NPORT-P false 0001562565 XXXXXXXX S000071131 C000225826 Fidelity Merrimack Street Trust 811-22796 0001562565 549300782HVYOIE6CE74 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Investment Grade Bond ETF S000071131 549300X4MUYWBSV82480 2026-08-31 2026-05-31 N 594752432.25 96157296.78 498595135.47 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 60414746.34000000 0.00000000 0.00000000 7803.03000000 USD N Bloomberg US Aggregate Bond Index 19808143 FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W2GC9 1010097.42000000 PA USD 1060348.55000000 0.212667247344 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 0.06500000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAA9 246148.39000000 PA USD 246753.72000000 0.049489796920 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.05069120 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAS6 100000.00000000 PA USD 101162.06000000 0.020289419772 Long DBT CORP US N 2 2034-02-01 Fixed 0.05400000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EK2 545000.00000000 PA USD 551619.82000000 0.110634817862 Long DBT CORP US N 2 2035-09-15 Fixed 0.05450000 N N N N N N PALMER SQUARE CLO 2026-1 LTD 254900Y6UZ4R7YTZ7E82 69704JAA0 250000.00000000 PA USD 250250.00000000 0.050191023176 Long ABS-CBDO CORP KY N 2 2039-04-20 Variable 0.04860420 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142JCAT7 342626.74200000 PA USD 344838.60000000 0.069162046612 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.05000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3A0 186000.00000000 PA USD 192375.98000000 0.038583605477 Long DBT CORP FR N 2 2033-01-13 Variable 0.05786000 N N N N N N BMP 2024-MF23 N/A 05593JAC4 100000.00000000 PA USD 100093.75000000 0.020075155748 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.05268650 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYWP0 106133.63300000 PA USD 94423.85000000 0.018937980594 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02500000 N N N N N N FLATIRON CLO 32 LTD N/A 33882RAA2 250000.00000000 PA USD 251316.50000000 0.050404924180 Long ABS-CBDO CORP KY N 2 2038-10-22 Variable 0.04953640 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPZU4 118159.40000000 PA USD 118084.17000000 0.023683377875 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.05000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UG1 2960000.00000000 PA USD 2791804.51000000 0.559934165295 Long DBT UST US N 2 2055-02-15 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XL6X1 192443.72000000 PA USD 164339.84000000 0.032960578294 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVLA0 129937.35800000 PA USD 132649.32000000 0.026604615762 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A37A2 26406.18900000 PA USD 24773.49000000 0.004968658584 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N LINCOLN NATIONAL CORP IND EFQMQROEDSNBRIP7LE47 534187BT5 100000.00000000 PA USD 102842.77000000 0.020626508901 Long DBT CORP US N 2 2034-03-15 Fixed 0.05852000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W23W9 1368052.32600000 PA USD 1205014.83000000 0.241682027014 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KVXR6 29777.06700000 PA USD 24075.00000000 0.004828566964 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAR8 4000.00000000 PA USD 4020.18000000 0.000806301488 Long DBT CORP US N 2 2027-06-08 Fixed 0.05170000 N N N N N N OCP CLO 2020-8R LTD N/A 670898AW5 250000.00000000 PA USD 250347.50000000 0.050210578120 Long ABS-CBDO CORP KY N 2 2038-10-17 Variable 0.04900380 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBS0 100000.00000000 PA USD 100774.10000000 0.020211609145 Long DBT CORP US N 2 2036-01-15 Fixed 0.05600000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAT7 101000.00000000 PA USD 98785.81000000 0.019812830686 Long DBT CORP US N 2 2031-01-15 Fixed 0.04150000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DW8 300000.00000000 PA USD 281915.53000000 0.056541973626 Long DBT CORP US N 2 2054-09-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQGL4 599983.31200000 PA USD 486028.78000000 0.097479647398 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWD75 136188.56700000 PA USD 124115.71000000 0.024893084823 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.03500000 N N N N N N EXTENDED STAY AMER TR 2026-ESH2 N/A 30227WAC7 39350.65000000 PA USD 39498.21000000 0.007921900393 Long ABS-MBS CORP US N 2 2043-02-15 Variable 0.05027090 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AF7 52000.00000000 PA USD 44206.94000000 0.008866299900 Long DBT CORP US N 2 2032-04-01 Fixed 0.02750000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AW9 260000.00000000 PA USD 266713.21000000 0.053492942675 Long DBT CORP US N 2 2029-03-18 Fixed 0.05850000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 488000.00000000 PA USD 485248.56000000 0.097323163721 Long DBT CORP US N 2 2030-01-23 Variable 0.04431000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNL77 83446.12600000 PA USD 77509.09000000 0.015545496633 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.03500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030660 -2175000.00000000 PA USD -1900406.25000000 -0.38115218436 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.03000000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AQ4 207235.00000000 PA USD 195388.70000000 0.039187847233 Long ABS-CBDO CORP US N 2 2051-11-20 Fixed 0.02493000 N N N N N N FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC N/A 33888AAC9 250000.00000000 PA USD 250903.25000000 0.050322041301 Long ABS-CBDO CORP JE N 2 2038-01-15 Variable 0.05003100 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427PR22 279983.92800000 PA USD 248804.25000000 0.049901058454 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.03000000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAG2 435000.00000000 PA USD 435333.27000000 0.087311976999 Long DBT CORP US N 2 2028-03-15 Fixed 0.05700000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBK6 377000.00000000 PA USD 385932.38000000 0.077403960156 Long DBT CORP US N 2 2033-03-15 Fixed 0.05300000 N N N N N N SIXTH STREET CLO XIX LTD N/A 83012KAL1 250000.00000000 PA USD 250667.50000000 0.050274758449 Long ABS-CBDO CORP KY N 2 2038-07-17 Variable 0.04960380 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 138000.00000000 PA USD 138815.83000000 0.027841392770 Long DBT CORP US N 2 2029-02-15 Fixed 0.04800000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 84000.00000000 PA USD 75124.17000000 0.015067168661 Long DBT CORP US N 2 2045-09-26 Fixed 0.05875000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CA6 2000.00000000 PA USD 1831.99000000 0.000367430379 Long DBT CORP US N 2 2052-08-15 Fixed 0.05300000 N N N N N N ALLEGRO CLO XII LTD N/A 01750TAN6 250000.00000000 PA USD 250139.00000000 0.050168760624 Long ABS-CBDO CORP KY N 2 2037-07-21 Variable 0.05112140 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGB5 500000.00000000 PA USD 495425.49000000 0.099364284718 Long DBT CORP US N 2 2032-03-12 Variable 0.04708000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAP1 56000.00000000 PA USD 55079.35000000 0.011046908820 Long DBT CORP US N 2 2031-03-15 Fixed 0.04450000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CD3 65000.00000000 PA USD 64612.20000000 0.012958850859 Long DBT CORP US N 2 2031-10-15 Fixed 0.04750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H062669 275000.00000000 PA USD 286257.81000000 0.057412876627 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6UB4 370736.04300000 PA USD 385608.60000000 0.077339021696 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.06000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 500000.00000000 PA USD 481875.00000000 0.096646550621 Long DBT CORP MX N 2 2035-06-15 Fixed 0.06625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMC2 4965000.00000000 PA USD 5040638.70000000 1.010968286974 Long DBT UST US N 2 2031-12-31 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNSX1 47672.55400000 PA USD 42214.65000000 0.008466719186 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XF5A5 35703.11400000 PA USD 31392.41000000 0.006296172538 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N CARLYLE US CLO 2021-11 LTD N/A 143122AJ8 250000.00000000 PA USD 250295.50000000 0.050200148816 Long ABS-CBDO CORP KY N 2 2037-07-25 Variable 0.05076590 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMJJ5 49902.38000000 PA USD 44345.13000000 0.008894015774 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.03000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DY3 1163000.00000000 PA USD 1180194.59000000 0.236703992085 Long DBT CORP US N 2 2033-06-01 Fixed 0.05300000 N N N N N N MAGNETITE XXVI LTD / MAGNETITE XXVI LLC N/A 55954YAW5 1650000.00000000 PA USD 1649010.00000000 0.330731265247 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 0.04818020 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N5LF9 51399.23300000 PA USD 52086.51000000 0.010446654268 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W6JG8 194590.00000000 PA USD 204412.40000000 0.040997672351 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQSR9 117474.28100000 PA USD 123486.67000000 0.024766922341 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAX2 147000.00000000 PA USD 156360.81000000 0.031360275878 Long DBT CORP US N 2 2030-11-15 Variable 0.07550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8W36 575610.44900000 PA USD 593665.22000000 0.119067591672 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.06000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCG8 16000.00000000 PA USD 13831.64000000 0.002774122532 Long DBT CORP US N 2 2032-07-29 Variable 0.02359000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BC7 120000.00000000 PA USD 113116.56000000 0.022687056481 Long DBT CORP US N 2 2055-10-23 Fixed 0.06834000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2025-SPOT N/A 12433FAA6 371723.27000000 PA USD 371955.60000000 0.074600727832 Long ABS-MBS CORP US N 2 2040-04-15 Variable 0.05070450 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-XL6 N/A 12433NAC5 186262.93000000 PA USD 185797.27000000 0.037264156182 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.05077090 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H050664 -425000.00000000 PA USD -419797.07000000 -0.08419598189 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5C72 55822.42900000 PA USD 57210.26000000 0.011474291650 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.06000000 N N N N N N BARINGS CLO LTD 2020-IV 549300Q89L7I93JSRH83 06762BAS9 250000.00000000 PA USD 250625.00000000 0.050266234499 Long ABS-CBDO CORP KY N 2 2037-10-20 Variable 0.05045230 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TN8 1211000.00000000 PA USD 960427.07000000 0.192626642675 Long DBT UST US N 2 2053-02-15 Fixed 0.03625000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCZ6 416000.00000000 PA USD 429218.20000000 0.086085516978 Long DBT CORP US N 2 2029-06-08 Variable 0.06312000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPHP5 279454.69600000 PA USD 257388.79000000 0.051622804092 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJQ5 1900000.00000000 PA USD 1869570.32000000 0.374967621422 Long DBT UST US N 2 2030-12-31 Fixed 0.03750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5EP0 175062.31600000 PA USD 149920.27000000 0.030068538446 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.02500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AJ2 83000.00000000 PA USD 82996.60000000 0.016646091005 Long DBT CORP US N 2 2028-04-01 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNL26 72830.96600000 PA USD 62194.96000000 0.012474040674 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N AUTONATION INC DEL N/A 05329WAU6 540000.00000000 PA USD 535200.33000000 0.107341667001 Long DBT CORP US N 2 2029-01-15 Fixed 0.04450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUVX1 10259.35200000 PA USD 10685.84000000 0.002143189782 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06500000 N N N N N N STELLANTIS FINL SVC US CORP 5493000KNKFDOC1BOW59 85855FAE3 249000.00000000 PA USD 249478.60000000 0.050036308469 Long DBT CORP US N 2 2031-06-15 Fixed 0.05800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8YM3 22049.25300000 PA USD 17944.13000000 0.003598938040 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQN4 5000000.00000000 PA USD 4953125.00000000 0.993416230451 Long DBT UST US N 2 2033-04-30 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427R4K3 290491.16300000 PA USD 301146.03000000 0.060398910574 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 0.06000000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBC1 300000.00000000 PA USD 300851.92000000 0.060339922834 Long DBT CORP US N 2 2029-12-03 Fixed 0.04900000 N N N N N N INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA N/A 44989YAA6 100000.00000000 PA USD 99984.34000000 0.020053212092 Long ABS-MBS CORP US N 2 2037-11-05 Variable 0.04878830 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XFF8 364410.28400000 PA USD 331690.39000000 0.066524995212 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 0.03500000 N N N N N N HILTON USA TR 2016-HHV N/A 43300LAG5 128000.00000000 PA USD 127746.76000000 0.025621341026 Long ABS-MBS CORP US N 2 2038-11-05 Variable 0.04333283 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDH6 260000.00000000 PA USD 260496.31000000 0.052246059271 Long DBT CORP US N 2 2033-07-25 Variable 0.04912000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 60000.00000000 PA USD 51770.84000000 0.010383342378 Long DBT CORP US N 2 2041-09-01 Fixed 0.05500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050668 -750000.00000000 PA USD -738164.10000000 -0.14804879700 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05000000 N N N N N N BCRED BSL STATIC CLO 2025-1 LTD / LLC N/A 05556KAA0 135608.95000000 PA USD 135714.18000000 0.027219314900 Long ABS-CBDO CORP KY N 2 2035-07-24 Variable 0.04917090 N N N N N N AIMCO CLO 19 LTD / AIMCO CLO 19 LLC N/A 00140HAA1 250000.00000000 PA USD 250536.50000000 0.050248484627 Long ABS-CBDO CORP JE N 2 2037-10-20 Variable 0.05025230 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TL2 676000.00000000 PA USD 573966.25000000 0.115116696728 Long DBT UST US N 2 2052-11-15 Fixed 0.04000000 N N N N N N KITE REALTY GROUP TRUST N/A 76131VAB9 64000.00000000 PA USD 64067.79000000 0.012849662068 Long DBT CORP US N 2 2030-09-15 Fixed 0.04750000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAW2 200000.00000000 PA USD 187266.00000000 0.037558729854 Long DBT CORP FR N 2 2030-01-22 Fixed 0.03000000 N N N N N N VORNADO REALTY L P 549300BMOJ05INE4YK86 929043AK3 1000.00000000 PA USD 1000.00000000 0.000200563529 Long DBT CORP US N 2 2026-06-01 Fixed 0.02150000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGN8 845000.00000000 PA USD 742031.93000000 0.148824542642 Long DBT CORP US N 2 2032-03-15 Fixed 0.02355000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPRT7 20819.36000000 PA USD 16982.26000000 0.003406021998 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N FIRSTENERGY TRANSMISSION LLC 549300AINIIPOLYX2R63 33767BAK5 115000.00000000 PA USD 113156.83000000 0.022695133175 Long DBT CORP US N 2 2033-01-15 Fixed 0.04750000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BJ6 226000.00000000 PA USD 229892.08000000 0.046107966894 Long DBT CORP CH N 2 2030-02-08 Variable 0.05428000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAH3 188000.00000000 PA USD 186860.80000000 0.037477461512 Long ABS-CBDO CORP US N 2 2047-07-25 Fixed 0.04118000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052678 4350000.00000000 PA USD 4369727.25000000 0.876407918797 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNS52 239382.33800000 PA USD 213247.80000000 0.042769731357 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AEML5 16926.49600000 PA USD 13769.84000000 0.002761727706 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CR3 1379000.00000000 PA USD 1414857.19000000 0.283768751306 Long DBT CORP US N 2 2034-06-01 Fixed 0.06550000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAJ9 70000.01000000 PA USD 66241.70000000 0.013285669130 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.05491480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMSE6 51929.31100000 PA USD 45902.92000000 0.009206451634 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N CIFC FUNDING 2021-III LTD N/A 12564DAJ3 1008000.00000000 PA USD 1009720.66000000 0.202513139051 Long ABS-CBDO CORP KY N 2 2038-10-15 Variable 0.04903100 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W5KJ2 27252.52000000 PA USD 24106.90000000 0.004834964941 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLH0 100000.00000000 PA USD 101600.98000000 0.020377451116 Long DBT CORP US N 2 2034-04-25 Variable 0.05288000 N N N N N N BX 2024-CNYN N/A 05612HAC5 69999.99000000 PA USD 70087.49000000 0.014056994345 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.05318610 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAH0 131000.00000000 PA USD 132536.55000000 0.026581998212 Long DBT CORP US N 2 2034-07-15 Fixed 0.05500000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120BAA5 160000.00000000 PA USD 165655.48000000 0.033224447696 Long DBT CORP US N 2 2035-02-15 Fixed 0.05750000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD N/A 64131JAU0 250000.00000000 PA USD 250339.25000000 0.050208923471 Long ABS-CBDO CORP KY N 2 2038-07-18 Variable 0.05075230 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AA5 18000.00000000 PA USD 16289.64000000 0.003267107687 Long DBT CORP US N 2 2032-03-15 Fixed 0.03050000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3W1 298000.00000000 PA USD 302428.05000000 0.060656037029 Long DBT CORP US N 2 2031-04-23 Variable 0.05150000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAE0 8000.00000000 PA USD 7202.91000000 0.001444641049 Long DBT CORP US N 2 2031-04-01 Fixed 0.02500000 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AL1 481000.00000000 PA USD 429809.83000000 0.086204176379 Long DBT CORP US N 2 2031-09-01 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKR42 313166.13000000 PA USD 267823.78000000 0.053715682514 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RMY5 100000.00000000 PA USD 101229.55000000 0.020302955804 Long DBT CORP US N 2 2035-08-15 Fixed 0.05375000 N N N N N N SOUTHWESTERN ELEC POWER CO R64UBJHEC74EB3HGQ410 845437BV3 209000.00000000 PA USD 206420.23000000 0.041400369822 Long DBT CORP US N 2 2036-04-01 Fixed 0.05200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M4EL8 19414.70000000 PA USD 16591.57000000 0.003327663833 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KQWY3 28549.27100000 PA USD 23082.31000000 0.004629469555 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401ABE0 412000.00000000 PA USD 405132.48000000 0.081254799972 Long DBT CORP KY N 2 2029-04-15 Fixed 0.04200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPA3 1460000.00000000 PA USD 1431484.38000000 0.287103559213 Long DBT UST US N 2 2030-09-30 Fixed 0.03625000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3G6 1240000.00000000 PA USD 1287642.96000000 0.258254216376 Long DBT CORP US N 2 2029-10-23 Variable 0.06303000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 105000.00000000 PA USD 108062.18000000 0.021673332191 Long DBT CORP US N 2 2036-04-17 Variable 0.05664000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-XL6 N/A 12433NAA9 402936.12000000 PA USD 402432.45000000 0.080713272427 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.04827090 N N N N N N OHA CREDIT FUNDING 14-R LTD N/A 67706QAC2 250000.00000000 PA USD 250403.25000000 0.050221759537 Long ABS-CBDO CORP KY N 2 2038-04-20 Variable 0.04905230 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECK9 825000.00000000 PA USD 856443.18000000 0.171771266719 Long DBT CORP GB N 2 2029-09-13 Variable 0.06490000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2L6 472000.00000000 PA USD 468077.02000000 0.093879179057 Long DBT CORP US N 2 2031-04-04 Variable 0.04478000 N N N N N N OAK HILL CREDIT PARTNERS N/A 67706JAA2 250000.00000000 PA USD 250266.00000000 0.050194232192 Long ABS-CBDO CORP BM N 2 2037-04-20 Variable 0.05175230 N N N N N N MAGNETITE XXXVIII LTD 529900R1XWW85WSHQ318 55952EAL5 314000.00000000 PA USD 314000.00000000 0.062976948161 Long ABS-CBDO CORP KY N 2 2039-07-15 Variable 0.01190000 N N N N N N OCP CLO AEGIS 2024-39 LTD N/A 67570HAA9 418000.00000000 PA USD 417262.23000000 0.083687585440 Long ABS-CBDO CORP JE N 2 2038-04-16 Variable 0.04769520 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XPLH0 48621.06900000 PA USD 39659.99000000 0.007954347561 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUVD5 36907.99200000 PA USD 37860.94000000 0.007593523744 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06000000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAC4 57788.00000000 PA USD 57914.41000000 0.011615518459 Long ABS-MBS CORP US N 2 2042-10-15 Variable 0.05227090 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427R4M9 198662.64800000 PA USD 208318.13000000 0.041781019344 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 0.06500000 N N N N N N SHOPS COML MTG TR 2026-CSTL N/A 82510YAA4 323000.00000000 PA USD 321200.83000000 0.064421172039 Long ABS-MBS CORP US N 2 2039-05-05 Variable 0.04970880 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CM0 337000.00000000 PA USD 303667.25000000 0.060904575355 Long DBT CORP US N 2 2031-03-15 Fixed 0.02375000 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2A0 306000.00000000 PA USD 307131.74000000 0.061599425696 Long DBT CORP US N 2 2029-12-10 Fixed 0.05100000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADL6 400000.00000000 PA USD 396189.98000000 0.079461260613 Long DBT CORP US N 2 2029-10-01 Fixed 0.04200000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAS0 369000.00000000 PA USD 379456.82000000 0.076105198989 Long DBT CORP KY N 2 2028-05-04 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLTZ1 89817.08800000 PA USD 93132.52000000 0.018678986892 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.06000000 N N N N N N SIXTH STREET CLO XVIII LTD N/A 83012HAL8 250000.00000000 PA USD 250727.50000000 0.050286792261 Long ABS-CBDO CORP KY N 2 2038-10-17 Variable 0.04930380 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133APLG2 48846.13900000 PA USD 39446.70000000 0.007911569366 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CU1 200000.00000000 PA USD 209680.74000000 0.042054309214 Long DBT CORP US N 2 2029-11-20 Variable 0.06819000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBD1 490000.00000000 PA USD 492890.51000000 0.098855860183 Long DBT CORP NL N 2 2028-12-03 Variable 0.04988000 N N N N N N MAGNETITE XLI LTD 529900IDXPZZY6034K03 55956AAA3 250000.00000000 PA USD 250792.75000000 0.050299879031 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 0.04956590 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7VJ5 9406.48100000 PA USD 8669.62000000 0.001738809583 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHZ7 1395000.00000000 PA USD 1422355.09000000 0.285272556592 Long DBT UST US N 2 2030-09-30 Fixed 0.04625000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RMM1 1422000.00000000 PA USD 1204896.06000000 0.241658206084 Long DBT CORP US N 2 2033-12-01 Fixed 0.02550000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BZ2 224000.00000000 PA USD 221516.55000000 0.044428141038 Long DBT CORP US N 2 2032-08-15 Fixed 0.04650000 N N N N N N GGAM MASTER TR INTERNATIONA LTD / LLC N/A 36173XAA0 1709983.15300000 PA USD 1695276.78000000 0.340010693927 Long ABS-CBDO CORP US N 2 2060-09-30 Fixed 0.05923000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGC7 204000.00000000 PA USD 203398.68000000 0.040794357090 Long DBT CORP US N 2 2027-11-25 Fixed 0.04183000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5A25 580942.10500000 PA USD 560283.28000000 0.112372391975 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPZ8 16916000.00000000 PA USD 16501029.38000000 3.309504687494 Long DBT UST US N 2 2036-02-15 Fixed 0.04125000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050460 -1850000.00000000 PA USD -1859538.97000000 -0.37295569846 Short ABS-MBS USGA US N 2 2041-06-01 Fixed 0.05000000 N N N N N N MAGNETITE CLO LTD N/A 55956CAA9 100000.00000000 PA USD 100040.60000000 0.020064495796 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.04823100 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAQ9 128000.00000000 PA USD 128343.32000000 0.025740989205 Long DBT CORP US N 2 2028-04-07 Fixed 0.04700000 N N N N N N GRAND RIVER FUNDING TRUST I N/A 38644BAA5 389000.00000000 PA USD 389490.84000000 0.078117657452 Long DBT CORP US N 2 2036-02-15 Fixed 0.06311000 N N N N N N PHANTOM AVIATION N/A 71711GAA3 247084.61000000 PA USD 240436.25000000 0.048222742841 Long ABS-CBDO CORP US N 2 2051-01-15 Fixed 0.05240000 N N N N N N HEALTHCARE REALTY HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAL8 200000.00000000 PA USD 182845.61000000 0.036672160835 Long DBT CORP US N 2 2030-03-15 Fixed 0.02400000 N N N N N N TCO COML MTG TR 2024-DPM N/A 87231EAA5 927000.00000000 PA USD 927580.21000000 0.186038760511 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.04870000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AJ4 7000.00000000 PA USD 6959.98000000 0.001395918151 Long DBT CORP US N 2 2026-08-15 Fixed 0.01400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8TK2 218076.55500000 PA USD 227319.08000000 0.045591916933 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.06000000 N N N N N N MORGAN STANLEY EATON VANCE CLO 2023-20 LTD N/A 617936AL3 260000.00000000 PA USD 260474.76000000 0.052241737126 Long ABS-CBDO CORP KY N 2 2037-01-20 Variable 0.04995230 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAE0 992027.33000000 PA USD 995437.42000000 0.199648442029 Long ABS-MBS CORP US N 2 2042-10-15 Variable 0.05477090 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAV9 293000.00000000 PA USD 290600.76000000 0.058283914006 Long DBT CORP US N 2 2033-01-15 Fixed 0.04950000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UM8 21430000.00000000 PA USD 20633908.93000000 4.138409595703 Long DBT UST US N 2 2055-08-15 Fixed 0.04750000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXH2 1014000.00000000 PA USD 983825.39000000 0.197319492311 Long DBT CORP US N 2 2030-03-15 Fixed 0.03800000 N N N N N N Phillips Edison Grocery Center Operating Partnership I LP 549300WUPIVS6ZE0ZI51 71845JAB4 567000.00000000 PA USD 587269.61000000 0.117784865559 Long DBT CORP US N 2 2034-07-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W5JV7 856096.30800000 PA USD 766109.97000000 0.153653719320 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.03000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAG3 100000.00000000 PA USD 99785.34000000 0.020013299950 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.04640280 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQD6 300000.00000000 PA USD 291914.06000000 0.058547314089 Long DBT UST US N 2 2031-02-28 Fixed 0.03500000 N N N N N N BX TRUST 2025-ROIC N/A 05593VAG8 53981.46000000 PA USD 53779.15000000 0.010786136120 Long ABS-MBS CORP US N 2 2030-03-15 Variable 0.05020570 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBY6 225000.00000000 PA USD 229849.12000000 0.046099350685 Long DBT CORP US N 2 2031-11-15 Fixed 0.05150000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAB2 589000.00000000 PA USD 622187.18000000 0.124788056629 Long DBT CORP US N 2 2033-11-15 Fixed 0.06036000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 200000.00000000 PA USD 172097.49000000 0.034516479956 Long DBT CORP US N 2 2035-05-15 Fixed 0.03900000 N N N N N N BX TRUST 2026-CIP N/A 123917AA4 354000.00000000 PA USD 354885.00000000 0.071176988051 Long ABS-MBS CORP US N 2 2038-05-15 Variable 0.04850000 N N N N N N FIVE CORNERS FND TR II N/A 33834DAA2 560000.00000000 PA USD 521551.42000000 0.104604193442 Long DBT CORP US N 2 2030-05-15 Fixed 0.02850000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 713000.00000000 PA USD 679053.23000000 0.136193312307 Long DBT CORP US N 2 2035-09-26 Fixed 0.05200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMM0 1000000.00000000 PA USD 1017343.80000000 0.204042062913 Long DBT UST US N 2 2035-02-15 Fixed 0.04625000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAA4 23000.00000000 PA USD 23961.91000000 0.004805885235 Long DBT CORP US N 2 2030-08-15 Fixed 0.05927000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPR6 11140000.00000000 PA USD 10905885.99000000 2.187322982948 Long DBT UST US N 2 2030-12-31 Fixed 0.03625000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAJ2 56000.00000000 PA USD 54516.89000000 0.010934099858 Long DBT CORP US N 2 2030-07-01 Fixed 0.04050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329JLH8 11767.20200000 PA USD 11049.65000000 0.002216156800 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.03500000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BX7 650000.00000000 PA USD 618593.62000000 0.124067319553 Long DBT CORP US N 2 2030-11-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFAC5 27046.59100000 PA USD 23848.67000000 0.004783173421 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HBH0 274000.00000000 PA USD 274923.60000000 0.055139647469 Long DBT CORP NL N 2 2035-08-19 Fixed 0.05250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WY93 488202.29600000 PA USD 418164.06000000 0.083868459648 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.02500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3R0 50000.00000000 PA USD 50217.27000000 0.010071752896 Long DBT CORP US N 2 2027-01-15 Fixed 0.05339000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329NPK8 10723.35600000 PA USD 9977.16000000 0.002001054420 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N ALTDE 2025-1 TR N/A 00166NAA7 221819.68000000 PA USD 222275.67000000 0.044580392825 Long ABS-CBDO CORP US N 2 2050-08-15 Fixed 0.05900000 N N N N N N OHA CR FDG 4 LTD / OHA CR FDG 4 LLC N/A 67098DBC6 250000.00000000 PA USD 250602.75000000 0.050261771961 Long ABS-CBDO CORP KY N 2 2038-01-22 Variable 0.04953640 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAC0 5000.00000000 PA USD 5322.37000000 0.001067473310 Long DBT CORP US N 2 2053-11-15 Fixed 0.06544000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKC4 1140000.00000000 PA USD 1145343.75000000 0.229714184620 Long DBT UST US N 2 2031-02-28 Fixed 0.04250000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAE7 691000.00000000 PA USD 643145.09000000 0.128991449022 Long DBT CORP US N 2 2032-04-15 Fixed 0.03625000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAN3 213000.00000000 PA USD 214979.21000000 0.043116989057 Long DBT CORP US N 2 2032-04-01 Fixed 0.05200000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AA6 122140.00000000 PA USD 122879.22000000 0.024645090025 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06028000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 7000.00000000 PA USD 7087.39000000 0.001421471951 Long DBT CORP US N 2 2028-03-02 Fixed 0.05150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DES7 98091.77100000 PA USD 87045.42000000 0.017458136633 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UA4 1670000.00000000 PA USD 1574496.88000000 0.315786650929 Long DBT UST US N 2 2054-05-15 Fixed 0.04625000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAW4 141000.00000000 PA USD 147037.20000000 0.029490299752 Long DBT CORP US N 2 2028-11-15 Variable 0.07350000 N N N N N N AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC N/A 00900PBC8 250000.00000000 PA USD 250073.75000000 0.050155673854 Long ABS-CBDO CORP KY N 2 2037-04-16 Variable 0.04879520 N N N N N N OHA CREDIT FUNDING 22 LTD N/A 67121HAA3 1000000.00000000 PA USD 1000593.00000000 0.200682463349 Long ABS-CBDO CORP KY N 2 2038-07-20 Variable 0.05005230 N N N N N N ARES COMMERCIAL MORTGAGE TRUST N/A 04021QAA7 117000.00000000 PA USD 117036.69000000 0.023473291589 Long ABS-MBS CORP US N 2 2043-02-15 Variable 0.04877090 N N N N N N JERSEY MIKES FUNDING LLC N/A 476681AE1 94287.50000000 PA USD 95227.48000000 0.019099159463 Long ABS-CBDO CORP US N 2 2055-08-16 Fixed 0.05610000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427SMD7 1140125.69800000 PA USD 1046894.09000000 0.209968773364 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.03500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 170000.00000000 PA USD 184797.45000000 0.037063628754 Long DBT CORP US N 2 2033-12-01 Fixed 0.06550000 N N N N N N BBCMS MORTGAGE TRUST 2023-C21 N/A 05553WAC3 14000.00000000 PA USD 14528.51000000 0.002913889239 Long ABS-MBS CORP US N 2 2056-09-15 Variable 0.06506120 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UR7 4240000.00000000 PA USD 4086300.00000000 0.819562749273 Long DBT UST US N 2 2056-02-15 Fixed 0.04750000 N N N N N N HORIZON 2018 N/A 440405AE8 87010.32800000 PA USD 86626.96000000 0.017374208819 Long ABS-CBDO CORP KY N 2 2038-12-15 Fixed 0.04458000 N N N N N N CLECO CORPORATE HLDGS LLC 5493002H80P81B3HXL31 18551PAD1 100000.00000000 PA USD 84987.50000000 0.017045392935 Long DBT CORP US N 2 2046-05-01 Fixed 0.04973000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAS6 34000.00000000 PA USD 34390.38000000 0.006897455982 Long DBT CORP US N 2 2032-06-08 Fixed 0.05670000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBR4 226000.00000000 PA USD 223289.19000000 0.044783667973 Long DBT CORP US N 2 2036-05-01 Fixed 0.05250000 N N N N N N EATON VANCE CLO 2020-2 LTD N/A 27829PAU0 250000.00000000 PA USD 250104.25000000 0.050161791041 Long ABS-CBDO CORP KY N 2 2037-10-15 Variable 0.05053100 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DTD23 156527.13000000 PA USD 165516.56000000 0.033196585410 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06500000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAC1 101000.00000000 PA USD 89352.70000000 0.017920892853 Long DBT CORP US N 2 2031-07-15 Fixed 0.02375000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAP8 194000.00000000 PA USD 190978.44000000 0.038303309922 Long DBT CORP US N 2 2033-02-15 Fixed 0.04850000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 200000.00000000 PA USD 197997.39000000 0.039711055306 Long DBT CORP US N 2 2050-05-01 Fixed 0.05805000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030660 2275000.00000000 PA USD 1987781.25000000 0.398676422730 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.03000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCU3 870000.00000000 PA USD 795024.20000000 0.159452859332 Long DBT CORP US N 2 2033-04-15 Fixed 0.03419000 N N N N N N BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L N/A 09229CAA7 931806.05600000 PA USD 885085.86000000 0.177515943705 Long ABS-CBDO CORP KY N 2 2046-07-15 Fixed 0.02443000 N N N N N N VORNADO REALTY L P 549300BMOJ05INE4YK86 929043AL1 3000.00000000 PA USD 2741.17000000 0.000549778729 Long DBT CORP US N 2 2031-06-01 Fixed 0.03400000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AL5 351560.00000000 PA USD 344470.37000000 0.069088193103 Long ABS-CBDO CORP US N 2 2049-05-20 Fixed 0.04352000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CK6 440000.00000000 PA USD 439509.89000000 0.088149654646 Long DBT CORP US N 2 2030-08-01 Fixed 0.05000000 N N N N N N BENEFIT STR PARTNERS CLO XXXV LTD / BENEFIT STR PARTNERS CLO XXXV LLC 254900U0SNDVHNBLRW07 08182YAJ7 298000.00000000 PA USD 298000.00000000 0.059767931694 Long ABS-CBDO CORP JE N 2 2039-07-25 Variable 0.01200000 N N N N N N NAVIGATOR AIRCRAFT ABS LTD N/A 63943GAA0 241162.55000000 PA USD 235383.19000000 0.047209283295 Long ABS-CBDO CORP KY N 2 2050-10-15 Fixed 0.05107000 N N N N N N AGREE LP 549300DXY3G299V1BO77 008513AE3 611000.00000000 PA USD 629276.18000000 0.126209851487 Long DBT CORP US N 2 2034-06-15 Fixed 0.05625000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AF4 2000.00000000 PA USD 1898.01000000 0.000380671584 Long DBT CORP US N 2 2028-11-01 Fixed 0.02300000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032666 -1800000.00000000 PA USD -1637015.58000000 -0.32832562204 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.03500000 N N N N N N DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC N/A 26253MAN0 250000.00000000 PA USD 250360.50000000 0.050213185446 Long ABS-CBDO CORP JE N 2 2037-07-18 Variable 0.05035230 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFGS4 19097.39200000 PA USD 16326.37000000 0.003274474385 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TV0 270000.00000000 PA USD 259442.58000000 0.052034719463 Long DBT UST US N 2 2053-11-15 Fixed 0.04750000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AN1 367675.00000000 PA USD 363619.47000000 0.072928804180 Long ABS-CBDO CORP US N 2 2051-11-20 Fixed 0.02045000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNFX6 31516.87400000 PA USD 27711.61000000 0.005557938300 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAU4 187000.00000000 PA USD 182083.88000000 0.036519385578 Long DBT CORP US N 2 2035-09-15 Fixed 0.04800000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0DV4 73555.16500000 PA USD 65547.77000000 0.013146492080 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO 30 LTD 25490014ZMZARIPJAM61 38140GAC9 374000.00000000 PA USD 374000.00000000 0.075010759911 Long ABS-CBDO CORP KY N 2 2039-07-20 Variable 0.01180000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAC7 1031250.00000000 PA USD 987786.11000000 0.198113868292 Long ABS-CBDO CORP US N 2 2049-12-05 Fixed 0.03858000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMZQ0 32033.79100000 PA USD 27385.71000000 0.005492574646 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEZ39 179603.21900000 PA USD 166151.28000000 0.033323887093 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMA0 909585.48400000 PA USD 808576.11000000 0.162170878229 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCU8 1825000.00000000 PA USD 1656039.38000000 0.332141102507 Long DBT CORP US N 2 2033-01-25 Variable 0.02963000 N N N N N N FIRSTENERGY TRANSMISSION LLC 549300AINIIPOLYX2R63 33767BAG4 320000.00000000 PA USD 318871.83000000 0.063954059579 Long DBT CORP US N 2 2030-01-15 Fixed 0.04550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W5DR2 696653.70300000 PA USD 710105.25000000 0.142421215026 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329NP36 16568.54700000 PA USD 15415.61000000 0.003091809146 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 0.03500000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBP9 170000.00000000 PA USD 173310.59000000 0.034759783574 Long DBT CORP IE N 2 2031-12-15 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQGP5 54107.35900000 PA USD 56121.54000000 0.011255934125 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQF1 800000.00000000 PA USD 798750.00000000 0.160200118929 Long DBT UST US N 2 2033-03-31 Fixed 0.04250000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CS7 255000.00000000 PA USD 261993.14000000 0.052546268778 Long DBT CORP US N 2 2033-03-15 Fixed 0.05400000 N N N N N N FLATIRON CLO 31 LTD N/A 33883WAC6 250000.00000000 PA USD 250081.50000000 0.050157228221 Long ABS-CBDO CORP KY N 2 2039-01-18 Variable 0.04896850 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKAH3 148806.09300000 PA USD 140417.16000000 0.028162561166 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5B0 416724.40400000 PA USD 356940.50000000 0.071589246385 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XX43 40706.73900000 PA USD 39453.16000000 0.007912865006 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.04500000 N N N N N N PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC N/A 69704AAA9 211643.50000000 PA USD 211637.15000000 0.042446693708 Long ABS-CBDO CORP KY N 2 2033-07-15 Variable 0.04613100 N N N N N N HAVN TR 2025-MOB N/A 40408XAA9 35000.00000000 PA USD 34890.63000000 0.006997787887 Long ABS-MBS CORP US N 3 2035-10-15 Variable 0.05327090 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPQ8 12600000.00000000 PA USD 12321914.09000000 2.471326576097 Long DBT UST US N 2 2032-12-31 Fixed 0.03875000 N N N N N N BX TRUST 2025-ROIC N/A 05593VAJ2 178827.07300000 PA USD 178156.88000000 0.035731772599 Long ABS-MBS CORP US N 2 2030-03-15 Floating 0.05170360 N N N N N N BLUEBERRY PARK CLO LTD N/A 09609QAA6 250000.00000000 PA USD 250410.25000000 0.050223163481 Long ABS-CBDO CORP JE N 2 2037-10-20 Variable 0.05025230 N N N N N N STELLANTIS FINL SVC US CORP 5493000KNKFDOC1BOW59 85855FAD5 224000.00000000 PA USD 224566.08000000 0.045039765538 Long DBT CORP US N 2 2029-06-15 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRR5 42255.23600000 PA USD 39014.83000000 0.007824951995 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02000000 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAH8 340000.00000000 PA USD 339062.36000000 0.068003543532 Long DBT CORP US N 2 2028-01-14 Fixed 0.05450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBB8 150552.57400000 PA USD 121722.96000000 0.024413186439 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N OCP CLO 2024-33 LTD / OCP CLO 2024-33 LLC N/A 671080AN9 299000.00000000 PA USD 299000.00000000 0.059968495223 Long ABS-CBDO CORP JE N 2 2039-07-20 Variable 0.01190000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKJH4 66975.78200000 PA USD 54631.84000000 0.010957154635 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAL1 122000.00000000 PA USD 120997.52000000 0.024267689632 Long DBT CORP US N 2 2028-09-09 Fixed 0.05450000 N N N N N N WESTF 2025-A N/A 97063RAA8 644665.81600000 PA USD 647363.74000000 0.129837556355 Long ABS-CBDO CORP US N 2 2050-06-15 Fixed 0.05582000 N N N N N N OCP CLO 2025-46 LTD / LLC 213800J27YESIODUZS34 671023AA7 250000.00000000 PA USD 249982.50000000 0.050137372432 Long ABS-CBDO CORP KY N 2 2038-10-15 Variable 0.05047260 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEY8 146000.00000000 PA USD 148426.49000000 0.029768940657 Long DBT CORP US N 2 2031-04-22 Variable 0.05103000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8UB0 264354.22000000 PA USD 270119.47000000 0.054176114202 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.05500000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAP2 129000.00000000 PA USD 127671.90000000 0.025606326840 Long DBT CORP US N 2 2036-03-12 Fixed 0.05100000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAE6 3000.00000000 PA USD 3197.52000000 0.000641305895 Long DBT CORP US N 2 2043-08-15 Fixed 0.06497000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBG8 405000.00000000 PA USD 404154.51000000 0.081058654858 Long DBT CORP US N 2 2029-02-01 Fixed 0.04569000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AC1 1267000.00000000 PA USD 1232080.61000000 0.247110435371 Long DBT CORP US N 2 2030-02-01 Variable 0.04050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140UF5W0 300000.00000000 PA USD 295430.88000000 0.059252659920 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427R7A2 156438.89200000 PA USD 143939.72000000 0.028869058231 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.03500000 N N N N N N AASET 2024-1 US LTD / AASET 2024-1 INTL LTD N/A 00255JAA8 194227.23000000 PA USD 197914.87000000 0.039694504803 Long ABS-CBDO CORP US N 2 2049-05-16 Fixed 0.06261000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAJ7 100000.00000000 PA USD 99778.54000000 0.020011936118 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.04840080 N N N N N N OAK HILL CREDIT PARTNERS N/A 67116CAL7 250000.00000000 PA USD 250316.00000000 0.050204260369 Long ABS-CBDO CORP BM N 2 2037-07-20 Variable 0.05025230 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385BD2 125000.00000000 PA USD 126860.06000000 0.025443501345 Long DBT CORP CA N 2 2029-12-15 Fixed 0.05000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEX0 224000.00000000 PA USD 230513.51000000 0.046232603088 Long DBT CORP US N 2 2036-04-22 Variable 0.05572000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111GH0 160000.00000000 PA USD 163819.95000000 0.032856307321 Long DBT CORP US N 2 2034-05-15 Fixed 0.05375000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCV5 185000.00000000 PA USD 187706.59000000 0.037647096140 Long DBT CORP US N 2 2030-07-26 Variable 0.05247000 N N N N N N MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC N/A 617921AA9 163000.00000000 PA USD 163138.39000000 0.032719611242 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.04843100 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020667 -825000.00000000 PA USD -677056.55000000 -0.13579285111 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBR0 88000.00000000 PA USD 90925.19000000 0.018236276997 Long DBT CORP US N 2 2027-11-15 Fixed 0.07100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KNKS6 43540.36600000 PA USD 35229.95000000 0.007065843104 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427SJN9 42295.30200000 PA USD 37505.89000000 0.007522313663 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPD7 17730000.00000000 PA USD 17374014.93000000 3.484593750322 Long DBT UST US N 2 2030-10-31 Fixed 0.03625000 N N N N N N DTP COML MTG TR 2023-STE2 N/A 23346GAA7 100000.00000000 PA USD 100560.03000000 0.020168674510 Long ABS-MBS CORP US N 2 2041-01-15 Variable 0.06038046 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DMN9 181672.87500000 PA USD 154460.66000000 0.030979175088 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DJQ6 272538.19600000 PA USD 231715.54000000 0.046473686467 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.02500000 N N N N N N WILLIS ENGINE SECURITIZATION TRUST 2025-B N/A 970910AA3 338730.86000000 PA USD 335046.59000000 0.067198126528 Long ABS-CBDO CORP US N 2 2050-12-15 Fixed 0.05159000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DS0 120000.00000000 PA USD 120656.70000000 0.024199333570 Long ABS-CBDO CORP US N 2 2029-11-15 Fixed 0.04980000 N N N N N N GILEAD AVIATION LLC N/A 37556TAA4 235313.24000000 PA USD 235097.60000000 0.047152004356 Long ABS-CBDO CORP KY N 2 2050-03-15 Fixed 0.05789000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050478 1850000.00000000 PA USD 1857154.14000000 0.372477388542 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 0.05000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBD5 2000.00000000 PA USD 2135.89000000 0.000428381636 Long DBT CORP US N 2 2054-03-15 Fixed 0.06200000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABX2 395000.00000000 PA USD 348121.93000000 0.069820562864 Long DBT CORP US N 2 2031-11-15 Fixed 0.02250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XKFP9 14577.59300000 PA USD 13673.50000000 0.002742405416 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WND6 146189.36700000 PA USD 120063.88000000 0.024080435499 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 0.02000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 854000.00000000 PA USD 735558.36000000 0.147526180596 Long DBT CORP US N 2 2031-08-15 Fixed 0.02000000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAD8 3000.00000000 PA USD 3270.06000000 0.000655854774 Long DBT CORP US N 2 2063-08-15 Fixed 0.06714000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3132E06F4 54779.97700000 PA USD 50471.64000000 0.010122770241 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNN81 281234.34700000 PA USD 250003.30000000 0.050141544153 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUK97 187037.26600000 PA USD 197720.46000000 0.039655513247 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XG7B9 36829.09900000 PA USD 34549.34000000 0.006929337561 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AC2 55160.00000000 PA USD 55422.79000000 0.011115790359 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06268000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AUEV6 47006.89400000 PA USD 39936.50000000 0.008009805382 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QM4G6 26140.37200000 PA USD 22347.42000000 0.004482077423 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NZU0 280000.00000000 PA USD 279181.30000000 0.055993586808 Long DBT CORP US N 2 2028-11-17 Variable 0.04204000 N N N N N N MHP 2025-MHIL2 N/A 59317DAA3 141000.00000000 PA USD 140735.63000000 0.028226434633 Long ABS-MBS CORP US N 2 2040-09-15 Variable 0.05127090 N N N N N N AASET 2025-1 LTD / AASET 2025-1 LLC N/A 00258PAA1 226111.86000000 PA USD 227328.07000000 0.045593720000 Long ABS-CBDO CORP KY N 2 2050-02-16 Fixed 0.05943000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DTQC7 1010191.73700000 PA USD 1032722.85000000 0.207126539457 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427SJQ2 24621.20000000 PA USD 21740.83000000 0.004360417592 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2020-NNN N/A 46652BAY5 1000000.00000000 PA USD 900000.00000000 0.180507176258 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 0.02812300 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0L78 51800.71800000 PA USD 44333.03000000 0.008891588955 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAE5 91985.87000000 PA USD 73201.86000000 0.014681623383 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 0.01530000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAS8 130000.00000000 PA USD 133580.54000000 0.026791384531 Long DBT CORP US N 2 2034-01-15 Fixed 0.05750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VVX5 970233.11200000 PA USD 797449.25000000 0.159939235918 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.02000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 627000.00000000 PA USD 652780.49000000 0.130923958851 Long DBT CORP US N 2 2033-02-15 Fixed 0.05750000 N N N N N N BX TRUST 2025-ROIC N/A 05593VAA1 1159637.42800000 PA USD 1157826.54000000 0.232217777036 Long ABS-MBS CORP US N 2 2030-03-15 Variable 0.04770920 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLV5 2120184.39900000 PA USD 1814534.59000000 0.363929461182 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 1032000.00000000 PA USD 937326.96000000 0.187993603089 Long DBT CORP US N 2 2031-12-01 Fixed 0.03200000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAW1 153000.00000000 PA USD 137884.93000000 0.027654688181 Long DBT CORP US N 2 2030-10-15 Fixed 0.03000000 N N N N N N REGENCY CTRS LP 5493008PTR2GAOYBXW28 75884RBC6 52000.00000000 PA USD 52101.93000000 0.010449746957 Long DBT CORP US N 2 2035-01-15 Fixed 0.05100000 N N N N N N BLP COML MTG 2024-INDS N/A 05625AAA9 194059.37500000 PA USD 194301.95000000 0.038969884817 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.04969240 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMCJ1 24668.13300000 PA USD 21751.44000000 0.004362545571 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNLC5 187768.10200000 PA USD 160053.64000000 0.032100922895 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250GAA1 490000.00000000 PA USD 494131.13000000 0.099104683308 Long DBT CORP US N 2 2035-02-15 Fixed 0.05375000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBC0 180000.00000000 PA USD 186557.03000000 0.037416536329 Long DBT CORP US N 2 2028-11-27 Fixed 0.07300000 N N N N N N FIRSTENERGY TRANSMISSION LLC 549300AINIIPOLYX2R63 33767BAH2 290000.00000000 PA USD 286815.79000000 0.057524787065 Long DBT CORP US N 2 2035-01-15 Fixed 0.05000000 N N N N N N SOUTHWESTERN ELEC POWER CO R64UBJHEC74EB3HGQ410 845437BU5 168000.00000000 PA USD 170490.35000000 0.034194146286 Long DBT CORP US N 2 2033-04-01 Fixed 0.05300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLM1 2000000.00000000 PA USD 1948046.88000000 0.390707157253 Long DBT UST US N 2 2031-09-30 Fixed 0.03625000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAP0 200000.00000000 PA USD 200401.07000000 0.040193145849 Long DBT CORP JP N 2 2027-07-16 Fixed 0.04567000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPW5 2090000.00000000 PA USD 2056200.77000000 0.412398883126 Long DBT UST US N 2 2031-01-31 Fixed 0.03750000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4X6 440000.00000000 PA USD 440820.96000000 0.088412607472 Long DBT CORP US N 2 2027-04-19 Variable 0.04579905 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNQ47 1577.46000000 PA USD 1441.56000000 0.000289124361 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMJ1 126076.57700000 PA USD 119312.81000000 0.023929798249 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.04000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 150000.00000000 PA USD 137694.01000000 0.027616396592 Long DBT CORP CH N 2 2032-05-14 Variable 0.03091000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 125000.00000000 PA USD 109305.88000000 0.021922773052 Long DBT CORP US N 2 2055-09-26 Fixed 0.05950000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 116000.00000000 PA USD 94605.73000000 0.018974459089 Long DBT CORP US N 2 2050-04-15 Fixed 0.04500000 N N N N N N OHACP 2024-17A N/A 67120MAA3 250000.00000000 PA USD 250505.50000000 0.050242267158 Long ABS-CBDO CORP KY N 2 2038-01-18 Variable 0.04995230 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AR4 9000.00000000 PA USD 9337.54000000 0.001872769976 Long DBT CORP US N 2 2028-03-15 Fixed 0.08300000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401ABC4 150000.00000000 PA USD 146328.36000000 0.029348132300 Long DBT CORP KY N 2 2032-10-15 Fixed 0.04950000 N N N N N N HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A N/A 407907AA2 250000.00000000 PA USD 250497.75000000 0.050240712790 Long ABS-CBDO CORP JE N 2 2037-10-20 Variable 0.05015230 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E58 230000.00000000 PA USD 233399.84000000 0.046811495619 Long DBT CORP US N 2 2029-03-08 Fixed 0.05800000 N N N N N N GILDAN ACTIVEWEAR INC 549300SB3IBI34M00Z45 375916AF0 25000.00000000 PA USD 24718.46000000 0.004957621573 Long DBT CORP CA N 2 2030-10-07 Fixed 0.04700000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VBA9 162000.00000000 PA USD 161194.89000000 0.032329816023 Long DBT CORP US N 2 2031-04-30 Fixed 0.05000000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBU0 56000.00000000 PA USD 55376.75000000 0.011106556414 Long DBT CORP US N 2 2029-11-22 Fixed 0.05600000 N N N N N N PALMER SQUARE LOAN FUNDING 2025-1 LTD N/A 69704CAA5 184996.96000000 PA USD 184880.97000000 0.037080379820 Long ABS-CBDO CORP KY N 2 2033-02-15 Variable 0.04451070 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UBA6 106000.00000000 PA USD 105151.14000000 0.021089483735 Long DBT CORP CA N 2 2031-03-20 Fixed 0.04650000 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 266233AH8 124000.00000000 PA USD 111540.61000000 0.022370978388 Long DBT CORP US N 2 2030-10-01 Fixed 0.02532000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427SQB7 135515.07000000 PA USD 124941.76000000 0.025058760327 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03500000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAV2 107000.00000000 PA USD 105294.06000000 0.021118148274 Long DBT CORP US N 2 2036-04-15 Fixed 0.05200000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 476000.00000000 PA USD 384006.55000000 0.077017708894 Long DBT CORP US N 2 2047-05-01 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56P2 19469.32800000 PA USD 17559.04000000 0.003521703031 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.01500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CT4 290000.00000000 PA USD 296515.54000000 0.059470203158 Long DBT CORP US N 2 2031-04-01 Fixed 0.05450000 N N N N N N OHA CREDIT FUNDING 26 LTD N/A 676921AA7 313000.00000000 PA USD 313000.00000000 0.062776384632 Long ABS-CBDO CORP KY N 2 2039-07-20 Variable 0.01190000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032666 1800000.00000000 PA USD 1637015.58000000 0.328325622041 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.03500000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FX9 176000.00000000 PA USD 163128.30000000 0.032717587556 Long DBT CORP US N 2 2031-01-13 Fixed 0.02650000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5XM6 541674.98000000 PA USD 504021.15000000 0.101088260623 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 0.04000000 N N N N N N BX 2024-CNYN N/A 05612HAA9 139765.54800000 PA USD 139940.25000000 0.028066910413 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.05068968 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNVT7 17590.14400000 PA USD 15466.36000000 0.003101987745 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 211000.00000000 PA USD 213211.53000000 0.042762456917 Long DBT CORP US N 2 2032-03-01 Fixed 0.05000000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAR2 109000.00000000 PA USD 108570.74000000 0.021775330779 Long DBT CORP US N 2 2029-01-15 Fixed 0.04350000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 148000.00000000 PA USD 149185.62000000 0.029921194449 Long DBT CORP US N 2 2028-06-15 Fixed 0.04950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GSVE5 129396.99300000 PA USD 131855.06000000 0.026445316173 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.05500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3V3 235000.00000000 PA USD 241088.46000000 0.048353552381 Long DBT CORP US N 2 2036-04-23 Variable 0.05605000 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAM2 490000.00000000 PA USD 492603.20000000 0.098798236275 Long DBT CORP US N 2 2028-03-17 Fixed 0.05350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7JB4 12770.21000000 PA USD 11869.62000000 0.002380612877 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.03500000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAP6 702000.00000000 PA USD 706660.80000000 0.141730383978 Long DBT CORP US N 2 2030-09-15 Fixed 0.04900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6Y46 280766.49300000 PA USD 288215.14000000 0.057805445640 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KVXM7 60937.20700000 PA USD 49268.22000000 0.009881408079 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427SSP4 1119467.21600000 PA USD 905098.20000000 0.181529689243 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8CE4 95217.64800000 PA USD 98739.87000000 0.019803616797 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 0.06000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F052664 2275000.00000000 PA USD 2286019.65000000 0.458492168770 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020679 7600000.00000000 PA USD 6078812.88000000 1.219188164415 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVP1 123152.58100000 PA USD 109964.82000000 0.022054932384 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CK8 915000.00000000 PA USD 714105.80000000 0.143223579453 Long DBT CORP US N 2 2053-04-01 Fixed 0.05250000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCC7 380000.00000000 PA USD 364918.86000000 0.073189414424 Long DBT CORP US N 2 2030-07-15 Fixed 0.03950000 N N N N N N BX COML MTG TR 2024-XL5 N/A 05612GAA1 373417.01400000 PA USD 374000.48000000 0.075010856182 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.05018740 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HBG2 333000.00000000 PA USD 330703.90000000 0.066327141296 Long DBT CORP NL N 2 2032-08-19 Fixed 0.04850000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAQ4 224000.00000000 PA USD 228734.76000000 0.045875850710 Long DBT CORP US N 2 2036-02-15 Fixed 0.05650000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAK3 98000.00000000 PA USD 96611.92000000 0.019376827635 Long DBT CORP US N 2 2030-09-09 Fixed 0.05800000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 2475000.00000000 PA USD 2265936.75000000 0.454464271470 Long DBT CORP MX N 2 2050-01-23 Fixed 0.07690000 N N N N N N OHA CR FDG 6 LTD / OHA CR FDG 6 LLC N/A 67098UAY1 250000.00000000 PA USD 250520.75000000 0.050245325751 Long ABS-CBDO CORP KY N 2 2037-10-20 Variable 0.05005230 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KKHK3 13170.66000000 PA USD 10675.54000000 0.002141123978 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 465000.00000000 PA USD 504969.54000000 0.101278473068 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV5C5 123017.07600000 PA USD 104590.73000000 0.020977085927 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.02500000 N N N N N N INVESCO US CLO 2024-3 LTD 254900GU4U8LUX3GA959 46148HAB4 250000.00000000 PA USD 250000.00000000 0.050140882294 Long ABS-CBDO CORP JE N 2 2037-07-20 Variable 0.05185230 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBR5 331000.00000000 PA USD 325120.26000000 0.065207266752 Long DBT CORP IE N 2 2030-11-15 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CXU42 432774.95500000 PA USD 388959.61000000 0.078011112088 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFH6 88291.56700000 PA USD 78645.70000000 0.015773459146 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.03000000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587EA1 919000.00000000 PA USD 897598.92000000 0.180025607180 Long DBT CORP US N 2 2035-03-15 Fixed 0.04850000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050460 4600000.00000000 PA USD 4623718.52000000 0.927349304289 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV6R1 381278.02600000 PA USD 308862.08000000 0.061946468793 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.02000000 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAP1 178000.00000000 PA USD 178518.94000000 0.035804388631 Long DBT CORP US N 2 2027-04-07 Fixed 0.04600000 N N N N N N BABSON CLO LTD/CAYMAN ISLANDS N/A 06762LAR9 1900000.00000000 PA USD 1906040.10000000 0.382282129207 Long ABS-CBDO CORP KY N 2 2038-01-15 Variable 0.04933100 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 588000.00000000 PA USD 556399.16000000 0.111593379160 Long DBT CORP US N 2 2030-11-05 Variable 0.02976000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAA8 393921.53000000 PA USD 394413.93000000 0.079105049757 Long ABS-MBS CORP US N 2 2042-10-15 Variable 0.04927090 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAM8 1159000.00000000 PA USD 1051592.07000000 0.210911016813 Long DBT CORP US N 2 2031-04-15 Fixed 0.02750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKY4 1767000.00000000 PA USD 1776366.43000000 0.356274320311 Long DBT CORP US N 2 2033-07-22 Variable 0.05015000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYB2 1723773.65000000 PA USD 1392607.43000000 0.279306260917 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 256000.00000000 PA USD 262118.20000000 0.052571351253 Long DBT CORP US N 2 2034-09-01 Fixed 0.05600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6QM6 37052.18400000 PA USD 34245.52000000 0.006868402349 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VBC5 331000.00000000 PA USD 329624.98000000 0.066110749293 Long DBT CORP US N 2 2036-04-30 Fixed 0.05550000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CL2 138000.00000000 PA USD 139097.11000000 0.027897807279 Long DBT CORP US N 2 2029-11-15 Fixed 0.04800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 398000.00000000 PA USD 404323.77000000 0.081092602241 Long DBT CORP US N 2 2030-05-01 Fixed 0.05150000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDR4 1601000.00000000 PA USD 1633392.92000000 0.327599048566 Long DBT CORP US N 2 2034-06-01 Variable 0.05350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WG44 23612.10600000 PA USD 21021.41000000 0.004216128177 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060663 1350000.00000000 PA USD 1375280.78000000 0.275831166845 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.06000000 N N N N N N BX TRUST 2025-DIME N/A 05613UAA9 278000.00000000 PA USD 276610.00000000 0.055477877805 Long ABS-MBS CORP US N 2 2035-02-15 Variable 0.04777090 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNCZ4 32622.18500000 PA USD 27919.31000000 0.005599595345 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N AIMCO CLO 20 LTD 2549009AFNTQKXTAWE65 00901QAN2 1400000.00000000 PA USD 1401502.20000000 0.281090227380 Long ABS-CBDO CORP JE N 2 2038-10-16 Variable 0.04889520 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3Z6 28767.89900000 PA USD 25429.39000000 0.005100208203 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A4CV8 18778.54400000 PA USD 17621.03000000 0.003534135964 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQQ7 3810000.00000000 PA USD 3790354.69000000 0.760206913456 Long DBT UST US N 2 2036-05-15 Fixed 0.04375000 N N N N N N HEALTHCARE REALTY HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAG9 505000.00000000 PA USD 475730.98000000 0.095414284287 Long DBT CORP US N 2 2030-02-15 Fixed 0.03100000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WY85 2831265.88400000 PA USD 2325290.64000000 0.466368497119 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VXX3 66958.13300000 PA USD 55033.90000000 0.011037793208 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 0.02000000 N N N N N N BPR COML MTG TR 2024-PK N/A 05593UAE5 100000.00000000 PA USD 101707.18000000 0.020398750963 Long ABS-MBS CORP US N 2 2039-11-05 Variable 0.05990884 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DW1 200000.00000000 PA USD 199702.08000000 0.040052953948 Long DBT CORP JP N 2 2032-04-21 Variable 0.04847000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 208000.00000000 PA USD 202403.38000000 0.040594736210 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 266233AJ4 140000.00000000 PA USD 123457.26000000 0.024761023768 Long DBT CORP US N 2 2032-01-07 Fixed 0.02775000 N N N N N N SIXTH STREET LENDING PAR 549300S9P1HMDERGCR64 829932AF9 108000.00000000 PA USD 108700.18000000 0.021801291722 Long DBT CORP US N 2 2030-07-15 Fixed 0.06125000 N N N N N N CARLYLE US CLO 2021-10 LTD N/A 14316YAL9 250000.00000000 PA USD 250208.75000000 0.050182749930 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 0.04985230 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAW5 964000.00000000 PA USD 928810.33000000 0.186285477720 Long DBT CORP IE N 2 2028-10-29 Fixed 0.03000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAR1 776000.00000000 PA USD 764543.63000000 0.153339568642 Long DBT CORP US N 2 2035-09-01 Fixed 0.05250000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 146000.00000000 PA USD 148986.21000000 0.029881200076 Long DBT CORP US N 2 2031-01-30 Fixed 0.05250000 N N N N N N ARES CLO N/A 04017WAW2 250000.00000000 PA USD 250730.75000000 0.050287444093 Long ABS-CBDO CORP KY N 2 2038-07-15 Variable 0.04983100 N N N N N N WILLIS ENGINE STRUCTURED TR V N/A 97064FAA3 251062.93600000 PA USD 243315.86000000 0.048800287586 Long ABS-CBDO CORP US N 2 2045-03-15 Fixed 0.03228000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUZE9 233288.87500000 PA USD 235387.61000000 0.047210169785 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKQ3 2590000.00000000 PA USD 2595867.96000000 0.520636439333 Long DBT UST US N 2 2034-05-15 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31426NGK0 146878.58300000 PA USD 148115.04000000 0.029706475146 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DUG5 27755.83800000 PA USD 22458.16000000 0.004504287828 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRW4 23802.96500000 PA USD 19282.08000000 0.003867282014 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAL4 48000.00000000 PA USD 46062.41000000 0.009238439511 Long ABS-CBDO CORP US N 2 2049-10-25 Fixed 0.03668000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLF6 2320000.00000000 PA USD 2243473.18000000 0.449958898593 Long DBT UST US N 2 2034-08-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140BJGM3 173923.41900000 PA USD 175046.20000000 0.035107883640 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.05000000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBM3 516000.00000000 PA USD 498393.40000000 0.099959539222 Long DBT CORP US N 2 2029-12-15 Fixed 0.03550000 N N N N N N BX COML MTG TR 2024-GPA3 N/A 123910AA9 629652.42700000 PA USD 630833.03000000 0.126522098817 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.04919910 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AB3 554000.00000000 PA USD 561232.15000000 0.112562700691 Long DBT CORP US N 2 2032-04-15 Fixed 0.05350000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AJ9 376000.00000000 PA USD 356462.64000000 0.071493405097 Long DBT CORP US N 2 2038-08-15 Fixed 0.04800000 N N N N N N PLYM COMMERCIAL MORTGAGE TRUST 2026-IND N/A 69292BAA5 425000.00000000 PA USD 425265.63000000 0.085292775590 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.04877090 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMS1 76723.49600000 PA USD 79705.45000000 0.015986006346 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNZ0 1175000.00000000 PA USD 1151086.92000000 0.230866055063 Long DBT UST US N 2 2032-09-30 Fixed 0.03875000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 339000.00000000 PA USD 325748.73000000 0.065333314913 Long DBT CORP US N 2 2032-09-26 Fixed 0.04800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPY1 4540000.00000000 PA USD 4469771.88000000 0.896473222865 Long DBT UST US N 2 2033-01-31 Fixed 0.04000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCL2 410000.00000000 PA USD 414662.43000000 0.083166160377 Long DBT CORP US N 2 2030-01-31 Fixed 0.05000000 N N N N N N BX 2026-ALOHA N/A 12434HAA1 484000.00000000 PA USD 483999.95000000 0.097072738093 Long ABS-MBS CORP US N 2 2043-04-15 Floating 0.04977090 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DD4 619000.00000000 PA USD 690111.34000000 0.138411165874 Long DBT CORP US N 2 2031-05-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYY2 375420.64400000 PA USD 317310.45000000 0.063640903696 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VBD3 66000.00000000 PA USD 65725.94000000 0.013182226484 Long DBT CORP US N 2 2028-10-30 Fixed 0.04550000 N N N N N N PLYM COMMERCIAL MORTGAGE TRUST 2026-IND N/A 69292BAC1 484000.00000000 PA USD 484000.00000000 0.097072748121 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.05077090 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNE65 20238.90700000 PA USD 17302.25000000 0.003470200322 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAY7 13000.00000000 PA USD 12323.99000000 0.002471742927 Long DBT CORP US N 2 2028-07-15 Fixed 0.02450000 N N N N N N VSP OPTICAL GROUP INC 549300PHX8USLM2BT742 91836LAC6 185000.00000000 PA USD 184699.81000000 0.037044045731 Long DBT CORP US N 2 2036-06-01 Fixed 0.05650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLUA3 63995.28500000 PA USD 54829.60000000 0.010996818079 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PBA4 290000.00000000 PA USD 295559.59000000 0.059278474452 Long DBT CORP US N 2 2034-04-01 Fixed 0.05500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 793000.00000000 PA USD 784221.13000000 0.157286157487 Long DBT CORP US N 2 2031-03-31 Variable 0.04412000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 916000.00000000 PA USD 904238.56000000 0.181357276810 Long DBT CORP MX N 2 2031-01-28 Fixed 0.05950000 N N N N N N LINCOLN NATIONAL CORP IND EFQMQROEDSNBRIP7LE47 534187BK4 724000.00000000 PA USD 678716.08000000 0.136125692313 Long DBT CORP US N 2 2031-01-15 Fixed 0.03400000 N N N N N N REGENCY CTRS LP 5493008PTR2GAOYBXW28 75884RBD4 137000.00000000 PA USD 138372.48000000 0.027752472929 Long DBT CORP US N 2 2032-07-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDCE4 45038.75100000 PA USD 38264.39000000 0.007674441100 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WF5Y8 57330.35000000 PA USD 53104.67000000 0.010650860030 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DTQ5 15114.16500000 PA USD 12243.54000000 0.002455607592 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAH5 200000.00000000 PA USD 197342.66000000 0.039579740346 Long DBT CORP US N 2 2033-01-15 Fixed 0.04950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427SN38 352587.32200000 PA USD 372891.66000000 0.074788467330 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQ2W5 47931.97700000 PA USD 38918.15000000 0.007805561513 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EH6 652000.00000000 PA USD 618101.04000000 0.123968525969 Long DBT CORP US N 2 2032-04-01 Fixed 0.03750000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCQ2 727000.00000000 PA USD 660249.40000000 0.132421949800 Long DBT CORP US N 2 2031-02-15 Fixed 0.02450000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AF0 76000.00000000 PA USD 77516.75000000 0.015547032950 Long DBT CORP US N 2 2034-04-01 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KJR20 18471.26800000 PA USD 15055.39000000 0.003019562151 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UE6 4463000.00000000 PA USD 4122347.60000000 0.826792583147 Long DBT UST US N 2 2054-11-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGFQ7 41437.93900000 PA USD 36926.91000000 0.007406191391 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8S80 256655.22200000 PA USD 262493.18000000 0.052646558565 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.05500000 N N N N N N AASET 2021-1 TR N/A 00038PAA8 75833.81600000 PA USD 73169.29000000 0.014675091029 Long ABS-CBDO CORP US N 2 2041-11-16 Fixed 0.02950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUNN2 18931.29900000 PA USD 19420.10000000 0.003894963792 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N AIMCO CLO 17 LTD / AIMCO CLO 17 LLC N/A 00889JAK0 250000.00000000 PA USD 250296.25000000 0.050200299239 Long ABS-CBDO CORP JE N 2 2037-07-20 Variable 0.05013640 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBU4 340000.00000000 PA USD 338625.93000000 0.067916011591 Long DBT CORP US N 2 2036-02-15 Fixed 0.05100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMG7 35177.28500000 PA USD 35944.46000000 0.007209147751 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.05500000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AW1 114425.00000000 PA USD 113047.68000000 0.022673241665 Long ABS-CBDO CORP US N 2 2055-08-20 Fixed 0.05165000 N N N N N N PLYM COMMERCIAL MORTGAGE TRUST 2026-IND N/A 69292BAE7 466000.00000000 PA USD 465417.50000000 0.093345776340 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.05277090 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAD9 200000.00000000 PA USD 197020.08000000 0.039515042563 Long DBT CORP US N 2 2030-02-15 Fixed 0.05600000 N N N N N N AASET 2024-1 US LTD / AASET 2024-1 INTL LTD N/A 00255JAB6 194227.22000000 PA USD 197914.86000000 0.039694502798 Long ABS-CBDO CORP US N 2 2049-05-16 Fixed 0.06261000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAV3 524000.00000000 PA USD 486933.91000000 0.097661183465 Long DBT CORP US N 2 2030-02-15 Fixed 0.03375000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BM3 107000.00000000 PA USD 108744.59000000 0.021810198749 Long DBT CORP US N 2 2030-06-15 Fixed 0.05165000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F060667 1300000.00000000 PA USD 1327421.94000000 0.266232428992 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMB8 249899.90100000 PA USD 213639.58000000 0.042848308136 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6NW6 181806.77100000 PA USD 188574.66000000 0.037821199322 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.06000000 N N N N N N BARINGS ISSUER LLC 2026-SBP N/A 06764UAA4 312936.28000000 PA USD 309308.82000000 0.062036068544 Long ABS-MBS CORP US N 2 2059-02-26 Fixed 0.04820000 N N N N N N FLAT 2025-30A N/A 33882MAA3 150000.00000000 PA USD 150310.50000000 0.030146804352 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.04833100 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 857000.00000000 PA USD 845947.34000000 0.169666184007 Long DBT CORP GB N 2 2028-05-22 Variable 0.03073000 N N N N N N RR 34 LTD N/A 74988WAA8 250000.00000000 PA USD 250651.25000000 0.050271499292 Long ABS-CBDO CORP KY N 2 2039-10-15 Variable 0.05023100 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7B5 291906.16600000 PA USD 236464.57000000 0.047426168684 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L6US1 31992.70800000 PA USD 25846.36000000 0.005183837177 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UC0 579000.00000000 PA USD 512844.73000000 0.102857948968 Long DBT UST US N 2 2054-08-15 Fixed 0.04250000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AG3 948555.00000000 PA USD 929821.80000000 0.186488341713 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.05246000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDRW8 49268.92500000 PA USD 40111.46000000 0.008044895978 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2E2 400000.00000000 PA USD 397077.77000000 0.079639318908 Long DBT CORP US N 2 2030-12-12 Fixed 0.04800000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022667 -2000000.00000000 PA USD -1674921.80000000 -0.33592822730 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9UW9 44169.16300000 PA USD 41360.67000000 0.008295441944 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAH9 140000.00000000 PA USD 147709.23000000 0.029625084460 Long DBT CORP US N 2 2030-07-15 Fixed 0.06200000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAG7 348000.00000000 PA USD 347000.75000000 0.069595695046 Long DBT CORP US N 2 2033-05-15 Fixed 0.04875000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AC0 223000.00000000 PA USD 221643.71000000 0.044453644697 Long DBT CORP US N 2 2029-03-24 Fixed 0.04500000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEG7 5000.00000000 PA USD 5184.85000000 0.001039891814 Long DBT CORP US N 2 2030-04-06 Fixed 0.05850000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BU7 565000.00000000 PA USD 504821.73000000 0.101248827773 Long DBT CORP US N 2 2031-04-01 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQ70 202044.08600000 PA USD 163669.95000000 0.032826222792 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AS0 47750.00000000 PA USD 42346.57000000 0.008493177527 Long ABS-CBDO CORP US N 2 2051-11-20 Fixed 0.02791000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H050672 425000.00000000 PA USD 419265.82000000 0.084089432522 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 0.05000000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610BH7 235000.00000000 PA USD 241411.93000000 0.048418428666 Long DBT CORP US N 2 2032-07-23 Variable 0.05718000 N N N N N N Phillips Edison Grocery Center Operating Partnership I LP 549300WUPIVS6ZE0ZI51 71845JAE8 117000.00000000 PA USD 114705.87000000 0.023005814104 Long DBT CORP US N 2 2033-03-15 Fixed 0.04750000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAF4 22000.00000000 PA USD 17149.55000000 0.003439574271 Long DBT CORP US N 2 2052-04-15 Fixed 0.04300000 N N N N N N CARLYLE US CLO 2025-6 LTD N/A 14320LAA5 250000.00000000 PA USD 250094.50000000 0.050159835547 Long ABS-CBDO CORP KY N 2 2039-01-20 Variable 0.04878910 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F062663 -2525000.00000000 PA USD -2623632.81000000 -0.52620505563 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.06500000 N N N N N N EXTENDED STAY AMER TR 2026-ESH2 N/A 30227WAA1 831985.26200000 PA USD 832765.25000000 0.167022337515 Long ABS-MBS CORP US N 2 2043-02-15 Variable 0.04827090 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHS2 43759.59800000 PA USD 39047.23000000 0.007831450253 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.03000000 N N N N N N BAIN CAPITAL CREDIT CLO 2023-4 LTD N/A 05685EAN0 250000.00000000 PA USD 250173.25000000 0.050175629925 Long ABS-CBDO CORP KY N 2 2039-01-21 Variable 0.04902140 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030678 100000.00000000 PA USD 87316.40000000 0.017512485338 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 0.03000000 N N N N N N BPR COML MTG TR 2024-PK N/A 05593UAA3 231000.00000000 PA USD 233192.42000000 0.046769894732 Long ABS-MBS CORP US N 2 2039-11-05 Variable 0.05391892 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDH5 79000.00000000 PA USD 76595.28000000 0.015362219675 Long DBT CORP US N 2 2030-09-26 Fixed 0.04450000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AM7 34000.00000000 PA USD 29782.99000000 0.005973381583 Long DBT CORP US N 2 2048-04-20 Fixed 0.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 250000.00000000 PA USD 226775.49000000 0.045482892605 Long DBT CORP US N 2 2033-01-25 Variable 0.03057000 N N N N N N AIMCO 2019 N/A 00901ABE6 309000.00000000 PA USD 309000.00000000 0.061974130515 Long ABS-CBDO CORP KY N 2 2039-07-22 Variable 0.01190000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BM1 425000.00000000 PA USD 394757.72000000 0.079174001492 Long DBT CORP US N 2 2031-02-01 Fixed 0.03375000 N N N N N N CIFC FUNDING 2021-VI LTD N/A 12553SAN4 362000.00000000 PA USD 362001.81000000 0.072604360581 Long ABS-CBDO CORP KY N 2 2039-07-15 Variable 0.04882240 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E5Q9 64482.65300000 PA USD 65890.64000000 0.013215259298 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05612GAC7 70000.00000000 PA USD 70109.38000000 0.014061384681 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.05318320 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050668 5675000.00000000 PA USD 5585441.69000000 1.120235897354 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05000000 N N N N N N AGREE LP 549300DXY3G299V1BO77 008513AF0 235000.00000000 PA USD 241515.74000000 0.048439249166 Long DBT CORP US N 2 2035-06-15 Fixed 0.05600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133L7WF0 643902.97800000 PA USD 596335.29000000 0.119603110334 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.02000000 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAU9 324000.00000000 PA USD 317403.48000000 0.063659562121 Long DBT CORP US N 2 2029-04-02 Fixed 0.05150000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4U1 439934.96800000 PA USD 361451.71000000 0.072494030584 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02000000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAU1 400000.00000000 PA USD 389614.37000000 0.078142433065 Long DBT CORP US N 2 2031-04-15 Fixed 0.05550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPJ4 2020000.00000000 PA USD 1953718.75000000 0.391844727517 Long DBT UST US N 2 2035-11-15 Fixed 0.04000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397H48 300000.00000000 PA USD 303434.78000000 0.060857950351 Long DBT CORP US N 2 2030-09-05 Fixed 0.05730000 N N N N N N OHA CREDIT PARTNERS VII LTD N/A 67102QBK3 500000.00000000 PA USD 500377.50000000 0.100357477320 Long ABS-CBDO CORP KY N 2 2038-02-20 Variable 0.04781920 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 1020000.00000000 PA USD 1015072.23000000 0.203586468817 Long DBT CORP US N 2 2031-03-24 Variable 0.04493000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-SOAR N/A 05609WAA1 7279.33700000 PA USD 7281.61000000 0.001460425399 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.05118090 N N N N N N BENEFIT STREET PARTNERS CLO 44 LTD / LLC N/A 08187NAA5 250000.00000000 PA USD 250558.50000000 0.050252897025 Long ABS-CBDO CORP KY N 2 2039-01-15 Variable 0.04893100 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 200000.00000000 PA USD 211045.17000000 0.042327964110 Long DBT CORP GB N 2 2034-05-09 Variable 0.06224000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XYQN2 9274.57300000 PA USD 8620.50000000 0.001728957903 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNR8 2800000.00000000 PA USD 2764671.87000000 0.554492347261 Long DBT UST US N 2 2032-07-31 Fixed 0.04000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 23000.00000000 PA USD 23431.82000000 0.004699568514 Long DBT CORP US N 2 2029-07-01 Fixed 0.05250000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAN0 229510.00000000 PA USD 217899.27000000 0.043702646596 Long ABS-CBDO CORP US N 2 2051-04-25 Fixed 0.02662000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F062663 5400000.00000000 PA USD 5610937.50000000 1.125349426987 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.06500000 N N N N N N RR 44A LTD N/A 78109WAA3 292000.00000000 PA USD 291825.97000000 0.058529646448 Long ABS-CBDO CORP KY N 2 2041-04-15 Variable 0.04842410 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAW7 287000.00000000 PA USD 255660.50000000 0.051276172150 Long DBT CORP US N 2 2031-09-01 Fixed 0.02500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022667 2500000.00000000 PA USD 2093652.25000000 0.419910284127 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02500000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 54000.00000000 PA USD 56986.49000000 0.011429411549 Long DBT CORP US N 2 2034-03-15 Fixed 0.05900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNNK5 274374.41800000 PA USD 220976.49000000 0.044319824699 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLPG7 347518.53900000 PA USD 308818.04000000 0.061937635975 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.03000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DY2 121000.00000000 PA USD 122852.09000000 0.024639648737 Long DBT CORP US N 2 2031-01-30 Variable 0.05085000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 431000.00000000 PA USD 433901.55000000 0.087024826183 Long DBT CORP US N 2 2035-03-01 Fixed 0.05200000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAH6 130000.00000000 PA USD 129016.52000000 0.025876008573 Long ABS-CBDO CORP US N 2 2055-12-06 Fixed 0.05274000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AE8 48265.00000000 PA USD 47684.43000000 0.009563757567 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06505000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BG6 400000.00000000 PA USD 415512.33000000 0.083336619321 Long DBT CORP US N 2 2028-11-01 Fixed 0.06250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWA52 144186.88800000 PA USD 116576.25000000 0.023380944118 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNW7 5580000.00000000 PA USD 5468617.95000000 1.096805315768 Long DBT UST US N 2 2032-08-31 Fixed 0.03875000 N N N N N N JERSEY MIKES FUNDING LLC N/A 476681AD3 179725.00000000 PA USD 181498.13000000 0.036401905491 Long ABS-CBDO CORP US N 2 2055-02-15 Fixed 0.05636000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AA5 82000.00000000 PA USD 82940.08000000 0.016634755154 Long DBT CORP US N 2 2030-04-15 Fixed 0.05100000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAP5 48625.00000000 PA USD 44336.02000000 0.008892188640 Long ABS-CBDO CORP US N 2 2051-04-25 Fixed 0.03151000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AP3 660000.00000000 PA USD 644565.50000000 0.129276331465 Long DBT CORP CH N 2 2031-04-01 Variable 0.04194000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427QKX9 265120.84200000 PA USD 279186.96000000 0.055994721997 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052660 6525000.00000000 PA USD 6565550.92000000 1.316810063501 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFPJ4 57855.44900000 PA USD 49460.66000000 0.009920004524 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLDH8 99099.08200000 PA USD 86372.05000000 0.017323083170 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02000000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAK6 94750.00000000 PA USD 94383.39000000 0.018929865794 Long ABS-CBDO CORP US N 2 2048-07-25 Fixed 0.04328000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAW0 55000.00000000 PA USD 54795.30000000 0.010989938750 Long DBT CORP US N 2 2034-09-01 Fixed 0.05125000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W04U6 97060.48100000 PA USD 78413.51000000 0.015726890300 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7SQ1 19125.33400000 PA USD 17776.56000000 0.003565329610 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.03500000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 125000.00000000 PA USD 125895.58000000 0.025250061832 Long DBT CORP US N 2 2030-03-01 Fixed 0.04800000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AF8 45875.00000000 PA USD 45439.22000000 0.009113450326 Long ABS-CBDO CORP US N 2 2047-11-20 Fixed 0.04030000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y66E5 114340.96900000 PA USD 118677.78000000 0.023802434391 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FWP8 1249998.43400000 PA USD 1230843.21000000 0.246862258060 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQK0 3450000.00000000 PA USD 3409839.86000000 0.683889516247 Long DBT UST US N 2 2031-04-30 Fixed 0.03875000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 462000.00000000 PA USD 460371.02000000 0.092333636501 Long DBT CORP US N 2 2030-10-18 Variable 0.04654000 N N N N N N VSP OPTICAL GROUP INC 549300PHX8USLM2BT742 91836LAB8 132000.00000000 PA USD 132116.60000000 0.026497771558 Long DBT CORP US N 2 2033-06-01 Fixed 0.05400000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 393000.00000000 PA USD 378452.72000000 0.075903813149 Long DBT CORP US N 2 2030-05-01 Fixed 0.03600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAW2 127000.00000000 PA USD 126460.08000000 0.025363279944 Long DBT CORP US N 2 2032-04-16 Variable 0.04809000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9UJ2 16205.09800000 PA USD 13203.23000000 0.002648086405 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 57000.00000000 PA USD 57077.73000000 0.011447710966 Long DBT CORP US N 2 2028-02-15 Fixed 0.04750000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DS1 1380000.00000000 PA USD 1506493.93000000 0.302147739283 Long DBT CORP US N 2 2034-05-01 Fixed 0.06528000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYJ7 1329000.00000000 PA USD 1175141.40000000 0.235690506465 Long DBT CORP US N 2 2032-07-21 Variable 0.02383000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 49093808.07200000 NS USD 49103626.83000000 9.848396692380 Long STIV RF US N 1 N N N CENT TRUST 2025-CITY N/A 12517TAA5 2874000.00000000 PA USD 2876206.66000000 0.576862158369 Long ABS-MBS CORP US N 2 2040-07-10 Variable 0.05090927 N N N N N N RR 25 LTD N/A 75000KAY3 250000.00000000 PA USD 250088.00000000 0.050158531884 Long ABS-CBDO CORP BM N 2 2041-04-15 Variable 0.04853100 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAA6 100000.00000000 PA USD 99968.75000000 0.020050085307 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.04430580 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDC6 30000.00000000 PA USD 33053.27000000 0.006629280482 Long DBT CORP US N 2 2031-10-30 Variable 0.07624000 N N N N N N PK ALIFT LOAN FUNDING 7 LP N/A 69291NAA0 231460.02000000 PA USD 228153.59000000 0.045759289204 Long ABS-CBDO CORP US N 2 2043-03-15 Fixed 0.04750000 N N N N N N JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS N/A 46590XAP1 20000.00000000 PA USD 17785.01000000 0.003567024372 Long DBT CORP NL N 2 2032-05-15 Fixed 0.03000000 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AG5 99000.00000000 PA USD 107817.64000000 0.021624286385 Long DBT CORP US N 2 2028-07-20 Fixed 0.09250000 N N N N N N RR 36 LTD / RR 36 LLC N/A 74989AAA5 473000.00000000 PA USD 473680.17000000 0.095002966596 Long ABS-CBDO CORP KY N 2 2040-01-15 Variable 0.04963100 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LNRM1 78236.59600000 PA USD 63181.57000000 0.012671918658 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC N/A 12554XAY8 250000.00000000 PA USD 250471.25000000 0.050235397857 Long ABS-CBDO CORP KY N 2 2038-10-15 Variable 0.04943100 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 1063000.00000000 PA USD 1095936.03000000 0.219804797928 Long DBT CORP US N 2 2028-05-12 Fixed 0.06800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 190000.00000000 PA USD 189997.38000000 0.038106545067 Long DBT CORP US N 2 2027-09-29 Fixed 0.04450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B1XC0 19067.53100000 PA USD 16765.37000000 0.003362521775 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KQVE8 28052.59700000 PA USD 22698.28000000 0.004552447143 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EG8 2000.00000000 PA USD 1987.73000000 0.000398666143 Long DBT CORP US N 2 2027-04-01 Fixed 0.03350000 N N N N N N RR 27 LTD N/A 78110VAS3 378000.00000000 PA USD 378345.49000000 0.075882306722 Long ABS-CBDO CORP BM N 2 2040-10-15 Variable 0.04903100 N N N N N N DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC N/A 26246BAU8 250000.00000000 PA USD 250400.00000000 0.050221107705 Long ABS-CBDO CORP KY N 2 2037-07-15 Variable 0.05053100 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427P4V3 753874.97600000 PA USD 642839.07000000 0.128930072571 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H022663 2300000.00000000 PA USD 1968485.36000000 0.394806370933 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 250000.00000000 PA USD 221217.67000000 0.044368196611 Long DBT CORP US N 2 2032-07-21 Variable 0.02299000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO 28 LTD 254900QMNDOCGSL27870 38140CAC8 174000.00000000 PA USD 173991.65000000 0.034896379371 Long ABS-CBDO CORP KY N 2 2039-10-20 Variable 0.04836950 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XA5H1 212648.30500000 PA USD 195525.20000000 0.039215224154 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.03500000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAX6 80000.00000000 PA USD 81037.51000000 0.016253169001 Long DBT CORP US N 2 2029-01-12 Fixed 0.05200000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042665 100000.00000000 PA USD 96031.25000000 0.019260366411 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHX7 39775.82300000 PA USD 37464.55000000 0.007514022367 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WLP1 252832.10600000 PA USD 216639.44000000 0.043449970645 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8UR5 107078.25100000 PA USD 111616.44000000 0.022386187120 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.06000000 N N N N N N BX TRUST 2022-IND N/A 05609WAG8 6999.97000000 PA USD 7004.34000000 0.001404815149 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.05567090 N N N N N N BX COML MTG TR 2024-XL4 N/A 05612GAE3 70000.00000000 PA USD 70109.38000000 0.014061384681 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.05567960 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VBB7 192000.00000000 PA USD 190769.64000000 0.038261432258 Long DBT CORP US N 2 2033-04-30 Fixed 0.05250000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAQ1 237000.00000000 PA USD 236266.63000000 0.047386469139 Long DBT CORP US N 2 2036-02-15 Fixed 0.05550000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CB7 32000.00000000 PA USD 31929.81000000 0.006403955379 Long DBT CORP US N 2 2027-09-24 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWKU7 696312.97000000 PA USD 660104.77000000 0.132392942297 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.02500000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 805000.00000000 PA USD 757595.25000000 0.151945977027 Long DBT CORP US N 2 2032-04-05 Fixed 0.03900000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UU0 900000.00000000 PA USD 902671.88000000 0.181043057941 Long DBT UST US N 2 2056-05-15 Fixed 0.05000000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAG1 500000.00000000 PA USD 507399.77000000 0.101765888574 Long DBT CORP US N 2 2035-02-15 Fixed 0.05439000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DQ4 100000.00000000 PA USD 100658.86000000 0.020188496204 Long ABS-CBDO CORP US N 2 2029-11-15 Fixed 0.04730000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8C45 20983.13400000 PA USD 19503.34000000 0.003911658701 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGT4 45037.05300000 PA USD 36666.15000000 0.007353892445 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BL3 60000.00000000 PA USD 57661.20000000 0.011564733768 Long DBT CORP US N 2 2029-10-01 Fixed 0.03625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPM7 8300000.00000000 PA USD 8062996.07000000 1.617142947533 Long DBT UST US N 2 2032-11-30 Fixed 0.03750000 N N N N N N SIXTH STREET CLO XX LTD N/A 83012QAN4 250000.00000000 PA USD 250720.75000000 0.050285438457 Long ABS-CBDO CORP KY N 2 2038-07-17 Variable 0.05000380 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAF0 246448.50200000 PA USD 199409.62000000 0.039994297138 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N EATON VANCE CLO 2020-1 LTD N/A 278300AS7 250000.00000000 PA USD 250158.25000000 0.050172621472 Long ABS-CBDO CORP KY N 2 2037-10-15 Variable 0.05063100 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020667 825000.00000000 PA USD 677056.55000000 0.135792851119 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJJ1 1289000.00000000 PA USD 1304206.18000000 0.261576194234 Long DBT UST US N 2 2033-11-15 Fixed 0.04500000 N N N N N N ARES LVIII CLO LTD / ARES LVIII CLO LLC N/A 04018AAY5 142000.00000000 PA USD 142162.31000000 0.028512574609 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.04913100 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AK3 74000.00000000 PA USD 73435.50000000 0.014728483046 Long DBT CORP US N 2 2027-07-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W5JH8 194849.34800000 PA USD 173333.13000000 0.034764304275 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPN5 2680000.00000000 PA USD 2611429.68000000 0.523757552816 Long DBT UST US N 2 2030-11-30 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KDGZ7 45795.13100000 PA USD 42326.20000000 0.008489092048 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L24V2 47352.53300000 PA USD 38255.31000000 0.007672619983 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJS8 143402.58300000 PA USD 127735.84000000 0.025619150872 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.03000000 N N N N N N CIFC FUNDING 2026-I LTD N/A 12576MAA8 684000.00000000 PA USD 684213.41000000 0.137228256219 Long ABS-CBDO CORP KY N 2 2038-04-25 Variable 0.04821930 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TX6 2220000.00000000 PA USD 1965827.34000000 0.394273269061 Long DBT UST US N 2 2054-02-15 Fixed 0.04250000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCR0 290000.00000000 PA USD 252761.77000000 0.050694792632 Long DBT CORP US N 2 2033-02-15 Fixed 0.02600000 N N N N N N AIMCO CLO 22 LTD / AIMCO CLO 22 LLC N/A 00901UAJ2 398000.00000000 PA USD 398004.38000000 0.079825163080 Long ABS-CBDO CORP JE N 2 2039-04-19 Variable 0.04825370 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060671 875000.00000000 PA USD 890907.15000000 0.178683482172 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 0.06000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAN6 56000.00000000 PA USD 55009.88000000 0.011032975672 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369BA2 310000.00000000 PA USD 311054.35000000 0.062386158201 Long DBT CORP US N 2 2034-08-05 Fixed 0.05000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0B95 482768.65500000 PA USD 411663.16000000 0.082564616201 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKN0 1500000.00000000 PA USD 1531406.25000000 0.307144242102 Long DBT UST US N 2 2031-04-30 Fixed 0.04625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H050664 1200000.00000000 PA USD 1185309.36000000 0.237729828407 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCC4 396000.00000000 PA USD 401452.07000000 0.080516643954 Long DBT CORP FR N 2 2029-04-13 Variable 0.05500000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DU5 200000.00000000 PA USD 199639.07000000 0.040040316440 Long DBT CORP JP N 2 2030-04-18 Variable 0.04592000 N N N N N N WILLIS ENGINE STRUCTURED TRUST VI N/A 97064GAA1 198908.26100000 PA USD 186703.97000000 0.037446007134 Long ABS-CBDO CORP US N 2 2046-05-15 Fixed 0.03104000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AL2 107365.00000000 PA USD 102964.36000000 0.020650895420 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.05914000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UP1 8350000.00000000 PA USD 7882921.88000000 1.581026632473 Long DBT UST US N 2 2055-11-15 Fixed 0.04625000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AU5 139300.00000000 PA USD 137738.98000000 0.027625415933 Long ABS-CBDO CORP US N 2 2055-08-20 Fixed 0.04891000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAK5 2000.00000000 PA USD 1685.23000000 0.000337995676 Long DBT CORP US N 2 2042-04-05 Fixed 0.04350000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CCE3 645000.00000000 PA USD 660255.28000000 0.132423129114 Long DBT CORP US N 2 2034-06-15 Fixed 0.05450000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AE6 264000.00000000 PA USD 261583.92000000 0.052464194170 Long DBT CORP US N 2 2031-03-24 Fixed 0.04850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6DQ3 25770.00900000 PA USD 25375.10000000 0.005089319609 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.05000000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAD9 2000.00000000 PA USD 1335.26000000 0.000267804457 Long DBT CORP US N 2 2051-07-15 Fixed 0.03375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5H40 12482.52100000 PA USD 11504.70000000 0.002307423234 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BR4 20000.00000000 PA USD 19991.27000000 0.004009519663 Long DBT CORP US N 2 2029-03-30 Fixed 0.05050000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNF4 2256000.00000000 PA USD 2244777.08000000 0.450220413378 Long DBT UST US N 2 2032-05-31 Fixed 0.04125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UK2 5554000.00000000 PA USD 5345725.00000000 1.072157472005 Long DBT UST US N 2 2055-05-15 Fixed 0.04750000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAZ4 5000.00000000 PA USD 4341.75000000 0.000870796702 Long DBT CORP US N 2 2031-08-01 Fixed 0.02625000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CA8 390000.00000000 PA USD 390665.59000000 0.078353269458 Long DBT CORP US N 2 2030-03-15 Fixed 0.04650000 N N N N N N EATON VANCE CLO 2019-1 LTD 5493007R7GEORNX00105 27830XAW6 250000.00000000 PA USD 250000.00000000 0.050140882294 Long ABS-CBDO CORP KY N 2 2037-07-15 Variable 0.05183100 N N N N N N OCP AEGIS CLO 2025-47 LTD N/A 67122UAA3 250000.00000000 PA USD 249214.25000000 0.049983289501 Long ABS-CBDO CORP KY N 2 2038-01-21 Variable 0.04782140 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RGQ9 136000.00000000 PA USD 134773.18000000 0.027030584619 Long DBT CORP US N 2 2030-02-15 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DSH6 25159.67000000 PA USD 20381.11000000 0.004087707350 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAX9 340000.00000000 PA USD 341619.08000000 0.068516328318 Long DBT CORP KY N 2 2030-01-15 Fixed 0.05150000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCG8 425000.00000000 PA USD 380864.50000000 0.076387528257 Long DBT CORP US N 2 2031-01-15 Fixed 0.02450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GXRL3 946394.00000000 PA USD 931891.27000000 0.186903401919 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 0.05000000 N N N N N N BX TRUST 2020-VIV3 B N/A 05608EAA2 500000.00000000 PA USD 469862.15000000 0.094237211030 Long ABS-MBS CORP US N 2 2044-03-09 Variable 0.03662004 N N N N N N THUNDERBOLT AIRCRAFT LEASE LIM N/A 886065AA9 2876.44000000 PA USD 2877.68000000 0.000577157656 Long ABS-CBDO CORP KY N 2 2038-09-15 Variable 0.05960000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHZ5 948000.00000000 PA USD 877435.76000000 0.175981612651 Long DBT CORP US N 2 2031-02-13 Variable 0.02496000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AN5 690000.00000000 PA USD 683347.65000000 0.137054616338 Long DBT CORP US N 2 2029-02-15 Fixed 0.04572000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 12713UAA4 124000.00000000 PA USD 121817.26000000 0.024432099580 Long DBT CORP US N 2 2030-10-15 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLW9 3934000.00000000 PA USD 3899731.16000000 0.782143844288 Long DBT UST US N 2 2034-11-15 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WTY4 514589.09800000 PA USD 440765.37000000 0.088401458145 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAH5 355000.00000000 PA USD 354699.79000000 0.071139841680 Long DBT CORP US N 2 2036-05-15 Fixed 0.05250000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AA4 164000.00000000 PA USD 163179.01000000 0.032727758133 Long DBT CORP US N 2 2028-03-24 Fixed 0.04400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMSD8 52382.87800000 PA USD 46303.85000000 0.009286863570 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLS6 1333000.00000000 PA USD 1368839.20000000 0.274539220826 Long DBT CORP US N 2 2029-09-15 Variable 0.05819000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AE7 673000.00000000 PA USD 606087.43000000 0.121559033950 Long DBT CORP US N 2 2031-07-15 Fixed 0.02700000 N N N N N N TACO BELL FDG LLC N/A 87342RAK0 225000.00000000 PA USD 221797.19000000 0.044484427187 Long ABS-CBDO CORP US N 2 2055-08-25 Fixed 0.04821000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 763000.00000000 PA USD 756444.78000000 0.151715234703 Long DBT CORP US N 2 2028-12-15 Fixed 0.04375000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAC5 100000.00000000 PA USD 105799.53000000 0.021219527121 Long DBT CORP US N 2 2033-03-15 Fixed 0.06125000 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2B8 190000.00000000 PA USD 190850.80000000 0.038277709994 Long DBT CORP US N 2 2028-01-10 Fixed 0.05050000 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3142GUPN7 174993.80500000 PA USD 181344.02000000 0.036370996646 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNCM2 32791.72000000 PA USD 28002.92000000 0.005616364462 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N VSP OPTICAL GROUP INC 549300PHX8USLM2BT742 91836LAA0 218000.00000000 PA USD 215717.76000000 0.043265115251 Long DBT CORP US N 2 2035-12-01 Fixed 0.05450000 N N N N N N VOLOFIN FINANCE DESIGNATED ACTIVITY CO N/A 92873RAA9 101638.61000000 PA USD 102618.85000000 0.020581598716 Long ABS-CBDO CORP IE N 2 2037-06-15 Fixed 0.05935000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBL4 200000.00000000 PA USD 209325.36000000 0.041983032947 Long DBT CORP US N 2 2033-02-01 Fixed 0.05750000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 205000.00000000 PA USD 196876.71000000 0.039486287770 Long DBT CORP US N 2 2032-03-15 Fixed 0.04224000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4C2 470000.00000000 PA USD 464378.72000000 0.093137434957 Long DBT CORP US N 2 2029-10-08 Fixed 0.04721000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSA36 993248.31700000 PA USD 795599.85000000 0.159568313728 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N ARES LXX CLO LTD / ARES LXX CLO LLC N/A 039951AS7 250000.00000000 PA USD 250312.50000000 0.050203558396 Long ABS-CBDO CORP JE N 2 2039-01-25 Variable 0.04916590 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEU5 400000.00000000 PA USD 398570.80000000 0.079938766274 Long DBT CORP US N 2 2033-07-20 Variable 0.04889000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BN9 674000.00000000 PA USD 597426.33000000 0.119821933167 Long DBT CORP US N 2 2033-04-15 Fixed 0.03250000 N N N N N N VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC N/A 92918HAT7 400000.00000000 PA USD 400940.40000000 0.080414021613 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 0.04985230 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAL1 336000.00000000 PA USD 302174.83000000 0.060605250333 Long DBT CORP US N 2 2031-11-23 Fixed 0.03125000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BX1 1564000.00000000 PA USD 1332424.64000000 0.267235788159 Long DBT CORP US N 2 2032-02-01 Fixed 0.02300000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887AX0 100000.00000000 PA USD 112259.89000000 0.022515239723 Long DBT CORP US N 2 2030-09-15 Fixed 0.08250000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBR2 864000.00000000 PA USD 859351.16000000 0.172354501451 Long DBT CORP US N 2 2031-01-15 Fixed 0.04700000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAQ8 200000.00000000 PA USD 200151.76000000 0.040143143356 Long DBT CORP JP N 2 2028-07-16 Fixed 0.04620000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4G3 130000.00000000 PA USD 130677.33000000 0.026209106488 Long DBT CORP US N 2 2030-01-07 Fixed 0.05380000 N N N N N N BX COML MTG TR 2024-MDHS N/A 12433BAA5 64348.56900000 PA USD 64408.90000000 0.012918076294 Long ABS-MBS CORP US N 2 2041-05-15 Floating 0.05268390 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020661 -10075000.00000000 PA USD -8061180.79000000 -1.61677886857 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TT5 10175000.00000000 PA USD 8823235.38000000 1.769619226566 Long DBT UST US N 2 2053-08-15 Fixed 0.04125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TR9 300000.00000000 PA USD 237703.13000000 0.047674578649 Long DBT UST US N 2 2053-05-15 Fixed 0.03625000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AH0 580000.00000000 PA USD 575954.73000000 0.115515513294 Long DBT CORP US N 2 2031-03-01 Fixed 0.04800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 480000.00000000 PA USD 484807.77000000 0.097234757323 Long DBT CORP US N 2 2035-07-19 Variable 0.05320000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060663 -875000.00000000 PA USD -891385.69000000 -0.17877945984 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W5QL1 100000.07700000 PA USD 84677.63000000 0.016983244315 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.02500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0S97 96656.83900000 PA USD 82662.19000000 0.016579020555 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02500000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAT8 456000.00000000 PA USD 444129.27000000 0.089076133801 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WLQ9 402640.98300000 PA USD 358652.42000000 0.071932595102 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.03000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAS9 83000.00000000 PA USD 80691.55000000 0.016183782042 Long DBT CORP US N 2 2036-03-15 Fixed 0.05150000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CC5 33000.00000000 PA USD 32777.33000000 0.006573936981 Long DBT CORP US N 2 2029-10-15 Fixed 0.04400000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNT4 19955000.00000000 PA USD 19709459.91000000 3.952998837708 Long DBT UST US N 2 2035-08-15 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TEZ4 140184.22700000 PA USD 129776.71000000 0.026028474962 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 0.03500000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AJ7 212760.00000000 PA USD 206753.57000000 0.041467225668 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.05566000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPF2 16630000.00000000 PA USD 16163580.39000000 3.241824727143 Long DBT UST US N 2 2032-10-31 Fixed 0.03750000 N N N N N N SIXTH STREET SPECIALTY LENDING INC 549300TX61566GJWCN05 83012AAC3 15000.00000000 PA USD 15217.57000000 0.003052089544 Long DBT CORP US N 2 2029-03-01 Fixed 0.06125000 N N N N N N AIMCO CLO 11 LTD 549300VLRW0CEQ83RF89 00140NAW0 250000.00000000 PA USD 250421.50000000 0.050225419821 Long ABS-CBDO CORP KY N 2 2037-07-17 Variable 0.05020380 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCCN6 17472.20200000 PA USD 14284.76000000 0.002865001879 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W2U1 292836.11600000 PA USD 250825.41000000 0.050306429436 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 0.02500000 N N N N N N GREEN LAKES PARK CLO LLC N/A 39310AAC4 250000.00000000 PA USD 249919.25000000 0.050124686789 Long ABS-CBDO CORP US N 2 2038-01-25 Variable 0.04846590 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAT8 216000.00000000 PA USD 211588.86000000 0.042437008495 Long DBT CORP US N 2 2031-04-15 Fixed 0.04350000 N N N N N N COLUMBIA PIPELINES HOLDING CO LLC N/A 19828AAF4 539000.00000000 PA USD 535680.62000000 0.107437995658 Long DBT CORP US N 2 2032-11-17 Fixed 0.04999000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLQ6 119996.09200000 PA USD 102884.72000000 0.020634922541 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC N/A 08179DAL3 250000.00000000 PA USD 250403.75000000 0.050221859818 Long ABS-CBDO CORP JE N 2 2039-01-25 Variable 0.04856590 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAR0 22000.00000000 PA USD 23073.33000000 0.004627668494 Long DBT CORP US N 2 2033-09-15 Fixed 0.06050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNSD6 820025.42600000 PA USD 656846.93000000 0.131739538409 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVL94 622996.76400000 PA USD 532405.62000000 0.106781150100 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC N/A 15033TBA2 120000.00000000 PA USD 120231.60000000 0.024114074014 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 0.04866590 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAN4 210000.00000000 PA USD 210693.53000000 0.042257437951 Long DBT CORP US N 2 2028-04-03 Fixed 0.04900000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 31000.00000000 PA USD 31485.94000000 0.006314931245 Long DBT CORP US N 2 2031-04-15 Fixed 0.05375000 N N N N N N SIXTH STREET SPECIALTY LENDING INC 549300TX61566GJWCN05 83012AAD1 490000.00000000 PA USD 486317.14000000 0.097537481897 Long DBT CORP US N 2 2030-08-15 Fixed 0.05625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XDC7 90491.88100000 PA USD 82366.74000000 0.016519764061 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 0.03500000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610AW5 305000.00000000 PA USD 263577.75000000 0.052864083752 Long DBT CORP US N 2 2032-09-30 Fixed 0.02638000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDG7 333000.00000000 PA USD 327782.92000000 0.065741299238 Long DBT CORP GB N 2 2030-05-24 Variable 0.04219000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056BB2 473000.00000000 PA USD 467773.25000000 0.093818253874 Long DBT CORP US N 2 2031-03-12 Fixed 0.04650000 N N N N N N BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC N/A 05684GAS5 250000.00000000 PA USD 250446.25000000 0.050230383768 Long ABS-CBDO CORP JE N 2 2038-07-18 Variable 0.04995230 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CT9 720000.00000000 PA USD 681636.82000000 0.136711486235 Long DBT CORP US N 2 2055-12-01 Fixed 0.06700000 N N N N N N OCP CLO 2018-15 LTD N/A 67112KAG4 250000.00000000 PA USD 250674.75000000 0.050276212535 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 0.04925230 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQC8 1200000.00000000 PA USD 1163671.87000000 0.233390137050 Long DBT UST US N 2 2033-02-28 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XRMS1 59691.39600000 PA USD 48690.00000000 0.009765438235 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMT9 184237.39500000 PA USD 191743.47000000 0.038456747039 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFNP0 17435.81800000 PA USD 14998.52000000 0.003008156103 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02500000 N N N N N N Phillips Edison Grocery Center Operating Partnership I LP 549300WUPIVS6ZE0ZI51 71845JAC2 204000.00000000 PA USD 199512.16000000 0.040014862923 Long DBT CORP US N 2 2035-01-15 Fixed 0.04950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DU5L7 57379.68400000 PA USD 50810.43000000 0.010190719159 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUHC4 342373.77600000 PA USD 324006.07000000 0.064983800873 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVL52 61260.83500000 PA USD 52486.79000000 0.010526935837 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N OCP CLO 2025-44 N/A 67570UAA0 250000.00000000 PA USD 250637.25000000 0.050268691403 Long ABS-CBDO CORP KY N 2 2038-10-24 Variable 0.04967090 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBB3 84000.00000000 PA USD 84088.85000000 0.016865156520 Long DBT CORP US N 2 2027-08-20 Fixed 0.04650000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAX9 329000.00000000 PA USD 286608.19000000 0.057483150077 Long DBT CORP US N 2 2031-03-01 Fixed 0.02500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGY4 90000.00000000 PA USD 87579.31000000 0.017565215496 Long DBT CORP US N 2 2035-02-15 Fixed 0.04780000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CJ7 100000.00000000 PA USD 103378.85000000 0.020734026998 Long DBT CORP US N 2 2033-03-15 Fixed 0.05650000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCD0 100000.00000000 PA USD 103048.73000000 0.020667816965 Long DBT CORP US N 2 2033-07-15 Fixed 0.05550000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NZW6 330000.00000000 PA USD 324982.10000000 0.065179556895 Long DBT CORP US N 2 2031-11-19 Variable 0.04465000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAC5 612973.45100000 PA USD 614122.78000000 0.123170632104 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.05418630 N N N N N N HUT 8 DC LLC 2549001DBTVKADI7M690 44813DAA4 328000.00000000 PA USD 331912.55000000 0.066569552405 Long DBT CORP US N 2 2042-11-15 Fixed 0.06192000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKEA4 117418.78900000 PA USD 110012.89000000 0.022064573473 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 290000.00000000 PA USD 310483.34000000 0.062271634420 Long DBT CORP US N 2 2033-10-18 Variable 0.06342000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 400000.00000000 PA USD 387883.16000000 0.077795215477 Long DBT CORP US N 2 2030-06-15 Fixed 0.04100000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3K7 240000.00000000 PA USD 245114.70000000 0.049161069284 Long DBT CORP US N 2 2035-01-23 Variable 0.05499000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GVEQ0 233205.12000000 PA USD 242341.82000000 0.048604930686 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 0.06000000 N N N N N N AMERICAN TOWER TR I 5493004YGM0MQZJOEJ36 03027WAM4 220000.00000000 PA USD 221936.02000000 0.044512271422 Long ABS-CBDO CORP US N 2 2053-03-15 Fixed 0.05490000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AT3 171000.00000000 PA USD 174338.17000000 0.034965878645 Long DBT CORP US N 2 2034-06-15 Fixed 0.05500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZM9 400000.00000000 PA USD 362696.63000000 0.072743716133 Long DBT CORP US N 2 2033-02-24 Variable 0.03102000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMX75 18836.69300000 PA USD 16238.89000000 0.003256929088 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZQ6 82864.61900000 PA USD 68107.68000000 0.013659916664 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQW29 128080.34400000 PA USD 104474.56000000 0.020953786462 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAY0 69000.00000000 PA USD 74099.72000000 0.014861701354 Long DBT CORP US N 2 2033-11-15 Variable 0.07700000 N N N N N N BENEFIT STREET PARTNERS CLO XXIII LTD N/A 08186VAW0 277000.00000000 PA USD 277453.17000000 0.055646986956 Long ABS-CBDO CORP KY N 2 2039-04-25 Variable 0.04903080 N N N N N N AIMCO CLO 21 LTD / AIMCO CLO 21 LLC N/A 00901WAQ2 377000.00000000 PA USD 377678.22000000 0.075748476696 Long ABS-CBDO CORP JE N 2 2039-04-18 Variable 0.04925230 N N N N N N EXTENDED STAY AMER TR 2026-ESH2 N/A 30227WAE3 26233.77000000 PA USD 26381.33000000 0.005291132649 Long ABS-MBS CORP US N 2 2043-02-15 Variable 0.05227090 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMUT1 46985.83900000 PA USD 41856.16000000 0.008394819167 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBG7 61701.37600000 PA USD 47224.33000000 0.009471478287 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.01500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAS1 269000.00000000 PA USD 264696.20000000 0.053088404031 Long DBT CORP US N 2 2032-01-16 Variable 0.04493000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 580000.00000000 PA USD 588292.00000000 0.117989919706 Long DBT CORP US N 2 2029-01-09 Fixed 0.05583000 N N N N N N MAGNETITE XXVIII LTD N/A 55955LAS1 250000.00000000 PA USD 250207.50000000 0.050182499226 Long ABS-CBDO CORP KY N 2 2038-01-15 Variable 0.04913100 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427QSJ2 225959.92900000 PA USD 208400.45000000 0.041797529733 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNJ6 2740000.00000000 PA USD 2707034.38000000 0.542932368854 Long DBT UST US N 2 2032-06-30 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBS4 181441.68200000 PA USD 165150.29000000 0.033123125006 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.03500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RNF5 154000.00000000 PA USD 152168.82000000 0.030519515569 Long DBT CORP US N 2 2031-04-30 Fixed 0.04400000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECR4 983000.00000000 PA USD 1007051.38000000 0.201977778834 Long DBT CORP GB N 2 2030-03-12 Variable 0.05690000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQC96 72846.66200000 PA USD 58897.11000000 0.011812612239 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-XL6 N/A 12433NAE1 899954.03000000 PA USD 897995.10000000 0.180105066439 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.05227090 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAW1 384000.00000000 PA USD 385529.78000000 0.077323213279 Long DBT CORP KY N 2 2028-01-15 Fixed 0.04950000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBS9 280000.00000000 PA USD 277560.02000000 0.055668417169 Long DBT CORP US N 2 2031-02-15 Fixed 0.04500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2G7 506000.00000000 PA USD 477654.48000000 0.095800068235 Long DBT CORP US N 2 2030-10-30 Variable 0.02879000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 120000.00000000 PA USD 120784.52000000 0.024224969601 Long DBT CORP US N 2 2033-07-15 Fixed 0.05050000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UBB4 193000.00000000 PA USD 192684.25000000 0.038645433196 Long DBT CORP CA N 2 2036-03-20 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3132E0EK4 456232.46700000 PA USD 392172.00000000 0.078655400364 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.02500000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAX9 168000.00000000 PA USD 168013.44000000 0.033697368475 Long DBT CORP US N 2 2036-11-30 Fixed 0.05350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VTV2 91014.27600000 PA USD 74806.01000000 0.015003357369 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.02000000 N N N N N N MAGNE 2023-36A N/A 559922AL3 250000.00000000 PA USD 250368.50000000 0.050214789954 Long ABS-CBDO CORP KY N 2 2038-07-25 Variable 0.04986590 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EK7 153000.00000000 PA USD 157167.72000000 0.031522112595 Long DBT CORP US N 2 2032-01-01 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQHG5 273931.35800000 PA USD 245480.19000000 0.049234373249 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.03000000 N N N N N N BX TRUST 2026-LP3 N/A 05620HAA9 485399.18000000 PA USD 486764.37000000 0.097627179924 Long ABS-MBS CORP US N 2 2043-04-15 Fixed 0.05007090 N N N N N N LAKESIDE PK CLO LTD / LAKESIDE PK CLO LLC N/A 51218YAA4 250000.00000000 PA USD 249873.50000000 0.050115511007 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.04823100 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAZ4 149000.00000000 PA USD 150851.05000000 0.030255218967 Long DBT CORP KY N 2 2030-05-30 Fixed 0.05375000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AC1 389000.00000000 PA USD 392931.30000000 0.078807688251 Long DBT CORP US N 2 2035-04-15 Fixed 0.05600000 N N N N N N TCO COML MTG TR 2024-DPM N/A 87231EAE7 670000.00000000 PA USD 670837.23000000 0.134545482351 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.05618950 N N N N N N CIFC FUNDING 2025-VI LTD N/A 171933AA2 105000.00000000 PA USD 105485.52000000 0.021156548168 Long ABS-CBDO CORP KY N 2 2038-10-23 Variable 0.04916060 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBD6 150000.00000000 PA USD 151401.92000000 0.030365703399 Long DBT CORP IE N 2 2027-01-15 Fixed 0.06100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133APFE4 18267.74300000 PA USD 14752.49000000 0.002958811458 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5GP8 148634.37800000 PA USD 150004.73000000 0.030085478041 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 0.05500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 1184000.00000000 PA USD 1067494.67000000 0.214100498392 Long DBT CORP US N 2 2033-01-21 Variable 0.02943000 N N N N N N BX TR 2025-TAIL N/A 123912AA5 100000.00000000 PA USD 100093.65000000 0.020075135692 Long ABS-MBS CORP US N 2 2035-06-15 Variable 0.05027090 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CQ5 36000.00000000 PA USD 37040.02000000 0.007428877131 Long DBT CORP US N 2 2029-06-01 Fixed 0.06100000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAT3 230000.00000000 PA USD 227379.86000000 0.045604107185 Long DBT CORP US N 2 2054-06-15 Fixed 0.06000000 N N N N N N FLATIRON CLO LT N/A 33883PAQ0 250000.00000000 PA USD 250229.00000000 0.050186811342 Long ABS-CBDO CORP KY N 2 2037-10-19 Variable 0.05035230 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052660 -4350000.00000000 PA USD -4377033.95000000 -0.87787337633 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 203000.00000000 PA USD 205999.85000000 0.041316056925 Long DBT CORP US N 2 2031-04-17 Variable 0.05192000 N N N N N N ELP 2025-ELP N/A 290154AA1 120000.00000000 PA USD 118655.58000000 0.023797981881 Long ABS-MBS CORP US N 2 2042-11-13 Variable 0.04757312 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8US3 222285.53100000 PA USD 231359.12000000 0.046402201614 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPJR0 79167.53100000 PA USD 64452.90000000 0.012926901089 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N PALMER SQUARE CLO 2025-5 LTD N/A 696914AA8 250000.00000000 PA USD 250073.50000000 0.050155623713 Long ABS-CBDO CORP KY N 2 2038-10-20 Variable 0.04885230 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KUKN1 15833.62500000 PA USD 12880.78000000 0.002583414695 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FTA5 27835.84900000 PA USD 27409.29000000 0.005497303934 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMKH6 46563.96100000 PA USD 40752.78000000 0.008173521380 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DUA8 19971.51600000 PA USD 17443.29000000 0.003498487802 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.02000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CX5 1119000.00000000 PA USD 1124656.60000000 0.225565096807 Long DBT CORP US N 2 2030-09-11 Variable 0.04999000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBT7 1092000.00000000 PA USD 1084561.54000000 0.217523490071 Long DBT CORP US N 2 2032-10-06 Fixed 0.04750000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3B7 690000.00000000 PA USD 686979.48000000 0.137783028980 Long DBT CORP US N 2 2033-07-25 Variable 0.04897000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 908000.00000000 PA USD 908169.75000000 0.182145730151 Long DBT CORP US N 2 2030-02-15 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W6E81 647014.27800000 PA USD 682757.29000000 0.136936211653 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.06500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEA8 120000.00000000 PA USD 116708.45000000 0.023407458616 Long DBT CORP US N 2 2033-08-10 Fixed 0.04500000 N N N N N N FTAI MRE 2026-1 CAYMAN LTD N/A 30345KAA4 250000.00000000 PA USD 250450.00000000 0.050231135882 Long ABS-CBDO CORP KY N 2 2051-06-15 Fixed 0.05632000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DB92 14311.64800000 PA USD 13163.70000000 0.002640158129 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.03500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020661 11300000.00000000 PA USD 9041324.36000000 1.813359922069 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02000000 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VBD6 830000.00000000 PA USD 804651.68000000 0.161383780698 Long DBT CORP US N 2 2030-11-15 Fixed 0.05450000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDT9 128000.00000000 PA USD 110489.82000000 0.022160228237 Long DBT CORP US N 2 2065-09-26 Fixed 0.06100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QT3X5 83345.27800000 PA USD 87767.20000000 0.017602899377 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W2V9 512567.27400000 PA USD 456208.86000000 0.091498859003 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRS3 419459.57000000 PA USD 355581.37000000 0.071316654476 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BE7 847000.00000000 PA USD 876272.00000000 0.175748204838 Long DBT CORP CH N 2 2029-09-22 Variable 0.06246000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMCY0 96702.79600000 PA USD 88855.55000000 0.017821182694 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427RNQ9 587825.47600000 PA USD 598762.38000000 0.120089896070 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 0.05500000 N N N N N N TCO COML MTG TR 2024-DPM N/A 87231EAC1 242000.00000000 PA USD 241999.73000000 0.048536319908 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.05219510 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PA3 865000.00000000 PA USD 925127.70000000 0.185546876450 Long DBT CORP US N 2 2033-11-17 Variable 0.06270000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNHC1 272876.46000000 PA USD 287865.70000000 0.057735360720 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.06500000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AQ5 570000.00000000 PA USD 574258.89000000 0.115175389639 Long DBT CORP US N 2 2035-03-15 Fixed 0.05725000 N N N N N N MORGAN STANLEY BK NA SALT LAKE G1MLHIS0N32I3QPILB75 61778EUR0 250000.00000000 PA USD 250708.67000000 0.050283015650 Long DBT CORP US N 2 2030-05-10 Variable 0.04788000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHT1 5614000.00000000 PA USD 5467290.40000000 1.096539057655 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBR1 104000.00000000 PA USD 103213.54000000 0.020700871841 Long DBT CORP US N 2 2029-02-15 Fixed 0.04150000 N N N N N N 2026-06-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX