NPORT-P false 0000276776 XXXXXXXX S000003927 C000011028 C000011031 C000123839 C000011026 C000011029 Pioneer Bond Fund /DE/ 811-02864 0000276776 CS1V0EATB8V5FS5HQA74 60 State Street Boston 02109 617-422-4947 Pioneer Bond Fund S000003927 CS1V0EATB8V5FS5HQA74 2024-06-30 2024-06-28 N 5457055023.55 911026906.25 4546028117.30 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 7130000.00000000 512365568.21000000 0.00000000 175468905.27000000 USD N 20% Bloomberg Barclays US High Yield, 80% Bloomberg Barclays US Aggregate N/A Government National Mortgage A 549300M8ZYFG0OCMTT87 36225AUH1 1287.28000000 PA USD 1294.86000000 0.000028483325 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMP25 1097886.81000000 PA USD 934227.23000000 0.020550405890 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNH3 58809019.51000000 PA USD 47396030.72000000 1.042581116901 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176WYC9 2057096.91000000 PA USD 1898629.72000000 0.041764583742 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YWP80 389844.83000000 PA USD 395698.21000000 0.008704262265 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBC9 6210000.00000000 PA USD 5722833.70000000 0.125886456316 Long DBT CORP US N 2 2028-01-06 Fixed 2.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C84A0 2617775.13000000 PA USD 2694341.39000000 0.059268031795 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2W3 2870000.00000000 PA USD 2858590.86000000 0.062881064222 Long DBT CORP FR N 2 2030-05-20 Fixed 5.49700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36292DDD1 33377.59000000 PA USD 33980.72000000 0.000747481518 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNM2 11706387.26000000 PA USD 9826257.88000000 0.216150398247 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022675 87000000.00000000 PA USD 71030741.97000000 1.562479160647 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 2.50000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AH9 1730000.00000000 PA USD 1705102.27000000 0.037507517023 Long DBT CORP US N 2 2034-08-01 Fixed 5.85000000 N N N N N N Oakmont Re 2020, 4/30/24 N/A 000000000 7255240.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2027-03-31 Floating 0.01000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 2960000.00000000 PA USD 2766622.22000000 0.060858009423 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BVX3 73023.08000000 PA USD 74541.66000000 0.001639709611 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.50000000 N N N N N N Small Business Administration N/A 83162CRY1 46851.86000000 PA USD 46894.59000000 0.001031550812 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 6.02000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAL4 7773000.00000000 PA USD 8285830.52000000 0.182265272149 Long DBT CORP US N 2 2037-06-15 Fixed 6.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGUH0 1060659.45000000 PA USD 945852.30000000 0.020806125162 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N Imperial Fund LLC N/A 452761AE9 1800000.00000000 PA USD 1246246.38000000 0.027413961107 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.29500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNQ3 46473137.43000000 PA USD 38788091.72000000 0.853230352280 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1AC4 454354.61000000 PA USD 439279.74000000 0.009662934954 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 88339WAC0 4500000.00000000 PA USD 4390320.78000000 0.096574870782 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225A2B5 5655.20000000 PA USD 5744.59000000 0.000126365034 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4P98 285559.32000000 PA USD 241161.68000000 0.005304887558 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Lorenz Re 2019, 6/30/22 N/A 000000000 2993180.00000000 PA USD 27237.94000000 0.000599159074 Long DBT CORP BM Y 3 2025-06-30 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288GCW0 5929.21000000 PA USD 5952.70000000 0.000130942876 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Provident Funding Mortgage Tru N/A 74387MAZ2 2832540.14000000 PA USD 2262874.11000000 0.049776949275 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.63655000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KLT6 1341.81000000 PA USD 1368.49000000 0.000030102981 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201GWG6 27312.81000000 PA USD 27904.72000000 0.000613826383 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N LONG POINT RE IV LTD N/A 54279PAA3 3500000.00000000 PA USD 3490550.00000000 0.076782411149 Long DBT CORP BM Y 2 2026-06-01 Floating 9.61326800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206DXF9 541.27000000 PA USD 540.42000000 0.000011887739 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLDC9 2904574.59000000 PA USD 2942821.65000000 0.064733907799 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416M3A0 556205.63000000 PA USD 524949.71000000 0.011547436497 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.00000000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CAE4 510741.75000000 PA USD 506460.20000000 0.011140718599 Long ABS-O CORP US N 2 2031-12-15 Fixed 1.83300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNMZ3 492359.73000000 PA USD 386377.51000000 0.008499232737 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8SJ3 198572.05000000 PA USD 204826.21000000 0.004505608076 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BG2 3635000.00000000 PA USD 3780187.21000000 0.083153625812 Long DBT CORP CH N 2 2034-09-22 Fixed 6.30100000 N N N N N N AUTONATION INC N/A 05329RAA1 7335000.00000000 PA USD 6514515.34000000 0.143301254895 Long DBT CORP US N 2 2032-03-01 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LW6A0 1835660.42000000 PA USD 1891449.32000000 0.041606634873 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNP5 14249088.93000000 PA USD 11925914.76000000 0.262337021511 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202CGN7 0.96000000 PA USD 0.96000000 0.000000021117 Long ABS-MBS USGA US N 2 2025-05-20 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KPNP4 271180.66000000 PA USD 228517.19000000 0.005026743876 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388UGC8 9348.97000000 PA USD 9615.07000000 0.000211504851 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C6N27 95703.12000000 PA USD 92607.82000000 0.002037114985 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Hilton USA Trust N/A 403956AA3 7025000.00000000 PA USD 7007437.50000000 0.154144174193 Long ABS-MBS CORP US N 2 2037-05-15 Floating 6.87007000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36192S4A5 460715.90000000 PA USD 420053.65000000 0.009240014341 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AH8 7560000.00000000 PA USD 7569979.20000000 0.166518530125 Long ABS-O CORP US N 2 2037-04-20 Fixed 6.18000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290YUW6 55714.63000000 PA USD 53864.48000000 0.001184869046 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNP56 2886716.04000000 PA USD 2891989.98000000 0.063615752155 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200R6G2 1700.29000000 PA USD 1749.31000000 0.000038479964 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CAC0 700000.00000000 PA USD 713510.00000000 0.015695239483 Long DBT CORP BM Y 2 2026-02-24 Floating 19.33368100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419CNW9 95822.06000000 PA USD 92814.22000000 0.002041655212 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8M83 2624110.47000000 PA USD 546460.51000000 0.012020614389 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290R2Q5 16796.22000000 PA USD 16831.40000000 0.000370244080 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRQM1 580328.22000000 PA USD 587945.81000000 0.012933175836 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36263CBN8 2860624.23000000 PA USD 2222313.12000000 0.048884720082 Long ABS-MBS CORP US N 2 2052-02-26 Variable 2.92780200 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BQF8 4107.56000000 PA USD 4153.07000000 0.000091356012 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CD3U6 1852127.10000000 PA USD 1879327.61000000 0.041339990899 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NM6C6 1827364.44000000 PA USD 1852604.02000000 0.040752146097 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAFP1 2735502.03000000 PA USD 2445371.62000000 0.053791387930 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJEN6 2705.63000000 PA USD 2769.78000000 0.000060927471 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 9845000.00000000 PA USD 9426741.57000000 0.207362148380 Long DBT CORP US N 2 2037-04-20 Fixed 5.29700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225A3W8 1477.11000000 PA USD 1501.83000000 0.000033036091 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AH9 12416000.00000000 PA USD 10305632.61000000 0.226695311689 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213TB44 12324.61000000 PA USD 12547.10000000 0.000276001372 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N HPEFS Equipment Trust N/A 403963AF8 1410000.00000000 PA USD 1409914.84000000 0.031014212926 Long ABS-O CORP US N 2 2031-11-20 Fixed 5.82000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 26796000.00000000 PA USD 23023562.12000000 0.506454459275 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBT1 5290000.00000000 PA USD 5702789.28000000 0.125445534714 Long DBT CORP CA N 2 2084-01-15 Fixed 8.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183HNN1 122066.86000000 PA USD 115034.44000000 0.002530438374 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNN83 3908671.80000000 PA USD 3865038.16000000 0.085020111188 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RUW6 28231.92000000 PA USD 28530.34000000 0.000627588287 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBV8 1373000.00000000 PA USD 1364771.17000000 0.030021177493 Long DBT CORP US N 2 2030-03-14 Fixed 4.97500000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052672 -299000000.00000000 PA USD -294877071.06000000 -6.48647706198 Short ABS-MBS USGSE US N 2 2054-07-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSEG3 2166997.14000000 PA USD 1843571.19000000 0.040553448910 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 4221000.00000000 PA USD 4032927.48000000 0.088713210212 Long DBT CORP GB N 2 2033-08-11 Fixed 4.97600000 N N N N N N PRIMERICA INC 254900621R686KJR7022 74164MAB4 2590000.00000000 PA USD 2163298.30000000 0.047586557851 Long DBT CORP US N 2 2031-11-19 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHSU4 388883.30000000 PA USD 308059.73000000 0.006776458967 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N PRMI Securitization Trust N/A 69359DBW2 2620629.21000000 PA USD 1998875.50000000 0.043969712646 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.47767500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2NG3 965199.58000000 PA USD 807150.55000000 0.017755071661 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Arbor Realty Collateralized Lo N/A 03880KAG9 6975000.00000000 PA USD 6916514.63000000 0.152144123431 Long ABS-CBDO CORP KY N 2 2034-08-15 Floating 7.29332000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178GFP4 1414156.96000000 PA USD 1299954.08000000 0.028595381428 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CAG9 121605.18000000 PA USD 120905.22000000 0.002659579238 Long ABS-O CORP US N 2 2031-12-15 Fixed 3.26800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWKP7 33072547.35000000 PA USD 33171034.09000000 0.729670675897 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 30302YAN7 2500000.00000000 PA USD 2312248.25000000 0.050863043305 Long ABS-MBS CORP US N 2 2027-07-25 Variable 4.21244900 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182LCZ8 4680.02000000 PA USD 4392.71000000 0.000096627426 Long ABS-MBS USGA US N 2 2044-04-15 Fixed 4.00000000 N N N N N N Home Re Ltd N/A 43731BAB7 1590000.00000000 PA USD 1664640.32000000 0.036617466435 Long ABS-MBS CORP US N 2 2033-10-25 Floating 9.93535000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397NR31 9424.79000000 PA USD 9344.81000000 0.000205559881 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VYZ9 11600.30000000 PA USD 11785.44000000 0.000259246966 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAKY2 99851.72000000 PA USD 102024.83000000 0.002244263065 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202UYC1 35325.87000000 PA USD 35534.79000000 0.000781666744 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 6.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3C39 1010769.60000000 PA USD 861539.71000000 0.018951482211 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JE4 2810000.00000000 PA USD 2830087.40000000 0.062254067220 Long DBT CORP US N 2 2031-06-01 Fixed 5.45000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17329PDH2 3051566.74000000 PA USD 2399547.63000000 0.052783387345 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.70829400 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183XNE6 299315.60000000 PA USD 280408.39000000 0.006168206239 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CBCN6 741187.25000000 PA USD 752419.25000000 0.016551134981 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Oceanview Mortgage Trust N/A 67647ECE5 2713195.08000000 PA USD 2188136.48000000 0.048132928867 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.97346000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QT68 783445.62000000 PA USD 760291.25000000 0.016724297131 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4.50000000 N N N N N N CIM Trust N/A 12558WAJ9 5170000.00000000 PA USD 3873100.85000000 0.085197467988 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMHQ7 112386.75000000 PA USD 95170.29000000 0.002093482212 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201MTW2 21308.25000000 PA USD 21806.08000000 0.000479673232 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATFZ0 4369227.63000000 PA USD 519185.27000000 0.011420634817 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 1.10249000 N N N N N N Mello Mortgage Capital Accepta N/A 585490BZ7 4686364.16000000 PA USD 3791292.04000000 0.083397901248 Long ABS-MBS CORP US N 2 2052-03-25 Variable 3.31900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HKX1 167.97000000 PA USD 171.15000000 0.000003764824 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36211YQX5 1252.08000000 PA USD 1254.74000000 0.000027600797 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 7.75000000 N N N N N N MF1 Multifamily Housing Mortga N/A 55282XAJ9 2250000.00000000 PA USD 2208940.20000000 0.048590552961 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 7.94332000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BC6 1800000.00000000 PA USD 1663610.27000000 0.036594808194 Long DBT CORP NL N 2 2033-03-28 Fixed 4.25200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLR73 231804.72000000 PA USD 197607.78000000 0.004346822652 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9FK5 3919915.33000000 PA USD 3210251.23000000 0.070616616245 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CY3 11015000.00000000 PA USD 9160494.22000000 0.201505445712 Long DBT CORP GB N 2 2032-11-22 Fixed 2.87100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C05Q1 322398.19000000 PA USD 331947.68000000 0.007301927560 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.50000000 N N N N N N COCA-COLA CONSOLIDATED 57VG5X0E00X0QJU7CQ58 191098AM4 6060000.00000000 PA USD 6087242.55000000 0.133902439512 Long DBT CORP US N 2 2029-06-01 Fixed 5.25000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 3655000.00000000 PA USD 3791079.31000000 0.083393221779 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNKL6 46772.33000000 PA USD 41731.77000000 0.000917983103 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WANH7 99849.89000000 PA USD 102202.97000000 0.002248181651 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 250000.00000000 PA USD 248725.00000000 0.005471259604 Long DBT NUSS N/A Y 2 2028-04-24 Floating 17.33747100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209PNZ6 864.12000000 PA USD 883.87000000 0.000019442686 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DHK0 767.93000000 PA USD 786.17000000 0.000017293557 Long ABS-MBS USGA US N 2 2030-06-20 Fixed 7.50000000 N N N N N N Accelerated Assets N/A 00439KAC0 1334044.57000000 PA USD 1225114.36000000 0.026949115324 Long ABS-O CORP US N 2 2040-10-20 Fixed 2.35000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACE5 8805000.00000000 PA USD 8963385.92000000 0.197169610233 Long DBT CORP US N 2 2030-04-01 Fixed 5.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A93H2 87771.03000000 PA USD 85510.76000000 0.001880999364 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N NAKILAT INC 2549006RMTDJWLLWF072 62983PAB1 1472795.42000000 PA USD 1526552.45000000 0.033579916591 Long DBT CORP US N 2 2033-12-31 Fixed 6.26700000 N N N N N N RESIDENTIAL RE 2023 LTD N/A 76090WAC4 1000000.00000000 PA USD 978700.00000000 0.021528683385 Long DBT CORP KY N 2 2027-12-06 Floating 11.29368100 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1MU1 209749.12000000 PA USD 207422.98000000 0.004562729808 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DQP9 2820.03000000 PA USD 2871.91000000 0.000063174048 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N7UC2 661335.30000000 PA USD 641687.68000000 0.014115347803 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N MONONGAHELA POWER CO N/A 609935AA9 4250000.00000000 PA USD 4325989.92000000 0.095159770427 Long DBT CORP US N 2 2034-02-15 Fixed 5.85000000 N N N N N N Aqua Finance Trust N/A 038370AC6 3555463.12000000 PA USD 3287006.45000000 0.072305018033 Long ABS-O CORP US N 2 2040-07-16 Fixed 4.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176MW74 89582.71000000 PA USD 86697.41000000 0.001907102370 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DMR9 2862.18000000 PA USD 2950.30000000 0.000064898410 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NRJ2 19573.14000000 PA USD 19587.77000000 0.000430876569 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 1105000.00000000 PA USD 1132216.46000000 0.024905619384 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22400000 N N N N N N Woodmont Trust N/A 97988WAA9 1306891.03000000 PA USD 1308455.38000000 0.028782386431 Long ABS-CBDO CORP US N 2 2032-01-15 Floating 7.49017000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290VYQ1 34890.88000000 PA USD 35647.02000000 0.000784135493 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DA68 150.74000000 PA USD 152.97000000 0.000003364915 Long ABS-MBS USGA US N 2 2029-03-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7UG8 209512.41000000 PA USD 191216.21000000 0.004206225854 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWLM3 98111.11000000 PA USD 98403.59000000 0.002164605837 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 7000000.00000000 PA USD 5819298.45000000 0.128008413055 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AK3 710000.00000000 PA USD 713664.15000000 0.015698630355 Long DBT CORP US N 2 2029-08-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291BXZ5 40784.04000000 PA USD 39430.18000000 0.000867354512 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WEJ4 8300000.00000000 PA USD 8406400.94000000 0.184917486717 Long DBT CORP US N 2 2034-04-14 Fixed 6.20000000 N N N N N N PHOENICIAN RE LIMITED N/A 71880VAC1 1000000.00000000 PA USD 991500.00000000 0.021810247856 Long DBT CORP BM N 2 2024-12-14 Floating 8.27168100 N N N N N N FITNESS & SPORTS CLUBS LLC N/A 33818XAM2 190309.67330000 PA USD 191618.05000000 0.004215065218 Long LON CORP US N 2 2029-02-12 Floating 10.57950000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PBA4 1730000.00000000 PA USD 1714459.36000000 0.037713347030 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Torricelli Re 2021, 7/31/25 N/A 000000000 4228426.00000000 PA USD 38478.68000000 0.000846424153 Long DBT CORP BM Y 3 2025-07-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NBYV7 201062.21000000 PA USD 206409.81000000 0.004540442880 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CAQZ6 974105.41000000 PA USD 1011971.93000000 0.022260573491 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202UZC0 43988.35000000 PA USD 43955.66000000 0.000966902510 Long ABS-MBS USGA US N 2 2033-06-20 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADGT2 1098828.74000000 PA USD 1127980.68000000 0.024812443981 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296Q4E7 14740.98000000 PA USD 14799.37000000 0.000325545060 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRQ9 39200.98000000 PA USD 35287.02000000 0.000776216492 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202C4P5 7279.79000000 PA USD 7387.70000000 0.000162508893 Long ABS-MBS USGA US N 2 2028-08-20 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210P5E0 10965.12000000 PA USD 10982.84000000 0.000241591994 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.00000000 N N N N N N J.G. Wentworth XLI LLC N/A 46651TAA9 2939470.82000000 PA USD 2581908.89000000 0.056794828878 Long ABS-O CORP US N 2 2072-10-17 Fixed 3.74000000 N N N N N N ATLAS CAPITAL DAC 635400CBPJFGGWD2AH20 049207AB9 750000.00000000 PA USD 785550.00000000 0.017279919519 Long DBT CORP IE Y 2 2027-06-08 Floating 17.83840100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAYS0 99814.60000000 PA USD 102166.83000000 0.002247386671 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AA8 8559000.00000000 PA USD 8131566.96000000 0.178871902024 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WDW81 426295.90000000 PA USD 438178.96000000 0.009638720850 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 09785EAK7 300000.00000000 PA USD 301620.00000000 0.006634802782 Long DBT CORP BM N 2 2026-01-08 Floating 13.82368100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AYQJ8 113898.40000000 PA USD 107677.82000000 0.002368613154 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNR1 1658323.31000000 PA USD 1380077.92000000 0.030357883506 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BF9 14805000.00000000 PA USD 12818075.88000000 0.281962089746 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKNV6 33362259.86000000 PA USD 27900683.10000000 0.613737583228 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBM8 2570000.00000000 PA USD 2660723.16000000 0.058528524051 Long DBT CORP US N 2 2033-10-25 Fixed 5.83400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDG1 44176.52000000 PA USD 45329.10000000 0.000997114378 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Dell Equipment Finance Trust N/A 24702GAL9 2100000.00000000 PA USD 2109874.20000000 0.046411375943 Long ABS-O CORP US N 2 2030-09-23 Fixed 6.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388FFT5 1555.02000000 PA USD 1582.86000000 0.000034818526 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BC0 635000.00000000 PA USD 708335.79000000 0.015581421225 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384WGV6 1517.22000000 PA USD 1560.40000000 0.000034324468 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 7.