD 905744.71000000 0.074151062216 Long DBT CORP FR N 2 2030-05-20 Fixed 5.49700000 N N N N N N MEMORIAL HEALTH SERVICES 549300FTIZOMIONZZ882 58601VAC6 995000.00000000 PA USD 719907.66000000 0.058937046054 Long DBT CORP US N 2 2049-11-01 Fixed 3.44700000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 485000.00000000 PA USD 409165.28000000 0.033497341799 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SY5 12370000.00000000 PA USD 9166846.52000000 0.750466880049 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCM5 725000.00000000 PA USD 732581.45000000 0.059974617657 Long DBT CORP US N 2 2032-03-15 Fixed 5.80000000 N N N N N N DT Auto Owner Trust N/A 23346CAE8 2391000.00000000 PA USD 2411444.25000000 0.197418931228 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.79000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003LAA8 537583.18000000 PA USD 537540.17000000 0.044007074123 Long ABS-MBS CORP US N 2 2040-02-15 Floating 5.68400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398MLT1 1515763.66000000 PA USD 1543865.62000000 0.126392430868 Long ABS-MBS USGSE US N 2 2040-03-25 Fixed 5.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCZ6 570000.00000000 PA USD 592723.45000000 0.048524791735 Long DBT CORP US N 2 2029-06-08 Fixed 6.31200000 N N N N N N PUBLIC STORAGE OP CO 549300LMZF40TKJ6DM64 74460DAJ8 411000.00000000 PA USD 352442.46000000 0.028853585884 Long DBT US N 2 2031-11-09 Fixed 2.25000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAP7 503000.00000000 PA USD 494317.68000000 0.040468556580 Long DBT CORP US N 2 2028-02-15 Fixed 4.11100000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAB5 655000.00000000 PA USD 630005.20000000 0.051576955698 Long DBT CORP IE N 2 2027-09-30 Fixed 2.02900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396JRJ6 990117.56000000 PA USD 1041842.59000000 0.085293056485 Long ABS-MBS USGSE US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7EG5 975195.28000000 PA USD 927074.73000000 0.075897297797 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 890000.00000000 PA USD 775332.43000000 0.063474533851 Long DBT CORP GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N Freddie Mac - SCRT N/A 35563PDB2 2736497.60000000 PA USD 2508982.45000000 0.205404140588 Long ABS-MBS USGSE US N 2 2057-06-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7BV5 689093.58000000 PA USD 642282.52000000 0.052582069291 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378J4C3 925707.24000000 PA USD 943391.40000000 0.077233102908 Long ABS-MBS USGA US N 2 2040-06-20 Variable 5.10300000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136ASVZ6 1057852.02000000 PA USD 1036861.70000000 0.084885283433 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.48800000 N N N N N N COTTAGE HEALTH SYSTEM N/A 22170QAA8 500000.00000000 PA USD 352113.50000000 0.028826654748 Long DBT CORP US N 2 2049-11-01 Fixed 3.30400000 N N N N N N GOODMAN US FINANCE SIX N/A 38239EAC6 270000.00000000 PA USD 266860.18000000 0.021847177898 Long DBT US N 2 2034-10-07 Fixed 5.12500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CP3 455000.00000000 PA USD 463726.16000000 0.037964105075 Long DBT CORP US N 2 2035-03-15 Fixed 5.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KTW1 1209994.80000000 PA USD 102587.23000000 0.008398560864 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 1.90700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7A7 3368548.41000000 PA USD 2833471.91000000 0.231969284024 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826525AA5 253638.12000000 PA USD 251647.77000000 0.020601775802 Long ABS-O CORP US N 2 2037-07-20 Fixed 1.33000000 N N N N N N Progress Energy Inc 549300FBMTW0JYWMNB26 743263AG0 200000.00000000 PA USD 222239.46000000 0.018194190751 Long DBT CORP US N 2 2031-10-30 Fixed 7.00000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92937EAJ3 300000.00000000 PA USD 252148.77000000 0.020642791424 Long ABS-MBS CORP US N 2 2045-03-15 Variable 3.80600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392DWV0 169191.80000000 PA USD 170692.57000000 0.013974175325 Long ABS-MBS USGSE US N 2 2032-08-25 Floating 5.45400000 N N N N N N Goodgreen Trust N/A 38218EAA5 821027.02000000 PA USD 703966.55000000 0.057631987105 Long ABS-O CORP KY N 2 2055-04-15 Fixed 2.76000000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAU3 660000.00000000 PA USD 471783.73000000 0.038623758250 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46100000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2Z6 1615000.00000000 PA USD 1631952.28000000 0.133603866202 Long DBT CORP FR N 2 2030-11-19 Fixed 5.28300000 N N N N N N APA INFRASTRUCTURE LTD 261700SS8OEHDOCOUJ33 00188LAA5 1041000.00000000 PA USD 1015357.56000000 0.083124793081 Long DBT CORP AU N 2 2034-09-16 Fixed 5.12500000 N N N N N N GLS Auto Receivables Trust N/A 36263LAG4 3588498.57000000 PA USD 3527975.31000000 0.288826546622 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.48000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374VUX5 25442.67000000 PA USD 25446.44000000 0.002083236628 Long ABS-MBS USGA US N 2 2039-06-16 Fixed 5.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HA8 245000.00000000 PA USD 182037.27000000 0.014902937642 Long DBT CORP US N 2 2042-08-15 Fixed 3.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 400000.00000000 PA USD 336564.16000000 0.027553669033 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDU2 663000.00000000 PA USD 389545.67000000 0.031891133222 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AM2 443000.00000000 PA USD 431285.85000000 0.035308297739 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7RY1 243509.95000000 PA USD 237722.43000000 0.019461742920 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAS1 480000.00000000 PA USD 490087.68000000 0.040122257022 Long DBT CORP US N 2 2035-01-24 Fixed 5.71100000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECK5 133000.00000000 PA USD 110639.35000000 0.009057767862 Long DBT CORP US N 2 2047-04-15 Fixed 4.35000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91086QBF4 959000.00000000 PA USD 713975.50000000 0.058451394898 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.60000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCW8 960000.00000000 PA USD 997965.73000000 0.081700967301 Long DBT CORP JP N 2 2030-01-13 Fixed 5.71000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 330000.00000000 PA USD 351654.23000000 0.028789055458 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 22258.00000000 PA USD 22258.00000000 0.001822206991 Long RA CORP US N 2 Repurchase Y 4.30000000 2025-04-01 24887.48000000 USD 22703.17000000 USD UST N N Exeter Automobile Receivables Trust N/A 301989AE9 1600000.00000000 PA USD 1615579.52000000 0.132263469144 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.21000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 1215000.00000000 PA USD 1231469.87000000 0.100817369331 Long DBT CORP US N 2 2029-04-20 Fixed 5.16400000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CL8 250000.00000000 PA USD 244039.66000000 0.019978918797 Long DBT CORP US N 2 2030-11-15 Fixed 4.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XVY72 3166851.73000000 PA USD 2961795.26000000 0.242474796896 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 4.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAL1 369000.00000000 PA USD 363940.38000000 0.029794891940 Long DBT US N 2 2027-04-01 Fixed 3.85000000 N N N N N N TOLEDO EDISON COMPANY N/A 889175BD6 400000.00000000 PA USD 431583.12000000 0.035332634493 Long DBT CORP US N 2 2037-05-15 Fixed 6.15000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AD5 1000000.00000000 PA USD 1037262.26000000 0.084918076282 Long DBT CORP US N 2 2034-10-01 Fixed 6.00000000 N N N N N N New Residential Mortgage Loan Trust 213800CVLC5IFCJL6C96 64831PAA3 2450000.00000000 PA USD 2474846.92000000 0.202609549816 Long ABS-MBS CORP US N 2 2039-03-25 Variable 6.66400000 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAF1 1184000.00000000 PA USD 1008124.20000000 0.082532615924 Long DBT CORP CA N 2 2031-09-14 Fixed 2.30000000 N N N N N N Freddie Mac - SCRT N/A 35563PEL9 2941766.55000000 PA USD 2703473.75000000 0.221326658631 Long ABS-MBS USGSE US N 2 2057-05-25 Fixed 3.50000000 N N N N N N BRITISH AIR 18-1 A PTT N/A 11043HAA6 479082.22000000 PA USD 454960.57000000 0.037246488066 Long DBT CORP US N 2 2031-09-20 Fixed 4.12500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBM7 760000.00000000 PA USD 734484.84000000 0.060130443453 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225FC80 98091.72000000 PA USD 99325.58000000 0.008131537707 Long ABS-MBS USGA US N 2 2041-04-20 Floating 4.87500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EK2 965000.00000000 PA USD 608037.76000000 0.049778536130 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJG7 1265000.00000000 PA USD 1319553.13000000 0.108028526317 Long DBT UST US N 2 2030-10-31 Fixed 4.87500000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AQ7 500000.00000000 PA USD 391622.56000000 0.032061163031 Long DBT CORP US N 2 2048-03-15 Fixed 4.27300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUY76 1176969.64000000 PA USD 1200393.73000000 0.098273243194 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEEC2 1906847.51000000 PA USD 1738135.57000000 0.142296827537 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAXX7 2348800.03000000 PA USD 2120232.07000000 0.173578115776 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.50000000 N N N N N N FELLS POINT FUNDING TR N/A 314382AA0 1895000.00000000 PA USD 1835929.61000000 0.150302981881 Long DBT CORP US N 2 2027-01-31 Fixed 3.04600000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 630000.00000000 PA USD 574044.25000000 0.046995572181 Long DBT CORP US N 2 2031-02-15 Fixed 3.40000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAL3 225000.00000000 PA USD 150669.47000000 0.012334934028 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 905000.00000000 PA USD 885453.12000000 0.072489840311 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAM3 445000.00000000 PA USD 434482.59000000 0.035570006876 Long DBT CORP KY N 2 2026-02-21 Fixed 2.12500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 900000.00000000 PA USD 758285.95000000 0.062078981014 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N BRITISH AIR 19-1 AA PTT N/A 11043XAA1 431701.42000000 PA USD 402071.20000000 0.032916567149 Long DBT CORP US N 2 2032-12-15 Fixed 3.30000000 N N N N N N Emera US Finance LP N/A 29103DAM8 500000.00000000 PA USD 412199.27000000 0.033745727000 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N Goodgreen Trust N/A 38217DAA8 1632391.93000000 PA USD 1620750.36000000 0.132686792928 Long ABS-O CORP US N 2 2061-01-17 Fixed 5.90000000 N N N N N N FREMF Mortgage Trust N/A 30295RAS0 1700000.00000000 PA USD 1664327.54000000 0.136254348057 Long ABS-MBS USGSE US N 2 2049-11-25 Variable 3.58000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TS7 215000.00000000 PA USD 196254.69000000 0.016066882387 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N Texas Health Resources 54930008C10TUBW7Z611 882484AA6 250000.00000000 PA USD 204952.97000000 0.016778988894 Long DBT CORP US N 2 2055-11-15 Fixed 4.33000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ULWC8 1459759.12000000 PA USD 1293004.50000000 0.105855056140 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3.00000000 N N N N N N BANCO SANTANDER SA NY N/A 000000000 382314.50000000 PA USD 382314.50000000 0.031299135355 Long STIV CORP US N 2 2025-04-01 Fixed 4.32000000 N N N N N Towd Point Mortgage Trust N/A 89179TAA2 4072242.13000000 PA USD 3514721.23000000 0.287741468122 Long ABS-MBS CORP US N 2 2060-11-30 Variable 2.91800000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 5211000.00000000 PA USD 4878147.32000000 0.399361764340 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N Freddie Mac - SCRT N/A 35563PLJ6 1347607.04000000 PA USD 1111613.42000000 0.091005020462 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAM1 394000.00000000 PA USD 340546.12000000 0.027879662175 Long DBT CORP US N 2 2043-01-15 Fixed 4.95000000 N N N N N N YALE-NEW HAVEN HLTH SRVC 549300AVJD56IH6OKW11 98459HAA0 580000.00000000 PA USD 339050.64000000 0.027757230954 Long DBT CORP US N 2 2050-07-01 Fixed 2.49600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRUE8 295250.21000000 PA USD 286740.58000000 0.023474736703 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KR7 1168000.00000000 PA USD 1179389.14000000 0.096553649756 Long DBT CORP US N 2 2034-05-15 Fixed 5.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLF6 10675000.00000000 PA USD 10404789.06000000 0.851814150743 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAP6 1040000.00000000 PA USD 1045999.09000000 0.085633338781 Long DBT CORP CA N 2 2030-02-01 Fixed 4.85000000 N N N N N Carvana Auto Receivables Trust N/A 14688FAD8 1805000.00000000 PA USD 1826727.15000000 0.149549599414 Long ABS-O CORP US N 2 2029-07-10 Fixed 5.92000000 N N N N N N MLCC Mortgage Investors Inc N/A 59020UBU8 116724.69000000 PA USD 112743.01000000 0.009229989263 Long ABS-MBS CORP US N 2 2029-05-25 Floating 4.93500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SK5 4475000.00000000 PA USD 2960317.39000000 0.242353807362 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N Freddie Mac - SCRT N/A 35563PJE0 2605533.73000000 PA USD 2324307.27000000 0.190285243828 Long ABS-MBS USGSE US N 2 2058-07-25 Fixed 3.50000000 N N N N N N FMC GMSR ISSUER TRUST N/A 30259RAE5 3100000.00000000 PA USD 3024032.64000000 0.247570016096 Long ABS-O CORP US N 2 2026-01-25 Variable 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKCD3 3350000.00000000 PA USD 3332282.62000000 0.272805673774 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 4.59000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 1157000.00000000 PA USD 1142350.63000000 0.093521399245 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 270000.00000000 PA USD 261459.90000000 0.021405070433 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 303000.00000000 PA USD 297557.90000000 0.024360323734 Long DBT CORP DE N 2 2026-11-24 Fixed 2.12900000 N N N N N N AMSR Trust N/A 66981FAA8 1842548.77000000 PA USD 1807692.54000000 0.147991283329 Long ABS-O CORP US N 2 2037-11-17 Fixed 1.35500000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBR4 670000.00000000 PA USD 440367.94000000 0.036051825814 Long DBT CORP US N 2 2049-09-15 Fixed 3.10000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 425000.00000000 PA USD 432471.11000000 0.035405332021 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMUL8 3489911.51000000 PA USD 2945817.21000000 0.241166713761 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3J0 1060000.00000000 PA USD 1077760.22000000 0.088233543343 Long DBT CORP US N 2 2030-01-23 Fixed 5.19800000 N N N N N N UNITED AIR 2013-1 A PTT N/A 909319AA3 399033.10000000 PA USD 397383.66000000 0.032532809931 Long DBT CORP US N 2 2025-08-15 Fixed 4.30000000 N N N N N N Independence Plaza Trust N/A 45378YAA2 2935000.00000000 PA USD 2903879.61000000 0.237733386961 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 3.76300000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BV0 445000.00000000 PA USD 409792.21000000 0.033548666996 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3132HTJV9 933764.60000000 PA USD 854454.16000000 0.069952032708 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 3.00000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAR1 95000.00000000 PA USD 84684.27000000 0.006932890144 Long DBT US N 2 2031-08-15 Fixed 3.00000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAN0 625000.00000000 PA USD 362812.50000000 0.029702555216 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 485000.00000000 PA USD 455759.51000000 0.037311895293 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RV2 276000.00000000 PA USD 212584.69000000 0.017403778791 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RD2 2908000.00000000 PA USD 2596298.75000000 0.212552508470 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287LAF6 3040000.00000000 PA USD 3109576.48000000 0.254573277094 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.97000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 420000.00000000 PA USD 328689.85000000 0.026909018897 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165DX5 1510000.00000000 PA USD 1485858.53000000 0.121643534968 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BDXP8 85093.97000000 PA USD 84319.63000000 0.006903037976 Long ABS-MBS USGSE US N 2 2033-11-25 Fixed 1.00000000 N N N N N N ROCC Trust N/A 74970WAA8 1000000.00000000 PA USD 1007629.90000000 0.082492148815 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.38800000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CT1 690000.00000000 PA USD 656748.04000000 0.053766325364 Long DBT CORP US N 2 2054-03-01 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BE99 10591.92000000 PA USD 10536.08000000 0.000862562612 Long ABS-MBS USGA US N 2 2063-01-20 Floating 4.92300000 N Y N N N N CHARTER COMM OPT LLC/CAP N/A 161175CE2 775000.00000000 PA USD 530152.79000000 0.043402287732 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UFZ8 247858.26000000 PA USD 247914.20000000 0.020296117731 Long ABS-MBS USGA US N 2 2064-04-20 Floating 5.02300000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 660000.00000000 PA USD 573168.62000000 0.046923886535 Long DBT US N 2 2031-12-01 Fixed 3.20000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBK0 400000.00000000 PA USD 414025.48000000 0.033895234261 Long DBT CORP ES N 2 2035-01-17 Fixed 6.03300000 N N N N N FW ENERGY ASSET ISSUER LLC 254900YOL2L2C8PFZR08 302704AA9 1937394.82000000 PA USD 1949577.16000000 0.159607023581 Long ABS-O CORP US N 2 2044-08-25 Fixed 7.15100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 3675000.00000000 PA USD 2188634.78000000 0.179178075178 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N GRENE ENERGY SENIO 11.0 17JAN6 N/A 000000000 107846.43000000 PA USD 91464.56000000 0.007487975589 Long ABS-O CORP US N 2 2061-01-17 Fixed 11.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7GT6 104006.65000000 PA USD 102344.34000000 0.008378676065 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337N4 5425000.00000000 PA USD 4308188.18000000 0.352700629933 Long DBT UST US N 2 2030-11-15 None 0.00000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAE1 1229000.00000000 PA USD 1223219.31000000 0.100141916545 Long DBT CORP US N 2 2026-03-13 Fixed 4.25000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CD2 205000.00000000 PA USD 195063.41000000 0.015969355262 Long DBT CORP US N 2 2038-11-01 Fixed 5.30000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBC6 200000.00000000 PA USD 185920.02000000 0.015220808709 Long DBT CORP US N 2 2045-02-15 Fixed 5.10000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 000000000 740000.00000000 PA USD 757464.00000000 0.062011690016 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AQ8 330000.00000000 PA USD 301038.33000000 0.024645257864 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CW7 455000.00000000 PA USD 467106.44000000 0.038240840174 Long DBT CORP DE N 2 2029-05-10 Fixed 5.41400000 N N N N N N COMM Mortgage Trust N/A 20048JAA8 1450000.00000000 PA USD 1394361.76000000 0.114152922425 Long ABS-MBS CORP US N 2 2033-04-10 Variable 3.81500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378MRL1 2729287.20000000 PA USD 2767811.91000000 0.226593863454 Long ABS-MBS USGA US N 2 2042-11-20 Variable 4.89100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JB2H8 2827293.02000000 PA USD 2436555.13000000 0.199474696395 Long ABS-MBS USGSE US N 2 2061-03-01 Fixed 3.00000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BN9 630000.00000000 PA USD 586013.85000000 0.047975493504 Long DBT CORP US N 2 2027-10-15 Fixed 1.65000000 N N N N N N BG BETA I LTD 254900Z3OU5JTNX05R08 05593PAD8 1584000.00000000 PA USD 1604957.90000000 0.131393903584 Long ABS-O CORP KY N 2 2054-07-16 Fixed 6.28000000 N N N N N N FREMF Mortgage Trust N/A 30307MAS7 3100000.00000000 PA USD 2913315.21000000 0.238505856019 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.42000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AZ9 927000.00000000 PA USD 609144.74000000 0.049869161824 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBD9 390000.00000000 PA USD 240890.33000000 0.019721090998 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXDC0 3014260.19000000 PA USD 3132469.83000000 0.256447498607 Long ABS-MBS USGA US N 2 2072-03-20 Floating 5.94400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMM0 38980000.00000000 PA USD 40271212.50000000 3.296903808169 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BK3 495000.00000000 PA USD 500321.96000000 0.040960112021 Long DBT CORP AU N 2 2032-02-21 Fixed 5.12500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HX4 713000.00000000 PA USD 683971.37000000 0.055995031548 Long DBT CORP US N 2 2053-12-01 Fixed 5.87500000 N N N N N N PG&E RECOVERY FND LLC N/A 71710TAJ7 590000.00000000 PA USD 589095.92000000 0.048227814894 Long DBT CORP US N 2 2049-06-01 Fixed 5.52900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TDVT0 37991.57000000 PA USD 38459.91000000 0.003148616986 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Oportun Funding LLC N/A 68378NAA8 1214303.37000000 PA USD 1213396.65000000 0.099337759850 Long ABS-O CORP US N 2 2031-06-09 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LUY9 217496.47000000 PA USD 224459.34000000 0.018375926794 Long ABS-MBS USGSE US N 2 2040-07-01 Floating 7.17700000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 2795000.00000000 PA USD 1979513.78000000 0.162057860055 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JC6 750000.00000000 PA USD 746856.56000000 0.061143285338 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DM8 930000.00000000 PA USD 961482.03000000 0.078714137703 Long DBT CORP GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BL26 367597.49000000 PA USD 366526.16000000 0.030006583305 Long ABS-MBS USGA US N 2 2063-02-20 Floating 4.84300000 N N N N N N New Residential Mortgage Loan Trust 213800H34ZKQ2LAZZL53 64831WAA8 1900000.00000000 PA USD 1895061.90000000 0.155143995101 Long ABS-MBS CORP US N 2 2039-09-25 Variable 5.44300000 N N N N N N AIR CANADA 2013-1A PTT N/A 009089AA1 564730.44000000 PA USD 563752.16000000 0.046152984421 Long DBT CORP CA N 2 2025-05-15 Fixed 4.12500000 N N N N N N FannieMae Grantor Trust N/A 3136AV6R5 3894215.39000000 PA USD 3770049.89000000 0.308644589216 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 2.89800000 N N N N N N CFIN 2022-RTL1 ISSUER LLC N/A 12531CAA4 609093.14000000 PA USD 607351.74000000 0.049722373382 Long ABS-O CORP US N 2 2026-02-16 Variable 4.75000000 N N N N N N Progress Residential Trust N/A 74334JAE0 1229000.00000000 PA USD 1130896.92000000 0.092583712551 Long ABS-O CORP US N 2 2041-07-17 Fixed 3.32500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ACGA3 1124913.50000000 PA USD 1060773.29000000 0.086842865717 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041AAL0 1620000.00000000 PA USD 1662920.12000000 0.136139126089 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.64000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 200000.00000000 PA USD 179386.01000000 0.014685885593 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WAQ3 178000.00000000 PA USD 188569.05000000 0.015437678193 Long DBT CORP GB N 2 2037-02-27 Fixed 6.15000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAR6 3375000.00000000 PA USD 3386214.45000000 0.277220938293 Long ABS-O CORP US N 2 2027-03-26 Variable 6.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAR9 850000.00000000 PA USD 780325.64000000 0.063883315510 Long DBT CORP US N 2 2039-04-22 Fixed 4.45700000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 191241AJ7 515000.00000000 PA USD 419800.96000000 0.034368058416 Long DBT CORP MX N 2 2032-09-01 Fixed 1.85000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAL5 780000.00000000 PA USD 745351.00000000 0.061020028893 Long DBT CORP US N 2 2029-03-24 Fixed 3.37500000 N N N N N N Foundation Finance Trust N/A 35042RAD8 2000000.00000000 PA USD 2133339.80000000 0.174651212966 Long ABS-O CORP US N 2 2049-06-15 Fixed 9.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NY3S2 779862.48000000 PA USD 757210.13000000 0.061990906312 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 275000.00000000 PA USD 281264.93000000 0.023026458883 Long DBT CORP US N 2 2029-07-20 Fixed 5.44900000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CY3 150000.00000000 PA USD 146242.08000000 0.011972474642 Long DBT CORP DE N 2 2035-09-11 Fixed 5.40300000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAG8 425000.00000000 PA USD 313741.95000000 0.025685271575 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABH3 920000.00000000 PA USD 946551.20000000 0.077491787859 Long DBT CORP DK N 2 2030-03-01 Fixed 5.70500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBW1 1108000.00000000 PA USD 1127199.48000000 0.092281012352 Long DBT CORP FR N 2 2030-01-19 Fixed 5.63400000 N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBP4 1260000.00000000 PA USD 794999.17000000 0.065084600843 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MFY56 3679457.84000000 PA USD 3196100.75000000 0.261656803454 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAU6 230000.00000000 PA USD 228799.87000000 0.018731275168 Long DBT CORP US N 2 2034-12-30 Fixed 5.70000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 370000.00000000 PA USD 359347.74000000 0.029418903949 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AW9 710000.00000000 PA USD 578716.30000000 0.047378061271 Long DBT US N 2 2032-05-18 Fixed 2.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 106000.00000000 PA USD 94349.05000000 0.007724121597 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 59562VAM9 325000.00000000 PA USD 345987.14000000 0.028325104923 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 720000.00000000 PA USD 696419.24000000 0.057014107644 Long DBT CORP GB N 2 2027-05-11 Fixed 1.62700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SR0 555000.00000000 PA USD 351189.26000000 0.028750989523 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VUD53 3005542.14000000 PA USD 3129044.37000000 0.256167064733 Long ABS-MBS USGA US N 2 2071-08-20 Floating 6.05000000 N N N N N N CVS Pass-Through Trust N/A 126650BV1 497117.81000000 PA USD 497638.15000000 0.040740395184 Long DBT CORP US N 2 2033-01-10 Fixed 5.77300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A7RS0 5805327.06000000 PA USD 4837815.72000000 0.396059916757 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 950000.00000000 PA USD 804433.45000000 0.065856961836 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423BZ0 223000.00000000 PA USD 222131.94000000 0.018185388356 Long DBT CORP US N 2 2040-09-15 Fixed 5.37500000 N N N N N N AON NORTH AMERICA INC N/A 03740MAD2 1000000.00000000 PA USD 1018222.12000000 0.083359307470 Long DBT CORP US N 2 2034-03-01 Fixed 5.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UET3 164278.80000000 PA USD 164416.12000000 0.013460338005 Long ABS-MBS USGA US N 2 2064-03-20 Floating 5.07300000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PEC3 230055.38000000 PA USD 220233.51000000 0.018029968623 Long ABS-MBS CORP US N 2 2034-05-19 Variable 5.87300000 N N N N N N CVS PASS THRU TR 2009 N/A 126659AA9 95754.18000000 PA USD 104462.80000000 0.008552109106 Long DBT CORP US N 2 2031-07-10 Fixed 8.35300000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAB6 606000.00000000 PA USD 504986.23000000 0.041341964182 Long DBT CORP US N 2 2031-09-15 Fixed 2.69100000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374EZN0 314655.43000000 PA USD 313374.34000000 0.025655176260 Long ABS-MBS USGA US N 2 2033-12-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBPW3 721451.77000000 PA USD 673525.90000000 0.055139886950 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 565000.00000000 PA USD 568508.05000000 0.046542337284 Long DBT CORP GB N 2 2030-01-27 Fixed 5.07600000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 211000.00000000 PA USD 191296.83000000 0.015660994744 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBY5 275000.00000000 PA USD 257991.49000000 0.021121120350 Long DBT CORP GB N 2 2053-02-10 Fixed 5.62500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 370000.00000000 PA USD 394222.75000000 0.032274034106 Long DBT CORP GB N 2 2044-03-09 Fixed 6.33200000 N N N N N N Sequoia Mortgage Trust N/A 81743PAA4 125812.65000000 PA USD 118630.14000000 0.009711953925 Long ABS-MBS CORP US N 2 2033-04-20 Floating 5.19400000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAB2 530000.00000000 PA USD 528268.90000000 0.043248058353 Long DBT CORP BM N 2 2030-03-15 Fixed 5.25000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220DW0 137212.96000000 PA USD 135543.93000000 0.011096643762 Long ABS-MBS CORP US N 2 2043-09-25 Floating 5.07500000 N N N N N N Diversified ABS VIII LLC N/A 255123AA9 2565810.06000000 PA USD 2590382.82000000 0.212068186024 Long ABS-O CORP US N 2 2044-05-30 Fixed 7.07600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 380000.00000000 PA USD 385206.44000000 0.031535891276 Long DBT CORP US N 2 2029-02-01 Fixed 5.12300000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAD9 252000.00000000 PA USD 248980.19000000 0.020383387675 Long DBT CORP US N 2 2031-10-01 Fixed 5.09700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QB7 2850000.00000000 PA USD 2807472.64000000 0.229840788581 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 565000.00000000 PA USD 483351.22000000 0.039570759830 Long DBT US N 2 2032-03-15 Fixed 2.65000000 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 059626AC5 950000.00000000 PA USD 786583.28000000 0.064395612902 Long DBT CORP PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EJ0 275000.00000000 PA USD 274816.36000000 0.022498530528 Long DBT CORP US N 2 2029-08-01 Fixed 5.20000000 N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FB5 685000.00000000 PA USD 718206.10000000 0.058797743577 Long DBT CORP US N 2 2037-05-15 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 1018000.00000000 PA USD 941325.22000000 0.077063949900 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAE1 2720000.00000000 PA USD 2739623.71000000 0.224286165767 Long ABS-O CORP US N 2 2035-01-16 Fixed 5.39000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DC1 595000.00000000 PA USD 383985.23000000 0.031435913857 Long DBT CORP US N 2 2052-01-15 Fixed 3.00000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254DB3 354000.00000000 PA USD 360086.15000000 0.029479355735 Long DBT CORP GB N 2 2028-05-14 Fixed 5.68800000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BB0 1055000.00000000 PA USD 1057296.07000000 0.086558194381 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873BAA4 244927.75000000 PA USD 245061.41000000 0.020062566923 Long ABS-O CORP US N 2 2051-03-27 Variable 6.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AHNE6 534907.17000000 PA USD 390742.73000000 0.031989133541 Long ABS-MBS USGSE US N 2 2043-12-25 None 0.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AD8 668000.00000000 PA USD 692006.98000000 0.056652886913 Long DBT CORP CA N 2 2034-12-01 Fixed 5.95000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAJ3 445000.00000000 PA USD 413373.74000000 0.033841877932 Long DBT US N 2 2030-01-15 Fixed 3.10000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AV5 285000.00000000 PA USD 276875.53000000 0.022667109644 Long DBT CORP NL N 2 2027-04-01 Fixed 1.72600000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EN5 525000.00000000 PA USD 530438.62000000 0.043425687922 Long DBT CORP GB N 2 2030-11-19 Fixed 5.28600000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AG8 710000.00000000 PA USD 698970.08000000 0.057222938558 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N ANCHOR MTG TR 2024 RTL1 N/A 03332JAA9 2000000.00000000 PA USD 2034771.00000000 0.166581630951 Long ABS-MBS CORP US N 2 2031-03-25 Variable 8.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MREL7 4147691.14000000 PA USD 3872804.20000000 0.317056828504 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBV0 1040000.00000000 PA USD 1013215.81000000 0.082949453346 Long DBT CORP US N 2 2034-10-15 Fixed 5.00000000 N N N N N PG&E WILDFIRE RECOVERY N/A 693342AB3 465000.00000000 PA USD 439270.25000000 0.035961960669 Long DBT CORP US N 2 2036-06-01 Fixed 4.26300000 N N N N N N American Homes 4 Rent N/A 02666AAE8 500000.00000000 PA USD 498751.95000000 0.040831579215 Long ABS-O CORP US N 2 2052-04-17 Fixed 5.63900000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2U7 586000.00000000 PA USD 510757.08000000 0.041814409290 Long DBT CORP FR N 2 2033-01-20 Fixed 3.13200000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 47214BAC2 845000.00000000 PA USD 912230.74000000 0.074682057329 Long DBT CORP LU N 2 2034-03-15 Fixed 6.75000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 1153000.00000000 PA USD 999011.82000000 0.081786608082 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 430000.00000000 PA USD 386678.34000000 0.031656392061 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAF5 840000.00000000 PA USD 840561.83000000 0.068814702272 Long DBT CORP GB N 2 2028-03-27 Fixed 5.20000000 N N N N N N Multifamily Structured Credit Risk N/A 35563HAA5 1325415.69000000 PA USD 1350873.35000000 0.110592634675 Long ABS-MBS USGSE US N 2 2052-05-25 Floating 8.59000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05525MAG1 1200000.00000000 PA USD 787872.00000000 0.064501117197 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.21400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXS45 1309627.61000000 PA USD 1160071.29000000 0.094972145518 Long ABS-MBS USGSE US N 2 2061-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VUE60 3502431.47000000 PA USD 3635489.54000000 0.297628468697 Long ABS-MBS USGA US N 2 2071-11-20 Floating 5.98500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3A0 815000.00000000 PA USD 833303.46000000 0.068220477608 Long DBT CORP FR N 2 2033-01-13 Fixed 5.78600000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873CAA2 480865.77000000 PA USD 480695.83000000 0.039353369668 Long ABS-O CORP US N 2 2051-02-27 Variable 5.89300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LLML2 3145000.00000000 PA USD 3228284.44000000 0.264291601949 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 5.08000000 N N N N N N CADENCE DESIGN SYS INC GCT7RXJOGLXPV0NXZY22 127387AP3 953000.00000000 PA USD 930501.25000000 0.076177818451 Long DBT CORP US N 2 2034-09-10 Fixed 4.70000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23341CAE3 590000.00000000 PA USD 594301.38000000 0.048653972932 Long DBT CORP NO N 2 2030-11-05 Fixed 4.85300000 N N N N N AIR CANADA 2017-1A PTT N/A 00908PAB3 484387.20000000 PA USD 452495.10000000 0.037044646181 Long DBT CORP CA N 2 2030-01-15 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MREP8 3200214.60000000 PA USD 2987939.15000000 0.244615132018 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 10400000.00000000 PA USD 6560937.55000000 0.537127606817 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UAL4 50822.71000000 PA USD 50922.27000000 0.004168879342 Long ABS-MBS USGA US N 2 2063-09-20 Floating 5.17300000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407N5P4 253450.19000000 PA USD 255108.60000000 0.020885105330 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955WAA2 1029929.74000000 PA USD 1004845.70000000 0.082264213300 Long ABS-O CORP US N 2 2026-05-25 Fixed 3.22800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TG3 2280000.00000000 PA USD 1655404.69000000 0.135523856564 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N MRCD Mortgage Trust N/A 55348UAQ1 1997000.00000000 PA USD 1465817.97000000 0.120002864263 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.71800000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECU7 485000.00000000 PA USD 483453.01000000 0.039579093123 Long DBT CORP GB N 2 2030-09-10 Fixed 4.94200000 N N N N N N Flagship Credit Auto Trust N/A 33845XAD9 503490.09000000 PA USD 498403.33000000 0.040803038564 Long ABS-O CORP US N 2 2027-02-16 Fixed 2.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJKJ4 2700000.00000000 PA USD 2659945.45000000 0.217763105186 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 4.33000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RE0 4325000.00000000 PA USD 3784375.00000000 0.309817350273 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N Global Mortgage Securitization Ltd N/A 378961AB2 43278.44000000 PA USD 42499.69000000 0.003479343707 Long ABS-MBS CORP KY N 2 2032-11-25 Floating 4.75500000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 500000.00000000 PA USD 570145.96000000 0.046676428894 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDU0 1115000.00000000 PA USD 1122902.07000000 0.091929194105 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N TD Prime Services LLC 549300ZBQI1JB1844X09 000000000 200000.00000000 PA USD 200000.00000000 0.016373501583 Long RA CORP US N 2 Repurchase Y 4.43000000 2025-04-01 3073.02000000 USD 220027.10000000 USD EQT N N BNP Paribas Financial Markets SNC 6EWKU0FGVX5QQJHFGT48 000000000 61698.00000000 PA USD 61698.00000000 0.005051061503 Long RA CORP US N 2 Repurchase Y 4.39000000 2025-04-01 69811.58000000 USD 63005.16000000 USD UST N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEF5 900000.00000000 PA USD 601585.77000000 0.049250327788 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312935BK4 442171.91000000 PA USD 446610.88000000 0.036562919754 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N TD Prime Services LLC 549300ZBQI1JB1844X09 000000000 100000.00000000 PA USD 100000.00000000 0.008186750791 Long RA CORP US N 2 Repurchase Y 4.43000000 2025-04-01 1324.14000000 USD 110013.56000000 USD EQT N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFHK7 1114167.61000000 PA USD 1031445.51000000 0.084441873455 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.98000000 N N N N N N DataBank Issuer LLC N/A 23802WAA9 1950000.00000000 PA USD 1893911.76000000 0.155049836005 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.06000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBG4 845000.00000000 PA USD 722812.39000000 0.059174849060 Long DBT US N 2 2030-10-15 Fixed 1.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 396000.00000000 PA USD 268371.19000000 0.021970880522 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LEAN7 4300000.00000000 PA USD 3666072.20000000 0.300132194857 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 1.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AQX8 101057.28000000 PA USD 105368.70000000 0.008626272881 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 6.00000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAM8 760000.00000000 PA USD 693675.33000000 0.056789470570 Long DBT CORP LU N 2 2031-12-01 Fixed 3.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BJ6 258000.00000000 PA USD 262683.11000000 0.021505211587 Long DBT CORP CH N 2 2030-02-08 Fixed 5.42800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VUEL7 3010893.57000000 PA USD 3130594.35000000 0.256293957733 Long ABS-MBS USGA US N 2 2071-09-20 Floating 6.04300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374VZX0 688641.18000000 PA USD 689332.64000000 0.056433945362 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.00000000 N N N N N N RBC US GOVT MONEY MKT FUND N/A 74926P696 560000.00000000 NS USD 560000.00000000 0.045845804433 Long STIV RF US N 1 N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DW5 380000.00000000 PA USD 280357.59000000 0.022952177218 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A8Q52 181472.88000000 PA USD 179049.55000000 0.014658340452 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 4.95400000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AJ9 610000.00000000 PA USD 423385.79000000 0.034661539514 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 730000.00000000 PA USD 739326.81000000 0.060526843470 Long DBT CORP GB N 2 2028-01-05 Fixed 5.46200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 6585000.00000000 PA USD 6488282.81000000 0.531179544315 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BS52 662723.59000000 PA USD 661495.96000000 0.054155025742 Long ABS-MBS USGA US N 2 2063-04-20 Floating 4.92300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B32G4 1909225.68000000 PA USD 1830676.13000000 0.149872892566 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N NY STATE ELECTRIC & GAS 549300GEC6J0YHUXA160 649840CQ6 434000.00000000 PA USD 425052.36000000 0.034797977447 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N HACKENSACK MERIDIAN HLTH 5493001CB3OCWTEJY668 404530AD9 700000.00000000 PA USD 450627.96000000 0.036891788082 Long DBT CORP US N 2 2050-09-01 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HLNL3 807147.92000000 PA USD 777251.15000000 0.063631614676 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N FIRSTENERGY PENN ELECTRI O1PLQWO3TX952VMBJ146 708696BY4 113000.00000000 PA USD 108940.35000000 0.008918674966 Long DBT CORP US N 2 2028-03-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M4H21 219280.76000000 PA USD 204410.39000000 0.016734569221 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEZ3 84000.00000000 PA USD 81411.69000000 0.006664972175 Long DBT CORP US N 2 2035-12-09 Fixed 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BD74 322424.45000000 PA USD 321298.64000000 0.026303918953 Long ABS-MBS USGA US N 2 2062-12-20 Floating 4.76300000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CQ1 120000.00000000 PA USD 120911.12000000 0.009898692073 Long DBT CORP US N 2 2055-03-15 Fixed 6.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B2HA3 3675613.42000000 PA USD 3585038.22000000 0.293498144858 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.35500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHLE7 2099809.75000000 PA USD 1898459.77000000 0.155422170250 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 345000.00000000 PA USD 333381.33000000 0.027293098673 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PW2 720000.00000000 PA USD 724921.88000000 0.059347547750 Long DBT UST US N 2 2038-02-15 Fixed 4.37500000 N N N N N N PG&E RECOVERY FND LLC N/A 71710TAF5 630000.00000000 PA USD 630410.58000000 0.051610143149 Long DBT CORP US N 2 2047-07-15 Fixed 5.53600000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 1110000.00000000 PA USD 999181.19000000 0.081800473982 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAN7 795000.00000000 PA USD 813323.10000000 0.066584735328 Long DBT CORP FR N 2 2036-01-09 Fixed 5.86200000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BC7 400000.00000000 PA USD 389181.24000000 0.031861298246 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YLKH6 2924152.88000000 PA USD 2852642.66000000 0.233538745551 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 5.00000000 N N N N N N SIGECO SECURITIZATION I N/A 82655KAA9 567611.08000000 PA USD 567210.43000000 0.046436104368 Long DBT CORP US N 2 2036-11-15 Fixed 5.02600000 N N N N N N GAIF BOND ISSUER P/L 2138007UNQRHCRSBNZ86 361435AA8 632000.00000000 PA USD 620456.92000000 0.050795261810 Long DBT CORP AU N 2 2026-09-30 Fixed 3.40000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H7ZB2 3100000.00000000 PA USD 2802009.40000000 0.229393526737 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 2.92000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JM4A4 1221050.68000000 PA USD 1173796.13000000 0.096095763965 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HN6 404000.00000000 PA USD 359739.51000000 0.029450977182 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 779000.00000000 PA USD 547078.82000000 0.044787979627 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABY0 385000.00000000 PA USD 257754.71000000 0.021101735761 Long DBT CORP US N 2 2060-11-15 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GHFX6 167697.02000000 PA USD 164907.60000000 0.013500574248 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 4.00000000 N N N N N N HERO Funding Trust 549300Z5C0ID42MSJA91 42771AAB2 583585.15000000 PA USD 525422.66000000 0.043015043777 Long ABS-O CORP KY N 2 2048-09-20 Fixed 3.95000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060BL9 228000.00000000 PA USD 227668.38000000 0.018638642902 Long DBT CORP JP N 2 2044-07-05 Fixed 5.65000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AH3 400000.00000000 PA USD 376935.28000000 0.030858752019 Long DBT CORP US N 2 2041-09-15 Fixed 5.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMG3 30605000.00000000 PA USD 30997126.56000000 2.537657504053 Long DBT UST US N 2 2030-01-31 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7JJ5 856561.02000000 PA USD 831683.39000000 0.068087846515 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AGZH8 294488.93000000 PA USD 213169.49000000 0.017451654910 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAL7 325000.00000000 PA USD 279174.35000000 0.022855308308 Long DBT US N 2 2031-08-16 Fixed 2.50000000 N N N N N CHILDREN'S HOSPITAL/DC 549300C1PQZDYQ6KZS51 16876DAA6 540000.00000000 PA USD 346367.27000000 0.028356225218 Long DBT CORP US N 2 2050-07-15 Fixed 2.92800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NXY6 31901.40000000 PA USD 32407.36000000 0.002653109801 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.00000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13648TAF4 597000.00000000 PA USD 523970.78000000 0.042896181979 Long DBT CORP CA N 2 2048-05-01 Fixed 4.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334X5 2000000.00000000 PA USD 1365967.00000000 0.111828314186 Long DBT UST US N 2 2034-02-15 None 0.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818ER5 200000.00000000 PA USD 148882.39000000 0.012188630242 Long DBT CORP US N 2 2067-09-15 Fixed 4.10000000 N N N N N N Sequoia Mortgage Trust N/A 81744FDV6 272929.79000000 PA USD 250073.18000000 0.020472868043 Long ABS-MBS CORP US N 2 2034-10-20 Floating 5.11400000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJY9 620000.00000000 PA USD 551068.96000000 0.045114642445 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 365000.00000000 PA USD 357629.10000000 0.029278203175 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166BAF9 2800000.00000000 PA USD 2824437.56000000 0.231229664304 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.98000000 N N N N N N GLS Auto Receivables Trust N/A 36267PAG1 1251000.00000000 PA USD 1265897.16000000 0.103635845768 Long ABS-O CORP US N 2 2029-05-15 Fixed 6.01000000 N N N N N N COOF Securitization Trust N/A 12631UAA3 199598.33000000 PA USD 12787.87000000 0.001046911048 Long ABS-O USGA US N 2 2040-06-25 Variable 3.05800000 N N N N N N EASTERN ENERGY GAS 549300BFOD6TDMVV4O24 27636AAC6 325000.00000000 PA USD 339868.72000000 0.027824205125 Long DBT CORP US N 2 2055-01-15 Fixed 6.20000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2U5 520000.00000000 PA USD 534636.77000000 0.043769380000 Long DBT CORP CA N 2 2028-07-17 Fixed 5.52300000 N N N N N N HARTFORD HEALTHCARE CORP 549300W3L482NUDOFF24 41652PAC3 1100000.00000000 PA USD 785253.95000000 0.064286783968 Long DBT CORP US N 2 2054-07-01 Fixed 3.44700000 N N N N N N Bridge Trust N/A 10805VAE7 2257000.00000000 PA USD 2237415.33000000 0.183171617242 Long ABS-O CORP US N 2 2037-11-17 Fixed 4.45000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCJ8 591000.00000000 PA USD 507213.72000000 0.041524323237 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N TEXAS HEALTH RESOURCES 54930008C10TUBW7Z611 882484AC2 340000.00000000 PA USD 194721.41000000 0.015941356574 Long DBT CORP US N 2 2050-11-15 Fixed 2.32800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGNV4 3500000.00000000 PA USD 3319252.72000000 0.271738948332 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.75000000 N N N N N N SLG Office Trust N/A 78449RAA3 3090000.00000000 PA USD 2654234.91000000 0.217295597507 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.58500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7FD2 91804.83000000 PA USD 88689.36000000 0.007260776881 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RJ9 238000.00000000 PA USD 187517.97000000 0.015351628893 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7K46 768678.52000000 PA USD 744902.02000000 0.060983272019 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 179000.00000000 PA USD 176841.84000000 0.014477600736 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012725AD9 350000.00000000 PA USD 315093.29000000 0.025795902413 Long DBT CORP US N 2 2044-12-01 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXQS4 1856102.57000000 PA USD 1660671.54000000 0.135955040448 Long ABS-MBS USGSE US N 2 2060-03-01 Fixed 3.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 675000.00000000 PA USD 679186.33000000 0.055603292248 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UDJ6 254542.69000000 PA USD 254810.65000000 0.020860712906 Long ABS-MBS USGA US N 2 2064-02-20 Floating 5.07300000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BCGS3 852260.04000000 PA USD 800899.44000000 0.065567641244 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 1.20000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBM2 200000.00000000 PA USD 178607.72000000 0.014622168931 Long DBT US N 2 2030-04-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GTFZ8 479681.24000000 PA USD 454632.79000000 0.037219653534 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AWYK4 2562544.76000000 PA USD 2578527.68000000 0.211097635256 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAQ0 405000.00000000 PA USD 409472.91000000 0.033522526701 Long DBT CORP DE N 2 2029-01-10 Fixed 5.37300000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBX7 960000.00000000 PA USD 956445.38000000 0.078301799719 Long DBT CORP US N 2 2034-06-01 Fixed 5.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGX6 346000.00000000 PA USD 335875.97000000 0.027497328633 Long DBT CORP US N 2 2035-02-15 Fixed 4.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGR53 4357000.00000000 PA USD 4062982.49000000 0.332626251166 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.54000000 N N N N N N MITSUBISHI HC FIN AMER 3538008O2MCHLB9FAL82 606790AB9 915000.00000000 PA USD 944169.35000000 0.077296791736 Long DBT CORP US N 2 2028-09-12 Fixed 5.80700000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 600000.00000000 PA USD 557125.09000000 0.045610442716 Long DBT US N 2 2028-04-01 Fixed 2.25000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BS1 1760000.00000000 PA USD 1255831.88000000 0.102811826378 Long DBT CORP US N 2 2040-10-01 Fixed 2.60000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 840000.00000000 PA USD 529722.65000000 0.043367073242 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 820000.00000000 PA USD 806281.78000000 0.066008280007 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535PAA0 2370000.00000000 PA USD 2408430.74000000 0.197172222674 Long ABS-O CORP US N 2 2033-12-15 Fixed 6.13000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BE3 450000.00000000 PA USD 454788.51000000 0.037232401942 Long DBT CORP US N 2 2031-01-15 Fixed 5.27200000 N N N N N N SCF Equipment Trust Llc N/A 784024AE1 2385000.00000000 PA USD 2455638.93000000 0.201037039542 Long ABS-O CORP US N 2 2033-08-22 Fixed 6.77000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 781000.00000000 PA USD 749129.39000000 0.061329356266 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22534QAE1 2600000.00000000 PA USD 2666318.72000000 0.218284868918 Long ABS-O CORP US N 2 2033-02-15 Fixed 8.45000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBA6 539000.00000000 PA USD 496550.75000000 0.040651372456 Long DBT CORP JP N 2 2030-09-13 Fixed 2.86900000 N N N N N N NEW ENGLAND POWER CO 549300DTVRGN9GYD5U85 644188BF0 280000.00000000 PA USD 211365.84000000 0.017303994579 Long DBT CORP US N 2 2047-12-05 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LLFY2 1300000.00000000 PA USD 1293569.33000000 0.105901297364 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.52000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 2455000.00000000 PA USD 2489204.29000000 0.203784951918 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.56000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DQ5 580000.00000000 PA USD 608241.06000000 0.049795179794 Long DBT CORP US N 2 2029-05-01 Fixed 6.29800000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 494553AD2 688000.00000000 PA USD 693732.48000000 0.056794149298 Long DBT CORP US N 2 2029-02-01 Fixed 5.00000000 N N N N N N MLCC Mortgage Investors Inc N/A 589929Y36 78902.25000000 PA USD 75109.47000000 0.006149025129 Long ABS-MBS CORP US N 2 2028-10-25 Floating 5.05500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LVMQ9 4174768.87000000 PA USD 3326447.90000000 0.272327999788 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AD3 825000.00000000 PA USD 721672.88000000 0.059081560216 Long DBT CORP AU N 2 2036-03-03 Fixed 3.05200000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAN6 1425000.00000000 PA USD 1434140.81000000 0.117409534116 Long DBT CORP US N 2 2032-04-01 Fixed 5.30000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAE0 1910000.00000000 PA USD 1969591.24000000 0.161245526433 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBK5 255000.00000000 PA USD 161022.20000000 0.013182486233 Long DBT US N 2 2051-01-15 Fixed 2.95000000 N N N N N Firstkey Homes Trust N/A 33768NAG7 1320000.00000000 PA USD 1315767.95000000 0.107718643063 Long ABS-O CORP US N 2 2039-05-19 Fixed 5.19700000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAM2 848000.00000000 PA USD 713424.57000000 0.058406291632 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BR95 50277.31000000 PA USD 47706.25000000 0.003905591799 Long ABS-MBS USGA US N 2 2063-04-20 Fixed 1.65000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BK84 18525.07000000 PA USD 17228.04000000 0.001410416701 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 1.65000000 N Y N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAN6 700000.00000000 PA USD 605187.81000000 0.049545217826 Long DBT CORP US N 2 2030-06-27 Fixed 1.96000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 1165000.00000000 PA USD 1025189.22000000 0.083929686584 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 855000.00000000 PA USD 737651.31000000 0.060389674461 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334Y3 2600000.00000000 PA USD 1732417.15000000 0.141828674743 Long DBT UST US N 2 2034-08-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QZ4 1160000.00000000 PA USD 952060.94000000 0.077942856542 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AG0 1050000.00000000 PA USD 1019955.87000000 0.083501245262 Long DBT CORP US N 2 2027-08-01 Fixed 3.61600000 N N N N N N Baxalta Inc 5493000JW8DCO3T45R55 07177MAN3 27000.00000000 PA USD 25558.48000000 0.002092409063 Long DBT CORP US N 2 2045-06-23 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LFB94 4050000.00000000 PA USD 3479867.28000000 0.284888062095 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.01000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BCGU8 13219878.72000000 PA USD 600029.14000000 0.049122890369 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKCX9 3000000.00000000 PA USD 2913315.03000000 0.238505841283 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.17000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAX1 795000.00000000 PA USD 804115.31000000 0.065830916507 Long DBT CORP GB N 2 2035-01-05 Fixed 5.67900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNHF2 2495941.25000000 PA USD 2184104.52000000 0.178807194082 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N DREYFUS TREASURY & AGENCY LEX N/A 261908107 700000.00000000 NS USD 700000.00000000 0.057307255541 Long STIV RF US N 1 N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XHSM7 3261194.51000000 PA USD 3051223.71000000 0.249796081234 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLW9 2720000.00000000 PA USD 2728075.00000000 0.223340701660 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N Freddie Mac - SCRT N/A 35563PFP9 2132727.77000000 PA USD 2007250.44000000 0.164328591288 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 4.00000000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAV1 870000.00000000 PA USD 578459.42000000 0.047357031146 Long DBT CORP FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAY8 690000.00000000 PA USD 537412.60000000 0.043996630285 Long DBT CORP US N 2 2039-08-16 Fixed 2.99500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 380000.00000000 PA USD 193636.72000000 0.015852555707 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N PG&E RECOVERY FND LLC N/A 71710TAH1 495000.00000000 PA USD 493562.99000000 0.040406771991 Long DBT CORP US N 2 2042-06-01 Fixed 5.23100000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 677000.00000000 PA USD 593524.15000000 0.048590343049 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 42217KAX4 225000.00000000 PA USD 243489.07000000 0.019933843365 Long DBT US N 2 2041-03-15 Fixed 6.50000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 540000.00000000 PA USD 481447.25000000 0.039414886550 Long DBT CORP JP N 2 2030-07-16 Fixed 2.67900000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 295000.00000000 PA USD 243105.66000000 0.019902454544 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LFW91 3150000.00000000 PA USD 2861196.79000000 0.234239050857 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 2.51000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518CX2 191000.00000000 PA USD 153345.98000000 0.012554053231 Long DBT CORP US N 2 2064-08-31 Fixed 4.35000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2G6 600000.00000000 PA USD 612175.58000000 0.050117289142 Long DBT CORP US N 2 2027-06-10 Fixed 5.87500000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBK3 528000.00000000 PA USD 548509.28000000 0.044905087822 Long DBT CORP CL N 2 2036-01-26 Fixed 6.44000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AN8 555000.00000000 PA USD 566086.04000000 0.046344053361 Long DBT CORP GB N 2 2035-03-01 Fixed 5.77800000 N N N N N N NATIONWIDE CHILDREN HOSP 549300P18KU1WR8JWZ05 63861UAA7 181000.00000000 PA USD 158250.70000000 0.012955590435 Long DBT CORP US N 2 2052-11-01 Fixed 4.55600000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 211000.00000000 PA USD 206975.88000000 0.016944599494 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833XZ8 12775000.00000000 PA USD 10023775.23000000 0.820621497999 Long DBT UST US N 2 2031-02-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMGY7 3831309.72000000 PA USD 3760210.46000000 0.307839059603 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N LFT CRE LLC N/A 50203JAG3 3280000.00000000 PA USD 3264620.08000000 0.267266310245 Long ABS-CBDO CORP KY N 2 2039-06-15 Floating 6.38400000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48249GAA2 100303.74000000 PA USD 4451.62000000 0.000364443035 Long ABS-O USGA US N 2 2040-04-25 Variable 2.40100000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LAP4 287442.13000000 PA USD 270328.52000000 0.022131122251 Long ABS-MBS CORP US N 2 2034-03-19 Floating 5.13100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVA3 885765.24000000 PA USD 823427.66000000 0.067411970474 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEP2 2865000.00000000 PA USD 2650572.66000000 0.216995778227 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 09778PAC9 625000.00000000 PA USD 428659.21000000 0.035093261268 Long DBT CORP US N 2 2050-06-01 Fixed 3.20500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LHBH2 3411180.00000000 PA USD 3243011.18000000 0.265497243453 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.80000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAJ0 250000.00000000 PA USD 219248.27000000 0.017949309480 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835MAA9 55425.22000000 PA USD 55412.50000000 0.004536483282 Long ABS-O CORP US N 2 2051-02-27 Variable 5.89300000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAH5 855000.00000000 PA USD 718105.36000000 0.058789496245 Long DBT CORP US N 2 2032-01-15 Fixed 2.35000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAS1 90000.00000000 PA USD 90949.77000000 0.007445831015 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Q8 835000.00000000 PA USD 841788.59000000 0.068915134056 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BDXR4 6495865.51000000 PA USD 452039.49000000 0.037007346526 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 1.90700000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835DAA9 548665.29000000 PA USD 548402.48000000 0.044896344373 Long ABS-O CORP US N 2 2051-05-25 Variable 4.99200000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DL9 427000.00000000 PA USD 368619.30000000 0.030177943461 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 685000.00000000 PA USD 708167.56000000 0.057975913324 Long DBT CORP FR N 2 2036-01-14 Fixed 6.29300000 N N N N N N Structured Asset Securities Corporation N/A 86359A5B5 72434.70000000 PA USD 71940.78000000 0.005889612376 Long ABS-MBS CORP US N 2 2033-11-25 Variable 5.77200000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CA0 635000.00000000 PA USD 398874.66000000 0.032654874385 Long DBT CORP US N 2 2051-08-15 Fixed 2.95000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081EQ6 1250000.00000000 PA USD 1309243.53000000 0.107184505057 Long DBT CORP US N 2 2034-04-01 Fixed 5.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y9AV3 808589.05000000 PA USD 742668.02000000 0.060800380007 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAH4 1305000.00000000 PA USD 1321107.08000000 0.108155744331 Long DBT CORP FR N 2 2030-01-09 Fixed 5.17600000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAE6 320000.00000000 PA USD 319473.91000000 0.026154532856 Long DBT CORP US N 2 2054-06-01 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397CP60 569652.48000000 PA USD 49009.88000000 0.004012316738 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 1.93700000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAG1 599653.94000000 PA USD 582097.58000000 0.047654878239 Long DBT CORP US N 2 2040-06-15 Fixed 4.69700000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAE3 200000.00000000 PA USD 196811.00000000 0.016112426100 Long DBT CORP US N 2 2036-01-09 Fixed 5.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375LGP9 73718.29000000 PA USD 73578.12000000 0.006023657321 Long ABS-MBS USGA US N 2 2037-09-20 Floating 4.93400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395XZV0 475948.08000000 PA USD 485671.03000000 0.039760676893 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Goodgreen Trust N/A 38218AAA3 125065.03000000 PA USD 120854.47000000 0.009894054279 Long ABS-O CORP US N 2 2051-10-20 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDY4 32220000.00000000 PA USD 27978539.22000000 2.290533281098 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RB6 10415000.00000000 PA USD 8202219.31000000 0.671495254298 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N KeySpan Gas East Corp K8TS3HOE1568DUBUJL44 49338CAB9 345000.00000000 PA USD 336645.09000000 0.027560294570 Long DBT CORP US N 2 2026-08-15 Fixed 2.74200000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 69359QAA2 3189645.12000000 PA USD 3186336.18000000 0.260857402442 Long ABS-O CORP US N 2 2051-10-25 Variable 5.48700000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCC7 705000.00000000 PA USD 716171.08000000 0.058631141561 Long DBT CORP CA N 2 2034-04-05 Fixed 5.62500000 N N N N N N JBS USA SARL/FOOD/GRP N/A 472140AA0 135000.00000000 PA USD 138753.00000000 0.011359362326 Long DBT CORP US N 2 2035-04-20 Fixed 5.95000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 1600000.00000000 PA USD 1765873.01000000 0.144567622626 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N UNITED AIR 2019-1 AA PTT N/A 90931CAA6 920617.43000000 PA USD 880576.74000000 0.072090623233 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N GLS Auto Receivables Trust N/A 36261AAG0 213842.24000000 PA USD 212877.28000000 0.017427732405 Long ABS-O CORP US N 2 2027-01-15 Fixed 1.68000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 90000.00000000 PA USD 68774.64000000 0.005630408384 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N GOODMAN US FIN THREE N/A 38239JAA9 387000.00000000 PA USD 376030.28000000 0.030784661924 Long DBT US N 2 2028-03-15 Fixed 3.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UKC3 1821773.73000000 PA USD 1824571.06000000 0.149373085699 Long ABS-MBS USGA US N 2 2064-06-20 Floating 4.92300000 N N N N N N UNITED AIR 2014-1 A PTT N/A 90932PAA6 288596.49000000 PA USD 285144.99000000 0.023344109726 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AY2 945000.00000000 PA USD 705039.56000000 0.057719831760 Long DBT CORP JP N 2 2040-07-09 Fixed 3.02500000 N N N N N N Exeter Automobile Receivables Trust N/A 30166DAF5 2540000.00000000 PA USD 2585788.07000000 0.211692025292 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BF64 43.74000000 PA USD 43.34000000 0.000003548137 Long ABS-MBS USGA US N 2 2060-08-20 Floating 4.72300000 N Y N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DS6 731000.00000000 PA USD 724586.51000000 0.059320091843 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DZ9 635000.00000000 PA USD 641823.89000000 0.052544522395 Long DBT CORP US N 2 2036-01-30 Fixed 5.44200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AHPA2 638003.19000000 PA USD 631993.97000000 0.051739771342 Long ABS-MBS USGSE US N 2 2043-12-25 Floating 5.05400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SA7 1580000.00000000 PA USD 1204379.68000000 0.098599562987 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AP7 740000.00000000 PA USD 740164.71000000 0.060595440255 Long DBT CORP CA N 2 2030-03-25 Fixed 5.03700000 N N N N N N Goodgreen Trust N/A 38217VAA8 185774.44000000 PA USD 171467.73000000 0.014037635743 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.74000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LAA7 334985.85000000 PA USD 318060.32000000 0.026038805765 Long ABS-MBS CORP US N 2 2034-01-19 Floating 5.13100000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBH5 685000.00000000 PA USD 627067.69000000 0.051336469075 Long DBT CORP US N 2 2054-09-15 Fixed 5.75000000 N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DN5 394000.00000000 PA USD 339663.46000000 0.027807401000 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N Goldman Sachs Fin Square Govt Fd N/A 38141W273 700000.00000000 NS USD 700000.00000000 0.057307255541 Long STIV RF US N 1 N N APA INFRASTRUCTURE LTD 261700SS8OEHDOCOUJ33 00205GAD9 687000.00000000 PA USD 681339.35000000 0.055779554630 Long DBT CORP AU N 2 2027-07-15 Fixed 4.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBD6 990000.00000000 PA USD 1012266.16000000 0.082871707867 Long DBT CORP IE N 2 2027-01-15 Fixed 6.10000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 397000.00000000 PA USD 261792.57000000 0.021432305297 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 30161MAJ2 1260000.00000000 PA USD 1240865.93000000 0.101586601348 Long DBT CORP US N 2 2041-10-01 Fixed 5.75000000 N N N N N N IDENTITY DIGITAL CAP LLC N/A 45175XAB7 2500000.00000000 PA USD 2500000.00000000 0.204668769792 Long DBT CORP US N 3 2065-03-20 Fixed 6.79300000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 103000.00000000 PA USD 95801.92000000 0.007843064444 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DE2 220000.00000000 PA USD 217498.80000000 0.017806084730 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCK3 183000.00000000 PA USD 178818.29000000 0.014639407772 Long DBT CORP US N 2 2026-08-15 Fixed 2.85000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BF6 730000.00000000 PA USD 705745.95000000 0.057777662148 Long DBT CORP US N 2 2034-09-17 Fixed 4.65000000 N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91086QAZ1 500000.00000000 PA USD 391625.00000000 0.032061362787 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BS37 479103.27000000 PA USD 478707.39000000 0.039190581040 Long ABS-MBS USGA US N 2 2063-04-20 Floating 4.90300000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 40414LAR0 600000.00000000 PA USD 569236.52000000 0.046601975307 Long DBT US N 2 2029-07-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418NXW5 139541.30000000 PA USD 137792.18000000 0.011280702387 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AW7J0 2225206.09000000 PA USD 2173957.15000000 0.177976454188 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 3.06100000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAJ2 194000.00000000 PA USD 189641.48000000 0.015525475365 Long DBT CORP US N 2 2026-09-01 Fixed 2.95000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNVJ2 2142413.41000000 PA USD 2000192.27000000 0.163750756499 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394UN32 406381.58000000 PA USD 420482.82000000 0.034423880595 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N HACKENSACK MERIDIAN HLTH 5493001CB3OCWTEJY668 404530AC1 1180000.00000000 PA USD 831607.34000000 0.068081620491 Long DBT CORP US N 2 2041-09-01 Fixed 2.67500000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BY9 660000.00000000 PA USD 635015.99000000 0.051987176588 Long DBT CORP JP N 2 2027-07-20 Fixed 1.53800000 N N N N N N PACIFIC LIFE INSURANCE C 8WC3XYHE06SQFW7CQK10 69448FAA9 200000.00000000 PA USD 159920.56000000 0.013092297711 Long DBT CORP US N 2 2067-10-24 Fixed 4.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXDK2 3511161.17000000 PA USD 3644909.02000000 0.298399618051 Long ABS-MBS USGA US N 2 2072-04-20 Floating 5.94400000 N N N N N N F&G ANNUITIES & LIFE INC N/A 30190AAF1 330000.00000000 PA USD 335912.86000000 0.027500348725 Long DBT CORP US N 2 2029-06-04 Fixed 6.50000000 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 341606.40000000 PA USD 319997.54000000 0.026197401139 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N PEPPERDINE UNIV 549300G0RVHY0VSFWD76 71338QAC0 450000.00000000 PA USD 294173.40000000 0.024083243153 Long DBT CORP US N 2 2059-12-01 Fixed 3.30100000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A3G5 635000.00000000 PA USD 645792.96000000 0.052869460265 Long DBT CORP CA N 2 2032-01-30 Fixed 5.29800000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAH9 1085000.00000000 PA USD 1051602.88000000 0.086092107103 Long DBT CORP US N 2 2055-02-15 Fixed 5.96200000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 935000.00000000 PA USD 704927.92000000 0.057710692071 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PL9 1000000.00000000 PA USD 1005642.05000000 0.082329408489 Long DBT CORP US N 2 2035-06-11 Fixed 5.44900000 N N N N N N ALLSPRING GOVT FUND LEX N/A 09248U700 200000.00000000 NS USD 200000.00000000 0.016373501583 Long STIV RF US N 1 N N HERO Funding Trust N/A 42771XAC0 486692.84000000 PA USD 447920.50000000 0.036670135079 Long ABS-O CORP US N 2 2047-09-20 Fixed 4.46000000 N N N N N N 6297782 LLC 254900Z1WAY7QFQ7O850 83007CAC6 225000.00000000 PA USD 223256.22000000 0.018277430358 Long DBT CORP US N 2 2029-10-01 Fixed 5.02600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAT0 988000.00000000 PA USD 974676.33000000 0.079794322162 Long DBT CORP US N 2 2030-09-19 Fixed 4.54200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7D51 744842.84000000 PA USD 722275.40000000 0.059130887027 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.50000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAN8 620000.00000000 PA USD 557803.54000000 0.045665985727 Long DBT CORP CA N 2 2035-03-15 Fixed 4.12500000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B1LF9 1144412.19000000 PA USD 1087779.47000000 0.089053794372 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 3.06500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BR61 62.75000000 PA USD 62.51000000 0.000005117537 Long ABS-MBS USGA US N 2 2062-04-20 Floating 4.97300000 N Y N N N N MLCC Mortgage Investors Inc N/A 5899292M9 81865.52000000 PA USD 77435.19000000 0.006339426030 Long ABS-MBS CORP US N 2 2028-10-25 Floating 5.07500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RN28 488368.26000000 PA USD 489567.11000000 0.040079639253 Long ABS-MBS USGA US N 2 2066-12-20 Floating 5.42300000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GH0 300000.00000000 PA USD 320651.20000000 0.026250914654 Long DBT CORP US N 2 2036-10-01 Fixed 6.00000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAV7 505000.00000000 PA USD 515492.79000000 0.042202110066 Long DBT CORP GB N 2 2031-04-15 Fixed 5.69400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VUET0 3281208.39000000 PA USD 3398952.26000000 0.278263751054 Long ABS-MBS USGA US N 2 2071-10-20 Floating 5.99100000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BW5 570000.00000000 PA USD 600459.74000000 0.049158142518 Long DBT CORP US N 2 2041-08-04 Fixed 7.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CK3 1600000.00000000 PA USD 1400314.29000000 0.114640241222 Long DBT CORP DE N 2 2032-05-28 Fixed 3.03500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 3640000.00000000 PA USD 3167795.32000000 0.259339508439 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBC5 720000.00000000 PA USD 694818.32000000 0.056883044313 Long DBT CORP FR N 2 2027-06-09 Fixed 1.79200000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABJ9 440000.00000000 PA USD 433977.92000000 0.035528690801 Long DBT CORP DK N 2 2030-10-02 Fixed 4.61300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 278000.00000000 PA USD 271919.92000000 0.022261406203 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 1400000.00000000 PA USD 1419445.09000000 0.116206432143 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N Bridge Trust N/A 10805VAJ6 1500000.00000000 PA USD 1497446.25000000 0.122592192727 Long ABS-O CORP US N 2 2037-11-17 Fixed 6.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LH3Z1 2025000.00000000 PA USD 1926902.28000000 0.157750687663 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.80500000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAP9 894000.00000000 PA USD 862888.79000000 0.070642554846 Long DBT CORP US N 2 2026-04-15 Fixed 1.51200000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DB4 620000.00000000 PA USD 477260.05000000 0.039072090921 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAS2 590000.00000000 PA USD 518778.27000000 0.042471084126 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BN2 250000.00000000 PA USD 215724.14000000 0.017660797739 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N DELMARVA PWR & LIGHT CO NJ98T8DDD027ZFXUDB24 247109BT7 500000.00000000 PA USD 409751.15000000 0.033545305516 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAF4 1450000.00000000 PA USD 1403900.51000000 0.114933836117 Long DBT CORP GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPTF6 2759425.43000000 PA USD 2423966.88000000 0.198444127738 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABT3 635000.00000000 PA USD 584854.98000000 0.047880619705 Long DBT CORP US N 2 2028-01-10 Fixed 1.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJWD4 3450000.00000000 PA USD 3288247.44000000 0.269200623327 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.89500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JH7 185000.00000000 PA USD 178143.92000000 0.014584198780 Long DBT CORP US N 2 2055-03-01 Fixed 5.90000000 N N N N N N FLEX INTERMEDIATE HOLDCO 549300290TQIGM30A243 33939HAB5 425000.00000000 PA USD 335701.13000000 0.027483014918 Long DBT CORP US N 2 2039-12-30 Fixed 4.31700000 N N N N N N GUARDIAN LIFE INSURANCE N1YIDVMMKBHFYCCAIX69 401378AC8 156000.00000000 PA USD 133228.37000000 0.010907074635 Long DBT CORP US N 2 2077-01-24 Fixed 4.85000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AL9 460000.00000000 PA USD 388287.02000000 0.031788090683 Long DBT CORP US N 2 2043-01-15 Fixed 4.15000000 N N N N N N Sequoia Mortgage Trust N/A 81743PDX1 98355.52000000 PA USD 94678.76000000 0.007751114133 Long ABS-MBS CORP US N 2 2034-01-20 Floating 5.07400000 N N N N N N GLS Auto Receivables Trust N/A 36261XAG0 1163818.36000000 PA USD 1149843.58000000 0.094134828388 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.42000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZK3 920000.00000000 PA USD 888006.25000000 0.072698858702 Long DBT CORP US N 2 2028-02-24 Fixed 2.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKMU4 1577778.00000000 PA USD 1571596.42000000 0.128662682356 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 4.52000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FG6Q3 1790000.00000000 PA USD 1738650.27000000 0.142338964744 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 2.97000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QQ4 1200000.00000000 PA USD 1183031.26000000 0.096851821044 Long DBT UST US N 2 2041-05-15 Fixed 4.37500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KH9 40000.00000000 PA USD 41772.63000000 0.003419821117 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAT2 1300000.00000000 PA USD 1351604.74000000 0.110652511752 Long DBT CORP GB N 2 2029-01-10 Fixed 6.53400000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 680000.00000000 PA USD 697912.20000000 0.057136332558 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAR8 650000.00000000 PA USD 677041.46000000 0.055427697086 Long DBT US N 2 2031-01-15 Fixed 5.90000000 N N N N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 12636YAA0 214000.00000000 PA USD 209210.58000000 0.017127548814 Long DBT CORP US N 2 2027-05-09 Fixed 3.40000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AK3 675000.00000000 PA USD 632138.55000000 0.051751607746 Long DBT CORP US N 2 2052-06-01 Fixed 5.09900000 N N N N N N Freddie Mac - SCRT N/A 35563P7E3 2159725.64000000 PA USD 1859936.93000000 0.152268401341 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 460000.00000000 PA USD 398831.63000000 0.032651351626 Long DBT CORP GB N 2 2032-11-24 Fixed 2.89400000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 11600000.00000000 PA USD 8609375.00000000 0.704828075972 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N DNB NOR BANK ASA NEW YORK N/A 000000000 220019.50000000 PA USD 220019.50000000 0.018012448158 Long STIV CORP US N 2 2025-04-01 Fixed 4.29000000 N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAK7 1140000.00000000 PA USD 1144725.89000000 0.093715855862 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBJ3 400000.00000000 PA USD 410540.02000000 0.033609888337 Long DBT CORP ES N 2 2030-01-17 Fixed 5.56500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QY7 9475000.00000000 PA USD 7369773.44000000 0.603344985445 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396YWQ1 74023.19000000 PA USD 74476.13000000 0.006097175162 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 5.35400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283NB84 83738.03000000 PA USD 84029.77000000 0.006879307860 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873EAA8 458243.58000000 PA USD 458107.30000000 0.037504103009 Long ABS-O CORP US N 2 2051-05-25 Variable 4.99200000 N N N N N N Progress Residential Trust N/A 74333EAE2 1960000.00000000 PA USD 1904859.71000000 0.155946117389 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.40900000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAK1 2680000.00000000 PA USD 2532598.12000000 0.207337496639 Long ABS-O CORP US N 2 2026-10-25 Variable 3.85000000 N N N N N N PRP Advisors, LLC N/A 69380RAA3 696915.54000000 PA USD 684600.14000000 0.056046507381 Long ABS-MBS CORP US N 2 2053-11-25 Variable 4.00000000 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAC7 1445000.00000000 PA USD 1343919.71000000 0.110023357498 Long DBT CORP GB N 2 2028-04-06 Fixed 2.00000000 N N N N N N MASSACHUSETTS ELECTRIC 549300XN8GZY5U5O1B96 575634AT7 402000.00000000 PA USD 317980.92000000 0.026032305485 Long DBT CORP US N 2 2046-08-15 Fixed 4.00400000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAV1 490000.00000000 PA USD 401800.00000000 0.032894364681 Long DBT NUSS SA N 2 2033-02-02 Fixed 2.25000000 N N N N N N BRITISH AIR 18-1 AA PTT 2549007HITOHPGVGUX03 11042TAA1 355629.51000000 PA USD 343069.74000000 0.028086264655 Long DBT CORP US N 2 2031-09-20 Fixed 3.80000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAS0 505000.00000000 PA USD 502228.75000000 0.041116216166 Long DBT CORP US N 2 2030-04-10 Fixed 5.12500000 N N N N N N MNR ABS ISSUER I LLC 254900P5PAYARXBH9O74 55317XAB5 1137145.67000000 PA USD 1157640.45000000 0.094773138705 Long ABS-O CORP US N 2 2038-12-15 Fixed 8.94600000 N N N N N N First Help Financial LLC N/A 31568AAB2 2243759.95000000 PA USD 2266668.96000000 0.185566539027 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.69000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNH42 128303.03000000 PA USD 123443.97000000 0.010106050191 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AL9 300000.00000000 PA USD 288168.67000000 0.023591650872 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 92936UAE9 285000.00000000 PA USD 283424.29000000 0.023203240305 Long DBT US N 2 2026-10-01 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337R5 800000.00000000 PA USD 594309.43000000 0.048654631965 Long DBT UST US N 2 2032-05-15 None 0.00000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AK8 610000.00000000 PA USD 641444.16000000 0.052513434847 Long DBT CORP CA N 2 2028-12-04 Fixed 6.31900000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AX7E9 1891716.81000000 PA USD 1845838.14000000 0.151114168539 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 3.06200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7EJ0 428247.51000000 PA USD 413778.13000000 0.033874984333 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SS8 6800000.00000000 PA USD 3701484.39000000 0.303031302602 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Lendmark Funding Trust N/A 52604EAB6 2055000.00000000 PA USD 2066235.92000000 0.169157585538 Long ABS-O CORP US N 2 2033-05-20 Fixed 5.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LSH29 696059.29000000 PA USD 648815.62000000 0.053116917906 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UAN0 121458.90000000 PA USD 121618.12000000 0.009956572401 Long ABS-MBS USGA US N 2 2063-09-20 Floating 5.12300000 N N N N N N Sequoia Mortgage Trust N/A 81743PAT3 200130.60000000 PA USD 185925.49000000 0.015221256524 Long ABS-MBS CORP US N 2 2033-07-20 Floating 5.09400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UDS6 659616.39000000 PA USD 660251.93000000 0.054053180106 Long ABS-MBS USGA US N 2 2064-02-20 Floating 5.11300000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBD3 1670000.00000000 PA USD 1438205.35000000 0.117742287877 Long DBT CORP FR N 2 2032-06-09 Fixed 2.88900000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AWWF0 1543539.30000000 PA USD 1474368.06000000 0.120702838824 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 2.99400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31377U2W2 4699277.71000000 PA USD 4463740.09000000 0.365435277157 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.97000000 N N N N N N 2025-04-30 Brighthouse Funds Trust I Alan Otis Alan Otis Treasurer XXXX