NPORT-P false 0000035315 XXXXXXXX S000017674 C000048836 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Intermediate Bond Fund S000017674 VW34W3RS5HO0SXCVMN92 2025-08-31 2024-11-30 N 3679388096.10 33219930.57 3646168165.53 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4022000.00000000 0.00000000 0.00000000 5042345.04000000 USD N KITE REALTY GROUP TRUST N/A 76131VAA1 1514000.00000000 PA USD 1508912.07000000 0.041383501843 Long DBT CORP US N 2 2025-03-15 Fixed 0.04000000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBS7 6800000.00000000 PA USD 6463135.21000000 0.177258286414 Long DBT CORP JP N 2 2027-07-09 Variable 0.01554000 N N N N N N CENT CLO 21 LTD/CENT CLO 21 CORP N/A 15137EBN2 333089.58510000 PA USD 333081.92000000 0.009135122267 Long ABS-CBDO CORP KY N 2 2030-07-27 Variable 0.05848820 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBX2 7927000.00000000 PA USD 8306162.20000000 0.227805241637 Long DBT CORP CA N 2 2028-11-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FWL2 98.57980000 PA USD 100.65000000 0.000002760432 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.07500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WAU7 2057853.00000000 PA USD 1923217.56000000 0.052746266016 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.04247500 N N N N N N AASET 2021-2 TR N/A 00258BAA2 2875992.55490000 PA USD 2628757.85000000 0.072096451141 Long ABS-CBDO CORP US N 2 2047-01-15 Fixed 0.02798000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AP6 4541000.00000000 PA USD 4526608.25000000 0.124146996092 Long DBT CORP DE N 2 2025-04-01 Fixed 0.04500000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBT1 9500000.00000000 PA USD 9221437.87000000 0.252907640332 Long DBT CORP US N 2 2032-08-15 Fixed 0.04500000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAA6 1164000.00000000 PA USD 1070880.00000000 0.029370011238 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03112000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VT90 11949.16690000 PA USD 12184.87000000 0.000334182885 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N WELLS FARGO COML MTG TR 2017-C41 N/A 95001ABB1 175277.25880000 PA USD 172229.59000000 0.004723577799 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 0.03390000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BB9 3163000.00000000 PA USD 3131061.35000000 0.085872653368 Long DBT CORP US N 2 2028-08-04 Variable 0.04443000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213WBX3 311.75480000 PA USD 319.43000000 0.000008760703 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAB3 3155000.00000000 PA USD 2893580.30000000 0.079359485592 Long DBT CORP US N 2 2027-08-27 Fixed 0.01400000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D26 7500000.00000000 PA USD 7677652.43000000 0.210567699608 Long DBT CORP US N 2 2026-06-10 Fixed 0.06950000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAR8 1211000.00000000 PA USD 1220886.76000000 0.033484104533 Long DBT CORP US N 2 2027-06-08 Fixed 0.05170000 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QJA3 8539000.00000000 PA USD 8684887.96000000 0.238192194263 Long ABS-CBDO CORP US N 2 2029-04-15 Fixed 0.05290000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 2650000.00000000 PA USD 2636027.27000000 0.072295822637 Long DBT CORP US N 2 2025-04-15 Fixed 0.03500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKG6 4123000.00000000 PA USD 3763625.34000000 0.103221386648 Long DBT CORP US N 2 2028-02-01 Fixed 0.01650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378CGB2 891.69430000 PA USD 911.97000000 0.000025011737 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N BANK OF IRELAND GROUP PLC 635400C8EK6DRI12LJ39 06279JAD1 6702000.00000000 PA USD 6836006.49000000 0.187484673763 Long DBT CORP IE N 2 2030-03-20 Variable 0.05601000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BK9 3155000.00000000 PA USD 3066816.68000000 0.084110675667 Long DBT CORP US N 2 2028-03-15 Fixed 0.04200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BV88 1967.31870000 PA USD 2015.20000000 0.000055268981 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AC1 5241000.00000000 PA USD 5234434.60000000 0.143559878819 Long DBT CORP US N 2 2026-02-15 Fixed 0.05625000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCW4 11415000.00000000 PA USD 10984881.66000000 0.301271942524 Long DBT CORP US N 2 2028-02-24 Variable 0.02947000 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AF7 475000.00000000 PA USD 381536.86000000 0.010464050002 Long DBT CORP US N 2 2032-04-01 Fixed 0.02750000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AW9 8511000.00000000 PA USD 8733765.21000000 0.239532704293 Long DBT CORP US N 2 2029-03-18 Fixed 0.05850000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2B0 6094000.00000000 PA USD 5665835.80000000 0.155391510834 Long DBT CORP NO N 2 2028-03-30 Variable 0.01605000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ALT3 2804211.52130000 PA USD 2671373.22000000 0.073265222521 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKJU0 300645.58560000 PA USD 282778.10000000 0.007755487052 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAA1 1848000.00000000 PA USD 1843136.01000000 0.050549945211 Long DBT CORP US N 2 2025-02-01 Fixed 0.03850000 N N N N N N FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC N/A 33884EAC5 10126000.00000000 PA USD 10156722.28000000 0.278558799783 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.06586600 N N N N N N HARTWICK PARK CLO LTD N/A 417403AN2 7202000.00000000 PA USD 7202000.00000000 0.197522431030 Long ABS-CBDO CORP JE N 2 2037-01-20 Variable 0.00000000 N N N N N N BX TR 2021-ACNT N/A 05609QAA4 2549864.18000000 PA USD 2545083.18000000 0.069801585238 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.05573480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208TN71 30.24770000 PA USD 30.25000000 0.000000829638 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AJ5 3615000.00000000 PA USD 3124500.60000000 0.085692717893 Long DBT CORP US N 2 2030-06-30 Fixed 0.02000000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAK7 7000000.00000000 PA USD 6808893.56000000 0.186741073118 Long DBT CORP US N 2 2027-03-24 Fixed 0.03375000 N N N N N N PK ALIFT LOAN FUNDING 3 LP N/A 69291VAB0 574142.63000000 PA USD 579465.56000000 0.015892452944 Long ABS-CBDO CORP US N 2 2039-09-15 Fixed 0.05842000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAD8 11100000.00000000 PA USD 11289798.01000000 0.309634594386 Long DBT CORP US N 2 2029-06-15 Fixed 0.05176000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 N/A 14855MAA6 1511944.70530000 PA USD 1391038.57000000 0.038150697029 Long ABS-CBDO CORP US N 2 2039-04-15 Fixed 0.03967000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DH9 5374000.00000000 PA USD 5463449.37000000 0.149840849954 Long DBT CORP US N 2 2031-02-13 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379HZZ6 316.28770000 PA USD 325.09000000 0.000008915935 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 3155000.00000000 PA USD 2899873.29000000 0.079532077467 Long DBT CORP US N 2 2028-02-15 Fixed 0.01950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YQG7 2958.07010000 PA USD 2997.05000000 0.000082197251 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CD3 1876000.00000000 PA USD 1849827.30000000 0.050733460883 Long DBT CORP US N 2 2031-10-15 Fixed 0.04750000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAP9 6047000.00000000 PA USD 5785165.44000000 0.158664251821 Long DBT CORP US N 2 2027-02-15 Fixed 0.02493000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FDP4 13.09840000 PA USD 13.18000000 0.000000361475 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208VZG3 2803.45020000 PA USD 2835.07000000 0.000077754779 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 1134000.00000000 PA USD 1079669.78000000 0.029611080207 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N BX TRUST N/A 05608WAA2 2338965.51130000 PA USD 2334579.95000000 0.064028312574 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.05394480 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAJ5 5890000.00000000 PA USD 5971856.86000000 0.163784460531 Long DBT CORP US N 2 2028-03-09 Fixed 0.05950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FXF9 17357.43020000 PA USD 17843.51000000 0.000489377044 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N PRPM 2021-RPL2 N/A 69357QAA4 695655.12690000 PA USD 634681.86000000 0.017406818094 Long ABS-CBDO CORP US N 2 2051-10-25 Variable 0.01455000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCG8 6310000.00000000 PA USD 5178344.98000000 0.142021561949 Long DBT CORP US N 2 2032-07-29 Variable 0.02359000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBM3 5569000.00000000 PA USD 5567871.16000000 0.152704727462 Long DBT CORP FR N 2 2027-06-15 Fixed 0.04677000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05608KAA8 410349.42000000 PA USD 409580.01000000 0.011233162909 Long ABS-MBS CORP US N 2 2038-05-15 Variable 0.05375810 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QHV9 4184000.00000000 PA USD 4202838.46000000 0.115267268792 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.04920000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJZ4 3199000.00000000 PA USD 3169859.89000000 0.086936744167 Long DBT CORP US N 2 2026-12-15 Fixed 0.04125000 N N N N N N TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC 5493000R4ICCD2N68609 89413GAG3 1143000.00040000 PA USD 850699.47000000 0.023331328435 Long ABS-CBDO CORP KY N 2 2042-04-06 Variable 0.05411330 N N N N N N ARES CLO N/A 04017WAL6 3399000.00000000 PA USD 3403748.40000000 0.093351382752 Long ABS-CBDO CORP KY N 2 2032-10-15 Variable 0.05925900 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 7000000.00000000 PA USD 7279877.36000000 0.199658299604 Long DBT CORP GB N 2 2029-02-02 Fixed 0.05931000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373UM53 26.87740000 PA USD 27.83000000 0.000000763267 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 0.07000000 N N N N N N PALMER SQUARE LOAN FUNDING 2024-3 LTD N/A 69690EAA7 5316672.10000000 PA USD 5322408.79000000 0.145972663584 Long ABS-CBDO CORP KY N 2 2032-08-08 Variable 0.05602260 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKJW6 209012.36880000 PA USD 196256.59000000 0.005382543566 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N FORD CRDT AUTO OWNER TRUST 2024 N/A 34535EAE2 2800000.00000000 PA USD 2837341.36000000 0.077817073464 Long ABS-CBDO CORP US N 2 2029-09-15 Fixed 0.05010000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBA7 1892000.00000000 PA USD 1888368.82000000 0.051790502639 Long DBT CORP US N 2 2025-03-30 Fixed 0.04625000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXM1 5874000.00000000 PA USD 5655770.09000000 0.155115448142 Long DBT CORP US N 2 2026-12-09 Variable 0.01093000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 556000.00000000 PA USD 549288.08000000 0.015064803790 Long DBT CORP US N 2 2032-05-15 Fixed 0.05125000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AV5 2376000.00000000 PA USD 2276618.76000000 0.062438665926 Long DBT CORP NL N 2 2027-04-01 Variable 0.01726000 N N N N N N TEACHERS INS and ANNUITY ASSN AMER O06XD7BJ4EPXNABVFN69 878091BD8 2715000.00000000 PA USD 2535611.64000000 0.069541818283 Long DBT CORP US N 2 2044-09-15 Fixed 0.04900000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAF0 3039000.00000000 PA USD 2952119.31000000 0.080964979561 Long DBT CORP US N 2 2025-10-01 Fixed 0.01250000 N N N N N N HORIZON AIRCRAFT FINANCE LTD N/A 44040HAA0 526441.32560000 PA USD 500119.26000000 0.013716297145 Long ABS-CBDO CORP KY N 2 2039-07-15 Fixed 0.03721000 N N N N N N VORNADO REALTY L P 549300BMOJ05INE4YK86 929043AK3 590000.00000000 PA USD 562078.46000000 0.015415593425 Long DBT CORP US N 2 2026-06-01 Fixed 0.02150000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGN8 7604000.00000000 PA USD 6416609.32000000 0.175982264906 Long DBT CORP US N 2 2032-03-15 Fixed 0.02355000 N N N N N N ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 635400FQ1M7J2CHLAS59 45115AAB0 3472000.00000000 PA USD 3566363.20000000 0.097811264815 Long DBT CORP IE N 2 2029-05-08 Fixed 0.05849000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4XF8 1322278.51100000 PA USD 1283143.17000000 0.035191552110 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.03500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 10500000.00000000 PA USD 10619015.19000000 0.291237669463 Long DBT CORP GB N 2 2028-01-05 Variable 0.05462000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAH3 7226720.00000000 PA USD 7051109.26000000 0.193384093653 Long ABS-CBDO CORP US N 2 2047-07-25 Fixed 0.04118000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAJ9 4670227.50000000 PA USD 4633547.07000000 0.127079905798 Long ABS-CBDO CORP US N 2 2048-07-25 Fixed 0.04116000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 1965000.00000000 PA USD 1616212.50000000 0.044326329083 Long DBT NUSS MX N 2 2034-02-12 Fixed 0.03500000 N N N N N N BINOM SECURITIZATION TRUST 2021 N/A 05552CAA2 1678885.53310000 PA USD 1541955.96000000 0.042289765309 Long ABS-CBDO CORP US N 2 2061-02-25 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MNJ1 259.44600000 PA USD 262.07000000 0.000007187545 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AS7 12000000.00000000 PA USD 11961435.96000000 0.328054972150 Long DBT CORP GB N 2 2030-08-15 Variable 0.04964000 N N N N N N BRAVO RESIDENTIAL FDG TR 2020-RPL2 N/A 10569BAA5 1391685.05610000 PA USD 1277164.27000000 0.035027574484 Long ABS-CBDO CORP US N 2 2059-05-25 Fixed 0.02000000 N N N N N N SAPPHIRE AVIATION FINANCE N/A 80307AAA7 2399861.53440000 PA USD 2255893.84000000 0.061870263180 Long ABS-CBDO CORP US N 2 2040-03-15 Fixed 0.03228000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJD2 