NPORT-P false 0001414040 XXXXXXXX S000082009 C000245178 ALPS ETF TRUST 811-22175 0001414040 549300VF1907NYC4WM31 1290 BROADWAY SUITE 1000 DENVER 80203 3036232577 ALPS | Smith Core Plus Bond ETF S000082009 254900Q5ZW3UQSG4LS58 2025-11-30 2025-05-31 N 1826460744.97 5233461.08 1821227283.89 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 13208473.97000000 USD N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAZJ7 129258.87440000 PA USD 112429.95000000 0.006173306923 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 2.50000000 N N N N N N National Rural Util Coop 4NYF266XZC35SCTGX023 637432MT9 1796000.00000000 PA USD 1791495.65000000 0.098367494592 Long DBT CORP US N 2 2043-04-30 Floating 7.45161000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KDK5 312175.01600000 PA USD 329533.51000000 0.018094035429 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BRVB8 124086.41660000 PA USD 114719.53000000 0.006299023247 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A8ZZ6 8000.00000000 PA USD 6752.04000000 0.000370741206 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 3.00000000 N N N N N N Fhlmc Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FAQF8 35139303.69000000 PA USD 420775.59000000 0.023103958178 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.77000000 N N N N N N First Citizens Bancshare 549300N3Z00ZHE2XC526 31959XAF0 9850000.00000000 PA USD 9525156.85000000 0.523007585832 Long DBT CORP US N 2 2040-03-12 Variable 6.25400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CRM0 128493.44440000 PA USD 122620.01000000 0.006732823030 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816EH8 1050000.00000000 PA USD 1072528.70000000 0.058890436657 Long DBT CORP US N 2 2036-04-25 Variable 5.66700000 N N N N N N Jbs Usa Sarl/food/grp RB8RC03FUD8DSX57C193 472140AC6 4600000.00000000 PA USD 4577460.00000000 0.251339305120 Long DBT CORP US Y 2 2055-02-25 Fixed 6.37500000 N N N N N N Fanniemae-aces B1V7KEBTPIMZEU4LTD58 3136BARS5 6273355.34400000 PA USD 247644.47000000 0.013597669669 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.91800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARSQ2 48007.48750000 PA USD 44090.52000000 0.002420923538 Long ABS-MBS USGSE US N 2 2046-03-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WU63 104000.23070000 PA USD 107503.81000000 0.005902822286 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LKZ26 195000.00000000 PA USD 188700.59000000 0.010361177414 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.93000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738BE7 2500000.00000000 PA USD 2546066.68000000 0.139799502375 Long DBT CORP US N 2 2033-03-02 Fixed 5.60000000 N N N N N N Nexstar Broadcasting Inc 5493006PK6I4I2OOT688 65343HAA9 2725000.00000000 PA USD 2715806.67000000 0.149119590620 Long DBT CORP US Y 2 2027-07-15 Fixed 5.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALMQ0 785763.71160000 PA USD 741713.70000000 0.040726037137 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N Calpine Corp 43R4VPJBXTU2O15HEF41 131347CM6 1044000.00000000 PA USD 1024613.76000000 0.056259521755 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPRL7 405000.00000000 PA USD 386687.03000000 0.021232222546 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378YY86 22000.00000000 PA USD 19446.04000000 0.001067743722 Long ABS-MBS USGA US N 2 2044-02-16 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9X71 83909.61500000 PA USD 84757.67000000 0.004653876578 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.50000000 N N N N N N Cooperatieve Rabobank Ua DG3RU1DBUFHT4ZF9WN62 21684AAF3 2250000.00000000 PA USD 2227331.39000000 0.122298375919 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KAHN4 1454839.96000000 PA USD 1485915.62000000 0.081588697530 Long ABS-MBS USGA US N 2 2065-01-20 Fixed 6.50000000 N N N N N N Ubs Group Ag 549300SZJ9VS8SGXAN81 225401AZ1 16980000.00000000 PA USD 18236094.82000000 1.001308018022 Long DBT CORP CH Y 2 2033-08-12 Variable 6.53700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617WNMP4 2834480.71300000 PA USD 2243852.14000000 0.123205497734 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.00000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAL7 1500000.00000000 PA USD 1478262.92000000 0.081168502859 Long DBT CORP US N 2 2026-08-04 Fixed 3.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAE83 109040.56000000 PA USD 112229.50000000 0.006162300608 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JCSU4 259270.40000000 PA USD 264806.08000000 0.014539979844 Long ABS-MBS USGA US N 2 2064-10-20 Fixed 6.50000000 N N N N N N Vmware Llc 549300BUDHS3LRWBE814 928563AF2 5360000.00000000 PA USD 5331861.07000000 0.292761980734 Long DBT CORP US N 2 2030-05-15 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WGL4 29899.46000000 PA USD 31472.94000000 0.001728117093 Long ABS-MBS USGSE US N 2 2047-06-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBRB4 1020642.80300000 PA USD 806956.92000000 0.044308413734 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BGB34 48819.90000000 PA USD 39846.15000000 0.002187873548 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 2.00000000 N N N N N N Vmware Llc 549300BUDHS3LRWBE814 928563AL9 2550000.00000000 PA USD 2179067.87000000 0.119648321177 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N Farm Credit Bk Of Texas V1EBJIOLRNYDHDF63Z33 30767EAE9 1008000.00000000 PA USD 1045841.33000000 0.057425085778 Long DBT USGSE US N 2 9999-12-31 Variable 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AH4L3 1713056.66400000 PA USD 1732064.62000000 0.095104253890 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380TAM8 40000.00000000 PA USD 29363.00000000 0.001612264447 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSFQ1 110015.70000000 PA USD 103194.12000000 0.005666185704 Long ABS-MBS USGSE US N 2 2045-12-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381YZE7 66225.12030000 PA USD 58531.01000000 0.003213822377 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393W2R9 148624.31000000 PA USD 148437.98000000 0.008150436868 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128DFAX6 96348.24860000 PA USD 98310.70000000 0.005398046738 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y5R1 3805656.24000000 PA USD 3999503.89000000 0.219604874437 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380UX65 601165.74000000 PA USD 534474.58000000 0.029346945585 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAHY3 840540.93000000 PA USD 794964.57000000 0.043649937436 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATUF7 110428.77530000 PA USD 106346.72000000 0.005839288755 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JRSL1 138162.06000000 PA USD 141111.94000000 0.007748178453 Long ABS-MBS USGA US N 2 2064-09-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380UC92 137000.00000000 PA USD 89635.72000000 0.004921720687 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYEH0 46000.00000000 PA USD 33985.80000000 0.001866093282 Long ABS-MBS USGSE US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A2YD9 12953.98000000 PA USD 12558.68000000 0.000689572362 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 4.50000000 N N N N N N Caesars Entertain Inc 549300FA4CTCW903Y781 28470RAK8 2263000.00000000 PA USD 2267738.72000000 0.124517062755 Long DBT CORP US Y 2 2027-07-01 Fixed 8.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BTU6 17094.49190000 PA USD 17172.10000000 0.000942886159 Long ABS-MBS USGA US N 2 2062-07-20 Floating 5.01348000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYQW9 214644.31420000 PA USD 143383.56000000 0.007872908629 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AACT0 372367.98150000 PA USD 331992.31000000 0.018229043290 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178WP45 166611.54000000 PA USD 149142.99000000 0.008189147577 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BS3J0 71944.20000000 PA USD 64365.27000000 0.003534170093 Long ABS-MBS USGSE US N 2 2046-09-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382KJ87 249998.35800000 PA USD 121069.75000000 0.006647701309 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617WRPH0 350274.41000000 PA USD 290207.71000000 0.015934733273 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGUF1 1000000.00000000 PA USD 992414.15000000 0.054491504645 Long ABS-MBS USGA US N 2 2030-04-01 Fixed 4.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376K2H3 18600.08280000 PA USD 18627.99000000 0.001022826209 Long ABS-MBS USGA US N 2 2039-10-16 Floating 5.14348000 N N N N N N Goodyear Tire & Rubber 5493002BI0S2ZQUY3437 382550BS9 1350000.00000000 PA USD 1352994.30000000 0.074290249875 Long DBT CORP US N 2 2030-07-15 Fixed 6.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6BZ1 276648.52000000 PA USD 243330.13000000 0.013360777765 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AQ3S7 112556.21000000 PA USD 108260.74000000 0.005944383820 Long ABS-MBS USGSE US N 2 2044-11-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B7UT6 174253.00000000 PA USD 120196.15000000 0.006599733655 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 3.50000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAV2 4270000.00000000 PA USD 4195358.91000000 0.230358887499 Long DBT CORP US N 2 2035-09-06 Variable 5.50200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618K5V66 814078.48000000 PA USD 831467.20000000 0.045654224893 Long ABS-MBS USGA US N 2 2064-10-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LLDL2 1356000.00000000 PA USD 1364486.73000000 0.074921276551 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392XF60 18055.20000000 PA USD 17538.06000000 0.000962980302 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 5.44648000 N N N N N N United Air 2020-1 A Ptt N/A 90931GAA7 2320183.01110000 PA USD 2363576.93000000 0.129779349942 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 303250AG9 4335000.00000000 PA USD 4337653.54000000 0.238172005129 Long DBT CORP US Y 2 2033-05-15 Fixed 6.00000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BR8 4350000.00000000 PA USD 4281759.77000000 0.235102988401 Long DBT CORP US N 2 2035-08-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LMRD7 750000.00000000 PA USD 735145.64000000 0.040365397910 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 3.48500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FH6A6 53433.64900000 PA USD 53287.89000000 0.002925932994 Long ABS-MBS USGSE US N 2 2044-07-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A5FB7 50000.00000000 PA USD 41196.78000000 0.002262033979 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 3.50000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAK4 5600000.00000000 PA USD 5811372.00000000 0.319090980648 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BWFL3 222000.00000000 PA USD 177692.49000000 0.009756744343 Long ABS-MBS USGSE US N 2 2047-03-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXBR2 197258.85000000 PA USD 192343.28000000 0.010561190341 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FBYB6 240841.57960000 PA USD 249810.71000000 0.013716613637 Long ABS-MBS USGSE US N 2 2041-01-15 Variable 5.72400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LKKZ9 1333139.93600000 PA USD 1298207.71000000 0.071282026218 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABLR1 321026.97000000 PA USD 288938.18000000 0.015865025884 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AST79 63978.32950000 PA USD 57975.23000000 0.003183305593 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AHB23 167996.30000000 PA USD 160561.04000000 0.008816090194 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Targa Resources Partners 6OQWTZ1SPC04IFT4T704 87612BBL5 5800000.00000000 PA USD 5811020.17000000 0.319071662356 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAQ6 1758000.00000000 PA USD 1801742.56000000 0.098930132221 Long DBT CORP US N 2 2054-12-01 Variable 7.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378HPX8 17000.00000000 PA USD 13537.93000000 0.000743341049 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618G67G4 662611.96810000 PA USD 686446.25000000 0.037691410406 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LTU5 146000.00000000 PA USD 56774.76000000 0.003117390152 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GUX5 167377.55230000 PA USD 163438.04000000 0.008974060593 Long ABS-MBS USGSE US N 2 2040-01-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B3C89 44143.85000000 PA USD 43718.33000000 0.002400487319 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 3.00000000 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201AB4 4062000.00000000 PA USD 3864850.42000000 0.212211317839 Long DBT CORP US N 2 2029-01-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1VB7 98000.00000000 PA USD 85392.08000000 0.004688710780 Long ABS-MBS USGSE US N 2 2048-04-25 Fixed 3.50000000 N N N N N N Jpmorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEC6 5676000.00000000 PA USD 5713037.55000000 0.313691629844 Long DBT CORP US N 2 2035-01-23 Variable 5.33600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AC6W6 300000.00000000 PA USD 274135.68000000 0.015052249789 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KGMY1 3349472.94000000 PA USD 3421018.42000000 0.187841377639 Long ABS-MBS USGA US N 2 2065-01-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NQ7L6 273417.29970000 PA USD 284582.68000000 0.015625873965 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 7.50000000 N N N N N N Fhlmc Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCL44 1995225.51000000 PA USD 1921736.17000000 0.105518744804 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.48500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A4J73 172000.00000000 PA USD 155286.19000000 0.008526458579 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAL2 6692000.00000000 PA USD 7219014.61000000 0.396381861498 Long DBT CORP US N 2 2034-05-15 Fixed 6.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393RJ92 15897.99000000 PA USD 16130.48000000 0.000885692859 Long ABS-MBS USGSE US N 2 2033-06-15 Fixed 5.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DZ9 2345000.00000000 PA USD 2361354.48000000 0.129657319593 Long DBT CORP US N 2 2036-01-30 Variable 5.44200000 N N N N N N Gray Oak Pipeline Llc N/A 38937LAC5 4498000.00000000 PA USD 4442356.95000000 0.243921062971 Long DBT CORP US Y 2 2025-10-15 Fixed 2.60000000 N N N N N N Flex Intermediate Holdco 549300290TQIGM30A243 33939HAB5 4750000.00000000 PA USD 3649772.04000000 0.200401787974 Long DBT CORP US Y 2 2039-12-30 Fixed 4.31700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193UAP9 127753.89120000 PA USD 116487.62000000 0.006396105583 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377XBW1 22291.54000000 PA USD 21692.42000000 0.001191088020 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUAS3 132346.86480000 PA USD 110907.71000000 0.006089723725 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383V2S6 582282.81590000 PA USD 512810.71000000 0.028157425189 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CSC1 328003.77070000 PA USD 300235.16000000 0.016485320786 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397WZ40 34381.17700000 PA USD 35756.40000000 0.001963313437 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375DBX5 46761.63520000 PA USD 46847.58000000 0.002572308267 Long ABS-MBS USGA US N 2 2038-07-20 Fixed 5.50000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAL7 4217000.00000000 PA USD 4246956.94000000 0.233192033612 Long DBT CORP US N 2 2035-05-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LKMU8 27676.56270000 PA USD 26922.43000000 0.001478257559 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.21000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DR8 8200000.00000000 PA USD 8278158.14000000 0.454537344856 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Charles Schwab Corp 549300VSGCJ7E698NM85 808513BZ7 3718000.00000000 PA USD 3740009.41000000 0.205356544077 Long DBT CORP US N 2 2027-03-03 Floating 5.39900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGTC0 1000000.00000000 PA USD 977894.20000000 0.053694242813 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 4.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382BDQ3 290747.01000000 PA USD 280535.39000000 0.015403645249 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NUHX0 1170000.00000000 PA USD 1198795.97000000 0.065823523543 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.47000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382VBJ7 108851.21210000 PA USD 53822.20000000 0.002955270903 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GAB47 781516.76600000 PA USD 814843.30000000 0.044741439314 Long ABS-MBS USGA US N 2 2063-12-20 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRPS9 549924.12650000 PA USD 568483.24000000 0.031214294065 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CH0 1817000.00000000 PA USD 1761678.73000000 0.096730306293 Long DBT CORP US N 2 9999-12-31 Variable 3.55000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 91282CLN9 19004000.00000000 PA USD 18680709.27000000 1.025720921009 Long DBT UST US N 2 2029-09-30 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HX6D7 187435.64100000 PA USD 168673.74000000 0.009261542559 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LLZT1 40000.00000000 PA USD 40933.47000000 0.002247576146 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QGU0 335438.73360000 PA USD 332112.66000000 0.018235651471 Long ABS-MBS USGA US N 2 2070-07-20 Floating 4.88348000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BLEJ4 327170.42300000 PA USD 299969.37000000 0.016470726781 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J3EA3 2936395.76000000 PA USD 2998448.91000000 0.164638918850 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVK1 108601.55000000 PA USD 94624.39000000 0.005195638723 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATAC6 190000.00000000 PA USD 152883.82000000 0.008394549178 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 2.00000000 N N N N N N Foundry Jv Holdco Llc 21380048QROAMGM6EP30 350930AK9 8500000.00000000 PA USD 8738785.06000000 0.479829461006 Long DBT CORP US Y 2 2039-01-25 Fixed 6.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAK38 164735.10000000 PA USD 154984.63000000 0.008509900514 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AHGE4 201110.46350000 PA USD 193913.46000000 0.010647405829 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 1.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378UWX1 100000.00000000 PA USD 91028.42000000 0.004998191099 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375GGZ8 123617.05670000 PA USD 110476.09000000 0.006066024322 Long ABS-MBS USGA US N 2 2042-07-16 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AVPG8 25493.49780000 PA USD 25184.24000000 0.001382816973 Long ABS-MBS USGSE US N 2 2047-03-25 Floating 4.83648000 N N N N N N Ford Motor Credit Co Llc UDSQCVRUX5BONN0VY111 345397C92 5700000.00000000 PA USD 5821350.04000000 0.319638855155 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JWXD2 6697550.28000000 PA USD 6743353.35000000 0.370264239375 Long ABS-MBS USGA US N 2 2064-11-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A8P53 106965.93000000 PA USD 97107.60000000 0.005331986889 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 3.00000000 N N N N N N Chart Industries Inc EM7QGKC1GYOF3LSZSL80 16115QAF7 2310000.00000000 PA USD 2414067.81000000 0.132551704630 Long DBT CORP US Y 2 2030-01-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKV26 177109.71520000 PA USD 178633.18000000 0.009808395776 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ASAJ3 15000.00000000 PA USD 13435.38000000 0.000737710230 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 4.00000000 N N N N N N Caesars Entertain Inc 549300FA4CTCW903Y781 12768EAH9 3477481.19000000 PA USD 3472038.93000000 0.190642813267 Long LON CORP US N 2 2031-02-06 Floating 6.57700000 N N N N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 780153BU5 4221000.00000000 PA USD 4280621.63000000 0.235040495377 Long DBT CORP LR Y 2 2032-03-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ART48 23713.22340000 PA USD 21573.93000000 0.001184581967 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AC4V9 2803779.70800000 PA USD 2894456.33000000 0.158928891281 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKV91 120000.00000000 PA USD 115013.74000000 0.006315177738 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.07000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AW6M2 90043.18480000 PA USD 86589.92000000 0.004754481813 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AC4G3 219037.55000000 PA USD 182354.50000000 0.010012726122 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 1.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YKG7 184621.18750000 PA USD 184035.98000000 0.010105052874 Long ABS-MBS USGA US N 2 2071-12-20 Floating 5.14800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJ2T2 200000.00000000 PA USD 202650.60000000 0.011127144963 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 4.79000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 912810UD8 88279000.00000000 PA USD 79357993.02000000 4.357390959490 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6GB4 4556.20000000 PA USD 4557.00000000 0.000250215886 Long ABS-MBS USGSE US N 2 2027-05-25 Floating 4.83648000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AF2E3 1320900.00000000 PA USD 1217287.81000000 0.066838874025 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPL90 15335182.58000000 PA USD 15561986.86000000 0.854478021368 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 6.00000000 N N N N N N Buckeye Partners Lp 549300C1PQJLVEIUBK50 118230AU5 4760000.00000000 PA USD 4653623.52000000 0.255521293864 Long DBT CORP US Y 2 2028-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9EA2 204927.25900000 PA USD 219944.23000000 0.012076704096 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382CQX2 241780.11460000 PA USD 204083.65000000 0.011205830914 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FAD7 136624.85640000 PA USD 141334.92000000 0.007760421845 Long ABS-MBS USGSE US N 2 2035-09-25 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGVS2 1150000.00000000 PA USD 1167611.04000000 0.064111220512 Long ABS-MBS USGA US N 2 2028-06-01 Fixed 5.10000000 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VBE2 5250000.00000000 PA USD 3405315.27000000 0.186979148628 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396AK94 483066.99560000 PA USD 505812.21000000 0.027773151350 Long ABS-MBS USGSE US N 2 2035-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GLW65 148504.69000000 PA USD 154854.30000000 0.008502744351 Long ABS-MBS USGA US N 2 2063-12-20 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393J3Z9 4471.39770000 PA USD 4579.33000000 0.000251441983 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393UEB5 35633.61820000 PA USD 34444.46000000 0.001891277398 Long ABS-MBS USGSE US N 2 2033-12-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617KFLW0 675540.73500000 PA USD 658684.97000000 0.036167093246 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.00000000 N N N N N N Jackson Financial Inc 213800WXW2KG1N4CO374 46817M206 16545.00000000 NS USD 429839.10000000 0.023601617645 Long EP CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLHJ1 661828.65250000 PA USD 506505.14000000 0.027811198771 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374T6M1 70242.25850000 PA USD 70150.48000000 0.003851824570 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 5.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAF9 2010000.00000000 PA USD 2030270.33000000 0.111478141578 Long DBT CORP US N 2 2036-01-18 Variable 5.58700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382BSK0 211572.62830000 PA USD 185761.04000000 0.010199772518 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N Fhlmc Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FHQC0 703256.31000000 PA USD 702837.73000000 0.038591434260 Long ABS-MBS USGSE US N 2 2047-10-25 Variable 6.42600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FPSD7 8927.35940000 PA USD 9259.12000000 0.000508400026 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375GBK6 156703.89750000 PA USD 133174.18000000 0.007312331699 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 2.50000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 91282CLW9 38859000.00000000 PA USD 38485589.10000000 2.113167831408 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N Msilf Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 1522853.24000000 NS USD 1522853.24000000 0.083616869430 Long STIV RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XFY61 16545.32000000 PA USD 15982.92000000 0.000877590630 Long ABS-MBS USGA US N 2 2036-01-01 Fixed 4.50000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 91282CKR1 5862000.00000000 PA USD 5925657.69000000 0.325366182596 Long DBT UST US N 2 2027-05-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HPGZ9 416633.29000000 PA USD 425948.11000000 0.023387971054 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380XU88 107142.08940000 PA USD 98409.16000000 0.005403452983 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ADHF8 1750487.31000000 PA USD 1801594.56000000 0.098922005832 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AC3X6 5458646.73200000 PA USD 5656927.38000000 0.310610731018 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LMFN8 200000.00000000 PA USD 194651.50000000 0.010687930151 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 3.17000000 N N N N N N British Air 20-1 A Ptt N/A 11044MAA4 355787.92240000 PA USD 336573.10000000 0.018480565439 Long DBT CORP US Y 2 2032-11-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FV59 173720.49900000 PA USD 162172.12000000 0.008904551421 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 4.00000000 N N N N N N Fhlmc Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F84T7 4932430.35600000 PA USD 179283.49000000 0.009844103017 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.84500000 N N N N N N Hilcorp Energy I/hilcorp 549300ITPIHLG0LHEC09 431318AS3 3000000.00000000 PA USD 2965747.50000000 0.162843348890 Long DBT CORP US Y 2 2028-11-01 Fixed 6.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BJK9 99631.04070000 PA USD 99899.13000000 0.005485264298 Long ABS-MBS USGA US N 2 2060-12-20 Floating 4.81348000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YXM24 259346.16000000 PA USD 276592.69000000 0.015187159364 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUKQ6 31393.17200000 PA USD 30883.87000000 0.001695772420 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 4.80048000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B9P74 152477.12000000 PA USD 147362.56000000 0.008091387675 Long ABS-MBS USGSE US N 2 2043-11-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BGWZ8 69004.27800000 PA USD 64915.10000000 0.003564360174 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YWQL0 509210.62000000 PA USD 534911.57000000 0.029370939845 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 7.00000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746RN3 4067000.00000000 PA USD 4067482.92000000 0.223337468968 Long DBT CORP US N 2 9999-12-31 Variable 5.87500000 N N N N N N Sirius Xm Radio Llc WP5O65E6BMU84LNO4227 82967NBA5 4306000.00000000 PA USD 4264131.04000000 0.234135029587 Long DBT CORP US Y 2 2027-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313921RM2 94213.19000000 PA USD 97881.00000000 0.005374452758 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AF7B2 107158.83630000 PA USD 102994.65000000 0.005655233199 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NVSN8 4500000.00000000 PA USD 4613759.82000000 0.253332456679 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 5.34000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WK56 167830.09740000 PA USD 174243.59000000 0.009567372043 Long ABS-MBS USGA US N 2 2036-11-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CMUK8 1619807.11000000 PA USD 1666290.54000000 0.091492728817 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAL7 1366822.08300000 PA USD 1444110.55000000 0.079293263546 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36182HD60 167294.86000000 PA USD 167036.69000000 0.009171655370 Long ABS-MBS USGA US N 2 2065-02-20 Variable 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4T40 100000.00000000 PA USD 81635.27000000 0.004482431749 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 3.00000000 N N N N N N Solventum Corp 254900I70403OSGY4M28 83444MAQ4 3850000.00000000 PA USD 3942808.29000000 0.216491830804 Long DBT CORP US N 2 2031-03-13 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUSZ3 83000.00000000 PA USD 68922.69000000 0.003784409041 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADN47 180143.95000000 PA USD 164541.32000000 0.009034639523 Long ABS-MBS USGSE US N 2 2038-04-25 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MPDL6 362631.36000000 PA USD 321440.91000000 0.017649686716 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Ubs Group Ag 549300SZJ9VS8SGXAN81 902613BQ0 4393000.00000000 PA USD 4397659.08000000 0.241466791042 Long DBT CORP CH Y 2 2036-05-09 Variable 5.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYMD0 9831.88550000 PA USD 8990.91000000 0.000493673144 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31342WAG6 414094.06000000 PA USD 404422.16000000 0.022206023574 Long ABS-MBS USGSE US N 2 2045-06-01 Floating 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398JU68 161217.80000000 PA USD 157191.34000000 0.008631066610 Long ABS-MBS USGSE US N 2 2037-03-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ACYL9 47022.09710000 PA USD 41758.95000000 0.002292901625 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 2.00000000 N N N N N N Alaska Airlines 2020 Tr PG4W4UTDTMMEBRGLO537 01166VAA7 3213609.89580000 PA USD 3198569.88000000 0.175627166817 Long DBT CORP US Y 2 2027-08-15 Fixed 4.80000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 91282CMU2 38798000.00000000 PA USD 38870746.25000000 2.134316051260 Long DBT UST US N 2 2030-03-31 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXUD3 8808.95100000 PA USD 8275.20000000 0.000454374919 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9HD3 121461.99000000 PA USD 109939.19000000 0.006036544201 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 1.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KAWK3 3996869.93000000 PA USD 4082244.27000000 0.224147985597 Long ABS-MBS USGA US N 2 2065-01-20 Fixed 6.50000000 N N N N N N Charles Schwab Corp 549300VSGCJ7E698NM85 808513BD6 6619000.00000000 PA USD 6619000.00000000 0.363436242063 Long DBT CORP US N 2 9999-12-31 Variable 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A8HB9 190000.00000000 PA USD 151013.46000000 0.008291851398 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 3.00000000 N N N N N N Ford Motor Credit Co Llc UDSQCVRUX5BONN0VY111 345397G56 14000000.00000000 PA USD 13660037.86000000 0.750045751062 Long DBT CORP US N 2 2035-02-07 Fixed 6.50000000 N N N N N N Jane Street Grp/jsg Fin 5493002N1IVX6KHGYO08 47077WAE8 3450000.00000000 PA USD 3540414.15000000 0.194397161810 Long DBT CORP US Y 2 2033-05-01 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31323ECH5 1840040.01000000 PA USD 1541440.25000000 0.084637445509 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373QWV9 334422.68000000 PA USD 333611.87000000 0.018317970137 Long ABS-MBS USGA US N 2 2033-05-16 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUQP7 146513.00000000 PA USD 124083.34000000 0.006813171595 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TGYY9 90319.98000000 PA USD 91151.30000000 0.005004938197 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CM4D3 984140.08000000 PA USD 1015724.16000000 0.055771411343 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413EDG7 30718.48000000 PA USD 30391.75000000 0.001668751081 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ANWC7 30000.00000000 PA USD 28171.70000000 0.001546852512 Long ABS-MBS USGSE US N 2 2044-10-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCLZ3 9033173.00000000 PA USD 9239350.66000000 0.507314531345 Long ABS-MBS USGSE US N 2 2054-05-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376FFN7 35089.50000000 PA USD 34303.53000000 0.001883539210 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJ2M4 109768.24020000 PA USD 102322.87000000 0.005618347084 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397FGR7 876434.80090000 PA USD 886279.09000000 0.048663837723 Long ABS-MBS USGSE US N 2 2037-02-15 Fixed 6.00000000 N N N N N N Nexstar Media Inc 5493006PK6I4I2OOT688 65336YAN3 4150000.00000000 PA USD 3995467.28000000 0.219383232139 Long DBT CORP US Y 2 2028-11-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BKY48 39318.11800000 PA USD 24077.10000000 0.001322026098 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LCU5 4348.77260000 PA USD 4358.24000000 0.000239302367 Long ABS-MBS USGA US N 2 2068-02-20 Floating 4.78348000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DN7 5200000.00000000 PA USD 5201309.31000000 0.285593640948 Long DBT CORP US N 2 2026-03-02 Fixed 5.50700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CMU85 826268.94880000 PA USD 853070.78000000 0.046840434883 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBN9 1500000.00000000 PA USD 1313959.50000000 0.072146925956 Long DBT CORP US N 2 9999-12-31 Variable 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288LKG5 70534.13000000 PA USD 71073.88000000 0.003902526643 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N National Rural Util Coop 4NYF266XZC35SCTGX023 637432PB5 300000.00000000 PA USD 310802.70000000 0.017065563576 Long DBT CORP US N 2 2053-09-15 Variable 7.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LLHX2 200000.00000000 PA USD 202379.10000000 0.011112237434 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 4.92000000 N N N N N N Fhlmc Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FMU26 1953268.67500000 PA USD 58664.86000000 0.003221171817 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 0.87400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B3CN6 375799.05100000 PA USD 363786.45000000 0.019974796842 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NVJY4 1079000.00000000 PA USD 1116616.09000000 0.061311188333 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 5.81000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382KET6 54095.36700000 PA USD 22570.43000000 0.001239297818 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQLG1 4760.03000000 PA USD 4704.27000000 0.000258302192 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 2.50000000 N N N N N N Bank of Hawaii Corp. 5493006Q8BQ8AD8M2U33 062540307 84678.00000000 NS USD 2153361.54000000 0.118236837271 Long EP CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R5D4 19242.89510000 PA USD 19314.87000000 0.001060541436 Long ABS-MBS USGA US N 2 2067-06-20 Floating 4.90348000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTV48 2781338.31000000 PA USD 3051743.58000000 0.167565224120 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398PA74 75920.41800000 PA USD 77187.88000000 0.004238234331 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394CBW1 4132.16160000 PA USD 4221.51000000 0.000231794792 Long ABS-MBS USGSE US N 2 2035-02-25 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H8PG9 412472.93000000 PA USD 422703.92000000 0.023209838977 Long ABS-MBS USGA US N 2 2063-12-20 Fixed 7.00000000 N N N N N N Leidos Inc 5493006I78VIN6J1BQ95 52532XAL9 2033000.00000000 PA USD 2027311.18000000 0.111315660485 Long DBT CORP US N 2 2035-03-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393CRH8 28206.87000000 PA USD 29158.54000000 0.001601037951 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381NKT9 500330.44500000 PA USD 500780.12000000 0.027496849208 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AJES1 125748.53900000 PA USD 120529.37000000 0.006618030108 Long ABS-MBS USGSE US N 2 2034-03-25 Fixed 3.00000000 N N N N N N Jane Street Grp/jsg Fin 5493002N1IVX6KHGYO08 47077WAC2 10550000.00000000 PA USD 11027788.40000000 0.605514122127 Long DBT CORP US Y 2 2031-04-30 Fixed 7.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LKKQ9 60000.00000000 PA USD 54179.52000000 0.002974890639 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.21000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3132J0JC2 99614.75120000 PA USD 92918.40000000 0.005101966175 Long ABS-MBS USGSE US N 2 2046-05-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MN3T8 297731.58550000 PA USD 255265.17000000 0.014016107284 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLV86 1294659.48200000 PA USD 1066912.36000000 0.058582054499 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BF4A6 98002.69500000 PA USD 97647.75000000 0.005361645460 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACSR2 797236.93400000 PA USD 827289.00000000 0.045424808167 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWJW8 344655.48000000 PA USD 302661.35000000 0.016618538096 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FPLK9 279451.52010000 PA USD 241527.35000000 0.013261790669 Long ABS-MBS USGSE US N 2 2049-10-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1HQ8 80876.44830000 PA USD 77265.71000000 0.004242507823 Long ABS-MBS USGSE US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Goldman Sachs Group Inc 784F5XWPLTWKTBV3E584 38141GB52 1170000.00000000 PA USD 1144327.16000000 0.062832748560 Long DBT CORP US N 2 9999-12-31 Variable 6.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H2SH7 1719657.89800000 PA USD 1759319.19000000 0.096600748603 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N Pfizer Investment Enter 5493000FQO8XF9C0RT95 716973AE2 3350000.00000000 PA USD 3295608.60000000 0.180955371641 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136APVE9 127000.00000000 PA USD 101786.83000000 0.005588914184 Long ABS-MBS USGSE US N 2 2045-08-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379BB31 266598.49620000 PA USD 244259.97000000 0.013411833446 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XGD39 104143.44480000 PA USD 104718.86000000 0.005749906171 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Station Casinos Llc 5493004E7Q60TX54WL62 857691AG4 4154000.00000000 PA USD 4031364.45000000 0.221354274980 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VQFP6 30287.71120000 PA USD 26750.43000000 0.001468813378 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392K5C6 17295.03070000 PA USD 18069.63000000 0.000992167762 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HNA4 253958.69800000 PA USD 109702.41000000 0.006023543078 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 1.00000000 N N N N N N Hf Sinclair Corp 2549009G116AM01XHN24 403949AQ3 1000000.00000000 PA USD 995402.41000000 0.054655584111 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Cvs Health Corp 549300EJG376EN5NQE29 126650EH9 4200000.00000000 PA USD 4241021.40000000 0.232866124811 Long DBT CORP US N 2 2055-03-10 Variable 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339DEB0 237186.30600000 PA USD 247659.60000000 0.013598500428 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BJBD6 98024.36200000 PA USD 52562.53000000 0.002886104906 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 1.50000000 N N N N N N Albertsons Cos/safeway 549300YKWOC0AOR16R51 01309QAA6 8100000.00000000 PA USD 8269824.60000000 0.454079766603 Long DBT CORP US Y 2 2028-02-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C2NU8 993225.50270000 PA USD 1025114.84000000 0.056287035070 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXKH4 123981.81880000 PA USD 116306.83000000 0.006386178761 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B9FC8 1967352.04000000 PA USD 2017616.70000000 0.110783355699 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VBC6 4335000.00000000 PA USD 3680040.46000000 0.202063767249 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618G4A34 765323.08000000 PA USD 789112.99000000 0.043328638714 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392JWJ4 37538.85000000 PA USD 38006.70000000 0.002086872974 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTXE4 459496.31500000 PA USD 488079.95000000 0.026799507909 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YWQM8 2613315.10000000 PA USD 2769465.77000000 0.152065906023 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136APCW0 81802.80000000 PA USD 71875.94000000 0.003946566177 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSMQ3 191969.55960000 PA USD 175170.19000000 0.009618249822 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 2.00000000 N N N N N N First Citizens Bancshare 549300N3Z00ZHE2XC526 31959XAC7 2108000.00000000 PA USD 2100229.55000000 0.115319464439 Long DBT CORP US N 2 2031-03-12 Variable 5.23100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371M6M4 186569.45110000 PA USD 189482.28000000 0.010404098471 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N Bank Of America Corp 9DJT3UXIJIZJI4WXO774 06051GMQ9 3254000.00000000 PA USD 3236848.07000000 0.177728946772 Long DBT CORP US N 2 2036-02-12 Variable 5.74400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379WBD3 32819.94020000 PA USD 21427.43000000 0.001176537941 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAQU1 865742.12000000 PA USD 753033.54000000 0.041347587237 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NU85 90922.15350000 PA USD 90608.30000000 0.004975123138 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 4.50000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 91282CMZ1 8854000.00000000 PA USD 8820105.83000000 0.484294624181 Long DBT UST US N 2 2030-04-30 Fixed 3.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380GK45 160000.00000000 PA USD 134520.35000000 0.007386247240 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AQQ55 265008.10000000 PA USD 232645.02000000 0.012774079438 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181AYM8 120372.99000000 PA USD 109941.90000000 0.006036693002 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BPV49 1066222.19000000 PA USD 929905.19000000 0.051059260874 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CAQX1 4545287.95800000 PA USD 4701565.87000000 0.258153713794 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Transdigm Inc 88Q84GB3X55CF5OC7582 89364MCA0 7822845.10000000 PA USD 7831411.12000000 0.430007346654 Long LON CORP US N 2 2031-02-28 Floating 6.79900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JSD76 526737.04000000 PA USD 530339.24000000 0.029119882218 Long ABS-MBS USGA US N 2 2064-11-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JH23 120000.00000000 PA USD 89450.77000000 0.004911565447 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JZB3 237000.00000000 PA USD 263330.18000000 0.014458941084 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 7.50000000 N N N N N N Aercap Ireland Cap/globa 549300TI38531ODB1G63 00774MAN5 5791000.00000000 PA USD 5793545.90000000 0.318112184637 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N Flowers Foods Inc 7YNCQQNDK8FBM9BBTK25 343498AD3 4989000.00000000 PA USD 5032764.16000000 0.276339159012 Long DBT CORP US N 2 2035-03-15 Fixed 5.75000000 N N N N N N Nustar Logistics Lp N62BF2PKP51FIIOIUN20 67059TAH8 1400000.00000000 PA USD 1427299.96000000 0.078370227188 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AFNZ3 123471.14800000 PA USD 122981.89000000 0.006752693147 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 4.68648000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRMK9 1040126.20400000 PA USD 1075642.50000000 0.059061409276 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ESCK2 389706.36000000 PA USD 399779.73000000 0.021951116894 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AE7 2100000.00000000 PA USD 2076419.50000000 0.114012101529 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DU1 8000000.00000000 PA USD 7568902.72000000 0.415593527889 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398QQM2 87354.26270000 PA USD 79106.98000000 0.004343608329 Long ABS-MBS USGSE US N 2 2038-02-15 Variable 4.54300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TCV70 4061.21390000 PA USD 4120.88000000 0.000226269397 Long ABS-MBS USGSE US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230N2R5 983832.27000000 PA USD 969871.14000000 0.053253712404 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RF43 242342.14580000 PA USD 242978.88000000 0.013341491320 Long ABS-MBS USGA US N 2 2066-10-20 Floating 5.18348000 N N N N N N As Mileage Plan Ip Ltd N/A 00218QAB6 4400000.00000000 PA USD 4282775.55000000 0.235158762878 Long DBT CORP KY Y 2 2031-10-20 Fixed 5.30800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380CLJ0 278967.81980000 PA USD 215796.59000000 0.011848965360 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 4.00000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807CP5 9000000.00000000 PA USD 9033768.81000000 0.496026437222 Long DBT CORP US N 2 2035-07-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AP3R1 124000.00000000 PA USD 117883.82000000 0.006472768173 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VEP1 22859.11600000 PA USD 23734.82000000 0.001303232178 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 6.00000000 N N N N N N Vici Properties Lp 254900X4QE7SGKQLLN38 925650AD5 5389000.00000000 PA USD 5284431.31000000 0.290157706110 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BVS8 127486.95590000 PA USD 127339.06000000 0.006991936762 Long ABS-MBS USGA US N 2 2062-07-20 Floating 4.98200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVC91 142756.00000000 PA USD 59796.01000000 0.003283281034 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382M5H8 189999.53620000 PA USD 94836.24000000 0.005207270989 Long ABS-MBS USGA US N 2 2051-01-16 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8YJ7 580246.24340000 PA USD 538405.00000000 0.029562757200 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 3.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AS2C2 401213.40400000 PA USD 370115.32000000 0.020322302618 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NM4G9 1214446.14400000 PA USD 1256094.26000000 0.068969659696 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BKSW1 214934.02420000 PA USD 181555.59000000 0.009968859549 Long ABS-MBS USGSE US N 2 2040-03-15 Fixed 2.50000000 N N N N N N Farm Credit Bk Of Texas V1EBJIOLRNYDHDF63Z33 30767EAD1 3060000.00000000 PA USD 3046110.81000000 0.167255939823 Long DBT USGSE US Y 2 9999-12-31 Variable 5.70000000 N N N N N N Buckeye Partners Lp 549300C1PQJLVEIUBK50 118230AV3 5500000.00000000 PA USD 5658482.50000000 0.310696119592 Long DBT CORP US Y 2 2029-07-01 Fixed 6.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378EK85 25000.00000000 PA USD 20887.91000000 0.001146913962 Long ABS-MBS USGA US N 2 2042-05-16 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MN3V3 1538917.83500000 PA USD 1325115.67000000 0.072759489258 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.00000000 N N N N N N Danske Bank A/s MAES062Z21O4RZ2U7M96 23636ABH3 2370000.00000000 PA USD 2443133.67000000 0.134147653706 Long DBT CORP DK Y 2 2030-03-01 Variable 5.70500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AC4M9 333059.53800000 PA USD 341754.06000000 0.018765041739 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4HD1 59348.66500000 PA USD 59113.34000000 0.003245796970 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AKDR9 547711.24100000 PA USD 522972.71000000 0.028715400577 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AFPW0 1025962.93400000 PA USD 1041998.72000000 0.057214095638 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374D8E2 161384.41710000 PA USD 135187.01000000 0.007422852226 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374KYC1 176897.60100000 PA USD 176196.73000000 0.009674615110 Long ABS-MBS USGA US N 2 2035-02-16 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ACED9 136012.58000000 PA USD 127106.95000000 0.006979192060 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGSM8 176623.17500000 PA USD 151432.81000000 0.008314877079 Long ABS-MBS USGSE US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ADBY3 1312450.61000000 PA USD 1346745.13000000 0.073947120269 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 6.00000000 N N N N N N Alcon Finance Corp 549300CUZUI9VU7XNK42 01400EAE3 8400000.00000000 PA USD 8500590.84000000 0.466750685935 Long DBT CORP US Y 2 2032-12-06 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YWNM1 858306.68540000 PA USD 887263.49000000 0.048717889186 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397SUQ5 123258.75020000 PA USD 118863.54000000 0.006526562667 Long ABS-MBS USGSE US N 2 2041-03-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LL4M0 3295000.00000000 PA USD 3461884.14000000 0.190085233766 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYQJ3 167871.76640000 PA USD 140896.10000000 0.007736327104 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FHNY5 128418.72000000 PA USD 127306.41000000 0.006990144015 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375QK65 16462.79000000 PA USD 16493.00000000 0.000905598117 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MCT5 31085.72350000 PA USD 27477.43000000 0.001508731515 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 3.50000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244BM0 4394000.00000000 PA USD 4405407.88000000 0.241892262375 Long DBT CORP US N 2 2035-05-15 Fixed 5.40000000 N N N N N N Royalty Pharma Plc 549300FGFN7VOK8BZR03 78081BAR4 6375000.00000000 PA USD 6350780.55000000 0.348708840800 Long DBT CORP GB N 2 2034-09-02 Fixed 5.40000000 N N N N N N Cushman & Wakefield Us 549300870CMN3WI5IF97 23166MAA1 5528000.00000000 PA USD 5555435.46000000 0.305038009760 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398MCU8 24814.73790000 PA USD 25059.53000000 0.001375969392 Long ABS-MBS USGSE US N 2 2040-02-25 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A3AS0 3894.01000000 PA USD 3850.14000000 0.000211403597 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 4.50000000 N N N N N N Fidelity Natl Info Serv 6WQI0GK1PRFVBA061U48 31620MBU9 2757000.00000000 PA USD 1973438.68000000 0.108357627708 Long DBT CORP US N 2 2041-03-01 Fixed 3.10000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 912810UK2 49701000.00000000 PA USD 48435177.66000000 2.659480125761 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NUD97 2100000.00000000 PA USD 2198937.97000000 0.120739349198 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A84G2 180318.76700000 PA USD 163948.11000000 0.009002067531 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AR5B0 110518.89500000 PA USD 103617.72000000 0.005689444745 Long ABS-MBS USGSE US N 2 2045-10-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AFGA6 146187.67000000 PA USD 120046.11000000 0.006591495254 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QWL9 354444.53750000 PA USD 353249.60000000 0.019396239180 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N Banc Of California Multifamily Housing S6XOOCT0IEG5ABCC6L87 3137FMUL4 795453.49000000 PA USD 782993.75000000 0.042992643308 Long ABS-MBS USGSE US N 2 2027-02-25 Variable 3.45800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378DX42 144000.00000000 PA USD 129744.43000000 0.007124010888 Long ABS-MBS USGA US N 2 2042-03-16 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JCSX8 2041306.56000000 PA USD 2084889.39000000 0.114477166493 Long ABS-MBS USGA US N 2 2064-10-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133SKBP5 319023.22000000 PA USD 267839.79000000 0.014706554880 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FTAN8 459235.49600000 PA USD 462304.35000000 0.025384220524 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382GTL6 10925.71000000 PA USD 9731.46000000 0.000534335285 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136APX64 268526.39800000 PA USD 223801.34000000 0.012288490403 Long ABS-MBS USGSE US N 2 2045-08-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J0VY8 1223081.92000000 PA USD 1246569.86000000 0.068446693667 Long ABS-MBS USGA US N 2 2064-09-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A5DD5 422387.40000000 PA USD 411717.01000000 0.022606569407 Long ABS-MBS USGSE US N 2 2041-08-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXSD1 235175.08590000 PA USD 123530.65000000 0.006782824477 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YY40 1227167.76500000 PA USD 1331582.39000000 0.073114564106 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 8.50000000 N N N N N N Permian Resourc Optg Llc 5493004CTVUMQLRPOE23 27034RAC7 2112000.00000000 PA USD 2307942.91000000 0.126724595574 Long DBT CORP US Y 2 2031-07-15 Fixed 9.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGY55 200000.00000000 PA USD 190646.35000000 0.010468015260 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.89000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YGA7 8240000.00000000 PA USD 8377734.98000000 0.460004912846 Long DBT CORP US N 2 2036-04-17 Variable 5.66400000 N N N N N N Energy Transfer Lp MTLVN9N7JE8MIBIJ1H73 29273VAJ9 1712000.00000000 PA USD 1692555.28000000 0.092934873915 Long DBT CORP US N 2 9999-12-31 Variable 6.62500000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 91282CMM0 19807000.00000000 PA USD 20183023.61000000 1.108210039929 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HRRE5 216521.19000000 PA USD 215907.20000000 0.011855038737 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 4.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A96Z6 418000.00000000 PA USD 391043.01000000 0.021471400821 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 3.50000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AC1 3700000.00000000 PA USD 3737465.79000000 0.205216878917 Long DBT CORP US N 2 2030-04-01 Fixed 4.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8F65 48314.96200000 PA USD 22076.29000000 0.001212165565 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AF2S2 178000.00000000 PA USD 149362.10000000 0.008201178475 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 3.50000000 N N N N N N Volkswagen Group America 5493002SQ1AVQBY41K40 928668BR2 1000000.00000000 PA USD 999897.04000000 0.054902375384 Long DBT CORP US Y 2 2025-06-06 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJQ74 349527.33000000 PA USD 347533.34000000 0.019082370612 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 4.77500000 N N N N N N Bank Of America Corp 9DJT3UXIJIZJI4WXO774 06051GLH0 4117000.00000000 PA USD 4125498.19000000 0.226522973079 Long DBT CORP US N 2 2034-04-25 Variable 5.28800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BA77 98884.71900000 PA USD 99063.09000000 0.005439358990 Long ABS-MBS USGA US N 2 2062-12-20 Floating 4.78348000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378JV82 18086.08000000 PA USD 16275.84000000 0.000893674290 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A2CT8 87716.13300000 PA USD 85439.60000000 0.004691320010 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y4LZ5 313778.42000000 PA USD 276247.27000000 0.015168193033 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375C5S5 10000.00000000 PA USD 7966.42000000 0.000437420418 Long ABS-MBS USGA US N 2 2042-09-16 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394AEW2 298565.78600000 PA USD 312308.08000000 0.017148221024 Long ABS-MBS USGSE US N 2 2034-07-25 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31377U6U2 199500.99580000 PA USD 193954.46000000 0.010649657059 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C8EB7 542963.37870000 PA USD 560392.86000000 0.030770067248 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAP74 19783.95000000 PA USD 19081.62000000 0.001047734138 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FPEX0 8215.96370000 PA USD 7145.73000000 0.000392357948 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378H5N2 135143.92650000 PA USD 102425.35000000 0.005623974058 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374MN96 195460.22000000 PA USD 197035.12000000 0.010818810026 Long ABS-MBS USGA US N 2 2036-04-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379JYP0 200000.00000000 PA USD 178337.34000000 0.009792151785 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.00000000 N N N N N N Targa Resources Partners 6OQWTZ1SPC04IFT4T704 87612BBN1 8572000.00000000 PA USD 8737492.66000000 0.479758497870 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377Y3S7 136884.45980000 PA USD 121599.89000000 0.006676810251 Long ABS-MBS USGA US N 2 2041-07-16 Fixed 3.00000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAD9 10175000.00000000 PA USD 9174695.04000000 0.503764418705 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NUHQ5 750000.00000000 PA USD 775473.63000000 0.042579728343 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AA6Z3 202610.80480000 PA USD 176302.22000000 0.009680407358 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UCHK7 2836376.54000000 PA USD 2332484.94000000 0.128072150062 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397PK82 232212.07000000 PA USD 232584.07000000 0.012770732794 Long ABS-MBS USGSE US N 2 2037-11-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FP5Z4 493909.20000000 PA USD 416164.78000000 0.022850787690 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQAV5 300209.55000000 PA USD 287302.07000000 0.015775190309 Long ABS-MBS USGSE US N 2 2049-03-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618K5H70 2560876.33000000 PA USD 2615577.03000000 0.143616178668 Long ABS-MBS USGA US N 2 2065-01-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A0XM2 559369.46000000 PA USD 593740.98000000 0.032601146778 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 7.00000000 N N N N N N Fanniemae-aces B1V7KEBTPIMZEU4LTD58 3136BJZA6 58081767.73000000 PA USD 672104.79000000 0.036903949108 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 0.74900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CJR94 118126.28000000 PA USD 121706.74000000 0.006682677174 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381XZL3 114947.35600000 PA USD 102598.42000000 0.005633476991 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9VW5 135396.80000000 PA USD 121145.10000000 0.006651838629 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GLXC1 1100669.24000000 PA USD 1137109.07000000 0.062436417467 Long ABS-MBS USGA US N 2 2063-12-20 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133SKAD3 233231.27000000 PA USD 195814.54000000 0.010751790385 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QSX1 161814.79250000 PA USD 159707.83000000 0.008769242115 Long ABS-MBS USGA US N 2 2070-04-20 Floating 4.78348000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BECX0 172812.56630000 PA USD 169941.27000000 0.009331140132 Long ABS-MBS USGSE US N 2 2029-09-15 Variable 3.22500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AJV76 70219.83000000 PA USD 69404.52000000 0.003810865377 Long ABS-MBS USGSE US N 2 2026-12-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374VHG7 388874.14000000 PA USD 406859.69000000 0.022339863541 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H24N0 750664.82000000 PA USD 766692.06000000 0.042097549645 Long ABS-MBS USGA US N 2 2064-04-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378JSX1 286781.51740000 PA USD 223015.96000000 0.012245366735 Long ABS-MBS USGA US N 2 2043-03-16 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374LXL0 3408.59000000 PA USD 3425.58000000 0.000188091845 Long ABS-MBS USGA US N 2 2035-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BW20 144115.61700000 PA USD 143686.24000000 0.007889528191 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXTR9 30270.18610000 PA USD 16201.82000000 0.000889609997 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AL3Z0 97000.00000000 PA USD 82472.31000000 0.004528391965 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NUU23 1574000.00000000 PA USD 1648061.04000000 0.090491782908 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A33E9 262195.72500000 PA USD 250018.91000000 0.013728045489 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376XSH7 85805.61820000 PA USD 82927.75000000 0.004553399278 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375PJ85 144724.10670000 PA USD 144336.68000000 0.007925242570 Long ABS-MBS USGA US N 2 2038-02-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JNSU0 4037978.61000000 PA USD 3514419.71000000 0.192969858352 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618G97D5 90856.06050000 PA USD 94730.38000000 0.005201458425 Long ABS-MBS USGA US N 2 2063-12-20 Fixed 8.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DW6 1838000.00000000 PA USD 1831666.51000000 0.100573197327 Long DBT CORP US N 2 2035-07-26 Variable 5.28400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUN67 135309.97160000 PA USD 105521.37000000 0.005793970413 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137APGN4 137135.48000000 PA USD 133393.31000000 0.007324363695 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375PK59 4958.57630000 PA USD 4945.30000000 0.000271536674 Long ABS-MBS USGA US N 2 2038-02-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABTL7 191923.46000000 PA USD 110184.89000000 0.006050035104 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAKS2 2689378.90000000 PA USD 2309253.96000000 0.126796582745 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FPSC9 13949.47630000 PA USD 14446.36000000 0.000793221149 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GLVW9 267936.14300000 PA USD 276806.20000000 0.015198882778 Long ABS-MBS USGA US N 2 2063-12-20 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJPG5 1965346.46000000 PA USD 2014462.22000000 0.110610149420 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.47000000 N N N N N N Fanniemae-aces B1V7KEBTPIMZEU4LTD58 3136B9MX2 6426064.67000000 PA USD 409689.25000000 0.022495229103 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 1.45300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397WN35 1287608.73000000 PA USD 1350052.09000000 0.074128698924 Long ABS-MBS USGSE US N 2 2036-08-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378HRC2 38000.00000000 PA USD 29587.83000000 0.001624609419 Long ABS-MBS USGA US N 2 2042-09-16 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AUGU9 340168.00000000 PA USD 263284.86000000 0.014456452653 Long ABS-MBS USGSE US N 2 2046-11-25 Fixed 2.50000000 N N N N N N Solventum Corp 254900I70403OSGY4M28 83444MAS0 4355000.00000000 PA USD 4182895.06000000 0.229674522065 Long DBT CORP US N 2 2054-04-30 Fixed 5.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A8MC3 508844.29000000 PA USD 524335.18000000 0.028790211119 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KEJB0 978107.11000000 PA USD 998999.70000000 0.054853104213 Long ABS-MBS USGA US N 2 2065-01-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W5M70 365892.93080000 PA USD 344478.82000000 0.018914652940 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BJ45 172908.46000000 PA USD 172462.36000000 0.009469568215 Long ABS-MBS USGA US N 2 2063-01-20 Variable 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379GKF3 100000.00000000 PA USD 88486.92000000 0.004858642344 Long ABS-MBS USGA US N 2 2039-07-16 Fixed 3.00000000 N N N N N N Danske Bank A/s MAES062Z21O4RZ2U7M96 23636AAZ4 3325000.00000000 PA USD 3293881.59000000 0.180860544926 Long DBT CORP DK Y 2 2026-09-11 Variable 1.62100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HPY4 127384.24410000 PA USD 114111.81000000 0.006265654540 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BLQ3 15650.15600000 PA USD 15730.77000000 0.000863745570 Long ABS-MBS USGA US N 2 2061-04-20 Floating 4.93348000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398CW87 43206.43350000 PA USD 42956.76000000 0.002358671011 Long ABS-MBS USGSE US N 2 2029-05-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395TYA6 206000.00000000 PA USD 208535.32000000 0.011450263338 Long ABS-MBS USGSE US N 2 2035-05-15 Fixed 5.50000000 N N N N N N Kroger Co 6CPEOKI6OYJ13Q6O7870 501044DV0 17724000.00000000 PA USD 17269176.28000000 0.948216427063 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASQG4 57702.98200000 PA USD 55312.91000000 0.003037122850 Long ABS-MBS USGSE US N 2 2046-06-25 Fixed 3.00000000 N N N N N N Fanniemae-aces B1V7KEBTPIMZEU4LTD58 3136B3YD6 200000.00000000 PA USD 186820.62000000 0.010257951967 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 3.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NCG8 105000.00000000 PA USD 51652.62000000 0.002836143542 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AF2H6 176914.88670000 PA USD 129683.49000000 0.007120664792 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A37L9 32000.00000000 PA USD 29364.59000000 0.001612351750 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398W7H1 30457.31720000 PA USD 31092.08000000 0.001707204821 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396YEC2 169611.50000000 PA USD 168133.01000000 0.009231852140 Long ABS-MBS USGSE US N 2 2038-02-25 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AWAQ8 107798.59000000 PA USD 80797.08000000 0.004436408388 Long ABS-MBS USGSE US N 2 2042-11-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A5MY9 85006.33850000 PA USD 82710.68000000 0.004541480392 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ARPA8 9588.32000000 PA USD 8757.43000000 0.000480853217 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BAFH2 100132.02000000 PA USD 92074.53000000 0.005055630937 Long ABS-MBS USGSE US N 2 2040-06-25 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWBD8 272308.48000000 PA USD 238956.85000000 0.013120649581 Long ABS-MBS USGSE US N 2 2047-04-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FTKK6 166977.43800000 PA USD 139611.47000000 0.007665790603 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 2.50000000 N N N N N N Stellantis Fin Us Inc 549300QZ0AI8Q7LNON33 85855CAK6 1000000.00000000 PA USD 1002883.04000000 0.055066330757 Long DBT CORP US Y 2 2030-03-18 Fixed 5.75000000 N N N N N N Bank Of America Corp 9DJT3UXIJIZJI4WXO774 06055HAH6 3500000.00000000 PA USD 3564218.00000000 0.195704184289 Long DBT CORP US N 2 9999-12-31 Variable 6.62500000 N N N N N N Solventum Corp 254900I70403OSGY4M28 83444MAR2 6650000.00000000 PA USD 6709619.51000000 0.368411980720 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PRN2 336864.46000000 PA USD 354197.69000000 0.019448296933 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADSY6 90734.33000000 PA USD 84767.12000000 0.004654395459 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 2.00000000 N N N N N N Fanniemae-aces B1V7KEBTPIMZEU4LTD58 3136B9DV6 10196115.63300000 PA USD 583330.99000000 0.032029554749 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 1.71800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B9BV8 91318.74600000 PA USD 81376.48000000 0.004468222100 Long ABS-MBS USGSE US N 2 2060-03-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394TAG0 8174.57750000 PA USD 8073.11000000 0.000443278555 Long ABS-MBS USGSE US N 2 2034-03-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A8ZT7 263360.32000000 PA USD 256112.11000000 0.014062611090 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398Q4U8 363141.88680000 PA USD 347886.11000000 0.019101740517 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 5.75000000 N N N N N N Boeing Co RVHJWBXLJ1RFUBSY1F30 097023DG7 5450000.00000000 PA USD 5354502.10000000 0.294005155060 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Permian Resourc Optg Llc 5493004CTVUMQLRPOE23 71424VAA8 4500000.00000000 PA USD 4618957.50000000 0.253617851042 Long DBT CORP US Y 2 2032-01-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L12D0 11825.63670000 PA USD 11490.55000000 0.000630923449 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B3H84 124370.31900000 PA USD 120066.68000000 0.006592624713 Long ABS-MBS USGSE US N 2 2043-07-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B0VP8 89282.97140000 PA USD 81071.07000000 0.004451452639 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RTW6 17355.18240000 PA USD 17392.52000000 0.000954988987 Long ABS-MBS USGA US N 2 2066-02-20 Floating 5.15348000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L6J5 114864.29670000 PA USD 114562.30000000 0.006290390058 Long ABS-MBS USGA US N 2 2035-09-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AJXA7 124168.52500000 PA USD 120620.21000000 0.006623017954 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AJ3Y8 41807.67640000 PA USD 40029.41000000 0.002197935993 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BFTR3 43799.11800000 PA USD 41945.97000000 0.002303170525 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSCL5 124596.61500000 PA USD 120778.16000000 0.006631690677 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DU62 1078725.68100000 PA USD 1086470.61000000 0.059655959451 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 6.00000000 N N N N N N Fanniemae-aces B1V7KEBTPIMZEU4LTD58 3136BDXR4 3643398.92600000 PA USD 245444.86000000 0.013476893420 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 1.90400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FJZ29 1306189.61700000 PA USD 1126255.73000000 0.061840481963 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACTU4 1769597.24500000 PA USD 1815796.49000000 0.099701805813 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LAQA6 185107.22780000 PA USD 161745.16000000 0.008881107889 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 1.27000000 N N N N N N American Water Capital C 5IDHQUFVC8Q2KIBBFF06 03040WBD6 2658000.00000000 PA USD 2655649.00000000 0.145816451548 Long DBT CORP US N 2 2034-03-01 Fixed 5.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377YH45 56490.00000000 PA USD 43599.89000000 0.002393984012 Long ABS-MBS USGA US N 2 2041-10-16 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GDM9 780000.00000000 PA USD 801241.12000000 0.043994570424 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N Bank Of Ny Mellon Corp WFLLPEPC7FZXENRZV188 064058AH3 3500000.00000000 PA USD 3487553.30000000 0.191494676740 Long DBT CORP US N 2 9999-12-31 Variable 4.35800000 N N N N N N Aib Group Plc 635400AKJBGNS5WNQL34 00135TAF1 4335000.00000000 PA USD 4374754.38000000 0.240209139117 Long DBT CORP IE Y 2 2031-05-15 Variable 5.32000000 N N N N N N Boeing Co/the RVHJWBXLJ1RFUBSY1F30 097023DU6 12391000.00000000 PA USD 13248533.16000000 0.727450839178 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FUM3 42422.81960000 PA USD 24049.11000000 0.001320489222 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BDXE0 241399.12000000 PA USD 246003.37000000 0.013507560103 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GLYD8 151725.61000000 PA USD 156748.82000000 0.008606768709 Long ABS-MBS USGA US N 2 2063-12-20 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AVNQ6 40000.00000000 PA USD 28571.42000000 0.001568800349 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQJ0 293919.78920000 PA USD 307524.84000000 0.016885582745 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACSZ4 272936.01760000 PA USD 277891.24000000 0.015258460185 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380TB70 80854.43500000 PA USD 80115.84000000 0.004399002843 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378DYV1 108201.03000000 PA USD 105642.76000000 0.005800635699 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LRR4 231648.00080000 PA USD 108499.68000000 0.005957503544 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 1.25000000 N N N N N N As Mileage Plan Ip Ltd N/A 00218QAA8 7093000.00000000 PA USD 6950198.33000000 0.381621689477 Long DBT CORP KY Y 2 2029-10-20 Fixed 5.02100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B0A71 88665.66250000 PA USD 86898.69000000 0.004771435765 Long ABS-MBS USGSE US N 2 2045-02-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACZT0 1216991.60500000 PA USD 1261194.60000000 0.069249709311 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DT35 647411.05000000 PA USD 566785.90000000 0.031121096472 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAYZ1 504249.43500000 PA USD 452710.48000000 0.024857440035 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398FEU1 731591.76810000 PA USD 734482.43000000 0.040328982356 Long ABS-MBS USGSE US N 2 2039-10-25 Fixed 5.50000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 91282CLR0 90680000.00000000 PA USD 91351244.19000000 5.015916739116 Long DBT UST US N 2 2029-10-31 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BD2W7 191228.92970000 PA USD 106033.50000000 0.005822090462 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 1.50000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 912810UE6 4951000.00000000 PA USD 4622996.25000000 0.253839610843 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N Costar Group Inc 984500Q1D53D08E2E698 22160NAA7 3416000.00000000 PA USD 3030774.26000000 0.166413840096 Long DBT CORP US Y 2 2030-07-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YULJ8 171797.14080000 PA USD 168266.82000000 0.009239199384 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AY6M0 150275.64580000 PA USD 131132.56000000 0.007200230369 Long ABS-MBS USGSE US N 2 2047-11-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FWNK3 267853.27250000 PA USD 279706.48000000 0.015358131435 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394JKA4 138827.24000000 PA USD 142586.47000000 0.007829141989 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KAHM6 1264608.98000000 PA USD 1291620.59000000 0.070920340444 Long ABS-MBS USGA US N 2 2064-12-20 Fixed 6.50000000 N N N N N N Ubs Group Ag 549300SZJ9VS8SGXAN81 225401BE7 2750000.00000000 PA USD 2878670.66000000 0.158062131259 Long DBT CORP CH Y 2 2029-09-22 Variable 6.24600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6UJ4 111000.00000000 PA USD 62810.15000000 0.003448781519 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 2.50000000 N N N N N N United Parcel Service D01LMJZU09ULLNCY6Z23 911312CJ3 2395000.00000000 PA USD 2394358.95000000 0.131469529980 Long DBT CORP US N 2 2035-05-14 Fixed 5.25000000 N N N N N N Vistra Corp 549300ZH5GKBTJZ7NM23 92840VAA0 5600000.00000000 PA USD 5608607.20000000 0.307957565187 Long DBT CORP US Y 2 2026-09-01 Fixed 5.50000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U3D3 7300000.00000000 PA USD 7333539.63000000 0.402670204585 Long DBT CORP US N 2 2034-04-24 Variable 5.38900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FPUL6 45083.19000000 PA USD 46113.86000000 0.002532021149 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394MWL0 30687.83000000 PA USD 30666.42000000 0.001683832669 Long ABS-MBS USGSE US N 2 2033-12-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378V3X1 151000.00000000 PA USD 139529.65000000 0.007661298028 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLUD4 126392.60630000 PA USD 112453.17000000 0.006174581887 Long ABS-MBS USGSE US N 2 2049-04-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BAG6 275000.00000000 PA USD 268302.07000000 0.014731937763 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PDE8 195862.40000000 PA USD 205359.26000000 0.011275872144 Long ABS-MBS USGSE US N 2 2037-01-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AKCN9 132382.73210000 PA USD 112579.41000000 0.006181513476 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 2.36700000 N N N N N N American Water Capital C 5IDHQUFVC8Q2KIBBFF06 03040WBF1 4049000.00000000 PA USD 4040415.23000000 0.221851235468 Long DBT CORP US N 2 2035-03-01 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NPY5 255569.55000000 PA USD 267654.72000000 0.014696393051 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382RNR5 2314.99000000 PA USD 1785.70000000 0.000098049266 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAKN4 50000.00000000 PA USD 34512.58000000 0.001895017733 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A37K1 42931.00200000 PA USD 40275.24000000 0.002211434034 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 3.50000000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676AY1 2100000.00000000 PA USD 2113856.62000000 0.116067699989 Long DBT CORP US Y 2 2030-03-01 Fixed 4.80000000 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VBF9 6250000.00000000 PA USD 4026186.56000000 0.221069967247 Long DBT CORP US N 2 2062-03-15 Fixed 5.39100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177WHM5 103559.01220000 PA USD 92669.74000000 0.005088312744 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398VRZ1 104361.06000000 PA USD 104003.17000000 0.005710609044 Long ABS-MBS USGSE US N 2 2038-03-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DF70 25668.26000000 PA USD 26580.97000000 0.001459508664 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HXZ8 330942.80600000 PA USD 142624.01000000 0.007831203236 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 1.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A7WF2 4677920.55700000 PA USD 4569071.75000000 0.250878722848 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U3V3 2609000.00000000 PA USD 2640471.77000000 0.144983099767 Long DBT CORP US N 2 2036-04-23 Variable 5.60500000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAE1 603000.00000000 PA USD 596763.65000000 0.032767115630 Long DBT CORP US Y 2 2028-03-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQGD8 542051.34000000 PA USD 559315.90000000 0.030710933497 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.54800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASZ58 105173.87400000 PA USD 99634.63000000 0.005470741125 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACPU8 132366.49170000 PA USD 131920.69000000 0.007243505034 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A7RJ3 65402.94000000 PA USD 62593.38000000 0.003436879106 Long ABS-MBS USGSE US N 2 2042-01-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374JMC7 5270.32000000 PA USD 5251.65000000 0.000288357749 Long ABS-MBS USGA US N 2 2034-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179M2F6 3274175.60000000 PA USD 2748149.99000000 0.150895498563 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 2.50000000 N N N N N N Ford Motor Credit Co Llc UDSQCVRUX5BONN0VY111 345397B28 3870000.00000000 PA USD 3839731.18000000 0.210832069888 Long DBT CORP US N 2 2025-11-13 Fixed 3.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230RAR7 600276.10000000 PA USD 579241.25000000 0.031804995187 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375QGF0 15049.87000000 PA USD 15368.02000000 0.000843827683 Long ABS-MBS USGA US N 2 2038-05-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FUQN8 5697302.36100000 PA USD 5630037.05000000 0.309134236006 Long ABS-MBS USGA US N 2 2062-08-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398VFK7 15000.00000000 PA USD 14698.24000000 0.000807051383 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LD2C6 187346.17720000 PA USD 170337.09000000 0.009352873828 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1F66 106000.00000000 PA USD 91316.77000000 0.005014023829 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6W26 200000.00000000 PA USD 184991.00000000 0.010157491139 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 4.00000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BM0 2763000.00000000 PA USD 2615146.07000000 0.143592515504 Long DBT CORP US N 2 2052-04-01 Variable 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31358SSC6 91763.21000000 PA USD 96561.96000000 0.005302026872 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DXQ9 558865.67000000 PA USD 508399.39000000 0.027915208304 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397LAP4 76749.60810000 PA USD 76745.66000000 0.004213952903 Long ABS-MBS USGSE US N 2 2038-02-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CMVA9 566280.43210000 PA USD 585220.81000000 0.032133321039 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADA74 718795.38760000 PA USD 536920.89000000 0.029481267645 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375QD89 109606.80730000 PA USD 112629.12000000 0.006184242955 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31377UW74 115000.00000000 PA USD 113048.09000000 0.006207247771 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.62500000 N N N N N N Fhlmc Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31392MEN8 13053.77000000 PA USD 11868.50000000 0.000651675938 Long ABS-MBS USGA US N 2 2032-07-25 Variable 4.45800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6QD0 150658.43000000 PA USD 111770.39000000 0.006137091783 Long ABS-MBS USGSE US N 2 2052-03-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398SXH1 15681.16760000 PA USD 15228.85000000 0.000836186133 Long ABS-MBS USGSE US N 2 2040-12-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FPSH8 8877.67660000 PA USD 9193.87000000 0.000504817277 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HSR78 102984.76000000 PA USD 101397.38000000 0.005567530252 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FHAY9 112452.23900000 PA USD 111504.58000000 0.006122496680 Long ABS-MBS USGSE US N 2 2046-06-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6A34 144186.91910000 PA USD 123981.75000000 0.006807593489 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 1.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375LUQ1 228412.54760000 PA USD 230958.87000000 0.012681496265 Long ABS-MBS USGA US N 2 2037-10-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADPT2 1553496.79700000 PA USD 1623626.16000000 0.089150111815 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JSD27 8297225.60000000 PA USD 8392172.99000000 0.460797675514 Long ABS-MBS USGA US N 2 2064-11-20 Fixed 6.00000000 N N N N N N Hca Inc L3CJ6J7LJ2DX62FTXD46 404119CC1 6600000.00000000 PA USD 5648549.94000000 0.310150742302 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9P36 151000.00000000 PA USD 104595.72000000 0.005743144797 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196RUG1 449123.66150000 PA USD 398980.30000000 0.021907221769 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSDC6 133954.08010000 PA USD 103952.20000000 0.005707810382 Long ABS-MBS USGSE US N 2 2047-11-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618G7ZQ9 321863.03410000 PA USD 335588.46000000 0.018426500798 Long ABS-MBS USGA US N 2 2063-12-20 Fixed 8.00000000 N N N N N N Vistra Corp 549300KP43CPCUJOOG15 92840MAB8 2175000.00000000 PA USD 2233587.98000000 0.122641912942 Long DBT CORP US Y 2 9999-12-31 Variable 8.00000000 N N N N N N Hca Inc L3CJ6J7LJ2DX62FTXD46 404121AK1 4500000.00000000 PA USD 4456726.38000000 0.244710060047 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394CK84 106875.60000000 PA USD 106794.46000000 0.005863873276 Long ABS-MBS USGSE US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128S23T6 1326154.62300000 PA USD 1158829.85000000 0.063629062679 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LLDW8 220000.00000000 PA USD 217714.55000000 0.011954276763 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4PW3 265000.00000000 PA USD 245833.45000000 0.013498230131 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GURJ8 181702.06820000 PA USD 170650.66000000 0.009370091339 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 2.00000000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658BQ4 2134000.00000000 PA USD 2063311.25000000 0.113292353362 Long DBT CORP PA Y 2 2028-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSCB7 387630.72400000 PA USD 342441.01000000 0.018802760810 Long ABS-MBS USGSE US N 2 2046-10-15 Fixed 3.00000000 N N N N N N Goldman Sachs Group Inc 784F5XWPLTWKTBV3E584 38141GA79 2159000.00000000 PA USD 2253762.83000000 0.123749674185 Long DBT CORP US N 2 9999-12-31 Variable 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUKP8 33809.20600000 PA USD 33264.77000000 0.001826502946 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 4.80048000 N N N N N N Jpmorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEX0 1733000.00000000 PA USD 1763853.95000000 0.096849743335 Long DBT CORP US N 2 2036-04-22 Variable 5.57200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBKC9 244071.74000000 PA USD 248770.53000000 0.013659499404 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6.00000000 N N N N N N Fhlmc Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F72J3 4341665.23200000 PA USD 635005.44000000 0.034866896933 Long ABS-MBS USGSE US N 2 2055-10-25 Variable 2.77500000 N N N N N N Energy Transfer Lp MTLVN9N7JE8MIBIJ1H73 226373AT5 5349000.00000000 PA USD 5603079.69000000 0.307654060509 Long DBT CORP US Y 2 2031-02-01 Fixed 7.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BKPV8 46229.68500000 PA USD 26406.04000000 0.001449903602 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABQF3 144928.70000000 PA USD 152645.23000000 0.008381448672 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 6.50000000 N N N N N N Vf Corp CWAJJ9DJ5Z7P057HV541 918204BC1 1560000.00000000 PA USD 1303589.82000000 0.071577547268 Long DBT CORP US N 2 2030-04-23 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADGQ5 309970.48500000 PA USD 285726.21000000 0.015688662943 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFJ9 4593000.00000000 PA USD 4985781.00000000 0.273759406313 Long DBT CORP US N 2 2034-11-01 Variable 6.62700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392EVD9 6964.26300000 PA USD 7032.23000000 0.000386125886 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 5.43648000 N N N N N N Fanniemae-aces B1V7KEBTPIMZEU4LTD58 3136B7HS3 9939446.78600000 PA USD 184504.96000000 0.010130803641 Long ABS-MBS USGSE US N 2 2030-03-25 Variable 0.60200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378EJZ7 119499.81000000 PA USD 109830.61000000 0.006030582287 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194QX56 385930.80000000 PA USD 336630.49000000 0.018483716611 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Tsy Infl Ix N/b 254900HROIFWPRGM1V77 91282CML2 117718668.79000000 PA USD 118587710.38000000 6.511417406766 Long DBT UST US N 2 2035-01-15 Fixed 2.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4QV4 82112.52000000 PA USD 81145.93000000 0.004455563054 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373QR86 13109.60390000 PA USD 11569.98000000 0.000635284794 Long ABS-MBS USGA US N 2 2033-06-16 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKKW2 40000.00000000 PA USD 40306.54000000 0.002213152655 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 4.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JMC39 2309297.52000000 PA USD 2375958.81000000 0.130459214564 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 7.00000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 912810UJ5 41533000.00000000 PA USD 40553080.78000000 2.226689723941 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YXBX8 214319.36510000 PA USD 223053.79000000 0.012247443906 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 7.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADA2 2942000.00000000 PA USD 2957424.41000000 0.162386344426 Long DBT CORP US Y 2 2026-06-24 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395UK34 135010.12000000 PA USD 140081.86000000 0.007691618791 Long ABS-MBS USGSE US N 2 2035-05-15 Fixed 5.50000000 N N N N N N Occidental Petroleum Cor IM7X0T3ECJW4C1T7ON55 674599DE2 11775000.00000000 PA USD 12955797.00000000 0.711377273699 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617WUZ41 3443066.55700000 PA USD 2836631.43000000 0.155753840011 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CVD8 175000.00000000 PA USD 179403.68000000 0.009850702412 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393AWC7 2068.96620000 PA USD 2127.36000000 0.000116809143 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AR2W7 494201.64770000 PA USD 377641.77000000 0.020735565151 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKT60 185000.00000000 PA USD 186489.92000000 0.010239793882 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 4.67000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WYM4 188615.21670000 PA USD 191639.08000000 0.010522524107 Long ABS-MBS USGA US N 2 2035-07-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0JZ2 31737.77030000 PA USD 16568.94000000 0.000909767833 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HSUP4 11000.00000000 PA USD 10698.10000000 0.000587411581 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 3.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394BRM8 7367.61230000 PA USD 7619.01000000 0.000418344819 Long ABS-MBS USGSE US N 2 2034-12-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392RYX3 295826.96000000 PA USD 306348.87000000 0.016821012550 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AJQK5 96707.83250000 PA USD 94338.33000000 0.005179931732 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196RUC0 2097269.81500000 PA USD 1861270.73000000 0.102198706688 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NLFJ3 4544729.70300000 PA USD 4698586.94000000 0.257990146620 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374KUK7 64034.85000000 PA USD 64239.70000000 0.003527275292 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339DVL9 56572.32690000 PA USD 57140.78000000 0.003137487589 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 5.39648000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398WGX6 75000.00000000 PA USD 72726.95000000 0.003993293458 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Hca Inc L3CJ6J7LJ2DX62FTXD46 404119DB2 4700000.00000000 PA USD 4738822.52000000 0.260199403002 Long DBT CORP US N 2 2035-03-01 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JV3L9 2276164.13900000 PA USD 2324762.66000000 0.127648134890 Long ABS-MBS USGA US N 2 2064-12-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378YW96 163825.62480000 PA USD 138151.79000000 0.007585642452 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AU4Y2 5492.40000000 PA USD 5096.88000000 0.000279859633 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398G5C9 122501.73350000 PA USD 120699.18000000 0.006627354041 Long ABS-MBS USGSE US N 2 2040-01-25 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAZZ0 609044.34700000 PA USD 482147.20000000 0.026473752302 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380L2S1 38794.65150000 PA USD 38792.07000000 0.002129996093 Long ABS-MBS USGA US N 2 2069-06-20 Floating 4.93348000 N N N N N N Jpmorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEE2 2434000.00000000 PA USD 2479362.24000000 0.136136893068 Long DBT CORP US N 2 2028-04-22 Variable 5.57100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A3EU1 142173.04000000 PA USD 139761.15000000 0.007674009237 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HHTZ3 3224820.34000000 PA USD 3293670.09000000 0.180848931878 Long ABS-MBS USGA US N 2 2064-05-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQWL2 426951.40110000 PA USD 449524.08000000 0.024682481092 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 7.00000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAC1 11800000.00000000 PA USD 8898644.08000000 0.488607004667 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392VWW8 2318.66790000 PA USD 2264.19000000 0.000124322209 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398TRN3 332052.45000000 PA USD 324166.74000000 0.017799356668 Long ABS-MBS USGSE US N 2 2040-08-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378FDM9 25000.00000000 PA USD 22078.81000000 0.001212303933 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F5AK5 92354.90000000 PA USD 84305.15000000 0.004629029597 Long ABS-MBS USGSE US N 2 2048-02-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MUW6 100000.00000000 PA USD 59057.99000000 0.003242757810 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A7ZM7 85000.00000000 PA USD 75548.89000000 0.004148240621 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WBMB9 1717283.03800000 PA USD 1769716.57000000 0.097171648242 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ESV3 805399.26400000 PA USD 830076.44000000 0.045577861002 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 7.00000000 N N N N N N Jane Street Grp/jsg Fin 5493002N1IVX6KHGYO08 47077WAD0 1544000.00000000 PA USD 1547643.84000000 0.084978072406 Long DBT CORP US Y 2 2032-11-01 Fixed 6.12500000 N N N N N N Goldman Sachs Group Inc 784F5XWPLTWKTBV3E584 38141GC93 3479000.00000000 PA USD 3530635.94000000 0.193860259575 Long DBT CORP US N 2 2031-04-23 Variable 5.21800000 N N N N N N Charles Schwab Corp 549300VSGCJ7E698NM85 808513CH6 3598000.00000000 PA USD 3822675.74000000 0.209895589299 Long DBT CORP US N 2 2034-08-24 Variable 6.13600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618G4LZ1 122763.66050000 PA USD 126827.48000000 0.006963846913 Long ABS-MBS USGA US N 2 2059-10-20 Fixed 8.00000000 N N N N N N Fanniemae-aces B1V7KEBTPIMZEU4LTD58 3136AT5G5 107319.95840000 PA USD 96679.24000000 0.005308466486 Long ABS-MBS USGSE US N 2 2039-07-25 Fixed 2.94400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379JXW6 74071.35650000 PA USD 76595.26000000 0.004205694735 Long ABS-MBS USGA US N 2 2044-12-20 Variable 3.09700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374NQB6 139081.69000000 PA USD 138697.53000000 0.007615607959 Long ABS-MBS USGA US N 2 2036-08-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382AWJ0 193014.77500000 PA USD 183976.57000000 0.010101790788 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618K5GR7 1218812.97000000 PA USD 1244846.58000000 0.068352071760 Long ABS-MBS USGA US N 2 2065-01-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XFP77 5000000.00000000 PA USD 5047729.65000000 0.277160884566 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 5.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9QV3 78169.56640000 PA USD 50958.01000000 0.002798003876 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392GEK7 176694.03000000 PA USD 180709.79000000 0.009922418338 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M2AB3 206441.07000000 PA USD 210978.29000000 0.011584402005 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.50000000 N N N N N N Eidp Inc GLU7INWNWH88J9XBXD45 263534CS6 4226000.00000000 PA USD 4266882.87000000 0.234286127148 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8W83 142106.99000000 PA USD 133678.99000000 0.007340049821 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.41000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UST8 96471.72000000 PA USD 96775.15000000 0.005313732715 Long ABS-MBS USGA US N 2 2064-12-20 Floating 4.91348000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412GY70 363596.43520000 PA USD 366945.79000000 0.020148269974 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AC6M7 2807492.21300000 PA USD 2881014.54000000 0.158190829090 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 6.00000000 N N N N N N Fhlmc Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HA4L7 600000.00000000 PA USD 603636.48000000 0.033144489177 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 4.66000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 91282CMG3 58914000.00000000 PA USD 59652726.18000000 3.275413602007 Long DBT UST US N 2 2030-01-31 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382FRH9 126604.89660000 PA USD 79379.64000000 0.004358579552 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 2.00000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 912810UG1 56537000.00000000 PA USD 53939831.56000000 2.961729820167 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N Boeing Co/the RVHJWBXLJ1RFUBSY1F30 097023DS1 8854000.00000000 PA USD 9453930.84000000 0.519096706030 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N Capital One Na 207ALC1P1YM0OVDV0K75 25466AAN1 5550000.00000000 PA USD 5663579.70000000 0.310975996796 Long DBT CORP US N 2 2028-08-09 Variable 5.97400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VQN7 291186.79230000 PA USD 295445.63000000 0.016222337135 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377V3U8 43438.22740000 PA USD 43794.59000000 0.002404674605 Long ABS-MBS USGA US N 2 2034-07-16 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGYD1 861015.21000000 PA USD 807403.32000000 0.044332924678 Long ABS-MBS USGSE US N 2 2048-08-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RMB9 473.04880000 PA USD 473.84000000 0.000026017620 Long ABS-MBS USGA US N 2 2065-10-20 Floating 5.13348000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 91282CMA6 43366000.00000000 PA USD 43702256.06000000 2.399604730643 Long DBT UST US N 2 2029-11-30 Fixed 4.12500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VBB5 8700000.00000000 PA USD 8809796.61000000 0.483728565233 Long DBT CORP US N 2 2035-04-15 Fixed 6.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BTGR7 661826.41000000 PA USD 629222.29000000 0.034549355567 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.50000000 N N N N N N Fanniemae-aces B1V7KEBTPIMZEU4LTD58 3136B9G92 21395028.11000000 PA USD 304064.00000000 0.016695554843 Long ABS-MBS USGSE US N 2 2032-12-25 Variable 0.27500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AHBP4 770996.25000000 PA USD 757396.96000000 0.041587174028 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 2.50000000 N N N N N N Hca Inc L3CJ6J7LJ2DX62FTXD46 404119CQ0 3700000.00000000 PA USD 3734300.00000000 0.205043051629 Long DBT CORP US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6KA1 235608.12600000 PA USD 213661.46000000 0.011731729580 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C65P0 395167.93940000 PA USD 408200.22000000 0.022413469401 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGH9 476293.62250000 PA USD 461974.95000000 0.025366133820 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295GLK6 649867.68400000 PA USD 571413.42000000 0.031375184473 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374E5M5 42001.07000000 PA USD 41934.08000000 0.002302517668 Long ABS-MBS USGA US N 2 2033-06-20 Fixed 5.00000000 N N N N N N Freddie Mac Multiclass Certificates S6XOOCT0IEG5ABCC6L87 3137FWJ27 1400000.00000000 PA USD 1054412.80000000 0.057895728299 Long ABS-MBS USGA US N 2 2046-09-25 Fixed 1.95600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GUU1 616209.34000000 PA USD 620851.61000000 0.034089738029 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMA69 174400.00000000 PA USD 128671.52000000 0.007065099514 Long ABS-MBS USGSE US N 2 2049-05-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A2E49 1111237.97500000 PA USD 1106991.49000000 0.060782720519 Long ABS-MBS USGSE US N 2 2030-11-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374MU23 194276.01000000 PA USD 196630.98000000 0.010796619496 Long ABS-MBS USGA US N 2 2036-04-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396N2Q8 2970.14000000 PA USD 3126.42000000 0.000171665559 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W6EM5 1710379.18500000 PA USD 1769501.40000000 0.097159833682 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Foundry Jv Holdco Llc 21380048QROAMGM6EP30 350930AH6 4700000.00000000 PA USD 4778749.21000000 0.262391698843 Long DBT CORP US Y 2 2036-01-25 Fixed 6.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AJSB0 299381.95000000 PA USD 305773.81000000 0.016789437139 Long ABS-MBS USGA US N 2 2064-09-20 Fixed 6.50000000 N N N N N N Goldman Sachs Bank Usa KD3XUN7C6T14HNAYLU02 38151LAF7 2143000.00000000 PA USD 2152539.11000000 0.118191679261 Long DBT CORP US N 2 2027-03-18 Variable 5.28300000 N N N N N N Hsbc Holdings Plc MLU0ZO3ML4LN2LL2TL39 404280EH8 1589000.00000000 PA USD 1603013.39000000 0.088018305248 Long DBT CORP GB N 2 9999-12-31 Variable 6.87500000 N N N N Y N/A N/A XXXX N N N Fanniemae-aces B1V7KEBTPIMZEU4LTD58 3136BFNQ2 9425235.80600000 PA USD 167388.42000000 0.009190968171 Long ABS-MBS USGSE US N 2 2035-11-25 Variable 0.24000000 N N N N N N Hilcorp Energy I/hilcorp 549300ITPIHLG0LHEC09 431318BG8 7797000.00000000 PA USD 7231796.25000000 0.397083676154 Long DBT CORP US Y 2 2035-02-15 Fixed 7.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKVC0 3711231.50000000 PA USD 2802405.28000000 0.153874549584 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413WHR9 1207485.53100000 PA USD 1203657.32000000 0.066090450689 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.34000000 N N N N N N Us Treasury N/b 254900HROIFWPRGM1V77 91282CNC1 48371000.00000000 PA USD 47830604.99000000 2.626284232236 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394U4J8 38000.00000000 PA USD 38127.96000000 0.002093531122 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3WS5 128600.57520000 PA USD 118577.23000000 0.006510841949 Long ABS-MBS USGSE US N 2 2048-12-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396HTP4 197306.31380000 PA USD 207511.75000000 0.011394061127 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AC5Y2 4534391.95000000 PA USD 3911449.88000000 0.214770002327 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133THAE7 125248.54000000 PA USD 128034.66000000 0.007030130787 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMG83 1446359.14000000 PA USD 1490710.02000000 0.081851948583 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AG4K3 62418.97140000 PA USD 61687.07000000 0.003387115410 Long ABS-MBS USGSE US N 2 2026-10-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398KCN8 66153.47960000 PA USD 65607.23000000 0.003602363668 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYKS9 49913.28760000 PA USD 48642.90000000 0.002670885749 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ALLE7 275590.58000000 PA USD 264873.00000000 0.014543654289 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395PCL4 46384.28560000 PA USD 48125.44000000 0.002642473041 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B2MA7 95245.73130000 PA USD 86549.62000000 0.004752269020 Long ABS-MBS USGSE US N 2 2047-10-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMRK3 719199.25910000 PA USD 720219.49000000 0.039545832437 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375GYD7 146000.00000000 PA USD 112244.70000000 0.006163135210 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 2.50000000 N N N N N N Raising Cane's Restauran 254900V6ADXFWHYOED66 75103AAA3 1050000.00000000 PA USD 1115586.15000000 0.061254636358 Long DBT CORP US Y 2 2029-05-01 Fixed 9.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1HR1 128990.34000000 PA USD 132866.24000000 0.007295423321 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B8FF1 119847.00000000 PA USD 75600.63000000 0.004151081562 Long ABS-MBS USGSE US N 2 2050-01-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378FX21 78152.25700000 PA USD 70214.25000000 0.003855326055 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JFYA4 1111671.81000000 PA USD 1135406.48000000 0.062342931606 Long ABS-MBS USGA US N 2 2064-10-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXDZ3 190732.86810000 PA USD 175760.85000000 0.009650681798 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1P32 97784.50510000 PA USD 86452.37000000 0.004746929214 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FPSJ4 9127.73980000 PA USD 9466.96000000 0.000519812111 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DZN4 427810.56000000 PA USD 384560.25000000 0.021115445249 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394DA75 66818.63000000 PA USD 69262.45000000 0.003803064593 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LF4X9 105000.00000000 PA USD 96069.43000000 0.005274983021 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.01000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LTL5 330000.00000000 PA USD 164141.11000000 0.009012664781 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 1.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618K5JJ2 1796426.77000000 PA USD 1834799.24000000 0.100745209355 Long ABS-MBS USGA US N 2 2065-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BGF3 15039.48760000 PA USD 15066.05000000 0.000827247106 Long ABS-MBS USGA US N 2 2060-10-20 Floating 4.76348000 N N N N N N L'oreal Sa 529900JI1GG6F7RKVI53 502117AA2 4400000.00000000 PA USD 4431895.29000000 0.243346633844 Long DBT CORP FR Y 2 2035-05-20 Fixed 5.00000000 N N N N N N Leidos Inc 5493006I78VIN6J1BQ95 52532XAK1 5981000.00000000 PA USD 6026428.98000000 0.330899335481 Long DBT CORP US N 2 2032-03-15 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A56C5 62156.34430000 PA USD 52486.67000000 0.002881939583 Long ABS-MBS USGSE US N 2 2042-05-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B0V45 63787.65930000 PA USD 55832.98000000 0.003065678869 Long ABS-MBS USGSE US N 2 2048-02-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618G5YW1 225586.54010000 PA USD 231661.89000000 0.012720097708 Long ABS-MBS USGA US N 2 2063-10-20 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FJGV5 118247.70600000 PA USD 114224.71000000 0.006271853656 Long ABS-MBS USGSE US N 2 2051-04-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYAY2 1390.87640000 PA USD 1383.79000000 0.000075981181 Long ABS-MBS USGSE US N 2 2036-06-25 Fixed 2.50000000 N N N N N N Fanniemae-aces B1V7KEBTPIMZEU4LTD58 3136B6XV0 36795911.73000000 PA USD 635406.52000000 0.034888919445 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 0.32400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AVMS5 45023.38750000 PA USD 43153.11000000 0.002369452203 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HAHY4 1221494.83900000 PA USD 1244794.78000000 0.068349227524 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HTUB3 232709.63550000 PA USD 220613.61000000 0.012113458432 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.34000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LF5Y0 677692.37630000 PA USD 602484.50000000 0.033081236226 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.63000000 N N N N N N Boost Newco Borrower Llc 254900S8RE1OL7TTCU64 36268NAA8 3550000.00000000 PA USD 3758328.20000000 0.206362392725 Long DBT CORP US Y 2 2031-01-15 Fixed 7.50000000 N N N N N N Cobank Acb P0J8I7M2E0A77CKF1705 19075QAG7 3545000.00000000 PA USD 3611429.76000000 0.198296488963 Long DBT CORP US N 2 9999-12-31 Variable 7.12500000 N N N N N N Danske Bank A/s MAES062Z21O4RZ2U7M96 23636ABG5 3838000.00000000 PA USD 3897803.64000000 0.214020714189 Long DBT CORP DK Y 2 2028-03-01 Variable 5.42700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B9FD6 2340424.09000000 PA USD 2400244.30000000 0.131792682946 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378UFE2 120000.00000000 PA USD 111869.78000000 0.006142549092 Long ABS-MBS USGA US N 2 2043-10-16 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383V4Z8 102535.99390000 PA USD 105363.35000000 0.005785293847 Long ABS-MBS USGA US N 2 2051-11-20 Variable 5.65200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BJQR9 228997.60200000 PA USD 105143.26000000 0.005773209139 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 1.50000000 N N N N N N Transocean Poseidon Ltd N/A 89383JAA6 3699675.00000000 PA USD 3726190.57000000 0.204597778814 Long DBT CORP KY Y 2 2027-02-01 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A45Y1 123969.20000000 PA USD 120664.71000000 0.006625461361 Long ABS-MBS USGSE US N 2 2040-01-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379YAA6 640723.80080000 PA USD 667387.78000000 0.036644947388 Long ABS-MBS USGA US N 2 2034-08-20 Variable 6.42500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378ULB1 24000.00000000 PA USD 20521.12000000 0.001126774246 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TDGA8 80075.00540000 PA USD 80728.27000000 0.004432630167 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AWWM3 103844.63130000 PA USD 101092.03000000 0.005550764086 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6ER4 669273.82000000 PA USD 688795.77000000 0.037820417917 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.91000000 N N N N N N Stellantis Fin Us Inc 549300QZ0AI8Q7LNON33 85855CAL4 662000.00000000 PA USD 654809.40000000 0.035954293337 Long DBT CORP US Y 2 2035-03-18 Fixed 6.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B8A3 102313.56950000 PA USD 103039.71000000 0.005657707355 Long ABS-MBS USGA US N 2 2063-08-20 Floating 5.13348000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6WD2 118859.81940000 PA USD 111156.37000000 0.006103377155 Long ABS-MBS USGSE US N 2 2042-05-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374TKF0 36432.33300000 PA USD 36453.06000000 0.002001565665 Long ABS-MBS USGA US N 2 2039-03-20 Floating 5.47848000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381XPH3 117419.06220000 PA USD 113131.27000000 0.006211815021 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4G45 71182.55520000 PA USD 66927.43000000 0.003674853248 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 3.50000000 N N N N N N Fanniemae-aces B1V7KEBTPIMZEU4LTD58 3136B5B46 4845137.85300000 PA USD 203567.50000000 0.011177490135 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGG1 422148.55040000 PA USD 402303.95000000 0.022089716838 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Hf Sinclair Corp 2549009G116AM01XHN24 403949AC4 2749000.00000000 PA USD 2632565.67000000 0.144548991401 Long DBT CORP US N 2 2030-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJDG8 1000000.00000000 PA USD 1026448.55000000 0.056360266457 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 5.55500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQMN6 9092864.77400000 PA USD 9238165.12000000 0.507249435680 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 6.00000000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BF6 5900000.00000000 PA USD 5898448.01000000 0.323872152705 Long DBT CORP US N 2 2026-12-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AM7D3 62764.57320000 PA USD 53520.34000000 0.002938696365 Long ABS-MBS USGSE US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FFRD1 231266.28240000 PA USD 130848.24000000 0.007184618919 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.00000000 N N N N N N Sodexo Inc 549300WSZGQGJQXRFU84 833794AD2 4425000.00000000 PA USD 4503453.66000000 0.247275762879 Long DBT CORP US Y 2 2035-08-15 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGGW6 310000.00000000 PA USD 288961.52000000 0.015866307437 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.68000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396AEG5 90378.57700000 PA USD 93519.85000000 0.005134990609 Long ABS-MBS USGSE US N 2 2035-09-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FEAD2 71961.19150000 PA USD 70795.21000000 0.003887225423 Long ABS-MBS USGSE US N 2 2044-02-15 Fixed 3.00000000 N N N N N N L3harris Tech Inc 549300UTE50ZMDBG8A20 502431AU3 12406000.00000000 PA USD 12493590.45000000 0.685998423179 Long DBT CORP US N 2 2034-06-01 Fixed 5.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381RBK4 196890.92000000 PA USD 185238.09000000 0.010171058364 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618K5B35 3085854.88000000 PA USD 3151769.23000000 0.173057435383 Long ABS-MBS USGA US N 2 2065-01-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LM6G3 484753.65000000 PA USD 475966.41000000 0.026134377307 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 3.54500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A5UD6 190783.61570000 PA USD 184121.03000000 0.010109722802 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31358STE1 33967.90000000 PA USD 33945.67000000 0.001863889823 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 4.93648000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1KJ2 94688.96000000 PA USD 80361.39000000 0.004412485509 Long ABS-MBS USGSE US N 2 2048-01-25 Fixed 2.50000000 N N N N N N Goldman Sachs Group Inc 784F5XWPLTWKTBV3E584 38141GA95 1595000.00000000 PA USD 1642033.12000000 0.090160801703 Long DBT CORP US N 2 2035-04-25 Variable 5.85100000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161CAP0 8700000.00000000 PA USD 8816884.15000000 0.484117728083 Long DBT CORP US N 2 2030-11-01 Variable 6.16800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9LG5 219591.17950000 PA USD 205096.98000000 0.011261470867 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.83000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VPA2 213794.74700000 PA USD 223688.17000000 0.012282276461 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BRKC7 185839.15000000 PA USD 189806.89000000 0.010421922166 Long ABS-MBS USGA US N 2 2064-10-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJPX8 250000.00000000 PA USD 257078.87000000 0.014115693975 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWJM0 61463.57020000 PA USD 55221.50000000 0.003032103707 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGC0 99182.61000000 PA USD 96200.43000000 0.005282175972 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Rtx Corp I07WOS4YJ0N7YRFE7309 75513ECW9 15958000.00000000 PA USD 17007561.81000000 0.933851692232 Long DBT CORP US N 2 2034-03-15 Fixed 6.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396VRY6 104668.46000000 PA USD 108724.17000000 0.005969829848 Long ABS-MBS USGSE US N 2 2037-04-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AEKK4 328289.87920000 PA USD 333771.57000000 0.018326738949 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Tsy Infl Ix N/b 254900HROIFWPRGM1V77 91282CLV1 18532699.72000000 PA USD 18709892.72000000 1.027323326720 Long DBT UST US N 2 2029-10-15 Fixed 1.62500000 N N N N N N Flex Intermediate Holdco 549300290TQIGM30A243 33939HAA7 7300000.00000000 PA USD 6387184.93000000 0.350707733543 Long DBT CORP US Y 2 2031-06-30 Fixed 3.36300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WUM8 482527.13710000 PA USD 434802.37000000 0.023874141017 Long ABS-MBS USGA US N 2 2036-09-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LKBM8 143806.31000000 PA USD 138317.31000000 0.007594730829 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.26000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193UAN4 116275.11010000 PA USD 105948.11000000 0.005817401866 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QS78 733280.00550000 PA USD 730465.82000000 0.040108438219 Long ABS-MBS USGA US N 2 2068-01-20 Floating 4.62800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LLEX5 198256.53000000 PA USD 200400.21000000 0.011003580485 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 4.98000000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676BA2 1600000.00000000 PA USD 1594601.55000000 0.087556427696 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N 2025-06-30 ALPS ETF TRUST Erich Rettinger Erich Rettinger Treasurer