NPORT-P false 0000778207 XXXXXXXX S000007896 C000021438 C000021437 TRANSAMERICA SERIES TRUST 811-04419 0000778207 5493000QR1WGXIM5V222 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica JPMorgan Core Bond VP S000007896 5493000FFMR7RP5KH592 2020-12-31 2020-12-31 N 590364495.91 54729056.73 535635439.18 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 22958203.69000000 0.00000000 0.00000000 0.00000000 USD ACMBS AMBS UST AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAW5 316000.00000000 PA USD 348826.60000000 0.065123883612 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409TVS4 26186.87000000 PA USD 31512.06000000 0.005883117078 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N FHLMC Structured Pass Through Securities N/A 31393LFK4 117301.24000000 PA USD 142956.82000000 0.026689201188 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 844895AX0 111000.00000000 PA USD 128447.24000000 0.023980347565 Long DBT CORP US N 2 2046-09-29 Fixed 3.80000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BP8 44000.00000000 PA USD 50471.14000000 0.009422666296 Long DBT CORP US N 2 2041-11-15 Fixed 3.95000000 N N N N N N Countrywide Home Loans N/A 12669FQA4 39532.22000000 PA USD 40269.93000000 0.007518160124 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 5.50000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 490000.00000000 PA USD 512840.56000000 0.095744329535 Long DBT CORP US N 2 2031-03-15 Fixed 2.38000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAB2 320000.00000000 PA USD 350762.44000000 0.065485293605 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 300000.00000000 PA USD 411816.45000000 0.076883719761 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBJ8 330000.00000000 PA USD 332062.01000000 0.061994032827 Long DBT US N 2 2028-01-31 Fixed 1.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HS3 34000.00000000 PA USD 47971.05000000 0.008955914133 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L7RB4 876822.56000000 PA USD 875131.79000000 0.163381980725 Long ABS-MBS USGSE US N 2 2024-09-01 Floating 0.63000000 N N N N N N American Homes 4 Rent N/A 02666BAE6 430000.00000000 PA USD 483868.21000000 0.090335361442 Long ABS-O CORP US N 2 2052-10-17 Fixed 6.07000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 56000.00000000 PA USD 70993.38000000 0.013254048333 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N Drive Auto Receivables Trust N/A 26208NAG9 340000.00000000 PA USD 356139.12000000 0.066489088277 Long ABS-O CORP US N 2 2026-06-15 Fixed 4.09000000 N N N N N N Orange Lake Timeshare Trust N/A 68504UAC5 1505329.47000000 PA USD 1552020.88000000 0.289753210201 Long ABS-O CORP US N 2 2038-04-09 Fixed 3.61000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414HWF0 6658.60000000 PA USD 6657.54000000 0.001242923733 Long ABS-MBS USGSE US N 2 2038-01-01 Floating 3.79000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AG3 145000.00000000 PA USD 166153.94000000 0.031019967658 Long DBT CORP US N 2 2029-05-03 Fixed 4.80000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DC6 240000.00000000 PA USD 268376.79000000 0.050104375171 Long DBT CORP US N 2 2026-01-15 Fixed 4.30000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 200000.00000000 PA USD 221258.25000000 0.041307619663 Long DBT CORP GB N 2 2025-03-22 Fixed 4.27000000 N N N N N N Banc of America Funding Corporation N/A 05946XV83 13329.95000000 PA USD 12479.61000000 0.002329870110 Long ABS-MBS CORP US N 2 2035-11-25 None 0.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBC3 160000.00000000 PA USD 164225.19000000 0.030659881327 Long DBT US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 200000.00000000 PA USD 244000.00000000 0.045553371220 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CJ6 155000.00000000 PA USD 183938.37000000 0.034340216599 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBM2 407000.00000000 PA USD 510088.76000000 0.095230584589 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 637417AH9 204000.00000000 PA USD 230022.94000000 0.042943935963 Long DBT US N 2 2025-11-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 35000.00000000 PA USD 31751.56000000 0.005927830325 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBL9 300000.00000000 PA USD 304956.30000000 0.056933555491 Long DBT US N 2 2028-03-15 Fixed 1.55000000 N N N N N N Freddie Mac N/A 3137ABAC5 50160.77000000 PA USD 55310.19000000 0.010326088595 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14686XAF6 1620000.00000000 PA USD 1674751.63000000 0.312666322557 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.04000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 470000.00000000 PA USD 521209.51000000 0.097306763495 Long DBT CORP US N 2 2027-06-17 Fixed 3.20000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BU7 360000.00000000 PA USD 376149.60000000 0.070224927718 Long DBT CORP JP N 2 2030-07-17 Fixed 2.05000000 N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 130000.00000000 PA USD 139203.44000000 0.025988467121 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KN0 150000.00000000 PA USD 168836.66000000 0.031520815773 Long DBT CORP US N 2 2026-05-01 Fixed 3.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828T91 4100000.00000000 PA USD 4271207.02000000 0.797409339930 Long DBT UST US N 2 2023-10-31 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828G53 1700000.00000000 PA USD 1727292.97000000 0.322475483071 Long DBT UST US N 2 2021-11-30 Fixed 1.88000000 N N N N N N Freddie Mac N/A 31397PBU3 186123.85000000 PA USD 189363.58000000 0.035353071538 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 0.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391JWX4 49503.67000000 PA USD 56800.11000000 0.010604247935 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 300000.00000000 PA USD 381691.41000000 0.071259551194 Long DBT UST US N 2 2045-08-15 Fixed 2.88000000 N N N N N Freddie Mac N/A 31392R3H2 69084.43000000 PA USD 82917.29000000 0.015480172508 Long ABS-MBS USGSE US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AR0 200000.00000000 PA USD 238029.09000000 0.044438637287 Long DBT CORP GB N 2 2028-03-22 Fixed 4.38000000 N N N N N N MLCC Mortgage Investors Inc N/A 59020UAR6 106125.92000000 PA USD 103777.32000000 0.019374617960 Long ABS-MBS CORP US N 2 2029-04-25 Floating 0.61000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAC1 94000.00000000 PA USD 116124.09000000 0.021679687620 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N Freddie Mac N/A 3128M7T48 20877.92000000 PA USD 24538.16000000 0.004581130785 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BP4 200000.00000000 PA USD 234248.30000000 0.043732785933 Long DBT CORP GB N 2 2030-05-21 Fixed 4.31000000 N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGL7 700000.00000000 PA USD 796920.99000000 0.148780482340 Long DBT CORP US N 2 2028-04-24 Fixed 3.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375PQ61 16472.21000000 PA USD 19308.78000000 0.003604836160 Long ABS-MBS USGA US N 2 2037-10-20 Floating 13.10000000 N N N N N N Freddie Mac N/A 31396UCL2 55416.16000000 PA USD 63610.68000000 0.011875741473 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 6.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAG8 130000.00000000 PA USD 143782.68000000 0.026843384414 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAD1 100000.00000000 PA USD 139242.02000000 0.025995669781 Long DBT CORP CA N 2 2037-10-15 Fixed 6.20000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BC0 50000.00000000 PA USD 66551.30000000 0.012424738008 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAY6 300000.00000000 PA USD 340877.93000000 0.063639913468 Long DBT US N 2 2049-10-15 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LCWF8 1555369.92000000 PA USD 1823987.80000000 0.340527841621 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.57000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BK0 100000.00000000 PA USD 145876.00000000 0.027234195000 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.38000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBF9 46000.00000000 PA USD 58512.39000000 0.010923920584 Long DBT CORP US N 2 2054-10-15 Fixed 4.95000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BA7 226000.00000000 PA USD 274275.19000000 0.051205571912 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N GS Mortgage Securities Trust N/A 36192HAA2 750000.00000000 PA USD 757224.83000000 0.141369441715 Long ABS-MBS CORP US N 2 2034-04-10 Fixed 3.55000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285HAF7 730000.00000000 PA USD 742805.59000000 0.138677454041 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.42000000 N N N N N N Brookfield Finance Inc N/A 11271LAB8 123000.00000000 PA USD 155649.42000000 0.029058835285 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AK9 63000.00000000 PA USD 77354.99000000 0.014441723669 Long DBT CORP US N 2 2043-06-01 Fixed 4.40000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CF5 50000.00000000 PA USD 65904.25000000 0.012303937562 Long DBT CORP US N 2 2046-07-15 Fixed 4.80000000 N N N N N N MITSUBISHI UFJ LEASE&FIN 353800MZ3QX9RLMH7B09 60682LAA0 200000.00000000 PA USD 205998.89000000 0.038458786505 Long DBT CORP JP N 2 2022-09-19 Fixed 2.65000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 395000.00000000 PA USD 424782.21000000 0.079304351230 Long DBT CORP US N 2 2025-07-01 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LM0 480000.00000000 PA USD 477588.09000000 0.089162899813 Long DBT UST US N 2 2023-08-15 None 0.00000000 N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAP4 340000.00000000 PA USD 382768.16000000 0.071460574114 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 235000.00000000 PA USD 266815.69000000 0.049812926943 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N DUKE ENERGY PROGRESS INC 0NIFZ782LS46WOC9QK20 144141DD7 75000.00000000 PA USD 93189.00000000 0.017397840617 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AS9 210000.00000000 PA USD 257660.16000000 0.048103643103 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AK9 580000.00000000 PA USD 637200.45000000 0.118961592790 Long DBT CORP NL N 2 2023-10-02 Fixed 4.10000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CS2 594000.00000000 PA USD 642014.36000000 0.119860321599 Long DBT CORP US N 2 2023-05-01 Fixed 4.51000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NXRT6 451484.06000000 PA USD 489610.30000000 0.091407376022 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N FORD FOUNDATION/THE 54930013YZ3DULPNNT44 34531XAC8 100000.00000000 PA USD 107071.20000000 0.019989566068 Long DBT CORP US N 2 2070-06-01 Fixed 2.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGBP8 16811.23000000 PA USD 19868.95000000 0.003709416619 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAF7 107000.00000000 PA USD 116301.12000000 0.021712738085 Long DBT CORP JP N 2 2026-07-14 Fixed 2.63000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AF5 122000.00000000 PA USD 131936.90000000 0.024631846653 Long DBT CORP US N 2 2023-05-30 Fixed 4.13000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 54000.00000000 PA USD 65689.66000000 0.012263874866 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAM1 205000.00000000 PA USD 257430.15000000 0.048060701583 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N Freddie Mac N/A 3128NUBP8 15394.62000000 PA USD 15559.84000000 0.002904931014 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 2.48000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BP0 90000.00000000 PA USD 91631.19000000 0.017107006612 Long DBT CORP US N 2 2030-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LETD3 979680.58000000 PA USD 1055575.78000000 0.197069817041 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 2.38000000 N N N N N N Fannie Mae N/A 31397QW95 209887.97000000 PA USD 49301.03000000 0.009204213611 Long ABS-MBS USGSE US N 2 2041-01-25 Floating 6.38000000 N N N N N N Renew Financial N/A 75973LAA6 173053.66000000 PA USD 178306.57000000 0.033288792517 Long ABS-O CORP KY N 2 2052-09-20 Fixed 3.67000000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 09778PAA3 280000.00000000 PA USD 318037.03000000 0.059375651186 Long DBT CORP US N 2 2030-06-01 Fixed 3.46000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAK7 88000.00000000 PA USD 116450.31000000 0.021740590984 Long DBT CORP US N 2 2042-09-01 Fixed 4.38000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAL7 65000.00000000 PA USD 71450.89000000 0.013339462771 Long DBT CORP US N 2 2023-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375PYG0 46578.26000000 PA USD 6248.17000000 0.001166496751 Long ABS-MBS USGA US N 2 2038-02-20 Floating 5.68000000 N N N N N N Fannie Mae N/A 31394US60 198185.55000000 PA USD 225837.01000000 0.042162447343 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 100000.00000000 PA USD 148193.77000000 0.027666909087 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BQ96 464565.60000000 PA USD 464549.34000000 0.086728641538 Long ABS-MBS USGA US N 2 2063-03-20 Floating 0.55000000 N N N N N N FannieMae Whole Loan N/A 31393BX75 331499.60000000 PA USD 332511.27000000 0.062077907038 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 0.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017BT5 241000.00000000 PA USD 314266.69000000 0.058671750786 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3128HXM85 283323.87000000 PA USD 284313.81000000 0.053079723484 Long ABS-MBS USGSE US N 2 2042-07-15 Floating 0.71000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBF1 55000.00000000 PA USD 61074.83000000 0.011402313128 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Fannie Mae N/A 31393DJU6 15074.42000000 PA USD 19879.80000000 0.003711442250 Long ABS-MBS USGSE US N 2 2033-07-25 Floating 13.36000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834KP2 150000.00000000 PA USD 108109.44000000 0.020183399396 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAE9 63000.00000000 PA USD 81455.43000000 0.015207251806 Long DBT CORP US N 2 2043-09-25 Fixed 5.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 500000.00000000 PA USD 531033.38000000 0.099140822499 Long DBT CORP US N 2 2031-02-13 Fixed 2.50000000 N N N N N N Flagship Credit Auto Trust N/A 33845FAG1 1350000.00000000 PA USD 1413524.25000000 0.263896700368 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.12000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBD9 55000.00000000 PA USD 77386.65000000 0.014447634405 Long DBT CORP US N 2 2048-11-15 Fixed 5.25000000 N N N N N N TENN VALLEY AUTH 549300HE1ISW43LNKM54 88059FBA8 150000.00000000 PA USD 106931.43000000 0.019963471827 Long DBT USGA US N 2 2038-01-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UNP1 732058.74000000 PA USD 734380.03000000 0.137104451326 Long ABS-MBS USGA US N 2 2064-07-20 Floating 0.64000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828UN8 3000000.00000000 PA USD 3118125.00000000 0.582135678844 Long DBT UST US N 2 2023-02-15 Fixed 2.00000000 N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423CA4 50000.00000000 PA USD 67431.94000000 0.012589148340 Long DBT CORP US N 2 2041-05-15 Fixed 5.45000000 N N N N N N Colony American Finance Ltd N/A 21872FAD9 690000.00000000 PA USD 738415.85000000 0.137857915288 Long ABS-O CORP US N 2 2052-03-15 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RMJ2 386818.46000000 PA USD 390283.46000000 0.072863636617 Long ABS-MBS USGA US N 2 2065-12-20 Floating 0.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QT39 546135.57000000 PA USD 625066.58000000 0.116696270313 Long ABS-MBS USGA US N 2 2043-10-20 Variable 4.78000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAJ3 100000.00000000 PA USD 115355.73000000 0.021536239307 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AN9 230000.00000000 PA USD 233482.04000000 0.043589729678 Long DBT CORP US N 2 2031-01-15 Fixed 1.80000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 55608JAK4 515000.00000000 PA USD 571392.50000000 0.106675633874 Long DBT CORP AU N 2 2028-11-28 Fixed 3.76000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 525000.00000000 PA USD 637053.54000000 0.118934165553 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AP0 140000.00000000 PA USD 168081.28000000 0.031379790750 Long DBT CORP US N 2 2036-12-05 Fixed 4.50000000 N N N N N N AID-ISRAEL 213800T8ZHTFZIBYPE21 465139MX8 1000000.00000000 PA USD 965792.51000000 0.180307806271 Long DBT NUSS IL N 2 2025-08-15 None 0.00000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBA1 194000.00000000 PA USD 207714.40000000 0.038779062176 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BL3 30000.00000000 PA USD 30088.65000000 0.005617374766 Long DBT CORP US N 2 2021-02-01 Fixed 4.40000000 N N N N N N AMER AIRLINE 17-1 AA PTT N/A 023761AA7 100278.75000000 PA USD 101077.38000000 0.018870554972 Long DBT CORP US N 2 2029-02-15 Fixed 3.65000000 N N N N N N Freddie Mac N/A 3133TQC54 40946.93000000 PA USD 48382.87000000 0.009032798515 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAC7 250000.00000000 PA USD 257241.45000000 0.048025472398 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAL4 72000.00000000 PA USD 79027.21000000 0.014753917351 Long DBT US N 2 2026-09-01 Fixed 2.95000000 N N N N N N IND & COMM BK CHINA/NY 5493002ERZU2K9PZDL40 45580KAG3 250000.00000000 PA USD 253150.00000000 0.047261622641 Long DBT CORP CN N 2 2021-10-20 Fixed 2.45000000 N N N N N N Freddie Mac N/A 3137ARXN1 12965.10000000 PA USD 12971.14000000 0.002421635883 Long ABS-MBS USGSE US N 2 2039-08-15 Floating 0.61000000 N N N N N N American Homes 4 Rent N/A 02666BAD8 700000.00000000 PA USD 773743.39000000 0.144453360140 Long ABS-O CORP US N 2 2052-10-17 Fixed 5.04000000 N N N N N N Freddie Mac N/A 3137AAYT4 322624.31000000 PA USD 386178.43000000 0.072097251554 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 5.00000000 N Y N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABQ9 406000.00000000 PA USD 406438.09000000 0.075879611442 Long DBT CORP US N 2 2022-11-10 Fixed 1.15000000 N N N N N N Fannie Mae N/A 3136AAJ71 101953.21000000 PA USD 101720.68000000 0.018990655315 Long ABS-MBS USGSE US N 2 2041-08-25 Floating 0.45000000 N N N N N N Mariner Finance Issuance Trust N/A 56847MAB6 785000.00000000 PA USD 804417.13000000 0.150179967783 Long ABS-O CORP US N 2 2032-07-20 Fixed 3.51000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAM7 180000.00000000 PA USD 187817.60000000 0.035064446125 Long DBT CORP US N 2 2023-09-15 Fixed 2.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBJ7 200000.00000000 PA USD 220324.57000000 0.041133307074 Long DBT CORP FR N 2 2025-04-14 Fixed 4.25000000 N N N N N N Fannie Mae N/A 31393ANT0 163517.91000000 PA USD 182154.14000000 0.034007111306 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 4.00000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2H7 200000.00000000 PA USD 204945.12000000 0.038262053816 Long DBT CORP SA N 2 2025-11-24 Fixed 1.63000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UUV0 966421.58000000 PA USD 964633.60000000 0.180091444561 Long ABS-MBS USGA US N 2 2065-02-20 Floating 0.62000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828L57 1350000.00000000 PA USD 1388126.96000000 0.259155175043 Long DBT UST US N 2 2022-09-30 Fixed 1.75000000 N N N N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 89400PAK9 140000.00000000 PA USD 146864.85000000 0.027418807505 Long DBT CORP AU N 2 2031-03-16 Fixed 2.45000000 N N N N N N Fannie Mae N/A 31393CRH8 126715.11000000 PA USD 143298.82000000 0.026753050585 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 5.75000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAG7 145000.00000000 PA USD 158236.93000000 0.029541908250 Long DBT CORP US N 2 2024-09-15 Fixed 3.63000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278058DB5 100000.00000000 PA USD 139944.85000000 0.026126884026 Long DBT CORP US N 2 2037-03-15 Fixed 5.80000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAH1 225000.00000000 PA USD 246110.31000000 0.045947353740 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 363000.00000000 PA USD 389048.30000000 0.072633039478 Long DBT CORP US N 2 2031-04-29 Fixed 2.59000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BD8 100000.00000000 PA USD 135380.32000000 0.025274713003 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAQ1 210000.00000000 PA USD 282178.72000000 0.052681114683 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N FREED ABS Trust N/A 30312JAA6 221753.24000000 PA USD 222961.68000000 0.041625640069 Long ABS-O CORP US N 2 2026-11-18 Fixed 2.62000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FEV6 26632.01000000 PA USD 27418.93000000 0.005118953675 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.25000000 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BK4 89000.00000000 PA USD 94000.64000000 0.017549369052 Long DBT CORP US N 2 2050-04-24 Fixed 3.13000000 N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CD0 181000.00000000 PA USD 232759.62000000 0.043454858094 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N SPIRIT AIR 2017-1 PTT AA N/A 84858WAA4 132728.58000000 PA USD 128138.45000000 0.023922698280 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 86787GAJ1 200000.00000000 PA USD 223633.47000000 0.041751059329 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAW5 150000.00000000 PA USD 164050.88000000 0.030627338671 Long DBT CORP CA N 2 2078-03-01 Fixed 6.25000000 N N N N N N GSMPS Mortgage Loan Trust N/A 36242DT52 116851.16000000 PA USD 105852.65000000 0.019762069918 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.50000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159HB5 160000.00000000 PA USD 186550.74000000 0.034827930781 Long DBT CORP CA N 2 2025-12-16 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 488000.00000000 PA USD 562187.26000000 0.104957069468 Long DBT CORP US N 2 2028-06-05 Fixed 3.69000000 N N N N N N CVS Pass-Through Trust N/A 126650BY5 199045.57000000 PA USD 241419.06000000 0.045071524835 Long DBT CORP US N 2 2034-01-10 Fixed 5.93000000 N N N N N N AIR LIQUIDE FINANCE 549300YGXL5Z3R14K812 00913RAC0 200000.00000000 PA USD 209178.30000000 0.039052363734 Long DBT CORP FR N 2 2023-09-27 Fixed 2.25000000 N N N N N N Fannie Mae N/A 31397SVY7 172660.43000000 PA USD 200703.25000000 0.037470121526 Long ABS-MBS USGSE US N 2 2032-11-25 Fixed 6.00000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AL5 89000.00000000 PA USD 119806.45000000 0.022367162670 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N FannieMae Whole Loan N/A 31395D7H6 91402.24000000 PA USD 90268.31000000 0.016852564897 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 0.41000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFP9 368000.00000000 PA USD 414842.16000000 0.077448602100 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LL5J0 2000000.00000000 PA USD 2239754.34000000 0.418149020055 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.08000000 N N N N N N Ohio State University/The JFC10ZULKO4X2E3HBY86 677632G96 106000.00000000 PA USD 138052.28000000 0.025773552289 Long DBT MUN US N 2 2056-12-01 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418APN2 569821.32000000 PA USD 622070.42000000 0.116136904785 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BJ0 38000.00000000 PA USD 46331.70000000 0.008649857087 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 116000.00000000 PA USD 115240.20000000 0.021514670533 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAZ4 300000.00000000 PA USD 343570.97000000 0.064142688266 Long DBT CORP US N 2 2026-04-15 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3128S4ZC4 13175.76000000 PA USD 13851.45000000 0.002585984605 Long ABS-MBS USGSE US N 2 2037-03-01 Floating 2.39000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375LGF1 6761.79000000 PA USD 9166.82000000 0.001711391616 Long ABS-MBS USGA US N 2 2037-09-20 Floating 19.75000000 N N N N N N FannieMae Whole Loan N/A 31392GVX0 84028.99000000 PA USD 92754.24000000 0.017316673471 Long ABS-MBS USGSE US N 2 2042-12-25 Variable 5.18000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 265000.00000000 PA USD 278912.50000000 0.052071330535 Long DBT CORP US N 2 2030-12-01 Fixed 4.00000000 N N N N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 31395QDC1 253032.94000000 PA USD 253920.96000000 0.047405556359 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 0.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BYQ9 512.15000000 PA USD 514.00000000 0.000095960790 Long ABS-MBS USGA US N 2 2062-07-20 Floating 0.69000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373Q2D2 430354.36000000 PA USD 485508.02000000 0.090641504367 Long ABS-MBS USGA US N 2 2033-06-20 Fixed 6.50000000 N N N N N N Freddie Mac N/A 3128NFGD3 17375.74000000 PA USD 18109.51000000 0.003380939474 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 2.02000000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 49446RAW9 330000.00000000 PA USD 356095.33000000 0.066480912940 Long DBT US N 2 2030-10-01 Fixed 2.70000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 300000.00000000 PA USD 350276.77000000 0.065394621860 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400RXM8 4951.60000000 PA USD 5560.71000000 0.001038151995 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N DH EUROPE FINANCE II 222100KDGL314CKTZ511 23291KAJ4 134000.00000000 PA USD 152618.90000000 0.028493054946 Long DBT CORP LU N 2 2039-11-15 Fixed 3.25000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAJ4 100000.00000000 PA USD 116899.96000000 0.021824538006 Long DBT CORP CA N 2 2044-06-10 Fixed 4.50000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAU9 85000.00000000 PA USD 97840.62000000 0.018266270833 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAX8 180000.00000000 PA USD 187850.29000000 0.035070549157 Long DBT CORP US N 2 2023-04-15 Fixed 2.70000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664BU4 221000.00000000 PA USD 293603.20000000 0.054813998201 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BC3 30000.00000000 PA USD 32138.09000000 0.005999993213 Long DBT CORP US N 2 2023-03-01 Fixed 4.50000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060BD7 200000.00000000 PA USD 221768.12000000 0.041402809406 Long DBT CORP JP N 2 2060-07-09 Fixed 3.38000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167EAD7 1180000.00000000 PA USD 1219376.01000000 0.227650360825 Long ABS-O CORP US N 2 2025-08-15 Fixed 3.11000000 N N N N N N Airbus SE MINO79WLOO247M1IL051 009279AA8 164000.00000000 PA USD 177597.45000000 0.033156403966 Long DBT CORP NL N 2 2027-04-10 Fixed 3.15000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCV4 330000.00000000 PA USD 409292.55000000 0.076412522410 Long DBT CORP US N 2 2036-01-15 Fixed 4.27000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828VB3 2860000.00000000 PA USD 2968814.08000000 0.554260204392 Long DBT UST US N 2 2023-05-15 Fixed 1.75000000 N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AL8 58000.00000000 PA USD 71917.00000000 0.013426482779 Long DBT CORP US N 2 2047-03-01 Fixed 4.10000000 N N N N N N Freddie Mac N/A 31339NW36 70610.54000000 PA USD 83732.09000000 0.015632290896 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 6.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABP1 140000.00000000 PA USD 146786.81000000 0.027404237894 Long DBT CORP US N 2 2027-10-15 Fixed 2.38000000 N N N N N N Freddie Mac N/A 31398WRF3 54453.45000000 PA USD 79010.72000000 0.014750838764 Long ABS-MBS USGSE US N 2 2040-02-15 Floating 16.97000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AM1 200000.00000000 PA USD 228746.38000000 0.042705609686 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAC9 250000.00000000 PA USD 252824.53000000 0.047200859298 Long DBT CORP US N 2 2021-06-11 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 1500000.00000000 PA USD 1788808.59000000 0.333960089111 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Fannie Mae N/A 31359SDC1 6171.08000000 PA USD 7366.05000000 0.001375198401 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 7.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RBG3 87000.00000000 PA USD 98439.82000000 0.018378137964 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBA8 670000.00000000 PA USD 799123.68000000 0.149191711665 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Fannie Mae N/A 31396LVP2 18809.57000000 PA USD 17705.16000000 0.003305449696 Long ABS-MBS USGSE US N 2 2036-11-25 None 0.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AX6 735000.00000000 PA USD 756156.09000000 0.141169914215 Long DBT CORP US N 2 2025-09-01 Fixed 1.63000000 N N N N N N Ladder Capital Commercial Mortgage Securities LLC N/A 50184BAC2 154000.00000000 PA USD 173433.35000000 0.032378990879 Long ABS-MBS CORP US N 2 2036-02-15 Fixed 3.99000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381R3Y8 1064102.84000000 PA USD 1069484.15000000 0.199666428277 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 4.02000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBB5 220000.00000000 PA USD 224788.09000000 0.041966620122 Long DBT CORP US N 2 2027-09-15 Fixed 2.15000000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAX7 350000.00000000 PA USD 378684.74000000 0.070698223511 Long DBT CORP FR N 2 2041-06-29 Fixed 2.99000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FKZZ2 495000.00000000 PA USD 589691.97000000 0.110092037767 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.69000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 52277370.82000000 PA USD 52277370.82000000 9.759879013985 Long RA CORP US N 2 Repurchase N 0.00000000 2021-01-04 52143000.00000000 USD 53322949.80000000 USD UST N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 559080AF3 73000.00000000 PA USD 80402.11000000 0.015010603130 Long DBT CORP US N 2 2042-12-01 Fixed 4.20000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BQ7 230000.00000000 PA USD 231149.66000000 0.043154287989 Long DBT CORP US N 2 2025-12-03 Fixed 0.90000000 N N N N N N Washington Mutual MSC Mortgage Pass-Through CTFS N/A 939336TX1 469.68000000 PA USD 413.78000000 0.000077250303 Long ABS-MBS CORP US N 2 2033-03-25 None 0.00000000 N N N N N N Freddie Mac N/A 31392KMK9 19966.35000000 PA USD 3888.88000000 0.000726031124 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 7.84000000 N N N N N N FannieMae Whole Loan 5493003LPQ4JJCYQN327 31394DJT8 60105.80000000 PA USD 60190.15000000 0.011237148552 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 0.65000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UM6 10607.59000000 PA USD 10839.62000000 0.002023693580 Long ABS-MBS CORP US N 2 2034-11-21 Variable 3.18000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BH6 50000.00000000 PA USD 62325.66000000 0.011635835764 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N TRISTATE GEN&TRANS ASSN 549300VDHNFNPADSSV98 89566EAK4 62000.00000000 PA USD 71614.29000000 0.013369968594 Long DBT CORP US N 2 2046-06-01 Fixed 4.25000000 N N N N N N SOUTHERN NATURAL GAS N/A 843452AZ6 56000.00000000 PA USD 79989.50000000 0.014933571259 Long DBT CORP US N 2 2032-03-01 Fixed 8.00000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AV1 140000.00000000 PA USD 139775.93000000 0.026095347651 Long DBT US N 2 2033-02-01 Fixed 1.88000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FR0 28000.00000000 PA USD 36601.14000000 0.006833218514 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N XYLEM INC 549300DF5MV96DRYLQ48 98419MAL4 120000.00000000 PA USD 126381.89000000 0.023594758814 Long DBT CORP US N 2 2031-01-30 Fixed 2.25000000 N N N N N N COMM Mortgage Trust N/A 12593PAW2 422000.00000000 PA USD 474471.78000000 0.088581102984 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.76000000 N N N N N N Fannie Mae N/A 31392J6N4 90191.88000000 PA USD 93571.60000000 0.017469269797 Long ABS-MBS USGSE US N 2 2023-04-25 Fixed 5.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 129000.00000000 PA USD 155775.77000000 0.029082424090 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BQ7 200000.00000000 PA USD 216298.00000000 0.040381570034 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 3318000.00000000 PA USD 3603659.06000000 0.672782044727 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 245000.00000000 PA USD 313498.64000000 0.058528360348 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N Fannie Mae N/A 31394AVD5 9538.66000000 PA USD 9039.18000000 0.001687561975 Long ABS-MBS USGSE US N 2 2032-12-25 None 0.00000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GBH0 6294.68000000 PA USD 6447.59000000 0.001203727298 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.25000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BF6 155000.00000000 PA USD 174783.80000000 0.032631111986 Long DBT CORP US N 2 2028-01-12 Fixed 3.88000000 N N N N N N Fannie Mae N/A 31394DAA8 47111.87000000 PA USD 47297.34000000 0.008830136421 Long ABS-MBS USGSE US N 2 2035-04-25 Floating 0.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LCR23 1011358.37000000 PA USD 1149741.39000000 0.214649985027 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 3.36000000 N N N N N N FREMF Mortgage Trust 549300OFE1DNC7KO4K57 30292NAG8 760000.00000000 PA USD 825024.92000000 0.154027321504 Long ABS-MBS USGSE US N 2 2048-01-25 Variable 3.68000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 1133100.00000000 PA USD 1293415.95000000 0.241473184070 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N MASTR Resecuritization Trust N/A 576435BB6 8587.42000000 PA USD 6348.01000000 0.001185136295 Long ABS-MBS CORP US N 2 2035-05-28 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MEF5 10764.41000000 PA USD 11302.18000000 0.002110050824 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 5.00000000 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 035242AM8 240000.00000000 PA USD 300991.41000000 0.056193333745 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DX2 110000.00000000 PA USD 110970.26000000 0.020717497738 Long DBT CORP US N 2 2028-04-15 Fixed 1.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282D1 1500000.00000000 PA USD 1548984.38000000 0.289186313432 Long DBT UST US N 2 2023-08-31 Fixed 1.38000000 N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3128HXKY0 444204.16000000 PA USD 489318.54000000 0.091352906138 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMG4 170000.00000000 PA USD 177639.26000000 0.033164209648 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AE8 72000.00000000 PA USD 80677.61000000 0.015062037366 Long DBT CORP US N 2 2046-10-01 Fixed 4.90000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBE4 300000.00000000 PA USD 313180.26000000 0.058468920667 Long DBT CORP GB N 2 2023-02-15 Fixed 4.61000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBB3 60000.00000000 PA USD 71250.60000000 0.013302069801 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Crown Castle Towers LLC N/A 22822RBB5 125000.00000000 PA USD 126329.83000000 0.023585039517 Long DBT CORP US N 2 2022-05-15 Fixed 3.22000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374KF73 380.45000000 PA USD 475.95000000 0.000088857078 Long ABS-MBS USGA US N 2 2034-05-18 Floating 16.38000000 N N N N N N Fanniemae-Aces N/A 3136AQC65 145907.07000000 PA USD 146272.58000000 0.027308234164 Long ABS-MBS USGSE US N 2 2022-11-25 Floating 1.08000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638BM3 36000.00000000 PA USD 56610.00000000 0.010568755511 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.63000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 5004738.75000000 NS USD 5004738.75000000 0.934355418614 Long STIV RF US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LFJ3 36144.07000000 PA USD 39523.46000000 0.007378798546 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Fannie Mae N/A 31392BQR0 66067.52000000 PA USD 78397.84000000 0.014636417657 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 6.50000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBA7 250000.00000000 PA USD 252301.02000000 0.047103123046 Long DBT CORP US N 2 2024-03-15 Fixed 1.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 374000.00000000 PA USD 502036.56000000 0.093727286000 Long DBT UST US N 2 2048-05-15 Fixed 3.13000000 N N N N N N Nvent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAD5 187000.00000000 PA USD 203110.67000000 0.037919572743 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N Freddie Mac N/A 31397KEW7 381589.84000000 PA USD 385224.41000000 0.071919141606 Long ABS-MBS USGSE US N 2 2037-08-15 Floating 0.71000000 N N N N N N Freddie Mac N/A 3133TVTX4 48251.28000000 PA USD 57469.41000000 0.010729202326 Long ABS-MBS USGSE US N 2 2032-04-15 Fixed 7.00000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAF4 268000.00000000 PA USD 270935.54000000 0.050582078813 Long DBT CORP GB N 2 2031-02-15 Fixed 1.90000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 858000.00000000 PA USD 1038372.76000000 0.193858113942 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375Y2X9 27969.99000000 PA USD 3928.09000000 0.000733351401 Long ABS-MBS USGA US N 2 2038-12-20 Floating 5.55000000 N N N N N N DELTA AIR LINES 2015-1AA N/A 24736XAA6 313181.31000000 PA USD 321638.96000000 0.060048110426 Long DBT CORP US N 2 2027-07-30 Fixed 3.63000000 N N N N N N Sequoia Mortgage Trust N/A 81744FFJ1 62483.09000000 PA USD 62321.00000000 0.011634965769 Long ABS-MBS CORP US N 2 2034-12-20 Floating 0.75000000 N N N N N N TVA PRIN STRIP 549300HE1ISW43LNKM54 88059FAV3 750000.00000000 PA USD 725244.33000000 0.135398869632 Long DBT USGA US N 2 2025-11-01 None 0.00000000 N N N N N N Fannie Mae N/A 3136A9CE6 299392.14000000 PA USD 301180.38000000 0.056228613338 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 0.55000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BM6D3 13771.61000000 PA USD 13788.49000000 0.002574230342 Long ABS-MBS USGSE US N 2 2022-09-25 Floating 0.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374TRY2 36366.15000000 PA USD 5987.45000000 0.001117821854 Long ABS-MBS USGA US N 2 2039-04-20 Floating 6.12000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 150000.00000000 PA USD 163169.86000000 0.030462857396 Long DBT CORP US N 2 2041-04-30 Fixed 3.07000000 N N N N N N Freddie Mac N/A 3128NHSF1 2524.69000000 PA USD 2529.81000000 0.000472300713 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 2.07000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828W48 2183000.00000000 PA USD 2316879.29000000 0.432547796603 Long DBT UST US N 2 2024-02-29 Fixed 2.13000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAC4 250000.00000000 PA USD 273212.50000000 0.051007173912 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 240000.00000000 PA USD 256480.62000000 0.047883429892 Long DBT US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Freddie Mac N/A 3133T6MS7 7215.36000000 PA USD 7453.23000000 0.001391474397 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373QR86 32117.46000000 PA USD 30654.01000000 0.005722924167 Long ABS-MBS USGA US N 2 2033-06-16 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375LD23 44239.62000000 PA USD 5821.28000000 0.001086798888 Long ABS-MBS USGA US N 2 2037-11-20 Floating 5.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337W4 1450000.00000000 PA USD 1203618.38000000 0.224708503575 Long DBT UST US N 2 2034-11-15 None 0.00000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KD1 370000.00000000 PA USD 395104.50000000 0.073763696555 Long DBT MUN US N 2 2120-05-15 Fixed 3.71000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBB3 100000.00000000 PA USD 116113.77000000 0.021677760937 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAK5 30000.00000000 PA USD 32927.34000000 0.006147341566 Long DBT US N 2 2024-03-01 Fixed 4.20000000 N N N N N N Fannie Mae N/A 31398F4S7 8567.94000000 PA USD 1337.48000000 0.000249699684 Long ABS-MBS USGSE US N 2 2039-12-25 Floating 6.03000000 N N N N N N American Homes 4 Rent N/A 02666AAA6 851723.58000000 PA USD 914229.87000000 0.170681363316 Long ABS-O CORP US N 2 2052-04-17 Fixed 3.47000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967EW7 28000.00000000 PA USD 50051.02000000 0.009344232352 Long DBT CORP US N 2 2039-07-15 Fixed 8.13000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAQ3 265000.00000000 PA USD 294900.44000000 0.055056185313 Long DBT US N 2 2030-01-15 Fixed 3.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HFY75 2237206.46000000 PA USD 2430970.98000000 0.453848047045 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 250000.00000000 PA USD 261263.10000000 0.048776290904 Long DBT CORP CH N 2 2026-06-05 Fixed 2.19000000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAF6 93000.00000000 PA USD 115810.50000000 0.021621142203 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AL9 420000.00000000 PA USD 416588.72000000 0.077774674625 Long DBT CORP US N 2 2032-07-16 Fixed 1.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALMQ0 791925.32000000 PA USD 852376.63000000 0.159133725599 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 725906AN1 40000.00000000 PA USD 55640.62000000 0.010387777941 Long DBT CORP CA N 2 2035-10-15 Fixed 6.45000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAR0 200000.00000000 PA USD 251214.88000000 0.046900347069 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DG2 50000.00000000 PA USD 63067.93000000 0.011774413227 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334W7 400000.00000000 PA USD 340449.73000000 0.063559971035 Long DBT UST US N 2 2033-08-15 None 0.00000000 N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 350000.00000000 PA USD 366321.10000000 0.068390004320 Long DBT CORP FR N 2 2026-06-09 Fixed 2.22000000 N N N N N N Fort Cre llc N/A 34719RAE1 1535000.00000000 PA USD 1435157.15000000 0.267935436123 Long ABS-O CORP US N 2 2035-11-16 Floating 2.98000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAHY3 1505221.36000000 PA USD 1650324.05000000 0.308105836411 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.50000000 N N N N N N Westgate Resorts 5493001B6N5F6HQT6Z27 96033DAA8 103138.70000000 PA USD 103499.66000000 0.019322780463 Long ABS-O CORP US N 2 2030-12-20 Fixed 3.05000000 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AD8 200000.00000000 PA USD 200169.20000000 0.037370417518 Long DBT CORP US N 2 2120-10-01 Fixed 3.23000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 741392AA2 719255.42000000 PA USD 720827.50000000 0.134574273334 Long ABS-O CORP US N 2 2060-06-27 Variable 3.10000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCE9 150000.00000000 PA USD 189359.14000000 0.035352242616 Long DBT CORP US N 2 2049-11-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828S92 3000000.00000000 PA USD 3085429.68000000 0.576031654052 Long DBT UST US N 2 2023-07-31 Fixed 1.25000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 215000.00000000 PA USD 226357.41000000 0.042259602976 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BV4 120000.00000000 PA USD 135725.45000000 0.025339146753 Long DBT CORP US N 2 2027-05-01 Fixed 3.45000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AT2 80000.00000000 PA USD 83234.84000000 0.015539457233 Long DBT CORP US N 2 2055-12-15 Fixed 2.98000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BH6 200000.00000000 PA USD 256502.00000000 0.047887421413 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N CPS Auto Trust N/A 12635JAD8 8202.63000000 PA USD 8214.52000000 0.001533602782 Long ABS-O CORP US N 2 2021-08-16 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833X88 550000.00000000 PA USD 451874.03000000 0.084362235383 Long DBT UST US N 2 2035-05-15 None 0.00000000 N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BJ8 150000.00000000 PA USD 220421.97000000 0.041151491084 Long DBT CORP US N 2 2037-11-15 Fixed 6.63000000 N N N N N N Airbus Finance BV 529900M7QSB704RUUT95 26824KAA2 43000.00000000 PA USD 45139.27000000 0.008427237389 Long DBT CORP NL N 2 2023-04-17 Fixed 2.70000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AZ2 320000.00000000 PA USD 342189.00000000 0.063884682560 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 650000.00000000 PA USD 742278.62000000 0.138579071828 Long DBT CORP GB N 2 2028-03-13 Fixed 4.04000000 N N N N N N Fannie Mae N/A 31392B5S1 2436.82000000 PA USD 3014.18000000 0.000562729756 Long ABS-MBS USGSE US N 2 2032-03-25 Floating 10.00000000 N N N N N N L3Harris Tech Inc 549300UTE50ZMDBG8A20 413875AR6 200000.00000000 PA USD 224480.72000000 0.041909235942 Long DBT CORP US N 2 2025-04-27 Fixed 3.83000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334V9 300000.00000000 PA USD 257511.06000000 0.048075807006 Long DBT UST US N 2 2033-02-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LCMZ5 1388545.17000000 PA USD 1652214.97000000 0.308458860102 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.76000000 N N N N N N CK HUTCHISON INTL 19 LTD 254900FPY8WXG61CMU70 12564CAB2 245000.00000000 PA USD 277098.02000000 0.051732577744 Long DBT CORP KY N 2 2029-04-11 Fixed 3.63000000 N N N N N MID-ATLANTIC INTERSTATE N/A 59524QAA3 110000.00000000 PA USD 122998.93000000 0.022963179992 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAG8 80000.00000000 PA USD 82954.31000000 0.015487083925 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N Fannie Mae N/A 31395NE29 8937.82000000 PA USD 8342.05000000 0.001557411886 Long ABS-MBS USGSE US N 2 2036-07-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381RXL3 843130.90000000 PA USD 847337.19000000 0.158192891661 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 3.98000000 N N N N N N Freddie Mac N/A 31397AJ95 16273.36000000 PA USD 15450.90000000 0.002884592554 Long ABS-MBS USGSE US N 2 2036-08-15 None 0.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VK9 790000.00000000 PA USD 812731.82000000 0.151732271719 Long DBT CORP CA N 2 2023-05-01 Fixed 1.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415RBR4 70696.14000000 PA USD 84056.76000000 0.015692904884 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 1431000.00000000 PA USD 1707964.35000000 0.318866942899 Long DBT CORP IE N 2 2035-11-15 Fixed 4.42000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBJ7 285000.00000000 PA USD 292842.92000000 0.054672058377 Long DBT CORP US N 2 2024-04-01 Fixed 1.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RC4 555000.00000000 PA USD 783807.42000000 0.146332255610 Long DBT UST US N 2 2043-08-15 Fixed 3.63000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 100000.00000000 PA USD 154336.76000000 0.028813769349 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 365000.00000000 PA USD 382492.64000000 0.071409136144 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CF9 165000.00000000 PA USD 186531.43000000 0.034824325717 Long DBT CORP US N 2 2025-04-17 Fixed 4.00000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAS6 160000.00000000 PA USD 159410.24000000 0.029760958357 Long DBT US N 2 2031-02-15 Fixed 1.70000000 N N N N N N Freddie Mac N/A 313399C47 26770.62000000 PA USD 31112.45000000 0.005808512231 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059E5J9 300000.00000000 PA USD 248949.16000000 0.046477350412 Long DBT USGA US N 2 2032-03-15 None 0.00000000 N N N N N N Nomura Asset Acceptance Corporation N/A 65535VAU2 6173.49000000 PA USD 6299.87000000 0.001176148839 Long ABS-MBS CORP US N 2 2033-05-25 Fixed 6.00000000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GK5 200000.00000000 PA USD 215254.10000000 0.040186680016 Long DBT CORP US N 2 2022-01-15 Fixed 8.63000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166JAE5 49149.03000000 PA USD 49507.44000000 0.009242749149 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375KA77 74804.34000000 PA USD 13988.06000000 0.002611488892 Long ABS-MBS USGA US N 2 2037-07-20 Floating 6.60000000 N N N N N N Freddie Mac N/A 31397FDQ2 6491.14000000 PA USD 6533.26000000 0.001219721385 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 0.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381RUY8 677861.80000000 PA USD 681329.40000000 0.127200209351 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 4.05000000 N N N N N N Freddie Mac N/A 3133KYUJ6 1378101.95000000 PA USD 1434650.34000000 0.267840817664 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 2.00000000 N N N N N N American Homes 4 Rent N/A 02665UAA3 447133.42000000 PA USD 482070.95000000 0.089999823525 Long ABS-O CORP US N 2 2036-10-17 Fixed 3.79000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UPU8 1015382.12000000 PA USD 1017288.60000000 0.189921824731 Long ABS-MBS USGA US N 2 2064-09-20 Floating 0.61000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91834TAA5 635826.85000000 PA USD 637610.09000000 0.119038070179 Long ABS-O CORP US N 2 2050-01-25 Variable 3.23000000 N N N N N N Countrywide Home Loans N/A 12669FZW6 259.35000000 PA USD 266.79000000 0.000049808130 Long ABS-MBS CORP US N 2 2019-06-25 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XNG8 1043.15000000 PA USD 1168.72000000 0.000218193180 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 6.50000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DP8 50000.00000000 PA USD 68993.74000000 0.012880727254 Long DBT CORP US N 2 2028-04-30 Fixed 7.30000000 N N N N N N CK HUTCHISON INTL 16 LTD 254900OULDVPV9SGEO05 12563TAA8 241000.00000000 PA USD 242882.21000000 0.045344686373 Long DBT CORP KY N 2 2021-10-03 Fixed 1.88000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CM1 53000.00000000 PA USD 61894.87000000 0.011555409794 Long DBT CORP US N 2 2046-06-15 Fixed 3.55000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 269000.00000000 PA USD 321543.61000000 0.060030309139 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 882384AD2 37000.00000000 PA USD 40551.64000000 0.007570753731 Long DBT CORP US N 2 2028-01-15 Fixed 3.50000000 N N N N N N Brookfield Finance Inc N/A 11271LAC6 84000.00000000 PA USD 96383.45000000 0.017994225727 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MMN9 6652.20000000 PA USD 6975.21000000 0.001302230862 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.00000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AH6 146000.00000000 PA USD 212697.31000000 0.039709342295 Long DBT CORP US N 2 2041-03-15 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HSUK5 1364177.69000000 PA USD 1615464.31000000 0.301597727079 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L4NG4 468616.38000000 PA USD 502551.56000000 0.093823433484 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 3.74000000 N N N N N N AID-ISRAEL 213800T8ZHTFZIBYPE21 46513EFG2 100000.00000000 PA USD 146490.30000000 0.027348881213 Long DBT NUSS IL N 2 2033-09-18 Fixed 5.50000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 742651DT6 150000.00000000 PA USD 164017.87000000 0.030621175897 Long DBT CORP US N 2 2024-01-15 Fixed 3.55000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667FAQ8 150177.35000000 PA USD 151966.14000000 0.028371188477 Long ABS-MBS CORP US N 2 2034-03-25 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LR9 200000.00000000 PA USD 198301.00000000 0.037021635518 Long DBT UST US N 2 2024-05-15 None 0.00000000 N N N N N Wachovia Bank Commercial Mortgage Trust N/A 92976BGA4 49857.25000000 PA USD 0.50000000 0.000000093347 Long ABS-MBS CORP US N 2 2045-03-15 None 0.00000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90269CAH3 704230.62000000 PA USD 10754.31000000 0.002007766703 Long ABS-MBS CORP US N 2 2063-05-10 Variable 1.29000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABG9 175000.00000000 PA USD 179177.25000000 0.033451343375 Long DBT CORP US N 2 2026-02-15 Fixed 1.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CN0 195000.00000000 PA USD 202210.72000000 0.037751557348 Long DBT CORP US N 2 2025-12-02 Fixed 2.00000000 N N N N N N Fannie Mae N/A 31397LB32 55182.63000000 PA USD 61911.43000000 0.011558501449 Long ABS-MBS USGSE US N 2 2038-07-25 Fixed 5.50000000 N N N N N N MCCORMICK & CO 549300JQQA6MQ4OJP259 579780AQ0 397000.00000000 PA USD 425127.64000000 0.079368840988 Long DBT CORP US N 2 2030-04-15 Fixed 2.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAH4 250000.00000000 PA USD 254916.65000000 0.047591445851 Long DBT CORP KY N 2 2025-02-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QK7 130000.00000000 PA USD 186316.41000000 0.034784182742 Long DBT UST US N 2 2040-08-15 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374JXC5 58655.02000000 PA USD 9878.87000000 0.001844327181 Long ABS-MBS USGA US N 2 2034-10-20 Floating 5.95000000 N N N N N N USASF Receivables LLC 549300437ZXANCCWB466 90291LAA0 189009.53000000 PA USD 193939.60000000 0.036207387677 Long ABS-O CORP US N 2 2023-07-15 Fixed 5.50000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAN5 85000.00000000 PA USD 108827.74000000 0.020317501800 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HV4V3 1400000.00000000 PA USD 1533960.54000000 0.286381450478 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 2.42000000 N N N N N N Fannie Mae N/A 31396QGS2 1000000.00000000 PA USD 1137486.00000000 0.212361975477 Long ABS-MBS USGSE US N 2 2029-07-25 Fixed 4.50000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AD0 34000.00000000 PA USD 37251.36000000 0.006954610780 Long DBT CORP US N 2 2026-10-01 Fixed 3.55000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 264399DK9 100000.00000000 PA USD 130976.67000000 0.024452577335 Long DBT CORP US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AF2 85000.00000000 PA USD 100247.25000000 0.018715574561 Long DBT CORP US N 2 2028-05-01 Fixed 4.13000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 350000.00000000 PA USD 357229.20000000 0.066692599830 Long DBT CORP IT N 2 2026-09-22 Fixed 2.57000000 N N N N N N Freddie Mac N/A 3133TL5G9 116441.46000000 PA USD 134199.67000000 0.025054292562 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 7.00000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAC7 210000.00000000 PA USD 265336.15000000 0.049536705488 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N TC PipeLines LP 6HL0C5LCIE4TN8UZHL06 87233QAB4 650000.00000000 PA USD 733104.23000000 0.136866266937 Long DBT CORP US N 2 2025-03-13 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L6GW2 600000.00000000 PA USD 649715.65000000 0.121298107346 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 3.42000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WJA3 225000.00000000 PA USD 299326.50000000 0.055882504798 Long DBT MUN US N 2 2062-10-01 Fixed 4.46000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AJ2 26000.00000000 PA USD 32974.03000000 0.006156058316 Long DBT CORP US N 2 2042-02-15 Fixed 4.49000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 410000.00000000 PA USD 433308.10000000 0.080896084968 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBS9 208000.00000000 PA USD 232224.31000000 0.043354918852 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N Vendee Mortgage Trust N/A 911760KE5 172306.96000000 PA USD 196086.56000000 0.036608212537 Long ABS-MBS CORP US N 2 2027-02-15 Fixed 7.50000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAT7 170000.00000000 PA USD 173277.98000000 0.032349984210 Long DBT US N 2 2032-08-01 Fixed 2.10000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 315000.00000000 PA USD 341237.86000000 0.063707110291 Long DBT CORP KY N 2 2026-05-01 Fixed 4.38000000 N N N N N N Fannie Mae N/A 31395NJD0 22704.19000000 PA USD 4410.09000000 0.000823337979 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 6.43000000 N N N N N N Freddie Mac N/A 3132LBDV9 678530.60000000 PA USD 733986.94000000 0.137031063725 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48248XAA6 422819.85000000 PA USD 17126.32000000 0.003197383658 Long ABS-O USGA US N 2 2039-03-25 Variable 1.71000000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 191241AH1 275000.00000000 PA USD 295773.58000000 0.055219195438 Long DBT CORP MX N 2 2030-01-22 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LXS0 64753.29000000 PA USD 74602.03000000 0.013927762157 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 6.00000000 N N N N N N firstkey homes 2020-sfr1 trust N/A 33767JAJ1 1000000.00000000 PA USD 997246.10000000 0.186180007343 Long ABS-O CORP US N 2 2037-10-19 Fixed 2.67000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 150000.00000000 PA USD 160153.30000000 0.029899683307 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N Manulife Financial Corp 5493007GBX87QOZACS27 56501RAE6 270000.00000000 PA USD 295219.50000000 0.055115751947 Long DBT CORP CA N 2 2032-02-24 Fixed 4.06000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 385000.00000000 PA USD 420122.76000000 0.078434459199 Long DBT CORP FR N 2 2031-01-13 Fixed 3.05000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 200000.00000000 PA USD 198999.25000000 0.037151994704 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92870GAA6 755451.86000000 PA USD 756472.48000000 0.141228982376 Long ABS-O CORP US N 2 2050-02-25 Variable 2.98000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BN1 200000.00000000 PA USD 201704.60000000 0.037657067707 Long DBT CORP US N 2 2027-11-24 Fixed 1.63000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 228227BD5 70000.00000000 PA USD 76597.73000000 0.014300347661 Long DBT US N 2 2023-01-15 Fixed 5.25000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAB4 59000.00000000 PA USD 69462.85000000 0.012968307344 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAA7 100000.00000000 PA USD 105389.69000000 0.019675637997 Long DBT CORP LU N 2 2023-04-04 Fixed 3.60000000 N N N N N N Freddie Mac N/A 31395PMJ8 336377.92000000 PA USD 393779.43000000 0.073516313745 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 5.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 320000.00000000 PA USD 323975.49000000 0.060484326895 Long DBT CORP US N 2 2031-02-28 Fixed 1.88000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BC7 185000.00000000 PA USD 227864.17000000 0.042540906245 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAE3 150000.00000000 PA USD 154076.87000000 0.028765249408 Long DBT CORP US N 2 2025-10-01 Fixed 1.55000000 N N N N N N Freddie Mac N/A 3137AJXA7 218740.34000000 PA USD 244399.30000000 0.045627918192 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.00000000 N N N N N N MEAD JOHNSON NUTRITION C E4BJRFT3MF4GJDY1SC50 582839AG1 35000.00000000 PA USD 46534.26000000 0.008687673853 Long DBT CORP US N 2 2044-06-01 Fixed 4.60000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBN9 265000.00000000 PA USD 264091.44000000 0.049304325420 Long DBT CORP US N 2 2050-11-10 Fixed 2.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413C4V8 38152.91000000 PA USD 38948.35000000 0.007271428877 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 5.50000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515BB9 100000.00000000 PA USD 126096.98000000 0.023541567785 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AV8 70000.00000000 PA USD 75929.13000000 0.014175523956 Long DBT CORP US N 2 2024-06-01 Fixed 3.13000000 N N N N N N Qwest Corp 549300R2L4N683OO1509 74913GAX3 148000.00000000 PA USD 154830.20000000 0.028905891708 Long DBT CORP US N 2 2021-12-01 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HM3T9 769032.30000000 PA USD 851068.76000000 0.158889553929 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379UVZ6 22186.71000000 PA USD 22612.87000000 0.004221690415 Long ABS-MBS USGA US N 2 2056-09-16 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828F96 150000.00000000 PA USD 152326.17000000 0.028438403969 Long DBT UST US N 2 2021-10-31 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378U8D2 786566.27000000 PA USD 789041.36000000 0.147309401560 Long ABS-MBS USGA US N 2 2064-07-20 Floating 0.64000000 N N N N N N Freddie Mac N/A 3128NFFX0 26075.33000000 PA USD 27210.02000000 0.005079951401 Long ABS-MBS USGSE US N 2 2036-07-01 Floating 2.27000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WCX0 55000.00000000 PA USD 78880.45000000 0.014726518118 Long DBT MUN US N 2 2040-11-01 Fixed 5.65000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FG8 66000.00000000 PA USD 79022.19000000 0.014752980146 Long DBT CORP US N 2 2042-01-15 Fixed 4.10000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3132HT3R5 351629.73000000 PA USD 354933.74000000 0.066264050889 Long ABS-MBS USGSE US N 2 2044-03-15 Floating 0.71000000 N N N N N N Fannie Mae N/A 3139204T4 13948.96000000 PA USD 16718.09000000 0.003121169507 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617K1XV0 1790327.90000000 PA USD 1937829.63000000 0.361781444664 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N Ausgrid Finance Pty Ltd 549300DN8D7YR73BKB57 052113AA5 400000.00000000 PA USD 422388.76000000 0.078857508130 Long DBT CORP AU N 2 2023-05-01 Fixed 3.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UCP3 566557.93000000 PA USD 569584.71000000 0.106338130066 Long ABS-MBS USGA US N 2 2064-01-20 Floating 0.79000000 N N N N N N Fanniemae-Aces N/A 3136BBTB8 1705319.48000000 PA USD 1677318.99000000 0.313145633636 Long ABS-MBS USGSE US N 2 2028-09-25 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381RQY3 427194.91000000 PA USD 487961.50000000 0.091099554717 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.45000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAC7 200000.00000000 PA USD 223574.26000000 0.041740005168 Long DBT CORP FR N 2 2024-07-11 Fixed 4.63000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220GF4 40848.54000000 PA USD 41006.93000000 0.007655753708 Long ABS-MBS CORP US N 2 2044-12-25 Variable 1.99000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513ECG4 70000.00000000 PA USD 75606.14000000 0.014115223614 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AV5 220000.00000000 PA USD 256784.76000000 0.047940211049 Long DBT CORP US N 2 2048-07-15 Fixed 5.20000000 N N N N N N Precision Castparts Corp 0XOOAY5P5J7Q734SEC89 740189AN5 170000.00000000 PA USD 208391.72000000 0.038905513854 Long DBT CORP US N 2 2035-06-15 Fixed 4.20000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAB4 175000.00000000 PA USD 179417.77000000 0.033496247050 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N Fanniemae-Aces N/A 3136B3XY1 1000000.00000000 PA USD 1178350.80000000 0.219991194347 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LS7 1300000.00000000 PA USD 1287133.52000000 0.240300291177 Long DBT UST US N 2 2024-08-15 None 0.00000000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAC5 175000.00000000 PA USD 180366.75000000 0.033673416060 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 872000.00000000 PA USD 1107690.47000000 0.206799324498 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N DT Auto Owner Trust N/A 23342EAD0 87363.06000000 PA USD 87938.96000000 0.016417688892 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.58000000 N N N N N N KELLOGG CO LONOZNOJYIBXOHXWDB86 487836BX5 160000.00000000 PA USD 168066.86000000 0.031377098620 Long DBT CORP US N 2 2030-06-01 Fixed 2.10000000 N N N N N N RUSH OBLIGATED GROUP N/A 78200JAA0 270000.00000000 PA USD 317856.16000000 0.059341883816 Long DBT CORP US N 2 2029-11-15 Fixed 3.92000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BS5N9 896000.00000000 PA USD 970351.60000000 0.181158961678 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 2.72000000 N N N N N N Fannie Mae N/A 31393EQX0 6404.77000000 PA USD 8001.44000000 0.001493821994 Long ABS-MBS USGSE US N 2 2033-09-25 Floating 12.25000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86359BGJ4 136140.90000000 PA USD 134798.01000000 0.025165999136 Long ABS-MBS CORP US N 2 2034-02-25 Variable 3.08000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EM8 120000.00000000 PA USD 129202.30000000 0.024121312846 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N Fannie Mae N/A 31397SMD3 39605.23000000 PA USD 2745.17000000 0.000512507164 Long ABS-MBS USGSE US N 2 2041-04-25 Variable 2.77000000 N N N N N N Freddie Mac N/A 31397PAT7 3832.48000000 PA USD 662.44000000 0.000123673668 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 5.84000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFY1 258000.00000000 PA USD 295777.98000000 0.055220016892 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 170000.00000000 PA USD 174015.22000000 0.032487622601 Long DBT CORP GB N 2 2026-03-25 Fixed 1.67000000 N N N N N N Freddie Mac N/A 31339WHL3 54934.78000000 PA USD 64481.23000000 0.012038268061 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 6.38000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBR1 160000.00000000 PA USD 158436.96000000 0.029579252680 Long DBT US N 2 2030-10-15 Fixed 1.25000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 200000.00000000 PA USD 208684.28000000 0.038960133093 Long DBT CORP GB N 2 2050-09-15 Fixed 3.00000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48247KAA5 410955.55000000 PA USD 8352.26000000 0.001559318034 Long ABS-O USGA US N 2 2038-08-25 Variable 0.82000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BUWM6 413373.05000000 PA USD 431334.69000000 0.080527660877 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.93000000 N N N N N N FannieMae Whole Loan N/A 31394AB47 41595.80000000 PA USD 49314.27000000 0.009206685441 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 6.50000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BM5 339000.00000000 PA USD 356652.94000000 0.066585015462 Long DBT CORP US N 2 2030-04-23 Fixed 2.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PZ5 121278.00000000 PA USD 159298.97000000 0.029740184899 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 433674AA6 1100000.00000000 PA USD 1100405.90000000 0.205439337935 Long ABS-O CORP US N 2 2025-12-25 Fixed 3.84000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AU4 100000.00000000 PA USD 128391.07000000 0.023969860955 Long DBT CORP US N 2 2060-06-01 Fixed 4.60000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 455000.00000000 PA USD 514223.03000000 0.096002428589 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AHQ4 237092.29000000 PA USD 256273.58000000 0.047844776737 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AW8 130000.00000000 PA USD 128678.29000000 0.024023483247 Long DBT CORP GB N 2 2030-08-06 Fixed 1.38000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 365000.00000000 PA USD 474584.17000000 0.088602085539 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Fannie Mae N/A 31394AR81 14851.75000000 PA USD 20113.43000000 0.003755059603 Long ABS-MBS USGSE US N 2 2031-11-25 Floating 15.18000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKD3 580000.00000000 PA USD 588681.57000000 0.109903402004 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CZ6 305000.00000000 PA USD 314112.95000000 0.058643048428 Long DBT CORP US N 2 2024-02-01 Fixed 1.95000000 N N N N N N KOREA SOUTHERN POWER 9884001B6VSIQS4ZY558 50065AAB0 200000.00000000 PA USD 200338.00000000 0.037401931490 Long DBT CORP KR N 2 2021-01-29 Fixed 3.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEC4 63000.00000000 PA USD 94869.02000000 0.017711490514 Long DBT CORP US N 2 2037-10-15 Fixed 6.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375K3J9 50594.78000000 PA USD 3177.31000000 0.000593185171 Long ABS-MBS USGA US N 2 2037-08-20 Floating 6.62000000 N N N N N N Freddie Mac N/A 3137A6CE0 53502.81000000 PA USD 2609.57000000 0.000487191438 Long ABS-MBS USGSE US N 2 2040-01-15 Floating 2.60000000 N N N N N N MLCC Mortgage Investors Inc N/A 59020UNN1 34175.36000000 PA USD 34215.40000000 0.006387814826 Long ABS-MBS CORP US N 2 2034-12-25 Variable 2.53000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCQ5 568000.00000000 PA USD 708824.29000000 0.132333344314 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAB6 104000.00000000 PA USD 118560.00000000 0.022134457753 Long DBT NUSS MX N 2 2047-01-15 Fixed 4.35000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 200000.00000000 PA USD 227779.51000000 0.042525100719 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGT38 96964.40000000 PA USD 96928.72000000 0.018096024443 Long ABS-MBS USGSE US N 2 2021-06-01 Variable 4.45000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254AL4 200000.00000000 PA USD 221388.25000000 0.041331889902 Long DBT CORP GB N 2 2024-01-26 Fixed 5.20000000 N N N N N N Fannie Mae N/A 31393BFR1 17283.03000000 PA USD 3656.09000000 0.000682570594 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 6.50000000 N N N N N N Fannie Mae N/A 31395BTU7 23369.23000000 PA USD 21999.97000000 0.004107265574 Long ABS-MBS USGSE US N 2 2036-03-25 None 0.00000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BK9 250000.00000000 PA USD 304511.54000000 0.056850521404 Long DBT CORP JP N 2 2039-07-18 Fixed 3.75000000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAG8 150000.00000000 PA USD 180919.47000000 0.033776605647 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N GSMPS Mortgage Loan Trust N/A 362341LL1 75178.68000000 PA USD 62169.57000000 0.011606694675 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.50000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAP7 93000.00000000 PA USD 109876.51000000 0.020513301018 Long DBT CORP US N 2 2043-03-15 Fixed 4.38000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065FAG7 323000.00000000 PA USD 330927.81000000 0.061782284328 Long ABS-O CORP US N 2 2023-01-18 Fixed 3.13000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 632525AS0 345000.00000000 PA USD 387442.12000000 0.072333175077 Long DBT CORP AU N 2 2034-08-02 Fixed 3.93000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FJEH8 860000.00000000 PA USD 1031365.66000000 0.192549929403 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 190000.00000000 PA USD 246566.93000000 0.046032602020 Long DBT CORP US N 2 2040-05-01 Fixed 5.71000000 N N N N N N Goodgreen Trust N/A 38218QAA8 579921.70000000 PA USD 604643.76000000 0.112883449408 Long ABS-O CORP KY N 2 2053-10-15 Fixed 3.26000000 N N N N N N Fannie Mae N/A 3136A1Y82 106963.98000000 PA USD 128208.35000000 0.023935748201 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HSEN7 730000.00000000 PA USD 857889.19000000 0.160162888272 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L22J5 815739.31000000 PA USD 843967.56000000 0.157563801471 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 2.46000000 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 42225UAH7 160000.00000000 PA USD 160000.88000000 0.029871227386 Long DBT US N 2 2031-03-15 Fixed 2.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBP4 440000.00000000 PA USD 487747.98000000 0.091059691783 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 00135TAA2 290000.00000000 PA USD 318984.87000000 0.059552607364 Long DBT CORP IE N 2 2023-10-12 Fixed 4.75000000 N N N N N N Freddie Mac N/A 31393GQV9 11083.76000000 PA USD 11337.76000000 0.002116693402 Long ABS-MBS USGSE US N 2 2022-12-15 Fixed 5.50000000 N N N N N N Fannie Mae N/A 31396XUU6 34608.99000000 PA USD 7574.64000000 0.001414140933 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 6.39000000 N N N N N N Hilton Grand Vacations Trust N/A 43283AAA3 120939.42000000 PA USD 123679.56000000 0.023090249627 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.66000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128287C8 4000000.00000000 PA USD 4100000.00000000 0.765445991825 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N FREED ABS Trust 549300S83C1QQOPJBY76 35634BAA3 40611.85000000 PA USD 40697.23000000 0.007597934532 Long ABS-O CORP US N 2 2025-10-20 Fixed 3.99000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833PA2 70000.00000000 PA USD 67832.68000000 0.012663964151 Long DBT UST US N 2 2026-08-15 None 0.00000000 N N N N N N FannieMae Whole Loan N/A 31392ET34 224937.90000000 PA USD 4451.07000000 0.000830988705 Long ABS-MBS USGSE US N 2 2042-08-25 Variable 0.91000000 N N N N N N Fanniemae-Aces N/A 3136B1XJ8 546000.00000000 PA USD 620992.88000000 0.115935734377 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.05000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KA8 48000.00000000 PA USD 56742.63000000 0.010593516755 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400EZ2 70000.00000000 PA USD 89140.30000000 0.016641972035 Long DBT CORP US N 2 2036-01-15 Fixed 5.55000000 N N N N N N GSR Mortgage Loan Trust N/A 3623417C7 49695.90000000 PA USD 36245.11000000 0.006766749798 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8A95 983096.27000000 PA USD 1061025.60000000 0.198087266522 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 2.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31358DDR2 400000.00000000 PA USD 353366.54000000 0.065971463826 Long DBT USGSE US N 2 2030-05-15 None 0.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAE2 168000.00000000 PA USD 216773.75000000 0.040470389773 Long DBT CORP CA N 2 2026-06-15 Fixed 7.88000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BG4 66000.00000000 PA USD 71425.43000000 0.013334709538 Long DBT CORP US N 2 2024-09-08 Fixed 3.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABC8 540000.00000000 PA USD 614952.00000000 0.114807937454 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 284000.00000000 PA USD 333122.76000000 0.062192068640 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3137B2JP6 702758.12000000 PA USD 705513.99000000 0.131715330688 Long ABS-MBS USGSE US N 2 2043-06-15 Floating 0.51000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AU7 140000.00000000 PA USD 145950.00000000 0.027248010367 Long DBT CORP US N 2 2023-03-15 Fixed 5.38000000 N N N N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 526107AE7 570000.00000000 PA USD 583115.40000000 0.108864230658 Long DBT CORP US N 2 2025-08-01 Fixed 1.35000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 340000.00000000 PA USD 372131.51000000 0.069474773844 Long DBT CORP US N 2 2025-03-19 Fixed 2.99000000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GN9 200000.00000000 PA USD 216099.67000000 0.040344542984 Long DBT CORP US N 2 2022-08-15 Fixed 5.88000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AC5 200000.00000000 PA USD 220905.53000000 0.041241768905 Long DBT CORP JP N 2 2027-09-17 Fixed 4.35000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433KX3 7254.81000000 PA USD 6640.76000000 0.001239791006 Long ABS-MBS CORP US N 2 2034-04-25 Variable 2.71000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBM1 172000.00000000 PA USD 239587.24000000 0.044729534768 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375QK73 25260.78000000 PA USD 4352.49000000 0.000812584396 Long ABS-MBS USGA US N 2 2038-06-20 Floating 6.05000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAC4 124000.00000000 PA USD 166031.49000000 0.030997106960 Long DBT CORP US N 2 2038-05-25 Fixed 4.99000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAE1 47000.00000000 PA USD 53977.36000000 0.010077257039 Long DBT US N 2 2027-03-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31396JLG8 18088.67000000 PA USD 16983.91000000 0.003170796545 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137B04Y7 1250000.00000000 PA USD 1306927.50000000 0.243995711336 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LWG54 272899.79000000 PA USD 290352.40000000 0.054207092877 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 184000.00000000 PA USD 236020.45000000 0.044063635961 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375KXH0 310666.50000000 PA USD 353730.34000000 0.066039383156 Long ABS-MBS USGA US N 2 2037-07-20 Fixed 5.50000000 N N N N N N XYLEM INC 549300DF5MV96DRYLQ48 98419MAJ9 33000.00000000 PA USD 37098.28000000 0.006926031641 Long DBT CORP US N 2 2026-11-01 Fixed 3.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 104000.00000000 PA USD 119946.85000000 0.022393374527 Long DBT CORP US N 2 2027-03-01 Fixed 4.13000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 09681LAC4 200000.00000000 PA USD 200820.00000000 0.037491918067 Long DBT CORP SG N 2 2021-09-15 Fixed 2.38000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BK4 100000.00000000 PA USD 131758.67000000 0.024598572156 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N Fannie Mae N/A 31393DFZ9 296305.42000000 PA USD 332136.69000000 0.062007975146 Long ABS-MBS USGSE US N 2 2033-07-25 Fixed 5.00000000 N N N N N N American Homes 4 Rent N/A 02666AAD0 1200000.00000000 PA USD 1286054.16000000 0.240098780985 Long ABS-O CORP US N 2 2052-04-17 Fixed 4.41000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BX6 200000.00000000 PA USD 205085.38000000 0.038288239537 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N Fannie Mae N/A 3136AGGA4 196126.62000000 PA USD 179561.92000000 0.033523159011 Long ABS-MBS USGSE US N 2 2043-09-25 None 0.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFM1 218000.00000000 PA USD 219441.63000000 0.040968467347 Long DBT CORP US N 2 2056-10-30 Fixed 2.99000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBE0 93000.00000000 PA USD 114621.89000000 0.021399235677 Long DBT CORP US N 2 2050-02-15 Fixed 3.55000000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AQ8 180000.00000000 PA USD 206792.35000000 0.038606920840 Long DBT CORP US Y 2 2029-10-15 Fixed 3.25000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAP0 86000.00000000 PA USD 108586.98000000 0.020272553318 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N Fannie Mae N/A 31393XRE9 25219.29000000 PA USD 37350.47000000 0.006973114037 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 19.12000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 135000.00000000 PA USD 177769.74000000 0.033188569500 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N City of Los Angeles Department of Airports N/A 544435C32 65000.00000000 PA USD 88136.10000000 0.016454493775 Long DBT MUN US N 2 2039-05-15 Fixed 6.58000000 N N N N N N Fanniemae-Aces N/A 3136AN6U6 1165874.48000000 PA USD 1303856.42000000 0.243422358684 Long ABS-MBS USGSE US N 2 2027-04-25 Variable 3.09000000 N N N N N N NYU HOSPITALS CENTER N/A 62954RAA4 190000.00000000 PA USD 198812.21000000 0.037117075431 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBB2 54000.00000000 PA USD 70769.68000000 0.013212284853 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAA9 215000.00000000 PA USD 228619.71000000 0.042681961139 Long DBT CORP KY N 2 2023-01-15 Fixed 5.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BL2 200000.00000000 PA USD 208567.89000000 0.038938403761 Long DBT CORP DE N 2 2022-11-16 Fixed 3.30000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAB9 250000.00000000 PA USD 254181.83000000 0.047454259260 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AN6 370000.00000000 PA USD 374695.01000000 0.069953364283 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 229000.00000000 PA USD 247014.84000000 0.046116224194 Long DBT CORP GB N 2 2024-05-18 Fixed 3.95000000 N N N N N N JOHN SEVIER COMB CYCLE N/A 478045AA5 60111.89000000 PA USD 76098.83000000 0.014207205952 Long DBT CORP US N 2 2042-01-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DES4 15739.04000000 PA USD 16536.16000000 0.003087204241 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 3.22000000 N N N N N N P4 SFR HOLDCO LLC 2019 STL A N/A 000000000 1000000.00000000 PA USD 1000000.00000000 0.186694144347 Long ABS-O CORP US N 3 2026-10-11 Fixed 7.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376CXX2 11217.29000000 PA USD 10706.52000000 0.001998844590 Long ABS-MBS USGA US N 2 2037-11-16 None 0.00000000 N N N N N N Headlands Residential N/A 42210AAA3 1135000.00000000 PA USD 1142587.70000000 0.213314432993 Long ABS-MBS CORP US N 2 2024-11-25 Variable 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UMD9 839466.37000000 PA USD 840532.32000000 0.156922462278 Long ABS-MBS USGA US N 2 2064-07-20 Floating 0.61000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828XB1 1500000.00000000 PA USD 1618945.32000000 0.302247611263 Long DBT UST US N 2 2025-05-15 Fixed 2.13000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376REW2 383913.80000000 PA USD 384297.68000000 0.071746126542 Long ABS-MBS USGA US N 2 2065-06-20 Floating 0.59000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCS6 139000.00000000 PA USD 143351.08000000 0.026762807221 Long DBT CORP US N 2 2022-03-15 Fixed 3.45000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBK2 130000.00000000 PA USD 170989.00000000 0.031922645047 Long DBT CORP US N 2 2044-08-15 Fixed 4.65000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YA2 210000.00000000 PA USD 213736.49000000 0.039903351116 Long DBT CORP CH N 2 2022-04-21 Fixed 1.75000000 N N N N N N Freddie Mac N/A 312914MW1 14795.27000000 PA USD 15530.90000000 0.002899528086 Long ABS-MBS USGSE US N 2 2023-02-15 Fixed 7.50000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AS3 365000.00000000 PA USD 385973.17000000 0.072058930714 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N GSR Mortgage Loan Trust N/A 362341NB1 31351.10000000 PA USD 32624.37000000 0.006090778842 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 6.00000000 N N N N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 3136FAQR4 23310.35000000 PA USD 22209.99000000 0.004146475079 Long ABS-MBS USGSE US N 2 2032-08-25 None 0.00000000 N N N N N N CENTERPOINT ENERGY RESOU 2JADVB0458J06WCD4N56 15189WAH3 100000.00000000 PA USD 140850.11000000 0.026295890767 Long DBT CORP US N 2 2041-01-15 Fixed 5.85000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAG5 740000.00000000 PA USD 866725.00000000 0.161812482259 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FL2 60000.00000000 PA USD 81422.68000000 0.015201137573 Long DBT CORP US N 2 2039-03-15 Fixed 6.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828J27 1500000.00000000 PA USD 1605996.09000000 0.299830065848 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3128QGMA7 13384.42000000 PA USD 13686.23000000 0.002555138999 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 2.57000000 N N N N N N Colony American Finance Ltd N/A 21872NAA8 793303.35000000 PA USD 836049.55000000 0.156085555369 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.71000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BA9 180000.00000000 PA USD 178528.45000000 0.033330216214 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L7CT1 1491614.37000000 PA USD 1664171.97000000 0.310691161986 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.29000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373SF69 4135.52000000 PA USD 4093.70000000 0.000764269818 Long ABS-MBS USGA US N 2 2033-03-16 None 0.00000000 N N N N N N UNITED AIR 2019-1 A PTT N/A 90931EAA2 259917.02000000 PA USD 254220.29000000 0.047461439517 Long DBT CORP US N 2 2031-08-25 Fixed 4.55000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JR9 820000.00000000 PA USD 820449.20000000 0.153173061374 Long DBT CORP US N 2 2021-11-15 Floating 1.60000000 N N N N N N B2R Mortgage Trust N/A 05605LAA9 251387.28000000 PA USD 251296.08000000 0.046915506633 Long ABS-O CORP US N 2 2049-06-15 Fixed 2.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJHS3 603927.13000000 PA USD 645418.36000000 0.120495828466 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBM6 480000.00000000 PA USD 499844.80000000 0.093318097242 Long DBT CORP GB N 2 2031-06-24 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AHB7 763853.07000000 PA USD 831362.82000000 0.155210570322 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N FORTIS INC 549300MQYQ9Y065XPR71 349553AM9 310000.00000000 PA USD 341210.91000000 0.063702078884 Long DBT CORP CA N 2 2026-10-04 Fixed 3.06000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556CX1 70000.00000000 PA USD 89871.60000000 0.016778501463 Long DBT CORP US N 2 2037-06-01 Fixed 6.15000000 N N N N N N FannieMae Whole Loan N/A 31392GWB7 44877.28000000 PA USD 50262.50000000 0.009383714430 Long ABS-MBS USGSE US N 2 2042-12-25 Variable 5.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L5G61 937932.30000000 PA USD 1007574.56000000 0.188108270345 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 3.45000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667GWT6 113548.86000000 PA USD 112396.79000000 0.020983822536 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 5.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAM7 255000.00000000 PA USD 265196.43000000 0.049510620582 Long DBT CORP IE N 2 2024-08-14 Fixed 2.88000000 N N N N N N AIG SUNAMER GLOB FIN X 549300Q3UB1GMKCGGR05 00139PAA6 200000.00000000 PA USD 301279.25000000 0.056247071788 Long DBT CORP US N 2 2032-03-15 Fixed 6.90000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 00131LAH8 200000.00000000 PA USD 225022.31000000 0.042010347624 Long DBT CORP HK N 2 2029-04-09 Fixed 3.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378CF85 212683.89000000 PA USD 215652.68000000 0.040261092568 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 3.50000000 N N N N N N GSR Mortgage Loan Trust N/A 36228F2K1 33791.70000000 PA USD 35117.69000000 0.006556267086 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065FAF9 90422.32000000 PA USD 90951.34000000 0.016980082598 Long ABS-O CORP US N 2 2022-08-18 Fixed 2.71000000 N N N N N N Drive Auto Receivables Trust N/A 26208CAN8 202861.79000000 PA USD 205672.22000000 0.038397799128 Long ABS-O CORP US N 2 2024-05-15 Fixed 4.16000000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAH1 230000.00000000 PA USD 239907.38000000 0.044789303031 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2K6 805000.00000000 PA USD 863408.52000000 0.161193314863 Long DBT CORP US N 2 2026-11-12 Fixed 2.95000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 179000.00000000 PA USD 228074.08000000 0.042580095213 Long DBT CORP US N 2 2039-06-15 Fixed 4.13000000 N N N N N N Freddie Mac N/A 31392KPH3 56068.95000000 PA USD 67501.92000000 0.012602213196 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LU2 1100000.00000000 PA USD 1084259.01000000 0.202424808123 Long DBT UST US N 2 2025-02-15 None 0.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46629MAJ4 34904.36000000 PA USD 0.35000000 0.000000065342 Long ABS-MBS CORP US N 2 2045-05-15 Variable 0.29000000 N N N N N N DT Auto Owner Trust N/A 23341LAG8 99.39000000 PA USD 99.51000000 0.000018577934 Long ABS-O CORP US N 2 2022-11-15 Fixed 3.55000000 N N N N N N Fannie Mae N/A 31392F6E2 3730.33000000 PA USD 4848.92000000 0.000905264970 Long ABS-MBS USGSE US N 2 2032-12-25 Floating 14.21000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAP6 154000.00000000 PA USD 222468.06000000 0.041533484106 Long DBT CORP US N 2 2043-09-01 Fixed 5.15000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DE4 100000.00000000 PA USD 129079.11000000 0.024098313994 Long DBT CORP US N 2 2035-07-10 Fixed 4.70000000 N N N N N N Freddie Mac N/A 31398LQT8 27681.97000000 PA USD 25695.24000000 0.004797150845 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044BW6 55000.00000000 PA USD 57932.00000000 0.010815565170 Long DBT CORP US N 2 2022-12-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAL5 120000.00000000 PA USD 118167.19000000 0.022061122427 Long DBT UST US N 2 2027-09-30 Fixed 0.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BYE6 3203.37000000 PA USD 3212.44000000 0.000599743737 Long ABS-MBS USGA US N 2 2062-09-20 Floating 0.72000000 N N N N N N Freddie Mac - SCRT N/A 35563PMT3 1030335.60000000 PA USD 1141111.93000000 0.213038915376 Long ABS-MBS CORP US N 2 2059-02-25 Fixed 4.00000000 N N N N N N Fannie Mae N/A 31396YTG7 9133.65000000 PA USD 1497.12000000 0.000279503537 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 6.05000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAF4 200000.00000000 PA USD 200895.70000000 0.037506050814 Long DBT CORP US N 2 2021-03-18 Fixed 3.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 430000.00000000 PA USD 485703.96000000 0.090678085218 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAH3 86000.00000000 PA USD 99152.64000000 0.018511217284 Long DBT CORP US N 2 2025-05-25 Fixed 4.42000000 N N N N N N Sequoia Mortgage Trust N/A 81744FDJ3 147322.81000000 PA USD 144338.58000000 0.026947167689 Long ABS-MBS CORP US N 2 2034-09-20 Floating 0.85000000 N N N N N N BB-UBS Trust N/A 05490AAA1 67000.00000000 PA USD 65401.31000000 0.012210041609 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89000000 N N N N N N Countrywide Alternative Loan Trust N/A 12668APD1 34066.73000000 PA USD 32573.79000000 0.006081335852 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAF0 210000.00000000 PA USD 223744.56000000 0.041771799181 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UE4 19048.73000000 PA USD 19061.19000000 0.003558612557 Long ABS-MBS CORP US N 2 2034-04-21 Variable 3.11000000 N N N N N N Headlands Residential N/A 42210CAA9 1160000.00000000 PA USD 1167687.20000000 0.218000362669 Long ABS-MBS CORP US N 2 2024-08-25 Variable 3.88000000 N N N N N N Fannie Mae N/A 31396LT26 5179.06000000 PA USD 8276.13000000 0.001545105008 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 25.97000000 N N N N N N Ovintiv Inc N/A 698900AG2 110000.00000000 PA USD 130186.34000000 0.024305027352 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAQ7 68000.00000000 PA USD 75393.95000000 0.014075608984 Long DBT CORP US N 2 2025-01-15 Fixed 3.90000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664BV2 83000.00000000 PA USD 109965.26000000 0.020529870123 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 292480AL4 80000.00000000 PA USD 82703.89000000 0.015440331977 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 250000.00000000 PA USD 279494.91000000 0.052180063071 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WU4E0 455581.99000000 PA USD 490926.08000000 0.091653024443 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N Fannie Mae N/A 31395DUD9 25386.80000000 PA USD 23796.19000000 0.004442609330 Long ABS-MBS USGSE US N 2 2036-06-25 None 0.00000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 130000.00000000 PA USD 173572.47000000 0.032404963768 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 112000.00000000 PA USD 149173.34000000 0.027849789070 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 225000.00000000 PA USD 233560.31000000 0.043604342229 Long DBT CORP US N 2 2028-03-25 Fixed 2.26000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 460000.00000000 PA USD 526430.47000000 0.098281486155 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAL5 195000.00000000 PA USD 210086.87000000 0.039221988433 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3133TPGX1 20550.05000000 PA USD 24312.69000000 0.004539036856 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 7.50000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90269CAD2 130000.00000000 PA USD 133937.47000000 0.025005341357 Long ABS-MBS CORP US N 2 2063-05-10 Fixed 3.53000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LT5 500000.00000000 PA USD 494090.27000000 0.092243760188 Long DBT UST US N 2 2024-11-15 None 0.00000000 N N N N N Toorak Mortgage Corp. N/A 89052LAA1 946000.00000000 PA USD 959967.03000000 0.179220223267 Long ABS-MBS CORP US N 2 2022-09-25 Variable 3.72000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BE73 100469.72000000 PA USD 100616.42000000 0.018784496439 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 1.65000000 N N N N N N MEMORIAL HEALTH SERVICES 549300FTIZOMIONZZ882 58601VAC6 445000.00000000 PA USD 475971.83000000 0.088861153535 Long DBT CORP US N 2 2049-11-01 Fixed 3.45000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BJQ71 750000.00000000 PA USD 809950.80000000 0.151213071569 Long ABS-MBS USGSE US N 2 2025-05-25 Fixed 2.77000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617K1YJ6 1419990.02000000 PA USD 1538141.47000000 0.287162005627 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.50000000 N N N N N N Diamond Resorts Owner Trust N/A 25272XAA3 152290.29000000 PA USD 155037.35000000 0.028944565400 Long ABS-O CORP US N 2 2029-10-22 Fixed 3.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LNB26 2014338.88000000 PA USD 2288579.60000000 0.427264410193 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3.33000000 N N N N N N RBSCF Trust N/A 74932BAA1 160000.00000000 PA USD 159394.70000000 0.029758057130 Long ABS-MBS CORP US N 2 2031-03-11 Fixed 3.26000000 N N N N N N USASF Receivables LLC 549300P0OJXVYBPHN411 90352VAB2 1200000.00000000 PA USD 1216990.92000000 0.227205078488 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.99000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667GGP2 429674.29000000 PA USD 73022.42000000 0.013632858220 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.92000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 210000.00000000 PA USD 280644.38000000 0.052394662390 Long DBT CORP GB N 2 2049-06-19 Fixed 4.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L3B5 89742.84000000 PA USD 19172.02000000 0.003579303869 Long ABS-MBS USGA US N 2 2035-09-20 Floating 6.15000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 397000.00000000 PA USD 598982.62000000 0.111826547720 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N Freddie Mac N/A 31397T4Y5 33236.19000000 PA USD 7878.51000000 0.001470871683 Long ABS-MBS USGSE US N 2 2038-04-15 Floating 6.64000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AY9 125000.00000000 PA USD 133776.55000000 0.024975298536 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N Freddie Mac N/A 3132H7EG5 611355.65000000 PA USD 671082.61000000 0.125287193660 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 130000.00000000 PA USD 157685.93000000 0.029439039777 Long DBT CORP US N 2 2025-10-01 Fixed 6.13000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 310000.00000000 PA USD 320173.99000000 0.059774609105 Long DBT CORP GB N 2 2031-08-18 Fixed 2.36000000 N N N N N N Freddie Mac N/A 31397YVF5 22901.50000000 PA USD 4112.47000000 0.000767774067 Long ABS-MBS USGSE US N 2 2039-02-15 Floating 5.84000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535AAA3 825000.00000000 PA USD 840304.82000000 0.156879989361 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.33000000 N N N N N N Freddie Mac N/A 3133TPS67 89800.18000000 PA USD 107523.13000000 0.020073938752 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 7.25000000 N N N N N N Freddie Mac N/A 3132H7BV5 780202.24000000 PA USD 849098.11000000 0.158521645113 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N PHH Alternative Mortgage Trust N/A 69337HAX9 107316.10000000 PA USD 24151.95000000 0.004509027639 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DU1 335000.00000000 PA USD 345022.58000000 0.064413695353 Long DBT CORP US N 2 2030-05-11 Fixed 1.65000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAH6 306000.00000000 PA USD 319647.84000000 0.059676379981 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N Fanniemae-Aces N/A 3136ASVZ6 1000000.00000000 PA USD 1086554.00000000 0.202853269317 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.49000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 230000.00000000 PA USD 275425.73000000 0.051420370993 Long DBT CORP US N 2 2050-10-15 Fixed 3.95000000 N N N N N N COTTAGE HEALTH SYSTEM N/A 22170QAA8 230000.00000000 PA USD 259129.73000000 0.048378003217 Long DBT CORP US N 2 2049-11-01 Fixed 3.30000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 165000.00000000 PA USD 177886.38000000 0.033210345505 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374XAF2 21231.70000000 PA USD 4482.70000000 0.000836893840 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LCA70 966180.86000000 PA USD 1064698.39000000 0.198772954909 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 3.10000000 N N N N N N Freddie Mac N/A 3137A8N20 173901.31000000 PA USD 207023.68000000 0.038650108797 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.00000000 N N N N N N PACKAGING CORP OF AMERIC 549300XZP8MFZFY8TJ84 695156AV1 140000.00000000 PA USD 173638.56000000 0.032417302384 Long DBT CORP US N 2 2049-12-15 Fixed 4.05000000 N N N N N N Freddie Mac N/A 31349UFK9 25824.65000000 PA USD 27222.76000000 0.005082329884 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 2.80000000 N N N N N N Freddie Mac N/A 31397KTW1 332788.77000000 PA USD 76502.85000000 0.014282634120 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 6.21000000 N N N N N N FREMF Mortgage Trust N/A 30285FAG4 490000.00000000 PA USD 534429.67000000 0.099774889954 Long ABS-MBS USGSE US N 2 2047-11-25 Variable 4.07000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AT4 200000.00000000 PA USD 255044.15000000 0.047615249355 Long DBT CORP US N 2 2039-03-01 Fixed 4.55000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 400000.00000000 PA USD 468474.80000000 0.087461501934 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Fannie Mae N/A 31398R7C3 840804.67000000 PA USD 1037928.38000000 0.193775150798 Long ABS-MBS USGSE US N 2 2040-08-25 Fixed 5.00000000 N Y N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WCW2 100000.00000000 PA USD 143419.00000000 0.026775487488 Long DBT MUN US N 2 2040-11-01 Fixed 5.65000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AZ2 200000.00000000 PA USD 216298.97000000 0.040381751127 Long DBT CORP US N 2 2030-11-15 Fixed 2.55000000 N N N N N N Goodgreen Trust N/A 38218EAA5 702185.09000000 PA USD 725771.63000000 0.135497313454 Long ABS-O CORP KY N 2 2054-10-15 Fixed 2.76000000 N N N N N N Countrywide Home Loans N/A 12669FNP4 8672.54000000 PA USD 8645.61000000 0.001614084761 Long ABS-MBS CORP US N 2 2034-05-20 Variable 2.84000000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAU3 285000.00000000 PA USD 331565.34000000 0.061901307446 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 200000.00000000 PA USD 206145.39000000 0.038486137197 Long DBT CORP ES N 2 2030-12-03 Fixed 2.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HA8 83000.00000000 PA USD 83521.24000000 0.015592926436 Long DBT CORP US N 2 2042-08-15 Fixed 3.75000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541QPB2 12873.54000000 PA USD 13291.10000000 0.002481370541 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 5.25000000 N N N N N N CHINA SOUTHERN POWER GRI N/A 16892DAC2 240000.00000000 PA USD 264217.16000000 0.049327796608 Long DBT CORP VG N 2 2027-05-08 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LK4 700000.00000000 PA USD 698335.88000000 0.130375219583 Long DBT UST US N 2 2022-11-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374JBS4 12871.31000000 PA USD 20881.96000000 0.003898539654 Long ABS-MBS USGA US N 2 2034-09-20 Floating 28.72000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BK5 122000.00000000 PA USD 138102.44000000 0.025782916868 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N FHLMC Structured Pass Through Securities N/A 31392MEN8 120825.11000000 PA USD 137040.23000000 0.025584608481 Long ABS-MBS USGSE US N 2 2032-07-25 Variable 5.21000000 N N N N N N Fannie Mae N/A 31396WSA5 62322.75000000 PA USD 15917.77000000 0.002971754450 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 7.00000000 N N N N N N LV TOWER 52 ISSUER LLC N/A 50244VAC6 481569.10000000 PA USD 485705.78000000 0.090678425001 Long ABS-O CORP US N 3 2019-07-15 Fixed 5.75000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBK9 50000.00000000 PA USD 65938.32000000 0.012310298232 Long DBT CORP US N 2 2029-03-15 Fixed 5.75000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599AY0 100000.00000000 PA USD 104554.43000000 0.019519699846 Long DBT CORP US N 2 2023-03-14 Fixed 2.70000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261LAA6 210000.00000000 PA USD 218371.95000000 0.040768764354 Long DBT CORP US N 2 2023-07-14 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LEGT2 1471500.76000000 PA USD 1612162.81000000 0.300981356362 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 2.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 340000.00000000 PA USD 342431.03000000 0.063929868143 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 31364HT56 4681.12000000 PA USD 4584.46000000 0.000855891836 Long ABS-MBS USGSE US N 2 2024-09-25 None 0.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BYMQ0 591000.00000000 PA USD 629755.42000000 0.117571649285 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 2.81000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAW2 589000.00000000 PA USD 628396.86000000 0.117318014088 Long DBT CORP FR N 2 2030-01-22 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 215000.00000000 PA USD 234713.26000000 0.043819591242 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QAH8 236018.09000000 PA USD 277583.68000000 0.051823247622 Long ABS-MBS USGA US N 2 2038-01-20 Variable 5.52000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FJF6 43628.06000000 PA USD 43991.92000000 0.008213033862 Long ABS-MBS CORP US N 2 2033-10-25 Variable 2.75000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBF4 448000.00000000 PA USD 523040.00000000 0.097648505259 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.60000000 N N N N N N Chase Mortgage Finance Corporation N/A 161630AC2 39784.90000000 PA USD 39751.93000000 0.007421452557 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375Y5V0 15494.25000000 PA USD 1904.78000000 0.000355611272 Long ABS-MBS USGA US N 2 2039-02-16 Floating 5.95000000 N N N N N N Freddie Mac N/A 31395V4J5 16041.28000000 PA USD 20189.18000000 0.003769201685 Long ABS-MBS USGSE US N 2 2034-06-15 Floating 23.91000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CE1 45000.00000000 PA USD 59468.09000000 0.011102344178 Long DBT CORP US N 2 2041-11-15 Fixed 5.25000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 257469AJ5 100000.00000000 PA USD 131145.67000000 0.024484128645 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 383742YT4 41203.34000000 PA USD 2067.49000000 0.000385988276 Long ABS-MBS USGA US N 2 2037-10-16 Fixed 5.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 600000.00000000 PA USD 639922.78000000 0.119469835860 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N TOLEDO EDISON COMPANY N/A 889175BD6 200000.00000000 PA USD 272941.08000000 0.050956501387 Long DBT CORP US N 2 2037-05-15 Fixed 6.15000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AV6 330000.00000000 PA USD 330807.77000000 0.061759873563 Long DBT CORP US N 2 2024-02-15 Fixed 0.97000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LP4 531000.00000000 PA USD 601997.20000000 0.112389352153 Long DBT CORP US N 2 2028-07-24 Fixed 3.67000000 N N N N N N AID-ISRAEL 213800T8ZHTFZIBYPE21 465139GM9 1000000.00000000 PA USD 984937.35000000 0.183882035794 Long DBT NUSS IL N 2 2023-08-15 None 0.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAU2 80000.00000000 PA USD 110637.85000000 0.020655438738 Long DBT CORP CA N 2 2049-04-01 Fixed 5.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 355000.00000000 PA USD 373557.07000000 0.069740917548 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59000000 N N N N N N Fannie Mae N/A 31396XAU8 20405.58000000 PA USD 23589.64000000 0.004404047655 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 6.00000000 N N N N N N BRITISH AIR 18-1 A PTT N/A 11043HAA6 268920.31000000 PA USD 249105.54000000 0.046506545642 Long DBT CORP US N 2 2031-09-20 Fixed 4.13000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAC4 636000.00000000 PA USD 677099.05000000 0.126410427778 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 2027A0HR3 200000.00000000 PA USD 230733.66000000 0.043076623225 Long DBT CORP AU N 2 2025-12-09 Fixed 4.50000000 N N N N N N Fannie Mae N/A 31394VEM8 16818.44000000 PA USD 19098.51000000 0.003565579982 Long ABS-MBS USGSE US N 2 2035-06-25 Floating 22.58000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 16000.00000000 PA USD 18974.08000000 0.003542349630 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300MZIB10PDVAE312 95000FAT3 1103000.00000000 PA USD 1203870.45000000 0.224755563568 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 2.93000000 N N N N N N Fannie Mae N/A 31392BVQ6 1763.68000000 PA USD 2628.63000000 0.000490749828 Long ABS-MBS USGSE US N 2 2032-02-25 Floating 24.71000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334Z0 160000.00000000 PA USD 132178.29000000 0.024676912752 Long DBT UST US N 2 2035-02-15 None 0.00000000 N N N N N Freddie Mac N/A 31397PNY2 31529.24000000 PA USD 32434.66000000 0.006055361095 Long ABS-MBS USGSE US N 2 2022-12-15 Fixed 5.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCZ2 189000.00000000 PA USD 223032.44000000 0.041638850547 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 00182EBM0 625000.00000000 PA USD 682333.37000000 0.127387644672 Long DBT CORP NZ N 2 2030-02-13 Fixed 2.55000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JL2 210000.00000000 PA USD 227676.75000000 0.042505916029 Long DBT CORP US N 2 2025-07-01 Fixed 3.45000000 N N N N N N Fannie Mae N/A 3139204E7 14702.62000000 PA USD 17425.24000000 0.003253190271 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 7.00000000 N N N N N N BB-UBS Trust N/A 05538UAA1 550000.00000000 PA USD 573021.57000000 0.106979771703 Long ABS-MBS CORP US N 2 2036-11-05 Fixed 3.43000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 200000.00000000 PA USD 235797.65000000 0.044022040505 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GF4 15000.00000000 PA USD 15032.34000000 0.002806449853 Long DBT CORP US N 2 2022-02-01 Fixed 1.85000000 N N N N N N UBS-Barclays Commercial Mortgage Trust 549300G1IXWLFE766Q13 90349GBF1 286000.00000000 PA USD 300027.99000000 0.056013468873 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.24000000 N N N N N N BAKER HUGHES HLDGS LLC 549300XU3XH6F05YEQ93 057224AZ0 100000.00000000 PA USD 132193.43000000 0.024679739302 Long DBT CORP US N 2 2040-09-15 Fixed 5.13000000 N N N N N Freddie Mac N/A 31349UJY5 18879.74000000 PA USD 19873.64000000 0.003710292214 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.88000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DP2 130000.00000000 PA USD 131515.01000000 0.024553082260 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N Drive Auto Receivables Trust N/A 26208BAN0 313183.74000000 PA USD 316249.87000000 0.059041998879 Long ABS-O CORP US N 2 2024-03-15 Fixed 4.18000000 N N N N N N Freddie Mac N/A 31392WT75 244637.97000000 PA USD 277537.69000000 0.051814661558 Long ABS-MBS USGSE US N 2 2032-10-15 Fixed 6.00000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AX6 140000.00000000 PA USD 131011.18000000 0.024459020150 Long DBT CORP GB N 2 2050-08-06 Fixed 2.13000000 N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBT7 200000.00000000 PA USD 227213.81000000 0.042419487841 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N BRITISH AIR 19-1 AA PTT N/A 11043XAA1 281404.91000000 PA USD 280731.71000000 0.052410966389 Long DBT CORP US N 2 2032-12-15 Fixed 3.30000000 N N N N N N Emera US Finance LP N/A 29103DAM8 220000.00000000 PA USD 281336.02000000 0.052523787528 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AD6 21000.00000000 PA USD 25650.79000000 0.004788852290 Long DBT CORP US N 2 2032-11-02 Fixed 4.00000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBF4 490000.00000000 PA USD 536931.96000000 0.100242052845 Long DBT CORP US N 2 2030-05-01 Fixed 2.88000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BPVN6 1179000.00000000 PA USD 1352198.64000000 0.252447568082 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 3.08000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 220000.00000000 PA USD 230562.75000000 0.043044715329 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N FREMF Mortgage Trust N/A 30295RAS0 529000.00000000 PA USD 577099.17000000 0.107741035746 Long ABS-MBS USGSE US N 2 2049-11-25 Variable 3.58000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325WAA6 220000.00000000 PA USD 233036.77000000 0.043506600376 Long DBT CORP GB N 2 2026-01-30 Fixed 2.82000000 N N N N N N Texas Health Resources 54930008C10TUBW7Z611 882484AA6 250000.00000000 PA USD 338929.26000000 0.063276108190 Long DBT CORP US N 2 2055-11-15 Fixed 4.33000000 N N N N N N Fannie Mae N/A 31394VBA7 125120.19000000 PA USD 133232.62000000 0.024873749990 Long ABS-MBS USGSE US N 2 2026-01-25 Fixed 5.50000000 N N N N N N Fannie Mae N/A 31394VX47 414761.75000000 PA USD 97415.26000000 0.018186858612 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 6.55000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAN6 280000.00000000 PA USD 331730.55000000 0.061932151186 Long DBT CORP CA N 2 2050-01-25 Fixed 3.80000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AE5 200000.00000000 PA USD 304241.44000000 0.056800095315 Long DBT CORP US N 2 2041-03-01 Fixed 6.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABH7 400000.00000000 PA USD 416064.00000000 0.077676712473 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DF2 114000.00000000 PA USD 166372.85000000 0.031060836873 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EWE5 57164.40000000 PA USD 66324.34000000 0.012382365905 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N Freddie Mac N/A 3128P7SE4 102065.98000000 PA USD 108824.51000000 0.020316898778 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAP0 630000.00000000 PA USD 683060.21000000 0.127523341443 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAA1 200000.00000000 PA USD 219067.72000000 0.040898660539 Long DBT US N 2 2025-02-01 Fixed 3.85000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FCJK1 553000.00000000 PA USD 638144.19000000 0.119137783522 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.30000000 N N N N N N Freddie Mac - SCRT N/A 35563PLJ6 575000.00000000 PA USD 670476.97000000 0.125174124218 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N HOLLYFRONTIER CORP 549300J3U2WK73C9ZK26 436106AB4 265000.00000000 PA USD 270831.55000000 0.050562664489 Long DBT CORP US N 2 2023-10-01 Fixed 2.63000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 243000.00000000 PA USD 269017.41000000 0.050223975174 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAM1 198000.00000000 PA USD 204747.58000000 0.038225174255 Long DBT CORP US N 2 2043-01-15 Fixed 4.95000000 N N N N N N YALE-NEW HAVEN HLTH SRVC 549300AVJD56IH6OKW11 98459HAA0 201000.00000000 PA USD 196612.15000000 0.036706337112 Long DBT CORP US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Oportun Funding LLC N/A 68376HAA3 655000.00000000 PA USD 655000.00000000 0.122284664547 Long ABS-O CORP US N 2 2024-03-08 Fixed 3.61000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 400000.00000000 PA USD 427009.88000000 0.079720244174 Long DBT CORP ES N 2 2025-05-28 Fixed 2.75000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBH7 290000.00000000 PA USD 327720.30000000 0.061183460993 Long DBT CORP MX N 2 2029-04-22 Fixed 3.63000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CL4 220000.00000000 PA USD 255122.69000000 0.047629912313 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86959LAF0 410000.00000000 PA USD 412790.49000000 0.077065567325 Long DBT CORP SE N 2 2023-06-30 Fixed 0.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8K52 1000000.00000000 PA USD 1124390.92000000 0.209917200721 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.34000000 N N N N N N Fannie Mae N/A 31396X6G4 22085.90000000 PA USD 979.63000000 0.000182891184 Long ABS-MBS USGSE US N 2 2038-01-25 Floating 1.48000000 N N N N N N Freddie Mac N/A 3128DHG65 14427.72000000 PA USD 15184.40000000 0.002834838565 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JE8 1165000.00000000 PA USD 1168287.77000000 0.218112485572 Long DBT CORP US N 2 2022-06-16 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SK5 5740000.00000000 PA USD 6742930.45000000 1.258865630758 Long DBT UST US N 2 2049-11-15 Fixed 2.38000000 N N N N N Freddie Mac N/A 3132H33Q4 705000.46000000 PA USD 773772.20000000 0.144458738799 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N Freddie Mac - SCRT N/A 35563PJE0 1208394.42000000 PA USD 1319075.25000000 0.246263625128 Long ABS-MBS USGSE US N 2 2058-07-25 Fixed 3.50000000 N N N N N N FMC GMSR ISSUER TRUST N/A 30259RAE5 1100000.00000000 PA USD 1099423.60000000 0.205255948277 Long ABS-MBS CORP US N 2 2026-01-25 Variable 4.45000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETW9 200000.00000000 PA USD 222529.31000000 0.041544919122 Long DBT CORP US N 2 2027-09-08 Fixed 2.80000000 N N N N N N LHFC Depositor, LLC N/A 501888AB7 770000.00000000 PA USD 776010.70000000 0.144876653641 Long ABS-MBS CORP US N 2 2024-03-25 Fixed 3.84000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 215000.00000000 PA USD 220039.22000000 0.041080033900 Long DBT CORP DE N 2 2026-11-24 Fixed 2.13000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 445000.00000000 PA USD 455558.47000000 0.085050098756 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBM1 310000.00000000 PA USD 311899.53000000 0.058229815875 Long DBT CORP US N 2 2030-08-10 Fixed 1.75000000 N N N N N N Fannie Mae N/A 31393CVP5 23137.45000000 PA USD 4977.93000000 0.000929350381 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 7.00000000 N N N N N N RELIANCE STEEL & ALUM 549300E287ZOFT3C5Z56 759509AF9 620000.00000000 PA USD 629715.13000000 0.117564127378 Long DBT CORP US N 2 2025-08-15 Fixed 1.30000000 N N N N N N Independence Plaza Trust N/A 45378YAA2 765000.00000000 PA USD 816742.46000000 0.152481034722 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 3.76000000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 26441YBC0 100000.00000000 PA USD 110559.01000000 0.020640719771 Long DBT US N 2 2029-11-15 Fixed 2.88000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 200000.00000000 PA USD 226724.55000000 0.042328145864 Long DBT US N 2 2031-01-15 Fixed 3.25000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3132HTJV9 136744.77000000 PA USD 143899.50000000 0.026865194024 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 3.00000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EJ7 257000.00000000 PA USD 405273.04000000 0.075662103429 Long DBT USGA US N 2 2060-09-15 Fixed 4.63000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 217000.00000000 PA USD 226005.50000000 0.042193903440 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAG2 400000.00000000 PA USD 414882.74000000 0.077456178148 Long DBT CORP FR N 2 2026-06-16 Fixed 1.91000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAA1 250000.00000000 PA USD 251194.95000000 0.046896626254 Long DBT CORP GB N 2 2023-09-02 Fixed 0.75000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AX8 250000.00000000 PA USD 244676.00000000 0.045679576462 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RD2 2923000.00000000 PA USD 4207293.13000000 0.785476990925 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 140000.00000000 PA USD 149262.46000000 0.027866427252 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 9292274D5 14073.53000000 PA USD 14338.63000000 0.002676938258 Long ABS-MBS CORP US N 2 2033-06-25 Variable 3.10000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AV2 180000.00000000 PA USD 186860.43000000 0.034885748091 Long DBT CORP US N 2 2030-10-15 Fixed 2.65000000 N N N N N N Tricolor Auto Securitization Trust N/A 89615AAA5 1042287.32000000 PA USD 1044247.45000000 0.194954884164 Long ABS-O CORP US N 2 2026-11-15 Fixed 4.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375PCK5 10968.06000000 PA USD 10381.64000000 0.001938191396 Long ABS-MBS USGA US N 2 2038-01-20 None 0.00000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 81375WHH2 16987.67000000 PA USD 16885.22000000 0.003152371700 Long ABS-O CORP US N 2 2036-01-25 Variable 3.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L7R65 888344.93000000 PA USD 993806.82000000 0.185537913906 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.24000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBM1 107000.00000000 PA USD 109808.71000000 0.020500643155 Long DBT CORP US N 2 2025-01-15 Fixed 5.25000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBU8 235000.00000000 PA USD 245231.72000000 0.045783326132 Long DBT CORP US N 2 2050-09-25 Fixed 3.98000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RFG6 496915.18000000 PA USD 497935.65000000 0.092961670116 Long ABS-MBS USGA US N 2 2065-08-20 Floating 0.61000000 N N N N N N CarNow Auto Receivables Trust N/A 14366YAC8 191732.74000000 PA USD 191991.81000000 0.035843746689 Long ABS-O CORP US N 2 2023-09-15 Fixed 4.26000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284S6 184000.00000000 PA USD 195528.75000000 0.036504072676 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N Fannie Mae N/A 31358ML51 1903.85000000 PA USD 1971.92000000 0.000368145917 Long ABS-MBS USGSE US N 2 2022-05-25 Fixed 8.00000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAC2 125000.00000000 PA USD 158319.58000000 0.029557338521 Long DBT CORP IT N 2 2040-10-01 Fixed 5.70000000 N N N N N N Fannie Mae N/A 31395NBC0 62423.33000000 PA USD 59031.84000000 0.011020898858 Long ABS-MBS USGSE US N 2 2033-12-25 None 0.00000000 N N N N N N SART 2018 1 N/A 000000000 832745.87000000 PA USD 847318.92000000 0.158189480758 Long ABS-O CORP US N 2 2025-06-15 Fixed 4.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCV9 302000.00000000 PA USD 332606.52000000 0.062095689655 Long DBT CORP US N 2 2024-06-15 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HRDS9 1160853.34000000 PA USD 1340187.84000000 0.250205222053 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.66000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BWP3 3658.28000000 PA USD 3660.32000000 0.000683360310 Long ABS-MBS USGA US N 2 2060-03-20 Floating 0.59000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374K7U1 2876.15000000 PA USD 2871.90000000 0.000536166913 Long ABS-MBS USGA US N 2 2033-02-17 None 0.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAE5 200000.00000000 PA USD 220027.20000000 0.041077789837 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AS33 404811.16000000 PA USD 442116.42000000 0.082540546733 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355LAC0 86000.00000000 PA USD 93834.32000000 0.017518318082 Long DBT CORP US N 2 2024-04-15 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3128DHG99 39305.85000000 PA USD 42706.37000000 0.007973029205 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N Freddie Mac N/A 31396UFA3 4460.96000000 PA USD 4080.05000000 0.000761721443 Long ABS-MBS USGSE US N 2 2036-07-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BXB3 2557.75000000 PA USD 2557.57000000 0.000477483342 Long ABS-MBS USGA US N 2 2060-04-20 Floating 0.57000000 N Y N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CD2 60000.00000000 PA USD 80214.10000000 0.014975502764 Long DBT CORP US N 2 2038-11-01 Fixed 5.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 247000.00000000 PA USD 323258.99000000 0.060350560540 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBC6 39000.00000000 PA USD 50675.52000000 0.009460822845 Long DBT CORP US N 2 2045-02-15 Fixed 5.10000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AQ8 120000.00000000 PA USD 131163.52000000 0.024487461136 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N Flagship Credit Auto Trust N/A 33844FAD9 68089.60000000 PA USD 68230.85000000 0.012738300158 Long ABS-O CORP US N 2 2022-11-15 Fixed 2.71000000 N N N N N N Fannie Mae N/A 31396KYA4 6986.19000000 PA USD 7007.73000000 0.001308302156 Long ABS-MBS USGSE US N 2 2036-08-25 Floating 0.50000000 N N N N N N COMM Mortgage Trust N/A 20048JAA8 1160000.00000000 PA USD 1291877.96000000 0.241186050343 Long ABS-MBS CORP US N 2 2033-04-10 Variable 3.82000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAW9 110000.00000000 PA USD 118382.57000000 0.022101332611 Long DBT CORP US N 2 2023-12-15 Fixed 3.13000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JL6 100000.00000000 PA USD 111601.22000000 0.020835294276 Long DBT CORP US N 2 2025-03-26 Fixed 3.88000000 N N N N N N Impac Secured Assets Corp. N/A 45254TTN4 44195.04000000 PA USD 42899.55000000 0.008009094780 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.50000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAT8 320000.00000000 PA USD 331948.34000000 0.061972811303 Long DBT US N 2 2031-01-15 Fixed 2.25000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BN9 184000.00000000 PA USD 189635.96000000 0.035403923289 Long DBT CORP US N 2 2027-10-15 Fixed 1.65000000 N N N N N N Freddie Mac N/A 31394HVK4 4705.33000000 PA USD 6517.80000000 0.001216835094 Long ABS-MBS USGSE US N 2 2033-09-15 Floating 14.47000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AZ9 220000.00000000 PA USD 234580.20000000 0.043794749719 Long DBT CORP JP N 2 2050-07-09 Fixed 3.18000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAK9 340000.00000000 PA USD 414781.38000000 0.077437254830 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EG4 195000.00000000 PA USD 248945.41000000 0.046476650309 Long DBT CORP AU N 2 2039-07-24 Fixed 4.42000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBD9 130000.00000000 PA USD 138791.22000000 0.025911508060 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABH4 135000.00000000 PA USD 154649.95000000 0.028872240088 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N Banc of America Mortgage Securities N/A 05948XYP0 19327.50000000 PA USD 19426.83000000 0.003626875404 Long ABS-MBS CORP US N 2 2033-11-25 Variable 2.77000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AV7 58000.00000000 PA USD 61105.56000000 0.011408050239 Long DBT CORP US N 2 2032-09-30 Fixed 2.64000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAM3 200000.00000000 PA USD 205030.62000000 0.038278016165 Long DBT CORP DK N 2 2022-03-02 Fixed 2.70000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687CX2 70000.00000000 PA USD 90391.27000000 0.016875520809 Long DBT CORP US N 2 2024-07-15 Fixed 9.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828SA9 261149.88000000 PA USD 265822.01000000 0.049627412705 Long DBT UST US N 2 2022-01-15 Fixed 0.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L5G20 1426192.16000000 PA USD 1537139.46000000 0.286974936227 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 3.38000000 N N N N N N CHEVRON PHILLIPS CHEM CO N/A 166754AW1 464000.00000000 PA USD 544870.50000000 0.101724131777 Long DBT CORP US N 2 2025-04-01 Fixed 5.13000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 9393365L3 107870.41000000 PA USD 18490.20000000 0.003452012067 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3133T2FX3 9627.15000000 PA USD 10118.90000000 0.001889139377 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 6.40000000 N N N N N N Colony American Finance Ltd N/A 19625HAA5 183642.92000000 PA USD 184037.70000000 0.034358760929 Long ABS-O CORP KY N 2 2048-11-15 Fixed 2.55000000 N N N N N N Mariner Finance Issuance Trust N/A 56847MAC4 2060000.00000000 PA USD 2085217.28000000 0.389297855868 Long ABS-O CORP US N 2 2032-07-20 Fixed 4.01000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BT5 220000.00000000 PA USD 260370.33000000 0.048609615972 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350BK0 115000.00000000 PA USD 162703.58000000 0.030375805650 Long DBT CORP US N 2 2048-11-15 Fixed 5.35000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AK7 83000.00000000 PA USD 98255.91000000 0.018343803044 Long DBT CORP US N 2 2028-09-26 Fixed 4.45000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 385000.00000000 PA USD 390551.16000000 0.072913614640 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 400000.00000000 PA USD 423230.72000000 0.079014697132 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N AIR CANADA 2013-1A PTT N/A 009089AA1 168533.33000000 PA USD 162373.66000000 0.030314211518 Long DBT CORP CA N 2 2025-05-15 Fixed 4.13000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AB1 288000.00000000 PA USD 298757.69000000 0.055776311301 Long DBT CORP US N 2 2022-08-21 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381RQR8 929752.31000000 PA USD 932103.19000000 0.174018207500 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 4.06000000 N N N N N N GTP ACQUISITION PARTNERS N/A 36246MAU3 226000.00000000 PA USD 242303.96000000 0.045236730484 Long DBT CORP US N 2 2025-06-16 Fixed 3.48000000 N N N N N N Fannie Mae N/A 3136A12K0 159883.12000000 PA USD 195861.68000000 0.036566228758 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 7.00000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAP4 50000.00000000 PA USD 54031.30000000 0.010087327321 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCQ3 140000.00000000 PA USD 187600.28000000 0.035023873753 Long DBT CORP US N 2 2035-07-15 Fixed 4.63000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AGZ2 25884.40000000 PA USD 26428.74000000 0.004934091000 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.37000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AY3 110000.00000000 PA USD 117022.98000000 0.021847505120 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AJ5 150000.00000000 PA USD 153317.52000000 0.028623483209 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278058AP7 75000.00000000 PA USD 89863.64000000 0.016777015377 Long DBT CORP US N 2 2024-04-01 Fixed 7.63000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AX5 96000.00000000 PA USD 113137.02000000 0.021122019142 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31393KA39 96504.27000000 PA USD 113693.05000000 0.021225826688 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 6.00000000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 191241AJ7 150000.00000000 PA USD 150187.50000000 0.028039126804 Long DBT CORP MX N 2 2032-09-01 Fixed 1.85000000 N N N N N N Freddie Mac N/A 31395FEZ3 3198.72000000 PA USD 3021.53000000 0.000564101957 Long ABS-MBS USGSE US N 2 2032-12-15 None 0.00000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAL3 225000.00000000 PA USD 248916.82000000 0.046471312723 Long DBT US N 2 2024-08-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LV0 500000.00000000 PA USD 491427.21000000 0.091746582480 Long DBT UST US N 2 2025-05-15 None 0.00000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAG8 145000.00000000 PA USD 161647.18000000 0.030178581956 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373MA91 24504.85000000 PA USD 36618.30000000 0.006836422185 Long ABS-MBS USGA US N 2 2037-04-20 Floating 22.74000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBP4 80000.00000000 PA USD 81722.68000000 0.015257145816 Long DBT CORP US N 2 2051-06-04 Fixed 2.94000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BV9 150000.00000000 PA USD 190953.90000000 0.035649974970 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N Chase Mortgage Finance Corporation N/A 16163LAD4 18335.75000000 PA USD 18394.50000000 0.003434145438 Long ABS-MBS CORP US N 2 2035-06-25 Variable 2.77000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 111000.00000000 PA USD 136288.19000000 0.025444207016 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAU6 200000.00000000 PA USD 211916.58000000 0.039563584576 Long DBT CORP FR N 2 2024-10-16 Fixed 2.63000000 N N N N N N GSR Mortgage Loan Trust N/A 36242DCH4 16556.80000000 PA USD 16969.00000000 0.003168012935 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3128HXYS8 342683.99000000 PA USD 348236.79000000 0.065013769539 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 0.71000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FV0 250000.00000000 PA USD 286627.60000000 0.053511694528 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N EMORY UNIVERSITY 95MD72NUUVZ3P8PQ6919 29157TAD8 280000.00000000 PA USD 294344.97000000 0.054952482317 Long DBT CORP US N 2 2030-09-01 Fixed 2.14000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAF6 397873.19000000 PA USD 400937.97000000 0.074852771245 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.66000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282S8 1500000.00000000 PA USD 1537265.63000000 0.286998491427 Long DBT UST US N 2 2022-08-31 Fixed 1.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WCQR7 407503.00000000 PA USD 445544.89000000 0.083180622007 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Residential Accredit Loans, Inc. N/A 76110GW49 44.67000000 PA USD 40.22000000 0.000007508838 Long ABS-MBS CORP US N 2 2017-10-25 Floating 16.31000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423BZ0 92000.00000000 PA USD 121974.27000000 0.022771881970 Long DBT CORP US N 2 2040-09-15 Fixed 5.38000000 N N N N N N Fannie Mae N/A 31396XC69 18574.79000000 PA USD 18292.25000000 0.003415055961 Long ABS-MBS USGSE US N 2 2036-06-27 Floating 0.44000000 N N N N N N Fannie Mae N/A 31393YT96 6266.17000000 PA USD 9843.40000000 0.001837705140 Long ABS-MBS USGSE US N 2 2034-05-25 Floating 23.41000000 N N N N N N Residential Accredit Loans, Inc. N/A 76110HRA9 206.14000000 PA USD 206.14000000 0.000038485130 Long ABS-MBS CORP US N 2 2019-03-25 Fixed 5.00000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AU7 210000.00000000 PA USD 213529.36000000 0.039864681158 Long DBT CORP NL N 2 2026-07-01 Fixed 1.40000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AB7 492000.00000000 PA USD 526795.42000000 0.098349620183 Long DBT CORP JP N 2 2025-09-17 Fixed 3.52000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBJ3 50000.00000000 PA USD 57085.58000000 0.010657543512 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374TXN9 26744.87000000 PA USD 2050.01000000 0.000382724862 Long ABS-MBS USGA US N 2 2039-03-20 Floating 6.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UET3 386304.45000000 PA USD 388366.08000000 0.072505672999 Long ABS-MBS USGA US N 2 2064-03-20 Floating 0.79000000 N N N N N N UNP RR CO 2003 PASS TRST N/A 90783SAA0 6074.78000000 PA USD 6265.96000000 0.001169818040 Long DBT CORP US N 2 2024-01-02 Fixed 4.70000000 N N N N N N CVS PASS THRU TR 2009 N/A 126659AA9 241080.23000000 PA USD 318827.38000000 0.059523204903 Long DBT CORP US N 2 2031-07-10 Fixed 8.35000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00080QAF2 200000.00000000 PA USD 230170.20000000 0.042971428543 Long DBT CORP NL N 2 2025-07-28 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828G38 238000.00000000 PA USD 256389.22000000 0.047866366047 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YB0 40000.00000000 PA USD 42790.62000000 0.007988758187 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N Freddie Mac N/A 3133TNDG6 90866.10000000 PA USD 109573.84000000 0.020456794301 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 8.00000000 N N N N N N LHFC Depositor, LLC N/A 501878AA0 1360000.00000000 PA USD 1375159.10000000 0.256734151516 Long ABS-MBS CORP US N 2 2024-07-25 Fixed 3.87000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BP4 180000.00000000 PA USD 182643.19000000 0.034098414077 Long DBT CORP US N 2 2028-01-30 Fixed 1.15000000 N N N N N N BLACKROCK INC 549300LRIF3NWCU26A80 09247XAR2 223000.00000000 PA USD 233420.89000000 0.043578313331 Long DBT CORP US N 2 2031-01-28 Fixed 1.90000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 96000.00000000 PA USD 120175.95000000 0.022436146156 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAD4 198000.00000000 PA USD 205663.05000000 0.038396087143 Long DBT US N 2 2025-02-01 Fixed 3.63000000 N N N N N N Sequoia Mortgage Trust N/A 81743PAA4 68422.43000000 PA USD 68323.11000000 0.012755524560 Long ABS-MBS CORP US N 2 2033-04-20 Floating 0.91000000 N N N N N N Fannie Mae N/A 31393EKS7 39603.24000000 PA USD 45897.41000000 0.008568777687 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 7.26000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 150000.00000000 PA USD 162785.14000000 0.030391032424 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400JA25 13491.64000000 PA USD 15536.78000000 0.002900625848 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Fanniemae-Aces N/A 3136BCGR5 600617.05000000 PA USD 595805.93000000 0.111233478298 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 0.67000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAB0 305000.00000000 PA USD 356676.17000000 0.066589352367 Long DBT US N 2 2029-06-15 Fixed 4.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABK0 505000.00000000 PA USD 523543.60000000 0.097742524430 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128QGGP1 16970.12000000 PA USD 17652.11000000 0.003295545572 Long ABS-MBS USGSE US N 2 2036-08-01 Floating 2.06000000 N N N N N N Freddie Mac N/A 31292J5V8 15182.31000000 PA USD 17554.42000000 0.003277307421 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Fannie Mae N/A 31394V7G9 14165.44000000 PA USD 23154.76000000 0.004322858105 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 24.02000000 N N N N N N Brambles USA Inc 549300ELM3HO6HFZSW59 10510KAC1 100000.00000000 PA USD 112467.32000000 0.020996990074 Long DBT CORP US N 2 2025-10-23 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408EN81 8228.77000000 PA USD 8714.29000000 0.001626906915 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.50000000 N N N N N N Baxalta Inc 5493000JW8DCO3T45R55 07177MAL7 20000.00000000 PA USD 20810.38000000 0.003885176087 Long DBT CORP US N 2 2022-06-23 Fixed 3.60000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBB8 158000.00000000 PA USD 172724.34000000 0.032246622864 Long DBT CORP US N 2 2024-02-15 Fixed 3.90000000 N N N N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 344419AC0 280000.00000000 PA USD 311582.52000000 0.058170631965 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N Oportun Funding LLC 549300GGHBCT645S8T42 68376VAA2 1165000.00000000 PA USD 1173935.78000000 0.219166935966 Long ABS-O CORP US N 2 2024-07-08 Fixed 3.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JMV4 39179.14000000 PA USD 6612.18000000 0.001234455287 Long ABS-MBS USGA US N 2 2037-03-20 Floating 6.05000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 255000.00000000 PA USD 273612.68000000 0.051081885175 Long DBT US N 2 2032-03-15 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400JBY4 8568.05000000 PA USD 9649.91000000 0.001801581690 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAE2 59000.00000000 PA USD 82852.82000000 0.015468136336 Long DBT CORP US N 2 2042-03-15 Fixed 5.63000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AT5 135000.00000000 PA USD 151224.31000000 0.028232693160 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 059626AC5 300000.00000000 PA USD 300000.00000000 0.056008243304 Long DBT CORP PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N Banc of America Funding Corporation N/A 05946X3C5 5212.72000000 PA USD 3905.87000000 0.000729203057 Long ABS-MBS CORP US N 2 2036-01-25 None 0.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AT7 275000.00000000 PA USD 347121.45000000 0.064805542092 Long DBT CORP US N 2 2050-06-01 Fixed 4.50000000 N N N N N N Fannie Mae N/A 31396KAA0 9811.21000000 PA USD 9305.57000000 0.001737295428 Long ABS-MBS USGSE US N 2 2036-07-25 None 0.00000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 350000.00000000 PA USD 375840.27000000 0.070167177619 Long DBT CORP US N 2 2030-02-15 Fixed 2.57000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBG2 200000.00000000 PA USD 229750.00000000 0.042892979663 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.13000000 N N N N N N CONTL AIRLINES 2007-1 N/A 21079NAA9 25938.81000000 PA USD 26245.89000000 0.004899953976 Long DBT CORP US N 2 2022-04-19 Fixed 5.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FYE9 60606.00000000 PA USD 71166.34000000 0.013286338952 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAG0 125000.00000000 PA USD 127274.88000000 0.023761474818 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N Regional Management Issuance Trust N/A 75907TAB8 1400000.00000000 PA USD 1426427.24000000 0.266305613046 Long ABS-O CORP US N 2 2028-11-15 Fixed 3.43000000 N N N N N N Fannie Mae N/A 3136AHNE6 561978.90000000 PA USD 516067.70000000 0.096346817676 Long ABS-MBS USGSE US N 2 2043-12-25 None 0.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AD8 140000.00000000 PA USD 182563.52000000 0.034083540155 Long DBT CORP CA N 2 2034-12-01 Fixed 5.95000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAJ3 225000.00000000 PA USD 246226.64000000 0.045969071870 Long DBT US N 2 2030-01-15 Fixed 3.10000000 N N N N N N American Tower Truste I 5493004YGM0MQZJOEJ36 03027WAJ1 350000.00000000 PA USD 356867.18000000 0.066625012815 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.07000000 N N N N N N Business Jet Securities, LLC N/A 12326QAA2 1222495.45000000 PA USD 1248282.89000000 0.233047106052 Long ABS-O CORP US N 2 2034-07-15 Fixed 4.21000000 N N N N N N Freddie Mac N/A 3133TQKD8 22376.87000000 PA USD 26641.78000000 0.004973864320 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 7.25000000 N N N N N N Progress Residential Trust N/A 74332UAJ6 642000.00000000 PA USD 652827.01000000 0.121878980038 Long ABS-O CORP US N 2 2035-08-17 Fixed 4.66000000 N N N N N N UNITED AIR 2016-1 B PTT N/A 90933HAA3 128884.26000000 PA USD 126393.52000000 0.023596930067 Long DBT CORP US N 2 2026-01-07 Fixed 3.65000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BR2 77000.00000000 PA USD 85837.40000000 0.016025339946 Long DBT CORP US N 2 2026-09-19 Fixed 2.95000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AZ0 334000.00000000 PA USD 378259.52000000 0.070618837427 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 356000.00000000 PA USD 406443.40000000 0.075880602788 Long DBT CORP US N 2 2028-07-22 Fixed 3.59000000 N N N N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A 161546HC3 26190.95000000 PA USD 27601.50000000 0.005153038425 Long ABS-O CORP US N 2 2034-11-25 Variable 4.99000000 N N N N N N Freddie Mac N/A 31393FKF2 48603.18000000 PA USD 57324.96000000 0.010702234356 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAH3 292000.00000000 PA USD 327811.84000000 0.061200550975 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418XEZ7 86227.25000000 PA USD 99779.41000000 0.018628231573 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Banc of America Funding Corporation N/A 05946XGF4 13152.88000000 PA USD 10504.67000000 0.001961160377 Long ABS-MBS CORP US N 2 2034-03-25 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377YX39 184777.99000000 PA USD 217139.36000000 0.040538647019 Long ABS-MBS USGA US N 2 2040-07-20 Variable 5.57000000 N N N N N N CAMILLO 2016 SFR1 12/23 5 N/A 133715AA0 1057386.40000000 PA USD 1055073.37000000 0.196976020036 Long ABS-O CORP US N 3 2023-12-05 Fixed 5.00000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BR0 97000.00000000 PA USD 105376.22000000 0.019673123227 Long DBT CORP US N 2 2027-02-15 Fixed 2.95000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBD0 625000.00000000 PA USD 657527.63000000 0.122756558267 Long DBT CORP JP N 2 2026-05-25 Fixed 2.23000000 N N N N N N Freddie Mac N/A 3128M8RN6 175449.29000000 PA USD 197064.60000000 0.036790806878 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae N/A 31396WCQ7 25175.30000000 PA USD 4163.31000000 0.000777265598 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 5.95000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92870EAA1 687472.24000000 PA USD 689440.89000000 0.128714577036 Long ABS-O CORP US N 2 2049-11-26 Variable 3.33000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KK6 210000.00000000 PA USD 225950.48000000 0.042183631528 Long DBT CORP US N 2 2040-05-15 Fixed 2.85000000 N N N N N N American Homes 4 Rent N/A 02666AAE8 292500.00000000 PA USD 325451.68000000 0.060759922924 Long ABS-O CORP US N 2 2052-04-17 Fixed 5.64000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92870DAA3 253435.72000000 PA USD 253691.99000000 0.047362809000 Long ABS-O CORP US N 2 2049-10-25 Variable 3.18000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044CN9 12000.00000000 PA USD 16298.70000000 0.003042871850 Long DBT CORP US N 2 2040-07-15 Fixed 5.40000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 150000.00000000 PA USD 158810.32000000 0.029648956805 Long DBT CORP US N 2 2030-10-01 Fixed 2.78000000 N N N N N N Fannie Mae N/A 31396YCX8 49524.90000000 PA USD 9684.87000000 0.001808108517 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 5.76000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05525MAG1 200000.00000000 PA USD 214668.56000000 0.040077363127 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.21000000 N N N N N N Freddie Mac N/A 3137AF3W0 111322.30000000 PA USD 128308.01000000 0.023954354139 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3131Y1WR7 844707.01000000 PA USD 937310.17000000 0.174990320176 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128QSZW9 54314.58000000 PA USD 57431.14000000 0.010722057541 Long ABS-MBS USGSE US N 2 2036-06-01 Floating 3.49000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAF4 124000.00000000 PA USD 141183.72000000 0.026358173801 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N Freddie Mac N/A 3128Q3NB3 13716.80000000 PA USD 14514.64000000 0.002709798295 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 3.75000000 N N N N N N Countrywide Home Loans N/A 126694LU0 73718.57000000 PA USD 69207.66000000 0.012920664866 Long ABS-MBS CORP US N 2 2035-11-25 Variable 2.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8CB8 952665.94000000 PA USD 1068905.29000000 0.199558358505 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.30000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAM5 151000.00000000 PA USD 230461.88000000 0.043025883491 Long DBT CORP US N 2 2038-04-15 Fixed 7.55000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAJ7 26000.00000000 PA USD 32030.13000000 0.005979837713 Long DBT CORP US N 2 2042-05-15 Fixed 4.50000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LDX4 26991.70000000 PA USD 27032.65000000 0.005046837461 Long ABS-MBS CORP US N 2 2034-10-19 Floating 0.81000000 N N N N N N GLS Auto Receivables Trust N/A 36256DAA4 40396.23000000 PA USD 40537.93000000 0.007568194154 Long ABS-O CORP US N 2 2023-01-17 Fixed 3.37000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BJE3 460002.26000000 PA USD 459880.73000000 0.085857039389 Long ABS-MBS USGA US N 2 2060-12-20 Floating 0.54000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687CP9 80000.00000000 PA USD 94915.99000000 0.017720259537 Long DBT CORP US N 2 2023-04-26 Fixed 8.88000000 N N N N N N ESTEE LAUDER CO INC 549300VFZ8XJ9NUPU221 29736RAQ3 467000.00000000 PA USD 512921.04000000 0.095759354680 Long DBT CORP US N 2 2030-04-15 Fixed 2.60000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AN7 200000.00000000 PA USD 239336.33000000 0.044682691340 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N Freddie Mac N/A 31396N7B6 10186.16000000 PA USD 9514.28000000 0.001776260363 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N HANOVER INSURANCE GROUP JJYR6MFKFF6CF8DBZ078 410867AG0 130000.00000000 PA USD 135684.60000000 0.025331520298 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N AIR CANADA 2017-1A PTT N/A 00908PAB3 203755.20000000 PA USD 178392.24000000 0.033304786605 Long DBT CORP CA N 2 2030-01-15 Fixed 3.55000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AH8 120000.00000000 PA USD 133911.10000000 0.025000418233 Long DBT CORP US N 2 2024-11-15 Fixed 3.90000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAC6 125000.00000000 PA USD 154136.54000000 0.028776389448 Long DBT CORP US N 2 2049-08-15 Fixed 4.15000000 N N N N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 20605PAM3 135000.00000000 PA USD 141294.11000000 0.026378782967 Long DBT CORP US N 2 2031-02-15 Fixed 2.40000000 N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAY9 151000.00000000 PA USD 183022.84000000 0.034169292509 Long DBT CORP US N 2 2043-02-15 Fixed 4.45000000 N N N N N N Banc of America Funding Corporation N/A 05946XXQ1 3855.87000000 PA USD 3918.60000000 0.000731579674 Long ABS-MBS CORP US N 2 2035-03-20 Variable 3.05000000 N N N N N N OVINTIV INC N/A 012873AH8 100000.00000000 PA USD 122113.87000000 0.022797944472 Long DBT CORP US N 2 2030-09-15 Fixed 8.13000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967ME8 400000.00000000 PA USD 470403.05000000 0.087821494918 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N MRCD Mortgage Trust N/A 55348UAQ1 890000.00000000 PA USD 887775.27000000 0.165742444405 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.72000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HP5 130000.00000000 PA USD 137556.94000000 0.025681075212 Long DBT CORP US N 2 2026-03-01 Fixed 2.95000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AK5 100000.00000000 PA USD 108751.00000000 0.020303174891 Long DBT CORP CO N 2 2025-01-16 Fixed 4.13000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DP0 220000.00000000 PA USD 222198.90000000 0.041483233510 Long DBT CORP US N 2 2027-11-13 Fixed 1.13000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BL4 330000.00000000 PA USD 393142.49000000 0.073397400777 Long DBT CORP GB N 2 2030-05-08 Fixed 4.45000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BW2 185000.00000000 PA USD 211434.10000000 0.039473508385 Long DBT CORP US N 2 2030-05-01 Fixed 3.63000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RE0 799000.00000000 PA USD 1131427.70000000 0.211230926342 Long DBT UST US N 2 2044-02-15 Fixed 3.63000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAB8 150000.00000000 PA USD 155588.27000000 0.029047418938 Long DBT CORP US N 2 2030-06-05 Fixed 1.95000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABG6 228000.00000000 PA USD 247568.22000000 0.046219537000 Long DBT CORP US N 2 2023-05-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31397PFM7 35728.54000000 PA USD 6687.96000000 0.001248602969 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 6.26000000 N N N N N N Freddie Mac N/A 31300LLL7 40941.69000000 PA USD 43078.71000000 0.008042542903 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 2.58000000 N N N N N N Freddie Mac N/A 31398LZP6 16356.76000000 PA USD 15439.99000000 0.002882555721 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAF6 56000.00000000 PA USD 61749.96000000 0.011528355945 Long DBT CORP US N 2 2025-03-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LZH2 84386.68000000 PA USD 97712.19000000 0.018242293704 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 800000.00000000 PA USD 844993.58000000 0.157755353397 Long DBT CORP US N 2 2026-04-28 Fixed 2.19000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 293791AT6 200000.00000000 PA USD 252194.10000000 0.047083161709 Long DBT CORP US N 2 2035-03-01 Fixed 5.75000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAR2 140000.00000000 PA USD 140747.02000000 0.026276644468 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBG4 290000.00000000 PA USD 292529.17000000 0.054613483089 Long DBT US N 2 2030-10-15 Fixed 1.88000000 N N N N N JP Morgan Mortgage Trust N/A 466247K93 14535.18000000 PA USD 14922.18000000 0.002785883626 Long ABS-MBS CORP US N 2 2033-11-25 Variable 2.53000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 240000.00000000 PA USD 253952.18000000 0.047411384950 Long DBT CORP US N 2 2026-01-15 Fixed 2.88000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DA0 295000.00000000 PA USD 310207.07000000 0.057913843504 Long DBT CORP US N 2 2026-02-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENZ93 625096.52000000 PA USD 682498.94000000 0.127418555621 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381RSB1 834974.01000000 PA USD 836961.24000000 0.156255762553 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 3.86000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CK1 50000.00000000 PA USD 70952.81000000 0.013246474152 Long DBT CORP US N 2 2037-08-15 Fixed 6.70000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AQ0 200000.00000000 PA USD 215342.41000000 0.040203166976 Long DBT CORP US N 2 2024-11-15 Fixed 3.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JJ55 31870.54000000 PA USD 4833.30000000 0.000902348807 Long ABS-MBS USGA US N 2 2037-05-20 Floating 6.05000000 N N N N N N Fannie Mae N/A 3136A8Q52 252383.69000000 PA USD 254318.64000000 0.047479800886 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 0.65000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAD3 250000.00000000 PA USD 262096.97000000 0.048931969550 Long DBT CORP US N 2 2025-08-01 Fixed 4.13000000 N N N N N N FannieMae Whole Loan N/A 31393AP68 15795.60000000 PA USD 18164.89000000 0.003391278595 Long ABS-MBS USGSE US N 2 2042-10-25 Variable 5.75000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CR9 143000.00000000 PA USD 161465.46000000 0.030144655896 Long DBT CORP US N 2 2027-05-11 Fixed 3.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374H6M7 137525.92000000 PA USD 158300.13000000 0.029553707320 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 5.50000000 N N N N N N FHLMC Structured Pass Through Securities N/A 31395HHV5 126778.59000000 PA USD 129209.27000000 0.024122614104 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 1.81000000 N N N N N N Pennsylvania Electric Co O1PLQWO3TX952VMBJ146 708696BY4 38000.00000000 PA USD 40508.01000000 0.007562608266 Long DBT CORP US N 2 2028-03-15 Fixed 3.25000000 N N N N N N Nomura Asset Acceptance Corporation N/A 65535VAX6 10080.33000000 PA USD 10406.82000000 0.001942892355 Long ABS-MBS CORP US N 2 2033-04-25 Fixed 7.00000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBC5 100000.00000000 PA USD 98389.93000000 0.018368823793 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEZ3 105000.00000000 PA USD 135801.53000000 0.025353350444 Long DBT CORP US N 2 2035-12-09 Fixed 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BD74 197202.11000000 PA USD 196842.22000000 0.036749289834 Long ABS-MBS USGA US N 2 2062-12-20 Floating 0.48000000 N N N N N N Fanniemae-Aces N/A 3136B2HA3 997000.00000000 PA USD 1157352.10000000 0.216070860018 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.37000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAK0 42000.00000000 PA USD 46182.44000000 0.008621991119 Long DBT US N 2 2027-02-15 Fixed 2.70000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 145000.00000000 PA USD 165286.61000000 0.030858042226 Long DBT CORP US N 2 2025-05-01 Fixed 4.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379UD52 73615.35000000 PA USD 75095.81000000 0.014019947992 Long ABS-MBS USGA US N 2 2049-05-16 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381RTY0 500000.00000000 PA USD 505277.84000000 0.094332413996 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 3.94000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KH3 630000.00000000 PA USD 654313.04000000 0.122156413138 Long DBT CORP US N 2 2027-05-15 Fixed 1.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RHF6 482255.40000000 PA USD 484069.60000000 0.090372959776 Long ABS-MBS USGA US N 2 2065-09-20 Floating 0.66000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AQ0 280000.00000000 PA USD 277526.53000000 0.051812578052 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 380000.00000000 PA USD 407419.47000000 0.076062829342 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RQ3 2500000.00000000 PA USD 2986718.75000000 0.557602901438 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91834UAA2 745789.14000000 PA USD 746965.25000000 0.139454038206 Long ABS-O CORP US N 2 2050-02-25 Variable 2.98000000 N N N N N N American Homes 4 Rent N/A 02665UAE5 150000.00000000 PA USD 166438.11000000 0.031073020533 Long ABS-O CORP US N 2 2036-10-17 Fixed 6.23000000 N N N N N N DELMARVA PWR & LIGHT CO NJ98T8DDD027ZFXUDB24 247109BR1 47000.00000000 PA USD 56204.12000000 0.010492980092 Long DBT CORP US N 2 2042-06-01 Fixed 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BC7 125000.00000000 PA USD 189585.01000000 0.035394411223 Long DBT CORP US N 2 2055-10-23 Fixed 6.83000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BU7 172000.00000000 PA USD 236202.82000000 0.044097683372 Long DBT CORP US N 2 2056-08-08 Fixed 3.95000000 N N N N N N GAIF BOND ISSUER P/L 2138007UNQRHCRSBNZ86 361435AA8 174000.00000000 PA USD 186437.39000000 0.034806769000 Long DBT CORP AU N 2 2026-09-30 Fixed 3.40000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 310000.00000000 PA USD 368782.88000000 0.068849604231 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HN6 100000.00000000 PA USD 137168.20000000 0.025608499730 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 268000.00000000 PA USD 270617.22000000 0.050522650333 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Fannie Mae N/A 3136A12F1 118583.36000000 PA USD 144680.69000000 0.027011037623 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381RTW4 427194.89000000 PA USD 428253.47000000 0.079952415145 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 3.97000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAA3 200000.00000000 PA USD 225516.70000000 0.042102647342 Long DBT CORP GB N 2 2025-09-15 Fixed 4.75000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAX7 50000.00000000 PA USD 57100.84000000 0.010660392465 Long DBT CORP US N 2 2027-06-15 Fixed 3.43000000 N N N N N N Countrywide Home Loans N/A 12669FXJ7 11487.66000000 PA USD 12077.51000000 0.002254800395 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.58000000 N N N N N N MULTICARE HEALTH SYSTEM 549300OSCVFLGLKTTI33 62548LAA0 125000.00000000 PA USD 129848.12000000 0.024241883658 Long DBT CORP US N 2 2050-08-15 Fixed 2.80000000 N N N N N N Tucson Electric Power Co YLF139GXSRKPBBTNZL03 898813AQ3 350000.00000000 PA USD 476601.13000000 0.088978640160 Long DBT CORP US N 2 2048-12-01 Fixed 4.85000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AM3 100000.00000000 PA USD 98394.00000000 0.018369583638 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N LL ABS Trust 2019-1 N/A 50202AAA6 231414.93000000 PA USD 232467.68000000 0.043400354606 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.87000000 N N N N N N HERO Funding Trust 549300Z5C0ID42MSJA91 42771AAB2 460313.65000000 PA USD 481949.63000000 0.089977173791 Long ABS-O CORP KY N 2 2048-09-20 Fixed 3.95000000 N N N N N N AMER AIRLN 15-1 A PTT N/A 023770AA8 181735.04000000 PA USD 170351.27000000 0.031803584591 Long DBT CORP US N 2 2027-05-01 Fixed 3.38000000 N N N N N N INTACT US HOLDINGS INC N/A 68245JAB6 200000.00000000 PA USD 212836.80000000 0.039735384261 Long DBT CORP US N 2 2022-11-09 Fixed 4.60000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YAZ0 43000.00000000 PA USD 48166.61000000 0.008992424040 Long DBT US N 2 2026-06-30 Fixed 3.25000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBT1 150000.00000000 PA USD 156456.07000000 0.029209432116 Long DBT CORP US N 2 2040-09-25 Fixed 3.73000000 N N N N N N FN DUS BROADSTONE N/A 000000000 1000000.00000000 PA USD 1006250.00000000 0.187860982749 Long ABS-O CORP US N 2 2031-01-15 Fixed 1.50000000 N N N N N N Fannie Mae N/A 3136AGZH8 210990.70000000 PA USD 191411.42000000 0.035735391275 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N Fannie Mae N/A 31396KMT6 99295.50000000 PA USD 118969.77000000 0.022210959413 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 6.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVR2 100000.00000000 PA USD 114680.14000000 0.021410110610 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N CHILDREN'S HOSPITAL/DC 549300C1PQZDYQ6KZS51 16876DAA6 180000.00000000 PA USD 180265.42000000 0.033654498342 Long DBT CORP US N 2 2050-07-15 Fixed 2.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378AS36 69874.19000000 PA USD 81495.03000000 0.015214644894 Long ABS-MBS USGA US N 2 2038-12-20 Variable 5.89000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334X5 2475000.00000000 PA USD 2085765.14000000 0.389400138122 Long DBT UST US N 2 2034-02-15 None 0.00000000 N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818ER5 80000.00000000 PA USD 100582.44000000 0.018778152572 Long DBT CORP US N 2 2067-09-15 Fixed 4.10000000 N N N N N N Sequoia Mortgage Trust N/A 81744FDV6 94408.50000000 PA USD 92240.83000000 0.017220822830 Long ABS-MBS CORP US N 2 2034-10-20 Floating 0.83000000 N N N N N N Fannie Mae N/A 31392BVX1 2890.67000000 PA USD 2934.73000000 0.000547896906 Long ABS-MBS USGSE US N 2 2022-02-25 Fixed 6.50000000 N N N N N N AMER AIRLINE 16-3 AA PTT N/A 023771R91 346001.53000000 PA USD 338668.93000000 0.063227506103 Long DBT CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 480000.00000000 PA USD 472674.01000000 0.088245469852 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375QKS7 100288.86000000 PA USD 18963.93000000 0.003540454684 Long ABS-MBS USGA US N 2 2038-05-16 Floating 6.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YX2 360000.00000000 PA USD 386873.44000000 0.072227005851 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAD4 36000.00000000 PA USD 36911.07000000 0.006891080630 Long DBT CORP US N 2 2021-08-16 Fixed 4.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DE5 200000.00000000 PA USD 236782.12000000 0.044205835290 Long DBT CORP US N 2 2028-02-20 Fixed 3.90000000 N N N N N N HARTFORD HEALTHCARE CORP 549300W3L482NUDOFF24 41652PAC3 490000.00000000 PA USD 516938.22000000 0.096509338663 Long DBT CORP US N 2 2054-07-01 Fixed 3.45000000 N N N N N N Freddie Mac N/A 31394KZD9 24799.81000000 PA USD 33603.14000000 0.006273509469 Long ABS-MBS USGSE US N 2 2033-07-15 Floating 12.97000000 N N N N N N FHLMC Structured Pass Through Securities N/A 31393LFM0 35362.01000000 PA USD 43473.37000000 0.008116223614 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 7.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBF1 221000.00000000 PA USD 242004.71000000 0.045180862261 Long DBT CORP US N 2 2024-04-24 Fixed 3.75000000 N N N N N N Fannie Mae N/A 31398PKD0 16159.49000000 PA USD 2747.95000000 0.000513026173 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 6.27000000 N N N N N N Freddie Mac N/A 31396HVU0 7042.35000000 PA USD 6626.12000000 0.001237057803 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284M9 265000.00000000 PA USD 294419.14000000 0.054966329421 Long DBT UST US N 2 2025-04-30 Fixed 2.88000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BY4 267000.00000000 PA USD 287216.90000000 0.053621713387 Long DBT CORP DE N 2 2024-05-30 Fixed 3.70000000 N N N N N N TEXAS HEALTH RESOURCES 54930008C10TUBW7Z611 882484AC2 120000.00000000 PA USD 113081.34000000 0.021111624012 Long DBT CORP US N 2 2050-11-15 Fixed 2.33000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEF9 383000.00000000 PA USD 438617.66000000 0.081887348729 Long DBT CORP US N 2 2027-01-20 Fixed 3.63000000 N N N N N N Ohio State University/The JFC10ZULKO4X2E3HBY86 677632PA3 130000.00000000 PA USD 189017.40000000 0.035288441759 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N Freddie Mac N/A 31396HVT3 10593.32000000 PA USD 10049.29000000 0.001876143597 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N Freddie Mac N/A 31397WHQ1 145776.65000000 PA USD 25507.28000000 0.004762059814 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 6.04000000 N N N N N N OFFICE PPTY INCOME TRST N/A 38376AAB9 196000.00000000 PA USD 200338.99000000 0.037402116317 Long DBT US N 2 2022-07-15 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31392MQP0 26421.85000000 PA USD 31205.68000000 0.005825917726 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RJ9 95000.00000000 PA USD 122950.78000000 0.022954190668 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N Freddie Mac N/A 31396HUN7 13394.08000000 PA USD 12571.26000000 0.002346980629 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N Fannie Mae N/A 31396YXZ0 4693.01000000 PA USD 5850.38000000 0.001092231688 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 13.70000000 N N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012725AD9 50000.00000000 PA USD 59869.50000000 0.011177285075 Long DBT CORP US N 2 2044-12-01 Fixed 5.45000000 N N N N N N FTF 2019 1 A FRN 15 AUG 2020 N/A 000000000 502546.14000000 PA USD 375904.51000000 0.070179170850 Long ABS-O CORP US N 2 2024-08-15 Fixed 0.01000000 N N N N N N Freddie Mac N/A 3137AQUB2 193905.47000000 PA USD 194458.80000000 0.036304319276 Long ABS-MBS USGSE US N 2 2041-10-15 Floating 0.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXQS4 1187690.18000000 PA USD 1311770.12000000 0.244899800134 Long ABS-MBS USGSE US N 2 2060-03-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces N/A 3136B26W7 1100000.00000000 PA USD 1316396.95000000 0.245763602202 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 3.64000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 220000.00000000 PA USD 266255.32000000 0.049708309145 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UDJ6 851164.41000000 PA USD 855881.14000000 0.159787997095 Long ABS-MBS USGA US N 2 2064-02-20 Floating 0.79000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FG6Y6 1340000.00000000 PA USD 1596761.82000000 0.298106081711 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 3.85000000 N N N N N N Fannie Mae N/A 31393X5V5 52356.45000000 PA USD 79592.28000000 0.014859412611 Long ABS-MBS USGSE US N 2 2034-05-25 Floating 19.12000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3132HTZ66 840490.58000000 PA USD 905046.93000000 0.168966962190 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 3.00000000 N N N N N N Fanniemae-Aces N/A 3136BCGS3 145000.00000000 PA USD 147084.14000000 0.027459747664 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 1.20000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 265000.00000000 PA USD 277107.43000000 0.051734334536 Long DBT CORP GB N 2 2030-09-10 Fixed 2.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WSJK5 254249.27000000 PA USD 275236.99000000 0.051385134340 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Fannie Mae N/A 31396LUS7 200793.78000000 PA USD 233649.51000000 0.043620995346 Long ABS-MBS USGSE US N 2 2036-11-25 Fixed 5.50000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBK6 53000.00000000 PA USD 59845.28000000 0.011172763342 Long DBT US N 2 2026-10-01 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375KHZ8 34265.71000000 PA USD 4779.33000000 0.000892272924 Long ABS-MBS USGA US N 2 2037-06-16 Floating 6.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CFY7 3556.84000000 PA USD 3922.63000000 0.000732332051 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 8.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAJ1 50000.00000000 PA USD 70144.89000000 0.013095640218 Long DBT CORP CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LPF0 76382.34000000 PA USD 75650.74000000 0.014123550173 Long ABS-MBS CORP US N 2 2035-07-19 Floating 0.65000000 N N N N N N UMBS, TBA N/A 01F020612 21235000.00000000 PA USD 22058685.69000000 4.118227450328 Long ABS-MBS USGSE US N 2 2051-01-15 Fixed 2.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DJ4 325000.00000000 PA USD 470074.36000000 0.087760130419 Long DBT CORP US N 2 2045-08-15 Fixed 5.00000000 N N N N N N COMM Mortgage Trust N/A 12625EAC3 125000.00000000 PA USD 124977.51000000 0.023332569292 Long ABS-MBS CORP US N 2 2035-04-12 Variable 2.99000000 N N N N N N COMM Mortgage Trust N/A 20049AAF5 880000.00000000 PA USD 868644.66000000 0.162170871540 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 3.40000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BS1 325000.00000000 PA USD 328131.76000000 0.061260278166 Long DBT CORP US N 2 2040-10-01 Fixed 2.60000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BM9 35000.00000000 PA USD 42438.74000000 0.007923064251 Long DBT CORP US N 2 2042-10-01 Fixed 3.95000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 120000.00000000 PA USD 124614.57000000 0.023264810519 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAE0 210000.00000000 PA USD 235935.00000000 0.044047682946 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAZ3 39000.00000000 PA USD 44036.35000000 0.008221328683 Long DBT CORP US N 2 2026-06-01 Fixed 3.45000000 N N N N N N Fannie Mae N/A 313921M70 68781.32000000 PA USD 82625.41000000 0.015425680221 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 7.00000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBG9 200000.00000000 PA USD 256236.00000000 0.047837760771 Long DBT CORP MX N 2 2049-04-22 Fixed 4.38000000 N N N N N N Fannie Mae N/A 31396K4K5 4860.97000000 PA USD 8024.86000000 0.001498194371 Long ABS-MBS USGSE US N 2 2036-10-25 Floating 25.61000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBH3 223000.00000000 PA USD 279878.86000000 0.052251744288 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BP9 148000.00000000 PA USD 181487.42000000 0.033882638586 Long DBT CORP US N 2 2049-11-15 Fixed 3.90000000 N N N N N N Fannie Mae N/A 31397QH27 388333.61000000 PA USD 401542.47000000 0.074965627855 Long ABS-MBS USGSE US N 2 2025-10-25 Fixed 4.00000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAK1 200000.00000000 PA USD 209676.00000000 0.039145281410 Long DBT CORP HK N 2 2040-09-16 Fixed 3.20000000 N N N N N N Carvana Auto Receivables Trust N/A 14686UAE5 1350000.00000000 PA USD 1386722.30000000 0.258892933246 Long ABS-O CORP US N 2 2024-06-17 Fixed 3.00000000 N N N N N N SOUTHERN NATURAL GAS N/A 84346LAA8 69000.00000000 PA USD 80243.52000000 0.014980995305 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189TAZ7 70000.00000000 PA USD 106770.82000000 0.019933486881 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 250000.00000000 PA USD 311179.65000000 0.058095418495 Long DBT CORP US N 2 2048-10-06 Fixed 4.44000000 N N N N N N Fanniemae-Aces N/A 3136BBSN3 1710000.00000000 PA USD 221814.02000000 0.041411378668 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 1.99000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BF2 230000.00000000 PA USD 286917.93000000 0.053565897439 Long DBT CORP US N 2 2037-08-22 Fixed 3.88000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31282YDY2 28725.65000000 PA USD 4968.96000000 0.000927675735 Long ABS-MBS USGSE US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L4C2 9737.03000000 PA USD 12562.69000000 0.002345380660 Long ABS-MBS USGA US N 2 2035-06-17 Floating 16.06000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CH5 45000.00000000 PA USD 57871.09000000 0.010804193630 Long DBT CORP US N 2 2038-04-17 Fixed 4.55000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKG6 230000.00000000 PA USD 234667.53000000 0.043811053719 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FNJ3 7876.05000000 PA USD 7984.22000000 0.001490607121 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.66000000 N N N N N N NEW ENGLAND POWER CO 549300DTVRGN9GYD5U85 644188BF0 95000.00000000 PA USD 112148.29000000 0.020937429041 Long DBT CORP US N 2 2047-12-05 Fixed 3.80000000 N N N N N N Credit Acceptance Auto Loan Trust 549300J9CNONESCISQ91 22534BAA2 24836.30000000 PA USD 24857.07000000 0.004640669414 Long ABS-O CORP US N 2 2027-02-16 Fixed 3.01000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377ULE6 203386.76000000 PA USD 218480.48000000 0.040789026270 Long ABS-MBS USGA US N 2 2033-01-16 Fixed 5.50000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EU3 200000.00000000 PA USD 251298.15000000 0.046915893090 Long DBT CORP US N 2 2039-03-15 Fixed 3.90000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAJ2 30000.00000000 PA USD 31223.55000000 0.005829253950 Long DBT CORP US N 2 2022-10-01 Fixed 3.38000000 N N N N N N ENI USA INC N/A 51808BAE2 70000.00000000 PA USD 93947.47000000 0.017539442525 Long DBT CORP US N 2 2027-11-15 Fixed 7.30000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AM7 75000.00000000 PA USD 94326.59000000 0.017610222009 Long DBT CORP US N 2 2044-10-15 Fixed 4.13000000 N N N N N N MLCC Mortgage Investors Inc N/A 589929Y36 153701.09000000 PA USD 153185.21000000 0.028598781707 Long ABS-MBS CORP US N 2 2028-10-25 Floating 0.77000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAQ8 600000.00000000 PA USD 628958.13000000 0.117422799910 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N MRCD Mortgage Trust N/A 55348UAG3 1020000.00000000 PA USD 1071935.44000000 0.200124069766 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.72000000 N N N N N N JOHNSON CONTROLS INTL PL 549300XQ6S1GYKGBL205 478375AF5 2000.00000000 PA USD 2036.54000000 0.000380210092 Long DBT CORP IE N 2 2021-12-01 Fixed 3.75000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAE0 100000.00000000 PA USD 135440.69000000 0.025285983729 Long DBT CORP US N 2 2038-11-15 Fixed 5.32000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BM1 300000.00000000 PA USD 311099.35000000 0.058080426955 Long DBT CORP GB N 2 2023-01-20 Fixed 4.25000000 N N N N N N Freddie Mac N/A 31339WCD6 147020.75000000 PA USD 175721.82000000 0.032806234828 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 7.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBK5 220000.00000000 PA USD 220524.83000000 0.041170694444 Long DBT US N 2 2051-01-15 Fixed 2.95000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 289000.00000000 PA USD 295936.00000000 0.055249518301 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.66000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AK7 227000.00000000 PA USD 256537.61000000 0.047894069591 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 9393366B4 91422.42000000 PA USD 87443.11000000 0.016325116600 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HJU6 8780.75000000 PA USD 8801.54000000 0.001643195979 Long ABS-MBS CORP US N 2 2034-07-25 Floating 0.79000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAN6 250000.00000000 PA USD 257663.58000000 0.048104281597 Long DBT CORP US N 2 2030-06-27 Fixed 1.96000000 N N N N N N Fannie Mae N/A 31392DS45 82480.71000000 PA USD 98085.18000000 0.018311928753 Long ABS-MBS USGSE US N 2 2032-08-25 Fixed 6.50000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DF7 180000.00000000 PA USD 205249.51000000 0.038318881647 Long DBT CORP AU N 2 2031-11-23 Fixed 4.32000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374GDC3 27849.18000000 PA USD 41089.99000000 0.007671260524 Long ABS-MBS USGA US N 2 2034-04-16 Floating 19.24000000 N N N N N N Fannie Mae N/A 31397MUL9 56559.72000000 PA USD 9539.27000000 0.001780925850 Long ABS-MBS USGSE US N 2 2038-09-25 Floating 5.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414AEX6 26377.69000000 PA USD 30725.15000000 0.005736205589 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 780000.00000000 PA USD 795480.45000000 0.148511541958 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BM2 338000.00000000 PA USD 359755.07000000 0.067164164968 Long DBT CORP GB N 2 2029-11-01 Fixed 3.75000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BL7 385000.00000000 PA USD 453341.35000000 0.084636175435 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N Fanniemae-Aces N/A 3136ALYF2 588462.61000000 PA USD 635201.43000000 0.118588387462 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.02000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334Y3 150000.00000000 PA USD 124846.39000000 0.023308089955 Long DBT UST US N 2 2034-08-15 None 0.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAE5 133000.00000000 PA USD 163478.14000000 0.030520411466 Long DBT CORP US N 2 2048-03-01 Fixed 4.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QZ4 810000.00000000 PA USD 1062397.26000000 0.198343347413 Long DBT UST US N 2 2043-02-15 Fixed 3.13000000 N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AG0 230000.00000000 PA USD 254423.33000000 0.047499345896 Long DBT CORP US N 2 2027-08-01 Fixed 3.62000000 N N N N N N Baxalta Inc 5493000JW8DCO3T45R55 07177MAN3 9000.00000000 PA USD 12326.49000000 0.002301283503 Long DBT CORP US N 2 2045-06-23 Fixed 5.25000000 N N N N N N PHILLIPS 66 PARTNERS LP 549300TL5L4IG0H4FX64 718549AH1 175000.00000000 PA USD 182059.62000000 0.033989464976 Long DBT CORP US N 2 2029-12-15 Fixed 3.15000000 N N N N N N Fanniemae-Aces N/A 3136BCGU8 2730599.88000000 PA USD 317630.20000000 0.059299698407 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.94000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAG3 200000.00000000 PA USD 217668.66000000 0.040637464230 Long DBT CORP IT N 2 2023-09-12 Fixed 4.00000000 N N N N N N ALEXANDER FUNDING TRUST N/A 014621AA4 200000.00000000 PA USD 202276.50000000 0.037763838089 Long DBT CORP US N 2 2023-11-15 Fixed 1.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK7G4 847113.86000000 PA USD 878903.48000000 0.164086133162 Long ABS-MBS USGSE US N 2 2023-04-01 Variable 2.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BZQ8 197485.97000000 PA USD 197879.22000000 0.036942891662 Long ABS-MBS USGA US N 2 2062-10-20 Floating 0.66000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CB0 375000.00000000 PA USD 388532.76000000 0.072536791179 Long DBT CORP US N 2 2025-06-01 Fixed 1.35000000 N N N N N N Freddie Mac N/A 31393NTQ2 12540.09000000 PA USD 13612.34000000 0.002541344168 Long ABS-MBS USGSE US N 2 2033-04-15 Fixed 5.50000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAA8 890000.00000000 PA USD 934063.78000000 0.174384238173 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AC3 71000.00000000 PA USD 79272.21000000 0.014799657416 Long DBT CORP CO N 2 2023-09-18 Fixed 5.88000000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAV1 305000.00000000 PA USD 330546.24000000 0.061711047444 Long DBT CORP FR N 2 2050-05-29 Fixed 3.13000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAY8 300000.00000000 PA USD 325630.67000000 0.060793339309 Long DBT CORP US N 2 2039-08-16 Fixed 3.00000000 N N N N N N Freddie Mac N/A 31392PU37 31756.28000000 PA USD 38205.35000000 0.007132715127 Long ABS-MBS USGSE US N 2 2032-07-15 Floating 9.93000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 165000.00000000 PA USD 154532.81000000 0.028850370736 Long DBT UST US N 2 2050-08-15 Fixed 1.38000000 N N N N N Gold Key Resorts LLC 549300MORAF4RGEXUA95 38061LAA7 35075.37000000 PA USD 35411.65000000 0.006611147696 Long ABS-O CORP US N 2 2031-03-17 Fixed 3.22000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BWA6 2597.42000000 PA USD 2614.35000000 0.000488083836 Long ABS-MBS USGA US N 2 2061-05-20 Floating 0.84000000 N Y N N N N Freddie Mac N/A 31396UD64 9604.95000000 PA USD 2157.59000000 0.000402809418 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 6.94000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BQ2 180000.00000000 PA USD 182612.21000000 0.034092630293 Long DBT CORP US N 2 2030-06-30 Fixed 1.40000000 N N N N N N Business Jet Securities, LLC N/A 12327FAA5 995059.94000000 PA USD 1008477.93000000 0.188276924234 Long ABS-O CORP US N 2 2035-11-15 Fixed 2.98000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KAX4 100000.00000000 PA USD 139814.73000000 0.026102591384 Long DBT US N 2 2041-03-15 Fixed 6.50000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 200000.00000000 PA USD 211732.73000000 0.039529260857 Long DBT CORP JP N 2 2030-07-16 Fixed 2.68000000 N N N N N N SART 2017 1 4.75 15 JUL 2024 N/A 000000000 663236.33000000 PA USD 669868.69000000 0.125060561904 Long DBT CORP US N 2 2024-07-15 Fixed 4.75000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AL3 116000.00000000 PA USD 133605.32000000 0.024943330897 Long DBT CORP CO N 2 2026-06-26 Fixed 5.38000000 N N N N N N Freddie Mac N/A 3128QS6G6 17621.29000000 PA USD 17952.20000000 0.003351570618 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 2.80000000 N N N N N N Diamond Resorts Owner Trust N/A 252724AA7 286688.15000000 PA USD 299403.83000000 0.055896941856 Long ABS-O CORP US N 2 2031-01-21 Fixed 3.70000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 125000.00000000 PA USD 167434.99000000 0.031259132191 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N Fanniemae-Aces N/A 3136AX3J2 733000.00000000 PA USD 832507.10000000 0.155424200697 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.98000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBK4 275000.00000000 PA USD 307807.05000000 0.057465773823 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N FREMF Mortgage Trust N/A 30295AAN8 420000.00000000 PA USD 445065.43000000 0.083091109632 Long ABS-MBS USGSE US N 2 2049-07-25 Variable 3.85000000 N N N N N N Fannie Mae N/A 31394ULM2 57985.93000000 PA USD 76029.12000000 0.014194191503 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 11.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFM6 400000.00000000 PA USD 449472.60000000 0.083913902464 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 09681LAD2 200000.00000000 PA USD 204072.00000000 0.038099047425 Long DBT CORP SG N 2 2022-09-18 Fixed 2.75000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48249GAA2 194623.23000000 PA USD 16357.11000000 0.003053776655 Long ABS-O USGA US N 2 2040-04-25 Variable 2.78000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LAP4 143996.63000000 PA USD 141513.84000000 0.026419805272 Long ABS-MBS CORP US N 2 2034-03-19 Floating 0.85000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CA5 163000.00000000 PA USD 206344.50000000 0.038523309868 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05524UAA7 100000.00000000 PA USD 104306.14000000 0.019473345557 Long ABS-MBS CORP US N 2 2030-12-10 Fixed 2.96000000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 09778PAC9 215000.00000000 PA USD 229601.89000000 0.042865328394 Long DBT CORP US N 2 2050-06-01 Fixed 3.21000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667GQN6 197757.53000000 PA USD 28803.09000000 0.005377368242 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.60000000 N N N N N N TC PipeLines LP 6HL0C5LCIE4TN8UZHL06 87233QAC2 70000.00000000 PA USD 78731.44000000 0.014698698824 Long DBT CORP US N 2 2027-05-25 Fixed 3.90000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 1590000.00000000 PA USD 1814499.51000000 0.338756433438 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 450000.00000000 PA USD 491652.93000000 0.091788723082 Long DBT CORP US N 2 2026-04-08 Fixed 3.11000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAY3 50000.00000000 PA USD 65195.66000000 0.012171647958 Long DBT CORP US N 2 2042-05-15 Fixed 4.63000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541QP89 16566.85000000 PA USD 16954.00000000 0.003165212523 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.25000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAP4 377000.00000000 PA USD 402624.24000000 0.075167587980 Long DBT CORP JP N 2 2025-01-16 Fixed 2.65000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAM8 160000.00000000 PA USD 174851.18000000 0.032643691438 Long DBT CORP CA N 2 2030-01-25 Fixed 2.95000000 N N N N N N Fannie Mae N/A 31398FVM0 56985.11000000 PA USD 62612.61000000 0.011689407649 Long ABS-MBS USGSE US N 2 2039-11-25 Fixed 6.00000000 N N N N N N Chase Funding Loan Acquisition Trust N/A 161542CY9 2771.98000000 PA USD 2680.43000000 0.000500420585 Long ABS-MBS CORP US N 2 2019-12-25 Fixed 4.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCZ5 160000.00000000 PA USD 215003.32000000 0.040139860859 Long DBT CORP US N 2 2055-03-15 Fixed 4.67000000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 485134BM1 100000.00000000 PA USD 136586.76000000 0.025499948287 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N Business Jet Securities, LLC N/A 12326RAA0 518479.25000000 PA USD 527830.80000000 0.098542919566 Long ABS-O CORP US N 2 2033-06-15 Fixed 4.45000000 N N N N N N SCENTRE GROUP TRUST 1/2 N/A 806213AB0 300000.00000000 PA USD 320713.38000000 0.059875310059 Long DBT AU N 2 2025-02-12 Fixed 3.50000000 N N N N N N CD Commercial Mortgage Trust N/A 14986DAH3 115627.74000000 PA USD 118741.60000000 0.022168361410 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 5.65000000 N N N N N N American Homes 4 Rent N/A 02665XAE9 175000.00000000 PA USD 196099.93000000 0.036610708637 Long ABS-O CORP US N 2 2036-12-17 Fixed 6.42000000 N N N N N N VM DEBT 2019 1 TR N/A 91834VAA0 942689.65000000 PA USD 926418.54000000 0.172956916633 Long ABS-O CORP US N 2 2024-06-15 Fixed 7.50000000 N N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 882384AC4 81000.00000000 PA USD 83725.00000000 0.015630967235 Long DBT CORP US N 2 2022-10-15 Fixed 2.80000000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 82481LAD1 319000.00000000 PA USD 356860.12000000 0.066623694755 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N Freddie Mac N/A 31397HKD9 2965.00000000 PA USD 2814.72000000 0.000525491741 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8CB7 1216075.90000000 PA USD 1345940.97000000 0.251279297736 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Goodgreen Trust N/A 38218AAA3 802250.83000000 PA USD 779787.81000000 0.145581817960 Long ABS-O CORP US N 2 2051-10-20 Fixed 5.00000000 N N N N N N Flagship Credit Auto Trust N/A 33843MAE3 210481.27000000 PA USD 212494.14000000 0.039671411646 Long ABS-O CORP US N 2 2022-06-15 Fixed 6.22000000 N N N N N N Freddie Mac N/A 3137BGVA4 2000000.00000000 PA USD 2301112.00000000 0.429604135888 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RB6 2270000.00000000 PA USD 2869776.56000000 0.535770479338 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N BVRT FINANCING TRUST N/A 07326VAA1 1400000.00000000 PA USD 1400000.00000000 0.261371802086 Long ABS-MBS CORP US N 2 2022-11-10 Variable 3.15000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAR6 65000.00000000 PA USD 74081.95000000 0.013830666266 Long DBT CORP CA N 2 2027-07-15 Fixed 3.70000000 N N N N N N Freddie Mac N/A 31397THP0 6298.51000000 PA USD 7238.06000000 0.001351303418 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 5.50000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 698000.00000000 PA USD 1075237.89000000 0.200740617843 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 9393363L5 295844.61000000 PA USD 43004.98000000 0.008028777943 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.90000000 N N N N N N UNITED AIR 2019-1 AA PTT N/A 90931CAA6 290011.60000000 PA USD 302493.96000000 0.056473851032 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N Fannie Mae N/A 31394VX39 113116.83000000 PA USD 103201.53000000 0.019267121338 Long ABS-MBS USGSE US N 2 2036-03-25 None 0.00000000 N N N N N N ACRE TL 2017 A FRN 15 DEC 2020 ACRE TL 2017 99T1RDOZC N/A 000000000 1200000.00000000 PA USD 1200000.00000000 0.224032973217 Long LON CORP US N 2 2020-12-15 None 0.00000000 N N N N N N GOODMAN US FIN THREE N/A 38239JAA9 108000.00000000 PA USD 117750.88000000 0.021983399787 Long DBT US N 2 2028-03-15 Fixed 3.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375YCY6 171682.33000000 PA USD 199331.73000000 0.037214066773 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UKC3 1134247.45000000 PA USD 1137892.24000000 0.212437818106 Long ABS-MBS USGA US N 2 2064-06-20 Floating 0.64000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAK1 180000.00000000 PA USD 263112.60000000 0.049121581724 Long DBT CORP US N 2 2049-01-25 Fixed 5.58000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AY2 230000.00000000 PA USD 242720.58000000 0.045314510998 Long DBT CORP JP N 2 2040-07-09 Fixed 3.03000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 270000.00000000 PA USD 272385.20000000 0.050852721846 Long DBT CORP FR N 2 2026-12-14 Fixed 1.49000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LH1 2640000.00000000 PA USD 2636587.43000000 0.492235434241 Long DBT UST US N 2 2022-05-15 None 0.00000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BF64 730.61000000 PA USD 728.80000000 0.000136062692 Long ABS-MBS USGA US N 2 2060-08-20 Floating 0.44000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BN1 75000.00000000 PA USD 84810.97000000 0.015833711475 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828TJ9 500000.00000000 PA USD 512148.44000000 0.095615114784 Long DBT UST US N 2 2022-08-15 Fixed 1.63000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SA7 240000.00000000 PA USD 315056.25000000 0.058819157015 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HWQJ4 1660404.47000000 PA USD 1815653.78000000 0.338971928888 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 2.41000000 N N N N N N Goodgreen Trust N/A 38217VAA8 130851.03000000 PA USD 137953.95000000 0.025755194654 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.74000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LAA7 178966.38000000 PA USD 175544.17000000 0.032773068613 Long ABS-MBS CORP US N 2 2034-01-19 Floating 0.85000000 N N N N N N Freddie Mac N/A 31397PTW0 49401.65000000 PA USD 10079.62000000 0.001881806031 Long ABS-MBS USGSE US N 2 2038-01-15 Floating 5.84000000 N N N N N N Fannie Mae N/A 31395BA52 20726.20000000 PA USD 19619.72000000 0.003662886837 Long ABS-MBS USGSE US N 2 2036-04-25 None 0.00000000 N N N N N N Fannie Mae N/A 31397LYN3 907.73000000 PA USD 14.67000000 0.000002738803 Long ABS-MBS USGSE US N 2 2023-06-25 Floating 6.35000000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 82481LAC3 111000.00000000 PA USD 117707.61000000 0.021975321532 Long DBT CORP IE N 2 2023-09-23 Fixed 2.88000000 N N N N N N Freddie Mac N/A 3133T4SX5 41935.07000000 PA USD 44680.28000000 0.008341546643 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 7.00000000 N N N N N N APT Pipelines Ltd 261700SS8OEHDOCOUJ33 00205GAD9 191000.00000000 PA USD 217018.40000000 0.040516064495 Long DBT CORP AU N 2 2027-07-15 Fixed 4.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBQ7 377000.00000000 PA USD 379672.93000000 0.070882712798 Long DBT CORP GB N 2 2024-12-10 Fixed 1.01000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LQ1 200000.00000000 PA USD 198746.06000000 0.037104725614 Long DBT UST US N 2 2024-02-15 None 0.00000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BGS1 110000.00000000 PA USD 124684.07000000 0.023277785762 Long DBT CORP CA N 2 2032-12-15 Fixed 3.80000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 23000.00000000 PA USD 29109.17000000 0.005434511585 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N Impac Secured Assets Corp. N/A 45256VAQ0 3741.51000000 PA USD 3749.97000000 0.000700097440 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.50000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBN1 310000.00000000 PA USD 338607.55000000 0.063216046816 Long DBT CORP US N 2 2030-10-15 Fixed 2.61000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAA6 220000.00000000 PA USD 249638.16000000 0.046605982677 Long DBT CORP NL N 2 2027-05-25 Fixed 3.63000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 175000.00000000 PA USD 190861.16000000 0.035632660955 Long DBT CORP KY N 2 2024-02-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194MZH7 916311.53000000 PA USD 984487.88000000 0.183798122377 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAG0 60000.00000000 PA USD 70978.68000000 0.013251303929 Long DBT CORP US N 2 2027-06-30 Fixed 5.13000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCK3 61000.00000000 PA USD 67215.44000000 0.012548729057 Long DBT CORP US N 2 2026-08-15 Fixed 2.85000000 N N N N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 3136FAWE6 4486.61000000 PA USD 4244.41000000 0.000792406493 Long ABS-MBS USGSE US N 2 2033-01-25 None 0.00000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 929227T30 37746.75000000 PA USD 39388.71000000 0.007353641510 Long ABS-MBS CORP US N 2 2033-06-25 Fixed 5.50000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAR0 260000.00000000 PA USD 294927.83000000 0.055061298866 Long DBT US N 2 2029-07-15 Fixed 3.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 200000.00000000 PA USD 230765.31000000 0.043082532095 Long DBT CORP GB N 2 2026-11-23 Fixed 4.38000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859UBF9 200000.00000000 PA USD 200100.00000000 0.037357498283 Long DBT CORP GB N 2 2025-08-28 Fixed 1.00000000 N N N N N N Freddie Mac N/A 3132H3XT5 356576.91000000 PA USD 389654.77000000 0.072746263876 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fannie Mae N/A 31397MRK5 53119.91000000 PA USD 9951.19000000 0.001857828902 Long ABS-MBS USGSE US N 2 2038-09-25 Floating 5.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375LUK4 25569.58000000 PA USD 24743.29000000 0.004619427354 Long ABS-MBS USGA US N 2 2037-03-20 None 0.00000000 N N N N N N PARTNERS HEALTHCARE SYST 5493007Z86EDN0QFYU66 70213HAF5 791000.00000000 PA USD 903293.10000000 0.168639532399 Long DBT CORP US N 2 2060-07-01 Fixed 3.34000000 N N N N N N Fannie Mae N/A 31359BSN8 27401.79000000 PA USD 28883.22000000 0.005392328043 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCL3 235000.00000000 PA USD 309689.19000000 0.057817158340 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QF8 240942.00000000 PA USD 373067.94000000 0.069649599841 Long DBT UST US N 2 2040-02-15 Fixed 2.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828XX3 31000.00000000 PA USD 32938.71000000 0.006149464279 Long DBT UST US N 2 2024-06-30 Fixed 2.00000000 N N N N N N AMER AIRLN 14-1 A PTT N/A 02377AAA6 84631.37000000 PA USD 79563.52000000 0.014854043287 Long DBT CORP US N 2 2026-10-01 Fixed 3.70000000 N N N N N N Korea Gas Corp 988400TFZILHBD5M3R71 50066AAK9 200000.00000000 PA USD 201458.44000000 0.037611111077 Long DBT NUSS KR N 2 2021-07-18 Fixed 1.88000000 N N N N N N Fannie Mae N/A 31394EKR8 46845.11000000 PA USD 68231.22000000 0.012738369235 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 17.01000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JT9 215000.00000000 PA USD 245810.82000000 0.045891440711 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CC5 50000.00000000 PA USD 84597.52000000 0.015793861610 Long DBT CORP US N 2 2038-06-15 Fixed 8.70000000 N N N N N N VNO Mortgage Trust N/A 91830CAA6 544235.00000000 PA USD 562784.38000000 0.105068548276 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 3.00000000 N N N N N N Fannie Mae N/A 31393YT54 12531.29000000 PA USD 17122.07000000 0.003196590208 Long ABS-MBS USGSE US N 2 2034-05-25 Floating 16.09000000 N N N N N N PACIFIC LIFE INSURANCE C 8WC3XYHE06SQFW7CQK10 69448FAA9 124000.00000000 PA USD 140740.00000000 0.026275333875 Long DBT CORP US N 2 2067-10-24 Fixed 4.30000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAT6 162000.00000000 PA USD 192610.05000000 0.035959168477 Long DBT CORP CA N 2 2026-01-15 Fixed 4.88000000 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 143616.00000000 PA USD 140522.97000000 0.026234815645 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N PEPPERDINE UNIV 549300G0RVHY0VSFWD76 71338QAC0 200000.00000000 PA USD 213425.61000000 0.039845311640 Long DBT CORP US N 2 2059-12-01 Fixed 3.30000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CA7 45000.00000000 PA USD 70499.13000000 0.013161774752 Long DBT CORP US N 2 2038-08-01 Fixed 6.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AG3 80000.00000000 PA USD 98753.00000000 0.018436606836 Long DBT CORP GB N 2 2042-09-18 Fixed 4.00000000 N N N N N N FHLMC Structured Pass Through Securities N/A 31392W7D6 52783.90000000 PA USD 69765.50000000 0.013024810327 Long ABS-MBS USGSE US N 2 2042-08-25 Variable 7.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital 549300TPZNMN50BJ3745 161175BT0 250000.00000000 PA USD 298600.02000000 0.055746875236 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAA9 145000.00000000 PA USD 147256.57000000 0.027491939335 Long DBT CORP US N 2 2023-09-15 Fixed 2.00000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAB1 170000.00000000 PA USD 187579.25000000 0.035019947576 Long DBT CORP US N 2 2027-06-17 Fixed 3.00000000 N N N N N N Fanniemae-Aces N/A 31397UPF0 250584.30000000 PA USD 252326.81000000 0.047107937888 Long ABS-MBS USGSE US N 2 2021-06-25 Fixed 3.76000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AA6 200000.00000000 PA USD 223762.89000000 0.041775221285 Long DBT CORP CH N 2 2030-08-13 Fixed 3.13000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAE3 205000.00000000 PA USD 215549.17000000 0.040241767858 Long DBT CORP GB N 2 2040-09-02 Fixed 3.30000000 N N N N N N DT Auto Owner Trust N/A 23343JAE6 1121000.00000000 PA USD 1148947.99000000 0.214501861893 Long ABS-O CORP US N 2 2025-07-15 Fixed 2.73000000 N N N N N N Fannie Mae N/A 3136A72Y7 288852.85000000 PA USD 291699.81000000 0.054458646434 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 0.65000000 N N N N N N HERO Funding Trust N/A 42771XAC0 400691.32000000 PA USD 430052.22000000 0.080288231237 Long ABS-O CORP US N 2 2047-09-20 Fixed 4.46000000 N N N N N N ASB BANK LIMITED 549300IBZWZL1KTPF918 00216LAC7 465000.00000000 PA USD 501408.34000000 0.093610001005 Long DBT CORP NZ N 2 2024-05-23 Fixed 3.13000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AQ6 83000.00000000 PA USD 94993.69000000 0.017734765672 Long DBT CORP US N 2 2026-01-15 Fixed 4.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAN8 200000.00000000 PA USD 238172.77000000 0.044465461502 Long DBT CORP CA N 2 2035-03-15 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379KBH0 18640.34000000 PA USD 18949.99000000 0.003537852168 Long ABS-MBS USGA US N 2 2048-07-16 Variable 2.11000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAA1 480000.00000000 PA USD 499499.16000000 0.093253568278 Long DBT CORP CH N 2 2023-05-23 Fixed 3.49000000 N N N N N N Fanniemae-Aces N/A 3136B1LF9 392000.00000000 PA USD 447579.33000000 0.083560440042 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 3.09000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAH8 150000.00000000 PA USD 154482.03000000 0.028840890407 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N Freddie Mac N/A 31339WBH8 66571.96000000 PA USD 75273.13000000 0.014053052597 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 6.50000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LSQ5 245000.00000000 PA USD 272082.38000000 0.050796187126 Long DBT CORP US N 2 2026-04-29 Fixed 3.05000000 N N N N N N UBS-BAMLL Trust N/A 90269PAA9 231000.00000000 PA USD 232146.68000000 0.043340425785 Long ABS-MBS CORP US N 2 2030-06-10 Fixed 3.66000000 N N N N N N VSE VOI Mortgage LLC 549300E4XED7XGXU7L27 918286AA3 210505.08000000 PA USD 220995.56000000 0.041258576978 Long ABS-O CORP US N 2 2036-02-20 Fixed 3.56000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCK8 290000.00000000 PA USD 391916.69000000 0.073168551095 Long DBT CORP US N 2 2046-08-21 Fixed 4.86000000 N N N N N N Fannie Mae N/A 31395NBG1 12389.73000000 PA USD 11685.39000000 0.002181593887 Long ABS-MBS USGSE US N 2 2036-06-25 None 0.00000000 N N N N N N Freddie Mac N/A 3137AQUG1 113423.88000000 PA USD 113426.98000000 0.021176152977 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 0.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RN28 412587.96000000 PA USD 421227.10000000 0.078640633010 Long ABS-MBS USGA US N 2 2066-12-20 Floating 1.14000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAH5 250000.00000000 PA USD 255833.16000000 0.047762552901 Long DBT CORP FR N 2 2026-10-06 Fixed 1.65000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AC2 300000.00000000 PA USD 346684.48000000 0.064723962352 Long DBT CORP CH N 2 2028-01-09 Fixed 4.28000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAG3 50000.00000000 PA USD 76097.14000000 0.014206890439 Long DBT CORP US N 2 2037-12-15 Fixed 6.75000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216AS0 50000.00000000 PA USD 59456.10000000 0.011100105715 Long DBT CORP US N 2 2096-08-15 Fixed 7.60000000 N N N N N N Freddie Mac N/A 3129352C2 39386.93000000 PA USD 44653.41000000 0.008336530172 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.00000000 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 35041JAA3 309889.36000000 PA USD 320648.44000000 0.059863186142 Long ABS-O CORP US N 2 2034-11-15 Fixed 3.86000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 112000.00000000 PA USD 129840.10000000 0.024240386371 Long DBT CORP US N 2 2029-01-24 Fixed 3.77000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828P38 1378000.00000000 PA USD 1424399.85000000 0.265927111204 Long DBT UST US N 2 2023-01-31 Fixed 1.75000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAS2 200000.00000000 PA USD 207086.20000000 0.038661780915 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N DELMARVA PWR & LIGHT CO NJ98T8DDD027ZFXUDB24 247109BT7 150000.00000000 PA USD 187253.67000000 0.034959163696 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAP4 225000.00000000 PA USD 263509.72000000 0.049195721702 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8D35 948150.91000000 PA USD 1057160.63000000 0.197365699255 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.12000000 N N N N N N GUARDIAN LIFE INSURANCE N1YIDVMMKBHFYCCAIX69 401378AC8 42000.00000000 PA USD 58900.96000000 0.010996464328 Long DBT CORP US N 2 2077-01-24 Fixed 4.85000000 N N N N N N PRUDENTIAL INSURANCE CO X574KRZ6V5A7UBU45C31 743917AH9 450000.00000000 PA USD 583295.43000000 0.108897841205 Long DBT CORP US N 2 2025-07-01 Fixed 8.30000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AL9 138000.00000000 PA USD 172626.83000000 0.032228418318 Long DBT CORP US N 2 2043-01-15 Fixed 4.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JTD7 26240.73000000 PA USD 5839.33000000 0.001090168717 Long ABS-MBS USGA US N 2 2037-04-16 Floating 6.66000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDN8 350000.00000000 PA USD 347632.00000000 0.064900858787 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AY6 200000.00000000 PA USD 224396.09000000 0.041893436017 Long DBT CORP GB N 2 2050-09-10 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381S6J6 410678.85000000 PA USD 415399.76000000 0.077552702755 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 3.03000000 N N N N N N Freddie Mac N/A 3132LBDU1 386920.43000000 PA USD 412930.18000000 0.077091646630 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BF5 19000.00000000 PA USD 21065.03000000 0.003932717751 Long DBT CORP US N 2 2024-12-15 Fixed 3.73000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAS0 170000.00000000 PA USD 168954.24000000 0.031542767270 Long DBT CORP US N 2 2050-08-01 Fixed 3.25000000 N N N N N N Fanniemae-Aces N/A 3136BBTD4 7219842.84000000 PA USD 972701.27000000 0.181597631308 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 2.02000000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AU9 90000.00000000 PA USD 93082.39000000 0.017377937154 Long DBT CORP US N 2 2025-05-04 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UJ84 737224.68000000 PA USD 737760.42000000 0.137735550345 Long ABS-MBS USGA US N 2 2067-08-20 Floating 0.59000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541SZK7 2274.14000000 PA USD 2089.79000000 0.000390151555 Long ABS-MBS CORP US N 2 2019-08-25 Fixed 5.25000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAF9 250000.00000000 PA USD 271957.00000000 0.050772779414 Long DBT CORP FR N 2 2023-09-12 Fixed 4.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABN6 140000.00000000 PA USD 143536.65000000 0.026797452054 Long DBT CORP US N 2 2025-10-15 Fixed 1.80000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FG6Q3 465000.00000000 PA USD 521050.54000000 0.097277084727 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.21000000 N N N N N N Fannie Mae N/A 31397M5Z6 22846.25000000 PA USD 5149.61000000 0.000961402032 Long ABS-MBS USGSE US N 2 2039-02-25 Floating 6.40000000 N N N N N N Fannie Mae N/A 31393A6T9 44448.31000000 PA USD 46078.55000000 0.008602595465 Long ABS-MBS USGSE US N 2 2023-05-25 Fixed 5.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MF5 175000.00000000 PA USD 190255.78000000 0.035519640054 Long DBT CORP US N 2 2025-04-24 Fixed 3.35000000 N N N N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 12636YAA0 200000.00000000 PA USD 222840.87000000 0.041603085550 Long DBT CORP US N 2 2027-05-09 Fixed 3.40000000 N N N N N N Freddie Mac N/A 31397HD70 121235.42000000 PA USD 132985.19000000 0.024827556257 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 6.00000000 N N N N N N DAI-ICHI LIFE INSURANCE 3538001235ACEIORUV72 23380YAD9 207000.00000000 PA USD 228476.25000000 0.042655177997 Long DBT CORP JP N 2 2026-07-24 Fixed 4.00000000 N N N N N N TVC Mortgage Trust 2020-RTL1 N/A 90114YAA7 1600000.00000000 PA USD 1615498.40000000 0.301604091483 Long ABS-MBS CORP US N 2 2024-09-25 Fixed 3.47000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAK7 430000.00000000 PA USD 487156.63000000 0.090949290201 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374UVQ1 28774.55000000 PA USD 4303.59000000 0.000803455052 Long ABS-MBS USGA US N 2 2039-06-20 Floating 5.93000000 N N N N N N Fannie Mae N/A 3136ASMM5 368582.54000000 PA USD 394796.31000000 0.073706159287 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELJW4 711174.14000000 PA USD 742104.77000000 0.138546615051 Long ABS-MBS USGSE US N 2 2023-06-01 Variable 2.79000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RUS3 308581.56000000 PA USD 309313.48000000 0.057747015483 Long ABS-MBS USGA US N 2 2066-05-20 Floating 0.72000000 N N N N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 62854AAN4 70000.00000000 PA USD 80089.14000000 0.014952173463 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N MASTR Alternative Loans Trust N/A 576434VU5 1194.64000000 PA USD 1200.95000000 0.000224210332 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 4.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165YAE3 658000.00000000 PA USD 672719.07000000 0.125592711160 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.68000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QY7 3200000.00000000 PA USD 3964624.99000000 0.740172270167 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 559080AH9 68000.00000000 PA USD 73324.78000000 0.013689307061 Long DBT CORP US N 2 2025-03-15 Fixed 3.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375LV72 21055.90000000 PA USD 2930.45000000 0.000547097855 Long ABS-MBS USGA US N 2 2037-11-20 Floating 6.40000000 N N N N N N RCO Mortgage LLC N/A 74937CAA4 993231.20000000 PA USD 994970.94000000 0.185755248294 Long ABS-MBS CORP US N 2 2025-09-25 Variable 3.10000000 N N N N N N MASSACHUSETTS ELECTRIC 549300XN8GZY5U5O1B96 575634AT7 105000.00000000 PA USD 127122.50000000 0.023733026364 Long DBT CORP US N 2 2046-08-15 Fixed 4.00000000 N N N N N N Drive Auto Receivables Trust 549300RZ091I85JWZO63 26207KAG6 772026.21000000 PA USD 783634.47000000 0.146299966857 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.53000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743756AB4 84000.00000000 PA USD 91693.22000000 0.017118587250 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAY7 495000.00000000 PA USD 497229.25000000 0.092829789373 Long DBT CORP DK N 2 2023-12-08 Fixed 1.17000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828T34 2060000.00000000 PA USD 2075530.46000000 0.387489383297 Long DBT UST US N 2 2021-09-30 Fixed 1.13000000 N N N N N N Freddie Mac N/A 3132H4CL3 286999.91000000 PA USD 312108.13000000 0.058268760274 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Fanniemae-Aces N/A 3136BBHB1 400000.00000000 PA USD 405111.88000000 0.075632015801 Long ABS-MBS USGSE US N 2 2028-11-25 Fixed 1.59000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 1077000.00000000 PA USD 1122122.58000000 0.209493714926 Long DBT CORP US N 2 2041-06-19 Fixed 2.68000000 N N N N N N Hydro-Quebec 6THEVG93PYJH84S4D167 448814DM2 250000.00000000 PA USD 251647.43000000 0.046981101621 Long DBT NUSS CA N 2 2021-02-01 Fixed 9.40000000 N N N N N N Fanniemae-Aces N/A 3136AX7E9 1016000.00000000 PA USD 1144624.08000000 0.213694613215 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 3.08000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3128HXRT4 814477.56000000 PA USD 858432.45000000 0.160264311733 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.00000000 N N N N N N MASS MUTUAL LIFE R6ZXK5P01NP6HXSY1S07 575767AB4 250000.00000000 PA USD 283230.41000000 0.052877459048 Long DBT CORP US N 2 2023-11-15 Fixed 7.63000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HR7 30000.00000000 PA USD 34130.02000000 0.006371874880 Long DBT CORP US N 2 2049-09-15 Fixed 3.35000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SS8 640000.00000000 PA USD 637600.00000000 0.119036186436 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 383742AS2 19655.91000000 PA USD 2960.29000000 0.000552668808 Long ABS-MBS USGA US N 2 2037-12-20 Floating 6.40000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 140000.00000000 PA USD 160134.04000000 0.029896087578 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BF1 200000.00000000 PA USD 202559.79000000 0.037816726673 Long DBT CORP US N 2 2026-03-11 Fixed 0.90000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 55608JAP3 700000.00000000 PA USD 845797.67000000 0.157905472291 Long DBT CORP AU N 2 2030-01-15 Fixed 5.03000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91833HAA2 620891.50000000 PA USD 621171.46000000 0.115969074217 Long ABS-O CORP US N 2 2049-11-25 Variable 3.28000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DR5 225000.00000000 PA USD 262568.12000000 0.049019930496 Long DBT CORP US N 2 2029-04-05 Fixed 3.65000000 N N N N N N Fanniemae-Aces N/A 3136AWWF0 937000.00000000 PA USD 1079168.85000000 0.201474505057 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 3.17000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LY4 5100000.00000000 PA USD 4975483.96000000 0.928893720627 Long DBT UST US N 2 2026-02-15 None 0.00000000 N N N N N N Countrywide Home Loans N/A 12669FPC1 23719.33000000 PA USD 24217.45000000 0.004521256106 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828T26 3000000.00000000 PA USD 3100898.43000000 0.578919579097 Long DBT UST US N 2 2023-09-30 Fixed 1.38000000 N N N N N N Fannie Mae N/A 31395DTS8 21439.31000000 PA USD 20875.84000000 0.003897397086 Long ABS-MBS USGSE US N 2 2036-06-25 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833LN8 5070000.00000000 PA USD 5052620.14000000 0.943294593751 Long DBT UST US N 2 2023-05-15 None 0.00000000 N N N N N N 2021-01-22 TRANSAMERICA SERIES TRUST Vincent Toner Vincent Toner Treasurer