3596000.00000000 PA USD 3527919.77000000 0.096756913280 Long DBT CORP US N 2 2026-06-19 Variable 0.01319000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 964000.00000000 PA USD 962631.40000000 0.026401179438 Long DBT CORP US N 2 2029-02-14 Fixed 0.04800000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2019-BROOK N/A 46591JAA4 638604.42610000 PA USD 600288.03000000 0.016463531103 Long ABS-MBS CORP US N 2 2029-09-15 Variable 0.06224480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207V3U8 1048.80670000 PA USD 1061.44000000 0.000029111109 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BA4 8492000.00000000 PA USD 8662337.97000000 0.237573737050 Long DBT CORP US N 2 2029-06-15 Fixed 0.05450000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AS4 2509000.00000000 PA USD 2499957.26000000 0.068563959381 Long DBT CORP US N 2 2025-03-24 Fixed 0.03750000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 7193000.00000000 PA USD 7348553.01000000 0.201541801595 Long DBT CORP US N 2 2029-07-20 Variable 0.05449000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 10500000.00000000 PA USD 10805897.87000000 0.296363123680 Long DBT CORP FR N 2 2035-01-10 Variable 0.06251000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAT4 2514000.00000000 PA USD 2506320.43000000 0.068738476016 Long DBT CORP US N 2 2025-01-15 Fixed 0.02650000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XDD5 3578000.00000000 PA USD 3440578.29000000 0.094361481253 Long DBT CORP US N 2 2026-01-08 Fixed 0.01250000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587DD6 3155000.00000000 PA USD 3196648.43000000 0.087671448075 Long DBT CORP US N 2 2027-08-01 Variable 0.05113000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HU41 34.79760000 PA USD 35.12000000 0.000000963202 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAU1 1315000.00000000 PA USD 1201633.36000000 0.032956059771 Long DBT CORP US N 2 2030-01-15 Fixed 0.03000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AY4 4455000.00000000 PA USD 4490247.56000000 0.123149765895 Long DBT CORP CH N 2 2026-07-15 Variable 0.06373000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209BUM8 571.43530000 PA USD 578.32000000 0.000015861034 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJZ5 25312100.00000000 PA USD 24930441.12000000 0.683743590207 Long DBT UST US N 2 2034-02-15 Fixed 0.04000000 N N N N N N ENTERPRISE FLEET FINANCING 2024-4 LLC N/A 29374MAC2 2139000.00000000 PA USD 2137801.95000000 0.058631468789 Long ABS-CBDO CORP US N 2 2028-11-20 Fixed 0.04560000 N N N N N N SYMPHONY CLO XXI LTD N/A 87166RDE4 4699268.01000000 PA USD 4702877.05000000 0.128981353478 Long ABS-CBDO CORP KY N 2 2032-07-15 Variable 0.05977510 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3G6 8500000.00000000 PA USD 8939495.65000000 0.245175078168 Long DBT CORP US N 2 2029-10-23 Variable 0.06303000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HNJ5 2524000.00000000 PA USD 2511526.01000000 0.068881244527 Long DBT CORP US N 2 2027-10-01 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200RBH4 1155.23130000 PA USD 1183.03000000 0.000032445843 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2N3 3654000.00000000 PA USD 3504975.70000000 0.096127648009 Long DBT CORP FR N 2 2027-01-13 Variable 0.01323000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212DL98 8631.31720000 PA USD 8804.36000000 0.000241468840 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAV3 11100000.00000000 PA USD 11380639.30000000 0.312126012387 Long DBT CORP KY N 2 2029-11-15 Fixed 0.05750000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABU8 5363000.00000000 PA USD 5215199.80000000 0.143032344182 Long DBT CORP US N 2 2026-04-15 Fixed 0.02625000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 5530000.00000000 PA USD 4946751.29000000 0.135669861219 Long DBT CORP US N 2 2031-01-29 Variable 0.02666000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZU1 3334000.00000000 PA USD 3307918.95000000 0.090723159213 Long DBT CORP US N 2 2028-08-23 Variable 0.04482000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAS0 2418000.00000000 PA USD 2509766.32000000 0.068832983177 Long DBT CORP KY N 2 2028-05-04 Fixed 0.06375000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 N/A 14856GAA8 2808635.79460000 PA USD 2687922.88000000 0.073719114368 Long ABS-CBDO CORP US N 2 2046-01-15 Fixed 0.03474000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 9000000.00000000 PA USD 9189614.61000000 0.252034853929 Long DBT CORP GB N 2 2034-03-26 Fixed 0.05300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFJ5 49218600.00000000 PA USD 47144112.79000000 1.292976918500 Long DBT UST US N 2 2029-08-31 Fixed 0.03125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RW91 770.58290000 PA USD 779.57000000 0.000021380527 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208T5S5 1825.08460000 PA USD 1848.45000000 0.000050695686 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBJ9 1935000.00000000 PA USD 1969961.15000000 0.054028258175 Long DBT CORP US N 2 2028-02-01 Fixed 0.05250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHF1 84749900.00000000 PA USD 83233671.74000000 2.282771061600 Long DBT UST US N 2 2030-05-31 Fixed 0.03750000 N N N N N N PRPM 2021-RPL1 LLC N/A 69360GAA1 483516.96060000 PA USD 442544.56000000 0.012137250392 Long ABS-CBDO CORP US N 2 2051-07-25 Fixed 0.01319000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3E1 10500000.00000000 PA USD 10764414.36000000 0.295225394751 Long DBT CORP US N 2 2029-07-25 Variable 0.05574000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776696AG1 3337000.00000000 PA USD 3307580.17000000 0.090713867815 Long DBT CORP US N 2 2029-10-15 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJM4 46541100.00000000 PA USD 47150134.04000000 1.293142057619 Long DBT UST US N 2 2030-11-30 Fixed 0.04375000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CB4 2839000.00000000 PA USD 2764102.86000000 0.075808430508 Long DBT CORP US N 2 2027-03-01 Fixed 0.03400000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 976657AH9 2134000.00000000 PA USD 2135478.97000000 0.058567758618 Long DBT CORP US N 2 2067-05-15 Variable 0.06897570 N N N N N N CLECO CORPORATE HLDGS LLC 5493002H80P81B3HXL31 18551PAC3 3786000.00000000 PA USD 3708937.90000000 0.101721526041 Long DBT CORP US N 2 2026-05-01 Fixed 0.03743000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AN7 365000.00000000 PA USD 350914.94000000 0.009624211612 Long DBT CORP US N 2 2026-01-15 Fixed 0.01600000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 2279000.00000000 PA USD 2245075.33000000 0.061573554155 Long DBT CORP FR N 2 2026-06-09 Variable 0.02219000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MBC8 7897000.00000000 PA USD 8142240.55000000 0.223309517837 Long DBT CORP IE N 2 2028-06-06 Fixed 0.05750000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2K8 5369000.00000000 PA USD 5339982.06000000 0.146454629012 Long DBT CORP US N 2 2026-02-11 Variable 0.02164000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HMA9 168.86220000 PA USD 178.10000000 0.000004884579 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 0.07500000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AJ4 1693000.00000000 PA USD 1599610.67000000 0.043871006420 Long DBT CORP US N 2 2026-08-15 Fixed 0.01400000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEB8 6100000.00000000 PA USD 6302236.72000000 0.172845475959 Long DBT CORP US N 2 2028-01-09 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403CXV8 10918.63590000 PA USD 11352.95000000 0.000311366604 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410GER0 79772.78130000 PA USD 82797.39000000 0.002270805575 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N OCWEN LN INVT TR 2023-HB1 N/A 67578KAA4 155427.49000000 PA USD 152461.19000000 0.004181408620 Long ABS-CBDO CORP US N 2 2036-06-25 Fixed 0.03000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGH1 4944000.00000000 PA USD 4561249.51000000 0.125097069112 Long DBT CORP US N 2 2028-03-22 Fixed 0.02100000 N N N N N N JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAS5 3631000.00000000 PA USD 3447678.07000000 0.094556200193 Long DBT CORP LU N 2 2027-01-15 Fixed 0.02500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXH2 4330000.00000000 PA USD 4120064.67000000 0.112997110472 Long DBT CORP US N 2 2030-03-15 Fixed 0.03800000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAA8 1823896.21910000 PA USD 1801097.52000000 0.049396995372 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.05423480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FPT8 4375.48510000 PA USD 4487.90000000 0.000123085381 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N DLLMT 2024-1 LLC N/A 23347AAE1 3427000.00000000 PA USD 3438384.49000000 0.094301313979 Long ABS-CBDO CORP US N 2 2028-08-21 Fixed 0.04840000 N N N N N N MADISON PARK FUNDING XXIII LTD N/A 55820TAJ7 3597258.09000000 PA USD 3602362.60000000 0.098798586254 Long ABS-CBDO CORP KY N 2 2031-07-27 Variable 0.05848820 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCM5 3155000.00000000 PA USD 3135554.66000000 0.085995887124 Long DBT CORP US N 2 2026-03-03 Variable 0.02636000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGC9 180956300.00000000 PA USD 179697875.60000000 4.928403393426 Long DBT UST US N 2 2027-12-31 Fixed 0.03875000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBY6 9100000.00000000 PA USD 9242724.49000000 0.253491448292 Long DBT CORP US N 2 2031-11-15 Fixed 0.05150000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209N3S9 62.05970000 PA USD 62.88000000 0.000001724550 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CHH3 397.59520000 PA USD 401.16000000 0.000011002235 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N FIVE CORNERS FND TR II N/A 33834DAA2 2963000.00000000 PA USD 2679090.50000000 0.073476877049 Long DBT CORP US N 2 2030-05-15 Fixed 0.02850000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 3276000.00000000 PA USD 3259995.00000000 0.089408794438 Long DBT CORP GB N 2 2026-09-12 Variable 0.04292000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BP7 5395000.00000000 PA USD 5330118.11000000 0.146184099800 Long DBT CORP US N 2 2027-02-15 Fixed 0.04185000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFL8 3730000.00000000 PA USD 3696458.87000000 0.101379275507 Long DBT CORP US N 2 2026-10-22 Fixed 0.04250000 N N N N N N GS MTG SECS TR 2015-GC30 N/A 36250GAT2 519253.00000000 PA USD 506756.50000000 0.013898330438 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 0.03777000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYG3 5971000.00000000 PA USD 5635887.48000000 0.154570146634 Long DBT CORP US N 2 2027-09-10 Variable 0.01542000 N N N N N N PRESTON RIDGE PARTNERS MORTGAGE TRUST N/A 69360MAA8 2846466.22860000 PA USD 2809134.54000000 0.077043471734 Long ABS-CBDO CORP US N 2 2026-09-25 Variable 0.04743000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 3470000.00000000 PA USD 3432495.37000000 0.094139798664 Long DBT CORP US N 2 2026-04-28 Variable 0.02188000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MTT3 295.85750000 PA USD 299.31000000 0.000008208891 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BD1 701000.00000000 PA USD 700038.25000000 0.019199285886 Long DBT CORP US N 2 2025-01-15 Fixed 0.04500000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAE7 1201000.00000000 PA USD 1092588.19000000 0.029965381200 Long DBT CORP US N 2 2032-04-15 Fixed 0.03625000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78572XAG6 852000.00000000 PA USD 802265.97000000 0.022002988715 Long DBT CORP US N 2 2029-10-15 Fixed 0.03900000 N N N N N N TOLL BROTHERS FINANCE CORP N/A 88947EAS9 1352000.00000000 PA USD 1354437.79000000 0.037146882110 Long DBT CORP US N 2 2027-03-15 Fixed 0.04875000 N N N N N N NISSAN MASTER OWNER TR RECEIVABLE N/A 65479VAB2 3127000.00000000 PA USD 3154517.60000000 0.086515965714 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 0.05050000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213PRW3 3709.60840000 PA USD 3803.92000000 0.000104326510 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N MSC 2021-L6 N/A 61692CBK3 4243023.16540000 PA USD 205460.34000000 0.005634966097 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.01289180 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209TXF1 751.82060000 PA USD 763.13000000 0.000020929643 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AA6 2683000.00000000 PA USD 2725689.75000000 0.074754910532 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06028000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AF7 4559000.00000000 PA USD 4315426.72000000 0.118355120336 Long DBT CORP US N 2 2026-12-14 Fixed 0.02000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 1367000.00000000 PA USD 1387514.62000000 0.038054048990 Long DBT CORP US N 2 2028-03-02 Fixed 0.05150000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201QU92 1726.06720000 PA USD 1769.49000000 0.000048530125 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AZ5 3155000.00000000 PA USD 3039640.30000000 0.083365334839 Long DBT CORP US N 2 2030-04-15 Fixed 0.04000000 N N N N N N CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST N/A 12597NAT0 11986367.00000000 PA USD 11362534.13000000 0.311629459041 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 0.02550100 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBK4 5070000.00000000 PA USD 5013107.00000000 0.137489736414 Long DBT CORP US N 2 2027-04-15 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376ML83 193.53990000 PA USD 196.17000000 0.000005380168 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 0.07500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBR9 4777000.00000000 PA USD 4749824.46000000 0.130268935615 Long DBT CORP FR N 2 2025-11-24 Fixed 0.04750000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 3786000.00000000 PA USD 3749839.91000000 0.102843306719 Long DBT CORP US N 2 2025-05-15 Fixed 0.02900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201T6Z5 13917.24590000 PA USD 14296.49000000 0.000392096287 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-AON N/A 46649XAL1 3378000.00000000 PA USD 2060580.00000000 0.056513575525 Long ABS-MBS CORP US N 2 2031-07-05 Variable 0.04766973 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AY8 341000.00000000 PA USD 339277.79000000 0.009305050524 Long DBT CORP US N 2 2025-04-15 Fixed 0.03625000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJK6 11041000.00000000 PA USD 10703714.78000000 0.293560644876 Long DBT CORP US N 2 2026-10-24 Variable 0.01197000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3T6 10900000.00000000 PA USD 11053066.41000000 0.303141981066 Long DBT CORP US N 2 2027-03-25 Fixed 0.05516000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374KXK9 114.71790000 PA USD 114.90000000 0.000003151253 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFF3 263566800.00000000 PA USD 239228053.31000000 6.561081180281 Long DBT UST US N 2 2032-08-15 Fixed 0.02750000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAH5 7415000.00000000 PA USD 7579842.94000000 0.207885171387 Long DBT CORP US N 2 2030-03-22 Fixed 0.05000000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAS6 4044000.00000000 PA USD 4147407.75000000 0.113747023223 Long DBT CORP US N 2 2032-06-08 Fixed 0.05670000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213TDS9 243.83770000 PA USD 250.36000000 0.000006866386 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N PRET 2022-RN1 LLC N/A 69363JAA2 2485012.27070000 PA USD 2485228.22000000 0.068159999955 Long ABS-CBDO CORP US N 2 2051-07-25 Fixed 0.03721000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKP3 5400000.00000000 PA USD 5355140.90000000 0.146870376156 Long DBT CORP US N 2 2028-04-27 Variable 0.04376000 N N N N N N ARES XXXIV CLO LTD 549300VDFIIXSFET0S73 04015GAX7 15541000.00000000 PA USD 15576044.96000000 0.427189428816 Long ABS-CBDO CORP KY N 2 2033-04-17 Variable 0.05967450 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBZ9 6630000.00000000 PA USD 6620163.07000000 0.181564940766 Long ABS-CBDO CORP US N 2 2039-09-19 Fixed 0.04800000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FBB9 9500000.00000000 PA USD 9167065.85000000 0.251416430450 Long DBT CORP US N 2 2028-09-01 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410KHB3 1000.02600000 PA USD 1024.71000000 0.000028103750 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.05500000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CA0 2984000.00000000 PA USD 2751882.76000000 0.075473281403 Long DBT CORP US N 2 2028-03-15 Fixed 0.02100000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PQP6 181.10540000 PA USD 183.29000000 0.000005026921 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AV3 295000.00000000 PA USD 281739.32000000 0.007726997417 Long DBT CORP US N 2 2030-07-15 Fixed 0.03700000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE N/A 05492JAU6 3409404.60000000 PA USD 3294436.75000000 0.090353395686 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 0.02990000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BGL8 6170000.00000000 PA USD 6109300.40000000 0.167553994293 Long DBT CORP US N 2 2027-07-22 Fixed 0.04300000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECU3 1653000.00000000 PA USD 1722978.18000000 0.047254490242 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L N/A 09229CAA7 2305014.48230000 PA USD 2103188.57000000 0.057682160408 Long ABS-CBDO CORP US N 2 2046-07-15 Fixed 0.02443000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AK3 2045000.00000000 PA USD 2029068.02000000 0.055649326303 Long DBT CORP US N 2 2025-03-01 Fixed 0.02050000 N N N N N N OCEANVIEW MTG LN TR 2020-1 N/A 676477AA0 65318.93430000 PA USD 60709.91000000 0.001665033186 Long ABS-CBDO CORP US N 2 2050-05-28 Fixed 0.01732910 N N N N N N SBA TOWER TR N/A 78403DAT7 9464000.00000000 PA USD 8843600.73000000 0.242545059045 Long ABS-CBDO CORP US N 2 2051-05-15 Fixed 0.01631000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CE7 6196000.00000000 PA USD 6024441.50000000 0.165226649636 Long DBT CORP US N 2 2026-11-24 Variable 0.02129000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WBY6 641.48900000 PA USD 652.54000000 0.000017896596 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208N5X7 6469.42500000 PA USD 6549.79000000 0.000179634885 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N DRYDEN 68 CLO LTD N/A 26252QAS1 8184000.00000000 PA USD 8184000.00000000 0.224454814711 Long ABS-CBDO CORP KY N 2 2035-07-15 Variable 0.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AT5 5890000.00000000 PA USD 5640746.98000000 0.154703423537 Long DBT CORP CH N 2 2027-02-02 Variable 0.01305000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AF4 540000.00000000 PA USD 490141.27000000 0.013442640266 Long DBT CORP US N 2 2028-11-01 Fixed 0.02300000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213LN48 995.25840000 PA USD 1017.23000000 0.000027898603 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AN1 7282760.00000000 PA USD 6878052.66000000 0.188637834234 Long ABS-CBDO CORP US N 2 2051-11-20 Fixed 0.02045000 N N N N N N BANK 2018-BNK15 N/A 06036FBA8 1771579.16000000 PA USD 1751770.96000000 0.048044162541 Long ABS-MBS CORP US N 2 2061-11-15 Fixed 0.04285000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TRH4 100.63060000 PA USD 102.74000000 0.000002817752 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 0.07500000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCB9 3837000.00000000 PA USD 3907469.96000000 0.107166476767 Long DBT CORP CA N 2 2029-04-05 Fixed 0.05300000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209VM35 6378.45230000 PA USD 6479.09000000 0.000177695863 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N PARK PL SECS INC N/A 70069FFL6 33021.24880000 PA USD 32772.67000000 0.000898824972 Long ABS-CBDO CORP US N 2 2036-01-25 Variable 0.05947190 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374T4W6 238.60620000 PA USD 239.17000000 0.000006559489 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 0.07000000 N N N N N N EASTERN GAS TRANSMISSION and STORAGE INC H2VQBNB3NSKRM5QWBI71 276480AH3 3470000.00000000 PA USD 3212685.45000000 0.088111280230 Long DBT CORP US N 2 2029-11-15 Fixed 0.03000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EYH4 6190000.00000000 PA USD 5291895.62000000 0.145135807778 Long DBT CORP CA N 2 2031-11-03 Fixed 0.02300000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBD9 12900000.00000000 PA USD 13017245.78000000 0.357011667839 Long DBT CORP NL N 2 2029-06-26 Fixed 0.05125000 N N N N N N VERIZON MASTER TRUST N/A 92348KBS1 6694000.00000000 PA USD 6759398.37000000 0.185383615432 Long ABS-CBDO CORP US N 2 2029-06-20 Fixed 0.05160000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBF6 1287000.00000000 PA USD 1292540.33000000 0.035449279114 Long DBT CORP US N 2 2025-11-20 Fixed 0.05750000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 N/A 36268DAA0 11424000.00000000 PA USD 11917392.28000000 0.326847027865 Long ABS-CBDO CORP US N 2 2036-08-11 Fixed 0.05770000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAK7 1159000.00000000 PA USD 1161137.28000000 0.031845412150 Long DBT CORP KY N 2 2026-01-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BXM5 531.01840000 PA USD 543.80000000 0.000014914287 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095AP6 2329000.00000000 PA USD 2368109.59000000 0.064947898245 Long DBT CORP US N 2 2029-04-05 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385JJC3 26044.93940000 PA USD 26971.68000000 0.000739726715 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RAZ7 1892000.00000000 PA USD 1886690.14000000 0.051744463073 Long DBT CORP US N 2 2025-01-15 Fixed 0.03200000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 N/A 92867WAD0 3045000.00000000 PA USD 3061850.12000000 0.083974462531 Long ABS-CBDO CORP US N 2 2028-06-20 Fixed 0.05020000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WH3U4 713035.36360000 PA USD 676931.67000000 0.018565563607 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 0.02500000 N N N N N N ENTERPRISE FLEET FINANCING 2024-3 LLC N/A 29375QAC2 5914000.00000000 PA USD 5962756.20000000 0.163534865351 Long ABS-CBDO CORP US N 2 2028-08-21 Fixed 0.04980000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAY9 8667000.00000000 PA USD 8565618.46000000 0.234921102679 Long DBT CORP US N 2 2025-07-15 Fixed 0.03250000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2V4 6680000.00000000 PA USD 6493560.47000000 0.178092731196 Long DBT CORP US N 2 2028-03-24 Variable 0.03526000 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAB2 4013000.00000000 PA USD 3266829.84000000 0.089596247120 Long DBT CORP US N 2 2029-04-01 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4QF6 287720.31960000 PA USD 284952.45000000 0.007815120890 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JT45 245.30680000 PA USD 247.98000000 0.000006801112 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BWH7 1078.07020000 PA USD 1103.11000000 0.000030253952 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 0.07000000 N N N N N N RMF BUYOUT ISSUANCE TRUST 2021 N/A 74969TAA8 221461.32260000 PA USD 219927.35000000 0.006031739075 Long ABS-CBDO CORP US N 2 2031-11-25 Fixed 0.01258600 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CH0 8266000.00000000 PA USD 7961509.41000000 0.218352776080 Long DBT CORP US N 2 2027-03-15 Fixed 0.03125000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AH5 1892000.00000000 PA USD 1878989.23000000 0.051533257510 Long DBT CORP US N 2 2025-05-15 Fixed 0.03650000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DA9 10783000.00000000 PA USD 10916588.43000000 0.299398928804 Long ABS-CBDO CORP US N 2 2029-03-15 Fixed 0.05130000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BZ6 7703000.00000000 PA USD 7279818.13000000 0.199656675158 Long DBT CORP JP N 2 2027-10-13 Variable 0.01640000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BK2 965000.00000000 PA USD 951784.83000000 0.026103700838 Long DBT CORP US N 2 2028-04-15 Fixed 0.04550000 N N N N N N AASET 2024-1 US LTD / AASET 2024-1 INTL LTD N/A 00255JAA8 2058158.38000000 PA USD 2092967.60000000 0.057401839547 Long ABS-CBDO CORP US N 2 2049-05-16 Fixed 0.06261000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 1006000.00000000 PA USD 941104.06000000 0.025810769478 Long DBT CORP GB N 2 2030-04-15 Fixed 0.03400000 N N N N N N BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC N/A 05724BAD1 1199000.00000000 PA USD 1142331.91000000 0.031329655082 Long DBT CORP US N 2 2026-12-15 Fixed 0.02061000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VB4 3637484.61050000 PA USD 3492359.89000000 0.095781646140 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKV2 49932600.00000000 PA USD 50517747.66000000 1.385502405993 Long DBT UST US N 2 2027-06-15 Fixed 0.04625000 N N N N N N UBS COML MTG TR 2017-C7 N/A 90276WAT4 44994590.50220000 PA USD 1129368.72000000 0.030974125951 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.01125397 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209GYN1 324.83050000 PA USD 328.12000000 0.000008999036 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209VFH2 1398.36870000 PA USD 1414.14000000 0.000038784278 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N SLAM 2021-1 LTD / SLAM 2021-1 LLC N/A 78449AAA0 1648504.00000000 PA USD 1501541.35000000 0.041181352088 Long ABS-CBDO CORP US N 2 2046-06-15 Fixed 0.02434000 N N N N N N PALMER SQUARE LOAN FUNDING 2024-2 LTD N/A 69703RAA3 1585000.00000000 PA USD 1585000.00000000 0.043470293416 Long ABS-CBDO CORP KY N 2 2033-01-15 Variable 0.00000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAD1 1748000.00000000 PA USD 1705067.27000000 0.046763264682 Long DBT CORP US N 2 2027-04-05 Fixed 0.03650000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201MEE8 1166.56160000 PA USD 1193.32000000 0.000032728057 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NDK5 205.56980000 PA USD 208.43000000 0.000005716412 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC N/A 33883MAJ3 5033000.00000000 PA USD 5048838.85000000 0.138469720012 Long ABS-CBDO CORP KY N 2 2036-05-20 Variable 0.05901000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E74 9300000.00000000 PA USD 9438070.13000000 0.258849008096 Long DBT CORP US N 2 2027-05-17 Fixed 0.05850000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2024-2 N/A 17331XAD3 2028000.00000000 PA USD 2049054.49000000 0.056197476281 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.05330000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4XG6 645666.74450000 PA USD 625749.93000000 0.017161850512 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.03500000 N N N N N N JDE PEETS BV 724500EHG519SE5ZRT89 47216QAB9 1001000.00000000 PA USD 931001.44000000 0.025533694490 Long DBT CORP NL N 2 2027-01-15 Fixed 0.01375000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 2932000.00000000 PA USD 2969205.91000000 0.081433597552 Long DBT CORP GB N 2 2029-03-26 Fixed 0.05125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210APQ4 1780.32640000 PA USD 1805.12000000 0.000049507316 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FCV2 4.25500000 PA USD 4.27000000 0.000000117109 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 0.07500000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST N/A 00255UAA3 311469.26850000 PA USD 299013.36000000 0.008200756147 Long ABS-CBDO CORP US N 2 2040-01-16 Fixed 0.03351000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 12000000.00000000 PA USD 11107500.00000000 0.304634879570 Long DBT CORP MX N 2 2030-01-23 Fixed 0.06840000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886CT9 4517000.00000000 PA USD 4562658.74000000 0.125135718728 Long ABS-CBDO CORP US N 2 2028-06-15 Fixed 0.05730000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AZL4 62375.01630000 PA USD 64692.22000000 0.001774252230 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N AJAXM 2021-C N/A 009733AA4 924698.48970000 PA USD 911858.68000000 0.025008684147 Long ABS-CBDO CORP US N 2 2061-01-25 Fixed 0.05115000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374CNW2 507603.93390000 PA USD 519474.96000000 0.014247147592 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.05500000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 N/A 92867YAD6 5281000.00000000 PA USD 5369014.20000000 0.147250866012 Long ABS-CBDO CORP US N 2 2028-12-20 Fixed 0.05480000 N N N N N N JUNIPER VALLEY PARK CLO LLC N/A 48206KAQ9 10000000.00000000 PA USD 10033270.00000000 0.275172991055 Long ABS-CBDO CORP US N 2 2036-07-20 Variable 0.05867400 N N N N N N LEGACY MORTGAGE ASSET TRUST 21-GS5 N/A 52475XAA2 3650338.48300000 PA USD 3619670.89000000 0.099273284326 Long ABS-CBDO CORP US N 2 2067-07-25 Variable 0.05250000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AC2 2843000.00000000 PA USD 2887080.15000000 0.079181212136 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06268000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3E9 6246000.00000000 PA USD 5325851.77000000 0.146067090935 Long DBT CORP US N 2 2031-10-04 Fixed 0.02646000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAE5 2860699.63620000 PA USD 2695540.00000000 0.073928021902 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 0.01530000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAA3 3980369.22860000 PA USD 3871172.18000000 0.106170971942 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 0.01690000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207PT82 637.92110000 PA USD 645.85000000 0.000017713116 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N BENCHMARK 2020-B17 MORTGAGE TRUST N/A 08162MAZ1 30805242.41370000 PA USD 1286208.21000000 0.035275614058 Long ABS-MBS CORP US N 2 2053-03-15 Variable 0.01534064 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 2504000.00000000 PA USD 2192081.50000000 0.060120142584 Long DBT CORP US N 2 2031-12-01 Fixed 0.03200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QVQ6 403.35490000 PA USD 408.21000000 0.000011195588 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N THUNDERBOLT III AIRCRAFT LEASE LTD N/A 88607AAA7 1459516.24140000 PA USD 1386540.43000000 0.038027330804 Long ABS-CBDO CORP KY N 2 2039-11-15 Fixed 0.03671000 N N N N N N BLP COML MTG 2024-INDS N/A 05625AAA9 1522000.00000000 PA USD 1522951.25000000 0.041768541133 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.05951440 N N N N N N FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC N/A 33888AAA3 2437000.00000000 PA USD 2437000.00000000 0.066837290255 Long ABS-CBDO CORP US N 2 2038-01-15 Variable 0.00000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBP0 4445000.00000000 PA USD 4018297.91000000 0.110206049956 Long DBT CORP US N 2 2031-05-13 Variable 0.02956000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKJ48 239837.11320000 PA USD 225582.59000000 0.006186839985 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378FLM5 877.78660000 PA USD 893.04000000 0.000024492562 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 3155000.00000000 PA USD 3180840.49000000 0.087237898681 Long DBT CORP US N 2 2025-10-01 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292GST4 11.37980000 PA USD 11.61000000 0.000000318416 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N SEQUOIA MTG TR N/A 81744FCU9 983.80550000 PA USD 909.53000000 0.000024944817 Long ABS-CBDO CORP US N 2 2034-07-20 Variable 0.06577180 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAL0 57900875.00000000 PA USD 1208426.00000000 0.033142355073 Long ABS-MBS CORP US N 2 2042-10-10 Variable 0.00516169 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BN3 4678000.00000000 PA USD 4649324.28000000 0.127512612390 Long DBT CORP JP N 2 2025-02-25 Fixed 0.02193000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31298AU27 59.78970000 PA USD 60.14000000 0.000001649402 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 0.07500000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 11714000.00000000 PA USD 11556677.82000000 0.316954054101 Long DBT CORP US N 2 2028-04-20 Fixed 0.04350000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCA1 4591000.00000000 PA USD 4658504.32000000 0.127764384650 Long DBT CORP CA N 2 2027-04-05 Fixed 0.05250000 N N N N N N CSMC 2020-RPL4 TR N/A 126405AA7 423349.21980000 PA USD 374166.79000000 0.010261918074 Long ABS-CBDO CORP US N 2 2060-01-25 Fixed 0.02000000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095AN1 1615000.00000000 PA USD 1632795.60000000 0.044781138057 Long DBT CORP US N 2 2027-04-05 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418MYV8 93073.08380000 PA USD 96603.44000000 0.002649451029 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.06500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAQ2 339000.00000000 PA USD 346697.67000000 0.009508548543 Long DBT CORP US N 2 2028-04-01 Fixed 0.05700000 N N N N N N CAPITAL ONE NATL ASSN MCLEAN VA 207ALC1P1YM0OVDV0K75 14042TCT2 3728000.00000000 PA USD 3710848.48000000 0.101773925708 Long DBT CORP US N 2 2026-01-28 Variable 0.02280000 N N N N N N BCP TR 2021-330N N/A 05553BAA3 7697319.00000000 PA USD 7128220.80000000 0.195498958808 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.05523480 N N N N N N GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 N/A 36267KAD9 1115000.00000000 PA USD 1125996.02000000 0.030881626103 Long ABS-CBDO CORP US N 2 2028-06-16 Fixed 0.05450000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAJ6 5353000.00000000 PA USD 5208272.87000000 0.142842365835 Long DBT CORP US N 2 2030-04-01 Fixed 0.04200000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B85 2621000.00000000 PA USD 2606095.19000000 0.071474903835 Long DBT CORP US N 2 2025-02-10 Fixed 0.02300000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UAM9 376.02360000 PA USD 379.54000000 0.000010409284 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CV9 10015000.00000000 PA USD 10172558.08000000 0.278993113268 Long DBT CORP US N 2 2027-11-17 Fixed 0.05125000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661ED5 3155000.00000000 PA USD 2838792.84000000 0.077856881831 Long DBT CORP US N 2 2028-09-15 Fixed 0.01700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210ARU3 345.00920000 PA USD 348.10000000 0.000009547008 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N BUCKHORN PARK CLO LTD N/A 118382BA7 8750000.00000000 PA USD 8750000.00000000 0.239977960498 Long ABS-CBDO CORP KY N 2 2034-07-18 Variable 0.05627690 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DE1 8500000.00000000 PA USD 8670866.83000000 0.237807650013 Long DBT CORP JP N 2 2030-04-17 Variable 0.05258000 N N N N N N NEW RESIDENTIAL MTG LN TR 2019-NQM4 N/A 64830MAG8 607128.93450000 PA USD 562394.16000000 0.015424251830 Long ABS-CBDO CORP US N 2 2059-08-25 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200UBJ3 3316.72390000 PA USD 3401.93000000 0.000093301511 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2017-1R N/A 14856JAA2 1448256.95560000 PA USD 1363406.04000000 0.037392845806 Long ABS-CBDO CORP US N 2 2041-08-15 Fixed 0.02741000 N N N N N N BX 2024-CNYN N/A 05612HAA9 5220655.28000000 PA USD 5227137.25000000 0.143359741314 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.06051168 N N N N N N BANK 2022-BNK41 N/A 06540MBB0 6700000.00000000 PA USD 6416578.61000000 0.175981422652 Long ABS-MBS CORP US N 2 2065-04-15 Variable 0.03916333 N N N N N N DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC N/A 26253BAN4 5695000.00000000 PA USD 5708656.61000000 0.156565916623 Long ABS-CBDO CORP KY N 2 2034-08-20 Variable 0.05811000 N N N N N N CDW LLC / CDW FIN CORP N/A 12513GBK4 3794000.00000000 PA USD 3778292.84000000 0.103623658275 Long DBT CORP US N 2 2030-03-01 Fixed 0.05100000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 6355000.00000000 PA USD 6399397.75000000 0.175510219481 Long DBT CORP US N 2 2028-06-15 Fixed 0.04950000 N N N N N N MASSMUTUAL GLOBAL FDG II 549300K1IE3K7YU6VG29 57629W5B2 10400000.00000000 PA USD 10502441.46000000 0.288040512209 Long DBT CORP US N 2 2029-01-17 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385JJF6 5056.29120000 PA USD 5234.19000000 0.000143553170 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAM1 6940000.00000000 PA USD 6858953.15000000 0.188114010067 Long DBT CORP CA N 2 2027-04-15 Fixed 0.04250000 N N N N N N VERIZON MASTER TRUST N/A 92348KCD3 10000000.00000000 PA USD 10234077.00000000 0.280680334405 Long ABS-CBDO CORP US N 2 2029-11-20 Fixed 0.05670000 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QJC9 5501000.00000000 PA USD 5570232.84000000 0.152769499022 Long ABS-CBDO CORP US N 2 2029-04-15 Fixed 0.05480000 N N N N N N CHASE AUTO OWNER TRUST 2024-2 N/A 16144CAD8 1500000.00000000 PA USD 1542039.45000000 0.042292055110 Long ABS-CBDO CORP US N 2 2029-11-26 Fixed 0.05480000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4XH4 374391.91200000 PA USD 362843.08000000 0.009951353407 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.03500000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAF9 4575000.00000000 PA USD 4670032.77000000 0.128080564526 Long DBT CORP US N 2 2028-03-22 Fixed 0.05050000 N N N N N N TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC N/A 87232BAF9 3967511.34470000 PA USD 3973565.77000000 0.108979223930 Long ABS-CBDO CORP KY N 2 2030-07-15 Variable 0.05847510 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HAT4 9745000.00000000 PA USD 9720876.45000000 0.266605269112 Long DBT CORP US N 2 2025-03-24 Fixed 0.04700000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAH5 5546000.00000000 PA USD 5528435.82000000 0.151623171752 Long DBT CORP US N 2 2026-07-28 Variable 0.04260000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAK1 1517000.00000000 PA USD 1475613.77000000 0.040470260915 Long DBT CORP US N 2 2025-08-15 Fixed 0.00950000 N N N N N N FIRSTENERGY TRANSMISSION LLC 549300AINIIPOLYX2R63 33767BAE9 5600000.00000000 PA USD 5513643.58000000 0.151217478999 Long DBT CORP US N 2 2030-01-15 Fixed 0.04550000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AG6 3470000.00000000 PA USD 3441266.14000000 0.094380346264 Long DBT CORP US N 2 2028-09-15 Fixed 0.04500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214FG3 4101000.00000000 PA USD 4130909.33000000 0.113294536687 Long DBT CORP AU N 2 2033-08-10 Variable 0.05405000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCC7 4133000.00000000 PA USD 3849021.16000000 0.105563456902 Long DBT CORP US N 2 2030-07-15 Fixed 0.03950000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAR3 2431000.00000000 PA USD 2307601.03000000 0.063288387294 Long DBT CORP US N 2 2027-01-15 Fixed 0.02200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200RDB5 734.23500000 PA USD 752.71000000 0.000020643864 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AG3 7697000.00000000 PA USD 7659957.57000000 0.210082399446 Long DBT CORP US N 2 2025-05-15 Fixed 0.04000000 N N N N N N TERWIN MORTGAGE TRUST N/A 881561BU7 69371.75930000 PA USD 71198.75000000 0.001952700664 Long ABS-CBDO CORP US N 2 2034-09-25 Variable 0.05562190 N N N N N N NEW YORK MORTGAGE TRUST 2021-SP1 N/A 62955RAA3 1262588.71580000 PA USD 1229474.42000000 0.033719630148 Long ABS-CBDO CORP US N 2 2061-08-25 Fixed 0.04669600 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBL8 6216000.00000000 PA USD 6156542.84000000 0.168849667939 Long DBT CORP GB N 2 2026-05-07 Variable 0.02852000 N N N N N N ANGEL OAK MTG TR 2021-8 N/A 03465MAA1 3123435.32430000 PA USD 2767088.84000000 0.075890324153 Long ABS-CBDO CORP US N 2 2066-11-25 Fixed 0.01820000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECF0 5000000.00000000 PA USD 5057007.35000000 0.138693749723 Long DBT CORP GB N 2 2027-05-09 Variable 0.05829000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 2293000.00000000 PA USD 2181607.50000000 0.059832882109 Long DBT CORP GB N 2 2027-06-14 Variable 0.01642000 N N N N N N BBCMS Mortgage Trust 2022-C14 N/A 07336AAF4 1300000.00000000 PA USD 1195447.76000000 0.032786413180 Long ABS-MBS CORP US N 2 2055-02-15 Fixed 0.02901000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AM3 3786000.00000000 PA USD 3634438.51000000 0.099678301850 Long DBT CORP US N 2 2028-04-15 Fixed 0.03250000 N N N N N N VERIZON MASTER TRUST N/A 92348KCH4 7262000.00000000 PA USD 7349469.34000000 0.201566932910 Long ABS-CBDO CORP US N 2 2031-12-22 Fixed 0.04830000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBH6 4416000.00000000 PA USD 4226344.86000000 0.115911956556 Long DBT CORP US N 2 2027-03-01 Fixed 0.02450000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAH0 3274000.00000000 PA USD 3241665.75000000 0.088906095463 Long DBT CORP US N 2 2025-04-05 Fixed 0.02056000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBP3 6310000.00000000 PA USD 5991788.97000000 0.164331119629 Long DBT CORP JP N 2 2027-05-22 Variable 0.01234000 N N N N N N GS MTG SECS CORP TR 2021-IP N/A 36262MAA6 1713894.00000000 PA USD 1701039.80000000 0.046652807077 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.05674480 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBQ2 6877000.00000000 PA USD 6862555.21000000 0.188212800355 Long DBT CORP US N 2 2027-06-09 Fixed 0.04750000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CM5 3155000.00000000 PA USD 2998230.38000000 0.082229624194 Long DBT CORP US N 2 2027-02-01 Fixed 0.02700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QSP2 1217.65840000 PA USD 1224.45000000 0.000033581830 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 4290000.00000000 PA USD 4148416.01000000 0.113774675814 Long DBT CORP US N 2 2030-02-07 Variable 0.03974000 N N N N N N NUVEEN LLC N/A 67080LAC9 1891000.00000000 PA USD 1950142.01000000 0.053484697399 Long DBT CORP US N 2 2030-01-15 Fixed 0.05550000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NMZ2 315.40480000 PA USD 318.96000000 0.000008747813 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAJ0 1761000.00000000 PA USD 1691386.10000000 0.046388044193 Long DBT CORP KY N 2 2027-02-15 Fixed 0.03250000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 1739000.00000000 PA USD 1789030.94000000 0.049066056714 Long DBT CORP US N 2 2029-02-01 Fixed 0.05875000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CL2 4930000.00000000 PA USD 4925239.39000000 0.135079874717 Long DBT CORP US N 2 2029-11-15 Fixed 0.04800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKJ7 4110000.00000000 PA USD 3921450.46000000 0.107549906695 Long DBT CORP US N 2 2028-02-04 Variable 0.02551000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 7620000.00000000 PA USD 7587247.11000000 0.208088238543 Long DBT CORP US N 2 2030-05-01 Fixed 0.05150000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209DAX2 614.52100000 PA USD 622.62000000 0.000017076008 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132FCBK0 706911.08040000 PA USD 724187.42000000 0.019861602293 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.05500000 N N N N N N GS MTG SECS TR 2011-GC5 N/A 36191YAE8 2175004.13350000 PA USD 2085567.96000000 0.057198896631 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.05209000 N N N N N N BX TR 2021-LGCY N/A 05608UAA6 764516.43000000 PA USD 765232.48000000 0.020987306269 Long ABS-MBS CORP US N 2 2039-08-15 Variable 0.06774290 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAA8 664552.00000000 PA USD 658321.83000000 0.018055169156 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.05655300 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAJ6 6900000.00000000 PA USD 7095559.73000000 0.194603194583 Long DBT CORP GB N 2 2027-10-18 Variable 0.06557000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAC7 849000.00000000 PA USD 840435.98000000 0.023049841418 Long DBT CORP US N 2 2026-06-15 Fixed 0.04125000 N N N N N N BANK 2021-BNK36 N/A 06540DBB0 10250000.00000000 PA USD 9331158.23000000 0.255916836700 Long ABS-MBS CORP US N 2 2064-09-15 Fixed 0.02283000 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 266233AJ4 7007000.00000000 PA USD 5950705.19000000 0.163204353717 Long DBT CORP US N 2 2032-01-07 Fixed 0.02775000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DG1 9616000.00000000 PA USD 9680242.77000000 0.265490847666 Long DBT CORP GB N 2 2028-08-11 Variable 0.05210000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGM7 59782400.00000000 PA USD 57008123.00000000 1.563507781647 Long DBT UST US N 2 2033-02-15 Fixed 0.03500000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAW5 1456000.00000000 PA USD 1359610.00000000 0.037288735414 Long DBT CORP IE N 2 2028-10-29 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M7YL4 61894.57260000 PA USD 63502.17000000 0.001741613856 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FKL3 744.71970000 PA USD 752.55000000 0.000020639475 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC N/A 87231BAL7 1187814.45000000 PA USD 1189282.59000000 0.032617326903 Long ABS-CBDO CORP KY N 2 2030-11-18 Variable 0.05707000 N N N N N N 6297782 LLC 254900Z1WAY7QFQ7O850 83007CAA0 2316000.00000000 PA USD 2313570.68000000 0.063452111229 Long DBT CORP US N 2 2027-09-01 Fixed 0.04911000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208S4S8 815.63910000 PA USD 826.08000000 0.000022656113 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208TAY6 4257.44770000 PA USD 4311.94000000 0.000118259493 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136ACSD4 462511.98030000 PA USD 451500.13000000 0.012382866327 Long ABS-CBDO USGSE US N 2 2033-03-25 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKQ3 108406400.00000000 PA USD 109880049.50000000 3.013576020403 Long DBT UST US N 2 2034-05-15 Fixed 0.04375000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAC9 4930000.00000000 PA USD 4711433.18000000 0.129216014350 Long DBT CORP JP N 2 2026-04-03 Fixed 0.01162000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AJ7 5364000.00000000 PA USD 5421918.65000000 0.148701826242 Long DBT CORP GB N 2 2027-03-02 Variable 0.05847000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XDR4 2587000.00000000 PA USD 2452859.03000000 0.067272240846 Long DBT CORP US N 2 2027-02-26 Fixed 0.02350000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BQ4 3786000.00000000 PA USD 3520453.59000000 0.096552145435 Long DBT CORP US N 2 2027-02-03 Fixed 0.01350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206F5Q1 252.13940000 PA USD 254.89000000 0.000006990626 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLG4 20809000.00000000 PA USD 20608225.61000000 0.565202280158 Long DBT UST US N 2 2027-08-15 Fixed 0.03750000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAG5 2813000.00000000 PA USD 2678416.43000000 0.073458389970 Long DBT CORP NO N 2 2027-05-25 Variable 0.01535000 N N N N N N NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN N/A 64134VAQ9 8500000.00000000 PA USD 8515691.00000000 0.233551789533 Long ABS-CBDO CORP JE N 2 2036-07-23 Variable 0.05876260 N N N N N N BENCHMARK 2018-B7 MTG TR N/A 08162TAY9 1627253.07440000 PA USD 1610841.74000000 0.044179030337 Long ABS-MBS CORP US N 2 2053-05-15 Fixed 0.04377000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CL6 8580000.00000000 PA USD 8649608.17000000 0.237224608885 Long DBT CORP JP N 2 2028-07-20 Variable 0.05017000 N N N N N N BAMLL COML MTG SECS TR 2022-DKLX N/A 05530SAA4 1455709.38000000 PA USD 1449807.35000000 0.039762492682 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.05760000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DUG8 15.56680000 PA USD 15.74000000 0.000000431686 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAY7 6671000.00000000 PA USD 6031628.01000000 0.165423747237 Long DBT CORP US N 2 2028-07-15 Fixed 0.02450000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886CR3 5924000.00000000 PA USD 5989587.57000000 0.164270743917 Long ABS-CBDO CORP US N 2 2028-06-15 Fixed 0.05340000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBP9 3990000.00000000 PA USD 3985753.04000000 0.109313472639 Long DBT CORP US N 2 2027-04-02 Fixed 0.04700000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 14000000.00000000 PA USD 12022430.00000000 0.329727797901 Long DBT CORP MX N 2 2031-01-28 Fixed 0.05950000 N N N N N N ELP COMMERCIAL MORTGAGE TRUST 2021-ELP N/A 26863LAA2 3943755.56000000 PA USD 3928966.48000000 0.107756041455 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.05425480 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 1247000.00000000 PA USD 1274919.74000000 0.034966015886 Long DBT CORP US N 2 2030-03-02 Fixed 0.05250000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCH1 5765000.00000000 PA USD 5444332.83000000 0.149316558722 Long DBT CORP JP N 2 2026-09-17 Fixed 0.01402000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BS0 7639000.00000000 PA USD 7506597.49000000 0.205876337821 Long DBT CORP US N 2 2027-06-08 Fixed 0.04350000 N N N N N N GS MTG SECS TR 2015-GC34 54930070360RBP384M53 36250VAE2 170423.22040000 PA USD 169031.08000000 0.004635855295 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 0.03278000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AN6 3155000.00000000 PA USD 2902571.79000000 0.079606086670 Long DBT CORP US N 2 2027-09-15 Fixed 0.01400000 N N N N N N JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAN6 3155000.00000000 PA USD 2908480.60000000 0.079768142004 Long DBT CORP LU N 2 2029-02-02 Fixed 0.03000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BM4 192000.00000000 PA USD 190742.33000000 0.005231309181 Long DBT CORP US N 2 2026-03-30 Variable 0.02901000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 6060000.00000000 PA USD 6003517.41000000 0.164652784442 Long DBT CORP US N 2 2027-07-31 Fixed 0.05000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AF0 450000.00000000 PA USD 459445.05000000 0.012600764121 Long DBT CORP US N 2 2034-04-01 Fixed 0.05750000 N N N N N N WELLS FARGO COML MTG TR 2017 N/A 95001FAY1 707361.03100000 PA USD 698726.20000000 0.019163301534 Long ABS-MBS CORP US N 2 2060-01-15 Fixed 0.03453000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAF6 400000.00000000 PA USD 384046.88000000 0.010532889942 Long DBT CORP US N 2 2029-07-15 Fixed 0.03850000 N N N N N N EQT TR 2024-EXTR N/A 29439DAA9 10131000.00000000 PA USD 10198427.88000000 0.279702619764 Long ABS-MBS CORP US N 2 2041-07-05 Variable 0.05330800 N N N N N N CFMT 2022-HB8 LLC N/A 12526WAA7 2368171.61060000 PA USD 2349936.69000000 0.064449487333 Long ABS-CBDO CORP US N 2 2025-04-25 Fixed 0.03750000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A 90276VAC3 4021044.04960000 PA USD 3972065.32000000 0.108938072509 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 0.03903000 N N N N N N AASET 2021-1 TR N/A 00038PAA8 1980755.04500000 PA USD 1840090.54000000 0.050466419991 Long ABS-CBDO CORP US N 2 2041-11-16 Fixed 0.02950000 N N N N N N JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAZ9 7571000.00000000 PA USD 7588708.57000000 0.208128320622 Long DBT CORP LU N 2 2028-02-01 Fixed 0.05125000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAG8 11100000.00000000 PA USD 11304162.08000000 0.310028544126 Long DBT CORP GB N 2 2030-02-01 Fixed 0.05500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBK1 4480000.00000000 PA USD 4431920.15000000 0.121550075278 Long DBT CORP US N 2 2026-04-22 Variable 0.02083000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KJ9 2099000.00000000 PA USD 2092367.96000000 0.057385393789 Long DBT CORP US N 2 2026-03-09 Fixed 0.04600000 N N N N N N AASET 2024-1 US LTD / AASET 2024-1 INTL LTD N/A 00255JAB6 1824276.76000000 PA USD 1855130.39000000 0.050878903708 Long ABS-CBDO CORP US N 2 2049-05-16 Fixed 0.06261000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 5778000.00000000 PA USD 5510464.44000000 0.151130287738 Long DBT CORP US N 2 2028-01-21 Variable 0.02475000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159HB5 4038000.00000000 PA USD 4015053.10000000 0.110117057626 Long DBT CORP CA N 2 2025-12-16 Fixed 0.04500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 2293000.00000000 PA USD 2197276.72000000 0.060262626961 Long DBT CORP GB N 2 2028-05-22 Variable 0.03073000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213BQQ8 498.63200000 PA USD 506.13000000 0.000013881148 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07000000 N N N N N N FORD CR AUTO OWNER TR 2023-REV2 N/A 34535CAA4 7988000.00000000 PA USD 8188400.55000000 0.224575504427 Long ABS-CBDO CORP US N 2 2036-02-15 Fixed 0.05280000 N N N N N N BX 2021-BXMF N/A 05609RAA2 2227652.42000000 PA USD 2216514.16000000 0.060790234003 Long ABS-MBS CORP US N 2 2026-10-15 Variable 0.05359410 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AM7 4416000.00000000 PA USD 4260537.68000000 0.116849730637 Long DBT CORP US N 2 2028-01-15 Fixed 0.03250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209UH66 410.14750000 PA USD 416.01000000 0.000011409512 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N CHASE ISSUANCE TR 5493008SHVCX2Y068L12 161571HU1 8477000.00000000 PA USD 8669412.64000000 0.237767767322 Long ABS-CBDO CORP US N 2 2030-09-15 Fixed 0.05080000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610BH7 5236000.00000000 PA USD 5342456.15000000 0.146522483535 Long DBT CORP US N 2 2032-07-23 Variable 0.05718000 N N N N N N CD 2017-CD5 MTG TR N/A 12515HBA2 826343.34040000 PA USD 809516.43000000 0.022201840212 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 0.03220000 N N N N N N MORGAN STANLEY ABS CAP I INC N/A 61744CGL4 95300.30760000 PA USD 132295.79000000 0.003628351299 Long ABS-CBDO CORP US N 3 2034-08-25 Variable 0.09952190 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AP3 1532000.00000000 PA USD 1525250.22000000 0.041831592805 Long DBT CORP US N 2 2026-01-30 Fixed 0.04500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHG7 8155000.00000000 PA USD 7947180.34000000 0.217959786252 Long DBT CORP US N 2 2029-03-05 Variable 0.03970000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCU7 2403000.00000000 PA USD 2402259.18000000 0.065884486697 Long DBT CORP US N 2 2026-07-24 Variable 0.04985000 N N N N N N JACKSON NATL LIFE GLOBAL FDG 635400PQXLYXWJI5QD78 46849LVA6 6179000.00000000 PA USD 6278822.24000000 0.172203309198 Long DBT CORP US N 2 2027-07-02 Fixed 0.05550000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DF8 12352000.00000000 PA USD 12584312.71000000 0.345138022677 Long ABS-CBDO CORP US N 2 2031-03-15 Fixed 0.05060000 N N N N N N SBA TOWER TR N/A 78403DAN0 1805000.00000000 PA USD 1799726.15000000 0.049359384106 Long ABS-CBDO CORP US N 2 2050-01-15 Fixed 0.02836000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208WAC7 1197.13990000 PA USD 1212.91000000 0.000033265333 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209XDH0 220.15020000 PA USD 222.38000000 0.000006099005 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 7888000.00000000 PA USD 7788842.63000000 0.213617207885 Long DBT CORP GB N 2 2026-04-18 Variable 0.01645000 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JAG2 7608000.00000000 PA USD 7623395.85000000 0.209079655789 Long DBT CORP US N 2 2028-03-30 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X46L5 205114.00560000 PA USD 203140.81000000 0.005571350546 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FMW9 95.02130000 PA USD 95.96000000 0.000002631804 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 0.07500000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BL6 5470000.00000000 PA USD 5553006.10000000 0.152297037544 Long DBT CORP NL N 2 2030-03-19 Variable 0.05335000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBG1 5381595.04000000 PA USD 5480331.70000000 0.150303865625 Long ABS-CBDO CORP US N 2 2038-08-18 Fixed 0.06460000 N N N N N N CARMAX AUTO OWNER TR 2024-2 N/A 14319EAE6 1250000.00000000 PA USD 1271903.13000000 0.034883282181 Long ABS-CBDO CORP US N 2 2029-01-16 Fixed 0.05500000 N N N N N N RR 16 LTD N/A 74971CAA1 4777000.00000000 PA USD 4785899.55000000 0.131258332932 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.06027510 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 7208000.00000000 PA USD 7084018.15000000 0.194286654602 Long DBT CORP US N 2 2029-07-23 Variable 0.04271000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3D1 4287000.00000000 PA USD 4050381.26000000 0.111085969602 Long DBT CORP US N 2 2026-10-02 Fixed 0.01730000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A N/A 981946AD8 4080000.00000000 PA USD 4130332.51000000 0.113278716792 Long ABS-CBDO CORP US N 2 2027-10-15 Fixed 0.05260000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 5804000.00000000 PA USD 5805872.02000000 0.159232151574 Long DBT CORP US N 2 2027-05-01 Fixed 0.05040000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J2F9 771.01560000 PA USD 779.42000000 0.000021376413 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BW61 3713.39690000 PA USD 3800.68000000 0.000104237649 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 0.07000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAN5 4191000.00000000 PA USD 4265341.09000000 0.116981469212 Long DBT CORP US N 2 2028-03-30 Fixed 0.05250000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AFZS4 137154.03260000 PA USD 135150.88000000 0.003706655147 Long ABS-CBDO USGSE US N 2 2034-10-15 Fixed 0.04500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 1087000.00000000 PA USD 1103124.56000000 0.030254352238 Long DBT CORP US N 2 2029-07-01 Fixed 0.05250000 N N N N N N INTERNATIONAL FLAVORS and FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AP6 3155000.00000000 PA USD 2902710.01000000 0.079609877499 Long DBT CORP US N 2 2027-10-15 Fixed 0.01832000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKW8 5489000.00000000 PA USD 5515962.41000000 0.151281075353 Long DBT CORP US N 2 2028-07-22 Variable 0.04948000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBL9 6955000.00000000 PA USD 6189893.46000000 0.169764343798 Long DBT CORP US N 2 2031-04-22 Variable 0.02522000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587DS3 3579000.00000000 PA USD 3689893.13000000 0.101199203176 Long DBT CORP US N 2 2029-03-15 Fixed 0.05500000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BL5 7754000.00000000 PA USD 7493571.13000000 0.205519076186 Long DBT CORP US N 2 2025-11-24 Fixed 0.01250000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BG6 4041000.00000000 PA USD 4264108.22000000 0.116947656455 Long DBT CORP US N 2 2028-11-01 Fixed 0.06250000 N N N N N N MAGNETITE XXII LTD / MAGNETITE XXII LLC N/A 55954HAW2 8952000.00000000 PA USD 8968525.39000000 0.245971249345 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.05905900 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36216K4H9 5025.68950000 PA USD 5093.80000000 0.000139702826 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N BMW VECHILE OWNER TRUST 2023-A N/A 05592XAD2 975000.00000000 PA USD 983711.43000000 0.026979321450 Long ABS-CBDO CORP US N 2 2028-02-25 Fixed 0.05470000 N N N N N N BENCHMARK 2019-B12 MTG TR N/A 08162FAK9 15295238.56170000 PA USD 497641.29000000 0.013648336209 Long ABS-MBS CORP US N 2 2052-08-15 Variable 0.01206420 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 7500000.00000000 PA USD 7554127.13000000 0.207179888229 Long DBT CORP US N 2 2030-07-22 Variable 0.04995000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DU8 9316000.00000000 PA USD 9225576.58000000 0.253021148810 Long DBT CORP US N 2 2030-04-15 Fixed 0.04500000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XCK0 3786000.00000000 PA USD 3777634.23000000 0.103605595203 Long DBT CORP US N 2 2025-04-09 Fixed 0.04350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213UXV7 27602.67630000 PA USD 28354.84000000 0.000777661334 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N METLIFE SECURITIZATION TRUST 2019-1 N/A 59166EAB1 156199.82450000 PA USD 152844.95000000 0.004191933642 Long ABS-CBDO CORP US N 2 2058-04-25 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201QPH0 4554.21110000 PA USD 4684.00000000 0.000128463630 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBW1 10410000.00000000 PA USD 10532822.39000000 0.288873741194 Long DBT CORP FR N 2 2030-01-19 Variable 0.05634000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 8259000.00000000 PA USD 7840889.86000000 0.215044657954 Long DBT CORP GB N 2 2027-11-24 Variable 0.02279000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213VFX1 277.23920000 PA USD 284.44000000 0.000007801066 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEF9 8860000.00000000 PA USD 8921312.26000000 0.244676379557 Long DBT CORP US N 2 2026-04-06 Fixed 0.05400000 N N N N N N VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC N/A 92013AAT6 5321000.00000000 PA USD 5321000.00000000 0.145934026035 Long ABS-CBDO CORP JE N 2 2037-01-20 Variable 0.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 9500000.00000000 PA USD 9415818.03000000 0.258238720830 Long DBT CORP US N 2 2030-10-18 Variable 0.04654000 N N N N N N BRAVO RESIDENTIAL FDG TR 2022-RPL1 N/A 10569XAA7 6792460.50530000 PA USD 6175125.02000000 0.169359303785 Long ABS-CBDO CORP US N 2 2061-09-25 Fixed 0.02750000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBC9 5673000.00000000 PA USD 5382803.81000000 0.147629060581 Long DBT CORP US N 2 2028-01-06 Variable 0.02490000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210ENY1 1037.55480000 PA USD 1054.31000000 0.000028915561 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N CSMC 2020-NET N/A 126438AA8 496175.08180000 PA USD 478846.76000000 0.013132876440 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 0.02256900 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WYF2 3212.80330000 PA USD 3302.78000000 0.000090582218 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213DCE6 1398.74660000 PA USD 1435.05000000 0.000039357756 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBM2 2001000.00000000 PA USD 2032663.46000000 0.055747935029 Long DBT CORP US N 2 2029-03-15 Fixed 0.05150000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213FZF3 17167.74220000 PA USD 17594.98000000 0.000482560847 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 71074291.20400000 NS USD 71088506.06000000 1.949677108479 Long STIV RF US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 3155000.00000000 PA USD 3221973.71000000 0.088366020537 Long DBT CORP US N 2 2028-09-01 Fixed 0.05625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201CZZ0 14025.16670000 PA USD 14414.43000000 0.000395330915 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBC5 4104000.00000000 PA USD 3897267.03000000 0.106886650671 Long DBT CORP FR N 2 2027-06-09 Variable 0.01792000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAA6 5672488.00000000 PA USD 5645962.31000000 0.154846459452 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.05412580 N N N N N N DLLAD 2024-1 LLC N/A 23346MAC0 546000.00000000 PA USD 555047.00000000 0.015222748233 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 0.05300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RAQ2 9115.13880000 PA USD 9439.54000000 0.000258889320 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.06500000 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAM8 5819000.00000000 PA USD 5297889.70000000 0.145300201731 Long DBT CORP CA N 2 2030-01-25 Fixed 0.02950000 N N N N N N GCAT 2021-NQM7 TR N/A 36167YAA6 1582307.66920000 PA USD 1427826.18000000 0.039159635956 Long ABS-CBDO CORP US N 2 2066-08-25 Fixed 0.01915000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKU4 94260300.00000000 PA USD 96867186.42000000 2.656684552724 Long DBT UST US N 2 2031-05-31 Fixed 0.04625000 N N N N N N BEAR STRNS ASSET BACKED SECS I TR N/A 073879RA8 8401.21980000 PA USD 8398.78000000 0.000230345382 Long ABS-CBDO CORP US N 2 2035-02-25 Variable 0.05827190 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBE0 5013000.00000000 PA USD 4529624.43000000 0.124229718004 Long DBT CORP US N 2 2032-03-15 Fixed 0.03350000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 5000000.00000000 PA USD 4856415.75000000 0.133192313945 Long DBT CORP US N 2 2029-01-24 Variable 0.03772000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 683.00000000 NC USD 404353.08000000 0.011089808852 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-03-31 140368350.05000000 USD 404353.08000000 N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAM9 737000.00000000 PA USD 721389.29000000 0.019784860633 Long DBT CORP US N 2 2028-03-01 Fixed 0.04000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AU0 12500000.00000000 PA USD 10773368.13000000 0.295470961319 Long DBT CORP US N 2 2031-11-15 Fixed 0.02450000 N N N N N N OPG TR 2021-PORT N/A 67118AAA3 3599543.73270000 PA USD 3581546.01000000 0.098227669361 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.05208480 N N N N N N SREIT TR 2021-MFP N/A 78472UAA6 2639862.24000000 PA USD 2637909.80000000 0.072347453003 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.05454570 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACS2 2211000.00000000 PA USD 2007310.85000000 0.055052613013 Long DBT CORP US N 2 2029-03-15 Fixed 0.02400000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BKH0 1519.57720000 PA USD 1543.55000000 0.000042333483 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEV9 16322300.00000000 PA USD 15742730.87000000 0.431760965356 Long DBT UST US N 2 2029-06-30 Fixed 0.03250000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCE3 6940000.00000000 PA USD 6660979.73000000 0.182684380632 Long DBT CORP US N 2 2026-01-15 Fixed 0.01375000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 8532000.00000000 PA USD 7800194.66000000 0.213928549257 Long DBT CORP US N 2 2029-06-01 Variable 0.02069000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 7824000.00000000 PA USD 7513594.38000000 0.206068234894 Long DBT CORP GB N 2 2026-03-25 Fixed 0.01668000 N N N N N N AASET 2019-2 TR N/A 00038RAA4 978633.95840000 PA USD 939524.61000000 0.025767451399 Long ABS-CBDO CORP US N 2 2039-10-16 Fixed 0.03376000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209ARZ5 58.83680000 PA USD 59.50000000 0.000001631850 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FAG7 3.69790000 PA USD 3.71000000 0.000000101750 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 0.07500000 N N N N N N CITIBANK CR CARD ISSUANCE TR R8AG6FXVDQAMDKCSJJ64 17305EGS8 10727000.00000000 PA USD 10550634.17000000 0.289362248009 Long ABS-CBDO CORP US N 2 2030-10-13 Fixed 0.03960000 N N N N N N AMERICAN EXPRESS CR ACC MST TR N/A 02582JKF6 10741000.00000000 PA USD 11093192.02000000 0.304242468158 Long ABS-CBDO CORP US N 2 2031-04-15 Fixed 0.05240000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 1306000.00000000 PA USD 1212348.93000000 0.033249945558 Long DBT CORP US N 2 2032-04-05 Fixed 0.03900000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 N/A 92867YAE4 4900000.00000000 PA USD 5015806.11000000 0.137563762346 Long ABS-CBDO CORP US N 2 2030-04-22 Fixed 0.05570000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBG9 2208000.00000000 PA USD 2201221.79000000 0.060370824659 Long DBT CORP US N 2 2025-02-05 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31386GRY1 364.39260000 PA USD 373.61000000 0.000010246647 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 8189000.00000000 PA USD 8048920.11000000 0.220750106539 Long DBT CORP US N 2 2025-11-13 Fixed 0.03375000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BJ2 10200000.00000000 PA USD 9793277.75000000 0.268590950976 Long DBT CORP US N 2 2028-02-15 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LLL8 939.90330000 PA USD 955.42000000 0.000026203399 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJJ1 41172900.00000000 PA USD 42116981.83000000 1.155102560220 Long DBT UST US N 2 2033-11-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201JH28 27032.54670000 PA USD 27789.57000000 0.000762158209 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213SD36 184.23050000 PA USD 188.91000000 0.000005181055 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DJ1 1046000.00000000 PA USD 1089484.66000000 0.029880263623 Long DBT CORP US N 2 2029-05-01 Fixed 0.06298000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373UBC0 23.39260000 PA USD 23.41000000 0.000000642043 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4ET9 108708.46660000 PA USD 107662.69000000 0.002952762602 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.04500000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 2685000.00000000 PA USD 2595054.19000000 0.071172092788 Long DBT CORP US N 2 2026-09-23 Fixed 0.02750000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 N/A 38012RAA4 7253000.00000000 PA USD 7371197.06000000 0.202162838502 Long ABS-CBDO CORP US N 2 2035-04-11 Fixed 0.05120000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZR8 2500000.00000000 PA USD 2434186.23000000 0.066760119651 Long DBT CORP US N 2 2028-03-15 Variable 0.03615000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAF2 5569000.00000000 PA USD 5441986.42000000 0.149252205958 Long DBT CORP HK N 2 2028-04-06 Fixed 0.03900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 12636000.00000000 PA USD 12473741.88000000 0.342105501274 Long DBT CORP US N 2 2028-04-20 Variable 0.04210000 N N N N N N SYMPHONY CLO XXIII LTD N/A 87167NDC6 5405080.13000000 PA USD 5412431.04000000 0.148441618550 Long ABS-CBDO CORP KY N 2 2034-01-15 Variable 0.05937510 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CV9 8800000.00000000 PA USD 8911975.16000000 0.244420299761 Long DBT CORP US N 2 2028-02-08 Variable 0.05706000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TD71 11.58850000 PA USD 12.00000000 0.000000329112 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 0.07000000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587DR5 3560000.00000000 PA USD 3608662.74000000 0.098971374225 Long DBT CORP US N 2 2033-06-15 Fixed 0.05200000 N N N N N N UNITED AIRLS INC 2018-1B PASS THRU TR N/A 90932NAA1 1484854.94550000 PA USD 1460950.41000000 0.040068102832 Long DBT CORP US N 2 2027-09-01 Fixed 0.04600000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AY5 3450000.00000000 PA USD 3506701.51000000 0.096174980165 Long DBT CORP GB N 2 2027-08-07 Variable 0.05985000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 1577000.00000000 PA USD 1454646.81000000 0.039895219966 Long DBT CORP US N 2 2030-09-01 Fixed 0.03500000 N N N N N N KUBOTA CREDIT OWNER TRUST 2024-2 N/A 50117DAC0 1492000.00000000 PA USD 1515781.29000000 0.041571897432 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05260000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CG4 1601000.00000000 PA USD 1547756.38000000 0.042448847933 Long DBT CORP CA N 2 2027-03-15 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376WGZ7 526.90070000 PA USD 538.44000000 0.000014767283 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MBJ3 4311000.00000000 PA USD 4349698.90000000 0.119295070949 Long DBT CORP IE N 2 2029-01-19 Fixed 0.05100000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAT6 1965000.00000000 PA USD 1925752.15000000 0.052815779815 Long DBT CORP JP N 2 2029-09-11 Variable 0.04254000 N N N N N N OPEN TR 2023-AIR N/A 68373BAA9 1616512.74000000 PA USD 1631660.27000000 0.044750000436 Long ABS-MBS CORP US N 2 2028-10-15 Variable 0.07698378 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HZ65 97838.14320000 PA USD 100400.62000000 0.002753592688 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 0.05500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 5190000.00000000 PA USD 5075850.36000000 0.139210539107 Long DBT CORP US N 2 2029-04-23 Variable 0.04075000 N N N N N N FORD CR AUTO OWNER TR 2020-REV1 N/A 34531NAC0 2000000.00000000 PA USD 1988646.60000000 0.054540726310 Long ABS-CBDO CORP US N 2 2031-08-15 Fixed 0.02290000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 5682000.00000000 PA USD 5475680.16000000 0.150176292244 Long DBT CORP US N 2 2028-02-24 Variable 0.03070000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CH1 1253000.00000000 PA USD 1262047.69000000 0.034612986365 Long DBT CORP US N 2 2026-03-02 Fixed 0.05400000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JTX1 235.98950000 PA USD 238.65000000 0.000006545227 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N EXTENDED STAY AMER TR 2021-ESH N/A 30227FAA8 1156159.18670000 PA USD 1156881.79000000 0.031728700857 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.05803480 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DG6 1275000.00000000 PA USD 1290440.00000000 0.035391675353 Long ABS-CBDO CORP US N 2 2031-03-15 Fixed 0.05350000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KS9 3548000.00000000 PA USD 3559075.05000000 0.097611379629 Long DBT CORP US N 2 2028-05-16 Fixed 0.04650000 N N N N N N AASET 2019-1 TRUST 549300TXM3PCKZJKD061 00256DAA0 67006.16330000 PA USD 64994.29000000 0.001782536818 Long ABS-CBDO CORP US N 2 2039-05-15 Fixed 0.03844000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BD88 194.39300000 PA USD 197.17000000 0.000005407594 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAV7 1390000.00000000 PA USD 1328726.73000000 0.036441729225 Long DBT CORP IE N 2 2026-10-29 Fixed 0.02450000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 25160PAN7 2700000.00000000 PA USD 2788026.62000000 0.076464564809 Long DBT CORP US N 2 2027-07-13 Variable 0.07146000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 968000.00000000 PA USD 849301.97000000 0.023293000526 Long DBT CORP US N 2 2030-06-22 Fixed 0.02700000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RGQ9 11310000.00000000 PA USD 11084888.02000000 0.304014722216 Long DBT CORP US N 2 2030-02-15 Fixed 0.04300000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 378.00000000 NC USD 333189.05000000 0.009138060420 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-03-31 40340201.58000000 USD 333189.05000000 N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCG8 2693000.00000000 PA USD 2282524.94000000 0.062600649130 Long DBT CORP US N 2 2031-01-15 Fixed 0.02450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BYA0 2775.77920000 PA USD 2843.34000000 0.000077981592 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DA4 5241000.00000000 PA USD 5211464.61000000 0.142929902665 Long DBT CORP GB N 2 2026-03-10 Variable 0.02999000 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 22003BAN6 2288000.00000000 PA USD 2022864.41000000 0.055479185768 Long DBT CORP US N 2 2029-01-15 Fixed 0.02000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 8500000.00000000 PA USD 8979453.55000000 0.246270965637 Long DBT CORP US N 2 2029-11-01 Variable 0.06407000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHZ5 3155000.00000000 PA USD 2810051.17000000 0.077068611277 Long DBT CORP US N 2 2031-02-13 Variable 0.02496000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HKF9 231.20800000 PA USD 239.42000000 0.000006566345 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07000000 N N N N N N BENCHMARK 2019-B14 MTG TR N/A 08162YAK8 14919572.08390000 PA USD 351109.75000000 0.009629554481 Long ABS-MBS CORP US N 2 2062-12-15 Variable 0.00891688 N N N N N N ENTERPRISE FLEET FING 2023-3 LLC N/A 29374LAB6 1738233.70000000 PA USD 1768918.39000000 0.048514448859 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 0.06400000 N N N N N N BENCHMARK 2021-B31 MORTGAGE TRUST N/A 08163MAF4 8000000.00000000 PA USD 7286160.80000000 0.199830629560 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 0.02615000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EF1 4417000.00000000 PA USD 4480010.71000000 0.122869009508 Long DBT CORP US N 2 2029-02-22 Fixed 0.04900000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCB9 3832000.00000000 PA USD 3785570.34000000 0.103823251373 Long DBT CORP US N 2 2025-07-15 Fixed 0.03300000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 3786000.00000000 PA USD 3499174.34000000 0.095968539604 Long DBT CORP US N 2 2029-09-01 Fixed 0.02950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201VZX3 1637.32550000 PA USD 1679.82000000 0.000046070831 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAD7 6562000.00000000 PA USD 5928390.01000000 0.162592336416 Long DBT CORP JP N 2 2028-04-03 Fixed 0.01591000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201JJG5 7216.08310000 PA USD 7418.16000000 0.000203450846 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213XDW1 390.82290000 PA USD 401.17000000 0.000011002509 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CHB6 1104.19250000 PA USD 1118.74000000 0.000030682622 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAH0 3155000.00000000 PA USD 3055217.45000000 0.083792554575 Long DBT CORP US N 2 2029-06-01 Fixed 0.03900000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCH6 10852000.00000000 PA USD 10247794.39000000 0.281056548265 Long DBT CORP US N 2 2027-11-02 Variable 0.01878000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 3155000.00000000 PA USD 2935656.70000000 0.080513475153 Long DBT CORP US N 2 2032-03-15 Fixed 0.04224000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4C2 3800000.00000000 PA USD 3751295.74000000 0.102883234390 Long DBT CORP US N 2 2029-10-08 Fixed 0.04721000 N N N N N N BENCHMARK 2020-B19 MTG TR N/A 08162WBF2 20808757.62660000 PA USD 1122374.45000000 0.030782300734 Long ABS-MBS CORP US N 2 2053-09-15 Variable 0.01870449 N N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 60871RAG5 2839000.00000000 PA USD 2763313.03000000 0.075786768589 Long DBT CORP US N 2 2026-07-15 Fixed 0.03000000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449W7M3 3155000.00000000 PA USD 2989250.81000000 0.081983350034 Long DBT CORP US N 2 2026-07-12 Fixed 0.01300000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212MWL9 2730.39880000 PA USD 2793.03000000 0.000076601787 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 0.07000000 N N N N N N AMER AIRLINE 19-1B PTT N/A 02379DAA8 2163042.62970000 PA USD 2029551.10000000 0.055662575280 Long DBT CORP US N 2 2029-08-15 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKJV8 371764.53990000 PA USD 349471.75000000 0.009584630607 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAL1 642000.00000000 PA USD 556413.41000000 0.015260223465 Long DBT CORP US N 2 2031-11-23 Fixed 0.03125000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 1002000.00000000 PA USD 955046.18000000 0.026193146795 Long DBT CORP US N 2 2029-03-23 Fixed 0.03700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209C5E2 995.32020000 PA USD 1009.18000000 0.000027677823 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N BANK 2021-BNK33 N/A 06541CBR6 12355353.91670000 PA USD 571139.83000000 0.015664111035 Long ABS-MBS CORP US N 2 2064-05-15 Variable 0.01161082 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AV2 1070000.00000000 PA USD 1017921.01000000 0.027917555191 Long DBT CORP US N 2 2030-06-01 Fixed 0.03500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 5874000.00000000 PA USD 5568516.87000000 0.152722436739 Long DBT CORP US N 2 2027-07-20 Variable 0.01512000 N N N N N N CLEVELAND ELECTRIC ILLUM CO N/A 186108CK0 5961000.00000000 PA USD 5695756.30000000 0.156212112042 Long DBT CORP US N 2 2028-04-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGB1 27248100.00000000 PA USD 26960717.56000000 0.739426058701 Long DBT UST US N 2 2029-12-31 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TW54 249.23880000 PA USD 255.75000000 0.000007014212 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N INTERNATIONAL FLAVORS and FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AN1 631000.00000000 PA USD 611851.13000000 0.016780661292 Long DBT CORP US N 2 2025-10-01 Fixed 0.01230000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DC5 5100000.00000000 PA USD 5144941.20000000 0.141105428121 Long ABS-CBDO CORP US N 2 2029-03-15 Fixed 0.05330000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAS4 3495000.00000000 PA USD 3374497.26000000 0.092549139447 Long DBT CORP IE N 2 2026-01-30 Fixed 0.01750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHW4 121542200.00000000 PA USD 121537452.56000000 3.333292570238 Long DBT UST US N 2 2030-08-31 Fixed 0.04125000 N N N N N N UNITED AIR 2019-2 B PTT N/A 90932KAA7 1262342.26890000 PA USD 1196889.06000000 0.032825942349 Long DBT CORP US N 2 2029-11-01 Fixed 0.03500000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CP2 4598000.00000000 PA USD 4363146.11000000 0.119663874838 Long DBT CORP US N 2 2027-11-16 Variable 0.02311000 N N N N N N BX 2021-MFM1 N/A 05608VAA4 382687.20820000 PA USD 382208.85000000 0.010482480035 Long ABS-MBS CORP US N 2 2034-01-15 Variable 0.05423480 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 3533000.00000000 PA USD 3511162.67000000 0.096297332174 Long DBT CORP US N 2 2026-04-08 Variable 0.03106000 N N N N N N ENTERPRISE FLEET FINANCING 2024-2 N/A 29375RAC0 1144000.00000000 PA USD 1165933.00000000 0.031976939819 Long ABS-CBDO CORP US N 2 2028-04-20 Fixed 0.05610000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J3N1 1316.88300000 PA USD 1332.24000000 0.000036538084 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CC5 965000.00000000 PA USD 948110.91000000 0.026002939715 Long DBT CORP US N 2 2029-10-15 Fixed 0.04400000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210FK88 841.40220000 PA USD 850.57000000 0.000023327777 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209G6H5 120.46690000 PA USD 121.04000000 0.000003319649 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 3091000.00000000 PA USD 2975330.08000000 0.081601559361 Long DBT CORP US N 2 2026-03-01 Fixed 0.01750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208EX32 884.89760000 PA USD 894.54000000 0.000024533701 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EG9 3569000.00000000 PA USD 3646259.71000000 0.100002510703 Long DBT CORP US N 2 2031-02-22 Fixed 0.05100000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J5J8 618.20360000 PA USD 625.18000000 0.000017146219 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2023-B N/A 44933XAD9 1125000.00000000 PA USD 1136657.70000000 0.031174033900 Long ABS-CBDO CORP US N 2 2028-04-17 Fixed 0.05480000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AV3 2146000.00000000 PA USD 2140471.73000000 0.058704690316 Long DBT CORP CA N 2 2025-02-01 Fixed 0.03900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFU8 2199000.00000000 PA USD 2189419.48000000 0.060047133884 Long DBT CORP US N 2 2026-03-03 Fixed 0.04450000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GG3 3155000.00000000 PA USD 2700508.65000000 0.074064292358 Long DBT CORP US N 2 2032-03-30 Fixed 0.02400000 N N N N N N 7 ELEVEN INC 549300K23JPL0SS3LB18 817826AC4 1459000.00000000 PA USD 1391350.66000000 0.038159256425 Long DBT CORP US N 2 2026-02-10 Fixed 0.00950000 N N N N N N GS MTG SECS TR 2013-GC13 N/A 36198EAP0 3015864.16000000 PA USD 2892213.73000000 0.079322005971 Long ABS-MBS CORP US N 2 2046-07-10 Variable 0.03999618 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBZ7 2635000.00000000 PA USD 2639454.63000000 0.072389821592 Long DBT CORP GB N 2 2026-08-09 Variable 0.05304000 N N N N N N CFMT 2024-HB13 LLC N/A 12530VAA3 1254115.85000000 PA USD 1219942.57000000 0.033458209128 Long ABS-CBDO CORP US N 2 2034-05-25 Variable 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201JJJ9 2992.44990000 PA USD 3071.69000000 0.000084244331 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-REV1 N/A 34535QAA3 11603000.00000000 PA USD 11710608.54000000 0.321175766129 Long ABS-CBDO CORP US N 2 2035-08-15 Fixed 0.04850000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NC75 2004.70800000 PA USD 2028.85000000 0.000055643346 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31298AER0 1190.33370000 PA USD 1255.43000000 0.000034431489 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 0.07500000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAF6 6197000.00000000 PA USD 5979839.58000000 0.164003395030 Long DBT CORP US N 2 2029-04-05 Fixed 0.03850000 N N N N N N DLLAA 2023-1A N/A 23292HAC5 529000.00000000 PA USD 537141.84000000 0.014731680372 Long ABS-CBDO CORP US N 2 2028-02-22 Fixed 0.05640000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAG2 2410000.00000000 PA USD 2413999.71000000 0.066206483091 Long DBT CORP US N 2 2025-07-15 Fixed 0.05375000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 2250000.00000000 PA USD 2273472.95000000 0.062352388776 Long DBT CORP US N 2 2031-04-15 Fixed 0.05375000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDL5 2686000.00000000 PA USD 2537383.59000000 0.069590415877 Long DBT CORP NL N 2 2027-12-15 Variable 0.01980000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAE3 5525000.00000000 PA USD 5665773.19000000 0.155389793689 Long DBT CORP US N 2 2029-05-24 Fixed 0.05448000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 1892000.00000000 PA USD 1849170.36000000 0.050715443612 Long DBT CORP US N 2 2027-10-01 Fixed 0.03900000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBH5 634000.00000000 PA USD 627100.96000000 0.017198903932 Long DBT CORP US N 2 2025-05-06 Fixed 0.02350000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AY0 701000.00000000 PA USD 700624.40000000 0.019215361667 Long DBT CORP US N 2 2025-07-23 Fixed 0.04908000 N N N N N N BLOX 2021-BLOX N/A 055522AA4 3041072.00000000 PA USD 2967235.38000000 0.081379553692 Long ABS-MBS CORP US N 2 2026-09-15 Variable 0.05724480 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBJ7 1994000.00000000 PA USD 1981826.55000000 0.054353679260 Long DBT CORP FR N 2 2025-04-14 Fixed 0.04250000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 3236000.00000000 PA USD 3246282.78000000 0.089032722371 Long DBT CORP IT N 2 2026-01-15 Fixed 0.05710000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAJ1 696000.00000000 PA USD 674947.61000000 0.018511148673 Long DBT CORP NO N 2 2026-01-22 Fixed 0.01750000 N N N N N N ARI FLEET LEASE TRUST 2024-B N/A 04033HAC9 861000.00000000 PA USD 874085.13000000 0.023972704777 Long ABS-CBDO CORP US N 2 2033-04-15 Fixed 0.05260000 N N N N N N MHP COML MTG TR 2021-STOR N/A 55293BAB1 1379764.00000000 PA USD 1375452.24000000 0.037723225522 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.05424480 N N N N N N PRPM 2024-RPL2 LLC N/A 69381DAA3 4028242.26000000 PA USD 3861472.63000000 0.105904951573 Long ABS-CBDO CORP US N 2 2054-05-25 Variable 0.03500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 3155000.00000000 PA USD 3082120.70000000 0.084530404525 Long DBT CORP US N 2 2028-03-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201MFW7 1595.13330000 PA USD 1636.54000000 0.000044883832 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-LC11 N/A 46639YAU1 162802.74020000 PA USD 148465.63000000 0.004071826181 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 0.03216000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 13563000.00000000 PA USD 13135886.89000000 0.360265525166 Long DBT CORP US N 2 2027-03-15 Fixed 0.03755000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211R4G1 1008.69910000 PA USD 1031.84000000 0.000028299298 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212HGQ7 7014.86180000 PA USD 7207.79000000 0.000197681227 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N NEW RESIDENTIAL MTG LN TR 2020-1 N/A 64830TAD0 567436.74590000 PA USD 524572.69000000 0.014386958203 Long ABS-CBDO CORP US N 2 2059-10-25 Fixed 0.03500000 N N N N N N CSMC 2021-RPL9 TR N/A 12658XAC1 5286071.71660000 PA USD 5267605.35000000 0.144469621554 Long ABS-CBDO CORP US N 2 2061-02-25 Fixed 0.02436390 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBU9 4010000.00000000 PA USD 3374789.05000000 0.092557142095 Long DBT CORP US N 2 2031-11-19 Variable 0.01764000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST 2024-A N/A 58770JAE4 6065000.00000000 PA USD 6151292.21000000 0.168705663884 Long ABS-CBDO CORP US N 2 2030-02-15 Fixed 0.05320000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AF4 4000000.00000000 PA USD 4168268.00000000 0.114319137537 Long DBT CORP US N 2 2029-01-15 Fixed 0.06350000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 2486000.00000000 PA USD 2536234.73000000 0.069558907183 Long DBT CORP US N 2 2029-01-09 Fixed 0.05583000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAH4 4492000.00000000 PA USD 4463410.40000000 0.122413728532 Long DBT CORP KY N 2 2025-02-15 Fixed 0.02875000 N N N N N N AIMCO CLO SER 2018-A / AIMCO CLO SER 2018-A LLC N/A 00900GAL9 1700000.00000000 PA USD 1700000.00000000 0.046624289468 Long ABS-CBDO CORP KY N 2 2037-10-17 Variable 0.01000000 N N N N N N TOLL BROTHERS FINANCE CORP N/A 88947EAR1 2776000.00000000 PA USD 2776123.42000000 0.076138107019 Long DBT CORP US N 2 2025-11-15 Fixed 0.04875000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAK3 774000.00000000 PA USD 789332.61000000 0.021648277703 Long DBT CORP GB N 2 2031-03-26 Fixed 0.05250000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAN5 1093000.00000000 PA USD 1101410.18000000 0.030207333562 Long DBT CORP IE N 2 2025-07-15 Fixed 0.06500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECR4 3429000.00000000 PA USD 3499313.43000000 0.095972354294 Long DBT CORP GB N 2 2030-03-12 Variable 0.05690000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 1042000.00000000 PA USD 942425.75000000 0.025847018217 Long DBT CORP US N 2 2030-05-15 Fixed 0.03625000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CA8 225000.00000000 PA USD 215766.29000000 0.005917617624 Long DBT CORP US N 2 2027-04-15 Fixed 0.02500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BB3 3276000.00000000 PA USD 3270031.52000000 0.089684056564 Long DBT CORP CH N 2 2026-04-17 Fixed 0.04550000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCP9 6240000.00000000 PA USD 5886811.82000000 0.161452010789 Long DBT CORP US N 2 2027-09-22 Variable 0.01470000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJF9 27345200.00000000 PA USD 28082238.46000000 0.770184949928 Long DBT UST US N 2 2028-10-31 Fixed 0.04875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213FZD8 4041.95080000 PA USD 4118.83000000 0.000112963248 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NA5 5874000.00000000 PA USD 5585404.33000000 0.153185593105 Long DBT CORP US N 2 2027-06-09 Variable 0.01462000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213VWV6 5958.29780000 PA USD 6101.68000000 0.000167344996 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EK7 3535000.00000000 PA USD 3516888.78000000 0.096454376768 Long DBT CORP US N 2 2032-01-01 Fixed 0.05375000 N N N N N N VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC N/A 92918UAL5 7174000.00000000 PA USD 7178856.80000000 0.196887704408 Long ABS-CBDO CORP KY N 2 2035-04-20 Variable 0.05867400 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAA8 316000.00000000 PA USD 315206.66000000 0.008644874445 Long DBT CORP US N 2 2025-02-15 Fixed 0.04000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAG6 645000.00000000 PA USD 637038.17000000 0.017471442376 Long DBT CORP KY N 2 2026-05-01 Fixed 0.04375000 N N N N N N CHASE ISSUANCE TR 5493008SHVCX2Y068L12 161571HW7 13000000.00000000 PA USD 13113701.90000000 0.359657078463 Long ABS-CBDO CORP US N 2 2031-01-15 Fixed 0.04630000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 4756000.00000000 PA USD 4286600.49000000 0.117564530635 Long DBT CORP US N 2 2028-11-02 Fixed 0.02200000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MBD6 5500000.00000000 PA USD 5636328.34000000 0.154582237684 Long DBT CORP IE N 2 2027-01-15 Fixed 0.06100000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BH2 5148000.00000000 PA USD 5154879.84000000 0.141378005785 Long DBT CORP US N 2 2026-01-15 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VTQ2 2931.11590000 PA USD 3002.46000000 0.000082345625 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410FSX4 14838.84700000 PA USD 15395.24000000 0.000422230662 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BF6 8075000.00000000 PA USD 7986858.31000000 0.219047996346 Long DBT CORP US N 2 2027-04-01 Fixed 0.04500000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BV3 9700000.00000000 PA USD 9804585.98000000 0.268901091087 Long DBT CORP US N 2 2026-09-12 Fixed 0.05700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31380TLZ2 665.63310000 PA USD 686.35000000 0.000018823871 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 0.07500000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EJ0 2786000.00000000 PA USD 2795664.63000000 0.076674045273 Long DBT CORP US N 2 2029-08-01 Fixed 0.05200000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAR2 3155000.00000000 PA USD 3050909.61000000 0.083674407528 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MEW0 243.61340000 PA USD 244.87000000 0.000006715817 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285M8 103973800.00000000 PA USD 100269733.38000000 2.750002984720 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAL1 4021000.00000000 PA USD 3797287.56000000 0.104144608465 Long DBT CORP US N 2 2026-11-12 Fixed 0.01700000 N N N N N N AFLAC INC 549300N0B7DOGLXWPP39 001055BJ0 708000.00000000 PA USD 674495.93000000 0.018498760873 Long DBT CORP US N 2 2030-04-01 Fixed 0.03600000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212R3V8 94.50640000 PA USD 95.50000000 0.000002619188 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210G5P5 2491.62780000 PA USD 2512.02000000 0.000068894792 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAA4 1920006.00000000 PA USD 1560371.02000000 0.042794817714 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 0.02130000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213E6D3 2187.89270000 PA USD 2250.24000000 0.000061715200 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89114TZT2 4805000.00000000 PA USD 4617548.93000000 0.126641139968 Long DBT CORP CA N 2 2027-03-10 Fixed 0.02800000 N N N N N N FORD CR FLOORPLAN MAST OWN TR N/A 34528PAK2 4365000.00000000 PA USD 4281223.86000000 0.117417070898 Long ABS-CBDO CORP US N 2 2030-11-15 Fixed 0.04060000 N N N N N N SBA TOWER TR N/A 78403DAP5 703000.00000000 PA USD 678554.02000000 0.018610058263 Long ABS-CBDO CORP US N 2 2050-07-15 Fixed 0.01884000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 2368000.00000000 PA USD 2111220.00000000 0.057902430830 Long DBT NUSS MX N 2 2030-04-16 Fixed 0.03250000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBB6 491000.00000000 PA USD 470453.30000000 0.012902676965 Long DBT CORP US N 2 2027-03-15 Fixed 0.02750000 N N N N N N CFMT 2023-HB12 LLC N/A 12530QAA4 493198.21000000 PA USD 486138.57000000 0.013332862005 Long ABS-CBDO CORP US N 2 2033-04-25 Fixed 0.04250000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKM0 5584000.00000000 PA USD 5555230.62000000 0.152358047347 Long DBT CORP US N 2 2026-04-02 Variable 0.03384000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECV1 7900000.00000000 PA USD 8410806.10000000 0.230675210746 Long DBT CORP US N 2 2031-03-15 Fixed 0.06000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 6867000.00000000 PA USD 6944328.60000000 0.190455521652 Long DBT CORP US N 2 2029-07-12 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TP60 40.10240000 PA USD 41.12000000 0.000001127759 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 0.07500000 N N N N N N PRPM 2021-5 LLC N/A 69358DAA2 2464634.33170000 PA USD 2441155.98000000 0.066951272381 Long ABS-CBDO CORP US N 2 2026-06-25 Variable 0.04793000 N N N N N N ARES LII CLO LTD N/A 04009AAL4 4195050.93000000 PA USD 4205538.56000000 0.115341321877 Long ABS-CBDO CORP KY N 2 2031-04-22 Variable 0.05943240 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 N/A 17290XAU4 156716.25370000 PA USD 155046.05000000 0.004252301127 Long ABS-MBS CORP US N 2 2049-04-10 Fixed 0.03098000 N N N N N N FORD CR AUTO OWNER TR 2024-REV1 N/A 34533BAA8 7176000.00000000 PA USD 7251088.23000000 0.198868727409 Long ABS-CBDO CORP US N 2 2036-08-15 Fixed 0.04870000 N N N N N N BX COML MTG TR 2023-XL3 N/A 12434GAA3 1717268.62000000 PA USD 1723171.73000000 0.047259798554 Long ABS-MBS CORP US N 3 2040-12-09 Variable 0.06370710 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAG2 12303000.00000000 PA USD 12213734.85000000 0.334974534786 Long DBT CORP US N 2 2027-04-01 Fixed 0.04300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHT1 61043400.00000000 PA USD 59662769.82000000 1.636314265042 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBB8 5615000.00000000 PA USD 5311591.12000000 0.145675977597 Long DBT CORP US N 2 2029-03-15 Fixed 0.04054000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208XM81 1246.42810000 PA USD 1262.85000000 0.000034634990 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 N/A 36269KAA3 5692000.00000000 PA USD 5777071.49000000 0.158442266723 Long ABS-CBDO CORP US N 2 2036-12-11 Fixed 0.04980000 N N N N N N 2024-12-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX