NPORT-P false 0002042316 XXXXXXXX S000089752 C000256467 C000256469 C000256465 C000256468 C000256466 Victory Portfolios IV 811-24019 0002042316 25490054DPU07WNNLY79 15935 LA CANTERA PARKWAY SAN ANTONIO 78256 210-697-3624 Victory Pioneer Bond Fund S000089752 CS1V0EATB8V5FS5HQA74 2025-06-30 2025-06-30 N 5492748295.52 565127512.78 4927620782.74 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 9460000.00000000 516271347.15000000 0.00000000 7086072.90000000 USD N 20% Bloomberg Barclays US High Yield, 80% Bloomberg Barclays US Aggregate N/A Palmer Square Loan Funding Ltd N/A 69701CAG5 3000000.00000000 PA USD 2996133.00000000 0.060802832281 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 6.85610000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HJR6 1196.97000000 PA USD 1246.24000000 0.000025290907 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425V2R3 338906.17000000 PA USD 349950.96000000 0.007101824093 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N VERAISON RE LTD 2549007WYB39A966J434 92335TAA7 500000.00000000 PA USD 513500.00000000 0.010420850601 Long DBT CORP BM N 2 2026-03-09 Floating 11.08223800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382BHB2 11276317.35000000 PA USD 1908041.98000000 0.038721364003 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N Provident Funding Mortgage Tru N/A 74387MAZ2 2732177.72000000 PA USD 2282159.09000000 0.046313610373 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.63745000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213UQT0 1394.43000000 PA USD 1412.92000000 0.000028673472 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSC75 265291.20000000 PA USD 273231.39000000 0.005544894829 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N AMERICOLD REALTY OPER PA 549300FKD9KVWNHSUU79 03063UAB7 2140000.00000000 PA USD 2150476.24000000 0.043641268977 Long DBT CORP US N 2 2032-05-15 Fixed 5.60000000 N N N N N N HOA Funding LLC N/A 40390GAA6 5782341.55000000 PA USD 1329938.56000000 0.026989466491 Long ABS-O CORP US N 2 2051-08-20 Fixed 4.72300000 Y N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAYS0 98860.66000000 PA USD 103040.95000000 0.002091089281 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DAP6 229.19000000 PA USD 235.60000000 0.000004781212 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 6.50000000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAK8 1000000.00000000 PA USD 1031900.00000000 0.020941140674 Long DBT CORP BM Y 2 2027-07-07 Floating 11.54423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EC23 9218.07000000 PA USD 9155.98000000 0.000185809347 Long ABS-MBS USGA US N 2 2035-03-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C06Y3 215909.59000000 PA USD 219788.85000000 0.004460344245 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201Q7B3 590.13000000 PA USD 591.42000000 0.000012002141 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAA5 8400000.00000000 PA USD 7440998.88000000 0.151005915594 Long DBT CORP US N 2 2029-04-16 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AUEW9 745521.56000000 PA USD 763337.77000000 0.015491000701 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A3DS0 5409.23000000 PA USD 5134.16000000 0.000104191459 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UGV1 370142.47000000 PA USD 380218.90000000 0.007716074689 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N4GL5 325481.26000000 PA USD 322201.27000000 0.006538678283 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 4237387.17000000 PA USD 3962844.31000000 0.080421048711 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DHW4 622.99000000 PA USD 637.84000000 0.000012944177 Long ABS-MBS USGA US N 2 2030-07-20 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0LS9 4337832.86000000 PA USD 3651188.14000000 0.074096370256 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WP6E9 56871.81000000 PA USD 50065.43000000 0.001016016292 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617GSGY9 803535.48000000 PA USD 751464.06000000 0.015250038368 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAP1 1654000.00000000 PA USD 1448014.31000000 0.029385668537 Long DBT CORP LU N 2 2032-05-15 Fixed 3.00000000 N N N N N N Freddie Mac - STACR 529900P3PHNE8PW64Z68 35564NEY5 5849875.00000000 PA USD 5849858.62000000 0.118715682028 Long ABS-MBS CORP US N 2 2044-10-25 Floating 5.35517000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AMK27 42886.22000000 PA USD 42144.72000000 0.000855275230 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N New Residential Mortgage Loan N/A 64830HAD6 10950000.00000000 PA USD 9700302.78000000 0.196855708011 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.75000000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAD0 3000000.00000000 PA USD 3007500.00000000 0.061033511558 Long DBT CORP BM Y 2 2026-01-07 Floating 10.75423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YPL5 878764.33000000 PA USD 883074.07000000 0.017920901565 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N La Hipotecaria SA 549300QTY6BN40RR3018 50346EAA5 1407486.77000000 PA USD 1382855.75000000 0.028063355744 Long ABS-MBS NUSS PA N 2 2042-11-24 Floating 3.50800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200MWG4 14532.45000000 PA USD 14882.10000000 0.000302013906 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WAGF9 168767.64000000 PA USD 175530.16000000 0.003562168594 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DJ75 36670.86000000 PA USD 37846.84000000 0.000768055044 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNMZ3 467886.91000000 PA USD 371707.87000000 0.007543353808 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N SOUTH BOW CAN INFRA HOLD 2549004FYUSYLPBT1G26 836720AF9 4385000.00000000 PA USD 4552318.45000000 0.092383700993 Long DBT CORP CA N 2 2055-03-01 Fixed 7.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184QTQ7 546085.90000000 PA USD 520191.24000000 0.010556641083 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184LS63 592341.01000000 PA USD 559791.04000000 0.011360270294 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 80001RAB7 3000000.00000000 PA USD 3006300.00000000 0.061009159035 Long DBT CORP BM Y 2 2029-04-07 Floating 9.54423800 N N N N N N Arbor Realty Collateralized Lo N/A 03881UAG6 4450000.00000000 PA USD 4438866.99000000 0.090081343222 Long ABS-CBDO CORP US N 2 2041-01-20 Floating 6.93700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ANQN2 636454.33000000 PA USD 672023.54000000 0.013637890771 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 7.00000000 N N N N N N Harambee Re 2020, 12/31/23 N/A 000000000 4000000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2025-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B45G1 660773.63000000 PA USD 702018.84000000 0.014246608473 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 7.00000000 N N N N N N FREMF Mortgage Trust N/A 30312FAG1 1521536.94000000 PA USD 1444556.15000000 0.029315489435 Long ABS-MBS USGSE US N 2 2027-10-25 Variable 7.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BWW4 10966.67000000 PA USD 11347.25000000 0.000230278475 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656TAD0 2490163.00000000 PA USD 1875459.54000000 0.038060143478 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 54.00000000 NC USD 186746.04000000 0.003789781077 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-09-19 6048566.46000000 USD 186746.04000000 N N N BX Trust N/A 05608RAA3 4250000.00000000 PA USD 4246015.63000000 0.086167662188 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.32558000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AJ7 13515000.00000000 PA USD 12233153.61000000 0.248256798754 Long DBT CORP US N 2 2032-09-01 Fixed 3.60000000 N N N N N N SANDERS RE III LTD N/A 799927AA6 1000000.00000000 PA USD 1031800.00000000 0.020939111297 Long DBT CORP BM Y 2 2028-04-07 Floating 10.04423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNU4 250249.68000000 PA USD 223723.42000000 0.004540191501 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QQY63 79263.86000000 PA USD 73808.71000000 0.001497856942 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A 20754BAB7 2035000.00000000 PA USD 2081410.21000000 0.042239658889 Long ABS-MBS CORP US N 2 2042-01-25 Floating 7.30517000 N N N N N N BERWICK RE 2025 N/A 000000000 2500000.00000000 PA USD 2363400.40000000 0.047962302786 Long DBT CORP BM Y 3 2030-12-31 Floating 0.01000000 N N N N N N Thopas Re 2022 N/A 000000000 4000000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Enact Mortgage Insurance Corpo N/A 89589AAA7 5322638.12000000 PA USD 5381406.96000000 0.109209032051 Long ABS-MBS CORP US N 2 2033-11-25 Floating 7.70517000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36198VMG9 417588.06000000 PA USD 397776.70000000 0.008072388634 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D7G0 10598.92000000 PA USD 10674.53000000 0.000216626450 Long ABS-MBS USGA US N 2 2034-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LPN0 1413.68000000 PA USD 1349.37000000 0.000027383803 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCH1 901052.68000000 PA USD 900122.61000000 0.018266880705 Long ABS-O CORP US N 2 2029-02-26 Fixed 3.69400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181LT57 188456.39000000 PA USD 179596.35000000 0.003644686917 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M8U31 3452515.29000000 PA USD 2873797.46000000 0.058320183039 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N CLEARWATER RE 2025 N/A 000000000 1000000.00000000 PA USD 1012743.10000000 0.020552374962 Long DBT CORP BM Y 3 2030-12-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290SGF2 6969.68000000 PA USD 7060.36000000 0.000143281317 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JBH9 6595000.00000000 PA USD 6690666.81000000 0.135778849570 Long DBT CORP US N 2 2035-04-01 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CR2K8 589799.96000000 PA USD 625280.96000000 0.012689307630 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426GV28 950626.73000000 PA USD 974751.36000000 0.019781379350 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F070674 -4800000.00000000 PA USD -5052969.36000000 -0.10254379512 Short ABS-MBS USGSE US N 2 2055-07-15 Fixed 7.00000000 N N N N N N Vista Point Securitization Tru N/A 92839HAA4 8658829.58000000 PA USD 8768086.69000000 0.177937529623 Long ABS-MBS CORP US N 2 2054-05-25 Variable 6.67600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C6WD7 419938.91000000 PA USD 427245.89000000 0.008670429581 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DUW9 8886.54000000 PA USD 9356.16000000 0.000189871753 Long ABS-MBS USGA US N 2 2032-10-20 Fixed 6.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PPH6 2470000.00000000 PA USD 2365701.53000000 0.048009001388 Long ABS-MBS USGSE US N 2 2059-08-25 Variable 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426D6V9 309177.49000000 PA USD 324058.23000000 0.006576363001 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46593JAE4 5244000.00000000 PA USD 5261981.15000000 0.106785432199 Long ABS-MBS CORP US N 2 2039-10-05 Variable 5.99038800 N N N N N N SILK ROAD RE LTD 984500F112D01CD7CD97 000000000 250000.00000000 PA USD 249375.00000000 0.005060758751 Long DBT CORP HK Y 3 2028-01-10 Floating 10.29423800 N N N N N N INTEGRITY RE LTD N/A 45833UAF8 750000.00000000 PA USD 90000.00000000 0.001826439248 Long DBT CORP BM N 2 2026-06-06 Floating 11.12423800 N N N N N N CHARTWELL RE LTD 984500FFT645KFFE6F50 16140YAA0 750000.00000000 PA USD 757500.00000000 0.015372530342 Long DBT CORP BM Y 2 2028-06-07 Floating 10.29423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291AWU9 15703.91000000 PA USD 15769.30000000 0.000320018538 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AW2S7 496279.12000000 PA USD 488723.99000000 0.009918051967 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEQ2 4780000.00000000 PA USD 4837053.41000000 0.098162046619 Long DBT CORP US N 2 2031-04-04 Fixed 5.12100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGC45 881961.17000000 PA USD 913864.10000000 0.018545747335 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPXT0 1650588.74000000 PA USD 1391065.95000000 0.028229971650 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 73375000.00000000 PA USD 59898075.81000000 1.215557739747 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383LNP6 2666.33000000 PA USD 2753.92000000 0.000055887417 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9MF8 2828031.19000000 PA USD 2565911.50000000 0.052072016357 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Gleneagles Re 2021, 12/31/24 N/A 000000000 1250000.00000000 PA USD 125.00000000 0.000002536721 Long DBT CORP BM Y 3 2025-12-31 Floating 0.01000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAD3 16051000.00000000 PA USD 14414911.94000000 0.292532899254 Long DBT CORP FI N 2 N/A Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HR75 8810.28000000 PA USD 9158.37000000 0.000185857849 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGR84 2921990.68000000 PA USD 2649088.50000000 0.053759991216 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJB7 17775000.00000000 PA USD 15087097.56000000 0.306174079240 Long DBT CORP US N 2 2036-11-03 Fixed 2.49100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPTT5 6190551.56000000 PA USD 6521430.23000000 0.132344401436 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WFF51 531123.29000000 PA USD 550984.77000000 0.011181557881 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N SOHO Trust 2021-SOHO N/A 83410JAA6 2375000.00000000 PA USD 1873404.99000000 0.038018448914 Long ABS-MBS CORP US N 2 2038-08-10 Variable 2.78647500 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 2800000.00000000 PA USD 2493436.12000000 0.050601217705 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403FS21 7563.16000000 PA USD 7759.03000000 0.000157459965 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426FP43 1145506.26000000 PA USD 1152275.69000000 0.023384017171 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MAX8 47718.60000000 PA USD 44680.23000000 0.000906730285 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EDE6 21308.13000000 PA USD 21442.87000000 0.000435156659 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390YPN2 109.17000000 PA USD 114.02000000 0.000002313895 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DZW4 1771.20000000 PA USD 1759.84000000 0.000035713787 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 4.50000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAS7 17700000.00000000 PA USD 16719630.10000000 0.339304318192 Long DBT CORP US N 2 2055-02-15 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YN94 99501.75000000 PA USD 104313.41000000 0.002116912290 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DVL2 12974.93000000 PA USD 13236.32000000 0.000268614826 Long ABS-MBS USGA US N 2 2032-12-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178GJ62 162204.00000000 PA USD 154576.63000000 0.003136942488 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WFL7 8456.59000000 PA USD 8227.58000000 0.000166968611 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DAB7 9162.72000000 PA USD 9463.72000000 0.000192054551 Long ABS-MBS USGA US N 2 2029-01-20 Fixed 7.00000000 N N N N N N ROCKET COS INC N/A 77311WAB7 2315000.00000000 PA USD 2368709.20000000 0.048070038349 Long DBT CORP US N 2 2033-08-01 Fixed 6.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NDHG5 990597.50000000 PA USD 995065.38000000 0.020193627388 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8WS8 81284.33000000 PA USD 84799.39000000 0.001720899268 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNX8 586779.11000000 PA USD 544564.51000000 0.011051266605 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184CDG7 93682.49000000 PA USD 84695.84000000 0.001718797848 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.50000000 N N N N N N Affirm Inc N/A 00834XAA7 534072.98000000 PA USD 534511.61000000 0.010847255370 Long ABS-O CORP US N 2 2029-05-15 Fixed 6.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8AM5 66656.88000000 PA USD 71042.27000000 0.001441715447 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 7.00000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 406000.00000000 PA USD 370736.79000000 0.007523646935 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176N2L4 884.32000000 PA USD 837.51000000 0.000016996234 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSCY6 28467.57000000 PA USD 29276.56000000 0.000594131758 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QJT9 1410736.48000000 PA USD 1342004.33000000 0.027234326446 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388UGC8 8112.61000000 PA USD 8553.19000000 0.000173576465 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RB24 62870.62000000 PA USD 63237.89000000 0.001283335158 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 5.00000000 N N N N N N PI0047 2024-1 N/A 000000000 10544293.00000000 PA USD 11430123.73000000 0.231960295525 Long DBT CORP BM Y 3 2029-12-31 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKT73 1652916.55000000 PA USD 1396153.58000000 0.028333218840 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AASN8 231564.86000000 PA USD 240241.26000000 0.004875400737 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNP5 13115866.17000000 PA USD 11107451.68000000 0.225412063341 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MQBE8 5010177.13000000 PA USD 4516742.67000000 0.091661734316 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407QPU4 60207.20000000 PA USD 61929.47000000 0.001256782385 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36263CBN8 2778261.54000000 PA USD 2256526.53000000 0.045793429110 Long ABS-MBS CORP US N 2 2052-02-26 Variable 2.92716600 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179USW3 1216494.01000000 PA USD 1214003.02000000 0.024636697374 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNN59 2359801.01000000 PA USD 2353708.76000000 0.047765622879 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CRTD5 1810995.69000000 PA USD 1884808.63000000 0.038249871755 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YK22 93754.51000000 PA USD 96463.01000000 0.001957598083 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426BT30 134927.84000000 PA USD 143478.91000000 0.002911727917 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N RESIDENTIAL REIN 2024 N/A 76112AAE2 1250000.00000000 PA USD 1247500.00000000 0.025316477363 Long DBT CORP KY Y 2 2028-12-06 Floating 9.54423800 N N N N N N FREMF Mortgage Trust N/A 30318WAN3 9000000.00000000 PA USD 5577102.00000000 0.113180422071 Long ABS-MBS USGSE US N 2 2031-01-25 None 0.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DU1 7765000.00000000 PA USD 7816878.12000000 0.158633922224 Long DBT CORP US N 2 2033-02-21 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417ACQ0 180825.54000000 PA USD 169876.46000000 0.003447433710 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJS66 482279.79000000 PA USD 508471.46000000 0.010318802570 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201CZC1 4621.79000000 PA USD 4641.51000000 0.000094193733 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQK95 7103400.17000000 PA USD 6610642.70000000 0.134154858733 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418B3E4 229307.84000000 PA USD 223404.31000000 0.004533715556 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.00000000 N N N N N N ACREC 2021-FL1 Ltd. N/A 00500RAA3 4950503.06000000 PA USD 4938631.75000000 0.100223454030 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.57908000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201C5U4 11119.57000000 PA USD 11165.16000000 0.000226583182 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426A5X2 186440.20000000 PA USD 196858.19000000 0.003994994718 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D6T3 14724.19000000 PA USD 14746.52000000 0.000299262476 Long ABS-MBS USGA US N 2 2034-07-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BWX57 408745.67000000 PA USD 411715.35000000 0.008355256383 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Hundred Acre Wood Trust N/A 44555QAC3 10301148.36000000 PA USD 8413169.34000000 0.170734918755 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N RMF Proprietary Issuance Trust N/A 74969VAA3 3959962.91000000 PA USD 3639333.82000000 0.073855801419 Long ABS-MBS CORP US N 2 2061-09-25 Variable 2.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CMT8 99690.44000000 PA USD 103441.40000000 0.002099215921 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27954UAB8 35000.00000000 PA USD 252835.45000000 0.005130984325 Long DBT CORP BM Y 3 2028-03-17 None 0.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F012478 6000000.00000000 PA USD 5330631.48000000 0.108178606167 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 1.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 44600800.00000000 PA USD 46278556.77000000 0.939166360611 Long DBT UST US N 2 2030-09-30 Fixed 4.62500000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GT5 11390000.00000000 PA USD 11424875.50000000 0.231853789155 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B4YR5 405552.26000000 PA USD 425069.84000000 0.008626269324 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACP0 4380000.00000000 PA USD 4634455.31000000 0.094050567491 Long DBT CORP US N 2 2030-09-21 Fixed 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426FVG9 109782.12000000 PA USD 110362.97000000 0.002239680666 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N ATLAS CAPITAL DAC 635400CBPJFGGWD2AH20 049207AB9 750000.00000000 PA USD 823125.00000000 0.016704308961 Long DBT CORP IE Y 2 2027-06-08 Floating 16.80921000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DRT0 518.87000000 PA USD 516.16000000 0.000010474832 Long ABS-MBS USGA US N 2 2032-02-20 Fixed 5.00000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 8115000.00000000 PA USD 8614559.40000000 0.174821882198 Long DBT CORP US N 2 2033-11-15 Variable 7.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426DC34 607544.82000000 PA USD 622962.44000000 0.012642256120 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UXT4 90914.73000000 PA USD 83170.95000000 0.001687852082 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402Q2A8 1889.22000000 PA USD 1977.26000000 0.000040126058 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1MU1 190129.45000000 PA USD 190988.10000000 0.003875868465 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LUHN4 149354.79000000 PA USD 139155.47000000 0.002823989023 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030674 19000000.00000000 PA USD 16802826.51000000 0.340992686954 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 3.00000000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAH1 250000.00000000 PA USD 245300.00000000 0.004978061641 Long DBT CORP BM Y 2 2028-01-07 Floating 12.54423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4P98 269263.15000000 PA USD 232206.99000000 0.004712355114 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N HTL Commercial Mortgage Trust N/A 404300AC9 2915000.00000000 PA USD 2939348.41000000 0.059650458904 Long ABS-MBS CORP US N 2 2039-05-10 Variable 6.77357200 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288GCW0 4753.39000000 PA USD 4834.63000000 0.000098112866 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FMM7 880886.20000000 PA USD 776425.20000000 0.015756593987 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DZF1 39888.28000000 PA USD 40694.17000000 0.000825838103 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 5.00000000 N N N N N N Flagstar Mortgage Trust N/A 33852FBA3 152463674.35000000 PA USD 1955453.35000000 0.039683519414 Long ABS-MBS CORP US N 2 2051-06-01 Variable 0.20507600 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291LDU6 36805.55000000 PA USD 38755.41000000 0.000786493354 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202XTP2 21185.01000000 PA USD 21807.51000000 0.000442556579 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46592NBZ8 4632237.76000000 PA USD 3725278.03000000 0.075599933400 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.79512300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C6PG4 96549.59000000 PA USD 94165.13000000 0.001910965436 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N ADARE RE 2025 N/A 000000000 1250000.00000000 PA USD 1268467.93000000 0.025741995699 Long DBT CORP BM Y 3 2030-09-30 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE3F4 190595.97000000 PA USD 184324.65000000 0.003740641947 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426A3M8 99617.30000000 PA USD 105225.77000000 0.002135427514 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27955KAB9 1040000.00000000 PA USD 46914.40000000 0.000952070016 Long DBT CORP BM Y 3 2026-03-20 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADPG7 35896.27000000 PA USD 31630.46000000 0.000641901262 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8GH0 118441.27000000 PA USD 122747.21000000 0.002491003577 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201NLT5 3069.05000000 PA USD 3145.67000000 0.000063837501 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N VITALITY RE XIII LTD N/A 92849MAA1 2250000.00000000 PA USD 2253600.00000000 0.045734038785 Long DBT CORP KY Y 2 2026-01-06 Floating 6.29423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426BG67 98557.33000000 PA USD 104382.35000000 0.002118311343 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M9AZ0 676681.54000000 PA USD 693432.01000000 0.014072349325 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YYT8 398353.04000000 PA USD 420781.51000000 0.008539242944 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 7.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AH0 1595000.00000000 PA USD 1618775.07000000 0.032851048028 Long DBT CORP US N 2 2028-03-01 Fixed 5.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ABQR0 204923.89000000 PA USD 200600.68000000 0.004070943947 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378YHH5 146661.74000000 PA USD 144809.17000000 0.002938723907 Long ABS-MBS USGA US N 2 2027-04-16 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NBYV7 198769.40000000 PA USD 206365.64000000 0.004187936716 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.50000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WFL0 11020000.00000000 PA USD 11162541.39000000 0.226530041213 Long DBT CORP US N 2 2031-07-10 Fixed 5.05000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AB9 7021000.00000000 PA USD 7336808.58000000 0.148891501669 Long DBT CORP US N 2 2030-01-25 Fixed 5.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YRM1 99237.31000000 PA USD 104879.06000000 0.002128391461 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 7.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 3140000.00000000 PA USD 3314704.51000000 0.067267849052 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQDS1 877939.62000000 PA USD 925618.81000000 0.018784294709 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ES83 27354.57000000 PA USD 27610.66000000 0.000560324367 Long ABS-MBS USGA US N 2 2038-05-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31386FL60 1877.41000000 PA USD 1979.37000000 0.000040168878 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFPA8 1070436.04000000 PA USD 993512.92000000 0.020162122123 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D5D9 34270.80000000 PA USD 35263.13000000 0.000715621829 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209KU97 10592.05000000 PA USD 10706.20000000 0.000217269154 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGC60 565604.47000000 PA USD 596321.35000000 0.012101607982 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.00000000 N N N N N N Ballybunion Re 2022 N/A 000000000 1750000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BULG0 900887.71000000 PA USD 940185.12000000 0.019079900046 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ELU1 19169.08000000 PA USD 19315.55000000 0.000391985318 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 5.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADM6 8410000.00000000 PA USD 8590614.84000000 0.174335956818 Long DBT CORP US N 2 2030-01-08 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297RD61 31857.48000000 PA USD 32978.62000000 0.000669260510 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184NEC1 386781.57000000 PA USD 353744.10000000 0.007178801202 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030678 -17000000.00000000 PA USD -14707389.18000000 -0.29846836492 Short ABS-MBS USGSE US N 2 2055-07-15 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36292CFL3 6872.89000000 PA USD 7074.83000000 0.000143574968 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N ROCKET COS INC N/A 77311WAA9 2285000.00000000 PA USD 2328483.55000000 0.047253708283 Long DBT CORP US N 2 2030-08-01 Fixed 6.12500000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BC0 635000.00000000 PA USD 714917.53000000 0.014508371514 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AJ7 11070000.00000000 PA USD 9771285.98000000 0.198296224705 Long DBT CORP US N 2 2031-12-01 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297S6G5 40262.90000000 PA USD 41468.26000000 0.000841547307 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SST5 49862.08000000 PA USD 50275.87000000 0.001020286913 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQC86 520310.12000000 PA USD 552483.39000000 0.011211970530 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162QAN9 2615000.00000000 PA USD 1792023.67000000 0.036366915170 Long ABS-MBS CORP US N 2 2048-09-15 Variable 3.35728700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWZE2 1739621.90000000 PA USD 1781192.84000000 0.036147116804 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 18980000.00000000 PA USD 16948699.09000000 0.343952991459 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N ISOSCELES RE 2024-A CLASS B N/A 000000000 500000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2030-04-30 Floating 0.01000000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CY8 7900000.00000000 PA USD 8048567.87000000 0.163335780589 Long DBT CORP US N 2 2030-07-30 Fixed 5.20000000 N N N N N N HGI CRE CLO Ltd N/A 40390JAE2 3440000.00000000 PA USD 3424760.80000000 0.069501306025 Long ABS-CBDO CORP KY N 2 2036-09-17 Floating 6.22624000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AH9 1730000.00000000 PA USD 1743495.56000000 0.035382096895 Long DBT CORP US N 2 2034-08-01 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426DUL4 351631.44000000 PA USD 362700.38000000 0.007360557883 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N ISOSCELES RE 2024-A CLASS C N/A 000000000 250000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2030-04-30 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9KV2 3545242.60000000 PA USD 3537179.23000000 0.071782699723 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FGY6 5816.75000000 PA USD 5902.55000000 0.000119784988 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.00000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAP5 4865000.00000000 PA USD 4863746.14000000 0.098703742727 Long DBT CORP US N 2 2029-01-26 Fixed 4.40000000 N N N N N N Dell Equipment Finance Trust N/A 24704EAL2 2125000.00000000 PA USD 2139716.69000000 0.043422917150 Long ABS-O CORP US N 2 2031-02-24 Fixed 5.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KLT6 1127.36000000 PA USD 1167.53000000 0.000023693584 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200QJB1 211.45000000 PA USD 220.66000000 0.000004478023 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N KENDALL RE LTD N/A 48878QAD2 1000000.00000000 PA USD 1038800.00000000 0.021081167683 Long DBT CORP BM Y 2 2027-04-30 Floating 10.54423800 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 978000.00000000 PA USD 824883.55000000 0.016739996569 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HKX1 139.61000000 PA USD 144.34000000 0.000002929202 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617AVXD5 596116.68000000 PA USD 557490.02000000 0.011313573925 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWZ28 397581.77000000 PA USD 399500.97000000 0.008107380571 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CAG1 250000.00000000 PA USD 251400.00000000 0.005101853634 Long DBT CORP BM Y 2 2027-07-08 Floating 9.79423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QK4Y1 1749233.19000000 PA USD 1489989.82000000 0.030237509859 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D2U4 8123.82000000 PA USD 8182.76000000 0.000166059044 Long ABS-MBS USGA US N 2 2033-12-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8K89 676253.11000000 PA USD 687871.42000000 0.013959503994 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5.50000000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 6150000.00000000 PA USD 5413465.42000000 0.109859619047 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHFF9 389869.14000000 PA USD 354441.56000000 0.007192955294 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAU5 2141000.00000000 PA USD 2199390.40000000 0.044633921662 Long DBT CORP KY N 2 2029-03-01 Fixed 5.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 820.00000000 NC USD 155479.95000000 0.003155274256 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-09-30 170423739.21000000 USD 155479.95000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ATCX2 503690.08000000 PA USD 522299.79000000 0.010599431511 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KCHU4 20316.41000000 PA USD 20917.11000000 0.000424487007 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CAQZ6 787878.07000000 PA USD 821895.42000000 0.016679356148 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AR2D2 13543.19000000 PA USD 13867.43000000 0.000281422426 Long ABS-MBS USGA US N 2 2037-10-20 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 207941AB1 3230000.00000000 PA USD 3256147.50000000 0.066079506592 Long ABS-MBS CORP US N 2 2044-03-25 Floating 6.25621000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C7Z42 519652.30000000 PA USD 532786.02000000 0.010812236645 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Rate Mortgage Trust N/A 75409TDD4 3769658.67000000 PA USD 3118535.33000000 0.063286836944 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.71220500 N N N N N N Morgan Stanley Capital I Trust N/A 61691DAA5 6330000.00000000 PA USD 5975589.00000000 0.121267225370 Long ABS-MBS CORP US N 2 2040-07-11 Variable 4.41853300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WFAP2 190743.73000000 PA USD 201581.66000000 0.004090851729 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.00000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAN7 4430000.00000000 PA USD 4337599.68000000 0.088026247782 Long DBT CORP US N 2 2065-05-15 Fixed 5.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176EBG5 172333.64000000 PA USD 167662.61000000 0.003402506349 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176NYN5 1578.96000000 PA USD 1495.46000000 0.000030348520 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UCA8 720356.42000000 PA USD 664394.54000000 0.013483069604 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ENK1 5198.39000000 PA USD 5244.51000000 0.000106430876 Long ABS-MBS USGA US N 2 2037-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184JAM2 176984.79000000 PA USD 162519.89000000 0.003298141175 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N BANK OF AMERICA MORTGAGE SECURITIES, INC. 549300RHSE13N47D3B98 000000000 70000000.00000000 PA USD 70000000.00000000 1.420563860051 Long RA CORP US N 1 Repurchase Y 4.40000000 2025-07-01 74218604.00000000 USD 71400001.05000000 USD AMBS N N N Wells Fargo Commercial Mortgag 5493007OD9MH69ES1S63 95000HBJ0 23282782.06000000 PA USD 303784.43000000 0.006164931178 Long ABS-MBS CORP US N 2 2049-10-15 Variable 1.74720600 N N N N N N Exeter Automobile Receivables N/A 30165AAF2 7480000.00000000 PA USD 7647552.00000000 0.155197656986 Long ABS-O CORP US N 2 2030-09-16 Fixed 5.98000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BPH5 604.99000000 PA USD 628.74000000 0.000012759504 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNR1 1511621.41000000 PA USD 1274619.04000000 0.025866824907 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGYH7 380387.36000000 PA USD 396566.09000000 0.008047820793 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AU5L3 298309.06000000 PA USD 318228.83000000 0.006458062501 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YPS0 96491.14000000 PA USD 101842.15000000 0.002066761110 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Finance of America Structured N/A 317395AB7 7839556.47000000 PA USD 7611719.36000000 0.154470477652 Long ABS-O CORP US N 2 2052-02-25 Variable 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290TA66 35915.83000000 PA USD 37202.12000000 0.000754971245 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184BZL4 1396732.58000000 PA USD 1302005.94000000 0.026422608341 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJME0 21098195.93000000 PA USD 16722277.98000000 0.339358053658 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NQDL9 18704559.85000000 PA USD 18721791.05000000 0.379935710872 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FAD5 9442.33000000 PA USD 9723.27000000 0.000197321799 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D0QX2 1586516.53000000 PA USD 1624038.38000000 0.032957860428 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426BU95 95962.88000000 PA USD 101927.36000000 0.002068490342 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Prestige Auto Receivables Trus N/A 74113UAJ1 4400000.00000000 PA USD 4445955.80000000 0.090225201898 Long ABS-O CORP US N 2 2031-07-15 Fixed 6.02000000 N N N N N N SOTERA HEALTH HLDGS LLC 549300OVT7MBXFLOFU20 83600WAE9 2234000.00000000 PA USD 2324349.66000000 0.047169816073 Long DBT CORP US N 2 2031-06-01 Fixed 7.37500000 N N N N N N VITALITY RE XIV LTD N/A 92851QAB5 750000.00000000 PA USD 774450.00000000 0.015716509734 Long DBT CORP KY N 2 2027-01-05 Floating 8.79423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMRR0 698199.16000000 PA USD 730973.64000000 0.014834210509 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92M1 82650.24000000 PA USD 85396.96000000 0.001733026216 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200FVR6 29321.61000000 PA USD 30009.59000000 0.000609007700 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MS27 37429.64000000 PA USD 37728.40000000 0.000765651450 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHSU4 369875.28000000 PA USD 297453.34000000 0.006036449497 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405JKS2 2737.20000000 PA USD 2812.80000000 0.000057082314 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSC67 145501.32000000 PA USD 147847.64000000 0.003000385916 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 5.00000000 N N N N N N FIGRE Trust N/A 30191LAA7 11115402.05000000 PA USD 11236669.97000000 0.228034389524 Long ABS-O CORP US N 2 2055-01-25 Variable 5.82900000 N N N N N N Small Business Administration N/A 83162CRY1 32148.16000000 PA USD 32818.20000000 0.000666004983 Long ABS-O USGA US N 2 2028-08-01 Fixed 6.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MPDW2 79586.57000000 PA USD 70065.84000000 0.001421900001 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCK9 7555000.00000000 PA USD 7680528.29000000 0.155866870212 Long DBT CORP CA N 2 2035-06-20 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ACAR4 113042.37000000 PA USD 119181.48000000 0.002418641475 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 7.00000000 N N N N N N PRIMERICA INC 254900621R686KJR7022 74164MAB4 2590000.00000000 PA USD 2291800.69000000 0.046509274780 Long DBT CORP US N 2 2031-11-19 Fixed 2.80000000 N N N N N N Regional Management Issuance T N/A 75907AAA1 4640000.00000000 PA USD 4665387.30000000 0.094678294164 Long ABS-O CORP US N 2 2033-12-15 Fixed 5.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8M83 2351431.13000000 PA USD 490081.51000000 0.009945601165 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200Q3R3 731.39000000 PA USD 740.21000000 0.000015021651 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DHK0 573.61000000 PA USD 592.69000000 0.000012027914 Long ABS-MBS USGA US N 2 2030-06-20 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NQ76 54043.98000000 PA USD 54509.45000000 0.001106202210 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AVSF9 496879.73000000 PA USD 517132.27000000 0.010494563051 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.50000000 N N N N N N 321 Henderson Receivables LLC N/A 46616MAA8 56037.26000000 PA USD 55414.94000000 0.001124578015 Long ABS-O CORP US N 2 2048-12-15 Fixed 3.82000000 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 35041JAB1 962639.92000000 PA USD 959488.91000000 0.019471646709 Long ABS-O CORP US N 2 2034-11-15 Fixed 4.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNZ3 3027567.00000000 PA USD 2797223.38000000 0.056766206315 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Arbor Realty Collateralized Lo N/A 03881UAJ0 2670000.00000000 PA USD 2661647.97000000 0.054014870205 Long ABS-CBDO CORP US N 2 2041-01-20 Floating 7.48700000 N N N N N N URSA RE LTD 549300O8X4DWGDJZ6W59 90323WAL4 750000.00000000 PA USD 757200.00000000 0.015366442211 Long DBT CORP BM Y 2 2025-12-06 Floating 9.79423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CSHL8 477982.85000000 PA USD 496005.40000000 0.010065819223 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Exeter Automobile Receivables N/A 30166XAF1 15080000.00000000 PA USD 15330189.26000000 0.311107326150 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WMM50 365420.09000000 PA USD 345718.67000000 0.007015934976 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WVW5 57586.72000000 PA USD 52583.44000000 0.001067116207 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCF7 12465000.00000000 PA USD 12957237.12000000 0.262951182554 Long DBT CORP FR N 2 2033-04-13 Fixed 6.10000000 N N N N N N Homeward Opportunities Fund I N/A 43789XAC8 2877456.49000000 PA USD 2845832.38000000 0.057752666154 Long ABS-MBS CORP US N 2 2065-05-25 Variable 3.19600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426FVY0 560732.52000000 PA USD 575998.33000000 0.011689177300 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BQF8 3179.73000000 PA USD 3273.40000000 0.000066429624 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8XS7 333973.14000000 PA USD 348337.27000000 0.007069076241 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Arbor Realty Collateralized Lo N/A 03881UAL5 1480000.00000000 PA USD 1474445.41000000 0.029922055186 Long ABS-CBDO CORP US N 2 2041-01-20 Floating 7.98700000 N N N N N N Sequoia Mortgage Trust 549300FECQ7XLTBL1027 81746WAA6 21154.48000000 PA USD 20914.66000000 0.000424437287 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNT7 1324840.89000000 PA USD 1198700.79000000 0.024326157446 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BM2 5240000.00000000 PA USD 5339698.39000000 0.108362607948 Long DBT CORP US N 2 2035-02-10 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NDGZ4 1342584.87000000 PA USD 1329354.94000000 0.026977622642 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AVTL5 198232.94000000 PA USD 200164.44000000 0.004062090993 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N PANGAEA RE 2024-3 N/A 000000000 3000000.00000000 PA USD 3258858.22000000 0.066134517319 Long DBT CORP BM Y 3 2028-07-01 Floating 0.01000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BV3 5160000.00000000 PA USD 5259469.32000000 0.106734457700 Long DBT CORP LR N 2 2033-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419CNW9 84912.74000000 PA USD 84980.95000000 0.001724583805 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJS25 482762.97000000 PA USD 508980.89000000 0.010329140825 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YPZM7 182224.04000000 PA USD 173066.17000000 0.003512164949 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B57M3 987787.32000000 PA USD 1011393.53000000 0.020524987100 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMLP0 1217902.54000000 PA USD 1259214.26000000 0.025554203854 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425WV73 364141.95000000 PA USD 361661.72000000 0.007339479557 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N AMAZON HOLDCO INC 2549009FJIBLW40CU216 02351XAB4 3332266.66670000 PA USD 3331227.00000000 0.067603152654 Long LON CORP US N 2 2031-09-29 Floating 6.57681000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89116CKP1 2146000.00000000 PA USD 2202341.08000000 0.044693802082 Long DBT CORP CA N 2 2084-07-31 Fixed 7.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FEJ1 886.99000000 PA USD 895.19000000 0.000018166779 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NX52 2125.38000000 PA USD 1984.53000000 0.000040273594 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBJ8 3648969.26000000 PA USD 3137634.60000000 0.063674433125 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HG40 102.98000000 PA USD 107.02000000 0.000002171839 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 6.50000000 N N N N N N FREMF Mortgage Trust N/A 302971AT3 4590000.00000000 PA USD 4475605.27000000 0.090826901405 Long ABS-MBS USGSE US N 2 2052-02-25 Variable 4.53019200 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DLF6 2044.43000000 PA USD 2135.41000000 0.000043335518 Long ABS-MBS USGA US N 2 2031-01-20 Fixed 7.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052474 15000000.00000000 PA USD 15271836.60000000 0.309923130722 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHSS9 9765863.87000000 PA USD 7734234.78000000 0.156956777337 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426BG75 99715.48000000 PA USD 105170.25000000 0.002134300804 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQE43 1605885.15000000 PA USD 1659308.63000000 0.033673626749 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426BU53 96257.80000000 PA USD 102841.87000000 0.002087049197 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N L'OREAL SA 529900JI1GG6F7RKVI53 502117AA2 5160000.00000000 PA USD 5246679.95000000 0.106474913174 Long DBT CORP FR N 2 2035-05-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8XN8 98875.81000000 PA USD 103040.15000000 0.002091073046 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Alturas Re 2022-2, 12/31/2027 N/A 000000000 3497182.00000000 PA USD 170662.48000000 0.003463385019 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YGW81 512165.34000000 PA USD 439518.00000000 0.008919476952 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020471 7000000.00000000 PA USD 6394890.39000000 0.129776431100 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 2.00000000 N N N N N N Imperial Fund LLC N/A 452761AD1 2065000.00000000 PA USD 1473523.91000000 0.029903354478 Long ABS-MBS CORP US N 2 2056-09-25 Variable 2.48900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B44G2 615720.44000000 PA USD 635938.39000000 0.012905587057 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CE1 9385000.00000000 PA USD 9705457.86000000 0.196960324016 Long DBT CORP US N 2 2035-01-15 Fixed 5.80000000 N N N N N N FIGRE Trust N/A 31684KAA1 4685014.16000000 PA USD 4746619.75000000 0.096326806775 Long ABS-O CORP US N 2 2055-03-25 Variable 5.77500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412TMK6 51267.26000000 PA USD 53583.10000000 0.001087403076 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H050672 22000000.00000000 PA USD 21607238.84000000 0.438492323022 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CSAA9 252273.68000000 PA USD 267486.29000000 0.005428305094 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 7.00000000 N N N N N N Arbor Realty Collateralized Lo N/A 03880KAG9 6975000.00000000 PA USD 6944017.05000000 0.140920280925 Long ABS-CBDO CORP KY N 2 2034-08-15 Floating 6.27624000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DA4 6265000.00000000 PA USD 6465682.48000000 0.131213069452 Long DBT CORP US N 2 2032-03-01 Fixed 5.50000000 N N N N N N EASTON RE LTD N/A 27777AAA9 250000.00000000 PA USD 253425.00000000 0.005142948517 Long DBT CORP BM Y 2 2027-01-08 Floating 11.79423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLD5 1011352.79000000 PA USD 894265.96000000 0.018148027200 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G98 5430000.00000000 PA USD 5514153.43000000 0.111902958306 Long DBT CORP US N 2 2032-03-19 Fixed 6.53200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HVL6 7692.51000000 PA USD 7980.87000000 0.000161961935 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAD5 11700000.00000000 PA USD 12159190.60000000 0.246755810483 Long DBT CORP US N 2 2033-03-06 Fixed 5.99400000 N N N N N N Wells Fargo Commercial Mortgag 549300ZVNWG0TX42H716 94989VAG4 23398189.18000000 PA USD 489.02000000 0.000009924059 Long ABS-MBS CORP US N 2 2057-09-15 Variable 0.98288200 N N N N N N Saluda Grade Alternative Mortg N/A 79581RAC5 4125000.00000000 PA USD 4013487.64000000 0.081448792773 Long ABS-O CORP US N 2 2052-02-25 Variable 4.50000000 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAL7 1680000.00000000 PA USD 1694723.62000000 0.034392330390 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202E2A6 3497.67000000 PA USD 3529.98000000 0.000071636600 Long ABS-MBS USGA US N 2 2039-02-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AW2V0 298179.44000000 PA USD 292934.06000000 0.005944736271 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Blackbird Capital Aircraft N/A 09229CAA7 6397643.83000000 PA USD 5999016.88000000 0.121742665365 Long ABS-O CORP US N 2 2046-07-15 Fixed 2.44300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201RX71 25160.32000000 PA USD 24910.91000000 0.000505536263 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 4.50000000 N N N N N N KEY COMMERCIAL MORTGAGE TRUST N/A 49307XAC8 6510219.39000000 PA USD 6237074.67000000 0.126573755266 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.46930000 N N N N N N FREMF Mortgage Trust N/A 30311XAC2 4958364.88000000 PA USD 4781910.56000000 0.097042990336 Long ABS-MBS USGSE US N 2 2029-08-25 Floating 11.32603000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NBYU9 319624.87000000 PA USD 321604.21000000 0.006526561685 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183E3W0 134152.20000000 PA USD 127348.47000000 0.002584380487 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200MXB4 7737.20000000 PA USD 7918.05000000 0.000160687081 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201TQW0 16728.79000000 PA USD 16972.13000000 0.000344428492 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSQR8 562157.03000000 PA USD 587021.41000000 0.011912877144 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B66M2 499084.29000000 PA USD 519091.30000000 0.010534319154 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGBZ7 655506.84000000 PA USD 668543.79000000 0.013567273527 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QT68 705024.96000000 PA USD 689406.68000000 0.013990660206 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADBK6 154375.65000000 PA USD 160879.44000000 0.003264850261 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FHY5 27065.70000000 PA USD 27398.39000000 0.000556016609 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209PLN5 13094.50000000 PA USD 13184.44000000 0.000267561985 Long ABS-MBS USGA US N 2 2028-07-20 Fixed 5.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DJA0 2281.95000000 PA USD 2372.33000000 0.000048143518 Long ABS-MBS USGA US N 2 2030-08-20 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BNA2 2632.20000000 PA USD 2730.49000000 0.000055411934 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N AXIS Equipment Finance Receiva 5493000K1GV1VHEHGY40 03236YAD7 3500000.00000000 PA USD 3601937.15000000 0.073096882020 Long ABS-O CORP US N 2 2029-12-20 Fixed 6.36000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182LCZ8 4527.82000000 PA USD 4299.76000000 0.000087258338 Long ABS-MBS USGA US N 2 2044-04-15 Fixed 4.00000000 N N N N N N Cascade Funding Mortgage Trust 984500D67D63D8645054 12530VAA3 3623809.84000000 PA USD 3560727.65000000 0.072260585929 Long ABS-O CORP US N 2 2034-05-25 Variable 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201MTW2 18608.31000000 PA USD 19342.37000000 0.000392529596 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CDM3 99473.58000000 PA USD 104533.60000000 0.002121380776 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AE1 12416000.00000000 PA USD 11879556.04000000 0.241080971198 Long DBT CORP US N 2 2032-03-17 Fixed 4.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D4P3 41464.50000000 PA USD 42421.97000000 0.000860901677 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297ACB8 1473.73000000 PA USD 1485.41000000 0.000030144568 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N METHANEX US OPERATIONS N/A 59151LAA4 7361000.00000000 PA USD 7339601.87000000 0.148948188052 Long DBT CORP US N 2 2032-03-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B2Z64 99639.77000000 PA USD 106259.06000000 0.002156396863 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N LONG POINT RE IV LTD N/A 54279PAA3 3500000.00000000 PA USD 3529750.00000000 0.071631932643 Long DBT CORP BM Y 2 2026-06-01 Floating 8.54423800 N N N N N N Rate Mortgage Trust N/A 75410JDJ0 3733522.16000000 PA USD 2906510.04000000 0.058984044595 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.63122100 N N N N N N Prestige Auto Receivables Trus N/A 74113SAE7 10105000.00000000 PA USD 10124460.21000000 0.205463461097 Long ABS-O CORP US N 2 2030-07-15 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AVTN1 396913.32000000 PA USD 399013.37000000 0.008097485329 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UQ99 393134.35000000 PA USD 398945.83000000 0.008096114688 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DU66 3196.21000000 PA USD 3277.94000000 0.000066521758 Long ABS-MBS USGA US N 2 2032-11-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM4F8 1316411.38000000 PA USD 1110547.44000000 0.022537193687 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Provident Funding Mortgage Tru N/A 74387MAY5 2650831.33000000 PA USD 2226780.49000000 0.045189769833 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.63745000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CCEH5 104737.73000000 PA USD 107005.98000000 0.002171554685 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416M3A0 483809.16000000 PA USD 468872.72000000 0.009515194871 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VMX8 391896.39000000 PA USD 393060.73000000 0.007976683826 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAE6 5095000.00000000 PA USD 4506064.36000000 0.091445031155 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MF4D6 124973.53000000 PA USD 117432.96000000 0.002383157413 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Sound Point CLO LTD N/A 83615CAG1 2750000.00000000 PA USD 2736604.75000000 0.055536025815 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 8.19338000 N N N N N N Harambee Re 2019, 12/31/22 N/A 000000000 5000000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2025-12-31 Floating 0.01000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 6295000.00000000 PA USD 5607916.61000000 0.113805766662 Long DBT CORP US N 2 2031-07-15 Fixed 3.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 7440000.00000000 PA USD 6505104.18000000 0.132013084342 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210F7C4 1178.09000000 PA USD 1194.66000000 0.000024244154 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 577092AN9 250000.00000000 PA USD 239900.00000000 0.004868475286 Long DBT CORP BM Y 2 2025-12-08 Floating 10.06348500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B0P28 160822.67000000 PA USD 168771.01000000 0.003424999963 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 2595000.00000000 PA USD 2719044.30000000 0.055179658092 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200R6G2 1483.79000000 PA USD 1522.12000000 0.000030889552 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290VYQ1 22468.17000000 PA USD 23177.99000000 0.000470368784 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H020675 33000000.00000000 PA USD 26868603.30000000 0.545265240257 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425URD9 396611.90000000 PA USD 408987.20000000 0.008299891936 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Accelerated Assets N/A 00439KAC0 958660.25000000 PA USD 889279.32000000 0.018046829478 Long ABS-O CORP US N 2 2040-10-20 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YPCB6 93021.34000000 PA USD 79515.82000000 0.001613675717 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401HES7 3462.10000000 PA USD 3526.93000000 0.000071574704 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWZU6 994570.42000000 PA USD 997018.52000000 0.020233263961 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N ISOSCELES RE 2024-A CLASS A N/A 000000000 2000000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2030-04-30 Floating 0.01000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 6070000.00000000 PA USD 5232503.59000000 0.106187221393 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C84A0 2280717.77000000 PA USD 2380068.64000000 0.048300564206 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296YJZ7 13961.18000000 PA USD 14199.80000000 0.000288167467 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CL93 99518.60000000 PA USD 104824.28000000 0.002127279768 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N SANDERS RE III LTD N/A 80000YAA5 1000000.00000000 PA USD 1028900.00000000 0.020880259365 Long DBT CORP BM N 2 2027-04-07 Floating 10.56423800 N N N N N N PINE VALLEY RE 2025 N/A 000000000 1000000.00000000 PA USD 903010.00000000 0.018325476732 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N Exeter Automobile Receivables N/A 30168DAF3 11290000.00000000 PA USD 11738601.38000000 0.238220469828 Long ABS-O CORP US N 2 2030-02-15 Fixed 7.13000000 N N N N N N Viribus Re 2020, 12/31/23 N/A 000000000 4139570.00000000 PA USD 128740.63000000 0.002612632661 Long DBT CORP BM Y 3 2025-12-31 Floating 0.01000000 N N N N N N Exeter Automobile Receivables N/A 30165BAG8 6500000.00000000 PA USD 6504058.60000000 0.131991865583 Long ABS-O CORP US N 2 2031-02-18 Fixed 5.06000000 N N N N N N Provident Funding Mortgage Tru N/A 74388JAV7 3193278.35000000 PA USD 2556123.84000000 0.051873387841 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.34836000 N N N N N N NAKILAT INC 2549006RMTDJWLLWF072 62983PAB1 1305286.61000000 PA USD 1364024.51000000 0.027681198901 Long DBT CORP MH N 2 2033-12-31 Fixed 6.26700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FEH5 23173.41000000 PA USD 22993.58000000 0.000466626410 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36262MAG3 4885000.00000000 PA USD 4854468.75000000 0.098515469514 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.52648000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NBXS5 307472.65000000 PA USD 320315.06000000 0.006500399972 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 9718.00000000 NC USD 10531686.35000000 0.213727614488 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-09-30 1048730313.65000000 USD 10531686.35000000 N N N MUTUAL OF OMAHA GLOBAL 635400AL5J3F1ZPTAN95 62829D2F6 5670000.00000000 PA USD 5777356.01000000 0.117244330777 Long DBT CORP US N 2 2030-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRCL5 2169271.32000000 PA USD 2235838.73000000 0.045373595667 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N LIGHTNING RE SERIES 2023 N/A 532242AA2 1000000.00000000 PA USD 1025500.00000000 0.020811260549 Long DBT CORP BM Y 2 2026-03-31 Floating 15.29423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426FFT9 603983.40000000 PA USD 633790.02000000 0.012861988532 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.50000000 N N N N N N HARBOUR ENERGY PLC 213800YPC42DYBKVPF97 411618AB7 1225000.00000000 PA USD 1206837.91000000 0.024491290284 Long DBT CORP GB N 2 2026-10-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425V6S7 566510.61000000 PA USD 569245.26000000 0.011552132055 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202SGX0 30469.47000000 PA USD 31165.10000000 0.000632457353 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N INTEGRITY RE III 254900VWHVNG2WMBWC74 45870GAD8 750000.00000000 PA USD 755100.00000000 0.015323825296 Long DBT CORP BM Y 2 2028-06-06 Floating 14.04423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADPE5 78269.50000000 PA USD 81100.76000000 0.001645840123 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N VITALITY RE XIV LTD N/A 92851QAA7 6000000.00000000 PA USD 6142200.00000000 0.124648390588 Long DBT CORP KY Y 2 2027-01-05 Floating 7.79423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FP83 1113.06000000 PA USD 1117.33000000 0.000022674837 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213TB44 8600.98000000 PA USD 8903.16000000 0.000180678676 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RHZ0 2660000.00000000 PA USD 2748388.08000000 0.055775153997 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.85000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202SVV7 10145.51000000 PA USD 10153.50000000 0.000206052787 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YYM3 98502.15000000 PA USD 104372.44000000 0.002118110232 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 7.00000000 N N N N N N FIGRE Trust N/A 31684GAA0 12027720.83000000 PA USD 12192516.24000000 0.247432113337 Long ABS-O CORP US N 2 2054-07-25 Variable 5.93700000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BW3 1345000.00000000 PA USD 1401285.68000000 0.028437368494 Long DBT CORP US N 2 2028-08-01 Fixed 6.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QT76 685.48000000 PA USD 691.38000000 0.000014030706 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 5.00000000 N N N N N N Exeter Automobile Receivables N/A 30166UAF7 25070000.00000000 PA USD 25590631.20000000 0.519330369123 Long ABS-O CORP US N 2 2030-12-16 Fixed 5.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A1L90 80730.70000000 PA USD 80489.06000000 0.001633426425 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C7PY7 1295951.22000000 PA USD 1306081.64000000 0.026505319658 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369AEM0 6451.00000000 PA USD 135365.48000000 0.002747075839 Long DBT CORP BM Y 3 2028-12-01 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DYK1 27096.08000000 PA USD 27288.32000000 0.000553782874 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DZX2 8454.13000000 PA USD 8514.83000000 0.000172797996 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425WFH9 289203.62000000 PA USD 292544.60000000 0.005936832660 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RVE6 2771.76000000 PA USD 2785.33000000 0.000056524844 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HPET7 12134.21000000 PA USD 11686.27000000 0.000237158468 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SNW3 1021432.49000000 PA USD 966950.86000000 0.019623077802 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36208PYY8 922.19000000 PA USD 941.79000000 0.000019112469 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UGE6 113464.66000000 PA USD 113238.14000000 0.002298028703 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.00000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BK2 1215000.00000000 PA USD 1271156.09000000 0.025796548599 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YHU32 18581.11000000 PA USD 16014.76000000 0.000324999846 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAKY2 98921.25000000 PA USD 102871.45000000 0.002087649487 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NQDM7 22347014.56000000 PA USD 22740994.88000000 0.461500506687 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YRH2 195612.76000000 PA USD 196768.67000000 0.003993178019 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A6DW8 316338.32000000 PA USD 297202.57000000 0.006031360429 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 4.00000000 N N N N N N Foundation Finance Trust 549300MQ65NOVQXYNB21 35041LAA8 1347796.93000000 PA USD 1272132.82000000 0.025816370132 Long ABS-O CORP US N 2 2041-05-15 Fixed 1.27000000 N N N N N N AUTONATION INC N/A 05329WAQ5 3775000.00000000 PA USD 3753468.72000000 0.076172028763 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N ACORN RE LTD N/A 00485YAF6 500000.00000000 PA USD 500500.00000000 0.010157031599 Long DBT CORP BM Y 2 2025-11-07 Floating 7.39423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1Z75 1123983.25000000 PA USD 1150840.92000000 0.023354900280 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAG7 2250000.00000000 PA USD 2256075.00000000 0.045784265865 Long DBT CORP BM Y 2 2028-03-13 Floating 11.19423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSN67 403941.09000000 PA USD 421184.64000000 0.008547423971 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B3NQ1 130095.75000000 PA USD 137841.02000000 0.002797313877 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N THOPAS RE 2024 N/A 000000000 4256392.00000000 PA USD 32348.58000000 0.000656474623 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140APER1 196683.29000000 PA USD 201863.67000000 0.004096574775 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGAY6 114370.28000000 PA USD 118254.76000000 0.002399834833 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36211ETQ1 576.77000000 PA USD 579.85000000 0.000011767342 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 7.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 3640000.00000000 PA USD 3634887.80000000 0.073765574914 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N Small Business Administration N/A 83162CRS4 31166.49000000 PA USD 31475.25000000 0.000638751466 Long ABS-O USGA US N 2 2028-04-01 Fixed 5.37000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406VEJ1 2926.62000000 PA USD 2985.35000000 0.000060584004 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295YY64 24071.38000000 PA USD 23578.22000000 0.000478490960 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGFN4 17024557.35000000 PA USD 15030334.75000000 0.305022147861 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 42000000.00000000 PA USD 41297812.50000000 0.838088284809 Long DBT UST US N 2 2031-09-30 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNN42 1975523.08000000 PA USD 1855233.48000000 0.037649680480 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46655GAF2 6420000.00000000 PA USD 4547953.04000000 0.092295110369 Long ABS-MBS CORP US N 2 2052-10-25 Variable 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 1830000.00000000 PA USD 1882607.67000000 0.038205205980 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJF83 632799.37000000 PA USD 573236.29000000 0.011633125097 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N BX Trust N/A 05605VAA7 7615000.00000000 PA USD 6874045.27000000 0.139500289756 Long ABS-MBS CORP US N 2 2044-03-09 Variable 2.84300000 N N N N N N 321 Henderson Receivables LLC N/A 88576RAB5 500000.00000000 PA USD 507529.50000000 0.010299686651 Long ABS-O CORP US N 2 2046-01-15 Fixed 8.37000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGX96 547235.74000000 PA USD 539855.21000000 0.010955697156 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Finance of America Structured N/A 317395AA9 7269668.15000000 PA USD 7102425.07000000 0.144134976759 Long ABS-O CORP US N 2 2052-02-25 Variable 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPVQ9 4797375.99000000 PA USD 3861478.22000000 0.078363948652 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Santander Drive Auto Receivabl N/A 80286YAF9 5080000.00000000 PA USD 5244592.00000000 0.106432540798 Long ABS-O CORP US N 2 2031-08-15 Fixed 6.28000000 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 09785EAQ4 1250000.00000000 PA USD 1246375.00000000 0.025293646872 Long DBT CORP BM Y 2 2027-12-19 Floating 9.79423800 N N N N N N MF1 Multifamily Housing Mortga N/A 55282XAJ9 2250000.00000000 PA USD 2221982.55000000 0.045092401545 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 6.92818000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5SF7 1519032.30000000 PA USD 1363410.83000000 0.027668745021 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DDB3 110969.56000000 PA USD 113977.03000000 0.002313023567 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Cascade Funding Mortgage Trust 98450050957GF5E1CD92 15723AAC5 2130000.00000000 PA USD 2043236.58000000 0.041464972044 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AMTE1 212486.92000000 PA USD 224206.32000000 0.004549991362 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BQ66 53207.01000000 PA USD 45725.95000000 0.000927951886 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BKG60 1031965.91000000 PA USD 1013097.75000000 0.020559572147 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406AHJ4 21164.64000000 PA USD 21135.25000000 0.000428913890 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNP56 2495072.83000000 PA USD 2538192.68000000 0.051509497015 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292H5Q3 6349.97000000 PA USD 6586.94000000 0.000133673841 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BHE1 6653.17000000 PA USD 6801.61000000 0.000138030305 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 7.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 7275000.00000000 PA USD 6743975.85000000 0.136860690936 Long DBT CORP FR N 2 2029-09-15 Fixed 2.15900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YXU6 199102.87000000 PA USD 207443.55000000 0.004209811573 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Achieve Mortgage N/A 00112DAA4 5282915.43000000 PA USD 5275015.36000000 0.107049945451 Long ABS-O CORP US N 2 2039-10-25 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YWMD2 97784.15000000 PA USD 102656.31000000 0.002083283485 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36186PNV2 105548.91000000 PA USD 99760.67000000 0.002024520035 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAK6 6464000.00000000 PA USD 6846055.88000000 0.138932279528 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C05Q1 270541.76000000 PA USD 282376.69000000 0.005730487439 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YVEW5 36820.10000000 PA USD 31395.33000000 0.000637129588 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388FFT5 1299.19000000 PA USD 1341.87000000 0.000027231600 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAL2 7115000.00000000 PA USD 7160315.65000000 0.145309794842 Long DBT CORP GB N 2 2029-05-17 Floating 5.44644900 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202E7E3 17697.93000000 PA USD 16569.97000000 0.000336267150 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371K2H3 13954.12000000 PA USD 14415.25000000 0.000292539759 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQDQ5 314309.60000000 PA USD 331379.14000000 0.006724931860 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKL99 194903.22000000 PA USD 182030.27000000 0.003694080328 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSNV2 195904.21000000 PA USD 200223.09000000 0.004063281222 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8WM1 334862.91000000 PA USD 353114.76000000 0.007166029521 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDKE5 5999174.70000000 PA USD 5275167.30000000 0.107053028887 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XZSU6 511097.21000000 PA USD 437329.84000000 0.008875070937 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N7UJ7 775409.79000000 PA USD 764952.57000000 0.015523771079 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N OWENS & MINOR INC 549300LMT5KQQXCEZ733 69073LAD2 1886441.66670000 PA USD 1887620.69000000 0.038306939052 Long LON CORP US N 2 2029-03-29 Floating 8.17681000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KR29 640.30000000 PA USD 664.37000000 0.000013482571 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426JXZ7 198983.05000000 PA USD 206372.38000000 0.004188073496 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KHZ7 4023.68000000 PA USD 4242.20000000 0.000086090228 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BYC6 46018.16000000 PA USD 48026.16000000 0.000974631817 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRQM1 486851.66000000 PA USD 498123.63000000 0.010108806094 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210VNN7 4731.37000000 PA USD 4753.57000000 0.000096467853 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XED4 7475000.00000000 PA USD 7864893.38000000 0.159608332839 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AM4 2580000.00000000 PA USD 2620125.53000000 0.053172223381 Long DBT CORP CA N 2 2027-03-13 Fixed 5.64300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QRZ6 334104.40000000 PA USD 317413.00000000 0.006441506235 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RZ76 5682.21000000 PA USD 5812.92000000 0.000117966058 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204RN87 15.10000000 PA USD 15.08000000 0.000000306030 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CNA8 99727.13000000 PA USD 105439.43000000 0.002139763481 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A93H2 77504.54000000 PA USD 75644.68000000 0.001535115694 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406H7C5 36403.40000000 PA USD 36697.01000000 0.000744720659 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ETZ2 6726.38000000 PA USD 6793.32000000 0.000137862069 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213JJR7 7172.29000000 PA USD 7233.68000000 0.000146798634 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YXNY3 85712.88000000 PA USD 89419.75000000 0.001814663788 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AYQJ8 108851.55000000 PA USD 103736.41000000 0.002105202785 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EAJ8 16820.92000000 PA USD 16944.31000000 0.000343863920 Long ABS-MBS USGA US N 2 2034-09-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8PF4 97891.07000000 PA USD 101927.32000000 0.002068489530 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 10240000.00000000 PA USD 9539648.00000000 0.193595416948 Long DBT CORP GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207NE26 342.61000000 PA USD 342.51000000 0.000006950818 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJSX7 821857.60000000 PA USD 851303.31000000 0.017276153087 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46654ABW8 5406008.96000000 PA USD 4414264.72000000 0.089582070427 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.80308400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1KY2 288174.31000000 PA USD 291689.20000000 0.005919473369 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Sequoia Mortgage Trust N/A 81744NAJ9 183858.32000000 PA USD 178253.18000000 0.003617428934 Long ABS-MBS CORP US N 2 2042-12-25 Variable 3.66951900 N N N N N N Viribus Re 2022 N/A 000000000 3000000.00000000 PA USD 19800.00000000 0.000401816634 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KPNP4 260706.30000000 PA USD 222290.67000000 0.004511115603 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QPH8 55528.17000000 PA USD 52777.01000000 0.001071044472 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656TAE8 2350000.00000000 PA USD 1721968.61000000 0.034945233935 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXKD3 1068692.25000000 PA USD 1005341.33000000 0.020402165148 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CSMW8 6101783.26000000 PA USD 6223141.81000000 0.126291005018 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207JTX1 1530.76000000 PA USD 1533.34000000 0.000031117248 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Cascade Funding Mortgage Trust 9845005986F840FBE847 12530XAC5 1840000.00000000 PA USD 1742353.96000000 0.035358929528 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.00000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AN7 14190000.00000000 PA USD 10929907.52000000 0.221809023094 Long DBT CORP US N 2 2050-04-30 Fixed 4.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DYZ8 14542.42000000 PA USD 14838.08000000 0.000301120574 Long ABS-MBS USGA US N 2 2033-08-20 Fixed 5.00000000 N N N N N N FIGRE Trust N/A 31684DAA7 20636059.17000000 PA USD 20829231.26000000 0.422703616580 Long ABS-MBS CORP US N 2 2054-12-25 Variable 5.72400000 N N N N N N Eagle Re Ltd N/A 26982EAC0 6810000.00000000 PA USD 6983965.54000000 0.141730986371 Long ABS-MBS CORP BM N 2 2033-09-26 Floating 8.25517000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CUB8 172583.00000000 PA USD 183283.29000000 0.003719508827 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MELM6 6974093.18000000 PA USD 6044382.19000000 0.122663298506 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AC7 1875000.00000000 PA USD 1972954.86000000 0.040038691023 Long DBT CORP US N 2 2032-01-25 Fixed 6.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202C4P5 4581.98000000 PA USD 4710.21000000 0.000095587915 Long ABS-MBS USGA US N 2 2028-08-20 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200KTF4 10766.44000000 PA USD 10921.46000000 0.000221637591 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A 89177EAF6 4610000.00000000 PA USD 4673185.12000000 0.094836541325 Long ABS-MBS CORP US N 2 2048-10-25 Floating 6.58368000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1C57 35881.19000000 PA USD 35260.62000000 0.000715570892 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Home Partners of America Trust N/A 43732TAJ0 4218408.96000000 PA USD 4015592.08000000 0.081491499793 Long ABS-O CORP US N 2 2039-10-19 Fixed 3.32000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UPB2 2170786.96000000 PA USD 2119901.56000000 0.043020793471 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213DYB8 12466.31000000 PA USD 12790.11000000 0.000259559543 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213CXM7 14568.93000000 PA USD 14399.68000000 0.000292223785 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ASPX1 29615.48000000 PA USD 28223.83000000 0.000572767898 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210XDQ7 893.13000000 PA USD 896.13000000 0.000018185855 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291QBM5 86102.16000000 PA USD 88628.05000000 0.001798597211 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNWF7 2383899.84000000 PA USD 2130957.67000000 0.043245163618 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RJA3 1000000.00000000 PA USD 1029472.80000000 0.020891883636 Long ABS-O CORP US N 2 2030-06-20 Fixed 6.48000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183XL57 202943.97000000 PA USD 191814.64000000 0.003892642077 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 136312900.00000000 PA USD 129928557.19000000 2.636740181896 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BLL0 5340.25000000 PA USD 5489.87000000 0.000111410155 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNQ3 42321798.85000000 PA USD 35785921.99000000 0.726231249680 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36208LXN2 1601.91000000 PA USD 1627.19000000 0.000033021818 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325C2E1 5600000.00000000 PA USD 5939165.51000000 0.120528055462 Long DBT CORP GB N 2 2036-01-21 Fixed 6.22800000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369AEN8 5936.00000000 PA USD 124558.90000000 0.002527769596 Long DBT CORP BM Y 3 2028-12-01 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209FPE3 9679.72000000 PA USD 9743.65000000 0.000197735386 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 09785EAP6 250000.00000000 PA USD 245850.00000000 0.004989223214 Long DBT CORP BM Y 2 2027-12-19 Floating 8.04423800 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 80001TAB3 750000.00000000 PA USD 757500.00000000 0.015372530342 Long DBT CORP BM Y 2 2030-04-08 Floating 8.54423800 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBA6 14325000.00000000 PA USD 12683659.55000000 0.257399262427 Long DBT CORP JP N 2 2032-01-22 Fixed 2.99900000 N N N N N N The Huntington National Bank N/A 44644NAC3 1085915.48000000 PA USD 1094636.36000000 0.022214297898 Long ABS-O CORP US N 2 2032-05-20 Floating 7.45185000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AVGZ8 939815.76000000 PA USD 994204.33000000 0.020176153438 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213M3E6 2257.51000000 PA USD 2302.91000000 0.000046734724 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Home Re Ltd N/A 43731BAB7 1590000.00000000 PA USD 1634058.26000000 0.033161201562 Long ABS-MBS CORP US N 2 2033-10-25 Floating 8.90517000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CB8 3490000.00000000 PA USD 3053278.29000000 0.061962525620 Long DBT CORP JP N 2 2032-10-13 Fixed 2.49400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382CAZ4 9442542.66000000 PA USD 135363.57000000 0.002747037078 Long ABS-MBS USGA US N 2 2050-01-20 Floating 0.01000000 N N N N N N Finance of America Structured N/A 31740FAB2 4571843.54000000 PA USD 4441320.15000000 0.090131127085 Long ABS-O CORP US N 2 2071-09-25 Variable 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ANQG7 2088241.39000000 PA USD 2162505.31000000 0.043885384150 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EQY8 5504.85000000 PA USD 5564.81000000 0.000112930971 Long ABS-MBS USGA US N 2 2038-01-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UKZ4 67808.57000000 PA USD 67892.58000000 0.001377796364 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NNH73 114724.59000000 PA USD 117548.47000000 0.002385501546 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YMN21 165537.32000000 PA USD 141779.97000000 0.002877250020 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDC6 2080000.00000000 PA USD 2088929.44000000 0.042392252409 Long DBT CORP GB N 2 N/A Fixed 7.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A8KC5 355333.55000000 PA USD 369398.90000000 0.007496496104 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ASVB2 77130.56000000 PA USD 73049.64000000 0.001482452551 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HZK3 23868.84000000 PA USD 24740.15000000 0.000502070899 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RFX7 3660000.00000000 PA USD 3671388.09000000 0.074506303383 Long ABS-O CORP US N 2 2027-04-20 Fixed 6.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C04U3 266162.35000000 PA USD 275072.09000000 0.005582249570 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 35709DAG6 4106918.21000000 PA USD 4042859.73000000 0.082044863195 Long ABS-MBS USGSE US N 2 2026-06-25 Floating 6.72603000 N N N N N N UNITED AIR 2024-1 AA PTT N/A 90932WAA1 3474497.64000000 PA USD 3506532.16000000 0.071160755151 Long DBT CORP US N 2 2037-02-15 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C8ED3 545751.70000000 PA USD 566722.76000000 0.011500941021 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N AREIT CRE Trust N/A 04002VAJ0 4360000.00000000 PA USD 4323991.63000000 0.087750089153 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 7.15116000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF3R0 1017339.98000000 PA USD 907169.35000000 0.018409885622 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQEY7 3133145.43000000 PA USD 3236072.89000000 0.065672117086 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201TF77 21465.96000000 PA USD 21894.98000000 0.000444331675 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202XEG8 4120.26000000 PA USD 4215.35000000 0.000085545340 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B2X90 99663.16000000 PA USD 102376.69000000 0.002077608941 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MUY79 147840.57000000 PA USD 137866.91000000 0.002797839283 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HPR22 2029339.76000000 PA USD 1839767.85000000 0.037335824551 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UH39 154182.54000000 PA USD 142371.46000000 0.002889253582 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 3.50000000 N N N N N N RESIDENTIAL RE 2023 LTD N/A 76090WAB6 2500000.00000000 PA USD 2570500.00000000 0.052165134318 Long DBT CORP KY N 2 2027-12-06 Floating 12.71423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKX6 361347.87000000 PA USD 330280.41000000 0.006702634487 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AN3 3755000.00000000 PA USD 3933456.94000000 0.079824668200 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N Velocity Commercial Capital Lo N/A 92261BAA4 5800155.80000000 PA USD 5830880.39000000 0.118330542204 Long ABS-MBS CORP US N 2 2054-12-25 Variable 5.81000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183HVJ1 92791.38000000 PA USD 87863.03000000 0.001783072072 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 4.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 8905000.00000000 PA USD 9748444.91000000 0.197832693297 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AANC7 43832.88000000 PA USD 45667.45000000 0.000926764700 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181CGT9 363254.42000000 PA USD 344025.55000000 0.006981575189 Long ABS-MBS USGA US N 2 2044-04-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGYG9 256571.84000000 PA USD 269729.86000000 0.005473835587 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BJ6 2245000.00000000 PA USD 2235771.48000000 0.045372230911 Long DBT CORP CH N 2 N/A Fixed 7.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KH6Q4 6089.14000000 PA USD 6322.90000000 0.000128315474 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7TF2 65325.45000000 PA USD 68655.93000000 0.001393287613 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NEQD0 1161497.46000000 PA USD 1199654.00000000 0.024345501670 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.50000000 N N N N N N OLD HEAD RE 2025 N/A 000000000 250000.00000000 PA USD 216008.75000000 0.004383631767 Long DBT CORP BM Y 3 2030-12-31 Floating 0.01000000 N N N N N N BX Trust N/A 05608RAL9 7642000.00000000 PA USD 7622895.00000000 0.154697273513 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.67098000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 3269.00000000 NC USD 5929231.36000000 0.120326454112 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-09-19 360607393.64000000 USD 5929231.36000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389FZ62 6093.92000000 PA USD 6294.11000000 0.000127731217 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8ZU0 220506.22000000 PA USD 230332.65000000 0.004674317691 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N BSPRT Issuer, Ltd. N/A 055983AG5 4980000.00000000 PA USD 4962799.08000000 0.100713900253 Long ABS-CBDO CORP KY N 2 2037-02-15 Floating 6.60385000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GBB2 4600000.00000000 PA USD 4652474.78000000 0.094416250460 Long DBT CORP US N 2 2032-07-15 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATFZ0 3866468.34000000 PA USD 570196.59000000 0.011571438126 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 2.13167000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VUZ4 4724858.56000000 PA USD 4740360.44000000 0.096199781781 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YSA6 99619.37000000 PA USD 104284.51000000 0.002116325800 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426KA22 3161906.14000000 PA USD 3301512.52000000 0.067000133848 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.50000000 N N N N N N Alturas Re 2020-3, 9/30/24 N/A 000000000 225450.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2025-09-30 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WFJ65 435615.86000000 PA USD 461142.92000000 0.009358328092 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AK4 12330000.00000000 PA USD 10757479.89000000 0.218309816528 Long DBT CORP CH N 2 2033-02-11 Fixed 2.74600000 N N N N N N Drive Auto Receivables Trust N/A 262102AF3 15770000.00000000 PA USD 15946690.23000000 0.323618454688 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.41000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BWDH3 472250.81000000 PA USD 482242.04000000 0.009786508768 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSDC3 9280563.29000000 PA USD 8609065.72000000 0.174710394723 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YUSH5 32737.71000000 PA USD 31575.32000000 0.000640782263 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426BU79 91598.06000000 PA USD 97514.70000000 0.001978940837 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TYD5 102.09000000 PA USD 104.18000000 0.000002114204 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.00000000 N N N N N N Arbor Realty Collateralized Lo N/A 03881UAA9 1770000.00000000 PA USD 1765608.63000000 0.035830854439 Long ABS-CBDO CORP US N 2 2041-01-20 Floating 6.22500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387CE72 208.92000000 PA USD 215.78000000 0.000004378989 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AARS8 57894.57000000 PA USD 60090.60000000 0.001219464781 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N0D28 2022315.30000000 PA USD 2032693.78000000 0.041251018891 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213JS97 4721.83000000 PA USD 4777.04000000 0.000096944148 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 5285000.00000000 PA USD 5395714.73000000 0.109499390636 Long DBT CORP US N 2 2030-01-16 Fixed 5.17300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298HRL4 97.95000000 PA USD 101.27000000 0.000002055150 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201DJE3 2538.76000000 PA USD 2612.57000000 0.000053018893 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAY1 3220000.00000000 PA USD 3299495.59000000 0.066959202736 Long DBT CORP FR N 2 2035-05-30 Fixed 5.93600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DG62 1966.61000000 PA USD 2037.03000000 0.000041339017 Long ABS-MBS USGA US N 2 2030-05-20 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FB47 122714.02000000 PA USD 124674.33000000 0.002530112106 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389AW90 14372.52000000 PA USD 14844.67000000 0.000301254310 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EEU9 188675.66000000 PA USD 189830.75000000 0.003852381471 Long ABS-MBS USGA US N 2 2035-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202C6L2 10042.00000000 PA USD 10371.88000000 0.000210484541 Long ABS-MBS USGA US N 2 2028-11-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNH3 46745740.52000000 PA USD 38469919.03000000 0.780699666759 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNY6 132894.55000000 PA USD 124600.51000000 0.002528614020 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N ONESKY FLIGHT LLC 549300PM6NEPXGG5B882 68278CAA3 875000.00000000 PA USD 911085.88000000 0.018489366779 Long DBT CORP US N 2 2029-12-15 Fixed 8.87500000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050676 -2000000.00000000 PA USD -1959800.32000000 -0.03977173582 Short ABS-MBS USGSE US N 2 2055-07-15 Fixed 5.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060675 53500000.00000000 PA USD 54362571.94000000 1.103221500534 Long ABS-MBS USGSE US N 2 2055-07-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DWU1 11352.72000000 PA USD 11428.94000000 0.000231936273 Long ABS-MBS USGA US N 2 2033-03-20 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2W3 2870000.00000000 PA USD 2946965.11000000 0.059805030458 Long DBT CORP FR N 2 2030-05-20 Fixed 5.49700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391HZF4 15651.52000000 PA USD 15902.46000000 0.000322720856 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TQS7 50284.86000000 PA USD 50199.95000000 0.001018746210 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 5.00000000 N N N N N N 321 Henderson Receivables LLC N/A 88576PAE3 147297.38000000 PA USD 143814.61000000 0.002918540535 Long ABS-O CORP US N 2 2040-11-15 Floating 4.65624000 N N N N N N Saluda Grade Alternative Mortg N/A 79582DAB7 9076472.94000000 PA USD 8523375.37000000 0.172971414518 Long ABS-O CORP US N 2 2051-10-25 Variable 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFK7 456451.51000000 PA USD 461375.88000000 0.009363055728 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.50000000 N N N N N N THOPAS RE 2023 N/A 000000000 4256392.00000000 PA USD 42138.28000000 0.000855144538 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AF2 1530000.00000000 PA USD 1538146.44000000 0.031214789201 Long DBT CORP CA N 2 2026-06-15 Variable 5.36500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92K5 80025.03000000 PA USD 82940.65000000 0.001683178427 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CXSU5 351989.00000000 PA USD 354395.40000000 0.007192018534 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACE5 8805000.00000000 PA USD 9136284.51000000 0.185409651286 Long DBT CORP US N 2 2030-04-01 Fixed 5.80000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AJ4 5270000.00000000 PA USD 5336644.95000000 0.108300642141 Long ABS-O CORP US N 2 2037-04-20 Fixed 6.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSC42 31783.57000000 PA USD 31799.53000000 0.000645332329 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RUW6 25817.48000000 PA USD 26621.35000000 0.000540247538 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140APD84 675632.83000000 PA USD 700311.55000000 0.014211961124 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210ARN9 30216.40000000 PA USD 31102.64000000 0.000631189804 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGUH0 976945.00000000 PA USD 887209.17000000 0.018004818331 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N AQUILA RE LTD 2023-1 N/A 037987AA2 1250000.00000000 PA USD 1272125.00000000 0.025816211435 Long DBT CORP BM Y 2 2027-06-07 Floating 9.66846200 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BV0 10820000.00000000 PA USD 10260117.15000000 0.208216451759 Long DBT CORP US N 2 2055-04-01 Fixed 6.55000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BN3 2897000.00000000 PA USD 2892806.39000000 0.058705945882 Long DBT CORP US N 2 2027-07-01 Fixed 4.40000000 N N N N N N Sequoia Mortgage Trust N/A 81749CAG4 4725000.00000000 PA USD 3095887.57000000 0.062827228524 Long ABS-MBS CORP US N 2 2052-02-25 Variable 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426BTZ9 192968.58000000 PA USD 204667.93000000 0.004153483780 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAYB7 98611.35000000 PA USD 102374.10000000 0.002077556380 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BXX1 64885.86000000 PA USD 66949.45000000 0.001358656701 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N NORTHSHORE RE II LTD N/A 666842AE9 750000.00000000 PA USD 749250.00000000 0.015205106744 Long DBT CORP BM Y 2 2025-07-08 Floating 12.29423800 N N N N N N GLS Auto Select Receivables Tr N/A 36271BAJ0 2068000.00000000 PA USD 2084669.73000000 0.042305806836 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.28000000 N N N N N N Alturas Re 2021-3, 7/31/25 N/A 000000000 213682.00000000 PA USD 9594.32000000 0.000194704917 Long DBT CORP BM Y 3 2025-07-31 Floating 0.01000000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021BA3 17160000.00000000 PA USD 17424834.40000000 0.353615571657 Long DBT CORP US N 2 2035-05-09 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M1V27 576549.25000000 PA USD 484764.28000000 0.009837694525 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PRE1 3600455.33000000 PA USD 3465804.42000000 0.070334235786 Long ABS-MBS USGSE US N 2 2059-11-25 Variable 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201AY51 3534.99000000 PA USD 3600.42000000 0.000073066093 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAF9 10339000.00000000 PA USD 10328661.00000000 0.209607464847 Long DBT CORP BM N 2 2025-07-07 Floating 11.78423800 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAC1 2700000.00000000 PA USD 2216486.70000000 0.044980870032 Long DBT CORP US N 2 2031-04-06 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DS5B4 4095397.93000000 PA USD 3295351.26000000 0.066875098659 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NQU8 2216.32000000 PA USD 2286.31000000 0.000046397847 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 5437000.00000000 PA USD 5535407.09000000 0.112334275181 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NTD0 77028.45000000 PA USD 71971.70000000 0.001460577085 Long ABS-MBS USGA US N 2 2043-11-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426FUV7 458728.95000000 PA USD 462999.91000000 0.009396013419 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CSD40 278482.02000000 PA USD 290211.16000000 0.005889478366 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CE34 130149.37000000 PA USD 136572.35000000 0.002771567781 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AQ2S1 1073.61000000 PA USD 1023.18000000 0.000020764179 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CTFU8 2148689.15000000 PA USD 2226515.12000000 0.045184384476 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N MONA LISA RE LTD 549300R6SO6XBFDC7M25 608800AG3 1000000.00000000 PA USD 1012100.00000000 0.020539324039 Long DBT CORP BM Y 2 2026-01-08 Floating 16.79423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQ2B0 557608.69000000 PA USD 580334.60000000 0.011777176564 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 2120000.00000000 PA USD 1995160.77000000 0.040489332640 Long DBT CORP US N 2 2032-03-15 Fixed 4.22400000 N N N N N N Towd Point Mortgage Trust N/A 89177LBE2 10000000.00000000 PA USD 7978891.00000000 0.161921774255 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201F4Z7 14808.31000000 PA USD 15275.10000000 0.000309989357 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183XRD4 751576.21000000 PA USD 710360.22000000 0.014415886516 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201L2D5 21067.69000000 PA USD 21126.20000000 0.000428730231 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L3F0 12335000.00000000 PA USD 12330387.20000000 0.250230034810 Long DBT CORP SA N 2 2055-06-02 Fixed 6.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NHD62 570377.92000000 PA USD 571734.70000000 0.011602652176 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N6YQ9 3280954.04000000 PA USD 3249476.21000000 0.065944120971 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426BTA4 185922.82000000 PA USD 195098.06000000 0.003959275045 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BWG9 34382.65000000 PA USD 35893.64000000 0.000728417254 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212S5S1 9407.63000000 PA USD 9701.92000000 0.000196888527 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BW3L5 438060.21000000 PA USD 451749.37000000 0.009167697554 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36266GAC1 4080000.00000000 PA USD 4178063.58000000 0.084788658953 Long DBT CORP US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8M67 196683.03000000 PA USD 204762.15000000 0.004155395859 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Fannie Mae - CAS N/A 20754XAC7 2500000.00000000 PA USD 2509151.75000000 0.050920147077 Long ABS-MBS CORP US N 2 2044-07-25 Floating 6.00517000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325C2A9 7365000.00000000 PA USD 7440599.15000000 0.150997803566 Long DBT CORP GB N 2 2030-10-15 Fixed 5.00500000 N N N N N N AUTONATION INC N/A 05329RAA1 7335000.00000000 PA USD 6757132.27000000 0.137127684290 Long DBT CORP US N 2 2032-03-01 Fixed 3.85000000 N N N N N N IMS Ecuadorian Mortagage Trust N/A 44970EAA1 8150975.29000000 PA USD 7845313.72000000 0.159210987734 Long ABS-MBS CORP US N 2 2043-08-18 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YY35 99476.59000000 PA USD 103602.04000000 0.002102475912 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8M26 99048.87000000 PA USD 102758.99000000 0.002085367249 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BNR5 4671.64000000 PA USD 4866.44000000 0.000098758411 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AWT1 1846608.35000000 PA USD 1708963.36000000 0.034681308390 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFC5 13730000.00000000 PA USD 13802839.16000000 0.280111635382 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EHR3 9316.33000000 PA USD 9373.40000000 0.000190221618 Long ABS-MBS USGA US N 2 2036-04-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YY50 198664.33000000 PA USD 210188.93000000 0.004265525682 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0Q99 1453854.77000000 PA USD 1460254.30000000 0.029634064072 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FJR8 19966.01000000 PA USD 20150.58000000 0.000408931224 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.00000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797QH3 40000000.00000000 PA USD 39834527.60000000 0.808392718439 Long DBT UST US N 2 2025-08-05 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WFF36 469566.00000000 PA USD 487432.28000000 0.009891838302 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290V4D3 29256.89000000 PA USD 29267.80000000 0.000593953984 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209CH41 3396.33000000 PA USD 3426.97000000 0.000069546139 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN3N1 1415953.71000000 PA USD 1402992.23000000 0.028472000826 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 5.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 1180000.00000000 PA USD 1206427.23000000 0.024482956038 Long DBT CORP US N 2 2031-01-30 Fixed 5.25000000 N N N N N N FUCHSIA 2024-1 LONDON BR N/A 541917AA8 1000000.00000000 PA USD 999000.00000000 0.020273475659 Long DBT CORP BM Y 2 2028-04-06 Floating 9.29423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WLU0 17953.56000000 PA USD 17911.27000000 0.000363487183 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CD68 99522.20000000 PA USD 102139.84000000 0.002072802362 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FDX1 70718.00000000 PA USD 71326.36000000 0.001447480704 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EMM8 213669.57000000 PA USD 215203.52000000 0.004367290615 Long ABS-MBS USGA US N 2 2037-03-20 Fixed 5.00000000 N N N N N N Republic Finance Issuance Trus N/A 76042UAA1 2792642.10000000 PA USD 2776048.78000000 0.056336493865 Long ABS-O CORP US N 2 2031-12-22 Fixed 2.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206JBC7 5660.85000000 PA USD 5748.42000000 0.000116657110 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213USQ4 1565.37000000 PA USD 1633.33000000 0.000033146422 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05602XJC3 1222000.00000000 PA USD 1241013.10000000 0.025184833710 Long DBT CORP FR N 2 N/A Fixed 7.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405NMQ5 812.76000000 PA USD 826.11000000 0.000016764885 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8JG3 763594.40000000 PA USD 616498.46000000 0.012511077600 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 80001RAA9 3000000.00000000 PA USD 2962200.00000000 0.060114203803 Long DBT CORP BM Y 2 2029-04-07 Floating 8.29423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426JM89 399271.25000000 PA USD 416019.44000000 0.008442602593 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.50000000 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 577092AD1 732912.50025000 PA USD 652805.16000000 0.013247877399 Long DBT CORP BM Y 2 2027-01-08 Floating 1.50000000 N N N N N N FREMF Mortgage Trust N/A 302960AH2 1744999.76000000 PA USD 1598883.78000000 0.032447378775 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 9.42603000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23341CAE3 15080000.00000000 PA USD 15248626.07000000 0.309452101578 Long DBT CORP NO N 2 2030-11-05 Fixed 4.85300000 N N N N N N BINOM Securitization Trust N/A 05552CAC8 12559000.00000000 PA USD 9551536.46000000 0.193836678614 Long ABS-MBS CORP US N 2 2061-02-25 Variable 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8SJ3 178986.83000000 PA USD 188413.60000000 0.003823622155 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210AMT1 822.66000000 PA USD 851.49000000 0.000017279941 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179Q6P1 506659.12000000 PA USD 471721.99000000 0.009573017299 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.50000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAB4 5845000.00000000 PA USD 6024922.49000000 0.122268387841 Long DBT CORP US N 2 2031-05-15 Fixed 9.12500000 N N N N N N KILIMANJARO II RE LTD N/A 49407QAR9 750000.00000000 PA USD 749925.15000000 0.015218808083 Long DBT CORP BM Y 2 2030-07-08 Floating 10.79423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WCR48 85614.07000000 PA USD 89809.74000000 0.001822578156 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202W3G2 7713.80000000 PA USD 7697.72000000 0.000156215754 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N GS Mortgage-Backed Securities N/A 36264RBV6 4820000.00000000 PA USD 3410257.00000000 0.069206969252 Long ABS-MBS CORP US N 2 2052-09-25 Variable 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C92G7 167273.49000000 PA USD 173644.70000000 0.003523905504 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050478 16000000.00000000 PA USD 16114941.44000000 0.327032905950 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AW2T5 298024.25000000 PA USD 293175.94000000 0.005949644928 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N HERBIE RE LTD N/A 42703VAJ2 500000.00000000 PA USD 500300.00000000 0.010152972845 Long DBT CORP BM Y 2 2029-01-08 Floating 11.54423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQ4L6 415631.62000000 PA USD 439461.90000000 0.008918338471 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 7.00000000 N N N N N N Thopas Re 2020, 12/31/23 N/A 000000000 6000000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2025-12-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201LL85 6887.34000000 PA USD 7089.37000000 0.000143870040 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Small Business Administration N/A 83162CSB0 22317.14000000 PA USD 22488.85000000 0.000456383536 Long ABS-O USGA US N 2 2028-10-01 Fixed 5.63000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W7K8 10079782.84000000 PA USD 8919048.57000000 0.181001115208 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N J.G. Wentworth XLIII LLC N/A 46650XAA1 4172550.13000000 PA USD 3717576.93000000 0.075443649053 Long ABS-O CORP US N 2 2071-08-17 Fixed 3.82000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1AA8 226318.58000000 PA USD 224147.24000000 0.004548792406 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSJJ2 852705.78000000 PA USD 685268.91000000 0.013906689256 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AK9 2810000.00000000 PA USD 2735555.71000000 0.055514736839 Long DBT CORP US N 2 2027-08-01 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NN4U6 881804.60000000 PA USD 889412.41000000 0.018049530376 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A5LF3 182193.48000000 PA USD 189601.40000000 0.003847727095 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Woodward Capital Management 2549008EA2IHW9G2TZ48 74942CAA7 2998604.37000000 PA USD 3025231.38000000 0.061393348096 Long ABS-MBS CORP US N 2 2055-05-25 Variable 5.68700000 N N N N N N Cascade Funding Mortgage Trust 9845005986F840FBE847 12530XAB7 2580000.00000000 PA USD 2466103.58000000 0.050046537441 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213XZG2 6676.17000000 PA USD 6827.12000000 0.000138547999 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N GLS Auto Receivables Trust N/A 37989AAL8 16850000.00000000 PA USD 17091163.94000000 0.346844140276 Long ABS-O CORP US N 2 2031-02-18 Fixed 5.53000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HQ49 2289.84000000 PA USD 2385.64000000 0.000048413628 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W9ZT1 85050.41000000 PA USD 88728.48000000 0.001800635314 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318BE3 6830000.00000000 PA USD 6541989.83000000 0.132761633218 Long DBT CORP US N 2 2034-05-15 Fixed 6.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CSJ36 495151.08000000 PA USD 506980.84000000 0.010288552272 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200E3X7 14391.15000000 PA USD 14395.10000000 0.000292130840 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7XF7 256604.49000000 PA USD 269711.67000000 0.005473466443 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WALS5 69989.94000000 PA USD 73929.05000000 0.001500299094 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 7.00000000 N N N N N N ReadyCap lending N/A 75576AAA1 5485481.02000000 PA USD 5538332.53000000 0.112393643386 Long ABS-O CORP US N 2 2048-04-25 Floating 7.57000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FEL3 9152.70000000 PA USD 9319.44000000 0.000189126566 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EG29 792.05000000 PA USD 798.84000000 0.000016211474 Long ABS-MBS USGA US N 2 2036-02-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSC59 3760.18000000 PA USD 3815.47000000 0.000077430268 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200Q3L6 5429.30000000 PA USD 5597.63000000 0.000113597012 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QR3C5 2693460.86000000 PA USD 2786037.00000000 0.056539192499 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Continental Finance Credit Cre N/A 66981PAQ1 1890000.00000000 PA USD 1913786.41000000 0.038837940141 Long ABS-O CORP US N 2 2032-12-15 Fixed 5.78000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36230UEZ8 14191.97000000 PA USD 13525.10000000 0.000274475260 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EFZ7 468.42000000 PA USD 461.57000000 0.000009366995 Long ABS-MBS USGA US N 2 2035-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200Q2S2 4367.31000000 PA USD 4504.02000000 0.000091403543 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Newark BSL CLO 1 Ltd. 549300R0C043JWD1XY94 65023TAM4 2850000.00000000 PA USD 2857264.65000000 0.057984670005 Long ABS-CBDO CORP KY N 2 2029-12-21 Floating 7.54423000 N N N N N N Harambee Re 2018, 12/31/21 N/A 000000000 2000000.00000000 PA USD 2000.00000000 0.000040587538 Long DBT CORP BM Y 3 2025-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401XH83 17024.42000000 PA USD 17585.53000000 0.000356876691 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAY35 97873.23000000 PA USD 101572.68000000 0.002061292548 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292H3K8 9740.86000000 PA USD 10076.21000000 0.000204484282 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WADT2 95675.13000000 PA USD 99686.45000000 0.002023013831 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 2500000.00000000 PA USD 2574044.83000000 0.052237072280 Long DBT CORP US N 2 2030-01-23 Fixed 5.38400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTEC0 3948994.83000000 PA USD 3478389.05000000 0.070589625366 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.00000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 250000.00000000 PA USD 262725.00000000 0.005331680573 Long DBT NUSS N/A Y 2 2028-04-24 Floating 16.51626700 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HGC2 652.36000000 PA USD 688.48000000 0.000013971854 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.00000000 N N N N N N American Credit Acceptance Rec N/A 02530CAJ7 9190000.00000000 PA USD 9887253.57000000 0.200649644238 Long ABS-O CORP US N 2 2031-08-12 Fixed 9.79000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178GJ70 547406.46000000 PA USD 521664.53000000 0.010586539691 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JE4 2810000.00000000 PA USD 2859155.67000000 0.058023045929 Long DBT CORP US N 2 2031-06-01 Fixed 5.45000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296HAL3 6560.30000000 PA USD 6764.39000000 0.000137274970 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AMJA0 616399.03000000 PA USD 649874.46000000 0.013188402449 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184XM22 136090.73000000 PA USD 124342.10000000 0.002523369907 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213R6S1 13073.57000000 PA USD 13393.84000000 0.000271811500 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EN88 4040.21000000 PA USD 4079.24000000 0.000082783156 Long ABS-MBS USGA US N 2 2037-08-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGCV5 130380.61000000 PA USD 137461.33000000 0.002789608536 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D3W9 5374.42000000 PA USD 5413.87000000 0.000109867829 Long ABS-MBS USGA US N 2 2034-02-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E05S7 282974.79000000 PA USD 227478.41000000 0.004616394402 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200MQY2 13473.31000000 PA USD 13794.42000000 0.000279940778 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182GUG1 2682.92000000 PA USD 2526.37000000 0.000051269570 Long ABS-MBS USGA US N 2 2044-04-15 Fixed 4.00000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AA8 3260000.00000000 PA USD 3164335.63000000 0.064216297672 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N6WZ1 1144197.12000000 PA USD 1146179.83000000 0.023260309194 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAD2 938000.00000000 PA USD 955669.58000000 0.019394138107 Long DBT CORP US N 2 2032-09-01 Fixed 6.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE3H0 235559.70000000 PA USD 227808.73000000 0.004623097840 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AUHB2 516096.90000000 PA USD 537604.90000000 0.010910029884 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D0JU6 521094.78000000 PA USD 548062.97000000 0.011122263545 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.50000000 N N N N N N ATLAS CAPITAL DAC 635400CBPJFGGWD2AH20 049207AA1 2000000.00000000 PA USD 2054200.00000000 0.041687461161 Long DBT CORP IE Y 2 2026-06-05 Floating 11.96565800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRQ9 38179.84000000 PA USD 34773.70000000 0.000705689450 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMRB5 816993.12000000 PA USD 836235.59000000 0.016970372252 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Tharaldson Hotel Portfolio Tru N/A 87252LAA3 5567072.27000000 PA USD 5662436.22000000 0.114912175056 Long ABS-MBS CORP US N 2 2034-12-10 Variable 7.22711300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VDS6 126695.76000000 PA USD 126462.25000000 0.002566395743 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 5.00000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 250000.00000000 PA USD 256550.00000000 0.005206366547 Long DBT NUSS N/A Y 2 2028-04-24 Floating 18.01769300 N N N N N N JP Morgan Mortgage Trust N/A 46592TBS1 85625702.39000000 PA USD 547679.12000000 0.011114473782 Long ABS-MBS CORP US N 2 2051-12-25 Variable 0.11479600 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LK50 141874.54000000 PA USD 143804.40000000 0.002918333336 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQD77 560549.32000000 PA USD 592431.21000000 0.012022662378 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KZN1 5192.11000000 PA USD 5151.91000000 0.000104551673 Long ABS-MBS USGA US N 2 2039-02-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWT58 117492.95000000 PA USD 121635.32000000 0.002468439138 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQMA1 1274279.96000000 PA USD 1305984.41000000 0.026503346494 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N INTEGRITY RE III 254900VWHVNG2WMBWC74 45870GAB2 750000.00000000 PA USD 754425.00000000 0.015310127001 Long DBT CORP BM Y 2 2028-06-06 Floating 12.29423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176WYC9 1889143.43000000 PA USD 1768126.02000000 0.035881941771 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G49 8160000.00000000 PA USD 8183948.29000000 0.166083159618 Long DBT CORP US N 2 2029-11-07 Fixed 5.87500000 N N N N N N Mission Lane Credit Card Maste N/A 60510MBE7 8010000.00000000 PA USD 8073671.49000000 0.163845227666 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FV4S8 2295164.59000000 PA USD 456987.70000000 0.009274003015 Long ABS-MBS USGSE US N 2 2050-05-25 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36177JNB1 9949.95000000 PA USD 9472.42000000 0.000192231107 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N COMERICA BANK 70WY0ID1N53Q4254VH70 200339EX3 10660000.00000000 PA USD 10349321.12000000 0.210026736559 Long DBT CORP US N 2 2033-08-25 Fixed 5.33200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSAZ7 457296.00000000 PA USD 476712.25000000 0.009674288485 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N MEIJI YASUDA LIFE INSURA 549300SLU4LP6YMRLK07 585270AE1 17390000.00000000 PA USD 17356298.18000000 0.352224713411 Long DBT CORP JP N 2 2055-06-11 Fixed 6.10000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCF0 3800000.00000000 PA USD 3903903.86000000 0.079224924809 Long DBT CORP CA N 2 2054-06-27 Fixed 7.20000000 N N N N N N TORRICELLI RE 2024 N/A 000000000 4250000.00000000 PA USD 4296172.00000000 0.087185523996 Long DBT CORP BM Y 3 2030-06-30 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QR29 364450.30000000 PA USD 356376.71000000 0.007232226782 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.50000000 N N N N N N GLS Auto Receivables Trust N/A 37964VAF4 5210000.00000000 PA USD 5340662.11000000 0.108382165460 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.19000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BEG9 6647.61000000 PA USD 6815.93000000 0.000138320911 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 13240000.00000000 PA USD 9482463.11000000 0.192434919976 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212CRN3 22572.21000000 PA USD 22634.96000000 0.000459348659 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.00000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAB9 2030000.00000000 PA USD 1990460.23000000 0.040393940965 Long DBT NUSS N/A N 2 2027-07-27 Fixed 5.00000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 10178000.00000000 PA USD 8914111.02000000 0.180900913707 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03200000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AV4 2426000.00000000 PA USD 2490572.11000000 0.050543096147 Long DBT CORP US N 2 2032-03-30 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VF65 148923.64000000 PA USD 151925.92000000 0.003083149590 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162UAV2 7340000.00000000 PA USD 7208513.44000000 0.146287909679 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 3.96280000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B5D38 406508.51000000 PA USD 411204.68000000 0.008344892964 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N WALTON HEATH RE 2022 N/A 000000000 2500000.00000000 PA USD 343500.00000000 0.006970909798 Long DBT CORP BM Y 3 2027-12-15 Floating 0.01000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CW1 3944000.00000000 PA USD 3597612.92000000 0.073009127094 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FBH8 10254.53000000 PA USD 10174.96000000 0.000206488292 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 4.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 4875000.00000000 PA USD 4225676.08000000 0.085754896050 Long DBT CORP FR N 2 2032-10-19 Fixed 3.11600000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CY3 11015000.00000000 PA USD 9743911.85000000 0.197740700423 Long DBT CORP GB N 2 2032-11-22 Fixed 2.87100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XM4Y9 3044499.33000000 PA USD 2574076.17000000 0.052237708287 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210A4U8 1072.28000000 PA USD 1105.05000000 0.000022425629 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CPC2 198783.58000000 PA USD 203089.51000000 0.004121451689 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N GULLANE RE 2025 N/A 000000000 5000000.00000000 PA USD 3875534.54000000 0.078649204370 Long DBT CORP BM Y 3 2030-12-31 Floating 0.01000000 N N N N N N MAYFLOWER RE LTD N/A 57839MAC2 1000000.00000000 PA USD 1018500.00000000 0.020669204163 Long DBT CORP BM Y 2 2027-07-08 Floating 8.79423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VZW3 232229.28000000 PA USD 231872.59000000 0.004705568878 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201AY77 1335.23000000 PA USD 1351.89000000 0.000027434943 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D5Q0 6612.72000000 PA USD 6662.18000000 0.000135200744 Long ABS-MBS USGA US N 2 2034-05-20 Fixed 5.00000000 N N N N N N FREMF Mortgage Trust N/A 30318WAL7 9000000.00000000 PA USD 36320.40000000 0.000737077823 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30314CAG6 3364630.12000000 PA USD 3154625.39000000 0.064019240300 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 6.82603000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGXS3 3374971.61000000 PA USD 2840657.58000000 0.057647649956 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213UH29 2107.98000000 PA USD 2203.67000000 0.000044720770 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2Q70 812468.72000000 PA USD 773571.74000000 0.015698686528 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 4.00000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAV2 20600000.00000000 PA USD 18114416.36000000 0.367609788956 Long DBT CORP NL N 2 2037-03-13 Fixed 3.32400000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAG8 12060000.00000000 PA USD 12097582.70000000 0.245505553965 Long DBT CORP FR N 2 2055-01-13 Fixed 6.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFBK1 39946.81000000 PA USD 34297.71000000 0.000696029818 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 2.50000000 N N N N N N ReadyCap Commercial Mortgage T N/A 75575QAA7 95680.63000000 PA USD 94682.25000000 0.001921459750 Long ABS-MBS CORP US N 2 2052-10-25 Fixed 2.83340000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MQDA4 522728.97000000 PA USD 471502.84000000 0.009568569920 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176MW74 80663.76000000 PA USD 78671.74000000 0.001596546152 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 80001TAA5 750000.00000000 PA USD 748125.00000000 0.015182276254 Long DBT CORP BM Y 2 2028-04-07 Floating 8.29423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1ZG5 573211.57000000 PA USD 576761.13000000 0.011704657388 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N First Eagle BSL CLO LLC N/A 32010FAC1 1575000.00000000 PA USD 1572519.38000000 0.031912345720 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 8.88108000 N N N N N N COMMONWEALTH RE LTD N/A 203235AA4 1000000.00000000 PA USD 999500.00000000 0.020283622544 Long DBT CORP BM Y 2 2025-07-08 Floating 8.05723800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBUP1 411163.68000000 PA USD 411528.58000000 0.008351466116 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 5.00000000 N N N N N N HILTON GRAND VAC LLC/INC N/A 43283QAC4 4480000.00000000 PA USD 4549565.44000000 0.092327832042 Long DBT CORP US N 2 2032-01-15 Fixed 6.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MFKW2 307693.90000000 PA USD 264001.45000000 0.005357584555 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CMA9 99552.20000000 PA USD 105679.63000000 0.002144638044 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N PRMI Securitization Trust N/A 69359DBV4 6198615.44000000 PA USD 4969097.75000000 0.100841724010 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.47676400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AMHP9 2893060.48000000 PA USD 2946140.36000000 0.059788293172 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAV7 3200000.00000000 PA USD 3468134.08000000 0.070381513369 Long DBT CORP ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N Cascade Funding Mortgage Trust 984500D67D63D8645054 12530VAC9 3530000.00000000 PA USD 3339450.95000000 0.067770047599 Long ABS-O CORP US N 2 2034-05-25 Variable 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DBJ9 3051.06000000 PA USD 3136.44000000 0.000063650190 Long ABS-MBS USGA US N 2 2029-04-20 Fixed 6.50000000 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 80001TAD9 750000.00000000 PA USD 753750.00000000 0.015296428707 Long DBT CORP BM Y 2 2030-04-08 Floating 9.04423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31379HKG4 12222.68000000 PA USD 12191.06000000 0.000247402560 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EAY5 3471.75000000 PA USD 3498.56000000 0.000070998969 Long ABS-MBS USGA US N 2 2034-10-20 Fixed 5.00000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDX3 15610000.00000000 PA USD 15584304.38000000 0.316264279803 Long DBT CORP GB N 2 N/A Fixed 6.12500000 N N N N N N Dwight 2025-FL1 Issuer LLC N/A 233636AA7 12150000.00000000 PA USD 12127218.75000000 0.246106981131 Long ABS-CBDO CORP US N 2 2042-09-18 Floating 5.96200000 N N N N N N MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 80854EAH1 1366587.64480000 PA USD 1361462.94000000 0.027629214990 Long LON CORP US N 2 2028-04-20 Floating 8.19129000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 14123000.00000000 PA USD 11707832.13000000 0.237596045763 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLYE6 456248.65000000 PA USD 387408.32000000 0.007861975121 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N GATEWAY RE II LTD 5493000ENKV5WXNA8Z86 367927AA8 250000.00000000 PA USD 252225.00000000 0.005118595994 Long DBT CORP BM Y 2 2026-04-27 Floating 13.19423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409X4Y2 29212.32000000 PA USD 30013.42000000 0.000609085425 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182AWB3 3071.21000000 PA USD 2926.74000000 0.000059394586 Long ABS-MBS USGA US N 2 2043-11-15 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 18900000.00000000 PA USD 17690415.31000000 0.359005209409 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M9AV9 87291.94000000 PA USD 90966.98000000 0.001846062917 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BU6 6455000.00000000 PA USD 6456069.40000000 0.131017983823 Long DBT CORP US N 2 2037-04-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DKX8 358.87000000 PA USD 370.66000000 0.000007522088 Long ABS-MBS USGA US N 2 2030-12-20 Fixed 7.00000000 N N N N N N Springcastle SPV N/A 85022WAP9 2470296.96000000 PA USD 2325323.38000000 0.047189576522 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DXS5 8974.53000000 PA USD 9034.76000000 0.000183349336 Long ABS-MBS USGA US N 2 2033-05-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426GKA2 99383.29000000 PA USD 103740.90000000 0.002105293904 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAQS9 185863.84000000 PA USD 190167.40000000 0.003859213368 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UQ62 633256.41000000 PA USD 618444.69000000 0.012550573943 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CBCN6 687289.20000000 PA USD 703711.47000000 0.014280958316 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1ZV2 1404498.16000000 PA USD 1444949.35000000 0.029323468945 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NEGS8 1267273.84000000 PA USD 1281408.33000000 0.026004605193 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210VVK4 3549.40000000 PA USD 3572.26000000 0.000072494620 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297NDR4 10195.84000000 PA USD 10411.83000000 0.000211295277 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Hundred Acre Wood Trust N/A 44590HBJ4 50768697.45000000 PA USD 680940.23000000 0.013818844022 Long ABS-MBS CORP US N 2 2051-07-25 Variable 0.23169000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BH0 2300000.00000000 PA USD 2287997.22000000 0.046432088037 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N N N CRH SMW FINANCE DAC 54930044475SH442C864 12704PAB4 6270000.00000000 PA USD 6428574.13000000 0.130460001153 Long DBT CORP IE N 2 2030-01-09 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJEN6 2301.08000000 PA USD 2415.08000000 0.000049011076 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N CIM Trust N/A 12558WAJ9 5170000.00000000 PA USD 3957868.68000000 0.080320074423 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.00000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AH8 7560000.00000000 PA USD 7647557.65000000 0.155197771646 Long ABS-O CORP US N 2 2037-04-20 Fixed 6.18000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AP3 6575000.00000000 PA USD 6883858.65000000 0.139699440227 Long DBT CORP GB N 2 2034-06-01 Fixed 6.47500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NDU88 155350.08000000 PA USD 159058.41000000 0.003227894698 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WDW81 421858.55000000 PA USD 437956.66000000 0.008887791478 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YTJ88 654651.58000000 PA USD 639217.82000000 0.012972139054 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C8CR4 158619.37000000 PA USD 162775.90000000 0.003303336583 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCFG8 32608.07000000 PA USD 30460.76000000 0.000618163640 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMYW9 538782.92000000 PA USD 470584.55000000 0.009549934354 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7W84 97685.74000000 PA USD 100956.05000000 0.002048778801 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N TORRICELLI RE 2022 N/A 000000000 4500000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2028-06-30 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379U5F9 14591096.90000000 PA USD 497036.96000000 0.010086753464 Long ABS-MBS USGA US N 2 2058-10-16 Variable 0.61430000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183B6T0 33924.84000000 PA USD 31729.92000000 0.000643919680 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAG9 8169000.00000000 PA USD 7576356.86000000 0.153752839231 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NL6S3 470190.49000000 PA USD 489908.86000000 0.009942097446 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAM5 2125000.00000000 PA USD 2228563.96000000 0.045225963162 Long DBT CORP US N 2 2034-06-15 Fixed 6.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSC26 2512197.76000000 PA USD 2423413.63000000 0.049180197439 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YD4G1 92153.43000000 PA USD 78966.66000000 0.001602531190 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AKWH4 395438.09000000 PA USD 404595.06000000 0.008210758859 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Provident Funding Mortgage Tru N/A 74387YAL7 3171752.86000000 PA USD 2611081.16000000 0.052988679022 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.38396000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ENV7 957.38000000 PA USD 968.25000000 0.000019649442 Long ABS-MBS USGA US N 2 2037-07-20 Fixed 5.00000000 N N N N N N VIRIBUS RE 2023 N/A 000000000 2000000.00000000 PA USD 45400.00000000 0.000921337132 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426GAX3 532908.93000000 PA USD 536305.33000000 0.010883656710 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389KKP5 2612.21000000 PA USD 2702.33000000 0.000054840461 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNKL6 42404.84000000 PA USD 38493.36000000 0.000781175372 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGPU3 687740.90000000 PA USD 716565.42000000 0.014541813414 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKNV6 30379536.74000000 PA USD 25671728.39000000 0.520976136798 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052672 -90000000.00000000 PA USD -89979409.80000000 -1.82602139586 Short ABS-MBS USGSE US N 2 2055-07-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EK73 9653.20000000 PA USD 9739.85000000 0.000197658270 Long ABS-MBS USGA US N 2 2036-11-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290TC72 8848.66000000 PA USD 9073.22000000 0.000184129834 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KKY3 47157.57000000 PA USD 49532.09000000 0.001005192813 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQDM4 404664.51000000 PA USD 426641.05000000 0.008658155097 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFAC0 345598.92000000 PA USD 334386.87000000 0.006785970039 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JNUZ1 27423.82000000 PA USD 25103.14000000 0.000509437335 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140APN42 569743.04000000 PA USD 584517.06000000 0.011862054443 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CR97 99645.87000000 PA USD 105487.24000000 0.002140733726 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N PANGAEA RE 2025-1 N/A 000000000 2500000.00000000 PA USD 2190397.56000000 0.044451423041 Long DBT CORP BM Y 3 2030-12-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XDC7 675197.14000000 PA USD 616635.81000000 0.012513864949 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQ2T1 160458.84000000 PA USD 164679.06000000 0.003341958873 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NMR9 8097.01000000 PA USD 8372.33000000 0.000169906134 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGFZ3 206910.72000000 PA USD 215964.70000000 0.004382737826 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181VR81 2389.05000000 PA USD 2274.72000000 0.000046162643 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WFZF7 309105.85000000 PA USD 322076.27000000 0.006536141562 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VQX1 327511.11000000 PA USD 326991.34000000 0.006635886859 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSA20 151962.77000000 PA USD 157897.83000000 0.003204342155 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022477 5000000.00000000 PA USD 4667315.40000000 0.094717422581 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288D7K9 25436.22000000 PA USD 25975.15000000 0.000527133704 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AA4E4 98751.22000000 PA USD 102653.86000000 0.002083233765 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8WJ8 95210.53000000 PA USD 99199.84000000 0.002013138680 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AGB86 357655.89000000 PA USD 372285.54000000 0.007555076910 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FCP9 3935.93000000 PA USD 3984.30000000 0.000080856465 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E05U2 919799.94000000 PA USD 962037.57000000 0.019523368627 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAJ0 5810000.00000000 PA USD 5940186.76000000 0.120548780474 Long DBT CORP CA N 2 2035-09-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B4YS3 260312.66000000 PA USD 271284.82000000 0.005505391586 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJCC0 629848.29000000 PA USD 651963.99000000 0.013230806889 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWPV5 256657.01000000 PA USD 269332.13000000 0.005465764146 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D4R9 12486.12000000 PA USD 12887.33000000 0.000261532503 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 6.50000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AP7 10900000.00000000 PA USD 10995788.55000000 0.223145997527 Long DBT CORP CA N 2 2030-03-25 Fixed 5.03700000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBN5 6570000.00000000 PA USD 6249886.80000000 0.126833761678 Long DBT CORP US N 2 2065-01-15 Fixed 5.65000000 N N N N N N Lorenz Re 2019, 6/30/22 N/A 000000000 2993180.00000000 PA USD 21550.90000000 0.000437348995 Long DBT CORP BM Y 3 2026-06-30 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213EZ66 516.44000000 PA USD 522.48000000 0.000010603088 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BEPR8 132854.06000000 PA USD 124593.18000000 0.002528465267 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176W3A7 1051.76000000 PA USD 999.25000000 0.000020278549 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BUJ5 976.91000000 PA USD 1008.71000000 0.000020470528 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N MARLON LTD 98450044CD0YE4DAFC06 571253AA1 250000.00000000 PA USD 255825.00000000 0.005191653564 Long DBT CORP BM Y 2 2027-06-07 Floating 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617A4H92 174439.18000000 PA USD 165042.32000000 0.003349330788 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DKY6 1048.89000000 PA USD 1091.42000000 0.000022149025 Long ABS-MBS USGA US N 2 2030-12-20 Fixed 7.50000000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AJ9 1250000.00000000 PA USD 1282750.00000000 0.026031832735 Long DBT CORP BM Y 2 2026-06-07 Floating 12.68623800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NRJ2 15623.25000000 PA USD 15750.86000000 0.000319644321 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N RMF Buyout Issuance Trust N/A 74969TAD2 3000000.00000000 PA USD 2837029.50000000 0.057574022537 Long ABS-O CORP US N 2 2031-11-25 Variable 3.68950000 N N N N N N DT MIDSTREAM INC N/A 23345MAD9 3440000.00000000 PA USD 3503337.28000000 0.071095918993 Long DBT CORP US N 2 2034-12-15 Fixed 5.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HWM3 19.12000000 PA USD 19.77000000 0.000000401207 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSAX2 477344.68000000 PA USD 496877.50000000 0.010083517419 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N EPSOM RE 2025 N/A 000000000 250000.00000000 PA USD 233800.34000000 0.004744690192 Long DBT CORP BM Y 3 2030-12-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NEU1 2552.53000000 PA USD 2540.85000000 0.000051563424 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NN4Q5 963211.89000000 PA USD 987419.25000000 0.020038458589 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A9LT5 87227.11000000 PA USD 91528.45000000 0.001857457260 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AH8 6305000.00000000 PA USD 6149417.19000000 0.124794854578 Long DBT CORP CA N 2 2082-01-18 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EYK9 488.52000000 PA USD 494.52000000 0.000010035674 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202CW82 1952.75000000 PA USD 2016.90000000 0.000040930503 Long ABS-MBS USGA US N 2 2027-08-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HMRK9 415990.07000000 PA USD 377304.84000000 0.007656937427 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMLV4 9056827.18000000 PA USD 7317848.80000000 0.148506736265 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Radnor Re LTD 254900P3K895250PCC81 75050KAA4 1690158.23000000 PA USD 1698565.08000000 0.034470288094 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 7.00517000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DNL1 1827.55000000 PA USD 1902.31000000 0.000038605040 Long ABS-MBS USGA US N 2 2031-06-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDG1 36724.12000000 PA USD 38263.48000000 0.000776510240 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TAN5 5838.03000000 PA USD 5829.07000000 0.000118293802 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 5.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -832.00000000 NC USD -1638782.96000000 -0.03325708353 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-19 -93430221.20000000 USD -1638782.96000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36192S4A5 416372.84000000 PA USD 383893.71000000 0.007790650436 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAB5 10183000.00000000 PA USD 10239180.43000000 0.207791566791 Long DBT CORP US N 2 2055-09-12 Fixed 8.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225AUH1 457.92000000 PA USD 460.65000000 0.000009348324 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRJW7 729003.61000000 PA USD 760803.75000000 0.015439575883 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46591ABA2 7010000.00000000 PA USD 6954762.60000000 0.141138348639 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.21060000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425XHZ5 86224.35000000 PA USD 91583.71000000 0.001858578694 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 7.00000000 N N N N N N Viribus Re 2018, 12/31/21 N/A 000000000 1000000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2025-12-31 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426KKQ8 499225.52000000 PA USD 516795.61000000 0.010487730951 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7XA8 390731.70000000 PA USD 400410.66000000 0.008125841611 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020679 82000000.00000000 PA USD 64893783.20000000 1.316939473656 Long ABS-MBS USGSE US N 2 2055-07-15 Fixed 2.00000000 N N N N N N GLS Auto Receivables Trust N/A 362929AF8 4662000.00000000 PA USD 4847191.42000000 0.098367785057 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.18000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBC3 7095000.00000000 PA USD 7395118.50000000 0.150074829741 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NVQ8 5068.99000000 PA USD 4967.10000000 0.000100801182 Long ABS-MBS USGA US N 2 2043-12-20 Fixed 4.50000000 N N N N N N FARMERS EXCHANGE CAP III N/A 30958QAA9 10400000.00000000 PA USD 9402495.44000000 0.190812074519 Long DBT CORP US N 2 2054-10-15 Fixed 5.45400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B1FN1 96252.24000000 PA USD 96999.52000000 0.001968485893 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JUYX6 13312.19000000 PA USD 12229.65000000 0.000248185697 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201TLS4 5914.26000000 PA USD 5982.66000000 0.000121410722 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Mello Mortgage Capital Accepta N/A 58549XBM4 9043890.60000000 PA USD 7315661.89000000 0.148462355618 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAL6 8577000.00000000 PA USD 7556976.93000000 0.153359547400 Long DBT CORP US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W9MG3 156252.50000000 PA USD 162427.51000000 0.003296266436 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AELU1 420142.46000000 PA USD 423339.75000000 0.008591159276 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DMR9 2219.57000000 PA USD 2312.54000000 0.000046930153 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225A7H7 1828.51000000 PA USD 1875.85000000 0.000038068067 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 7.00000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBV1 4095000.00000000 PA USD 4176811.22000000 0.084763243848 Long DBT CORP US N 2 2035-07-26 Fixed 6.18400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7NR8 382274.02000000 PA USD 394237.49000000 0.008000564722 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 5935000.00000000 PA USD 5391236.19000000 0.109408504178 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426GZ73 441532.07000000 PA USD 456951.72000000 0.009273272846 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQDP7 567615.28000000 PA USD 598441.36000000 0.012144630976 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGFU4 181870.19000000 PA USD 189588.21000000 0.003847459420 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNS9 27950744.22000000 PA USD 23463248.32000000 0.476157751468 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202C3M3 2043.66000000 PA USD 2110.79000000 0.000042835885 Long ABS-MBS USGA US N 2 2028-06-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425V6Z1 293445.51000000 PA USD 301163.11000000 0.006111734714 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389GP79 2638.38000000 PA USD 2742.81000000 0.000055661953 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426BU61 99335.07000000 PA USD 106326.69000000 0.002157769331 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N JOHNSONVILLE AERO COMBST N/A 479281AA5 6206398.64000000 PA USD 5897302.05000000 0.119678488057 Long DBT CORP US N 2 2054-10-01 Fixed 5.07800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YWP80 296552.58000000 PA USD 302947.55000000 0.006147947728 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFP5 2265000.00000000 PA USD 2315287.42000000 0.046985909064 Long DBT CORP US N 2 2028-04-13 Fixed 5.65200000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAF1 1710000.00000000 PA USD 1785851.05000000 0.036241649443 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AT9 1876000.00000000 PA USD 1620746.45000000 0.032891054759 Long DBT CORP US N 2 2031-02-01 Fixed 2.60000000 N N N N N N VFI ABS LLC N/A 92555QAC2 3145000.00000000 PA USD 3244506.23000000 0.065843261343 Long ABS-O CORP US N 2 2029-12-24 Fixed 9.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMUT1 27869981.00000000 PA USD 24777480.81000000 0.502828482597 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183XDS6 109969.89000000 PA USD 103496.10000000 0.002100325990 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N Thopas Re 2021, 12/31/24 N/A 000000000 7000000.00000000 PA USD 69300.00000000 0.001406358221 Long DBT CORP BM Y 3 2025-12-31 Floating 0.01000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAD9 4065000.00000000 PA USD 4082628.16000000 0.082851914544 Long DBT CORP US N 2 2031-10-01 Fixed 5.09700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298M7E1 2750.69000000 PA USD 2862.55000000 0.000058091929 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2H9 28130660.96000000 PA USD 23531906.92000000 0.477551093266 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QGC9 1937359.01000000 PA USD 1796392.24000000 0.036455569923 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DXB2 17126.34000000 PA USD 17243.05000000 0.000349926480 Long ABS-MBS USGA US N 2 2033-04-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NWT66 90752.94000000 PA USD 79990.91000000 0.001623317083 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WNK0 64612.70000000 PA USD 64248.27000000 0.001303839577 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 5.00000000 N N N N N N VStrong Auto Receivables Trust N/A 92920CAL1 2670000.00000000 PA USD 2903410.07000000 0.058921134519 Long ABS-O CORP US N 2 2030-02-15 Fixed 9.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HVC5 27247.33000000 PA USD 28169.27000000 0.000571660670 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJS33 623193.26000000 PA USD 657037.67000000 0.013333770981 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NM6J1 1420043.50000000 PA USD 1451116.37000000 0.029448621027 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Cascade MH Asset Trust N/A 14732FAA0 4298301.85000000 PA USD 4097793.81000000 0.083159682748 Long ABS-O CORP US N 2 2044-11-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AMJD4 628995.40000000 PA USD 663154.91000000 0.013457912839 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 7.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F062671 78000000.00000000 PA USD 80533175.58000000 1.634321696630 Long ABS-MBS USGSE US N 2 2055-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2NG3 881838.90000000 PA USD 759091.55000000 0.015404828891 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Multifamily Structured Credit N/A 35563GAB5 6790000.00000000 PA USD 6998369.48000000 0.142023296608 Long ABS-MBS USGSE US N 2 2051-11-25 Floating 8.30517000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W5B0 12947887.60000000 PA USD 11005839.64000000 0.223349972030 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200MYV9 11877.30000000 PA USD 12242.12000000 0.000248438760 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FMN5 32954.00000000 PA USD 28802.84000000 0.000584518193 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FBX0 36224.48000000 PA USD 36686.03000000 0.000744497834 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADGV7 826610.19000000 PA USD 857231.03000000 0.017396448870 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007GZ71 2130391.80000000 PA USD 2151947.96000000 0.043671135724 Long ABS-O CORP US N 2 2032-05-17 Fixed 6.31500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NHX2 58507.55000000 PA USD 59921.52000000 0.001216033510 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36177Q7M9 236060.39000000 PA USD 220055.66000000 0.004465758825 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAZ4 2060000.00000000 PA USD 2098442.40000000 0.042585306226 Long DBT CORP KY N 2 2030-05-30 Fixed 5.37500000 N N N N N N FITNESS & SPORTS CLUBS LLC N/A 33818XAM2 188401.80320000 PA USD 189343.81000000 0.003842499623 Long LON CORP US N 2 2029-02-12 Floating 9.57681000 N N N N N N ACM Auto Trust N/A 00461WAA9 1676904.68000000 PA USD 1681346.63000000 0.034120860839 Long ABS-O CORP US N 2 2029-02-20 Fixed 6.06000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SLV7 16570.61000000 PA USD 16774.29000000 0.000340413573 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 5.00000000 N N N N N N Torricelli Re 2021, 7/31/25 N/A 000000000 4228426.00000000 PA USD 6765.48000000 0.000137297091 Long DBT CORP BM Y 3 2025-07-31 Floating 0.01000000 N N N N N N Dell Equipment Finance Trust N/A 24702GAL9 2100000.00000000 PA USD 2133819.45000000 0.043303239922 Long ABS-O CORP US N 2 2030-09-23 Fixed 6.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNPA6 5107437.11000000 PA USD 5241689.82000000 0.106373644627 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Homeward Opportunities Fund I N/A 43789XAD6 2185000.00000000 PA USD 2112747.08000000 0.042875602103 Long ABS-MBS CORP US N 2 2065-05-25 Variable 3.89700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AMZR5 99511.12000000 PA USD 105939.21000000 0.002149905901 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X64P3 130680.62000000 PA USD 121827.80000000 0.002472345283 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 3.00000000 N N N N N N MERNA RE ENTERPRISE N/A 59013HAA1 500000.00000000 PA USD 499150.00000000 0.010129635010 Long DBT CORP BM Y 2 2028-07-07 Floating 12.04423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B5F85 467590.10000000 PA USD 489880.02000000 0.009941512173 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ANQF9 2685156.07000000 PA USD 2785511.50000000 0.056528528123 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426BU87 98983.18000000 PA USD 105271.12000000 0.002136347836 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Aqua Finance Trust N/A 038413AC4 1682287.76000000 PA USD 1636252.46000000 0.033205730151 Long ABS-O CORP US N 2 2046-07-17 Fixed 3.97000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AT7 8240000.00000000 PA USD 8360019.64000000 0.169656310998 Long DBT CORP US N 2 2035-05-29 Fixed 5.50000000 N N N N N N MAYFLOWER RE LTD N/A 57839MAD0 1000000.00000000 PA USD 998500.00000000 0.020263328775 Long DBT CORP BM Y 2 2028-07-07 Floating 7.79423800 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -152.00000000 NC USD -570772.66000000 -0.01158312875 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-19 -17536227.34000000 USD -570772.66000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CG32 30221.19000000 PA USD 27825.05000000 0.000564675149 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B16T8 207696.96000000 PA USD 219664.25000000 0.004457815641 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200JAM2 23935.65000000 PA USD 24558.36000000 0.000498381695 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCX1 1055030.62000000 PA USD 974969.97000000 0.019785815771 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201H5Z2 57404.37000000 PA USD 57553.32000000 0.001167973805 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 2500000.00000000 PA USD 2557317.58000000 0.051897613326 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWZB8 740429.85000000 PA USD 744347.06000000 0.015105607611 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M9KX4 5782703.57000000 PA USD 4864729.51000000 0.098723699011 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404SBE4 7009.68000000 PA USD 7193.21000000 0.000145977345 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032674 54000000.00000000 PA USD 48611090.52000000 0.986502262720 Long ABS-MBS USGSE US N 2 2055-07-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B4ER7 447645.00000000 PA USD 461640.48000000 0.009368425460 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213BC67 7765.21000000 PA USD 7800.38000000 0.000158299113 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 7.50000000 N N N N N N MYSTIC RE IV LTD N/A 62865LAD9 3400000.00000000 PA USD 3467660.00000000 0.070371892499 Long DBT CORP BM N 2 2026-01-08 Floating 13.22423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QYS4 175543.93000000 PA USD 163258.98000000 0.003313140097 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNT44 2868153.12000000 PA USD 2379411.77000000 0.048287233837 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202X4K0 7282.40000000 PA USD 7342.95000000 0.000149016134 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N American Credit Acceptance Rec N/A 024938AG7 6720000.00000000 PA USD 6771588.77000000 0.137421061168 Long ABS-O CORP US N 2 2031-07-14 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B1AG1 102802.66000000 PA USD 106463.40000000 0.002160543692 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FJQ0 65789.81000000 PA USD 65279.20000000 0.001324761033 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.50000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2G4 1600000.00000000 PA USD 1612508.70000000 0.032723879760 Long DBT CORP US N 2 2027-12-10 Fixed 4.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36211YQX5 1067.14000000 PA USD 1072.44000000 0.000021763850 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 7.75000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBK1 2140000.00000000 PA USD 2164064.94000000 0.043917034922 Long DBT CORP US N 2 2027-05-31 Fixed 6.12400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213GTY7 4506.03000000 PA USD 4538.52000000 0.000092103678 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N American Credit Acceptance Rec N/A 02490BAG3 2330000.00000000 PA USD 2380845.96000000 0.048316338958 Long ABS-O CORP US N 2 2030-07-12 Fixed 6.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KBT7 1809.54000000 PA USD 1907.81000000 0.000038716656 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B56N2 397710.42000000 PA USD 407803.11000000 0.008275862286 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NF78 116701.37000000 PA USD 109101.42000000 0.002214079061 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209PNZ6 573.75000000 PA USD 582.23000000 0.000011815641 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBM9 11150000.00000000 PA USD 11436926.41000000 0.232098347544 Long DBT CORP US N 2 2034-03-15 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJDV7 438197.12000000 PA USD 454795.91000000 0.009229523334 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N MERION RE 2025-1 N/A 000000000 750000.00000000 PA USD 691588.84000000 0.014034944458 Long DBT CORP BM Y 3 2030-12-31 Floating 0.01000000 N N N N N N DataBank Issuer LLC N/A 23802WAC5 2400000.00000000 PA USD 2338795.92000000 0.047462985142 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225A2B5 3279.66000000 PA USD 3349.80000000 0.000067980068 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H060671 29000000.00000000 PA USD 29423610.83000000 0.597115973961 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H052678 27000000.00000000 PA USD 27035431.83000000 0.548650819979 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8PB3 326007.49000000 PA USD 338622.22000000 0.006871921256 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FVH6 21297.17000000 PA USD 21513.22000000 0.000436584326 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EET2 751.94000000 PA USD 746.11000000 0.000015141384 Long ABS-MBS USGA US N 2 2035-08-20 Fixed 4.50000000 N N N N N N Brean Asset Backed Securities N/A 10638CAA0 3097464.99000000 PA USD 2891648.97000000 0.058682457467 Long ABS-MBS CORP US N 2 2063-10-25 Variable 1.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 11055000.00000000 PA USD 9743446.41000000 0.197731254891 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRSA5 3492721.07000000 PA USD 3496075.51000000 0.070948550307 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318BG8 3420000.00000000 PA USD 3344251.10000000 0.067867460737 Long DBT CORP US N 2 2035-02-15 Fixed 7.25000000 N N N N N N AXIS Equipment Finance Receiva 254900O8ABFLU3FOSN14 03237CAD4 1110000.00000000 PA USD 1129009.53000000 0.022911859085 Long ABS-O CORP US N 2 2031-01-21 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NPP4 8166.32000000 PA USD 8387.31000000 0.000170210135 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388FFW8 974.24000000 PA USD 1006.24000000 0.000020420402 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VQU0 93539.68000000 PA USD 96086.30000000 0.001949953217 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CSFT3 454986.43000000 PA USD 469224.47000000 0.009522333204 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Palisades Center Trust N/A 69640GAA3 2000000.00000000 PA USD 1458000.00000000 0.029588315827 Long ABS-MBS CORP US N 2 2033-04-13 Fixed 2.71298000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36208WEG4 2159.37000000 PA USD 2185.62000000 0.000044354468 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UGD8 409154.94000000 PA USD 400002.54000000 0.008117559317 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E04W9 363349.65000000 PA USD 291574.07000000 0.005917136948 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNN83 3434127.79000000 PA USD 3476910.26000000 0.070559615142 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 5.00000000 N N N N N N FREMF Mortgage Trust N/A 30318WAJ2 110901578.66000000 PA USD 462803.38000000 0.009392025084 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 0.10000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210PUD4 244.67000000 PA USD 250.35000000 0.000005080545 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJE74 4809317.81000000 PA USD 4890450.95000000 0.099245683984 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YSZ1 103.36000000 PA USD 102.98000000 0.000002089852 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201JF61 842.03000000 PA USD 850.20000000 0.000017253762 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181CEE4 20045.00000000 PA USD 19036.15000000 0.000386315238 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N DataBank Issuer LLC N/A 23802WAN1 2630000.00000000 PA USD 2618771.74000000 0.053144749879 Long ABS-O CORP US N 2 2054-01-26 Fixed 5.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183XNE6 287889.05000000 PA USD 272813.57000000 0.005536415686 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMLN5 332826.77000000 PA USD 339227.30000000 0.006884200610 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AF6 13960000.00000000 PA USD 12445275.78000000 0.252561557163 Long DBT CORP LU N 2 2031-03-18 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288FET7 7562.15000000 PA USD 7691.40000000 0.000156087498 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DGM6 25273.22000000 PA USD 26233.79000000 0.000532382485 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJV21 657464.83000000 PA USD 684712.76000000 0.013895402876 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XER3 2770000.00000000 PA USD 2846237.74000000 0.057760892436 Long DBT CORP US N 2 2031-02-08 Fixed 5.75000000 N N N N N N BANK OF AMERICA MORTGAGE SECURITIES, INC. 549300RHSE13N47D3B98 000000000 68000000.00000000 PA USD 68000000.00000000 1.379976321193 Long RA CORP US N 1 Repurchase Y 4.39000000 2025-07-01 145493884.75000000 USD 69360001.01000000 USD UST N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCG8 9455000.00000000 PA USD 8018089.23000000 0.162717254097 Long DBT CORP US N 2 2032-07-29 Fixed 2.35900000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RJU9 2800000.00000000 PA USD 2817995.87000000 0.057187758438 Long ABS-O CORP US N 2 2029-12-20 Fixed 7.37000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EB81 58279.88000000 PA USD 57828.56000000 0.001173559463 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213DWF1 7071.95000000 PA USD 7302.85000000 0.000148202354 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQE50 1894966.30000000 PA USD 1965336.61000000 0.039884088014 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Mosaic Solar Loans LLC N/A 61945LAA1 1347664.42000000 PA USD 1186187.40000000 0.024072213595 Long ABS-O CORP US N 2 2040-09-20 Fixed 2.88000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UCD2 7442.36000000 PA USD 7427.88000000 0.000150739684 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213CS27 6358.70000000 PA USD 6797.95000000 0.000137956029 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201QYY3 1185.58000000 PA USD 1195.80000000 0.000024267289 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4D60 839961.40000000 PA USD 782502.84000000 0.015879932212 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201JEQ8 2187.50000000 PA USD 2259.46000000 0.000045852960 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHXV4 2167702.97000000 PA USD 2213649.17000000 0.044923285853 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CRW90 1045856.38000000 PA USD 1085895.55000000 0.022036913916 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EBT5 14067.15000000 PA USD 13958.25000000 0.000283265507 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 4.50000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AQ5 2539000.00000000 PA USD 2485146.57000000 0.050432991489 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RJE0 152604.08000000 PA USD 142017.43000000 0.002882068979 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YPV3 179405.57000000 PA USD 188969.91000000 0.003834911782 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ATU53 297776.65000000 PA USD 309558.73000000 0.006282113491 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FKP0 16241.63000000 PA USD 16441.28000000 0.000333655545 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGLY5 2017998.01000000 PA USD 1682634.02000000 0.034146986835 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGCE3 276564.54000000 PA USD 291584.22000000 0.005917342929 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AK3 710000.00000000 PA USD 729738.94000000 0.014809153791 Long DBT CORP US N 2 2029-08-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SGP6 1792.00000000 PA USD 1808.53000000 0.000036701890 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 5.00000000 N N N N N N Woodward Capital Management N/A 74938DBB8 2950764.17000000 PA USD 2386892.32000000 0.048439042394 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N SCF Equipment Trust Llc N/A 783896AF0 2760000.00000000 PA USD 2899489.30000000 0.058841567316 Long ABS-O CORP US N 2 2033-06-21 Fixed 6.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXKM3 272174.13000000 PA USD 244523.41000000 0.004962301702 Long ABS-MBS USGSE US N 2 2058-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387DM71 459.87000000 PA USD 474.98000000 0.000009639134 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426ASG4 398238.65000000 PA USD 412781.98000000 0.008376902326 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AZ6 14936000.00000000 PA USD 12495424.74000000 0.253579268594 Long DBT CORP NL N 2 N/A Fixed 4.25000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RJY1 4410000.00000000 PA USD 4454387.00000000 0.090396302726 Long ABS-O CORP US N 2 2030-02-20 Fixed 7.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAVG9 78639.56000000 PA USD 81869.96000000 0.001661450091 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCN7 4585000.00000000 PA USD 4626372.75000000 0.093886541882 Long ABS-O CORP US N 2 2031-01-27 Fixed 6.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205VU97 4060.58000000 PA USD 4150.82000000 0.000084235784 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFLN9 12512376.18000000 PA USD 11019076.38000000 0.223618595379 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N LOCKE TAVERN RE LTD N/A 539694AA7 1000000.00000000 PA USD 1008000.00000000 0.020456119584 Long DBT CORP BM Y 2 2026-04-09 Floating 9.07623800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMSR5 309878.28000000 PA USD 303824.53000000 0.006165744958 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.00000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BB3 668000.00000000 PA USD 672080.86000000 0.013639054010 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183B7G7 48847.77000000 PA USD 46551.13000000 0.000944697898 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N Merion Re 2022-2 N/A 000000000 6551154.00000000 PA USD 5029320.93000000 0.102063879339 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N La Hipotecaria SA N/A 50346VAA7 939086.04000000 PA USD 873350.02000000 0.017723563936 Long ABS-MBS NUSS PA N 2 2046-01-15 Fixed 3.35750000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RRS0 4511.42000000 PA USD 4633.86000000 0.000094038486 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A0A82 3382171.90000000 PA USD 3530089.70000000 0.071638826436 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQC78 410965.75000000 PA USD 436753.16000000 0.008863367926 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CS9 7510000.00000000 PA USD 7564800.55000000 0.153518318140 Long DBT CORP US N 2 2035-03-27 Fixed 5.80000000 N N N N N N AUTONATION INC N/A 05329WAS1 1675000.00000000 PA USD 1441290.05000000 0.029249207955 Long DBT CORP US N 2 2031-08-01 Fixed 2.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WT57 128470.94000000 PA USD 127522.12000000 0.002587904500 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMLD7 195533.76000000 PA USD 201333.83000000 0.004085822324 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAE8 750000.00000000 PA USD 755400.00000000 0.015329913426 Long DBT CORP BM Y 2 2027-01-07 Floating 10.09423800 N N N N N N GAMBOGE RE 2024 N/A 000000000 6000000.00000000 PA USD 3007577.47000000 0.061035083716 Long DBT CORP BM Y 3 2030-03-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N7T91 377912.67000000 PA USD 374479.92000000 0.007599609152 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161YBJ1 3030000.00000000 PA USD 2699532.44000000 0.054783688904 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.95617200 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CRFW8 921226.10000000 PA USD 960546.68000000 0.019493112850 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209BFM5 100.79000000 PA USD 101.47000000 0.000002059208 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ASLK7 176424.12000000 PA USD 164275.77000000 0.003333774599 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201P4W2 2096.34000000 PA USD 2142.70000000 0.000043483459 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BXY9 600.65000000 PA USD 625.39000000 0.000012691520 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176UA88 4331.10000000 PA USD 4101.83000000 0.000083241592 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJS58 620756.62000000 PA USD 654468.70000000 0.013281636896 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296Q4E7 12948.17000000 PA USD 13169.47000000 0.000267258187 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UNV3 397717.38000000 PA USD 407810.35000000 0.008276009213 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BND6 2773.16000000 PA USD 2890.18000000 0.000058652646 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADGU9 600859.47000000 PA USD 623511.16000000 0.012653391717 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680DA8 4631000.00000000 PA USD 4109635.07000000 0.083399986549 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M5XQ3 1285725.91000000 PA USD 1330798.36000000 0.027006915074 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BB5 7360000.00000000 PA USD 8327403.99000000 0.168994416517 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WAGJ1 167220.50000000 PA USD 173577.52000000 0.003522542168 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296QCV0 1918.71000000 PA USD 1990.74000000 0.000040399618 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AUSS3 198922.68000000 PA USD 202797.54000000 0.004115526517 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Drive Auto Receivables Trust N/A 26207AAG8 8720000.00000000 PA USD 8730454.41000000 0.177173828809 Long ABS-O CORP US N 2 2032-05-17 Fixed 4.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSDG4 1581234.83000000 PA USD 1594875.56000000 0.032366036883 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UH62 17389.72000000 PA USD 17388.04000000 0.000352868874 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YPWD0 148564.22000000 PA USD 130651.95000000 0.002651420548 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X3EE8 88492.96000000 PA USD 77267.35000000 0.001568045785 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 2.50000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 6583000.00000000 PA USD 6358653.53000000 0.129041048618 Long DBT CORP US N 2 2030-06-15 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLP8 1820426.81000000 PA USD 1544773.92000000 0.031349285752 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CCM4 3388979.97000000 PA USD 3410944.97000000 0.069220930757 Long ABS-O CORP US N 2 2032-06-15 Fixed 7.76200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HNMA7 492397.54000000 PA USD 400330.25000000 0.008124209789 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H042679 11000000.00000000 PA USD 10527637.78000000 0.213645453742 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CMY7 99594.18000000 PA USD 103656.41000000 0.002103579284 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AVT1 330229.54000000 PA USD 319186.76000000 0.006477502512 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAC2 930000.00000000 PA USD 940022.61000000 0.019076602105 Long DBT CORP US N 2 2032-04-01 Fixed 8.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202UYC1 24244.62000000 PA USD 24414.33000000 0.000495458783 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 6.45000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EB99 6338.71000000 PA USD 6385.73000000 0.000129590532 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 5.00000000 N N N N N N HANWHA LIFE INSURANCE 988400ZKCI3R9DQHR320 41135UAC9 3299000.00000000 PA USD 3397541.13000000 0.068948916318 Long DBT CORP KR N 2 2055-06-24 Fixed 6.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K4WZ4 33260.50000000 PA USD 34407.68000000 0.000698261524 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 57701200.00000000 PA USD 40607219.50000000 0.824073549698 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176UCZ6 791.61000000 PA USD 766.44000000 0.000015553956 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7XR1 98679.71000000 PA USD 101160.13000000 0.002052920353 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEP7 12850000.00000000 PA USD 13225594.32000000 0.268397161695 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AMVK5 2211.55000000 PA USD 2107.63000000 0.000042771757 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D5C1 15633.58000000 PA USD 15750.05000000 0.000319627883 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WYP1 1942778.77000000 PA USD 1877410.64000000 0.038099738652 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LW6A0 1480534.47000000 PA USD 1545796.74000000 0.031370042626 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.50000000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AV5 6550000.00000000 PA USD 6685842.48000000 0.135680945729 Long DBT CORP AU N 2 2035-05-19 Fixed 6.00000000 N N N N N N BLUE RIDGE RE LTD N/A 096003AA6 1000000.00000000 PA USD 1015100.00000000 0.020600205347 Long DBT CORP BM Y 2 2027-01-08 Floating 9.54423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7X42 147948.96000000 PA USD 152122.70000000 0.003087142998 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNNF9 4501758.50000000 PA USD 4084638.03000000 0.082892702383 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DZE4 994.81000000 PA USD 988.58000000 0.000020062014 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 4.50000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 4092000.00000000 PA USD 3818227.93000000 0.077486237239 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384WGV6 1190.76000000 PA USD 1255.43000000 0.000025477406 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207ULV8 1453.26000000 PA USD 1462.26000000 0.000029674767 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJSL3 723912.15000000 PA USD 750456.65000000 0.015229594221 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 19295000.00000000 PA USD 19195423.91000000 0.389547506927 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209DLL6 7188.66000000 PA USD 7254.10000000 0.000147213032 Long ABS-MBS USGA US N 2 2028-01-20 Fixed 5.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FH22 55412.27000000 PA USD 56397.27000000 0.001144513193 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VPW7 246848.26000000 PA USD 260740.14000000 0.005291400282 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425WV99 397004.89000000 PA USD 393123.59000000 0.007977959492 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A9L40 98807.57000000 PA USD 102753.16000000 0.002085248937 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207KLU2 538.79000000 PA USD 544.63000000 0.000011052595 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Velocity Commercial Capital Lo N/A 922955AA7 4940414.94000000 PA USD 4988311.77000000 0.101231648901 Long ABS-MBS CORP US N 2 2055-02-25 Variable 6.03000000 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007G4F7 2976225.12000000 PA USD 2992599.72000000 0.060731128711 Long ABS-O CORP US N 2 2032-09-15 Fixed 6.67800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200A3A5 75859.90000000 PA USD 78087.76000000 0.001584694996 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69544MAA7 2437118.94000000 PA USD 2445887.69000000 0.049636280830 Long ABS-O CORP US N 2 2032-06-15 Fixed 5.18300000 N N N N N N Santander Drive Auto Receivabl N/A 802919AF7 12410000.00000000 PA USD 12539273.73000000 0.254469129887 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NM6K8 1951006.31000000 PA USD 1998870.13000000 0.040564609537 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BN5X7 754314.31000000 PA USD 776054.33000000 0.015749067637 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 6.00000000 N N N N N N Cascade Funding Mortgage Trust N/A 12530GAD0 3745000.00000000 PA USD 3483549.94000000 0.070694359277 Long ABS-O CORP US N 2 2037-09-25 Variable 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAB6 17132711.47000000 PA USD 14747997.54000000 0.299292461620 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 2.00000000 N N N N N N MONONGAHELA POWER CO N/A 609935AA9 4250000.00000000 PA USD 4418673.15000000 0.089671534089 Long DBT CORP US N 2 2034-02-15 Fixed 5.85000000 N N N N N N PHOENIX 3 RE PTE LTD 254900KZ3HFPS3H5FZ50 000000000 1250000.00000000 PA USD 1404500.00000000 0.028502599163 Long DBT CORP SG Y 2 2039-01-04 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YBWS8 199418.76000000 PA USD 170465.60000000 0.003459389582 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CGMD6 164290.96000000 PA USD 170338.77000000 0.003456815723 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212HFP0 2590.14000000 PA USD 2681.06000000 0.000054408813 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AG6 3857000.00000000 PA USD 3961774.44000000 0.080399337016 Long DBT CORP US N 2 2034-06-11 Fixed 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADBJ9 86656.21000000 PA USD 89962.88000000 0.001825685943 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1AC4 446007.53000000 PA USD 440302.24000000 0.008935392137 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJHU7 16270.10000000 PA USD 17076.97000000 0.000346556091 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295PUZ3 11064.82000000 PA USD 11510.74000000 0.000233596303 Long ABS-MBS USGA US N 2 2037-11-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291BXZ5 36653.24000000 PA USD 36461.70000000 0.000739945332 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200DHP1 1674.70000000 PA USD 1721.61000000 0.000034937956 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Saluda Grade Alternative Mortg N/A 79581VAA0 8015566.31000000 PA USD 8114068.00000000 0.164665025125 Long ABS-MBS CORP US N 2 2054-03-25 Variable 6.30600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VUX9 7734915.89000000 PA USD 7594733.53000000 0.154125771134 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388JS97 360.99000000 PA USD 372.85000000 0.000007566531 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAG7 16500000.00000000 PA USD 16483500.00000000 0.334512348388 Long DBT CORP BM Y 2 2025-07-07 Floating 11.82423800 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BT0 8305000.00000000 PA USD 8530187.42000000 0.173109656690 Long DBT CORP US N 2 2028-05-01 Fixed 5.55000000 N N N N N N Tricolor Auto Securitization T N/A 89617AAC9 1870000.00000000 PA USD 1875004.12000000 0.038050901290 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.73000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209GSA6 11974.92000000 PA USD 12444.55000000 0.000252546828 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAC7 6560000.00000000 PA USD 5975870.38000000 0.121272935631 Long DBT NUSS N/A N 2 2031-10-22 Fixed 4.70000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDJ1 3455000.00000000 PA USD 3517352.52000000 0.071380341042 Long DBT CORP US N 2 2036-01-30 Fixed 6.18300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNN26 6175377.03000000 PA USD 5799759.35000000 0.117698978994 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W12A4 32251.64000000 PA USD 28693.01000000 0.000582289329 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AF1 1450000.00000000 PA USD 1475257.99000000 0.029938545497 Long DBT CORP US N 2 2031-01-15 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179Q3M1 45085.04000000 PA USD 45279.18000000 0.000918885238 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176MYW7 52864.24000000 PA USD 51595.62000000 0.001047069615 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N ReadyCap Commercial Mortgage T N/A 75575WAJ5 6380000.00000000 PA USD 6342952.62000000 0.128722417971 Long ABS-CBDO CORP US N 2 2036-11-25 Floating 7.38368000 N N N N N N Tricolor Auto Securitization T N/A 89616PAC7 3330000.00000000 PA USD 3370527.10000000 0.068400699822 Long ABS-O CORP US N 2 2028-04-17 Fixed 6.93000000 N N N N N N BX Trust N/A 05608RAJ4 13115000.00000000 PA USD 13090409.38000000 0.265653749692 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.32188000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27954JAB3 3400000.00000000 PA USD 3310240.00000000 0.067177247315 Long DBT CORP BM Y 3 2030-03-19 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W9XS5 83081.43000000 PA USD 87594.24000000 0.001777617309 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N CITADEL SECURITIES GLOBA 549300NV5RXBUS3X7L47 17289RAA4 10373000.00000000 PA USD 10496241.09000000 0.213008296554 Long DBT CORP US N 2 2030-06-18 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BY85 26179.88000000 PA USD 27325.47000000 0.000554536787 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBT1 5290000.00000000 PA USD 5889716.72000000 0.119524553119 Long DBT CORP CA N 2 2084-01-15 Fixed 8.50000000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AP5 250000.00000000 PA USD 260500.00000000 0.005286526936 Long DBT CORP BM Y 2 2027-06-07 Floating 12.04423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CR2G7 1001862.09000000 PA USD 1024369.59000000 0.020788320269 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529537AA0 7870000.00000000 PA USD 6645459.72000000 0.134861427309 Long DBT CORP US N 2 2031-10-01 Fixed 2.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BB4Q9 733897.26000000 PA USD 636514.83000000 0.012917285198 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N AMERICOLD REALTY OPER PA 549300FKD9KVWNHSUU79 03063UAA9 2395000.00000000 PA USD 2344163.95000000 0.047571922705 Long DBT CORP US N 2 2034-09-12 Fixed 5.40900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DQA2 3401.76000000 PA USD 3526.28000000 0.000071561513 Long ABS-MBS USGA US N 2 2031-10-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C0TY8 469687.25000000 PA USD 463061.16000000 0.009397256412 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WC2D5 280443.05000000 PA USD 292441.49000000 0.005934740169 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201JGG8 1339.18000000 PA USD 1368.85000000 0.000027779126 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N LC AHAB US BIDCO LLC 254900949U9K2Q5C5A85 50180PAB7 1091750.00000000 PA USD 1090385.31000000 0.022128028070 Long LON CORP US N 2 2031-05-01 Floating 7.32681000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRGC4 490176.82000000 PA USD 512241.69000000 0.010395314748 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FAV8 15042.56000000 PA USD 15227.40000000 0.000309021344 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AKQC2 98784.56000000 PA USD 104350.36000000 0.002117662145 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 7.00000000 N N N N N N QUEEN STREET 2023 RE DAC 635400VHHVVMXL5BJI05 747977AA4 3000000.00000000 PA USD 2990100.00000000 0.060680399970 Long DBT CORP IE Y 2 2025-12-08 Floating 11.79423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AKQZ1 184665.51000000 PA USD 190728.82000000 0.003870606696 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27955GAB8 36000.00000000 PA USD 133002.36000000 0.002699119227 Long DBT CORP BM Y 3 2027-03-19 None 0.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022675 5000000.00000000 PA USD 4144853.15000000 0.084114694144 Long ABS-MBS USGSE US N 2 2055-07-15 Fixed 2.50000000 N N N N N N AMER AIRLINE 21-1B PTT N/A 02376LAA3 1023000.00000000 PA USD 964348.24000000 0.019570260832 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 018820AD2 4000000.00000000 PA USD 3987263.60000000 0.080916608152 Long DBT CORP DE N 2 2054-09-03 Fixed 5.60000000 N N N N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CAC0 700000.00000000 PA USD 721210.00000000 0.014636069450 Long DBT CORP BM Y 2 2026-02-24 Floating 18.25423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGFL4 366372.27000000 PA USD 381615.79000000 0.007744422852 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7EX5 867649.80000000 PA USD 911795.68000000 0.018503771296 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390NN99 11540.04000000 PA USD 11919.14000000 0.000241884278 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D1PD5 1468480.11000000 PA USD 1552998.75000000 0.031516198556 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CSML2 22198707.40000000 PA USD 22590968.77000000 0.458455911403 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A3B77 295501.13000000 PA USD 303108.87000000 0.006151221519 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N VELOCITY VEHICLE GROUP N/A 92262TAA4 995000.00000000 PA USD 994196.34000000 0.020175991291 Long DBT CORP US N 2 2029-06-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FRQB4 140650.88000000 PA USD 137379.61000000 0.002787950129 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UZW5 46294.10000000 PA USD 46208.81000000 0.000937750935 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200FWD6 16214.51000000 PA USD 16573.64000000 0.000336341628 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ECN7 5007.62000000 PA USD 5036.68000000 0.000102213222 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 5.00000000 N N N N N N Granite Park Equipment Leasing N/A 387422AF5 1640000.00000000 PA USD 1712989.02000000 0.034763004206 Long ABS-O CORP US N 2 2033-08-22 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ7C1 434113.42000000 PA USD 458158.98000000 0.009297772702 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176KBA4 21436.16000000 PA USD 20344.01000000 0.000412856648 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Westlake Automobile Receivable N/A 96042YAG8 8730000.00000000 PA USD 8891908.33000000 0.180450337435 Long ABS-O CORP US N 2 2030-04-15 Fixed 5.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QS51 2639.40000000 PA USD 2755.86000000 0.000055926787 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202E5G0 7554.84000000 PA USD 7624.64000000 0.000154732686 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CR2H5 663867.36000000 PA USD 689282.24000000 0.013988134850 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371L2N8 887.20000000 PA USD 927.08000000 0.000018813947 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415BE54 6086.20000000 PA USD 6249.55000000 0.000126826926 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N SOUTH BOW CAN INFRA HOLD 2549004FYUSYLPBT1G26 836720AH5 2555000.00000000 PA USD 2636113.59000000 0.053496681384 Long DBT CORP CA N 2 2055-03-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWNC9 599339.08000000 PA USD 617651.21000000 0.012534471243 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Cascade MH Asset Trust N/A 14731QAD1 1906000.00000000 PA USD 1546084.11000000 0.031375874446 Long ABS-O CORP US N 2 2046-02-25 Fixed 3.69300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJS74 505240.60000000 PA USD 532679.23000000 0.010810069473 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSDA7 2384465.22000000 PA USD 2131147.67000000 0.043249019434 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N BLUE RIDGE RE LTD N/A 096003AB4 1750000.00000000 PA USD 1774850.00000000 0.036018396671 Long DBT CORP BM Y 2 2027-01-08 Floating 12.09413800 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AZ6 2220000.00000000 PA USD 2269064.49000000 0.046047871580 Long DBT CORP US N 2 2034-06-15 Fixed 5.37500000 N N N N N N La Hipotecaria SA N/A 50347JAA3 6674627.63000000 PA USD 6036813.56000000 0.122509702474 Long ABS-MBS CORP PA N 2 2052-07-13 Fixed 4.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NQK49 196179.88000000 PA USD 200081.43000000 0.004060406407 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201GTL9 4313.22000000 PA USD 4450.09000000 0.000090309100 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMHQ7 103404.31000000 PA USD 91141.95000000 0.001849613718 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 2.50000000 N N N N N N PI0050 - BANBURY RE 2024 N/A 000000000 2000000.00000000 PA USD 2096508.11000000 0.042546052191 Long DBT CORP BM Y 3 2030-03-31 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426GVK8 498187.10000000 PA USD 511289.61000000 0.010375993456 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36292DB50 139291.31000000 PA USD 142657.62000000 0.002895060847 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DZZ7 21348.03000000 PA USD 22036.42000000 0.000447202026 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 6.00000000 N N N N N N Affirm Inc N/A 00833QAA3 1602400.01000000 PA USD 1603198.65000000 0.032534943752 Long ABS-O CORP US N 2 2029-12-17 Fixed 5.22000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AA1 6709000.00000000 PA USD 6817202.75000000 0.138346740761 Long DBT CORP US N 2 2034-01-25 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CSN72 297633.43000000 PA USD 312629.02000000 0.006344421248 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CM92 99247.99000000 PA USD 103500.70000000 0.002100419341 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N VIRIBUS RE 2024 N/A 000000000 333333.00000000 PA USD 65466.60000000 0.001328564085 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAS0 11740000.00000000 PA USD 12241905.78000000 0.248434413274 Long DBT CORP KY N 2 2028-05-04 Fixed 6.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GPR8 27323.50000000 PA USD 28944.82000000 0.000587399503 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426D2F8 853624.45000000 PA USD 883640.75000000 0.017932401638 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.50000000 N N N N N N BANTRY RE 2025 N/A 000000000 5000000.00000000 PA USD 4644289.89000000 0.094250148190 Long DBT CORP BM Y 3 2030-12-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201MGY2 3454.04000000 PA USD 3568.22000000 0.000072412633 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290VYP3 18921.97000000 PA USD 19192.35000000 0.000389485125 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N GALILEO RE LTD 549300MXI75DHMS7JH38 36354TAP7 750000.00000000 PA USD 756000.00000000 0.015342089688 Long DBT CORP BM Y 2 2026-01-08 Floating 11.29423800 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G56 10795000.00000000 PA USD 10780066.52000000 0.218768184389 Long DBT CORP US N 2 2035-02-07 Fixed 6.50000000 N N N N N N PALM RE LTD 984500D3C66DA10DAP11 69664FAB4 750000.00000000 PA USD 750450.00000000 0.015229459268 Long DBT CORP BM Y 2 2028-06-07 Floating 12.04423800 N N N N N N KILIMANJARO II RE LTD N/A 49407QAM0 500000.00000000 PA USD 499950.05000000 0.010145871040 Long DBT CORP BM Y 2 2029-07-09 Floating 10.79423800 N N N N N N Freddie Mac - SCRT N/A 35563PHQ5 12931999.00000000 PA USD 12446771.00000000 0.252591900813 Long ABS-MBS USGSE US N 2 2058-03-25 Fixed 4.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 7995000.00000000 PA USD 7667211.32000000 0.155596618693 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216AS0 2065000.00000000 PA USD 2359225.33000000 0.047877574878 Long DBT CORP US N 2 2096-08-15 Fixed 7.60000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BH7 6875000.00000000 PA USD 7112433.49000000 0.144338085327 Long DBT CORP US N 2 2032-07-23 Fixed 5.71800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EQK8 9116.97000000 PA USD 9193.89000000 0.000186578683 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CEC4 127411.38000000 PA USD 132608.54000000 0.002691127135 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAK3 11395000.00000000 PA USD 11668915.29000000 0.236806276385 Long DBT CORP GB N 2 2029-07-29 Fixed 5.12700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NYP0 66797.86000000 PA USD 68068.77000000 0.001381371923 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426AX29 1172119.77000000 PA USD 1229959.61000000 0.024960516732 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMC95 5292487.89000000 PA USD 4502835.99000000 0.091379515359 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C07D8 255185.08000000 PA USD 265844.16000000 0.005394980087 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.50000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GG7 10470000.00000000 PA USD 10648530.04000000 0.216098813392 Long DBT CORP US N 2 2035-02-20 Fixed 5.10000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 1605000.00000000 PA USD 1410209.42000000 0.028618464816 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N Freddie Mac - STACR 529900P3PHNE8PW64Z68 35564NEZ2 1870472.55000000 PA USD 1869926.93000000 0.037947865967 Long ABS-MBS CORP US N 2 2044-10-25 Floating 5.30517000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAG8 15890000.00000000 PA USD 16382107.10000000 0.332454704253 Long DBT CORP GB N 2 2030-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LVD8 2443.16000000 PA USD 2551.97000000 0.000051789090 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200FTM0 29898.47000000 PA USD 31271.05000000 0.000634607478 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Bayview Commercial Asset Trust N/A 07325XAN0 1684482.66000000 PA USD 0.02000000 0.000000000405 Long ABS-MBS CORP US N 3 2037-07-25 Variable 0.01000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAG0 9860000.00000000 PA USD 8724526.44000000 0.177053527953 Long DBT CORP AU N 2 2032-06-23 Fixed 2.69100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200KKJ5 9496.87000000 PA USD 9930.87000000 0.000201534786 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 36260000.00000000 PA USD 36898799.31000000 0.748815725415 Long DBT UST US N 2 2029-02-28 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408GMR5 29695.36000000 PA USD 30760.00000000 0.000624236347 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Aqua Finance Trust N/A 038370AC6 2612578.41000000 PA USD 2552047.32000000 0.051790659884 Long ABS-O CORP US N 2 2040-07-16 Fixed 4.01000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 36374800.00000000 PA USD 22218466.61000000 0.450896438456 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CG32 2024997.83000000 PA USD 2138089.44000000 0.043389894114 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 33975CAP0 1500000.00000000 PA USD 1540500.00000000 0.031262551805 Long DBT CORP BM Y 2 2027-03-12 Floating 18.29423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAQ67 90283.61000000 PA USD 92891.79000000 0.001885124568 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209YWT1 17746.23000000 PA USD 18430.79000000 0.000374030202 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N BSREP Commercial Mortgage Trus N/A 05591UAC1 1171665.20000000 PA USD 1037268.64000000 0.021050090616 Long ABS-MBS CORP US N 2 2038-08-15 Floating 5.77648000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VFT2 14805.11000000 PA USD 14779.72000000 0.000299936229 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 5.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAR8 3545000.00000000 PA USD 3611105.25000000 0.073282937328 Long DBT CORP FR N 2 2031-05-27 Fixed 5.22200000 N N N N N N Republic Finance Issuance Trus N/A 76042UAC7 2300000.00000000 PA USD 2235989.16000000 0.045376648459 Long ABS-O CORP US N 2 2031-12-22 Fixed 3.53000000 N N N N N N PRMI Securitization Trust N/A 69359DBW2 2540809.80000000 PA USD 2023585.28000000 0.041066173092 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.47676400 N N N N N N J.G. Wentworth XLI LLC N/A 46651TAA9 2727562.20000000 PA USD 2426771.55000000 0.049248342293 Long ABS-O CORP US N 2 2072-10-17 Fixed 3.74000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212YMU4 8639.03000000 PA USD 8680.77000000 0.000176165544 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DV32 18657.06000000 PA USD 19266.63000000 0.000390992546 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405SFS8 34245.61000000 PA USD 34083.47000000 0.000691682081 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9W67 252740.06000000 PA USD 228785.95000000 0.004642929317 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FXC5 267348.44000000 PA USD 265272.98000000 0.005383388691 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C06X5 161872.47000000 PA USD 165738.31000000 0.003363455048 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N RESIDENTIAL REIN 2024 N/A 76112AAD4 1250000.00000000 PA USD 1258250.00000000 0.025534635384 Long DBT CORP KY Y 2 2028-12-06 Floating 11.29423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WAMV7 97466.50000000 PA USD 102760.38000000 0.002085395458 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638FC1 12945000.00000000 PA USD 12953414.25000000 0.262873602111 Long DBT NUSS PE N 2 2036-03-30 Fixed 5.50000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46591ABD6 45714000.00000000 PA USD 175710.90000000 0.003565836490 Long ABS-MBS CORP US N 2 2051-06-15 Variable 0.19934600 N N N N N N AQUILA RE LTD 2023-1 N/A 03843AAB8 850000.00000000 PA USD 876435.00000000 0.017786169809 Long DBT CORP BM Y 2 2026-06-08 Floating 8.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAFP1 2559923.06000000 PA USD 2334670.41000000 0.047379262993 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 26796000.00000000 PA USD 24276902.95000000 0.492669870925 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YXNB3 98465.42000000 PA USD 102723.65000000 0.002084650068 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210UXJ7 3890.11000000 PA USD 3936.12000000 0.000079878711 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040677 25000000.00000000 PA USD 23243170.50000000 0.471691542933 Long ABS-MBS USGSE US N 2 2055-07-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ERS0 3527.66000000 PA USD 3562.22000000 0.000072290871 Long ABS-MBS USGA US N 2 2038-03-20 Fixed 5.00000000 N N N N N N KILIMANJARO II RE LTD N/A 49407QAL2 750000.00000000 PA USD 749971.58000000 0.015219750323 Long DBT CORP BM Y 2 2029-07-09 Floating 8.29423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6DL1 3279213.76000000 PA USD 2597027.31000000 0.052703473430 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H022671 36000000.00000000 PA USD 30579817.68000000 0.620579769188 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030470 -1000000.00000000 PA USD -953416.24000000 -0.01934840934 Short ABS-MBS USGSE US N 2 2040-07-15 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A5BB4 36943.36000000 PA USD 37083.87000000 0.000752571507 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DQP9 2283.71000000 PA USD 2365.16000000 0.000047998011 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C64J5 300117.31000000 PA USD 303096.72000000 0.006150974950 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425WKS9 396751.04000000 PA USD 394051.29000000 0.007996786022 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EC31 8443.00000000 PA USD 8503.92000000 0.000172576591 Long ABS-MBS USGA US N 2 2035-03-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NEAF2 273360.74000000 PA USD 280795.30000000 0.005698395075 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C9A60 484032.82000000 PA USD 510346.86000000 0.010356861505 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N COMMONWEALTH RE LTD N/A 203235AC0 1000000.00000000 PA USD 998500.00000000 0.020263328775 Long DBT CORP BM Y 2 2028-07-10 Floating 8.04423800 N N N N N N JP Morgan Chase Commercial Mor N/A 46645WAU7 6150000.00000000 PA USD 5819437.50000000 0.118098322833 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 4.24750000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BF1 4124000.00000000 PA USD 4271399.31000000 0.086682792737 Long DBT CORP US N 2 2030-01-23 Fixed 5.84100000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BD1 2270000.00000000 PA USD 2584629.97000000 0.052451884671 Long DBT CORP US N 2 2031-06-15 Fixed 7.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UMN9 389645.21000000 PA USD 388767.31000000 0.007889554150 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ACJU8 203192.48000000 PA USD 212067.05000000 0.004303639816 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VHW3 33369.06000000 PA USD 33315.25000000 0.000676092001 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 5.00000000 N N N N N N ALTA WIND HOLDINGS LLC N/A 021345AA1 244904.47000000 PA USD 234649.28000000 0.004761918385 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6ZF8 19626.02000000 PA USD 20320.87000000 0.000412387050 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 09785EAK7 300000.00000000 PA USD 300780.00000000 0.006103959968 Long DBT CORP BM N 2 2026-01-08 Floating 12.74423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NDHF7 1783714.23000000 PA USD 1796843.83000000 0.036464734386 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N NMEF Funding LLC N/A 62919UAD5 7760000.00000000 PA USD 7825298.85000000 0.158804810577 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.33000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MLA6 10237.76000000 PA USD 10363.48000000 0.000210314073 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 5.00000000 N N N N N N GALILEO RE LTD 549300MXI75DHMS7JH38 36354TAN2 1250000.00000000 PA USD 1294625.00000000 0.026272821247 Long DBT CORP BM Y 2 2028-01-07 Floating 11.29423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGFT7 181506.27000000 PA USD 189235.96000000 0.003840310939 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007GZ89 738864.21000000 PA USD 751592.77000000 0.015252650379 Long ABS-O CORP US N 2 2032-05-17 Fixed 7.91700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAPD8 870968.55000000 PA USD 772571.66000000 0.015678391135 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N PI0051-CHELTENHAM RE 2025 N/A 000000000 1250000.00000000 PA USD 1009709.50000000 0.020490811783 Long DBT CORP BM Y 3 2029-05-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B4HT0 1019748.58000000 PA USD 1024670.91000000 0.020794435188 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VTX1 497695.89000000 PA USD 517981.47000000 0.010511796520 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.50000000 N N N N N N CZECHOSLOVAK GROUP 315700SWFD7G70AVG768 000000000 9460000.00000000 PA USD 9538913.14000000 0.193580503869 Long DBT CORP CZ N 2 2031-01-10 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWUT4 844658.79000000 PA USD 846907.65000000 0.017186948577 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7XQ3 263155.04000000 PA USD 273909.48000000 0.005558655831 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AG2K9 209914.06000000 PA USD 218737.50000000 0.004439008390 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UCC4 1059913.00000000 PA USD 1032063.21000000 0.020944452820 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AU6 10960000.00000000 PA USD 11258699.24000000 0.228481446450 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C06U1 429092.28000000 PA USD 433190.03000000 0.008791058587 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30302YAN7 2500000.00000000 PA USD 2405852.50000000 0.048823815915 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 4.21425800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ERC5 11777.04000000 PA USD 11890.61000000 0.000241305297 Long ABS-MBS USGA US N 2 2038-02-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194REE6 482935.99000000 PA USD 448390.56000000 0.009099534638 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 3.50000000 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 80001TAC1 750000.00000000 PA USD 745500.00000000 0.015129005109 Long DBT CORP BM Y 2 2028-04-07 Floating 8.79423800 N N N N N N LIBERTY MUTUAL INSURANCE CNC20I6IOMGF7KY49D67 53079QAD9 16962000.00000000 PA USD 18845783.95000000 0.382451994195 Long DBT CORP US N 2 2097-10-15 Fixed 7.69700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFM2 5590000.00000000 PA USD 5737617.76000000 0.116437891894 Long DBT CORP US N 2 2039-02-07 Fixed 5.94200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSAW4 371373.40000000 PA USD 387111.41000000 0.007855949697 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCR8 3150000.00000000 PA USD 3182888.84000000 0.064592812238 Long ABS-O CORP US N 2 2029-01-25 Fixed 6.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FB93 7080.97000000 PA USD 7305.58000000 0.000148257756 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJ46 68201638.07000000 PA USD 68249570.86000000 1.385041054682 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405QSE9 27586.56000000 PA USD 28414.64000000 0.000576640152 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NM6G7 2830803.12000000 PA USD 2887970.00000000 0.058607797298 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8MX8 81474.85000000 PA USD 84906.28000000 0.001723068469 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H040673 4000000.00000000 PA USD 3718481.16000000 0.075461999288 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 4.00000000 N N N N N N CHARTWELL RE LTD 984500FFT645KFFE6F50 16140YAB8 500000.00000000 PA USD 498400.00000000 0.010114414683 Long DBT CORP BM Y 2 2028-06-07 Floating 11.29423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1Y35 457837.48000000 PA USD 472163.57000000 0.009581978622 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSDD1 2738084.07000000 PA USD 2525798.25000000 0.051257967310 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288E6E2 1075.14000000 PA USD 1093.52000000 0.000022191642 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 3543433.85000000 PA USD 3100887.66000000 0.062928699198 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382D3B8 2522.05000000 PA USD 2507.80000000 0.000050892714 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AFPH3 1141145.15000000 PA USD 1181355.88000000 0.023974163842 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DX71 13150.68000000 PA USD 13240.30000000 0.000268695595 Long ABS-MBS USGA US N 2 2033-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NZT1 6676.54000000 PA USD 6939.56000000 0.000140829830 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291RNU2 39014.59000000 PA USD 40385.49000000 0.000819573822 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CTN70 378708.09000000 PA USD 399274.99000000 0.008102794585 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NDYR2 1533556.30000000 PA USD 1543550.55000000 0.031324458964 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209JS51 968.37000000 PA USD 992.07000000 0.000020132839 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201LUD4 19158.04000000 PA USD 19807.98000000 0.000401978578 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.00000000 N N N N N N Mello Mortgage Capital Accepta N/A 585494CB1 4358907.28000000 PA USD 3570125.09000000 0.072451295410 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.66812000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 3660000.00000000 PA USD 3754565.29000000 0.076194282302 Long DBT CORP US N 2 2031-01-24 Fixed 5.24400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQTC1 4139892.08000000 PA USD 4149403.69000000 0.084207041753 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DNZ0 6133.91000000 PA USD 6488.41000000 0.000131674296 Long ABS-MBS USGA US N 2 2031-07-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C06Z0 291846.68000000 PA USD 298954.44000000 0.006066912475 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 237194AN5 10890000.00000000 PA USD 11670001.48000000 0.236828319274 Long DBT CORP US N 2 2033-10-10 Fixed 6.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C64M8 298977.17000000 PA USD 301067.65000000 0.006109797471 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05602XQQ4 12555000.00000000 PA USD 12630330.00000000 0.256317004836 Long DBT CORP FR N 2 N/A Fixed 7.45000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207KK82 647.08000000 PA USD 653.79000000 0.000013267863 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413YL82 6482.65000000 PA USD 6796.16000000 0.000137919704 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N7UC2 570150.75000000 PA USD 561725.40000000 0.011399525750 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213ACG7 11113.07000000 PA USD 11422.50000000 0.000231805581 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFHG4 39577.30000000 PA USD 33881.86000000 0.000687590654 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426FU21 399375.24000000 PA USD 393628.95000000 0.007988215152 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EEG0 14942.27000000 PA USD 15042.53000000 0.000305269635 Long ABS-MBS USGA US N 2 2035-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202CPA5 166.23000000 PA USD 171.69000000 0.000003484237 Long ABS-MBS USGA US N 2 2026-05-20 Fixed 7.00000000 N N N N N N GENTING NY LLC/GENNY CAP N/A 37255JAB8 10075000.00000000 PA USD 10452924.53000000 0.212129240273 Long DBT CORP US N 2 2029-10-01 Fixed 7.25000000 N N N N N N KENNAMETAL INC 549300GZDSG25XUV0Y08 489170AF7 4125000.00000000 PA USD 3696522.64000000 0.075016378146 Long DBT CORP US N 2 2031-03-01 Fixed 2.80000000 N N N N N N Berwick Re 2020-1, 12/31/23 N/A 000000000 3000000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2025-12-31 Floating 0.01000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 9060000.00000000 PA USD 7975916.46000000 0.161861409626 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNN75 49366.75000000 PA USD 48460.87000000 0.000983453722 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CLMK9 213710.03000000 PA USD 221956.76000000 0.004504339310 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNPB4 825680.43000000 PA USD 844835.64000000 0.017144899683 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CRCN1 1243044.85000000 PA USD 1287249.63000000 0.026123147189 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DP6J2 820931.73000000 PA USD 729349.14000000 0.014801243280 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGA21 408582.23000000 PA USD 424858.64000000 0.008621983280 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210PXH2 2750.60000000 PA USD 2781.89000000 0.000056455034 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201TN94 11646.16000000 PA USD 11830.85000000 0.000240092542 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B77K8 37857197.67000000 PA USD 32806540.97000000 0.665768378218 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0T20 90992.90000000 PA USD 79837.97000000 0.001620213354 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292JBJ8 91777.65000000 PA USD 95226.74000000 0.001932509505 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7HM0 16539.60000000 PA USD 17268.26000000 0.000350438086 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N PORTSALON RE 2022 N/A 000000000 500000.00000000 PA USD 449300.00000000 0.009117990604 Long DBT CORP BM Y 3 2028-05-31 Floating 0.01000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AY9 3240000.00000000 PA USD 3332439.92000000 0.067627767373 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210AMQ7 196.72000000 PA USD 201.38000000 0.000004086759 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291UEC5 24634.01000000 PA USD 25357.16000000 0.000514592358 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290R2Q5 13424.94000000 PA USD 13494.29000000 0.000273850009 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N COOPR Residential Mortgage Tru N/A 12596SAA1 2912606.29000000 PA USD 2939902.07000000 0.059661694753 Long ABS-MBS CORP US N 2 2060-05-25 Variable 5.65400000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAL6 1000000.00000000 PA USD 1026100.00000000 0.020823436811 Long DBT CORP BM Y 2 2027-07-07 Floating 13.04423800 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 4578000.00000000 PA USD 4551529.55000000 0.092367691238 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N Woodward Capital Management N/A 74938XAR0 12685000.00000000 PA USD 8945026.90000000 0.181528313447 Long ABS-MBS CORP US N 2 2052-05-25 Variable 3.00000000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AK7 9700000.00000000 PA USD 8354796.82000000 0.169550320293 Long DBT CORP JP N 2 2051-09-16 Fixed 2.90000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECZ6 14200000.00000000 PA USD 14322456.40000000 0.290656627842 Long DBT CORP US N 2 2035-03-21 Fixed 5.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200RG48 25142.55000000 PA USD 26328.67000000 0.000534307958 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Bunker Hill Loan Depositary Tr N/A 12062RAC4 2985000.00000000 PA USD 2813057.73000000 0.057087544963 Long ABS-MBS CORP US N 2 2055-02-25 Variable 3.25300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWLM3 82071.90000000 PA USD 83471.63000000 0.001693954013 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EF97 78410.35000000 PA USD 69112.16000000 0.001402546239 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183HNN1 116438.52000000 PA USD 110963.54000000 0.002251868495 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AD5P2 297912.79000000 PA USD 315216.52000000 0.006396931377 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLDC9 2498226.74000000 PA USD 2587720.07000000 0.052514594448 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADC82 637710.88000000 PA USD 662124.65000000 0.013437004980 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ED48 6004.27000000 PA USD 6044.55000000 0.000122666704 Long ABS-MBS USGA US N 2 2035-06-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B23M4 148251.94000000 PA USD 156157.21000000 0.003169018414 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAQ7 2870000.00000000 PA USD 2893412.00000000 0.058718235991 Long DBT CORP US N 2 2035-04-15 Fixed 5.25000000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAM4 2000000.00000000 PA USD 2011800.00000000 0.040827005337 Long DBT CORP BM Y 2 2027-07-07 Floating 12.79423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36292DDD1 28361.66000000 PA USD 28639.12000000 0.000581195697 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92R0 147772.59000000 PA USD 153027.72000000 0.003105509265 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7SQ9 98703.69000000 PA USD 100810.59000000 0.002045826869 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DA68 104.80000000 PA USD 107.73000000 0.000002186247 Long ABS-MBS USGA US N 2 2029-03-20 Fixed 6.50000000 N N N N N N MVW 2020-1 LLC N/A 55400EAC3 171432.11000000 PA USD 169037.12000000 0.003430400338 Long ABS-O CORP US N 2 2037-10-20 Fixed 4.21000000 N N N N N N Gleneagles Re 2022 N/A 000000000 1250000.00000000 PA USD 187500.00000000 0.003805081767 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201GWG6 25346.06000000 PA USD 26320.53000000 0.000534142767 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B0DV7 148385.65000000 PA USD 156771.90000000 0.003181492791 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T7M1 22196.44000000 PA USD 22154.41000000 0.000449596488 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 5.00000000 N N N N N N COMM Mortgage Trust N/A 20047DAA2 11065000.00000000 PA USD 11061537.76000000 0.224480296835 Long ABS-MBS CORP US N 2 2041-06-15 Floating 6.15276000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225AQL7 123.03000000 PA USD 123.10000000 0.000002498163 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 7.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BG2 3635000.00000000 PA USD 3903806.98000000 0.079222958748 Long DBT CORP CH N 2 2034-09-22 Fixed 6.30100000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AQ2 7483000.00000000 PA USD 7915057.79000000 0.160626357809 Long DBT CORP IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRPK6 759668.22000000 PA USD 793024.76000000 0.016093461631 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CP5 4515000.00000000 PA USD 4606950.64000000 0.093492394060 Long DBT CORP US N 2 2035-07-15 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WY85 9314480.11000000 PA USD 7586728.44000000 0.153963317684 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425WBZ3 397993.15000000 PA USD 406163.76000000 0.008242593695 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EN5 7400000.00000000 PA USD 7559629.84000000 0.153413384943 Long DBT CORP GB N 2 2030-11-19 Fixed 5.28600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426FE94 385555.37000000 PA USD 398809.35000000 0.008093344995 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290YUW6 43371.45000000 PA USD 43106.65000000 0.000874796415 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADGT2 1000566.61000000 PA USD 1038180.90000000 0.021068603810 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYYT0 280614.01000000 PA USD 290239.37000000 0.005890050854 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EDP1 5790.31000000 PA USD 5830.92000000 0.000118331346 Long ABS-MBS USGA US N 2 2035-05-20 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMQ9 7840000.00000000 PA USD 7966522.78000000 0.161670776450 Long DBT CORP US N 2 2036-02-12 Fixed 5.74400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMLG0 283601.47000000 PA USD 288510.04000000 0.005854956229 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AVUV2 1316.19000000 PA USD 1253.06000000 0.000025429310 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N HIN Timeshare Trust 2020-A N/A 40439HAD1 212128.06000000 PA USD 206485.14000000 0.004190361821 Long ABS-O CORP US N 2 2039-10-09 Fixed 5.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCG8 3800000.00000000 PA USD 3948154.21000000 0.080122931209 Long DBT CORP CA N 2 2055-03-15 Fixed 7.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C7PW1 1172064.58000000 PA USD 1203753.65000000 0.024428699022 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BJ3 1920000.00000000 PA USD 1945719.00000000 0.039485972760 Long DBT CORP US N 2 2031-03-05 Fixed 5.25300000 N N N N N N MYSTIC RE IV LTD N/A 62865LAE7 1500000.00000000 PA USD 1558500.00000000 0.031627839655 Long DBT CORP BM Y 2 2027-01-08 Floating 16.29423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FDB9 238790.55000000 PA USD 236937.56000000 0.004808356211 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426DDG4 497376.47000000 PA USD 509261.48000000 0.010334835054 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H062677 13000000.00000000 PA USD 13344884.80000000 0.270818015191 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 6.50000000 N N N N N N Westgate Resorts N/A 96034JAC0 2375889.93000000 PA USD 2361526.73000000 0.047924278959 Long ABS-O CORP US N 2 2036-08-20 Fixed 2.48800000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 2441000.00000000 PA USD 2535309.69000000 0.051450990280 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KLT3 8917.03000000 PA USD 9218.13000000 0.000187070604 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EV7 9845000.00000000 PA USD 9882223.95000000 0.200547574290 Long DBT CORP GB N 2 N/A Fixed 6.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAMY0 85921.78000000 PA USD 90321.06000000 0.001832954766 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200AZ36 2785.58000000 PA USD 2818.08000000 0.000057189465 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A25J7 1036637.05000000 PA USD 1007283.02000000 0.020441569357 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B1AM8 99574.19000000 PA USD 105249.51000000 0.002135909288 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BVX3 58533.82000000 PA USD 60544.73000000 0.001228680790 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UZG3 331477.36000000 PA USD 343789.35000000 0.006976781801 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92L3 272511.23000000 PA USD 282598.44000000 0.005734987582 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210P5E0 8783.41000000 PA USD 8823.81000000 0.000179068365 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DAR2 757.59000000 PA USD 782.48000000 0.000015879468 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ANQT9 1014074.44000000 PA USD 1070582.97000000 0.021726163948 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296R6G8 22744.54000000 PA USD 23646.20000000 0.000479870530 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NM5Z6 1085761.78000000 PA USD 1091783.38000000 0.022156400180 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNN34 1972912.15000000 PA USD 1903598.36000000 0.038631186203 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VDG5 92878.38000000 PA USD 91414.96000000 0.001855154120 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AT2 5420000.00000000 PA USD 5558374.23000000 0.112800365025 Long DBT CORP US N 2 2034-05-09 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BXUU3 145199.55000000 PA USD 146487.02000000 0.002972773808 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 559222BD5 730000.00000000 PA USD 749194.99000000 0.015203990384 Long DBT CORP CA N 2 2035-06-01 Fixed 5.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 2720000.00000000 PA USD 2735669.92000000 0.055517054591 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UPM1 991928.74000000 PA USD 996716.96000000 0.020227144172 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C2KQ6 6523.92000000 PA USD 6178.71000000 0.000125389316 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 202712BX2 3355000.00000000 PA USD 3294426.62000000 0.066856334228 Long DBT CORP AU N 2 2046-03-14 Fixed 5.92900000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AP6 1930000.00000000 PA USD 1997908.98000000 0.040545104180 Long DBT CORP JP N 2 2055-04-30 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRG26 1471293.69000000 PA USD 1534735.82000000 0.031145574865 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N HPEFS Equipment Trust N/A 40444MAL5 2800000.00000000 PA USD 2848960.24000000 0.057816142223 Long ABS-O CORP US N 2 2032-04-20 Fixed 5.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AFVM5 268555.68000000 PA USD 279685.98000000 0.005675882790 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401NN54 31513.16000000 PA USD 32018.41000000 0.000649774230 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200DBK8 60871.45000000 PA USD 61047.55000000 0.001238884903 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A 465976AD0 7114000.00000000 PA USD 4617372.29000000 0.093703888622 Long ABS-MBS CORP US N 2 2052-07-25 Variable 3.51292800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQGG4 494056.48000000 PA USD 514735.41000000 0.010445921727 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Mission Lane Credit Card Maste N/A 60510MBF4 5200000.00000000 PA USD 5238989.08000000 0.106318836432 Long ABS-O CORP US N 2 2030-01-15 Fixed 6.32000000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAG3 250000.00000000 PA USD 243925.00000000 0.004950157708 Long DBT CORP BM Y 2 2028-01-07 Floating 9.79423800 N N N N N N Small Business Administration N/A 83162CSG9 10860.39000000 PA USD 10941.44000000 0.000222043060 Long ABS-O USGA US N 2 2029-01-01 Fixed 5.72000000 N N N N N N Multifamily Structured Credit N/A 35563FAA9 329382.22000000 PA USD 327872.69000000 0.006653772773 Long ABS-MBS USGSE US N 2 2051-01-25 Floating 6.30517000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TE43 55043.09000000 PA USD 54958.60000000 0.001115317156 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 5.00000000 N N N N N N COMMONBOND STUDENT LOAN TRUST 549300KDXV3I7WKXA522 20268KAB6 93659.73000000 PA USD 92139.89000000 0.001869865682 Long ABS-O CORP US N 2 2042-09-25 Floating 5.08368000 N N N N N N Tricon American Homes N/A 89613JAJ9 5650000.00000000 PA USD 5343588.07000000 0.108441544217 Long ABS-O CORP US N 2 2039-11-17 Fixed 2.73000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RGB9 27269.49000000 PA USD 26693.56000000 0.000541712951 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.50000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAK4 2570000.00000000 PA USD 2622679.78000000 0.053224058742 Long DBT CORP US N 2 2029-06-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AE6E4 211399.26000000 PA USD 218821.21000000 0.004440707181 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225ASV3 2501.32000000 PA USD 2525.25000000 0.000051246841 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A9F54 78492.95000000 PA USD 81452.33000000 0.001652974804 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BXCA7 319084.90000000 PA USD 327428.17000000 0.006644751786 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DUT6 1971.92000000 PA USD 2020.52000000 0.000041003967 Long ABS-MBS USGA US N 2 2032-10-20 Fixed 5.00000000 N N N N N N 2001 CAT RE LTD 5493007NG10QO60NSO35 90215BAB3 750000.00000000 PA USD 773625.00000000 0.015699767374 Long DBT CORP BM Y 2 2027-01-08 Floating 17.33423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405JVD3 17876.70000000 PA USD 18277.84000000 0.000370926270 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EE88 3739.35000000 PA USD 3764.44000000 0.000076394677 Long ABS-MBS USGA US N 2 2035-09-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201TFG7 22338.42000000 PA USD 22322.27000000 0.000453003000 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E66 1269000.00000000 PA USD 1235312.05000000 0.025069137915 Long DBT CORP US N 2 2034-03-08 Fixed 6.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NTF5 38240.74000000 PA USD 37464.24000000 0.000760290648 Long ABS-MBS USGA US N 2 2043-11-20 Fixed 4.50000000 N N N N N N CITADEL SECURITIES GLOBA 549300NV5RXBUS3X7L47 17289RAB2 3254000.00000000 PA USD 3338679.27000000 0.067754387303 Long DBT CORP US N 2 2035-06-18 Fixed 6.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178GFP4 1292637.09000000 PA USD 1205014.08000000 0.024454277898 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CADU1 482553.64000000 PA USD 501276.64000000 0.010172792552 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRCW1 683350.75000000 PA USD 700262.94000000 0.014210974644 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949930AF8 11105000.00000000 PA USD 7226346.66000000 0.146649812934 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17291DAC7 4869729.73000000 PA USD 4812320.97000000 0.097660132185 Long ABS-MBS CORP US N 2 2051-06-10 Fixed 3.96300000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAG4 4560000.00000000 PA USD 4657830.24000000 0.094524932931 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Arbor Realty Collateralized Lo N/A 03880XAG1 7740000.00000000 PA USD 7749674.23000000 0.157270101975 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 6.60385000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBX7 7820000.00000000 PA USD 7851787.05000000 0.159342356000 Long DBT CORP US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CSKZ3 2869722.65000000 PA USD 3030973.46000000 0.061509876543 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 7.00000000 N N N N N N Imperial Fund LLC N/A 452761AE9 1800000.00000000 PA USD 1294593.66000000 0.026272185240 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.29500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSC34 950225.35000000 PA USD 917137.58000000 0.018612178583 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSKU7 68157.91000000 PA USD 71107.90000000 0.001443047327 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 914031.25000000 PA USD 912760.75000000 0.018523356204 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N FS Rialto Issuer Ltd N/A 30340KAA9 8840000.00000000 PA USD 8817893.81000000 0.178948303832 Long ABS-CBDO CORP US N 2 2042-08-19 Floating 5.70262500 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C6N27 17976.43000000 PA USD 17532.40000000 0.000355798483 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7PV7 3096420.93000000 PA USD 2483633.04000000 0.050402276260 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7UG8 188983.79000000 PA USD 175411.94000000 0.003559769465 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BJZ0 50514.89000000 PA USD 49974.43000000 0.001014169559 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 4.00000000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AN0 500000.00000000 PA USD 510150.00000000 0.010352866474 Long DBT CORP BM Y 2 2027-06-07 Floating 10.29423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36211ELM8 15239.05000000 PA USD 15535.29000000 0.000315269593 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 7.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46592PBG5 2517714.23000000 PA USD 2093429.53000000 0.042483576198 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.97184600 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAR3 1920000.00000000 PA USD 1977547.28000000 0.040131888535 Long DBT CORP US N 2 2030-01-24 Fixed 5.43500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B0S74 1154914.32000000 PA USD 1220739.32000000 0.024773402293 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AVSB8 594673.51000000 PA USD 598187.62000000 0.012139481635 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDAJ0 41967.13000000 PA USD 37037.84000000 0.000751637385 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 2.50000000 N N N N N N GLS Auto Receivables Trust N/A 37989BAL6 2730000.00000000 PA USD 2776427.47000000 0.056344178913 Long ABS-O CORP US N 2 2031-01-15 Fixed 5.59000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DMB4 1122.00000000 PA USD 1158.91000000 0.000023518652 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BETP8 7591033.90000000 PA USD 6847876.08000000 0.138969218248 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 1440000.00000000 PA USD 1568704.32000000 0.031834923772 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WFU0 9495000.00000000 PA USD 9520572.60000000 0.193208305179 Long DBT CORP US N 2 2031-10-23 Fixed 4.85000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D6D8 7886.28000000 PA USD 7945.55000000 0.000161245159 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 5.00000000 N N N N N N ACORN RE LTD N/A 00485YAE9 500000.00000000 PA USD 501500.00000000 0.010177325368 Long DBT CORP BM Y 2 2027-11-05 Floating 7.39423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DVY4 30205.20000000 PA USD 30825.29000000 0.000625561327 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B44F4 610236.84000000 PA USD 631214.83000000 0.012809728220 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N THOPAS RE 2025 N/A 000000000 4000000.00000000 PA USD 3812000.00000000 0.077359849064 Long DBT CORP BM Y 3 2030-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JP51 8661.99000000 PA USD 8977.20000000 0.000182181226 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KPH5 578.86000000 PA USD 584.61000000 0.000011863940 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 5.00000000 N N N N N N Small Business Administration N/A 83162CSE4 20429.13000000 PA USD 20955.91000000 0.000425274405 Long ABS-O USGA US N 2 2028-12-01 Fixed 6.22000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 4880000.00000000 PA USD 4373156.51000000 0.088747829892 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BL6 4800000.00000000 PA USD 4922066.93000000 0.099887291393 Long DBT CORP NL N 2 2030-03-19 Fixed 5.33500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A9F47 88363.78000000 PA USD 91715.53000000 0.001861253818 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJS41 683075.90000000 PA USD 720172.42000000 0.014615013040 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W9JJ1 71323.39000000 PA USD 73906.36000000 0.001499838629 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400ELK4 2611.31000000 PA USD 2663.21000000 0.000054046569 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36292FSB4 22166.17000000 PA USD 23219.11000000 0.000471203264 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B4YG9 527547.26000000 PA USD 544438.67000000 0.011048712837 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNNC6 1592174.99000000 PA USD 1451871.30000000 0.029463941403 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N AUTONATION INC N/A 05329WAT9 1765000.00000000 PA USD 1790077.74000000 0.036327424916 Long DBT CORP US N 2 2035-03-15 Fixed 5.89000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQCG8 499589.24000000 PA USD 521340.90000000 0.010579972018 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290TWK1 25005.57000000 PA USD 26098.36000000 0.000529634100 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 6.00000000 N N N N N N Eastern Power LLC 5493000R3E1L1VM1V279 87264NAB3 307204.44790000 PA USD 308132.51000000 0.006253170111 Long LON CORP US N 2 2028-04-03 Floating 9.57681000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAD7 2640000.00000000 PA USD 2647983.36000000 0.053737563760 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327V2C7 4961000.00000000 PA USD 4787207.39000000 0.097150482982 Long DBT CORP US N 2 2032-08-08 Fixed 4.90000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAL0 3390000.00000000 PA USD 3409199.27000000 0.069185503923 Long DBT CORP US N 2 2035-03-15 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200TEX2 4529.74000000 PA USD 4548.42000000 0.000092304586 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CYXF0 342821.79000000 PA USD 365714.27000000 0.007421721072 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FVM2 2913.01000000 PA USD 2988.94000000 0.000060656859 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N GS Mortgage-Backed Securities N/A 362960AA4 8161231.00000000 PA USD 8206307.93000000 0.166536920997 Long ABS-O CORP US N 2 2067-11-25 Variable 5.84700000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573BB1 2800000.00000000 PA USD 2832961.29000000 0.057491463221 Long DBT CORP US N 2 2035-03-15 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNCF9 2010911.10000000 PA USD 2057063.22000000 0.041745566688 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RJH3 19157.12000000 PA USD 19322.12000000 0.000392118648 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 5.00000000 N N N N N N Viribus Re 2019, 12/31/22 N/A 000000000 3650000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2025-12-31 Floating 0.01000000 N N N N N N GS Mortgage-Backed Securities 254900R6PO5A0PCKSU63 36271RAA4 10639060.89000000 PA USD 10685257.82000000 0.216844158491 Long ABS-MBS CORP US N 2 2055-05-25 Variable 5.56800000 N N N N N N RESIDENTIAL RE 2022 LTD N/A 76119YAG8 1750000.00000000 PA USD 1806000.00000000 0.036650547589 Long DBT CORP KY N 2 2026-12-06 Floating 11.98423800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WBEV4 343182.13000000 PA USD 357309.93000000 0.007251165334 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AU9 8260000.00000000 PA USD 8569725.22000000 0.173912027687 Long DBT CORP CA N 2 2031-06-01 Fixed 8.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213QZ51 31712.80000000 PA USD 32776.62000000 0.000665161168 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TSG1 280366.83000000 PA USD 258889.93000000 0.005253852546 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VTW3 1986756.16000000 PA USD 2034233.39000000 0.041282263382 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Home Partners of America Trust N/A 43731QAG3 2858178.65000000 PA USD 2746521.61000000 0.055737276285 Long ABS-O CORP US N 2 2039-09-17 Fixed 3.40600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BXW72 1249513.15000000 PA USD 1257873.37000000 0.025526992142 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Starwood Commercial Mortgage T N/A 78485KAG0 10345000.00000000 PA USD 10139889.69000000 0.205776583407 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 6.25385000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290R6J7 474.54000000 PA USD 496.80000000 0.000010081944 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKGB0 38190.53000000 PA USD 35854.99000000 0.000727632899 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Oceanview Mortgage Trust N/A 67647ECE5 2628414.81000000 PA USD 2214584.04000000 0.044942257889 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.96825000 N N N N N N ILPT Commercial Mortgage Trust N/A 44965LAA2 8216000.00000000 PA USD 7997336.09000000 0.162296094659 Long ABS-MBS CORP US N 2 2041-02-11 Fixed 4.14500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FPJ6 91165.88000000 PA USD 93458.69000000 0.001896629106 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CNHE5 181716.38000000 PA USD 188298.51000000 0.003821286545 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FBF2 4288.45000000 PA USD 4015.19000000 0.000081483340 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 3.50000000 N N N N N N RESIDENTIAL RE 2023 LTD N/A 76090WAC4 1000000.00000000 PA USD 1032300.00000000 0.020949258181 Long DBT CORP KY N 2 2027-12-06 Floating 10.21423800 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAL4 7773000.00000000 PA USD 8365582.27000000 0.169769197729 Long DBT CORP US N 2 2037-06-15 Fixed 6.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WR75 32062.15000000 PA USD 31817.12000000 0.000645689297 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 5.00000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAN6 3430000.00000000 PA USD 3258610.79000000 0.066129496032 Long DBT CORP LU N 2 2029-02-02 Fixed 3.00000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAR8 9820000.00000000 PA USD 9901685.22000000 0.200942516816 Long DBT CORP US N 2 2029-01-11 Fixed 4.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426G2Y0 1555297.81000000 PA USD 1654112.55000000 0.033568178699 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ACW41 169641.48000000 PA USD 177549.14000000 0.003603141309 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201KHW9 1918.56000000 PA USD 1935.74000000 0.000039283461 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AM4 6870000.00000000 PA USD 6484391.43000000 0.131592744569 Long DBT CORP US N 2 2028-06-15 Fixed 2.37900000 N N N N N N EquipmentShare N/A 22689LAA3 4875000.00000000 PA USD 4924814.21000000 0.099943044059 Long ABS-O CORP US N 2 2031-01-20 Fixed 6.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225A3W8 1005.16000000 PA USD 1027.63000000 0.000020854486 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 3235000.00000000 PA USD 3049509.31000000 0.061886038809 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 7000000.00000000 PA USD 6185552.31000000 0.125528172372 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 5835000.00000000 PA USD 6067339.66000000 0.123129192109 Long DBT CORP GB N 2 2029-03-09 Fixed 6.16100000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949930AE1 2810000.00000000 PA USD 1980712.52000000 0.040196123186 Long ABS-MBS CORP US N 2 2051-12-25 Variable 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H032670 8000000.00000000 PA USD 7272268.08000000 0.147581731643 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXFQ0 4714900.35000000 PA USD 3977194.17000000 0.080712261461 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNWS7 2243543.49000000 PA USD 1861153.33000000 0.037769816551 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VQ22 198793.91000000 PA USD 204022.53000000 0.004140386182 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46654ABS7 99421692.47000000 PA USD 647742.27000000 0.013145132276 Long ABS-MBS CORP US N 2 2051-12-25 Variable 0.11558400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NM6C6 1159424.11000000 PA USD 1183371.55000000 0.024015069384 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DU6 2695000.00000000 PA USD 2960045.33000000 0.060070477427 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M9BE6 266067.22000000 PA USD 275128.21000000 0.005583388457 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.00000000 N N N N N N Hilton USA Trust N/A 403956AA3 7025000.00000000 PA USD 7029390.63000000 0.142652832673 Long ABS-MBS CORP US N 2 2037-05-15 Floating 5.85299000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202TFH4 30346.54000000 PA USD 31407.01000000 0.000637366619 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N BX Trust N/A 05608RAE5 3875000.00000000 PA USD 3870156.25000000 0.078540058592 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.72348000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426JA74 553540.05000000 PA USD 572871.20000000 0.011625716045 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.50000000 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 1260788.54000000 PA USD 1180377.09000000 0.023954300504 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001VAU4 2795000.00000000 PA USD 2619301.83000000 0.053155507403 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.31100000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAG5 2430000.00000000 PA USD 2512992.79000000 0.050998096257 Long DBT CORP NO N 2 2035-05-22 Fixed 6.50000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAS9 5045000.00000000 PA USD 5207548.44000000 0.105680787333 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92Q2 147215.43000000 PA USD 152449.84000000 0.003093781902 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426FBZ9 1130924.38000000 PA USD 1157951.09000000 0.023499192430 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AG7 6000000.00000000 PA USD 5955590.40000000 0.120861378393 Long DBT CORP US N 2 2064-10-15 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290YUV8 26480.32000000 PA USD 26262.88000000 0.000532972831 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VGB2 22472.45000000 PA USD 22604.79000000 0.000458736396 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CMR2 98625.18000000 PA USD 102715.74000000 0.002084489544 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426G2T1 1363900.94000000 PA USD 1442857.12000000 0.029281009712 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 7.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042673 10000000.00000000 PA USD 9564214.80000000 0.194093969923 Long ABS-MBS USGSE US N 2 2055-07-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNM2 10631400.03000000 PA USD 9029524.04000000 0.183243078924 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ECMS9 70117.40000000 PA USD 67561.50000000 0.001371077503 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N MERNA RE COMPANYWIDE N/A 59013FAA5 1000000.00000000 PA USD 998300.00000000 0.020259270021 Long DBT CORP BM Y 2 2028-07-07 Floating 11.29423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B4H52 487230.93000000 PA USD 480028.03000000 0.009741578160 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290XZF0 18543.01000000 PA USD 18669.72000000 0.000378878992 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9QY3 37104469.06000000 PA USD 30592196.54000000 0.620830982918 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210A4T1 6529.05000000 PA USD 6741.70000000 0.000136814505 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2C3 12306000.00000000 PA USD 11494438.01000000 0.233265474694 Long DBT CORP US N 2 2029-01-06 Fixed 2.65000000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 175383252.92000000 NS USD 175383252.92000000 3.559187296520 Long STIV RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426JA58 693203.80000000 PA USD 727202.85000000 0.014757686966 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426DCN0 426487.53000000 PA USD 445321.75000000 0.009037256916 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ERR2 1130.45000000 PA USD 1121.68000000 0.000022763115 Long ABS-MBS USGA US N 2 2038-03-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201EAG5 5098.69000000 PA USD 5229.93000000 0.000106134993 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ANQS1 874900.02000000 PA USD 925744.94000000 0.018786854362 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 7.00000000 N N N N N N Towd Point Mortgage Trust N/A 89179TAA2 10718204.31000000 PA USD 9332170.07000000 0.189384907675 Long ABS-MBS CORP US N 2 2060-11-30 Variable 2.91808000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182UNQ6 42314.28000000 PA USD 40167.17000000 0.000815143286 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DWE7 12108.53000000 PA USD 12183.56000000 0.000247250357 Long ABS-MBS USGA US N 2 2033-02-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AVYP1 3940.55000000 PA USD 3751.52000000 0.000076132481 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D6F3 13001.19000000 PA USD 13579.75000000 0.000275584315 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 6.00000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CE9 7770000.00000000 PA USD 7890800.35000000 0.160134082915 Long DBT CORP US N 2 2035-05-15 Fixed 5.50000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797PF8 120000000.00000000 PA USD 119680683.60000000 2.428772198120 Long DBT UST US N 2 2025-07-24 None 0.00000000 N N N N N N MFRA Trust N/A 552754AC7 70186.90000000 PA USD 66350.77000000 0.001346507227 Long ABS-MBS CORP US N 2 2049-08-25 Variable 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382D3E2 6805.93000000 PA USD 6786.14000000 0.000137716360 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 5.72000000 N N N N N N FREMF Mortgage Trust N/A 302960AG4 3244608.93000000 PA USD 3097197.91000000 0.062853820262 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 6.87603000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B8NZ0 1098172.58000000 PA USD 1126447.98000000 0.022859875580 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ACAM5 73672.21000000 PA USD 77735.72000000 0.001577550778 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CSMN8 6493696.58000000 PA USD 6617844.43000000 0.134301008981 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHZ67 4796127.45000000 PA USD 4752561.78000000 0.096447392961 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C2NJ3 329834.45000000 PA USD 337028.26000000 0.006839573799 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AK8 8480000.00000000 PA USD 8940750.88000000 0.181441536883 Long DBT CORP CA N 2 2028-12-04 Fixed 6.31900000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AR7 9070000.00000000 PA USD 9307250.25000000 0.188879190594 Long DBT CORP AU N 2 2034-09-18 Fixed 5.73100000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAA6 555369.73000000 PA USD 493141.27000000 0.010007695229 Long ABS-O CORP US N 2 2046-04-20 Fixed 2.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426CMZ4 97751.01000000 PA USD 103254.41000000 0.002095421189 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QJS1 31024.78000000 PA USD 28910.93000000 0.000586711747 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 3.50000000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AJ5 2655000.00000000 PA USD 2700594.82000000 0.054805248599 Long DBT CORP US N 2 2035-06-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQN36 2665395.64000000 PA USD 2355787.57000000 0.047807809770 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ARMD0 98947.31000000 PA USD 96961.79000000 0.001967720209 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAE2 1100000.00000000 PA USD 1118040.00000000 0.022689245972 Long DBT CORP BM Y 2 2026-04-28 Floating 12.71423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209SAN1 764.62000000 PA USD 766.52000000 0.000015555580 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.00000000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 8910000.00000000 PA USD 7274777.10000000 0.147632649117 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391SRV4 187.23000000 PA USD 190.23000000 0.000003860483 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Cascade MH Asset Trust N/A 14731QAC3 3773000.00000000 PA USD 3013182.70000000 0.061148834962 Long ABS-O CORP US N 2 2046-02-25 Fixed 2.99200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EZF9 15404.60000000 PA USD 15555.98000000 0.000315689471 Long ABS-MBS USGA US N 2 2039-01-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B2RU0 113523.09000000 PA USD 120498.55000000 0.002445369790 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369AES7 6000000.00000000 PA USD 6416192.21000000 0.130208725323 Long DBT CORP BM Y 3 2029-12-01 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VYZ9 9524.20000000 PA USD 9814.22000000 0.000199167517 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Towd Point Mortgage Trust N/A 89182JAA9 8039996.59000000 PA USD 8108869.61000000 0.164559530197 Long ABS-MBS CORP US N 2 2064-02-25 Variable 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GY91 425345.92000000 PA USD 419468.29000000 0.008512592760 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WANH7 98627.06000000 PA USD 102315.28000000 0.002076362701 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A0AY5 373477.64000000 PA USD 380643.47000000 0.007724690814 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D1VG1 948810.68000000 PA USD 1001981.00000000 0.020333971386 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 7.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 44000000.00000000 PA USD 43556562.72000000 0.883926840972 Long DBT UST US N 2 2029-09-30 Fixed 3.50000000 N N N N N N OAKMONT RE 2024 N/A 000000000 2000000.00000000 PA USD 51316.80000000 0.001041411307 Long DBT CORP BM Y 3 2030-04-01 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B16Q4 100603.83000000 PA USD 106337.75000000 0.002157993780 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36230M3Y1 12048.19000000 PA USD 11434.68000000 0.000232052759 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMLJ4 205835.90000000 PA USD 210056.09000000 0.004262829857 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAL3 17000000.00000000 PA USD 15253890.05000000 0.309558927574 Long DBT CORP ES N 2 2032-11-22 Fixed 3.22500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UXW7 130918.03000000 PA USD 130670.12000000 0.002651789286 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 5.00000000 N N N N N N Oasis Securitisation N/A 53161XAA9 6470000.00000000 PA USD 6425441.76000000 0.130396433558 Long ABS-O CORP US N 2 2038-09-30 Fixed 5.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN6N8 3068828.86000000 PA USD 2544838.30000000 0.051644361695 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMLF2 252972.22000000 PA USD 259326.10000000 0.005262704080 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N FannieMae Grantor Trust N/A 31393X7K7 109934.17000000 PA USD 111673.25000000 0.002266271186 Long ABS-MBS USGSE US N 2 2043-07-25 Variable 5.27110000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAA6 5835000.00000000 PA USD 6060697.80000000 0.122994403733 Long DBT CORP US N 2 2029-02-01 Fixed 9.25000000 N N N N N N Small Business Administration N/A 83162CSU8 25098.28000000 PA USD 24924.34000000 0.000505808809 Long ABS-O USGA US N 2 2029-09-01 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DJQ7 92101.91000000 PA USD 88015.46000000 0.001786165451 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290R6G3 4376.14000000 PA USD 4395.36000000 0.000089198422 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RTC3 32789.12000000 PA USD 32952.10000000 0.000668722319 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 5.00000000 N N N N N N TORRICELLI RE 2023 N/A 000000000 4500000.00000000 PA USD 46800.00000000 0.000949748409 Long DBT CORP BM Y 3 2029-06-30 Floating 0.01000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDJ5 17720000.00000000 PA USD 17935646.73000000 0.363981879304 Long DBT CORP JP N 2 2036-05-13 Fixed 5.42200000 N N N N N N HIGH POINT RE LTD N/A 429932AA4 3500000.00000000 PA USD 3556350.00000000 0.072171746909 Long DBT CORP BM Y 2 2027-01-06 Floating 10.04423800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TXX8 133574.15000000 PA USD 133328.05000000 0.002705728705 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQT47 335626.44000000 PA USD 343620.01000000 0.006973345254 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RVB2 112166.97000000 PA USD 104251.90000000 0.002115664021 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291R3A8 98038.84000000 PA USD 98382.12000000 0.001996544059 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Continental Finance Credit Cre N/A 66981PAH1 12425000.00000000 PA USD 12463757.30000000 0.252936616869 Long ABS-O CORP US N 2 2030-10-15 Fixed 6.19000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -7862776.28000000 -0.15956536890 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.44.V1 Y Default Event 2030-06-20 0.00000000 USD -4915027.05000000 USD -102610000.00000000 USD -2947749.23000000 N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607PHS6 8420000.00000000 PA USD 8420966.78000000 0.170893158205 Long DBT CORP CA N 2 2030-09-11 Fixed 4.63100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A2XH4 758.21000000 PA USD 723.15000000 0.000014675439 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.00000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAA1 17400000.00000000 PA USD 16223519.88000000 0.329236371776 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.20200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FSF4 16844.14000000 PA USD 16922.64000000 0.000343424154 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426B4F0 198345.53000000 PA USD 210505.25000000 0.004271945007 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Towd Point Mortgage Trust N/A 89177HAE2 2000000.00000000 PA USD 2015460.40000000 0.040901288651 Long ABS-MBS CORP US N 2 2058-05-25 Floating 6.68368000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201EJS0 22514.37000000 PA USD 23154.06000000 0.000469883154 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409UCC7 30463.50000000 PA USD 30672.63000000 0.000622463281 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N KILIMANJARO II RE LTD N/A 49407QAQ1 500000.00000000 PA USD 499953.95000000 0.010145950186 Long DBT CORP BM Y 2 2030-07-08 Floating 8.29423800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NBY21 417133.20000000 PA USD 425400.79000000 0.008632985547 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MRBR1 148389.83000000 PA USD 139265.46000000 0.002826221134 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TSJ5 843914.32000000 PA USD 823825.67000000 0.016718528196 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.50000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 11750000.00000000 PA USD 11777248.96000000 0.239004774905 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N Carlyle Global Market Strategi N/A 14317VAY6 2750000.00000000 PA USD 2745061.00000000 0.055707635003 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 7.45610000 N N N N N N Ocwen Loan Investment Trust N/A 68278DAC7 4740000.00000000 PA USD 4651619.38000000 0.094398891170 Long ABS-MBS CORP US N 2 2037-08-25 Variable 5.00000000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABQ5 2900000.00000000 PA USD 2933091.81000000 0.059523488907 Long DBT CORP US N 2 2032-06-15 Fixed 4.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UEB4 45615.89000000 PA USD 45625.53000000 0.000925913985 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N Walton Health Re 2019, 6/30/22 N/A 000000000 350000.00000000 PA USD 481.90000000 0.000009779567 Long DBT CORP BM Y 3 2026-06-30 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290N6N7 16244.52000000 PA USD 16462.10000000 0.000334078061 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AD4D0 87645.45000000 PA USD 92463.82000000 0.001876439443 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8SL8 251439.77000000 PA USD 264119.62000000 0.005359982670 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCLK4 1851140.31000000 PA USD 377236.11000000 0.007655542636 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202UA52 2745.65000000 PA USD 2758.76000000 0.000055985639 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N NMEF Funding LLC N/A 62890MAD6 2690000.00000000 PA USD 2748347.98000000 0.055774340217 Long ABS-O CORP US N 2 2029-06-15 Fixed 8.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VUY7 1411831.64000000 PA USD 1420829.72000000 0.028833990735 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCF2 10900000.00000000 PA USD 12748699.62000000 0.258719170611 Long DBT CORP IT N 2 2053-11-28 Fixed 7.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210AN86 14940.66000000 PA USD 15332.12000000 0.000311146508 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G31 15030000.00000000 PA USD 14952469.25000000 0.303441963358 Long DBT CORP US N 2 2031-11-05 Fixed 6.05400000 N N N N N N DAI-ICHI LIFE INSURANCE 3538001235ACEIORUV72 23381LAA2 4253000.00000000 PA USD 4291591.72000000 0.087092572850 Long DBT CORP JP N 2 N/A Fixed 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CD3U6 1759747.28000000 PA USD 1801795.49000000 0.036565222232 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426KKP0 299542.19000000 PA USD 312420.25000000 0.006340184518 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425WW49 1045862.92000000 PA USD 1058349.82000000 0.021477907222 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N 2025-08-27 Victory Portfolios IV Carol Trevino Carol Trevino Treasurer