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECA1 10825000.00000000 PA USD 10797375.68000000 0.237512294279 Long DBT CORP GB N 2 2033-08-09 Fixed 5.74600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36211ETQ1 803.01000000 PA USD 805.33000000 0.000017715024 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 7.50000000 N N N N N N HOA Funding LLC N/A 40390GAA6 5800962.50000000 PA USD 4615255.63000000 0.101522813121 Long ABS-O CORP US N 2 2051-08-20 Fixed 4.72300000 N N N N N N TORRICELLI RE 2022 N/A 000000000 4500000.00000000 PA USD 45900.00000000 0.001009672593 Long DBT CORP BM Y 3 2028-06-30 Floating 0.01000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAE3 4200000.00000000 PA USD 4092745.44000000 0.090029039293 Long DBT CORP US N 2 2036-01-09 Fixed 5.37500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BF6 1200000.00000000 PA USD 1186879.34000000 0.026108051014 Long DBT CORP GB N 2 2054-04-05 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QJT9 1553340.36000000 PA USD 1474185.15000000 0.032427981349 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 4.00000000 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 09785EAJ0 250000.00000000 PA USD 235850.00000000 0.005188045342 Long DBT CORP BM Y 2 2025-03-16 Floating 10.99368100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BWW4 13877.35000000 PA USD 14122.12000000 0.000310647440 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CCEH5 136680.63000000 PA USD 139023.09000000 0.003058122088 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Republic Finance Issuance Trus N/A 76042UAC7 2300000.00000000 PA USD 2122996.60000000 0.046700032318 Long ABS-O CORP US N 2 2031-12-22 Fixed 3.53000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6DL1 3553872.27000000 PA USD 2786292.86000000 0.061290708902 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007GZ89 1200000.00000000 PA USD 1199712.96000000 0.026390355031 Long ABS-O CORP US N 2 2032-05-17 Fixed 7.91700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNN59 2685033.69000000 PA USD 2608113.30000000 0.057371253162 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DKX8 462.99000000 PA USD 471.51000000 0.000010371911 Long ABS-MBS USGA US N 2 2030-12-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NBYU9 324620.14000000 PA USD 323125.77000000 0.007107870027 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371L2N8 1010.69000000 PA USD 1031.04000000 0.000022680018 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201H5Z2 63226.06000000 PA USD 64143.87000000 0.001410987093 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 46654DAU7 4739018.62000000 PA USD 3733181.35000000 0.082119627368 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3.21528700 N N N N N N Lion Rock Re 2020, 1/31/22 N/A 000000000 500000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2025-01-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFK7 547272.62000000 PA USD 543723.28000000 0.011960402926 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.50000000 N N N N N N KENNAMETAL INC 549300GZDSG25XUV0Y08 489170AF7 4125000.00000000 PA USD 3463633.88000000 0.076190331221 Long DBT CORP US N 2 2031-03-01 Fixed 2.80000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949930AF8 11105000.00000000 PA USD 7051495.10000000 0.155113319100 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAZ1 6190000.00000000 PA USD 5115440.70000000 0.112525496279 Long DBT CORP AU N 2 2033-01-14 Fixed 2.87100000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2C3 12306000.00000000 PA USD 10773411.13000000 0.236985140699 Long DBT CORP US N 2 2029-01-06 Fixed 2.65000000 N N N N N N IMS Ecuadorian Mortagage Trust N/A 44970EAA1 10431621.10000000 PA USD 9753565.73000000 0.214551372722 Long ABS-MBS CORP US N 2 2043-08-18 Fixed 3.40000000 N N N N N N Multifamily Structured Credit N/A 35563FAA9 543434.94000000 PA USD 540076.13000000 0.011880175750 Long ABS-MBS CORP US N 2 2051-01-25 Floating 7.33535000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSNV2 198240.97000000 PA USD 200036.96000000 0.004400257869 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KR29 806.40000000 PA USD 823.31000000 0.000018110534 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.00000000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAH0 4197000.00000000 PA USD 4194247.52000000 0.092261803309 Long DBT CORP KR N 2 2029-01-16 Fixed 5.50000000 N N N N N N PORTSALON RE 2022 N/A 000000000 500000.00000000 PA USD 458459.86000000 0.010084844355 Long DBT CORP BM Y 3 2028-05-31 Floating 0.01000000 N N N N N N MED Trust N/A 58403YAD8 2677151.72000000 PA USD 2671298.40000000 0.058761149976 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.39348000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7PV7 3470231.08000000 PA USD 2762579.34000000 0.060769077285 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201F4Z7 16773.25000000 PA USD 17066.28000000 0.000375410788 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 136312900.00000000 PA USD 131573897.52000000 2.894260530842 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSA20 299164.96000000 PA USD 305796.11000000 0.006726665610 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N GALILEO RE LTD 549300MXI75DHMS7JH38 36354TAN2 1250000.00000000 PA USD 1235250.00000000 0.027172071270 Long DBT CORP BM Y 2 2028-01-07 Floating 12.37368100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213DYB8 14733.09000000 PA USD 14995.35000000 0.000329856076 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Home Partners of America Trust N/A 43732TAJ0 4225134.19000000 PA USD 3889169.26000000 0.085550928407 Long ABS-O CORP US N 2 2039-10-19 Fixed 3.32000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C0TY8 476968.12000000 PA USD 462006.11000000 0.010162852012 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N VITALITY RE XIII LTD N/A 92849MAA1 2250000.00000000 PA USD 2234475.00000000 0.049152247684 Long DBT CORP KY Y 2 2026-01-06 Floating 7.36326800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406VEJ1 3524.77000000 PA USD 3587.43000000 0.000078913502 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N Pangaea Re 2023-3 N/A 000000000 2970693.00000000 PA USD 3564831.60000000 0.078416400163 Long DBT CORP BM Y 3 2029-05-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ARMD0 118911.95000000 PA USD 115548.43000000 0.002541744727 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N BX Trust N/A 05605VAA7 7615000.00000000 PA USD 6518996.66000000 0.143399831496 Long ABS-MBS CORP US N 2 2044-03-09 Variable 2.84300000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAA9 620000.00000000 PA USD 638734.55000000 0.014050387140 Long DBT CORP US N 2 2028-06-01 Fixed 8.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C06X5 163858.12000000 PA USD 164748.01000000 0.003623998922 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CE3 6770000.00000000 PA USD 6902141.67000000 0.151827958206 Long DBT CORP US N 2 2034-05-19 Fixed 5.85300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292H5Q3 7742.11000000 PA USD 7892.03000000 0.000173602753 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 20047DAA2 11065000.00000000 PA USD 11011934.36000000 0.242231989681 Long ABS-MBS CORP US N 2 2041-06-15 Floating 7.14100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183B6T0 35009.17000000 PA USD 32406.19000000 0.000712846228 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGC45 1000000.00000000 PA USD 1026133.15000000 0.022572081023 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 8605000.00000000 PA USD 9086763.83000000 0.199883581789 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1453.00000000 NC USD 655358.74000000 0.014416073176 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 2024-09-30 296074485.01000000 USD 655358.74000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 57701200.00000000 PA USD 42290922.63000000 0.930282909361 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AMVK5 2370.04000000 PA USD 2240.74000000 0.000049290060 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216AS0 2065000.00000000 PA USD 2322916.29000000 0.051097710574 Long DBT CORP US N 2 2096-08-15 Fixed 7.60000000 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 50216YAE0 1383162.50000000 PA USD 1387657.78000000 0.030524619386 Long LON CORP US N 2 2028-10-16 Floating 8.95841000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FEL3 11089.10000000 PA USD 11306.21000000 0.000248705236 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209JS51 1245.68000000 PA USD 1266.22000000 0.000027853325 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WP6E9 64903.86000000 PA USD 55135.22000000 0.001212821799 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 2.50000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAQ4 7400000.00000000 PA USD 7424458.78000000 0.163317484811 Long DBT CORP ES N 2 2029-03-13 Fixed 5.38100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DNZ0 8193.57000000 PA USD 8549.46000000 0.000188064388 Long ABS-MBS USGA US N 2 2031-07-20 Fixed 7.00000000 N N N N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CAH9 500000.00000000 PA USD 466600.00000000 0.010263904840 Long DBT CORP BM Y 2 2024-12-23 Floating 5.37368100 N N N N N N Cascade Funding Mortgage Trust N/A 14727QAC9 3434374.51000000 PA USD 3095206.67000000 0.068085955258 Long ABS-MBS CORP US N 2 2068-10-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A1L90 87384.83000000 PA USD 84882.22000000 0.001867173229 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJE74 5602449.53000000 PA USD 5612684.25000000 0.123463474162 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181LT57 201394.69000000 PA USD 189409.22000000 0.004166477089 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BEPR8 190551.65000000 PA USD 174662.00000000 0.003842079184 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WBMA1 99772.15000000 PA USD 102049.28000000 0.002244800897 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADPG0 2221008.43000000 PA USD 2265977.97000000 0.049845225580 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AANC7 95674.10000000 PA USD 98400.72000000 0.002164542705 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BQ2 5330000.00000000 PA USD 5238786.22000000 0.115238755344 Long DBT CORP US N 2 2034-08-15 Fixed 5.37500000 N N N N N N Switch ABS Issuer, LLC N/A 871044AA1 250000.00000000 PA USD 250944.45000000 0.005520081344 Long ABS-O CORP US N 2 2054-03-25 Fixed 6.28000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200FWD6 17951.88000000 PA USD 18506.82000000 0.000407098669 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AQ1 4950000.00000000 PA USD 5001207.75000000 0.110012688460 Long DBT CORP GB N 2 N/A Fixed 8.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36211SC47 6632.93000000 PA USD 6710.26000000 0.000147607094 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XM4Y9 3402506.35000000 PA USD 2852485.52000000 0.062746763689 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Thopas Re 2021, 12/31/24 N/A 000000000 7000000.00000000 PA USD 72800.00000000 0.001601397926 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DGM6 30383.69000000 PA USD 30907.89000000 0.000679887787 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A 465976AD0 7114000.00000000 PA USD 4550148.55000000 0.100090638082 Long ABS-MBS CORP US N 2 2052-07-25 Variable 3.52009500 N N N N N N Towd Point Mortgage Trust N/A 89177HAE2 2000000.00000000 PA USD 2072170.80000000 0.045582005797 Long ABS-MBS CORP US N 2 2058-05-25 Floating 7.70971000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BXUU3 163825.96000000 PA USD 162434.55000000 0.003573109224 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Aqua Finance Trust N/A 038413AC4 2110000.00000000 PA USD 1914864.67000000 0.042121707578 Long ABS-O CORP US N 2 2046-07-17 Fixed 3.97000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291RNU2 42392.43000000 PA USD 43519.01000000 0.000957297422 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WALS5 99833.62000000 PA USD 103663.38000000 0.002280306617 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 7.00000000 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 577092AD1 768005.65625000 PA USD 637521.50000000 0.014023703407 Long DBT CORP BM Y 2 2027-01-08 Floating 1.50000000 N N N N N N Alturas Re 2022-2, 12/31/2027 N/A 000000000 3497182.00000000 PA USD 275577.94000000 0.006061949747 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Tharaldson Hotel Portfolio Tru N/A 87252LAA3 6300000.00000000 PA USD 6389189.73000000 0.140544439346 Long ABS-MBS CORP US N 2 2034-12-10 Variable 7.22711300 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BG9 2100000.00000000 PA USD 2170657.15000000 0.047748432125 Long DBT CORP US N 2 2035-04-25 Fixed 6.64500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201EJS0 34216.95000000 PA USD 34837.67000000 0.000766332039 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318BE3 6830000.00000000 PA USD 6756139.01000000 0.148616304951 Long DBT CORP US N 2 2034-05-15 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XZSU6 532620.62000000 PA USD 449651.54000000 0.009891085765 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46592XBZ6 3830569.18000000 PA USD 3091160.54000000 0.067996951629 Long ABS-MBS CORP US N 2 2052-04-25 Variable 3.13997800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202XEG8 5069.68000000 PA USD 5110.52000000 0.000112417254 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAX4 2335000.00000000 PA USD 2339716.70000000 0.051467272960 Long DBT CORP LU N 2 2052-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE3F4 264468.58000000 PA USD 248835.28000000 0.005473685458 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 7995000.00000000 PA USD 7205094.00000000 0.158492068550 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFPA8 1119482.77000000 PA USD 1014589.27000000 0.022318147706 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297NDR4 11101.07000000 PA USD 11199.62000000 0.000246360552 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LUHN4 152216.18000000 PA USD 139842.58000000 0.003076148593 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 406000.00000000 PA USD 344276.02000000 0.007573116820 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N Wells Fargo Commercial Mortgag 5493007OD9MH69ES1S63 95000HBJ0 23972105.07000000 PA USD 655510.02000000 0.014419400916 Long ABS-MBS CORP US N 2 2049-10-15 Variable 1.74798800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204RN87 266.27000000 PA USD 265.80000000 0.000005846862 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VGB2 56845.90000000 PA USD 57746.70000000 0.001270267110 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGA21 457000.00000000 PA USD 466265.04000000 0.010256536650 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405SFS8 37813.94000000 PA USD 36594.70000000 0.000804981822 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HZK3 26666.33000000 PA USD 27160.73000000 0.000597460668 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030678 -2000000.00000000 PA USD -1701093.76000000 -0.03741934093 Short ABS-MBS USGSE US N 2 2054-07-15 Fixed 3.00000000 N N N N N N GALILEO RE LTD 549300MXI75DHMS7JH38 36354TAP7 750000.00000000 PA USD 743400.00000000 0.016352736516 Long DBT CORP BM Y 2 2026-01-08 Floating 12.36768500 N N N N N N FARMERS EXCHANGE CAP III N/A 30958QAA9 10400000.00000000 PA USD 8736000.00000000 0.192167751157 Long DBT CORP US N 2 2054-10-15 Fixed 5.45400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200QJB1 241.81000000 PA USD 248.83000000 0.000005473569 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1Y35 572470.03000000 PA USD 582719.99000000 0.012818222302 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A 89177EAF6 4610000.00000000 PA USD 4597253.81000000 0.101126823050 Long ABS-MBS CORP US N 2 2048-10-25 Floating 7.60971000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194REE6 498189.97000000 PA USD 456073.56000000 0.010032352379 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MUY79 248928.36000000 PA USD 228031.62000000 0.005016062684 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCF2 10900000.00000000 PA USD 11983561.70000000 0.263605094178 Long DBT CORP IT N 2 2053-11-28 Fixed 7.80000000 N N N N N N MITER BRAND / MIWD BORR N/A 60672JAA7 1870000.00000000 PA USD 1883299.44000000 0.041427360135 Long DBT CORP US N 2 2032-04-01 Fixed 6.75000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89116CKP1 7130000.00000000 PA USD 7112175.00000000 0.156448108469 Long DBT CORP CA N 2 2084-07-31 Fixed 7.25000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 6583000.00000000 PA USD 6056542.48000000 0.133227123188 Long DBT CORP US N 2 2030-06-15 Fixed 4.10000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181CGT9 380945.41000000 PA USD 356394.74000000 0.007839695021 Long ABS-MBS USGA US N 2 2044-04-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C6WD7 501303.97000000 PA USD 503982.16000000 0.011086208597 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAQ7 6395000.00000000 PA USD 6253317.37000000 0.137555624572 Long DBT CORP US N 2 2028-04-10 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MELM6 7304626.91000000 PA USD 6220834.52000000 0.136841092036 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N THOPAS RE 2023 N/A 000000000 4256392.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QS51 3067.48000000 PA USD 3129.23000000 0.000068834374 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMLD7 252867.97000000 PA USD 256490.94000000 0.005642088728 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B77K8 41119049.87000000 PA USD 35012448.67000000 0.770176685374 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298M7E1 3131.96000000 PA USD 3226.88000000 0.000070982403 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D6F3 15543.85000000 PA USD 16109.60000000 0.000354366483 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 6.00000000 N N N N N N BLUE RIDGE RE LTD N/A 096003AA6 1000000.00000000 PA USD 985500.00000000 0.021678264510 Long DBT CORP BM Y 2 2027-01-08 Floating 10.62368100 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 6295000.00000000 PA USD 5374504.81000000 0.118224187605 Long DBT CORP US N 2 2031-07-15 Fixed 3.25000000 N N N N N N Cascade MH Asset Trust N/A 14732FAA0 4835102.12000000 PA USD 4470763.15000000 0.098344379635 Long ABS-O CORP US N 2 2044-11-25 Variable 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292JBJ8 106446.34000000 PA USD 108547.21000000 0.002387737321 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BN3 2897000.00000000 PA USD 2818246.97000000 0.061993610626 Long DBT CORP US N 2 2027-07-01 Fixed 4.40000000 N N N N N N KEY COMMERCIAL MORTGAGE TRUST N/A 49307XAC8 6560000.00000000 PA USD 6004682.22000000 0.132086341418 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.46930000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202CW82 3451.71000000 PA USD 3515.22000000 0.000077325082 Long ABS-MBS USGA US N 2 2027-08-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WBEV4 395832.88000000 PA USD 408300.00000000 0.008981466666 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N NORTHSHORE RE II LTD N/A 666842AE9 750000.00000000 PA USD 746250.00000000 0.016415428605 Long DBT CORP BM Y 2 2025-07-08 Floating 13.38409300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184XM22 158429.91000000 PA USD 143704.36000000 0.003161097034 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FV4S8 2537325.64000000 PA USD 519237.56000000 0.011421785052 Long ABS-MBS USGSE US N 2 2050-05-25 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290TWK1 26664.72000000 PA USD 27472.60000000 0.000604320943 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A 89182JAA9 11155613.92000000 PA USD 11140867.31000000 0.245068156697 Long ABS-MBS CORP US N 2 2064-02-25 Variable 6.12500000 N N N N N N SCF Equipment Trust Llc N/A 784034AD2 813962.51000000 PA USD 812400.03000000 0.017870545650 Long ABS-O CORP US N 2 2027-06-21 Fixed 3.11000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200MYV9 14273.83000000 PA USD 14531.68000000 0.000319656623 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N INTEGRITY RE LTD N/A 45833UAH4 1500000.00000000 PA USD 1490850.00000000 0.032794561791 Long DBT CORP BM Y 2 2025-06-06 Floating 17.36066600 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AJ6 15090000.00000000 PA USD 14859961.10000000 0.326877896849 Long DBT CORP US N 2 2033-01-15 Fixed 5.70000000 N N N N N N MYSTIC RE IV LTD N/A 62865LAD9 3400000.00000000 PA USD 3447600.00000000 0.075837630367 Long DBT CORP BM N 2 2026-01-08 Floating 14.53326800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382D3E2 10043.48000000 PA USD 9995.63000000 0.000219876114 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 5.72000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 4092000.00000000 PA USD 3570699.82000000 0.078545484714 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAB6 18801063.58000000 PA USD 15726148.32000000 0.345931611380 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8WS8 99567.90000000 PA USD 102610.94000000 0.002257155858 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XNG7 4403079.15000000 PA USD 4371794.39000000 0.096167341626 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N Bayview Commercial Asset Trust N/A 07325XAN0 1941526.57000000 PA USD 0.19000000 0.000000004179 Long ABS-MBS CORP US N 3 2037-07-25 Variable 0.01000000 N N N N N N ATLAS CAPITAL DAC 635400CBPJFGGWD2AH20 049207AA1 2000000.00000000 PA USD 1948000.00000000 0.042850592863 Long DBT CORP IE Y 2 2026-06-05 Floating 12.58599700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418B3E4 299952.17000000 PA USD 284790.92000000 0.006264609735 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390YPN2 123.45000000 PA USD 126.95000000 0.000002792547 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.00000000 N N N N N N BLUE RIDGE RE LTD N/A 096003AB4 1750000.00000000 PA USD 1721125.00000000 0.037859972608 Long DBT CORP BM Y 2 2027-01-08 Floating 13.37368100 N N N N N N Rate Mortgage Trust N/A 75409XDB9 2636138.58000000 PA USD 2045433.70000000 0.044993863813 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.70280800 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 33975CAP0 1500000.00000000 PA USD 1485000.00000000 0.032665878029 Long DBT CORP BM Y 2 2027-03-12 Floating 19.37368100 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAP1 1654000.00000000 PA USD 1361611.42000000 0.029951671764 Long DBT CORP LU N 2 2032-05-15 Fixed 3.00000000 N N N N N N FREEDOM MORTGAGE HOLD N/A 35641AAA6 5835000.00000000 PA USD 5831232.52000000 0.128270929469 Long DBT CORP US N 2 2029-02-01 Fixed 9.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSDC3 10364961.67000000 PA USD 9391551.32000000 0.206588060559 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 35041JAB1 3440000.00000000 PA USD 3363534.99000000 0.073988433489 Long ABS-O CORP US N 2 2034-11-15 Fixed 4.22000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209SAN1 970.94000000 PA USD 970.63000000 0.000021351165 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DAP6 353.45000000 PA USD 358.69000000 0.000007890184 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YBWS8 206340.43000000 PA USD 174203.99000000 0.003832004235 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N EDWARDS LIFESCIENCES COR YA13X31F3V31L8TMPR58 28176EAD0 2139000.00000000 PA USD 2067084.27000000 0.045470116256 Long DBT CORP US N 2 2028-06-15 Fixed 4.30000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAG9 8169000.00000000 PA USD 7143283.45000000 0.157132408020 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H032670 800000.00000000 PA USD 718250.00000000 0.015799506326 Long ABS-MBS USGA US N 2 2054-07-15 Fixed 3.50000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AC7 1875000.00000000 PA USD 1911308.31000000 0.042043477529 Long DBT CORP US N 2 2032-01-25 Fixed 6.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184QTQ7 611051.40000000 PA USD 574295.05000000 0.012632897007 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRSA5 4115950.28000000 PA USD 4063259.94000000 0.089380440137 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C06Z0 296298.88000000 PA USD 299051.91000000 0.006578311930 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290V4D3 32160.04000000 PA USD 32506.03000000 0.000715042431 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8M26 99774.23000000 PA USD 102044.74000000 0.002244701030 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N COMMONBOND STUDENT LOAN TRUST 549300KDXV3I7WKXA522 20268KAB6 160863.27000000 PA USD 158416.48000000 0.003484722837 Long ABS-O CORP US N 2 2042-09-25 Floating 6.10971000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213M3E6 2495.54000000 PA USD 2567.91000000 0.000056486892 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200A3A5 95471.23000000 PA USD 97198.86000000 0.002138105121 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 5250000.00000000 PA USD 4392283.35000000 0.096618041874 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N Homeward Opportunities Fund I N/A 43789XAC8 3990000.00000000 PA USD 3798296.06000000 0.083551970247 Long ABS-MBS CORP US N 2 2065-05-25 Variable 3.19600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210PXH2 3396.32000000 PA USD 3436.15000000 0.000075585762 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298HRL4 111.53000000 PA USD 114.58000000 0.000002520441 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMLF2 256029.55000000 PA USD 258160.87000000 0.005678822553 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AG2K9 214000.00000000 PA USD 219516.59000000 0.004828755659 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379U5F9 15879869.00000000 PA USD 570471.59000000 0.012548791500 Long ABS-MBS USGA US N 2 2058-10-16 Variable 0.63235000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BNA2 3283.48000000 PA USD 3356.71000000 0.000073838302 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W9MG3 199535.17000000 PA USD 203927.17000000 0.004485831691 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BD1 2800000.00000000 PA USD 2741002.40000000 0.060294444496 Long DBT CORP GB N 2 2033-05-02 Fixed 5.50000000 N N N N N N Sequoia Mortgage Trust 549300FECQ7XLTBL1027 81746WAA6 58389.50000000 PA USD 56854.80000000 0.001250647786 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 18900000.00000000 PA USD 16820743.72000000 0.370009671871 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAM8 7335000.00000000 PA USD 7346913.80000000 0.161611710496 Long DBT CORP US N 2 2033-05-15 Fixed 5.15000000 N N N N N N Blackbird Capital Aircraft N/A 09229CAA7 7037650.09000000 PA USD 6296092.90000000 0.138496567499 Long ABS-O CORP US N 2 2046-07-15 Fixed 2.44300000 N N N N N N FannieMae Grantor Trust N/A 31393X7K7 133467.49000000 PA USD 132881.30000000 0.002923019756 Long ABS-MBS USGSE US N 2 2043-07-25 Variable 4.70993000 N N N N N N SBA TOWER TRUST N/A 78403DAH3 6975000.00000000 PA USD 6929891.28000000 0.152438372601 Long DBT CORP US N 2 2049-10-15 Variable 3.86900000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAK6 6464000.00000000 PA USD 6763865.35000000 0.148786262985 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YXNB3 99727.67000000 PA USD 102775.76000000 0.002260781441 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050676 12000000.00000000 PA USD 11596875.00000000 0.255099060119 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 5.00000000 N N N N N N Lion Rock Re 2021, 12/31/24 N/A 000000000 500000.00000000 PA USD 22000.00000000 0.000483938933 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D5D9 40687.95000000 PA USD 41673.36000000 0.000916698245 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E2E9 11744738.68000000 PA USD 11779708.52000000 0.259120890061 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WFF51 538794.00000000 PA USD 551491.43000000 0.012131280664 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Small Business Administration N/A 83162CRS4 45845.89000000 PA USD 45398.02000000 0.000998630427 Long ABS-MBS USGA US N 2 2028-04-01 Fixed 5.37000000 N N N N N N GLS Auto Receivables Trust N/A 37964VAF4 5210000.00000000 PA USD 5254242.80000000 0.115578757201 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.19000000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189WAS9 1970000.00000000 PA USD 1950661.55000000 0.042909139575 Long DBT CORP US N 2 2034-07-01 Fixed 5.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290N6N7 18110.51000000 PA USD 18129.42000000 0.000398796917 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AFVM5 300000.00000000 PA USD 309985.48000000 0.006818820121 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNWF7 2609177.79000000 PA USD 2267700.79000000 0.049883122837 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YPWD0 227844.68000000 PA USD 192465.79000000 0.004233713145 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AK8 8480000.00000000 PA USD 8766605.60000000 0.192840989404 Long DBT CORP CA N 2 2028-12-04 Fixed 6.31900000 N N N N N N FREMF Mortgage Trust N/A 302960AG4 3244608.93000000 PA USD 3074066.77000000 0.067620936137 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 7.88881000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BB3 668000.00000000 PA USD 647672.15000000 0.014246989532 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N Sequoia Mortgage Trust N/A 81744NAJ9 309042.96000000 PA USD 293963.30000000 0.006466376635 Long ABS-MBS CORP US N 2 2042-12-25 Variable 3.70477700 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DLF6 2528.39000000 PA USD 2630.00000000 0.000057852699 Long ABS-MBS USGA US N 2 2031-01-20 Fixed 7.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 2720000.00000000 PA USD 2616554.59000000 0.057556938111 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DBJ9 4377.29000000 PA USD 4442.18000000 0.000097715629 Long ABS-MBS USGA US N 2 2029-04-20 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176EBG5 193389.38000000 PA USD 185933.91000000 0.004090029916 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404SBE4 7906.63000000 PA USD 8049.87000000 0.000177074795 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176KBA4 22409.29000000 PA USD 21009.72000000 0.000462155522 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Small Business Administration N/A 83162CSE4 29009.92000000 PA USD 28923.85000000 0.000636244414 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 6.22000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BWX57 466586.99000000 PA USD 465358.41000000 0.010236593307 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAP5 4865000.00000000 PA USD 4689922.22000000 0.103165270847 Long DBT CORP US N 2 2029-01-26 Fixed 4.40000000 N N N N N N Mill City Mortgage Trust N/A 59981BAJ3 7800000.00000000 PA USD 6480725.94000000 0.142557981886 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NM6J1 1950762.07000000 PA USD 2005240.14000000 0.044109717059 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N La Hipotecaria SA N/A 50346VAA7 1056459.56000000 PA USD 945531.31000000 0.020799064273 Long ABS-MBS NUSS PA N 2 2046-01-15 Fixed 3.35750000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JP51 10677.00000000 PA USD 10879.51000000 0.000239319021 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DAB7 13224.12000000 PA USD 13467.42000000 0.000296245857 Long ABS-MBS USGA US N 2 2029-01-20 Fixed 7.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 2800000.00000000 PA USD 2329840.21000000 0.051250017595 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052664 284200000.00000000 PA USD 280298164.20000000 6.165781578281 Long ABS-MBS USGSE US N 2 2054-06-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSC26 3049181.29000000 PA USD 2885797.22000000 0.063479528624 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Welk Resorts LLC N/A 94946DAD3 221698.75000000 PA USD 211573.55000000 0.004654030827 Long ABS-O CORP US N 2 2038-06-15 Fixed 4.03000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9QY3 48082104.78000000 PA USD 38723858.76000000 0.851817405454 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389FZ62 8606.61000000 PA USD 8801.24000000 0.000193602850 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N Homeward Opportunities Fund I N/A 43789XAD6 2185000.00000000 PA USD 2031144.54000000 0.044679541955 Long ABS-MBS CORP US N 2 2065-05-25 Variable 3.89700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406AHJ4 23760.70000000 PA USD 23437.92000000 0.000515569182 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WFJ65 481479.00000000 PA USD 499420.66000000 0.010985868259 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WAGF9 199699.83000000 PA USD 205384.80000000 0.004517895505 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ACW41 200000.00000000 PA USD 206510.26000000 0.004542652501 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Provident Funding Mortgage Tru N/A 74387MAY5 2748205.61000000 PA USD 2209380.60000000 0.048600240539 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.63655000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202SGX0 33929.57000000 PA USD 34556.48000000 0.000760146640 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Cascade Funding Mortgage Trust 9845005986F840FBE847 12530XAB7 2480000.00000000 PA USD 2249088.69000000 0.049473708300 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36208PYY8 1603.66000000 PA USD 1641.88000000 0.000036116802 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200TEX2 5579.97000000 PA USD 5587.53000000 0.000122910150 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 3775732.16000000 PA USD 3256854.43000000 0.071641757287 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFM2 5590000.00000000 PA USD 5528486.24000000 0.121611351653 Long DBT CORP US N 2 2039-02-07 Fixed 5.94200000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBV0 4840000.00000000 PA USD 4821906.05000000 0.106068548754 Long DBT CORP JP N 2 2034-07-03 Fixed 5.78300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225ASV3 4744.94000000 PA USD 4805.11000000 0.000105699082 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C7Z42 648500.09000000 PA USD 653725.33000000 0.014380142690 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A0A82 4193353.75000000 PA USD 4310792.90000000 0.094825478170 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27955HAB6 624097.00000000 PA USD 120637.95000000 0.002653700040 Long DBT CORP BM Y 3 2025-03-21 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMYW9 587867.60000000 PA USD 503879.24000000 0.011083944643 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HWM3 26.07000000 PA USD 26.56000000 0.000000584246 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAY35 99680.75000000 PA USD 102109.79000000 0.002246131950 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAV7 3200000.00000000 PA USD 3340734.37000000 0.073486883138 Long DBT CORP ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPXT0 1775091.92000000 PA USD 1474522.01000000 0.032435391334 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HR75 9611.04000000 PA USD 9852.88000000 0.000216736010 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200Q3R3 828.30000000 PA USD 840.30000000 0.000018484267 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290R6J7 550.34000000 PA USD 569.02000000 0.000012516860 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 2500000.00000000 PA USD 2486726.10000000 0.054701071701 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369AEG3 10858.00000000 PA USD 326073.49000000 0.007172711685 Long DBT CORP BM Y 3 2027-12-01 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212YMU4 9801.88000000 PA USD 9814.24000000 0.000215886038 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 7.50000000 N N N N N N MARLON LTD 98450044CD0YE4DAFC06 571253AA1 250000.00000000 PA USD 249925.00000000 0.005497656273 Long DBT CORP BM Y 2 2027-06-07 Floating 12.37368100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXKM3 302668.50000000 PA USD 267159.46000000 0.005876766555 Long ABS-MBS USGSE US N 2 2058-08-01 Fixed 3.50000000 N N N N N N Cascade Funding Mortgage Trust N/A 14727QAA3 960869.88000000 PA USD 951750.74000000 0.020935874469 Long ABS-MBS CORP US N 2 2068-10-25 Variable 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDY6 12921449.87000000 PA USD 10561220.03000000 0.232317525485 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201Q7B3 2063.28000000 PA USD 2071.76000000 0.000045572969 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052474 15000000.00000000 PA USD 15027291.30000000 0.330558696784 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413YL82 6867.38000000 PA USD 7022.68000000 0.000154479466 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200MXB4 8755.42000000 PA USD 8907.35000000 0.000195936975 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ASLK7 179724.90000000 PA USD 164666.12000000 0.003622197570 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 4.00000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AU9 8260000.00000000 PA USD 8246124.85000000 0.181391857622 Long DBT CORP CA N 2 2031-06-01 Fixed 8.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSC75 304216.04000000 PA USD 305328.51000000 0.006716379708 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36230UEZ8 16746.99000000 PA USD 15833.37000000 0.000348290190 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401HES7 3934.88000000 PA USD 3944.96000000 0.000086778169 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A0AY5 486070.61000000 PA USD 488962.05000000 0.010755807869 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N First Eagle BSL CLO LLC N/A 32010GAA3 1000000.00000000 PA USD 978157.00000000 0.021516738892 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 13.28617000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAC7 6560000.00000000 PA USD 5729897.60000000 0.126041842508 Long DBT NUSS N/A N 2 2031-10-22 Fixed 4.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210A4U8 2057.26000000 PA USD 2111.00000000 0.000046436140 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162UAV2 7340000.00000000 PA USD 6973118.91000000 0.153389260472 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 3.96280000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BXCA7 371491.90000000 PA USD 376242.45000000 0.008276289549 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N NMEF Funding LLC N/A 62919TAD8 2228113.72000000 PA USD 2208530.83000000 0.048581547958 Long ABS-O CORP US N 2 2027-12-15 Fixed 2.58000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201TLS4 7411.90000000 PA USD 7515.02000000 0.000165309580 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200DHP1 1936.45000000 PA USD 1962.04000000 0.000043159433 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N KENDALL RE LTD N/A 48878QAD2 1000000.00000000 PA USD 999500.00000000 0.021986225650 Long DBT CORP BM Y 2 2027-04-30 Floating 11.62368100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201KHW9 2115.04000000 PA USD 2133.50000000 0.000046931077 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 1830000.00000000 PA USD 1819338.60000000 0.040020399193 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AM4 2580000.00000000 PA USD 2586220.17000000 0.056889665071 Long DBT CORP CA N 2 2027-03-13 Fixed 5.64300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A6DW8 361892.92000000 PA USD 334917.04000000 0.007367245238 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C8ED3 649716.30000000 PA USD 672000.09000000 0.014782136684 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202C6L2 14877.00000000 PA USD 15150.71000000 0.000333273565 Long ABS-MBS USGA US N 2 2028-11-20 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201LUD4 32610.82000000 PA USD 33467.51000000 0.000736192322 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 2114.00000000 NC USD 1056151.98000000 0.023232411959 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 2024-09-19 231450827.34000000 USD 1056151.98000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRPK6 954495.42000000 PA USD 982412.23000000 0.021610342141 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617AVXD5 611891.54000000 PA USD 567999.31000000 0.012494408203 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJ46 74948779.18000000 PA USD 73929552.98000000 1.626244956529 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 18980000.00000000 PA USD 16146996.99000000 0.355189113955 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFHG4 48829.75000000 PA USD 41220.35000000 0.000906733283 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 2.50000000 N N N N N N FREMF Mortgage Trust N/A 30318WAL7 9000000.00000000 PA USD 40539.60000000 0.000891758672 Long ABS-MBS CORP US N 2 2031-01-25 Fixed 0.10000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656TAE8 2350000.00000000 PA USD 1697811.55000000 0.037347141420 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.25000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AP6 4410000.00000000 PA USD 4450587.96000000 0.097900581456 Long DBT CORP US N 2 2034-06-15 Fixed 5.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H042679 100000.00000000 PA USD 95061.96000000 0.002091099252 Long ABS-MBS USGA US N 2 2054-07-15 Fixed 4.50000000 N N N N N N Woodward Capital Management N/A 74938XAR0 12685000.00000000 PA USD 8706545.10000000 0.191519825116 Long ABS-MBS CORP US N 2 2052-05-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M9AV9 205263.63000000 PA USD 210929.70000000 0.004639867914 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.50000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBH1 6127000.00000000 PA USD 5955444.00000000 0.131003237250 Long DBT NUSS SA N 2 2054-01-16 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSC42 37236.21000000 PA USD 36045.28000000 0.000792896107 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162QAN9 2615000.00000000 PA USD 1486111.04000000 0.032690317825 Long ABS-MBS CORP US N 2 2048-09-15 Variable 3.38738800 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAS1 2130000.00000000 PA USD 2135090.72000000 0.046966069388 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSC59 4502.27000000 PA USD 4453.47000000 0.000097963978 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CADU1 614470.63000000 PA USD 628335.59000000 0.013821638885 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202XTP2 22686.93000000 PA USD 23097.72000000 0.000508085726 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209FPE3 11805.11000000 PA USD 11849.62000000 0.000260658748 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKX6 403617.28000000 PA USD 361215.41000000 0.007945736380 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N LIGHTNING RE SERIES 2023 N/A 532242AA2 1000000.00000000 PA USD 997100.00000000 0.021933432312 Long DBT CORP BM Y 2 2026-03-31 Floating 16.36066600 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BE7 3455000.00000000 PA USD 3869226.86000000 0.085112250962 Long DBT CORP CH N 2 N/A Fixed 9.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406H7C5 40534.56000000 PA USD 39983.88000000 0.000879534375 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SNW3 1136803.70000000 PA USD 1068824.92000000 0.023511181462 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 4.00000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 4880000.00000000 PA USD 4117261.61000000 0.090568326982 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N TORRICELLI RE 2023 N/A 000000000 4500000.00000000 PA USD 5971761.00000000 0.131362165959 Long DBT CORP BM Y 3 2029-06-30 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQMA1 1380591.62000000 PA USD 1396596.31000000 0.030721242235 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213CXM7 15920.04000000 PA USD 15431.81000000 0.000339456985 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NBY21 559513.02000000 PA USD 562475.22000000 0.012372893556 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AK9 2810000.00000000 PA USD 2617627.57000000 0.057580540693 Long DBT CORP US N 2 2027-08-01 Fixed 3.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290SGF2 7977.74000000 PA USD 8044.34000000 0.000176953151 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMC95 5648351.17000000 PA USD 4721952.22000000 0.103869841940 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 2.50000000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAC1 2700000.00000000 PA USD 2343212.63000000 0.051544173716 Long DBT CORP US N 2 2031-04-06 Fixed 4.62500000 N N N N N N RMF Buyout Issuance Trust N/A 74969TAD2 3000000.00000000 PA USD 2641267.20000000 0.058100546935 Long ABS-O CORP US N 2 2031-11-25 Variable 3.68950000 N N N N N N Walton Health Re 2019, 6/30/22 N/A 000000000 350000.00000000 PA USD 73457.77000000 0.001615867040 Long DBT CORP BM Y 3 2025-06-30 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202C3M3 3186.82000000 PA USD 3245.45000000 0.000071390891 Long ABS-MBS USGA US N 2 2028-06-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5SF7 1678729.73000000 PA USD 1475107.55000000 0.032448271588 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ABQR0 219895.87000000 PA USD 213675.94000000 0.004700277571 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176N2L4 1084.48000000 PA USD 1014.60000000 0.000022318383 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQ36 1148548.90000000 PA USD 977285.21000000 0.021497561932 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H020675 10000000.00000000 PA USD 8091406.30000000 0.177988478980 Long ABS-MBS USGA US N 2 2054-07-15 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210AMQ7 259.59000000 PA USD 263.76000000 0.000005801987 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 7.00000000 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAE2 1100000.00000000 PA USD 1103850.00000000 0.024281636002 Long DBT CORP BM Y 2 2026-04-28 Floating 13.79368100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201RX71 31843.04000000 PA USD 31011.27000000 0.000682161860 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSAZ7 601218.25000000 PA USD 614106.54000000 0.013508639281 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DJ75 43607.76000000 PA USD 43767.55000000 0.000962764612 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DJA0 2971.82000000 PA USD 3058.71000000 0.000067283129 Long ABS-MBS USGA US N 2 2030-08-20 Fixed 7.50000000 N N N N N N HIGH POINT RE LTD N/A 429932AA4 3500000.00000000 PA USD 3455200.00000000 0.076004809271 Long DBT CORP BM Y 2 2027-01-06 Floating 11.12368100 N N N N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CAG1 250000.00000000 PA USD 244000.00000000 0.005367322720 Long DBT CORP BM Y 2 2027-07-08 Floating 6.87368100 N N N N N N COMM Mortgage Trust N/A 12632QAY9 4380569.35000000 PA USD 176.98000000 0.000003893068 Long ABS-MBS CORP US N 2 2047-07-15 Variable 0.93004200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N7UJ7 868201.03000000 PA USD 844907.77000000 0.018585625697 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 10240000.00000000 PA USD 9001613.21000000 0.198010504504 Long DBT CORP GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FMN5 36057.84000000 PA USD 30264.11000000 0.000665726414 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176UCZ6 936.76000000 PA USD 888.31000000 0.000019540354 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNLW0 7904912.05000000 PA USD 6194352.72000000 0.136258565943 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ACJU8 235809.05000000 PA USD 244653.18000000 0.005381690867 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001VAU4 2795000.00000000 PA USD 2514495.48000000 0.055311920980 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.31100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295PUZ3 12414.30000000 PA USD 12809.83000000 0.000281780703 Long ABS-MBS USGA US N 2 2037-11-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AE6E4 263550.00000000 PA USD 268726.46000000 0.005911236205 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 1440000.00000000 PA USD 1576938.86000000 0.034688277751 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ACAR4 193752.54000000 PA USD 201147.40000000 0.004424684467 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCLK4 2053444.31000000 PA USD 421434.95000000 0.009270399107 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 4.00000000 N N N N N N SANDERS RE III LTD N/A 80000YAA5 1000000.00000000 PA USD 1009300.00000000 0.022201798448 Long DBT CORP BM N 2 2027-04-07 Floating 11.64368100 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AK7 9700000.00000000 PA USD 7998587.21000000 0.175946716641 Long DBT CORP JP N 2 2051-09-16 Fixed 2.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSCY6 34137.13000000 PA USD 34261.65000000 0.000753661198 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Oportun Funding LLC N/A 68377BAC1 1260574.71000000 PA USD 1220996.32000000 0.026858529874 Long ABS-O CORP US N 2 2028-03-08 Fixed 3.44000000 N N N N N N MANGROVE RISK SOLUTIONS N/A 000000000 250000.00000000 PA USD 230000.00000000 0.005059361580 Long DBT CORP BM Y 3 2025-05-10 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201GTL9 5031.17000000 PA USD 5120.91000000 0.000112645805 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W9ZT1 99839.35000000 PA USD 102890.87000000 0.002263313541 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Finance of America Structured N/A 31740FAB2 4966900.50000000 PA USD 4589944.54000000 0.100966039398 Long ABS-O CORP US N 2 2071-09-25 Variable 1.75000000 N N N N N N Cascade MH Asset Trust N/A 14731QAC3 3773000.00000000 PA USD 2836863.24000000 0.062403116892 Long ABS-O CORP US N 2 2046-02-25 Fixed 2.99200000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AW6 2630000.00000000 PA USD 2632809.84000000 0.057914508491 Long DBT CORP US N 2 2034-02-20 Fixed 5.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290TA66 42063.81000000 PA USD 43006.18000000 0.000946016586 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAA6 1735000.00000000 PA USD 1614193.82000000 0.035507783461 Long DBT CORP NO N 2 2026-07-15 Fixed 2.00000000 N N N N N N Viribus Re 2020, 12/31/23 N/A 000000000 4139570.00000000 PA USD 137433.72000000 0.003023160360 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EBT5 15463.33000000 PA USD 15102.72000000 0.000332217918 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 4.50000000 N N N N N N La Hipotecaria SA N/A 50346RAA6 260540.15000000 PA USD 249467.19000000 0.005487585724 Long ABS-MBS NUSS PA N 2 2039-09-08 Floating 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183HVJ1 95785.38000000 PA USD 89697.65000000 0.001973099322 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 4.00000000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AJ7 11070000.00000000 PA USD 9196266.23000000 0.202292330639 Long DBT CORP US N 2 2031-12-01 Fixed 2.65000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAG8 15890000.00000000 PA USD 15741783.48000000 0.346275541501 Long DBT CORP GB N 2 2030-02-01 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691DAA5 6330000.00000000 PA USD 5546051.66000000 0.121997742136 Long ABS-MBS CORP US N 2 2040-07-11 Variable 4.41853300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209KU97 14664.80000000 PA USD 14936.93000000 0.000328570999 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N SOHO Trust 2021-SOHO N/A 83410JAA6 2375000.00000000 PA USD 1660441.11000000 0.036525095471 Long ABS-MBS CORP US N 2 2038-08-10 Variable 2.78647500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNLQ5 961416.42000000 PA USD 818126.22000000 0.017996505936 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCC7 4690000.00000000 PA USD 4682281.29000000 0.102997191596 Long DBT CORP CA N 2 2034-04-05 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FRQB4 145945.81000000 PA USD 141042.45000000 0.003102542403 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N Woodward Capital Management N/A 74938DBB8 3154783.05000000 PA USD 2473176.40000000 0.054403015911 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BD1 2270000.00000000 PA USD 2505717.19000000 0.055118822966 Long DBT CORP US N 2 2031-06-15 Fixed 7.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7W84 99469.12000000 PA USD 101952.23000000 0.002242666067 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AF2 1530000.00000000 PA USD 1522585.77000000 0.033492660641 Long DBT CORP CA N 2 2026-06-15 Variable 5.36500000 N N N N N N Taubman Centers Commercial Mor N/A 87666YAC1 9760000.00000000 PA USD 9814900.00000000 0.215900556414 Long ABS-MBS CORP US N 2 2037-05-15 Floating 8.26084000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 24912977.47000000 PA USD 20399227.27000000 0.448726377040 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N J.G. Wentworth XLIII LLC N/A 46650XAA1 4569453.03000000 PA USD 4070374.63000000 0.089536943568 Long ABS-O CORP US N 2 2071-08-17 Fixed 3.82000000 N N N N N N OAKMONT RE 2024 N/A 000000000 2000000.00000000 PA USD 1869326.93000000 0.041120003699 Long DBT CORP BM Y 3 2030-04-01 Floating 0.01000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAS9 5045000.00000000 PA USD 5071274.76000000 0.111553968192 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSDA7 2659406.27000000 PA USD 2326600.80000000 0.051178759566 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N MVW 2020-1 LLC N/A 55400EAC3 249018.96000000 PA USD 239636.90000000 0.005271346630 Long ABS-O CORP US N 2 2037-10-20 Fixed 4.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407QPU4 64242.17000000 PA USD 64924.16000000 0.001428151307 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAN6 3430000.00000000 PA USD 3060028.20000000 0.067312126565 Long DBT CORP LU N 2 2029-02-02 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NZT1 7728.92000000 PA USD 7976.44000000 0.000175459539 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N HPEFS Equipment Trust N/A 44328UAF3 3090000.00000000 PA USD 3141298.02000000 0.069099837021 Long ABS-O CORP US N 2 2031-07-21 Fixed 6.97000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CNHE5 199229.88000000 PA USD 203529.77000000 0.004477089994 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAPD8 1013036.92000000 PA USD 884288.69000000 0.019451896626 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BF1 4124000.00000000 PA USD 4111114.19000000 0.090433100806 Long DBT CORP US N 2 2030-01-23 Fixed 5.84100000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAJ3 3900000.00000000 PA USD 3915419.66000000 0.086128364342 Long DBT CORP US N 2 2027-05-20 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN3N1 1539077.59000000 PA USD 1502207.76000000 0.033044400985 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHSS9 10448195.91000000 PA USD 8193188.95000000 0.180227414758 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AN3 3755000.00000000 PA USD 3838901.53000000 0.084445177877 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389AW90 29424.32000000 PA USD 30268.95000000 0.000665832881 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210VNN7 6873.23000000 PA USD 6892.32000000 0.000151611908 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.00000000 N N N N N N GAMBOGE RE 2023 N/A 000000000 5750000.00000000 PA USD 54282.91000000 0.001194073344 Long DBT CORP BM Y 3 2029-03-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8JG3 873142.28000000 PA USD 696191.48000000 0.015314280115 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AASN8 298411.76000000 PA USD 305943.37000000 0.006729904921 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36208WEG4 3339.68000000 PA USD 3357.48000000 0.000073855240 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202SVV7 13781.87000000 PA USD 13359.80000000 0.000293878516 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NEAF2 285694.00000000 PA USD 288550.98000000 0.006347320618 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DHW4 752.85000000 PA USD 762.97000000 0.000016783222 Long ABS-MBS USGA US N 2 2030-07-20 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8XS7 398970.54000000 PA USD 409040.32000000 0.008997751651 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Tricon American Homes N/A 89613JAJ9 5650000.00000000 PA USD 5029280.83000000 0.110630218296 Long ABS-O CORP US N 2 2039-11-17 Fixed 2.73000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DF8 8360000.00000000 PA USD 8325782.52000000 0.183144105253 Long DBT CORP JP N 2 2035-04-17 Fixed 5.42600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213UQT0 1587.96000000 PA USD 1604.10000000 0.000035285747 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGFT7 207000.00000000 PA USD 213956.36000000 0.004706446033 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N SUNTORY HOLDINGS LTD 54930074QUY8RD0UZM08 86803UAE1 5405000.00000000 PA USD 5419817.86000000 0.119220948928 Long DBT CORP JP N 2 2029-06-11 Fixed 5.12400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NDU88 233942.69000000 PA USD 235678.59000000 0.005184274798 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AP3 6575000.00000000 PA USD 6678838.78000000 0.146915914456 Long DBT CORP GB N 2 2034-06-01 Fixed 6.47500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9KV2 3991388.30000000 PA USD 3877181.63000000 0.085287233821 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183XRD4 775036.60000000 PA USD 724992.35000000 0.015947819311 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AJ7 13515000.00000000 PA USD 11653939.09000000 0.256354311704 Long DBT CORP US N 2 2032-09-01 Fixed 3.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C6PG4 124734.72000000 PA USD 120700.92000000 0.002655085205 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E7C8 17778304.04000000 PA USD 18096575.68000000 0.398074433616 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YUSH5 35730.13000000 PA USD 33816.39000000 0.000743866714 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297RD61 34812.11000000 PA USD 35223.22000000 0.000774813069 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KBT7 2388.00000000 PA USD 2455.97000000 0.000054024522 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSKU7 84274.86000000 PA USD 86434.59000000 0.001901321060 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DV32 22636.56000000 PA USD 22992.13000000 0.000505763039 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADGU9 699355.63000000 PA USD 717007.20000000 0.015772168176 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N Commerical Equipment Finance 2 N/A 20166QAC4 4405000.00000000 PA USD 4283333.02000000 0.094221437032 Long ABS-O CORP US N 2 2028-12-15 Fixed 3.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NEU1 2842.37000000 PA USD 2755.35000000 0.000060610051 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NEGS8 1437009.54000000 PA USD 1432906.36000000 0.031519962548 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 3640000.00000000 PA USD 3634803.46000000 0.079955586859 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N La Hipotecaria SA 549300QTY6BN40RR3018 50346EAA5 1543349.16000000 PA USD 1435314.72000000 0.031572939783 Long ABS-MBS NUSS PA N 2 2042-11-24 Floating 3.50800000 N N N N N N Foundation Finance Trust 549300MQ65NOVQXYNB21 35041LAA8 1817232.89000000 PA USD 1652182.17000000 0.036343421716 Long ABS-O CORP US N 2 2041-05-15 Fixed 1.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNY6 148296.70000000 PA USD 134912.76000000 0.002967706237 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92L3 299106.35000000 PA USD 306147.08000000 0.006734385976 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Home Re Ltd 254900GFKVQN72ENGJ20 43731AAA1 1782124.07000000 PA USD 1782960.06000000 0.039220172290 Long ABS-MBS CORP BM N 2 2029-05-25 Floating 7.09983000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BND6 3612.44000000 PA USD 3721.53000000 0.000081863330 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HQ49 2862.47000000 PA USD 2927.14000000 0.000064388955 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AP5 250000.00000000 PA USD 245975.00000000 0.005410767237 Long DBT CORP BM Y 2 2027-06-07 Floating 13.12368100 N N N N N N Sequoia Mortgage Trust N/A 81749CAG4 4725000.00000000 PA USD 3014988.48000000 0.066321377743 Long ABS-MBS CORP US N 2 2052-02-25 Variable 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209PLN5 17951.92000000 PA USD 18026.22000000 0.000396526803 Long ABS-MBS USGA US N 2 2028-07-20 Fixed 5.90000000 N N N N N N Merion Re 2021-2, 12/31/24 N/A 000000000 9000000.00000000 PA USD 1080000.00000000 0.023757002203 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QQY63 89904.77000000 PA USD 81825.66000000 0.001799937393 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210BG82 276.98000000 PA USD 280.18000000 0.000006163182 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAC1 3944000.00000000 PA USD 3498114.63000000 0.076948812012 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N HGI CRE CLO Ltd N/A 40390JAE2 3440000.00000000 PA USD 3322561.84000000 0.073087137920 Long ABS-CBDO CORP KY N 2 2036-09-17 Floating 7.24332000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JNUZ1 28025.98000000 PA USD 25302.31000000 0.000556580587 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGR84 3038004.86000000 PA USD 2707307.40000000 0.059553248025 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DMB4 1461.38000000 PA USD 1488.27000000 0.000032737808 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 7.00000000 N N N N N N Exeter Automobile Receivables N/A 30168DAF3 11290000.00000000 PA USD 11623066.29000000 0.255675195799 Long ABS-O CORP US N 2 2030-02-15 Fixed 7.13000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AT2 5420000.00000000 PA USD 5420797.77000000 0.119242504228 Long DBT CORP US N 2 2034-05-09 Fixed 5.65000000 N N N N N N MFRA Trust N/A 552754AC7 98761.88000000 PA USD 90286.69000000 0.001986056567 Long ABS-MBS CORP US N 2 2049-08-25 Variable 2.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36230M3Y1 13707.74000000 PA USD 12852.03000000 0.000282708986 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210NUQ0 21745.83000000 PA USD 21913.35000000 0.000482032874 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DUW9 10764.21000000 PA USD 11115.64000000 0.000244513225 Long ABS-MBS USGA US N 2 2032-10-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NDYR2 1744220.86000000 PA USD 1724646.62000000 0.037937438473 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Saluda Grade Alternative Mortg N/A 79582DAB7 11663255.06000000 PA USD 10642720.24000000 0.234110303882 Long ABS-O CORP US N 2 2051-10-25 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NM6K8 2640443.33000000 PA USD 2721630.20000000 0.059868309869 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHXV4 2471628.75000000 PA USD 2475636.27000000 0.054457126223 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 5.50000000 N N N N N N EASTERN POWER LLC 5493000R3E1L1VM1V279 87264NAB3 317487.30950000 PA USD 314841.69000000 0.006925643262 Long LON CORP US N 2 2025-10-02 Floating 9.20841000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200Q2S2 5185.16000000 PA USD 5268.51000000 0.000115892595 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Upstart Securitization Trust N/A 91679UAC6 65278.01000000 PA USD 65190.71000000 0.001434014667 Long ABS-O CORP US N 2 2030-04-22 Fixed 4.89900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LPN0 1590.23000000 PA USD 1506.21000000 0.000033132439 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BN5X7 868589.08000000 PA USD 882709.76000000 0.019417164549 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A9F54 93662.08000000 PA USD 96025.97000000 0.002112304797 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QR29 403645.48000000 PA USD 391715.94000000 0.008616663379 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.50000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AX7 1960000.00000000 PA USD 1971593.11000000 0.043369575795 Long DBT CORP US N 2 2035-01-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YSZ1 759.66000000 PA USD 749.95000000 0.000016496818 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 50374800.00000000 PA USD 32090321.81000000 0.705898005511 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N UAE INT'L GOVT BOND N/A 909378AC5 17015000.00000000 PA USD 16966269.04000000 0.373210824971 Long DBT NUSS AE N 2 2034-07-02 Fixed 4.85700000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAH7 1150000.00000000 PA USD 1152334.65000000 0.025348163721 Long DBT CORP ES N 2 2035-06-15 Fixed 6.03700000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAR8 9820000.00000000 PA USD 9759239.04000000 0.214676169794 Long DBT CORP US N 2 2029-01-11 Fixed 4.85000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46591ABD6 45714000.00000000 PA USD 216268.36000000 0.004757303615 Long ABS-MBS CORP US N 2 2051-06-15 Variable 0.20033200 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XNF9 4228091.82000000 PA USD 4122629.13000000 0.090686397523 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N AMER AIRLINE 21-1B PTT N/A 02376LAA3 1141800.00000000 PA USD 1054480.85000000 0.023195651737 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MRBR1 160048.68000000 PA USD 146608.22000000 0.003224973894 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210ARN9 37129.46000000 PA USD 37754.66000000 0.000830497722 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CG32 32357.75000000 PA USD 29608.17000000 0.000651297555 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N AXIS Equipment Finance Receiva 5493000K1GV1VHEHGY40 03236YAD7 3500000.00000000 PA USD 3554718.30000000 0.078193935635 Long ABS-O CORP US N 2 2029-12-20 Fixed 6.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMLP0 1371269.21000000 PA USD 1389454.87000000 0.030564150378 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YVEW5 38043.81000000 PA USD 31953.75000000 0.000702893804 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 2.50000000 N N N N N N Rate Mortgage Trust N/A 75409TDD4 3880983.63000000 PA USD 3062332.82000000 0.067362821808 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.71348900 N N N N N N Multifamily Structured Credit N/A 35563GAB5 6790000.00000000 PA USD 6868389.19000000 0.151085497334 Long ABS-MBS CORP US N 2 2051-11-25 Floating 9.33535000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182UNQ6 46012.92000000 PA USD 43348.90000000 0.000953555474 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 4.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DM4 3690000.00000000 PA USD 3786574.13000000 0.083294120324 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N Sussex Re 2020-1, 12/31/22 N/A 000000000 3609700.00000000 PA USD 4692.61000000 0.000103224394 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKL99 198710.66000000 PA USD 182618.28000000 0.004017095259 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8ZU0 273244.24000000 PA USD 280671.92000000 0.006174003168 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N MAYFLOWER RE LTD N/A 57839MAC2 1000000.00000000 PA USD 1000147.80000000 0.022000475452 Long DBT CORP BM Y 2 2027-07-08 Floating 0.01000000 N N N N N N URSA RE LTD 549300O8X4DWGDJZ6W59 90323WAL4 750000.00000000 PA USD 757875.00000000 0.016671146337 Long DBT CORP BM Y 2 2025-12-06 Floating 10.88409300 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27954UAB8 3500000.00000000 PA USD 3749200.00000000 0.082471993205 Long DBT CORP BM Y 3 2028-03-17 None 0.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAH6 5051000.00000000 PA USD 4186329.77000000 0.092087634787 Long DBT CORP FR N 2 2037-01-14 Fixed 3.64800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPXC6 1267892.12000000 PA USD 1036523.25000000 0.022800634383 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AE1 12416000.00000000 PA USD 11332397.45000000 0.249281288139 Long DBT CORP US N 2 2032-03-17 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389KKP5 2929.40000000 PA USD 3011.02000000 0.000066234082 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Bunker Hill Loan Depositary Tr N/A 12062RAC4 2985000.00000000 PA USD 2637212.28000000 0.058011349951 Long ABS-MBS CORP US N 2 2055-02-25 Variable 3.25300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8WJ8 99170.24000000 PA USD 101254.03000000 0.002227307605 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Carlyle Global Market Strategi N/A 14317VAY6 2750000.00000000 PA USD 2730032.25000000 0.060053131647 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 8.52856000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N7T91 420077.82000000 PA USD 407407.38000000 0.008961831504 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183XDS6 116343.27000000 PA USD 108266.54000000 0.002381563360 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HNMA7 579813.05000000 PA USD 465594.83000000 0.010241793890 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213CS27 6801.39000000 PA USD 7114.95000000 0.000156509150 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389GP79 3373.76000000 PA USD 3460.58000000 0.000076123154 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MQDA4 563307.53000000 PA USD 498936.73000000 0.010975223142 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNNF9 5294881.41000000 PA USD 4723724.30000000 0.103908822781 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C64J5 341625.78000000 PA USD 339300.37000000 0.007463666331 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N VIRIBUS RE 2024 N/A 000000000 333333.00000000 PA USD 386132.95000000 0.008493853096 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N RMF Proprietary Issuance Trust N/A 74969VAA3 4185295.03000000 PA USD 3604159.28000000 0.079281499960 Long ABS-MBS CORP US N 2 2061-09-25 Variable 2.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9MF8 3189207.36000000 PA USD 2845163.32000000 0.062585695613 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NEQD0 1649350.32000000 PA USD 1696498.24000000 0.037318252246 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201AY77 1680.40000000 PA USD 1696.66000000 0.000037321810 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201DJE3 2983.02000000 PA USD 3058.03000000 0.000067268171 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NYP0 79448.37000000 PA USD 80884.15000000 0.001779226786 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AQ2 7483000.00000000 PA USD 7635495.98000000 0.167959717427 Long DBT CORP IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201EAG5 6086.18000000 PA USD 6140.23000000 0.000135068016 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NDGZ4 1458807.38000000 PA USD 1412368.30000000 0.031068182236 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Mello Mortgage Capital Accepta N/A 58549XBM4 9761408.80000000 PA USD 7639717.79000000 0.168052585529 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61764XBP9 2628500.00000000 PA USD 2253772.10000000 0.049576730320 Long ABS-MBS CORP US N 2 2048-03-15 Variable 4.25839500 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAD0 2290000.00000000 PA USD 2254548.81000000 0.049593815784 Long DBT CORP GB N 2 2034-03-20 Fixed 5.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210F7C4 1649.69000000 PA USD 1657.60000000 0.000036462598 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NM6G7 3215716.42000000 PA USD 3255521.17000000 0.071612429267 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BWG9 41636.59000000 PA USD 42729.50000000 0.000939930394 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N GENERATION BRIDGE NORTHE 254900T9J93GNTVC6J73 37147YAB7 1931498.79800000 PA USD 1945985.04000000 0.042806269336 Long LON CORP US N 2 2029-08-22 Floating 8.84393000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HG40 118.10000000 PA USD 121.56000000 0.000002673982 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 6.50000000 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 2024-12-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36177JNB1 10377.96000000 PA USD 9760.45000000 0.000214702807 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 4500000.00000000 PA USD 4390193.03000000 0.096572060636 Long DBT CORP US N 2 2032-08-11 Fixed 5.50000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701CAG5 3000000.00000000 PA USD 2981574.00000000 0.065586351933 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 7.92856000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNPB4 950653.03000000 PA USD 956285.60000000 0.021035628802 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N HERBIE RE LTD N/A 42703VAC7 500000.00000000 PA USD 471800.00000000 0.010378290407 Long DBT CORP BM Y 2 2025-01-08 Floating 15.10409300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201TFG7 24583.82000000 PA USD 24838.27000000 0.000546372995 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 7440000.00000000 PA USD 6112924.22000000 0.134467364967 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N Hundred Acre Wood Trust N/A 44590HBJ4 55689458.11000000 PA USD 693127.70000000 0.015246885459 Long ABS-MBS CORP US N 2 2051-07-25 Variable 0.22625500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YMN21 175825.18000000 PA USD 148435.64000000 0.003265172061 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEA0 9035000.00000000 PA USD 8986102.67000000 0.197669315678 Long DBT CORP US N 2 2028-01-23 Fixed 5.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NQDM7 25035273.10000000 PA USD 25129538.41000000 0.552780092018 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KCHU4 22527.86000000 PA USD 22781.26000000 0.000501124485 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAL7 1680000.00000000 PA USD 1629998.80000000 0.035855449151 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405QSE9 29671.99000000 PA USD 30021.57000000 0.000660391208 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADPE5 99904.75000000 PA USD 102515.56000000 0.002255057763 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N GS Mortgage-Backed Securities N/A 36264RBV6 4820000.00000000 PA USD 3337514.05000000 0.073416045037 Long ABS-MBS CORP US N 2 2052-09-25 Variable 3.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020679 153000000.00000000 PA USD 119638828.89000000 2.631722149599 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 2.00000000 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 2024-09-30 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213XZG2 7461.64000000 PA USD 7616.62000000 0.000167544498 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNNC6 1849406.09000000 PA USD 1653245.78000000 0.036366818183 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCH1 1950000.00000000 PA USD 1906975.79000000 0.041948174115 Long ABS-O CORP US N 2 2029-02-26 Fixed 3.69400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408GMR5 31625.52000000 PA USD 32001.48000000 0.000703943732 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N MYSTIC RE IV LTD N/A 62865LAE7 1500000.00000000 PA USD 1491450.00000000 0.032807760126 Long DBT CORP BM Y 2 2027-01-08 Floating 17.37368100 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AG6 3975000.00000000 PA USD 3949471.60000000 0.086877412503 Long DBT CORP US N 2 2034-06-11 Fixed 5.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201TN94 13024.04000000 PA USD 13390.82000000 0.000294560870 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.50000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AZ3 4204000.00000000 PA USD 3764299.81000000 0.082804147111 Long DBT CORP GB N 2 2028-03-17 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BWDH3 556764.61000000 PA USD 560368.61000000 0.012326553983 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DD7 11710000.00000000 PA USD 11567646.92000000 0.254456123488 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAL6 1000000.00000000 PA USD 993146.00000000 0.021846455287 Long DBT CORP BM Y 3 2027-07-07 Floating 14.11066600 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7XR1 99744.94000000 PA USD 100615.12000000 0.002213253358 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EF97 85028.29000000 PA USD 71993.89000000 0.001583665743 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 2.50000000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000848AA9 1716772.61000000 PA USD 1725007.97000000 0.037945387170 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 7.53617000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 12348555.62000000 NS USD 12348555.62000000 0.271633947291 Long STIV RF US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DKY6 1317.46000000 PA USD 1347.47000000 0.000029640599 Long ABS-MBS USGA US N 2 2030-12-20 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QRZ6 370406.44000000 PA USD 351340.16000000 0.007728508291 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161YBJ1 3030000.00000000 PA USD 2620728.51000000 0.057648752765 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.95821600 N N N N N N SOTERA HEALTH HLDGS LLC 549300OVT7MBXFLOFU20 83600WAE9 3810000.00000000 PA USD 3815657.85000000 0.083933881435 Long DBT CORP US N 2 2031-06-01 Fixed 7.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C7PY7 1319017.69000000 PA USD 1308798.38000000 0.028789931479 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CZ1 4140000.00000000 PA USD 4198921.02000000 0.092364607337 Long DBT CORP GB N 2 2035-01-11 Fixed 6.09700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NHX2 64533.85000000 PA USD 66694.76000000 0.001467099592 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YXXX4 248531.96000000 PA USD 253393.90000000 0.005573962445 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8SL8 299132.44000000 PA USD 307647.87000000 0.006767399190 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N GLS Auto Receivables Trust N/A 362929AF8 4662000.00000000 PA USD 4807122.93000000 0.105743361148 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.18000000 N N N N N N AUTONATION INC N/A 05329WAQ5 3775000.00000000 PA USD 3607681.58000000 0.079358980783 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291UEC5 27068.40000000 PA USD 27558.23000000 0.000606204565 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8PF4 99622.48000000 PA USD 102052.40000000 0.002244869529 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201TF77 28208.76000000 PA USD 28814.21000000 0.000633832639 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AH8 6305000.00000000 PA USD 5767888.40000000 0.126877534656 Long DBT CORP CA N 2 2082-01-18 Fixed 4.75000000 N N N N N N PANGAEA RE 2024-1 N/A 000000000 3000000.00000000 PA USD 3199464.39000000 0.070379335706 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YPCB6 96262.38000000 PA USD 81270.08000000 0.001787716175 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MFWM1 2738102.77000000 PA USD 2331269.63000000 0.051281460867 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BKG60 1075596.53000000 PA USD 1040843.25000000 0.022895662392 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMLG0 286818.51000000 PA USD 288080.06000000 0.006336961685 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N KILIMANJARO III RE LTD 254900T37LD5YQ545V53 49407PAL4 1000000.00000000 PA USD 989500.00000000 0.021766253407 Long DBT CORP BM N 2 2025-06-25 Floating 10.61768500 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182AWB3 3184.42000000 PA USD 3010.55000000 0.000066223743 Long ABS-MBS USGA US N 2 2043-11-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183XL57 340376.78000000 PA USD 320767.20000000 0.007055988034 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184NEC1 403345.68000000 PA USD 366687.07000000 0.008066097712 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N 321 Henderson Receivables LLC N/A 88576PAE3 200834.99000000 PA USD 198946.82000000 0.004376277815 Long ABS-O CORP US N 2 2040-11-15 Floating 5.67332000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AK4 12330000.00000000 PA USD 10077055.13000000 0.221667241600 Long DBT CORP CH N 2 2033-02-11 Fixed 2.74600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7XQ3 249522.38000000 PA USD 255917.41000000 0.005629472660 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGFZ3 213000.00000000 PA USD 220945.22000000 0.004860181554 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 6070000.00000000 PA USD 4856213.91000000 0.106823226445 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N PRMI Securitization Trust N/A 69359DBV4 6393344.64000000 PA USD 4910515.76000000 0.108017716417 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.47767500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNPA6 5560351.50000000 PA USD 5627788.67000000 0.123795729476 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Harambee Re 2018, 12/31/21 N/A 000000000 2000000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BPH5 789.83000000 PA USD 817.10000000 0.000017973931 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N United Wholesale Mortgage LLC N/A 90355DBG7 4861404.30000000 PA USD 3926469.72000000 0.086371434990 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3.23337100 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1LG3 1112207.54000000 PA USD 946495.53000000 0.020820274436 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 3.00000000 N N N N N N Gleneagles Re 2021, 12/31/24 N/A 000000000 1250000.00000000 PA USD 125.00000000 0.000002749653 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RRS0 5287.04000000 PA USD 5280.38000000 0.000116153703 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200RG48 32674.69000000 PA USD 34223.21000000 0.000752815625 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XER3 2770000.00000000 PA USD 2777391.19000000 0.061094896871 Long DBT CORP US N 2 2031-02-08 Fixed 5.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202TFH4 32693.55000000 PA USD 33357.09000000 0.000733763389 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H062677 6000000.00000000 PA USD 6085492.08000000 0.133863934031 Long ABS-MBS USGA US N 2 2054-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181VR81 2736.90000000 PA USD 2584.08000000 0.000056842587 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N FREMF Mortgage Trust N/A 30311XAC2 5000000.00000000 PA USD 4793252.00000000 0.105438239190 Long ABS-MBS USGSE US N 2 2029-08-25 Floating 12.33881000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED64 66097910.19000000 PA USD 56296811.60000000 1.238373590030 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388FFW8 1689.68000000 PA USD 1719.93000000 0.000037833685 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGCE3 357000.00000000 PA USD 370625.84000000 0.008152739719 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAV5 6185000.00000000 PA USD 6322325.56000000 0.139073613204 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210A4T1 8520.72000000 PA USD 8726.72000000 0.000191963616 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W9JJ1 99715.77000000 PA USD 101836.36000000 0.002240117248 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213DZU5 5269.48000000 PA USD 5283.81000000 0.000116229153 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAL3 17000000.00000000 PA USD 14165535.60000000 0.311602463392 Long DBT CORP ES N 2 2032-11-22 Fixed 3.22500000 N N N N N N Drive Auto Receivables Trust N/A 26208VAG1 635022.21000000 PA USD 634151.79000000 0.013949579141 Long ABS-O CORP US N 2 2028-05-15 Fixed 3.05000000 N N N N N N Palisades Center Trust N/A 69640GAA3 2000000.00000000 PA USD 1240000.00000000 0.027276558085 Long ABS-MBS CORP US N 2 2033-04-13 Fixed 2.71298000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BJZ0 59094.83000000 PA USD 57124.70000000 0.001256584836 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJ6G5 24134765.30000000 PA USD 19762007.28000000 0.434709306015 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BNA29 1696678.63000000 PA USD 1444118.23000000 0.031766592566 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213ACG7 12555.07000000 PA USD 12867.38000000 0.000283046643 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92P4 199246.28000000 PA USD 204261.37000000 0.004493183164 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N ExteNet Systems N/A 30227XAC5 4000000.00000000 PA USD 3990100.80000000 0.087771142127 Long ABS-O CORP US N 2 2049-07-25 Fixed 5.21900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNCF9 2335792.53000000 PA USD 2345661.70000000 0.051598046458 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADBJ9 99893.16000000 PA USD 102677.66000000 0.002258623513 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 577092AN9 250000.00000000 PA USD 217900.00000000 0.004793195166 Long DBT CORP BM Y 2 2025-12-08 Floating 11.07892600 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HVC5 31956.61000000 PA USD 32447.53000000 0.000713755594 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N DataBank Issuer LLC N/A 23802WAN1 5400000.00000000 PA USD 5166081.18000000 0.113639446274 Long ABS-O CORP US N 2 2054-01-26 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E5R7 36494626.72000000 PA USD 37147962.65000000 0.817152065308 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N QUEEN STREET 2023 RE DAC 635400VHHVVMXL5BJI05 747977AA4 3000000.00000000 PA USD 2980500.00000000 0.065562726914 Long DBT CORP IE Y 2 2025-12-08 Floating 12.85467400 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BULG0 1093675.98000000 PA USD 1124434.03000000 0.024734427526 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C06Y3 218571.86000000 PA USD 219526.29000000 0.004828969032 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 80001MAA0 2750000.00000000 PA USD 2699125.00000000 0.059373257937 Long DBT CORP BM Y 2 2025-04-07 Floating 8.37368100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401XH83 20467.75000000 PA USD 20769.88000000 0.000456879708 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207KK82 796.82000000 PA USD 810.23000000 0.000017822811 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BUJ5 1286.18000000 PA USD 1307.20000000 0.000028754771 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABG5 8595000.00000000 PA USD 8600403.50000000 0.189185004537 Long DBT CORP DK N 2 2028-03-01 Fixed 5.42700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8AM5 99116.59000000 PA USD 104424.76000000 0.002297054864 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 7.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAQ6 3630000.00000000 PA USD 3599333.98000000 0.079175356753 Long DBT CORP GB N 2 2029-09-02 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NBXS5 385732.66000000 PA USD 397820.12000000 0.008750938395 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.50000000 N N N N N N MIWD HOLDCO II LLC 254900X3SPV5RVFJEY72 55336CAK8 830000.00000000 PA USD 836225.00000000 0.018394628858 Long LON CORP US N 2 2031-03-28 Floating 8.84393000 N N N N N N Cascade MH Asset Trust N/A 14731QAD1 1906000.00000000 PA USD 1493425.14000000 0.032851207723 Long ABS-O CORP US N 2 2046-02-25 Fixed 3.69300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415BE54 6369.89000000 PA USD 6417.78000000 0.000141173345 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N VERAISON RE LTD 2549007WYB39A966J434 92335TAA7 500000.00000000 PA USD 518100.00000000 0.011396761890 Long DBT CORP BM N 2 2026-03-09 Floating 12.28768100 N N N N N N Tricolor Auto Securitization T N/A 89616PAC7 3330000.00000000 PA USD 3345393.26000000 0.073589365786 Long ABS-O CORP US N 2 2028-04-17 Fixed 6.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2H9 30678470.76000000 PA USD 25280606.41000000 0.556103168693 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 4875000.00000000 PA USD 3966812.51000000 0.087258864389 Long DBT CORP FR N 2 2032-10-19 Fixed 3.11600000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAV3 4605000.00000000 PA USD 4576921.75000000 0.100679574166 Long DBT CORP KY N 2 2029-11-15 Fixed 5.75000000 N N N N N N Home Partners of America Trust N/A 43731QAG3 2860648.14000000 PA USD 2650737.50000000 0.058308867248 Long ABS-O CORP US N 2 2039-09-17 Fixed 3.40600000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 1386000.00000000 PA USD 1365550.12000000 0.030038312231 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QK4Y1 1872871.22000000 PA USD 1571423.81000000 0.034566961960 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 2.50000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AM4 6870000.00000000 PA USD 6131618.10000000 0.134878578437 Long DBT CORP US N 2 2028-06-15 Fixed 2.37900000 N N N N N N GoldenTree Loan Management US 549300MI5PVR6JHGVV87 38137WAW5 3000000.00000000 PA USD 3007842.00000000 0.066164175020 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 8.42456000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NDHF7 2109238.66000000 PA USD 2085569.06000000 0.045876730327 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417ACQ0 204324.30000000 PA USD 187846.77000000 0.004132107526 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RFX7 3660000.00000000 PA USD 3642750.79000000 0.080130406060 Long ABS-O CORP US N 2 2027-04-20 Fixed 6.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPVQ9 5257970.71000000 PA USD 4187869.88000000 0.092121512932 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216DR8 6880000.00000000 PA USD 6902794.68000000 0.151842322614 Long DBT CORP US N 2 2034-05-13 Fixed 5.00000000 N N N N N N Arbor Realty Collateralized Lo N/A 03881JAJ5 10600000.00000000 PA USD 10493996.82000000 0.230838801459 Long ABS-CBDO CORP US N 2 2037-05-15 Floating 8.77884000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AN7 14190000.00000000 PA USD 10896075.73000000 0.239683421414 Long DBT CORP US N 2 2050-04-30 Fixed 4.35000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAV2 20600000.00000000 PA USD 16880940.68000000 0.371333837900 Long DBT CORP NL N 2 2037-03-13 Fixed 3.32400000 N N N N N N Gullane Re 2018, 12/31/21 N/A 000000000 2118314.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N SCF Equipment Trust Llc N/A 783896AF0 2760000.00000000 PA USD 2774271.96000000 0.061026282469 Long ABS-O CORP US N 2 2033-06-21 Fixed 6.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9W67 257466.10000000 PA USD 228699.15000000 0.005030746491 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K4WZ4 36259.51000000 PA USD 36736.22000000 0.000808094869 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Santander Drive Auto Receivabl N/A 80286YAF9 5080000.00000000 PA USD 5152832.47000000 0.113348011429 Long ABS-O CORP US N 2 2031-08-15 Fixed 6.28000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAH4 7320000.00000000 PA USD 7243330.03000000 0.159333155077 Long DBT CORP FR N 2 2030-01-09 Fixed 5.17600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E04W9 380997.94000000 PA USD 302369.38000000 0.006651287061 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205VU97 4509.32000000 PA USD 4578.02000000 0.000100703732 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AQ5 2539000.00000000 PA USD 2372178.46000000 0.052181341575 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FH22 62944.35000000 PA USD 63658.47000000 0.001400309640 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BE9 3000000.00000000 PA USD 2993795.76000000 0.065855196728 Long DBT CORP GB N 2 2034-04-05 Fixed 5.75000000 N N N N N N COMERICA BANK 70WY0ID1N53Q4254VH70 200339EX3 10660000.00000000 PA USD 9566313.10000000 0.210432334626 Long DBT CORP US N 2 2033-08-25 Fixed 5.33200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 6930000.00000000 PA USD 7128857.32000000 0.156815073203 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N The Huntington National Bank N/A 44644NAC3 1850000.00000000 PA USD 1849975.40000000 0.040694323753 Long ABS-O CORP US N 2 2032-05-20 Floating 8.48303000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AJ4 3770000.00000000 PA USD 3775315.70000000 0.083046466114 Long ABS-O CORP US N 2 2037-04-20 Fixed 6.85000000 N N N N N N BINOM Securitization Trust N/A 05552CAC8 12559000.00000000 PA USD 9355956.41000000 0.205805071341 Long ABS-MBS CORP US N 2 2061-02-25 Variable 3.00000000 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 33975CAJ4 2000000.00000000 PA USD 1919600.00000000 0.042225871694 Long DBT CORP BM Y 2 2025-02-25 Floating 17.19326800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C2KQ6 6833.30000000 PA USD 6392.64000000 0.000140620335 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 9060000.00000000 PA USD 7544127.82000000 0.165949871521 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8WM1 399051.27000000 PA USD 412241.74000000 0.009068174005 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296R6G8 24718.09000000 PA USD 25109.57000000 0.000552340842 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NN4Q5 974245.72000000 PA USD 982155.57000000 0.021604696333 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C2NJ3 422764.84000000 PA USD 426871.81000000 0.009389994935 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181CEE4 20720.31000000 PA USD 19520.66000000 0.000429400335 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MPDW2 87698.24000000 PA USD 74253.45000000 0.001633369791 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N Berwick Re 2020-1, 12/31/23 N/A 000000000 3000000.00000000 PA USD 21527.45000000 0.000473544145 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TYD5 155.65000000 PA USD 158.24000000 0.000003480840 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QR3C5 3216594.95000000 PA USD 3282969.64000000 0.072216219418 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Exeter Automobile Receivables N/A 30165AAF2 7480000.00000000 PA USD 7492528.25000000 0.164814824208 Long ABS-O CORP US N 2 2030-09-16 Fixed 5.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRG26 2227525.98000000 PA USD 2288080.49000000 0.050331419669 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Whitebox CLO I Ltd 549300C89ZJ5IWOT1F21 96466EAE4 1800000.00000000 PA USD 1829134.80000000 0.040235888401 Long ABS-CBDO CORP KY N 2 2034-10-24 Floating 12.68455000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032674 117000000.00000000 PA USD 103545000.00000000 2.277702586263 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADPM7 1800897.41000000 PA USD 1841999.94000000 0.040518885771 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBA6 14325000.00000000 PA USD 11975364.65000000 0.263424781831 Long DBT CORP JP N 2 2032-01-22 Fixed 2.99900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617A4H92 197820.00000000 PA USD 185063.75000000 0.004070888811 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 4.00000000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CCM4 4000000.00000000 PA USD 3998847.60000000 0.087963547448 Long ABS-O CORP US N 2 2032-06-15 Fixed 7.76200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DS5B4 4430912.38000000 PA USD 3528051.95000000 0.077607349953 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210VVK4 7431.80000000 PA USD 7525.94000000 0.000165549789 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213QZ51 38089.45000000 PA USD 38858.42000000 0.000854777379 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 10163000.00000000 PA USD 6622371.38000000 0.145673788395 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMRB5 973878.39000000 PA USD 987183.76000000 0.021715302557 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207NE26 1089.88000000 PA USD 1087.57000000 0.000023923521 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 7.50000000 N N N N N N GULLANE RE 2024 N/A 000000000 6250000.00000000 PA USD 6371091.91000000 0.140146337541 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGX96 613485.55000000 PA USD 593559.05000000 0.013056651535 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178GJ70 644454.67000000 PA USD 606090.50000000 0.013332308651 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201AY51 3988.36000000 PA USD 4042.48000000 0.000088923339 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AVYP1 4180.74000000 PA USD 3932.08000000 0.000086494845 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387DM71 1030.25000000 PA USD 1057.76000000 0.000023267783 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390NN99 15809.88000000 PA USD 16092.91000000 0.000353999350 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAM5 2125000.00000000 PA USD 2122965.63000000 0.046699351064 Long DBT CORP US N 2 2034-06-15 Fixed 6.45000000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 6150000.00000000 PA USD 5300944.04000000 0.116606054850 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AARS8 92661.35000000 PA USD 95119.69000000 0.002092369152 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N WHITE HERON RE 2023 N/A 000000000 1250000.00000000 PA USD 32535.55000000 0.000715691789 Long DBT CORP BM Y 3 2029-05-31 Floating 0.01000000 N N N N N N FREMF Mortgage Trust N/A 30314CAG6 3364630.12000000 PA USD 3130801.79000000 0.068868949096 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 7.83881000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H052678 -1000000.00000000 PA USD -992099.39000000 -0.02182343277 Short ABS-MBS USGA US N 2 2054-07-15 Fixed 5.50000000 N N N N N N Sound Point CLO LTD N/A 83615CAG1 2750000.00000000 PA USD 2685331.00000000 0.059069828226 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 9.23516000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617GSGY9 855853.61000000 PA USD 795090.13000000 0.017489775898 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKGB0 42700.67000000 PA USD 39171.44000000 0.000861662950 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200MWG4 16415.47000000 PA USD 16537.28000000 0.000363774256 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N DataBank Issuer LLC N/A 23802WAC5 2400000.00000000 PA USD 2200590.72000000 0.048406887577 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.65000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46591ABA2 7010000.00000000 PA USD 6605864.39000000 0.145310680434 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.21060000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HPR22 2278610.34000000 PA USD 2015747.80000000 0.044340856413 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A9F47 99732.38000000 PA USD 102378.33000000 0.002252039084 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201JF61 1374.73000000 PA USD 1397.68000000 0.000030745080 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A5LF3 184382.27000000 PA USD 188918.70000000 0.004155687011 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AM2 2930000.00000000 PA USD 2773847.82000000 0.061016952566 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NN4U6 894064.48000000 PA USD 883810.54000000 0.019441378653 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAG2 7631000.00000000 PA USD 6620312.97000000 0.145628509089 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C04U3 302624.94000000 PA USD 310669.18000000 0.006833859623 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529537AA0 7870000.00000000 PA USD 6270021.92000000 0.137923078305 Long DBT CORP US N 2 2031-10-01 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MFKW2 356013.96000000 PA USD 297270.34000000 0.006539122335 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCB1 7560000.00000000 PA USD 7897735.29000000 0.173728254340 Long DBT CORP IT N 2 2054-06-20 Fixed 7.77800000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCG8 9455000.00000000 PA USD 7386429.71000000 0.162480950830 Long DBT CORP US N 2 2032-07-29 Fixed 2.35900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HMRK9 450994.07000000 PA USD 399390.57000000 0.008785483936 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAD7 2640000.00000000 PA USD 2692467.18000000 0.059226804377 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNWS7 2370977.07000000 PA USD 1941053.35000000 0.042697785845 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210AN86 20324.05000000 PA USD 20731.70000000 0.000456039854 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 4800000.00000000 PA USD 4286315.57000000 0.094287044853 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 10220000.00000000 PA USD 10895096.10000000 0.239661872273 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206JBC7 8384.70000000 PA USD 8481.52000000 0.000186569897 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.50000000 N N N N N N Alturas Re 2021-3, 7/31/25 N/A 000000000 213682.00000000 PA USD 9594.32000000 0.000211048408 Long DBT CORP BM Y 3 2025-07-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YTJ88 812309.49000000 PA USD 772984.69000000 0.017003517577 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Brean Asset Backed Securities N/A 10638CAA0 3315494.31000000 PA USD 2903262.99000000 0.063863727084 Long ABS-MBS CORP US N 2 2063-10-25 Variable 1.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202UA52 3021.48000000 PA USD 3076.07000000 0.000067665001 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BY85 30761.82000000 PA USD 31585.30000000 0.000694788927 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BLL0 7230.69000000 PA USD 7372.85000000 0.000162182234 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.00000000 N N N N N N OWENS & MINOR INC 549300LMT5KQQXCEZ733 69073LAD2 1897516.66670000 PA USD 1899888.56000000 0.041792274728 Long LON CORP US N 2 2029-03-29 Floating 9.19393000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201QYY3 3412.40000000 PA USD 3459.09000000 0.000076090378 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Race Point CLO Ltd 5493008ABAJEYBWITR69 74982LBE9 4000000.00000000 PA USD 3994940.00000000 0.087877591095 Long ABS-CBDO CORP KY N 2 2030-02-20 Floating 9.08735000 N N N N N N ECCLESTON RE 2023 N/A 000000000 5000000.00000000 PA USD 386333.83000000 0.008498271898 Long DBT CORP BM Y 3 2028-11-30 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36198VMG9 483915.46000000 PA USD 454806.67000000 0.010004484316 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAA1 17400000.00000000 PA USD 15471805.08000000 0.340336766090 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.20200000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 4435000.00000000 PA USD 4877316.88000000 0.107287433208 Long DBT CORP GB N 2 2033-11-02 Fixed 7.43700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209GSA6 13713.28000000 PA USD 14077.82000000 0.000309672963 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M5XQ3 1498819.42000000 PA USD 1528050.34000000 0.033612866013 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387CE72 242.16000000 PA USD 247.58000000 0.000005446072 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C06U1 489595.32000000 PA USD 483765.09000000 0.010641489175 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BB5 7360000.00000000 PA USD 8131583.17000000 0.178872258599 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADBK6 221975.28000000 PA USD 229521.86000000 0.005048843827 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382BHB2 12534599.63000000 PA USD 2120688.80000000 0.046649267124 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N BALLYBUNION RE 2023 N/A 000000000 3500000.00000000 PA USD 1315834.63000000 0.028944709448 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200DBK8 67085.01000000 PA USD 67652.02000000 0.001488156655 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAL6 8577000.00000000 PA USD 7267483.71000000 0.159864468993 Long DBT CORP US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KKY3 54754.84000000 PA USD 56487.21000000 0.001242561826 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WYP1 2232821.91000000 PA USD 2107115.18000000 0.046350685161 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLP8 2009066.60000000 PA USD 1679957.20000000 0.036954395279 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36292FSB4 47751.34000000 PA USD 49300.24000000 0.001084468435 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36211ELM8 20043.56000000 PA USD 20218.56000000 0.000444752198 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 7.00000000 N N N N N N Arbor Realty Collateralized Lo N/A 03880XAG1 7740000.00000000 PA USD 7613443.26000000 0.167474618800 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 7.63303000 N N N N N N JP Morgan Mortgage Trust N/A 46592TBS1 91058761.25000000 PA USD 573351.49000000 0.012612141306 Long ABS-MBS CORP US N 2 2051-12-25 Variable 0.11866600 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 5530000.00000000 PA USD 5310239.02000000 0.116810518610 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N Merion Re 2022-2 N/A 000000000 6551154.00000000 PA USD 6211224.46000000 0.136629697391 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFBK1 42890.45000000 PA USD 36210.82000000 0.000796537528 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 2.50000000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 8910000.00000000 PA USD 6636103.85000000 0.145975864617 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TSJ5 845303.46000000 PA USD 815734.90000000 0.017943903534 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213BC67 8826.48000000 PA USD 8840.80000000 0.000194473060 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJF83 737490.94000000 PA USD 655606.48000000 0.014421522768 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 577092AP4 2000000.00000000 PA USD 1920600.00000000 0.042247868918 Long DBT CORP BM Y 2 2025-03-24 Floating 10.57368000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207JTX1 3043.83000000 PA USD 3056.06000000 0.000067224837 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFLN9 13885757.64000000 PA USD 12020558.11000000 0.264418912506 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060667 -43200000.00000000 PA USD -43326856.37000000 -0.95307057616 Short ABS-MBS USGSE US N 2 2054-06-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKT73 1777173.29000000 PA USD 1485831.68000000 0.032684172681 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 36260000.00000000 PA USD 36097113.19000000 0.794036294070 Long DBT UST US N 2 2029-02-28 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KLT3 10264.15000000 PA USD 10448.65000000 0.000229841297 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 3140000.00000000 PA USD 3323045.01000000 0.073097766319 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200KKJ5 11537.80000000 PA USD 11877.92000000 0.000261281270 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BXW72 1425497.24000000 PA USD 1413288.84000000 0.031088431561 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X3EE8 98632.34000000 PA USD 83520.92000000 0.001837228407 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 2.50000000 N N N N N N LIBERTY MUTUAL INSURANCE CNC20I6IOMGF7KY49D67 53079QAD9 16962000.00000000 PA USD 18742996.60000000 0.412293899561 Long DBT CORP US N 2 2097-10-15 Fixed 7.69700000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAE8 750000.00000000 PA USD 739725.00000000 0.016271896717 Long DBT CORP BM Y 2 2027-01-07 Floating 11.12368100 N N N N N N HTL Commercial Mortgage Trust N/A 404300AC9 2915000.00000000 PA USD 2916988.61000000 0.064165652625 Long ABS-MBS CORP US N 2 2039-05-10 Variable 6.77357200 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7XF7 299284.88000000 PA USD 310603.69000000 0.006832419025 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210AMT1 1406.24000000 PA USD 1448.71000000 0.000031867598 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FXC5 297350.24000000 PA USD 290030.32000000 0.006379861991 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGCV5 153000.00000000 PA USD 158395.86000000 0.003484269254 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405JVD3 19271.41000000 PA USD 19399.91000000 0.000426744170 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176MYW7 75715.59000000 PA USD 72969.73000000 0.001605131515 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371K2H3 16870.60000000 PA USD 17108.50000000 0.000376339511 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YPZM7 188542.32000000 PA USD 176548.81000000 0.003883583766 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Hundred Acre Wood Trust N/A 44555QAC3 11170933.42000000 PA USD 8835593.93000000 0.194358541170 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EB81 64113.00000000 PA USD 62617.45000000 0.001377410090 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 4.50000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BH5 775000.00000000 PA USD 799022.67000000 0.017576280862 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11400000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBH4 2195000.00000000 PA USD 2025496.33000000 0.044555297013 Long DBT CORP FR N 2 2028-01-19 Fixed 2.79700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213USQ4 1971.19000000 PA USD 2036.49000000 0.000044797127 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N PI0048 RE 2024 N/A 000000000 4000000.00000000 PA USD 3503996.71000000 0.077078201445 Long DBT CORP BM Y 3 2027-11-30 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0T20 95320.36000000 PA USD 80420.69000000 0.001769031953 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209BFM5 198.06000000 PA USD 200.40000000 0.000004408243 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJR5 74761168.91000000 PA USD 73744502.99000000 1.622174370399 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288E6E2 1183.15000000 PA USD 1197.22000000 0.000026335516 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMLV4 9866628.56000000 PA USD 7878789.23000000 0.173311493609 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403FS21 8894.28000000 PA USD 8954.42000000 0.000196972384 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DDB3 130949.78000000 PA USD 131428.17000000 0.002891054929 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAD3 16051000.00000000 PA USD 13382460.26000000 0.294376979523 Long DBT CORP FI N 2 N/A Fixed 3.75000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46645WAU7 6150000.00000000 PA USD 5689921.58000000 0.125162481031 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 4.24750000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388JS97 429.75000000 PA USD 440.22000000 0.000009683618 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgag 549300ZVNWG0TX42H716 94989VAG4 27861047.03000000 PA USD 216951.19000000 0.004772323980 Long ABS-MBS CORP US N 2 2057-09-15 Variable 1.01739400 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJHU7 18625.14000000 PA USD 19070.97000000 0.000419508403 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBC2 4645000.00000000 PA USD 4669936.31000000 0.102725636302 Long DBT CORP JP N 2 2029-07-06 Fixed 5.60500000 N N N N N N Towd Point Mortgage Trust N/A 89179TAA2 11193939.69000000 PA USD 9234306.22000000 0.203129104830 Long ABS-MBS CORP US N 2 2060-11-30 Variable 2.91808000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27955GAB8 36000.00000000 PA USD 312708.24000000 0.006878713284 Long DBT CORP BM Y 3 2027-03-19 None 0.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BV6 1790000.00000000 PA USD 1787537.55000000 0.039320864365 Long DBT CORP US N 2 2028-01-21 Fixed 5.30000000 N N N N N N JP Morgan Mortgage Trust N/A 46654ABS7 105195541.98000000 PA USD 653737.70000000 0.014380414795 Long ABS-MBS CORP US N 2 2051-12-25 Variable 0.11758300 N N N N N N SANDERS RE III LTD N/A 799927AA6 1000000.00000000 PA USD 985100.00000000 0.021669465621 Long DBT CORP BM Y 2 2028-04-07 Floating 11.12368100 N N N N N N VITALITY RE XIV LTD N/A 92851QAB5 750000.00000000 PA USD 765975.00000000 0.016849323854 Long DBT CORP KY N 2 2027-01-05 Floating 9.87368100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M8U31 3614994.83000000 PA USD 2959740.11000000 0.065106066958 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYYT0 398022.25000000 PA USD 405147.74000000 0.008912125696 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 6.50000000 N N N N N N AQUILA RE LTD 2023-1 N/A 037987AA2 1250000.00000000 PA USD 1243030.50000000 0.027343220673 Long DBT CORP BM Y 2 2027-06-07 Floating 10.87368100 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AR4 6898000.00000000 PA USD 6911023.01000000 0.152023323034 Long DBT CORP US N 2 2033-10-15 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GY91 601329.12000000 PA USD 583870.08000000 0.012843521089 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHZ67 5611960.05000000 PA USD 5433352.41000000 0.119518671460 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201MGY2 4218.36000000 PA USD 4294.48000000 0.000094466639 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46655GAF2 6420000.00000000 PA USD 4433442.07000000 0.097523419468 Long ABS-MBS CORP US N 2 2052-10-25 Variable 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8XN8 99813.68000000 PA USD 102663.11000000 0.002258303454 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200FTM0 37492.63000000 PA USD 38595.28000000 0.000848989029 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBP8 5470000.00000000 PA USD 5521323.42000000 0.121453789495 Long DBT CORP US N 2 2033-09-15 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D4P3 50212.80000000 PA USD 51428.68000000 0.001131288207 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 5.50000000 N N N N N N ReadyCap Commercial Mortgage T N/A 75575QAA7 230393.00000000 PA USD 224540.76000000 0.004939273453 Long ABS-MBS CORP US N 2 2052-10-25 Fixed 2.83340000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAU9 10500000.00000000 PA USD 10309169.64000000 0.226773116531 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FB93 7928.07000000 PA USD 8055.85000000 0.000177206339 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200FVR6 33399.96000000 PA USD 33675.66000000 0.000740771045 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 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 AUTONATION INC N/A 05329WAR3 1675000.00000000 PA USD 1452390.27000000 0.031948554485 Long DBT CORP US N 2 2028-08-01 Fixed 1.95000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAR4 4560000.00000000 PA USD 4437571.80000000 0.097614262065 Long DBT CORP GB N 2 2034-09-02 Fixed 5.40000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 4578000.00000000 PA USD 4288555.03000000 0.094336306757 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007GZ71 1700000.00000000 PA USD 1701797.24000000 0.037434815537 Long ABS-O CORP US N 2 2032-05-17 Fixed 6.31500000 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 Government National Mortgage A 549300M8ZYFG0OCMTT87 36212HFP0 3285.13000000 PA USD 3344.74000000 0.000073574995 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184JAM2 218523.16000000 PA USD 198355.35000000 0.004363267117 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CB8 3490000.00000000 PA USD 2888151.66000000 0.063531319769 Long DBT CORP JP N 2 2032-10-13 Fixed 2.49400000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060667 43200000.00000000 PA USD 43326856.37000000 0.953070576161 Long ABS-MBS USGSE US N 2 2054-06-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296QCV0 2421.38000000 PA USD 2484.88000000 0.000054660462 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212CRN3 26064.96000000 PA USD 26061.05000000 0.000573270761 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.00000000 N N N N N N RESIDENTIAL RE 2022 LTD N/A 76119YAG8 1750000.00000000 PA USD 1721300.00000000 0.037863822123 Long DBT CORP KY N 2 2026-12-06 Floating 13.05326800 N N N N N N Saluda Grade Alternative Mortg N/A 79581RAC5 4125000.00000000 PA USD 3906384.90000000 0.085929624701 Long ABS-O CORP US N 2 2052-02-25 Variable 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291AWU9 31752.22000000 PA USD 31956.81000000 0.000702961116 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDE6 5105000.00000000 PA USD 5098379.27000000 0.112150192177 Long DBT CORP JP N 2 2035-05-26 Fixed 5.57900000 N N N N N N Small Business Administration N/A 83162CSB0 30011.48000000 PA USD 29447.19000000 0.000647756442 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 5.63000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AT9 1876000.00000000 PA USD 1498616.35000000 0.032965399934 Long DBT CORP US N 2 2031-02-01 Fixed 2.60000000 N N N N N N HIN Timeshare Trust 2020-A N/A 40439HAD1 313957.13000000 PA USD 295207.96000000 0.006493755700 Long ABS-O CORP US N 2 2039-10-09 Fixed 5.50000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAJ5 8935000.00000000 PA USD 8797693.53000000 0.193524837572 Long DBT CORP US N 2 2034-06-05 Fixed 5.25000000 N N N N N N Enact Mortgage Insurance Corpo N/A 89589AAA7 8190000.00000000 PA USD 8360216.05000000 0.183901547335 Long ABS-MBS CORP US N 2 2033-11-25 Floating 8.73535000 N N N N N N Finance of America Structured N/A 317395AB7 8176590.17000000 PA USD 7594008.12000000 0.167047099667 Long ABS-O CORP US N 2 2052-02-25 Variable 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AQ2S1 1351.95000000 PA USD 1271.56000000 0.000027970790 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNS9 30609948.17000000 PA USD 25380360.05000000 0.558297471883 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Small Business Administration N/A 83162CPH0 15174.31000000 PA USD 15065.61000000 0.000331401601 Long ABS-MBS USGA US N 2 2025-02-01 Fixed 4.62500000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BW8 3381000.00000000 PA USD 3418751.98000000 0.075203054002 Long DBT CORP US N 2 2032-06-01 Fixed 5.60000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 5935000.00000000 PA USD 5039001.89000000 0.110844054633 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F062671 22000000.00000000 PA USD 22390156.36000000 0.492521290723 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7X42 88144.24000000 PA USD 89338.82000000 0.001965206058 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92Q2 188877.04000000 PA USD 194241.90000000 0.004272782635 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409X4Y2 31116.40000000 PA USD 31230.43000000 0.000686982772 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 19295000.00000000 PA USD 18507706.69000000 0.407118174644 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGFN4 18697515.60000000 PA USD 16318010.31000000 0.358950932307 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJB7 17775000.00000000 PA USD 13994002.43000000 0.307829209783 Long DBT CORP US N 2 2036-11-03 Fixed 2.49100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7SQ9 99749.63000000 PA USD 100290.99000000 0.002206123398 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 302971AT3 4590000.00000000 PA USD 4307324.39000000 0.094749180578 Long ABS-MBS CORP US N 2 2052-02-25 Variable 4.52894400 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 1377724.42000000 PA USD 1288830.61000000 0.028350695964 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNN42 2219924.08000000 PA USD 2052327.27000000 0.045145503218 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8M67 199312.31000000 PA USD 204731.10000000 0.004503515920 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAR3 1920000.00000000 PA USD 1914999.28000000 0.042124668624 Long DBT CORP US N 2 2030-01-24 Fixed 5.43500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A25J7 1096904.35000000 PA USD 1066754.41000000 0.023465635989 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4.50000000 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 2024-12-31 Floating 0.01000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAK4 2570000.00000000 PA USD 2558924.33000000 0.056289232357 Long DBT CORP US N 2 2029-06-15 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7XA8 496995.53000000 PA USD 500268.30000000 0.011004513986 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4D60 947618.83000000 PA USD 865421.59000000 0.019036872796 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Hundred Acre Wood Trust N/A 44590HCA2 4419521.98000000 PA USD 3685555.61000000 0.081071993285 Long ABS-MBS CORP US N 2 2051-07-25 Variable 3.22625500 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BT0 8305000.00000000 PA USD 8362937.92000000 0.183961420919 Long DBT CORP US N 2 2028-05-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AA4E4 99753.37000000 PA USD 101949.11000000 0.002242597436 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378YHH5 225473.15000000 PA USD 218465.20000000 0.004805627997 Long ABS-MBS USGA US N 2 2027-04-16 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNX8 639996.49000000 PA USD 582510.83000000 0.012813621362 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAY2 7490000.00000000 PA USD 7472108.64000000 0.164365649468 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N Starwood Commercial Mortgage T N/A 78485KAG0 10345000.00000000 PA USD 9936089.05000000 0.218566379125 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 7.28303000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YHU32 19692.12000000 PA USD 16624.91000000 0.000365701873 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAMY0 99685.26000000 PA USD 102893.55000000 0.002263372494 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 2845000.00000000 PA USD 2761065.62000000 0.060735779646 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DQA2 4462.57000000 PA USD 4571.89000000 0.000100568889 Long ABS-MBS USGA US N 2 2031-10-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N4GL5 416279.85000000 PA USD 403173.18000000 0.008868690857 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RJA3 1000000.00000000 PA USD 1006191.30000000 0.022133415677 Long ABS-O CORP US N 2 2030-06-20 Fixed 6.48000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXP9 9397000.00000000 PA USD 9370216.20000000 0.206118747139 Long DBT CORP US N 2 2034-04-11 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WAMV7 99696.22000000 PA USD 104192.65000000 0.002291949088 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSDG4 1857541.58000000 PA USD 1837475.38000000 0.040419358010 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213DWF1 8001.61000000 PA USD 8230.60000000 0.000181050354 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A3DS0 5781.50000000 PA USD 5413.50000000 0.000119081973 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201L2D5 31062.14000000 PA USD 31398.70000000 0.000690684245 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43283QAC4 4480000.00000000 PA USD 4500975.36000000 0.099008964394 Long DBT CORP US N 2 2032-01-15 Fixed 6.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AKPX8 10453.75000000 PA USD 10371.45000000 0.000228143111 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWH22 123584259.54000000 PA USD 121925914.49000000 2.682031684450 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSAW4 375402.04000000 PA USD 385184.38000000 0.008472987189 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N BANTRY RE 2024 N/A 000000000 6000000.00000000 PA USD 6388976.19000000 0.140539742059 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N JP Morgan Mortgage Trust N/A 46592NBZ8 4763128.75000000 PA USD 3685286.06000000 0.081066063933 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.79798000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DJQ7 98208.90000000 PA USD 90795.25000000 0.001997243476 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210UQ89 2139.60000000 PA USD 2135.95000000 0.000046984971 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 7.50000000 N N N N N N Provident Funding Mortgage Tru N/A 74387YAL7 3275725.61000000 PA USD 2559322.78000000 0.056297997151 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.38371000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAD0 3000000.00000000 PA USD 3057000.00000000 0.067245514570 Long DBT CORP BM Y 2 2026-01-07 Floating 11.83368100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NPP4 8315.18000000 PA USD 8428.48000000 0.000185403164 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213EZ66 764.09000000 PA USD 773.89000000 0.000017023431 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N VELOCITY VEHICLE GROUP N/A 92262TAA4 995000.00000000 PA USD 1023407.25000000 0.022512118790 Long DBT CORP US N 2 2029-06-01 Fixed 8.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ASPX1 33229.33000000 PA USD 31252.69000000 0.000687472430 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 577092AQ2 1000000.00000000 PA USD 956700.00000000 0.021044744451 Long DBT CORP BM Y 2 2025-03-24 Floating 13.07368000 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 237194AN5 10890000.00000000 PA USD 11244011.14000000 0.247337034656 Long DBT CORP US N 2 2033-10-10 Fixed 6.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297ACB8 2259.46000000 PA USD 2268.82000000 0.000049907742 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 20754BAB7 2035000.00000000 PA USD 2088910.00000000 0.045950221734 Long ABS-MBS CORP US N 2 2042-01-25 Floating 8.33535000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C9A60 577799.81000000 PA USD 599433.41000000 0.013185871150 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NQK49 199480.81000000 PA USD 200556.82000000 0.004411693346 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CLMK9 291706.97000000 PA USD 298300.31000000 0.006561778816 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N AXIS Equipment Finance Receiva 254900O8ABFLU3FOSN14 03237CAD4 1110000.00000000 PA USD 1108488.51000000 0.024383670346 Long ABS-O CORP US N 2 2031-01-21 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E05S7 316918.21000000 PA USD 251929.38000000 0.005541747070 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AMK27 50534.95000000 PA USD 49230.23000000 0.001082928409 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N LC AHAB US BIDCO LLC 254900949U9K2Q5C5A85 50180PAB7 1100000.00000000 PA USD 1103437.50000000 0.024272562147 Long LON CORP US N 2 2031-05-01 Floating 8.84393000 N N N N N N Finance of America Structured N/A 317395AA9 7683122.37000000 PA USD 7307803.38000000 0.160751389816 Long ABS-O CORP US N 2 2052-02-25 Variable 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1ZV2 878171.01000000 PA USD 890560.84000000 0.019589866516 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -111.00000000 NC USD -151748.10000000 -0.00333803698 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 2024-09-19 -12980939.40000000 USD -151748.10000000 N N N PI0047 2024-1 N/A 000000000 6730594.00000000 PA USD 7098028.06000000 0.156136915057 Long DBT CORP BM Y 3 2029-12-31 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NQDL9 20147897.19000000 PA USD 19881307.67000000 0.437333583449 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAA5 8400000.00000000 PA USD 7534973.88000000 0.165748510250 Long DBT CORP US N 2 2029-04-16 Fixed 4.62500000 N N N N N N ALTA WIND HOLDINGS LLC N/A 021345AA1 246582.29000000 PA USD 245104.62000000 0.005391621293 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H060671 6000000.00000000 PA USD 6024918.06000000 0.132531473729 Long ABS-MBS USGA US N 2 2054-07-15 Fixed 6.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAG6 19195000.00000000 PA USD 17287868.30000000 0.380285116016 Long DBT CORP CA N 2 2037-05-04 Fixed 4.58800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNN75 55102.70000000 PA USD 53251.91000000 0.001171394206 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022477 3000000.00000000 PA USD 2708437.50000000 0.059578107088 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 2.50000000 N N N N N N GS Mortgage-Backed Securities N/A 36261WAJ6 6071000.00000000 PA USD 4759203.82000000 0.104689273739 Long ABS-MBS CORP US N 2 2060-12-25 Variable 2.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212YJX2 3265.46000000 PA USD 3268.00000000 0.000071886928 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 7.50000000 N N N N N N VFI ABS LLC N/A 92555QAC2 3145000.00000000 PA USD 3174762.71000000 0.069835967312 Long ABS-O CORP US N 2 2029-12-24 Fixed 9.26000000 N N N N N N FREMF Mortgage Trust N/A 30312FAG1 2528910.48000000 PA USD 2333295.97000000 0.051326034722 Long ABS-MBS CORP US N 2 2027-10-25 Variable 7.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDAJ0 43955.11000000 PA USD 37224.07000000 0.000818826215 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGC60 695000.00000000 PA USD 720624.93000000 0.015851748194 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202CPA5 658.84000000 PA USD 670.96000000 0.000014759257 Long ABS-MBS USGA US N 2 2026-05-20 Fixed 7.00000000 N N N N N N Towd Point Mortgage Trust N/A 89177LBE2 10000000.00000000 PA USD 7820142.00000000 0.172021417338 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HJR6 1566.15000000 PA USD 1609.83000000 0.000035411791 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YD4G1 97497.75000000 PA USD 82315.92000000 0.001810721752 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLD5 1117665.94000000 PA USD 971312.32000000 0.021366174931 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAG0 9860000.00000000 PA USD 8173183.34000000 0.179787346868 Long DBT CORP AU N 2 2032-06-23 Fixed 2.69100000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBK1 2140000.00000000 PA USD 2148837.39000000 0.047268457971 Long DBT CORP US N 2 2027-05-31 Fixed 6.12400000 N N N N N N Newark BSL CLO 1 Ltd. 549300R0C043JWD1XY94 65023TAM4 2850000.00000000 PA USD 2835761.40000000 0.062378879470 Long ABS-CBDO CORP KY N 2 2029-12-21 Floating 8.58648000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAQS9 198347.72000000 PA USD 200057.06000000 0.004400700014 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NSAX2 638545.89000000 PA USD 654541.22000000 0.014398090005 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1ZG5 655897.59000000 PA USD 653271.53000000 0.014370160349 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNZ3 3339928.10000000 PA USD 3023105.43000000 0.066499928112 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAS0 11740000.00000000 PA USD 11922131.43000000 0.262253798753 Long DBT CORP KY N 2 2028-05-04 Fixed 6.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209YWT1 20804.31000000 PA USD 21361.70000000 0.000469898105 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FPJ6 111513.62000000 PA USD 112457.69000000 0.002473757026 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Harambee Re 2020, 12/31/23 N/A 000000000 4000000.00000000 PA USD 92800.00000000 0.002041342411 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N6YQ9 3707828.89000000 PA USD 3589715.52000000 0.078963777332 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEP7 12850000.00000000 PA USD 12988976.48000000 0.285721428571 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AWT1 2054814.10000000 PA USD 1872700.24000000 0.041194207155 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAZ8 6600000.00000000 PA USD 7208897.39000000 0.158575732573 Long DBT CORP ES N 2 2033-11-07 Fixed 6.93800000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AA1 4470000.00000000 PA USD 4431780.38000000 0.097486866901 Long DBT CORP US N 2 2034-01-25 Fixed 5.87500000 N N N N N N Cascade Funding Mortgage Trust 984500D67D63D8645054 12530VAC9 2170000.00000000 PA USD 1891121.80000000 0.041599430342 Long ABS-O CORP US N 2 2034-05-25 Variable 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSDD1 3015786.01000000 PA USD 2729394.49000000 0.060039102697 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XED4 7475000.00000000 PA USD 7757944.90000000 0.170653253781 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N N Eagle Re Ltd N/A 26982EAC0 6810000.00000000 PA USD 7068956.38000000 0.155497418792 Long ABS-MBS CORP BM N 2 2033-09-26 Floating 9.28535000 N N N N N N WALTON HEATH RE 2022 N/A 000000000 2500000.00000000 PA USD 364383.45000000 0.008015424467 Long DBT CORP BM Y 3 2027-12-15 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BXX1 80855.82000000 PA USD 82233.95000000 0.001808918640 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BHE1 9366.85000000 PA USD 9514.95000000 0.000209302488 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290R6G3 4807.38000000 PA USD 4861.05000000 0.000106929607 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Race Point CLO Ltd 5493008ABAJEYBWITR69 74982LBC3 8500000.00000000 PA USD 8492511.50000000 0.186811680017 Long ABS-CBDO CORP KY N 2 2030-02-20 Floating 7.63735000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QPH8 61647.97000000 PA USD 58493.75000000 0.001286700136 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92R0 199429.64000000 PA USD 204793.15000000 0.004504880847 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AY9 3240000.00000000 PA USD 3248676.14000000 0.071461857607 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N INTEGRITY RE LTD N/A 45833UAF8 750000.00000000 PA USD 412500.00000000 0.009073855008 Long DBT CORP BM N 2 2025-06-06 Floating 12.44368100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209G2W6 984.94000000 PA USD 997.61000000 0.000021944650 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N FREMF Mortgage Trust N/A 35709DAG6 4106918.21000000 PA USD 3979335.15000000 0.087534327710 Long ABS-MBS USGSE US N 2 2026-06-25 Floating 7.73881000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNN34 2195375.30000000 PA USD 2071374.18000000 0.045564482369 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Fannie Mae - CAS N/A 207941AB1 3230000.00000000 PA USD 3245448.44000000 0.071390857167 Long ABS-MBS CORP US N 2 2044-03-25 Floating 7.28501000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AF6 13960000.00000000 PA USD 11515954.40000000 0.253319031533 Long DBT CORP LU N 2 2031-03-18 Fixed 4.37500000 N N N N N N VIRIBUS RE 2023 N/A 000000000 2000000.00000000 PA USD 409800.00000000 0.009014462502 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AE3 1880000.00000000 PA USD 1937714.21000000 0.042624334034 Long DBT CORP US N 2 2038-01-25 Fixed 6.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YXNY3 99777.54000000 PA USD 102827.19000000 0.002261912758 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DG62 2898.22000000 PA USD 2971.74000000 0.000065370031 Long ABS-MBS USGA US N 2 2030-05-20 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201C5U4 17601.56000000 PA USD 17874.24000000 0.000393183665 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.00000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AD5 2795000.00000000 PA USD 2854259.53000000 0.062785786984 Long DBT CORP US N 2 2035-01-25 Fixed 6.25000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040677 52000000.00000000 PA USD 47577968.88000000 1.046583251408 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BW3L5 446705.58000000 PA USD 456898.41000000 0.010050496789 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N Imperial Fund LLC N/A 452761AD1 2065000.00000000 PA USD 1382912.12000000 0.030420228039 Long ABS-MBS CORP US N 2 2056-09-25 Variable 2.48900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201NLT5 4240.39000000 PA USD 4278.34000000 0.000094111604 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAK8 1000000.00000000 PA USD 989271.00000000 0.021761216043 Long DBT CORP BM Y 3 2027-07-07 Floating 12.61066600 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184BZL4 1515990.94000000 PA USD 1393490.94000000 0.030652932714 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200KTF4 12129.36000000 PA USD 12335.81000000 0.000271353579 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMLJ4 380024.46000000 PA USD 382219.53000000 0.008407768718 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 250000.00000000 PA USD 246050.00000000 0.005412417029 Long DBT NUSS N/A Y 2 2028-04-24 Floating 18.83631800 N N N N N N Small Business Administration N/A 83162CPN7 12036.13000000 PA USD 11897.60000000 0.000261714175 Long ABS-MBS USGA US N 2 2025-05-01 Fixed 4.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8MX8 99776.81000000 PA USD 102893.53000000 0.002263372054 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KHZ7 5211.29000000 PA USD 5359.62000000 0.000117896763 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C92G7 642173.90000000 PA USD 655927.95000000 0.014428594216 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Woodward Capital Management N/A 74938VBR3 10247971.71000000 PA USD 8222517.49000000 0.180872561230 Long ABS-MBS CORP US N 2 2051-09-25 Variable 3.00689500 N N N N N N FREEDOM MORTGAGE HOLD N/A 35641AAB4 5845000.00000000 PA USD 5687769.50000000 0.125115141245 Long DBT CORP US N 2 2031-05-15 Fixed 9.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A2XH4 829.97000000 PA USD 784.72000000 0.000017261661 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDC7 2960000.00000000 PA USD 2823650.94000000 0.062112482966 Long DBT CORP US N 2 2033-04-26 Fixed 4.58600000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BL6 4800000.00000000 PA USD 4781232.58000000 0.105173845313 Long DBT CORP NL N 2 2030-03-19 Fixed 5.33500000 N N N N N N HARBOUR ENERGY PLC 213800YPC42DYBKVPF97 411618AB7 1225000.00000000 PA USD 1200828.55000000 0.026414894915 Long DBT CORP GB N 2 2026-10-15 Fixed 5.50000000 N N N N N N Sussex Re 2021-1, 12/31/24 N/A 000000000 1250000.00000000 PA USD 625.00000000 0.000013748265 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288FET7 9505.89000000 PA USD 9625.58000000 0.000211736041 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N 321 Henderson Receivables LLC N/A 46616MAA8 91899.25000000 PA USD 91793.46000000 0.002019201325 Long ABS-O CORP US N 2 2048-12-15 Fixed 3.82000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WADT2 99362.88000000 PA USD 101952.14000000 0.002242664087 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H022671 14000000.00000000 PA USD 11767109.34000000 0.258843743073 Long ABS-MBS USGA US N 2 2054-07-15 Fixed 2.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DN2 2695000.00000000 PA USD 2759329.54000000 0.060697590705 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N GATEWAY RE II LTD 5493000ENKV5WXNA8Z86 367927AA8 250000.00000000 PA USD 258450.00000000 0.005685182610 Long DBT CORP BM Y 2 2026-04-27 Floating 14.28409300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298S2H6 2340.93000000 PA USD 2396.83000000 0.000052723607 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212S5S1 12659.94000000 PA USD 12881.32000000 0.000283353284 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1AA8 231383.03000000 PA USD 224006.84000000 0.004927528695 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAB9 2030000.00000000 PA USD 1936142.95000000 0.042589770675 Long DBT NUSS N/A N 2 2027-07-27 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202X4K0 8244.17000000 PA USD 8393.07000000 0.000184624243 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Bantry Re 2021, 12/31/24 N/A 000000000 5000000.00000000 PA USD 50000.00000000 0.001099861213 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGAY6 156600.83000000 PA USD 159590.15000000 0.003510540319 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225A7H7 2690.45000000 PA USD 2745.67000000 0.000060397118 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383LNP6 3312.99000000 PA USD 3407.81000000 0.000074962360 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369AEM0 5000000.00000000 PA USD 5810668.21000000 0.127818571730 Long DBT CORP BM Y 3 2028-12-01 None 0.00000000 N N N N N N Cascade Funding Mortgage Trust 984500D67D63D8645054 12530VAA3 5457595.90000000 PA USD 5227439.26000000 0.114989153720 Long ABS-O CORP US N 2 2034-05-25 Variable 3.00000000 N N N N N N Springcastle SPV N/A 85022WAP9 3388442.45000000 PA USD 3097148.22000000 0.068128663969 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE3H0 305460.09000000 PA USD 287228.63000000 0.006318232588 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAE6 5095000.00000000 PA USD 4234700.59000000 0.093151658562 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92K5 98565.59000000 PA USD 101141.42000000 0.002224830497 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBZ7 5690000.00000000 PA USD 5756253.22000000 0.126621592992 Long DBT CORP US N 2 2034-02-20 Fixed 6.00000000 N N N N N N THOPAS RE 2024 N/A 000000000 4256392.00000000 PA USD 4682882.48000000 0.103010416107 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N First Eagle BSL CLO LLC N/A 32010FAC1 1575000.00000000 PA USD 1568265.30000000 0.034497483507 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 9.93617000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NMR9 14123.65000000 PA USD 14637.39000000 0.000321981950 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Formby Re 2018, 2/28/22 N/A 000000000 1500000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2025-02-28 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADGV7 899355.98000000 PA USD 920849.30000000 0.020256128564 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAVG9 99733.89000000 PA USD 102257.97000000 0.002249391498 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296YJZ7 15454.74000000 PA USD 15656.09000000 0.000344390522 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N Rate Mortgage Trust N/A 75410JDJ0 3855144.70000000 PA USD 2887516.49000000 0.063517347792 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.63028400 N N N N N N Citigroup Commercial Mortgage N/A 17291DAC7 4869729.73000000 PA USD 4623021.43000000 0.101693639166 Long ABS-MBS CORP US N 2 2051-06-10 Fixed 3.96300000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 11055000.00000000 PA USD 9162977.10000000 0.201560062181 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -2127.00000000 NC USD -779761.61000000 -0.01715259100 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 2024-09-19 -240701207.14000000 USD -779761.61000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C8CR4 185531.86000000 PA USD 189318.99000000 0.004164492280 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 73375000.00000000 PA USD 62420341.43000000 1.373074248979 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 15750000.00000000 PA USD 15645612.15000000 0.344160039188 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N Harambee Re 2019, 12/31/22 N/A 000000000 5000000.00000000 PA USD 10000.00000000 0.000219972242 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCFG8 49423.30000000 PA USD 45430.44000000 0.000999343577 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAQ67 99591.72000000 PA USD 101455.53000000 0.002231740046 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 3935000.00000000 PA USD 4211575.41000000 0.092642968792 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36292DB50 157880.81000000 PA USD 163181.49000000 0.003589539831 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMUT1 30611230.04000000 PA USD 26549936.22000000 0.584024901187 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 3.00000000 N N N N N N PHOENIX 3 RE PTE LTD 254900KZ3HFPS3H5FZ50 000000000 1250000.00000000 PA USD 1405125.00000000 0.030908849741 Long DBT CORP SG Y 2 2029-01-04 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D4R9 14051.67000000 PA USD 14259.97000000 0.000313679758 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8PB3 398955.24000000 PA USD 407538.71000000 0.008964720399 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FAY3 3336736.00000000 PA USD 3396471.08000000 0.074712936047 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WFF36 598936.00000000 PA USD 613531.17000000 0.013495982738 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N GAMBOGE RE 2024 N/A 000000000 6000000.00000000 PA USD 5492890.30000000 0.120828339778 Long DBT CORP BM Y 3 2030-03-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201JGG8 1505.61000000 PA USD 1533.35000000 0.000033729443 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200E3X7 16160.34000000 PA USD 16194.21000000 0.000356227669 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C7PW1 1285227.35000000 PA USD 1301217.11000000 0.028623164582 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRJW7 929973.22000000 PA USD 955690.68000000 0.021022542213 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201P4W2 2463.77000000 PA USD 2505.43000000 0.000055112505 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 2500000.00000000 PA USD 2506697.95000000 0.055140396964 Long DBT CORP US N 2 2030-01-23 Fixed 5.38400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MQBE8 5696445.77000000 PA USD 5045616.13000000 0.110989549554 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A8KC5 398348.52000000 PA USD 406945.97000000 0.008951681764 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM4F8 1439950.04000000 PA USD 1201586.07000000 0.026431558252 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W8GH0 167399.45000000 PA USD 171773.95000000 0.003778550100 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 1605000.00000000 PA USD 1348941.99000000 0.029672979471 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8K89 729503.75000000 PA USD 730162.30000000 0.016061543861 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30318WAN3 9000000.00000000 PA USD 4928965.20000000 0.108423552886 Long ABS-MBS CORP US N 2 2031-01-25 None 0.00000000 N N N N N N Vista Point Securitization Tru N/A 92839HAA4 12059819.20000000 PA USD 12168598.77000000 0.267675396104 Long ABS-MBS CORP US N 2 2054-05-25 Variable 6.67600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NM5Z6 1405357.39000000 PA USD 1399418.36000000 0.030783319502 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N HPEFS Equipment Trust N/A 40444MAL5 2800000.00000000 PA USD 2801106.84000000 0.061616575342 Long ABS-O CORP US N 2 2032-04-20 Fixed 5.82000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3E2 10849000.00000000 PA USD 10639058.40000000 0.234029753566 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HPET7 12754.96000000 PA USD 11994.92000000 0.000263854945 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.00000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -20366720.00000000 -0.44801130733 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.42.V1 Y Default Event 2029-06-20 0.00000000 USD -21109326.64000000 USD -318230000.00000000 USD 742606.64000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHFF9 426541.86000000 PA USD 380275.05000000 0.008364995556 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNU4 282692.94000000 PA USD 248838.59000000 0.005473758269 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N OLD HEAD RE 2024 N/A 000000000 250000.00000000 PA USD 222656.88000000 0.004897833322 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N Mosaic Solar Loans LLC N/A 61945LAC7 0.61000000 PA USD 0.61000000 0.000000013418 Long ABS-O CORP US N 2 2040-09-20 Fixed 4.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296HAL3 6868.02000000 PA USD 6944.13000000 0.000152751584 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.00000000 N N N N N N MONA LISA RE LTD 549300R6SO6XBFDC7M25 608800AG3 1000000.00000000 PA USD 1024700.00000000 0.022540555701 Long DBT CORP BM Y 2 2026-01-08 Floating 17.87368100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202W3G2 8447.51000000 PA USD 8600.19000000 0.000189180308 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGYH7 384852.08000000 PA USD 394561.99000000 0.008679268579 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391SRV4 454.63000000 PA USD 461.38000000 0.000010149079 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YGW81 560295.29000000 PA USD 473059.82000000 0.010406002950 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288D7K9 28646.48000000 PA USD 29002.60000000 0.000637976696 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 10178000.00000000 PA USD 8405874.02000000 0.184905895940 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201LL85 7587.37000000 PA USD 7724.56000000 0.000169918878 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382D3B8 6866.17000000 PA USD 6811.17000000 0.000149826833 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5.72000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290VYP3 30202.97000000 PA USD 30441.47000000 0.000669627842 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291R3A8 111503.03000000 PA USD 111586.83000000 0.002454600524 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Thopas Re 2020, 12/31/23 N/A 000000000 6000000.00000000 PA USD 1200.00000000 0.000026396669 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1Z75 1136989.65000000 PA USD 1153687.76000000 0.025377928385 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NHD62 577527.29000000 PA USD 570141.54000000 0.012541531316 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAYB7 99779.41000000 PA USD 102493.52000000 0.002254572944 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJN4 9386386.74000000 PA USD 9555031.67000000 0.210184174480 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NDHG5 1084755.66000000 PA USD 1072818.09000000 0.023599020118 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A3B77 299157.53000000 PA USD 301247.38000000 0.006626606176 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCF0 3800000.00000000 PA USD 3822876.80000000 0.084092678297 Long DBT CORP CA N 2 2054-06-27 Fixed 7.20000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAL7 19310000.00000000 PA USD 19264044.90000000 0.423755515868 Long DBT CORP CA N 2 2029-04-26 Fixed 5.25000000 N N N N N N EASTON RE LTD N/A 27777AAA9 250000.00000000 PA USD 243600.00000000 0.005358523830 Long DBT CORP BM Y 2 2027-01-08 Floating 12.87368100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNZ31 1146485.41000000 PA USD 975609.14000000 0.021460693045 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N New York Mortgage Trust N/A 62955VAC0 4175000.00000000 PA USD 3450728.52000000 0.075906449123 Long ABS-MBS CORP US N 2 2061-07-25 Fixed 3.21450000 N N N N N N Credit Suisse Mortgage Trust N/A 12656TAD0 2490163.00000000 PA USD 1836473.05000000 0.040397309532 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.75000000 N N N N N N Cascade Funding Mortgage Trust N/A 12530GAD0 3745000.00000000 PA USD 3207301.89000000 0.070551738951 Long ABS-O CORP US N 2 2037-09-25 Variable 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184LS63 629156.70000000 PA USD 587686.39000000 0.012927469316 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201JEQ8 2645.66000000 PA USD 2693.24000000 0.000059243804 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ASVB2 83019.65000000 PA USD 78081.24000000 0.001717570546 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N BRINK'S CO/THE XFP140TFNOQMIVFTVQ13 109696AC8 765000.00000000 PA USD 773019.82000000 0.017004290339 Long DBT CORP US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405JKS2 2980.92000000 PA USD 3002.05000000 0.000066036767 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WFAP2 300000.00000000 PA USD 309562.46000000 0.006809514855 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184CDG7 96937.26000000 PA USD 85856.05000000 0.001888594786 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BYC6 56281.84000000 PA USD 57791.41000000 0.001271250606 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AZ6 15574000.00000000 PA USD 12123052.34000000 0.266673501069 Long DBT CORP NL N 2 N/A Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDKE5 6572973.62000000 PA USD 5678553.74000000 0.124912420105 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNN26 7154874.42000000 PA USD 6590686.60000000 0.144976811184 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 4.00000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 2120000.00000000 PA USD 1900203.93000000 0.041799211992 Long DBT CORP US N 2 2032-03-15 Fixed 4.22400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36177Q7M9 266842.94000000 PA USD 245269.97000000 0.005395258534 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAC2 500000.00000000 PA USD 489750.00000000 0.010773140582 Long DBT CORP BM N 2 2025-01-07 Floating 4.39000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBX7 7820000.00000000 PA USD 7701176.12000000 0.169404498196 Long DBT CORP US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GPR8 30416.75000000 PA USD 31696.48000000 0.000697234578 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RHZ0 2660000.00000000 PA USD 2660913.71000000 0.058532715622 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.85000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AZ8 16310000.00000000 PA USD 17031412.83000000 0.374643807529 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Flagstar Mortgage Trust N/A 33852FBA3 160711453.83000000 PA USD 1786966.73000000 0.039308307909 Long ABS-MBS CORP US N 2 2051-06-01 Variable 0.20322200 N N N N N N RESIDENTIAL RE 2023 LTD N/A 76090WAB6 2500000.00000000 PA USD 2422750.00000000 0.053293775082 Long DBT CORP KY N 2 2027-12-06 Floating 13.87368100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200Q3L6 6401.96000000 PA USD 6517.70000000 0.000143371308 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECL7 6285000.00000000 PA USD 6662957.15000000 0.146566562680 Long DBT CORP GB N 2 2034-09-13 Fixed 6.69200000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 3850000.00000000 PA USD 3957954.81000000 0.087064019576 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGFL4 407000.00000000 PA USD 419254.76000000 0.009222440978 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A9LT5 99772.02000000 PA USD 103295.73000000 0.002272219338 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NQU8 2411.22000000 PA USD 2442.95000000 0.000053738119 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EC23 11337.24000000 PA USD 11072.99000000 0.000243575044 Long ABS-MBS USGA US N 2 2035-03-20 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACV5 4265000.00000000 PA USD 4219532.37000000 0.092817999825 Long DBT CORP US N 2 2033-01-15 Fixed 5.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 5815000.00000000 PA USD 5597661.23000000 0.123133009421 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FMM7 969137.64000000 PA USD 820574.55000000 0.018050362400 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXKD3 1235570.52000000 PA USD 1146039.46000000 0.025209687015 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGYG9 337754.52000000 PA USD 350498.92000000 0.007710003347 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BQ5 3785000.00000000 PA USD 3716237.56000000 0.081746911020 Long DBT CORP US N 2 2034-05-15 Fixed 5.30000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 978000.00000000 PA USD 783170.26000000 0.017227571844 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Mello Mortgage Capital Accepta N/A 585494CB1 4488336.33000000 PA USD 3510059.89000000 0.077211574575 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.66926000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLYE6 508396.48000000 PA USD 428321.29000000 0.009421879472 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPTT5 7398402.80000000 PA USD 7741674.04000000 0.170295340025 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DAR2 1179.06000000 PA USD 1200.75000000 0.000026413167 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSC67 167413.80000000 PA USD 165651.71000000 0.003643877814 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AVT1 376158.85000000 PA USD 354981.42000000 0.007808605904 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Welk Resorts LLC N/A 94946DAC5 462101.74000000 PA USD 437692.56000000 0.009628021400 Long ABS-O CORP US N 2 2038-06-15 Fixed 3.34000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAU5 2141000.00000000 PA USD 2128877.21000000 0.046829389415 Long DBT CORP KY N 2 2029-03-01 Fixed 5.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182GUG1 2795.96000000 PA USD 2611.67000000 0.000057449490 Long ABS-MBS USGA US N 2 2044-04-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WFZF7 343000.00000000 PA USD 352443.46000000 0.007752777829 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291LDU6 39915.49000000 PA USD 41208.53000000 0.000906473275 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382CAZ4 10870292.85000000 PA USD 164463.18000000 0.003617733453 Long ABS-MBS USGA US N 2 2050-01-20 Floating 0.01000000 N N N N N N BSREP Commercial Mortgage Trus N/A 05591UAC1 1303095.90000000 PA USD 1176158.98000000 0.025872232851 Long ABS-MBS CORP US N 2 2038-08-15 Floating 6.79348000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W12A4 35267.22000000 PA USD 30309.89000000 0.000666733447 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N AQUILA RE LTD 2023-1 N/A 03843AAB8 850000.00000000 PA USD 862835.00000000 0.018979974996 Long DBT CORP BM Y 2 2026-06-08 Floating 8.27000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213R6S1 15649.34000000 PA USD 15817.96000000 0.000347951213 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 7.00000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 11750000.00000000 PA USD 11443417.00000000 0.251723410078 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401NN54 36443.09000000 PA USD 36550.10000000 0.000804000746 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210UXJ7 6904.52000000 PA USD 7007.91000000 0.000154154567 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176NYN5 1687.77000000 PA USD 1579.10000000 0.000034735816 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMLN5 338848.35000000 PA USD 340622.25000000 0.007492744022 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31386FL60 2145.70000000 PA USD 2206.77000000 0.000048542814 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.00000000 N N N N N N BX Trust N/A 05608RAJ4 13115000.00000000 PA USD 12869241.95000000 0.283087601262 Long ABS-MBS CORP US N 2 2036-10-15 Floating 7.33888000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176W3A7 1261.15000000 PA USD 1184.18000000 0.000026048673 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 5285000.00000000 PA USD 5271899.75000000 0.115967161090 Long DBT CORP US N 2 2030-01-16 Fixed 5.17300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207KLU2 743.24000000 PA USD 751.88000000 0.000016539272 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADPG7 39717.11000000 PA USD 34508.72000000 0.000759096052 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBUP1 420193.50000000 PA USD 414075.47000000 0.009108510975 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 5.00000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CU2 6886000.00000000 PA USD 7098807.29000000 0.156154055954 Long DBT CORP GB N 2 2034-07-06 Fixed 6.29600000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 7.00000000 NC USD -17956.54000000 -0.00039499403 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 2024-09-19 895362.79000000 USD -17956.54000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X64P3 150034.83000000 PA USD 134710.49000000 0.002963256859 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BXY9 753.63000000 PA USD 772.58000000 0.000016994615 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7HM0 16970.05000000 PA USD 17466.42000000 0.000384212757 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27955KAB9 1040000.00000000 PA USD 255496.80000000 0.005620220407 Long DBT CORP BM Y 3 2026-03-20 None 0.00000000 N N N N N N BERWICK RE 2024 N/A 000000000 3000000.00000000 PA USD 3159020.20000000 0.069489675789 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N FREMF Mortgage Trust N/A 30318WAJ2 110964058.63000000 PA USD 527867.12000000 0.011611611419 Long ABS-MBS CORP US N 2 2031-01-25 Fixed 0.10000000 N N N N N N GS Mortgage Securities Trust N/A 36262MAG3 4885000.00000000 PA USD 4686546.88000000 0.103091022736 Long ABS-MBS CORP US N 2 2036-10-15 Floating 7.54348000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEP4 3275000.00000000 PA USD 3320319.45000000 0.073037811564 Long DBT CORP US N 2 2035-03-06 Fixed 6.40100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200MQY2 15907.06000000 PA USD 16031.90000000 0.000352657299 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N VITALITY RE XIV LTD N/A 92851QAA7 6000000.00000000 PA USD 6093000.00000000 0.134029087431 Long DBT CORP KY Y 2 2027-01-05 Floating 8.87368100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF3R0 1128078.10000000 PA USD 990076.10000000 0.021778926008 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KH6Q4 7890.76000000 PA USD 8050.69000000 0.000177092833 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042673 32000000.00000000 PA USD 30166249.92000000 0.663573764649 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DZZ7 26037.68000000 PA USD 26984.67000000 0.000593587837 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HVL6 9947.27000000 PA USD 10158.56000000 0.000223460122 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAA6 652805.83000000 PA USD 563358.83000000 0.012392330523 Long ABS-O CORP US N 2 2046-04-20 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LK50 167896.39000000 PA USD 165615.31000000 0.003643077115 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327V2C7 4961000.00000000 PA USD 4421211.85000000 0.097254388576 Long DBT CORP US N 2 2032-08-08 Fixed 4.90000000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CAJ3 1925000.00000000 PA USD 1913011.49000000 0.042080942762 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.00400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7TF2 99099.75000000 PA USD 102035.17000000 0.002244490517 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N CIM Trust N/A 12564KCD8 5476693.29000000 PA USD 4339389.47000000 0.095454523334 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.66100300 N N N N N N JP Morgan Mortgage Trust N/A 46654ABW8 5559109.44000000 PA USD 4343745.80000000 0.095550350502 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.80508300 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAL2 11300000.00000000 PA USD 11339093.93000000 0.249428592112 Long DBT CORP GB N 2 2029-05-17 Floating 6.47730800 N N N N N N Small Business Administration N/A 83162CSU8 32277.65000000 PA USD 31317.32000000 0.000688894111 Long ABS-MBS USGA US N 2 2029-09-01 Fixed 4.20000000 N N N N N N La Hipotecaria SA N/A 50347JAA3 6755742.16000000 PA USD 5958017.37000000 0.131059844247 Long ABS-MBS CORP PA N 2 2052-07-13 Fixed 4.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212XBL8 27578.31000000 PA USD 27950.59000000 0.000614835396 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N BSPRT Issuer, Ltd. N/A 055983AG5 4980000.00000000 PA USD 4820383.03000000 0.106035046542 Long ABS-CBDO CORP KY N 2 2037-02-15 Floating 7.63303000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AT5 2615000.00000000 PA USD 2494630.29000000 0.054874941941 Long DBT CORP CH N 2 2033-08-05 Fixed 4.98800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210XDQ7 1893.07000000 PA USD 1897.82000000 0.000041746772 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176UA88 4509.19000000 PA USD 4218.38000000 0.000092792650 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Small Business Administration N/A 83162CSG9 14333.27000000 PA USD 14055.86000000 0.000309189904 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 5.72000000 N N N N N N AUTONATION INC N/A 05329WAS1 1675000.00000000 PA USD 1347785.03000000 0.029647529562 Long DBT CORP US N 2 2031-08-01 Fixed 2.40000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AR7 9070000.00000000 PA USD 9010850.81000000 0.198213706063 Long DBT CORP AU N 2 2034-09-18 Fixed 5.73100000 N N N N N N Granite Park Equipment Leasing N/A 387422AF5 1640000.00000000 PA USD 1640687.82000000 0.036090577921 Long ABS-O CORP US N 2 2033-08-22 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290XZF0 20587.02000000 PA USD 20958.76000000 0.000461034543 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BEG9 9882.87000000 PA USD 10050.97000000 0.000221093441 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AZ6 2220000.00000000 PA USD 2230546.29000000 0.049065826969 Long DBT CORP US N 2 2034-06-15 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C07D8 257887.63000000 PA USD 264390.01000000 0.005815846342 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BQ66 60984.80000000 PA USD 51489.48000000 0.001132625638 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213JJR7 8015.20000000 PA USD 8140.33000000 0.000179064664 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46592WBY1 4017718.44000000 PA USD 3257625.98000000 0.071658729245 Long ABS-MBS CORP US N 2 2052-02-25 Variable 3.16229900 N N N N N N Oaktown Re Ltd N/A 67401JAC6 1151124.64000000 PA USD 1167975.38000000 0.025692216366 Long ABS-MBS CORP US N 2 2030-10-25 Floating 10.69983000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NL6S3 475067.98000000 PA USD 485152.39000000 0.010672005924 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209DLL6 10143.27000000 PA USD 10210.11000000 0.000224594079 Long ABS-MBS USGA US N 2 2028-01-20 Fixed 5.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291QBM5 108116.14000000 PA USD 109407.58000000 0.002406663073 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCG8 3800000.00000000 PA USD 3807600.00000000 0.083756631101 Long DBT CORP CA N 2 2055-03-15 Fixed 7.37500000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 6295000.00000000 PA USD 6860714.53000000 0.150916676117 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6ZF8 20700.50000000 PA USD 21051.41000000 0.000463072586 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213UH29 2412.92000000 PA USD 2494.28000000 0.000054867236 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200AZ36 3216.31000000 PA USD 3254.27000000 0.000071584907 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AR2D2 15800.74000000 PA USD 16067.02000000 0.000353429842 Long ABS-MBS USGA US N 2 2037-10-20 Fixed 5.50000000 N N N N N N Gleneagles Re 2022 N/A 000000000 1250000.00000000 PA USD 489924.79000000 0.010776985477 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 05400KAF7 606594.95700000 PA USD 607382.32000000 0.013360725106 Long LON CORP US N 2 2027-02-12 Floating 6.93867000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 1835000.00000000 PA USD 1917346.34000000 0.042176297429 Long DBT CORP CA N 2 2029-03-01 Fixed 9.37500000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369AEN8 4600000.00000000 PA USD 5345813.99000000 0.117593069203 Long DBT CORP BM Y 3 2028-12-01 None 0.00000000 N N N N N N NMEF Funding LLC N/A 62890MAD6 2690000.00000000 PA USD 2664934.04000000 0.058621151722 Long ABS-O CORP US N 2 2029-06-15 Fixed 8.54000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201TQW0 18470.51000000 PA USD 18712.57000000 0.000411624598 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AR4 9415000.00000000 PA USD 9541067.13000000 0.209876993362 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36186PNV2 108853.88000000 PA USD 102058.05000000 0.002244993813 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 5835000.00000000 PA USD 5968680.67000000 0.131294407249 Long DBT CORP GB N 2 2029-03-09 Fixed 6.16100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FVM2 3240.68000000 PA USD 3315.74000000 0.000072937076 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FAD5 10663.92000000 PA USD 10928.28000000 0.000240391825 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAL2 4245000.00000000 PA USD 4195332.35000000 0.092285666558 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N Mosaic Solar Loans LLC N/A 61945LAA1 1513402.53000000 PA USD 1322204.85000000 0.029084836606 Long ABS-O CORP US N 2 2040-09-20 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92M1 99767.99000000 PA USD 102012.43000000 0.002243990300 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213JS97 5529.28000000 PA USD 5594.60000000 0.000123065670 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M9BE6 278354.12000000 PA USD 284705.40000000 0.006262728532 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSK76 1537644.45000000 PA USD 1308147.79000000 0.028775620305 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NWT66 97322.56000000 PA USD 82401.98000000 0.001812614833 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 2.50000000 N N N N N N ReadyCap Commercial Mortgage T N/A 75575WAJ5 6380000.00000000 PA USD 6226074.21000000 0.136956350672 Long ABS-CBDO CORP US N 2 2036-11-25 Floating 8.40971000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020471 4000000.00000000 PA USD 3514375.00000000 0.077306495017 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A9L40 99770.83000000 PA USD 101598.63000000 0.002234887848 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HGC2 760.70000000 PA USD 783.13000000 0.000017226686 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209CH41 4228.73000000 PA USD 4284.32000000 0.000094243147 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AX4 4600000.00000000 PA USD 4511911.61000000 0.099249531537 Long DBT CORP US N 2 2054-02-20 Fixed 5.45000000 N N N N N N Viribus Re 2022 N/A 000000000 3000000.00000000 PA USD 110100.00000000 0.002421894391 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Mill City Mortgage Trust N/A 59980CAJ2 3149400.38000000 PA USD 2577354.63000000 0.056694647800 Long ABS-MBS CORP US N 2 2061-01-25 Variable 3.25000000 N N N N N N MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 80854EAH1 1887928.84800000 PA USD 1885568.94000000 0.041477282835 Long LON CORP US N 2 2028-04-20 Floating 9.20841000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210PUD4 320.73000000 PA USD 328.66000000 0.000007229607 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N0D28 2246109.00000000 PA USD 2220248.38000000 0.048839301533 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGFU4 200000.00000000 PA USD 207133.64000000 0.004556365131 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 14123000.00000000 PA USD 11176452.27000000 0.245850927042 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AJ9 1250000.00000000 PA USD 1244625.00000000 0.027378295247 Long DBT CORP BM Y 2 2026-06-07 Floating 13.76568100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGXS3 3728297.52000000 PA USD 3100218.68000000 0.068196205566 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WAGJ1 197292.09000000 PA USD 202526.11000000 0.004455012260 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBM9 11150000.00000000 PA USD 11063411.00000000 0.243364332875 Long DBT CORP US N 2 2034-03-15 Fixed 5.35000000 N N N N N N ACREC 2021-FL1 Ltd. N/A 00500RAA3 8540470.02000000 PA USD 8511312.86000000 0.187225257749 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 6.59640000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C64M8 377096.23000000 PA USD 375066.06000000 0.008250412235 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFAC0 471221.26000000 PA USD 443360.68000000 0.009752704307 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSC34 1054170.40000000 PA USD 994831.07000000 0.021883522150 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N LOCKE TAVERN RE LTD N/A 539694AA7 1000000.00000000 PA USD 1001700.00000000 0.022034619543 Long DBT CORP BM Y 2 2026-04-09 Floating 4.78200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412TMK6 54188.01000000 PA USD 55308.84000000 0.001216640957 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290YUV8 30082.39000000 PA USD 29186.85000000 0.000642029684 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Woburn Re 2019, 12/31/22 N/A 000000000 4979452.00000000 PA USD 685427.56000000 0.015077503753 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1C57 36377.14000000 PA USD 35194.92000000 0.000774190548 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQN36 2902242.00000000 PA USD 2509581.51000000 0.055203827280 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N ORL TRUST N/A 67116QAA0 4750000.00000000 PA USD 4758898.18000000 0.104682550507 Long ABS-MBS CORP US N 2 2036-10-19 Floating 7.67926000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183E3W0 143838.82000000 PA USD 135392.41000000 0.002978257206 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N AREIT CRE Trust N/A 04002VAJ0 4360000.00000000 PA USD 4235014.50000000 0.093158563711 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 8.18303000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACP0 4380000.00000000 PA USD 4550787.98000000 0.100104703767 Long DBT CORP US N 2 2030-09-21 Fixed 6.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400ELK4 3221.86000000 PA USD 3266.42000000 0.000071852173 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BL6 2230000.00000000 PA USD 2206210.63000000 0.048530509998 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A5BB4 42113.95000000 PA USD 41899.65000000 0.000921675997 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBJ8 3997412.52000000 PA USD 3341939.40000000 0.073513390453 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MF4D6 143987.45000000 PA USD 132380.73000000 0.002912008605 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M9AZ0 765045.42000000 PA USD 770082.83000000 0.016939684712 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.00000000 N N N N N N 321 Henderson Receivables LLC N/A 88576RAB5 500000.00000000 PA USD 501002.00000000 0.011020653349 Long ABS-O CORP US N 2 2046-01-15 Fixed 8.37000000 N N N N N N Provident Funding Mortgage Tru N/A 74388JAV7 3298806.05000000 PA USD 2527114.04000000 0.055589494274 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.35120000 N N N N N N Cascade Funding Mortgage Trust 9845005986F840FBE847 12530XAC5 1840000.00000000 PA USD 1621041.47000000 0.035658412754 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200JAM2 31848.96000000 PA USD 32126.96000000 0.000706703943 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Republic Finance Issuance Trus N/A 76042UAA1 9010000.00000000 PA USD 8697894.50000000 0.191329535928 Long ABS-O CORP US N 2 2031-12-22 Fixed 2.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201CZC1 5572.13000000 PA USD 5760.95000000 0.000126724909 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297S6G5 42856.10000000 PA USD 43068.30000000 0.000947383053 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 812127AC2 3300000.00000000 PA USD 3281482.38000000 0.072183503826 Long DBT CORP US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1KY2 295328.33000000 PA USD 294854.33000000 0.006485976821 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 7993000.00000000 PA USD 7374591.18000000 0.162220536030 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RZ76 6178.13000000 PA USD 6227.23000000 0.000136981774 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Continental Finance Credit Cre N/A 66981PAH1 12425000.00000000 PA USD 12370603.35000000 0.272118936152 Long ABS-O CORP US N 2 2030-10-15 Fixed 6.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ACAM5 99760.58000000 PA USD 103278.71000000 0.002271844945 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W9XS5 99753.20000000 PA USD 104122.66000000 0.002290409502 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N COMMONWEALTH RE LTD N/A 203235AA4 1000000.00000000 PA USD 996200.00000000 0.021913634810 Long DBT CORP BM Y 2 2025-07-08 Floating 8.91168100 N N N N N N Saluda Grade Alternative Mortg N/A 79581VAA0 10931281.27000000 PA USD 10918423.90000000 0.240175019121 Long ABS-MBS CORP US N 2 2054-03-25 Variable 6.30600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183B7G7 50883.83000000 PA USD 47955.63000000 0.001054890747 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAD5 11700000.00000000 PA USD 11778926.80000000 0.259103694391 Long DBT CORP US N 2 2033-03-06 Fixed 5.99400000 N N N N N N Westgate Resorts N/A 96034JAC0 5113165.93000000 PA USD 4901410.81000000 0.107817432790 Long ABS-O CORP US N 2 2036-08-20 Fixed 2.48800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMSR5 428509.38000000 PA USD 410514.90000000 0.009030188318 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BB4Q9 798508.79000000 PA USD 681343.93000000 0.014987675228 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030674 11000000.00000000 PA USD 9582890.68000000 0.210796995371 Long ABS-MBS USGA US N 2 2054-07-15 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36208LXN2 2147.76000000 PA USD 2190.55000000 0.000048186019 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 5437000.00000000 PA USD 5221075.04000000 0.114849158546 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N6WZ1 1246816.48000000 PA USD 1233453.82000000 0.027132560296 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNT7 1510770.61000000 PA USD 1333313.89000000 0.029329204650 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Oasis Securitisation N/A 53161MAB1 1218098.16000000 PA USD 1218098.16000000 0.026794778399 Long ABS-O CORP US N 2 2034-10-15 Fixed 8.85000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2Q70 934949.23000000 PA USD 882842.24000000 0.019420078741 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 4.00000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949930AE1 2810000.00000000 PA USD 1939934.64000000 0.042673177330 Long ABS-MBS CORP US N 2 2051-12-25 Variable 3.00000000 N N N N N N FREMF Mortgage Trust N/A 302960AH2 1744999.76000000 PA USD 1573118.68000000 0.034604244395 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 10.43881000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052664 -284200000.00000000 PA USD -280298164.20000000 -6.16578157828 Short ABS-MBS USGSE US N 2 2054-06-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36292CFL3 7369.92000000 PA USD 7503.36000000 0.000165053092 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391HZF4 17142.76000000 PA USD 17326.62000000 0.000381137545 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AVUV2 1587.99000000 PA USD 1493.54000000 0.000032853734 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FBX0 43578.95000000 PA USD 44109.67000000 0.000970290303 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Finance of America HECM Buyout N/A 31735JAD7 12575000.00000000 PA USD 12158570.07000000 0.267454792541 Long ABS-O CORP US N 2 2032-02-25 Variable 5.08380000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0LS9 4772735.88000000 PA USD 3961616.10000000 0.087144557793 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225AQL7 516.32000000 PA USD 517.06000000 0.000011373884 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWLN1 27731863.74000000 PA USD 28228326.50000000 0.620944828576 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JUYX6 16317.92000000 PA USD 14641.03000000 0.000322062020 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N MERION RE 2024-1 N/A 000000000 1000000.00000000 PA USD 920480.94000000 0.020248025666 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DP6J2 898015.26000000 PA USD 781307.84000000 0.017186603774 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BNR5 6134.53000000 PA USD 6356.76000000 0.000139831075 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 7.00000000 N N N N N N 2001 CAT RE LTD 5493007NG10QO60NSO35 90215BAB3 750000.00000000 PA USD 748125.00000000 0.016456673401 Long DBT CORP BM Y 2 2027-01-08 Floating 17.87368100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409UCC7 34664.23000000 PA USD 34552.34000000 0.000760055571 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 5985000.00000000 PA USD 6355255.98000000 0.139797991037 Long DBT CORP US N 2 2029-10-30 Fixed 7.16100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290TC72 12074.57000000 PA USD 12248.34000000 0.000269429481 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DNL1 2317.88000000 PA USD 2366.67000000 0.000052060170 Long ABS-MBS USGA US N 2 2031-06-20 Fixed 6.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 16860000.00000000 PA USD 16494275.75000000 0.362828282720 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRCL5 2379729.77000000 PA USD 2428719.03000000 0.053425077173 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N FRESB Multifamily Mortgage Pas N/A 30297CAG7 2648934.71000000 PA USD 2587311.75000000 0.056913676801 Long ABS-MBS USGSE US N 2 2025-06-25 Variable 3.39000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178GJ62 169646.16000000 PA USD 159547.73000000 0.003509607197 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292H3K8 10751.18000000 PA USD 11095.55000000 0.000244071301 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFP5 2265000.00000000 PA USD 2287434.35000000 0.050317206382 Long DBT CORP US N 2 2028-04-13 Fixed 5.65200000 N N N N N N Affirm Inc N/A 00834XAA7 7264786.36000000 PA USD 7273506.28000000 0.159996948816 Long ABS-O CORP US N 2 2029-05-15 Fixed 6.27000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 11110.00000000 NC USD 6787883.52000000 0.149314596057 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 2024-09-30 1177295140.78000000 USD 6787883.52000000 N N N JP Morgan Mortgage Trust N/A 46592PBG5 2591965.06000000 PA USD 2074306.87000000 0.045628993408 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.97790800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NNH73 148574.95000000 PA USD 150092.70000000 0.003301622782 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCT0 8084000.00000000 PA USD 7801249.25000000 0.171605829280 Long DBT CORP US N 2 2033-05-10 Fixed 5.26800000 N N N N N N Woodward Capital Management N/A 74936RBU7 5150498.33000000 PA USD 4049474.24000000 0.089077193002 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.56306100 N N N N N N ILPT Commercial Mortgage Trust N/A 44965LAA2 8216000.00000000 PA USD 7686109.90000000 0.169073083176 Long ABS-MBS CORP US N 2 2041-02-11 Fixed 4.14500000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAM4 2000000.00000000 PA USD 1983154.00000000 0.043623883285 Long DBT CORP BM Y 3 2027-07-07 Floating 13.86066600 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 1180000.00000000 PA USD 1166609.16000000 0.025662163319 Long DBT CORP US N 2 2031-01-30 Fixed 5.25000000 N N N N N N Old Head Re 2022, 12/31/2027 N/A 000000000 250000.00000000 PA USD 125000.00000000 0.002749653032 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295YY64 25392.62000000 PA USD 24679.40000000 0.000542878296 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 4.50000000 N N N N N N New Residential Mortgage Loan N/A 64830HAD6 10950000.00000000 PA USD 9455204.55000000 0.207988254934 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CGMD6 198626.33000000 PA USD 202726.66000000 0.004459423804 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Radnor Re LTD N/A 75050KAA4 3130000.00000000 PA USD 3171501.61000000 0.069764232164 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 8.03535000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXFQ0 5071373.88000000 PA USD 4293393.13000000 0.094442731527 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSJJ2 914741.96000000 PA USD 727203.04000000 0.015996448355 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207ULV8 2021.53000000 PA USD 2029.26000000 0.000044638087 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 44600800.00000000 PA USD 45227998.75000000 0.994890431449 Long DBT UST US N 2 2030-09-30 Fixed 4.62500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAY1 3220000.00000000 PA USD 3207179.09000000 0.070549037692 Long DBT CORP FR N 2 2035-05-30 Fixed 5.93600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405NMQ5 897.97000000 PA USD 907.42000000 0.000019960721 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AN0 500000.00000000 PA USD 490250.00000000 0.010784139194 Long DBT CORP BM Y 2 2027-06-07 Floating 6.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BW3 1345000.00000000 PA USD 1377530.12000000 0.030301838978 Long DBT CORP US N 2 2028-08-01 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402Q2A8 2171.60000000 PA USD 2215.35000000 0.000048731550 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 4562558.37000000 PA USD 4168000.64000000 0.091684444804 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WMM50 421554.35000000 PA USD 392634.25000000 0.008636863650 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N ReadyCap lending N/A 75576AAA1 7408095.57000000 PA USD 7473991.32000000 0.164407063202 Long ABS-O CORP US N 2 2048-04-25 Floating 8.57000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GFP9 7760000.00000000 PA USD 7663611.80000000 0.168578187425 Long DBT CORP US N 2 2033-03-28 Fixed 5.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213GTY7 5085.50000000 PA USD 5093.50000000 0.000112042861 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N Westlake Automobile Receivable N/A 96042YAG8 8730000.00000000 PA USD 8711071.61000000 0.191619395772 Long ABS-O CORP US N 2 2030-04-15 Fixed 5.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31379HKG4 17716.16000000 PA USD 17634.90000000 0.000387918850 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 13240000.00000000 PA USD 8855448.88000000 0.194795294958 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060675 -6000000.00000000 PA USD -6016640.64000000 -0.13234939346 Short ABS-MBS USGSE US N 2 2054-07-15 Fixed 6.00000000 N N N N N N PINE VALLEY RE 2024 N/A 000000000 1000000.00000000 PA USD 895190.00000000 0.019691695187 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXU8 8815000.00000000 PA USD 8752935.17000000 0.192540277889 Long DBT CORP US N 2 2034-06-12 Fixed 5.05000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 7275000.00000000 PA USD 6349001.92000000 0.139660419077 Long DBT CORP FR N 2 2029-09-15 Fixed 2.15900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LVD8 2833.24000000 PA USD 2890.27000000 0.000063577917 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRCW1 753987.37000000 PA USD 764769.23000000 0.016822800261 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ECMS9 78673.30000000 PA USD 74009.17000000 0.001627996309 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WC2D5 289813.91000000 PA USD 299868.92000000 0.006596283882 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DU1 7765000.00000000 PA USD 7582298.09000000 0.166789511511 Long DBT CORP US N 2 2033-02-21 Fixed 5.25000000 N N N N N N 2024-08-23 Pioneer Bond Fund /DE/ Anthony J. Koenig, Jr Anthony J. Koenig, Jr Managing Director, Chief Operations Officer & Treasurer of the Funds